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IVPs With Laplace Transforms

1) The document discusses using Laplace transforms to solve initial value problems (IVPs) for second order differential equations. It provides examples of using Laplace transforms to solve IVPs involving various functions, including step functions where Laplace transforms are particularly useful. 2) Example problems are worked through in detail, showing how to take the Laplace transform of each term, solve for the transformed solution Y(s), and then take the inverse Laplace transform to find the original solution y(t). 3) Solutions are found for IVPs with various right hand sides, including constants, trig functions, exponentials, and step functions. Laplace transforms allow solving problems that would be difficult using other methods.

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Dimaz Setiya Gunawan
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150 views5 pages

IVPs With Laplace Transforms

1) The document discusses using Laplace transforms to solve initial value problems (IVPs) for second order differential equations. It provides examples of using Laplace transforms to solve IVPs involving various functions, including step functions where Laplace transforms are particularly useful. 2) Example problems are worked through in detail, showing how to take the Laplace transform of each term, solve for the transformed solution Y(s), and then take the inverse Laplace transform to find the original solution y(t). 3) Solutions are found for IVPs with various right hand sides, including constants, trig functions, exponentials, and step functions. Laplace transforms allow solving problems that would be difficult using other methods.

Uploaded by

Dimaz Setiya Gunawan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Differential Equations

LECTURE 28

IVPs with Laplace Transforms


Now that we have a good grasp of how to take Laplace transforms and inverse transforms, lets
return to differential equations. First, we should recall the following formula, with f (n) denoting
the nth derivative of f :
n
o
L f (n) = sn F (s) sn1 f (0) sn2 f 0 (0) . . . sf (n2) (0) f (n1) (0).
Well be dealing exclusively in this lecture with second order differential equations, so in particular,
well need

L y 0 = sY (s) y(0)
and

L y 00 = s2 Y (s) sy(0) y 0 (0).
You should be familiar with the general formula, however.
Remark. Notice that we must have our initial conditions at t = 0 to use Laplace transforms.
Example 28.1. Solve the following IVP using Laplace transforms.
y 00 5y 0 6y = 5t

y(0) = 1

y 0 (0) = 2

We begin by transforming both sides of the equation:




L y 00 5L y 0 6L {y} = 5L {t}
5
s2 Y (s) sy(0) y 0 (0) 5sY (s) + 5y(0) 6Y (s) = 2
s

5
s2 5s 6 Y (s) + s 2 5 = 2 .
s
As weve already begun doing, now we solve for Y (s).
5
7s
Y (s) = 2 2
+ 2
s (s 5s 6) s 5s 6
5
7s
= 2
+
s (s 6)(s + 1) (s 6)(s + 1)
5 + 7s2 s3
= 2
s (s 6)(s + 1)
We now have an expression for Y (s), which is the Laplace transform of the solution y(t) to
the initial value problem. Weve simplified it as much as we can; now its time to take the inverse
transform. The partial fraction decomposition is
A B
C
D
Y (s) = + 2 +
+
.
s
s
s6 s+1
Setting numerators equal gives us
6 + 7s2 s3 = As(s 6)(s + 1) + B(s 6)(s + 1) + Cs2 (s + 1) + Ds2 (s 6).
1

Differential Equations

Lecture 28: IVPs with Laplace Transforms

We can find constants by choosing key values of s.


s=0:

6 = 6B

s=6:

42 = 252C

s = 1 :

14 = 7D

s=1:

12 = 10A +

77
6

B = 1
1
C=
6
1
D=
2
1
A=
12

So
1 1
1
1 1
1 1

12 s s2 6 s 6 2 s + 1
1
1
1
y(t) =
t + e6t et .
12
6
2

Y (s) =


Exercise. Solve the initial value problem in the previous example using Undetermined Coefficients. Do you get the same thing? Which method took less work?
Example 28.2. Solve the following initial value problem.
y 00 + 2y 0 + 5y = cos(t) 10t

y(0) = 0 y 0 (0) = 1

We begin by transforming the entire equation and solving for Y (s).




L y 00 + 2L y 0 + 5L {y} = L {cos(t)} 10L {t}
10
s
2
s2 Y (s) sy(0) y 0 (0) + 2(sY (s) y(0)) + 5Y (s) = 2
s +1 s

s
10
s2 + 2s + 5 Y (s) 1 = 2
2
s +1 s
So we have
s
10
1
Y (s) = 2
2 2
+ 2
2
(s + 1)(s + 2s + 5) s (s + 2s + 5) s + 2s + 5
= Y1 (s) + Y2 (s) + Y3 (s).
Now well have to take inverse transforms. This will require doing partial fractions on the first two
pieces.
Lets start with the first one.
s
As + B
Cs + D
= 2
+ 2
Y1 (s) = 2
2
(s + 1)(s + 2s + 5)
s +1
s + 2s + 5
After putting everything over a common denominator, we set numerators equal.
s = As(s2 + 2s + 5) + B(s2 + 2s + 5) + Cs(s2 + 1) + D(s2 + 1)
= (A + C)s3 + (2A + B + D)s2 + (5A + 2B + C)s + (5B + D)
This gives us the following system of equations, which we solve.
A+C
2A + B + D
5A + 2B + C
5B + D

=0
=0
=1
=0

A=

1
5

B=

1
10

C=

1
5

D=

1
2

Differential Equations

Lecture 28: IVPs with Laplace Transforms

Thus our first term becomes


1
s
1
1 s
1
1
1
Y1 (s) =
+

.
5 s2 + 1 10 s2 + 1 5 s2 + 2s + 5 2 s2 + 2s + 5
Well hold off on taking the inverse transform for the time being.
Now, lets deal with Y2 (s).
Y2 (s) =

s2 (s2

10
Cs + D
A B
= + 2+ 2
+ 2s + 5)
s
s
s + 2s + 5

We put everything over a common denominator and set numerators equal.


10 = As(s2 + 2s + 5) + B(s2 + 2s + 5) + Cs3 + Ds2
= (A + C)s3 + (2A + B + D)s2 + (5A + 2B)s + 5B
This gives the following system of equations.
A+C
2A + B + D
5A + 2B
5B

=0
=0
=0
= 10

A=

4
5

B = 2

C=

4
5

D=

2
5

Thus we have
2
4
s
2
1
41
2
+
.
2
2
5s s
5 s + 2s + 5 5 s + 2s + 5
Lets return to our original function.
Y2 (s) =

Y (s) = Y1 (s) + Y2 (s) + Y3 (s)






1 s
1
1
41
2
1 4
s
1 2
1
=
+
+
2+
+ + +1 2
2
2
2
5 s + 1 10 s + 1 5 s s
5 5 s + 2s + 5
2 5
s + 2s + 5
1 s
1
1
41
2
s
9
1
=
+
+

+
5 s2 + 1 10 s2 + 1 5 s s2 (s + 1)2 + 4 10 (s + 1)2 + 4
Now we have to adjust the last two terms to make them suitable for the inverse transform. Namely,
we need to have s + 1 in the numerator of the second to last, and 2 in the numerator of the last.
1 s
1
1
41
2
s+11
9
1
+
+
2
+
2
2
2
5 s + 1 10 s + 1 5 s s
(s + 1) + 4 10 (s + 1)2 + 4
1 s
1
1
41
2
s+1
19
1
+
+
2
+
=
2
2
2
5 s + 1 10 s + 1 5 s s
(s + 1) + 4 10 (s + 1)2 + 4
1 s
1
1
41
2
s+1
19
2
=
+
+
2
+
2
2
2
5 s + 1 10 s + 1 5 s s
(s + 1) + 4 20 (s + 1)2 + 4
=

So our solution is
y(t) =

1
1
4
19
cos(t) +
sin(t) + 2t et cos(2t) + et sin(2t).
5
10
5
20


We could have done both of the preceding examples using Undetermined Coefficients. In fact,
it would have been a lot less work. Lets do some involving step functions, which is where Laplace
transforms really shine.
3

Differential Equations

Lecture 28: IVPs with Laplace Transforms

Example 28.3. Solve the following initial value problem.


y 00 5y 0 + 6y = 2 u2 (t)e2t4

y(0) = 0 y 0 (0) = 0

As before, we begin by transforming everything. Before we do that, however, we need to write


the coefficient function of u2 (t) as a function evaluated at t 2.
y 00 5y 0 + 6y = 2 u2 (t)e2(t2)
Now we can transform.
n
o


L y 00 5L y 0 + 6L {y} = 2L {1} L u2 (t)e2(t2)

2
e2s L e2t
s
2
1
2
(s 5s + 6)Y (s) = e2s
s
s2

s2 Y (s) sy(0) y 0 (0) 5sY (s) + 5y(0) 6Y (s) =

So we end up with
Y (s) =

2
1
e2s
s(s 3)(s 2)
(s 3)(s 2)2

= Y1 (s) + e2s Y2 (s).


Since one of these terms has an exponential, well need to deal with them separately. Ill leave it
to you to check all of the partial fractions.
11 2 1
1
Y1 (s) =
+

3s 3s3 s2
1
1
1
Y2 (s) =
+
+
s 3 s 2 (s 2)2
Thus we have


11 2 1
1
1
1
1
2s
Y (s) =
+

+e

+
+
2s 3s3 s2
s 3 s 2 (s 2)2
and


1 2 3t
+ e e2t + u2 (t) e3(t2) + e2(t2) + (t 2)e2(t2)
2 3

1 2 3t
= + e e2t + u2 (t) e3t6 e2t4 + te2t4
2 3
n
o
1
once we observe that L1 (sa)
= teat .
2
y(t) =

Example 28.4. Solve the following initial value problem.


y 00 + 4y = 8 + tu4 (t)

y(0) = 0 y 0 (0) = 0

We need to first write the coefficient function of u4 (t) in the form h(t 4) for some function
h(t). So we write h(t 4) = t = t 4 + 4 and conclude h(t) = t + 4. So our equation is
y 00 + 4y = 8 + ((t 4) + 4)u4 (t).
Now, we want to Laplace transform everything.

L y 00 + 4L {y} = 8L {1} + L {((t 4) + 4)u4 (t)}
8
s2 Y (s) sy(0) y 0 (0) + 4Y (s) = + e4s L {t + 4}
s


8
1
4
2
4s
(s + 4)Y (s) = + e
+
s
s2
s
4

Differential Equations

Lecture 28: IVPs with Laplace Transforms

So we have


8
1
4
4s
Y (s) =
+e
+
s(s2 + 4)
s2 (s2 + 4) s(s2 + 4)
8
1 + 4s
=
+ e4s 2 2
= Y1 (s) + e4s Y2 (s),
2
s(s + 4)
s (s + 4)
where weve consolidated the two fractions being multiplied by the exponential to reduce the number
of partial fraction decompositions we need to compute. After doing partial fractions (leaving the
details for you to check), we have
2s
2
Y1 (s) = 2
s s +4
and
Y2 (s) =

1 1 1
s
1 1
2
+

,
2
s 4s
s + 4 4 s2 + 4

so


2s
1 1
s
1 1
2
4s 1
+e
+

Y (s) = 2
s s +4
s 4 s2 s2 + 4 4 s2 + 4


2
s
1 1
s
1 2
4s 1
= 2 2
+e
+

s
s +4
s 4 s2 s2 + 4 8 s2 + 4
and the solution is


1
1
y(t) = 2 2 cos(2t) + u4 (t) 1 + (t 4) cos(2(t 4)) sin(2(t 4))
4
8


1
1
= 2 2 cos(2t) + u4 (t)
t cos(2t 8) sin(2t 8) .
4
8


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