Lecture 17

Differential Equations
MATH 251
F.A.Wireko, PhD
Email:fawireko@gmail.com
Department of Mathematics
Kwame Nkrumah University Of Science and Technology
March 18, 2024
F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Differential
of Mathematics
Equations Kwame Nkrumah University
March 18,Of2024
Science and Technolo
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Lecture Seventeen

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Laplace Transform of uc (t) and uc (t)f (t − c)
From our previous lecture, we established that
e −cs
L{uc (t)} = (1)
s
L{uc (t)f (t − c)} = e −cs F (s) (2)

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Example
Find the Laplace transform of each of the following

1 g (t) = 10u12 (t) + 2(t − 6)3 u6 (t) − (7 − e 12−3t )u4 (t)
2 f (t) = −t 2 u3 (t) + cos(t)u5 (t)


t 4 t < 5,
3 h(t) = t 1
t 4 + 3sin 10 − 2 t≥5
(
t t < 6,
4 f(t) =
−8 + (t − 6)2 t≥6

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Solution
g (t) = 10u12 (t) + 2(t − 6)3 u6 (t) − (7 − e 12−3t )u4 (t)

Taking Laplace of individual terms.
For 10u12 (t), we have
10e −12s
L{10u12 (t)} =
s
Comparing 2(t − 6)3 u6 (t) with uc (t)f (t − c), we have f (t) = 2t 3 .
Thus
12
L{f (t)} = 4
s
Employing the identity given in equation (2) we have
12 −6s
L{2(t − 6)3 u6 (t)} = e
s4
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Cont...
Expanding (7 − e (12−3t) )u4 (t) we have
7u4 (t) − e (12−3t) u4 (t) (3)
Rewriting expression (3) in the form uc (t)f (t − c), we have
7u4 (t) − e −3(t−4) u4 (t)
Therefore
7e −4s e −4s
L{7u4 (t) − e −3(t−4) u4 (t)} =
−
s s +3
Now, adding all the transformations, we have

10 −12s 12 −6s 7 1
G (s) = e + 4e − − e −4s
s s s s +3

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Cont...
f (t) = −t 2 u3 (t) + cos(t)u5 (t)

Note that the individual terms should conform to the form
uc (t)f (t − c)
Rewriting the individual terms of f (t) in the form uc (t)f (t − c), we
have
f (t) = −(t − 3 + 3)2 u3 (t) + cos(t − 5 + 5)u5 (t)
2
= − (t − 3) + 3 u3 (t) + [cos((t − 5) + 5)] u5 (t)
2
= − (t − 3) + 3 u3 (t)+

cos 5 cos(t − 5) − sin 5 sin(t − 5) u5 (t)

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Cont...
= −(t − 3)2 u3 (t) − 6(t − 3)u3 (t) − 9u3 (t) + cos 5 cos(t − 5)u5 (t)+
sin 5 sin(t − 5)u5 (t)
Finding the Laplace transform of the individual terms, we have
2! 6(1!) −3s 9 −3s s e −5s

F (s) = − 2+1 e −3s − e − e + cos 5 e −5s
+ sin 5
s s 1+1
s s2 + 1 s2 + 1
2 6 9 −3s s cos 5 sin 5
=− 3 + 2 + e + 2 + 2 e −5s
s s s s +1 s +1

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Solving IVPs with Step Functions
Solve the following IVP
y ′′ − y ′ + 5y = 4 + u2 (t)e 4−2t , y (0) = 2, y ′ (0) = −1

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Re-write the forcing function to make sure that its being shifted
correctly in order to identify the function that is being shifted.
y ′′ − y ′ + 5y = 4 + u2 (t)e −2(t−2) (4)
.
Taking the Laplace transform of equation (4) and plugging in the
initial conditions gives ,
4 e −2s
(s 2 Y (s) − sy (0) − y ′ (0)) − (sY (s) − y (0)) + 5Y (s) = +
s s +2
Simplifying the above equation gives
4 e −2s
(s 2 − s + 5)Y (s) − 2s + 3 = +
s s +2

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Cont....
Now we solve for Y (s)
4 + 2s 2 − 3s e −2s
(s 2 − s + 5)Y (s) = +
s s +2
2
2s − 3s + 4 1
Y (s) = 2
+ e −2s
s(s − s + 5) (s + 2)(s 2 − s + 5)
Let
2s 2 − 3s + 4 1
F (s) = and G (s) =
s(s 2 − s + 5) (s + 2)(s 2 − s + 5)
Then
Y (s) = F (s) + e −2s G (s)

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Cont....
Finding the partial fraction decomposition of F (s) and G (s) give

1 4 6s − 11
F (s) = + 2
5 s s −s +5

1 1 s −3
G (s) = −
11 s + 2 s 2 − s + 5
Finding the inverse transform for each function
1 4 6(s − 12 + 12 ) − 11

F (s) = +
5 s (s − 12 )2 + 19
4
√

1 4 1
6(s − 2 ) 8 √219 219
= + −
5 s (s − 12 )2 + 194 (s − 21 )2 + 19
4
√ √
1 1
t 19t 16 1 t 19
f (t) = 4 + 6e 2 cos( ) − √ e 2 sin( t)
5 2 19 2
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Cont...
Now, for G (s)
s − 12 + 12 − 3

1 1
G (s) = −
11 s + 2 (s − 12 )2 + 19
4
s − 21 5

1 1 2
= − +
11 s + 2 (s − 21 )2 + 194 (s − 1 2
2) +
19
4
√ √
1 −2t − 12 t 19t 5 1 t 19
g (t) = e −e cos( ) √ e 2 sin( t)
11 2 19 2
Now the solution to the differential equation becomes
y (t) = f (t) + u2 (t)g (t − 2)

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Example
Solve the IVP
y ′′ − 5y ′ − 14y = 9 + u3 (t) + 4(t − 1)u1 (t) y (0) = −4 y ′ (0) = 10

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Solution
Taking the Laplace transform of all the terms and noting that in the
third term we are shifting 4t, we have
9 e −3s
s 2 Y (s) − sy (0) − y ′ (0) − 5(sY (s) − y (0) − 14Y (s)) = + +
s s
4e −s
s2
9 + e −3s 4e −s
(s 2 − 5s − 14)Y (s) − 10 = + 2
s s

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Cont...
Solving for Y (s)
9 + e −3s 4e −s 10
Y (s) = + 2 +
s(s − 7)(s + 2) s (s − 7)(s + 2) (s − 7)(s + 2)
Let
1 1
F (s) = , G (s) = 2
s(s − 7)(s + 2) s (s − 7)(s + 2)
and
10
H(s) =
(s − 7)(s + 2)
Then, we have
Y (s) = (9 + e −3s )F (s) + 4e −s G (s) + H(s)

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Cont...
Decomposing F (s), G (s) and H(s) into partial fractions and finding
their respective inverse Laplace transforms.
For F (s)
1 1 1 1 1 1
F (s) = + +
14 s 63 s − 7 18 s + 2
1 1 1
f (t) = − + e 7t + e −2t
14 63 18
For G (s)
5 1 1 1 1 1 1 1
G (s) = − 2
+ −
196 s 14 s 441 s − 7 36 s + 2
5 1 7t 1
g (t) = − e − e −2t
196 441 36

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Cont...
For H(s)
10 10 1 10 1
H(s) = = −
(s − 7)(s + 2) 9 s −7 9 s +2
10 7t 10 −2t
e − e
h(t) =
9 9
We can now get the solution to the differential equation.
Y (s) = 9F (s) + e −3s F (s) + 4e−s G (s) + H(s)

y (t) = 9f (t) + u3 (t)f (t − 3) + 4u1 (t)g (t − 1) + h(t)
where f(t), g(t) and h(t) are given above.

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Exercise
y ′′ + 3y ′ + 2y = g (t), y (0) = 0, y ′ (0) = −2
where 
2
 t ≤ 6,
g (t) = t 6 ≤ t < 10

4 t ≥ 10


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Exercise

′ ′
1 y ” − y = cos(2t) + cos(2t − 12)u6 (t) y (0) = −4 y = 0
′ ′
2 y ” − 5y − 14y = 9 + u3 (t) + 4(t − 1)u1 (t) y (0) = 0, y (0) = 10

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Convolution Theorem
On occasion we run across transform of the form
H(s) = F (s)G (s)
that can not be dealt with easily using partial fractions.
Definition
If f (t) and g (t) are picewise continuous function on [0, ∞), then the
convolution integral of f (t) and g (t) is
Z t Z t
(f ∗ g )(t) = f (t − τ )g (τ )dτ = g (t − τ )f (τ )dτ
0 0
Convolution is employed to deal with the product of a

pair of a transforms
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Properties of Convolution
(f ∗ g )(t) = (g ∗ f )(t) (Convolution is commutative operation)

(5)
2 If L{f (t)} = F (s) and L{g (t)} = G (s) then
L{f (t) ∗ g (t)} = L{g (t) ∗ f (t) = F (s)G (s) (6)
3 From equation (5) and equation (6), we can write
L−1 {F (s)G (s)} = g (t) ∗ f (t) = f (t) ∗ g (t)

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Example
Find
−1 s
L
(s + 1)2
2

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Solution
s 1
Let F (s) = and G (s) =
s2 +1 s2 +1
Then f (t) = cos t and g (t) = sin t
Recalling
F (s) · G (s) = L{f (t) · g (t)}
=⇒ L−1 {F (s) · G (s) = f (t) · g (t)}

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Cont...
Z t
f (t) · g (t) = cos t sin(t − τ )dτ (7)
0
But
sin(t − τ ) = sin t cos τ − sin τ cos t (8)
Substituting equation (8) into equation (7)

Z t
f (t) · g (t) = cos t[sin t cos τ − sin τ cos t]dτ
0

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Cont...
Z t
= (sin t cos2 τ − cos τ sin τ cos t)dτ
Z0 t
cos 2τ + 1
= sin t − cos τ sin τ cos t dτ
0 2
Z t Z t
1
= sin t (cos 2τ + 1)dτ − cos t cosτ sin τ dτ
2 0 0
t 2 t
1 sin 2τ sin τ
= sin t + τ − cos t
2 2 0 2 0
2
1 sin 2t sin t
f (t) · g (t) = sin t + t − cos t
2 2 2

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Exercise
1 Using the Convolution theorem, evaluate

1
L−1
s 2 (s − 3)
2 Find the inverse Laplace transform of

1
M(s) =
(s 2 + c 2 )2

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System of Ordinary Linear
Differential Equation (SLDEs)

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Introduction
We have so far been discussing differential equations containing one

unknown function.
The idea of system of polynomial equations can be extended in

differential equations.
Majority of real life problems present themselves in multiple

differential equations, hence the need for this discussion.

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Cont....
A system of ordinary differential equation involving the derivatives of

two or more unknown functions of a single independent variable of
the form
x ′ = f (t, x, y ) y ′ = g (t, x, y ) (9)
which has the solutions
x = ϕ1 (t) and y = ϕ2 (t) (10)
Systems of equations are useful because an nth − order equation
y (n) = f (x, y , y ′ , ..., y (n−1) )
can be regarded as a system.

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Reduction of Order
A higher order differential equation can be reduced into system of
differential equations.
Procedures for Reduction of Order
1 Identify the order of the given equation
2 Introduce n − 1 new variables and make the necessarily substitutions.

n is the order of the differential equation.
3 Differentiate each variable in step 2.
4 Rewrite the given differential equation in terms of the new variables

and their derivatives.
5 Rewrite the subsidiary conditions in terms of the new variable.

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Example
Convert the IVP
2y ′′ − 5y ′ + y = 0, y (3) = 6, y ′ (3) = −1
into a system of first order differential equation.

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Solution
Here we first change the variable.

Let
x1 (t) = y (t) (11)

′
x2 (t) = y (t) (12)
We then differentiate equations (11) and (12).
x1′ (t) = y ′ (t) = x2 (t) (13)

x2′ (t) ′′
= y (t) (14)

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Cont...
Now replace the RHS of equations (13) and (14) by the new variables
x1′ (t) = x2 (t) (15)

1 5
x2′ (t) = − y (t) + y ′ (t) (16)
2 2
1 5
= − x1 (t) + x2 (t) (17)
2 2
Since the equations are changed, we also change the initial conditions
x1 (3) = y (3) = 6
x2 (3) = y ′ (3) = −1

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Cont...
Therefore the system of first order differential equations are;
x1′ (t) = x2 (t), x1 (3) = 6

1 5
x2′ (t) = − x1 (t) + x2 (t), x2 (3) = −1
2 2
This system can be written in its equivalent matrix form as;

′ 0 1 6
x (t) = x(t), where x(3) =
− 12 25 −1

x1 (t)
where x(t) =
x2 (t)

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Example
Convert the IVP
3y (4) − 5y ′′ − sin(t)y ′ + 8y = t 2 , y (0) = 1, y ′ (0) = 2, y ′′ (0) = 3
y′′′ (0) = 4
into a system of first order differential equation.

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Solution
We first change the variables in the higher order differential equations

and differentiate respectfully
x1 = y
x2 = y ′
x3 = y ′′
′′′
x4 = y

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Cont...
This therefore becomes
x1′ = y ′ = x2
x2′ = y ′′ = x3
x3′ = y ′′′ = x4
8 1 5 1
x4′ = − x1 + sin(t)x2 + x3 + t 2 , x4 (0) = 4
3 3 3 3
We also convert the initial conditions

x1 (0) = y (0) = 1
x2 (0) = y ′ (0) = 2
x3 (0) = y ′′ (0) = 3
x4 (0) = y ′′′ (0) = 4
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Cont...
Therefore the system of first order differential equations will be;
x1′ = x2 , x1 (0) = 1
x2′ = x3 , x2 (0) = 2
x3′ = x4 , x3 (0) = 3
8 1 5 1
x4′ = − x1 + sin(t)x2 + x3 + t 2 , x4 (0) = 4
3 3 3 3
Students should rewrite the given system of first order

differential equations in its matrix form.

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Observations Made
From the examples above, the order of the higher order differential
equation determines the number of first order differential
equations to be derived.

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Converting SLDE’s into Matrix Form
When using the Matrix Approach in solving system of linear

differential equations, we convert the system from equations into
matrices.

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Example
Convert the system below into matrix
x1′ = 4x1 + 7x2

x2′ = −2x1 − 5x2

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Solution
We first write the system in vector form

′
x1 (t) 4x1 + 7x2
= (18)
x2′ (t) −2x1 − 5x2

4 7 x1
= (19)
−2 −5 x2
Now let
⃗ = x1
X (20)
x2
Implying that
x1′

X⃗ ′ = (21)
x2′

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Cont...
Therefore the system becomes

⃗ ′ 4 7 ⃗
X = X (22)
−2 −5
Hence
X⃗ ′ = AX
⃗ (23)
where
4 7
A=
−2 −5

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Example
x1′ = x2 , x1 (3) = 6
1 5
x2′ = − x1 − x2 , x2 (3) = −1
2 2

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Solution
We first write the system in vector form

x1 (t) 0x1 + x2
=
x2 (t) − 1 x1 − 25 x2
2
0 1 x1
=
− 12 − 52 x2
Now let
⃗ = x1
X
x2
Implying that
x1′

X⃗ ′ = (24)
x2′

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Cont...
Therefore the system becomes

⃗ ′ 0 1 ⃗
X = X (25)
− 12 − 25
Hence
X⃗ ′ = AX
⃗ (26)
where
0 1
A=
− 12 − 52

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Example
x1′ = x2 , x1 (0) = 1
x2′ = x3 , x2 (0) = 2
x3′ = x4 , x3 (0) = 3
8 1 5 1
x4′ = − x1 + sin(t)x2 + x3 + t 2 , x4 (0) = 4
3 3 3 3

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Solution
x1′
   
0x1 + x2 + 0x3 + 0x4
 x′   0x1 + 0x2 + x3 + 0x4 
 2 =
 x′  

3 0x1 + 0x2 + 0x3 + x4 
x4′ 8 1 5 1 2
− 3 x1 + 3 sin(t)x2 + 3 x3 + 3 t
   
x2 0
 x3 + 0
  
= 
 x4   0 
8 1 5 1 2
− 3 x1 + 3 sin(t)x2 + 3 x3 3t

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Cont...
x1′
      
0 1 0 0 x1 0
 x′   0 0 1 0   x2   0 
 2 = +
 x′   0
 
3 0 0 1   x3   0 
−8
x4′ 3
1 5
3 sin(t) 3 0 x4 1 2
3t
   
0 1 0 0 0
 0 0 1 0 
X⃗ ′ =  ⃗ + 0 
 
X
 0 0 0 1   0 
−8 1 5 1 2
3 3 sin(t) 3 0 3t

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Cont...
Therefore
X⃗ ′ = AX
⃗ + g (t) (27)
where
   
0 1 0 0 0
 0 0 1 0   0 
A=
 0
 and g (t) =  
0 0 1   0 
−8 1 5 1 2
3 3 sin(t) 3 0 3t

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Homogeneous and Non-Homogeneous SLDEs
Consider the system given below
X⃗ ′ = AX
⃗ + g (t) (28)
If g (t) = 0 then equation (28) is said to be a homogeneous system.
On the other hand, if g (t) ̸= 0, equation (28) is said to be a

non-homogeneous system.
We can therefore describe equation (23) and (27) to be homogeneous

and non-homogeneous SLDEs respectively.

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Blessings

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March 18,Of2024
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Lecture 17

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Differential Equations

Kwame Nkrumah University Of Science and Technology

March 18, 2024

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

From our previous lecture, we established that

L{uc (t)f (t − c)} = e −cs F (s) (2)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Find the Laplace transform of each of the following

2 f (t) = −t 2 u3 (t) + cos(t)u5 (t)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

g (t) = 10u12 (t) + 2(t − 6)3 u6 (t) − (7 − e 12−3t )u4 (t)

7u4 (t) − e (12−3t) u4 (t) (3)

Rewriting expression (3) in the form uc (t)f (t − c), we have

7u4 (t) − e −3(t−4) u4 (t)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

f (t) = −t 2 u3 (t) + cos(t)u5 (t)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Finding the Laplace transform of the individual terms, we have

2! 6(1!) −3s 9 −3s s e −5s

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Solve the following IVP

y ′′ − y ′ + 5y = 4 + u2 (t)e 4−2t , y (0) = 2, y ′ (0) = −1

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

y ′′ − y ′ + 5y = 4 + u2 (t)e −2(t−2) (4)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Now we solve for Y (s)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Now, for G (s)

y (t) = f (t) + u2 (t)g (t − 2)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Solve the IVP

y ′′ − 5y ′ − 14y = 9 + u3 (t) + 4(t − 1)u1 (t) y (0) = −4 y ′ (0) = 10

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Y (s) = (9 + e −3s )F (s) + 4e −s G (s) + H(s)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Y (s) = 9F (s) + e −3s F (s) + 4e−s G (s) + H(s)

where f(t), g(t) and h(t) are given above.

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Solve the following IVP

y ′′ + 3y ′ + 2y = g (t), y (0) = 0, y ′ (0) = −2

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Solve the following IVP

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

H(s) = F (s)G (s)

that can not be dealt with easily using partial fractions.

Convolution is employed to deal with the product of a

(f ∗ g )(t) = (g ∗ f )(t) (Convolution is commutative operation)

2 If L{f (t)} = F (s) and L{g (t)} = G (s) then

L{f (t) ∗ g (t)} = L{g (t) ∗ f (t) = F (s)G (s) (6)

3 From equation (5) and equation (6), we can write

L−1 {F (s)G (s)} = g (t) ∗ f (t) = f (t) ∗ g (t)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Then f (t) = cos t and g (t) = sin t

=⇒ L−1 {F (s) · G (s) = f (t) · g (t)}

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

sin(t − τ ) = sin t cos τ − sin τ cos t (8)

Substituting equation (8) into equation (7)

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department