Laplace Transforms: Lecture 6

Dr Jagan Mohan Jonnalagadda

Applications to Differential Equations:
The following block diagram shows the main steps used to solve initial value problems by the
method of Laplace transforms.

The mathematical steps required to carry out each stage in the process are summarized below:

1. Consider the initial value problem for a linear constant coefficient differential
equation involving the unknown function y(x) in the x-domain.
2. Using the linearity property of L, its operational properties, and a table of Laplace
transforms if necessary, the initial value problem considered in Step 1 is transformed
into an algebraic equation in the p-domain.
3. Solving the algebraic equation obtained in Step 2 gives the Laplace transform, say,
Y(p), of the solution y(x) of the initial value problem.
4. The solution of the initial value problem, y(x) = L-1[Y(p)], is found by using partial
fraction decompositions, the linearity of L-1, and a table of inverse Laplace
transforms.

Problem: Solve the following differential equation by the method of Laplace transforms:
y  2 y  2 y  2, y(0)  0, y(0)  1.

Solution: Let L[y(x)] = Y(p). Then, we have

L  y( x)   pY ( p)  y(0)  pY ( p),

L  y( x)   p 2Y ( p)  py(0)  y(0)  p 2Y ( p)  1.

Consider the differential equation y  2 y  2 y  2. Applying Laplace transforms on both

sides, we have
L  y  2 L  y  2 L  y   2 L 1

 p 2Y ( p)  1  2  pY ( p)   2Y( p) 
2
p

 
 p 2  2 p  2 Y ( p)  1 
2
 Y ( p)  2
1

2
.
p   
p  2 p  2 p p2  2 p  2 
Applying inverse Laplace transforms on both sides, we have
 1   1 
y( x)  L1  2   2 L1  .
 
 p  2p  2

 
 p p  2p  2

2
  

1 1
Denote by F( p)  2  .
p  2p  2   p  1  1
2

 1   
Then, f ( x)  L 1   e  x L1  1   e  x sin x.
  p  1 2  1   p  1
2
 
 1   1 
Thus, y( x)  L1  2   2 L1  
 
 p  2p  2 
  
 p p2  2 p  2 
  
 F ( p) 
 L1  F ( p)  2 L1  
 p 
x
 e  x sin x  2  e  u sin u du
0

 e sin x  1  e  x  sin x  cos x   1  e  x cos x.

x

Problem: Solve the following differential equation by the method of Laplace transforms:
y  2y  5y  3e x sin x, y(0)  0, y(0)  3.

Solution: Let L[y(x)] = Y(p). Then, we have

L  y( x)   pY ( p)  y(0)  pY ( p),

L  y( x)   p 2Y ( p)  py(0)  y(0)  p 2Y ( p)  3.

Consider the differential equation y  2y  5y  3e  x sin x. Applying Laplace transforms on
both sides, we have
L  y  2 L  y  5 L  y   3 L  e  x sin x 

 p 2Y ( p)  3  2  pY ( p)   5Y ( p) 
3
 p  1
2
1

 
 p 2  2 p  5 Y ( p)  3 
3
 p  1
2
1
3 3
 Y ( p)   .
p 2
 2p  5  p 2

 2 p  2 p2  2 p  5 
Applying inverse Laplace transforms on both sides, we have
 1   1 
y( x )  3 L  2 1
  3 L1  .
 
 p  2p  5

 
 p  2 p  2 p2  2 p  5

2
   

1 1
Denote by F( p)  2  and
p  2p  2 
 p  1  1
2

1 1
G( p)   .
 p  2p  5
2
  p  1 2
4
 1   
Then, f ( x)  L1    e  x L1  1   e  x sin x ,
  p  1  1 
2
 p  1
2
 
 1    x
g( x )  L 1    e  x L1  1   e sin 2 x .
  p  1 2  4  p  4
2
2
 
 1   1 
Thus, y( x)  3 L1  2   3 L1  
 p  2p  5 
   
 p2  2 p  2 p2  2 p  5 
    
 1   1 1 
 3 L1  2   L1   
 
 p  2p  5 
 
 p2  2 p  2
  p2  2 p  5 
   
 1   1 
L 1
   2L 1
 
 
 p2  2 p  2 
   p2  2 p  5 
  
 e  x sin 2 x   x
 L1  F( p)  2 L1 G( p)  e  x sin x  2    e  sin x  sin 2 x  .
 2 
Problem: Solve the following integro-differential equation by the method of Laplace
x
transforms: y  4 y  5 y dx  e  x , y(0)  0.
0

Solution: Let L[y(x)] = Y(p). Then, we have

L  y( x)  pY( p)  y(0)  pY( p),
x  Y ( p)
L   y( x) dx   .
 0  p

x
Consider the integro-differential equation y  4 y  5 y dx  e  x . Applying Laplace
0

transforms on both sides, we have

x 
L  y  4 L  y   5 L   y dx   L  e  x 
 0 
Y ( p) 1
 pY ( p)  4Y ( p)  5  .
p p1
Multiplying by p  0 on both sides, we get

 
 p 2  4 p  5 Y ( p) 
p
p1
p
 Y ( p)  .
 
 p  1 p 2  4 p  5
Applying inverse Laplace transforms on both sides, we have
 p 
y( x)  L1  .
 
  p  1 p 2  4 p  5  

p 1 1  1 p5 
We have     2 

 p  1 p  4 p  5
2
 
2  ( p  1)  2  p  4 p  5
  

1  1  1 1  p5 
Thus, y( x)   L1    L  
2  ( p  1)  2 
 p2  4 p  5 
 
1 1  ( p  2)  3 
  e  x  L1  2 
 ( p  2)  1 
2
2 2
1 1  p3 
  e  x  e 2 x L1  2 2 
2 2 p 1 
1 1   p   1 
  e  x  e 2 x  L1  2 2   3 L1  2 2  
 
2 2  p 1  p 1 
  e  x  e 2 x  cos x  3 sin x  .
1 1
2 2
Problem: Solve the following differential equation by the method of Laplace transforms:
xy  (2x  3)y  ( x  3)y  3ex , y(0)  0.

Solution: Let L[y(x)] = Y(p). Then, we have

L  y( x)  Y( p),
d
 L  xy( x)  ( 1)1 Y( p)  Y ( p).
dp 
L  y( x)  pY ( p)  y(0)  pY ( p),
d
 L  xy( x)  ( 1)1  pY ( p)  Y ( p)  pY ( p).
dp 
L  y( x)  p 2Y ( p)  py(0)  y(0)  p 2Y ( p)  c ,
d 2
 L  xy( x)  ( 1)1  p Y ( p)  3   2 pY( p)  p 2Y ( p).
dp  

Consider the differential equation xy  (2x  3)y  (x  3)y  3e x . Applying Laplace
transforms on both sides, we have

L  xy  2 L  xy  3 L  y  L  xy   3 L  y   3 L  e  x 

3
  2 pY ( p)  p 2Y ( p)   2 
 Y ( p)  pY ( p)   3 pY ( p)  Y ( p)  3Y ( p) 
 p  1
   p  1 Y ( p)   p  1 Y ( p) 
2 3
 p  1
1 3
 Y ( p)  Y ( p)   .
( p  1)  p  1
3

1
  ( p 1) dp 1
Integration factor (IF) = e  .
( p  1)
Thus, we have
1 3 1
Y ( p)    . dp  C
( p  1)  p  1 ( p  1)
3

1 1
 Y ( p)   C.
( p  1) ( p  1)3
Multiplying by ( p  1) on both sides, we get
1
Y ( p)   C( p  1).
( p  1)2

Applying inverse Laplace transforms on both sides, we have

 1  1
y( x)  L1  2 
 L C( p  1)  .
 ( p  1) 
 y( x)  xe  x  CL1 ( p  1) .
Since y(0)  0, we obtain C  0.
Thus, y( x)  xe  x .
Problem: Solve the following differential equation by the method of Laplace transforms:
y  2 y  2 y  2u( x), y(0)  0, y(0)  1.

Solution: Let L[y(x)] = Y(p). Then, we have

L  y( x)   pY ( p)  y(0)  pY ( p),

L  y( x)   p 2Y ( p)  py(0)  y(0)  p 2Y ( p)  1.

Consider the differential equation y  2 y  2 y  2u( x). Applying Laplace transforms on
both sides, we have

L  y  2 L  y  2 L  y   2 L u( x)

 p 2Y ( p)  1  2  pY ( p)   2Y( p) 
2
p

 
 p 2  2 p  2 Y ( p)  1 
2
 Y ( p)  2
1

2
.
p   
p  2p  2 p p  2p  2
2

Applying inverse Laplace transforms on both sides, we have
 1   1 
y( x)  L1  2   2 L1  .
 
 p  2p  2

 
 p p2  2 p  2
   

1 1
Denote by F( p)  2  .
p  2p  2   
p  1
2
 1 
 1   
Then, f ( x)  L 1   e  x L1  1   e  x sin x.
  p  1 2  1   p  1
2
 
 1   1 
Thus, y( x)  L1  2   2 L1  
 
 p  2p  2 
  
 p p2  2 p  2 
  
 F ( p) 
 L1  F ( p)  2 L1  
 p 
x
 e  x sin x  2  e  u sin u du
0

 e sin x  1  e  x  sin x  cos x   1  e  x cos x.

x

Problem: Solve the following differential equation by the method of Laplace transforms:
y  2 y  2 y  2 ( x), y(0)  0, y(0)  1.

Solution: Let L[y(x)] = Y(p). Then, we have

L  y( x)   pY ( p)  y(0)  pY ( p),

L  y( x)   p 2Y ( p)  py(0)  y(0)  p 2Y ( p)  1.
Consider the differential equation y  2 y  2 y  2 ( x). Applying Laplace transforms on
both sides, we have

L  y  2 L  y  2 L  y   2 L  ( x)

 p 2Y ( p)  1  2  pY ( p)   2Y ( p)  2

 
 p 2  2 p  2 Y ( p)  1  2  Y ( p) 
3
.
p 2
 2p  2 
Applying inverse Laplace transforms on both sides, we have
 1   1   
y( x)  3 L1  2   3 L1    3e  x L1  1   3e  x sin x.
 
 p  2p  2  

  p  1  1 

2
  p  1
2

Problem: Solve the following differential equation by the method of Laplace transforms:
0, 0  x  3,
y  2 y  2 y  f ( x), y(0)  0, y(0)  1, where f ( x)  
 2, x  3.