0% found this document useful (0 votes)
121 views12 pages

The Laplace Transform and The IVP (Sect. 6.2)

The document discusses using the Laplace transform to solve initial value problems (IVPs) for differential equations. It covers solving homogeneous IVPs for first and second order equations by taking the Laplace transform of the differential equation to obtain an algebraic equation that can be solved for the transform of the unknown function. Examples are provided to demonstrate finding the solution to IVPs and determining the original function by working backwards from its transform.
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
0% found this document useful (0 votes)
121 views12 pages

The Laplace Transform and The IVP (Sect. 6.2)

The document discusses using the Laplace transform to solve initial value problems (IVPs) for differential equations. It covers solving homogeneous IVPs for first and second order equations by taking the Laplace transform of the differential equation to obtain an algebraic equation that can be solved for the transform of the unknown function. Examples are provided to demonstrate finding the solution to IVPs and determining the original function by working backwards from its transform.
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
You are on page 1/ 12

The Laplace Transform and the IVP (Sect. 6.2).

I Solving differential equations using L[ ].


I Homogeneous IVP.
I First, second, higher order equations.
I Non-homogeneous IVP.
I Recall: Partial fraction decompositions.

Solving differential equations using L[ ].


Remark: The method works with:
I Constant coefficient equations.
I Homogeneous and non-homogeneous equations.
I First, second, higher order equations.

Idea of the method:


" #
differential eq. (1) Algebraic eq. (2)
L −→ −→
for y (t). for L[y (t)].

Solve the Transform back


(2) (3)
−→ algebraic eq. −→ to obtain y (t).
for L[y (t)]. (Using the table.)
Solving differential equations using L[ ].

Idea of the method:


" #
differential eq. (1) Algebraic eq. (2)
L −→ −→
for y (t). for L[y (t)].
Solve the Transform back
(2) (3)
−→ algebraic eq. −→ to obtain y (t).
for L[y (t)]. (Using the table.)

Recall:
(a) L[a f (t) + b g (t)] = a L[f (t)] + b L[g (t)];

(b) L y (n) = s n L[y ] − s (n−1) y (0) − s (n−2) y 0 (0) − · · · − y (n−1) (0).


 

The Laplace Transform and the IVP (Sect. 6.2).

I Solving differential equations using L[ ].


I Homogeneous IVP.
I First, second, higher order equations.
I Non-homogeneous IVP.
I Recall: Partial fraction decompositions.
Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − y 0 − 2y = 0, y (0) = 1, y 0 (0) = 0.

Solution: Compute the L[ ] of the differential equation,


L[y 00 − y 0 − 2y ] = L[0] ⇒ L[y 00 − y 0 − 2y ] = 0.

The L[ ] is a linear function, so


L[y 00 ] − L[y 0 ] − 2 L[y ] = 0.
Derivatives are transformed into power functions,
h i h i
2 0
s L[y ] − s y (0) − y (0) − s L[y ] − y (0) − 2 L[y ] = 0,

We the obtain (s 2 − s − 2) L[y ] = (s − 1) y (0) + y 0 (0).

Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − y 0 − 2y = 0, y (0) = 1, y 0 (0) = 0.

Solution: Recall: (s 2 − s − 2) L[y ] = (s − 1) y (0) + y 0 (0).


L[ ]
Differential equation for y −→ Algebraic equation for L[y ].
Introduce the initial condition,
(s 2 − s − 2) L[y ] = (s − 1).
We can solve for the unknown L[y ] as follows,
(s − 1)
L[y ] = .
(s 2 − s − 2)
Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − y 0 − 2y = 0, y (0) = 1, y 0 (0) = 0.

(s − 1)
Solution: Recall: L[y ] = .
(s 2 − s − 2)
The partial fraction method: Find the zeros of the denominator,
(
1 √ s+ = 2,
s 2 − s − 2 = 0 ⇒ s± = 1 ± 1 + 8
 

2 s− = −1,
(s − 1)
Therefore, we rewrite: L[y ] = .
(s − 2)(s + 1)
Find constants a and b such that
(s − 1) a b
= + .
(s − 2)(s + 1) s −2 s +1

Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − y 0 − 2y = 0, y (0) = 1, y 0 (0) = 0.

(s − 1) a b
Solution: Recall: = + .
(s − 2)(s + 1) s −2 s +1
A simple calculation shows

(s − 1) a b a(s + 1) + b(s − 2)
= + =
(s − 2)(s + 1) s −2 s +1 (s − 2)(s + 1)
(
a + b = 1,
(s − 1) = s(a + b) + (a − 2b) ⇒
a − 2b = −1
1 2 1 1 2 1
Hence, a = and b = . Then, L[y ] = + .
3 3 3 (s − 2) 3 (s + 1)
Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − y 0 − 2y = 0, y (0) = 1, y 0 (0) = 0.

1 1 2 1
Solution: Recall: L[y ] = + . From the table:
3 (s − 2) 3 (s + 1)

1 1 1
L[e at ] = ⇒ = L[e 2t ], = L[e −t ].
s −a s −2 s +1

So we arrive at the equation


1 2t 2 −t
h1
2t −t
i
L[y ] = L[e ] + L[e ] = L e + 2e
3 3 3
1 2t
e + 2e −t .

We conclude that: y (t) = C
3

Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 0, y (0) = 1, y 0 (0) = 1.

Solution: Compute the L[ ] of the differential equation,


L[y 00 − 4y 0 + 4y ] = L[0] = 0.
The L[ ] is a linear function,
L[y 00 ] − 4 L[y 0 ] + 4 L[y ] = 0.
Derivatives are transformed into power functions,
h i h i
2 0
s L[y ] − s y (0) − y (0) − 4 s L[y ] − y (0) + 4 L[y ] = 0,

Therefore, (s 2 − 4s + 4) L[y ] = (s − 4) y (0) + y 0 (0).


Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 0, y (0) = 1, y 0 (0) = 1.

Solution: Recall: (s 2 − 4s + 4) L[y ] = (s − 4) y (0) + y 0 (0).


Introduce the initial conditions, (s 2 − 4s + 4) L[y ] = s − 3.
(s − 3)
Solve for L[y ] as follows: L[y ] = .
(s 2 − 4s + 4)
The partial fraction method: Find the roots of the denominator,
1 √
s 2 −4s +4 = 0

⇒ s± = 4± 16 − 16 ⇒ s+ = s− = 2.
2
(s − 3)
We obtain: L[y ] = .
(s − 2)2

Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 0, y (0) = 1, y 0 (0) = 1.
(s − 3)
Solution: Recall: L[y ] = .
(s − 2)2
This expression is already in the partial fraction decomposition.
Idea: Rewrite the right-hand side in terms of function in the table.
(s − 2) + 2 − 3 (s − 2) 1 1 1
L[y ] = = − = − .
(s − 2)2 (s − 2)2 (s − 2)2 s − 2 (s − 2)2
From the Laplace transforms table:
1 1
L[e at ] = ⇒ = L[e 2t ],
s −a s −2
n! 1
L[t n e at ] = (n+1)
⇒ 2
= L[te 2t ].
(s − a) (s − 2)
Homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 0, y (0) = 1, y 0 (0) = 1.
1 1
Solution: Recall: L[y ] = − and
s − 2 (s − 2)2

1 1
= L[e 2t ], 2
= L[te 2t ].
s −2 (s − 2)

So we arrive at the equation

L[y ] = L[e 2t ] − L[te 2t ] = L e 2t − te 2t .


 

We conclude that y (t) = e 2t − te 2t . C

The Laplace Transform and the IVP (Sect. 6.2).

I Solving differential equations using L[ ].


I Homogeneous IVP.
I First, second, higher order equations.
I Non-homogeneous IVP.
I Recall: Partial fraction decompositions.
First, second, higher order equations.
Example
Use the Laplace Transform to find the solution of y (4) − 4y = 0,
y (0) = 1, y 0 (0) = 1, y 00 (0) = −2, y 000 (0) = 0.

Solution: Compute the L[ ] of the equation,

L y (4) − 4 L[y ] = 0.
 

s L[y ] − s 3 y (0) − s 2 y 0 (0) − s y 00 (0) − y 000 (0) − 4 L[y ] = 0.


 4 

 4
s L[y ] − s 3 + 2s − 4 L[y ] = 0 (s 4 − 4) L[y ] = s 3 − 2s,


s 3 − 2s
We obtain, L[y ] = 4 .
(s − 4)

First, second, higher order equations.


Example
Use the Laplace Transform to find the solution of y (4) − 4y = 0,
y (0) = 1, y 0 (0) = 1, y 00 (0) = −2, y 000 (0) = 0.
s 3 − 2s
Solution: Recall: L[y ] = 4 .
(s − 4)
s(s 2 − 2) s
L[y ] = 2 ⇒ L[y ] = .
(s − 2)(s 2 + 2) (s 2 + 2)
The last expression is in the table of Laplace Transforms,
s  √ 
L[y ] = √ 2  = L cos( 2 t) .
s2 + 2

We conclude that y (t) = cos( 2 t). C
The Laplace Transform and the IVP (Sect. 6.2).

I Solving differential equations using L[ ].


I Homogeneous IVP.
I First, second, higher order equations.
I Non-homogeneous IVP.
I Recall: Partial fraction decompositions.

Non-homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 3 sin(2t), y (0) = 1, y 0 (0) = 1.

Solution: Compute the Laplace transform of the equation,


L[y 00 − 4y 0 + 4y ] = L[3 sin(2t)].

The right-hand side above can be expressed as follows,


2 6
L[3 sin(2t)] = 3 L[sin(2t)] = 3 = .
s 2 + 22 s2 + 4

Introduce this source term in the differential equation,


6
L[y 00 ] − 4 L[y 0 ] + 4 L[y ] = .
s2 +4
Non-homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 3 sin(2t), y (0) = 1, y 0 (0) = 1.
6
Solution: Recall: L[y 00 ] − 4 L[y 0 ] + 4 L[y ] = .
s2 + 4
Derivatives are transformed into power functions,
h
2 0
i h i 6
s L[y ] − s y (0) − y (0) − 4 s L[y ] − y (0) + 4 L[y ] = .
s2 + 4
Rewrite the above equation,
6
(s 2 − 4s + 4) L[y ] = (s − 4) y (0) + y 0 (0) + .
s2 + 4
Introduce the initial conditions,
6
(s 2 − 4s + 4) L[y ] = s − 3 + .
s2 + 4

Non-homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 3 sin(2t), y (0) = 1, y 0 (0) = 1.
6
Solution: Recall: (s 2 − 4s + 4) L[y ] = s − 3 + .
s2 + 4
(s − 3) 6
Therefore, L[y ] = + .
(s 2 − 4s + 4) (s 2 − 4 + 4)(s 2 + 4)
From an Example above: s 2 − 4s + 4 = (s − 2)2 ,
1 1 6
L[y ] = − + .
s − 2 (s − 2)2 (s − 2)2 (s 2 + 4)
From an Example above we know that
1 1
L[e 2t − te 2t ] = − .
s − 2 (s − 2)2
Non-homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 3 sin(2t), y (0) = 1, y 0 (0) = 1.
6
Solution: Recall: L[y ] = L[e 2t − te 2t ] + .
(s − 2)2 (s 2 + 4)
Use Partial fractions to simplify the last term above.
Find constants a, b, c, d, such that
6 as + b c d
= + +
(s − 2)2 (s 2 + 4) s 2 + 4 (s − 2) (s − 2)2

6 (as + b)(s − 2)2 + c(s − 2)(s 2 + 4) + d(s 2 + 4)


=
(s − 2)2 (s 2 + 4) (s 2 + 4)(s − 2)2

6 = (as + b)(s − 2)2 + c(s − 2)(s 2 + 4) + d(s 2 + 4).

Non-homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 3 sin(2t), y (0) = 1, y 0 (0) = 1.

Solution: 6 = (as + b)(s − 2)2 + c(s − 2)(s 2 + 4) + d(s 2 + 4).

6 = (as + b)(s 2 − 4s + 4) + c(s 3 + 4s − 2s 2 − 8) + d(s 2 + 4)

6 = a(s 3 −4s 2 +4s)+b(s 2 −4s +4)+c(s 3 +4s −2s 2 −8)+d(s 2 +4).

6 = (a + c)s 3 + (−4a + b − 2c + d)s 2


+ (4a − 4b + 4c)s + (4b − 8c + 4d).
We obtain the system

a + c= 0, −4a + b − 2c + d= 0,
4a − 4b + 4c= 0, 4b − 8c + 4d = 6.
Non-homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 3 sin(2t), y (0) = 1, y 0 (0) = 1.

Solution: The solution for this linear system is


3 3 3
a= , b = 0, c =− , d= .
8 8 4
6 3 s 3 1 3 1
= − + .
(s − 2)2 (s 2 + 4) 8 s 2 + 4 8 (s − 2) 4 (s − 2)2
Use the table of Laplace Transforms
6 3 3 2t 3
2 2
= L[cos(2t)] − L[e ] + L[te 2t ].
(s − 2) (s + 4) 8 8 4
6 h3 3 2t 3 2t i
=L cos(2t) − e + te .
(s − 2)2 (s 2 + 4) 8 8 4

Non-homogeneous IVP.
Example
Use the Laplace transform to find the solution y (t) to the IVP
y 00 − 4y 0 + 4y = 3 sin(2t), y (0) = 1, y 0 (0) = 1.
6
Solution: Summary: L[y ] = L[e 2t − te 2t ] + ,
(s − 2)2 (s 2 + 4)
6 h3 3 2t 3 2t i
=L cos(2t) − e + te .
(s − 2)2 (s 2 + 4) 8 8 4

 2t 3 2t 3 i
L[y (t)] = L (1 − t) e + (−1 + 2t) e + cos(2t) .
8 8
We conclude that
3 3
y (t) = (1 − t) e 2t + (2t − 1) e 2t + cos(2t). C
8 8

You might also like