Course summary: CSN/MATH2038
LINEAR FIRST-ORDER EQUATIONS
First write the equation in standard form with the coefficient of y ′ equal to one,
y ′ + p(x)y = f (x).
Then introduce an integrating factor v(x) given by
v(x) = eP (x) , P ′ (x) = p(x) ,
which allows one to write the ODE in the form
(v(x)y)′ = v(x)f (x).
EXACT FIRST-ORDER EQUATIONS
A first order ODE,
dy M (x, y) dy
=− or M (x, y) + N (x, y) = 0,
dx N (x, y) dx
is exact if
∂M ∂N
(x, y) = (x, y).
∂y ∂x
The solution is
u(x, y) = constant,
where u(x, y) is obtained by solving
∂u ∂u
= M (x, y), = N (x, y).
∂x ∂y
LINEAR SECOND-ORDER EQUATIONS
Reduction of order method First write the equation in standard form with
the coefficient of y ′′ equal to one,
y ′′ + p(x)y ′ + q(x)y = 0. (1)
Let y1 (x) be a non-trivial solution, then a second independent solution is given by
e−P (x)
Z
y2 (x) = y1 (x) dx , P ′ (x) = p(x) .
y12
1
Wronskian Let y1 (x) and y2 (x) be solutions of the ODE in Equation (1). Then
the Wronskian of y1 (x) and y2 (x) is defined to be
y1 (x) y2 (x)
W [y1 , y2 ](x) = = y1 (x)y2′ (x) − y1′ (x)y2 (x).
y1′ (x) y2′ (x)
The Wronskian satisfies Abel’s identity,
dW
+ p(x)W = 0.
dx
Provided p(x) is continuous in the interval [a, b], we have:
(a) The Wronskian is either identically zero, or vanishes nowhere in the interval.
(b) At any point x0 ∈ [a, b], W [y1 , y2 ](x0 ) ̸= 0 iff the solutions y1 , y2 are linearly
independent, and W (x0 ) = 0 iff the solutions y1 , y2 are linearly dependent.
Variation of parameters Consider the inhomogeneous linear second-order dif-
ferential equation, written in standard form with the coefficient of y ′′ equal to one,
y ′′ + p(x)y ′ + q(x)y = r(x), (2)
and let y1 and y2 be the complementary functions (linearly independent solutions
of the homogeneous equation). Then the general solution of Equation (2) is given
by
y = c1 y1 (x) + c2 y2 (x) + yP
where c1 and c2 are constants, and where
yP = v1 y1 + v2 y2
with Z Z
y2 (x)r(x) y1 (x)r(x)
v1 = − dx, v2 = dx.
W [y1 , y2 ](x) W [y1 , y2 ](x)
SOME SPECIAL EQUATIONS
Constant coefficients
ay ′′ + by ′ + cy = 0 where a, b, c are constants.
This may be solved by looking for a solution of the form y = eνx and substituting
into the equation. This tells us that ν must be a root of the auxiliary equation
aν 2 + bν + c = 0.
There are three cases:
1. Distinct real roots ν1 , ν2 : The general solution is given by
y(x) = Aeν1 x + Beν2 x .
2. Complex conjugate roots, ν = α ± iβ: The general solution is given by
y(x) = eαx (A cos(βx) + B sin(βx)).
3. Repeated real root, ν: The general solution is given by
y(x) = (A + Bx)eνx .
2
Euler Equations
d2 y dy
ax2 + bx + cy = 0 where a, b, c are constants.
dx2 dx
This may be solved by looking for a solution of the form y = xk and substituting
into the equation. This tells us that k must be a root of the auxiliary equation
ak 2 + (b − a)k + c = 0. (3)
There are three cases:
1. Distinct real roots k1 , k2 : The general solution is given by
y(x) = Axk1 + Bxk2 .
2. Complex conjugate roots, k = α ± iβ: The general solution is given by
y(x) = xα (A cos(β ln x) + B sin(β ln x)).
3. Repeated real root, k: The general solution is given by
y(x) = (A + B ln x)xk .
3
FOURIER SERIES
A convergence theorem If a function f (x) with period 2L is piecewise contin-
uous on (−L, L) then the Fourier series of f (x);
∞ h
1 X nπx nπx i
f (x) = a0 + an cos + bn sin
2 n=1
L L
where
1 w
L nπx
an = f (x) cos dx, n = 0, 1, 2, 3, . . .
L L
−L
1 w
L nπx
bn = f (x) sin dx, n = 1, 2, 3, . . .
L L
−L
converges to f (x) at points of continuity and to the mean value 12 (f (x+ ) + f (x− ))
at points at which the left and right-hand derivatives of f (x) both exist.
Half-range Fourier sine or cosine series A function f (x) defined on (0, L)
can be expanded in a Fourier series containing either wholly cosine or wholly sine
terms. Then
2w
L nπx
an = 0, bn = f (x) sin dx
L0 L
for a half-range sine series, and
2w
L nπx
bn = 0, an = f (x) cos dx
L0 L
for a half-range cosine series.
4
LAPLACE TRANSFORMS
Definition If f (t) is defined for all positive t then the Laplace transform, denoted
by f˜(s) or L [f (t)] is defined by
w∞
f˜(s) = e−st f (t) dt
0
where the parameter s is assumed real. (In some cases this will only be defined for
s bigger than some constant and in some cases the transformation is not defined
for any s)
Definition: If there exist real constants M , α and t0 such that |f (t)| < M eαt for
t > t0 , then f (t) is said to be of exponential order α as t → ∞.
Theorem: Sufficient conditions for the existence of Laplace transforms
If f (t) is piecewise continuous in every finite interval and is also of exponential
order α then
w∞
˜
f (s) = e−st f (t) dt, exists for all s > α.
t=0
Theorem: Transform of derivatives
If f (t), f ′ (t), . . . , f (n−1) (t) are continuous and of exponential order α and if f (n) (t)
is piecewise continuous then
L f (n) (t) = sn f˜(s) − sn−1 f (0) − sn−2 f ′ (0) − · · · − f (n−1) (0),
s > α.
In particular
L [f ′ (t)] = sf˜(s) − f (0)
L [f ′′ (t)] = s2 f˜(s) − sf (0) − f ′ (0).
Important properties If f˜(s) = L [f (t)] then
1 s
(i) Similarity: L [f (at)] = f˜
a a
(ii) Exponential Multiplier: L [eat f (t)] = f˜(s − a)
w
"t #
1
(iii) Integration: L f (τ ) dτ = f˜(s)
0
s
(iv) Shift: L [f (t − a)H(t − a)] = e−as f˜(s), where H(t) is the Heaviside function.
n
d
n n
(v) Multiplication by t : L [t f (t)] = − f˜(s)
ds
w∞
f (t) f (t)
(vi) Division by t: L = f˜(u) du, provided lim exists.
t s
t→0 t
(vii) Asymptotic behaviour: lim f˜(s) = 0.
s→∞
5
Initial Value Theorem
lim f (t) = lim sf˜(s)
t→0 s→∞
Final Value Theorem
lim f (t) = lim sf˜(s)
t→∞ s→0
Periodic functions If f (t) has period ω then
1 wω
L [f (t)] = −ωs
e−st f (t) dt
1−e 0
L [f0 (t)]
=
1 − e−ωs
where f0 (t) = (1 − H(t − ω))f (t).
Convolution Theorem If f˜(s) = L [f (t)] and g̃(s) = L [g(t)] then
w
"t #
f˜(s)g̃(s) = L f (τ )g(t − τ ) dτ = L [(f ∗ g)(t)]
0
where (f ∗ g)(t) is called the convolution of f and g.
Note that this operation is commutative (f ∗ g) = (g ∗ f ), associative (f ∗ (g ∗ h)) =
((f ∗ g) ∗ h) and distributive over addition (f ∗ (g + h)) = (f ∗ g) + (f ∗ h).
6
Table of Special Laplace transforms
f (t) f˜(s)
1
1
s
n!
tn , (n = 0, 1, . . . )
sn+1
Γ(α + 1)
tα , (α > −1)
sα+1
1
eat
s−a
a
sin(at)
s2 + a2
s
cos(at)
s2 + a2
a
sinh(at)
s2 − a2
s
cosh(at)
s2 − a2
1
teat
(s − a)2
(n − 1)!
tn−1 eat
(s − a)n
e−sa
H(t − a)
s
δ(t − a) e−sa
1 1
√ √
πt s
p
2 t/π s−3/2
1
J0 (t) √
1 + s2
END OF COURSE SUMMARY NOTES
