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Journal of mathematics and computer science 7 (2013), 293-304

Prefunctions and System of Differential Equation via Laplace Transform

D. B. Dhaigude

Department of Mathematics, Dr. Babasaheb Ambedkar Marathawada UniversityAurangabad, Aurangabad, India

S. B. Dhaigude

SPMs Bhivarabai Savant Institute of Technology and Research (for women) Wagholi Pune-412207, India

Email: suresh.dhaigude@gmail.com Article history: Received April 2013 Accepted May 2013 Available online June 2013

Abstract The purpose of this paper is to study the system of Linear Differential Equations of first order, Second

order and Third order in two variables as well as in three variables and obtained the set of Pre-functions and extended prefunctions are the closed form of solutions via Laplace Transforms technique.

Keywords. : Pre-functions, Extended prefunctions, Initial Value Problems and Laplace Transforms 1.Introduction

It is well known that some basic functions such as polynomial functions, exponential functions, Logarithmic functions and trigonometric functions have played an important role in development of Mathematical, physical, biological as well as Engineering sciences .Deo and Howell in their paper [1] introduced an alternative method and studied trigonometric and trigonometric like functions. This new approach is simple and useful in the study of differential equations. Khandeparkar, Deo and Dhaigude [3] have defined new kind of Exponential, Trigonometric and hyperbolic functions. They are coined as Pre-functions and extended Pre-functions. It is shown that these pre-functions and extended pre-functions satisfy many interesting properties and relations. Some properties and Laplace Transforms of these functions are studied in the papers [2], [3], [4], [5], [6] and solution of initial value problems for

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non-homogeneous linear ordinary differential equations as well as solutions of voltera integral equations and volltera integro differential equations are obtained.

The aim of this paper is to study the system of Linear Differential Equations of first order, Second order and Third order in two variables and in three variables and obtained the set of Pre-functions and extended prefunctions are the closed form of solutions and Laplace Transforms technique is successfully applied.

2. Definitions of prefunctions and extended prefunctions

In this section, we take overview of pre-function and extended pre-functions and Laplace Transforms of these pre-functions [2] and [3] these pre-functions and Laplace Transforms are defined and their properties are also defined. We introduce definitions and Laplace Transforms of some Pre-functions and

extended pre-functions.

Definition: The pre-exponential functions is denoted by pexp (t, Ξ±) and is defined as,

𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,Ξ±) = 1 + βˆ‘ tn +Ξ±

Ξ“(n+1+Ξ±), t € R∞

n=1 and Ξ± β‰₯ 0

Also, 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(βˆ’π‘‘π‘‘,Ξ±) = 1 + βˆ‘ (βˆ’1)n +Ξ± tn +Ξ±

Ξ“(n+1+Ξ±), t € R∞

n=1 and Ξ± β‰₯ 0

The pre-cosine function is denoted by pcos (t, Ξ±) and is defined as,

𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,Ξ±) = 1 + βˆ‘ (βˆ’1)n t2n +Ξ±

Ξ“(2n+1+Ξ±), t € R∞

n=1 and Ξ± β‰₯ 0

The pre-sine function is denoted by 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,Ξ±) and is defined as,

𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,Ξ±) = βˆ‘ (βˆ’1)n t2n +Ξ±+1

Ξ“(2n+2+Ξ±), t € R∞

n=0 and Ξ± β‰₯ 0

The extended pre function is denoted by pM32

𝑝𝑝𝑝𝑝32(𝑑𝑑,𝛼𝛼) = βˆ‘ (βˆ’1)n t3n +2+Ξ±

Ξ“(3n+3+Ξ±), t € R ∞

n=0 and Ξ± β‰₯ 0

Laplace Transform of Prefunctions and extended Prefunctions:

We find the Laplace transforms of 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,Ξ±): We know that,

𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(π‘Žπ‘Žπ‘‘π‘‘,Ξ±) = 1 + βˆ‘ (at )n +Ξ±

Ξ“(n+1+Ξ±), t € R∞

n=1 and Ξ± β‰₯ 0

Now we calculate the Laplace Transforms of this prefunction as follows,

𝐿𝐿[𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = ∫ eβˆ’st𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)dt∞0

= ∫ eβˆ’st [1 + βˆ‘ (at )n +Ξ±

Ξ“(n+1+Ξ±) ∞n=1 dt∞

0 ]

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295

= ∫ eβˆ’st 1dt + βˆ‘ 1Ξ“(n+1+Ξ±)

∞n=1

∞0 ∫ eβˆ’st∞

0 (at)n+Ξ±dt

= 1𝑝𝑝

+ βˆ‘ 1Ξ“(n+1+Ξ±)

∞n=1

(a)n +Ξ± Ξ“(n+1+Ξ±)sn +1+Ξ±

= 1𝑝𝑝

+ βˆ‘ (a)n +Ξ±

sn +1+α∞1

= 1𝑝𝑝

+ (a)1+Ξ±

(sβˆ’a)s1+Ξ±

In particular, for a=1,

𝐿𝐿[𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,Ξ±)] = 1𝑝𝑝

+ 1(sβˆ’1)s1+Ξ±

In particular Ξ±=0,

𝐿𝐿[𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑, 0)] = 𝐿𝐿[𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑)] = 1(π‘π‘βˆ’1)

Clearly, πΏπΏβˆ’1 οΏ½1𝑝𝑝

+ (a)1+Ξ±

(sβˆ’a)s1+Ξ± οΏ½ = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)

Laplace transforms of other prefunctions can be derived and listed as follows,

1. 𝐿𝐿[𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(βˆ’π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = 1π‘π‘βˆ’ (βˆ’1)Ξ± (a)1+Ξ±

(s+a)s1+Ξ±

2. 𝐿𝐿[𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = (a)1+Ξ±

(s2 +a2)sΞ±

3. 𝐿𝐿[𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = 1π‘π‘βˆ’ aΞ±+2

(s2 +a2)s1+Ξ±

4. 𝐿𝐿[π‘π‘π‘π‘π‘π‘π‘π‘β„Ž(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = (a)1+Ξ±

(s2 βˆ’a2)sΞ±

5. 𝐿𝐿[π‘π‘π‘π‘π‘π‘π‘π‘β„Ž(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = 1𝑝𝑝

+ aΞ±+2

(s2 βˆ’a2)s1+Ξ±

6. 𝐿𝐿[𝑝𝑝𝑝𝑝30(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = 1sβˆ’ (a)3+Ξ±

(s3 +a3)sΞ±+1

7. 𝐿𝐿[𝑝𝑝𝑝𝑝31(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = (a)1+Ξ±

(s3 +a3)sΞ±βˆ’1

8. 𝐿𝐿[𝑝𝑝𝑝𝑝32(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = (a)2+Ξ±

(s3 +a3)sΞ±

9. 𝐿𝐿[𝑝𝑝𝑁𝑁30(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = 1s

+ (a)3+Ξ±

(s3 βˆ’a3)sΞ±+1

10. 𝐿𝐿[𝑝𝑝𝑁𝑁31(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = (a)1+Ξ±

οΏ½s3 –a3οΏ½sΞ±βˆ’1

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11. 𝐿𝐿[𝑝𝑝𝑁𝑁32(π‘Žπ‘Žπ‘‘π‘‘,Ξ±)] = (a)2+Ξ±

(s3 βˆ’a3)sΞ±

Note that on putting Ξ±=0 and a=1 above we get Laplace Transforms of exponential functions, trigonometric functions and hyperbolic function.

3. Initial Value Problems for System of Differential Equations:

The solution of simultaneous differential equations with initial conditions can be obtained by applying Laplace Transform method. First we discuss the solution of first order system of ordinary differential equations with suitable initial conditions.

I. First Order System of Differential Equations:

IVP-I. Consider the system of first order differential equations,

𝑝𝑝′(𝑑𝑑,𝛼𝛼) + 𝑦𝑦(𝑑𝑑,𝛼𝛼) = 0 (1.1)

𝑦𝑦′(𝑑𝑑,𝛼𝛼) βˆ’ 𝑝𝑝(𝑑𝑑,𝛼𝛼) = 𝑑𝑑𝛼𝛼

𝛀𝛀(𝛼𝛼+1)βˆ’ 1 (1.2)

With the initial conditions, 𝑝𝑝(0,𝛼𝛼) = 1, 𝑦𝑦(0,𝛼𝛼) = 0 (1.3)

Apply Laplace transform to both the sides of differential equations (1.1) and (1.2), we have,

𝐿𝐿{𝑝𝑝′(𝑑𝑑,𝛼𝛼)} + 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = 0

𝐿𝐿{𝑦𝑦′(𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 𝐿𝐿{ 𝑑𝑑𝛼𝛼

𝛀𝛀(𝛼𝛼+1)} βˆ’ 𝐿𝐿{1}

𝑝𝑝𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} βˆ’ 𝑝𝑝(0,𝛼𝛼) + 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = 0

And 𝑝𝑝𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} βˆ’ 𝑦𝑦(0,𝛼𝛼) βˆ’ 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 1𝛀𝛀(𝛼𝛼+1)

𝛀𝛀(𝛼𝛼+1)𝑝𝑝𝛼𝛼+1 βˆ’ 1

𝑝𝑝

Consider, 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼) = 𝑋𝑋(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼) = π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼). Using initial conditions (1.3), we obtain the System of equations in X and Y

𝑝𝑝𝑋𝑋(𝑝𝑝,𝛼𝛼) + π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1 (1.4)

βˆ’π‘‹π‘‹(𝑝𝑝,𝛼𝛼) + π‘π‘π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1𝑝𝑝𝛼𝛼+1 βˆ’

1𝑝𝑝 (1.5)

Multiply equation (1.5) by s and add with equation (1.4), we get,

�𝑝𝑝2 + 1οΏ½π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1𝑝𝑝𝛼𝛼

π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝2+1)𝑝𝑝𝛼𝛼

Taking inverse Laplace transform of both sides, we have,

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πΏπΏβˆ’1{π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼)} = πΏπΏβˆ’1{ 1(𝑝𝑝2+1)𝑝𝑝𝛼𝛼

}

𝑦𝑦(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,𝛼𝛼)

Now we obtain prefunction 𝑝𝑝(𝑑𝑑,𝛼𝛼), multiply equation (1.4) by s and subtract equation (1.5) from it, we have,

�𝑝𝑝2 + 1�𝑋𝑋(𝑝𝑝,𝛼𝛼) = 𝑝𝑝2+1π‘π‘βˆ’ 1

𝑝𝑝𝛼𝛼+1

𝑋𝑋(𝑝𝑝,𝛼𝛼) = 1π‘π‘βˆ’ 1

(𝑝𝑝2+1)𝑝𝑝𝛼𝛼+1

Taking inverse Laplace transform of both sides, we have,

πΏπΏβˆ’1{𝑋𝑋(𝑝𝑝,𝛼𝛼)} = πΏπΏβˆ’1{ 1π‘π‘βˆ’ 1

(𝑝𝑝2+1)𝑝𝑝𝛼𝛼+1 }

𝑝𝑝(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,𝛼𝛼)

The solution set of the IVP (1.1)-(1.3) is {x(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,𝛼𝛼), 𝑦𝑦(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝(𝑑𝑑,𝛼𝛼)}.

IVP-II. Consider the system of first order differential equations,

𝑝𝑝′(𝑑𝑑,𝛼𝛼) + 𝑧𝑧(𝑑𝑑,𝛼𝛼) = 0 (2.1)

𝑦𝑦′(𝑑𝑑,𝛼𝛼) βˆ’ 𝑝𝑝(𝑑𝑑,𝛼𝛼) = 𝑑𝑑𝛼𝛼

𝛀𝛀(𝛼𝛼+1)βˆ’ 1 (2.2)

𝑧𝑧′(𝑑𝑑,𝛼𝛼) βˆ’ 𝑦𝑦(𝑑𝑑,𝛼𝛼) = 0 (2.3)

With the initial conditions,

𝑝𝑝(0,𝛼𝛼) = 1, 𝑦𝑦(0,𝛼𝛼) = 0, 𝑧𝑧(0,𝛼𝛼) = 0 (2.4)

Apply Laplace transform to both the sides of differential equations (2.1), (2.2), and (2.3) we have,

𝐿𝐿{𝑝𝑝′(𝑑𝑑,𝛼𝛼)} + 𝐿𝐿{𝑧𝑧(𝑑𝑑,𝛼𝛼)} = 0

𝐿𝐿{𝑦𝑦′(𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 𝐿𝐿{ 𝑑𝑑𝛼𝛼

𝛀𝛀(𝛼𝛼+1)} βˆ’ 𝐿𝐿{1}

𝐿𝐿{𝑧𝑧′(𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = 0

Simplification it gives,

𝑝𝑝𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} βˆ’ 𝑝𝑝(0,𝛼𝛼) + 𝐿𝐿{𝑧𝑧(𝑑𝑑,𝛼𝛼)} = 0

𝑝𝑝𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} βˆ’ 𝑦𝑦(0,𝛼𝛼) βˆ’ 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 1𝛀𝛀(𝛼𝛼+1)

𝛀𝛀(𝛼𝛼+1)𝑝𝑝𝛼𝛼+1 βˆ’ 1

𝑝𝑝

And 𝑝𝑝𝐿𝐿{𝑧𝑧(𝑑𝑑,𝛼𝛼)} βˆ’ 𝑧𝑧(0,𝛼𝛼) βˆ’ 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = 0

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Suppose,

𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 𝑋𝑋(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑧𝑧(𝑑𝑑,𝛼𝛼)} = 𝑍𝑍(𝑝𝑝,𝛼𝛼)

Using initial condition (2.4), we get the system of equations in X, Y and Z

𝑝𝑝𝑋𝑋(𝑝𝑝,𝛼𝛼) + 𝑍𝑍(𝑝𝑝,𝛼𝛼) = 1

βˆ’π‘‹π‘‹(𝑝𝑝,𝛼𝛼) + π‘π‘π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1𝑝𝑝𝛼𝛼+1 βˆ’

1𝑝𝑝

βˆ’π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) + 𝑝𝑝𝑍𝑍(𝑝𝑝,𝛼𝛼) = 0

We write this system of equations in matrix form as,

�𝑝𝑝 0 1βˆ’1 𝑝𝑝 00 βˆ’1 𝑝𝑝

οΏ½ οΏ½ π‘‹π‘‹π‘Œπ‘Œπ‘π‘

οΏ½ = οΏ½1

1𝑝𝑝𝛼𝛼+1 βˆ’

1𝑝𝑝

0οΏ½

We know by matrix theory,

𝑋𝑋 = 𝐷𝐷𝑝𝑝𝐷𝐷

, π‘Œπ‘Œ = 𝐷𝐷𝑦𝑦𝐷𝐷

, 𝑍𝑍 = 𝐷𝐷𝑧𝑧𝐷𝐷

(2.5)

Where,

𝐷𝐷 = �𝑝𝑝 0 1βˆ’1 𝑝𝑝 0 0 βˆ’1 𝑝𝑝

οΏ½ = 𝑝𝑝3 + 1

𝐷𝐷𝑝𝑝 = οΏ½ 1 0 βˆ’1

1𝑝𝑝𝛼𝛼+1 βˆ’

1𝑝𝑝

𝑝𝑝 00 βˆ’1 𝑝𝑝

οΏ½ = 𝑝𝑝2 + 1π‘π‘βˆ’ 1

𝑝𝑝𝛼𝛼+1

𝐷𝐷𝑦𝑦 = οΏ½ 𝑝𝑝 1 1 βˆ’1 1

𝑝𝑝𝛼𝛼+1 βˆ’1𝑝𝑝

00 0 𝑝𝑝

οΏ½ = 1π‘π‘π›Όπ›Όβˆ’1

𝐷𝐷𝑧𝑧 = �𝑝𝑝 0 1βˆ’1 𝑝𝑝 1

𝑝𝑝𝛼𝛼+1 βˆ’1𝑝𝑝

0 βˆ’1 0οΏ½ = 1

𝑝𝑝𝛼𝛼

Substituting these values in equation (2.5), then we obtain

𝑋𝑋(𝑝𝑝,𝛼𝛼) = 1π‘π‘βˆ’ 1

(𝑝𝑝3+1)𝑝𝑝𝛼𝛼+1

π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝3+1)π‘π‘π›Όπ›Όβˆ’1

𝑍𝑍(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝3+1)𝑝𝑝𝛼𝛼

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In each case, taking inverse Laplace transform of both sides, we have,

x(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1π‘π‘βˆ’ 1

(𝑝𝑝3+1)𝑝𝑝𝛼𝛼+1 οΏ½ = 𝑝𝑝𝑝𝑝30(𝑑𝑑,Ξ±)

y(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1(𝑝𝑝3+1)π‘π‘π›Όπ›Όβˆ’1οΏ½ = 𝑝𝑝𝑝𝑝31(𝑑𝑑,Ξ±)

z(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1(𝑝𝑝3+1)𝑝𝑝𝛼𝛼

οΏ½ = 𝑝𝑝𝑝𝑝32(𝑑𝑑,Ξ±)

The solution set of the IVP (2.1)-(2.4) is,

{ x(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝30(𝑑𝑑,Ξ±), y(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝31(𝑑𝑑,Ξ±), z(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝32(𝑑𝑑,Ξ±) }

II. Second Order System of Differential Equation:

IVP-III: Consider the system of first order differential equations,

𝑝𝑝′′ (𝑑𝑑,𝛼𝛼) βˆ’ 𝑦𝑦′(𝑑𝑑,𝛼𝛼) = 0 (3.1)

𝑦𝑦′′ (𝑑𝑑,𝛼𝛼) βˆ’ 𝑝𝑝′(𝑑𝑑,𝛼𝛼) = π‘‘π‘‘π›Όπ›Όβˆ’1

𝛀𝛀(𝛼𝛼) (3.2)

With initial conditions,

𝑝𝑝(0,𝛼𝛼) = 1, 𝑦𝑦(0,𝛼𝛼) = 0, 𝑝𝑝′(0,𝛼𝛼) = 0, 𝑦𝑦′(0,𝛼𝛼) = 0 (3.3)

Apply Laplace transform to both the sides of differential equations (3.1) and (3.2),

We have,

𝐿𝐿{𝑝𝑝′′ (𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑦𝑦̕(𝑑𝑑,𝛼𝛼)} = 0

𝐿𝐿{𝑦𝑦′′ (𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑝𝑝′(𝑑𝑑,𝛼𝛼)} = 𝐿𝐿{ π‘‘π‘‘π›Όπ›Όβˆ’1

𝛀𝛀(𝛼𝛼) }

𝑝𝑝2𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} βˆ’ 𝑝𝑝𝑝𝑝(0,𝛼𝛼) βˆ’ 𝑝𝑝′(0,𝛼𝛼) βˆ’ 𝑝𝑝𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} + 𝑦𝑦(𝑑𝑑,𝛼𝛼) = 0

And 𝑝𝑝2𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} βˆ’ 𝑝𝑝𝑦𝑦(0,𝛼𝛼) βˆ’ 𝑦𝑦′(0,𝛼𝛼) βˆ’ 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} + 𝑝𝑝(0,𝛼𝛼) = 1𝛀𝛀(𝛼𝛼)

𝛀𝛀(𝛼𝛼)𝑝𝑝𝛼𝛼

Consider, 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 𝑋𝑋(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) ,using initial condition (3.3)

We get the system of equations in X, Y

𝑝𝑝2𝑋𝑋(𝑝𝑝,𝛼𝛼) βˆ’ π‘π‘π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 𝑝𝑝 (3.4)

-𝑝𝑝𝑋𝑋(𝑝𝑝,𝛼𝛼) + 𝑝𝑝2π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1π‘π‘π›Όπ›Όβˆ’ 1 (3.5)

Multiply equation (3.5) by s and add with equation (3.4), we obtain

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�𝑝𝑝3 βˆ’ π‘π‘οΏ½π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1π‘π‘π›Όπ›Όβˆ’1

π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝2βˆ’1)𝑝𝑝𝛼𝛼

Taking inverse Laplace transform of both sides, we have,

y(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1(𝑝𝑝2βˆ’1)𝑝𝑝𝛼𝛼

οΏ½ = π‘π‘π‘π‘π‘π‘π‘π‘β„Ž(𝑑𝑑,Ξ±)

Also multiply equation (3.4) by s and add with equation (3.5), we obtain

�𝑝𝑝3 βˆ’ 𝑝𝑝�𝑋𝑋(𝑝𝑝,𝛼𝛼) = �𝑝𝑝2 βˆ’ 1οΏ½ + 1𝑝𝑝𝛼𝛼

X(𝑝𝑝,𝛼𝛼) = 1𝑝𝑝

+ 1(𝑝𝑝2βˆ’1)𝑝𝑝𝛼𝛼+1

Taking inverse Laplace transform of both sides, we have,

x(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1𝑝𝑝

+ 1(𝑝𝑝2βˆ’1)𝑝𝑝𝛼𝛼+1 οΏ½ = π‘π‘π‘π‘π‘π‘π‘π‘β„Ž(𝑑𝑑,Ξ±)

The solution set of the IVP (3.1)-(3.3) is {𝑝𝑝(𝑑𝑑,𝛼𝛼)} = π‘π‘π‘π‘π‘π‘π‘π‘β„Ž(𝑑𝑑,𝛼𝛼), 𝑦𝑦(𝑑𝑑,𝛼𝛼) = π‘π‘π‘π‘π‘π‘π‘π‘β„Ž(𝑑𝑑,𝛼𝛼)}

IVP-IV: Consider the system of second order differential equations

𝑝𝑝′′ (𝑑𝑑,𝛼𝛼) βˆ’ 𝑧𝑧′(𝑑𝑑,𝛼𝛼) = 0 (4.1)

𝑦𝑦′′ (𝑑𝑑,𝛼𝛼) βˆ’ 𝑝𝑝′(𝑑𝑑,𝛼𝛼) = π‘‘π‘‘π›Όπ›Όβˆ’1

𝛀𝛀(𝛼𝛼) (4.2)

𝑧𝑧′′ (𝑑𝑑,𝛼𝛼) βˆ’ 𝑦𝑦′(𝑑𝑑,𝛼𝛼) = 0 (4.3)

With the initial conditions,

𝑝𝑝(0,𝛼𝛼) = 1, 𝑦𝑦(0,𝛼𝛼) = 𝑧𝑧(0,𝛼𝛼) = 𝑝𝑝′(0,𝛼𝛼) = 𝑦𝑦′(0,𝛼𝛼) = 𝑧𝑧′(0,𝛼𝛼) = 0 (4.4)

Apply Laplace transform to both the sides of differential equations (4.1), (4.2) and (4.3), we have,

𝐿𝐿{𝑝𝑝′′ (𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑧𝑧′(𝑑𝑑,𝛼𝛼)} = 0

𝐿𝐿{𝑦𝑦′′ (𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑝𝑝′(𝑑𝑑,𝛼𝛼)} = 𝐿𝐿{π‘‘π‘‘π›Όπ›Όβˆ’1

𝛀𝛀(𝛼𝛼)}

𝐿𝐿{𝑧𝑧′′ (𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑦𝑦′(𝑑𝑑,𝛼𝛼)} = 0

Suppose,

𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 𝑋𝑋(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑧𝑧(𝑑𝑑,𝛼𝛼)} = 𝑍𝑍(𝑝𝑝,𝛼𝛼)

Using initial condition (4.4), we get the system of equations in X, Y and Z

𝑝𝑝2𝑋𝑋(𝑝𝑝,𝛼𝛼) βˆ’ 𝑝𝑝𝑍𝑍(𝑝𝑝,𝛼𝛼) = 𝑝𝑝

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βˆ’π‘π‘π‘‹π‘‹(𝑝𝑝,𝛼𝛼) + 𝑝𝑝2π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1π‘π‘π›Όπ›Όβˆ’ 1

βˆ’π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) + 𝑝𝑝2𝑍𝑍(𝑝𝑝,𝛼𝛼) = 0

We write this system of equations in matrix form as,

�𝑝𝑝2 0 βˆ’π‘π‘βˆ’π‘π‘ 𝑝𝑝2 00 βˆ’π‘π‘ 𝑝𝑝2

οΏ½ οΏ½ π‘‹π‘‹π‘Œπ‘Œπ‘π‘

οΏ½ = �𝑝𝑝

1π‘π‘π›Όπ›Όβˆ’ 10

οΏ½

We know by matrix theory, 𝑋𝑋 = 𝐷𝐷𝑝𝑝𝐷𝐷

, π‘Œπ‘Œ = 𝐷𝐷𝑦𝑦𝐷𝐷

, 𝑍𝑍 = 𝐷𝐷𝑧𝑧𝐷𝐷

(4.5)

Where,

𝐷𝐷 = �𝑝𝑝2 0 βˆ’π‘π‘βˆ’π‘π‘ 𝑝𝑝2 0 0 βˆ’π‘π‘ 𝑝𝑝2

οΏ½ = 𝑝𝑝3(𝑝𝑝3 βˆ’ 1)

𝐷𝐷𝑝𝑝 = οΏ½ 𝑝𝑝 0 βˆ’π‘π‘

1π‘π‘π›Όπ›Όβˆ’ 1 𝑝𝑝2 0

0 βˆ’π‘π‘ 𝑝𝑝2

οΏ½ = 𝑝𝑝5 βˆ’ 𝑝𝑝2 + 𝑝𝑝2

𝑝𝑝𝛼𝛼

𝐷𝐷𝑦𝑦 = οΏ½ 𝑝𝑝2 𝑝𝑝 βˆ’π‘π‘ βˆ’π‘π‘ 1

π‘π‘π›Όπ›Όβˆ’ 1 0

0 0 𝑝𝑝2

οΏ½ = 𝑝𝑝4

𝑝𝑝𝛼𝛼

𝐷𝐷𝑧𝑧 = �𝑝𝑝2 0 π‘π‘βˆ’π‘π‘ 𝑝𝑝2 1

π‘π‘π›Όπ›Όβˆ’ 1

0 βˆ’π‘π‘ 0οΏ½ = 𝑝𝑝3

𝑝𝑝𝛼𝛼

Substituting these values in equation (4.5), then we obtain

𝑋𝑋(𝑝𝑝,𝛼𝛼) = 1𝑝𝑝

+ 1(𝑝𝑝3βˆ’1)𝑝𝑝𝛼𝛼+1

π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝3βˆ’1)π‘π‘π›Όπ›Όβˆ’1

𝑍𝑍(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝3βˆ’1)𝑝𝑝𝛼𝛼

In each case, taking inverse Laplace transform of both sides, we have,

x(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1𝑝𝑝

+ 1(𝑝𝑝3βˆ’1)𝑝𝑝𝛼𝛼+1 οΏ½ = 𝑝𝑝𝑁𝑁30(𝑑𝑑,Ξ±)

y(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1(𝑝𝑝3βˆ’1)π‘π‘π›Όπ›Όβˆ’1οΏ½ = 𝑝𝑝𝑁𝑁31(𝑑𝑑,Ξ±)

z(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1(𝑝𝑝3βˆ’1)𝑝𝑝𝛼𝛼

οΏ½ = 𝑝𝑝𝑁𝑁32(𝑑𝑑,Ξ±)

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The solution set of the IVP (4.1)-(4.4) is,

{ x(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑁𝑁30(𝑑𝑑,Ξ±), y(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑁𝑁31(𝑑𝑑,Ξ±), z(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑁𝑁32(𝑑𝑑,Ξ±) }

III. Third Order System of Differential Equation:

IVP-V: Consider the system of second order differential equations,

xβ€²β€²β€² (𝑑𝑑,𝛼𝛼) + 𝑧𝑧′′ (𝑑𝑑,𝛼𝛼) = 0 (5.1)

𝑦𝑦′′′ (𝑑𝑑,𝛼𝛼) βˆ’ 𝑝𝑝′′ (𝑑𝑑,𝛼𝛼) = π‘‘π‘‘π›Όπ›Όβˆ’2

𝛀𝛀(π›Όπ›Όβˆ’1) (5.2)

𝑧𝑧′′′ (𝑑𝑑,𝛼𝛼) βˆ’ 𝑦𝑦′′ (𝑑𝑑,𝛼𝛼) = 0 (5.3)

with the initial conditions,

𝑝𝑝(0,𝛼𝛼) = 1, 𝑦𝑦(0,𝛼𝛼) = 𝑧𝑧(0,𝛼𝛼) = 𝑝𝑝′(0,𝛼𝛼) = 𝑦𝑦′(0,𝛼𝛼) = 𝑧𝑧′(0,𝛼𝛼) = 0

𝑝𝑝′′ (0,𝛼𝛼) = 𝑦𝑦′′ (0,𝛼𝛼) = 𝑧𝑧′′ (0,𝛼𝛼) = 0 (5.4)

Apply Laplace transform to both the sides of differential equations (5.1),(5.2) and (5.3), we have,

𝐿𝐿{𝑝𝑝′′′ (𝑑𝑑,𝛼𝛼)} + 𝐿𝐿{𝑧𝑧′′ (𝑑𝑑,𝛼𝛼)} = 0

𝐿𝐿{𝑦𝑦′′′ (𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑝𝑝′′ (𝑑𝑑,𝛼𝛼)} = 𝐿𝐿{ π‘‘π‘‘π›Όπ›Όβˆ’2

𝛀𝛀(π›Όπ›Όβˆ’1)}

𝐿𝐿{𝑧𝑧′′′ (𝑑𝑑,𝛼𝛼)} βˆ’ 𝐿𝐿{𝑦𝑦′′ (𝑑𝑑,𝛼𝛼)} = 0

Suppose, 𝐿𝐿{𝑝𝑝(𝑑𝑑,𝛼𝛼)} = 𝑋𝑋(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑦𝑦(𝑑𝑑,𝛼𝛼)} = π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼), 𝐿𝐿{𝑧𝑧(𝑑𝑑,𝛼𝛼)} = 𝑍𝑍(𝑝𝑝,𝛼𝛼)

Using initial condition (5.4),we get the system of equations in X, Y and Z

𝑝𝑝3𝑋𝑋(𝑝𝑝,𝛼𝛼) + 𝑝𝑝2𝑍𝑍(𝑝𝑝,𝛼𝛼) = 𝑝𝑝2

βˆ’π‘π‘2𝑋𝑋(𝑝𝑝,𝛼𝛼) + 𝑝𝑝3π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1π‘π‘π›Όπ›Όβˆ’1 βˆ’ 𝑝𝑝

𝑝𝑝3𝑍𝑍(𝑝𝑝,𝛼𝛼) βˆ’ 𝑝𝑝2π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 0

we write this system of equations in matrix form as,

�𝑝𝑝3 0 𝑝𝑝2

βˆ’π‘π‘2 𝑝𝑝3 00 βˆ’π‘π‘2 𝑝𝑝3

οΏ½ οΏ½ π‘‹π‘‹π‘Œπ‘Œπ‘π‘

οΏ½ = �𝑝𝑝2

1π‘π‘π›Όπ›Όβˆ’1 βˆ’ 𝑝𝑝

0οΏ½

we know by matrix theory,

𝑋𝑋 = 𝐷𝐷𝑝𝑝𝐷𝐷

, π‘Œπ‘Œ = 𝐷𝐷𝑦𝑦𝐷𝐷

, 𝑍𝑍 = 𝐷𝐷𝑧𝑧𝐷𝐷

(5.5)

where,

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𝐷𝐷 = �𝑝𝑝3 0 𝑝𝑝2

βˆ’π‘π‘2 𝑝𝑝3 00 βˆ’π‘π‘2 𝑝𝑝3

οΏ½ = 𝑝𝑝6(𝑝𝑝3 + 1)

𝐷𝐷𝑝𝑝 = οΏ½ 𝑝𝑝2 0 𝑝𝑝2

1π‘π‘π›Όπ›Όβˆ’1 βˆ’ 𝑝𝑝 𝑝𝑝3 0

0 βˆ’π‘π‘2 𝑝𝑝3

οΏ½ = 𝑝𝑝8 + 𝑝𝑝5 βˆ’ 1π‘π‘π›Όπ›Όβˆ’5

𝐷𝐷𝑦𝑦 = οΏ½ 𝑝𝑝3 𝑝𝑝2 𝑝𝑝2 βˆ’π‘π‘2 1

π‘π‘π›Όπ›Όβˆ’1 βˆ’ 𝑝𝑝 0

0 0 𝑝𝑝3

οΏ½ = 𝑝𝑝6

π‘π‘π›Όπ›Όβˆ’1

𝐷𝐷𝑧𝑧 = �𝑝𝑝3 0 𝑝𝑝2

βˆ’π‘π‘2 𝑝𝑝3 1π‘π‘π›Όπ›Όβˆ’1 βˆ’ 𝑝𝑝

0 βˆ’π‘π‘2 0

οΏ½ = 𝑝𝑝3

π‘π‘π›Όπ›Όβˆ’1

Substituting these values in equation (5.5), then we obtain

𝑋𝑋(𝑝𝑝,𝛼𝛼) = 1π‘π‘βˆ’ 1

(𝑝𝑝3+1)𝑝𝑝𝛼𝛼+1

π‘Œπ‘Œ(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝3+1)π‘π‘π›Όπ›Όβˆ’1

𝑍𝑍(𝑝𝑝,𝛼𝛼) = 1(𝑝𝑝3+1)𝑝𝑝𝛼𝛼

In each case, taking inverse Laplace transform of both sides, we have,

x(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1π‘π‘βˆ’ 1

(𝑝𝑝3+1)𝑝𝑝𝛼𝛼+1 οΏ½ = 𝑝𝑝𝑝𝑝30(𝑑𝑑,Ξ±)

y(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1(𝑝𝑝3+1)π‘π‘π›Όπ›Όβˆ’1οΏ½ = 𝑝𝑝𝑝𝑝31(𝑑𝑑,Ξ±)

z(𝑑𝑑,𝛼𝛼) = πΏπΏβˆ’1 οΏ½ 1(𝑝𝑝3+1)𝑝𝑝𝛼𝛼

οΏ½ = 𝑝𝑝𝑝𝑝32(𝑑𝑑,Ξ±)

The solution set of the IVP (5.1)-(5.4) is,

{ x(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝30(𝑑𝑑,Ξ±), y(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝31(𝑑𝑑,Ξ±), z(𝑑𝑑,𝛼𝛼) = 𝑝𝑝𝑝𝑝32(𝑑𝑑,Ξ±) }

Conclusion: In this paper we have studied the system of Linear Differential Equations of first Order,

Second order and Third order in two variables as well as in three variables and the set of Prefunctions and extended Prefunctions are the closed form of solutions, Laplace Transforms method is successfully applied.

Acknowledgements: The second authors is thankful to Principal Dr.D.M.Yadav, JSPMs Bhivarabai

Savant Institute of Technology and Research (for women) Wagholi, Pune for the given the time and support to this work.

D.B. Dhaigude, S.B. Dhaigude / J. Math. Computer Sci. 7 (2013), 293-304

304

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