Documente Academic
Documente Profesional
Documente Cultură
Differential
Equations
Module
Normah Maan
Zaiton Mat Isa
Halijah Osman
Sharidan Shafie
Khairil Anuar Arshad
Department
of Mathematics
Facultyof Science,Universiti
Teknologi
Malaysia
DifferentialEquations
Module
by
Normah Maan
Halijah Osman
Zatton Mat Isa
SharidanShafie
Khairil Anuar Arshad
Contents
First Order Differential Equation
1.1.3
5
8
8
L.2.2 HomogenousEquation
L2
18
26
31
34
1,3.L Newtcn'scoolinglaw .
34
t.3.2
36
Circuits Model
38
4L
42
44
49
49
58
2.4 Applications. .
2.4,t
Mechanicalvibrations
63
63
67
Contents
3 The Method of Laplace Tbansforms
3.1 The Laplace tansform
3.1.1 Linearity of the transform
3.L.2 Tlanslation in s .
3.1.3 Derivative of the Laplace transform
3.1.4 Laplace transform of derivatives
3.2 The InverseLaplace Tlansform
3.2.L Ttanslation property for inverseLaplacetransform
3.2.2 Completing the square
3.2.3 The method of partial fractions
3.2.4 Convolution theorem
3.3 Initial Value Problems
3.4 Boundary Value Problems
3 . 5 SpecialFunctions
7L
72
76
78
80
82
83
85
87
89
92
95
97
100
100
10g
3.5.3 PeriodicFunction
LL2
Fourier Series
4.t Periodic Function
4.2 Even and Odd F\rnctions
115
116
116
7L7
118
119
L25
130
135
136
139
L42
L42
150
157
161
Contents
161
5.4.L String with fixed endpoints
168
5.4.2 String with free endpoints
L7L
5.4.3 String with mixed boundary conditions
t72
5.5 The Laplace Equation
5.5.1 Prescribedtemperature at the boundaries- type A . t72
5.5.2 Prescribedtemperature at the boundaries- type B . 178
Preface
This moduleis written for undergraduatedifferential equationscourse(SSH 1743/
SSII 2713/ SSE 1793) taken by students majoring in mathematics, mathematics
educationor engineeringprograrnmes.The prerequisiteis the introductory calculus (SSH 1713/ SSE 1792).
The main goal of this module is to free students from notes taking during the
lecture sessions,so that they can concentratemore on understandingthe theories.
We want the module to be easily read and understoodby the students. Therefore
our presentationsof the theories are as simple as possibleand emphasisis more
on how to usethem. Besidesthat the students a,realso encouragedto do on their
own all the quizzesprovided in each sub-sections.
This module consistsof five chapters. Chapter t providesthe introduction to Differential Equations which emphasizeson the First Order Differential Equations.
SecondOrder Differential Equationsa,rediscussedin Chapter 2 and we confineour
attention io linear differential equa'r,ions.Chapter 3 gives the Laplace Tlansforms
method while Fourier Seriesare discussedin Chapter 4. Finally, introductory partial differential equationsare presentedin Chapter 5 which specificallyfocuseson
solving the Heat, Wave aud Laplace equations using the method of separation of
va,riables.
On completingthe course,students should be able to:
o Find the solution of first order differential equations.
o Find the solution of secondorder linear diferential equationswith constant
coeffrcientsusing the method of undeterminedcoefficientsand the method
of variation of pa,rameters.
o Obtain the Laplace transforms and im'ersesof the unit step function, the
Dirac delta functions and periodic functions.
r Solveinitial and boundary value problemsusing Laplacetransforms.
r Determine Fcurier seriesof given functions.
r Solvewave, heat and Laplace equationsusing the method of separation of
variables.
To the students,if you want to sail through this coursewith flying colours, heed
our advice: "the only way to leam mathemat'icsis to do mathematics"' Good
Luck!
Chapter 1
2:
3:
9:
l'@).
dx '\
But the problem that we are concernedin this courseis not: given a function
A: f @), find its derivative. Rather, our problem is: if we are given an
find.a function a : l@\ which satisfiesthe
equationsuch as
H:2ty,
equation. In simplt-words, we wish to solue adifierential equation.
1.1
Equation
of one
Definition L An equationcontainingthe ileriuatiuesor differentials
aarior tnore ilepenilent aariables,with respectto one or rnoreindepenilent
ables,is sai'ilto be a difierential equation(DE)'
propDifferential equations are classified according to the following three
erties:
1. Classiffcation bY tYPe:
An equationthat contains
ordinary Differential Equation(oDE)
only ordiuary derivatives of one or more dependent variables,
with respectto a singie independentvariable'
Example t
OO
#-s':t
Example 2
^(#)':tff+u
ExamPleB
fu-sg+6s:o
-dx '
dn2
ou
ou
ag: a*
B;arnple 5
,0u
0u
: g(r)
o*@)#* o^-r@)#+ ...+ "r@)#* as(n)s
In words, a differential equation is classifiedas a linear differential
equation if the dependentva^riable,y and all its derivatives are of
the first degreeand eachcoefficientdepenrisonly on the independent
',,a,riabler. Otherwisethe equation is said to be nonlinear'
Example I The equations
xd'g* gdt :0
+r!u *5s : s a
,'4dr3 -,'*
'dr2'"dr
are I'i,near first, seconil anil thi,rd order ODE respectiuely'
Equation
&a ^du
:
Yd i ; - ' #
'
and
4
* y 2 r :o
drz'
are nonlinear secondorder ODE respectiaely.
As mentioned before, our objective in this courseis to solve,or find
solutionsof a differential equation.
1.1.1
Solution of Differentiat
Equation
Idn2: -L"-'1'
we seethat
z# * o: zFI"-,/2'1
s e-,/2: 0.
There a,retwo types of solutions which are:
General solution solution with arbitrary constantsdependingon the order of the equation.
Particular Solution solution that satisfiesgiven bounda,ryor initial conditions.
A solution of a difierential equation that is identically zero on an interval
.I is often referred to as trivial solution.
Initial
and boundary
value problems
1.L.3
Equation
Mathematically,
a differentialequationcanbeformedfroma givenfunction.
Example 16 Form a suitableDE from thelollowinglunction
A
A: f i- - .
(1 . 1 )
Solution
Sincethe given function has only one constant A, we difierentiate the function once with respect to x. Thus we have
dy
A
:, -'nz'
*
d,r
G'2)
a:L -4.
n
n2'
Eliminating .4 by finding the sum of (1.2) and (1.8), rhat is:
dy,A
fi * L:L
(1 ' 3 )
(1.4)
Note that the order of DE dependson the the numberof arbitrary constants
appeared in the given function. Thus if the given function two arbitrary
constants,we would have secondorder oDE, etc. Also, note that there
should not be any constant appearedin the DE.
Quiz 1.1
L. In Problems (a)-(b) state whether the given difierential equationsare
linear or nonlinear. Give the order and the degreeof each equation.
@ , #- r (#f*s:o
(c)
&r k
d7
U : x.1 tanr
L.2
Equation
In this course,we will introduce five difierent forms of first order oDEs.
we begin our study of solving a first-order equation with the simplest of
all differential equations.
Fr
fr: f@,il.
(1.5)
nti#: s@)'
(1 . 6 )
ff
JWAnt'@)da:
Jo@)tu+c.
( 1.7)
Iorrron:lo@)d,,+c.
(i. 8 )
j; 1 we can write
Ioo:#o*,
from which it follows
: \a"
|t'
lnlsf *c1 : -l*.,
rolsl : -l*,
w h e r eC:c2- ct.
Notes: In future, we will write only one constant'
ExampleL8 Solue#: #
Solution
The equation can be written as
\
do:(j
dn \t +7 )a"
from whictr it follows
au:
12
\, *A)
d"
J ;,tu:J l * a) n
f L
f /
-i:.-lfin
-1 -z-tan-1
r*C
10
ExampleLg Solue
u"Pr: r,
Solution
The equation can be written as
fr
dA: | 2re-, d,x,
I
JJ
from which it follows
u : -2 n e -'-2 e -0 +C
11
Qrriz L.2
In this quiz the students must be able to rearrange the differential
equation given in the separable form first.
In Problems 1-4 solve the given differential equation by the method of
separationof variables.
I
1. :s _ e30+2y
afr
2. 2 y ( n+l) d ,g:s6s
3 . secndY : tcotY du
4.
*2a2
da
d , a 1 +r
Ans:{ :
+C
A n s:Y2:n- Inlo*Ll+C
Ans: -lncos A :
tsins * cosn * C
A ns :-| :+ - c * ln 1 1 + 0 1
+C
Homogenous Equation
z((,\r)3(,\y)- +(>,a)2)(xy)2
2\an3y -4\au2y2
\4(2a3y- Ar'a')
f(\a,\Y ):
\af(r,s ),
w he r en :4.
Example 2t f (a,A) : A2- s is not htomogenous
lunction since
f (\r,\y)
Definition
(\y)2 - ),r
\2y2 _ ),r
\"f (s,y).
rt_.\
M (r, y )
#: I @' v ) : ffi
(1 .e )
is a homogenous
equationif M(x,y) ond,N(r,y) are homogenous
functions
ol the same degree.
we can also define the homogenousequation by the following definition.
f (r,y) i,sd,enoted,
13
Solution
Comparethe given equation with equation (1.9). We can write
dy ztFA-a : M(a,A)
N 1* * 1
,
d* :and N(r,g) are homogenousfunc-
21pg-g
M(\r,\y) :
(1 ' 1 0 )
ZtN^s-XY
: zJ@-xa
:
),(2.{ry - y)
).M(n,g),
and
N(.b,.\s) :
\r
N(*,9)
,\N(r,g).
L4
Equation
l.@ _ \ g
=---i"
: zr/w - ^y
.\r
:
:
Therefore
- y)
^(Zr/ny
),r
f (x,il'
d'v-2tF0-a
d rfi
is a homogeneousequation.
Notes: If f (r,g,) is a homogeneousfunction of degreen, notice that we
can write
(1.11)
t,!)
!(s ,v ): x "I(
' ' ,I,
is homogenous
at degree2.
t@ ,y ) :* ( t* r # ). (1)')
: y6,f,).
"r
Example 24
dy _ s2+a2
dn
3ny
can be wri,tten os
x2 (t + (y/")')
_M_
dy
d"
:
l$,ylx).
(1 . 1 2 )
15
M (r,A)
7*:f(r,il:-ffi'
where M and,N have ihe same degree of homogeneity can be reduced to
uc, where tr is a new dependent
separable variables by the substitutionY:
u * x 7r:
M(r,at)
W ,nr),
fr2 + A2
7 r: f (*'Y):6
:
is homogeneousequation of degree2 and use substitution 3r ur and
du
du
*'7*, Equation(1'12)will become
#:
"
d,u
:
u *:D-
i + (yl x)2
dT
u * fi -
du
!+a2
afr
3u
!*u 2 -3 u z
3u
l -2 a 2
3u'
du
d,fi
du
dfi
16
3u
f \ar.
I m*:
J;
For the integral on the left hand side, use integration by substitution
to get
method, that is
f 3u '
J t-fr"o
f3
-A^
=, [!a".
J r
:
ln lcl+ C
ollnrlO
"-3/4lnu
:
"lnu-3/4
u-3/+ :
(L - 2ru2'1-3:
whereD :
"lnn"c
,"c
(1 . 1 3 )
g4D,
|El
into the
"t
d M"thod"
of Solttti
t7
Quiz 1.3
L. In Problems(a)-(e), determinewhether the given function is homoge'
nous or not. If so, state the degreeof homogeneity'
n}o,
(u)f@,il:ffi- ''2A2
(b)/(",il: -n#*3 L
Ans: NH
rrS
Ans: H
.1 2
Ans: NH
Ans: H
Ans: NH
d' y
Ans,$z :lna * C
Ans: gl: -rlns * Cr
Y.fi
\ a ) d n - - ;a
(b) (" - ildn * nd'Y: g
'*' # : Y a Y
* u2
; Y ( t): - 2
Ans: gt2:
4n(r * y)2
18
L.2,3
Equations
ir
Nowwnarrs
fr!.
The appropriatechainrule is
f too,u@ ) ):ry.ryW
(1 . 1 4 )
Equaticn (1.14)is an extensionof lhe chain rule for the functions of a single
v-ariable.
Theorem 1 Consider the differential equation
)lq
M(r,y)* N(c,
ilffi = o.
(1 . 1 5 )
(1 . 1 6 )
r.y+n +a 7 ;:0
2 . 2a yd r * ( r 2 -L)dy:g
3.sins+ (2y*tcos
ilff : O
19
Solution
1. Comparingwith Equation (1.15),we have
M ( r,A ):y+lt
N (r, y ): 6
and
W:t
an d
aN t
_:
0r
H:
M@'Y) and
#:
N@'v)'
(1 . 1 7 )
P
*P 9: 0.
0x' }gdt
(1 .1 s )
:0.
4o@,e)
AT
Thereforewe obtain the solution of equation (1.18)'
d@,a):c.
(1.1e)
If there is a function 4(r,g) satisfyingthe condition in (1.17)' then differential equation (1.15) is called an exact equation. If we can identify the
function 4@,a), the solutionof the exact equationis given by (1.19).
(1.20)
AN
W : a*'
y:
Y : M@,a)
and
-'- \*t
0n
ug
"''
N@,0.
(1.21)
+
o y:
*oluUJ ( r , s ) d , r + h ' ( y)
N (s,a ).
This gives
h'(v\: N(r,a) -
6 J
M(x,v)dx.
It is importantto observe
that theexpression
i,I(x,g)-(|1Ail
is independentof o since
(1.22)
f
M(a,y) dr
: g{:s
.
ot
ou
: 1.
L+y2
+2 @+t)yfl:s, s ( o)
Verifu that the ilifferenti,alequationis eract and solaethe problem.
21
Solution
By Theorem 1,
M(n,U) - I + A2
and
N(r,Y\ :2(r
+ l)U'
Then
AM
:'o
Uo
and
AN
: za'
6
sin c e
ry:o
!:za,
0n
0g
the differential equation is exact.
Now we would like to frnd,$(r,y) that satisfies
4:
0n
and
u@
---\--',y
e' )
*OA
:N (" , v ) .
4 @ ,i l :
l U (r,ddn+h( y ) ,
J
f
! L +yz d r,
a+ryz
+h(g),
(1 . 2 3 )
a6
: Zny+h'(y)
fr
N(*,g).
This gives
h'(il
h(v \:a2+c
(1.24)
22
+a2+K : 0 , .
*u2:1,
Solution
Step 1: Show that the equation is exact
By Theorem L,
M(n,il : 2r2 + 2ny * y2
and
N(s,il : n2 + 2ry.
Then
AiuI
W
Since
:2u * 2Y
and
A/V
#:2n
aM atr
w: ar:2x*2Y'
*2y.
9:
0f
Now take
M@,g):2n2 * 2rv-r s2
#:
Integrate Lt(rrg)
d@,y) :
2r3
! + a r z + y 2 r + h ( s)
y : x2+zry + h'(a)
dy
we get
h'(a):o
Thereforeh(y) :
"
d@ , i l : + + a r z + y 2 t l c : C
or the solution of the exact equation is
,-3
d@,y):?+s*2ry2r-K,
wh e r eK: C- c.
23
24
Elquation
Solution
Step 1: Show whether the equation is exact or not.
By Theorem 1,
M(s,y):
e2a- ycosfiy
and
aM
: yxsinty - cossg
Ay
and
aN
o-.
:2e"s + gasinxy - costgf.
i
Then
Since
aM raN
0y ' 0n'
26
Quiz 1.4
1. In Problems (a)-(b) determine whether the given difierential equations are exact. Ifexact find the solutions.
(u)4 a, -*
y a"
da : o
Ans:Exacttt:C
2. Find the valueof /cso that the following differential equation is exact.
(a) (6xys * cosg) da + (kr2g2- xsiny) dy :0
Ans:/c:9
Ans: /c : 1
Equations
" t @ ) # * * a s ( n ) y:s( n ) .
Dividing by o1(c), gives
du
#+p(* )y :
oo(")
,,,L^-^
^/-\ :wnerep\a)
;Ta
q(n)
(1.25)
9@)
^r^t :ancr
--, g(0)
ffi
We seekthe solution of (1.25) on an interval f for which p(r) and g(c) are
continuous.
An integrating t-actor
Let us supposeequation (1.25) is vrritten in difierential form
dy + fu(t)y - q(c)l d,r :0.
(1.26)
(1 . 2 7 )
aa
*u@)
*u@)lp(")v
- q(r))
(1.28)
or
d,p,
fi: un@).
This is a separableequation from which we can determine p(r). We have
d1t'
l" lpl :
P(n)d'x
f
I p(r) dx
J
(1.29)
2T
so that
n@)d'a
tt(r) : sI
(1.30)
#+p(")y:
q(n).
Then multiply the entire equation by the integrating factor p(r). The left
side of :
: r.t(r)q(u),
p@)H + p@)1-t(n)u
is the derivative of the product of the integrating factor and the dependent
variable:
Write the equation in the form
)
q@)p(")
frlu@)u{")l:
Integrate both sidesof equation (1.31)
a@)p(r):
Iq@)pr(r)dr
a@): h(l
Example 3O Solue
"#
dn+c)
r@)q(n)
- 2g : LLnl
Solution
This equationcanbe written in the linearequationform:
d v2
- -U:1012
dfrr
-
(1.31)
p(u):
enp{f-?-ar]
: ;ztl4'
:
:#
"-2lna
"lna-z
:
frtu@)u@\ q(n)p(r)
: Lorz\:1s
#(,",)
integrate both sidesof the equation, we obtain
4
:L}r+C
frz
or
u :L 0 r3 *C rz
g '+s)!**ry-0.
Solution
Step 1: Rewrite the equation in the followine form,
ar* (
,,
d r ' \ x z + s ) a :s'
I
t
\
p(r):
where
ili
q(r) : g.
a^nd
Equation
: (s2+ g )L / 2
"Lhlo2+el
Step 3: Rewrite the equation in form of
p( r ) :
q(u)t'(,),
frlu@)a@)l:
from which it follows
:0.
#U" +e)L/zy(x)J
Step 4: Integrate both sideswith respectto r, we get,
(r2 +911/2, - Q
:
c(rz+9)- t / z
(1 + n)y : er.
Solution
Step 1: Rewrite the equation
+ I+" - y :{ ,
+
df inf r
where p(x) :
| * t
T
and,q(Q : t.
d'r -
ulna*x :
"!
eln'e' : frev
q@)pr,
fr[r@)a{r)]:
ftlr",u{dl:"rh
(r"')y
(ru')A :
l ez'd*
J
oZs
U-+Cd6
Y :z * 'r
L ,* 9"-'
*
29
Equation
Quiz 1.5
1. Find the generalsolution of
dy *et.
z_A
A n s : Y : e ' (t * C)
2. Find the general solution of the following equation
d,u
cosnfi*ysino= 1 .
A n s : g : c o s s (t a n r+ C)
3. Solve the following equation
@ +t)fl*u:tnlsl
subject to initial condition g(1) : 10
An s : g (1 * r):
s ln t -n * 2 L
The Bernoulli
31
Equation
: y"q(r),
fr + r@)a
(1.32)
(1- n )q( a) .
# *tt-n )p (n )z:
Example BB Solue
H.
( 1.33)
- naz.
*,
Solution
Comparingwith equation(1.32),we foundthat p(r) : lis, q(r) : n,
and n: 2. Thusye takethe substitutionI z : + lwhere
l ,l
dz
d,-r,
-)
*\a
# : - rL ,f"#=:-r '#
grves
1
-A:
,dz
-U'
**
o
uA"
a:- L( 1) : - " ,
-'
d n n \a l
d z1
d. i":
-*'
u-Inlal -
ulnlal-r :
Hence
d r - ti
--W
dn"
-Z i :
- fi
-:
fi
-I'
fr-L.
32
u-r :
y :
-r2+Cs
-a2+ c r
I
Wgn
fr-a-"*s2
Solution
Step !.: Rewrite the equation in the generalform, that is:
dy
fi-u- "'u2
(1.s4)
-A "d
-az r-Y
d z1
dfra
--+:
dz
*,
= e'aDA'
:
- e'
-e'
(1.8b)
e'z:-!*".
2
step 5: Find the solution of the original Bernoulli's equationby substitute
back z = a-t, we get
e,
e2,
T:- , *"'
33
Quiz 1.6
1. Find the generalsolution of the equation
dat
:'(t" - t)
A n s:$ :- t+ t+ C" - "
*' # - 2 n y - k y a ,
s ( 1) :1
Ans:$: -$c-t + fc-o
Newton's law of cooling states that the rate at which the temperature ?(t)
changesin a cooling body is proportional to the difierencebetweenthe temperature in the body and the constant temperature 2] of the surrounding
medium. That is
# : -k(r-rs)
(1 . 3 6 )
:2i.
(r.37)
"(0)
Equation (1.3s) and initial condition (1.37) will form an initial value problem which is known as Newton's cooling model.
Equation (1.36) can be written in the separableequationform:
dT
(T - T')
: -kdt
(1 . 3 8 )
tnf?- T,l : -k t + C
(1.3e)
T -?|,
"-ktD,
Tr*De-kt.
where D:
ec
(1.40)
T o :Tr * De - o :Tr+D
35
D : To - Ts.
(1.41)
(r.42)
(1.48)
::)
-20k:tnf,
ore -20k
ork
t
-1
l;;ur l ;,
/4\-
'r t./
T : L}-r.7gr-fit"(t)t
(1,.44)
3o: Lo*7g.-+ot"(I)t
36
* i:"
-*r" (i )t
or
-fr'"
(+),:'(;)
? f : -201fi
Ar 44.??l::^
Circuits Model
Circuit - RC
In a seriescircuits (seeFigure 1.r.) containing
37
the inductor L(dl/dt) and the voltage drop acrossthe resistor IR is the
sarneas the impressedvoltage E(t\ on the circuit.
Thus the differential equation of an electric circuits for the current .I(t)
is given by
hl$ - 4rl
I
_TR
or
_!_La
-v
'l?-f4:-f,*o
Then,
Eo R;-;r-ke-tt
Lastly, we get the solution;
. -& +
k:eD.
Ir:f+e"-E'
r:E ;+B e-* t
Case(ii):
E:
Consider
E:
Eosinut.
s8
:*o
p(t)
to4:
"r'
Therefore
uE'I: + t ettsinwtdt
LJ1.3.3
Motion
(1.4b)
,:*#
: *#;
because
u:f,
: *nd,a d,s
at
: nO +
dr
one of the simplest examplesof linear motion is an object falling under
the influenceof gravity (seeFigure 1.2).
39
Let y(t) represent the height of the object above the surface of the
earth at time t, and let g denote the constant accelerationdue to gravity,
tsewton'ssecondlaw reducesto
fiwo- -ms.
T
v(t
(1.46)
-ms
du
or 4s : -gdt
-g
-dt:
Rearrangethe equation,we obi;ain
a--gt*C
(r.47)
+
C:uo
Therefore,
u - -st * ao
The position of the body at time t can be calculatedfrom (1,.+8):
dr
- - -gt*us
(1.48)
40
or
: (-gt * us)dt
(1.49)
a (t):-g T +u st*D
W h e n f :0 ,s:0 ,9 D :0 .
r ( t ) : 4 + r ot.
2
+
du
- - -9 - Ica
(i.b0)
ka:
dt
(1 ' 5 1 )
nl nl g* k ul : t + C
where C is the arbitrary constant.
up to this point we have related our discussionof difierential equations to mathematical models of cooling of a body, circuit and a falling
body. The derivation of these rnodels are not shown in this chapter, but
we concentrateon identifiiing which models should be used for a certain
application and how to get the sclution of the problem.
4L
Quiz L.7
L. The temperature of a dead body when it was found at 3 o'clock in
the morning is 85oF. The surroundingtemperature at that time was
68".F. After two hours, the temperature of the dead body decreased
bo 74"F. Determine the time of murdered.
Ans: L.52am
2. Supposethat the differential equation of an electric circuits for the
current /(t) ofa batter y is given by
t* +R I:E (t),
dt
where -L and R are cons'uantlknown as the inductance and the resistance respectivelyand g :
Let tire resistanceanC the inductance
A.
be 12O and 4H respectively.If the battery gives a constant voltage
of 60I/ and the switch of the circuit is closedwhen t : 0, that is the
current starts with /(0) :0, Find
(a) I(t)
(b) the current after Ls
(c) the limiting value of the current.
A n s : . I : t --lu -3 i
Ans: 0.99
Ans: 1
42
Chapter 2
Objectives
On completingthis chapter,the studentsshould
be able to:
determinethe characteristicequation of the homogenousequation
and solveaccordingly
solve homogenousequation with initial or boundary conditions
identify the appropriate generalform of the forcing term for the
nonhomogenousequations
solve nonhomogenousequationsusing the method of undetermined
coefficients
solvenonhomogenousequationsusing the method of variation of
pararneters
apply appropriate techniquesfor problems in rr.echanicalan<i
electrical circuits systems
44
2.L
"ffi*rH*cu:f @).
( 2.1)
Definition 7 A set of tunction y1(n) end y2@) is said to be linearly dependent on an i,nieraal I if there en'i,stconstant iq and k2(not all zero),
such that
ks{x) * k2y2(r):9.
Definition 8 A set of tuncti,on y1(x) and,g2@) is saiil to be linearly indepeir,denton an i,nteraalI if it is not linearly depenCenton the interual.
We can concludethat two functions a,relinearly independentwhen neither
is a constant multiple of the other on an interval. Or, in other word, U{r)
and,y2(r) is said to be linea,rlyindependentif kr: kz - 0.
45
rrrnple 36 Determinewhetherthe functions cosr and 2cosr are li,nw*g dependentor li,nearlyindependenton arbitrary interval.
Sotution
Im'eBeedto checkif there exist constant &1 and ,k2such that
rklcosr * k2(2cosr): 6.
(2.2)
F:rarnple 37 Determine whether lhe functions 4r3 arui -2n3 are linearly
r,ryndent or linearly i,nd,epend,ent
on arbitrary interual.
Solution
fu(4r3) + k2(-2x3) : g or ,t : ?.!' *t.'
4lq"
Therefore,the given functions are linearly dependenton any interval since
we ca,nchoosekt: L and ,t2 : 2r so that it satisfy the equation.
Ilere, we supposethat
Example 38 Show that the functions etand e2t are linearly inilepend,ent
cln any interual.
Solution
kt@t)* k2(e2t): g or
: -9"t'.
"'
K1
This equation only has trivial solution which is k1 - kz : 0.
Therefore,the given functions are linea^rlyindependenton any interval.
flere, we supposethat
46
Equations
s-Bn bothare
at' - gu :0.
By the superpositionprinciple, the linear combination
y:
creS'*c2e-3'
2.2
"#,*u#*q:0.
(2.3)
(2.4)
or
e^t (amz + Arn + c) : 0.
47
(2.5)
a m2+A m+ c:0
or auxiliary
d'r' I 0. Equation (2.5) is called the characteristic
cqmation. Its significance lies in the fact that if rn is a root of the polynomunl {2-5), then gr: e*'isa solutionof the difierential equation (2.3).
$tu
Since (2.5) is a quadratic equation with real coefficients, the roots can
hne'{rqsffied into 3 cases which are:
:) two distinct real roots if.bz > Aac,
ri} repeated real roots if * :4ac,
nil} conplex conjugate roots if b2 < 4ac.
Seref,ore, we can conclude that the solution of (2.3) basically depends on
afoeroots of the characteristic equation. Using the concept of linearly indeewdetrt and superposition principle, we can now write the general solution
1q1i
the linear second order differential equations with constant coefficients
w rn Thble 2.1.
Table 2.1: Roots of characteristic equation and its general solution
Generalsolution
Roots
Case
1
A:
A :eas(A c o s p r* B s in P x )
m:at0i
(A*
Bx)emn
Equations
m : !3i.
m:
L.
of Homogenous Equation
43 Find the solution of the initial aalueproblem y" -4y'+4y : o
: 3 an il U '( 0):1.
m2-4m*4:0.
m:2r2,
y: (A+ Ba)ez'
solution:
the value for A and B:
Em the first initial condition
A :3 .
{(r):
the secondcondition,
the answer is
y'(0) = L
A :(g-5a)e2'.
=)
.8+6 : l.
B : -5.
y(2) :2,
y'(2): g.
Ans:s(c) :
(") 4y" - 4y' - 3y : 0,
|"*p3('-4
*f,exp-a(o-z;
2.3
5L
;qr
2.3.1
Method
of Undetermined
Coefficieni;s
CcosBt or l@):CsinBx,
")
yo@)
integral,
is found basedon
particular
of
the
form
the
method,
this
In
the form of the forcing term. Pleaserefer Table 2.2.
Rules for the method of Undetermined
Ccefficients:
52
Equations
t@)
(")
Ccospxor CsinBa
Pn(a)eaa
pcospr * qsinpa
(bnxtu* bo-Lan-L+ ... + Ur, + boh*
(anao *an-1on-t +... + otz*aa)cosBr
tpg
m:2,2
cos0i
53
m:3,-4
Particular integral:
Given l@):2e3'Ftom
chooseis
need to
Becauseof there is a term in 96(r) that appears in 3rr(c), we
multiply the solution by c. Now, there are no more similar terms. Hence,in
equation
conclusion,the form of the particula,r integral to the differential
is
gP(r): tPes''
ili'fferenti'al
Exarnple 46 Determi,nethe lorrn o! parti'cularzntegralto the
equationa" * g : x2 sinSx * es
Soluiion
Homogenousequation: g" + A :0
m:
+
Characteristicequation: m2 + I :0
Homogenoussolution: yn@) : 'Acosc * B sinr
Ii
Particular integral:
Using the
Given f (r) : s2sinSc * e' which is the sum of two functions.
sum rule,
gp(x):ae{s)*A ,pz @).
54
-t)sinBr * Je,.
OD
m: 1 , -2
56
Particular integral:
Given I (r) : 5e3',
substituting yr(a) and its derivative into the difierential equation gives
gDes' + 3De3' - 2De3' : 5e3,.
Equatethe coefficients:
L}D :5
D:
:.ap@): i"t,
In conclusion,the generalsolution is
Y (r):
A e'+ B e-2'*t
"u'.
67
=+
O:
w hi l e.E:0.
:'aP@)- L""-"
In conclusion,the generalsolution is
a@): (A-rBa)e-z'+!;"-zu.
-t
+ ess
'sin2x
Ans:gru(r): Ar2 * Br + C +c(Dcos 2x * E sin1u)+ FeB,
- 4a
Ans:Y(c) : 1s-2x * Bex - n2 +, -,
*r 2a +
*sin2c
re-,
L=r"-*
Ans: g(c) : Ae2' + Be-4' 9 -"
3. Solvethe followingequations:
( ^ ) y " *y ' :2 *2 s*a 2 ,
( b ) y "*4 a - "':::',,r,(0 ;o l
:
Ans:y(r)
y'( o) :g2
^2r + 1o - 1B_
cos
tUsin2c fr
)r2 , * i*
60
2.3.2
Method
of Variation
Equations
of Parameters
In this section, we describe another method of finding a particular integral, ye(r). The main advantage of variation of pararnetersis that the
method is more general and it can be applied to any equation with variable
coefficients.Besidesthat, the forcing term can be other than the elementary continousfunctions discussedin previous section. However,our main
concern is solving second order linea^rdifferential equation with constant
coefficients.
Consider
(2.6)
(2.7)
ay "+W ' +
"u:0 .
(2.8)
Then we try to determine u(r) and u(r) so that the expressionin (2.7)
is a solution of the nonhomogeneousequation(2.6). Thus, we differentiate
(2.7) obtaining
y' : u'(x)yr(s) + u,(n)yl(x)* a'(r)y2(r) + a(r)yL@).
(2.s)
We now set the terms involving u'(o) and u'(c) in (2.9) equal to zero, that
is we require that
(2.10)
u'(n\y1(a)+ ut(a)y2(x): 0.
Then, from (2.9), we have
y' : u(x)g't(") + u(r)y'2@).
Further, by difierentiating again, we obtain
y't: u'(t)yi(") + u(x)yi@) + u'(x)yt2@)
+ u(n)yi@).
Now, we substitute for y, y' and y" in (2.6). After rearranging the terms
in the resulting eguation, we find that
: f @) (2.11)
u(ay'l+ W| + cgi + a("y'l+ Wi + caz)+ au'yl+ au'gt2
61
lY)
u'a'r*u'rL:
(2.12)
-,, azt@)
,:--Mt
u, :
aW '
(2.13)
_ afl,z
_ ^,
yy : -lart ) sr@)l
_
with
wrUurz
^,, I,Z is calledas Wronskian.
",.^,,
a2a,L.
|u,,@) oLi,l:
u(x):-l#*
and
ub): Iu!@)
'^
1 ofr-o''
If the integral can be evaluatedin terms of elementaryfunctions, then we
substitute the results in (2.7), thereby obtaining the general solution of
(2.6).
Basedon the discussion,we can now summarizedthe stepsta,kenin the
method of variation of parameters.
62
)
"- IIa i@
':
ffio'' ^
4. The particular integral is
y(x):u n @)+yp( x) .
#.
Solution
Cha^racteristic
equation: m2 - Zm* I : 0 =+
Homogenoussolution: ynb): Aet + Bre,
Particular integral:
Let Ar@) - ea
:1":
Then,
' ,
l"'
rn : l,I
: s2a
,,1: e,(e,* ne.)- xea(e,)
-"u
ea+xett
1r'=- f xe', e0
J &GAda:
-rttt +z.2)+D
6S
e'
fe',
n+ E
cos2x
l-zsin2n
sin2t
|: z
2cos2rl
/ (cos2r)(3csc2x)
J tT':
3, ,
ln ( : i- Z t ) + E
u@) :
AcosLr* B sin2r+
sin2z ln(sin2c) -
f,* "o"zr.
Equations
Quiz 2.3
Find the generalsolution for
(u ) y " - 2 y ' + z y:
glno
Ans:
s(a): (A+Bn)"t
+.-t*rurzr+fia\"t*(Irbzx-lgret
(" ) 4 g "*y : Z s e c(|)
2.4 Applications
2.4
65
Applications
one of the rbasonwhy secondorder linear equations with constant coefficients are worth studying is that they serve as mathematical models of
some important physical processes.Two importa,nt areas of application
a,rein the fields of mechanicaland electrical oscillations. For example,the
motion of a masson a vibrating spring and the flow of electric current in a
simple seriescircuit.
2.4.1
Mechanical vibrations
Mechanicalvibrationmodelis givenby
* # * r40 ,+kr:F( t )
(2.14)
ka:o
^# *uLor*
66
Equations
Foreverycases,
ifar: rE tnuo the fr,eQuenc]:u
y m,
1;.
Example 52 A uibratingstring with dampingc&nbe moilelled,
bg the ini,tial
valueproblemgiaen by
&u
. 133r* -^
0,
'
';t
-oda
dt2
g(0) : 1 , y ' (0 ) : 1
rn2 * 6m * 13 : 0. =+ m: _J *.2i,.
y(t) : e-\t(Acos}t + Bsin2t)
L=
* B s in 0 )
"o(A cosO
=+
A:
l.
2.4 Applications
67
Finally,
(b)Flequen"y:
,.L
;o: ;
(c)As f -+ oo,
y + 0.
' , :
where
l-k
:,
|
Solution
This is secondorder nonhomogenousequation with initial condition.
Flom the given forcing term, we know that we can use the method of
undetermined coefficients. Based on our discussionbefore, below a^rethe
steps in finding the solution.
Instead ofusing m for the roots ofthe characteristicequation, here we use
the symbol ).
Characteristicequation: m\2* k : 0.
Homogeneous
solution:
Particular integral:
Given
f (t): ssinft,
=+
X: +tlTf, : *wi.
v rn
Equations
: -|o sinlt+ n
aL$)
f, "oslt
: -+"
yi4)
- -+r siolt
"o"f,t
Substitutin9Ap@) a^ndits derivative into the differential equation gives
*e+o
-{-" rt
:
it\ +k(Dcos
"o"f,tf,t+ n "i,,|| tsinf,t.
- **r*kE :5
-r n + D * k D : o
4
E::+
t
"o"|t
D:o
: zfi"irit
...,i/pe)
In conclusion,the generalsolution is
: Acosut*Bsina.rr
+zfi"i"|t.
sp(t)
Determine the value for.4 and B:
Ftom the first condition.
u(o):0,
A:0 .
Therefore
nowy(t): Bsinc..rf
+ frflsinft.
a'$): Bwcosut*
# "o"|t.
69
2.4 Applications
From the secondcondition,
g'(0) :0
= + n:#
.'.
0: Bw + #
Finallv.
u,
10
. . 20
.".,
A( t) : - * s ina/+ gk sintf
2.4.2
Electric
Circuit
Consider first the series.R.tC network. A voltage source .E(t) having the
polarity is connected in series with circuit elements having resistance R,
inductance.L, and capacitanceC. A current 1(t), assumedpositive flows in
the loop. In essence,Kirchhofr's voltagelaw assertsthat the voltageat each
point in the network is a well-defined single-valuedquantrty. Therefore, as
we make an orcursion around the loop, the sum of the voltage rises must
equal the sum of the voltage drops. If we proceed around the loop in a
clockwise mannel, the volta.gerise is the source voltage .E(t), while the
voltage drops a,rethe drops aclossthe three circuit elements.The voltage
drop acrossthe resistor is /(t)R, the drop acrossthe inductor is L(dIldt),
and the <irop acrossthe capacitor is (l/c)Q(t), where 8(t) representsthe
electric cha,rgeon the capacitor. An application of Kirchoff's voltage law
therefore leads to the equation
E(t):Rr+Llldt+LA|j).
(2.15)
dQ
E'
70
the charge Q(t). Ditrerentiating this solutions yields the desired current,
r(t).
Elxample 54 The differential equationdescribingan RLC seri,escircuit is
giuen by
Lq"+ nd +
E(t)
2.4 Applications
Quiz 2.4
1. A vibrating string with damping can be modelledby the equation
)^.
*#&* * u# * kY- o,
: a,s'(o)
: B
Y(o)
&u
rn# * kY:5sinc.rf
where, :
tk
| *,
&n
nxffi * b; * kr : 0,
c(0): 0,r'(0): 1
Showthat a
n(t):#"-*'"r'ff,
4. Sol.'.ethe initial-value problem governingthe chargeq(t) in a,nelectrical circuit consistingof inductance.L and capacitor C,
q1-* fiu: Essinlt
-'&orz
whereEorLrC,l arc constantsandf
q(0): 0,g'(0): g,
I fi
:,4cos
q(r)
Ans:
hr*Bsin hr+
ffi-rr"t't,
72
Chapter 3
Objectives
On completing this chapter,the studentsshould
be able to:
L: determine the Laplacetransform of standard functions and
special functions (step, delta, and periodic functions).
2: use the properties of Laplacetransform and inverseLaplace
3:
4:
transform appropriatelY.
determine the inverseLaplacetransform by way of Laplacetable,
partial fractions, completing of squares,and convolution theorem.
use the method of Laplace transform.qto solve initial and boundar;'
value problems for linear, first and secondorder ODEs with constant
coefficients.
74
of Laplace f1'ansforms
The Method
3.L
function
f g)e-'td,t
Io*
r(") :
L {l (t)}: L{ L}
at
fo*"-*
:
lim IN
N-+oo./g
"-"'dt
lim f{.|"-r,
N-+o l-sJo
s) 0 .
75
F(")
: Jo'i{,?),:,::,:,
[*
Jo "b_4'41
r
rt
1N
lim |
lim I
N-+oo./g "@-s)t41: N+oolo-s
1N
,(a-s)t I
Jo
*"!x"["r"-"liv-t1
f
i f s<a ,
f-
,-"1-t
i f s > o.
We see that the improper integral for F(s) does not convergeif s ( a.
Therefore,
F(") : L{f(r)} :
for s > a.
*
F'(s) :
f6
L{ty : I
J
1N
;16
1
:
--,,Jo
"-ttl
-"
"r'
',TLL
,.
lt"-t'
( z , o < r< b
/ ( r ): 1 0 , 5 < r< 1 0
[ "nt, 10< r.
te-'tdt
F(s) :
yp'1.-*a,
[*
JO
75
r10
2 fu
JO
"-"rdt
+ tim [*
ly-+oo /1g
"-a-c,rry,
,ftlu*
' u*f ";"-'1il'
L -" l o N _+m
L_( " _ a ) J r o
-2e-5t *?
8a
f
u-r(s-a) I
*liml-|
"-{"-a)r +iv-+ool s-4
r-4
j
-
Ze-i"
"
2
*;+A "-L0@-a) f o r s > 4 '
77
Quiz 3.1
.- 2
. 1..Find L{t,-z}.
Ans: -
-.
Io ir
/(,):tl
il
t<1
L<t< 2
t>2.
e-s * e-2t
,
Ans: -.
s
. -4 p . ----_ -.
2e-4" *4s -I
78
So far, we have learned how to find the Laplace transform function using
definition. It is quite cumbersometo compute this every time. Therefore,
the Laplace transform of some elementary functions are given in a table
called the Laplace transform table. You can refer to this table unlessotherwise noted. Flom now on, we will refer to this table. We will state useful
theorems of which some are given without proof.
3.1.1
Linearity
of the transform
Here we illustrate the use of this theorem to determinethe formula for the
Laplace transfbrm of cosine and sine functions.
Example 69 DetermineL{cosbtl and f,{sinbt}:
Solution Recall that.
eibt: cosbt + isinbt.
If we set a : ib with i : GTrthen
from example56,
L{edny.:
*:ffi+ny
:
s*ib
frF:7ryFi+xlrT6t
Therefore,
L{d*}
.C{cosbt],+ i0{sinttt}
sb
+xlz
+62'
b4:
,C{cos
=
and f,{sinbt}
#*.
A. nsI :l 5( ;sr y a+ ; ) * T4
80
The Method
of Laplace Transforms
3.1.2 Tlanslation in s
Here is one important property, also referredto as the First shifting
theorem
a ) 0.
Proof
L{e"tye)l :
:
:
lo* "-,r"oty1tyat
f*
J,
^F(s- a).
e-("-")t
I (t)dt
a,b > 0.
We know
l{sinbt}:F(s):-3--.
s2+ b 2 '
81
Quiz 3.2
L. Find L{et sin2t}.
2. Find L{t2 e3t}.
3. CalculateE{e-lt(t2 - 3t + 5)}.
a*'1":il*a'
,'r 2
ns:1"r 3) a'
.2 35
Ans:
GJ-f I".BP- ft'
3.1.3
E{t"f (t)}:(-\"#.
Proof
F(s): Eg@\:
lo*
e-'t1g)dt.
Then
#: * l,* e-'tvg)dt'
By the Leibniz's rule,
dF
ds
ft"-"'y1t1at
*
" -,,tfg) dt
r/(r)).
Thus
F(s): L{sin2t}:
-4s
6:Wry'
Thus
im
4s
L{tsin2t}:- d"=:
Gfu.
Example 64 Detennine L{tcosSt}.
.
ens:
s2 -g
1;z",-gp
a(s-3)
^
Ans:
[G-przp'
1fl
s 2 -1 6 l
.
Ans:;Lp-lF+16)zJ
Laplace transform
of derivatives
sF(s) - /(0)
"2tr(")
- s/(o) - /'(o)
/"-1(0)
cos2t.
L{-sin2t} : -* V , .
so
s}ifg)\-1--h
s2+2
2
sL {f(t)}:l-;;T4:-fr.
Thus
\r-)
\.tl\"t
-t{fi
Example
t'.*2,.
s(sZ+ 4)
usi,ngthis theorem.
85
1. f"(t) - 2f'(t) : L.
Ans:F(s)
s r(s _ 2 ),
+ -L.
s_2.
egt.
I
2s*7
A
ns:F(d:,
,'
--'---L - \-/ (s- B)(2s
+ 1)(s+ r) - 12rl g1s1 r).
3.2
Definition LO It L{l(t)}:
of f is giaen by
c-l{r1s;y : f (t).
Moreover, for any F(s) and G(s) whoseinverseLaplace transform exist.
we have
t-L {ar g) + bc(s)} : aL-L{F (s)} + ac-l{c(")}.
Example 68 use the Laplacetable to find L-r{F(s)}
fn ,\(s ):
s 3-r4l B
Solution
+ + - = L- - s
t@: L - {lF-A+%-741
3 '(
,-' * sL-,1#*)
- 2-r{"=}
tpj
= 2 ' '(2 )
:
Zt2+lsinbt - cosh2t.
o
1 .r(s):h .
2.F(s):W
3..F( s) :* -
Ans:/(f) :
Ans:/(t): o
+rsint-,zt.
["ortX*r"*;]
eor,f; -f,sin2t.
3.2.1
Translation
property
Theorem 7 Il L-r{F(")}
ft{r@
(
'
^-1
Example 69 Deter
-nu'ne
'
Solution
t6-ET )
2
L^ --,[(G : E E JI :
f t t- L { 3 }
[s" J
:
^-1
Example 7o Detet-rn,ne,
Solution
3s
GTT
3s
eatt2.
)
t1"J';u.1
:
:
3 (s+1 )-3
I;TTZ_
33
6aTs
Is+l)4-:
Then
3 \_.-tI
3 I
-r
: c-'tGTtrj
L-t
r("+Fi
tcw]
L -t{=3 t
e-,1-'{*} - e-,'-r{i}
_,!,"_,t_,{$}
: !ru_,r_,ti)
3o- t + 2
2""
:
- lo- t t l
2"
- r3).
Ue-t1tt2
L L-L{t"_,irz}
2L L{ff i }
3L-L{I;5,i
4 Lrt# )
Ans:
e-4tPr-ZUl
Ans:
et
V*r'.rtt]
Ans:e-a' - hu].
[*u
3.2.2
Examprerr Detennine
L-t
Solution
ih=r}
{"
,-'{F#m} =,-'{#iTd}
:
"_2tp_t{'_%}
: su_zt2_r{;uh}
Example
12 Determine
L-t
{#'si13t
Solution
,-'{#*h} =,-,{#.T6}
:,-'19fi*)
=
:
"_s,'_L{f*}
- rt"tt) .
"-3t (cosat |
89
L.L-Li"r*Trr)
2L-'{#}
s.L-L{F#"-*}
.e.*,
Ans:e2'
[.*tt*
|u-tsinBt.
]
r"tt] .
Ans:e-ztlL - ztl
91
l.s(s+ 1)J'
Solution
I
B
_A *
's*
1
s(s*1)
s
Then
l.:.4(s+1)+B s.
Set s :0 and s : -1. Hence
s:0:
A:L
=+ B :-t.
s : - 1 : 1 :0- B
Now we have
rL!
'
1 I-'-r11-
i ;F + tl :'
1 \
t;-"+11'
.-'{#} :,-'{i}-p,{#}
:
L-e-t.
Exampre14 DetermineL-L{#-r}
Solution
B
Cs * D
r
PGITII:; P+ffi
Then
r :A s(s2 +1 )+ B (sz+1 )+ ( cs *D) s2
reducesto
t:
(A * C )s3+ (B + D )s2+ As * B.
Equatingcoefficientsgives
s3: A+C:0
s 2: B + D : 0
s l : A: 0
s o : B: L .
g2
-1
;tlF+lt:p+s-t+1
and
: E-{+} - L'{#}
"-'/-l-=.I
t"r(rr+L)l
: ,_rrl:l
93
L L'{G=fuo}
2 L-L{#rr}
3 L-L{#-r}
Ans:
!["r, - "-ur1.
a*'
cos2r].
| [1-
a*' -| * tb" +
"-r'1.
The Method
3.2.4
of Laplace Transforms
Convolution theorem
Theorem I If L-L {f(")} : f (t) and,L-r {G(")} : s(t), thenthe conaoIution.! tQ) ands(t\ is
:
- u)du.
I * s : t-L{r@yc(s)}
lo' ilu)nt,
Example75 Deterrnine
L-r{1;#r=rr}
Soiution: We can obtain the solution by the method of
(a) completing ihe squaxe
(b) partial fractions
(c) convolution theorem.
We want to use convolution theorem. Write
111
s+ 1' s - 2
Gm_ zI:
and let
I,I
:;=
r(s)-tr,
G(s)
Then
: L_L
r(t) : r_l1r1sy1
t#i
s( t ) :
: e_t
c - 1 { c 1 s ;:1L - L{ *} :O'
so that
f(")
g(t - u) :
e-u
"2(t-u)
- u2tu-2u.
95
-' (
c-'tG
.1 -z)
=,) : Jo
[' 'l@)ne-u)d,u
+ r)(,
)
:
ft
Jo "-uuzt"-zupu
::k,
ft e-uudu
.,
"n Jo
- ,-r).
Erxample76 DetermineL-r{#}
Solution: Write
331
;(F+lt:;';41"
and let
:
F(s)
h,
c(")::.
Then
: L-t
f (t) = z-11r1s;y
t#)
s(t) :
: sinr
so that
f (") :
sinu
and
9(t - u) : 3.
Hence we obtain
L-r{_
r"1Fht]
ft
Jor@)rft-u)du
3(1- cost).
Ans: t - sinf
o3 "
- ' ( "2+ l) ( sz +4)'
.1
o.
.
e 2 t-L -2 t
Ans: -7-'
ffi_ z).
, G(")
^'s2+L'
7t
Jo
n$ - u)sinudu.
3.3
97
Now we are ready to solve initial value problems using the method of
Laplace transforms.
Example 77 Solue
a" - 6a' * 9Y: t'"t',
Y(0\ :2,
g'(0) : 6.
Solution
L {y" - 6y' + gy} : L {tzest}
By the linearity property,
L{v"} -6L{y'}
+sL{yl:
E { t 2 " 3 r} .
s2v1r7-sy(o)
-a'itri)-6[sr(s)-y(0)]
+er(s) :
2.,=.
(s - 3 ; e '
s ) :- ,
[s2 r( s ;-2s -6] -6[s r(s )-2]+
-t ' es.r (r"r
2
1"I$
and simplifuinggive
Ffu
: 2(.s
(.*- 3)2v(s)
- 3).
ufo
22
Y (s):-*(;=j E
Thus
v(t) :
t-r 1v1s1i
:,1-{*}*1'-'{#}
2e't+
iru"t .
g(0):1,
e-t,
g(0) :0,
eor'
sinat.
$"-u |cos4t+fr
y'(0): 0 .
A n s : e t [ c o s t -s in t ] .
g'(0 ): t .
An s :
11
i " -' -
ie ' [ c o s t
- T s in t ] .
4. Showthat
L- ' {, ='=t'
*10,"'=}
B e t c o2s t * 4 e ts in 2 t- e -t .
A(0) : 2,
Y'(0) : tZ.
3.4
- sy(o)
+ r(s) -- #
- s'(o)]
[s2r(s)
Letting g(0) : a and applying boundary condition give
h.
Simplifying,
:
(s2+l)Y(s)
"t+fi
alternative?
Whatis another
ffi.
D
As_*B
*C2^*
sz*4
sz+L
(o+| )s * 0 , - | s * o
: __A+L
r_fr4.
100
Hence we obtain
v(t) :
^c*1{r(8)}
: 1o+
_
|)c_,{"*,} Ir-{"_}
:
1'*|lcosf-|coszr.
a'U) :
-(o+
1r.
i)sint+ isin2t
-1 : -(a+|l.t* l. o
Thus '
o*|:r
o:!.
coszt.
e-t,
g(0):0,
y'(1) : 0
Ans:y(t): -W.
LO2
H (t-o):F
0'
I t,
0(t(a
t]a.
fft):J
s i ntr
I t,
o( t < z r
t) r .
(
sintr
{
I t,
olt1r
s i ot+J
t)r.
0'
I t-sinf,
s i n r* ( r- s i n'rr) 0,
I t,
sint * (t - sint)I/(t -
0Stczr
t lr.
01t 1r
t2 r .
").
103
s (t ) :
0(t(o
au-tu-b
lnr,
t>b
I ge'
h * @2- giil(t
L{H(t- a)} :
:
Io*"-"r(t
rim [*
N-rm /o
- o)a,:
"-,rdr:
I"*
e-"tdt
lim dl"
JV-+oo -S
:"-o" .
lo
( g.
/(r):{-t,
I z,
c <t< z
z St< s
t-- b.
Solution
Write /(t) in terms of unit step functions.
f g.
/(r) : { -t,
[ 7,
o<t<z
zZt<s
t>5
LO4
Hence,
L{l(t\}
I
.e-2t
--4-r3-
^e-\t
88a
3.5.1.2
Translation in f
ond a} 0, then
Example 82 EualuateL{tH(t
B)}.
Solution Hereo:3.
L{tH(t - 3)} :
:
':
gl.
' [1*
"-'"
["''sl'
L{*Hft -3)} :
- :
:
:
105
e-"'L{cos(t + zr)}
-e-otL{cost} ::-s-"t
p-h.
cos[(t-r)+rl
-cos(t-zr).
Thus
L{costfl(t - ?r)} :
-e-o"
;{il
Example 85 DetermineL-L{+)
L8'J
Solution
L-'
{#}
: L-L{e-2'r1s;},a : 2
F(s ):i
f( t ) : t .
L-{* \
t"'J
,f(t-z ) H( t - z )
(t - 2)H(t - 2).
106
The Method
of Laplace Transforms
Exampre86 Determt""L-r{#}.
Solution
c-'{d#}:
t-{e-4,r1s;}
, a:4
F("):
Fb'
f(t): ,-'{#tr}
:
"-2tx-L{*}
:}
t'
:
:
rQ-4)H(t-4)
o-2(t-4)
?(t_q2 H( t _ 4 ) .
LO7
,":=
108
3.5.1.3
Example 87 Solae
r(0) : g,
o'(0; : g
where
s (t) :
t,
{ -1,
( o,
o < r < i.
t< t < 2
t> 2 .
Solution
Write g(t) in terrns of unit step functions aiid find its Laplace transform,
s (t) :
t-z H (t-1) + H( t - 2 )
L{s(t)r:
:_T.+.
Then take the Laplace transform oi both sides of the ODE,
: -'+.+
- sr(o)
- 0'(o)]
+ax(s)
[s2x(s)
:
1
2e-8
e-2t
Thus
x(s) : _=1-J:-"
,=+ "1" ,.
- s(s2
s(sz+4)
+4) ' s (s 2+ 4 )
:
n(t) :
where
giving
r
l(t): i- ie.os2t.
109
n(t) : l-1-lcoszl
L4 4*"'" J
l-r i
- . - 1)] rr(t - 1)
,cosz(t
|.;
fr 1 _.
.l
*
[a ncosz(t-2)JH(t-2).
-
110
of Laplace Transforrns
The Method
g(0): 1, y'(0) :6
H(t-3o),
g(t),
s(t) :
( t
{ ;.,'
L
,r\
s(t) :
Ans:r(t) :
( cosht,, 0 3 t < n
1\,
o.
t) r .
-r)H(t-r).
sinat+ t rio+t- -zr)sin4(t
l,t
f
111
Definition
( ,o.
{ ;'U,
I
xl t : a
otherwise
and
6(t-a)dt:L,
f6' r fi
J,
, f ( r ) d ( t - a ) d t:f( a ) .
. li&" o \
f ;fl"- + jlf
\J .l
Laplace TYansform
Theorem LL For a ) 0,
L{6(t- o)} : e-o"and, l-t 1"-osy: d(t - a). ^ '*"fu
,[
:
(a)e-"".
a)}
(t)d(t
Theorem L2 For a) 0, L{f
f
4&t'" t:=
: !
Example 88
- 9 r3s.
f, {t2 t1t - 3)} : /(3)
"-3s
Example 89
3,6.2.2
},1a"1
Example 9O Solae
a" + 3a' *2Y - t(t - 1), Y (0): 0 ,
g ' (o ): 0 '
LLz
L { v " } + 3 L { a ' }+ z L { v } : r { d ( t- 1 ) }
["'v(") - ry(o)- /(0)] + 3[sr(s)- s(0)]+zY(s): e-'.
Usingthe initial conditionsand solvingfor lf(s) yields
( s 2 +3 s+2 )r(s) :
e -s
1
y(s) : e-,Wfu:
e-eF(s)
where
r(s) :
:
11
;,fu:
(usepartialfractions!)
11
,+1--s +Z'
Hence,
f-1 {e-'.F(s)}
f(t - l)H(t - 1) : [e-(t-t) -
"-z(t-t)1p(t
- 1).
Example 9L Solue
2y" +A ' +2A : d(t - 5), g(0): 0 ,
g ' (0 ): 0 .
:
Ans:
sr(t)
rya(t-s).
h"-u-s)/asin
113
- 6(t -hr\,
An s: s(t) :|sinz(t
y(0) : 0, y'(0) : $.
- r)H(t - r) -|s in z (t
-z n )H(t -2 o ).
LL4
3.5.3
PeriodicFunction
t3 A lunction f(t) is sai,ilto bepetiodic of peri,odT if
Definition
ilt):
( t-r
{ ' ^ "0' ,
[
/(r):
f(t+2).
o<r<t
I< t< z
Left as on enerc'i,se.
3.5.3.1
Laplace Transform
fT
E{f(t)}: T#
l,
e-'t761at
f(t) :
( t.
o<t<1
I ;:
L<t<z
( "t
f (t) :
f (t +2).
Solution
L{f(t)}: #
:
fo'"-"t{\a,
L fl
I e-ttdt
-L _ e-zt Jo
1
s(l + e-s ; '
115
l(t) :
( r
{ 0,
[ ^'
f(t):
f(t+2).
o<r<1
L<t < 2
L-e-s
e-s
r
r(s):AG\-;G_;=t
An s :.,-r
116
Chapter 4
Fourier Series
Objectives
On completing this chapter, the students should :
be able to:
1: determine the Fourier seriesrepresentationfor continuousand
piecewisecontinuousperiodic functions on l-LrL].
2: determine the convergenceof the Fourier series.
3; compute the Fourier seriesrepresentation for even and odd function.
4: obtain the Fourier seriesrepresentationfor functions definedon [0,Z].
Fourier seriesa,reseriesof cosineand sine terms and arise in the important practical task ofrepresentinggeneralperiodic functions. They constitute a very important tool in solving problcms that invoive ordinary anC
partial differential equations. Areas of application include electrical engineering, vibration analysis,acoustics,optics, signal and image processing,
and data comprassion. The Fourier series is named after the FYenchscientist and mathematicianJosephFourier, who used them in his infiuential
work on heat conduction,Thorie Analytique de la Chaleur (The Analytical
Theory of Heat), publishedin 1822.
118
4.L
Fourier Series
Periodic Function
C h e ck
f ( n ) :f @ +r)
Since /(c) : cos2na
+ f (a+T):cos2r(n+ f ).
Find the value of 7 so that
cos2r (r +T) : cos?nx.
We know that from trigonometric identity
cos?tr(x*T)
4.2
In mathematics,even functions and odd functions are functions which satisff particular symmetry relations, with respect i,otaking additive inverses.
They a^reimportant in many areasof mathematical analysis,especiallythe
theory of power seriesand Fourier series.
119
(4 . 2 )
-/ (") .
sitrrc,is an odd'function'
Solution
We can checkeither from the graph or from the definition.
From the graph( left as an exercise)'/ (-") : -f (n).
.'. f ("): sinr is an odd function.
From definition, / (-") : sin(-r) : - sins
.'. f (") : sinr is an odd function'
Elxample 96 Showthat t@):
coss is an euentunction'
Solution
Flom the graph (left as an exercise),I (;r):
.'. /(o) : coso is an even function'
Flom definition, / (-") : cos(-r) : coso.
.'. f (r) : cosr is an even function'
/ (r) .
Fourier Series
4.2.2
If /(r) is anevenfunctionthen,
l_"f
'1L
l_"f
(r)d* :,
Jo
t @)dr.
(a)d,x:0.
J_L
t @sinnrdn :0
pL
and
J-L
1L
1L
J_L
pL
:0
t @ cosnxd,r
and
J-L
1L
Lzt
f (s):?.i
-
n=L
lo""o,
ff+b,sinW]
(4.3)
where
, =
(4.4)
bn: LI:,/(c)sinTo,
(4.6)
(4.5)
f ( x ) : ?. E on " o ,ff
where
: ?|,,
! (r)d,
: ?1,'
/ (r) cosTon
g .7 )
(4.8)
(4.e)
f (r):i r"sinff
(4.10)
n=l
where
u^--Z,I, / (r)sinffar.
(4.11)
Fourier Series
Example 97 Find the Fouri,er seriesfor
( Zo, -n1c (0
f@):l r, s:o
| 2r, 0<r < r
l @ ):f(n+2r).
Solution
ao :
* [" zra,l
:i
f 2trdr
T LJ-"
Jo
J
:
:
:3r
an :
)lr*,11"+,rl;l
|lrr";r)l+r2
[0"2xcosn'a'l
+lf:"2trcosnrd'a*
: +ft'+']:".1'ry.'#f,l
s i n cesi n( - n r ) - -sinnzr:0, n:!r2,8,...
and cos(-nzr)= cosno : (-7), n = 1,213,...
we obtain,
An
bn
L23
fiter r - tt
lf f 2nsinnad,x+
[" zasinnrd'f
---l
r Ll -"
Jo
i | | -2rcnsnslo, | -2rcosnx. 2sinn"l" I
;L | . "] - , *L
_?
" *;r.J,J
.'.f (s) :
3u *r$
[ (-r)" - r ] cos??,
_ 2i
T-"k-W
:k;
1 rior".
l@):f@+Q.
Solution
Flom the graph the function is even,so b,, - 0. Fourier seriesis given
L24
Fourier Series
:
:
f.
s312
[ n"- r lo
16
3
8s
l n r n \ -a-*'(ry)
-#'t(ry) ].
.,,i'h(,
/
L.
I u- r') 3
t@):;.#i#*'(ry)
Example 99 Find the Fourier Seri,esfor
./ \
f l0l: (
| -1 +a,
[ 1*c,
-t1 o < 0
01 r1 r
l@) : f@ +ztr).
Solution
Flom the graph the fu;rction is odd, so o2 : o0 : 0.
L25
t(x)
1+1E
.n
fr
0
-1
-1-fr
bn: ?llr"U+x)sinnndrl
:
2l
(1+r)
7(L
I --
COSnJf -l
I
-n
SlIlI}O
l"
I
J0
b": I
a+z r.
\NT
n eaen
n odd
sin(2n
- t)r
Fourier Series
Quiz 4.t
1. Find the fourier series of
(a)
r + n , - n 1 a .- o ;
fbr:I
(b)
(
-3<c(0;
"'
I r, 0 < o < 3 ;
l @ ):/(o+6).
l @ ):l
| 0 , -r 1r <- ;;
f(s ):
Irtf'
n'
1
:i"<,i
0,
[
i,., .o,
t@): f (n +2r).
is given by
f (s):2 +"9
7f
[.*r
- ]
cosbs
- 1*, ,. *.f
"orss+ *
(b)
ro:
,.1,0t
{'.:,;:;
l@):f@+a\
is given by
:| - :,,:ts)1 "o"ff-1,io
f(s)
ryl
4.4
Half-range Series
Half-range series is a periodic function with period 2-L defined on [0, Ll. Tt
the Fourier seriesis given bY
f (s):?.:
on*,ff,
r@,):iu"sinff,
n=I
0<t1r.
Solution
1. To obtain cosine Fourier series,we must expaod the above function
to an even function.
L28
Fourier Series
: b,-*1",
: 71
n,a,l
i[ 1,",- c)cos
an:
2 l (tr-x).
1
1o
srn t?$- Acos"r lo
;L
"
...t@):
ftft-tr*'+rl
;.+,:1'],
cos(2n_L),.
where
L29
I
2l f".
;LJ r(n-r)s in n a d n f
1
21fu-r)
l"
cosnn
Asnnn Jo
; ),-;
.
bn:
:
:? n
...f(n) :
,=irlsinrao.
f(r\:2a,
Solution
CosineFourier seriesis for an evenfunction. Therefore,b,, :0 and the
cosine Fourier series is given by (4.7) where
an:
-
? ["rra*
rJo
:hr
,. 1 f1(
I
'l
| Znco s n n d , n l
nLJo
J
an:
"
_ tl
;pIFt)"
sin ce
o":1
(0,
I
.. .(*)
/ , ':
o-
nea e n i
-9.
ss
rn2'
n odd;
; *L_FL1
' - - 1)*
cos(2n
Fourier Series
130
Example LOZ Find the sine Fourier series ot
( t
"'o
{ -J,
[
f(*\:
o<n z - ;
:
+<r<8
;
Solution
Sine Fourier seriesis odd function. For an odd functiorl, 40 : an:0
and sine Fourier seriesis given by (a.10) where
bn: ?l Ir^rsinffdn
* In'-Bsin
ry*l
6r.nr'l
(-1)"- zcos
7J
;L, +
.'.f(*): *i#
" n :l
\' "/
-2cosT]'.
[r+1-r1"
ry
-
131
Quiz 4.2
1..Sketchthe graphof
o <t<r
f('):-s
:
l @) f@ +%r)
and then find the SinusFourier seriescoefficient,brr.
2. Find the cosineFourier seriesof
(2
o< c < f ;
l;''
/("):
{
It
l@):
( r.
0< r< 1 ;
I J'_r, L1 r . - 2;
is given by
k Lw
" " \ z / *; J
s m\2 /'
Fourier Series
4.5
We can find the sum of a seriesby the respectiveFourier seriesof /(z). For
this, we needto understand the Fourier ConvergenceTheorem.
Theorem t4 Let t@l arul tt(r\ be periodic function haaing perioil 2L,
wheref (n) and f'(x) are pi,ecewise
continuousonlL,-Ll. Let the Fouri,er
cofficients be defined bV (4.5) and (J.6). Then the Fourier series (j.3)
oonaerge
at eo,ch
u i,nl-L,L).
Series (1.3) conaergesto the aalue
l@);
(4.L2)
if n is a poiroiof disrcntinui,ty
in lL,-Ll.
+
,tf @n) /(cot)l;
f(s\:4 -*2 ,
f(a):f@+a)
is giuenby
4 . 8 g (-1 )"
,, \
/(c) :-g * p
_!_T
nr r
cos
2
- , * # - b#*
,o
conaerges
-2
i.
That is,
11112
-r*F-g2+
+ r -...:T
(4.13)
133
: i.3i+,1
/(o)
ura
e T'- t 1 \
4 - 4
s+7 (-t* fr-F+ . . . )
t*r'
|. 0 ,
r\fo l' :l
(o
-t.u
O<s< n
l @):f(n +ztr)
is giaenby
- i sinnz
I *?i "",{'" =.tJ"
f (,):-4'rf;o(2n-t)2
n
?-
Solution
ao :
L f0.
; J__@tr)dn
L rr2
1o
;lz * n'l -o
7l
an :
2
L fo .
; l__@*r)cosnndn
o
r,
, sinnc cosrzc]
l@+ n)-
t (L -(-1 )" \
:;\-r1
+ -Tl_^
Fourier Series
b n:
L fo o *tr)si n n rd ,r
Tt J-n
| ,
\cosnr.sin n rlo
-.lrl-."
f -(s*r)-*. n
:-1
$sinna
A- ;kw- k
We chooses : 0. But r : no :0
"
is a point of discontinuity since
f bt): o and!(ai) : o.
:
.'.f (x) converses
,o
0) :
*"obtain
|tlt";l + /(coF)l *b+
i.
jr
tr2
.'. g :
--!-
2g\
1
-
4 'rQ(Z n- t1z
Ln=,
I+,+N +U+ . . . .
135
., \ [ o, -3<r<o
Iw): r", o<r<B
l
f (*): /(s + 6).
- rl*r(T1= a1_r1"sin(ff)
3 . s 6[(-1)"
t-k- @Then, by choosingan appropriate value of c, estimate the sum of
111
1*F
+ g+ a; ry + ...
2. rf
f (*):
'ti
l @ \:f(r+2r).
*2
(_r)"*t
Show
'---' l:L2 $
---" that
n2
3
3'L e t
,,\
{z n, -trls ( o
I\n):7 z r. 0 ( s ( z r
\,
l @ ):f(n+2r)
3z r,
(-r)"-r
;*2 ^S
r\_Acosnn(c) Henceby taking r :0, showthat
1
I
r,1
g : t + s r + F *F + - ..
3n2
S s io n s
"
Fourier Series
136
4. Let
/('):
( n.
"'
{
[ ",
-r1n10
01a1n
l@),: f (r +zn)
(a) Sketchthe graph of J(c) for -3zr I s 13r.
(b) Show that the Fourier seriesoi /(r) is
_- _- _ gsinnc
n * kfficosnn - k
"
showthat
7P 111
"-'- I o, -3<r<o'
l @ ):/(o+o)
(a) Find the value of /(20).
(b) Sketchthe graph of i (c) in the interval of -G < s < 6.
(c) Expand / in a"Fourier seriesan<ishow that
'lJ---L-J---l-
Chapter 5
Partial DifferentialEquations
Objectives
On completingthis chapter, the students should
be able to:
1.: use the method of separation of variables to solve simple
linear partiai difierential equations
2: solve initial boundary value problems for one-dimensional
linear heat and wave equations in Cartesian coordinate system
using the method of separation of variables.
3: solve boundary value problems for two dimensional Laplace
equation in Cartesiancoordinatessystem using the method of
separationof variables.
138
5.1
0u
6,
uan:
02u
W,
ut:
02u
0u
u,nv:
At'
@:
0 /0u\
a, \e, ) '
etc'
Definition
: f (x,a)
b(n,
AH * c(r,y)u
"Oru\# *
(5.1)
--f (,,y)
y\ffi *c(r,
op,
dff+"6,ilft +o{r,s)u
il ffi +af*,
fiffi+b@,
(5.2)
139
02u
w+@ :u .
Solution
ula: - sin r sinh y,
22 The equation
o@,d#
* b(u,il#* c(r,rr#:r (",n,",H,H)
140
Partial Differential
Equations
i,scalled
pa lb o lic
hgperbolic
elliptic
,f b2- 4ac:0,
xl b2- 4ac > 0,
Lt b2- 4ac < 0.
These classesrepresent completely diferent physical processes.For example, parabolic equationsrepresent diffusion. The simplest exampleis
Example lO8 The one-dimensi,onalheat equation
ou :
o-W
'o2u
at
whereu@,t) is the temperatureond a2 i,s the d,ifiusion cofficient, calleil
thermal diffusiaity which goaernsthe rate of iliffusion.
Hyperbolic equationson the other hand representpropogation An example
is
Exampie tO9 The one-dimensionalwaueequation
02u
,0 2 u
: o-ffi
at2
02u
a;t+@:u
whereu(x,g) may describetemperature,electric, gmuitational, or fluiil potentials in equilibri,um.
Note that the equations in Example 108 - 1L0 are linear. Why? In the
next section we will lea,rn how to solve those three important equations
analytically using the method of separationof va,riables.For that, we need
one important theorem. In simple words,
L4L
5.2
0u
0u
a":Y ay '
Solution
(a) since the dependentvariable z dependson o md y,
we seeka solution
of the form
u(r,a): X (x)Y (y),
wherex and Y are independentof eachother. Becauseu(x,g)is
a solution,
it must satisfy the given pDE. Differentiating u with respect
to u and g
L42
respectively,gives
ou
leads to
X'(s)
Y'(y)
W:Y
Y@)'
Since the left hand side of the equation is independent of 3rand the right
hand side is independentof r, the ratio must equal a constant,say /c.Thus,
we ca,nsplit up the equation into two ODEs
W:i
ffi:r and
To solve the ODEs, we have to use appropriate techniques that you have
lea,rnedbefore. For this czule,we jusi need (separation of variable - Chapter
1) to integrate with respect to appropriate variable to obtain
fx,(n),
== [ua,
J
JW""
lnX (r)
kx*c
X(")
Aek'
and
Iffi^r= Ii*
lnY(sr) -- klng * c
lny&+ lnB
Y(d
BY''
L43
,.H * H:0.
2 . au r * yuo - 9 .
Partial Differential
L44
Equatio4s
0<f
<L,
t>0
(5.3)
0<r < L .
at the endpoints
o02u
t>0
(5.4)
(5.5)
U :o'f,* r,
L45
0<n< L .
(b . 6 )
Now, we want to find the lsmperature distribution in the rod over time.
Basically, solutions of the heat equation are characterized by a gradual
smoothing of the initial temperature distribution by the flow of heat from
wa,rmer to colder areasof an object.
Solution
We seek a solution of the form
u@,t): X (a)T(t).
Because
0u
at:
X(x)r,(t) and
fr2o,
#:
X,'(r)T(t)
(5.4) becomes
x@)rt$): azx"(r)T(t).
Dividing both sidesby a2X@)f(r), yields
L T, (t)
X,,(r)
eN:w:o
,, , X"(r)
--n
oz7111 W:*
and x't - kX : 0.
Partial Differential
L46
Equations
Boundary conditions
Remember, we have two oDEs that need to be solved separately. so, we
needto separatethe boundary condition: (5.5) so that we have at least one
completeset for one of the ODEs. Ftom the boundary conditions (5.5)' we
seethat
X (0 ) : 6
u(O,t):X (o)"(t):0
u(L,t) : X(L)T(I) :0
=+ X(I) : g.
Xtt:0
X (0 ):0
=+ B :0
X (L I:O
X:Ar
0 :A L
A:0
x" ^2x
X (0 ):g
X(L ):0
=+ A --A +B
+ 0 :A e L '-A e -L'
B:- A
A:0:B
Thus X(r) : g.
Case3: lc: -.\2 < 0
xt' +.\2x : o
X ( 0 ):0
L47
X (L ) :0
=+ X:Bsin,\o
0 :A
+
0 : B si n ).L, B *0.
Hence
sin.\.t:0
\L:ntr
n:L,2,3,...
^*:T,
X,(r): Bnsinry ,
n-: L,2,3,.
.
Tio solve ?(t), consider the 3 casesagain. For this particula,r problem, only
case3 gives nonzerosolution of u(r,t). Thus, for
Tn(i) : Cne-a2\?*t
Hence i;hefunctions
un(x,t)
X"(n)y"(t)
Br,sin
ff
b rsinS
C""-a2)'f;t
"-a2\7t,
bn: B n x Cn , n :
I r2 rlr. . .
are solutions of the heat equation satisfying the given boundary conditions.
Since we have one more condition (5.6) to be satisfied, we will find the
entire solution tc the whole probiem using series as discussednext.
Series solution
By the principle of superposition (the complete solution is the sum of aii
possiblesolutions),
u(n,t) : i
n=r
u,r*,4: i
6,,sinW
IJ
"-o'x'^t
"=
: iu" sioffu-#'
n=l
(r.z)
148
Partial Differential
Equations
Initial condition
Applying the initial condition (5.6) to (5.7), gives
: !(n)::
u(a,o)
b^sinff.
oo
l @ ):Ie"s i n$,
a Fourier sine series. Thus
b,: ?
0<a<L
lJ
"=-t
..
fr"talsinff aa,n= 1,2,.
Final solution
Finally, substitute bn back-into the u(r,t) in (5.7) to give the solution for
the wholeproblem (5.4)-(5.6).
Note: In future, we can ignore case I (ft : 0) and case2 (k > 0) if the
heat conduction problem have zero iemperature at both boundaries.
Example tl?
02u
at:w '
0<t<r,
t>0
.r(0,; :
u(n,t)-c , t > o
u(a,0) :
0,
0<s< r.
Ans:u(r,t):2ikl]"fl.
n=r
e-n'tsinn*
L49
02u
i:ffi,
u(0,t) :
u(x,0) :
u(1,t) : 6, t > 0
sin2nr- 3sin6zrc, 0 ( n I L.
150
Partial Differential
Equafions
02t
d:#,
u (0 ,t) :
u (!,t):9 ,
u (t,O) :
l @), 0 <s<.1
l@):l ''
I o,
Ans:
u(r,4:
t>0
o< '<L
i<r<r.
E &sinff-
a"o,
T) "--'-","iono,
o.6
o.45
o.4
o.s
o-9
$o.aa
o-e
o.15
o.1
o,o5
o
ofu
o <o <1 ,
u (l ,t):9 ,
u (n ,O) :
x(l -x),
t> o
t>0
0 <c<1
is giaenbg
u(x,t):
i@.t
t +U
# n=l
"-n2trzazt
"inn'rn.
151
o.?5
o.2
o.tt
o.1
o.o6
02u
A r:W'
u (O,t) :
u (o '0 ) :
n (c<1,
0
t>0
u (l ,t):9,
2 x*t,
t> 0
0< o< 1.
Ans: z(c,D : ?i
n u -L
t - (at)"
n
sinnnr.
"-n2tr2t
*ot: r o o * ,ofi'
u (},t) :
u (r,O) :
o ( a 1 L , t> o
u (l ,t):9 ,
t> 0
si n ? rs-si n 5zr r , 0( r ( 1.
Ans: u(c, t) -
s-40or""in2o,
- ezlo}r2tsinbzrr.
t52
5.3.2
Now the rod is insulated at both endpoints. This meansthe heat flux there
is zero. Mathematically, we presentthis by letting the derivative of u(a,t)
The IBVP model for this
with respect to r to be zero' nunelyu' :0'
problem is of the form
0u
o02u
( 5 .8 )
ur(L,t ): 0 ,
t>0
(5 ' 9 )
0<n < L .
u(n,0):f(x),
Solution
Again, we seeka solution of the form
u(r,t):
X (s)T (t )'
and X " - k X : a
X '(t'\T(t):0
=+ X'(O; : g
+
T' - a2k r :o
153
C a se 1: &:0
X't:0
X (r):A n*B
X '(01:g
=+ -A :0
X t (n ' 1 : 4 .
X'(u7:g
B.
x"-^zx:o
= + .\.4 -,\B :0
X '(0 1: 6
X'(*):.\Aer'-IBe-\'
Ae\'+Be-\'
x(u):
A: B
= + A:o:B
+ A \e L '-A \e -L ':o
x ' ( L ) :o
Thus X(r) : g.
Case 3: ,t : -,\2 < 0
x"+^2x : 0
X'(0;:g
X(r) :,4,cos,\s*Bsin.\r
B ):0
X'(L1 : g
=+ B :0
+
=+ X'(r) : -4.\sin.\r*B)cos.\c
X' ( *\:- .A.\sin.\z
-4.\sin).0 : 0.
Hence
si n .tr.t:0 +
),L:ntr
rt,:L ,2,3,,..
I
^r:T
X"(x),
yieki eigenfunctions
Theseeigenvalues
X ^ ( x ) : A zrco s\n r : A n co sry ,,
n : L,2,3r ...
L64
Ca s e1 : k : 0
=> T(t) : C.
T' :0
The solutionfrom case1 is
u(x,t) : X(s)T(t) : B x C : D.
Case3: /r: -tr2 < 0
Since
the associatedfunction is
Tn $ ):
- Cnu-A ',
Cns-az\?ot
n:
L r2 r3 r. . . .
Xo@)Tn$):,4n cos
T"^e-#t
ancos"T
an : A n X Cn
"-4#',
n : ! r2 r3 r. . . .
Series solution
Sofar, the solution consistsof solutionsfrom casesL and 3. By the principle
of superposition,
u(x,t)
3)
u1(case1) * u3(ca'se
: D*i n= L un(n,t)
: D*i
oo
n=L
oncos
T"-49'
u(a,t): ?. i @n
cos
ry"-ryt
fL=
'
Initial condition
1r.tr1
155
: f(r) :
u(r,o)
oo
f(r):3z* I
"o: i Jo f @)dn
o*:?
d ,* ,
lo " ro l"o "n n* n: r , 2, . . .
Final solution
Finally, substitute as and o' back into the u(x,t\ in (b.11) to give the solution for the wholeproblem (b.8)-(b.10).
Note: In firture, for the caseof iusulated endpoints, we just needto consider case 1 and case3 only.
u'(1,f):g,
u(n,0) :
fr, 0<s<1.
Ans:z(r,t):;.
t>0
3 2#"-,"2n2o21cosn*
156
I
o.9
o.g
o.7
o.c
Fo.o
o.1
o.3
o.2
o.l
o
u(r,O) :
0<c<1,
ur(L,t) :0,
x(l-n),
o.5
t>0
,> 0
0 < r< 1 .
0.
o.7
0.4
o.9
#= #,
oc o<1 ,t> o
L57
u r(O,t) :
ur(l,t):S ,
u (arO) :
3-2cos4na,
t> 0
0<s<1.
02u
t>0
A --t'
ur(0,t) :
u'(1,1): 6 ,
u(c,O) :
( o, o < r < o . b
I ;
0.5<o<1.
t>0
lofis
e'osn
- *'T]) "-n2r2t
*
Q+"sinff #ift-tl"
u(o,a: i.E
Ans:
2. Solvethe IBVP
0u
02u
o<o<1,t>o
fr:# ,
ur(Drt'1 :
zr(l,t): 0 ,
u(r.r}) :
,>0
Q"-n2n""ornor.
A ns :u(o,r):1* 4 i
3' 7 P 3 n 2
3. Find the solutioirof the heat conductionproblem
0u
L02u
fr:;# ,
ur(0,t) :
u(r,o):
us(L,t): 9 ,
#,
t>0
o(u <40
. 200 g -lp1]1l3t?srln}
Ans:u(u,t):
-"- 40
"o"#
"-n2tr2t1*4oo
9 *_a_Te
Steady-statetemperature: 200/9.
conditions
Try to derive the solution formula for the following IBVP using similar
approachas in previous sections. This time the right endpoint of the rod
is insulated while the right endpoint is fixed at zero temperature.
0u
,02u
fr:a'/r2,0<r<L,
r>0
( 5 .1 2 )
t > 0
(5.13)
Boundary conditions:
u(0,t) : $,
ur(L,t) :9,
Initial conditions:
u (t,O):f(r),
A <x <L.
(5.14)
un(o,g):
o2(2n_
gn"---,#&sin
l2efr)e.
f o r0 < x 1 -3 0 .F in d
and I@):30 -n
Solution
Answer to part (c),
r'o
Ans-Qn-r)zr2tl36oo
u(x,t): i
n=L
where
An:
(2n - 1)zro
60
l2}f2cosntr*(2n-1)"]
(2n - l)znz
160
Elxample L2O Show that the solution lor the following IBV?
u1(art) :
urr(rrt),
0<x<1,t>0
u(O,t) :
0,
us(L,t) : Q,
u(a,0) :
1,
0<o<1
,>0
i,sgiaen by
u(a,t):t
n=l
(2n - l)rs
_(zn-r\2t2t
Wsitr--e-----7-
I
o.c
o.
o.7
o.6
go.E
o.4
o.3
o.2
o.1
o
o.1
0.2
o .7
0 .9
0u 02u
A t:A r2 ;0 (c<1 ,
t>0
ur(Drt)
u (l ,t):9 ,
t>0
u(x,0)
a (L -x),
0< o< 1.
161
o.26
o.?
o.t 6
o.1
o.
o.4
0.E
o.z
o.
distributionof example121.
Figure5.9: Tlemperature
Quiz 5.4
L. Solvethe followingIBVP
u 1 @rt) :
u " (a ,t),
.' 16S
Ans: u,',\n ,t1 :;k
cos(2n -l)nt .
u-(2n-L)2#r/4
2. Solvethe IBVP
7o-t, Eu
t> o
u:a*r'o<c<1'
u (C ,t) :
u (r'0 ) :
u " (l ,t)=9,
-3 ,
t> 0
0 (c<1.
sin(2n-l)rt .
Ans:u(r,D: -+
">^#"-(2n-r)ztr2t/a
3. Show that the solution for the following IBVP
u1(t't) =
u"(x't\'
u'(0,t) :
0'
u(L'f):g'
u(r'O) =
fr'
0<r<1
0<o<L't>0
t>0
L62
Partial Differential
is given by
u(x,t):i l,n"-@4&*"Y
n:l
^
--"
A(-l'Y+t
(2n - l'1tr
8
(2n - l\znz'
Equations
163
5.4
Ittt:
0 1t
< L,
t ) 0,
(5.15)
0<n< L .
5.4.1
Here,both endpointsof the string arefixed. They are not allowedto move.
The modelgoverningthis problemis
02u
,02u
d:"'#,
o1r<L'
t>o
(5.16)
>0
(5.17)
0 1x < L.
(5.18)
with boundaryconditicns
u(0't) : g' u(L't) : g'
'
t64
Partial Differential
Equations
where /(c) and g(c) are given functions. We will solvethis model to find
out how the string vibrates.
Solution
Again, we begin with
u(n,t) : X(a\T(t).
Then
..
02rt.
fl%t
: x(0)7"(t\,
X(dT"(t):
1.T"(t)
: x't (n)T(t)
a2X"(x)T(t)
X"(*)
aconsta,nt
A-6:ffi:k,
Therefore
I Ttt(t\
X" (r)
orm:o,
S :o '
and X" -k X : 0 .
Boundar;r conditions
Sepa^rate
the boundary conditions to give
Notethat if
u(0,t): X(0)"(r) : 0 +
x(0) : g
u(L,t): X(I)?(t) : 0 +
X(L) :0.
+
+
X (x):Ar *B
B :0
X:As
=+ 0: A L
=+
A:0
Thus X(c) : g.
C a s e 2z k:,\2 > 0
x" -
^2x:o
X( 0):0 +
0:A +B
Thus X(o) : g.
Case 3: k:
-12 1
=+ X(a):
x" + \2X : o
X(I) : g
0:A
X( 0):0
Ccos.\c* Bsin,\s
X : B s in . \ o
=+ 0: B sin) . L ,
B +O'
Hence
sin)Z:0
\L:
nr
n : 7 , 2 ,3 ,...
^r:7,
Therefore
Xn@\:Bnsinry ,
n: !,2,3','"
k:-\2--^?*:-(T)'
Now we have
: o
: o =) T" + az\?nT
/' + a2\?^T
so that
T"(t) :
Cncosc\nt + Dnsino)r' t
crr,rt
mrt
^ rn.
Uncos
+rns
L
L.
166
Partial Differential
Equations
Xn(a)To(t)
: B , , s in
i n]
r y [ " " " o Y! * D o sry
: siory[""""'
ry*Qosin
ry]
with
Pn=BoxCn
and
Q n=BnxD'.
Series solution
u(a,t) =
u,(a,t)
n=l
cnnt
,
: f$ siniL""o"ff*e4sinryl
^,_nra | ^
fnitia! conditions
Applying the first initial condition
yields
u(x,o)=_iP,,sin
T= f @l
n=1
+
a Fourier sine series. Thus
P*= 1
ffirt
f (s) =LS
n=l ""
,iono,
tJ
It talsinffax,n= 1,2,...
theotherinitiarcondition,difierentiat
e u(x,r) with respectto f,
u1(a,t)
: I
*ry].
"' T [-"ry "ioy!+A,ry
@
L67
u1(r,o):
i "i'ff0*ff: s@)
L
'L=
+ g( x ) : i, ioT O " T
n=l
sin
a-ry : ? [^"s(c)
To'
tJ J0
tJ
.t
Qn:
*Jr
rL
e(c)sinTo,
Final solution"
Substitute P,, and 8" back into the seriessolution u(n,t),
Note: In future, we can ignorecase1 (k : 0) and case2 (k > 0) whenever
we have fixed endpoints.
t>0
t> 0
0< s < 1 .
r >0
t> 0
z(0,t) : g, u(L,t) : g,
u(4,0) : lQ, u1(tr0) : L, 0< s< L.
I t r tt:' ttra a t
0 (r(1 '
400
q:3D
Ans:
u(o,
T'n=L
(2n- r)z
Partial Differential
168
Example
Equations
t>0
t>0
u (O,t):6 , u (L 't):0 ,
: x, 0 ( s< 1' .
u (r,0 ): l , u s(u ,Q)
Ans:u(o,t\:2f
rio",or(#
e'snnt.#sio",ot)
169
Quiz 5.5
l. Show that the half range sine seriesfor
(n
I ro'
I\n): 1 zo_,
,O '
o(r(10
10( r ( 20.
is representedby
,/\
I\n):
aS r
n r. n f ir
p )_ -5-srnl-sln 20 .
"
n= l' "
02u
0<r<2 0 ,
ffi :p,
t>0
wiih bounda^ryconditions
u(0, t) : g and u(20,t) : Q
and initial conditions
u(r,0)
u1(r,O) :
f (")
0'
gS t
tr2k;,
n rt
sm sm
kos;o-'
lld-
Partial Differential
t70
5.4.2
Equations
oo2u
o<r1L, ,>o
d:o'ffi,
(5.19)
(5 ' 2 0 )
ur(L,t):0 ,
'>0
u1(a,0):9(r ),
0 < r< L .
(5 . 2 1 )
If you like to challengeyourself, why not try to work on that problem. You
should be able to find the solution formula as given below:
a1t*i*, ryI""*ff*Q,,sin
u(x,t):ao*
ryl
L
n=l
where
LfL
"o:iJo f@)dn
1fL
dr
"t: i Jo s@)
:1,2,...
," : ?rf:/(r) cos
T 0,, n
a,: * lo " sAl"o"ff d, rn:
, 1, 2, . . .
Feeling good? Yes. You can do it! Why not continue working on the
following IBVP. A simple one.
17t
0(r(1'
t>0
u'(L,t) :6,
t > 0
0 < c < 1.
0<o<1,
t>0
with boundaryconilitions
ur(O,t):0,
ur(L,t) : g,
t > 0
n=L
[(-1)' - L]#
cosnro sinnrt
L72
Partial Differential
Equations
#: #'
with boundary conditions
u'(O,t) :0,
ut(l,t) :0,
t> 0
( -t,
g(c):
I o,
u1(u,A): g(r\
I.r<1
otherwise.
sinnrt.
Ans:
u(o,t'):+
fi"i'ff"o"ff*"nn*
E
L73
5.4.3
t>0
(5 . 2 2 )
t >0
(5.23)
0101L ,
u1(r,0):9(n),
0<r
<L.
(5 . 2 4 )
)r,a,
un(nrY):/r, sin)rrocos
^,
ry'
/( ") :
( U
{
[ 0,
othertai,se.
u(r,t).
Find the displacement
Solution Left as an exercise.
Answer to part (c),
sin
u(r,t):iA,,
ry
n=I
where
.
A":
"o"w
ffism-a:
Partial Differential
L74
5.5
Equations
In the previous two sections,we have dealt with transient problems. The
solutions are normally died away, leaving steady state (equilibrium). The
PDE describingthe two-dimensionalheat equation in steady state is the
Laplace equation
ltrxiu^g :0,
O 1a 1 a ,
0<Y<b'
Problems of this type are called boundary value probtems (BVPs) since
there is no time variable involved. And so, there are no initial conditions.
Only the boundary conditions specify the solution.
Like the heat and wave equations, there axe many possibilities for the
boundary conditions. However, in this section we will be dealing with
ouly one type of bounda^ryconditions where the temperature is prescribed
at the boundary. Since there are 4 boundaries,we will heve 4 boundary
conditions. We will fix zero temperature at 3 of the boundarieswhile the
fourth having temperature defined by a function of I or a function of 3t
alone. Exa,mplesare given next.
5.5.1
Prescribed temperature
u'u **:0 ,
W
oy'
u(o,0):-f(s),
u (o ,g ):9 ,
o <r< a,
o<y< b
u(t,b) : Q,
u (a rY ):0,
0< x < a
0<Ycb'
Solutiun
We seeka solution of the form
u (s,v): X (n )Y( y) .
Then
x@)Y"(y).
#: x@)"Y(y),
#:
L75
: u, a constant.
: -"#
(b.2b)
(5.26)
:0.
and Y" -
(5.27)
^2Y
What is another alternative to equation (5.25) if you want the sameeq'rations as in (5.27)?
Next, we tackle the three zero boundary conditions.
Zero boundary conditions
Sepa^ratethe three boundary conditions to give
u(u,b): X(O)Y(b): 0
r(b) : 6
=+ X (0 ) : 0
u(a,A): X(a)Y(Y) :0
=+ X(o) : g.
x(o) - g, x(o) : g
Y (b ) : 6 .
t76
=+
X( o) : g
A :0
=+
X (x ):
B s in )r'
B +0
B sin.la:0,
wh Y ?
Hence
sin.\a:0
\n-nn
\a:nn
n:1r2r3 r. . .
X^(n):B' sinry ,
n: L,2,3,
"'
Now,lets solve
y, - s2Y = 0, Y(b):9.
For convenience,we don't replace the .\r, yet.
Y :0.
Recall: ConsiderYt' ^2 is 12 - \2 r :
The characteristic equd,tion
r : *). The solution can be written as:
Y(il
a1"^Y+a2e-^v
fu cosh\y +bzsinh,\gr
csinh)(g+d ).
It is convenient to take the third form for the solution of our Y. Thus,
Y(s) -- C sinhXs+ d)
where { is a constant to be determined. Applying boundary condition
f(b) :0 gives
C sin h .\( b * 6) :0
sinh.\(b+{):0
(wh v Cl0 ? )
I (b + 4 1 -g
L77
Y(il:
n:!,2,3,
Z:::W,
XnYn: Bnsin
D,nsinW
na-(y-'!)'
T
"rrio6
si*M,
n:!,2,3,....
where Dn - Bn x Cn.
Series solution
By the principle of superposition,
u(r,t\ : i
u,(n,t)
n=L
," si,.W.io6
tt(Y {)-.
n=L
u(c,o): I@) :
r*in9ar66
i'(-b)
n=l
6-L
- D n"iohnnb :? f/(r)sin
alo'
a
giving
Dn: -
,.
fo
\ a as n : L,2,...
L78
0<a<1,
u(rrD) : a, u(nr2) : g,
u(0,y) :9,
u(l,y\ -0,
0<y<2
0< o< L
0 <y <2.
is
u(a'a): : i
7t
-
nsr
#
sinntrs
sinhnn(v
- 2).
L79
01.x<a,
0<y<b
0< n< a
0<y<b.
0<r(1,
0<A<2
u(a,2):s,
u(!.,y): g,
0<c<1
0 < y <2.
t;t]"=.t sinntrasinhnnu.
Arrr, ? i
-----'-"v'
n ?-r nsinh2nn
180
5.5.2
Prescribed
temperature
o<y<b
o1n<a,
u(c,0) : Q, u(t,b) : Q,
u(0,9r): g, u(a,U): 9(A),
0 1a < a
O < A <b.
Solution
The solution is obtained in a similar manner as in the previoussection. We
seeka solution of the form
u(a,t\ : X(a)T(t).
Then
02t,
#:
A2,,t
x(x)Y"(il.
x(n)"v(y),
#:
ry:W
x(*)
Y(y)
- 7r, a constant.
(b.2g)
(5.29)
Y (0 ) : g
(5.30)
181
r(b ) : g
X (0 ): s .
x(o) : g
y(o) : g,
0,
y(b) : 9.
Y( b ) :0
=+
A :0
Y (y ): B s in )g r.
B sin)b:0,
B*A
wh y ?
Hence
sin.\b:0
,
:
,\"
n7l
\b:n t r
n: L,2 , 3 r. .
i: )
: Br,sin ,
Yn(y)
ry
n:1,2,3,.-.
X (0): 0 .
:+
sinh.\{:g
(whyC+07 )
}d:0
Updating X gives
X(t)
C sinh'\o
C"nb s i nhff,
n: 1 , 2 , 3 , . . . ,
6:0.
L82
un(x'
v)
: :w"_'^fq "'*n*:,2,
3,.. .
whereDn:
Bn x Cn.
Series solution
u(r,t) :
u^(a,t)
n=I
oo
: D o,sinff sinnff.
n=I
Nonzero boundary condition
To satisfy the remaining boundary condition u(a,U) : g(U), 0 < y ( b, we
must have
u(a,,a):
sfu): i ,, sinffsinhff
rl:
: ir"sinhff sinT:i
bnsinff,
nrto
"hT
giving
Dn:
'- #
b
:; 2
fb ' \
l"s(y)sinf f at
n: 1, 2, . . .
rb
n:1,2,....
b
smtrjs/ol- s@)sinffay
Final solution
Finallg substitute D, back into the seriessolution to obtain the final so.
lution.
183
0<n<2,
u(c,0) : Q, u(ar2) - 0,
u(0,Y) : 0, u(2''d : 9(2 - Y)''
o<y< 2
0<u< 2
o <y <2.
Partial Differential
184
0<n<a,
a(o,0):9,
u(u,b):9,
u(O,d : g(U\, u(a,y) : 0,
O<Y<b
0 < r< a
0 < y < b.
01r<2,
u( o,0):9,
u( 0,il :U(2-A \,
u(t,2):9,
u(2,y) :9,
0<Y<2
0 < r< 2
0 <y <2.
Equations
Bibliography
[1] Alan Jefirey Ailaanceil Engi'neeringMathematics, Academic Press;
2002.
[2] Boyce W.E.and DiPrima R.C.Elementary Differcntial Equaticns and
Boundary ValueProblents,8th Edition, John Wiley and Sons,2004.
[3] Glynn Jamcs et al. AduancedModem Engineeri'ngMathematics,Addison Wesley,1993.
[4] Kohler W. and Johnson L. Elementary differential Equations with
Bounilarg ValueProblenus,SecondEdition, 2005.
[5] Nagle, Saff and Snider, h.rndamentalsOt Differential Equations fth
Edition Addison WesleyLongman, 2000.
[6] Stroud K.A.AilaanceilEngineeringMathematics MacMillan Ltd., London; 1996.
LISTS OF FORMULAE
Trigonometric
cos2o+sinzc:1
sl nno:
1+tan2 0:seczt
,
=
cosno
cotzg*1=cogec2r
sin2r = 2sinrcosc
tan2n= T=ffiG
Logarithm
Ox "a ln o
lo96r
.
logo o =
I;E;;
n_
cosh2Jt-sinh2c:1
1-tanh2n=sechzn
l:rls2r=cos2r-sinzn
:2cos2 n - L
=1-2sin2r
2tans
e' - e-'
2
er* e-,
'
cot}2r-1=cosech2r
sinh2c = 2sinhrcoshs
cosh2c=cosh2c+sinh2c
=2cosh?o-1
- 1* 2sinh2c
tanh2r= '2t42 0
I + tanhsinh(c * g) = sinh c coshy t coshr sinh y
cosh(o* y) = coshccosh3t* sinhc sinhy
tanhc * tanhY
tanh(cLY): G t*ffiffit
Inverse Hiperbolic
-oo ( 0 < oo
sinh-l c = ln(s + tffi1,
x > I'
cosh-lc : ln(s I 1Pa),
Integrations
Differentiations
=
constant
ftWl o, lc
*rO,
= nrn-r
=|
Su"rn
I r " *= # + c ,n l -t
I *:hlcl+c
fiV*a: -sinr
ftbi"a: coso
n
sec2
S'rt*rrl:
I u*:kx*c
!*[,,*tl='-cosec2o
sinndn=-cosc* C
I cnsndr: sina * C
J
| """'
nd,a = tann * C
co"""',d,,= - cotx* C
+C
s""rtuord,r= seca
ftb..rl= secotano
fibo"u"rl= -cosecrcotc
;["".".t.ot
=""
frb"l
St"o.rrtl
$f
*'f
lffr*o'f
= sinhc
: cosh'
=sech2s
I
I
I
sinhnd,n= coshr* C
d,r= sinho* C
cosnn
tanho* C
sech2xd,r=
ilcothcl = -cosedr'c
d,t'
$ttu*tt
fr["or""t
= -sechctanhc
| "o""Af
/
xds = -cosecc * C
,ar= - cothc* C
sectrrtanhx.Tr = -sechz * C
= -cosechc
* C
t "or""nr"othad,s
tl = -cosechccothc
Differentiations of
Inverse Ftrnctions
#t""-'
"t:f,#.ff,W.r.
fr!"o"-'"t:
f,# .ft,d.,
d ,.
du
Integrations
in fnverse
dfr
.-1
Resulting
Functions
,
J f fi :s i n -r(I)* " .
fda
,-J azqs2-
j**-'G)*
".
f iFa n
d ,.-r
fiLcot
'u1:
du
-1
fifi.8.
flb""-'ut:
WJ#=.ft,urt
d=ffi_ r.fl, wr r.
fr\"o"""-'
d,.,-r
ftsmn
-uJ= 1
JFV.
du
-1
f["os".t-lrJ=
wrt.
du
uz
(;) . c, a>0.
I &:cosh-l
(;) . c, x)0.
fd ,
tm
r.
f t"*o-'
"t=#r.fi, i,utr
fl["oto-,q=
*.ft,
I #:sinh-1
'6,
:!
(1)*", u>o,
:tanh-l
t j.orn-'(1)*", t t>o.
Iffi--!su"h-, (:)::,.,
0<u<1.
'#'uro'
I#--1"o,""h-'L;1::,,
r(s) :
Laplace Transforms
/-
7(t)e-"tat
r(s)
k
t n, n= t r 2r 3r . ..
nl
eot
8-&
5
kosot
s2+a2
&
sin oJ
wF
I
koshat
s 2 -a 2
&
sinhaJ
F=7
e"tf(t)
F(s - a)
/\ - 1\-/n*
rr'-
ltLl
#,
n=1r2r3,.,,
intr
dsn
H(t - a)
f (t - a\H(t - a)
e-o"F(s)
0\t - a)
e-o"
f(t)6(t - a)
e-"'f(a)
7t
I f (")sQ- u)auJO
fL
I f(u)du
JO
r(s)G(s)
F(")
s
trT
l$ ) : l (t+r)
'-, _e
| e-" y 1 t 1 a t
-" Jo
J('?-1)(0)