SOLUTION OF SIMULTANEOUS DIFFERENTIAL EQUATIONS (IN 2 UNKNOWNS) USING

LAPLACE TRANSFORMS

Introduction
In Electrical engineering, it’s possible to get a pair of simultaneous differential
equations in two variables, for magnetically coupled circuits.
Procedure for solving differential equations using the Laplace transforms

i. Take Laplace transforms on both sides of both equations

ii. Substitute initial conditions in both equations. This leaves equations (i) and
(ii) in terms of s
iii. Determine the expressions for the two variables in terms of s
iv. Take the inverse Laplace transform of the f(s) functions
Example
Solve the following differential equations, given that; at t = 0,
x(0) = 0 and y(0) = 0

dx dy
2 + = 5et
dt dt
dy dx
−3 =5
dt dy
Solutions
Step I - Take Laplace transforms on both sides of equation of the equations:
For equation I, we get:
1
2[sX(s) − X(0)] + [sY(s) − Y(0)] = 5 ( )
s−1
Replace initial conditions in equation (i): at t = 0, x(0) = 0 and y(0) = 0; we get:
5
2sX(s) + sY(s) = s−1……………………………………………………………………(i)

Take Laplace transforms on both sides of equation ii;

5
sY(s) − Y(0) − 3[sX(s) − X(0)] =
s
Substitute initial conditions in equation (ii); at t = 0, x(0) = 0 and y(0) = 0; we get:
5
sY(s) − 3sX(s) = s ……………………………………………………………………..(ii)

Step II - Solve equations (i) and (ii) simultaneously using any algebraic method.

1
In this case, it’s easy to eliminate y(s) first. But before we do that, let’s align the
variables first:
5
2sX(s) + sY(s) =
s−1
5
−3sX(s) + sY(s) =
s
To eliminate y(s), we subtract the two equations:
5 5
2sX(s) + 3sX(s) = −
s−1 s
5
5𝑠X(s) =
s(s − 1)
𝟓 𝟏
𝐗(𝐬) = =
𝟓𝐬𝟐 (𝐬 − 𝟏) 𝐬𝟐 (𝐬 − 𝟏)
Step III: Find the inverse Laplace transform of x(t)
To find x(t), we take the inverse Laplace transform:
𝟏
ʆ−1 X(s) = ʆ−1 ( 𝟐 )
𝐬 (𝐬 − 𝟏)
𝟏
x(t) = ʆ−1 ( 𝟐 )
𝐬 (𝐬 − 𝟏)

But first, we resolve the RHS; into partial fractions (this process will not be
discussed here though).
1 1 1 1
= − − +
s2 (s − 1) s s2 s − 1
1 1 1
∴ x(t) = ʆ−1 (− − 2 + ) = −1 − t + et
s s s−1
Step IV – Solve for the 2nd variable, y(s)
To find the value of y(s), we have two choices:

 Either replace x(t) in one of the differential equations and solve the resulting
differential equation for y(s), from which we get y(t).
 Or replace x(s) in either equations (i) or (ii) to get y(s), then take the inverse
transform to get y(t).
In this case, we use first method and choose the 1st differential equation;

2
 dx dy
2 dt + dt = 5et :

d dy
∴2 (−1 − t + et ) + = 5et
dt dt
dy
2(−1 + et ) + = 5et
dt
dy
−2 + 2et + = 5et
dt
dy
= 3et + 2
dt
Taking Laplace transforms of the resulting differential equation gives:
3 2
sY(s) − Y(0) = +
s−1 s
Substituting initial conditions, we get:
5s − 2
sY(s) =
s(s − 1)
5s − 2
Y(s) =
s2 (s
− 1)
5s − 2
Y(t) = ʆ−1 ( )
s2 (s − 1)
But let’s first resolve the RHS into partial fractions (this process will not be shown
here, though):
5s − 2 3 2 3
=− + 2+
s2 (s
− 1) s s s−1
3 2 3
Y(t) = ʆ−1 (− + 2 + )
s s s−1
= −3 + 2t + 3et
Exercise

Solve the following pairs of simultaneous differential equations using Laplace

transforms.
dy
+x=1
dt
1. dx
Given that at; t = 0, x = 0 and y = 0
dt
− y + 4et = 0

3
 d2 x
+ 2y = y
dt2
2. d2 y
Given that at; t = 0, x = 4, y = 2, dx/dt = 0 and dy/dt = 0
+ 2y = x
dt2

Solutions
1. x(t) = 1 − 2et − 2sint + cost & y(t) = 2et − 2cost − sint
2. x(t) = 3cost + cos√3t & y(t) = 3cost − cos√3t

Initial value theorem

The initial value theorem is used to relate the initial value of a function in the
time domain and in the frequency domain. For a function f(t), whose Laplace
transform is f(s), the initial value theorem is stated as:

𝐟(𝟎) = 𝐥𝐢𝐦 𝐟(𝐭) = 𝐥𝐢𝐦 𝐬𝐟(𝐬)

𝐭→𝟎 𝐬→∞

The initial value theorem is useful for determining the initial value of a time
function f(t), i.e. at 𝑡 = 0 without necessarily having to find the inverse Laplace
transform. In practical applications, the initial value theorem is used in circuits in
which the behavior of a circuit just after application of some form of excitation
(closing of the switch) is important.

Examples

Verify the initial value theorem of the following voltage functions and state the
values of the initial voltages in each case:

a. v(t) = 3e2t volts

b. v(t) = (1 − e−t ) volts
c. v(t) = (4 + cos2t) volts

Solutions

a. The initial value theorem is given as:

lim f(t) = lim sf(s)
t→0 s→∞
3
But f(t) = 3e2t which gives f(s) = s−2

4
 3
∴ lim(3e2t ) = lim s( )
t→0 s→∞ s−2
3
3e0 = ∞(∞−2)

3=3

Hence verified and the initial value of the voltage in the circuit is 3v.
b. For 1 − 𝑒 −𝑡

The initial value theorem is given as:

lim f(t) = lim sf(s)
t→0 s→∞
1 1
But f(t) = 1 − e−t which gives f(s) = − s+1
s
1 1
∴ lim(1 − e−t ) = lim s( s − s+1)
t→0 s→∞
s
lim(1 − e−t ) = lim (1 − s+1)
t→0 s→∞
∞
1 − e0 = (1 − ∞+1)

1−1= 1−1
0 = 0; hence verified.
∴ The initial value of the voltage function is 0 volts

Final value theorem

The final value 𝑓(∞) of a function f(t) whose Laplace transform is f(s) can be found
using the final value theorem without necessarily having to find the inverse
Laplace transform. The final value theorem is given as:
𝐥𝐢𝐦 𝒇(𝒕) = 𝐥𝐢𝐦 𝒔𝒇(𝒔)
𝒕→∞ 𝒔→𝟎

The final value theorem is useful for determining the steady state response of
physical systems, for large values of t, i.e after all transients have died away.
Examples
Verify the final value theorem for the following functions:
a. 2 + 3e−2t
b. 3e4t t 2

5
Solutions
a. For the function 2 + 3𝑒 −2𝑡

The final value theorem is given as:

lim f(t) = lim sf(s)
t→∞ s→0
2 3
But f(t) = 2 + 3e−2t and f(s) = s + s+2

2 3
∴ lim (2 + 3e−2t ) = lim s( + )
t→∞ s→0 s s+2
3s
lim (2 + 3e−2t ) = lim(2 − )
t→∞ s→0 s+2
3∞
2 + 3e−∞ = 2 − ∞+2

2=2
The final value of the voltage is 2volts.
b. For 3𝑒 4𝑡 𝑡 2
The final value theorem is given as:

lim 𝑓(𝑡) = lim 𝑠𝑓(𝑠)

𝑡→∞ 𝑠→0
2! 6
But 𝑓(𝑡) = 3𝑒 4𝑡 𝑡 2 and 𝑓(𝑠) = 3. (𝑠−4)2+1 = (𝑠−4)3

6
∴ lim 3𝑒 4𝑡 𝑡 2 = lim𝑠( (𝑠−4)3
𝑡→∞ 𝑠→0
6∞
3𝑒 4∞ ∞2 = (∞−4)3

0=0 ∴ The final value of the function is 0 volts.

Exercise
The change in the charge of a capacitor with time is governed by the
function: q(t) = (2 + e−3t) ) coulombs

1. Use the initial value theorem to determine the initial charge of the
capacitor.
2. Use the final value theorem to determine the final charge of the
capacitor.