LAPLACE TRANSFORMS AND DIFFERENTIAL

EQUATIONS WITH REVISION

5 minute review. Recap the Laplace transform and the differentiation rule,
and observe that this gives a good technique for solving linear differential
equations: translating them to algebraic equations, and handling the initial
conditions.
Class warm-up. Find a solution to the differential equation
dy
3y = e3x
dx
such that y = 1 when x = 0.
Problems. (Choose from the below)
I. Inverse Laplace transforms. Use the method of partial fractions
where necessary to find the inverse Laplace transforms f (t), g(t) and h(t)
of the following:
s+3 6 2
F (s) = 2 , G(s) = 2 , H(s) = 3 .
s + 6s + 25 s s2 s + s2 + s + 1
II. A first-order example. Solve the following differential equation using
the Laplace transform:
dy
= xex + 2ex + y, where y = 3 when x = 0.
dx
III. Some second-order examples. Solve the following differential equa-
tion using the Laplace transform:
d2 y dy
+ 9y = 18e3x , where y = 0 and = 1 when x = 0;
dx2 dx
d2 y dy dy
4 + 4y = 6xe2x , where y = 1 and = 2 when x = 0.
dx2 dx dx
IV. A system of simultaneous differential equations? .
Solve the following differential equations using the Laplace transform:
dx dy
= 4x + y, = 2x + 3y, x(0) = 2, y(0) = 5.
dt dt
V. Multiplying by t? . It can be shown that, if L(f (t)) = F (s), then
L(tf (t)) = F 0 (s).
Deduce from this that L(tf 0 (t)) = sF 0 (s) F (s) and L(tf 00 (t)) =
f (0) 2sF (s) s2 F 0 (s).
Hence find a solution to the differential equation
d2 y dy
x 2
3x 3y = 0
dx dx
dy
such that y = 0 and dx = 1 when x = 0.
 LAPLACE TRANSFORMS AND DIFFERENTIAL EQUATIONS WITH REVISION

For the warmup, the Laplace transform Y (s) of y(x) satisfies

1
sY (s) y(0) 3Y (s) = .
s3
Substituting in y(0) = 1 and rearranging, this means that
1
1 + s3 1 1
Y (s) = = + .
s3 s 3 (s 3)2
Using the shift rule, the inverse Laplace transform of this is y(x) = e3x + xe3x .
Selected answers and hints.
I.
s+3
F (s) = , so f (t) = e3t cos(4t);
(s + 3)2 + 42
2 2
G(s) = , so g(t) = 2e2t 2et ;
s2 s+1
1 1 s
H(s) = + 2 2 , so h(t) = et + sin(t) cos(t).
s+1 s +1 s +1
1
II. The Laplace transform gives us sY (s) 3 = + 2 + Y (s). Solving
(s1)2  s1
2

3 2 1
gives Y (s) = s1 + (s1)2
+ (s1)3
, whence y = ex 3 + 2x + x2 .
18
III. For the first one, we get s2 Y (s) 1 + 9Y (s) = s3 , and so Y (s) =
18 1 1 s 2
(s3)(s2 +9)
+ s2 +9
= s3 s2 +9
s2 +9
, which means that y = e3x
cos(3x) 23 sin(3x).
For the second one, we get (s2 F (s) s 2) 4(sF (s) 1) + 4F (s) =
6/(s 2)2 , which rearranges to give F (s) = 1/(s 2) + 6/(s 2)4 . So
the answer is y = (1 + x3 )e2x .
IV. The Laplace transforms satisfy
sX(s) 2 = 4X(s) + Y (s), sY (s) 5 = 2X(s) + 3Y (s).
Rearranging, we get
Y (s) + 2 2X(s) + 5
X(s) = , Y (s) = ,
s4 s3
and then substituting in, we get
2X(s)+5
s3 +2 2X(s) + 5 + 2(s 3)
X(s) = = ,
s4 (s 3)(s 4)
and so
2s1
(s3)(s4) 2s 1 2s 1 3 1
X(s) = 2 = = = ,
1 (s3)(s4) s2 7x + 10 (s 2)(s 5) s5 s2
and hence, by taking the inverse Laplace transform, x(t) = 3e5t e2t .
By a similar process, y(t) = 3e5t + 2e2t .
V. The Laplace transform gives (3 s)F 0 (s) = 2F (s), which is separable
a 3x , and using the initial
with solution F (s) = (s3) 2 . Hence y = axe

conditions we find a = 1.
For more details, start a thread on the discussion board.
 LAPLACE TRANSFORMS AND DIFFERENTIAL EQUATIONS WITH REVISION

Revision

5 minute review.
Functions: curve sketching, binomial theorem, inverse functions, exponential &
logarithms, trigonometric & hyperbolic functions;
Differentiation: first principles, differentiation rules, parametric & implicit differ-
entiation, partial differentiation;
Series: Maclaurin & Taylor series, lHopitals rule;
Complex numbers: polar & exponential forms, Argand diagram, Eulers relation,
de Moivres theorem;
Vectors: scalar product, vector product;
Integration: substitution, parts, definite integrals, improper integrals;
Matrices: multiplication, determinants, inverses, systems of equations, eigenvectors;
Differential equations: separation of variables, integrating factors, second-order
methods, simultaneous DEs.

Extra Problems.
I. Functions. Find the stationary points and sketch the graph of y =
x
.
1 + x2
f f
II. Differentiation. If f (x, y) = xy 2 cosh(x2 y), find x and y .

III. Limits.

92x3
(a) Use the binomial theorem to evaluate limx0 x .
xtan x
(b) Evaluate limx0 xsin x .

IV. Complex numbers. The complex numbers z1 and z2 satisfy Re(z1 z2 ) =

Re(z1 ) Re(z2 ). What (if anything) can you deduce about z1 and z2 ?
V. Vectors. The position vector of a particle at time t 0 is given by
r = (6 sin(t2 ), 6 cos(t2 ), (1 + 4t)3/2 ).
Find the velocity of the particle at time t and verify that the speed of
the particle varies linearly with time.
VI. Integration. Compute the indefinite integrals
3(arctan x)2 1
Z
(a) dx;
x2 + 1
Z
sin x + 2 cos x
(b) dx.
2 sin x + cos x
VII. Matrices. Find the inverse of the matrix

0 0 1 0 0
1 0 0 0 0

A= 0 0 0 0 1 .

0 1 0 0 0
0 0 0 1 0
 LAPLACE TRANSFORMS AND DIFFERENTIAL EQUATIONS WITH REVISION

Selected answers and hints.

dy dy
I. We have dx = (1 x2 )/(1 + x2 )2 , so dx = 0 x = 1. Thus
the stationary points are at (1, 0.5) (a maximum) and (1, 0.5) (a
minimum). The graph passes through the origin and tends to zero at
.
f
II. = y 2 cosh(x2 y)+2x2 y 3 sinh(x2 y) and f
x
2 3 2
y = 2xy cosh(x y)+x y sinh(x y).
2

1 1 1
III. (a) Firstly, 9 2x = (9 2x) 2 = 9 2 (1 2x 1 2x
9 ) = 3(1 + 2 ( 9 ) + . . .),
2
2
where all further terms have a factor of x . Thus

(3 x3 + . . .) 3
 
9 2x 3 1 1
lim = lim = lim + . . . = .
x0 x x0 x x0 3 3

(b) The limit is of the form 00 , hence

x tan x 1 sec2 x
lim = lim (by lHopitals Rule)
x0 x sin x x0 1 cos x
cos2 x 1
= lim (rearranging)
x0 cos2 x cos3 x
2 cos x sin x
= lim (lHopital again)
x0 2 cos x sin x + 3 cos2 x sin x
2 cos x
= lim (cancelling)
x0 2 cos x + 3 cos2 x
= 2.

IV. Writing z1 = a + ib, z2 = c + id we have Re(z1 z2 ) = ac bd and

Re(z1 ) Re(z2 ) = ac. Thus bd = 0, so at least one of z1 or z2 must have
zero imaginary part (i.e. is real).
V. The velocity vector is
r = (12t cos(t2 ), 12t sin(t2 ), (3/2).(1 + 4t)1/2 .4)
= (12t cos(t2 ), 12t sin(t2 ), 6(1 + 4t)1/2 ).
Thus the speed is given by
q
|r| = 144t2 cos2 (t2 ) + 144t2 sin2 (t2 ) + 36(1 + 4t)
p
= 6 (2t + 1)2
= 6(2t + 1),
which varies linearly with t.
3(tan1 x)2 1
VI. (a) Substituting u = tan1 x, = (tan1 x)3 tan1 x +
R
x2 +1
dx
c.
(b) Using the standard substitution t = tan(x/2) and partial fractions,
we find
4t2 + 4t + 4
Z Z
sin x + 2 cos x
dx = dt
2 sin x + cos x (1 + t2 )(t2 + 4t + 1)
Z  
1 6t 8 6t + 12
= + + dt
5 1 + t2 1 + t2 t2 + 4t + 1
1
3 ln(1 + t2 ) + 8 tan1 t + 3 ln(| t2 + 4t + 1|) + c.


=
5
VII. It turns out that A1 = AT .
For more details, start a thread on the discussion board.