ODE Solution using

Laplace Transform
With Applications
Introduction
Laplace transforms
Differentiating and integrating a transform
Inverse transforms
Solution of differential equations by Laplace
transforms
Introduction
Laplace transforms
Differentiating and integrating a transform
Inverse transforms
Solution of differential equations by Laplace
transforms
Introduction

The Laplace transform provides a systematic way of solving constant

coefficient linear differential equations. It converts the differential equation
into an algebraic equation thereby employing algebra in determining the
solution rather than integration. It also has the advantage of incorporating
the boundary conditions from the beginning.
 Pierre-Simon Laplace

Born: 23rd March, 1749

Died: 5th March, 1827 aged 77
Nationality: French
Most Famous for: Laplace Equation and Laplace Transforms
Introduction
Laplace transforms
Differentiating and integrating a transform
Inverse transforms
Solution of differential equations by Laplace transforms
Laplace transforms
Definition
Two properties
The first shift theorem
Multiplying by t and tn
Dividing by t
Laplace transforms
Definition

{ }
The Laplace transform of an expression f (t) is denoted by L f (t) and is
defined as the semi-infinite integral
¥

L { f (t)} = ò f (t)e- st dt = F(s)

t=0

The parameter s is assumed to be positive and large enough to ensure that

the integral converges.
Laplace transforms
Two properties

The transform of a sum (or difference) of expressions is the sum (or

difference) of the individual transforms. That is:
L { f (t) ± g(t)} = L { f (t)} ± L { g(t)}
The transform of an expression that is multiplied by a constant is the
constant multiplied by the transform of the expression. That is:
L { kf (t)} = kL { f (t)}
Introduction
Laplace transforms
Differentiating and integrating a transform
Inverse transforms
Solution of differential equations by Laplace transforms
Differentiating and integrating a transform
Theorem 1 The first shift theorem
Theorem 2 Multiplying by t and tn
Theorem 3 Dividing by t
Differentiating and integrating a transform
Theorem 1 The first shift theorem

If
L { f (t)} = F(s)
Then
{ }
L e- at f (t) = F(s + a)
For example
2
L {sin 2t } = so that
s2 + 4

{
L e-3t sin 2t = } 2
=
2
(s + 3) 2 + 4 s 2 + 6s + 13
Differentiating and integrating a transform
Theorem 2 Multiplying by t and tn

If
L { f (t)} = F(s)
Then
{ n
}
L {t f (t)} = - F ¢(s) and L t f (t) = (-1)
dn
ds n
n
{F(s)}

For example
2
L {sin 2t } = 2 so that
s +4
dæ 2 ö 4s
L {t sin 2t } = - =
ds çè s 2 + 4 ÷ø (s 2 + 4) 2
Differentiating and integrating a transform
Theorem 3 Dividing by t

If
L { f (t)} = F(s)
Then
ì f (t) ü ¥
Lí ý = ò F(s )ds
î t þ s =s
For example
2
L {sin 2t } = so that
s +4
2

¥
ì sin 2t ü 2 æ 2ö
Lí ý= ò 2 ds = arctan ç ÷
î t þ s =s s + 4 è sø
Introduction
Laplace transforms
Differentiating and integrating a transform
Inverse transforms
Solution of differential equations by Laplace transforms
Inverse transforms
Introduction
Partial fractions
The ‘cover up’ rule
Inverse transforms
Introduction

For Laplace transforms that correspond directly with the table of transforms
the inverse transform is found directly from the table. For example, the table
contains the transform:
a
{ }
L sin at = 2
s + a2
Therefore the inverse transform:
ì 2 ü
L-1 í 2 ý = sin 2t
îs + 4 þ
Inverse transforms
Partial fractions

For more involved Laplace transforms a knowledge of partial fractions is

essential. To separate an algebraic fraction into its partial fractions:

1 The numerator must be of one degree less than the denominator. If is is

not then the fraction must be divided out.

2 The denominator is then factorised out into its prime factors to decide on
the shape of the partial fractions.
A
3 A linear factor (s + a) gives a partial fraction where A is a constant
to be determined. s+ a
Inverse transforms
Partial fractions

A B
4 A repeated factor (s + a)2 gives +
s + a (s + a) 2

Ps + Q
5 A quadratic factor s 2 + ps + q gives
s 2 + ps + q
Inverse transforms
Partial fractions

For example: s - 19 A B
º +
(s + 2)(s - 5) s + 2 s - 5

A(s - 5) + B(s + 2)
=
(s + 2)(s - 5)
Therefore, equating numerators
s - 19 = A(s - 5) + B(s + 2)

Let s = 5 to give -14 = 7B so that B = -2

Lets = -2 to give -21 = -7 A so that A = 3
s -19 3 2
Therefore º -
(s + 2)(s - 5) s + 2 s - 5
Inverse transforms
Partial fractions

Therefore:
ì s - 19 ü -1 ì 3 2 ü
L-1 í ý º L í - ý
î (s + 2)(s - 5) þ îs + 2 s - 5þ
ì 3 ü -1 ì 2 ü
= L-1 í ý- L í ý
î s + 2 þ îs - 5þ
ì 1 ü -1 ì 1 ü
= 3L-1 í ý - 2L í ý
î s + 2 þ î s - 5 þ
= 3e-2t - 2e5t
Inverse transforms
The ‘cover up’ rule

A fast method when there are no repeated factors is called the ‘cover up’
rule where factors are temporarily covered up; For example, if given:
9s - 8 A B
F(s) = º +
s(s - 2) s s - 2
then cover up the factor s in the denominator of F(s) and evaluate what
remains
9s - 8
Lim =4= A
s®0 s - 2

9s - 8 9s - 8 4 5
Similarly Lim = 5 = B so that F(s) = º +
s®2 s s(s - 2) s s - 2
Introduction
Laplace transforms
Differentiating and integrating a transform
Inverse transforms
Solution of differential equations by Laplace transforms
Solution of differential equations by Laplace transforms
Introduction
Transforms of derivatives
Alternative notation
Solution of first-order differential equations
Solution of second-order differential equations
Simultaneous differential equations
Solution of differential equations by Laplace transforms
Introduction

To solve a linear, constant coefficient differential equation by using Laplace

transforms:

(a) Rewrite the equation in terms of Laplace transforms

(b) Insert the initial conditions

(a) Rearrange the equation algebraically to give the transform of the solution

(b) Determine the inverse transform to obtain the particular solution

Solution of differential equations by Laplace transforms
Transforms of derivatives

We need to find the Laplace transforms of the derivatives of expressions:

¥

By definition, L { f ¢(t)} = ò f ¢(t)e- st dt

s=0

¥
¥
= éë e f (t) ùû ò
- st
- f (t){-se- st }dt
s=0
s=0

= - f (0) + sL { f (t)}
{ }
So L f ¢¢(t) = sF(s) - f (0)

Similarly, L { f ¢¢(t)} = s 2 F(s) - sf (0) - f ¢(0)

Solution of differential equations by Laplace transforms
Alternative notation

To make working neater we adopt the following alternative notation:

Let x = f (t) and at t = 0 we write

f (0) = x0 , f ¢(0) = x1 , f ¢¢(0) = x2 ,…

where L { f (t)} = F(s) = x

Then
L { f (t)} = x
L { f ¢(t)} = sx - x0
L { f ¢¢(t)} = s 2 x - sx0 - x1
L { f ¢¢¢(t)} = s3 x - s 2 x0 - sx1 - x2
Solution of differential equations by Laplace transforms
Solution of first-order differential equations

Example:

Solve f ¢(t) - 2 f (t) = 4 where f (0) = 1

Taking Laplace transforms

L { f ¢(t)} - 2L { f (t)} = L { 4} that is

4
(sx - x0 ) - 2x = where x0 = 1
s
s+4 3 2
- therefore x = f (t) = 3e - 2
2t
So x = =
s(s - 2) s - 2 s
Solution of differential equations by Laplace transforms
Solution of second-order differential equations

Example:

Solve f ¢¢(t) - 3 f ¢(t) + 2 f (t) = 2e3t where f (0) = 5 and f ¢(0) = 7

Taking Laplace transforms

2
(s2 x - 5s - 7) - 3(sx - 5) + 2x =
s-3
5s 2 - 23s + 26 4 1
So x = = +
(s - 1)(s - 2)(s - 3) s - 1 s - 3

therefore f (t) = 4et + e3t

Solution of differential equations by Laplace transforms
Simultaneous differential equations

Example where f (t) = x and g(t) = y and where f (0) = g(0) = 0

Solve g ¢(t) - f (t) = et

f ¢(t) + g(t) = e-t
Taking Laplace transforms
1 1
sy - x = and sx + y =
s -1 s +1
s 2 - 2s - 1 s2 + 2s - 1
So x= and y =
(s - 1)(s + 1)(s2 + 1) (s - 1)(s + 1)(s 2 + 1)

therefore f (t) = - 12 et - 12 e-t + cost + sin t and y = 12 et + 12 e-t - cost + sin t

Introduction
Heaviside unit step function
Differential equations involving the unit step function
Introduction
Heaviside unit step function
Differential equations involving the unit step function
Introduction

In practical applications of differential equations it is convenient to have a

function which ‘switches on’ and ‘switches off’ at prescribed values of t.

This we can do with the Heaviside unit step function.

 Oliver Heaviside

Born: 18th May, 1850

Died: 3rd Feb, 1925
Nationality: English
Most Famous for: Heaviside Step Function, Differential Operators and
Telegrapher’s equations
Introduction
Heaviside unit step function
Differential equations involving the unit step function
Heaviside unit step function
Unit step at the origin
Effect of the unit step function
Laplace transform of u(t – c) or H(t-c)
Laplace transform of u(t – c).f(t – c)
Heaviside unit step function
Unit step at the origin

Consider a function that maintains a zero value for all values of t up to t = c

and a unit value for t = c and all values t > c

f(t)
1 f (t) = 0 for t < c
f (t) = 1 for t ³ c

0 c t

This function is the Heaviside unit step function and is denoted by

f (t) = u(t - c)
Where the c indicates the value of t at which the function changes from a
value of 0 to a value of 1. If c = 0 then f (t) = u(t)
Heaviside unit step function
Effect of the unit step function

The graph of f (t) = t 2 is the familiar parabola. The graph of f (t) = u(t - 2)t 2
is the parabola suppressed to zero for all t values up to t = 2

20 20

15 15

10 10

5
5
0
0
-5 0 5
-5 0 5
-5
Heaviside unit step function
Laplace transform of u(t – c)
¥

L {u(t - c)} = òe
- st
u(t - c) dt
t=0

= ò
t=c
e- st dt

¥
é e- st ù
=ê ú
ë -s ût=c

e- sc
=
s
Heaviside unit step function
Laplace transform of u(t – c).f(t – c)

L {u(t - c) f (t - c)} = ò e- st u(t - c) f (t - c) dt

t=0

òe
- st
= f (t - c) dt
t=c

ò
- cs
=e e- sv f (v) dv where v = t - c
v=0

= e- cs F(s) where F(s) = L { f (t)}

Introduction
Heaviside unit step function
Differential equations involving the unit step function
Differential equations involving the unit step
function

We can now use the work on the unit step function to solve constant
coefficient, linear differential equations with a piecewise continuous right-
hand side. For example to solve:
f ¢(t) + 3 f (t) = u(t -1) where f (0) = 0
Taking transforms: e- s
éë sF(s) - f (0) ùû + 3F(s) =
s
This yields
e -s
e ì1
-s
1 ü
F(s) = = í - ý
s(s + 3) 3 î s s + 3 þ
So that u(t - 1)
f (t) =
3
(1- e-3(t-1) )
The Dirac delta – the unit impulse
Differential equations involving the unit impulse
The Dirac delta – the unit impulse
Introduction
Graphical representation
Laplace transform of d (t - a)
The derivative of the unit step function
The Dirac delta – the unit impulse
Introduction

The Dirac delta is defined by its effect d (t) on other functions as:
¥

ò
-¥
f (t)d (t - a)dt = f (a)

The Dirac delta is often referred to as a function even though it is not a

function in the conventional sense of being completely defined in terms of
its inputs and corresponding outputs. The nearest that can be achieved to a
function description is:
ìï 0 t¹0
d (t) = í
ïî undefined t = 0
The Dirac delta – the unit impulse
Graphical representation

If f (t) = 1 then from the definition of the Dirac delta

¥ ¥

ò
-¥
f (t)d (t - a)dt = ò d (t - a)dt = 1
-¥

The Dirac delta can be represented graphically as a vertical line at t = a,

hence the name the unit impulse:
f(t)

a t
 Paul Dirac

Born: 8th August 1902

Died: 20th October 1984
Nationality: English
Most Famous for: Dirac Delta Function, for the discovery of new
productive forms of atomic theory etc.
The Dirac delta – the unit impulse
Laplace transform of d (t - a)
¥
From the definition ò
-¥
f (t)d (t - a)dt = f (a)

it can be seen that if p < a < q then

p q ¥ q

ò
-¥
f (t)d (t - a)dt + ò f (t)d (t - a)dt + ò f (t)d (t - a)dt = 0 + ò f (t)d (t - a)dt + 0
p q p
q

Therefore ò f (t)d (t - a)dt = f (a)

p

The Laplace transform of the Dirac delta is then found for f (t) = e- st to be
¥

L {d (t - a)} = òe
- st
d (t - a)dt = e- sa
t=0
The Dirac delta – the unit impulse
The derivative of the unit step function

Let f(t) be a function that is zero outside some interval [a, b]. That is f(t) = 0
for t < a and t > b. Then
¥

ò
¥
[u(t) f (t)]¢dt = [u(t) f (t)]t=-¥ =0
Therefore t=-¥
¥ ¥ ¥ ¥

ò
t=-¥
u¢(t) f (t)dt = - ò
t=-¥
u(t) f ¢(t)dt = - ò f ¢(t)dt = f (0) =
t=0
ò
t=-¥
d (t) f (t)dt

and so
u¢(t) = d (t)

The derivative of the unit step function is equal to the Dirac delta function
The Dirac delta – the unit impulse
Differential equations involving the unit impulse
Differential equations involving the unit impulse

For example, to solve

Take Laplace transforms

That is
(s2 x - 3) + 6sx + 8x = 4e-5s
Giving 3ì 1 1 ü ì e-5s e-5s ü
x= í - ý+ 2í - ý
2 îs + 2 s + 4 þ îs + 2 s + 4 þ
so that

{ } {
x = e-2t 3 / 2 + 2e10u(t - 5) - e-4t 3 / 2 + 2e20u(t - 5) }
Modelling an RLC Circuit
Inductor
di
Voltage drop across: L or Li or Li¢
dt

Capacitor
1
Voltage drop across: q
C

Resistor
Voltage drop across: iR

First Order Equation:

di 1
E (t ) = iR + L + ò i dt
dt C

Fig. RLC Circuit Second Order Equation:

dq d 2q 1
E (t ) = R +L 2 + q
dt dt C
Example 1

Fig. 3.18: RC Circuit

Example 1
Example 2

Fig. 3.24: RLC Circuit

Example 3

Fig. : Circuit
Example 3
Example 3
Transform of function defined by an Integral
Formulae
Reference Books

• Advanced Engineering Mathematics by Kreyszig (10 ed)

• Advanced Engineering Mathematics by Dennis Zill (4 ed)