915/2022

Monday

M -
-

mm
mm

DIFFERENTIAL

EQUATIONS
proof Santana Dey
n Santana dey@iitb.ac.in
 DIFFERENTIAL EQUATION :( Lecture 1)
A D-Eq is an
eq involving derivatives of one or more deepen -

dent variables wot

independent variables
-

one or more .

ODE :
Ordinary Differential equations
*
Ycx) denote a function in variable a -
ODE is an eq

containing one or more derivatives of an unknown

function yen ) .

* in
general DE involving derivatives of one or more dependent
variables w r t a
single independent variable is called ODE
- .

ODE

const
may contain

functions
dnY {n =
oil , - - -

} and fcx> including

.

Thus an ODE can be written as

f- (n , y , ✗1 . . .

y
'm
) =
0

classification ( further ) of DE :

order of the DE derivative

:
order of the
highest in the equator
Example day
n ) 2=0
:

☒
+ ✗Y
CODE ,
2nd order )

d4
dd¥z
a
t 5 1- 3 ✗ = 0
CODE ,
4th order
)

3¥ Is + = V
( PDE ,
1st order
) :
partial diff eq

3¥ ¥4,
+

+3%-2
=
0
@ DE ,
and order) ¥ =
hand in Ct)
i

system ofODES { LIT =

gcxiy) Hiiiii)
( 1st order )
Linearottandtvonlinearott :

Linear ODE FCN y y ) o is linear if F is a linear

'm '
y
- - -

: , , =

function of the variables y y yens (not xeeeaeeioed ! )

'
- . .
.

linear ODE of order n is of the form

do (a)
y t ai Ge)
d¥ + - - - .

ancx
)d¥n = bae)

b
do a ,
- . -
An and are functions of ✗ and an Cx) -1-0 .
.

depend end variable power of its Mtb

be
derivative
has maximum value 1 and no products of ✗ and / or
y and

its derivatives are there ( checklist )

Example radioactive decay

:
is proportional to amt :

Let y (f) be the instantaneous amt and k be the

decay
constant Then
d¥ Ky
¥
-
:
= -
:
+ Ky =
o linear Diff eq
CODE )

oscillating pendulum problem .

d 20
dg
+
{ since =
0
:
the motion
governing
equation .

I get
(
here is ace due to
gravity and
g
g. .gg L is
length of pendulum
.
.
.
.

eq
ÑG this is nonlinear
> a DE
(since appears )
CODE of order 2)
Body falling under
gravity with
drag force a v2

m
¥ ,
=
mg
-
e v2 :
nonlinear
again
CODE of order 1)
GLEDE :
tiowcanwesoveit
Given equation ; you would like to solve it Atleast
an .

toy solve it .

Questions :
.

• what is a solution ?
* Does have
a DE
always a solution ? if so how many ?
• Can the solutions be
expressed in nice form .
af not how to
visualise it ?

How proceed in ?
* can we a
systematic manner

consider this type :

yen) =
f Ge , y, y
'
- . .

yen D) This
-

its
always
we assume
possible to solve and Yh)
may
F Ge , Yi - -

correspond to many of ]
yen =
fcn y y ; yln D)
-

, - - .

type DES
Example :(y )2 '
t n
y
'

may lead to
ay
+ =
o

y
'
= ✗ + Joie
1¥
-

'

y a
=
or
- -

-2
a-
explicit soln ODE
YIM f- Cn In
D)
:
the interval
-

y
: = - -

, on

NE (✗ IB ) is a
function of cast ol
'
0
"
-
. .

0M exist
and satisfies
cfncx)
'
f- (n lo lo Ion D) for every
-

=
, - -
.
.

< n <
( Explicit soln
✗
B is
always possible >
'

not .

Implicit so In of yen > ffx yen D)

gcn y)
'
-

y y
: =
, = - . -

, ,

gcniy) =
o must define at Heaston e
lo CD in ✗ creeps

stolen satisfies the DE .

First order Linear ODE of the foam '

box ) NOW
y + a ex>
y
=
-

if 61×3=0 then the equation is

homogenous .
Note : the solutions of
differential equation forms a
homogenous
a vector space under usual addition and scalars
multiplication
and Yz soIn then
Y ,
are ✗
Y ,
+ Byz chip c-
)
IR is also so In

9
( ) fi y )
'
F
'
× , y, y = o or
y = ,

Initial value problem ( NP) : DE

along with initial
conditions like
'

y
=
flu y ) , and
y CND
=
Yo •

Example
amt of radioactive substance at 1- =
o is
given .
Find
amt at time t
( let initial amt be
Igm then so In
ékgtm )
=

:y=
.

Geometrical of dy
meaning DE
g.
= -24 ( exponential growth)
and at point ( Y) y
t 1
( t) has slope = -

ayct ) ( Tmp )

isocline is : a series of lines with same slope is often used to

supplement the slope field In an equation of the form
-

d¥= fat) -
and isocline is a line in
ty plane obtained

by keeping fly , t ) to be a constant .

% .
=
fly t) , can plotted as
be vector field and by
joining a

lines along the field we may obtain the required so In

plot ( -
direction field ie plot unit vectors )

* Find the curve

through Citi ) and the slope =
-

Ytx .

¥n ¥ and so In is const and

using YCD I
-

xy
= =
=

soln is
my =
1 or Yol)=Ñh family of hyperbola
Here isocline s are lines passing through Coco )
sometimes a first order 1 UP can have no soln

Example ly l
'
t 141=0 4107=3 This is not possible
• can have a unique one soln .

Ex Y' Ylo)
LI
x
(unique
=
CN )
:
=L
y soln )
:
1
=
+

•
infinitely many soln . Ex :

Nyt =
y
-
1 YI 03=1
now :

Cy -
D= Ax and this
always passes through Con )
for any 7- C- IR thus infinite so n / .

SEPARABLE ODE : Mcr) + N (g) y

'
=
0 (this isgenfoom)
→
multiply with du and do
integration ( Mex) and NGD
are nice functions where hicx) =
Mcx ) ha (a)
'
= N
(D)
Now the
general soln is hi (a) + hzcy) = Constant
fm Cmdr = hi (a) and
IN (g) y '
dn hzcy )
=
and in most
cases we obtain implicit solution .

example :

any
g- d¥=o
=
-
.
ans :
an +

hence : set In (1×1) =

const

thus ✗2
e- General solution
y
= c →

Given Yolo)=Yo then

yen ) =

yo EMP -
✗ 2)

Now if no =o and yo =L then

¥É
"

area under aeoeve

=
JTT
 dy
①
dz
=

7+9%-2 ; y 103=1
:
assume
y -1-0 then

General Solis

Indy 1)
( 1+y2 jdy = cos ✗ da

where
+
y2= since>
C is a const
+ e

Y( 03=1 y -1-0
In (1) + I =
C +0

thus c- l
- hence : In ( Nl ) +
y2 =
I + sink

LECTURE -2

Escape velocity problem woe

)={nm+M =Fe%→
-

weight as function of altitude .

( Neglect air resistance and other planets

-1mg
-2
mdv R2 (Ntr) and
=
=
V chain rule
at

d 9h2
✓
gR2d×-
-

=
: Sep ODE : Vdv = -

( Ntr ) 2
Vdv t gR2d✗
if
= 0 and :

¥ -

§÷, = const

when a -0 let ✓ =
V0 then :( initial condition) ( t =
)
0

¥2 _
gr =

v3 9h2
afraid £L→ v2z#
-

9k +

Vcu) ]
ag2p?¥É
=
± and ✗ =

and maximum value of x is when v=o

Ig9p?÷E
✗ Max =

it R maximum height
= -

:
7- or maximum of H or K max which is as ( escape case )
we have to consider him H Thus R V02
→ as
2g 0
. -
=

thus we =
jagr escape velocity a. 11.2km 1sec for earth

sEts :

39213 yco) y :O satisfies this equation

'

Y O
= =

now consider -1-0 then dy

y 3d ✗
'
13
y a+c
= : =

y
=
(Ntc) 3 and g.
initial condition thus y ✗3 and 4=0
yeilds C =o =

are two soln .

{
0 • < ✗ £ k
this also is the son of
-

b. Cx)
=

CN KP -
ke n < as the diff eq

so there are infinitely many solutions and 10K Cn )

is also Conti and differentiable .

HOMOGENOUS FUNCTIONS AND ODES

homonogenous function if f(tx

then)
Ffm Nn ) is called
- -
-

,
-
- ' -

=
tdf ( n ,
- - -

Nn ) for some de z and for all t -1-0 .

And
d is the degree of f CN , - . .
✗n ) .

' '

Example : forty) = 22 try +42 is homogenous of degree 2

f ( tn ty) ,
=
1-2×2 + 1-2 ✗y + try 2 = t2 (x2 + xyty 2) = 1-2 fcxiy )

folly) =
y + ✗ cos 2¥ ) is homogenous of degree 1

First order ODE is called homogeneous if M and N are

homogenous
of equal degree in Mcn .y) + NG
.y¥Y=o
example :( y2 -
✗ 2) dd¥ +
oxy
=
0
(y 2×2 and 2×4 : homo of

deg 2)
 Methods to solve homogenous ODE of the form M + NDI =
o
DX
put
¥ =v thus
dd÷ =
nddt.tv y =v×

Cn )
( ddV_✗tV)=o
Now :
M , Nv + N (Ni NV ) N

☒ Mciiv) + Ndn ( IN ) ( N¥×+v)=o when

✗ = 0
M ( in ) = m ( v ) and N
( in ) =
ncv )

then MCV ) ncv

)nd¥
+
+ Mcv )v = 0

[men ]
now [xncv )]¥=o
+
+ .

d- +
(m%¥¥d¥=o this is
ODE
a

( obtain
separable
Vcn) )
ycn) = seven ) hence solvable .

must also be of the form f- ( In ) :@ np verified )

'
ODE
y =

Mcxiy )

Mn¥¥=
-

f- G) f-
(Ia ) in the
-

above
=
=

¥, case

(A) solve ( y2 ✗ 2)
¥ put
-

+
axy o
y=vx and pull out
= .

: ✗ 2

(v2 -

1) ( n + v
) + av=o

(V2 1) dv 1) V
d¥
-
✗ + 0
2- YEY¥
=
+
:

☒
=

(I v2)dv
d¥
-

=
: now lncv ) =t then
¥zg

f !¥ dt =f¥= Inch + const :

( toy this or . . . .

)
 1%1+-1,dv +
¥ =
0
( ¥+7 -

f) dv +
¥ =o

In ( v41) In ( v ) + In (a) const put un

y
-
= =

n
( V2+ = const and
N
Y2tx2_ = 2C :
thus we have

x2
MCL )
y
2 +
family of circles touching axis at
2cg
=
:
✗

origin .

N2 C2 9
2
1- (y -

c) =

① solve Can +2g + 5) y '

1-
(2×+4-1)=0
let then dv
v=
axty = 2 +
y
' :( av + 5) ( v1 2) -

+ d- D= o
☒
(2V 1- 5) V1 GV lo + v -1=0
( reduction methods )
-
-

'

3aY÷ of
V dv Carts )
=/
=

dk :
separable ODE
(3¥ ,
② solve ' N +
y
=
Y 3
-

: btk =3 N → ✗ th h =
z
se -

y l h k ,
-

ptk k I
-
=

y
=
→

dy =

IF I+÷ vtdv-a-IIY-v-P.la
=

☒ :

dv
ada v
"Y
=
-

v =

:'
:-# dv =

dad :
In (a) =
tan
'
v -

d- Incl + v2) + const

£1m ( p2t✗2 ) =
tan
'
( BK) + const

thus
-172 Etan '(Y¥) )
2
:
( n a)
-

+
(y =
a exp

7- is arboitary constant
 '
en this is linear and separable
•
y +3g =
tidy : ODE :

ex dy
@ 2- 3) y and
d÷=
✗
Tde
= :
e- @ 2- 3) dx
• '
Yy +3×-0 is nonlinear but separable ODE .

d¥
✗ +2 ✗ t + cost
• = : dx + t2d✗ = ✗ dt + xatdt
I + t2
+ cost dt
now this DE is linear

! (noticed from complexity

but not separable :S
)
dy n
factors
da
+
☒y
= I +x and
integrating is

exp ( x In ( ✗+ D)
FIT
- =

C2 is
Y general soln of ( )2
ex '
= -

a + 0
'

y ✗
y y
- =

but
y
=
V14 is a
singular son of ODE because it cannot
be obtained from the so In
general -

EXACT ODES

ODE Molly ) Ncniy) y called exact if there is

'
an + =
o is
a
function ucniy ) such that all and
¥y=N
= M

example :
Canty 2) + a ✗
y dy = 0
☒
U ( ✗ iy ) N2
= +
NYZ t f ( y) and Ulxiy) y2xtg( )
=
×

thus ucxiy ) x2 thus given ODE is exact

+
nyz
=

Recall from MA 109 du all

dx
from
§U_ydy
=
: +
:
☒
exact ODE assumption

du = Mdx + Ndy =o ( DF ) : thus du =o

Hence solution is ucniy ) =

const implicit /
formal 501h
Canty 2) 1-
2×9 d¥=o and ucxiy) = of +
xyz
exact ODE thus solution :
N2+xy2 =
const

strategy fmcxiy )d×

}
:
ucxiy ) =
+ KCY )
adjust to find
ucxiy) =

fncxiydxtgcx) ucxiy )

24
NHN)
¥ ( fmcxiydx)
= =

Ey + K' G)

b' (g) →
kcy ) →
ucxiy )

⑧ Test for exactness : ① if Mcxiy )d× + Nfniy ) dy - o

is an exact differential
equation then
ZMy- 3¥
=

( first order partial derivatives exist)

224 224
Fay
=
in some
region DEIR
Fax
I not
convex D concept convex ☐

,
for line
joining closure

×✗
proof *!
determines convex

or not

if D is convex : then converse

is true is exact ODE

Ndd¥
2M
3¥
:
then Mt
.

>
Ty
Ñ ( ✗ iy )
( Mcxiy )
=
, Ncniy)) and His Conti diff through
and curl (F) =( Nx My )Ñ
D -

: Nx -
-
Ny and
is convex thus curl thus
☐ 0
Hcxiy) gradient
=
is a
.

Fu cxiy )
>

= It ( ✗ ey ) .

example :(yeosu and ) (sink tree"

1) y
+ + '
-
-_ o
 M + axe't and My
}
=

ycosx
=
cos ✗ +2 ✗ et
same thus
N = sin ✗ 1- HEY -1 and N×= cosy + azeey exact

dn eY @ ✗ dx)
ycosx t +
sinxdy + We't dy -

dy -0

Neil
ysinx + -

Y =
const → solution General
( implicit soln :/ )
if ✗ ☐ Yo is given we get unique soln .

Ulxoyo )
2¥ ( Pmp )
=c and (xoxo) -1-0

Lecture 3 :

dx (✗ + y )Ñdy=o
find the value of b such that Cxy 2+6×2 g)
+

is exact ODE
an
26 3×2+2×4
-

+ ✗ =

2µg
Ans
%f- 3¥ foom comparison b=3__
: = :

'
obassoln
Find the valuer for whic Gy
"
DE +
y
=

y
-

of the form ert '

( substitute this)
y= y ry
.
=

" '
o v2 tr 6=0 hence r=2 or 8=-3
ans
-

y -6cg
: =

y +

solve -

ydse + (set Txy ) dy = o

¥ ,
=i+"jÉ- •
¥+v=⇐
•
¥=¥ .
=

¥ =
93-4 ,
+
¥ : Incv ) -

⇐ + In G) = const

y e- HI = const → soln .
 '
solve e3× '
e3✗ and malt with
y y y
:
+
y
= -

ex
e4×d✗
'
e4×
d(e×y )
✗ ✗
y @ +
ye
: =
: =

e4×
✗
✗

eµ
@
y 7- e-
Y
=

+ const =

g- + 7- c- 112

Let [ x2d2 Ix3

+2×91×+2 be diff operators ; find
=

[ ✗3 =
6×3+6×3 + 2N3 = 142lb (direct application]

* CODE which are not exact

Mcxiy ) t
Ncxiy)%¥=o but My Nx :
so here

we will
try to
find µC✗iy ) such than
a

UM 1- UN
d¥× is exact µC✗iy ) is called integrating
-

factor
1µm) , =(µN)× .

My Mt
Myµ =

NxµtµxN

Fgm -

}¥Nt( My -

N×)µ=o PDE solnisll

better µ which depends only on ✗ or y otherwise PDE

solving is difficult Assume µC✗iy)=µcx ] µ -1=0

.

o¥=( N×)µ
MY -

: solve this DE
N
this can be solved if

ifsoucx-expf.my#dx)(Mt-NN'-) function
is a of
✗ alone -
 if µC✗ D= UCY) then
function of
¥_=(N×m-M"¥
, -

Y
only *
* UCY
)=e×p(f(N×-mMY_)dy)
solve the ODE :( sexy -992 ) +
(2×2-6×4) d¥=o
My =
8×-184 Nx =
4N -

Gy

and My -
N ✗ =
4×-124 and

M =

y (8×-94) and N =
2×(1--34)

for sow ability : die =

4Gt -34) d×
a- ¥-343
and In ( µ) 21h47 and µ=×2
? exact ODE
=

then 8×3 ydx -

942×2 dx + 2×24 dy -

6×34 dy=o

2(4n3d✗
0
dy
) ( 3×20×92 XD
=

Y t N4 -
3 + 2Ydy

2
Getty ) -

3(x3y2) =
const thus :
2×49-3×392 = const

solve the ODE

y +
xo¥=o Now
dd¥ ¥
-

:
=

hence Y=kn is the Solh ( integrating factors

is e- 212 @ -442
✗
Or .

BERNOULI 'S EQUATION

&¥+PC✗)y= ocx
)yn (n=o ,
, yeilds linear equation )
n
claim let ' -

then
n -1-011 v=y

E- =
d- My -1¥ F- =

yn£¥÷n
so DE becomes
÷c¥ + pcx) y = Q G) Yn : take out

¥h-
¥
' n
C- )
-

+ n PCD y
=
Q Cx) G- n)
,

dv
1- (th) PCD V =
( tn) Cx ) reduced to linear
☒
ODE in V and X

solve :

0¥ +
y=ny3 : then ✓ =

f- a

¥ ,
+ ( 1- 3) V =
(1-3) R
d¥ -
av = -
ax

" "
"
e-
d ( e- v ) = -
2x dx ✓ e- =

:-( ftetdt)
If tet et)
2- faxé
"

a)
-
=

e-
-

= -

+ const
-

V
2×2+1-1 ke "
=

thus
¥ 2×+1 + ke"
-

k is some constant

suppose
dd_yfGDdd¥ + pcx) f- (y) =
Cx) where f is an

unknown
function . How to solve this ? More gen
case of Bernoulli let f- (Y) then
d¥=
:
✓
f- " GD
=

dv
¥
+ PCD V =
QCX) solve V thus f

and beonoulis.DE is a special case of this

f- G) =
y
^
G- D) .

ORTHOGONAL TRAJECTORIES
off two families of curves
always intersect each other
at -igbt they said to be
angles then aee
orthogonal trajectories
of each other -
 Clipse and 0T curves

*
*
orthogonal trajectory

family
*
f- ( ✗ , y , c) = 0 :
of curves

we need to find the 0T of this family

by eliminating C we obtain DI fcxiy )
=
DE of the given
DX
for the family of curves
orthogonal trajectory
solve dy
family
-¥y, ( ✗ 1410)
:
=
G =
0 this
di
is the 0T of the poev given
[ Leavin out the vertical lines ] family .

( slope = as ie fcxiy) =
0

Find the set of orthogonal trajectory of given family of

circles : ✗2 +42 =
C2

Yc¥ d¥ ¥
ans : ✗ +
0
and for
=

dd¥ ¥
=
0T
=

thus 0T are
y =
mx ( straight lines through origin)
* Let f- be a real function on ☐ is either a domain or closed
domain of plane The function f is said to be bounded
✗y .

in D if there exists a positive number M such that

I f- ( ✗ I £ M for all Cxiy ) in D .

Let f be defined and continuous on a closed rectangle

RR b then f- is bounded in 12
: A INI c. Eyed ; .

Let f- be defined on D where ☐ is either a domain or a closed

domain of ✗Y -

plane ;
The function f is said to satisfy
Lipschitz condition ( wot y) in ☐ if F a const M >0

such that
 / fcx , Yi) -
f ( ✗ 142 ) / EM / y , -

yal for every ( ✗ HD

and CNY a) c- D. The constant M is called Lipschitz

constant .

( ✗ DIE I 11 ( single dimension)

lgcxa
✗ a- ✗
Consider ) -

g
M

g ( ✗ a)
/
[✗ 1)

/
g
-

FM : this can be interpreted as

✗a ×,
follows :
-

lies between
at each point Caigca)) ; the entire graph
the lines ( x a) and Mln a)
gca) M
y=g (a) +
-

y
-
-
=

g--91×1 illustration : ✗
2 is Lipschitz in [112]

yhy
K I / ✗ it ✗ 21
'

i. EM thus M =
4
Lipschitz const a
,

fn thus
=

" Cimp)
÷
:

> ✗
É: > ×

Consider points P ( ✗ ,
, y, if Cxiy , ) ) and 13¢ , ya ,
f- ( ✗ > Ya)
)
on the surface a =
fcxiy ) and let ✗ (01×111-12) denote
the angle that the chord joining P, and Pa makes with
the xy plane -

if I fcx , y, ) -
f- ( Riya ) / £ MI Yi -

Yat then

tana is bounded in absolute value atonal ⇐ M )

This bound is independent of points ( ✗ ND and
to D
⇐ 12)
' '
belonging
g. (not
off this is satisfied then f is conti wot vice versa )
 Lecture -
4

Lipschitz condition :
/ f- ( ✗ D -
f (✗ a) / £ M / ✗ ,
-
✗
21
expand to 2D ( keep one const )

Lipschitz
continuity and not vice versa

example fcx ) =
j✗ and put y 1=0
thus

>_%÷ ¥
• M Kmt ya → others M
=
→ a

wot and
* sufficient condition : in addition to
continuity
3¥
variable f- exists and bounder for all (✗ ly ) C- D

f satisfies Lipschitz condition .

Igf / fc"¥?_yftñ /
"")
(
lower tub / /
#
M =

bound : ⇐ m
upper

foom value theorem

13¥10 /
→
mean
± M for some
C in [ y , ya] , :
use this

f- Cxiy ) =
y2 defined in MEA and 1911 6
f
13%1<-26
2
24 and
bounded
=

Ey : thus M=ab

Hence fcxiy) statistics Lipschitz condition

woty
Consider :
fcxiy)
(x y ) c- Gaia ] ✗ C- bib ]
= ✗ Iyl ,

here f follows Lipschitz

condition Wbt but
If
Y
×÷ is not bounded ! be varied
=

Jy : →

form
can

- as to as

y-sotandy-olfcx.gs
) f raga) / 1×11 yal -
[✗ I Yi -

E al y , -

yal
Existence :
Uniqueness theorem First Order ODE
* fcxiy) be defined in Ix -
✗ oka and ly -

Yo 1<6 } 12

* f bounded in R If Cay )K K H (✗ g)
:
, C- 12
→ NP :

y
'
=
fcxiy ) Y ( Xo ) =
Yo has altleast one so In

41×3 defined for all ✗ in the interval Ix -

✗ ol < ✗

where
✗ = min
{ ¥} a.

Lipschitz condition wot in

R.ie/fCxiyi)-fCXiYa)IEMlyi-Y21V-CXiYDpnRCXsYa)
→
f satisfies
y

the soln defined at least for

ycx ) all ✗

in interval I ✗ - ✗ 01 < a with ✗ defined above

is
unique .

fcig = sinx Lipschitz continuous over 112 ?

use mut ( yes its Lipschitz )
fcx ) =
✗a :
globally Lipschitz ? ofc not :3 hence not
}
-

1×1 + ✗at 9 this be varied

can bounded
:

upto as .

However Lipschitz over

any closed interval over IR
( locally lipschitz continuous
)
fcx) =

¥ ,
:
globally hips Chita over [✗ ios) where a >o

yes it is
Cimp ) .

( refer examples in slides ) .

( take rectangle around
✗0 Yo TD IVP area )
PIÉARDS METHOD :
Aim : solve fcxiy)→Ñ ycxo )
'

y (all other methods fail

=
=
yo ! )
✗

ffltiyct) ) dt
1) Ycx ) Ycxo )
integrating
-
=

→ is
:
ear
✗ 0

Ycx ) =
Ylxo) t
f f- ( tiyct ) )dt → cii,
✗ o

d) and i are forms of each other ( different forms

)
solve HJ by iteration ✗

Ye Cx ) =
got ffltiyo )dt
✗o

and then Yzcx ) =

Yot §f(tiY , ( t) ) dt
✗ b
✗
and
Yn G) =
Yotff ( t.yn.net))dt : this converges
to
✗ o Ycx) soln of Y
' =
f-
i.
f :
Lipschitz Wrt variable
y and apply existence uniqueness

theorem him Yn ( X )
:

y a) =

n→cs

D. y ' Picard iteration method

oxy and ylo ) =\ use
= : :

yo =L and y , ( X) =

R
it
{ ✗ (1) DX = It ✗ 212
Ya Cx) = It
f n ( it ✗2 /2) DX
x;tK§
=
It
0

431×3 I
Eg 1¥
=
It
+ +
48

.CI/2+j-.CE)3+--L..- (F)
^
Then
¥
1
£
+
+
=

Links Yn ( X ) = It t +
1¥ t÷++
. - .
.
where 1- = ✗
212
.

✗ 42
Ycx )= @ solution
 Find orthogonal trajectories of
y ,÷×
=

and
kxy
'
y x
kxy '
by
= :
y I
-
-
- =

p -

Y'
Eg ) (¥ )
d
( thus have
¥2
=
: - ✗
: we =

&
,
di
const
✗ 31-43 orthogonal trajectory in =3
= :

Lecture 5 :

if pcx ) and qcx ) are Conti functions in I ; prove that

qcx ) ycxo) yo for C- I has

pciycx)
'
Y Cx ) t = =
✗ o a

unique solution -

p ( ×)
'
y qcx) pcx) fcxiy ) 91×3 y
y
= - =
-
:

continuous and bounded on I

/ fcxiya) -

f ( ✗ 141 ) / due to pay and qcx) Conti on I

=
lpcx ) 119,2 -

y, 1 (E : closure of I )

1PM 1 Ek : bounded as pcx ) is conti in E ( continuous

functions in closed intervals are bounded ) :

If Cx ya ) f ( ✗ , y , ) I £ k 1 ya for k >_
,
y / some
-

, 0

Lipschitz conditions

thus there is unique soln for sub interval of I

y of
a
✗ in a

Uniqueness proof
Oicx) and 021×3 solns of
are
Y' fcxiy )
=
and ycxo) =
Yo
Oli Cx) =
Yo + If ( ti 10 ; ( t))dt I = 112
✗0
✗
011×7-1021×7
§ f- (
t.o.CH/dl--f-li0z(tDdt
=

,
 from modulus properties of integral Hf end ✗ I 2 flfcxsldx .

10 , Cx) -

ctzcx) I £ § I flt , ft )) -
f ( ti 012 ( t ) ) ) dt
✗ 0

f- Lipschitz condition follower :(wot y)

.

14 ,
Cx ) -

zcx ) / E M § I ict) -

da (f) Idt
Xo

U Cx ) =
§ 110 ( t)
,
-

102 (f) Idt U (Xo) =

0 U'Cxo)
Ivp
= 0
✗ O

U CX) 20 for Y ✗ 2✗ U'Cx ) = I , ( X) -

0121×31
'
o

U' Cx) -

MUCH £0 always limp )

f
Met Mt Cx)
M✗
solve
-

:
U' a) e- -

2- 0

[ e-
M×
U( × )]É 0 for ✗ 2×0

M"
now
integrate this : e- ucx) E o
Ife Theo for all ✗ 2 ✗o

but we also know U Cx) do for all ✗ 2×0

thus Ucx)=o for + ✗ zxo and U' Cx) = o throughout

Hence I , Cx ) -

021×31=0 thus 0,1×3=-102 G) for all ✗

thus uniqueness proved for this domain

•

SECOND ORDER ODE

%C×)%¥-z + aicx
)d¥ + aocx)
y
=

gcx) : second order Linear

ODE

%¥tp(✗)¥✗t qcx )y = rcx) second order linear ODE

in standard form .
→ no formula / algorithm to solve 2nd order linear ODE for all

solutions

day
-d×z
+
)dd¥
pcx + qcx)Y = rcx) when rcx) = 0 :
homogenous ODE

rcx) # 0 : non -

homogenous ODE
Existence uniqueness theorem :

y
"
t
py
'
+
qy
=
0 Y ( ✗ D= a and y (xo) '
= b

C initial value problem for and order Homogenous ODE )

with
pcx) and qcx) are continuous on an open interval I
✗ o C- I and has unique so In in the interval 1-
ycx)
The functions to , a) and olzcx) are said to be linearly independent
on an open interval I if :

Cid , Cx) + C2 zcx ) = 0 toe c- I c, =

C2 =
0

Wronskian determinant :

W ( Yi Ya) of two differentiable functions Y , ( X) and Yzlx) :

W (Yi Ya) (X) : = Yi (× ) 921×7

' '
y (x)
,
ya Cx )

☐ two solutions y ,
and ya of the DE on I are linearly dependent
iff their Wronski an is o for all ✗ c- I and linearly
independent if ✗
I C- I and W ( ✗ 1) 1=0 .
*

linearly dep :
ay , ( X) t
Czyz ( X ) = O
if Cilla =/ 0
c '
Y 'C✗)
,
t ca yjcx) =
o
then

¥£, §;?, =
: Yicxyacx ) -

yicx ) ya Cx) = o

ie y, =

Kya case ( linear dep )

for linear y independent case ok , y ,
t kz ya = 0

¥ and K , y , 't kzyj =

0 only soln is k, =
kz = 0 when
Yi Y 2

yi
to :( linear eq in 2 variables )
yj

Y ( ✗ 07=0 and
' '
*
y ( xo) then qcx) y
"
=
o
y t pcx > y + = o

bas unique solution ye ✗3=-0

ya ( 1in ) soln of '

Y and in dep
qcx)y=o
"
, are
y t p a) y +

then kiy ,
+ Kaya is also a soln ( linear combination and
basis )
Definition :

fundamental set of soln of y

'
A basis qcx)y
"
or t pcx)y +

=
0 on an interval I is a pair y ,
ya of linearly indep
Solh of y "
t pcx ) y
'
+ qcx )Y = 0 On I.

( compare to Linear Algebra)

→
continuity of pen and qcx ) is required for the previous results

Ry -4×91+64--0
"
✗
2 and ✗ 3 are linearly independent
solutions but wcx ? ✗ 3) = ✗4 so WCN ? B) ( o) = 0

paid =

¥ and
6×-2 outside the
-

qcx ) =
: then (n=o) is

domain of
continuity ie n -0 pcx ) and qcx ) become non
-

continuous ! , but ✗2 and ✗3 exists at ✗ =o thus test fails .

)={
Ya Cx x2 if ✗ 20 y, ( x) = ✗
2
then
✗2
if
-

Cy -123=0 always Cimp

✗± o
w , * ! )
but y , and ya are
linearly independent but not a soln
of second order ODE ! thus test remains valid
 basis of
pcx) and qcx) Conti PDI then py 't q 'y=o has
" a
+
y
Solh in I -

'
"
't qcx and ( ✗ 03=1 and y [ ✗ 03=0
y t
pciy )y = 0 y
yicxo)
'

unique solny ,
and 92 y 2Cxo)=o and 2
=L

(Yi Ya) ( Xo) =/ 91

'
W y , and Yz
'

=
1-1-0 are
☐

linearly indep
y , and yz form basis of soln of
'

tqy
"
+ py
=
0
y
.

General solution :C , y ,
Cx ) t Ca Yacx ) =
ycx )
CI and C2 EIR
we want to find Ci and C2 :

cry , ( xo ) t
ca 42 Cxo) =
ycxo) :
given
Ci =
91×0) :

in the given example :

C2 =
Y' ( ✗ o )

µC✗o yjcxos.(ca/ =/
solve ) 921×0 ) C1
or in general
Yicxos
if y , and yz form basis then ↳ this matrix is invertible

its determinant is Wonskian

as

YCXO ) Yzcxo ) Y( Xo) Yi Cxo )

c
=
, C2= ✗ Cxo)
'

Yicxo )
Y' ( Xo ) Ya 'C✗§
Wcxo )
wcxo )
is c , and C2 unique for Y ? :
yes

UCX) =
YCX) -
GY , (x) -
↳ Ya CX) : also a solnof DE

( unique soln )
'
Ucxo) =
0=4 ( xo) initial condition UCX) :O

thus YCX) =
ay , Cx ) + c2YaC✗ )

thus @ and chare unique for ycx)

We dont have general method to solve for 2nd order ODE -

af know nonzero so In YG ) then

we one
Yzcx) :( 1in indep )
921×7 =
vcx) y , Cx) :
chose v St y , and Yz linearly indep
'
and Yz is a soln :
Ya
"
+ PC ✗ 742 + qcx) 42--0
"

CVY ) p( ( v4)
'
t
, v4 , ) + a = 0

(v4 Yiv ) 't P(v4,t

'

,
+
Y v ) + qcvy )=o ,
•

;
"
Yiu 't
"
V Y, + 2
-1
VY t
PVY + PV 'y1 + qvy , =o
- -

2yiv
" ' '
✓
→ y ,
+ + PV 91 = 0

( 29¥
"

)]v'=o
V + know how to solve
+ plx : we
for V' (X) :

from get according 1in indep conditions

'
✓ a) we vex ) to

/ V' dxtc = vcx ) ( put e=o for basis term )

lnfv ) thy;) Spend

-

=
✗

921×7=111×74,1×7
type ( fpcx)d✗ )
v1 =

from V
'
find v
xp -
:

cimp ) ( provided we know

y , ( x) )
vcx) =

f exp C- SP

YR
DX)
dx : Reduction
of order Method
Note : vcx) -4 const Cimp *! ) W( Y , VY , ) to

(this is exp f- fPC✗)d×) to ( for linindep of and ya

y ,
)
always true)
• D @ + 1) y " -
ax
y
'
+
ay
=
0 :
y , ex) = ✗ -

find 92

PCH
-2¥ and
friend In ( ✗ 21-11
=
-

✗ =
V' Cx)
1×-2 exp ( that )) 1×-2+1
=
✗2 =
y, = ✗

and vcx) =

£+x thus yzC✗7= x2 -1

-

general soln : ✗ x2 +
BR -
✗
(dips C- IR )
show that Wronski an of any two solos yicx) and Yzcx ) of
y
"
t p
'
y tq 0 satisfies dE
=
W' ( x) PCXJWCX ) : = -

W( Yiyz ) ( x ) WHY 2) ( Xo) e- Pct > It

for any ✗f- I
=

'
wcx) = W (Yi Ya) Cx ) then wcx) =( Yiyz -
yiyz ) (x)
' " "
w G) =(y , ya -

y , Ya ) ( X )
" "
y = -

pyi -

Gye Ya pyz
'
, =
qyz
- -

W' Cx ) =
[ Yifpyz qy)zt '
-

ya ( pyitag?]
W' [ ×) '
py , ya -9¥ '
= -

Pyay , -1-4/299 ,

W' Cx ) PCH
( yay
'
)
'
pcx > WCX)
=
,
-

y , yz = -

W' Cx) PIX ) WCX )

qntegzate
= - :

( Ww¥o ,)=§
✗

↳ -

Plt )dt :
wcx ) =
wcxo > expfspctdt) Xo
Xo

We have developed enough theory to solve the DE

y
"
+ Py
tory -0
'

suppose emx is asoln .

: then we have :

m2 + pmtq =
o ( em ✗
-1-0 ) : Quadratic eq in m :

this eq is called the characteristic eq or

auxiliary eq of
the linear
homogenous ODE with const coeff
Me ; My PI
ftp.2-qqz char eqf auxiliary
-
=
: <

eq
Mi ; Ms EIR and Mi and m2 all not equal then p2 -4g > o
Mix
@
elm M 2) ✗
-

:
is not a constant function .

( linearly independent )
✗
Gem ' em ✗
y t
=
ca General soln G ca EIR

* Now P2 -49--0 then mi =

Mz = -

Plz : only one soln of ODE

e- PHZ :
we need another soln :
Redxn of order :

PHZ

get
) vcx) e- Pdx
gcn
=
:
vex , =

DX = a

e- px
for linearly indepsoln :

e- PHZ and e-
PNZ :/ in indep
✗

P" P× "
General soln :
a- e- 't px e- : here pandq
are constants
✗
ip c- IR

Now roots Mi and m2 C- ① 1112 and ie

m , + mz P2 -4g so

then M
; ma
Pz±it4qa
:
-

ib
=

: M ,
=
at

M2 = a -
if
Mix
e. =
ea×eib× ea✗( eosbx is in
(6×3)
=
+

em " a✗
=
@
(wsbx -

isincbx) )
we need Real solution
: fix) =
em ' ✗
+ em " =
eaxcoscbx )
gcx ) =
eméM2✗
' ✗

eaxsincbx) 2- t
-

g- linin dep * !
then
general soln : ea×( Asin ( 6×7 + Bcoscbx )
) A. BEIR

( do examples from tut sheet !

)
CAUCHY EULER EQUATION R2
y
"
t
any 't
by 0
-
: =

assumeth-xoanda.be/R-CauchyEuIereqhasY--RMassoln:q2m(m- 1) ✗
M -
2
+ azemxm
-
l
t 6am = 0

m2 -
m + ant 6=0 m2 + (a- 1) m +6=0 : QE :

1- a ± I @ 1) £4b ( auxiliary eq )
;mz
-

m
eqsoln
=

Quadratic
,

Mi tmz and mi Mz C- IR ie ca -
D2 > 46
Yen ) = Ciam ' + Case M2 General solution

Mi =
Mz and mi Mz EIR ie Ca -

1) 2=46 thus M , =Mz= 1-a

2-
know only Cx)
m C- a) 12
we y ,
= ✗ =
✗

pcx) = a /✗ and qcx) =

btx 2
vcx )
=/ sea
'

expff g- ) =/ a- '
a- Adx In Cx )
-

dx d ✗
✗ =

" 12 " a) " a)12

czfn (a) gel
-

In
- -

Yzcx ) =
( x) x ycx) = e, n +

( another solution)
ci , C2 EIR

Mitmz and Mi M2 C- ① YR : Let m ,

= ✗
tip and Mz =
✗ -

ip
RM ✗
( iplncx ) ) ( cos Cplncx) ) isinplnixs))
'
✗ ✗
exp
=
=
✗ +

arm ✗
✗
-(iplncx)) ✗
Cos ( pinta))
=

exp ✗ i sin
(plncx ) ))
=
-

for real soln :

ycx ) =
✗
✗
( Ciws (plncx ) ) +
Czsincplncx) ) ) e, ca EIR

try examples from tut sheets :

2×2
"
t 3✗
'
OR > 0 → a txt calx
Y y y =
-

nay
" t
sxy
'

they
= 0 ✗ 70 →
Ñ2( Cit Czlncx) )
x2 y "
t ✗
yet y = ON >0 → c , cos ( Inu)) + czsinclncx)
 Consider Non Second Order ODE
Homogenous
"
y tpcx> y + qciy
' = rcx ) PCM or and rcx) are

'
continuous on interval I
"
tpcxy tqcx ) y
Ocean ? Corresponding
y
=

ODE
we associate with this

of be
'
Let Xp be any soln "
t Y and Yz
• y py + qy = r :
,

basis of the
corresponding homogenous
"+ '

ODE y py +
qy -0
:

Now set of soln of non homogenous ODE is

{ ciyicitczyzcx) 1-
Ypcx) I c, ca EIR }
This is similar to son of A✗=b
given A- ✗ 0=6 is

✗ 0+8 FE null space (A) MA -106 Concepts :

1 Let Cx) ( X) fcx )

ciy +
Czyz proof ( formal
=
,

" in slides)
Yp t py 'p +
qyp=r (we know this )

(
"

⑨ pt f) ' " '

t p ( ypt f) + q ( Yp + f) =
Yp +
pyp tqypt

( hence f
" '
✓
= 8 t 0 = 8 Cx ) t Pf + qf
Jugad proof satisfies)

Yp is usually found by guess for some new methods :

)
lecture 7 :
v8
→
Method of variation of parameters
→ Method of undetermined coefficients

d) Variation of parameters
Yccx ? and yzcx) 1h of
Ly =
rcx ) : Non Homo ODE : are so

Ly
'
=
y
"
t pcx> y + qcx >y = 0 and

Ycx ) = C, y , ( X ) tczyzcx ) : → this is

SO In
homogenous
ODE :
Now replace c, and C2 with Vici and Vzcx )

Let
so
yp Vichy , Cx) + VzC✗3YzC✗) }soln of
=
- - -

Ly rcx ) " '

V43
=

pciyp qC✗3Yp
- .

t
y
-

: + =

Y 'p= Vichy 'C✗) Yzt

, ( X) + vicx ) yicx ) + V2 V2 Ya
'

Y'p= Vicx) yicx ) + Vzcx )yjc✗) ✓ L is an operator

for Lets demand that

'
→
solubility viy ,
+ V2 ya =o

( substitution of Yp in
Ly=rc✗) is not sufficient )

yicx )
"

yp = Vicx > VICHY , "c✗3

+ + V2 1×3 Ya"c✗) +

Ly=rc✗ / substitute
Vicx)Y2'c✗ )
, :

✗ Yi
"
+ ✓ 292
"
+ viyi + V2
'yj}tpc✗7{ viyitvzya } + qcx> { visit
'

V2 Ya }
= V1
( Yi 't pony , 't qcx ) ) + V2
(ya
"

tpcxya
'

+
qcx) )
' '
viy
'
+
,
+ V2 ya =
vcx )

Yi / Ya are soln of
Ly=o thus :
they are known
rcxs viyi ' '

}
+
Va Ya d)
=
→
linear eq
in two
viy variables [ Vici ,VzC✗D
'

,
+ v2 ya =o → cii,
( assumption )
2 matrix form
:

Vit
-

y , ya O '

v, =
°
92 '
Yi O
v2
=
=
'
'
V2
yj rcx) Ya
'

-
y , Vcx ) Yi rcx )
-
,

um
WCY Ya ) WCY:Ya )
wcyiya ) : def ,
vicx ) =
Yarcx) "

V2 ' " Y' MX ) foomv

'
=
: ,

ygy ,
'
y, ya '
and V2
-

Ya 'Y , -

Yiyz
find viand
Thus Yp = VICHY , t V2 ( X) ya V2

/ W(YiY2)
"× )

/ waits)
" "" "
"
42 DX Y, dx variation of
yp
-
=
:

parameters
Example
"
cosecx
y y
: + =

'ty=o
'
ans then and ya
y y ,=sin✗ cosx
: -_

Cly , +
Czyz =
ycx) then rcx ) =
cosec ( X)

ypcx ) =

yzffY.lt )
sint
cosec

cost
(f) dt - Y
,§yz( f)
sint
cosec ( t) dt

/
cost
cos -
Sint cost -
Sint
✗ PK)=

cosxfsinxcosecxdx +

sinxfwsxcosecxdx
-

Ypcx ) = -

secosxtsinxlnlsinx )

thus general soln YG ) =

sinxlnfsinxl) -
✗ cosx

+ Asinx + BUSY
[ AIBEIR ]
Find soln of
" ✗
general
'
y -

y -

ay
=
e-

Ly K2 k -2k
" '
y y -2g 0 -2=0
= - =
+

fa= -1 and k=2

✗
Ggf✗) =
e- y , (a) =
@
2✗

W
(Yiyz) =
e2✗ e-
✗

=-3 @
✗

2 @ 2x ✗
-
e- =
 '

Yzcx) VIX )
V. ( X) =

vzix) Yicx) rcx )

-

W( 442) W ( Yi ;Y2 )
✗ ✗
= -

e- e- " 2x ✗

ÉÉ and Voix] =
@ e-
÷
=

=
n
-

3 @ ✗
-3 @

Yp =
V19 t V2 Ya and v É3× and V2
Ig
,
- -
=
, =

a-
✗
e-
Yp
փ
-

=
-
: Gensoln :
Y= Yptciy , + Czyz
g-

Ttw example "

t =3 cos Cat )
y ay
:

sin (at) and

Y; (at )
Ly
"
y, =
cos : =
y
+
ay
viy ,
'
+ v2 ya
' '
= rct ) and viy ,
+ v2
'

92--0

vis.in/2t)+va'wsCzt)=31zwsC2t)xcosC2t)vicosC2t
-

'
)
( ) + V2 sin at =
0 ✗ sin ( 2t ) + ( add )
'
V2 cos 2Gt ) + '
v12 sin ? ( at ) =
312 cos
?
( at )

v2 =/ 312 cos
-
( at ) dt =

38%41-1-+31 4
Vict ) =
3 cos Cdt ) V1 Yi V2 Yz
Yp = 1-
→

• Method of Undetermined Coefficients

→
Method to find xp : we can apply this only when
rcx) in
Ly = rcx) has the form her ✗
faxn kcoscwx)
ksincwx) her ✗ cos Cwx) Ker ✗ since )
; ; her ✗
an
and so on .

→ fails when Yp satisfies Ly ( wtf

0 !
)
=
Find
general and a particular solution of the DE :

'' '

y
-
3. y -

ay =
3e2✗

we will search for a soln of the form ycx)=ke2✗

k is a constant : ( trial )

4k
✗
-

Gk
✗
-

4k¥ =3 ✗

-
6k =3 thus k = -112

Yp (x ) = -112 @
• ✗
( this is the
intelligent guess )
Now [ 0 MZ 3M 4
y M 4 I
: = : - -

: -
=
,

ycx ) = Get ✗ te, e- +

-

Yze2✗
Find ycx) and > ✗
ypcx) for ODE :

y
"
+
sy 't Gy =
É
guess y=ké3✗ then :
Guess c- [ Ly = 0 ]
9h -15k took
}→ failing case
=L
( not possible ]

so now we know -3 is root but not double soot of

m2 -15Mt 6=0 Call ✗ EG ) Hence
ypcx ) k×e→× would
.

work .

3 ✗
obtain k= and e-
→
solving we l
Ypcx ) ✗
-
=
- .

imp theory :

af xD eat
rcx) or even a pcx ) @ ax with pcx ) being
=

a polynomial of degree d then the candidate Solis is

M (a) of times a comes
ycx ) =
✗ qcx ) ea× µ Ca ) : no

as root of characteristic
eq
qcx) =
ad told IN -
t - - - -

aoxd {ad - -
- '

do} are to be determined

if rcx) xD explain ) Cbx)
cos or even
pcx ) expcax) coscbx )
=

degcpcx)) =D then

Mcatib
y(✗)= ✗
)ed×[qicxscoslbxtqzcxsinlbx)]
where llfatib) is no of times atib comes as root of char

ear and qicx ) and 921×7 polynomial

are
ofdegd
whose constants are to be determined .

Find particular soln of "

astrict )
hey
'
a
y -3g
- =

guess asint boost

y= +
:

-5
@ sintt boost) -

3( a cost -
bsint) =
asinct )

( 36-5 a) Sint -

(56+39) cost =
asint

36-59=2 and 56=-39

36+2531=2 6=6/34 and a =

-10/34

Yplt )
F- sin (E)
=
-

1-
⇐ coslt )
"
CID 41-2-1
y -3×1-49 =

atztbttc "= and

'
aat +6
y= 2A y
=

y
:

(E) t.io:/ +1¥:) -1¥ )

+

a =
-
I 6-46=0 6=1 's and -2-4-5 -4C = -
I

C = -

5.5/4
ylt ) =

-1-2+31--2 Ig
-
ciii) "
set cos (2t )
y -3cg 4g =
-
-

guess :
y =
etcasinczt ) + bcoscat ) )
'
et (4-26) sinczt)
y ( 6+2 a) cos Cat ) )
=
1-

'

Y' et(a -26 -26 4AD sina.tt ( btaataa -46 )WS2t)

=
-

(-39-46) -

3( a -26
) -

4A =
0

(49-36)-316+2 a) -46=-8

-3A -46 -4A -39+66=0 26-109=0

Ha -
ha 36-36-46=-8 b
-

=
sa
-

sa -

106=-8
-

8A -

50A = -

g
a =
815g 6 =
40/58
-
ycx ) =
et
coset ) +
2- sin Cat
)]
Civ ) find soln of
"
Y +44 = 3. cos t) :
Method fail because
[ y=0 is satisfied by Asin cat ) Bcoscst)
ycx ) =
+

based theorem
*
on
try ✗ ( asinzxtbcoszx ) -
Ycx )
'
y =
asinaxtbcoscextzxc-bs.int/tacos2x )

y
"
= -

aabsincax) + aacoscax) t -
4 ✗ Casinos) + bus (2×3)
+
afbsinxtacosx )
"
y
'
+4
Y =
Haws tax) -
465in ✗ ) =3 cos 12 ✗ )

a 314 6--0 ycx )

3¥ sin 12×3
= : =
Mf
( special
]
rcx ) =
Vicx) 1- V2 Cx ) + - - -
-
-

ricx) C- criteria
" '
we discussed before
Y t Py + qy = ricx ) has so / n

Yi
"
then Ypcx) for y t PY
'
+ qY= r ( x) is
n

Xp ( X) =
I Yicx ) :
(Y , +42 t - - - -

)
i= I

Ly
'
"
HW example : =
y
-

34 -

hey

VCX) =
3. eat + as int t 41-2-1 - setcosczt )

( ra) split into rich and [y =

rich has been solved

earlier )
special theorem :

Let be P (D) ycx)= rcx) be linear

a a
complex number and a

diff eq
-
off rcx) =
xdeax or
pineal then the candidate
soln is Ycx) =
✗
Mca)
qcx) eax :
qcx) and pcx )
same deg
Mca) :
multiplicity of a
qcx) :
polynomial to be determined

* p( D) [ eat fcx) ] =
ea×p( ☐ + a) fcx )

i
PCD
# D= deg (p)
= ai

i=o

* LECTURE -8 :

→ Nth order Linear ODES :

"'

[
"
do ( X) D t Adx)D . - . .
an icx) -

D) y + an a) Y =
gcx )
ancx ) and continuous in I
do Cx ) - . .

gcx ) are

do ( X) # 0
standard foom

" "
1Mt
-

y P, (✗34 t . . -

Pncx)y = VCX )

and when rcx) :O we call it homogenous ODE and rcx) -1=0

non
homogenous ODE .

Existence uniqueness theorem : af Picx) are continuous throughout

an Interval I containing Xo then the IVP has unique soln on I

both uniqueness and existence is

guaranteed
→
on the same
interval I where Picx) are continuous .

Wronski an of n diff functions :

Ya CX ) Yn ( X ) this
wfy Yn ) Y , Ix) ( we saw
- - - •

-
. -
=
,

' '

Yicx ) Yz ( ) x - - - -
Yn (X ) in MA 106

Y,
"
Cx)
"
Ya Cx ) - - -
"

Yn ( x ) tut sheet )

: :
-

: -

.
.

-11 In D
yen
YY %)
-

Ya
-

i Cx) Cx) -
- .

YCM YM 't
-

suppose 1- Rcx) - - .

pricing = 0 and has

n solutions y Ya
,
. - -

Yn which will be linearly dependent

if W (Y ,
- - -

Yn)= o ( for all ✗ in I )→ for soln basis /for some

✗ ° "
' "
Note :
Ikiyi = 0 I Ki Yi = o Iki Yi =
o . . . .

system of linear eq in n variables and we evaluate

this for some ✗ =
✗ o C- I
•

Let WCY , Yn) det

(M ly Yn) )
- -
-
= - -
,

Mfy ,
- -

yn ) ?<
'

=
0
o : Matrix equation

kn :
o
 Y.gg ;) =/ 8)
Note we cannot have
thus WCY , - -

Yn) (✗ D= 0

:O ( imp proof )
Y ( ✗ 3=0 is another unique →
Of YIM + P, y In 1) +
-

. . .
Pny =o ( NP unique soln)

ABEL'S FORMULA : q[y=o ( notation)

Y' Mt !
"
Mf y, ya -
- -

Yn are solutions of Rex )Y . . -

Pncx )y=o
✗

WCY Yn) ( X) WCY Yn) ( xo)

( fact
)dt)
=
exp
- - - -

, - -

✗o

Now we must prove that W'( x) = -

WCX ) P , Cx )

'

W ( x) = Y, - - -

Yn now we know that

"

Yi - - -

yn
Pzyn 4- l
-

Yn yn
-

Hn
-2
Yun
-2
t - -

pny = -
P,

yn ynn
( Rn E Risi )
. . .

→ Rn + : 80W
OP
'
W ( x) = Y, -
- -
yn
Yi yn
- - - -

i =
-
Rex)
" "
-
p.y.nl - - - -

pynn in
-1
.
. -
ynn
T
thus W' Cx ) = -
Pics ) WH )
:
integrate to obtain
above roesult .

Thus forthe solutions of linear homo

enogus ODES ; the
woonskian is either never aero or identically zero Cie always 0
)
BASIS OF SOLUTIONS & GENERAL SOLN

off continuous and has basis

P , ex) Pncx ) are
Ly 0
.
. -
=

of so n / y, - -
•
Yn on I

ycx ) Ciy + C2 Yat Cnyn is the general soln Ci IR

- -
-
=
, c-
Non
homogenous nth order ODE :

and
Consider the non
homogenous DE
Ly = rcx ) ; Picx ) rcx )
-
.

are continuous function .

Let Yp be particular soln of

Ly = rcx ) Yn be the basis of

and Y , - - -

so In space of Cy
= 0

( associated homogenous PE )

Ycx) =
Up Cx) +
[ Cixi : General Solh
i=i
of [ VCX)
y
=

constants in IR
consider
Ly where P, Pn are
→
o
. -
-

suppose em ✗ is a soln we obtain

l -2
Mn Mn pamn
-

t p, + - - - -

pn =
0

↳ auxiliary equation .(char ear)

this is an n
deg polynomial
we have n zeros ie m ,
- - - -
- -

Mn then the char eq

can also be written as Cm -

Mi ) (m -
ma) - - -

fm -

Mn)

also do extrapolate the

Mi can be complex and mi =
Mj
have in
protocol seen n a case
.

as we
-
-

generally
'
solve
yes
) 7-
y
1-
Gy 0
.
= :
*
-

M3 -7Mt 6=0 roots are 1 2 and -3 ( Guess 1- and solve

rest )
Hence basis are { ex eax e- 3×3

general soln : e , @ Ntc zed ✗ + Czéb ✗ =

ycx )

* [ (y) =
@3 -
D2 -
8D + 12
) (y) = 0 solve

m3 m2 -8m +12=0 and 2/21-3

-

M =

basis :{ eax foom

e- 3×3
•× vary ✗
✗ @
, , q
To repeating
° - -
-
'
case

" " 3✗
Cie t Cz ✗ e t Cz e- =
ycx )
Af the roots are ( 1
,
1
,
1
, 2,2 , 3) then the basis are

{ ex
,
✗ ex
,
✗
2
@
✗
,
eat ,
✗e
? e3✗ } :
apply this logic

_*¢y= ( DG 1- 2D 5- 2D 3- ☐ 2) y=o ] work out this

example

: m2 ( m4 1- am 3- am -

1) = 0 : auxiliary equation

m2
( m2 1- 1) (m2 1) 1- 2M /MH) ]
-
-
-
o = M2 (M 1) (Mtl) -

(m2 1- 2Mt 1)
m2 Cm 1) -

(m + 1) 3--0 :
(o , o ,
1
,
-1 , -11 -

1)
basis is
:{Ise , ed , e-
×
, ✗ e- I see e- × }
o → 1 from 0 → 2
POW ( N) POW Cx )
work this out
- :

CDs -

9134 t 34 D3 - 66 D2 1- 65 D -
25 )y = 0

hint char polynomial is

Cm 1) ( m 2- 5) 2
→
roots
:
-
am + : are

(I , 2 Ii , 2 Ii ) :
complex roots :
@ ✗
;
✗
e' sin ✗ ; Rea sin ✗
✗
; eat cos ✗
; see
a✗
wsx ] : imp *!

VARIATION OF PARAMETERS

suppose we have
Ly = rcx) and we proceed in the same

way as n=2 case L =

fun ( another notation for order)

{ Yi -
- -

Yn } basis for Lny =

o . Let the constants be converted
to functions : Ci → vicx ) .

Assume / claim that / demand

'

Evi Cx ) yicx) =
0 then after substitution we obtain

another demand E. Vi 'C✗)yi%✗ ) = 0 and so on until

k froom o → n -
2

'
finally [
"
and
-

Vi 'c✗ ) D Yicx ) = rcx)

 matrix form
'

in
- -
- -

a : v. o

My .
. -

yn)
Ya
'
=
°
: system of neq
det ( M) -_w( Yi - -
Yn ) ,

:( of variables
nun y ✗
y '
,
Vi Cx )

after obtaining vi 'c× ) to obtain vicx )

integrate
→ use crammer 's rule to solve

Example : Solve [ =
@3 -
D2 -
☐ + 1) y = rcx )

m3 -
m2 -

Mtl :(M2 -
1) ( M D -

:
Cmt 1) ( m 1) 2=0 -

{
×
ex ,xe× ,
e- } : basis

wcx ) =
Wco ) e- { Pict> It = Wco) @ se

WCO) = I 0 1
=q then / wcx)=4e×
l l -
l

I 2 ,

/
WICX ) = 0 ✗ ex ex
0
@
✗ + ✗ ex -
e-
✗ =
-
rcx) (2×+1)
rcx ) aextxex ✗
e-
W2C✗ ) =
ex

@✗
o

o
e- ✗
✗ = 2 VCX)
Vi
'c×3=W,
-

e-
@ ✗
Vcx ) e- ✗

W3C✗ ) = ex ✗ ex o 2X
= rcx) @
ex ✗ extex o

ex * e✗t2e✗ rcx)

Vix )
wwicg rcn¥
= ✗
e-

}
-

' compute
↳
v3'c✗)=
rc¥é✗ rc✗z#
a) =
and Ypcx )
Lecture 9

particular solution of y (4)

"
Find the +
ay + 3S.in/-5wsx
y
=
.

[ D 't +2132 ☐y rcx) solve for Ly from

and
Ly=rc× )
1- =
= 0

M4 +2M 2+1 =
(M 21-172 M =
± I hence

{y: sink] ,
ya = cos ×
y¢= xsinx }2
y3= ✗ wsx
.

basis
candidate soln : ✗
2
(asin ✗ + bcosx )

( undetermined coeff ) after substitution

sbsinx =
35Th ✗ -

scosx
-
sacosx -

a =
-31g and 6=5/8
thus Ypcx) = U2
( 50¥ -

3- sinx)
Find the candidate soln of
(☐ 4- ☐3- D2 + D) y = ñ+4
IN
sin ×
Sdn :
split rcx] = N 't t 4 + sesinx

M 4-M3 -

M2tm = M3 (M D-
-
M Cm 1) -
=

M ( M 1) 4Mt 1)
-

[-1,1/1/0]
Ly ,
= 22 → is xD @ Cox) : aa3tbx2tcx : trial soln

candidate
Ly 2
=
4 →ii ) here is 4 ✗ =
yzcx )
and
Ly ,
= a sin ✗ → Ciii )
-
(✗ ✗ + B) cos ✗ +
Cats) sing : sin ✗
cos ✗ are

notsoln of

basis of É are { e- Nek seek 1 ] Ly

-

-0

final candidate :

ycx) =
Case 3+6×2 tea ) + @ ✗+ B) cos ✗

+
frats ) sin ✗
Find the candidate soln for )
ya
"
e2✗
y x2 en
ay + +
-
=

Aux Eq Mt 2M 21-1=0
°

:@ + 1) 2cm 1) 2--0
: -

-
I :(2) I (2) { en e- ,
×
, seen ,xé✗}
rcx ) = seek + e2×
1-
tfmultiplicity of
7É ↑ 7- in

(2) Aux Eq
[ ✗2e✗ soln
guess
is @ ✗ 2+6 ✗ + c) en ✗ =
(2)
g.
= :

(ax4tbx3tcx2 )
a
@

[ soln ke2✗ his some const

y ;e2✗ is

ER ke2✗
@ ✗ 41-6×3 tcxz)
+

Ycx)=y ,
+
ya =

↳ candidates 01h

"
-59 't Gy the form of yp undetermined
Y = secosx ,
using
coefficients is ?
✗ + B) cos ✗ +
Ans : cosxisnotasoln of [ y = ◦ thus Ycx @ ) =

form where ✗ prs are to be determined Mets)sin×

Yy ) @ 1) 2--0 Y' co) Ye

"
solve the IVP y
+
( it 9103=1 =

convert this into a first order ODE :

¥+4 f) 91=0 ¥ g-
'
+ + __o
,
+ y

In (g) In (g) const

+ +
y
=

Y @
Ydy = da
↳ ( / e)'
+ In G) + I = 0,9
yeY -
EY =
R :
so / nofthediffeq ✗ =
eY(y -

1)
off WCY -12) , (x ) = N
'
en k > O and Y , ( x) = ✗ then Ya =
?
Yi 92 '
seen
= Men Rya -

ya =

yi yj
d( ¥ ) = ex and Yalx ) = seek

ANNIHILATOR OPERATOR :

off A is a linear differential operator with constant coefficients

smooth differentiable function ST
and fcx) is a
sufficiently
(FCM) 0 Then A is said to be annihilator of the function
A = .

fcx] Example D " annihilates fcx )

.

I 5×21-8×3 :
= -

D 1-3 annihilates e- 3✗ (f is asoln of DAY 0) =

( so many examples in slides)

(D2
"
-2 xD + ( ✗ 2tp2 )) annihilates Nmea✗ws(p✗) and Nme✗%inpx
{ CD -
n)2 seen ✗ and em} [o ≤ m≤ n -

☐
Find the particular soln of / d)
Nitta
y -

16g
= + I

[ = ☐ 4- 16 and rcx ) =
x 41-21-1 then Dsrcx)
: =
0
annihilator
DS is :

Ly = Vcx ) is also Sdn of

D5( Da -
16 )y=o
(A)
Yeon vented
Aly = o

Aly =o : Aux Eq : Ms (m -

2) 1m74) / m +2) = 0

basis of Sdn is ( ti Ni N2
,
23
,
R
? e2✗, e-
2
? sin 2x ,ws2✗ )
substitute Gen soln in [y rcx) to solve
=
for coeff
Now e2✗ é2✗ sin 2x cos 2x terms are Sdn of
thus
Cy =
0

Xp =
do talk +92×21-93×3 1- 94×4 ( Guess soln for
[ rcx) )
y
=

solve the DE :
Ily ) =
( D2 -

SD 1- G) y =
seen
2
Allison : e' ✗ and e3✗ fm 2) ( m 3)
-
-
=
0 A for rlx) is
( D- 1)
Yp =
a en + brea technically soln of Ly = rcx ) are also so In
◦ f- Ay 0
[ Arcx> =D ( if A- and L have
)
=

↳ substitute no common

{ x¥ }
:

yp
32¥ sdn particular roots
=
+ :

Find candidate soln :

(D 4 1- 2D + 1) y =3 sin × -5 cos ×

annihilator is ☐2+1=0 and

Aly = 0

3
( D2 1- 1) ( y) = 0 : soln will be of the form

EEE-bwsc.tk#E-dwsxftxe2(ecosx+fsinx)
will soln of
perish as
Ly = 0

Aly 0 has soln get soln guess of Ly

if = a then we = rcx)

by removing all components of

Ly=o from Aly =
0

( deal with this in terms of auxiliary eq )

HW :
(☐ 4 -
D3 -
D2 + D) Y = x2 + 4 + a sin ✗

" 2
eat e2✗ →
split and solve
Y -

24 t
y
= ✗

FORMALISING THE METHOD OF UNDETERMINED COEFFICIENTS

Consider the set

{ Pek 9rem k.lc-IRPiq-0.IR }

✗
U =
✗ cos Cax) ,
✗ sin ( bx) / a. b.
. .

Given a polynomial Pin D= dldx Let

B. ( P) { 6 Cx) C- U 1 }
=
PUG> = 0
interested in
→ we are
solving ODE
Ly =
rcx)

find a polynomial in D
say A of the smallest order St
Ara] = 0 So we
get Aly =
0

A soln Yp of this DE must be chosen -

Yp =
[ ace QQ ) cease B ( AL) ) BG)
and the coefficients
die to be found by substituting y =
ypin
[ ray
y
.
=

Note :
if rcx) = Nd @ ✗
or even eax
p
we can apply annihilator method ( imp ☆ ! ) ( a c- E)
Tutorial sheet 3 09 Vii ) Solve "
y cos ✗ + sin ×
+
y ✗
=

Annihilator :(☐ 2+172 and [

( ☐ 2+1 ) given in Question
:
= :

yp @ ✗ +6×705×+4×2 tdx) sin × lengthy substitution etc (waste only

2

)
=
:

→ simpler method : t

✗ cos ✗ 1- sins fcx) tf) where fcx)

texpcix)(✗ i )
=
=
-

fT✗) :
complex
conjugate :

fix )
"
now :
y t
y = fcx ) and y
"
+ add
y up the
= :

solutions ( sans will be 41×1 and

of c) : Note ✗ C- IR
solve y
"
t fcx ) and lake other
y conjugate to get
=

Yz(xei× ieix)
"
Y +
y =
-

and A :(D- i )2

( D- i )2(D2tDY=o ( imp ) : { ☒ eixxeixéix ]

L
✗
L

Ycx ) = AN @i× + B✗2ei✗ → only two constants

I ( x) = A- xéi ✗ 1- B- ✗ dei ✗ " fcx)

y +
y
=

Finding A and B
:( substitute)
y
" +
y =
(Dti ) (D - i ) and use this

CD a) (xkea )
×
faxk I
imp formulae
-

-
ax
@
=

( D- a) ( PG) ea×) =
P' Cx) eax

(D- b) ( PK) easy =

(D- a + a- b) pcx )ea×
P' [ × ) eat P ( x) ( a- b) eat
=

+
(D- i )( ✗ eix ) = eix and (D -
i
)(x2ei×) = axeix
(Dti )ei✗=2iei× and
(☐ + i )(×ei×]= ei✗+2ixei✗
y
' '
+
y = 2Aiei✗ + 2Bei× +4 Bie
"
x = fcx ]

ABT =

at and 2 Ai + 2B = - i /2

B. = -

% and A =
-118
seek iei ✗ x2 e-
i×
in #
✗
ycx] =

g-
-

a) ✗
_

= -

+
8- -8 g- 8-

Up =
yty =

R¥sinx -

g- cosx :

NIN HILGERS EALEY EULERIE

-
-

' the aux eq of

corresponding
solve My
"
10×2
+2 ✗
y -6cg
= :

homo ODE : MCM -

D 1- 2m -6=0

m2 -1M -6=0 M=2 Or m =-3

soln GNZ
:
1- C2
/x3 {a C2 C- IR }
annihilator wont work
directly ( D3 doesn't work !
:

)
( ✗ D- 2) :
perfect for Cauchy euler maintenance
!

(✗ D- 2) ( ✗ 2D +2 ✗ D- G) Yp =
0
2 aux eq
Yp =
✗m then (M 2) ( m 2) Cmt 3)
-
-

02
=

thx
Note that ✗ 2D2 =
xD (xD -

1) and { Has ;N ? }
✗ 3D3 ( ✗ D- 1) (xD
=
xD -

2) : basis :

put Yp=AxHnc× ) ( R2 Ya } terms irrelevant )

and find A
A=2( we get )
Lecture -10

LILLALE-tRANSFORMm.tn
f :( A)
et
function
0, → IR be a .
The laplace transform
defined
L (f) of f is
as
by :
a

L (f) (s) =

féˢᵗf (f) dt = limit féˢᵗft)dt

u a→ A o

and we have s > o

domain of L (f) is ( 00 , A) or any

subset of it

L (f) ( s) is also written as FG)

and it is not compulsory that the
integral doesn't
converge .

① find f- Is) when f- ( t ) = c for all t ≥ 0

f- Is) =

[ céstdt = Cls F ( s) =

§
② find laplace transform for fct ) = eat t ≥ 0 and a

a constant
°
)ᵗ
§ da
=fae÷ ᵗ /
s
Fcs)
-

"
= i
at
;
0
Ia 's
when a <s then have
¥
we
Fls) =

a≥S : no Laplace transform

hence f- G) =
¥ s > a ( permissible domain )
③ f- (t )
= sin ( at) t ≥ 0
b
Fls) lim éstdt
{ sin (at ) ( integration
=

use
=

↳ •
by parts )

↓:%féˢᵗ÷at%ᵗ :[éstsincatdt
=

sa
-

↳ Ya
Fls )
1-(921-52) a

_az
=
at thus FCS) =

(92+52)
for s>0

( cos ( s) =
Ffs) =
S both for s >0

52 t a 2

④ f- ( t ) = t 2 : Ffs) =
2/53

PROVE THAT L ( tn) (s) = n !

!
-
-
new
_gn+,
proof by induction : L ( t) =
162 ( already proved )

Lltn )
}¥
=

assume
as

4th )
"
=

[ A
tⁿ"éˢᵗdt
=(tⁿ[+§n+Dtⁿéˢᵗ
V0

Lltn ) n¥ftnéˢᵗdᵗ
"
( tn) n¥ 1¥
¥1
= =
=
✗

L(tⁿ")= Cnt 1) !
by induction proved
t.su#entodionsunderwhichnvegenaisguaranteed.
thus
☒

Cie Laplace transform exists) :

f is peice wise continuous and exponential order .

both left
→ ( finite no of jump
limits must exist ]
discontinuity is
okay and
and right
A function f is said to be of exponential order if there

exists a c- IR and positive const to and K St

If (t ) I ≤ Keat for all t ≥ to > 0

 Now f- ( t ) can tend to as as t → as but

f- (f) should NOT explode faster than

a multiple of K of corresponding
eat values of some const a

Fun fact : Every bounded function is of the exponential order

with constant 9=0 -

eat sin Cbt ) :

exponential order with constant a- ✗-

Lt tnéat = o thus this exponential order

to
at
e- Ifct ) / =
e- attn ≤ K ( due to nature
of tn )
at
so I f- (f) I e-
( Ia)ⁿéⁿ
:
≤ K
K =
calculus
→ use

'
Now et is not of exponential order

→ sum of exp order function is also exponential order

Existence theorem :

suppose f- ( t) is ape ice wise continuous

function on [on]
for all a > 0 ; furthermore
If (f) I < Keat for t ≥ to > O

and K >0 , a , to C- IR ( exponential order)

Then L (f) ( s) =
Ffs) =
[ éstf (f) dt exists for s >a

proof to

↑éˢᵗf )
:

i. (f) Is) =

f e- Stf ( t) dt +
( t dt
°-
exists and
fct ) is peice wise in
[%t]- interest
We need to show that
have t
[ e- stfctjdt converges for t ≥ to

Keat
we :

St
1 e- stfct ) / ≤ e- t c- ( to .es)
•

]t
Feet
/
Is a
for
-

s> a e- dt
to converges hence
• '

es

f / e- stfctsldt also
converges f e- stfctsdt
to
a-
Thus Laplace transform exists also
converges
Note : this theorem is sufficient and not necessary for existence
of L (f) .

f- ( ) 1- f- ( x) when ✗→0
Example : x = → as

IF thus not peicewise continuous

on [0/6] for any 6>0
but we will show that

L
( 6) =

1¥ proof will come later

PROPERTIES OF LAPLACE TRANSFORM :

f. g :[0in) (f) and Let aib c- IR

① Let → IR and L L
(g) exists .

then
L( af A) * bgct )) = a L (f) (s) +6L (g) ( s)
( a' BE ① )
( Linearity ) proof :
is obvious
0

7
example :/ application :
L( eiwt) :
=

{ ésteiwtdt
normal
eiwt = coswt + is in wt method also
works
Lfeiwt) =
Llwswt) + itlsincwt) )
↑ (F)
'
itañ
&+ g;⇐
=

Linearity @
=
 i. ( cosh (at)) = L
( Ftt ) =

a
+
asta
S

sa -
az
=L
Gosh Cat )) ( ) s

and L ( sinh (at ) ) ( s) =

÷az
Lcteiwt) -1 ;w , t.lt Swt )
-1%-7%2
=
:

( s ,

L ( tsinwt ) =
2sw%U can

@
2 + we
)2
Use
linearity
② 1st shifting theorem (s shifting theorem)

L( fct)) =
Fls) then L( eatfct)) =
Ffs a) -

proof obvious
is
again
L(éᵗt2) I
Example
¥3 f ( Stl) f ( s)
: = =
=

53
( using shifting theorem )

L( eat coswt) = Cs -

a) and L( eatsinwt )=w-

2
C- a) + wz @ a) -
2
+ v02

find Laplace transform of the following :

ci , treat ( iii. (cosh cat )ws(at) )

=

retreat
)=&n £4s
.EE#ai-&EY+a-Dcii )L(e-tsin2t)--L(e-t(i-coa-2t
,

))
2¥ £
= -
③ SCALING : if L (f) = F ( s) then L(fat ) ) =
IF (E) c >0
as

proof
L( feet)) =

{ feet)éˢᵗdt § f- Gt ) e- E- cᵗdG¥ =

put d- =
} then
as

LACED =

# e- £3 f- (3) des {
=
f- (E)
from definition of :
Fcs )
=

(et)
¥ F( eat )
i. I
then
¥a
= '
= =

a-
(g) ,
-

④ DIFFERENTIATION :
suppose f is continues and f'a) is peicewise
continuous [◦ la] for all a > 0 and lfct )
on
/ ≤ Kett
for t ≥ to > o k > 0 and ✗ C- IR

then Lcf ) (s) exists for and

'
s> ✗

(f) cis
Lcf ) SL ffo) →
'
= -

f- (
)
f f fln 1) are
n
suppose peice
'
continuous and is
-

-
- - -

- Wise Conti and difcx) is exp order i c- [o , n -

☐ and
Kanda dxi
are _

same for all then :

Lcflm ) (s) exists for all s> ✗ and

L ( f '") =
SNL (f) -

É,É")if(
-1=0
×,

✗= 0
→ii)

af we can prove d) then cii ) proved induction

by
is
.

Cs
as

éˢᵗf
Lcf )
f. (éˢᵗfCt)] ? sfflt)éˢᵗdt
'
= '

(e) at =

o u

L (f) =
-
f ( o) + SL (f) hence iii proved
proof of cii ) by induction .

'
Snl (f) Sn
-

assume L
( fn ) = -

ffo) -
Sn
-2
f. (o) - - - -

di
{
fi
)
"
a)
fC✗ ) ( fn )
=

now we know fn+ , =

L ( fnn) = S L ( fn ) -

fn ( o )

(
fn.io/)-fnlo)L-fn+,)--sntlL(f)-5flo
SNL ( f )
'
s Sn f lo)
-

=
- -
- -

'
) Sn f to
) fn ( o )
-

- - -
-

hence formula upheld ( hence proved by induction )

[if tone for n then true for Ntl
given true for 1 ]
Lecture -11
LERCH 'S THEOREM

Suppose f. g :[orcs) IR be continuous

functions such that
•
→

L (f) =L
(g) ; then f- (x ) gcx ) ≤

• This thus gives the uniqueness of inverse of Laplace Transforms

Rf h =L (f) then we write f- [ ( h ) and f
'
=
is said to
be the inverse Laplace transform of h .

solving IVP using Laplace transform :

'

a) solve y
" -

y
'
-2 y =
0 ; y ( o) =L and Y Co ) =
0

Apply Laplace transform :

LCY ) "
-
L CY ) ' -
2L (y) =
0

exists and exponential

"
Assumption order
'
:
Y all
y y
62 LCY) -

sylo) -

Y'cos] -

[ SLCY ) -
910) ] -2L (4) =D
(S2 -
s -

2) L (4) -
s + I =
0
 [
l

/
• L ( Y) = S -

'
•
Y = [
S2 -
s -2

(4)
3,5¥ 3%+7
Now L =
+

¥(¥)
and Y
¥
=
+

✗
13 e2✗
'
ycx)
g- e- solution
=
+ →

→ when we do via Char polynomial ; we must solve the

constants using IVP .

"
't 8 sink AWS ✗
y 103=1 Y' G) =3
2) solve Y 2g 5g
-
=
• :
-

LCY ) LG )
) ¥+1 §÷,
=
+5
'

LCY
"
-
2 -

(Sally) -

s -

3) -2 ( SLCY) -

1) +5L (Y)

%
=

(52-25+5) L (y) = 53+51-5+48 -45

52T I

LCY) = S3 1-52-35+9 Use partial fractions

→

(521-1) ( S2 -2g + g)

LCY) As B
= +
+ CCS 1) - + ☐
'

¥+22 ] i
taking
"
Bsinx sin (2x)
Ycx ) = AWS ✗ t +
G- @

+ C cos
( 2k) er
A- = 0; B=2 ; C. =L ;D = 0

this is the soln : ✗ (a) =

2 sin ✗ + eéoscax)
5 INTEGRATION ( property of Laplace transform]

Let f- be peicewise continuous and f is of exponential Order

Also Let L (f) = Fls) Then :

L
fft) de =
FCS ) for s > ✗
*

order
° s
[ ✗ in exponential
proof : def ]

we need to show that

L ( & f- G) dz
) =

§ Lcf )
t

G) dz f- (t )
get) =

f. f and g' (t) =

glo) 0
=

ang
L(g' ( t) ) =L (f)
↳ from SLCG )
property 4 : [ (g) = SL (g) -

910) =

SL
(g)(f) =L thus L
(g) =

§L( f)
Hence proved .

Example : if L (f) =
find f- ( t ) :

g. + way

L( f) =
§ L(sin ( wt) )
w

thus wf ( t )
'
= sin ( wt) and f( 03=0 (Tmp)

f- ( t) =
[ sin (Wn)
w
dx =
I -
cos

w
(wt )
2
o

( szcsztwz ) )
" ,
find
{[
[ scw "
] de
' -
•
=

w2

⇐( sincwt )
=

t -

w
⑥ DIFFERENTIATION OF LAPLACE TRANSFORMS :

Suppose f :[o,oD→lR apeieeevise continuous

is function
of exponential order .
And L (f) FCS ) then =
:

C- 1) ⁿFⁿ(s ) L(tnft) )
F' G) L ( tft) ) and
=
-

proof :
• °

Fcs )
f. éstfctdt and F' Cs )
{ ésttfct)dt
= = -

suÑ↳}séˢᵗ
in

F' b) = -

L( tfct ) ) from Leibnitz

ᵗéˢᵗ
part inductively
=

the and
-

Now we can prove

"
Fn ( s) C- Dn
'

(
-

tn fct ) )
-
'
=
L

Fn ( s ) "'
C- D C- 1)
(
=

"
fct ))
L '
t
_

t -

C- 1) NL ( flt)tn )
=

hence proved by induction

=

Application :
find Lctcospt ) =
-

dd_sL( cospt )
⇐
=

253

B2
=
+ = 52 -

B2
(S2 + pzyz
(S2 tp 2)
2

L( tsinpt ) =

41¥ ) 2ps
-

S2 + 2
( B. 2)

(
'

)
thus i s =
tsinpt
( S2 +
page 2ps

(( 2)
' 1
Now
-

(s#+
"
= [ and
S2 +
p2 )

from properly 5 =

fᵗesinapBIdz
 (( 2) ( ˢ(sz÷pyz )
Now find [
'
S2 [
"

O prop 4
=
-
:

S2 1- B. 2)

ᵗsinCB)
=

( =
( Bt )
sin + tcos ( Bt)
2ps
=p 2

Find inv Laplace transform of

'
G ( )
s =

S2 -4s +5

and i' (G) e2ᵗsin(t)

know Gls
)=s+i
=

we

( first shifting theorem ]

⑦ INTEGRATION IF LAPLACE TRANRM
:

and have
suppose f :[ o a) ,
→ IR peicecoise and exponential ; we

exists Then
[ (f) = FCS) and
as
suppose
¥m→oC¥
L
( 1¥) =

f f- (5) D8 s> ✗ : compulsory / im

1- → ot
f(¥ exists
s

we know that
% ( L( get) ) ) = - L (tgct ) )
as

L (94-1) =
-

f L( tglt)) ds ( idea for proof) !

S

Now
§ f- (5) D8 =

[ [ g¥g éstfctdt D8 MAN

ÉÉÉ;• ! /
concept
as as

" "
9145 )dtdˢ ^
5) in this
→ get
;µ%
i -

region integra
-

[[
ted
glt , 5) D8
-

dt
=
s - - - - - - . . . . . .

y
- .

> t
ttdt
 [§ éstfctdt
[ [ éˢᵗf]°dt
=
=

t
as
s

éˢᵗf(t)
!#
as
=

-
o
] dt =

{ éˢᵗf¥dt
F(f¥)
=

hence proved
prop 7-
applied 7
In
'
Find [ of
/ I +
%-) ans :

ln( ¥)
§ %( INCH % ) )
' + = -

.
ds

§ ↑%%g,-
as

21
'
= -

ds =
2W ds
(521-02)
gs

↑(
as

3- 3¥)ds
=

ft ( acoscwt ) )ds
-

a
=
-

s
'
thus [
( In
(1+94)) =

¥4 -

coscwt ))

Home wook
'
In
: i of (I %) and i' of tañ '
(f)
-

HEAVY SIDE FUNCTION

-
:

{ if t
° < c
for function
c ≥ 0 the U , (f) =

7- if t ≥ c
is called

Heavy side function .

Note :
Uc -

Ud takes 1 on [c. d) :
important trick for re pre
-

serving peice wise continuous functions

-

.
imp L(uect )) (s )
"
é
:

do the
integration for proof
=
:
.

s
split the interval
note :c ≥o here ( imp * :)

{
Now ° if tee
g( f) =
then 9ft ) =
Ucct)f( t -

c)
flt c) -

if t ≥,

⑧ SECOND SHIFTING THEOREM :

L ( flt)) =
Ffs ) for s > a ≥ 0 -

if c > o then for s >a

"
L ( Uc (f) Fct -

d) =
e- Fcs)

:
proof ( d) éˢᵗdt
L ucfct
fact)f( t
:

c)
-
=
-

as

féˢᵗf(
C
es
t -

c) dt =
e-
"
[ e- "
ᵗ f( t -

c) dt
c

=
écsféskfckdk = e- FCS)
0
-_

Find LT of f- ( t )
{ Sint 0 ≤ t< 11T¢
=

Sint + cos
( t -11-14) t ≥ 11-14

f- ( t) Sint
= +
Um , ( t ) cos
(t -1174 )

[ (f) =
Llsint ) +
e- SITH L( cost )
=
It se -1¥
It S2 ✗
CONVOLUTION OF FUNCTIONS :

defined
fandgis
the convolution of as

Cf #
g) (t)
=

§ fct -7g (e) de

)f*g g*f

}
* = :
obvious property !
important :

f-* (9,1-92) f*g t f *

92
be
=

-9*1 may not

,

(f # g) * h =
f*(g*h) [associative] f !
( f*o) =
( ◦ * f) = 0 ( obvious prop ) sin ✗ *
1=1 -
WSX

Now if Lcf) and L(g) exists for all s > a ≥o then for s >a

⑨ (f) (g)
L(f g) [ L IT OF CONVOLUTIONS
=
:
*
-

proof L (f) FCS) and Gcs)

: = L
(g) =

"
Now e- GCS)=L(Uz(t)g(t -

e) ) → prop 8

L (g) Lcf) -
=
FCS) GCS)
in
=

§ e-
"
GCS) f- G) de

e×Pantakein ° THE know

•

/
=

L( Uelt)g( t -

4) f- de <
in integrated
◦ -
] .
.

]
alla

[
.

↳ .

éstgct Ddt -
-
-

Cs as

!! e- stgct
'

>
2) fG)dt de t
=
-
o

111 )
( MA as

✓ =

[[ éstgct -

e) f- G) dealt
=/ éˢᵗ_ g) dt *

L ( f # g) =
L (f) L (g)
HIS)= a
Recall [ (f)
¥ and Lfsinat )= a-
=
:

52152+92 ) 921-52
t
'

HIS) = i. (f) Lcsinat ) [ ( H) =

At -

2) sincaz)dz
°
=
at -
sinat
92

Lecture 12 :

solve y
"

+4g
=
get) yco) =3 9403=-1
Now
LCY ) "
+ 4 LCY ) =L ( gct)) =
Gfs)
SILLY) -5410) Y' G) + 4L G) GIS )
-

(521-4) LCY) -

3s -11 =
GCS )

LG) GIS ) +3s

( }{
'
=
-

I
y( ×)= [ GG )
+
521-4 52+4

i'
(G¥
=

Eat 3
# +
-2%+74)
'
[ [ (g) L(sin2✗ ) 3L(ws2✗ )
2- L(sin2✗)
+ -

2
x

3052×-51%211
tf
=

2
+
get )sin(2( ✗ -

)dt
t)

110 LAPLACE TRANSFORM OF PERIODIC FUNCTIONS

-

Let f- be a periodic function with period pwbose laplace transform

[
exists Then (f) I
[
éˢᵗfCt)dt
.
=

1- e- sp

proof :
flt D= fcttp) -

=
f- ( 1- +
np )
= f- ( t ) ne 8
 Citi)p

{ éstfctdt
as

I. (f)
If éˢᵗf(t)dt
=

and have
=

we

i=o
Citi)p rip
it )p
/ éˢᵗfCt)dt =

fésct
-
in
f- ( t -

ip ) e-
"
Pdt
ip
ip p
ISP
put t -

ip=u : then : :
f ésufcujdu e-
P o

ISP
éstfctdt
thus [ (f) =

i=o
e-
! p

!ÉˢᵗfCt)dt
.

I
Now
doing summation [ (f) =

1- e- sp
Hence proved !

yj-oy.it ya
'
' '
solve :
ay , -

ya - =
41-+2 and

y ; +93=1-2+2 Y , (07--0 926)=0 93107=0

Now Laplace transform of Yi is Li

• 2
( Sli ) -

slz -513--0
4- 1- 512+13
SL Sha 2-
3-31-25
=
•
, 1- = •

52 5

254=5111-513 Li +12 =
4153+2/52 512+13=2/53+2/5

from solving Li =

253 12=3-3+3-2 13=3-3 % -

9. (x) R2 R2
Y , ( x) x2 +2k
=
=

yz ( x) = -
2X

N' ✗+ '
solve this wot (t )
y Lexty
=
✗
y = →

and
hx = heck) try = hcy ) yet )

then shx -
✗
o
=
↳ + Ly ( s 1)
hx -
=
Lyt No

shy -

Yo =
a hx thy try G- 1) =
4ha + Yo
 @ 1) Lx Cs 1) Ly (5-1)×0
2
try =
- -

Xo and -
=
( s 1) -

Lx -

4h ✗ +
yo =
@ 1) 2L✗
-
-

§ 1) ✗ -

o then :

Yotcs 1) ✗ o -

yo + (5-1)×0
=
hx thus ↳✗ =

(S D2 -

-4 @ + 3) G- 5)
'
i %
✗ ( t) %
(
=
+
_

+
4 (5-3) 4 @ + 1)
""
÷)e3ᵗ+c÷ ¥ )éᵗ
=

+ - -

and similarly we obtain by = 420 + @ 1) Yo -

2-
( s 1) -
4
hence Yct)=
@ ◦ +
¥ )e3ᵗ+(¥ -
✗
o)éᵗ
Compute the Laplace transform of a solnof :

ty + y + ty=o and t > 0 yco)=k Y( 1) Yjz

" '
=

L(tY
"
+
y 't ty ) = -

( LG ) ) " + ( SIG) -

b) -

( LG)) -0

_¥(s2L(y) -

¥ -

Y + SLED -§ dd-s.ly -

-0

S2 LCY ) ash (4) SLED

¥sLy=o
-

+ -

(1+52) DL
Ly (s) from ↳ (1) ¥
C
+ Sh = 0 =
:
=

dz
fits
C. = I
thus by 6) = 1
this is the vegans
f
:
1+52
GAMMA -
FUNCTION

f) ✗
XY
'
-

defined by 1- ( Y) e- dx
1- :( oics)
=
> IR is

know that 1- (4) =L ( my 1) (1) (y D !

-
-

Now we

{ o} (1) Y
1- G) =
Cy 1) ! when
-

ye IN +

Now we show than RHS is a

converging integral in

domain of
y .

1- (4) =
§ e- ✗
RY
-
'
dx +
f e-
✗
NY
-
'
dx
ON
this
converges փ+his ?
"

✗
RY '
ay -1
e-
✗
it'd ✗
-

e- and
-1g
0 ≤ o ≤ ≤
≤

{
✗
now
y
> o and thing is e- 2^(9-1) dx
converges
Now importantly second integral
* lim e-
✗ ↳
Rr = o r EIR ( exponential order
✗→ •
property )
Now given y >0 then 7 by St

e- 12×4-1 for Ky
✗
o≤ ≤ 1 some R ≥ ( obvious )
as
ky as

f.
✗
e- ( 1)
{
^
die
/
✗
✗ y -
=

e- racy 1) dnt ✗
e- is ' da
-
-

in In
finite only this part = I
now for I :

1) e-
"
( e- Kay 12
✗ ✗
2
✗ I
e-
-

e- ay
-

=
≤

I ≤ ↑ e-
✗
12
da = finite value : Hence I also
try converges
Hence for y > 0 1- (4) converges !
Gamma function satisfies 1-(4+1) =

y
1- (4)

[
Cs

(yti) f [xY¢× ] ?
proof '
YRY
✗
✗ Ydx
_

1- e- é×d✗
: = =
+
° L O
as

(4+1)
y/ G)
1- ✗
ay '
e- dx y 1- 1-
Cyti ) yty )
_

→
= = =

Now as we have discussed earlier

1- ( ntl) =D
! : thus Gamma function extends the
,

domain of factorial function

① prove that

og
§ e- 2d✗
✗
=

2-
JIT
as a
Ans
{ 2d✗=I
{ 2d✗
: ✗ "
[
✗
e- then I
2
e- e- dy
=

11-12 as

µ
I2 "
e- rdrdo IT /
=
=
¢ thus : I =
JFK
0
•

② Find 1-(1/2)
f.
✗
:
1-(1/2) =
e- I "2dx put x=t2
as
atdt dx
(1/2) " =

! e-
1- =
2 dt JTT a- 12
'
It
=
=
'

hence 1-(1/2)=17 and 1-(3/2) II 1-(5/2) ¥51T

=
=
- - - -

2
③ Find the Laplace transform of TP p> -
l

have LCTP ) ↑éˢᵗtPdt =g¥ ! e-

as
we =
"
Urdu
[ St u ]
L ( tr ) 1- ( Pti )
( 2)
"
= _

: L t =
1-(1/2)
,
gp+
5112

Hence L ( YF ) =
JI → anticlimax !
LAI ) =

#SIT .
and [ (th ) = 1- (ntl )

snti
=
^

Sht 1
!

Now suppose f- is peicewise continuous on all [0.x] and is of

exponential order Then we claim that there exists K > 0 such
.

that
If (f) I < Keat for all t >0 and for some

AE IR

exponential order means

If (f) I ≤ K, eat for all t ≥ M >0
and for some a c- IR

Now peicewise If G) I ≤ kz
continuity implies that on [o ,m]
from 2nd fact ; we have [◦
on im ]
If (f) I ≤ Kg eat for some a C- IR and K3 > 0

chose K =
Max ( K Krg )
,
to obtain the result
in
[am] u( Mics)
00
as

d)
1L (f) G) I 11 e- stfct)
{ ᵗdt
-

≤ ≤ e-
/ dt K = K
O S -
A
for all s>a
; it also follows that as

g. → cos L (f) (s) so

when Lcf ) exists

ever Lim hfls ) = 0
s -300

Remark S l
these h (f)
¥
-

:
S2
¥,
: are
Sti ; ;
for some f- Cx ) ?
Check him s all fails ; hence they are not .

→ as

Now if we
get YCS) =
21s } -

1st 4s } 842
then c=o for Yes] =L (YG)) ( limit case
)
PARTIAL FRACTIONS

fcx ) = PER )
takes the
(N -
✗ Dk '
(a- ✗a) K2 . . .

Ge -
✗ nykn form

polynomial
f- G) =
Aij- :
pcx ) is a

1=1 @ Ri )j
whose degree
j=i
-

≤ ski

ki

Ga
'
d
aij =

( ki -

j ):
Iim
✗→ ✗ i
-
ni )kif(×,
Now j = 1
,
- - -
ki and when ✗ i is simple soot

then ai1 = Poli ) fcx > = PCX )

where
O' Caio