1. differential equations. - unimap portalportal.unimap.edu.my/portal/page/portal30/lecturer...

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1 1. DIFFERENTIAL EQUATIONS. 1.1 Introduction. Definition: An Ordinary Differential Equation (ODE) is an equation that contains one or several derivatives of an unknown function. Example: 1. dx dy = sinx + 3 2. y`` + 2y` - 6y = e x 3. 3 3 dy x d + 2 2 2 dx y d - dx dy - y = 0. Notation: F(x, y, y`, y``, … ) = 0. The order of an ordinary differential equation is the order of the highest derivative that appears in the differential equation. Example: 1. dx dy + y tan x = sin 2x. (first order) 2. x 2 2 2 dx y d - 4x dx dy + 6y = x -1 . (second order) 3. y`` - 4y` + 4y = 5x 2 + e -x . (second order) 4. y``` - 3y`` + 3y – y = 0. (third order) 1.2 How to form ODE. A differential equation could be formed by eliminating an arbitrary constant from a given function.

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Page 1: 1. DIFFERENTIAL EQUATIONS. - UniMAP Portalportal.unimap.edu.my/portal/page/portal30/Lecturer Notes/IMK... · 1. DIFFERENTIAL EQUATIONS. 1.1 Introduction. Definition: An Ordinary Differential

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1. DIFFERENTIAL EQUATIONS.

1.1 Introduction.

Definition: An Ordinary Differential Equation (ODE) is an equation that contains one or several derivatives of an unknown function. Example: 1.

dx

dy = sinx + 3

2. y`` + 2y` - 6y = ex

3. 3

3

dy

xd + 2 2

2

dx

yd - dx

dy - y = 0.

Notation: F(x, y, y`, y``, … ) = 0. The order of an ordinary differential equation is the order of the highest derivative that appears in the differential equation. Example: 1.

dx

dy + y tan x = sin 2x. (first order)

2. x2 2

2

dx

yd - 4x dx

dy + 6y = x-1. (second order)

3. y`` - 4y` + 4y = 5x2 + e-x. (second order) 4. y``` - 3y`` + 3y – y = 0. (third order)

1.2 How to form ODE.

A differential equation could be formed by eliminating an arbitrary constant from a given function.

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Example 1. Form ODE from the function y = Ax + x2. (A constant) Solution: y = Ax + x2 … (i) y`= A + 2x … (ii) → x(ii) : xy` = Ax + 2x2 (i) : y = Ax + x2 ______________________ _

xy` - y = x2 (iii) xy`- y = x2 . This is a first order differential equation which derived from y = Ax + x2. Example 2. Form ODE from the function y = x2 +

x

A .

Solution: y = x2 + x

A . Multiply with x, then

yx = x3 + A. Differenciate with respect to x, → y + x

dx

dy = 3x2 is the first order ODE.

Example 3. Form ODE from the function: y = Ax2 + Bx5. Solution: y = Ax2 + Bx5 …. (i) y`= 2Ax + 5Bx4…. (ii) y``= 2A + 20Bx3…. (iii) x(ii): xy`= 2Ax2 + 5Bx5 2(i) : 2y = 2Ax2 + 2Bx5 __________________________ - xy`-2y = 3Bx5 …… (iv)

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x(iii): xy`` = 2Ax + 20 Bx4 (ii): y` = 2Ax + 5Bx4 ________________________________ _ xy``- y`= 15 Bx4 ….. (v) x(v): x2y``- xy` = 15Bx5 5(iv): 5xy` - 10y = 15Bx5 ______________________________ _ x2y``- 6 xy`+ 10y = 0 (second order ODE ) Example 4. Form ODE from the function y = Aex + Be-2x Solution: y = Aex + Be-2x …. (i) e2x(i): ye2x = Ae3x + B. …. (ii) Differentiating (ii): y`e2x + 2e2xy = 3Ae3x ….(iii) Differentiating (iii): y``e2x + 2e2xy`+ 2e2xy`+4e2xy = 9Ae3x. Or: y``e2x + 4e2x y` + 4e2xy = 9Ae3x …. (iv) 3(iii): 3y`e2x + 6e2xy = 9Ae3x ______________________________________________ _ y``e2x + y`e2x - 2e2xy = 0 e2x(y``+ y` - 2y) = 0. But e2x ≠ 0 Thus the solution is: y`` + y` - 2y = 0

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1.3. Solution of a Differential Equation. Definition: If y = F(x) is the solution of an ODE, hence a function F(x) satisfies the given differential equation.

Examp. 5. Given 2

2

dx

yd + dx

dy - 6y = 0. Show that:

(a) y = e2x is the solution. (b) y = 5e2x + 4e-3x is the solution. (c) y = xe2x is not the solution.

Solution:

(a) y = e2x…(i) thus dx

dy = 2e2x …(ii) and 2

2

dx

yd = 4e2x …(iii)

Substitute (i), (ii) dan (iii) into the given diff. eq. hence

2

2

dx

yd + dx

dy - 6y = 4e2x + 2e2x – 6e2x = 0.

It is shown that y = e2x is the solution. (b) y = 5e2x + 4e-3x

dx

dy = 10e2x – 12e-3x

2

2

dx

yd = 20e2x + 36e-3x

→ 2

2

dx

yd + dx

dy - 6y = 20e2x + 36e-3x + 10e2x – 12e-3x

-30e2x – 24e-3x = 0 y = 5e2x + 4e-3x is the solution.

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(c) y = xe2x y` = 2xe2x + e2x y``= 2e2x + 4xe2x + 2e2x = 4xe2x + 4e2x. → y``+ y` - 6y = 4xe2x + 4e2x + 2xe2x + e2x – 6e2x = 5e2x ≠ 0. y = xe2x is not the solution. Example 6. Find the value of m so that y = emx is the solution of the diffrential equation 2y`` + 5y` - 3y = 0. Solution: Given y = emx …..(i), thus y`= memx …(ii) and y``= m2emx …(iii) Substitute (i), (ii) and (iii) into the ODE, hence 2y``+ 5y` - 3y = 2m2emx + 5memx – 3emx = emx(2m2 + 5m – 3) = 0. But emx ≠ 0 hence, 2m2 + 5m – 3 = 0 (2m -1)(m + 3) = 0 m = { ½ , -3}. 1.4 General & Particular Solution.

Example 7. Show that y = Aex + (x + 2)e2x is the general solution of the differential equation

dx

dy - y = (x + 3)e2x, and hence determine the

value of A given that y = 4 when x = 0.

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Solution: y = Aex + (x + 2)e2x

dx

dy = Aex + 2(x + 2)e2x + e2x

= Aex + (2x + 5)e2x →

dx

dy - y = Aex +(2x + 5)e2x – Aex – (x + 2)e2x

= (2x + 5 – x – 2)e2x = (x + 3)e2x. (shown) Given that y = 4 when x = 0 → y = Aex + (x + 2)e2x 4 = Ae0 + (0 + 2)e0 4 = A + 2 → A = 2 Particular solution: y = 2ex + (x + 2)e2x The particular solution could be obtained by substituting the given condition (y = 4 when x = 0). The conditions are called the initial condition of the differential equation. Definition: (i) Initial Value Problem (IVP) is a differential equation with initial conditions. (Ex. y = 1 and y`= 2 when x = 0) (ii) Boundary Value Problem (BVP) is a diff. equation with boundary conditions. (Ex. y = 0 when x = 0 and y`= 2 when x = 1)

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Example 8. Show that y = x

xBxAkos 3sin3 + is the general

solution for x2

2

dx

yd + 2dx

dy + 9xy = 0.

And hence obtain the particular solution with condition y(̟) = -3 and y`(̟) = 0. Solution:

The conditions above are an initial condition (IVP) y = -3 and y`= 0 when x = ̟. Given: yx = A kos3x + B sin 3x … (i) x

dx

dy + y = -3A sin3x + 3B kos3x … (ii)

x2

2

dx

yd + dx

dy + dx

dy = -9A kos3x – 9B sin3x.

x2

2

dx

yd + 2dx

dy = -9(A kos3x + B sin3x) … (iii)

Substitute (i) into (iii), thus:

x2

2

dx

yd + 2dx

dy + 9xy = 0. (shown)

Substitute y(̟) = -3 into (i) → -3̟ = -A or A = 3̟ y`(̟) = 0 into (ii) → y = -3B -3 = -3B or B = 1. The particular solution: y =

x

xxkos 3sin33 +π .

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Example 9. Show that y = Ax3 + 3x

B is the general

solution for x2y`` + xy` - 9y = 0 and hence obtain the particular solution with conditions y(2) = 1 and y`(1) = 0. Solution: The condition above are a boundary condition (BVP), y(2) = 1 and y`(1) = 0. y = Ax3 +

3x

B or x3y = Ax6 + B … (i).

Differentiating (i), thus 3x2y + x3y`= 6Ax5

→ xy` = 6Ax3 – 3y … (ii). Differentiating (ii), thus xy``+ y`= 18Ax2 – 3y` → xy``= 18Ax2 – 4y` …(iii) Substitute (ii) and (iii) into given diff. equation, x2y``+ xy`- 9y = 18Ax3- 4y`x + xy`- 9y = 18Ax3 -3(6Ax3- 3y) – 9y = 18Ax3 – 18Ax3 + 9y – 9y = 0 Thus: y = Ax3 +

3x

B is the general solution.

Substituting y(2) = 1 or y = 1 when x = 2 into diff. equation y = Ax3 +

3x

B we get

1 = 8A + 8

1 B or 8 = 64A + B…(iv)

Substituting y`(1) = 0 or y`= 0 when x = 1 into xy`= 6Ax3 – 3y we get xy`= 6Ax3 – 3(Ax3 +

3x

B )

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xy` = 3Ax3 - 3

3

x

B

0 = 3A – 3B → A = B … (v) From simultaneous equation (iv) dan (v), thus 64A + A = 8 → A = B =

65

8

Particular equation: y = 65

8 (x3 + 3

1

x).

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2. First Order Ordinary Differential Equation

(ODE)

General Form: dx

dy = f(x,y)

Example: a)

dx

dy = 2y + sin x.

b) dx

dy = x

yxx

2

)1(2 −− .

There are four types of a first order ODE,

i) Separable differential equation. ii) Homogeneous differential equation. iii) Linear differential equation. iv) Exact differential equation.

2.1. Separable Differential Equation.

The differential equation: y` = f(x,y) is said to be separable if the equation can be written as the product of a function of x, u(x) and the function of y, v(y). The equation can be wtitten in the form

dy

dy = u(x).v(y) or )(yv

dy = u(x).dx

hence, integration both sides: ∫

)(yv

dy = ∫ u(x) dx.

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Example 1. Solve the equation: (x + 2)dx

dy = y.

Solution: (x + 2) dx

dy = y

∫y

dy = ∫ 2+x

dx

ln|y| = ln|x+2| + C ln|

2+x

y | = ec = A

y = A(x+2). Example 2. Solve the equation: ex

dx

dy + xy2 = 0.

Solution: ex

dx

dy + xy2 = 0.

∫ 2y

dy = - ∫ xe-xdx.

- y

1 = -[x ∫e-xdx - ∫{∫e-xdx}dx

xd )( dx.

y

1 = -xe-x -∫-e-xdx

y

1 = -xe-x – e-x + C.

y

1 = -(x+1) e-x + C.

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Example 3. Solve the following differential equation: x2y dx + (x + 1) dy = 0 which satisfied condition y = 2 when x = 0. Solution: x2y dx + (x + 1) dy = 0 -

y

dy = 1

2

+x

x dx.

-y

dy = {(x – 1) + 1

1

+x}dx.

-∫y

dy = ∫(x – 1)dx + ∫1+x

dx

-ln|y| = 2

2x - x + ln|x + 1| + C.

ln|y(x + 1)| = x – ½ x2 – C. y(x + 1) = ex-1/2 x 2 -C

y(x + 1) = A.ex-1/2 x 2

, where A = e-C y = 2 when x = 0, thus: 2 = A. The solution is: y =

1

2

+x. ex- ½ x

2

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2.1.1. Substitution Method. Example 4. Solve the equation:

dx

dy = 51

++

++

yx

yx

which satisfied the condition y(1) = 1. Solution : Subsitute z = x + y =

dx

dz 1 + dx

dy thus dx

dy = dx

dz - 1

→ dx

dz - 1 = 5

1

+

+

z

z

dx

dz = 5

1

+

+

z

z + 1 = 5

62

+

+

z

z = 5

)3(2

+

+

z

z

3

5

+

+

z

z dz = 2 dx.

∫(1 + 3

2

+z) dz = ∫2 dx.

z + 2ln|z+3| = 2x + C. 2ln|z+3| = 2x – x – y + C (z + 3)2 = A.ex-y, where A = eC. y(1) = 1 → (1+1+3)2 = A.e1-1

25 = A

The solution is: (x + y + 3)2 = 25 ex-y .

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Example 5. Solve the equation: x

dx

dy + y = 2x((1 + x2y2).

Solution: Substitute z = xy, hence y

dx

dyx

dx

dz+=

dx

dz = 2x(1 + z2)

∫ 21 z

dz

+ = ∫ 2xdx.

tan-1 z = x2 + C. z = tan(x2 + C) xy = tan(x2 + C).

y = x

Cx )tan( 2 +

2.2 HOMOGENEOUS EQUATION.

Consider the differential equation

dx

dy = f(x, y).

If: f(λx, λy) = f(x, y) for each ℜ∈λ , hence

dx

dy = f(x, y) is called a homogeneous equation.

Example: i).

dx

dy = 22 yx

xy

+ = f(x, y)

f(λx, λy) = 22 )()(

))((

yx

yx

λλ

λλ

− =

)(

)(222

2

yx

xy

−λ

λ

= 22 yx

xy

− = f(x, y) [homogeneous].

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ii). dx

dy = x – y = f(x, y).

f(λx, λy) = λx – λy = λ(x – y) ≠ f(x, y). f(x, y) non-homogeneous. The method of solving a homogenous diff. equation is by using the following substitution. y = x.v, hence

dx

dy = xdx

dv + v

Example 6. Solve the differential equation

dx

dy = 22 yx

xy

+ with condition y(0) = 2.

Solution: By using substitution y = xv and

dx

dy = xdx

dv + v.

Thus: xdx

dv + v = 22 )(

)(

xvx

xvx

+ =

21 v

v

+

xdx

dv = 21 v

v

+ - v =

2

2

1

)1(

v

vvv

+

+− = - 2

3

1 v

v

+

∫ (3

21

v

v+ ) dv = - ∫ x

dx dx.

22

1

v−+ ln |v| = -ln|x| + C.

ln |xv| = 22

1

v + C. [v =

x

y ]

y = A.ex 2 /2y 2

, where A = eC Then y(0) = 2 , hence A = 2. The solution is: y = 2ex

2/2y

2

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Example 7. Solve the differential equation

dx

dy = yx

yx

22+

+ with condition y(3) = 1.

Solution: f(λx, λy) =

yx

yx

λλ

λλ

22+

+ = )2()2(

yx

yx

+

+

λ

λ = yx

yx

22+

+ = f(x, y).

Substitute y = xv and vdx

dvx

dx

dy+= , hence

xdx

dv + v = xvx

xvx

2

2

+

+ = v

v

21

2

+

+ .

xdx

dv = v

v

21

2

+

+ - v = 12

)1(2 2

+

−−

v

v .

∫(

1

122 −

+

v

v )dv = ∫-2x

dx

∫{)1(2

1+v

+ )1(2

3−v

}dv = -∫ 2x

dx .

2

1 ln|v + 1| + 2

3 ln|v – 1| = -2ln|x| + C

ln|v + 1| + 3ln|v – 1| = -4ln|x| + 2C (v + 1)(v – 1)3.x4 = A , where A = e2C (

x

xy + )(x

xy − )3.x4 = A

(y + x)(y – x)3 = A The condition y(3) = 1 → A = -32. The solution is: (y + x)(y – x)3 + 32 = 0.

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Example 8. Solve: xdx

dy - y = 22 yx − , with condition

y = 1 when x = 1. Solution: Substitute y = xv, hence: x(x

dx

dv + v) – xv = x√ 1 - v2 .

xdx

dv = √ 1 – v2

∫ 21 v

dv

− = ∫

x

dx

sin-1 v = ln|x| + C sin-1(

x

y ) = ln|x| + C

The condition y = 1 when x = 1, thus sin-1 (1) = 0 + C → C =

2

π .

Solution: sin-1(

x

y ) = ln|x| + 2

π

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2.3 Linier differential Equations.

Note: a(x)dx

dy + b(x).y = c(x).

dx

dy + )()(

xa

xb .y = )()(

xa

xc

or: dx

dy + p(x).y = q(x) where p(x) = )()(

xa

xb

and q(x) = )()(

xa

xc

This is the general form of a linier differential equations. The Method of Solution.

i) Write to the general form : dx

dy + p(x).y = q(x)

ii) Determine p(x) and evaluate : ∫ p(x) dx. iii) Obtain the integrating factor : u(x) = e∫ p(x)dx.

iv) u(x)

dx

dy + u(x).p(x).y = u(x).q(x).

v) Write dx

d {u(x).y} = u(x).q(x).

vi) ∫ d(u(x).y = ∫ u(x).q(x)dx. vii) u(x).y = ∫ u(x).q(x)dx.

Example: i). x dx

dy + y = x3

ii). dx

dy - y = 2ex

iii). (1 + x2) dx

dy - xy = x(1 + x2)

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Solution i). x dx

dy + y = x3

dx

dy + x

y = x2

p(x) = x

1 → ∫p(x)dx = ∫x

1 dx = ln x.

Integrating factor: u(x) = e∫p(x)dx = eln x = x. y.x = ∫x.x2 dx = ∫x3dx =

4

1 x4 + C

→ y = 4

1 x3 + x

C .

Example ii).

dx

dy - y = 2ex.

p(x) = -1 → ∫p(x) dx = ∫(-1) dx = -x. Integrating factor: u(x) = e∫p(x) dx = e-x.

e-x.y = ∫e-x.2ex dx = 2x + C → y = 2xex + Cex. Example iii): (1 + x2)

dx

dy - xy = x(1 + x2)

dx

dy - (21 x

x

+).y = x

∫p(x)dx = ∫-()1 2x

x

+)dx = ln(1 + x2)-x/2

u(x) = e∫p(x)dx = eln(1+x 2 ) 2/1−

= (1+x2)-1/2 (1+x2)-1/2.y = ∫(

2/12 )1( x

x

+)dx. Substitute z = (1+x2)

hence ∫(2/12 )1( x

x

+)dx = (1 + x2)1/2 + C

(1+x2)-1/2.y = (1 + x2)1/2 + C. → y = (1 + x2) + C(1 + x2)1/2

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2.4. Exact Equations. General form: M(x,y) dx + N(x,y) dy = 0. Condition of an Exact Equation:

x

N

y

M

∂=

Example: i) (2x + 3y2) dx + (6xy + 2y) dy = 0

ii) (3x2y + ey) dx + (x3 + xey – 2y) dy = 0 iii) (2x + y – kos y) dx + (4y + x + sin x) dy = 0.

The method of solution.

a) M dx + N dy = 0. Test for exactness: x

N

y

M

∂=

b) Write x

u

∂ = M …….. (i)

y

u

∂ = N ………(ii)

c) Inregrate with respect to x: ∫ du = ∫ M dx u = ∫ Mdx + Q(y) …..(iii) d) Differentiate (iii) with respect to y. e) Equate: u(x,y) = A.

Example: Solve the following differential equation. (6x2 – 10 xy + 3y2) dx + (6xy – 5x2 – 3y2) dy = 0

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Exercises. 1. Solve the differential equations: i)

dx

dy + 3y = e2x [ y = 5

1 e2x+ Ce-3x]

ii) dx

dy + y = x2 [ y = x2- 2x + 2 + Ce-x]

iii) sin x dx

dy + 2y kos x = kos x [ysin2x = A-4

1 kos2x]

iv) sin x dx

dy - y kos x = cot x. [y = -2

1 kosek x+Csin x]

2. Show that these equations is exact and solve.

i) (y3 - x

1 ) dy + 2x

y dx = 0

ii) (3x2 – y sin xy) dx – (x sin xy)dy = 0

iii) (2x + 3 kos y) dx + (2y – 3x sin y) dy = 0.

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3. Second Order Linier Differential Equation (LDE)

General Form:

an(x) n

n

dx

yd + an-1(x) 1

1

n

n

dx

yd + …+ a1(x) dx

dy + a0(x)y = f(x) …(1)

where the coefficients a0(x), a1(x),…, an(x), f(x) is the function of x and an(x) ≠ 0. If one of the coefficients is not constant, hence (1) is called a Linear Differential Equation with variable coefficient. If all of the coefficients are constants, hence (1) could be written as:

an n

n

dx

yd + an-1 1

1

n

n

dx

yd + … + a1 dx

dy + a0y = f(x) … (2)

(2) is called a Linier Differential Equation with constant coefficient. If f(x) in (1) and (2) equal to zero, is called a Homogeneous Differential Equation (HDE). If f(x) ≠ 0, is called Non Homogeneous Diff. Equation. Examples:

a) 2

2

dx

yd + 20y = 0 HDE with constant coeffficient.

b) y``- 5y` + 3y = ex Non HDE with constant coefficient. c) x2y``+xy`+(x2-2)y = 0 HDE with variable coefficient.

d) 2

2

dx

yd + x

2

dx

dy = ln x Non HDE with variable coefficient.

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3.1 The Method of Solution for A Homogeneous

Differentiel Equation. Consider a second order linier differential equation:

a 2

2

dx

yd + b dx

dy + cy = 0 where a, b, c constant. …… (3)

If y = emx is the solution, hence

dx

dy = memx and 2

2

dx

yd = m2emx

Substitute into (3), hence

a2

2

dx

yd + bdx

dy + cy = 0 can be written as:

am2emx + bmemx + cemx = 0. (am2 + bm + c) emx = 0. But emx ≠ 0, hence am2 + bm + c = 0 ……. (4). (4) is the quadratic equation and called characteristic equation. The roots of (4) are

called the characteristic roots.

Equation (4) has three forms of roots. . (i) Real and different roots, if b2 – 4ac > 0. (ii) Real and equal roots, if b2 - 4ac = 0. (iii) Two complex roots, if b2 - 4ac < 0. Let m1 and m2 are the characteristic roots of equation (4).

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a) If b2 – 4ac > 0 hence m1 ≠ m2. Then y1 = em1

x and y2 = em

2x are the solutions of the homogeneous equation.

Then the general solution written as: y = A em

1x + B em

2x { A, B constants}.

b) If b2 – 4ac = 0 hence m1 = m2. The characteristic equation has only one root, m = -

a

b

2 .

Then the general solution written as: y = (A + Bx) emx. {A, B constants}

c) If b2 – 4ac < 0 the characteristic equation has two complex roots, m1 = α + βi dan m2 = α – βi . Then the general solution written as : y = C.e(α + βi)x + D.e(α – βi)x {C, D constans}. By using Euler formula: eiθ = kosθ + i sinθ and e-iθ = kosθ – i sinθ, then y = C.e(α + βi)x + D.e(α – βi)x = eαx { C.eiβx + D.e-iβx } = eαx { C(kos βx + i sin βx) + D(kos βx – i sin βx)} = eαx {(C + D) kos βx + i(C – D) sin βx} = eαx { A kos βx + B sin βx } where A = C + D and B = (C – D)i.

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Conclution: If characteristic equation has two complex roots, m1 = α + βi and m2 = α – βi , then the general solution could be written as: y = eαx ( A cos βx + B sin βx )

Hence y1 = eαx cos βx and y2 = eαx sin βx Exercises: Determine the general solution from the folowing equations: 1). y`` - y` - 6y = 0 2). y`` - 4y = 0 3). y`` - 2y` - 3y =0 with conditions y(0) = 2 and y`(0) = 1 4). y`` - 4y`+ 13y = 0, y(0) = -1, y`(0) = 2.

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3.2 Non Homogeneous Linier Equations.

a 2

2

dx

yd + b dx

dy + cy = f(x)

Example: Solve the equation: 2

2

dx

yd - 4dx

dy + 3y = 10 e-2x.

Solution: f(x) = 10 e-2x has ex expression. Let Ce-2x is the solution.

Thus: y = Ce-2x ; dx

dy = -2Ce-2x ; 2

2

dx

yd = 4Ce-2x.

2

2

dx

yd - 4dx

dy + 3y = 10e-2x. Substitute :

4Ce-2x -4(-2Ce-2x) + 3Ce-2x = 10e-2x. 15Ce-2x = 10e-2x. C = 2/3. Hence y =

3

2 e-2x satisfied the given equation and

is called the particular integral. The other solution which could be obtain from

homogenous equation 2

2

dx

yd - 4dx

dy + 3y = 0.

Characteristic equation: m2 – 4m + 3 = 0. → m = {1, 3}. The solution of HDE: yc = Aex + Be3x. General Solution: y = Aex +Be3x +

3

2 e-2x

(A, B constants).

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Definition:

i) The general solution of equation: a2

2

dx

yd + bdx

dy + cy = 0

is yc , called complementary function..

ii) The solution of : a2

2

dx

yd + bdx

dy + cy = f(x) is yp, called

pacticular integral. Teorem:

If yc is the complementary function for diff. equation

a2

2

dx

yd + bdx

dy + cy = 0 and yp is the particular integral for

non homogenous equation a2

2

dx

yd +bdx

dy + cy = f(x), hence

the general sulution of the non homogenous equation is given by: y = yc + yp.

3.2.1. Method of Undertemined Coefficients.

Consider : ay``+ by` + c = f(x), a ≠ 0. ………. (i). The basic idea behind this approach is as follows.

a) f(x) a polynomial of degree n. b) f(x) an exponential form Ceαx , (α, C constants). c) f(x) = C kosβx or C sin βx, (C, β constants).

Case a: f(x) = Anx

n + An-1xn-1 + … + A1x + Ao .

(An , An-1 , … , A1 , Ao constants). Suppose: yp = Bnx

n + Bn-1xn-1 + … + B1x + B0. ……(ii).

(Bn , Bn-1 , … , B1 , Bo constants).

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Differentiate (ii) for yp`, yp``, … , yp(n) and substituting

into (i). Equate the coefficients of corresponding powers of x, and solve the resulting equations for undertemined coefficients, then we get: B1 , B2 , … , B1, Bo . Example: Solve the diff. equation: y`` + 3y` + 2y = 5x2. Solution:

f(x) = 5x2 Suppose: yp = ax2 + bx + c.

yp` = 2ax + b yp`` = 2a → y``+ 3y`+ 2y = 5x2. 2a + 3(2ax + b) + 2(ax2+ bx + c) = 5x2. 2ax2 + (6a + 2b)x + (2a + 3b + 2c) = 5x2. Hence: 2a = 5 → a =

2

5 .

6a + 2b = 0 → b = -2

15 .

2a + 3b + 2c = 0 → c = 4

35 .

→ yp = 2

5 x2 - 2

15 x + 4

35 .

Consider: y``+ 3y`+ 2 = 0. (HDE). Characteristic eq. : m2 + 3m + 2 = 0. (m + 1)(m + 2) = 0. m = {-1, -2}. → yc = Ae-x + Be-2x. y = yc + yp. or: y = Ae-x + Be-2x +

2

5 x2 - 2

15 x + 4

35 .

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Example: Solve the equation: y`` - 2y` + y = x2 – 3x.

Solution: f(x) = x2 – 3x. Suppose: yp = ax2 + bx + c then yp`= 2ax + b and yp``= 2a

y``- 2y`+ y = x2 – 3x. 2a – 2(2ax + b) + ax2 + bx + c = x2 – 3x Hence: a = 1; b = 1; c = 0. → yp = x2 + x. Consider: y`` - 2y`+ y = 0 (HDE) Characteristic equation: m2 – 2m + 1 = 0

m = 1 → yh = (A + Bx).ex. General solution: y = (A+Bx)ex + x2 + x. Case b: f(x) = Ceαx , (C, α constants). Then: ay``+ by`+ cy = Ceαx. ….. (iii) Suppose : yp = k.eαx, then, yp`= αkeαx. yp``= α2keαx. = By substituting yp , yp`, and yp`` into (iii), then [a(α2k) + b(αk) + ck].eαx = Ceαx. or: aα2k+ bαk + ck = C .

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Example: Solve y`` - y` - 2y = 2e3x. Solution : f(x) = 2e3x Suppose yp = ke3x. yp`= 3ke3x yp``= 9ke3x y`` - y` - 2y = 2e3x 9ke3x – 3ke3x – 2ke3x = 2e3x 4ke3x = 2e3x k =

2

1

Then: yp = 2

1 e3x.

Consider: y``- y`- 2y = 0. Charac.eq: m2 – m – 2 = 0 m = {2, -1} Thus : yc = Ae2x + Be-x The genenal solution is: y = Ae2x + Be-x +

2

1 e3x.

Case c: f(x) = C cos αx or C sin αx. (C, α constants) Then ay``+ by` + cy = C cos αx or ay``+ by` + cy = C sinαx For the two expressions, suppose yp = P cos αx + Q sin αx yp` = -αP sin αx + αQ cos αx yp``= -α2P cos αx – α2Q sin αx.

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Substituting yp , yp` dan yp`` into the given equation, then equate the coefficient of corresponding sin αx or cos αx. Example. Find the general sulution of the equation y``+ 9y = cos 2x. Solution. The characteristic equation of the homogeneous equation is m2+ 9 = 0 and its roots are m = ± 3i. The complementary fuction is yc = A cos 3x + B sin 3x. We choose the particular integral is yp = p cos 2x + q sin 2x yp`= -2p sin 2x + 2q cos 2x. yp``= -4p cos 2x – 4q sin 2x. Substituting in the given equation we get y``+ 9y = -4p cos 2x – 4q sin 2x + 9(p cos 2x + q sin 2x) = 5p cos 2x + 5q sin 2x = cos 2x. → 5p = 1 → p =

5

1

5q = 0 → q = 0 Then yp =

5

1 cos 2x.

The general solution: y = A cos 3x + B sin 3x +

5

1 cos 2x.

Exercises: Solve the equation. a) y``+ y` - 6y = 52 cos2x. b) y``- y`- 2y = cos x+ 3 sin x.

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Case d: f(x) = f1(x) ± f2(x) ± f3(x) ± … ± fn(x). For this case, suppose: yp = yp1 + yp2 + yp3 + … + ypn , where yp1 is the particular integral for ay``+ by`+ cy = f1(x) yp2 is the particular integral for ay``+ by`+ cy = f2(x) . Ypn is the particular integral for ay``+ by` + cy = fn(x) General Solution: y = yc + yp . Example: Solve the differential equation y``+ 2y`+ 2y = x2 + sin x. Solution: Characteristic equation: m2 + 2m + 2 = 0 m = -1 ± i. yc = e-x(A cos x + B sin x). (i) Suppose yp1 is particular integral for y``+ 2y`+ 2y = x2. Then yp1 = ax2 + bx + c yp1` = 2ax + b and yp1``= 2a . 2a + 2(2ax + b) + 2(ax2 + bx + c) = x2. → a = ½ , b = -1 , c = ½ . yp1 = ½ x2 – x + ½ = ½ (x – 1)2.

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(ii) yp2 is particular integral for y``+ 2y`+ 2y = sin x . Then yp2 = p cos x + q sin x. yp2`= -p sin x + q cos x. yk2``= -p cos x – q sin x. y``+ 2y` + 2y = sin x. (-p cos x – q sin x) + 2(-p sin x + q cos x) + 2(p cos x + q sin x) = sin x. (-2p + q)sin x + (p + 2q)cos x = sin x. → -2p + q = 1 p + 2q = 0 p = -2/5 dan q = 1/5 yp2 = -

5

2 cos x + 5

1 sin x = 5

1 (sin x – 2 cos x).

Hence: y = e-x(Acos x + Bsin x)+

2

1 (x-1)2 +5

1 (sin x – 2cosx)

Case e: f(x) = g(x).v(x)

f(x) Yp

Pn(x).eαx Pn(x).cosβx Pn(x).sin βx Ceαx.cos βx or Ceαx sin βx Pn(x)eαxsin βx Pn(x)eαxcos βx

xr(Bnx

n + Bn-1xn-1 + … + B1x + Bo).e

αx xr(Bnx

n + Bn-1xn-1 + … + B1x + B0).cos βx

xr(Bnxn + Bn-1x

n-1 + … + B1x + B0).sin βx xr.eαx(p cos βx + q sin βx) xr(Bnx

n + Bn-1xn-1 + … + B0).e

αxsin βx xr(Bnx

n + Bn-1xn-1 + … + B0).e

αxcos βx

r is the smallest non negative interger.

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Example: Find the general solution of the equation y`` - 2y` + 3y = ex sin 2x. Solution.: Characteristic equation: m2 – 2m + 3 = 0 m = 1 ± i 2 . yc = ex(A cos √2 x + B sin √2 x) f(x) = ex sin 2x. yp = ex(p cos 2x + q sin 2x). yp` = ex{(p + 2q)cos 2x + (-2p + q)sin 2x}. yp``= ex{(-3p + 4q)cos 2x – (4p + 3q) sin 2x}. y``- 2y`+ 3y = ex{-2p cos 2x – 2q sin 2x). → ex{-2p cos 2x – 2q sin 2x} = ex sin 2x. Then: p = 0 dan q = - ½ . Hence: yk = - ½ ex sin 2x. General solution: y = yc + yp or: y = ex(A kos 2 x + B sin 2 x – ½ sin 2x).

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3.3 The Method of Variation of Parameters.

This method can be used in solving non homogeneous differential equation:

a2

2

dx

yd + bdx

dy + cy = f(x), (a, b, c constans) and

f(x) = tan x, cot x, sec x, cosec x, nx

1 , ln x.

In this method , the general solution is in the form: y = uy1 + vy2 where u = u(x) and v = v(x) and y1 , y2 are independent solution respectively. The method of solution as follows. Given: ay``+ by` + cy = f(x).

i) Determine a and f(x). ii) Determine y1 and y2, the independent solution for

homogeneous linier equation.

iii) Find Wronskian: W = '2

'1

21

yy

yy .

iv) Obtain: u = - ∫

aW

xfy )(2 dx + A and v = ∫aW

xfy )(1 dx + B.

v) Hence the general solution is: y = uy1 + vy2.

Example: Solve the following differential equations: (i) y``+ y = cot x. (ii) y`` + 6y`+ 8y = e-2x.

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Soluton (i): y`` + y` = cotx. i) a = 1, f(x) = cot x. ii) The characteristic equation is m2 + 1 = 0.

thus m = ± i and yc = Acos x + Bsin x hence y1 = cos x and y1` = - sin x.

y2 = sin x and y2` = cos x.

iii) W = xx

xx

cossin

sincos

− = cos2x + sin2x = 1.

iv) u = - ∫

aW

xfy )(2 dx = -∫1

cot.sin xx dx = - sin x + A.

v = ∫ aW

xfy )(1 dx = ∫cos x.cot x dx = ∫ dxx

x

sin

cos2

= ∫(cosec x – sin x)dx = ln[cosec x – cot x] + cos x + B.

v) General solution: y = uy1 + vy2. y = (-sinx+A)kosx+(ln[cosecx–cotx]+cosx+B)sinx.

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3.4 Euler’s Equation.

A differential equation in the form of

anxn

n

n

dx

yd

+ an-1xn-1

1

1

n

n

dx

yd

+ … + a1xdx

dy + a0x = f(x)

where a0, a1, … , an are constans, is known as Euler’s equation of nth order. A second order Euler’s equation can be written as :

ax22

2

dx

yd

+ bxdx

dy + cy = f(x) [a, b and c constants] … (1)

The method of solution. Substitute x = et, or, equivalent t = ln x and

xdx

dt 1=

xdt

dy

dx

dt

dt

dy

dx

dy 1.. == or x

dx

dy = dt

dy . … (2)

)(

dx

dyx

dx

d = )(dt

dy

dx

d

x2

2

dx

yd + dx

dy = dx

dt

dt

dy

dt

d)( =

xdt

yd 1.

2

2

[xdx

dt 1= ]

x22

2

dx

yd

= 2

2

dx

yd - xdx

dy [ xdx

dy = dt

dy ]

→ x22

2

dx

yd

= 2

2

dx

yd - dt

dy … (3)

Substitute (2) and (3) into (1) and then

a(dt

dy

dt

yd−

2

2

) + bdt

dy + cy = f(et) or

a2

2

dt

yd + (b – a)dt

dy + cy = f(et) … (4)

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(4) is the Euler’s equation with constant coefficients.

Example: Solve the equation x22

2

dx

yd

- 2xdx

dy - 4y = x2.

Solution: a = 1, b = -2, c = -4. Substitute x = et, then t= ln x and

dt

dy = x

1

a2

2

dt

yd + (b - a)dt

dy + cy = f(et).

→ 2

2

dt

yd - 3dt

dy - 4y = e2t.

yc = Ae4t + Be-t yp = ke2t, yp` = 2ke2t , yp``= 4te2t 4ke2t – 6ke2t – 4ke2t = e2t. k = -

6

1

yp = - 6

1 e2t

→ y = Ae4t + Be-t - 6

1 e2t and substitute et=x then

y = Ax4 + x

B - 6

1 x2.

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39

4.0 LAPLACE TRANSFORMS.

Definition: Let f(t) be a fuuction defined in [0 , ∞). The integral ∫

∞−

0)( dttfe st ….. (1) ,

is called Laplace Transforms for f(x), if that integral convergent. Notation: £{f(x)} where £ is an operator. ∫

∞−

0)( dttfe st is improper integral.

Then ∫∞

0)( dttfe st = lim ∫ −

Tst dttfe

0)( .

T → ∞

(1) depends on parameter S, then £{f(t)} = ∫

∞−

0)( dttfe st = F(S).

Generally: £{f(t)} = F(S) £{g(t)} = G(S) £{y(t)} = Y(S) Example: Show that £{1} =

S

1 .

Solution. : £{1} = dte st10∫∞

− = lim∞→T

dte

T

st

∫−

0

= lim∞→T

S

e st

] T

0

= lim∞→T

[-s

es

sT 11+− ] = ∞ … (2)

a) If S < 0, then 2) → £{1} = ∞ b) If S = 0, then 2) → £{1} = ∞ c) If S > 0, then 2) → £(1) = -

S

1 e-sT + S

1 = 0 + S

1

Ł(1) = S

1 .

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Example: Using the definition, determine the Laplace Transforms for the following functions: a) f(t) = a. b) f(t) = t. c) f(t) = tn. d) f(t) = eat. Let a be constant and n – non negative interger.

Sulution: a) £{a} = ∫∞

0

. dtae st = a ∫∞

0

dte st = a[s

e st

] ∞

0 = a[

s

1 ] = s

a

£{a} =

S

a , s > 0

Substitute: a = 1 → £{1} =

S

1

a = 5 → £{5} = S

5

a = 3

1 → £{3

1 } = S3

1

b) £{t} = ∫∞

0

dtte st = t∫e-stdt - ∫{∫e-stdt}dt

td )( dt

= t.s

e st

] ∞

0 - ∫

s

e st

= 0 + s

1 [s

e st

] ∞

0 = )

1(

1

ss=

2

1

s

£{t} =

2

1

S, S>0

c) £{tn} = dtte nst

∫∞

0

= tn ∫e-stdt - ∫{ ∫e-stdt}dt

td n )( dt

= tn.s

e st

] ∞

0 - ∫

s

e st

.n.tn-1dt

= 0 + S

n ∫e-st tn-1dt = S

n £{tn-1}.

→ £{tn} = S

n £{tn-1}.

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41

£{tn-1} = dtte nst

∫∞

−−

0

1.

= tn-1 ∫e-stdt - ∫{∫e-stdt}dt

td n )( 1−

dt.

= s

et stn

−−1

] ∞

0 - ∫

s

e st

(n-1)tn-2dt.

= 0 + s

n 1− £{tn-2}

Then: £{tn-1} = s

n 1− £{tn-2}

Thus: £{tn-2} = s

n 2− £{tn-3} . . £{t2} =

s

2 £{t}

£{t} = s

1 £{1}

£{1} = s

1

→ £{tn} = (s

n ) £{tn-1}

= (s

n )(s

n 1− ) £{tn-2}

= (s

n )(s

n 1− )(s

n 2− ) £{tn-3} .

.

.

= (s

n )(s

n 1− )(s

n 2− ) …(s

1 ) £{1}

= (ns

n! )(s

1 )

£{tn} =

1

!+ns

n n = 0, 1, 2, …

n = 0 → £{t0} = £{1} = S

1 ; n = 3 → £{t3} = 4

6

s

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42

d) £{eat} = ∫∞

0

dtee atst = ∫e-t(s-a)dt = )(

)(

as

e tas

−−

−−

] ∞

0 =

aS −

1 , s>0.

£{eat} = as −

1 , s > 0

If: a = 0, then £{1} =

S

1 .

a = 3, then £{e3t} = 3

1

−S.

a = -2, then £{e-2t} = 2

1

+S.

e) Let f(t) = cos at. Then:

£{cos at} = ∫∞

0

dtatkose st

= cos at ∫e-stdt - ∫{∫e-stdt}dt

d (cos at)dt.

= s

eatkos st

] ∞

0 - ∫

s

e st

(-asin at)dt

= s

1 - s

a [sin at ∫e-st dt - ∫{∫e-stdt}dt

d (sin at)dt]

= s

1 - s

a {sin at.s

e st

] ∞

0 - ∫

s

e st

(a cos at)dt}

= s

1 - s

a { 0 + s

a ∫e-stcos at dt}

= s

1 - 2

2

s

a £{cos at}

(1+2

2

s

a )Ł{cos at} = s

1

Ł{cos at} =

22 as

s

+, s > 0

Ł{cos 2t} =

22 2+s

s = 42 +s

s ; Ł{cos ½ t} = 14

42 +s

s

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43

f) £{sin at) = ∫∞

0

e-stsin at dt

= sin at ∫e-stdt - ∫{∫e-stdt}dt

d (sin at) dt

= s

eat st

−.sin ] ∞

0 - ∫

s

e st

.a cos at dt

= 0 + s

a {cos at.s

e st

] ∞

0 - ∫

s

e st

(-a sin at)dt}

= s

a { s

1 - s

a ∫e-stsin at dt

= 2s

a - 2

2

s

a £{sin at}

→ £{sin at} = 22 as

a

+ s > 0

Notice: dt

d (sinh t) = cosh t and dt

d (cosh t) = sinh t.

By the same calculation we get: Ł{sinh at} = 0,

22>

−s

as

a

Ł{kosh at} = 0,22

>−

sas

s

Example: Using the definition of the Laplace transformation, determine £{f(t)}, if:

5

1 t, 0 ≤ t < 5

f(t) = 1, t ≥ 5 Solution:

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44

£{f(t)} = ∫ −5

0 5

1. dtte st + ∫

∞−

5

1. dte st

= 5

1 [t ∫e-stdt - ∫{∫e-stdt}dt

d (t)dt] + s

e st

] ∞

5

= 5

1 { t.s

e st

] 5

0 - ∫ dt

s

e st

} + s

e s5−

= 5

1

s

e s

−55 - 5

12s

e st−

] 5

0 +

s

e s5−

= -s

e s5−

- 5

1 { 2

5

s

e s−

- 2

1

s} +

s

e s5−

= 25

1

s( 1 - e-5s ).

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45

Theorem: If £{f1(t)} and £{f2(t)} exist, α and β are constants, then: £{αf1(t) + βf2(t)} = α £{f1(t)}+ β £{f2(t)}

Theorem: £{a1f1(t) + a2f2(t) + … + anfn(t)} =

a1£{f1(t)} + a2£{f2(t)} + … + an£{fn(t)},

where f1(t), f2(t), …, fn(t) exist and a1, a2, …, an are constants. Example: Determine £{f(t)} if f(t) = 2t4 – e- 4t. Solution : £{f(t)} = £{2t4 – e- 4t} = 2 £{t4} – £{e- 4t} = 2 (

5

!4

s) -

)4(1−−s

= 5

48

s -

4

1

+s

Example: If cosh at =

2

1 (eat + e-at), determine £{cosh at}.

Solution: £{cosh at} = £{2

1 (eat + e-at)}

= 2

1 £{eat} + 2

1 £{e-at}

= 2

1 ( as −

1 ) + 2

1 (as +

1 )

= 22 as

s

−.

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46

Exercise: If sinh at = 2

1 (eat – e-at) shows that

₤{sinh at} = 22 as

a

−.

Example: Find the Laplace transform of f(t) = sin 3t.cos 5t. Solution: f(t) = sin 3t.kos 5t =

2

1 {sin(3t + 5t) + sin(3t – 5t)}

= 2

1 {sin 8t – sin(-2t)}

= 2

1 {sin 8t – sin 2t}

₤{f(t)} = ₤{2

1 (sin 8t – sin 2t)}

= 2

1 ₤{sin 8t} - 2

1 ₤{sin 2t}

= 2

1 (64

82 +s

) - 2

1 (4

22 +s

)

= )4)(64(

48322

2

++

ss

s .

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47

First-Shift Theorem.

Theorem: If ₤{f(t)} = F(s) and a constant, then ₤{eat.f(t)} = F(s – a).

Proof: ₤{f(t)} = dttfe st

∫∞

0

)(. = F(s). [definition].

₤{eat.f(t)} = ∫∞

0

e-st.eatf(t) dt

= ∫∞

0

e-(s-a)t.f(t) dt. [suppose p = s – a]

= ∫∞

0

e-p.f(t) dt = F(p) = F(s – a).

→ ₤{eat f(t)} = F(s – a). Examples.

a) Find the Laplace transform for f(t) = t4e3t. ₤{t4} =

14

!4+s

= 5

24

s = F(s)

₤{t4e3t} = F(s – 3) = 5)3(

24

−s.

b) Find the Laplace transform for f(t) = 2e4tsin 4t.

₤{sin 4t} = 16

42 +s

= F(s).

₤{2e4tsin 4t}= 2 ₤{e4tsin 4t} = 2 F(s – 2) = 2[

16)4(

42 +−s

]

= 328

82 +− ss

.

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48

Theorem. If ₤{f(t)} = F(s), then for n = 1, 2, 3, …

₤{tn.f(t)} = (-1)n n

n

ds

d [F(s)].

Example: Find the Laplace transform for f(t) = t2sin 2t . Solution : ₤{sin 2t) =

4

22 +s

= F(s).

₤{t2sin 2t} = (-1)2 2

2

ds

d [4

22 +s

] = 2

2

ds

d [2(s2 + 4)-1]

= ds

d [-2(s2 + 4)-2(2s)]

= -4(s2 + 4)-2 – 4s(-2)(s2 + 4)-3(2s)

= 32

22

)4(

16)4(4

+

++−

s

ss

= 32

2

)4(

1612

+

s

s

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49

Invers Laplace Transforms (ILT) Definition: If ₤{f(t)} = F(s), then Invers Laplace Transforms for F(s) as written as: ₤-1{F(s)} = f(t). ₤-1 is known as operator for invers Laplace transforms. Notice: ₤{f(t)} = F(s) If f(t) = a, then ₤{a} =

s

a

→ ₤-1{s

a } = a.

Examples: a) ₤-1{

s

4 } = 4, because ₤{4} = s

4 .

b) ₤-1{4

1

−s} = e4t, because ₤{e4t} =

4

1

−s.

c) ₤-1{4

22 +s

}= ₤-1{22 2

2

+s} = sin 2t.

d) ₤-1{53

3

−s} = ₤-1{

3/5

1

−s} = e5/3 t

e) ₤-1{494

42 +s

s } = ₤-1{4

492 +s

s } = cos 2

7 t.

f) ₤-1{94

62 +s

} = ₤-1{4/9

4/62 +s

} = sin 2

3 t.

Properties of Invers Laplace Transforms.

Theorem: If ₤-1{F(s)} = f(t) and ₤-1{G(s)} = g(t) and if α and β are constants then:

₤-1{α.F(s) + β.G(s)} = α ₤-1{F(s)} + β ₤-1{G(s)}.

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50

Examples: a) ₤-1{

3

12

s} = ₤-1{6(

3

2

s)} = 6 ₤-1{

3

!2

s} = 6 t2.

b) ₤-1{

3

2

+s}= ₤-1{2(

3

1

+s} = 2 ₤-1{

3

1

+s} = 2 e-3t.

c) ₤-1{

9

42 +s

} = ₤-1{3

4 (9

32 +s

)} = 3

4 ₤-1{9

32 +s

} = 3

4 sin 3t.

d) ₤-1{

916

22 +s

s } = 16

2 ₤-1{16/92 +s

s } = 8

1 cos 4

3 t.

e) ₤-1{

25

522 −

+

s

s } = ₤-1{25

22 −s

s } + ₤-1{25

52 −s

}

= 2 ₤-1{252 −s

s } + ₤-1{25

52 −s

}

= 2 cosh 5t + sinh 5t. f) ₤-1{

916

532 −

+

s

s } = ₤-1{916

32 −s

s } + ₤-1{916

52 −s

}

= 16

3 ₤-1{16/92 −s

s } + 16

5 ₤-1{16/9

12 −s

}

= 16

3 cosh 4

3 t + 16

5 . 3

4 ₤-1{16/9

4/32 −s

}

= 16

3 cosh 4

3 t + 12

5 sinh 4

3

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51

First-Shift Theorem (Invers).

If ₤-1{F(s)} = f(t) and a is constant, then: ₤-1{F(s – a)} = eat f(t) 0r ₤-1{F(s – a)} = eat ₤-1{F(s)}. Examples: a) ₤-1{

4

1

−s} = e4t ₤-1{

s

1 } = e4t.1 = e4t.

b) ₤-1{

4)1(

3

+s

s } = ₤-1{4)1(

3)1(3

+

−+

s

s }

= ₤-1{3)1(

3

+s} - ₤-1{

4)1(

3

+s}

=

2

3 ₤-1{3)1(

2

+s} -

2

1 ₤-1{4)1(

6

+s}

= 2

3 e-t₤-1{2

2

s} -

2

1 e-t₤-1{3

6

s}

= 2

3 e-t t2 - 2

1 e-t t3

= 2

1 e-t(3t2 – t3).

c) ₤-1{

54

1382 −+

+

ss

s } = ₤-1{9)2(

3)2(82 −+

−+

s

s }

= ₤-1{9)2(

)2(82 −+

+

s

s } - ₤-1{9)3(

32 −+s

}

= 8e-2t₤-1{92 −s

s } - e-2t ₤-1{9

32 −s

}

= 8e-2tcosh 3t – e-2tsinh 3t

= 8e-2t(2

33 tt ee −+ ) – e-2t(2

33 tt ee −− )

= 2

1 (7et + 9e-5t).

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52

d) ₤-1{)2(

1−ss

} = ₤-1{-s2

1 } + ₤-1{)2(2

1−s

}

= -2

1 ₤-1{s

1 } + 2

1 ₤-1{2

1

−s}

= -2

1 + 2

1 e2t

= 2

1 (e2t – 1).

e) ₤-1{

)1(

132 +

+

ss

s } = ₤-1{s

1 }+ ₤-1{1

32 +

+−

s

s }

= ₤-1{s

1 } - ₤-1{12 +s

s }+ 3₤-1{1

12 +s

}

= 1 – cos t + 3sin t.

Applications of Laplace transforms.

Theorem:

If ₤{y(t)} = Y(s), then: ₤{y`(t)} = sY(s) – y(0) ₤{y``(t)} = s2Y(s) – sy(0) – y`(0) ₤{y```(t)}= s3Y(s) – s2y(0) – sy`(0) – y``(0) : .

₤{y(n)(t) = snY(s) – sn-1y(0) – sn-2y`(0) – …- y(n-1)(0).

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53

Exercises: By using Laplace transform determine the following equations. 1. y` + y = kos t, if y(0) = 0 2. y` + 3y = 13 sin 2t , y(0) = 6. 3. y` + y = te-2t , y(0) = 0 4. y`` - 4y = 4e2t , y(0) = 0 and y`(0) = 5. 5. y`` + 2y` - 3y = t , y(0) = 2 and y`(0) = 1.

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54

SIRI

Definsi : Siri ialah suatu baris susunan nombor yang mem- punyai sifat yang tetap. Contoh: a) 1, 2, 3, … , n-1 an = n – 1. b)

2

1 , 3

1 , 4

1 , … , n

1 an = n

1 .

c) 1, -2, 3, -4 , … an = (-1)n+1n d)

2

1 , 3

2 , 4

3 , … an = 1+n

n .

Siri Kuasa (Power Series).

Definisi: Siri kuasa ialah siri yang berbentuk: (1) ∑

=0n

n

n xc = c0 + c1x + c2x2 + … + cnx

n + … atau

(2) ∑ − n

n axc )( = c0 + c1(x-a) + c2(x-a)2 + … + cn(x-a)n + …

dimana a dan pekali c0, c1, … , cn adalah pemalar. Siri (1) adalah bentuk khusus siri kuasa (2) dengan a = 0.

Siri Taylor dan Siri Mac Laurin.

Katalah f adalah suatu fungsi yang dapat dibezakan diseki-tar lengkungan a dan termasuk a. Maka f adalah suatu siri Taylor disekitar a yang ditakrif sebagai:

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55

∑∞

=0

)(

!

)(

k

k

k

af (x - a)k = f(a) + f `(a)(x - a) + !2

))(``( 2axaf − + … +

+ !

))(()(

n

axaf nn − + … (3)

Jika a = 0, maka

∑∞

=0

)(

!

)0(

k

k

k

f xk = f(0) + f `(0)x + !2

)0( 2`` xf + …+ !

)()(

n

xaf nn

+ … (4)

(4) adalah bentuk siri Mac Laurin.

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56

Periodic Function.

Definition:

A function f(x) is said to be periodic if its function values repeat at regular intervals of the indipendent variable. The regular interval between repetitions is the period of the oscillations.

Y

0 x X

Example: (a). y = sin x. Y

1

0 π 2π X

Graph of y = sinx goes through its complete range of values while x increases from 0o to 360o. The period is therefore 360o or 2π radians and the amplitude, the maximum displacement from the potition of rest, is 1.

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57

(b). y = A sin nx.

Amplitude = A; period = n

0360 = n

π2 , n cycles in 360o.

Some examples for periodic function.. Y 4

X 0 6 8 14 16 period = 8 ms Y

3

0 2

5

6

8

11

X

period = 6 ms Y

2 X 0 2 3 5 7 8 10

period = 5 ms

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58

Analytical description of a periodic function.

A periodic function can be defined analytically in many cases. Example 1. Y

3

X 0 4 6 10 12

(a) Between x = 0 and x = 4, y = 3, i.e. f(x)= 3 0 < x < 4 (b) Between x = 4 and x = 6, y = 0, i.e. f(x) = 0. 4 < x < 6 So we could define the function by f(x) = 3 , 0 < x < 4 f(x) = 0 , 4 < x < 6 f(x) = f(x + 6) , that mean the function is periodic with period 6 units. The function can be written as follows: 3 , 0 < x < 4 f(x) = 0 , 4 < x < 6 f(x + 6)

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59

Example 2. Y 5

X 0 8 16

The function define:

8

5 x , 0 < x < 8

f(x) = f(x + 8) Example 3. Y 2 0 2 6 8 12 X x , 0 < x < 2 f(x) = -

2

x + 3, 2 < x < 6

f(x + 6).

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60

Fourier Series.

The basic of a Fourier siries is to represent a periodic function by a trigonometrical series of the form f(x) = A0 + c1sin(x + α1) + c2sin(2x + α2) + c3sin(3x + αn) + … + cnsin(nx + αn) + … where: A0 is a constant term. c1, c2, c3, …, cn denote the amplitudes of the compound sine terms. α1, α2, …, αn are constant auxiliary angles. Note that each sine term: cnsin(nx + αn) = cn{sin nx.cos αn + cos nx.sin αn} = (cn sin αn) cos nx + (cn cos αn) sin nx. = an cos nx + bn sin nx

where: an = cn sin αn and bn = cn cos αn, cn = 22

nn ba + and αn = arc tan(n

n

b

a ).

For convenience in calculation, we write A0 = 2

1 a0 , and

then, putting n = 1, 2, 3, …the hole Fourier siries becomes: f(x) =

2

1 a0 + a1cos x + a2cos 2x + a3cos 3x + …+ ancos nx

+ b1sin x + b2sin 2x + b3 sin 3x + …+ bnsin nx + .. or f(x) =

2

1 a0 + ∑∞

=1n

(ancos nx + bnsin nx)

n – positive integer.

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61

To find a0. Integrate f(x) with respect to x from - π to π, then:

∫−

π

π

dxxf )( = 2

1 ∫−

π

π

dxa0 + ∑∞

=1n

{ ∫−

π

π

ancos nx dx + ∫−

π

π

bnsin nx dx}

= 2

1 a0x ]π

π− + Σ {0 + 0} =

2

1 a0 { π – (-π)

= a0π.

→ a0 = π

1 ∫−

π

π

f(x) dx

To find an . Multiply f(x) by cos mx and integrate from -π to π.

∫−

π

π

f(x)cos mxdx=2

1∫−

π

π

a0cos mx dx+

∑∞

=1n

{ ∫−

π

π

ancos nx cos mx dx + ∫−

π

π

bnsin nx cos mx dx}

(i)

2

1 ∫ a0cos mx dx = m2

1 sin mx]]

π

π−=

m2

1 {sin mπ- sin(-mπ)}

= 0. (ii) ∫ancos nx cos mx dx = ∫an

2

1 {cos(n + m)x + cos (n – m) dx}

= )(2 mn

an

+sin(n + m)x ]

π

π− +

)(2 mn

an

−sin(n – m)x ]

π

π−

= 0 , if n ≠ m. If n = m then:

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∫ ancos2nx dx = an ∫ 2

1 (cos 2nx + 1)dx

= 2

na {n

nx

2

2sin + x}]π

π−

= 2

na { 0 + π – (-π)}

= an π. (iii) ∫ bnsin nx cos mx dx = bn

2

1 ∫{sin (n + m)x + sin (n – m)x} dx

= -)(2 nm

bn

+ kos(n + m)x ]

π

π− -

)(2 mn

bn

−kos(n – m)x ]

π

π−

= 0 , if n ≠ m If n = m, then: ∫ bn sin nx cos nx dx =

2nb ∫ sin 2nx dx

= - n

bn

4cos 2n ]

π

π−= 0.

So that ∫−

π

π

f(x) cos nx dx = an π

→ an = ∫−

π

ππ

1 f(x) cos nx dx.

To find bn . Multiply f(x) by sin mx and integrate from –π to π.

∫−

π

π

f(x) sin mx dx = 2

1 ∫a0sin mx dx +

∑∞

=1n

{ ∫ ancos nx sin mx dx + ∫ bnsin nx sin mx dx }

=

2

1 a0(0) + Σ { an(0) + bn(0) }

= 0 , if m ≠ n.

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If m = n , then:

∫−

π

π

f(x) sin nx = 2

1 ∫a0sin nx dx +

∑∞

=1n

{ 2

1 ∫sin 2nx dx + ∫ bn sin2nx dx }

= 0 + 0 + 2nb ∫ (1 – cos 2nx) dx

= 2nb [ x -

n

nx

2

2sin ]π

π−

= bnπ.

→ bn = π

1 ∫−

π

π

f(x) sin nx dx

Example. Determine the Fourier siries to represent the priodic function shown. a) Y π

X

0 2π 4π

b) Y

4

-3π/2 -|π

- π/2 0 π/2 π| 3π/2 X

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Solution: a) a0 = π ; an = 0 ; bn = -

n

1 .

f(x) = ½ π – { sin x + ½ sin 2x + 1/3 sin 3x + …}

b) a0 = 4 ; an = πn

8 sin 2

πn ; bn = 0.

f(x) = 2 + 8/π{ cos x – 1/3 cos 3x + 1/5 cos 5x - … }

ODD AND EVEN FUNCTIONS.

Definition: A function f(x) is said to be even if f(-x) = f(x). Example: f(x) = x2 is an even function since f(-2) = 4 = f(2) f(-3) = 9 = f(3) Y The graph of even function a 2 is therefore symmetrical about the Y-exis. -a 0 a

X

y= f(x) = cos x is even function since cos (-x) = cos x.

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Definition: A function f(x) is said to be odd if f(-x) = -f(x)Example: f(x) = x3 , is n oddfunction since

f(-2) = -8 = - f(2) f(-5) = -125 = -f(5) Y

P

-a 0

a

X

The graph of an odd function is thus symmetrical about the or

Q

y = f(x) = sin x is an odd function since sin (-x) = -sin x.

Products of odd and even functions. Theorem: The rules closely resemble the elementary rules of sign. a) (even) x (even) = (even). b) (odd) x (odd) = (even). c) (odd) x (even) = (odd). Proof : a) Let F(x) = f(x). g(x) , where f(x) and g(x) are even fuctions. Then: F(-x) = f(-x).g(-x) = f(x). g(x) = F(x). → F(-x) = F(x) → F(x) is even.

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66

b) Let F(x) = u(x).v(x) , where u(x) and v(x) are odd functions. Then: F(-x) = u(-x).v(-x) = {-u(x)}. –{v(x)} = u(x).v(x) = F(x). → F(-x) = F(x) → F(x) is even. c) Let F(x) = r(x).q(x) , r(x) is odd and q(x) is even. Then: F(-x) = r(-x).q(-x) = -r(x).q(x) = - r(x).q(x) = - F(x) → F(x) = - F(x) → F(x) is odd.

Two usefulfacts emerge from odd and even functios.

a) Even function. Y

-a 0 a X

∫−

0

a

f(x) dx = ∫a

0

f(x) dx → ∫−

a

a

f(x) dx = 2 ∫a

0

f(x) dx.

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67

b) Odd function. Y

X -a 0 a

∫−

0

a

f(x) dx = - ∫a

0

f(x) dx → ∫−

a

a

f(x) dx = 0

Theorem: If f(x) is defined over the interval –π < x < π and f(x) is even, then the Fourier siries for f(x) contains cisine terms

only. Included in this is a0 which may be regarded as ancos nx with n = 0.

Proof: Since f(x) is even, ∫−

0

π

f(x) dx = ∫π

0

f(x) dx.

a) a0 = π

1∫−

π

π

f(x) dx = π

2 ∫π

0

f(x) dx

b) an = π

1∫−

π

π

f(x) cos nxdx

f(x) and cos nx are even functions then f(x)cos nx is the product of two even functions and therefore itself even.

→ an = π

2 ∫π

0

f(x).cos nx dx.

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68

c) bn = π

1 ∫−

π

π

f(x).sin nx dx

f(x) is even function and sin nx is odd function. Then f(x).sin nx is an odd function.

→ bn = π

1 ∫−

π

π

f(x).sin nx dx. . . . bn = 0.

Therefore, there are no sine terms in Fourier siries for f(x). Example: Determine the Fourier siries for the following function. π + x , -π < x < 0 f(x) = π – x , 0 < x < π f(x + 2π). Solution: Y

π

-π 0 π X

f(x) is an evev function.

a0 = π

1 ∫−

π

π

f(x) dx = π

2∫π

0

(π – x) dx = π

2 [πx - 2

1 x2]0

π

= π.

an = π

1∫−

π

π

f(x).cos nx dx. [f(x)cos nx is even).

= π

2∫π

0

(π – x).cos nx dx

= π

2 {∫ π cos nx dx - ∫ x cos nx dx}

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69

= π

2 { n

π sin nx ]0

π - n

x sin nx ]0

π - 2

1

ncos nx ]

0

π }

= π

2 { n

π sin nπ – 0 - n

π sin nx + 0 - 2

1

n(cos nπ – 1)}

= - 2

2

nπ(cos nπ – 1).

If n = 0, 2, 4, … then (cos nπ – 1) = 0. If n = 1, 3, 5, … then (cos nπ – 1) = -2. bn = 0. (why). f(x) =

2

π +(2

2

− )(-2) Σ cos nx.

f(x) = 2

π + π

4 {cos x + 9

1 cos 3x + 25

1 cos 5x + … }.

Theorem. If f(x) is odd function defined over the interval –π < x < π, then the Fourier siries for f(x) contains sine terms only.

Proof: Sincs f(x) is odd function, ∫−

0

π

f(x) dx = - ∫π

0

f(x) dx.

a) a0 = π

1∫−

π

π

f(x) dx = 0

b) an = π

1 ∫−

π

π

f(x).cos nx dx

= 0. [ f(x).cos nx is odd function].

c) bn = π

1∫−

π

π

f(x).sin nx dx = π

2 ∫π

0

f(x).sin nx dx.

So, if f(x) is odd, ao = 0. an = 0 and bn = ∫π

π 0

2 f(x)sin x dx.

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70

Example: Determine the Fourier siries for the function shown. Y

6

X -π 0

π

6

Solution: The function can be written as follows: - 6 , -π < x < 0 f(x) = 6 , 0 < x < π f(x + 2π)

We can see that this is an odd function and therefore, a0 = 0 and an = 0. f(x).sin nx is an even function. (why).

bn = π

1 ∫−

π

πf(x).sin nx dx =

π

2 ∫π

0f(x).sin nx dx

= π

2 ∫π

0

6 sin nx dx = nπ

12 (1- kos nπ).

If n = 0, 2, 4, … (1 – kon nπ) = 0 → bn = 0. If n = 1, 3, 5, … (1 – kos nπ) = 2 → bn = nπ

24

→ f(x) = π

24 {sin x + 3

1 sin 3x + 5

1 sin 5x + … }

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71

Exercises.

Determine the Fourier siries of the following functions.. 1 -

π

x , 0 < x < 2π

1. f(x) = f(x + 2π). 3 , -2 < x < 0 2. f(x) = -5 , 0 < x < 2 f(x + 4). π + x , -π < x < 0 3. f(x) = π – x , 0 < x < π f(x + 2π). 0 , -π < x < 0 4. f(x) = x , 0 < x < π f(x + 2π) x , 0 < x < π/2 5. f(x) = π – x , π/2 < x < π f(x + π). -1 , -1 < x < 0 6. f(x) = 2x , 0 < x < 1 f(x + 2).

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72

x2 , -π < x < π 7. f(x) = f(x + 2π). 7 -

π

x3 , -π < x < π

8. f(x) = f(x + 2π). 1 – x2, -1 < x < 1 9. f(x) = f(x + 2).

2

π+x , -π < x < 0

10. f(x) = 2

π−x , 0 < x < π

f(x + 2π).

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73

Siri Separoh Julat (Half-range series)

Adakalanya suatu fungsi yang berada dalam julat 2π, ditakrif melalui julat 0 sehingga π sebagai ganti julat –π ke π atau 0 ke 2π. Misal, suatu fungsi f(x) = 2x yang berada dalam kalaan 2π hanya dinyatakan berada diantara x = 0 dan x = π. [0<x<π]. Tiada keyataan bagaimana fungsi tersebut diantara x = -π dan x = 0. [ -π<x<0]. Y

- π 0 π

X

Dalam kes seperti di atas, terdapat tiga keadaan yang perlu diperhatikan. a) Jika f(x), 0<x<π simetri terhadap paksi Y, maka f(x) = 2x, -π<x<π adalah suatu fungsi genap dan siri Fourier hanya mengandungi ungkapan kosinus sahaja. Y

2π- f(x) = 2x, -π<x<π adalah fungsi genap. X -π 0 π

b). Jika f(x) = 2x, 0<x<π simetri terhadap titik asalan 0, maka f(x) = 2x, -π<x<π adalah suatu fungsi ganjil dan

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74

siri Fourier hanya mengandungi ungkapan sinus sahaja. Y 2π

f(x) = 2x, -π<x<π adalah fungsi ganjil.

-π 0 π

X

c) Jika f(x) = 2x, 0<x<π dan tidak dinyatakan samada fungsi genap atau fungsi ganjil, maka siri Fourier me- ngandungi kedua-dua ungkapan iaitu sinus dan kosinus. Y

2π f(x)= 2x. –π<x<π bukan fungsi genap X atau ganjil. -π 0 π

Contoh. Suatu fungsi f(x) ditakrif sebagai berikut: 2x, 0<x<π f(x) = f(x+2π). Nyatakan siri cos separoh julat yang mewakili fungsi tersebut.

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75

Penyelesaian:

Kerana siri yang akan dinyatakan adalah mengan- dungi ungkapan cos, maka f(x) adalah fungsi genap. Y

2π y=2x

-π 0 π X

a0 = π

1 ∫−

π

π

dxxf )( = π

2 ∫π

0

)( dxxf = π

2 ∫π

0

2xdx = π

2 (x2)]0

π = 2π

an = π

1 ∫−

π

π

nxdxxf cos)( = π

2 ∫π

0

cos2 nxx dx

= π

4 {n

nxxsin ]0

π + 2

cos

n

nx ]0

π } = 2

4

nπ(cosnx – 1)

an = 0, jika n genap dan an = -

2

8

nπ, jika n ganjil.

bn = 0, kerana f(x) fungsi genap. Maka: f(x) =

20a + ∑

=1n

{ancosnx + bnsinnx}

f(x) = π - π

8 {cosx + 9

1 cos3x + 25

1 cos5x + … }

Contoh: f(x) ditakrif sebagai berikut: x+1, 0<x<π. f(x)= f(x+2π). Nyatakan siri sin separoh julat bagi fungsi tersebut.

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76

Penyelesaian: Siri yang akan dinyatakan hanya mengan- dungi ungkapan sinus, maka f(x) adalah fungsi ganjil dan simetri terhadap titik 0. Y

π+1

-π 0 π X

-(π+1)

a0 = 0 dan an = 0 , kerana f(x) fungsi ganjil.

bn = π

1 ∫−

π

π

nxdxxf sin)( = π

2 ∫π

0

sin)( nxdxxf = π

2∫ +π

0

sin)1( nxdxx

= π

2 { ∫π

0

sin nxdxx + nxdxsin0∫π

}

= π

2 {n

nxxcos− ]0

π + 2

sin

n

nx ]0

π - n

nxcos ]0

π = nπ

2 {1-(π+1)cosnπ}.

cos nx = 1, untuk n genap ataupun ganjil. Maka: bn =

2 (1-π-1) = -n

2 , jika n genap dan

bn = nπ

2 (1+π+1) = nπ

π24 + , jika n ganjil. Maka:

f(x) = π

π24 + {sinx + 3

1 sin3x + 5

1 sin5x + …}

-2{2

1 sin2x + 4

1 sin4x + 6

1 sin6x + …}.

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77

Functions with period T.

If y=f(x) is defined in the range (-2

,2

TT ), i.e. has a period T,

we can convert this to an interval of 2π. Y f(t) = f(t+T)

2π rad. = 3600 → 1 rad.= π2

3600

= 57018`.

If ωT = 2π rad. → ω = T

π2 rad. and T = ω

π2 rad.

The angle, x radians, at any time t is therefore x = ω t and the Fourier siries to represent the function can be expressed as f(t) =

2

1 a0 + ∑∞

=1n

{ancos tnω + bnsin tnω }.

With the new variable

a0 = T

2∫T

0

f(t)dt = π

ω ∫ωπ /2

0

f(t)dt.

an = T

2∫T

0

f(t)cos nω t dt = T

ω ∫ωπ /2

0

f(t)cos nω t dt.

bn = T

2 ∫T

0

f(t)sin nω t dt = π

ω ∫ωπ /2

0

f(t)sin nω t dt.

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78

Example: Determine the Fourier siries for the periodic function defined by 2(1+t), -1 <t <0 f(t) = 0, 0< t <1 f(t+2). Solution: Y

2

-1 0 1

X

f(t) = 2

1 ao + ∑∞

=1n

{ancosnω t + bnsinnω t}

T = 2.

a0 = T

2dttf

T

T

∫−

2/

2/

)( = 2

2∫−

1

1

)( dttf = ∫−

0

1

2(1+t)dt + ∫1

0

0 dt

= {2t + t2}]0

1− = -(-2 + 1) = 1.

an = T

2 ∫−

2/

2/

T

T

f(t)cosnω t dt = 2

2∫−

1

1

f(t)cosnω t dt

= ∫−

0

1

2(1+t)dt + 0 = 2{(1+t)ω

ω

n

tnsin + 22

cos

ω

ω

n

tn }]0

1−

= 22

2

ωn(1 – cos nω ).

Now ω T = 2π and T = 2 , then 2ω = 2π → ω = π. an =

22

2

ωn(1 – cos nπ).

If n is even → an = 0, If n is odd → an =

22

4

ωn.

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79

bn = T

2∫

2/

2/

T

T

f(t) sin nω t dt = 2

2 { ∫−

0

1

2(1+t) sin nω t dt + 0 }

= 2{(1 + t)ω

ω

n

ncos− +22

1

ωnsin nω t }]

0

1−

= 2{(1 – 0)(ωn

0cos− ) – (1 – 1)(ω

ω

n

ncos− )+22

1

ωn(sin 0 – sinnω )}

= 2{- ωn

1 + 22

1

ωnsin(-nω )}, but ω = π. Then:

bn = - ωn

2 .

So the first few temrs of the Fourier series f(t) =

2

1 + 2

4

ω(cos ω t +

9

1 cos 3ω t + 25

1 cos 5ω t + …)

- ω

2 (sin ω t + 2

1 sin 2ω t + 3

1 sin 3ω t + … ).

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80

Siri Separoh Julat Kalaan T.

a. Fungsi Genap.

Y y = f(t), 0 <t < 2

T f(t) = f(t + T) simetri terhadap Y. -T/2 0 T/2

X

Jika y = f(t) adalah fungsi genap, maka bn = 0. f(t) =

2

1 a0 + ∑∞

=1n

an cos nωt dimana

a0 = T

4 ∫2/

0

T

f(t) dt dan an = T

4 ∫2/

0

T

f(t) cos nωt dt.

b. Fungsi Ganjil. Y

y = f(t), 0 < t < T -T/2 X f(t) = f(t + T).

0 T/2 Simetri terhadap titik O. a0 = 0 ; an = 0. f(t) = ∑

=1n

bn sin nωt.

bn = T

4 ∫2/

0

T

f(t)sin nωt dt.

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81

Contoh: Diberi f(t) = 4 – t , 0 < t < 4. Y

4

-4 0 4

X

Bina suatu fungsi yang simetri terhadap paksi Y. f(t) menjadi suatu fungsi genap. ωT = 2π dan T = 8.

a0 = T

2∫−

4

4

f(t)dt = T

4∫4

0

f(t)dt = 8

4∫4

0

(4 – t)dt

= 2

1 {4t - 2

2t }]4

0 = 4.

an = T

2∫−

4

4

f(t) cos nωt dt = 8

4∫4

0

(4 – t) cos nωt dt

= 2

1 { ∫4

0

4cos nωt dt - ∫4

0

t.cos nωt dt

= 2

1 . ]4

0

sin4

ω

ω

n

tn - ]4

0

sin

2

1

ω

ω

n

tnt + ]

4

022cos

2

1tn

ω

= ωn

2 sin 4nω - ωn

2 sin 4nω + 222

1

ωn(cos 4nω – 1)

= 222

1

ωn(cos nωt – 1).

Tetapi: ωT = 2π dan T = 8, maka ω = 4

1 π.

Maka: cos 4nω = cos nπ. → an = 222

1

ωn(cos nπ – 1).

Jika n genap maka: an = 0, dan Jika n ganjil maka: an = -

22

1

ωn.

bn = 0, kerana f(t) adalah fungsi genap. f(t) =

2

1 a0 + ∑∞

=1n

an cos nωt =

f(t) = 2 + 2

1

ω(cos ωt +

9

1 cos 3ωt + 25

1 cos 5ωt + … ).

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Contoh: Diberi 3 + t , 0 < t < 2. f(t) = 5

Y f(t + 4) 3 -2

0 2 X

-3

-5

Bina suatu fungsi yang simetri terhadap O. f(t) adalah suatu fungsi ganjil. a0 = 0 ; an = 0 . ωT = 2π dan T = 4 . Maka ω =

2

1 π.

f(t) = ∑∞

=1n

bn sin nωt.

bn = T

2∫

2/

2/

T

T

f(t) sin nωt dt = T

4∫2

0

(3 + t).sin nωt dt

= -(3 + t) ]2

0

cos

ω

ω

n

tn + ]2

022

sin

ω

ω

n

tn

= - ωn

1 {5 cos 2nω – 3 cos 0} + 22

1

ωn{sin 2nω – sin 0}

= ωn

1 {3 – 5 cos 2nω} + 22

1

ωnsin 2nω. [gantikan ω =

2

1 π]

bn = ωn

1 {3 – 5 cos nπ} + 22

1

ωn sin nπ.

Jika n ganjil, maka bn = ωn

8

Jika n genap, maka bn = - ωn

2 .

f(t) =

ω

2 {4 sin ωt - 2

1 sin 2ωt + 3

4 sin 3ωt - 4

1 sin 3ωt + … }

dimana ω = 2

1 π.

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