Laplace transforms

67
The solution of differential equations
using Laplace transforms

This is the same problem as Problem 1 of Chapter 50,

67.1 Introduction page 476 and a comparison of methods can be made.
Using the above procedure:
An alternative method of solving differential equa- ! 2 " ! "
tions to that used in Chapters 46 to 51 is possible by d y dy
(i) 2L + 5L − 3L{y} = L{0}
using Laplace transforms. dx 2 dx
2[s2 L{y} − sy(0) − y! (0)] + 5[sL{y}
67.2 Procedure to solve differential − y(0)] − 3L{y} = 0,
equations by using Laplace
from equations (3) and (4) of Chapter 65.
transforms
(ii) y(0) = 4 and y! (0) = 9
(i) Take the Laplace transform of both sides of the
differential equation by applying the formulae Thus 2[s2 L{y} − 4s − 9] + 5[sL{y} − 4]
for the Laplace transforms of derivatives (i.e. −3L{y} = 0
equations (3) and (4) of Chapter 65) and, where
necessary, using a list of standard Laplace i.e. 2s2 L{y} − 8s − 18 + 5sL{y} − 20
transforms, such as Tables 64.1 and 65.1 on −3L{y} = 0
pages 628 and 632.
(ii) Put in the given initial conditions, i.e. y(0) (iii) Rearranging gives:
and y! (0).
(2s2 + 5s − 3)L{y} = 8s + 38
(iii) Rearrange the equation to make L{y} the
subject. 8s + 38
i.e. L{y} =
2s2
+ 5s − 3
(iv) Determine y by using, where necessary, partial
! "
fractions, and taking the inverse of each term 8s + 38
(iv) y = L−1
by using Table 66.1 on page 638.
2s2 + 5s − 3
8s + 38 8s + 38
67.3 Worked problems on solving ≡
2s2 + 5s − 3 (2s − 1)(s + 3)
differential equations using
A B
Laplace transforms ≡ +
2s − 1 s + 3
A(s + 3) + B(2s − 1)
Problem 1. Use Laplace transforms to solve
the differential equation
≡
(2s − 1)(s + 3) K
d2 y dy Hence 8s + 38 = A(s + 3) + B(2s − 1).
2 +5 − 3y = 0, given that when
dx 2 dx 1 1
dy When s = , 42 = 3 A, from which, A = 12.
x = 0, y = 4 and = 9. 2 2
dx
When s = −3, 14 = −7B, from which, B = −2.
646 LAPLACE TRANSFORMS
! " ! "
8s + 38 3(s + 3)
Hence y = L−1 2
= L−1
2s + 5s − 3 (s + 3)2 + 22
! " ! "
12
−1 2 8(2)
=L − + L−1
2s − 1 s + 3 (s + 3)2 + 22
# & ! "
−1 12 −1 2 = 3e−3t cos 2t + 8e−3t sin 2t, from (xiii)
=L $ % −L
2 s − 21 s+3 and (xii) of Table 66.1
1 Hence y = e−3t (3 cos 2t + 8 sin 2t)
Hence y = 6e 2 x − 2e−3x , from (iii) of
Table 66.1.
Problem 3. Use Laplace transforms to solve
the differential equation:
Problem 2. Use Laplace transforms to solve d2 y dy
the differential equation: −3 = 9, given that when x = 0, y = 0
dx 2 dx
d2 y dy dy
+6 + 13y = 0, given that when and = 0.
dx 2 dx dx
dy
x = 0, y = 3 and = 7.
dx This is the same problem as Problem 2 of Chapter 51,
page 482. Using the procedure:
This is the same as Problem 3 of Chapter 50, ! 2 " ! "
page 477. Using the above procedure: d y dy
(i) L 2
− 3L = L{9}
dx dx
! " ! "
d2 x dy
(i) L + 6L + 13L{y} = L{0} Hence [s2 L{y} − sy(0) − y" (0)]
dy 2 dx
9
− 3[sL{y} − y(0)] =
Hence [s2 L{y} − sy(0) − y" (0)] s
+ 6[sL{y} − y(0)] + 13L{y} = 0, (ii) y(0) = 0 and y" (0) = 0
9
from equations (3) and (4) of Chapter 65. Hence s2 L{y} − 3sL{y} =
s
(ii) y(0) = 3 and y" (0) = 7 (iii) Rearranging gives:
Thus s2 L{y} − 3s − 7 + 6sL{y} 9
(s2 − 3s)L{y} =
s
− 18 + 13L{y} = 0
9 9
i.e. L{y} = 2 = 2
(iii) Rearranging gives: s(s − 3s) s (s − 3)
! "
9
(s2 + 6s + 13)L{y} = 3s + 25 (iv) y = L−1 2
s (s − 3)
3s + 25
i.e. L{y} = 9 A B C
s2 + 6s + 13 ≡ + 2+
! " s2 (s − 3) s s s−3
3s + 25
(iv) y = L−1 2 A(s)(s − 3) + B(s − 3) + Cs2
s + 6s + 13 ≡
! " s2 (s − 3)
−1 3s + 25
=L Hence 9 ≡ A(s)(s − 3) + B(s − 3) + Cs2 .
(s + 3)2 + 22
! " When s = 0, 9 = −3B, from which, B = −3.
−1 3(s + 3) + 16
=L When s = 3, 9 = 9C, from which, C = 1.
(s + 3)2 + 22
 THE SOLUTION OF DIFFERENTIAL EQUATIONS USING LAPLACE TRANSFORMS 647

! 2 "
Equating s2 terms gives: 0 = A + C, from 1 −s + 65s − 120
which, A = −1, since C = 1. Hence, (iv) y = L−1
! " ! " 3 s(s − 5)(s − 2)2
−1 9 −1 1 3 1
L =L − − 2+ −s2 + 65s − 120
s2 (s − 3) s s s−3
s(s − 5)(s − 2)2
= −1 − 3x + e3x , from (i),
A B C D
(vi) and (iii) of Table 66.1. ≡ + + +
s s − 5 s − 2 (s − 2)2
i.e. y = e3x − 3x − 1 # $
A(s − 5)(s − 2)2 + B(s)(s − 2)2
+ C(s)(s − 5)(s − 2) + D(s)(s − 5)
≡
Problem 4. Use Laplace transforms to solve s(s − 5)(s − 2)2
the differential equation: Hence
d2 y dy −s2 + 65s − 120
−7 + 10y = e2x + 20, given that when
dx 2 dx
dy 1 ≡A(s − 5)(s − 2)2 + B(s)(s − 2)2
x = 0, y = 0 and =−
dx 3 + C(s)(s − 5)(s − 2) + D(s)(s − 5)
When s = 0, −120 = −20A, from which, A = 6.
Using the procedure:
! 2 " ! " When s = 5, 180 = 45B, from which, B = 4.
d y dy
(i) L 2
− 7L + 10L{y} = L{ e2x + 20} When s = 2, 6 = −6D, from which, D = −1.
dx dx
Equating s3 terms gives: 0 = A + B + C, from
Hence [s2 L{y} − sy(0) − y" (0)] − 7[sL{y} which, C = −10.
1 20 ! "
− y(0)] + 10L{y} = + 1 −1 −s2 + 65s − 120
s−2 s Hence L
1 3 s(s − 5)(s − 2)2
(ii) y(0) = 0 and y" (0) = − ! "
3 1 −1 6 4 10 1
# $ = L + − −
1 3 s s − 5 s − 2 (s − 2)2
Hence s2 L{y} − 0 − − − 7sL{y} + 0
3 1
= [6 + 4 e5x − 10 e2x − x e2x ]
21s − 40 3
+ 10L{y} =
s(s − 2) 4 10 2x x 2x
Thus y = 2 + e5x − e − e
21s − 40 1 3 3 3
(iii) (s2 − 7s + 10)L{y} = −
s(s − 2) 3
3(21s − 40) − s(s − 2) Problem 5. The current flowing in an electri-
= cal circuit is given by the differential equation
3s(s − 2)
Ri + L(di/dt) = E, where E, L and R are con-
−s2 + 65s − 120 stants. Use Laplace transforms to solve the
= equation for current i given that when t = 0,
3s(s − 2)
i = 0.
−s2 + 65s − 120
Hence L{y} = K
3s(s − 2)(s2 − 7s + 10) Using the procedure:
% & ! "
1 −s2 + 65s − 120 di
= (i) L{Ri} + L L = L{E}
3 s(s − 2)(s − 2)(s − 5) dt
% &
1 −s2 + 65s − 120 E
= i.e. RL{i} + L[sL{i} − i(0)] =
3 s(s − 5)(s − 2)2 s
648 LAPLACE TRANSFORMS

E
(ii) i(0) = 0, hence RL{i} + LsL{i} = Now try the following exercise.
s
(iii) Rearranging gives:
Exercise 238 Further problems on solving
E differential equations using Laplace trans-
(R + Ls)L{i} = forms
s
E 1. A first order differential equation involving
i.e. L{i} = current i in a series R − L circuit is given by:
s(R + Ls)
di E
! " + 5i = and i = 0 at time t = 0.
E dt 2
(iv) i = L−1
s(R + Ls) Use Laplace transforms to solve for i
E A B when (a) E = 20 (b) E = 40 e−3t and (c)
≡ + E = 50 sin 5t.
s(R + Ls) s R + Ls  
(a) i = 2(1 − e−5t )
A(R + Ls) + Bs  (b) i = 10( e−3t − e−5t ) 
≡  
s(R + Ls)  5 −5t 
(c) i = ( e − cos 5t + sin 5t)
Hence E = A(R + Ls) + Bs 2
When s = 0, E = AR, In Problems 2 to 9, use Laplace transforms to
solve the given differential equations.
E
from which, A= d2 y dy
R 2. 9 − 24 + 16y = 0, given y(0) = 3
# $ dt 2 dt 8 9
R R 4
When s=− , E=B − #
and y (0) = 3. y = (3 − t) e 3 t
L L
EL
from which, B=− d2 x
R 3. + 100x = 0, given x(0) = 2 and
dt 2
!
E
" x # (0) = 0. [x = 2 cos 10t]
Hence L−1
s(R + Ls) d2 i di
! " 4. + 1000 + 250000i = 0, given
E/R −EL/R dt 2 dt
= L−1 + i(0) = 0 and i# (0) = 100. [i = 100t e−500t ]
s R + Ls
! " d2 x dx
−1 E EL 5. 2
+6 + 8x = 0, given x(0) = 4 and
=L − dt dt
Rs R(R + Ls) #
x (0) = 8. [x = 4(3e−2t − 2e−4t )]
  

 # $  d2 y dy 2
−1 E 1 E  1  6. −2 + y = 3 e4x , given y(0) = −
=L −   dx 2 dx 3
R s
 R R  1
+s  #
and y (0) = 4
L 3 8
  9
  x 1 4x
  y = (4x − 1) e + e
E −1  1 1  3
= L −# $
R 
 s R   d2 y
 s+  7. + 16y = 10 cos 4x, given y(0) = 3 and
L dx 2
#
y (0) = 4.
# $
E Rt
−L
8 9
Hence current i = 1−e 5
R y = 3 cos 4x + sin 4x + x sin 4x
4
 THE SOLUTION OF DIFFERENTIAL EQUATIONS USING LAPLACE TRANSFORMS 649

d2 y dy 10. Solve, using Laplace transforms, Problems

8. + − 2y = 3 cos 3x − 11 sin 3x, 4 to 9 of Exercise 188, page 477 and
dx 2 dx
given y(0) = 0 and y" (0) = 6 Problems 1 to 5 of Exercise 189, page 480.
[y = ex − e−2x + sin 3x]
11. Solve, using Laplace transforms, Problems
d2 y dy 3 to 6 of Exercise 190, page 483, Problems
9. 2
−2 + 2y = 3 ex cos 2x, given
dx dx 5 and 6 of Exercise 191, page 485, Prob-
y(0) = 2 and y" (0) = 5 lems 4 and 7 of Exercise 192, page 487 and
! " Problems 5 and 6 of Exercise 193, page 490.
y = 3ex ( cos x + sin x) − ex cos 2x