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Differential Equations with Polynomial Coefficients
                .

                   Thus,
                                                           2     1    C    2
                                                 F(s) =       −    +     e s /2 .
                                                          s 3    s    s 3
                   Since F(s) → 0 as s → ∞, we must have C = 0 and

                                                                 2
                                                       y(t) = t − 1,


               . . . .  which can be verified to be the solution.
                   There are pitfalls, however, of which the reader should be aware. A seemingly

               innocuous problem such as
                                                   ′
                                                  y − 2ty = 0, y(0) = 1,
                                2
                               t
               has y(t) = e as its solution, and this function, as we know, does not possess a
               Laplace transform.         (See what happens when you try to apply the Laplace
               transform method to this problem.)
                   Another caveat is that if the differential equation has a regular singular point,
               one of the solutions may behave like log t as t → 0+; hence its derivative has no

               Laplace transform. In this case, the Laplace transform method can deliver only
                .
               the solution that is bounded at the origin.

                   Example 5.15, Solve


                                                     ty + y + 2y = 0.
                                                       ′′
                                                             ′
               . . . . .
                .
                   Solution. The point t = 0 is a regular singular point of the equation. Let
                   us determine the solution that satisfies y(0) = 1. Taking the Laplace

                   transform,
                                    2
                                (−s F (s) − 2sF(s) + 1) + (sF(s) − 1) + 2F(s) = 0,
                                       ′
                   that is,
                                                2
                                                   ′
                                             −s F (s) − sF(s) + 2F(s) = 0,
                   or                               (         )
                                                      1     2
                                            ′
                                          F (s) +       −        F(s) = 0, s > 0,
                                                      s     s 2
                   Then the integrating factor is

                                                          ∫  1  2
                                                µ(s) = e    ( − )ds   = se 2/s .
                                                                s 2
                                                             s
                   Therefore,
                                                     (            ) ′
                                                       F(s)se  2/s    = 0

                   and
                                                                Ce −2/s
                                                      F(s) =            .
               . . . .                                             s


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