AMA2111 Mathematics I

3 Ordinary Di↵erential Equation

Dr Bob He

1 / 64
Outline

§1 1st Order ODE

§2 System of 1st Order Linear ODEs
§3 2nd Order ODE
§4 Lapalace Transform

2 / 64
A di↵erential equation whose unknown depends on only one
independent variable is called an ordinary di↵erential equation
(ODE). The unknown of a di↵erential equation will usually be
denoted by y and the independent variable by x. For simplicity we
shall write y 0 and y 00 , etc. to denote the first and second
derivatives of y with respect to x. However, in case of the
unknown y being a function of time, we may denote the
independent variable by t, and use ẏ and ÿ , etc. to denote the first
and second derivatives of y with respect to t.
Example
If y (t) denotes the position of an object at any time t, then the
velocity and the acceleration are respectively given by v = ẏ (t)
and a = ÿ (t). By Newton’s second law, F = mÿ , where F is the
force acting on the object and m is the mass of the object. In
many examples in mechanics, it is found that F depends on t, y
and ẏ , and the equation of motion for the object is given by the
ODE mÿ = F (y , ẏ , t).

3 / 64
§1 1st Order ODE

A first order di↵erential equation may be written as

dy
y 0 = f (x, y ) or = f (x, y ).
dx

Definition
A real valued function y = (x), defined on an open interval I , is
called a solution of y 0 = f (x, y ) if it satisfies 0 (x) = f (x, (x))
for every x in I .

4 / 64
Variables Separable Type

Consider the di↵erential equation

dy
= g (x)h(y ),
dx
where g (x) and h(y ) are given functions of x and y .
We may now separate the variables x and y and integrate to obtain
Z Z
1
dy = g (x)dx.
h(y )

5 / 64
Example 1
Solve the di↵erential equation e 2x y 0 + e x = 1.

6 / 64
Example 2
dy
Solve the di↵erential equation = 2x(1 + y ).
dx

7 / 64
Example 3
Solve the di↵erential equation (y + 1) x 2 + 1 = xy 0 .

8 / 64
Reducible to Separable Type

Consider the di↵erential equation

dy ⇣y ⌘
=G ,
dx x
where G is a function with a single variable. Under substitution
y
v = , we have
x
dy dv
y = xv , =x + v.
dx dx
So v satisfies the ODE

dv dv G (v ) v
x + v = G (v ), = .
dx dx x
Now we have a variable separable type ODE with unknown
function v .

9 / 64
Example 4
dy x2 y2
Solve the di↵erential equation = .
dx 2xy

10 / 64
1st Order Linear ODE
A 1st order linear ODE has the form
dy
+ p(x)y = q(x),
dx
where p(x) and q(x) are given functions of x.
Here we use integrating factor method. Multiply the equation by a
function µ(x), we have µ(x) dy
dx + µ(x)p(x)y = µ(x)q(x). Now if
dµ
= µ(x)p(x),
dx
dy dµ
then the equation becomes µ(x) + y = µ(x)q(x), or
dx dx
d(µy )
= µ(x)q(x).
dx
So we have
Z R
µ(x)q(x)dx + C
µ(x)y = µ(x)q(x)dx + C ) y = .
µ(x)
11 / 64
Integrating Factor µ(x)

dµ
Note that = µp(x) is a variable separable type 1st order ODE
dx
for µ(x), it is easy to find a integrating factor µ(x).
Z Z Z
1
dµ = p(x)dx ) ln |µ| = p(x)dx.
µ
R
So one solution is µ = e p(x)dx .

The solution of 1st order linear ODE can now be written as

R
Z R
y = e p(x)dx q(x)e p(x)dx dx + C .

12 / 64
Example 5
dy 2 1
Solve the di↵erential equation y= .
dx x x2

13 / 64
Bernoulli Equations

A Bernoulli equation is a 1st order ODE in the form

y 0 + p(x)y = q(x)y n ,
where p(x) and q(x) are given functions of x and n 6= 0, 1.
Note y = 0 is a trivial solution. For y 6= 0, we divide the equation
by y n to get
y n y 0 + p(x)y 1 n = q(x).
Now substitute v = y 1 n, v 0 = (1 n)y ny 0, the ODE becomes

1
v 0 + p(x)v = q(x),
1 n
or
v 0 + (1 n)p(x)v = (1 n)q(x).
This is a standard 1st order linear ODE for v which we can solve.

14 / 64
Example 6
4
Solve the di↵erential equation y 0 + y = x 3 y 2 , x > 0.
x

15 / 64
Initial Value Problem (IVP)

In many applications of di↵erential equations, obtaining the

general solution is not enough and we need to find a solution
satisfying certain initial conditions. Such a problem is commonly
known as an initial value problem (IVP).
To solve the IVP, it is required to find a function y = (x),
defined on a interval I containing the point x0 , such that
0
(x) = f (x, (x)), x 2 I and (x0 ) = ↵.

16 / 64
Example 7
Solve the IVP y 0 = xy 2 with y (1) = 7.

17 / 64
§2 System of 1st Order Linear ODEs

Consider the system of 1st order ODEs with constant coefficients

for n unknown functions of x:
8 0
> y1 = a11 y1 + a12 y2 + · · · + a1n yn + f1 (x)
>
>
< y 0 = a21 y1 + a22 y2 + · · · + a2n yn + f2 (x)
2
..
>
> .
>
: 0
yn = an1 y1 + an2 y2 + · · · + ann yn + fn (x)
2 3 2 3
y1 f1 (x)
6 y2 7 6 f2 (x) 7
6 7 6 7
Let A = [aij ]n⇥n , y = 6 .. 7 , f(x) = 6 .. 7,
4 . 5 4 . 5
yn fn (x)
The system can be written in matrix form as

y0 = Ay + f(x).

18 / 64
Homogeneous ODE System
We only consider the case that the system is homogeneous
(y0 = Ay) and A = [aij ]n⇥n is diagonalizable. Recall that
2 3
1 0 ··· 0
6 0 2 ··· 0 7
6 7
D=6 . .. . . .. 7 , P = [v1 , v2 , · · · , vn ]
4 .. . . . 5
0 0 ··· n

such that A = PDP 1.

2 3
w1 (x)
6 w2 (x) 7
6 7
Use substitution y = Pw, where w = 6 .. 7 is the column of
4 . 5
wn (x)
new unknown functions. The system y0 = Ay becomes

Pw0 = APw ) P 1
Pw0 = P 1
APw ) w0 = Dw.

19 / 64
w0 = Dw can be written as
2 0 3 2 32 3
w1 1 0 ··· 0 w1
6 w0 7 6 0 ··· 0 76 w2 7
6 2 7 6 2 76 7
6 .. 7 = 6 .. .. .. .. 76 .. 7.
4 . 5 4 . . . . 54 . 5
wn0 0 0 ··· n wn

We have

wj0 = j wj ) wj = cj e jx
, j = 1, 2, · · · , n.

Therefore
2 3
c1 e 1x

6 c2 e 2x 7 X n
6 7 jx
y = Pw = [v1 , v2 , · · · , vn ] 6 .. 7 = c j vj e
4 . 5
j=1
cn e nx

is the general solution of the system, where c1 , · · · , cn are arbitrary

constants.
20 / 64
Example 8
8 0
< y1 = y1 + 2y2 + 2y3
Solve the system y0 = 2y1 + 2y2 + 2y3
: 20
y3 = 3y1 6y2 6y3

21 / 64
§3 2nd Order ODE

A second order linear di↵erential equation is an equation of the

form
y 00 + P(x)y 0 + Q(x)y = R(x),
where P(x), Q(x) and R(x) are given functions of x.
In this subject, we shall only treat a special case of the 2nd order
ODE where the coefficients of y 0 and y are independent of x. In
other words, we shall consider

y 00 + py 0 + qy = R(x),

where p and q are real constants. It is called a second order linear

di↵erential equation with constant coefficients.

22 / 64
Homogeneous Equation

y 00 + py 0 + qy = 0
is known as a second order linear homogeneous equation with
constant coefficients.
The following facts can be easily established:
1 y = 0 is the trivial solution;
2 if y1 (x) and y2 (x) are solutions, then c1 y1 + c2 y2 is also a
solution for any real constants c1 and c2 .

23 / 64
Theorem
Let y1 and y2 be any two linearly independent solutions of the
homogeneous equation. Then every solution y can be expressed as

y (x) = c1 y1 (x) + c2 y2 (x)

for some constants c1 and c2 .

Two solutions y1 (x) and y2 (x) are said to be linearly independent

if c1 y1 + c2 y2 = 0 implies c1 = c2 = 0.

24 / 64
Assume y 00 + py 0 + qy = 0 has a solution of the form y = e mx ,
where m is a constant to be determined.
Direct substitution gives

m2 + pm + q e mx = 0 ) m2 + pm + q = 0

Therefore, y = e mx is a solution if and only if m is a root of the

quadratic equation. m2 + pm + q = 0 is commonly known as the
auxiliary equation of the homogeneous di↵erential equation.

25 / 64
Case 1

Let a and b be the roots of m2 + pm + q = 0.

If a and b be real and distinct, then

y1 = e ax and y2 = e bx

are linearly independent solutions.

Therefore, the general solution of the di↵erential equation is given
by
y = c1 e ax + c2 e bx
where c1 and c2 are arbitrary constants.

26 / 64
Case 2

If a = b, then y1 = e ax is a solution.
Assume y2 = v (x)y1 , where v (x) is a function to be determined.
Substituting y2 into the homogeneous equation, we obtain
⇥ ⇤
e ax a2 + pa + q v + (2a + p)v 0 + v 00 = 0.

Because a is a double root of the quadratic equation,

a2 + pa + q = 0 and a = p2 . So we have v 00 = 0 ) v = Cx + D,
where C and D are arbitrary constants.
In particular, we can choose v = x. So y2 = xe ax is a solution of
the homogeneous equation which is independent of y1 .
Therefore, the general solution of the di↵erential equation is given
by
y = c1 e ax + c2 xe ax
where c1 and c2 are arbitrary constants.

27 / 64
Case 3

If a = ↵ + i and b = ↵ i , where ↵ and are real. So the

complex solutions are Y = e (↵±i )x . Let

Y1 = e ↵x (cos x + i sin x), Y2 = e ↵x (cos x i sin x).

Then
Y1 + Y2 Y1 Y2
y1 = = e ↵x cos x, y2 = = e ↵x sin x
2 2i
are two linearly independent real valued solutions.
Therefore, the general solution of the di↵erential equation is given
by
y = c1 e ↵x cos x + c2 e ↵x sin x
where c1 and c2 are arbitrary constants.

28 / 64
Example 9
Solve y 00 5y 0 + 6y = 0.

Solution:

m2 5m + 6 = 0 ) m = 2, 3 ) y1 = e 2x , y2 = e 3x

Therefore, the general solution is y = c1 e 2x + c2 e 3x .

Example 10
Solve y 00 4y 0 + 4y = 0.

Solution:

m2 4m + 4 = 0 ) m = 2 ) y1 = e 2x , y2 = xe 2x

Therefore, the general solution is y = c1 e 2x + c2 xe 2x .

29 / 64
Example 11
Solve y 00 + 2y 0 + 2y = 0.

Solution:
m2 + 2m + 2 = 0 ) m = 1±i
x x
) y1 = e cos x, y2 = e sin x
Therefore, the general solution is y = c1 e x cos x + c2 e x sin x.

30 / 64
Nonhomogeneous Equation
Proposition

y 00 + py 0 + qy = R(x),
is the nonhomogeneous equation. Let yp be a particular solution.
If y is any solution of the nonhomogeneous equation, then y yp
is a solution of the homogeneous equation

y 00 + py 0 + qy = 0.

It is easy to prove by subtracting the following two equations,

y 00 + py 0 + qy = R(x),

yp00 + pyp0 + qyp = R(x),

) (y yp )00 + p(y yp )0 + q(y yp ) = 0.
We denote yh = y yp as the solution of the homogeneous
equation.
31 / 64
As a consequence of the Proposition, the general solution of

y 00 + py 0 + qy = R(x),

is given by
y = yh + yp = c 1 y 1 + c 2 y2 + yp .

Pay attention that

yp 6= c1 y1 + c2 y2
for any c1 , c2 , as they are the solutions of di↵erent equations.
We will introduce two methods to find a particular solution yp .

32 / 64
Method 1: Undetermined Coefficients

Undetermined coefficients method is good to find a particular

solution of a nonhomogeneous equation, when R(x) is the
following format.

R(x) yp guess
ae ↵x Ae ↵x
a cos( x) A cos( x) + B sin( x)
b sin( x) A cos( x) + B sin( x)
a cos( x) + b sin( x) A cos( x) + B sin( x)
nth degree polynomial An x + An 1 x n 1 · · · + A1 x + A0
n

In the table, Ai , A and B are unknowns.

33 / 64
If R(x) is a product of functions on the left column in last page,
then our guess for yp is the product of corresponding functions on
the right column. For example,

R(x) = (an x n + · · · + a0 )e ↵x cos( x)

the corresponding yp is

yp = (An x n + · · · + A0 )e ↵x cos( x) + (Bn x n + · · · + B0 )e ↵x sin( x)

Note that the guess yp from the table fails when it contains one or
more terms being solution of the homogeneous equation. When it
happens, we modify the guess by multiplying x and if the problem
persists, multiply x again.
After we guess the expression of yp , we submit yp to the
nonhomogeneous equation to determine the unknown coefficients.

34 / 64
Example 12
Solve y 00 + 4y = x 2 5x + 4.

35 / 64
Example 13
Solve y 00 + 4y 0 + 4y = 6 sin 3x.

36 / 64
Example 14
Solve y 00 + 3y 0 4y = 17e x .

37 / 64
Method 2: Variation of Parameters
Assume the homogeneous equation y 00 + py 0 + qy = 0 has linearly
independent solutions y1 (x) and y2 (x). We look for a particular
solution of nonhomogeneous equation y 00 + py 0 + qy = R(x) in the
form yp (x) = v1 (x)y1 (x) + v2 (x)y2 (x), where v1 (x) and v2 (x) are
functions of x.

yp0 = v1 y10 + v2 y20 + v10 y1 + v20 y2

Suppose that v10 y1 + v20 y2 = 0, then yp0 = v1 y10 + v2 y20 .

yp00 = v10 y10 + v20 y20 + v1 y100 + v2 y200

So yp00 + pyp0 + qyp
= v10 y10 + v20 y20 + v1 (y100 + py10 + qy1 ) + v2 (y200 + p20 + qy2 )
= v10 y10 + v20 y20 = R(x).
Now we can see that v10 and v20 satisfy the linear system
⇢   0 
y1 v10 + y2 v20 = 0 y 1 y2 v1 0
, =
y10 v10 + y20 v20 = R(x) y10 y20 v20 R(x)
38 / 64
Solving the linear system, we have v10 and v20 .
Cramer’s rule is one method. We define the Wronskian of y1 and
y2 by
y1 y2
W (y1 , y2 ) = = y1 y20 y10 y2
y10 y20
As W (y1 , y2 ) 6= 0 (always true for linearly independent y1 and y2 ),
we can apply the Cramer’s rule to solve the linear system and get

y2 R(x) y1 R(x)
v10 = , v20 = .
W (y1 , y2 ) W (y1 , y2 )

Hence we have
Z Z
y2 R(x) y1 R(x)
v1 = dx, v2 = dx.
W (y1 , y2 ) w (y1 , y2 )

39 / 64
Example 15
ex
Solve y 00 2y 0 + y = .
x2 + 1

40 / 64
§4 Laplace Transform

Definition (Improper integral)

Let f (t) be a real valued function defined for t a, where a is a
fixed real number. We define the improper integral of f (t) by
Z 1 Z b
f (t)dt = lim f (t)dt.
a b!1 a

If the above
Z 1 limit exists and ≈
is finite, we say that the improper
integral f (t)dt is convergent. Otherwise, the improper
a
integral is said to be divergent. ← 的 fwite

41 / 64
Example 16
Z 1
kt
For any constant k > 0, evaluate e dt.
0

Ye - kedt

1%
=

卡
fe kede
-

k∞
k[ ]
-

e
⼀

= _

=
⼀⻓ [ ] =

交⼆

42 / 64
Example 17
Z 1 Z 1
e 1
Evaluate cos tdt and dt.
0 0 1+t

→
品品在 dtt
⼆
xlulitb
=
x→ borergat

43 / 64
Integration by Parts
Proposition
If f (t) and g (t) are real valued continuously di↵erentiable
functions satisfying lim f (t)g (t) = 0, then
t!1
Z 1 Z 1
0
f (t)g (t)dt = f (a)g (a) f 0 (t)g (t)dt.
a a

Example 18
Z 1
kt
For any constant k > 0, evaluate te dt.
0

44 / 64
f∵ te
-
k+
dt t) = e
ht) =
1
kt
装
-

(t)
e 1
(n ) =
e
=

g
g
=

只北 ( e )
-指 e
f(
) cc )
d
北
g
-

=
tlo ⼀
e d
x
装
此
→
[]
∵ 1?
J

=
包 [eee]
=∵ 比 = 立 9 %e
-
(ct
世) kc

“
= 。

站[ e
-

kt ] 1 ? == ⼆
fltft ) =
1

g (t )

e
=
g =
e
- kt
Laplace Transform

Definition
For any real valued function f (t) defined for t > 0, one defines the
Laplace transform of f (t) by
Z 1
L{f (t)} = F (s) = ^
e st f (t)dt.
⼀
0

It is an integral transform that converts a function of a real

variable t (often time) to a function of a complex variable
s = + i! (complex frequency).

Note that F (s) is defined only for those values of s such that the
above improper integral converges.

45 / 64
Example 19
Find the Laplace transform of f (t) = 1 and f (t) = t.

Lht) = 1=
l f

∵e - sttdt

46 / 64
Proposition
It is clear that if L{f (t)} = F (s) and L{g (t)} = G (s), then

L{af (t) + bg (t)} = aF (s) + bG (s) = aL{f (t)} + bL{g (t)}

for any real constants a and b.

Remark
It is clear that if f (t) = g (t) for t 0, then L{f (t)} = L{g (t)}.
For instance, let H(t) be the unit step function defined by
(
1, t 0,
H(t) =
0, t < 0,

1
then L{H(t)} = L{1} = .
s

47 / 64
Inverse Laplace Transform
Definition
For a given function F (s), if we can find a function f (t) such that
L{f (t)} = F (s), then f (t) is called the bf inverse Laplace
transform of F (s), and we denote by
Z +iT
1 1
f (t) = L {F (s)} = lim e st F (s)ds.
2⇡i T !1 iT
发

Example w
)( ±
!
v ⇢
1 sin !t
然
Since L{sin !t} = , we have L 1 = .
s2 + ! 2 s 2 + !2 !

L ( iecr )
^
suot = w

We are not going to use the explicit formula for computing the

out that with the aide ofZ

w)
ω Transform Table and some
the Laplace
=

和哇⼆
inverse Laplace transform of^a given function of s. Instead, it turns
(
techniques from elementary algebra, we are able to find L 1 {F (s)}
for a large number of functions. 48 / 64
Example 20
⇢
5s 2 + 3s + 1
Find L 1 .
(s 2 + 1)(s + 2)

49 / 64
Transform of Derivatives
If f (t) and f 0 (t) are continuous for t 0 such that f (t)e st ! 0
as t ! 1, we may apply the integration by parts formula to obtain
Z 1 Z 1
d
L{f 0 (t)} = f 0 (t)e st dt = f (0) f (t) e st
0 0 dt
Z 1
= f (0) + s f (t)e st dt = sF (s) f (0).
0

If we further assume that f 00 (t) is continuous and f 0 (t)e st ! 0 as

t ! 1, then we may obtain

L{f 00 (t)} = sL{f 0 (t)} f 0 (0) = s 2 F (s) sf (0) f 0 (0).

In general, for any positive integer n, we have

L{f (n) (t)} = s n F (s) sn 1

f (0) ··· sf (n 2)
(0) f (n 1)
(0)

provided the function f (t) has continuous derivatives up to order

n, and f (k) (t)e st ! 0 as t ! 1 for every k = 0, 1, . . . , n 1.
50 / 64
Transform of Exponential Multiples

If L{f (t)} = F (s), then, for any real constant a,

L{e at f (t)} = F (s a).

In other words, we have

1
L {F (s a)} = e at L 1
{F (s)}.

Note that F (s a) represents a shift in s by a units to the right.

Example
n! n!
Since L{t n } = , we have L{e at t n } = for any
s n+1 (s + a)n+1
positive integer n.

51 / 64
 Example 21 (s -

1
) +
3
⇢
Find L 1 0
s +2
. S
2
-
2 st ( a

s2 2s + 10
]
1
s
=

-
2 s +
[
() - ( ÷ )
P

θ Trire
⼀
=
(
s ) +θ
=
⼤吃 }e ⼤
~
[ 之
w =
3

}
⼀

)s ( ^+ 9

et
tetintl
[ ossetsnt
:

前
yretlcaseLesuse }
52 / 64
Application of Laplace Transform

The most important application of Laplace transform is to solve

linear di↵erential equations with constant coefficients.

53 / 64
Consider the initial value problem

y 00 (t) + py 0 (t) + qy (t) = f (t) (⇤)

with initial conditions y (0) = ↵ and y 0 (0) = .

Putting Y (s) = L{y (t)} and applying Laplace transform on both

sides of (⇤), we obtain

s 2 Y (s) 0
s↵ + p[sY (s) ↵] + qY (s) = F (s).

This is an algebraic equation with unknown Y (s). Its solution is

given by
F (s) + ↵s + ↵p +
Y (s) = .
s 2 + ps + q
Finally, y (t) may be found by taking inverse Laplace transform.

54 / 64
Example 22
dy
Solve the initial value problem = 4y + 9te t with y (0) = 1.
dt

sllg -
4 yl ) : 1
+
前 91
叫 ) - 1
+
L

前
— 所庇+ s)
5
前

55 / 64
Example 23
For any positive constants ! and k, solve the initial value problem

y 00 (t) + k 2 y (t) = cos(!t)

with initial conditions y (0) = 0 and y 0 (0) = 0.

吧
This di↵erential equation governs the vibration of a mechanical
cad
system without damping under an oscillatory external force.

( )

56 / 64
Transform of a Shift in t
We have defined the unit step function by
(
1, t 0,
H(t) =
0, t < 0.

If 0  a < b, it is clear that

8
>
<0, t < a,
H(t a) H(t b) = 1, a  t < b,
>
:
0, t b.

1
Clearly, L{H(t)} = . Moreover, if a > 0, then
s
Z 1 Z 1 as
st st e
L{H(t a)} = e H(t a)dt = e dt = .
0 a s

57 / 64
Theorem

□
If L{f (t)} = F (s), then L{f (t
a)H(t a)} = F (s)e as .

/ !
Example 24
e ⇡s
Find the inverse Laplace transform of .
Campetrythespam_
s 2 + 4s + 5

2
s test 5

se
seust
选 □
=
[ stc) ^+

58 / 64
Example 25
Solve the initial value problem(y 00 (t) y (t) = f (t) with
t, 0  t < 2,
y (0) = y 0 (0) = 0 and f (t) =
)
=

s y 个 F e
(

⾺
0, t 2. -
=

59 / 64
60 / 64
Eg25 Step 1
Method 2
Convolution*

Convolution is an operation on two functions f and g , producing a

third function that is typically viewed as a modified version of one
of the original functions, giving the area overlap between the two
functions as a function of the amount that one of the original
functions is translated.

Definition
Given two functions f (t) and g (t), we define for any t 0,
∅
Z t
(f ⇤ g )(t) = f (x)g (t x)dx.
0

The function (f ⇤ g )(t) is called the convolution of f (t) and g (t).

Using the change of variable x = t y in the definition, we have

Z t Z t
(f ⇤g )(t) = f (t y )g (y )d(t y ) = g (y )f (t y )dy = (g ⇤f )(t).
0 0
61 / 64
Example
(1) If f (t) = t and g (t) = 1, then
Z
m
t
t2
(f ⇤ g )(t) = x · 1dx = .
0 2

□
(2) If f (t) = e at and g (t) = e bt where a 6= b, then
Z
0
t
e at e bt
(f ⇤ g )(t) = e ax e b(t x)
dx = .
0 a b
b da
eartbt f
-
≥

(3) If f (t) = g (t) = sin !t, then =

Z t ala b ) bedn
f
-

=
@
(f ⇤ g )(t) = sin !x sin !(t x)dx
bdx
ebtJeuia
-

Z0 t -

cos !(2x t) cos !t sin !t !t cos !t

= dx = .
器 Jencodalab
)

0 2 2! =

ee
xca b 3

结
-

62 / 64
=

coswln - t
)
- coswtdn

ficoswedr
icsuiomeidn [
]
=

⼝ 2 wn wt
e

^
-

[ “
wcmtd
⻔
=

f
州
xcoswt
C

元
[ amv
=

- auwJ
!

[ ⼀⼼ _
—

2 W
_ tcswt
]
= 次。
⇌
[ sm ⼀
tceswt
]
)
smwt wtcsut
=~□
I
-

…
wtcoswl
smwt -
⼀

= w ⼆
Convolution Theorem “
器” [ ,

“
…
Theorem (Convolution Theorem) ”
If L{f (t)} = F (s) and L{g (t)} = G (s), then

L{(f ⇤ g )(t)} = F (s)G (s). 。

In other words, we have

L 1
□
{F (s)G (s)} = (f ⇤ g )(t).

,
Example 26
1
Find the inverse Laplace transform of where a 6= 0.
s 2 (s a)
c “ 以
} ftinecce dn
-
n
)

t eat eat
a "
dx
f{
-

—
n
-

= 熊
te = =
9 in ( e) d
63 / 64
 eatfi
丄
lal

最然
=
: u
Gr
@

Jurdn
Jixeatusdt efjnn
如 : ⼩答
e

=
ufodn -

fudrdalda e
-
ax

ane ]
az = _
a

eatTf {
apc

de
-

-
uu

ixentandn
—

da
=
=
a 北

dn
fxeat
-

- an -

de

==mm ÷ ] !
→
=
[

ngear andu f feat and d

, a
-

=
nfeandu =

(]
:

州[ 嗨 +

: …
)
=
Application to Di↵erential Equations
Example 27
Solve the di↵erential equation y 00 (t) + ! 2 y (t) = f (t) with initial
conditions y (0) = ↵ and y 0 (0) = .

64 / 64