Application of the Laplace Transform to solve Linear

Differential Equations
The Laplace transform can be applied to solve initial value problem that contains
homogeneous and non-homogeneous linear differential equations.
Example:
1) Solve the I.V.P.
"
d2y
+y=t
$
#
dt 2
$y(0) = 1,!y '(0) = !2
%
Take the Laplace transform of the differential equation
L{y(t)} + L{y(t)} = L{t}
If we call Y(s) = L{y(t)},
Then
L{y(t)} = s2Y(s) s y(0) y(0)
L {t} = 1/s2
then
s2Y(s) s + 2 + Y(s) = 1/s2
Solving for Y(s)
Y(s)(s2 + 1) = 1/s2 + s 2

s!2
s (s + 1) s 2 + 1
Now, we apply the inverse Laplace Transform
s!2
1
y(t) = L-1{Y(s)} = L-1{ 2 2
} + L-1{ 2
}
s +1
s (s + 1)
Y(s) =

2
3
2
A B Cs + D (As + B) s + 1 + Cs + Ds
= + +
=
s 2 (s 2 + 1) s s 2 s 2 + 1
s 2 (s 2 + 1)
(A + C) s3 + (B + D)s2 + As + B = 1,
B = 1, A = 0, D = -1, C = 0

y(t) = L-1{

1
1
s
1
} L-1{ 2
} + L-1{ 2
} 2 L-1{ 2
} = t + cost 3 sin t.
2
s
s +1
s +1
s +1

2) Solve the I.V.P.

" d2y
dy
$ 2 ! 3 + 2y = 4e 2t
dt
# dt
$ y(0) = !3,!y '(0) = 5
%

Take the Laplace transform of the differential equation

L{y(t)} - 3 L{y(t)} + 2L{y(t)} =4L{e2t}
If we call Y(s) = L{y(t)},
Then
L{y(t)} = s2Y(s) sy(0) y(0)
L {y(t)} = sY(s) y(0)
L {e2t} = 1/(s-2)
then
s2Y(s) + 3s 5 3sY(s) - 9 + 2Y(s) = 4/(s-2)
Solving for Y(s)
Y(s)(s2 3s + 2) = 4/(s-2) - 3s + 14
4 + (14 ! 3s ) ( s ! 1) !3s 2 + 20s ! 24
4
14 ! 3s
Y(s) =
+
=
=
(s ! 2 ) (s ! 1) (s ! 2 ) (s ! 2 ) (s ! 1)
(s ! 2)2 (s ! 1)
(s ! 2)2 (s ! 1)
Now, we apply the inverse Laplace Transform
!3s 2 + 20s ! 24
y(t) = L-1{Y(s)} = L-1{
}
(s ! 2 )2 (s ! 1)

!3s 2 + 20s ! 24

(s ! 2 )2 (s ! 1)

A
B
C
A(s ! 2)(s ! 1) + B(s ! 1) + C(s ! 2)2
+
+
=
s ! 2 ( s ! 2 )2 s ! 1
(s ! 2 )2 (s ! 1)

then
(A + C) s2 + (-3A + B 4C)s + (2A B + 4C) = -3s2 + 20s - 24
A + C = -3 , -3A + B 4C = 20, 2A B + 4C = -24,
A = 4, C = -7, B = 4
1
1
1
y(t) = 4L-1{
} + 4L-1{
} 7L-1{
} = 4e2t + 4te2t 7et.
2
s!2
s !1
(s ! 2 )
3) Solve the I.V.P.
" d 3y
d2y
dy
$ 3 ! 3 2 + 3 ! y = t2et
dt
# dt
dt
$ y(0) = 1,!y '(0) = 0, y ''(0) = 2
%
Take the Laplace transform of the differential equation
L{ y(t)} - 3 L{y(t)} + 3 L{y(t)} - L{y(t)} = L{t2et}
If we call Y(s) = L{y(t)},
Then
L{y(t)} = s3Y(s) s2y(0) sy(0) y(0)
L{y(t)} = s2Y(s) sy(0) y(0)
L {y(t)} = sY(s) y(0)
L {t2et} = 2/(s-1)3 since L {tn} = n!/sn+1
then
s3Y(s) s2 2 - 3s2Y(s) + 3s 3sY(s) - 3 - Y(s) = 2/(s-1)3

Solving for Y(s)

Y(s)(s3 - 3s2 + 3s - 1) =
Y(s) (s -1)3 =

(s ! 1)

(s ! 1)

+ (s2 - 3s + 5)

+ (s2- 2s + 1) (s 4)

2
(s ! 1)2
s!4
2
1
s!4
+
!
=
+
!
=
6
3
3
6
(s ! 1) (s ! 1)3
(s ! 1)
(s ! 1)
(s ! 1)
(s ! 1)
2
1
s !1
3
2
1
1
3
+
!
+
=
+
!
+
6
3
3
6
2
(s ! 1) (s ! 1)
(s ! 1) (s ! 1)
(s ! 1)
(s ! 1)
(s ! 1)
(s ! 1)3

Y(s) =

Now, we apply the inverse Laplace Transform

1
2
1
1
y(t) = L-1{Y(s)} = L-1{
} + L-1{
}- L-1{
} + 3L-1{
}=
6
2
(s ! 1)
(s ! 1)
(s ! 1)
(s ! 1)3
1
1
1
1
etL-1{ 6 } + etL-1{ } etL-1{ 2 } + 3etL-1{ 3 }= et (2/5!)t5 + et - ett + 3et t2/2 =
s
s
s
s
et(1 t + 3/2t2 + t5/60).
4) Solve the I.V.P.
! d2y
! 4t!if!0 < t < 1
# 2 + 4y = h(t)
!!!where!h(t) = "
" dt
$ 4!if!t > 1
#y(0) = 1,!y '(0) = 0
$
! 4t!if!0 < t < 1
! 0!if!0 < t < 1
!0!if!0 < t < 1
h(t) = "
= 4t + "
= 4t $ 4 "
= 4t $ 4u1 (t)f(t $ 1)
# 4!if!t > 1
# 4 $ 4t!if!t > 1
# t $ 1!if!t > 1

where f(t) = t.
Take the Laplace transform of the differential equation
L{y(t)} + 4L{y(t)} =L{h(t)}
If we call Y(s) = L{y(t)},
Then
L{y(t)} = s2Y(s) sy(0) y(0)
L{h(t)} = 4 L{t} 4 L{u1(t)f(t -1)} = 4/s2 4e-s/s2
then
s2Y(s) - s + 4Y(s) = 4/s2 4e-s/s2
Solving for Y(s)
Y(s)(s2 + 4) = 4/s2 4e-s/s2 + s

Y(s) =

e !s +

s
s +4

s (s + 4) s (s + 4)
Now, we apply the inverse Laplace Transform
s
4
4
y(t) = L-1{Y(s)} = L-1{ 2 2
} - L-1{ 2 2
e-s} + L-1{ 2
}
s +4
s (s + 4)
s (s + 4)
2

1
1
;
! 2
2
s (s + 4) s
s +4
1
1
g(t) = L-1{F(s)} = L-1{ 2 } L-1{ 2
} = t sin 2t
s
s +4
and
0!if!0 < t < 1
"
L-1{e-sF(s)} = u1(t) g(t 1) = #
1
$(t ! 1) ! 2 sin 2(t ! 1)!if!t > 1
If F(s) =

s
} = t sin 2t u1(t) g(t 1) + cos 2t =
s +4
t ! 12 sin 2t + cos 2t!if!0 < t < 1

y(t) = L-1{F(s)} - L-1{F(s)e-s} + L-1{

"$
# 1
1
$% t ! 2 sin 2t + cos 2t ! (t ! 1) + 2 sin 2(t ! 1)!if!t > 1

5) Solve the I.V.P.

" d2y
dy
"$e t !if!0 < t < 2
$ 2 ! 3 ! 4y = h(t)
!!!where!g(t) = #
dt
# dt
$% 0!if!t > 2
$ y(0) = 0,!y '(0) = 0
%

!#e t !if!0 < t < 2

!1!if!0 < t < 2
g(t) = "
= et "
= e t [ u 0 (t) % u 2 (t)]
$ 0!if!t > 2
$# 0!if!t > 2
Take the Laplace transform of the differential equation
L{y(t)} - 3 L{y(t)} - 4L{y(t)} = L{g(t)}
If we call Y(s) = L{y(t)},
Then
L{y(t)} = s2Y(s) sy(0) y(0)
L {y(t)} = sY(s) y(0)

e !0(s!1) e !2(s!1)
1
e !2(s!1)
!
=
!
L{h(t)} = L{e u0(t)} L{e u1(t)} =
s !1
s !1
s !1
s !1
t

then

s2Y(s) - 3sY(s) + 4Y(s) =

Solving for Y(s)
Y(s)(s2 -3s + 4) =

1
e !2(s!1)
!
s !1
s !1

1
e !2(s!1)
!
s !1
s !1

1
e !2(s!1)
!
(s ! 1) (s + 1) (s ! 4 ) (s ! 1) (s + 1) (s ! 4 )
Now, we apply the inverse Laplace Transform
1
e 2 e !2s
-1
-1
-1
y(t) = L {Y(s)} = L {
}-L {
}
(s ! 1) (s + 1) (s ! 4 )
(s ! 1) (s + 1) (s ! 4 )
Y(s) =

1
1
1
1
10
6
15
If F(s) =
;
=
!
+
(s ! 1) (s + 1) (s ! 4 ) s ! 1 s + 1 s ! 4
1
1
1
h(t) = L-1{F(s)} = 1/10L-1{
} - 1/6L-1{
} + 1/15L-1{
}=
s !1
s +1
s!4
t
-t
4t
1/10 e - 1/6 e + 1/15 e
and
0!if!0 < t < 2
&(
-1 2 -2s
2
L {e e F(s)} = e u2(t) h(t 2) = ' 2 1 t!2 1 ! t+2 1 4 ( t!2 )
"
$ !if!t > 2
+ 15 e
()e # 10 e ! 6 e
%

y(t) = L-1{F(s)} - L-1{F(s)e2e-2s} = 1/10 et - 1/6 e-t + 1/15 e4t e2u2(t) h(t 2) =
1 t
&
e ! 16 e ! t + 151 e 4 t !if!0 < t < 2
10
(
' 1 t 1 !t 1 4t
2 1 t!2
1 ! t+2
+ 151 e 4 ( t! 4 ) $% if!t > 2
() ! 10 e ! 6 e + 15 e ! e "# 10 e ! 6 e
6) Solve the I.V.P.
! d2y
dy
!1!if!0 < t < %
# 2 + 2 + 5y = h(t)!
where!h(t) = "
= u 0 (t) & u % (t)
dt
" dt
$ 0!if!t > %
# y(0) = 0,!y '(0) = 0
$
Take the Laplace transform of the differential equation
L{y(t)} + 2L{y(t)} + 5L{y(t)} = L{u0(t) u(t)}
If we call Y(s) = L{y(t)},
Then
L{y(t)} = s2Y(s) sy(0) y(0)
L {y(t)} = sY(s) y(0)
L {u0(t) u(t)} = 1/s e-s/s
then

s2Y(s) + 2sY(s) + 5Y(s) = 1/s e-s/s

Solving for Y(s)

Y(s)(s2 + 2s + 5) = 1/s e-s/s

1
e !"s
Y(s) =
!
s s 2 + 2s + 5 s s 2 + 2s + 5

) (

Now, we apply the inverse Laplace Transform

1
1
y(t) = L-1{Y(s)} = L-1{ 2
} L-1{ 2
}
s s + 2s + 5
s s + 2s + 5

A
Bs + c
A
Bs + C
As 2 + 2As + 5A + Bs2 + Cs
= + 2
= +
=
s s + 2s + 1 + 4 s (s + 1)2 + 4
s s 2 + 2s + 5
s (s + 1)2 + 4
1

then
(A + B)s2 + (2A + C)s + 5A = 1
A + B = 0 , 2A + C = 0, 5A = 1,
A = 1/5, B = -1/5, C = -2/5
!"s
!"s
s+2
-1 1
-1
-1 e
-1 ( s + 2 ) e
y(t) =1/5 L { } 1/5L {
} 1/5L {
} + 1/5L {
}=
s
s
(s + 1)2 + 4
(s + 1)2 + 4
1/5

!"s
!"s
1
s +1+1
-1 e
-1 ( s + 1 + 1) e
L-1{ } 1/5L-1{
}

1/5
L
{
}
+
1/5
L
{
}=
s
s
(s + 1)2 + 4
(s + 1)2 + 4

1/5

!"s
1
s +1
1
-1
-1 e
L-1{ } 1/5L-1{
}
1/5
L
{
}

1/5
L
{
}+
s
s
(s + 1)2 + 4
(s + 1)2 + 4
-1

1/5L

s + 1) e !"s
e !"s
(
-1
{
} + 1/5L {
} = 1/5[ 1 e-t cos 2t
2
2
(s + 1) + 4
(s + 1) + 4

u(t) e-(t-) cos 2(t ) + u(t) e-(t-) sin 2(t ) =

#
1 ! e t cos 2t ! 101 sin 2t!if!0 < t < "
1%
= 5 $ !t
"
"
1 !t
%&e cos 2t e ! 1 + 2 e sin 2t e ! 1 !if!t > "

Notice
cos2(t ) = cos 2t cos 2 cos 2t sin 2 = cos 2t
sin 2(t ) = sin 2t cos 2 cos 2t sin 2 = sin 2t
7) Solve the I.V.P.
"
d4y
d2y
+
5
+ 4y = 0
$
#
dt 4
dt 2
$y(0) = 1,!y '(0) = !1,!y ''(0) = 1,!y '''(0) = 0
%
Take the Laplace transform of the differential equation
L{y(4)(t)} + 5 L{y(t)} + 4L{y(t)} = 0
If we call Y(s) = L{y(t)},

- sin 2t u(t) +

Then
L{y(4)(t)} = s4Y(s) s3y(0) s2y(0) sy(0) y(0)
L{y(t)} = s3Y(s) s2y(0) sy(0) y(0)
L{y(t)} = s2Y(s) sy(0) y(0)
L {y(t)} = sY(s) y(0)
then
s4Y(s) s3 + s2 - s + 5s2Y(s) 5s + 5 + 4Y(s) = 0
Solving for Y(s)
Y(s)(s4 + 5s + 4) = s3 s2 + 6s - 5
s 3 ! s 2 + 6s ! 5 s 3 ! s 2 + 6s ! 5
Y(s) = 4
= 2
s + 5s 2 + 4
(s + 1)(s 2 + 4)
Now, we apply the inverse Laplace Transform
s 3 ! s 2 + 6s ! 5
y(t) = L-1{Y(s)} = L-1{ 2
}
s + 1 (s 2 + 4)

As + B Cs + D ( As + B) (s 2 + 4) + ( Cs + D ) (s 2 + 1)
= 2
+ 2
=
s 2 + 1 (s 2 + 4) s + 1 s + 4
s 2 + 1 (s 2 + 4)

s 3 ! s 2 + 6s ! 5

then
(A + C) s3 + (B + D)s2 + (4A + C)s + (4B + D) = s3 -s2 + 6s - 5
A + C = 1 , B + D = -1, 4A + C = 6, 4B + D = -5
A = 5/3, B = -4/3, C = -2/3, D = 1/3
s
1
s
1
y(t) = 5/3L-1{ 2
} 4/3L-1{ 2
} 2/3L-1{ 2
} + 1/3L-1{ 2
}=
s +1
s +1
s +4
s +4
5/3 cos t 4/3 sint 2/3 cos 2t + 1/6 sin 2t.
7) Solve
d2y
dy
! 3 + 2y = e ! t
2
dt
dt
No initial conditions are given.
We will assume y(0) = c0 and y(0) = c1.
Take the Laplace transform of the differential equation
L{y(t)} - 3 L{y(t)} + 2L{y(t)} =L{e-t}
If we call Y(s) = L{y(t)},
Then
L{y(t)} = s2Y(s) sy(0) y(0)
L {y(t)} = sY(s) y(0)
L {e-t} = 1/(s + 1)
then
s2Y(s) c0s c1 3sY(s) + 3c0 + 2Y(s) = 1/(s + 1)
Solving for Y(s)
Y(s)(s2 3s + 2) = 1/(s + 1) + c0(s - 3) + c1.

4
s!3
1
+ c0
+ c1
(s + 1) (s ! 1) (s ! 2 )
(s ! 1) (s ! 2)
(s ! 1) (s ! 2 )
Now, we apply the inverse Laplace Transform
1
s!3
y(t) = L-1{Y(s)} = L-1{
} + c0L-1{
}+
(s + 1) ( s ! 1) (s ! 2)
(s ! 1) (s ! 2)
1
c1L-1{
}
(s ! 1) (s ! 2)
Y(s) =

1
A
B
C
A(s ! 2)(s ! 1) + B(s + 1)(s ! 2) + C(s 2 ! 1)
=
+
+
=
(s + 1) ( s ! 1) ( s ! 2 ) s + 1 s ! 1 s ! 2
(s + 1) ( s ! 2 ) ( s ! 1)
then
(A + B + C) s2 + (-3A + B)s + (2A 2B - C) = 1
A + B + C = 0 , -3A + B = 0, 2A 2B - C = 1,
A = 1/6, B = -, C = 1/3

s!3
A
B
As ! 2A + Bs ! B (A + B)s + (!2A ! B)
=
+
=
=
(s ! 1)(s ! 2) s ! 1 s ! 2
(s ! 1)(s ! 2)
(s ! 1)(s ! 2)
A + B = 1, - A B = -3,
A=,B=,
1
A
B
As ! 2A + Bs ! B (A + B)s + (!2A ! B)
=
+
=
=
(s ! 1)(s ! 2) s ! 1 s ! 2
(s ! 1)(s ! 2)
(s ! 1)(s ! 2)
A + B = 0, - A B = 1,
A = -1 , B = 1,
1
1
1
1
y(t) = 1/6L-1{
} 1/2L-1{
} + 1/3L-1{
} + c01/2L-1{
}+
s +1
s !1
s+2
s !1
1
1
1
c0 1/2L-1{
} - c1L-1{
} + c1L-1{
} = 1/6e-t et + 1/3e2t + c01/2(et e2t) +
s!2
s !1
s!2
c1(-et + e2t) = (c01/2 -1/2 c1) et + (-c01/2 + 1/3 + c1) e2t + 1/6 e-t = d0et + d1e2t + 1/6 e-t.
8) Solve the I.V.P.
" d2y
dy
$ 2 ! 3 + 2y = e ! t
dt
# dt
$ y(1) = 0,!y '(1) = 0
%
In the previous problem, we found that the general solution of the equation was:
y(t) = = d0et + d1e2t + 1/6 e-t,
Applying the initial conditions, we get:
y(1) = 0 = d0e + d1e2 + 1/6 e-1
y(1) = 0 = d0e + 2d1e2 1/6 e-1

Solving the system of equations we get:

d0 = -1/2 e-2 and d1 = 1/3 e-3
Then y(t) = = -1/2 et-2 + 1/3 e2t-3 + 1/6 e-t.