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ENGINEERING SCIENCE 21

MATHEMATICAL METHODS IN ENGINEERING


LECTURE SYLLABUS

CHAPTER 5
Solution to Higher Order Ordinary Linear Differential Equations with Constant
Coefficients Using Laplace Transforms

Another method for solving higher order linear ordinary differential equations with
constant coefficients is the use of Laplace Transforms. This method completely eliminates
the utilization of integration techniques, and employs mainly simple algebraic
manipulations.

The overview of the method involves converting a differential equation into an


algebraic form for which predetermined rules or mathematical properties allow for the
generation of the solution. This conversion, or transformation, of a differential equation to
a form which is amenable to algebraic manipulation is facilitated by the following
formula:

The Laplace transform of a function, , is also often denoted as .

5.1 Laplace transform of elementary functions

Before we begin to employ Laplace transforms to solve differential equations, let


us begin first to be familiar with how the transformation equation is used. Below are some
demonstrative examples.

Example 5.1.1 Determine the Laplace transform of a constant a.

Given :
Required :
Solution :

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Example 5.1.2 Determine the Laplace transform of x .

Given :
Required :
Solution :

Table of Laplace transforms

a a/s

x 1/s2

xn, n > 1 n!/sn+1

sin ax a/(s2+a2)

cos ax s/(s2+a2)

sinh ax a/(s2-a2)

cosh ax s/(s2-a2)

eax 1/(s-a)

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Example 5.1.3 Determine the Laplace transform of .

Given :
Required :
Solution :

Example 5.1.4 Determine the Laplace transform of .

Given :
Required :
Solution :

Example 5.1.5 Determine the Laplace transform of .

Given :
Required :
Solution :

5.2 Properties of Laplace transforms

Laplace transforms have a lot of properties, but for this undergraduate lecture
syllabus in engineering mathematics, it is enough to consider only the three most
fundamental properties discussed below:

Linear Property

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Example 5.2.1 Determine the Laplace transform of .

Given :
Required :
Solution :

Property due to a function multiplied by a power of the independent variable

Example 5.2.2 Determine the Laplace transform of .

Given :
Required :
Solution :

First shifting or translation property

If then

Example 5.2.3 Determine the Laplace transform of .

Given :
Required :
Solution :

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Example 5.2.4 Determine the Laplace transform of .

Given :
Required :
Solution :

Example 5.2.5 Determine the Laplace transform of .

Given :
Required :
Solution :

Example 5.2.6 Determine the Laplace transform of .

Given :
Required :
Solution :

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Example 5.2.7 Determine the Laplace transform of .

Given :
Required :
Solution :

Example 5.2.8 Determine the Laplace transform of .

Given :
Required :
Solution :

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5.3 Laplace transforms of derivatives

The formula for the Laplace transform of derivatives is listed below. As may be
noticed, there is a pattern on the way the formulae are written.

In general, the Laplace transform of a derivative is given by:

Notice that the Laplace transform of derivatives demand that we must know and provide
the values of the initial conditions such as , , , and so on. This means that
the solution obtained when employing Laplace transforms is a particular solution (one
where the arbitrary constants are replaced with numbers).

Example 5.3.1 Determine the Laplace transform of given that


and .

Given :
Required :
Solution :

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5.4 Inverse Laplace transform

The inverse Laplace transform of is the solution y or


. In mathematical form,

Example 5.4.1 Determine the inverse Laplace transform of .

Given :
Required :
Solution :

Example 5.4.2 Determine the inverse Laplace transform of .

Given :
Required :
Solution :

Example 5.4.3 Determine the inverse Laplace transform of .

Given :
Required :
Solution :

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Example 5.4.4 Determine the inverse Laplace transform of .

Given :
Required :
Solution :

Example 5.4.5 Determine the inverse Laplace transform of .

Given :
Required :
Solution :

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5.5 Solution to differential equations

We now combine all skills acquired in the earlier sections regarding Laplace
transforms and use these to solve differential equations. We keep in mind that the values
of initial conditions must be available in order for Laplace transforms to work. As a
consequence of applying the initial conditions in the early stages of the solution process,
the final solution obtained is a particular solution.

The general procedure of solving differential equations by Laplace transforms is


summarized below:

1] Get the Laplace transform of both sides of the equation.

3] Simplify, then isolate .


4] Get the inverse Laplace transform of both sides of the equation

Example 5.5.1 Using Laplace transforms, find the solution to


given that and

Given :
Required : PS
Solution :

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[1]:
[2]:

[3]:
[4]:

[2]*-2:

4:

[3]:

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Example 5.5.2 Using Laplace transforms, find the solution to


given that .

Given :
Required : PS
Solution :

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Example 5.5.3 Using Laplace transforms, find the solution to


given that .

Given :
Required : PS
Solution :

C=1

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