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Solving Initial Value Problems Using Laplace Transforms

This document discusses using Laplace transforms to solve initial value problems (IVPs). It provides two examples of IVPs that are solved using Laplace transforms. The general steps shown are: (1) take the Laplace transform of both sides of the differential equation, (2) apply initial conditions, (3) isolate the Laplace transform term, (4) solve for the transform, (5) take the inverse Laplace transform. For one example problem, partial fractions decomposition is also used during the inverse transform step. The document demonstrates how Laplace transforms can be applied to find analytical solutions to IVPs.

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Sazzad Sakir
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161 views4 pages

Solving Initial Value Problems Using Laplace Transforms

This document discusses using Laplace transforms to solve initial value problems (IVPs). It provides two examples of IVPs that are solved using Laplace transforms. The general steps shown are: (1) take the Laplace transform of both sides of the differential equation, (2) apply initial conditions, (3) isolate the Laplace transform term, (4) solve for the transform, (5) take the inverse Laplace transform. For one example problem, partial fractions decomposition is also used during the inverse transform step. The document demonstrates how Laplace transforms can be applied to find analytical solutions to IVPs.

Uploaded by

Sazzad Sakir
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Solving Initial Value Problems using Laplace Transforms

Normally when we are given an initial value problem, we have to find the general
solution and compute the respective derivatives depending on the boundary
conditions. We can now use Laplace and inverse Laplace transforms to solve an
initial value problem.
Examples:
 y ' ' y '2 y = 0
y( 0 ) = -2
y'( 0 ) = 5
1. Take the Laplace transform of both sides and simplify.
L{ y" y '2 y} = L{0}

L{ y"} L{ y ' } 2 L{ y} = 0
[ s 2Y ( s ) sy (0) y ' (0)] [ sY ( s ) y (0)] 2Y ( s ) = 0
s 2Y ( s ) sy (0) y ' (0) sY ( s ) y (0) 2Y ( s ) = 0
2. Plug in the initial conditions and combine.
s 2Y ( s ) sy (0) y ' (0) sY ( s ) y (0) 2Y ( s ) = 0
s 2Y ( s ) + 2 s 5 sY ( s ) + 2 2Y ( s ) = 0
s 2Y ( s ) + 2 s sY ( s ) 2Y ( s ) 3 = 0
3. Move all the move Y(s) terms to one side of the equation.
s 2Y ( s ) + 2 s sY ( s ) 2Y ( s ) 3 = 0

s 2Y ( s ) sY ( s ) 2Y ( s ) = 3 2 s
4. Factor out Y(s) from the LHS of the equation.
s 2Y ( s ) sY ( s ) 2Y ( s ) = 3 2 s
Y ( s )[ s 2 s 2] = 3 2 s
5. Solve for Y(s).
Y ( s )[ s 2 s 2] = 3 2 s
3 2s
s s2
6. Take the inverse Laplace transform of both sides.
3 2s
L1{Y ( s )} = L1 2

s s 2
3 2s
y (t ) = L1 2

s s 2
To find the inverse Laplace transform on the RHS, must consider
the method of partial fractions. The denominator factors nicely and
will result in two functions.
3 2s
3 2s
A
B
=
+
=
2
s s 2 ( s + 1)( s 2) s + 1 s 2
Y (s) =

Multiplying both sides by common denominator and simplify the


RHS.
3 2 s = A( s 2) + B ( s + 1)
3 2 s = As 2 A + Bs + B
Equate coefficients on both sides.
2 = A+ B
3 = 2 A + B
Solve for the coefficients.
A = -5/3, B = -1/3
Substitute solved coefficients back into original decomposition.
3 2s
5 / 3 1/ 3
=
+
( s + 1)( s 2)
s +1 s 2
Taking the inverse Laplace transform of each fraction.
5 1 1
5 t
1 1 1
1 2t
5 / 3
1/ 3
L1
L1
= e
= L
= e
= L
3 s + 1
3
3 s 2
3
s +1
s2
5
1
Therefore the solution to the IVP is given as y (t ) = e t e 2t .
3
3
 w"+ w = u (t 2) u (t 4)
w( 0 ) = 1
w' ( 0 ) = 0
1. Take the Laplace transform of both sides and simplify.
L{w"+ w} = L{u (t 2) u (t 4)}
L{w"} + L{w} = L{u (t 2)} L{u (t 4)}
e 2 s e 4 s
[ s W ( s ) sw(0) w' (0)] + W ( s ) =

s
s
2 s
4 s
e
e
[ s 2W ( s ) sw(0) w' (0)] + W ( s ) =

s
s
2. Plug in the initial conditions and combine.
e 2 s e 4 s
2
[ s W ( s ) sw(0) w' (0)] + W ( s ) =

s
s
2 s
4s
e
e
s 2W ( s ) s + W ( s ) =

s
s
3. Move all the move W(s) terms to one side of the equation.
e 2 s e 4 s
2
s W ( s) s + W (s ) =

s
s
2 s
4 s
e
e
s 2W ( s ) + W ( s ) =

s
s
s
2

4. Factor out W(s) from the LHS of the equation.


e 2 s e 4 s

s
s 2W ( s ) + W ( s ) =
s
s
e 2 s e 4 s
2

s
W ( s )[ s + 1] =
s
s
5. Solve for W(s).
e 2 s e 4 s
W ( s )[ s 2 + 1] =

s
s
s
e 2s
e 4s
s
W ( s) =

2
2
2
s ( s + 1) s ( s + 1) s + 1
6. Take the inverse Laplace transform of both sides.
e 2 s
e 4 s
s

2
L1{W ( s )} = L1 2

2
s ( s + 1) s ( s + 1) s + 1
e 2s
e 4 s
s

2
w(t ) = L1 2

2
s ( s + 1) s ( s + 1) s + 1
To find the inverse Laplace transform on the RHS, consider two
three functions. The first two are similar except the exponentials in
the denominator. Thus we know both of them take the form
e as F (s ) where in the first fraction a = 2 and in the second fraction a
1
. For F(s), we
= 4. They both share the function F ( s ) =
2
s ( s + 1)
must consider the method of partial fractions. The third one on the
s
other takes the form of 2
, where b = 1.
s + b2

Starting with the partial fraction decomposition of F(s), we have the


following:
1
A Bs + C
= + 2
2
s ( s + 1) s
s +1
Multiplying both sides by common denominator and simplify
the RHS.
1 = A( s 2 + 1) + ( Bs + C ) s
1 = As 2 + A + Bs 2 + Cs
Equate coefficients on both sides.
0 = A+ B
0=C
1= A
Solve for the coefficients.
A = 1, B = -1, C = 0

Substitute solved coefficients back into original


decomposition.
1
1
s
= + 2
2
s ( s + 1) s s + 1
Taking the inverse Laplace transform of each fraction. For this
example, dont forget about the e-as terms.

s
1
L1 e 2t 2
= (1 cos(t 2) )u (t 2)
s s + 1

= u (t 2) u (t 2) cos(t 2)

s
1
L1 e 4t 2
= (1 cos(t 4) )u (t 4)
s s + 1

= u (t 4) cos(t 4)u (t 4)
s
L1 2
= cos t
s + 1
Therefore the solution to the IVP is given as
y (t ) = u (t 2) u (t 2) cos(t 2) + u (t 4) u (t 4) cos(t 4) + cos t .

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