Chapter 1

Ordinary Differential Equations, ODEs

Differential Equation
A differential equation is any equation which contains derivatives, either ordinary derivatives or partial
derivatives.
There are two types of basic differential equations.

i) Ordinary Differential Equation (ODE): It is a differential equation involving ordinary deriva-

tives.

ii) Partial Differential Equation (PDE): It is a differential equation involving partial derivatives.
Example.
Examples of ODE
dy
a) dx = 2x b) y 00 + 4y = xe2x
Examples of PDE
∂z
a) ∂x = 4xy b) zxx + zy = x2 + y 2
Order and Degree of Differential Equations
Order
The order of a differential equation is the largest derivative present in the differential equation.
Degree
It refers the highest power or exponent of the term with the highest order derivative.
Remark:
Degree of a differential equation is defined only if the DE is a polynomial in all terms with the derivatives
y 0 , y 00 , y 000 , . . . , y n .
Example. Identify the order and degree of the following ODEs.
a) (y 000 )5 + 4(y 00 )7 − 2y 8 = x9 b) (y 0 )3 − 4x(y 000 )2 + (y 0000 )4 = 0
3
c) (y 00 )4 − (y 0 ) 2 = x d) (y 00 )3 + sin 4y 0 = x
Linear and Non-Linear Differential Equations

A differential equation is said to be linear if and only if the the following

two conditions are satisfied:
Definition.
i) The dependent variable and its derivatives in all terms have degree one.
ii) There is no term involving product of the dependent variable and any order of its derivatives.
A linear differential equation is any differential equation that can be written in the following
form.
gn (x)y (n) + gn−1 (x)y (n−1) + . . . + g1 (x)y 0 + g0 (x)y = h(x)
The coefficients gn (x), gn−1 (x), . . . , g0 (x) and h(x) can be zero or non-zero functions, constant or non-
constant functions, linear or non-linear functions.

A DE which is not linear is called non-linear differential equation. In general,any DE that

contains at least one of the following terms is automatically non-linear.
0
sin y 0 , cos y 0 , ln y 0 , sec y 0 , ey , sin−1 y 0 , cos−1 y 0

1
Example. Determine whether the following ODEs are linear or non-linear ODEs.
a) y 00 = √
5xy 0 b) (y 00 )2 + 3y 0
p− y = 0
00 00
c) y = 1 + x2 d) y = 1 + (y 0 )2

Solution of ODE

Any function y(x) which satisfies the given ordinary differential equation whenever
Definition.
substituted is called solution of the given ODE

There are two types of solution general solution and particular solution.

• General solution is a solution of a DE which contains arbitrary constants in its expression.

• Particular solution is a solution of a DE free from arbitrary constants

Example. a) y = 3e2x − 4x is the solution of y 00 − 2y 0 = 8

b) y = 3e2x is particular solution and y = ce2x is general solution of the DE y 000 = 8y

Initial Value Problem(IVP)

An Initial Value Problem (IVP) is a differential equation along with an appropriate number of initial
conditions.
The
dyinitial value problem for first order differential equation has the form
dx
= f (x, y)
y(x0 ) = y0
Solving First Order ODEs
The most general first order differential equation can be written as,
dy
M (x, y)dx + N (x, y)dy = 0 or dx = f (x, y)
Separable Differential Equations
A separable differential equation is any differential equation that we can write in the following form.

g(y)dy = f (x)dx
Method of solution: The general solution of separable DE is obtained by integrating both sides of
the equation
R g(y)dyR= f (x)dx.
That is g(y)dy = f (x)dx.

Example. Solve the following differential equation

a) (xy 4 − y 4 )dx − (x3 y 2 − 3x3 )dy = 0 b) 24dy − (x2 y 3 − 4x2 y + y 3 − 4y)dx = 0
2
c) tan x sin ydx + cos2 x cot ydy = 0 d) ex+2y dx − e2x−y dy = 0

Example. Solve the following IVP

y 0 + y 2 cos 2x = 0 xy 0 +
√cot y = 0
a) π
y(0) = 1 y( 2) = 4

Equation Reducible to separable: Any DE of the form y 0 = f (ax + by + c) can be reduced to

separable form using theR substitutionRt = ax + by + c.
dt 1
Then dx = a + bf (t) ⇒ a+bf (t)
dt = dx

Example. Solve the following DE

a)y 0 = 2x + y b) y 0 = 2x+2y+3
x+y+1
c) y 0 = 2x+3y+5
4x+6y−3
d) y 0 = sec(x + 5y)

2
Homogeneous Differential Equations
A function f is said to be homogeneous if the argument is multiplied by a factor, then the the result
is multiplied by some power of this factor.
f is homogeneous function of degree n if and only if for any α 6= 0, f (αx, αy) = αn f (x, y).
A differential equation M dx + N dy = 0 is said to be homogeneous if it can be put
dy
Definition. in the form dx = −M (x,y)
N (x,y)
where M (x, y) and N (x, y) are homogeneous functions
of the same degree and the ratio M N
can be represented as a function of the ratio xy .
y
To solve homogeneous differential equations, we substitute v = x
and change the differential equation
to separable DE in terms of x and v.
Example. Find the general solution
dy
a) dx = x+y dy
b) 2xy dx = x2 + y 2
px
c) (y + x2 + y 2 )dx − xdy = 0 d) xy 0 = y(ln y − ln x)
Exact Differential Equation

The equation M (x, y)dx + N (x, y)dy = 0 is called an exact differential equation
Definition.
if there is a function u(x, y) such that ∂u
∂x
= M (x, y) and ∂u
∂y
= N (x, y).

A differential equation M (x, y)dx + N (x, y)dy = 0 is exact if and only if ∂M

∂y
= ∂N
∂x
and its
Theorem. ∂u ∂u
solution is given by u(x, y) = c, where ∂x = M (x, y), ∂y = N (x, y) and c is arbitrary constant.
Formula for the solution of exact differential equation is
Z Z Z
u(x, y) = M (x, y)dx + [N (x, y) − My dx]dy

Example. Solve
a) (y 3 ex + 2 cos x)dx + (3y 2 ex − 4y)dy = 0 b) −2xy sin(x2 )dx + cos(x2 )dy = 0
2 2
c) 2x
y3
dx + y −3x
y4
dy = 0 d) ey dx + (xey + 2y)dy = 0
Non-Exact ODE
Suppose that the left hand side of the equation M (x, y)dx + N (x, y)dy = 0 is not an exact differential
equation. It is sometimes possible to choose a function µ(x, y) such that after multiplying all terms of
the equation by it, the equation is converted in to an exact differential. The general solution of the
equation thus obtained coincides with the general solution of the original equation; the functionµ(x, y)
is called the integrating factor of the equation.
An integrating factor is a function µ(x, y) when a non-exact ODE is multiplied by it,
Definition.
the left hand side of a DE becomes an exact differential.
How to find an integrating factor
Case I: If µ is a function of x alone R My −Nx
dx
µ(x) = e N

Case II: If µ is a function of y alone R Nx −My

dy
µ(y) = e M

Example. Solve
a) (y + xy 2 )dx − xdy = 0. b) (x2 + y 2 )dx − 2xydy = 0.
c) (3x2 y 4 + 2xy)dx + (2x2 y 3 − x2)dy = 0. d) (y + x4 )dx − xdy = 0

3
Linear First Order Differential Equation

dy
An equation of the form dx + p(x)y = r(x) where p(x) and r(x) are
Definition.
given continuous functions of x (or are constants) is called first-order linear equation.

To solve first-order linear equations

• Case 1: If r(x) = 0, then y 0 = −p(x)y which is separable and hence the general solution is given
by R
y(x) = ce− p(x)dx
dy
• Case 2: If r(x) 6= 0, then dx + p(x)y = r(x) can be written as [p(x)y − r(x)]dx + dy = 0 which is
My −Nx
not exact,
R
thus N = p(x). The solution is then obtained by calculating the integrating factor
p(x)dx
µ(x) = e and the general solution can be determined by
R
Z R
− p(x)dx
r(x)e p(x)dx dx + c

y(x) = e

Example. Solve
a) y 0 + 2y = 3ex b) xy 0 − (x + 1)y = x2 − x3
Solve the Initial Value Problem
c) y 0 + y tan x = sin(2x), y(0) = 1 d) y 0 − 2y = 4, y(0) = 0
dy
Bernoullis Equation An equation of the form dx + p(x)y = r(x)y n where p(x) and r(x)
Definition. are continuous functions of x(or constants), and n 6= 0 and n 6= 1
(otherwise a linear equation) is called Bernoullis equation.

The general solution of Bernoullis Equation is

Z
1−n
R
(n−1)p(x)dx
R c
y (x) = e (1 − n)e (1−n)p(x)dx r(x)dx + R
(1−n)p(x)dx
e

Example. Solve
dy dy y 2
a) dx + y = xy b) dx
+ x
= yx ln x
dy dy 2 2 +1
c) dx
+ xy = x3 y 3 d) dx
= x +y
2xy

4
Chapter 2
Linear Second Order Ordinary Differential
Equations
A second-order differential equation has the general form F (x, y, y 0 , y 00 ) = 0. The equation solved for
y 00 is of the form y 00 = f (x, y, y 0 ). A second-order differential equation is said to be linear if it can be
written as
y 00 + p(x)y 0 + q(x)y = r(x) (2.1)
Here

1. If r(x) = 0, the equation (2.1) is called homogeneous.

2. If r(x) 6= 0, the equation (2.1) is called non-homogeneous.

3. If p(x) and q(x) are constants and r(x) = 0, the equation (2.1) is called a homogeneous having
constant coefficients.

4. Any differential equation of the second order which can not be written in the form of equation
(2.1) is said to be non-linear
y 00 + 4y = sin x

Example. 00 N on − homogeneous
y + 5 sin(x)y = x2
x2 y 00 + xy 0 + (x2 − 1)y = 0
Homogeneous
y 00 + 6xy 0 + 3xy = 0
yy 00 + y 0 = 0
N on − linear
yy 00 + 4xy 0 + 6xy = 7x

A solution of F (x, y, y 0 , y 00 ) = 0 on an interval I is a function φ(x) that satisfies

Definition.
the differential equation at each point of I; that is, for all x in I F (x, φ(x), φ(x)0 , φ(x)00 ) = 0.
Homogeneous Equation with Constant Coefficients
General Solution, Basis, Initial Solution

Definition. The wronskian of n functions y1 , y2 , y3 , . . . , yn of (n − 1) times differentiable on an interval

I, is defined as
W (x) = W (y1 , y2 , y3 , . . . , yn )

y1 (x) y2 (x) ... yn (x)

y10 (x) y20 (x) ... yn0 (x)
= .. .. ... ..
. . .
(n−1) (n−1) (n−1)
y1 (x) y2 (x) . . . yn (x)

Theorem. If W (y1 , y2 , y3 , . . . , yn ) 6= 0 for some x0 ∈ I, then {y1 , y2 , y3 , . . . , yn } is linearly independent.

Example. a) {x, x2 , sin2 x} b) {1, sin2 x, cos2 t}

Basis

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If y1 (x) and y2 (x) are both solutions of the linear homogeneous equation
y 00 + p(x)y 0 + q(x)y = 0,
Theorem.
then the function y(x) = C1 y1 (x) + C2 y2 (x) is also a solution
where C1 and C2 are only constants.

The set {y1 (x), y2 (x)} is called a basis or a fundamental system of solution for
Definition.
y 00 + p(x)y 0 + q(x)y = 0, if y1 (x) and y2 (x) are linear independent.

General Solution
The general solution of a differential equation of second order is a function
Definition. y = φ(x, C1 , C2 ) which is dependent on the arbitrary constants C1 and C2
such that it satisfies the equation for any values of the constants C1 and C2 .

If y1 (x) and y2 (x) are linearly independent solution of y 00 + p(x)y 0 + q(x)y = 0, then
Theorem.
the general solution given by y(x) = C1 y1 (x) + C2 y2 (x) where C1 and C2 are arbitrary constants.

Reduction Order
Some differential equation of second order equation of free y; that is, F (x, y 0 , y 00 ) = 0 can be solved by
reducing it to first order differential equation by letting y 0 = u ⇒ y 00 = u0 , and substituting in to the
equation F (x, y 0 , y 00 ) = 0 , where u as a function of x.

Example. Solve
a) xy 00 + 2y 0 = x2 − 1 b) 2yy 00 − (y 0 )2 = 1

Given One Solution to Find Another

Consider the homogeneous differential equation

y 00 + p(x)y 0 + q(x)y = 0
R − R p(x)dx
suppose a non trivial solution y1 = y1 (x) is given. y2 (x) = y1 (x) e y2 dx is another solution of
1
the homogeneous equation and which is linearly independent with y1 .

Example. Find the second solution of x2 y 00 − xy 0 + y = 0,on I = (0, ∞) and y1 (x) = x is a solution.

6
Real Root, Complex Roots, Double Root of the Characteristic Equation

y 00 + py 0 + qy = 0, where p and q are constants are called homogeneous equations with

Definition.
constant coefficients and the equation r2 + pr + q = 0 is called the characteristic equation.

If λ is the solution of the characteristic equation, then eλx

Theorem.
is a solution of the associated homogeneous differential equation.

• If the characteristic equation r2 + pr + q = 0 has two distinct roots λ1 and λ2 , then DE

y 00 + py 0 + qy = 0, has two linearly independent solutions y1 (x) = eλ1 x and y2 (x) = eλ2 x and the
general solution is y(x) = c1 eλ1 x + c2 eλ2 x
• If the characteristic equation r2 + pr + q = 0 has double roots λ1 = λ = λ2 , then y1 (x) = eλx
is one of solution and by reduction method y2 (x) = xeλx is another solution. Therefore, the general
solution will be y(x) = c1 eλx + c2 xeλx
• If the characteristic equation r2 + pr + q = 0 has complex roots λ1 = α + iβ and λ2 = α − iβ. This
yields two linearly independent solutions y1 (x) = e(α+iβ)x and y2 (x) = e(α−iβ)x . Therefore, the general
solution will be y(x) = c1 e(α+iβ)x + c2 e(α−iβ)x
Remark:
eiθ = cos θ + i sin θ is Euler’s Equation.
By using Euler’s Equation, we can rewrite the general solution

y(x) = eαx (c3 cos βx + c4 sin βx)

Where, c3 = c1 + c2 and c4 = i(c1 − c2 )

Example. Find the general solution

a) y 00 + y 0 − 6y = 0 b) y 00 − 6y 0 + 9y = 0 c) y 00 − 6y 0 + 13y = 0
Solve the IVP
a)y 00 + y 0 − 6y = 0, y(0) = 1, y 0 (0) = 0 b) y 00 + y 0 = 0, y(0) = 2, y 0 (0) = 3
00 0 0
c) y + y − 2y = 0, y(0) = 4, y (0) = −5 d) y 00 + y 0 + 41 y = 0, y(0) = 3, y 0 (0) = − 72

Non-homogeneous Equation with constant Coefficients

The general solution of the non-homogeneous differential equation y 00 + py 0 + qy = r(x)

Theorem. can be y(x) = yp (x) + yc (x) where yp (x) is a particular solution of y 00 + py 0 + qy = r(x) and
yc (x) is a complementary solution of y 00 + py 0 + qy = 0
There are two methods for finding the particular solution

1. The method of undetermined coefficients

2. The method of variation of parameters

The method of undetermined coefficients

Let y00 + py0 + qy = r(x)

• Case I: If r(x) is a polynomial function, then yp (x) is a polynomial of the same degree as r(x).

• Case II:If r(x) is of the form aerx , where a and r are constants, and

1. If r is not a root of the characteristics equation, then yp (x) = a1 erx

7
2. If r is a root of multiple one, then yp (x) = a1 xerx
3. If r is a double root( multiple two), then yp (x) = a1 x2 erx

• Case III: If r(x) is either a cos(γx) or a sin(γx), and

1. If iγ is not a root of the characteristic equation, then

yp (x) = a1 sin(γx) + a2 cos(γx)

2. If iγ is a root of the characteristic equation, then

yp (x) = a1 x sin(γx) + a2 x cos(γx)

Example. Find the general solution

a)y 00 − 4y 0 − 12y = 3e5x b)y 00 − 4y 0 − 12y = 2x3 − x + 3
c)y 00 − 6y 0 + 9y = e3x d) y 00 + 2y 0 + 2y = sin x

We now need move on to some more complicated functions. The more complicated functions arise by
taking products and sums of the basic kinds of functions. Lets first look at products.

Example. Find the general solution

a) y 00 − 4y 0 − 12y = xe4x b) y 00 − 4y 0 − 12y = 16e7x sin(10x) c) y 00 − 4y 0 − 12y = (9t2 − 103t) cos x d)
y 00 − 4y 0 − 12y = −e−2x (3 − 5x) cos(9x)

If YP −1 (x) is a particular solution for y00 + py0 + qy = r1 (x)

Theorem. and if YP2 (t) is a particular solution for y00 + py0 + qy = r2 (x)
then YP −1 (x) + YP −2 (x) is a particular solution for y00 + py0 + qy = r1 (x) + r2 (x)
Example. Find the general solution
a) y 00 + 3y 0 − 28y = 7x + e−7x − 1 b)y 00 − 100y = 9x2 e10x + cos x − x sin x
c) 4y 00 + y = e−2x sin( x2 ) + 6x cos( x2 )

The method of variation of parameters

Consider the differential equation,
y00 + py0 + qy = r(x)
Assume that y1 (t) and y2 (t) are a fundamental set of solutions for

y00 + py0 + qy = 0

Then a particular solution to the nonhomogeneous differential equation is,

Z Z
y2 r(x) y1 r(x)
yp (x) = −y1 dx + y2 dx
W (y1 , y2 ) W (y1 , y2 )
Example. Using the variation method find the general solution
x
a) y 00 − 2y 0 + y = ex b) y 00 − 5y 0 + 6y = 4e2x

Eulers Cauchy Equation

Any differential equation of the form

Definition. an xn y (n) + an−1 xn−1 y (n−1) + . . . + a1 xy 0 + a0 y = 0
where an , an−1 , . . . , a1 , a0 are constants is called Eulers differential equation.

8
The second order Euler Equation (Cauchy equation) has a form

x2 y 00 + axy 0 + by = 0

where a and b are constants and x 6= 0.

y = xλ is a solution of x2 y 00 + axy 0 + by = 0 if λ2 + (a − 1)λ + b = 0

• Case I: If λ1 6= λ2 and real. The general solution is

y = c1 x λ 1 + c2 x λ 2

• Case II: If λ1 = λ2 and real, then y1 (x) = xλ1 , y2 (x) = xλ1 ln x by reduction of order. Hence the
general solution is y = (c1 + c2 ln x)xλ1

• Case II:If λ1 and λ2 complex roots, suppose that the roots λ1 and λ2 are complex conjugates say
λ1 = α − iβ and λ2 = α + iβ with β 6= 0. The general solution

y = c1 y1 + c2 y2 = c1 xα cos(β ln x) + c2 xα sin(β ln x)

Example. Solve
a) 2x2 y 00 + 3xy 0 − y = 0, where x > 0 b)4x2 y 00 − 4xy 0 + 3y = 0, where x > 0
c) x2 y 00 + 5xy 0 + 4y = 0, where x > 0 d) x2 y 00 + xy 0 + y = 0, where x > 0

9
Chapter 3
Laplace Transforms
Suppose that f (t) is a piecewise continuous function. The Laplace transform of f (t)
Definition. is denoted £{f
R ∞ (t)} and defined as
£{f (t)} = 0 e−st f (t)dt

There is an alternate notation for Laplace transforms. For the sake of convenience we will often
denote Laplace transforms as,
£{f (t)} = F (s)

Definition. Find the Laplace transforms of the following

a) f (t) = 1 b) f (t) = t c) eat d) f (t) = sin 3t
e) f (t) = cos 2t f ) f (t) = cosh 3t g) f (t) = sinh 3t h) f (t) = tn

Linearity of the Laplace Transform

The Laplace transform is a linear operation; that is, for any functions f (t) and g(t)
Theorem.
whose transforms exist and any constants a and b the transform of af (t) + bg(t) exists, and
£{af (t) + bg(t)} = a£{f (t)} + b£{g(t)}

First Shifting Theorem, s-Shifting

Theorem.
If £{f (t)} = F (s) and a is any real number, then £{eat f (t)} = F (s − a)

Example. a) £{e5t t3 } b) £{e−2t cos 4t} c) £{sinh t cos t}

Second translation or shifting property.

Theorem. f (t − a), t > a
If £{f (t)} = F (s), a ≥ 0 and G(t) = , then £{G(t)} = e−as F (s)
0, t<a

Example.Evaluate £{G(t)}
(t − 2)3 , t>2 3t + 1, t>1
a) G(t) = b) G(t) =
0, 0≤t<2 0, 0≤t<1
t > π2

cos 2t, t>π sin t,
c) G(t) = d) G(t) =
0, 0≤t<π 0, 0 ≤ t < π2

Change of scale property

Theorem.
If £{f (t)} = F (s), then £{f (at)} = a1 F ( as )

Example. Evaluate

a) £{sin(3t)} b) £{sinh(3t)}

Inverse Transform
If F (s) represents the Laplace transform of a function f (t), that is,£{f (t)} = F (s) ,
Theorem.
then we say f (t) is the inverse Laplace transform of F (s) and write f (t) = £−1 {f (t)}.

Example. Evaluate
2
a) £−1 { s15 } b) £−1 { s21+7 } c) £−1 { −2s+6
s2 +4
} d) £−1 { (s−1)(s−2)(s+4)
s +6s+9
}

10
A function f is said to be of exponential order c if there exist constants
Definition.
c, M > 0, and T > 0 such that |f (t)| ≤ M ect for all t > T .

Sufficient Conditions for Existence

Theorem. If f is piecewise continuous on [0, ∞) and of exponential order c, then £{f (t)} exists for s > c.

Uniqueness
If the Laplace transform of a given function exists, it is uniquely determined.

Behavior of F (s) as s → ∞

If f is piecewise continuous on (0, ∞) and of exponential order and

Theorem. F (s) = £{f (t)}, then lim F (s) = 0
s→∞

LAPLACE TRANSFORM OF DERIVATIVES

If f, f 0 , f 00 , . . . f (n−1) are continuous on [0, ∞) and are of exponential order and if f (n) (t)
is piecewise continuous on [0, ∞), then
Theorem.
£{f (n) (t)} = sn F (s) − sn−1 f (0) − sn−2 f 0 (0) − . . . − f (n−1) (0),
where F (s) = £{f (t)}

Example. Evaluate
a)£{ dtd cos 3t} b) £{ dtd t sin 3t}

DERIVATIVES OF LAPLACE TRANSFORM

d n
Theorem. If F (s) = £{f (t)} and n = 1, 2, 3, . . . , then £{tn f (t)} = (−1)n ds n F (s)

Example. Evaluate
a) £{t2 cos t} b) £{t2 sinh t} c) £{te−3t cos 3t} d) £{t3 et }

Laplace Transform of the Integral of a Function

Laplace Transform of Integral

Let F (s) = £{f (t)} and f (t) is piecewise continuous for t ≥ 0 and exponential order.
Theorem.
Then, for s > 0
Rt Rt
£{ 0 f (τ )dτ } = 1s F (s), thus 0 f (τ )dτ = £−1 { 1s F (s)}.

Example.
Rt Solve Rt
a) £{ 0 e−τ cos τ dτ } b) £{ 0 τ sin τ dτ }
Rt Rt
c) £{ 0 cos τ dτ } d) £{ 0 eτ dτ }

CONVOLUTION
If functions f and g are piecewise continuous on the interval [0, ∞), then a special product, denoted by
f ∗ g, is defined by the integral Z t
f ∗g = f (τ )g(t − τ )dτ
0
is called the convolution of f and g. The convolution f ∗ g is a function of t.

11
Convolution Theorem
If f (t) and g(t) are piecewise continuous on [0, ∞)
Theorem.
and of exponential order, then £{f ∗ g} = £{f (t)}£{g(t)} = F (s)G(s)
Example.
Rt Evaluate Rt
a) £{ 0 eτ sin(t − τ )dτ } b) £{ 0 τ et−τ dτ }
Rt Rt
c) £{ 0 sin τ cos(t − τ )dτ } d) £{t 0 sin τ dτ }
Convolution Properties

• f ∗g =g∗f (commutative law)

• f ∗ (g1 + g2 ) = (f ∗ g1 ) + (f ∗ g2 ) (distributive law)

• (f ∗ g) ∗ h = f ∗ (g ∗ h) (associative law)
Properties of Inverse Laplace Transform
Let £{f (t)} = F (s), £{g(t)} = G(s) and a be any constant. Then,
1. £−1 {aF (s)} = a£−1 {F (s)} = af (t)

2. £−1 {F (s) + G(s)} = £−1 {F (s)} + £−1 {G(s)} = f (t) + g(t)

3. £−1 {F (s − a)} = eat £−1 {F (s)} = eat f (t)

−1 e−as 1 t≥a
4. £ { s } = Ua (t) =
0 t<a

−1 −as f (t − a) t ≥ a
5. £ {e F (s)} = G(t) =
0 t<a
Example. Evaluate
3
a) £−1 { ss+1
2 +2 } b)£−1 { (s+1)
s4
}
−1 −1 2s−10 −5s
c) £ { s23s+4
+4s+5
} d) £ { s3 e }

Application of Laplace Transforms to Solve ODEs.

Let us now discuss how the Laplace transform method solves ODEs and initial value problems. We
consider an initial value problem

y 00 + ay 0 + by = r(t), y(0) = y0 , y 0 (0) = y1 (*)

where a and b are constant.

Step 1: Take both side the laplace transform of the ODE in (∗)
Step 2: Solve for £{y(t)} from step 1
Step 3: Compute £−1 {£{y(t)}}
Example. Using laplace transform solve the following IVPs
a) y 0 + 3y = 13 sin 2t, y(0) = 6 b) y 00 − 3y 0 + 2y = e−4t , y(0) = 1, y 0 (0) = 5
00 0
c) y − y = t, y(0) = 1, y (0) = 1 d) y 00 + y 0 + 9y = 0, y(0) = 0.16, y 0 (0) = 0 √
e) y 00 + 4y 0 = cos(t − 3) + 4t, y(3) = 0, y 0 (3) = 7 f ) y 00 + y = 2t, y( π4 ) = π2 , y 0 ( π4 ) = 2 − 2
g) y 00 + 3ty 0 − 6y = 2, y(0) = 0, y 0 (0) = 0 h) ty 00 − ty 0 + y = 2, y(0) = 2, y 0 (0) = −4

12
Chapter 4
VECTOR CALCULUS
Vector Functions
A function is a rule that assigns to each element in the domain an element in the range. A vector-
valued function, or vector function, is simply a function whose domain is a set of real numbers
and whose range is a set of vectors. We are most interested in vector functions r whose values are
three-dimensional vectors.
If f (t),g(t) , and h(t) are the components of the vector r(t), then f , g, and h are real-valued functions
called the component functions of r and we can write

r(t) = hf (t), g(t), h(t)i = f (t)i + g(t)j + h(t)k

Example. Find the domain √ of the vector function

√ √
a) r(t) = ht3 , ln(3 − t), ti b) r(t) = ht2 , t − 1), 5 − ti c) r(t) = h t−2
t+2
, sin t, ln(9 − t2 )i

Limit of vector function

If r(t) = hf (t), g(t), h(t)i, then limr(t) = hlimf (t), limg(t), limh(t)i
Definition. t→a t→a t→a t→a
provided the limits of the component functions exist.

Example. Find the limit. √

t
a) lim+ hcos t, sin t, t ln ti b) limh e −1
t
, 1+t
t
3
, 1+t i c) limh t + 3, tt−1
2 −1 ,
tan t
t
i
t→0 t→0 t→1

Continuity of Vector Function

A vector function r is continuous at a if

limr(t) = r(a)
t→a

Space Curve
Suppose that f , g, and h are continuous real-valued functions on an interval I. Then the set C of all
points (x, y, z) in space, where

x = f (t) y = g(t) z = h(t) (**)

and t varies throughout the interval I, is called a space curve. The equations in (∗∗) are called
parametric equations of C and t is called a parameter.
Any continuous vector function r defines a space curve C that is traced out by the tip of the moving
vector r and the vector r(t) = f (t)i + g(t)j + h(t)k is a vector equation of the space curve C.
Derivatives and Integrals of Vector Functions
Derivatives
If r(t) = hf (t), g(t), h(t), i = f (t)i + g(t)j + h(t)k, where f, g, and h are differentiable functions,
Theorem.
then r0 (t) = hf 0 (t), g 0 (t), h0 (t), i = f 0 (t)i + g 0 (t)j + h0 (t)k
Note
The vector r0 (t) is called the tangent vector to the curve defined by r at the point p, provided that
r0 (t) exists and r0 (t) 6= 0 .

13
Differentiation Rules

Suppose u and v are differentiable vector functions, c is a scalar, and

f is a real-valued function. Then
1) dtd [u(t) + v(t)] = u0 (t) + v0 (t)

2) d
dt
[cu(t)] = cu0 (t)

Theorem. 3) d
dt
[f (t)u(t)] = f (t)u0 (t) + f 0 (t)u(t)

4) d
dt
[u(t) · v(t)] = u0 (t)v(t) + u(t)v0 (t)

5) d
dt
[u(t) × v(t)] = u0 (t) × v(t) + u(t) × v0 (t)

6) d
dt
[u(f (t))] = u0 (f (t))f 0 (t)
Example. Find the√derivative of the vector function. √
a) r(t) = ht2 , 1 − t, ti b) r(t) = hsin−1 t, 1 − t2 , 1i
2
c) r(t) = het , −1, ln(1 + 3t)i d) r(t) = ta × (b + tc)
Example. Find the unit tangent vector T(t) at the point with√the given value of the parameter t.
a) r(t) = 6t5 i + 4t3 j + 2tk, t = 1 b)r(t) = 4 ti + t2 j + tk, t = 1
c) r(t) = cos ti + 3tj + 2 sin 2tk, t = 0 d) r(t) = 2 sin ti + 2 cos tj + tan tk, t = π4
Exercise. Find parametric equations for the tangent line to the curve with the given parametric equa-
tions at the specified point.
a) x = t5 , y = t4 , z = t3 ; (1, 1, 1) b)x = e−t cos t, y = e−t sin t, z = e−t ; (1, 0, 1)
Integrals

If the vector function

r(t) =f (t)i+ g(t)j + h(t)k
is continuous,

Theorem. Ra Ra Ra Ra
then b r(t)dt = b
f (t)dt i + b
g(t)dt j + b
h(t)dt k.

Example.
Evaluate the integral
R1 4 2t
R π/2 2 2
a) 0 1+t 2 j + 1+t2 k dt b) 0
3 sin t cos ti + 3 sin t cos tj + 2 sin t cos tk dt
R4 √

−t 1
R
c) 1 ti + te j + t2 k dt d) cos πti + sin πtj + tk dt

Vector Fields

Let D be a set in <2 (a plane region). A vector field on <2 is a function F

Definition.
that assigns to each point (x, y) in D a two-dimensional vector F(x, y).

Let E be a set in <3 . A vector field on <3 is a function F

Definition.
that assigns to each point (x, y, z) in E a three-dimensional vector F(x, y, z).
The best way to picture a vector field is to draw the arrow representing the vector F starting at the
point p. Of course, its impossible to do this for all points p, but we can gain a reasonable impression of
F by doing it for a few representative points in in the domain.

14
Example. Sketch the vector field F
a) F(x, y) = −yi + xj b) F(x, y, z) = zk
c) F(x, y) = (x − y)i + xj d) F(x, y, z) = j − i

Gradient Fields
If f is a scalar function of two variables, its gradient ∇f (or grad f ) is defined by

∇f (x, y) = fx (x, y)i + ∇fy (x, y)j

Therefore, ∇f is really a vector field on <2 and is called a gradient vector field. Likewise, if f is a
scalar function of three variables, its gradient is a vector field on <3 given by

∇f (x, y, z) = fx (x, y, z)i + ∇fy (x, y, z)j + fz (x, y, z)k

Example. Find the gradient vector field of f . p

a) f (x, y) = ln(x + 2y) b) f (x, y) = x2 e−3x c) f (x, y, z) = x2 + y 2 + z 2 d) f (x, y, z) = x cos( yz )

A vector field F is called a conservative vector field if it is the gradient of some scalar function,
that is, if there exists a function f such that F = ∇f . In this situation f is called a potential function
for F.
Line Integrals
In this section we define an integral that is similar to a single integral except that instead of integrating
over an interval [a, b] , we integrate over a curve C. Such integrals are called line integrals, although
curve integrals.
If f is defined on a smooth curve C given by Equations x = g(t) y = h(t) a ≤ t ≤ b, then the
n
Definition.
line integral of f along C is f (x, y)ds = lim f (x∗i , yi∗ )∆si if this limit exists.
R P
C n→∞i=1

If f is defined on a smooth curve

s C given by Equations x = x(t) y = y(t) a ≤ t ≤ b, then
2 2
Theorem. R Rb
f (x, y)ds = a f (x(t), y(t)) dx
dt
+ dy dt
dt
C

The value of the line integral does not depend on the parametrization of the curve, provided that
the curve is traversed exactly once as t increases from a to b.
Suppose now that C is a piecewise-smooth curve; that is,C is a union of a finite number of smooth
curves C1 , C2 , . . . , Cn . Then we define the integral of f along C as the sum of the integrals of f along
each of the smooth pieces of C:
Z Z Z Z
f (x, y)ds = f (x, y)ds + f (x, y)ds + . . . + f (x, y)ds
C C1 C2 Cn

Example.
R Evaluate
a) (2 + x y)ds, where C is the upper half of the unit circle x2 + y 2 = 1.
2

RC
b) 2xds, where C consists of the arc C1 of the parabola y = x2 from (0, 0) to (0, 1) followed by the
C
vertical
R line segment C2 from (1, 1) to (1, 2).
c) yex ds, C is the line segment joining (1, 2) to (4, 7)
RC
d) xy ds, C : x = t4 , y = t3 , 12 ≤ 1
C

15
Two other line integrals are obtained by replacing ∆si by either ∆xi = xi − xi−1 or ∆yi = yi − yi−1 .
They are called the line integrals of f along C with respect to x and y:
Z n
X
f (x, y)dx = lim f (x∗i , yi∗ )∆xi
n→∞
C i=1

Z n
X
f (x, y)dy = lim f (x∗i , yi∗ )∆yi
n→∞
C i=1

The following formulas say that line integrals with respect to x and y can also be evaluated by expressing
everything in terms of t:x = x(t), y = y(t), dx = x0 (t)dt, dy = y 0 (t)dt.
Z Z b
f (x, y)dx = f (x(t), y(t))x0 (t)dt
a
C
Z Z b
f (x, y)dy = f (x(t), y(t))y 0 (t)dt
a
C
It frequently happens that line integrals with respect to x and y occur together. When this happens,
its customary to abbreviate by writing
Z Z Z
P (x, y)dx + Q(x, y)dy = P (x, y)dx + Q(x, y)dy
C C C

In particular, we often need to parametrize a line segment, so its useful to remember that a vector
representation of the line segment that starts at r0 and ends at r1 is given by

r = (1 − t)r0 + tr1 , 0≤t≤1

A given parametrization x = x(t), y = y(t),a ≤ t ≤ b , determines an orientation of a curve C, with the

positive direction corresponding to increasing values of the parameter t.
If −C denotes the curve consisting of the same points as C but with the opposite orientation, then we
have Z Z
f (x, y)dx = − f (x, y)dx
−C C
Z Z
f (x, y)dy = − f (x, y)dy
−C C

But if we integrate with respect to arc length, the value of the line integral does not change when we
reverse the orientation of the curve:
Z Z
f (x, y)ds = f (x, y)ds
−C C

Example.
R Evaluate
a) (xy + ln x)dy, C is the arc of the parabola y = x2 from (1, 1) to (3, 9)
RC
b) xey dx, C is the arc of the curve x = ey from (1, 0) to (e, 1)
RC
c) sin xdx + cos ydy, C consists of the top half of the circle x2 + y 2 = 1 from (1, 0) to (−1, 0) and the
C
line segment from (−1, 0) to (−2, 3)

16
Line Integrals in Space
We now suppose that C is a smooth space curve given by the parametric equations
x = x(t) y = y(t) z = z(t) a ≤ t ≤ b
or by a vector equation r(t) = x(t)i +y(t)j + z(t)k. If f is a function of three variables that is continuous
on some region containing C, then we define the line integral of f along C.
Z X n
f (x, y, z)ds = lim f (x∗i , yi∗ , zi∗ )∆si
n→∞
C i=1

We evaluate it using a formula

s 2 2 2
Z Z b
dx dy dz
f (x, y, z)ds = f (x(t), y(t), z(t)) + + dt
a dt dt dt
C

Line integrals along C with respect to x, y, and z can also be defined.

Z n
X Z b
∗ ∗ ∗
f (x, y, z)dx = lim f (xi , yi , zi )∆xi = f (x, y, z)x0 (t)dt
n→∞ a
C i=1

Z n
X Z b
∗ ∗ ∗
f (x, y, z)dy = lim f (xi , yi , zi )∆yi = f (x, y, z)y 0 (t)dt
n→∞ a
C i=1
Z n
X Z b
∗ ∗ ∗
f (x, y, z)dz = lim f (xi , yi , zi )∆zi = f (x, y, z)z 0 (t)dt
n→∞ a
C i=1

Example. Evaluate
a) xy ds, C : x = 4 sin t, y = 4 cos t, z = 3t, 0 ≤ t ≤ π2
R 3
RC
b) xeyz ds, C is the line segment from (0, 0, 0) to (1, 2, 3)
RC
c) zdx + xdy + ydz, C : x = t2 , y = t3 , z = t2 , 0 ≤ t ≤ 1
C
R
d) (x + yz)dx + 2xdy + xyzdz, C consists of the line segment from (0, 0, 0) to (1, 2, −1) and from
C
(1, 2, −1) to (3, 2, 0)
Line Integrals of Vector Fields
The work done by a continuous force field F in moving a particle along a smooth curve C which given
by a vector function r(t), a ≤ t ≤ b, is given by the formula
Z Z b
W = F · dr = F(r(t)) · r0 (t)dt
a
C

Let F be a continuous vector field defined on a smooth curve C given by a vector function r(t),
Definition. a ≤ t ≤ b. Then the line integral of F along C is R F · dr = R b F(r(t)) · r0 (t)dt = R F · Tds
a
C C

Example. 1. Find the work done by the force field F(x, y) = xi + (y + 2)j in moving an object along
an arch of the cycloid r(t) = (t − sin t)i + (1 − cos t)j, 0 ≤ t ≤ 2π

17
2. Find the work done by the force field F(x, y) = x sin yi + yj on a particle that moves along the
parabola y = x2 from (−1, 1) to (2, 4).

3. The force exerted by an electric charge at the origin on a charged particle at a point (x, y, z) with
Kr
position vector r = hx, y, zi is F(r) = |r| 3 where K is a constant. Find the work done as the

particle moves along a straight line from (2, 0, 0) to (2, 1, 5).

4. The base of a circular fence with radius 10m is given by x = 10 cos t, y = 10 sin t . The height of
the fence at position (x, y) is given by the function h(x, y) = 4 + 0.01(x2 − y 2 ). Suppose that 1L of
paint covers 100m2 . Determine how much paint you will need if you paint both sides of the fence.

The Fundamental Theorem for Line Integrals

Let C be a smooth curve given by the vector function r(t), a ≤ t ≤ b. Let f be a differentiable
Theorem. function of two orR three variables whose gradient vector ∇f is continuous on C. Then
∇f · dr = f (r(b)) − f (r(a))
C

Independence of Path R
If F is a continuous vector field with domain D, we say that the line integral F · dr is independent of
R R C
path if F·dr= F·dr for any two paths C1 and C2 in D that have the same initial and terminal points.
C1 C2
With this terminology we can say that line integrals of conservative vector fields are independent
of path.
Note: A curve C is called closed if its terminal point coincides with its initial point, that is, r(a) = r(b)
R R
Theorem. F · dr is independent of path in D if and only if F · dr = 0 for every closed path C in D.
C C

Note

• The set D is said to be open if for every point P in D there is a disk with center P that lies
entirely in D.

• The set D is said to be connected if any two points in D can be joined by a path that lies in D.
Suppose
R F is a vector field that is continuous on an open connected region D.
Theorem. If F · dr is independent of path in D, then F is a conservative vector field on D;
C
that is, there exists a function f such that ∇f = F.
R
Corollary 1. F is conservative vector field if and only if F · dr = 0 on the closed curve C
C

If F(x, y) = P (x, y)i + Q(x, y)j is a conservative vector field, where P and Q
Theorem. have continuous first-order partial derivatives on a domain D, then throughout D we have
∂P
∂y
= ∂Q
∂x

Note

• A simple curve is a curve that doesn’t intersect itself anywhere between its endpoints.

18
• A curve C defined by r(t), a ≤ t ≤ b is called simple closed curve if r(t1 ) 6= r(t2 ) for a < t1 <
t2 < b.

• A simply-connected region in the plane is a connected region D such that every simple closed
curve in D encloses only points that are in D.
Let F(x, y) = P (x, y)i + Q(x, y)j be a vector field on an open simply-connected region D.
Suppose that P and Q have continuous first-order derivatives and
Theorem. ∂P
∂y
= ∂Q
∂x
throughout D
Then F is conservative.
Example. Show that the line integral is independent of path and evaluate the integral.
a) tan ydx + x sec2 ydy, C is any path from (1, 0) to (2, π4 )
R
RC
b) (1 − ye−x )dx + e−x dy, C is any path from (0, 1) to (1, 2)
C

Example. Determine whether or not F is a conservative vector field. If it is, find a function f such
that F = ∇f
a) F(x, y) = (3 + 2xy)i + (x2 − 3y 2 )j
b) F(x, y) = (x3 + 4xy)i + (4xy − y 3 )j c) F(x, y) = (2x cos y − y cos x)i + (−x2 sin y − sin x)j
d) F(x, y, z) = y 2 i + (2xy + e3z )j + 3ye3z k e) F(x, y, z) = y 2 cos zi + 2xy cos zj − xy 2 sin zk
Green’s Theorem

Let C be a positively oriented, piecewise-smooth, simple closed curve in the plane and let D
be the region bounded by C. If P and Q have continuous partial derivatives
Theorem. on an open region that contains D, then

R R R ∂Q ∂P
P dx + Qdy = ∂x
− ∂y dA
C D

Example. Evaluate

R
a x4 dx + xydy, where C is the triangular curve consisting of the line segments from (0, 0) to (1, 0),
C
from (1, 0) to (0, 1), and from (0, 1) to (0, 0).

R
b ydx − xdy, where C is a circle x2 + y 2 = 1.
C

R
c ey dx + 2xey dy, where C is the square with sides x = 0, x = 1, y = 0, and y = 1
C

R √
x
d (y + e )dx + (2x + cos y 2 )dy, where C is the boundary of the region enclosed by the parabolas
C
y = x2 and x = y 2 .
Green’s TheoremR in R computing areas
Since the area of D is 1dA, we wish to choose P and Q so that
D

∂Q ∂P
− =1
∂x ∂y

19
Then Green’s Theorem gives the following formulas for the area of D:
I I I
1
A = xdy = − ydx = xdy − ydx
2
c c c

Example. Using Green’s theorem find the area of the region D.

2 2
a) D is enclosed by the ellipse xa2 + yb2 = 1
b) D is pentagon with vertices (0, 0), (2, 1), (1, 3), (0, 2), and (−1, 1)

 
C1 C2
D1 D2

 
C3 - C3

Suppose that the S

region D is a finite union of non-overlapping
S simple regions D1 and D2 . The
boundary of D1 is C1 C3 and the boundary of D2 is C2 (−C3 ). Then
Z Z Z
∂Q ∂P
P dx + Qdy = − dA
S
∂x ∂y
C1 C2 D

The same sort of argument allows us to establish Greens Theorem for any finite union of non-overlapping
simple regions.
Example. Evaluate

20
R
a) y 2 dx+3xydy, where C is the boundary of the semi-annular region in the upper half-plane between
C
the circles x2 + y 2 = 4 and x2 + y 2 = 1.

xe−2x dx + (x4 + 2x2 y 2 )dy, where C is the boundary of the semi-annular region in the upper
R
b)
C
half-plane between the circles x2 + y 2 = 4 and x2 + y 2 = 1.

 D’

C1 C2 
D


D’’


Green’s Theorem can be extended to apply to regions with holes, that is, regions that are not simply-
connected. Observe that the boundary C of the region D in Figure 2 consists of two simple closed curves
C1 and C2 . We assume that these boundary curves are oriented so that the region D is always on the
left as the curve C is traversed. Thus, the positive direction is counterclockwise for the outer curve C1
but clockwise for the inner curve C2 . If we divide D into two regions D0 and D00 by means of the lines
shown in Figure 3 and then apply Greens Theorem to each of D0 and D00 we get
Z Z Z Z Z
∂Q ∂P
− dA = P dx + Qdy + P dx + Qdy = P dx + Qdy
∂x ∂y
D C1 C2 C

(−yi+xj) R
Exercise. If F(x, y) = x2 +y 2
, then find F · dr for every positively oriented simple closed path C that
C
encloses the origin.

21
Curl and Divergence
Curl
In this section we define two operations that can be performed on vector fields.Each operation resembles
differentiation, but one produces a vector field whereas the other produces a scalar field.
If F = P i + Qj + Rk is a vector field on <3 and the partial derivatives of P , Q, and R all exist, then
the curl of F is the vector field on <3 defined by

∂R ∂Q ∂P ∂R ∂Q ∂P
curl F = − i+ − j+ − k
∂y ∂z ∂z ∂x ∂x ∂y

We introduce the vector differential operator ∇ (del) as

∂ ∂ ∂
∇=i +j +k
∂x ∂y ∂z
It has meaning when it operates on a scalar function f to produce the gradient of f :
∂f ∂f ∂f ∂ ∂ ∂
∇f = i +j +k = i+ j+ k
∂x ∂y ∂z ∂x ∂y ∂z

curl F = ∇ × F

If is a function of three variables that has continuous second-order partial derivatives,

Theorem.
then curl(∇f ) = 0

Corollary 2. If F is conservative, then curl F = 0.

If F is a vector field defined on <3 all of whose component functions have

Theorem.
continuous partial derivatives and curl F = 0, then F is a conservative vector field.

Example. Find the curl F

a) F(x, y, z) = xyzi − x2 yk b) F(x, y, z) = cos(xz)j − sin(xy)k
c) F(x, y, z) = ex sin yi + ex cos yj + zk d) F(x, y, z) = x2 +yx2 +z2 i + x2 +yy2 +z2 j + z
x2 +y 2 +z 2
k

Example. Determine whether or not the vector field F is conservative. If it is conservative, find the
potential function f .
a) F(x, y, z) = 3z 2 i + cos yj + 2xzk b) F(x, y, z) = ye−x i + e−x j + 2zk
c) F(x, y, z) = y cos(xy)i + x cos(xy)j − sin zk d) F(x, y, z) = 2xyi + (x2 + 2yz)j + y 2 k

Divergence
∂p ∂Q ∂R
If F = P i + Qj + Rk is a vector field on <3 and , ,
∂x ∂y
and ∂z
exist, then the divergence of F is the
function of three variables defined by

∂p ∂Q ∂R
div F = + +
∂x ∂y ∂z

div F = ∇ · F

If F = P i + Qj + Rk is a vector field on and <3 and P , Q, and R

Theorem. have continuous second-order partial derivatives, then
div curl F = 0

22
Example. If F(x, y, z) = hln x, ln(xy), ln(xyz)i, f (x, y, z) = x2 y sin z and G(x, y, z) = hxe−y , xz, zey )i,
then find
a) div(F + G) b)curl(F + G)
c) div(f F) d) curl(f F) e) div(F × G)

Vector Forms of Green’s Theorem

We suppose that the plane region D, its boundary curve C, and the functions P and Q satisfy the
hypotheses of Green’s Theorem. Then we consider the vector field F = P i + Qj. Its line integral is
Z Z
F · dr = P dx + Qdy
C C

and its curl is

∂Q ∂P
curlF = − k
∂x ∂y

∂Q ∂P
(curlF) · k = −
∂x ∂y
Therefor,
Z Z Z
F · dr = (curlF) · kdA
C D

We now derive a similar formula involving the normal component of F.

If C is given by the vector equation r(t) = x(t)i + y(t)j, a ≤ t ≤ b
then the unit tangent vector
x0 (t) y 0 (t)
T(t) = 0 i+ 0 j
|r (t)| |r (t)|
The unit normal vector to C is given by

y 0 (t) x0 (t)
n(t) = i − j
|r0 (t)| |r0 (t)|

Then we have
Z Z Z
F · nds = divF(x, y)dA
C D
R
Example. Use Greens Theorem to evaluate F · dr
√ √ C
a) F(x, y) = h x + y 3 , x2 + yi C consists of the arc of the curve y = sin x from (0, 0) to (π, 0) and
the line segment from (π, 0) to (0, 0)
b) F(x, y) = hy 2 cos x, x2 + 2y sin xi C is the triangle from (0, 0) to (2, 6) to (2, 0) to (0, 0)

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