Session 01 Course Teacher: Md.

Yousuf Ali (YA)

Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Basic Concept of Differential Equation

1. What is DE?
2. What is ODE and PDE?
3. What is Order and Degree of DE?
4. What do you mean by Linear and Nonlinear DE?

Answer:

1. DE: An equation involving derivatives or differentials of one or more dependent variables with
respect to one or more independent variables is called a differential equation.
d2y u u
Example: Here, 2
 c and ydx  xdy  0 are two DE. Another DE is y x  0 ; where
dx x y
u  u ( x, y ) .

2.
i. Ordinary Differential Equation (ODE): A differential equation involving derivatives with
respect to a single independent variable is called an ordinary differential equation (ODE).
dy 1  y 2 d 2 y dy
Example: (i)  (ii) 2   2 y  e x  sin x
dx 1  x 2 dx 2 dx

ii. Partial Differential Equation (PDE): A differential equation involving derivatives with
respect to more than one independent variables is called partial differential equation (PDE).

2 z 2 z z z
Example: (i) x  y  tan x (ii)  0
x 2 y 2 x y

3.
i. Order: The order of the highest differential coefficient which appears in a differential
equation is known as the Order of the DE.
 d2y dy
Example: 2
 6  0 is a second order DE.
dx dx

ii. Degree: The degree of the highest differential coefficient after the equation has been put
in the form free from radicals and fraction is known as the degree of the DE.

3 5
 d2y   dy 
Example:  2   6    0 is a DE of degree 3.
 dx   dx 

5
d2y  dy 
Here, we also see an example of a DE with second order first degree 2
 6    4 cos 2 x .
dx  dx 

Some important note:

 Degree of a DE is defined if it is a polynomial equation in its derivative.

 Degree of a DE is always positive, but never a negative or zero or fraction.
 Dependent variable should not include fraction powers, it should be perfectly linear.
d2y
Suppose, 2  y  0 , degree of this DE does not exist.
dx
 Degree of a DE does not exist when the differential coefficient involving with exponential
or logarithmic or trigonometric functions. For example:
dy
 There is no degree for DE e dx  1  0 .
 dy 
 There is no degree for DE ln    1  0 .
 dx 
 dy 
 There is no degree for DE sin    1  0 .
 dx 

Some example of Order and Degree of DE:

dy 1  y 2
i.  2
; [1st order and 1st degree]
dx 1  x
d 2 y dy
ii. 2 2
  2 y  e x  sin x ; [2nd order and 1st degree]
dx dx
2 z 2 z
iii. x 2
 y 2
 tan x ; [2nd order and 1st degree]
x y
 z z
iv.   0 ; [1st order and 1st degree]
x y

2
d2y  dy  dy
Problem-01: Find the order and degree of the DE 2  5     2 y .
dx  dx  dx

2
d2y  d 3 y  dy
Problem-02: Find the order and degree of the DE 2  5  3    2 y .
dx  dx  dx

4.
i. Linear ODE: An ordinary differential equation of order n is called a linear ordinary
differential equation of order n if it follow the followings conditions;
1. No transcendental functions of dependent variable or its derivative exists.
[Transcendental function: A function not expressible as a finite combination of the
algebraic operations of addition, subtraction, multiplication, division, raising to a
power and extracting a root. Such as sin x, cos x, log x, e x and any function containing
them. Such functions are expressible in algebraic terms only as infinite series.]
2. No product of dependent variables and its derivatives.
3. The dependent variable and all its derivatives are of the first degree i.e. the power of
each term involving is is 1.

d 2 y dy
Example: 2
  2 y  0 ; Linear, 2nd order and 1st degree ODE.
dx dx

A linear equation can be expressed as

dny d n 1 y dy
a0 ( x ) n
 a1 ( x ) n 1
 ...  an 1 ( x )  an ( x) y  b( x) ; [ a0  0. ]
dx dx dx

ii. Non-linear ODE: A nonlinear ordinary differential equation is an ordinary differential

equation that is not linear.

Example:

d 2 y dy
i.   2 y2  0
dx 2 dx
 d3y 2
y d y dy
ii. 3
e 2
  xy  xe x
dx dx dx
2
d 2 y  dy 
iii.     2y  0
dx 2  dx 

Formation of ODE:

Step-1: Finding the number of arbitrary constants.

Step-2: Differentiating a number of times of the equation equal to the number of arbitrary
constants.

Step-3: Eliminating the arbitrary constants.

Some important formula:

Differentiation Formula Differentiation Formula Differentiation Formula
d x d

dx
 a   a x ln a 
dx
c  0 
d
 sin x   cos x
dx
d x d d

dx
 e   ex 
dx
 ax   a  x 
dx 
d
 cos x    sin x
dx
d 1 d n

dx
 ln x  
x

dx
 x   nxn1 
d
 tan x   sec2 x
dx
d 1 d d d
  log a x    u  v   u    v  
d
 cot x    cos ec2 x
dx x  ln a  dx dx dx dx
d 1 d d d
  tan 1 x     uv   u  v   v  u  
d
 sec x   sec x tan x
dx 1  x2 dx dx dx dx
d 1 d d d
  sin 1 x   v u  u v
dx
d u dx dx   cos ecx    cosec x cot x
1  x2    dx
dx  v  v2

Problem-01: Form an ODE of y  e x ( A cos x  B sin x) .

Solution: Given that,

y  e x ( A cos x  B sin x) … … … (i)

Step-1: Here, we see the number of arbitrary constant is 2(A, B). So we have to differentiate two
times the equation (i).

Step-2: Differentiating the equation (i) with respect to x, we get,

dy d d
 e x ( A cos x  B sin x)  ( A cos x  B sin x ) e x
dx dx dx
dy
 e x ( A sin x  B cos x)  e x ( A cos x  B sin x )
dx

dy
 e x ( A sin x  B cos x)  y [From (i)] … … … (ii)
dx

Again differentiating equation (ii), with respect to x, we get,

d  dy  d x
   e ( A sin x  B cos x )  y
dx  dx  dx
d2y d d dy
2
 e x ( A sin x  B cos x)  ( A sin x  B cos x) e x 
dx dx dx dx

d2y dy
2
 e x ( A cos x  B sin x )  ( A sin x  B cos x )e x 
dx dx
d2y dy
2
 e x ( A cos x  B sin x )  ( A sin x  B cos x)e x 
dx dx
d2y dy dy
2
 y   y  [From (ii)]
dx dx dx
d2y dy
2
 2  2 y  0 [Required ODE]
dx dx
Since there is no arbitrary constant so this is the required ODE. We differentiated two times
because of having 2 arbitrary constants initially.

d2y dy
Problem-02: Form an ODE of xy  Ae 2 x  Be2 x . [Answer: x 2
 2  4 xy  0 ]
dx dx

Problem-03: Form the DE corresponding to the equations,

d2y dy
i. y  ax  bx 2 [ x 2 2
 2x  2 y  0 ]
dx dx
 3 2
2 3  dy   dy 
ii. c( y  c )  x [ 8 x    12 y    27 x  0 ]
 dx   dx 
3
d y dy
iii. y  ae 2 x  be3 x  ce x [ 3  7  6 y  0 ]
dx dx
3
dy  dy 
iv. y  cx  c  c3 [ y   x  1   
dx  dx 
2
 dy 
v. 2y y
e  2cxe  c  0 2
[ 1  x     1  0
2

 dx 
d2y dy
vi. xy  ae x  be  x [ x 2  2  xy
dx dx
2
d y dy
vii. xy  Ae x  Be  x  x 2 [ x 2  2  x 2  xy  2
dx dx
Exercise

01. Show that the differential equation of a family of circles touches the x-axis at origin is
 x 2  y 2  dy  2 xydx  0 .
2
 dy  dy
2
02. Form the differential equation of parabolas y  4a  x  a  . [ y    2 x  y  0 ]
 dx  dx
d2y
03. Form the differential equation from the curve y  Ae  Be 2x 2 x
. [ 2  4 y  0 ]
dx
b d2y dy
04. Form the differential equation of y  ax  . [ x 2
x  y 0]
x dx 2
dx
2
d r dr
05. Form the differential equation from the curve r  a  b cos  . [ 2  cot  ]
d d
06. Form the differential equation whose solution is d2y dy
x
y  e  A cos x  B sin x  . [  2
 2  2y  0 ]
dx dx
 d 2 y  dy  2  dy
2 2
07. Form the differential equation whose solution is Ax  By  1 . [ x  y 2      y ]
 dx  dx   dx
d 2 y dy
08. Form the differential equation whose solution is y  a ln x  b . [ x 2  0]
dx dx
dy x
2 2 2 [   ]
09. Find the differential equation of circles x  y  a . dx y
d 2x
10. Form the differential equation form the relation [  x 0]
dt 2
x  a cos t  b sin t .
 Session 02 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Solution of first order and first degree ODE

(Variable separation method)
Solution of ODE:

Let F  x, y, y1 , y2 ,... yn   0 … … … (1)

be an nth order ordinary differential equation.

i. A solution of (1) containing n independent arbitrary constants is called a general solution.
ii. A solution of (1) obtained from a general solution of (1) by giving particular values to one
or more of the n independent arbitrary constants is called a particular solution of (1).
iii. A solution of (1) which cannot be obtained from any general solution of (1) by any choice
of the n independent arbitrary constants is called a singular solution of (1).
Equation of first order and first degree:

There are two standard forms of differential equations of first order and first degree,

dy
i.  f  x, y 
dx
ii. M  x, y  dx  N  x, y  dy  0

There are many kinds of solutions of first order and first degree equations, such as

i. Separation variables
ii. Homogeneous equations
iii. Linear differential equation
iv. Exact differential equation
The following procedures will help in this respect,

Separation of variables:
If in an equation, it is possible to get all the functions of x and dx to one side and all the functions
of y and dy to the other, the variables are said to be separable.
Working Rules:
dy
Step 1: Let  f1  x  f 2  y  … … … (1)
dx
be given equation f1  x  is a function of x alone and f 2  y  is a function of y alone.

1
Step 2: From (1), separating variables dy  f1  x  dx … … … (2)
f2  y 

Step 3: Integrating both sides of (2), we have

 1 
  f  y   dy   f  x  dx  c
1 … … … (3)
 2 
where c is constant of integration, is the required solution.
[Note:
1. In all solutions (3), an arbitrary constant c must be added in any one side only. If c is not
added, then the solution obtained will not be a general solution of (1).
2. To simplify the solution (3), the constant of integration can be chosen in any suitable form so
as to get the final solution in a form as simple as possible. Accordingly, we write log c, tan–1
c, sin c, ec, (1/2) × c, (– 1/3) × c etc. in place of c in some solutions.]
Some important formula:
Logarithmic Formula Integral Formula Integral Formula
 log xy  log x  log y   1dx  x  c x n1
n
  x dx   c ; n  1
x n 1
 log  log x  log y   adx  ax  c
y f  x
x x   dx  ln f  x   c
 n log x  log x n
  e dx  e c f  x

e
log f  x 
 f  x
  sin xdx   cos x  c  2
 cos ec xdx   cot x  c
 log e x  ln x   cos xdx  sin x  c   sec x tan xdx  sec x  c
 ln e  1 1
  x dx  ln x  c   cos ecx cot xdx   cos ecx  c
Trigonometric Formula
1 1 x
x y ax  a dx  tan 1  c
 tan 1 x  tan 1 y  tan 1   a x dx  c 2
x 2
a a
1  xy ln a
1
2   1 x dx  tan 1 x  c
 tan 1 x  tan 1 y  tan 1
x y   sec xdx  tan x  c 2

1  xy
d 
  uvdx  u  vdx    dx  u   vdx dx
dy
Problem 01: Solve the DE  2 xy by using Separation of variables method.
dx
Solution:
dy
Given that  2 xy … … … (1)
dx
Step 1: Let,
dy
  2 x  y   f1  x  f 2  y  … … … (2)
dx
Where, f1  x    2 x  ; f 2  y    y  .

Step 2: By separating the variables, we get,

dy
 2 xdx … … … (2)
y
Step 3: By integrating on both sides, we get,
dy
  2 xdx
y 
 1
  dy  2 xdx
y
x2
 ln y  2  ln c
2
 ln y  x 2  ln c
2
 ln y  ln e x  ln c
2
 ln y  ln ce x
2
 y  ce x
Which is the required general solution of the DE.
Problem 02: Solve the following DE by using Separation of variables method.
dy 1  y 2 dy  dy 
(a)  (c) y  x  a  y2  
dx 1  x2 dx  dx 
(b) sec 2 x tan ydx  sec 2 y tan xdy  0 (d)  e y  1 cos xdx  e y sin xdy  0

Solution:
(a)
dy 1  y 2
Given that  … … … (1)
dx 1  x 2
By separating variables, we get
dy dx
2

1 y 1 x2
dy dx
 2
 [Taking integration]
1 y 1  x2
1 1
 2
dy   dx
1 y 1 x2
 tan 1 y  tan 1 x  tan 1 c
 tan 1 y  tan 1 x  tan 1 c
yx
 tan 1  tan 1 c
1  xy
yx
 c
1  xy
 y  x  c 1  xy 

Which is the required general solution of the DE.

(b)
Given that sec 2 x tan ydx  sec 2 y tan xdy  0 … … … (1)
By separating variables, we get
sec 2 x tan ydx   sec2 y tan xdy
sec 2 x sec 2 y
 dx   dy
tan x tan y
 ln  tan x    ln  tan y   ln c
 ln  tan x   ln  tan y   ln c
 ln  tan x tan y   ln c
 tan x tan y  c
Which is the required general solution of the DE.
(c)
dy  dy 
Given that yx  a  y 2   … … … (1)
dx  dx 
dy dy
 yx  ay 2  a
dx dx
dy dy
 y  ay 2  x  a
dx dx
dy
 y 1  ay    x  a 
dx
By separating variables, we get
dx dy

 x  a  y 1  ay 
dx 1 a 
   dy  Using Coverup rule
 x  a   y 1  ay 
dx 1 a 
    dy Taking integration 
 x  a   y 1  ay 
 ln( x  a)  ln C  ln y  ln(1  ay )
y
 ln C ( x  a )  ln
(1  ay )
y
 C ( x  a) 
(1  ay )
 y  C ( x  a )(1  ay )
Which is the required general solution of the DE.
d)
Given that e y
 1 cos xdx  e y sin xdy  0

  e y  1 cos xdx  e y sin xdy … … … (1)

By separating variables, we get

cos x ey
dx   y dy
sin x e 1
cos x ey
 dx    y dy  Taking integration 
sin x e 1
 ln sin x   ln(e y  1)  ln C
C
 ln sin x  ln y
e 1
C
 sin x  y
e 1
Which is the required general solution of the DE.
Equations Reducible to the form in which variables are separable:
Transformation of some equations in the form in which variables are separable Equations of the
form,
dy dy
 f  ax  by  c  or  f  ax  by 
dx dx
can be reduced to an equation in which variables can be separated.
For this purpose, we use the substitution
ax  by  c  v ax  by  v
dy dv dy dv
 ab  or  ab 
dx dx dx dx
dy 1  dv  dy 1  dv 
   a    a
dx b  dx  dx b  dx 
dy 2
Problem-01: Solve the DE   4 x  y  1 .
dx
Solution: Given that,
dy 2
  4 x  y  1 … … … (1)
dx
Let,
 dy dv dy dv
4x  y 1  v  4      4 … … … (2)
dx dx dx dx
Now substituting the value of equation (2) in equation (1), we get,
dy 2
  4 x  y  1
dx
dv
  4  v2
dx
dv
  v2  4
dx
dv
 2  dx Separating Variables
v 4
1
 2 dv   dx  Taking Integration 
v  22
1 v
 tan 1  x  C
2 2
Which is the required general solution of the DE.
2 dy
Problem-02: Solve the DE  x  y   a2 .
dx
Solution: Given that,
2 dy
 x  y  a 2 … … … (1)
dx
Let,
dy dv dy dv
x  y  v  1    1 … … … (2)
dx dx dx dx
Now substituting the value of equation (2) in equation (1), we get,
dy2
 x  y  a2
dx
 dv 
 v 2 1    a 2
 dx 
dv a2
  1 2
dx v
dv
  dx Separating Variables
a2
1 2
v
 dv
  dx
v  a2
2

v2
v2 dv
  dx
v2  a2
v2
 dv   dx  Taking Integration 
v2  a2
v 2  a 2  a2
 dv   dx
v 2  a2
 v2  a 2 a2 
  2 2
 2 2 
dv   dx
 v a v a 
 a2 
  1  2 2 
dv   dx
 v a 
1 va
 v  a2 ln  xC
2a v  a
a x ya
 x  y  ln  xC
2 x ya
a x ya
 ln yC
2 x ya
Which is the required general solution of the DE.
Exercise
Problem Answer
2 dy a x  y a
  x  y  a2  ln  y C
dx 2 x ya

 cos ydy  sec 2 xdx  sin y  tan x  C

 e y
 1 cos xdx  e y  sin x  1 dy  0  1  sin x  1  e y   C

 5 cos 2 ydx  sin 2 xdy  0  5cot x  tan y  C

 x sin ydx   x 2  1 cos ydy  1  x 2  C sin y

dy 7 xe2 y  3e 2 y  7 ln  3 x 2  5  C
 
dx 5  3 x 2
dy e5 x
  1  y 2  sin 2 xe5 x  tan 1 y   5sin 2 x  2cos 2 x   C
dx 29

dy
 e2 x2 y  e2 x  e2 y  C
dx


dy
 ex y e y  ex  C
dx
 Session 03 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Differential Equation of first order and first degree

(Homogeneous Differential Equation)
Homogeneous Differential Equation: A differential equation of first order and first degree is
said to be homogeneous if it can be put in the form,

dy  y
 f 
dx x

[N.B: A differential equation be homogeneous, if the degree of each (without derivative term)
terms are equal.]

Working rule for solving homogeneous equations:

Step-1: Let the given equation be homogeneous.
Step-2: Then, by definition, the given equation can be put in the form,
dy  y
 f  … … … (1)
dx x
y
Step-3: To solve the equation (1), we have to put,  v or y  vx … … … (2)
x
Step-4: Then, differentiating the equation (2) w.r.t x, we get
dy dv
vx … … … (3)
dx dx
Step-5: Then, substituting the equation (3) and (2), in equation (1), we get
dv
v x  f  v  … … … (4)
dx
Step-6: Separating variables and integrating both sides, we get
dv 1
 dx
f v  v x
dv 1
   dx
f v  v x
 dv
  ln x  c ... ... ... (5)
f v  v

Step-7: After integration, replace v by y/x.

dy y y
Example: Solve the DE   cos .
dx x x
Solution: Given that,
dy y y
  cos … … … (1)
dx x x
y
Let  v  y  vx … … … (2)
x
Differentiating equation (2) w.r.t x, we get
dy dv
 v  x … … … (3)
dx dx
Now using equation (2) and (3), in equation (1), we get
dy y y
  cos
dx x x
dv
 v  x  v  cos v
dx
dv
 x  cos v
dx
Now by separating variables and integrating, we get
dv 1
 dx
cos v x
dv 1
   dx
cos v x
  sec vdv  ln c  ln x
 ln sec v  tan v  ln c  ln x
 ln c sec v  tan v  ln x
 c sec v  tan v  x
y y
 x  c sec  tan
x x
Which is the required solution of DE.
dy x  y
Problem 01: Solve the DE  .
dx x
Solution: Given that,
dy x  y

dx x
 dy x y
  
dx x x
dy y
  1  … … … (1)
dx x
y
Let  v  y  vx … … … (2)
x
Differentiating equation (2) w.r.t x, we get
dy dv
 v  x … … … (3)
dx dx
Now using equation (2) and (3), in equation (1), we get
dy y
 1
dx x
dv
 v  x  1 v
dx
dv
 x 1
dx
Now by separating variables and integrating, we get
1
dv  dx
x
1
  dv   dx
x
 v  ln c  ln x
 v ln e  ln c  ln x
 ln e v  ln c  ln x
 ln  c.e v   ln x
 c.e v  x
y
x
 x  c.e
Which is the required solution of DE.
dy x 2  y 2
Problem 02: Solve the DE  .
dx 2 xy
Solution: Given that,

dy x 2  y 2

dx 2 xy
dy x2 y2
  
dx 2 xy 2 xy
dy 1  x y 
     … … … (1)
dx 2  y x 
 y
Let  v  y  vx … … … (2)
x
Differentiating equation (2) w.r.t x, we get
dy dv
 v  x … … … (3)
dx dx
Now using equation (2) and (3), in equation (1), we get
dy 1  x y 
   
dx 2  y x 
dv 1  1 
 v  x   v
dx 2  v 
dv 11 
x    v v
dx 2 v 
dv 11 1
x   vv
dx 2v 2
dv 11 1
x   v
dx 2v 2
dv 11 
x   v
dx 2 v 
2
dv 1  1  v 
x   
dx 2  v 
Now by separating variables and integrating, we get
2v 1
2
dv  dx
1 v x
2v 1
 2
dv   dx
1 v x
  ln 1  v   ln c  ln x
2

 ln c  ln x  ln 1  v 2 
 ln c  ln x 1  v 2 
 c  x 1  v 2 
2
 y 
 x 1  2   c
 x 
Which is the required solution of DE.
dy dy
Problem 03: Solve the DE y 2  x 2  xy .
dx dx
Solution: Given that,
dy dy
y 2  x2  xy
dx dx
 dy dy
 y 2  xy  x2
dx dx
dy
 y 2   xy  x 2 
dx
2
dy y
 
dx xy  x 2
dy 1
 
dx xy  x 2
y2
dy 1
 
dx xy x 2

y2 y2
dy 1
  … … … (1)
dx x  x  2

y  y 
y
Let  v  y  vx … … … (2)
x
Differentiating equation (2) w.r.t x, we get
dy dv
 v  x … … … (3)
dx dx
Now using equation (2) and (3), in equation (1), we get
dy 1
 
dx x  x  2

y  y 
dv 1
vx 
dx  1 1 
  2
v v 
dv 1
vx 
dx v 1
v2
dv v2
x  v
dx v  1
dv v 2  v 2  v
x 
dx v 1
dv v
x 
dx v  1
Now by separating variables and integrating, we get
v 1 1
dv  dx
v x
 1  v 1
  dx      dv
x v v
 1
 ln x    1   dv
 v
 ln x  v  ln v  ln c
 ln x  v ln e  ln v  ln c
 ln x  ln v  ln ev  ln c
 ln xv  ln ce v
 xv  ce v
y
y
x  ce x
x
y
x
 y  ce
Which is the required solution of DE.
dy y 3  3x 2 y
Problem 04: Solve the DE  3 .
dx x  3xy 2
Solution: Given that,

dy y 3  3x 2 y

dx x 3  3xy 2
 y3 x2 y 
x3  3  3 3 
dy x x 
  
dx  xy 2 
x 3 1  3 3 
 x 
3
y y
  3
dy  x  x
  2
… … … (1)
dx  y
1  3 
x
y
Let  v  y  vx … … … (2)
x
Differentiating equation (2) w.r.t x, we get
dy dv
 v  x … … … (3)
dx dx
Now using equation (2) and (3), in equation (1), we get
3
y y
  3
dy  x  x
  2
dx  y
1  3 
x
 dv v 3  3v
vx 
dx 1  3v 2
dv v3  3v
x  v
dx 1  3v 2
dv v3  3v  v  3v 3
x 
dx 1  3v 2
dv 2v  2v 3
x 
dx 1  3v 2
dv 2  v  v 
3

x 
dx 1  3v 2
Now by separating variables, we get
1  3v 2 2
3
dv  dx
vv x
2
1  3v 2
 dv   dx
v 1  v 
2
x
1 1  3v 2
 2 dx   dv
x v 1  v 2 
1  3v 2
 2 ln x   dv
v 1  v 1  v 
1 2 2 
 2 ln x      dv  Cover up rule 
 v 1 v 1 v 
1 1 1
 2 ln x   dv  2  dv  2 dv
v 1 v 1 v
 2 ln x  ln v  2 ln 1  v   2 ln 1  v   ln c
2 2
 ln x 2  ln v  ln 1  v   ln 1  v   ln c
cv
 ln x 2  ln 2 2
1  v  1  v 
cv
 x2 
2 2
1  v 
y
c
 x2  x
2
 y2 
1  2 
 x 
 y
c
 x2  x
2
 x  y2 
2

 2 
 x 
y
c
 x2  x
1 2 2
4 
x  y2 
x
cx 4 y
 x2  2
x  x2  y 2 
2 2
  x  y   x  y   cxy
Which is the required solution of DE.
Exercise

Solve the following differential equations

 x 2 ydx   x 3  y 3  dy  0 x3
Ans: ln y  c
3 y3
y
dy dy
 xy  y2  x2 Ans: y  ce x
dx dx
dy y 2  xy  x 2 Ans: y  x ln c  x  y   0
 
dx xy
 Session 04 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Differential Equation of first order and first degree

(Nonhomogeneous/Reducible to homogeneous)
Nonhomogeneous Differential Equation:

dy ax  by  c a b
Equations of the form  , with  … … … (1)
dx a ' x  b ' y  c ' a' b'

is known as the nonhomogeneous differential equation. This type of equation can be reduced to
homogeneous form.

Working procedure of reducing nonhomogeneous equation:

Take

x X h
… … … (2)
y Y k

where X and Y are new variables and h and k are constants to be so chosen that the resulting
equation in terms of X and Y may become homogeneous.
From (2), we get by differentiating

dx  dX dy dY
, so that  … … … (3)
dy  dY dx dX

Using equation (2) and (3), in equation (1), we get

dY a  X  h   b Y  k   c aX  bY   ah  bk  c 
  … … … (4)
dX a '  X  h   b ' Y  k   c ' a ' X  b ' Y   a ' h  b ' k  c ' 

In order to make (4) homogeneous, choose h and k so as to satisfy the following two equations,
ah  bk  c  0 and a ' h  b ' k  c '  0 … … … (5)
By solving (5), we get
bc ' b ' c ca ' c ' a
h and k … … … (6)
ab ' a ' b ab ' a ' b
a b
Given that  . Therefore ab ' a ' b  0 . Hence, h and k given by (6) are meaningful, i.e., h
a' b'
and k will exist. Now, h and k are known. So from (2), we get
 X  xh
… … … (7)
Y  yk
In view of (5), (4) reduces to
Y 
a  b 
dY aX  bY X
 
dX a ' X  b ' Y Y 
a ' b '  
X
Y
which is surely homogeneous equation in X and Y and can be solved by putting  v as usual.
X
After getting solution in terms of X and Y, we remove X and Y by using (7) and obtain solution in
terms of the original variables x and y.

Example: Solve the following equation reducible to homogeneous form

dy x  2 y  3

dx 2 x  y  4
Solution: Given that,
dy x  2 y  3
 … … … (1)
dx 2 x  y  4
Let,
x  X  h or X  x  h
… … … (2)
y  Y  k or Y  y  k
From (2), we get by differentiating
dx  dX dy dY
, so that 
 … … … (3)
dy  dY dx dX
Using equation (2) and (3), in equation (1), we get

dY  X  h   2  Y  k   3 X  2Y   h  2k  3
  … … … (4)
dX 2  X  h    Y  k   4 2 X  Y   2h  k  4 
Putting h  2 k  3  0 … … … (5) and 2h  k  4  0 … … … (6)
Now, 2  (5)  (6)  2  h  2k  3   2h  k  4   0
 2h  4k  6  2h  k  4  0
 3k  2  0
2
k 
3
Now, (5)  2  (6)   h  2k  3   2  2 h  k  4   0
 h  2 k  3  4 h  2k  8  0
  3h  5  0
5
h  
3
So for the value of k and h, equation (4) becomes
dY X  2Y

dX 2 X  Y
 Y 
X 1  2 
dY X
  
dX  Y 
X 2 
 X
Y
1  2
dY X … … … (7)
 
dX Y
2
X
Since the equation is now homogeneous,
Y
Let  v  Y  vX … … … (8)
X
Differentiating equation (8) w.r.t X, we get
dY dv
 v X … … … (9)
dX dX
Now using equation (8) and (9), in equation (7), we get
Y
dY 1  2 X

dX Y
2
X
dv 1  2v
vX 
dX 2  v
dv 1  2v
X  v
dX 2  v
dv 1  2v  v  2  v 
X 
dX 2v
dv 1  2v  2v  v 2
X 
dX 2v
dv 1  4v  v 2
X 
dX 2v
dX 2v
  dv [Separating variables]
X 1  4v  v 2
dX  v  2
  2 dv
X v  4v  1
 dX 1 2 v  2
  2 dv
X 2 v  4v  1
dX 1 2v  4
  2 dv
X 2 v  4v  1
dX 1 2v  4
   2 dv [Taking integration]
X 2 v  4v  1
1 ln C
 ln X   ln  v 2  4v  1 
2 2
 2 ln X   ln  v 2  4v  1  ln C
 ln X 2  ln  v 2  4v  1  ln C
 ln X 2  v 2  4v  1  ln C

 X 2  v 2  4v  1  C
 Y2
2 Y 
 X  2  4  1  C [Putting value of v]
X X 
 Y 2  4YX  X 2 
2
X  C
 X2 
 Y 2  4YX  X 2  C
 X 2  4 XY  Y 2  C
2 2
  x  h   4  x  h  y  k    y  k   C [Using equation (2)]
2 2
 5  5  2  2
  x    4  x    y     y    C [Putting value of h and k]
 3  3 3  3
2 2
 5  5  2  2
  x    4  x   y     y    C
 3  3  3  3
Which is the required general solution of the given equation.
Problem-01: Solve the following equation reducible to homogeneous form
dy
 3 x  7 y  3   3 y  7 x  7 
dx
Solution: Given that,
dy
 3 x  7 y  3   3 y  7 x  7 
dx
dy  3 y  7 x  7 
 … … … (1)
dx  3x  7 y  3
Let,
 x  X h or X  x  h
… … … (2)
y Y k or Y  y  k
From (2), we get by differentiating

dx  dX dy dY
, so that   … … … (3)
dy  dY dx dX
Using equation (2) and (3), in equation (1), we get

dY 3  Y  k   7  X  h   7 3Y  7 X   7 h  3k  7 
  … … … (4)
dX 3  X  h   7 Y  k   3 3 X  7Y   3h  7 k  3
Putting 7 h  3k  7  0 … … … (5) and 3h  7 k  3  0 … … … (6)
Now, 7  (5)  3  (6)  7  7h  3k  7   3  3h  7k  3  0
 49 h  21k  49  9 h  21k  9  0
 40h  40  0
h  1
Now, 3  (5)  7  (6)  3  7 h  3k  7   7  3h  7k  3  0
 21h  9k  21  21h  49k  21  0
 40k  0
k  0
So for the value of k and h, equation (4) becomes
dY 7 X  3Y

dX 3 X  7Y
 Y 
X  7  3 
dY X
  
dX  Y 
X 37 
 X
Y
dY 7  3 X
  … … … (7)
dX Y
37
X
Since the equation is now homogeneous,
Y
Let  v  Y  vX … … … (8)
X
Differentiating equation (8) w.r.t X, we get
dY dv
 v X … … … (9)
dX dX
Now using equation (8) and (9), in equation (7), we get
 Y
7  3
dY X

dX Y
37
X
dv 7  3v
vX 
dX 3  7v
dv 7  3v
X  v
dX 3  7v
dv 7  3v  v  3  7v 
X 
dX 3  7v
dv 7  3v  3v  7v 2
X 
dX 2v
2
dv 7v  7
X 
dX 3  7v
dX 3  7v
7  2 dv [Separating variables]
X  v  1
dX 3  7v
7  dv
X  v  1 v  1
dX  2 5 
7    dv
X   v  1  v  1 

dX  2 5 
 7      dv [Taking integration]
X   v  1  v  1 
dX 1 1
 7   2 dv  5 dv
X  v  1  v  1
 7 ln X  2ln  v  1  5ln  v  1  ln C
2 5
 ln X 7  ln  v  1  ln  v  1  ln C
1 2 5
 ln 7
 ln C  v  1  v  1
X
1 2 5
 7
 C  v  1  v  1
X
2 5
1 Y  Y 
 7  C   1   1 [Putting value of v]
X X  X 
2 5
1 Y  X  Y  X 
 7 C   
X  X   X 
 2 5
1
 7 C
Y  X  Y  X 
X X2 X5
2 5
 C Y  X  Y  X   1
2 5
 C  y  k    x  h   y  k    x  h   1 [Using equation (2)]
2 5
 C  y    x  1  y    x  1  1 [Putting value of h and k]
2 5
 C  x  y  1  x  y  1  1
Which is the required general solution of the given equation.
Special Type 1:
dy ax  by  c a b 1
Equations of the form  , with   … … … (1)
dx a ' x  b ' y  c ' a' b' m

is also known as the nonhomogeneous differential equation. This type of equation may be written
dy ax  by  c
as the form  and it is solvable by putting a ' x  b ' y  v .
dx m  a ' x  b ' y   c '

dy
Example: Solve the following equation  2 x  2 y  5    x  y  3 .
dx
Solution: Given that,
dy
 2 x  2 y  5   x  y  3
dx
dy

 x  y  3
dx  2 x  2 y  5 
dy x y3
 … … … (1)
dx 2  x  y   5
dy dv dv dy
Put x  y  v  1   1   … … … (2)
dx dx dx dx
Then the equation (1) becomes,
dy x y3

dx 2  x  y   5
dv v  3
 1 
dx 2v  5
dv v 3
  1
dx 2v  5
dv 2v  5  v  3
 
dx 2v  5
 dv v  2
 
dx 2v  5
2v  5
 dv  dx
v2
2v  4  1
 dv  dx
v2
 2v  4 1 
   dv  dx
 v2 v2
 2 v  2 1 
   dv  dx
 v2 v2
 1 
 2  dv  dx
 v2
 1 
 2  dv   dx
 v2
 2v  ln  v  2   x  C
 2  x  y   ln  x  y  2   x  C
 x  2 y  ln  x  y  2   C
Which is the required general solution of the given equation.

Exercise
Solve the following non-homogeneous differential equation by reducing as homogeneous
equation:
dy x  2 y  3
1. 
dx 2 x  y  3
dy x  2 y  3
2. 
dx 2 x  y  3
3.  6 x  5 y  4  dy   y  2 x  1 dx
4.  3 x  2 y  1 dy   6 x  4 y  3 dx
5.  2x 2
 3 y 2  7  xdx   3 x 2  2 y 2  8  ydy
 Session 05 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Differential Equation of first order and first degree

(Standard Form of Linear Differential Equation)

Linear Differential Equation: A first order differential equation is called linear if it can be written
in the form,

dy
 Py  Q … … … (1)
dx

where P and Q are constants or functions of x alone (i.e., not of y).

A method of solving (1): Suppose e  (which is taken as function of x alone) is an integrating

Pdx

factor of (1). Multiplying (1) by e  , we get

Pdx

dy  Pdx
e  e Py  e  Q
Pdx Pdx

dx

d   Pdx 
 e  Q … … … (2)
Pdx
ye
dx  

Integrating both sides with respect to x, we get

ye    e
Pdx Pdx
Qdx  C

which is the required solution of given linear differential equation (1).

Integrating Factor:

An algebraic factor by multiplying which a differential equation be solvable or integrable.

Or
Integrating factor is a factor which makes an expression readily (directly) integrable after
multiplying by it.

Or

A differential equation is multiplied by a factor (function of x or function of y) and it becomes

integrable, such type of factor is called integrating factor.

It is shortly denoted by I.F.

Type and Solution:

dy
1. If a differential equation  Py  Q with P and Q are constants or functions of x alone
dx
(i.e., not of y), then the integrating factor is,

I.F  e 
Pdx

and the solution of the DE is,

y  I .F    Q  I .F  dx  C

 ye    Qe 
Pdx Pdx
dx  C

dx
2. If a differential equation  Px  Q with P and Q are constants or functions of y alone
dy
(i.e., not of x), then the integrating factor is,

I.F  e 
Pdy

and the solution of the DE is,

x  I .F    Q  I .F  dy  C

 xe    Qe 
Pdy Pdy
dy  C
 dy
Example: Solve the DE  xy  x
dx

Solution: Given that,

dy
 xy  x … … … (1)
dx

By comparing with the general first order first degree linear equation, we get P  x and Q  x .

Thus the integrating factor,

x2
I.F  e   e   e 2 … … … (2)
Pdx xdx

Hence the required solution is,

y  I .F    x  I .F  dx  C

x2 x2
 ye 2
  xe dx  C 2

x2
2
 ye  I  C … … … (3)

Now, x2
Let, z
x2 2
2
I   xe dx
1
z Such that, .2 xdx  dz
 I   e dz 2
 I  ez  xdx  dz
2
x
I  e 2
Now equation (3) implies that,

x2
2
ye  I C

x2 x2
2 2
 ye  e C
 x2

2
 y  1  Ce

Which is the required general solution of the given problem.

dy
Problem-01: Solve the DE x  2 y  x 2 ln x
dx

Solution: Given that,

dy
x  2 y  x 2 ln x
dx

dy 2
 y  x ln x … … … (1)
dx x

2
By comparing with the general FOFD linear equation, we get P  and Q  x ln x .
x

Thus the integrating factor,

2 1
 e  x  e  x  e 2ln x  e ln x  x 2 … … … (2)
dx 2 dx
I.F  e 
Pdx 2

Hence the required solution is,

y  I .F    x ln x  I .F  dx  C

 yx 2   x 2 x ln xdx  C

 yx 2   x 3 ln xdx  C

d 
 yx 2  ln x  x3dx     ln x   x3dx dx  C
 dx 

x4 1
 yx 2  ln x   x 3dx  C
4 4
 x4 2 1 x4
 yx  ln x  C
4 4 4
x4 
2 1
 yx   ln x    C
4  4

Which is the required general solution of the given problem.

dy 1
Problem-02: Solve the DE x  2 y  x 2  sin 2
dx x

Solution: Given that,

dy 1
x  2 y  x 2  sin 2
dx x

dy 2 1 1
 y  x  sin 2 … … … (1)
dx x x x

2 1 1
By comparing with the general FOFD linear equation, we get P   and Q  x  sin 2 .
x x x

Thus the integrating factor,

2 1
 Pdx   dx 2  dx 2 1
I.F  e e x
 e x  e 2ln x  eln x  x 2  2 … … … (2)
x

Hence the required solution is,

 1 1  
y  I .F    x  sin 2   I .F  dx  C
 x x  

1  1 1  1
y 2
   x  sin 2   2  dx  C
x  x x  x 

y 1 1 1
 2
    3 sin 2  dx  C
x x x x 

y 1 1 1
 2
  dx   3 sin 2 dx  C
x x x x
 y 1 1
 2
 ln x   3 sin 2 dx  C
x x x

y
  ln x  I  C … … … (3)
x2

Now, 1
Let, 
1 1 x2
I  3
sin 2 dx
x x Such that, 2x 21dx  d
1 1 1
I  sin  d
2
 3
dx   d
x 2
1 1 1
I cos   I  cos 2
2 2 x
Now equation (3) implies that,

y
  ln x  I  C
x2

y 1 1
 2
 ln x  cos 2  C
x 2 x

y 1 1
 2
 ln x  cos 2  C
x 2 x

Which is the required general solution of the given problem.

Exercise

Solve the following DE

1. 1  x  dy
2

dx
 xy  1

dy
2.  2 y tan x  sin x
dx
dy
3.  2 y cos x  2sin 2 x
dx
dy
4. x cos x  y  x sin x  cos x   1
dx
5.  x  2 y  dy
3

dx
y

dy
6. Integrate 1  x 2   2 xy  4 x 2  0 . Obtain equation of the curve satisfying this equation
dx
and passing through the origin.
 Session 06 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Differential Equation of first order and first degree

(Bernoulli’s Equation)
Bernoulli’s Equation: An equation of the form
dy
 Py  Qy n … … … (1)
dx
where P and Q are constants or functions of x alone (and not of y) and n is constant except 0 and
1, is called a Bernoulli’s differential equation.
Working procedure:
n
We first multiply by y , thereby expressing it in the form (1)

dy
y n  Pyy  n  Qy n y  n
dx
dy
 y n  Py1 n  Q … … … (2)
dx

Let y1n  v … … … (3)

Differentiating equation (3) w.r.t x, we get

d 1 n d
dx
 y  v
dx
dy dv
 1  n  y1 n1 
dx dx
dy 1 dv
 y n  … … … (4)
dx 1  n  dx

Using equations (3) and (4) in equation (2), we get

dy
y n  Py1n  Q
dx
1 dv
  Pv  Q
1  n  dx
 dv
  1  n  Pv  Q 1  n  … … … (5)
dx
Which is linear differential equation of v and x.
Solution: Integrating factor of (5) is,
1n  Pdx 1n   Pdx
I.F  e e
Hence, the required solution is
1 n   Pdx 1 n   Pdx
v.e   Qe dx  C

1 n   Pdx 1n   Pdx

 y1n .e   Qe dx  C … … … (6)

dy
Example: Solve the DE  3x 2 y  x 2 y 3 .
dx
Solution: Given that,
dy
 3x 2 y  x 2 y 3
dx
1 dy 1
 3
 3x2 2  x 2
y dx y

dy
 y 3  3x 2 y 2  x 2 … … … (1)
dx

Let y 2  v … … … (2)

Differentiating equation (2) w.r.t x, we get

d 2 d
dx
 y  v
dx
dy dv
 2 y 21 
dx dx
dy 1 dv
 y 3  … … … (3)
dx 2 dx
Using equations (2) and (3) in equation (1), we get
dy
y 3  3 x 2 y 2  x 2
dx
 1 dv
  3x2 v  x 2
2 dx
dv
  6 x 2v  2 x 2 … … … (4)
dx
Which is linear differential equation of v and x.
Integrating factor of (4) is,
2 2 x3
6
I.F  e   e   e 3  e 2 x
6 x dx 6 x dx 3

Hence, the required solution is

3 3
v.e 2 x   2 x 2 e 2 x dx  C
3
 v.e 2 x  I  C … … … (5)
Here,

Let, 2x3  z
3
I   2 x 2 e 2 x dx
3
Such that,
 I  2 x 2 e 2 x dx 1
6 x 2 dx  dz  x 2dx  dz
dz 6
 I  2  e z
6
1 z
I e dz
3
1
 I  ez
3
1 3
 I  e 2 x
3
Putting the value of equation (5), we get
3
v.e 2 x  I  C
3 1 3
 v.e 2 x  e 2 x  C
3
3 1 3
 y 2 .e 2 x  e 2 x  C
3
1 3
 y 2   Ce 2 x … … … (6)
3
Which is the required solution of the given problem.
 dy
Problem 1: Solve the DE  2 xy  xy 2 .
dx
Solution: Given that,
dy
 2 xy  xy 2
dx
1 dy 1
 2
 2 xy 2  x
y dx y

dy
 y 2  2 xy 1  x … … … (1)
dx

Let y 1  v … … … (2)

Differentiating equation (2) w.r.t x, we get

d 1 d
dx
 y  v
dx
dy dv
  y 11 
dx dx
dy dv
 y 2   … … … (3)
dx dx
Using equations (2) and (3) in equation (1), we get
dy
 y 2  2 xy 1  x
dx
dv
  2 xv  x
dx
dv
  2 xv   x … … … (4)
dx
Which is linear differential equation of v and x.
Integrating factor of (4) is,

I.F  e  e   e x
2 xdx 2 xdx 2

Hence, the required solution is

2 2
v.e  x    xe  x dx  C
2
 v.e  x  I  C … … … (5)
Here,

Let,  x 2  z
2
I    xe  x dx
2
Such that,
 I    xe  x dx 1
2 xdx  dz  xdx  dz
dz 2
 I   ez
2
1 z
I  e dz
2
1
 I  ez
2
1 2
 I  e x
2
Putting the value of equation (5), we get
2
v.e  x  I  C
2 1 2
 v.e x  e  x  C
2
2 1 2
 y 1.e  x  e  x  C
2
1 2
 y 1   Ce x … … … (6)
2
Which is the required solution of the given problem.
Exercise
dy
i. y  y2  ex
dx
dy 1
ii.  yx y
dx x
dy
iii.  x sin 2 y  x 3 cos 2 y
dx
 Session 07 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Linear Differential Equations with Constant Coefficient

(Homogeneous Case /Right side is equal zero)
Cauchy Euler Equation:
A differential equation of the following form,

dny d n 1 y d n 2 y
 p1 n 1  p2 n  2  .........  pn y  X ... … … (1)
dx n dx dx

Where p1 , p2 , …, pn are function of x or constant and X are also a function of x or constant and
equation (1) is called a linear differential equation of order n.

LDE with constant coefficients: When p1 , p2 , …, pn all are constants then the equation (1) is
called a linear differential equation of order n with constant coefficients.

LDE with variable coefficients: When p1 , p2 , …, pn all are function of x then the equation (1)
is called a linear differential equation of order n with variable coefficients.

This equation is also known as the Cauchy Euler equation.

Homogeneous LDE: When X  0 , then the equation (1) is known as the homogeneous linear
differential equation of order n.
Non-Homogeneous LDE: When X is a function of x, then the equation (1) is known as the non-
homogeneous linear differential equation of order n.
Simplest form of the above equation: Consider a linear differential equation of order n as
follows,

dny d n 1 y d n 2 y
 p1  p2  .........  pn y  X
dx n dx n 1 dx n  2

d
Replacing the differential operator by the equivalent operator D, the above equation becomes
dx

D n y  p1D n 1 y  p2 D n  2 y  .........  pn y  X
  D n  p1 D n 1  p2 D n  2  .........  pn  y  X
 f  D y  X [ say ]
Theorem: Let f1 , f 2 , f3 ,......., f n be the solution of the differential equation (1) then the linear
combination

y  c1 f1  c2 f 2  c3 f3  .........  cn f n … … … (2)

where c1 , c2 , c3 ,......., cn are arbitrary constants, then the equation (2) is called general solution (G.
S) of the differential equation.
Auxiliary Equation: Consider a homogeneous linear differential equation of order n as follows,

dny d n 1 y d n 2 y
 p1 n 1  p2 n 2  .........  pn y  0 … … … (1)
dx n dx dx
d
Replacing the differential operator by the equivalent operator D, the above equation becomes
dx

D n y  p1D n 1 y  p2 D n 2 y  .........  pn y  0
  D n  p1 D n 1  p2 D n 2  .........  pn  y  0
 f  D y  0 ..........(2)

Where, f  D   D n  p1 D n 1  p2 D n  2  .........  pn (Differential operator)

Assume y  e mx be a trial solution of the equation (1) and if we put it in the left-hand side of
equation (1), we get,

d n  e mx  d n 1  e mx  d n 2  e mx 
 p1  p2  .........  pn  e mx   0
dx n dx n 1 dx n  2

 m n emx  p1m n 1e mx  p2 m n  2e mx  .........  pn  e mx   0

  m n  p1m n 1  p2 m n  2  .........  pn  emx  0

Here for all values of x, emx  0

Say f  m   m n  p1m n 1  p2 m n  2  .........  pn  0 … … … (3)

The equation (3) is called the auxiliary equation of the equation (1). Therefore, it is seen that from
equation (2) we easily obtain auxiliary equation from the differential operator f (D) by
replacing/substituting D by the symbol m. Hence in future we shall write the auxiliary equation as
f (D) = 0 and solve it for D.

Some important formula for the solution:

1. When all roots of the auxiliary equation are real and different/distinct: Say the roots are
m1  m2  m3  m4 then the general solution of the DE is,
y  c1e m1x  c2 em2 x  c3e m3 x  c4e m4 x
2. When some roots of the auxiliary equation are real equal and some are different/distinct:
Say the roots are m1  m2  m3  m( say ) and m4  m5 then the general solution of the DE is,
y   c1  c2 x  c3 x 2  e mx  c4 em4 x  c5e m5 x
3. When some roots of the auxiliary equation are complex: Say the roots are   i  then the
general solution of the DE is,
y  e x  c1 cos  x  c2 sin  x 
4. When some roots of the auxiliary equation are repeated complex: Say the roots are   i 
and   i  then the general solution of the DE is,

y  e x  c1  c2 x  cos  x   c3  c4 x  sin  x 

Working Procedure:

1) Put the differential equation to the form f  D  y  0 .

2) For auxiliary equation writing f  D   0 .
3) Find out the roots of the auxiliary equation for D using a numerical procedure, if necessary
replace D by m.
4) Find the condition to the general solution from the formula for distinct, real roots, any
repeated roots and any complex roots.
5) Finally the general solution is given by the formula y  yd  yr  yc , where, yd is the
contribution from all distinct real roots, yr is the contribution from all repeated real roots,
yc is the contribution from all complex roots.

d2y dy
Example: Solve 2
 3  2y  0 .
dx dx
Solution: Given the homogeneous differential equation is,

d2y dy
2
 3  2 y  0 … … … (1)
dx dx

d
Using the differential operator D  we can write equation (1)
dx

D 2 y  3Dy  2 y  0
 D 2
 3D  2  y  0 … … … (2)

Now the auxiliary equation, we have

D 2  3D  2  0

 D2  2D  D  2  0

 D  D  2   1 D  2   0

  D  2  D  1  0

Therefore  D  2  0 or  D  1  0

 D  2 or  D  1
Since the roots of the auxiliary equation are real and distinct, hence the complete general solution
is

 y  c1e  x  c2e 2 x

d4y d3y d2y dy

Problem 01: Solve 4  3  9 2  11  4 y  0 .
dx dx dx dx
Solution: Given the homogeneous differential equation is,

d4y d3y d2y dy

4
 3
 9 2
 11  4 y  0 … … … (1)
dx dx dx dx

d
Using the differential operator D  we can write equation (1)
dx

D 4 y  D 3 y  9 D 2 y  11Dy  4 y  0

  D 4  D 3  9 D 2  11D  4  y  0 … … … (2)

Now the auxiliary equation, we have

D 4  D3  9 D2  11D  4  0

 D4  D3  2D3  2 D2  7 D 2  7 D  4D  4  0

 D3  D  1  2 D 2  D  1  7 D  D  1  4  D  1  0

  D  1  D 3  2 D 2  7 D  4   0
   D  1  D 3  D 2  3D 2  3D  4 D  4   0

  D  1 D 2  D  1  3D  D  1  4  D  1  0

2
  D  1  D 2  3D  4   0

2
  D  1  D 2  D  4 D  4   0

2
  D  1 D  D  1  4  D  1  0

3
  D  1  D  4   0

3
Therefore  D  1   D  1 D  1 D  1  0 or  D  4   0

 D  1, 1, 1 or  D  4

Since the roots of the auxiliary equation are real, some equal and some distinct, hence the complete
general solution is

 y   c1  c2 x  c3 x 2  e  x  c4e 4 x

d 4 y d 3 y dy
Problem 02: Solve    y  0.
dx 4 dx 3 dx
Solution: Given the homogeneous differential equation is,

d 4 y d 3 y dy
   y  0 … … … (1)
dx 4 dx 3 dx
d
Using the differential operator D  we can write equation (1)
dx

D 4 y  D3 y  Dy  y  0

  D 4  D 3  D  1 y  0 … … … (2)

Now the auxiliary equation, we have

D 4  D3  D  1  0

 D3  D  1  1 D  1  0

  D  1  D 3  1  0
   D  1 D  1  D 2  D  1  0

Therefore  D  1  0 or  D  1  0 or  D 2  D  1  0

1  1  4 1 3
 D  1,1 or  D    i
2 2 2
Since the roots of the auxiliary equation are real equal and some are complex, hence the complete
general solution is
x
  3 3 
 y   c1  c2 x  e x  e 2  c3 cos x  c4 sin x 
 2 2 

Exercise
Solve the following differential equation,

d3y d2y dy
1. 3
 2 2
 4 8y  0
dx dx dx
3 2
2. D y  4 D y  5 Dy  2 y  0
3. D 4 y  5D 2 y  6 y  0
d4y
4. 4
 a4 y  0
dx
5. D 2 y  4 Dy  y  0
 Session 08 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Linear Differential Equations with Constant Coefficient

(Non-Homogeneous Case/Right side is not equal zero)
Non-Homogeneous Linear Differential Equation:
A differential equation of the following form,

dny d n 1 y d n 2 y
 p1 n 1  p2 n  2  .........  pn y  X
dx n dx dx

Where p1 , p2 , …, pn are function of x or constant and X are also a function of x or constant and
equation (1) is called a linear differential equation of order n.

Simplest form of the above equation, f  D  y  X

Complete primitive/General solution: The general solution/complete solution of non-

homogeneous linear differential equation with constant coefficient is the sum of complementary
function (C.F) and particular integral (P.I) that is y  C.F  P.I  yc  y p .

Complementary function (C.F): Complementary function is a general linear combination of n

linearly independent solution of the homogeneous linear differential equation with constant
coefficients f  D  y  0 . We shall denote this by yc.

Particular integral (P.I): Particular solution of the differential equation f  D  y  X involving no

arbitrary constants is called particular integral of f  D  y  X . We shall denote this by y p .

Calculation of particular integral: Generally particular integral comes from the particular
1
solution of the differential equation f  D  y  X by the equation y  X .
f  D

1 1
[Note that: The symbol stands for integration and also 2 stands for the operation of
D D
integration twice. Particular integral comes from particular solution of f  D  y  X so it does not
belongs any arbitrary constant.]

Some important formula for finding out the particular integral of the nonhomogeneous LDE
with constant coefficients:
 1 1
 When X  x m or polynomial then expand or  f  D   in ascending power of D
f D
operator on x m or polynomial.
1 1
 When X  e ax then
f  D
 eax  
f a 
 eax  ; if f  a   0 .

1 1 1
 If f  a   0 then
f  D
 e ax   x
f  D
 e ax   x
f  a 
 eax  ;
1 1 1
 If f   a   0 then
f  D
 e ax   x 2
f  D

 eax   x
f a

 e ax  ;

1 1
 When X  sin ax / cos ax then
f D 
2
 sin ax  
f  a 
2
 
 sin ax  ; if f a 2  0 .
1 1 1
 If f  a 2   0 then  sin ax   x  sin ax   x  sin ax  ;
f D 
2
f D 
2
f   a 2 
1 1 1
 If f   a 2   0 then  sin ax   x 2  sin ax   x  sin ax  ;
f D 
2
f   D 
2
f   a 2 
1 1
 When X  e axV where V is a function of x then
f  D
 e axV   e ax
f  D  a
V  .

Some important helping formula:

d 1
 D and   dx
dx D 
1
 1  x   1  x  x 2  x 3  ......  ( 1) r x r  ......  
1
 1  x   1  x  x 2  x 3  ......  x r  ......  
2
 1  x   1  2 x  3 x 2  4 x 3  ......  ( 1) r ( r  1) x r  ......  
2
 1  x   1  2 x  3 x 2  4 x 3  ......  ( r  1) x r  ......  

Working procedure:

1) Put the differential equation to the form f  D  y  X .

2) From auxiliary equation f  D   0 find the complementary function yc.
1
3) Also find the particular integral yp from the integral y  X .
f  D
4) Finally the general solution of non-homogeneous equation is calculated by the formula
y  yc  y p .
Example: Solve D 2 y  5 Dy  4 y  3  2 x .

Solution: Given the non-homogeneous differential equation is,

D 2 y  5 Dy  4 y  3  2 x

  D 2  5D  4  y  3  2 x … … … (1)

Now the auxiliary equation, we have

D 2  5D  4  0

 D2  4D  D  4  0

 D  D  4   1 D  4   0

  D  4  D  1  0

Therefore  D  4  0 or  D  1  0

 D  4 or  D  1
The complementary function is,

 yc  c1e  x  c2e 4 x … … … (2)

The particular integral is

1
yp  2  3  2 x  … … … (3)
D  5D  4
Type 1:
1
yp  2 3  2x 
D  5D  4

1
 yp  3  2x 
  D2  5D 
4 1   
  4 
1
1   D 2  5D  
 y p  1    3  2x
4   4  

1 1 2 1 2 2 
 yp   3  2 x    D  5D   3  2 x    D  5 D   3  2 x   ....
4 4 4 
 1 1 
 y p   3  2 x    0  10   0  ....
4 4 

1 5
 y p   3  2 x   
4 2

1  5 
 yp   3    2 x 
4  2 

1  11  11 1
 y p    2 x    x … … … (4T1)
4 2  8 2

Type 2:
1
yp  2 3  2x 
D  5D  4

1
 yp  3  2x 
 D  4  D  1
 1 1 
 yp     3  2x 
 3  D  1 3  D  4  

 

1 1 1 
 yp    3  2x
3  1  D   D 
4 1  
  4  
1
1  1 1 D 
 y p  1  D   1    3  2x 
3  4 4 
1
1  1 1 D 
 y p  1  D   3  2 x   1    3  2 x  
3  4 4 

2
1  1 D  D  
 y p  1  D  D 2  ...  3  2 x    1      ...   3  2 x  
3  4  4 4 
 

1 1 1 
 y p   3  2 x  2    3  2 x  
3 4 2 
 1 17 
 y p  5  2 x    2 x  
3 42 

1 7 1 
 y p  5  2 x   x 
3 8 2 

1  33 3 
 y p    x
3 8 2 

11 1
 yp   x … … … (4T2)
8 2
Hence the complete general solution is

11 x
 y  yc  y p  c1e  x  c2e 4 x   ; [where c1 and c2 are arbitrary constant]
8 2

Problem 1: Solve D 2 y  Dy  2 y  e x .

Solution: Given the non-homogeneous differential equation is,

D 2 y  Dy  2 y  e x

  D 2  D  2  y  e x … … … (1)

Now the auxiliary equation, we have

D2  D  2  0

 D 2  2D  D  2  0

 D  D  2   1 D  2   0

  D  2  D  1  0

Therefore  D  2  0 or  D  1  0

 D  2 or  D  1
The complementary function is,

 yc  c1e  x  c2e 2 x … … … (2)

The particular integral is

 1
yp  2
ex
D D2

ex
 yp 
12  1  2

ex
 yp  
2
Hence the complete general solution is

ex
 y  yc  y p  c1e x  c2e 2 x  ; [where c1 and c2 are arbitrary constant]
2

Problem 2: Solve D 2 y  2 Dy  5 y  10 sin x .

Solution: Given the non-homogeneous differential equation is,

D 2 y  2 Dy  5 y  10 sin x

  D 2  2 D  5  y  10sin x … … … (1)

Now the auxiliary equation, we have

D 2  2D  5  0
2
  2    2   45
D
2

2  4  20
D
2

2  16
D
2
2
2  4i 
D
2
2  4i
D
2
 D  1  2i
Therefore D  1  2i or D  1  2i
The complementary function is,

 yc  e x  c1 cos 2 x  c2 sin 2 x  … … … (2)

The particular integral is

1
yp  2 10sin x 
D  2D  5

1
 yp  2 10sin x 
1  2 D  5

1
 yp  10sin x 
4  2D

1
 yp  10sin x 
22  D

2 D
 yp  10sin x 
2  22  D 2 

2 D
 yp  10sin x 
2  4  12 

1
 yp   2  D 10sin x 
10

1
 yp   20sin x  10cos x 
10

 y p  2sin x  cos x

Hence the complete general solution is

 y  yc  y p  e x  c1 cos 2 x  c2 sin 2 x   2sin x  cos x ;

[where c1 and c2 are arbitrary constant]

Problem 3: Solve D 3 y  2 Dy  4 y  e x cos x .

Solution: Given the non-homogeneous differential equation is,

D 3 y  2 Dy  4 y  e x cos x

  D 3  2 D  4  y  e x cos x … … … (1)
Now the auxiliary equation, we have

D3  2D  4  0

 D3  2 D 2  2 D 2  4 D  2 D  4  0

 D 2  D  2   2D  D  2   2  D  2  0

  D  2   D 2  2D  2   0

  D  2   0 or  D 2  2 D  2   0

2
  2    2   4 2
 D  2 or  D 
2

2 48
D
2

2  4
D
2
2  2i
D  1 i
2
Therefore D  2, D  1  i and D  1  i

The complementary function is,

 yc  e x  c1 cos x  c2 sin x   c3e2 x … … … (2)

The particular integral is

1
yp  3
D  2D  4
 e x cos x 
1
 y p  ex 3  cos x 
 D  1  2  D  1  4

1
 y p  ex 3 2  cos x 
D  3D  3D  1  2 D  2  4
1
 y p  ex  cos x 
D  3D 2  D  3
3
 x
 y p  ex 2  cos x 
3D  6 D  1

x
 y p  ex  cos x 
3  1   6 D  1
2

x
 y p  ex  cos x 
6D  2

ex x
 yp   cos x 
2 3D  1

xe x  3D  1
 yp   cos x 
2  3D 2  12

xex  3D  1
 yp   cos x 
2 32  12   12

xe x
 yp   3D  1 cos x 
2  10 

xe x
 yp    3sin x  cos x 
20

xe x
 yp   3sin x  cos x 
20
Hence the complete general solution is

x 2 x xe x
 y  yc  y p  e  c1 cos x  c2 sin x   c3e   3sin x  cos x  ;
20
[where c1, c2 and c3 are arbitrary constant]

Exercise
Solve the following DE,

1. D 2 y  4 Dy  3 y  e 3 x
2. D 2 y  4 y  sin 3 x
3. D 3 y  Dy  e x  e  x
4. D 2 y  4 Dy  4 y  e 2 x  e 2 x
5. D 2 y  2 Dy  2 y  2e  x
6. D 2 y  4 y  sin 2 x
7. D 2 y  4 y  cos 2 x
 Session 09 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Linear Differential Equations with Variable Coefficient

Homogeneous Linear Differential Equation:
A differential of the following form,
n 1 n 2
dny n 1 d y n 2 d y
xn n
 p1 x n 1
 p 2 x n 2
 .........  pn y  X
dx dx dx

Where p1 , p2 , …, pn are constant and X are also a function of x or constant and equation (1) is
called a homogeneous linear equation of order n.

Simplest form of the above equation, f  D  y  X

Complete primitive/General solution: The general solution/complete solution of non-

homogeneous linear differential equation with constant coefficient is the sum of complementary
function (C.F) and particular integral (P.I) that is y  C.F  P.I  yc  y p .

Solving Procedure: To solve such kind of differential equation we generally putting,

x  e z  z  log x [Here log treat as ln]
then equation (1) transformed into an equation with constants coefficients changing the
independent variable from x to z.
Thus if x  e z  z  log x , we get

dy dz dy dy 1 dy dy dy
   x   xDy  D1 y
dx dx dz dx x dz dx dz
dy dy
Implies that, x   xDy  D1 y
dx dz

d 2 y d  dy  d  1 dy  1 d  dy  1 dy 1 dz d  dy  1 dy
         
dx 2 dx  dx  dx  x dz  x dx  dz  x 2 dz x dx dz  dz  x 2 dz

d 2 y 1 1 d 2 y 1 dy 1  d 2 y dy 
 2
 2
 2  2  2    x 2 D 2 y  D1  D1  1 y
dx x x dz x dz x  dz dz 

d 2 y dy  dy 
Implies that, x 2 2
   1  x 2 D 2 y  D1  D1  1 y
dx dz  dz 
 d 3 y dy  dy  dy
3 
Similarly, x 3
   1  2   x 3 D 3 y  D1  D1  1 D1  2  y
dx dz  dz  dz 
………………………………………………………………………..

d n y dy  dy  dy   dy 
xn n
   1  2  ...   ( n  1)   x n D n y  D1  D1  1 D1  2  ... D1  (n  1) y
dx dz  dz  dz   dz 
d d
Where D  and D1  .
dx dz

d2y dy
Example: x 2 2
 2x  4 y  x4
dx dx
Solution: Given that,

d2y dy
x2 2
 2 x  4 y  x 4 … … … (1)
dx dx
Which is a homogeneous linear D. E.

So putting, x  e z  z  log x

We get,
dy
x  Dy
dx

d2y
x2  D  D  1 y
dx 2
d
Where D  .
dz
Then equation (1) becomes,

D  D  1 y  2 Dy  4 y  e 4 z

D  D  1  2D  4 y  e 4z
… … … (2)

The auxiliary equation of equation (2) is

D  D  1  2 D  4  0

 D2  D  2D  4  0

 D 2  3D  4  0

 D 2  4D  D  4  0
  D  D  4   1 D  4   0

  D  4  D  1  0

  D  4   0 or   D  1  0

 D  4 or  D  1

The complementary function, C.F  yc  c1e  z  c2e 4 z  c1 x 1  c2 x 4

1
Now particular integral, P.I  y p  2
e4 z
D 3D  4
z
 yp  e4 z
2D  3
z
 yp  e4 z
2 4  3
z
 y p  e4 z
5
log x 4
 yp  x
5

1 x4 4
Therefore the complete solution y  yc  y p  c1 x  c2 x  log x .
5

d3 y 2
3 d y dy
Problem 1: Solve the DE, x 4 3
 2 x 2
 x2  xy  1
dx dx dx
Solution: Given that,

d3 y 2
3 d y dy
x4 3
 2 x 2
 x2  xy  1
dx dx dx

d3y 2
2 d y dy 1
x3 3
 2 x 2
 x  y  … … … (1)
dx dx dx x
Which is a homogeneous linear D. E.

So putting, x  e z  z  log x

We get,
dy
x  Dy
dx
 2d2y
x  D  D  1 y
dx 2

d3y
x3  D  D  1 D  2  y
dx3
d
Where D  .
dz
Then equation (1) becomes,

D  D  1 D  2  y  2 D  D  1 y  Dy  y  e z

 D  D  1 D  2   2 D  D  1  D  1 y  e  z … … … (2)

The auxiliary equation of equation (2) is

D  D  1 D  2   2 D  D  1  D  1  0

 D  D  1 D  2   2 D  D  1  1 D  1  0

  D  1 D  D  2   2 D  1  0

  D  1  D 2  2 D  2 D  1  0

  D  1  D 2  1  0

  D  1 D  1 D  1  0

  D  1  0 or   D  1  0 or   D  1  0

 D  1 or  D  1 or  D  1

The complementary function, C.F  yc  c1e z   c2  c3 z  e z  c1 x 1   c2  c3 log x  x

1
Now particular integral, P.I  y p  3 2
e z
D  D  D 1
z
 yp  2
e z
3D  2 D  1
z
 yp  2
e z
3   1  2   1  1

z
 y p  e z
4
 log x 1
 yp  x
4

1 x 1
Therefore the complete solution y  yc  y p  c1 x   c2  c3 log x  x  log x .
4

2 d2y dy
Problem 2: Solve the DE,  x  1 2
  x  1   2 x  3 2 x  4 
dx dx
Solution: Given that,

2 d2y dy
 x  1 2
  x  1   2 x  3 2 x  4  … … … (1)
dx dx
Which is a homogeneous linear D. E.

So putting, 1  x  e z  z  log 1  x 

We get,
dy
1  x   Dy
dx

2 d2y
1  x   D  D  1 y
dx 2
d
Where D  .
dz
Then equation (1) becomes,

D  D  1 y  Dy   2e z  1 2e z  2 

 D 2 y  Dy  Dy   2e z  1 2e z  2 

 D 2 y   2e z  1 2e z  2  … … … (2)

The auxiliary equation of equation (2) is

D2  0
 D  0 or  D  0

The complementary function, C.F  yc   c1  c2 z  e 0. z  c1  c2 log 1  x 

1
2 
Now particular integral, P.I  y p  2e z  1 2e z  2 
D
 1
2 
 yp  4e 2 z  6e z  2 
D
1
 yp 
D
 2e2 z  6e z  2 z 

 y p   e 2 z  6e z  z 2 

2 2
 y p   x  1  6  x  1  log  x  1

2 2
Therefore the complete solution y  yc  y p  c1  c2 log 1  x    x  1  6  x  1  log  x  1 .

Exercise
Solve the following DE

d3y 2
2 d y dy
1. x 3 3
 x 2
 2 x  2 y  x2 .
dx dx dx
3 2
d y d y  1
2. x 3 3  2 x 2 2  2 y  10  x   .
dx dx  x
d3y 2
2 d y dy
3. x 3 3
 x 2
 2 x  2 y  x3  3x .
dx dx dx
2
d y dy
4. x 2 2  3 x  4 y  2 x 2 .
dx dx
4
d y d3y d2y dy
5. x 4 4  2 x 3 3  x 2 2  x  y  x  log x .
dx dx dx dx
2
2 d y dy
6.  x  1 2
  x  1  y  4 cos log 1  x  .
dx dx
 Session 10 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Laplace Transform
Definition: Let F(t) be a function of t specified t > 0. Then the Laplace transform of F(t) denoted
and defined by

L F (t )  f ( s)   e st F (t )dt
0

Where we assume at present that the parameter s is real. Later it will be found useful to consider s
complex.
The Laplace transform of F(t) is said to exist if the integral converges for some value of s;
otherwise it does not exist. For sufficient condition under which the Laplace transform does exist.
Notation: If a function of t is indicated in terms of a capital letter, such as F(t), G(t), Y(t), etc., the
Laplace transform of the function is denoted by the corresponding lower case letter, i.e. f(s), g(s),
y(s), etc.
Laplace transforms of some elementary function:
Example: What is the Laplace transform of the function F (t )  1 ?

Solution:
We know from Laplace transform,

L F (t )  f ( s)   e st F (t )dt … … … (1)
0

Here, given F (t )  1

So from equation (1), we get


L 1  f ( s)   e st dt
0

 L 1  f (s )  lim  e  st dt
p 
0

p
 e  st 
 L 1  f (s)  lim  
p   s
 0
 1 p
 L 1  f (s )   lim  e  st  0
s p
1
 L 1  f (s )   lim  e  ps  e0 
s p
1
 L 1  f ( s)    0  1
s
1
 L 1  f (s) 
s
1
Therefore the Laplace transform of 1 is L 1  f ( s)  .
s
Problem-1: What is the Laplace transform of the function F (t )  t ?

Solution:
We know from Laplace transform,

L F (t )  f ( s)   e st F (t )dt … … … (1)
0

Here, given F (t )  t

So from equation (1), we get


L t  f ( s )   te  st dt
0

 L t  f ( s )  lim  te  st dt
p 
0

p
 d  
 L t  f (s )  lim t  e  st dt     t   e  st dt  dt 
p 
  dt  0
p
 e  st  e  st  
 L t  f (s )  lim t   1  dt 
p 
  s   s  0
p
 e  st 1  st 
 L t  f (s)  lim  t   e dt 
p 
 s s 0
p
 e  st 1 e  st 
 L t  f ( s)  lim  t 
p 
 s s  s  0
 p
 t 1 
 L t  f ( s )  lim   e  st  2 e  st 
p 
 s s 0
p
t 1 
 L t  f ( s )   lim  e  st  2 e  st 
p  s s
 0

 p 1  0 1 
 L t  f ( s )   lim   e  sp  2 e sp    e0  2 e 0  
p 
 s s  s s 

 p 1  0 1 
 L t  f ( s )   lim   e  sp  2 e sp    e0  2 e 0  
p 
 s s  s s 

 p 1   1 
 L t  f ( s )   lim   e  sp  2 e  sp   0  2 
p 
 s s   s 

 p 1  1
 L t  f ( s )     0  2 0   2 
 s s  s 

1
 L t  f (s ) 
s2
1
Therefore the Laplace transform of t is L t  f ( s )  .
s2
Some important formula:

t e t  sin  t   cos  t  e t  e  t
i.  e sin  tdt  iii. sinh  t  [Hyperbolic sine function]
2  2 2
e t  cos  t   sin  t  e t  e  t
t iv. cosh  t  [Hyperbolic cosine function]
ii.  e cos  tdt  2  2 2

Problem-2: Prove that,

s a
a) L cos at  f (s )  ;s  0 b) L sinh at  f ( s)  ;s  a
s  a2
2
s  a2
2

(a) Solution:
We know from Laplace transform,

L F (t )  f ( s)   e st F (t )dt … … … (1)
0

Here, given F (t )  cos at

So from equation (1), we get

L cos at  f ( s )   e  st cos atdt
0

 L cos at  f ( s )  lim  e  st cos atdt

p 
0

p
 e  st   s cos at  a sin at  
 L cos at  f ( s )  lim  
p 
 s2  a2 0

  e sp   s cos ap  a sin ap    e 0   s cos 0  a sin 0  

 L cos at  f ( s )  lim    
p 
  s2  a2   s2  a2 

  0   s cos ap  a sin ap    s  
 L cos at  f ( s )     2 2 
  s2  a2  s  a 

s
 L cos at  f ( s ) 
s  a2
2

s
 L cos at  f ( s )  [Proved]
s  a2
2

(b) Solution:
We know from Laplace transform,

L F (t )  f ( s)   e st F (t )dt … … … (1)
0

e at  e  at
Here, given F (t )  sinh at 
2
So from equation (1), we get

 e at  e  at  at
 st e  e
 at
L sinh at  L    f ( s )  0 e dt
 2  2
p
1
 L sinh at  f (s )  lim  e  st  e at  e  at  dt
2 p  0
p
1
 L sinh at  f (s )   
lim  e a  s t  e  a  s t dt
2 p  0
 p
1  e  a  s t e  a  s  t 
 L sinh at  f (s)  lim   
2 p    a  s    a  s   0

p
1  e  a  s  t e  a  s  t 
 L sinh at  f (s)  lim   
2 p    a  s   a  s   0

1   e a  s  p e  a  s  p   e0 e0 
 L sinh at  f (s)  lim    
   
2 p    a  s   a  s     a  s   a  s  

1   0 0   1 1 
 L sinh at  f (s )      
2    a  s   a  s     a  s   a  s  

1   a  s  a  s 
 L sinh at  f ( s)    
2    a  s  a  s  

1   2a 
 L sinh at  f (s)    
2     s  a  s  a  

a
 L sinh at  f ( s) 
s  a2
2

a
 L sinh at  f ( s )  [Proved]
s  a2
2

Assignment-01
1. Derive the followings:
n !   n  1
i.  
L t n  n 1 
s s n1
1
ii. L e at  
sa
2. Prove that followings:
a
i. L sin at  f (s )  2 ;s  0
s  a2
a
ii. L sinh at  f ( s)  2 ;s  a
s  a2
 Session 11 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

PROPERTIES OF LAPLACE TRANSFORMS

Linearity Property: If c1 and c2 are any constants while F1(t) and F2(t) are function with Laplace
transforms f1(s) and f2(s) respectively, then

L c1 F1  t   c2 F2  t   L c1F1  t   L c2 F2  t 

 c1L F1  t   c2 L F2  t 

 c1 f1  s   c2 f 2 ( s )

This result is easily extended to more than two functions.

Example: Find L 4t 2  3sin 4t  4e2 t 

Solution: By using linearity property, we can rewrite

L 4t 2  3sin 4t  4e 2 t   L 4t 2   L 3sin 4t  L 4e2 t 

 4L t 2   3L sin 4t  4L e2 t 

2! 4 1  n! a 1 
4
s 3
3 2
s 4 2
4
s  (2) 
L t n
 
s n 1
; L sin at  2
s a 2
; L e at
 
s  a 

8 12 4
 3
 2 
s s  16 s  2

8 12 4
Hence, L 4t 2  3sin 4t  4e 2 t   3
 2  (Ans.)
s s  16 s  2
First Shifting/Translation Property: If L F  t   f  s  then,

i. L e at F  t   f  s  a  or
ii. L e  at F  t   f  s  a 

Example: Evaluate L e2 t  3cos 6t  5sin 6t 

Solution: Given that, we have to find

L e2 t  3cos 6t  5sin 6t  … … … (1)

Here, let F  t   3cos 6t  5sin 6t … … … (2)

By using linearity property, we can rewrite

L 3cos 6t  5sin 6t  L 3cos 6t  L 5sin 6t

 3L cos 6t  5L sin 6t

s 6  a s 
3
s 622
5 2 2
s 6  L sin at  s 2  a 2 ; L cos at  s 2  a 2 

3s 30
 2
 2
s  36 s  36

3s  30
  f s … … … (3)
s 2  36
Now by using first shifting property, we have

L e  at F  t   f  s  a  … … … (4)

By comparing, equation (1) and (4) and using equation (3) we get

L e 2 t  3cos 6t  5sin 6t   f  s  2 

3  s  2   30
 2
 s  2  36

3s  6  30
 2
s  4s  4  36

3s  24
 2
s  4 s  40

3s  24
Hence, L e 2t  3cos 6t  5sin 6t   2
(Ans.)
s  4s  40

Problem-1: Evaluate L e 2 t  3cos 3t  sin t 

Solution: Given that, we have to find

L e 2 t  3cos 3t  sin t  … … … (1)

Here, let F  t   3cos 3t  sin t … … … (2)

By using linearity property, we can rewrite

L 3cos 3t  sin t  L 3cos 3t  L sin t

 3L cos 3t  L sin t

s 1  a s 
3 22
 2 2
s  3 s 1  L sin at  s 2  a 2 ; L cos at  s 2  a 2 

3s 1
 2
 2  f (s) … … … (3)
s  9 s 1
Now by using first shifting property, we have

L e at F  t   f  s  a  … … … (4)

By comparing, equation (1) and (4) and using equation (3) we get

L e 2 t  3cos 3t  sin t   f  s  2 

3 s  2 1
 2
 2
 s  2 9  s  2 1

3s  6 1
 2
 2
s  4 s  4  9 s  4s  4  1

3s  6 1
 2
 2
s  4s  13 s  4 s  5

 3s  6   s 2  4s  5    s 2  4 s  13

s 2
 4 s  13 s 2  4s  5 

3s 3  12s 2  15s  6 s 2  24 s  30  s 2  4 s  13

 s 2  4s  13 s 2  4s  5
 3s 3  17 s 2  35s  17
 2
 s  4s  13 s 2  4s  5
3s 3  17 s 2  35s  17
Hence, L e 2 t  3cos 3t  sin t   (Ans.)
 s 2  4s  13 s 2  4s  5
Assignment
Linearity property:

1. L e 4 t  4t 3  2 sin 3t  3cos 5t

2. L 4e5t  6t 3  3sin t  2 cos 2t

First shifting property:

1. L e3t  cos 3t sin 5t 

2. L e 2 t  3cos 3t  sin t 

3. 
L et  t  2 
2

4. 
L e t  3sinh 2t  5 cosh 2t  
5. L e t
sin 2 4t 
 Session 12 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

PROPERTIES OF LAPLACE TRANSFORMS

Second Shifting/Translation Property:
If

L F  t   f  s 

and

 F  t  a  ; t  a
G t   
0 ; ta

Then, L G  t   e as f  s 

Example: Evaluate the Laplace transform of the followings function,

  2  2
 cos  t  3  ; t  3
G t     
0 2
; t
 3
Solution: Given that,

  2  2
 cos  t  3  ; t  3
G t      … … … (i)
0 2
; t
 3

 2  2
Here, F  t  a   cos  t   so a  and F  t   cos t .
 3  3
Therefore,

L  F  t   L cos t

s
 L F  t    f  s  … … … (ii)
s  12
2

Then,
 L G  t   e as f  s 

2
 s s
 L G  t   e 3
2
s 1
2 s
 s
 L G  t   e 3
2
(Ans.)
s 1

Multiplication by t n :
If

L F  t   f  s 

n dn n
Then, L t n F  t    1 n   
f s   1 f n  s 
ds
Example: Evaluate the Laplace transform of the followings function,

L t 2 cos at

Solution: Given that,

L t 2 cos at … … … (i)

Here, F  t   cos at

Therefore,
s
L F  t   L cos at   f  s  … … … (ii)
s  a2
2

Now,

n dn n
L t n F  t    1 n   
f s   1 f n  s 
ds

2 d2  s 
 L t 2 cos at   1  
ds 2  s 2  a 2 

d  d  s 
 L t 2 cos at    
ds  ds  s 2  a 2  

 2 d d 
d   s  a2   s   s  s2  a2  
ds ds
 L t 2 cos at   2 
ds  s  a 
2 2

 
  2 
d   s  a  .1  s.2 s 
2

 L t 2 cos at   
2 2
ds 
  s 2
 a  

 
d  s 2  a 2  2s 2 
 L t cos at  
2

ds   s 2  a 2  2 
 

 
d  a2  s2 
 L t 2 cos at   
ds   s 2  a 2 2 
 
2 d 2 2 d 2
s 2
 a2 
ds
 a  s    a2  s 2   s 2  a 2 
ds
 L t 2 cos at 
2 4
s  a 
2

 L t 2 cos at 
s 2

 a 2   2s    a 2  s 2  2  s 2  a 2  .2 s 
2 4
s 2
a 

 L t cos at 
2

2s  s 2  a 2    s 2  a 2   2  a 2  s 2  
2 4
s 2
a 
2s  s 2  a 2  s 2  a 2  2a 2  2s 2 
 L t cos at 
2
4
s 2
 a2 

2s  s 2  3a 2 
 L t cos at 
2
3
. (Ans.)
s 2
 a2 

Assignment
1. Evaluate the following problem by using second shifting property,
 t  12 ; t 1
i. G t   
0 ; 0  t 1
2. Evaluate the following problem by using multiplication property,
i. L t 2 sin 2t  ?
ii.  
L t 3 e 5t  ?
2s3  6s
iii. 
Show that L t 2 cos t   3
s 2

1
 Session 13 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

THE INVERSE LAPLACE TRANSFORM

Definition: If the Laplace Transform of a function F(t) is f(s), i.e. if L F  t   f  s  , then F(t)

is called an inverse Laplace transform of f(s) and we write symbolically

F  t   L 1  f  s 

Where L 1 is called the inverse Laplace transformation operator.

Some important formula:

1  1
i. F  t   L 1    1 ii. F  t   L 1  2   t
s  s 
 1  at  1   at
iii. F  t   L 1  e iv. F  t   L 1  e
s  a s  a
1  1  tn  n! 
v. F  t   L  n 1   vi. F  t   L 1  n1   t n
 s  n! s 
 a   s 
vii. F  t   L 1  2 2
 sin at viii. F  t   L 1  2 2
 cos at
s  a  s  a 
 a   s 
ix. F  t   L 1  2 2
 sinh at x. F  t   L 1  2 2
 cosh at
s  a  s  a 
 a  bt  sb  bt
xi. F  t   L 1  2 2
 e sin at xii. F  t   L 1  2 2
 e cos at
  s  b   a    s  b   a 

Some Important Properties of Inverse Laplace Transform:

Linearity Property: If c1 and c2 are any constants while f1(s) and f2(s) are functions with Laplace
transforms F1(t) and F2(t) respectively, then

L 1 c1 f1 (s )  c2 f 2 (s )
 c1L 1  f1 (s )  c2 L 1  f 2 ( s )
 c1 F1 (t )  c2 F2 (t )
Example-1: Evaluate the following function,

 4 3s 5 
L 1   2  2 
 s  2 s  16 s  4 

Solution: Given that,

 4 3s 5 
L 1   2  2 
 s  2 s  16 s  4 

By using linearity property,

 1  1  s  1  1 
4L 1    3L  2   5L  2 
s  2  s  16  s  4

 1  1  s  5 1  2 
 4 L 1    3L  2 2
 L  2 2
s  2 s  4  2 s  2 

5
 F  t   4e2t  3cos 4t  sin 2t . (Ans.)
2

Example-2: Evaluate the following function,


1 2s 2  4 
L  
  s  1 s  2  s  3 

Solution: Given that,


1 2s 2  4 
L   … … … (1)
  s  1 s  2  s  3 

Here,

2s2  4
f s 
 s  1 s  2 s  3

14 4 2
 f s    [Using Cover-Up Rule]
4  s  3  3 s  2  12  s  1
 7 4 1
 f s    … … … (2)
2  s  3 3  s  2  6  s  1

Now taking inverse Laplace transform of both side of equation (2), we get

 7 4 1 
L 1  f  s   L 1    
 2  s  3 3  s  2  6  s  1 

By using linearity property,

7  1  4 1  1  1 1  1 
F ( t )  L 1   L   L  
2 s  3 3 s  2 6  s  1
7 3t 4 2t 1  t
 F (t )  e  e  e
2 3 6
7 4 1
 F (t )  e3t  e 2t  e t . (Ans.)
2 3 6
First Shifting or Translation property:

If L 1  f  s   F  t  then L 1  f  s  a   eat L 1  f  s   e at F  t  .

Example: Evaluate the following function,

 6s  4 
L 1  2 
 s  4s  20 

Solution: Given that,

 6s  4 
L 1  2 
 s  4s  20 

 6s  4 
 F  t   L 1  2 2 
 s  2.s.2  2  16 

 6s  12  8 
 F  t   L 1  2 
  s  2   16 

 6  s  2  8 
 F  t   L 1  2
 2 
  s  2   16  s  2   16 
By using linearity property,

  s  2   
1  4 
 F  t   6 L 1  2 2   2 L  2 2
  s  2   4    s  2   4 

By using first shifting property of inverse Laplace transform, we get

 s   4 
 F  t   6e 2t L 1  2 2   2e 2t L 1  2 2
s  4  s  4 

 F  t   6e 2 t cos 4t  2e2 t sin 4t

 F  t   e2 t  6 cos 4t  2 sin 4t  . (Ans.)

Assignment
1. Linearity Property: Evaluate the following function,
 6 3  4s 8  6s 
i. L 1   2  2 
 2s  3 9s  16 16s  9 
 3s  1 
ii. L 1  
  s  1  s  1 
2

 s 
iii. L 1  2 
 s  4s  3 
2. First Shifting or Translation property: Evaluate the following function,
 s5 
i. L 1  2 
 s  4s  5 
 4s  3 
ii. L 1  2 
 s  9s  25 
 s 
iii. L 1  2 
 s  6s  5 
 3s  7 
iv. L 1  2 
 s  2s  3 
 Session 14 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

PROPERTIES OF INVERSE LAPLACE TRANSFORM

Second Shifting/Translation Property: If L 1  f  s   F  t  then L 1 e  as f  s   G  t 

 F  t  a  ; t  a
where G t   
0 ; ta

Example: Evaluate the following

 e  s 
1
L  2 
 s  6s  5 

Solution: Given that

 e  s 
L 1  2  … … … (i)
 s  6s  5 

By comparing with L 1 e as f  s  we get, e as  e s such that a   and

1
f s  2
… … … (ii)
s  6s  5

From (ii),

1
f s  2
s  6s  5
1
 f s  2
s  5s  s  5
1
 f s 
s  s  5   1 s  5 

1
 f s 
 s  5  s  1
 1 1
 f s  
4  s  1 4  s  5 

1 1
 f s  
4  s  1 4  s  5 

By taking inverse Laplace transform we get,

 1 1 
L 1  f  s   L 1   
 4  s  1 4  s  5  

1  1  1 1  1 
 L 1  f  s   L 1   L  
4   s  1  4   s  5  
1 1 1
 L 1  f  s   e t  e 5t   e t  e 5t   F (t )
4 4 4
Therefore by using second shifting property

L 1 e  as f  s   G  t 

 e  s 
 L 1  2   G (t )
 s  6s  5 
Where,

 F  t  a  ; t  a
G t   
0 ; ta

 1  t   5 t  
 e
G t    4
 e 
; t 
. (Ans.)
0 ; t 

The Convolution Property: If L 1  f  s   F  t  and L 1  g  s   G  t  , then

t
L 1  f  s  g  s    F (u )G (t  u )du  F * G
0

Here F * G is known as the convolution of F and G, and the theorem is called the convolution
theorem or property.
Example-01: Evaluate the following,

 

1 s 
L  
2 2
  s  a  
2

Solution: Given that,

 
 s 
L 1  2  … … … (i)
  s  a  
2 2

s s 1
We can write,  . 2  f s g s
2 2 s  a s  a2
2 2
s 2
a 
Now,

 s 
L 1  f  s   L 1  2 2 
 cos at  F
s  a 
and

 1  1 1  a  1
L 1  g  s   L 1  2 2 
 L  2 2
 sin at  G
s  a  a s  a  a
Now by convolution theorem,
t
L 1
 f  s  g  s    F (u )G (t  u )du
0

 s  t sin a (t  u )
 L 1  2 2 2 
  cos au du
 (s  a )  0 a

 s  1t
 L 1  2 2 2 
  cos au  sin at cos au  sin au cos at  du
 (s  a )  a 0
t t
 s  1 1
 L 1  2 2 2
 sin at 0 cos 2
audu  cos at 0 cos au sin audu
 (s  a )  a a
t t
 s  1 1
 L 1  2 2 2 
 sin at 0 2 cos 2
audu  cos at 0 2 cos au sin audu
 ( s  a )  2a 2a
t t
 s1  1 1
L  2 2 2 
 sin at  1  cos 2au  du  cos at  sin 2audu
 ( s  a )  2a 0 2a 0
 t t
 1 s  1  sin 2au  1  cos 2au 
L  2 2 2
 sin at u    cos at  
 ( s  a )  2a  2a  0 2 a  2a  0

 s  1  sin 2 at  1  cos 2 at 1 
 L 1  2 2 2 
 sin at t    cos at   
 ( s  a )  2a  2a  2a  2a 2a 

 s  1  sin at sin 2 at cos at cos 2 at cos at 

 L 1  2 2 2 
  t sin at   
 ( s  a )  2a  2a 2a 2 a 

 s  1  1 cos at 
 L 1  2 2 2 
  t sin at   cos at cos 2at  sin at sin 2at  
 ( s  a )  2a  2a 2 a 

 s  1  1 cos at 
 L 1  2 2 2 
  t sin at  cos(2at  at ) 
 ( s  a )  2a  2a 2 a 

 s  1  cos at cos at 
 L 1  2 2 2 
  t sin at  
 (s  a )  2a  2a 2 a 

 s  t sin at
 L 1  2 2 2 

 (s  a )  2a

 s  t sin at
Hence,  L 1  2 2 2
 . (Ans.)
 (s  a )  2a

Example-02: Evaluate the following,

 1 
L 1  2 2 
 s  s  1 
Solution: Given that,
 1 
L 1  2 2 
… … … (i)
 s  s  1 

1 1 1
We can write, 2
 .  f  s g  s
s 2  s  1 s  s  12
2

Now,
 1  1
L 1  f  s   L 1  2 
 L 1  f  s  1  e  t L 1  f  s   e t L 1  2   e t t  F
  s  1  s 

And
 1
L 1  g  s   L 1  2   t  G
s 
Now by convolution theorem,
t
L 1
 f  s  g  s    F (u )G (t  u )du
0

 1  t  u
 L 1  2 2
  ue (t  u )du
 s  s  1  0

 1  t u
 L 1  2 2 
  e  ut  u 2  du
 s  s  1  0

t
 1   d  
L  2 1
2 
  ut  u   e du     ut  u   e du du 
2 u 2 u

 s  s  1    du  0

 1  t
 L 1  2 2 
  ut  u 2  e  u     t  2u  e  u du 
 0
 s  s  1 

 1  t
 L 1  2 2
  u 2  ut  e u  te  u  2 ue  u du 
 0
 s  s  1 

 1  t
 L 1  2 2 
  u 2  ut  e  u  te u  2ue u  2e u 
 s  s  1 
0

 1 
 L 1  2 2 
  t 2  tt  e  t  te t  2te  t  2e t    0  0t  e 0  te 0  2.0.e 0  2e 0 
 s  s  1 

 1 
 L 1  2 2 
 te t  2e  t  t  2
 s  s  1 

 1 
Hence,  L 1  2 2 
 te t  2e t  t  2  . (Ans.)
 s  s  1 
 Assignment
1. Second Shifting/Translation Property
 e  s 
i. L 1  2 
 s  5s  9 
2. The Convolution Property/Theorem
 1 
i. L 1  2 
  s  1  s  1 

 1 
ii. L 1  
  s  1 s  2  

 1 
iii. L 1  2 
  s  2   s  2  
 Session 15 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Applications of Laplace transforms to solve ODEs

❖ Ordinary Differential equations with constant coefficients:

d2y dy
2
   y  F t 
dt dt
Or
y    y   y  F  t  … … … (1)

Where  and  are constants, subjected to the initial/boundary conditions

y  0   A and y   0   B … … … (2)

Where A and B are constants.

[N. B: By taking the Laplace transform of both sides of equation (1) or (2), we obtain an algebraic
equation for determination of L  y  t   y  s  . After that the required solution can be obtained

with the of inverse Laplace transform L 1  y  s   y  t  ]

 Laplace Transform of Derivative:

 If L  y  t   y  s  then L  y (t )  sy ( s )  y (0) .

 If L  y  t   y  s  then L  y (t )  s 2 y (s )  sy (0)  y (0) .

 If L  y  t   y  s  then L  y (t )  s 3 y ( s )  s 2 y (0)  sy (0)  y(0) .

 If L  y  t   y  s  then

L  y n (t )  s n y ( s )  s n 1 y (0)  s n 2 y (0)  s n 3 y (0)  ...  sy n  2 (0)  y n 1 (0) .

Example-01: Solve the ODE by using Laplace transform.

Y (t )  Y (t )  t; Y (0)  1, Y (0)  2

Solution: Given that

 Y (t )  Y (t )  t ; … … … (1)

With initial conditions

Y (0)  1, Y (0)  2 … … … (2)

Now taking the Laplace Transforms of both sides of the differential equations (1) and using the
given conditions, we have

L Y (t )  Y (t )  L t

 L Y (t )  L Y (t )  L t

1
 s 2Y ( s)  sY (0)  Y (0)  Y ( s) 
s2
1
 s 2Y ( s)  s  (2)  Y ( s) 
s2
1
  s 2  1 Y ( s)  s  2 
s2
1
  s 2  1 Y ( s)  s2
s2
1 s 2
 Y ( s)   2  2
s  s  1 s  1 s  1
2 2

1  s2  s2 s 2
 Y ( s)  2  2  2
s 1  s  s  1 s  1
2

 Y ( s) 
1  s   s  s  2
2 2

s 1  s  s 1  s  s  1 s  1
2 2 2 2 2 2

1 1 s 2
 Y ( s)    2  2
s 1  s  s  1 s  1
2 2

1 s 3
Y ( s )  2
 2  2 … … … (3)
s s 1 s 1
Now taking inverse Laplace transform in both sides of equation (3), we get

1 s 3 
L 1 Y ( s)  L 1  2  2  2 
s s  1 s  1
 1  s   1 
 Y (t )  L 1  2   L 1  2   3L 1  2 
s   s  1  s  1
 Y (t )  t  cos t  3sin t

Hence the required solution of the given ODE is

Y (t )  t  cos t  3sin t . (Ans.)

Example-02: Solve the ODE by using Laplace transform.

Y (t )  3Y (t )  3Y (t )  Y (t )  t 2et ; Y (0)  1, Y (0)  0, Y (0)  2

Solution: Given that

Y (t )  3Y (t )  3Y (t )  Y (t )  t 2et ; … … … (1)

With initial conditions

Y (0)  1, Y (0)  0, Y (0)  2 … … … (2)

Now taking the Laplace Transforms of both sides of the differential equations (1) and using the
given conditions, we have

L Y (t )  3Y (t )  3Y (t )  Y (t )  L t 2et 

 L Y (t )  3L Y (t )  3L Y (t )  L Y (t )  L t 2et 

2
 s3Y ( s )  s 2Y (0)  sY (0)  Y (0)  3s 2Y ( s )  sY (0)  Y (0)  3sY ( s )  Y (0)  Y ( s )  3
 s  1
2
 s3Y ( s )  s 2  s.0  2  3s 2Y (s )  s  0  3sY ( s )  1  Y ( s )  3
 s  1
2
 s3Y (s )  s 2  2  3s 2Y ( s )  3s  3sY ( s )  3  Y ( s )  3
 s  1
2
  s3  3s 2  3s  1 Y ( s )  s 2  2  3s  3  3
 s  1
3 2
  s  1 Y (s)  3
 s 2  3s  1
 s  1
2 s 2  3s  1
 Y ( s)  6
 3
 s  1  s  1
 2 s 2  2s  1  s
 Y ( s)  6
 3
 s  1  s  1
2

 Y ( s) 
2

 s  1  s
6 3
 s  1  s  1
2

 Y ( s) 
2

 s  1  s
6 3 3
 s  1  s  1  s  1
2 1 s 1  1
 Y ( s)  6
 
 s  1  s  1  s  13
2 1 s 1 1
 Y ( s)  6
  
 s  1  s  1  s  1  s  13
3

2 1 1 1
 Y ( s)  6
  
 s  1  s  1  s  1  s  13
2

1 1 1 2
Y ( s )     … … … (3)
 s  1  s  1  s  1  s  16
2 3

Now taking inverse Laplace transform in both sides of equation (3), we get

 1 1 1 2 
L 1 Y ( s )  L 1   2
 3
 6 
  s  1  s  1  s  1  s  1 

 1   1 
1 
 1 
1 
 2 
1 
 Y ( t )  L 1    L  2
 L  3
 L  6
  s  1    s  1    s  1    s  1 

 1   1  1 1  2!  2 1  5! 
1 
 Y ( t )  L 1  L  2
 L  3
 L  6
  s  1    s  1  2   s  1  120   s  1 
1 1
 Y (t )  et  tet  t 2et  t 5et
2 60

et
Y (t ) 
60
 60  60t  30t 2  t 5 

Hence the required solution of the given ODE is

et 5
Y (t )   t  30t 2  60t  60  . (Ans.)
60
 Assignment
1. Solve the following ODEs by using Laplace transform.
i. Y   Y  t ; Y (0)  1, Y (0)  2
ii. Y   3Y   2Y  4e 2t ; Y (0)  3, Y (0)  5
iii. Y   2Y   5Y  e  t sin t ; Y (0)  0, Y (0)  1
iv. Y   Y  8cos t ; Y (0)  1, Y (0)  1
 Session 16 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Basic Concept of Fourier analysis

Fourier analysis: In mathematics, Fourier analysis is the study of the way general functions may
be represented or approximated by sums of simpler trigonometric functions. Fourier analysis grew
from the study of Fourier series, and is named after Joseph Fourier, who showed that representing
a function as a sum of trigonometric functions greatly simplifies the study of heat transfer.

Fourier Series
General form of Fourier series: Let F  x  satisfy the following conditions;

 F  x  is defined in the interval l  x  l

 F  x  and F   x  are sectionally continuous in l  x  l

 F  x  2l   F  x  , i.e. F  x  is periodic with period 2l.

Then at every point of continuity, we have

a0   n x n x 
F  x     an cos  bn sin  … … … (i)
2 n1  l l 
Where,

1l 1l n x 1l n x
a0  F  x  dx ; an  F  x  cos dx ; bn  F  x  sin dx … … … (ii)
l l 
l l l 
l l l

Example: Construct the Fourier series of F  x   e x ;   x   .

Solution: Given that

F  x   ex ;    x   … … … (i)

We have the Fourier series

a0   n x n x 
F  x     an cos  bn sin  … … … (ii)
2 n1  l l 

1l 1  x 1  1
Here a0   F  x  dx   e dx   e x    e  e   … … … (iii)
l l      
 1l n x
And an   F  x  cos dx
l l l

1  x n x
 an   e cos dx
  

1  x
 an  e cos nxdx
 

1  ex   e ax 
2 
 an   2 n sin nx  cos nx    
 e ax
cos bxdx  2 2 
b sin bx  a cos bx  
 1  n    a b 

1  e e  
2 
 an  1  n 2  n sin  n  cos  n   n sin   n   cos   n   
  1 n 

1  e e  n 
 an  
 1  n 2
0 
  
 1
n
 
1 n 2 
0   1 


1   1 n e  1n e  
 an   2
 
  1  n 1  n2 
n
 1 1 
 an 
1 n 
 e  e  … … … (iv)
2

1l n x
And bn   F  x  sin dx
l l l

1  x n x
 bn   e sin dx
  

1  x
 bn   e sin nxdx
 

1  ex   e ax 
12  n 2  sin nx  n cos nx  
ax
2 
 bn   
 e sin bxdx  2
a sin bx  b cos bx  
     a b 

1  e e  
2 
 bn   2  sin  n  n cos  n   sin   n   n cos   n   
 1  n 1 n 

1  e e  n 
 bn 

 n
 
1  n 2 0  n  1  1  n 2 0  n  1 
 

 n n
1    1 ne 1 ne  

 bn   


  1  n 2 1  n 2 

n
 1 n1 
 bn 
1 n 
 e  e  … … … (v)
2

Now using equations (iii), (iv) and (v) in equation (ii), we get

a0   n x n x 
F  x     an cos  bn sin 
2 n1  l l 
n n
 
1   1 1 e  e cos n x    1 n 1 e  e  sin n x 
 F  x 
2
 e  e 
   1  n2  
    1  n2     
n 1
 

1   e  e      1 n 
 F  x 
2
 e  e     1  n2   cos nx  n sin nx 


n 1 
 

e  e    1    1 n  
 F  x    2   cos nx  n sin nx   (Ans.)
  2 n 1 1  n  

Complex form of Fourier series: In complex notation, the Fourier series and coefficients can be
written as
 in x
F  x  Ce n
l
… … … (i)
n 

1 l 
in x
Where Cn   F  x  e l dx .
2l l

ODD and EVEN Functions:

 A function F  x  is called odd if and only if F   x    F  x  .

3
Example: Let F  x   x 3 , then F   x     x    x 3   F  x  ; thus the function F  x  is an
odd function.
 A function F  x  is called even if and only if F   x   F  x  .
2
Example: Let F  x   x 2 , then F   x     x   x 2  F  x  ; thus the function F  x  is an
even function.
Fourier series of Odd and Even Function:

 If F  x  is odd function of period 2l, then the Fourier series is defined by

 
n x
F  x    bn sin … … … (1)
n 1 l

Where a0  0 , an  0 and

2l n x
bn   F  x  sin dx
l 0 l

This series (1) is called half-range Fourier Cosine series.

 If F  x  is even function of period 2l, then the Fourier series is defined by

a0  n x
F  x    an cos … … … (2)
2 n1 l

Where, bn  0 and

2l 2l n x
a0  F  x  dx ; an  F  x  cos dx
l 0 
l 0 l
This series (2) is called half-range Fourier Cosine series.

Example: Demonstrate the half-range Fourier cosine series of F  x   x 2 ;   x   .

Solution: Given that,

F  x   x2;    x   … … … (i)

2
Here, F   x     x   x 2  F  x  therefore F  x  is an even function.

So, we have the half-range Fourier cosine series for even function as

a0  n x
F  x    an cos … … … (ii)
2 n1 l

Where,
l  
2 2 2 2  x3  2 2 2
a0   F  x  dx   x dx    
l 0  0   3  0 3
  0   3 … … … (iii)
3

2l n x
And an   F  x  cos dx
l 0 l

2 2 n x
 an   x cos dx
 0 
 2 2
 an   x cos nxdx
 0

2 2 d  
 an   x  cos nxdx     x 2   cos nxdx  dx 
  dx  0

2   sin nx   sin xn  
 an   x 2     2x   dx 
  n   n  0

2  sin nx 2 
 an   x 2   x sin xndx 
 n n 0

2  sin nx 2   cos nx  cos nx 
 an   x 2  x    dx 
 n n  n  n  0

2  sin nx 2   cos nx  1 
 an   x 2  x      cos nxdx 
 n n  n  n  0

2  2 sin nx 2   cos nx  1 sin nx 
 an  x  x    
  n n  n  n n  0

2  sin nx cos nx sin nx 
 an   x 2  2x 2
2 3 
 n n n 0

2   2 sin n cos n sin n   sin 0 cos 0 sin 0 

 an     2 2
2 3   0.  2.0. 2  2 3 
  n n n   n n n 

2   2 n  
 an   0  2  1  0   0  0  0
  n  
n 4
 an   1 … … … (iv)
n2
Now from equation (ii), we get

a0  n x 1 2 2  n 4 n x  2  n 4
F  x    an cos     1 2 cos     1 2 cos nx
2 n 1 l 2 3 n 1 n  3 n 1 n

2  cos x cos 2 x cos 3x cos 4 x 

 F  x   4  2  2
 2  2
 .............
3  1 2 3 4 
 Assignment
1. Construct the Fourier series of the following function:
0,    x  0
i. F  x  
 x, 0 x
1,   x  0
ii. F  x  
1, 0 x
iii. F  x   emx ,   x  
2. Demonstrate the half-range Fourier cosine/sine series of the following function:
i. F  x   x;    x   .
ii. F  x   sin mx;   x  
iii. F  x   cos mx;   x  

Application
Fourier analysis is a mathematical technique that is widely used in various fields, including
Computer Science and Engineering. Fourier analysis is used to decompose a complex signal into
its constituent frequencies. This technique is useful in software engineering because many software
systems and applications involve the processing and analysis of signals, such as sound, images,
and data.
Here are some specific applications of Fourier analysis in software engineering:
 Signal processing: Fourier analysis is widely used in signal processing, which involves the
manipulation of signals to extract useful information. In software engineering, signal
processing is often used in applications such as speech recognition, image processing, and data
analysis. Fourier analysis is used to decompose the signal into its constituent frequencies,
which can then be analyzed and manipulated.
 Compression: Fourier analysis is also used in data compression, which is the process of
reducing the size of data without losing important information. Fourier analysis can be used to
identify redundant or unnecessary information in a signal, which can then be removed to reduce
the size of the data.
 Filtering: In software engineering, filtering is often used to remove noise or unwanted
information from a signal. Fourier analysis can be used to identify the frequency components
of the signal that contain the noise or unwanted information. A filter can then be applied to
remove these components and improve the quality of the signal.
 Pattern recognition: Fourier analysis can be used in pattern recognition applications to analyze
signals and identify patterns. For example, Fourier analysis can be used to analyze the
frequency components of a sound signal and identify the specific sound or voice.
Overall, Fourier analysis is a powerful tool that is widely used in software engineering to analyze
and manipulate signals. Its applications include signal processing, compression, filtering, and
pattern recognition, among others.
 Session 17 Course Teacher: Md. Yousuf Ali (YA)
Course Title: Engineering Mathematics Lecturer, Department of GED.
Course Code: MAT211 Email: yousufkumath@gmail.com
Credits: 3 Mobile: 01766906098

Fourier Transforms
Finite Fourier Sine transform: The finite Fourier sine transform of F  x  in the interval 0  x  l
, is defined as
n x
l
f s  n    F  x  sin dx , where n is an integer.
0
l
The function F  x  is called the inverse finite Fourier sine transform of f s  n  , and is given by
2  n x
F  x  
l n 1
f s  n  sin
l
.

Finite Fourier cosine transform: The finite Fourier cosine transform of F  x  in the interval
0  x  l , is defined as
n x
l
f c  n    F  x  cos dx , where n is an integer.
0
l
The function F  x  is called the inverse finite Fourier cosine transform of fc  n  , and is given by
1 2  n x
F  x   f c  0    f c  n  cos .
l l n 1 l
Infinite Fourier Sine transform: The infinite Fourier sine transform of F  x  in the interval
0  x   , is defined as

f s  n    F  x  sin nxdx , where n is an integer.
0

The function F  x  is called the inverse infinite Fourier sine transform of f s  n  , and is given by

2
F  x   f  n  sin nxdn .
 0
s

Infinite Fourier cosine transform: The infinite Fourier cosine transform of F  x  in the interval
0  x   , is defined as

f c  n    F  x  cos nxdx , where n is an integer.
0

The function F  x  is called the inverse infinite Fourier cosine transform of f c  n  , and is given
by
 
2
F  x   f  n  cos nxdn .
 0
c

Example-01: Evaluate the Fourier cosine transform of sin kx , 0  x   .

Solution: Given that,

F  x   sin kx … … … (i)

By the definition of Fourier cosine transform of F  x  in the interval 0  x   , we have

n x
l
f c  n    F  x  cos dx
0
l

n x
 f c  n    sin kx cos dx
0


 f c  n    sin kx cos nxdx
0


1
 fc  n   sin  k  n  x  sin  k  n  x  dx
2 0 

1   cos  k  n  x  cos  k  n  x 
 fc  n     
2 k n k n 0

1   cos  k  n   cos  k  n     cos 0 cos 0 

 fc  n        
2   k n k n   k  n k  n 

1   cos k cos n  sin k sin n cos k cos n  sin k sin n   1 1 

 fc  n        
2  k n k n   k  n k  n 

1   cos k cos n cos k cos n   k  n  k  n 

 fc  n       
2   k n k n    k  n  k  n  

1  1 1   2k  
 f c  n    cos k cos n    2 2 
2  k  n k  n   k  n 

1  2k   2k  
 f c  n    cos k cos n  2 
2  2 2 
2  k  n   k  n 

1  2k 
 f c  n     2 2   cos k cos n  1
2 k  n 
 k 
 fc  n   2 
1 cos k  1
n

n k2 

k 
 fc  n   2 
1 cos k  1 . (Ans.)
n

n k
2 

Example-02: Evaluate the Fourier sine transform of e x , 0  x .

Solution: Given that,

F  x   e x … … … (i)

By the definition of Fourier sine transform of F  x  for 0  x , we have


f s  n    F  x  sin nxdx
0


 f s  n    e  x sin nxdx
0


 e x 
 fs  n     sin nx  n cos nx  
  1  n
2
 0
2


 e x 
 fs  n    2 
sin nx  n cos nx  
1  n 0

 1 
 f s  n    0  2 
sin 0  n cos 0  
 1 n 

 n 
 f s  n    
 1  n 
2

n
 fs  n  . (Ans.)
1  n2

Complex Fourier transform: The complex Fourier transform of F  x  is defined as


f n   F  x e
 inx
dx .


Example-01: Evaluate the complex Fourier transform of F  x   e

a x
; a  0. .

Solution: Given that,

 F  x  e
a x
… … … (i)

 x if x  0
We have, x  
x if x  0

By the definition of Fourier transform, we have


f n   F  x e
 inx
dx



 f n  e
a x
einx dx


0 
 f  n   a   x   inx
 e e dx   e e dx
 ax  inx

 0

0 
 f n   e dx   e dx
ax inx  ax inx

 0

0 
 f n  e
 a in  x
dx   e  a in  x dx
 0

0 
 e a in  x   e a in  x 
 f  n      
  a  in      a  in   0

1 1
 f n  e0  e    e   e0 
 a  in   a  in 
1 1
 f  n    1
 a  in   a  in 
1 1
 f  n  
 a  in   a  in 
a  in  a  in
 f n 
 a  in  a  in 
2a
 f  n 
a  n2
2

2a
 f  n  . (Ans.)
a  n2
2
 Assignment
1. Evaluate the Fourier (sine/cosine) transform of the followings;
i. F  x   2 x; 0  x  4
ii. F  x   emx ; 0 x 
iii. F  x   sin mx; 0 x 
iv. F  x   cos mx; 0 x 
2. Evaluate the Fourier (complex) transform of the followings;
F  x  e ;    x  
x
i.