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1
A STUDY ON LAPLACE SUBSTITUTION
METHOD FOR SOLVING PARTIAL
DIFFERENTIAL EQUATIONS INVOLVING
MIXED PARTIAL DERIVATIVES
REXLINMARY.A
Department of Mathematics
Sree Saraswathi Thyagaraja College, Pollachi.

Contents
1 INTRODUCTION 1
1.1 Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
2 PRELIMINARIES 6
2.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3 LAPLACE SUBSTITUTION METHOD 10
3.1 Laplace substitution method . . . . . . . . . . . . . . . . . . . . . . . . 10
4 Main Results 16
4.1 example results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
5 References 26
i
Chapter 1
INTRODUCTION
1.1 Differential Equations
Many Differential equation arising from physical problems are linear but have vari-
able coefficients and do not permit a general analytical solution interms of known
functions. These functions are developed by Differential Equations. The differe-
tial equations dates back to the mid seventeenth century when both I saac Newton
(1642 − 1727) and Gottfried Wilhelm Leibnitz (1646 − 1716) had been busy discover-
ing the fundamentals of calculus. Leibnitz was developed the notation and the integral
sign and introduced the method of separation of variables, of reduction of homogeneous
equations to separable ones and the procedure for solving first order linear equations.
After the Bernoulli brothers brought forth the solution of many typical differential
equations.
1
The Bernoulli brothers Jakob (1654 − 1705) and Johan (1667 − 1748) , who
developed methods of solving differential equations, extended the range of their ap-
dy
plications to mechanics. In particular, Jakob solved the differential equation dx
=
h i 12
a3 dy y
(b2 y−a3 )
and in 1694 Johan was able to solve the equation dx = ax .
Leonard Euler (1707 − 1783) identified the condition for exactness of first order
differential equations; developed the theory of integrating factors and the general solu-
tion of homogeneous linear equation with constant coefficients in 1743 . He extended
these results to non-homogeneous equations in 1751 .
Joseph Lagrange (1736 − 1813) , who succeeded showed that the general solu-
tion of an nth order linear homogenous differential equation is a linear combination of
n independent solutions. In 1774 he gave a complete development of the method of
variation of parameters. Pierre Simon de Laplace (1749 − 1827) famous for his monu-
∂2u 2 2
mental work on celestial mechanics studied extensively the equation ∂x2
+ ∂∂yu2 + ∂∂zu2 = 0,
also known as Laplace’s equation, in connection with gravitational attraction. Indeed,
by the nineteenth century almost all of the standard methods of solving ordinary and
partial differential equations were known. Many made significant contributions in this
direction and among them Picard, Runge, Kutta, Hilbert and Frobenius deserve special
mention.
The Laplace transform is a widely used integral transform in mathematics and
electrical engineering named after Pierre-Simon Laplace that transforms a function
of time into a function of complex frequency. The inverse Laplace transform takes a
2
complex frequency domain function and yields a function defined in the time domain.
The Laplace transform is related to the Fourier transform, but whereas the Fourier
transform expresses a function or signal as a superposition of sinusoids, the Laplace
transform expresses a function, more generally, as a superposition of moments. Given
a simple mathematical or functional description of an input or output to a system, the
Laplace transform provides an alternative functional description that often simplifies
the process of analyzing the behavior of the system, or in synthesizing a new system
based on a set of specifications. So, for example, Laplace transformation from the
time domain to the frequency domain transforms differential equations into algebraic
equations and convolution into multiplication.
The Laplace transform is named after mathematician and astronomer Pierre-
Simon Laplace, who used a similar transform (now called z transform) in his work on
probability theory. The current widespread use of the transform came about soon after
World War II although it had been used in the 19th century by Abel, Lerch, Heaviside,
and Bromwich. From 1744 , Leonhard Euler investigated integrals of the form
Z
z= X(x)eax dx
and
Z
z= X(x)xA dx
as solutions of differential equations but did not pursue the matter very far. Joseph
Louis Lagrange was an admirer of Euler and, in his work on integrating probability
3
density functions, investigated expressions of the form
Z
X(x)e−ax ax dx,
which some modern historians have interpreted within modern Laplace transform
theory.
These types of integrals seem first to have attracted Laplace’s attention in
1782 where he was following in the spirit of Euler in using the integrals themselves as
solutions of equations. However, in 1785 , Laplace took the critical step forward when,
rather than just looking for a solution in the form of an integral, he started to apply
the transforms in the sense that was later to become popular. He used an integral of
the form:
Z
xs φ(x)dx,
akin to a Mellin transform, to transform the whole of a difference equation, in order
to look for solutions of the transformed equation. He then went on to apply the Laplace
transform in the same way and started to derive some of its properties, beginning to
appreciate its potential power. Laplace also recognised that Joseph Fourier’s method
of Fourier series for solving the diffusion equation could only apply to a limited region
of space as the solutions were periodic. In 1809 , Laplace applied his transform to find
solutions that diffused indefinitely in space.
4
Mixed partial derivatives: For a function of more than two variables, we can define
the second-order mixed partial derivative with respect to two of the variables (in a
particular order) in the same manner as for a function of two variables, where we treat
the remaining variables as constant.
5
Chapter 2
PRELIMINARIES
2.1 Definitions
In this section we have discussed basic definitions of the differential equations.
Definition 2.1.1. A equation which involves independent variable, dependent variable
and their derivatives is called differential equation.
dy 2
+ dy9

Definition 2.1.2. The order of the highest derivative is called order y = x dx ( )
dx
order = 1
Definition 2.1.3. The power of the highest order derivative in the equation is called
n o3
dy 2
3 2
d y
the degree 1 + dx = a2 dx3 .
Order= 3
Degree= 2
6
Definition 2.1.4. A relation between the dependent variable and independent vareiable
which on substitutions in the differential equation satisfies given differential equation
is called Solution of Differential Equation.
Definition 2.1.5. The Laplace transform L , of a function f (t) for t > 0 is defined
by the following integral over 0 to ∞ :
R∞
Lf (t) = 0
e(−st)f (t)dt
The resulting expression is a function of s, which we write as F (s) . In words we say
”The Laplace Transform of f (t) equals function F of s ”.
and write:
Lf (t) = F (s)
Similarly, the Laplace transform of a function g(t) would be written:
Lg(t) = G(s)
Definition 2.1.6. If G(s) = Lg(t) , then the inverse transform of G(s) is defined as:
L−1 G(s) = g(t)
Some Properties of the Inverse Laplace Transform
Property 1 : Linearity Property
If L−1 [aG1(s) + bG2(s)] = a g1(t) + b g2(t)
7
Property 2 : Shifting Property
If G(s) = g(t) , then L−1 G(s − a) = e(at)g(t) .
Property 3 :
Rt
If L−1 G(L−1 s) = g(t) , then L−1 sG(s) = 0
g(t)dt .
Property 4 :
If L−1 G(s) = g(t) , then L−1 e(−as)G(s) = u(t − a).g(t − a) .
Definition 2.1.7. A differential equation is called as a linear equation if all the terms
of dependent variables and its derivatives are of first degree only, otherwise it is called
non-linear differential equation. The general Linear differential equation of n(th) order
dn y (n−1)
dxn
+ A1 ddxn−1y + ....An y = f (x)
The equation is called linear homogeneous differential equation if f (x) = 0
If f (x) 6= 0 then it is called non-homogeneous differential equation.
8
s.no Laplace transform Inverse Laplace Transform
1
1 1 s
s>0
n!
2 xn sn+1
n = 0, 1...
1
3 eax s−a
s>a
a
4 sinax s2 +a2
s>0
s
5 cosax s2 +a2
s>0
a
6 sinhax s2 −a2
s > |a|
s
7 coshax s2 −a2
s > |a|
n!
8 xn eax (s−a)n+1
b
9 eax sinbx (s−a)2 +b2
s−a
10 eax cosbx (s−a)2 +b2
b
11 eax sinhbx (s−a)2 −b2
s−a
12 eax coshbx (s−a)2 −b2
xn−1 1
13 (n−1)! sn
n = 1, 2...
eax xn−1 1
14 (n−1)! (s−a)n
s>a
eax −ebx 1
15 a−b (s−a)(s−b)
a 6= b
aeax −bebx s
16 a−b (s−a)(s−b)
a 6= b
1 1
17 2a3
(sinax − axcosax) (s2 +a2 )2
s2 −a2
18 xcosax (s2 +a2 )2
Γk
19 xk−1 sk
k>0
20 √1 1
1
Πx s2
9
Chapter 3
LAPLACE SUBSTITUTION
METHOD
3.1 Laplace substitution method
The aim of this section is to discuss the use of Laplace substitution method. We
consider the general form of non-homogeneous partial differential equation with initial
conditions is given below.
Lu(x; y) + Ru(x; y) = h(x; u) → (1)
u(x; 0) = f (x); uy (0; y) = g(y) → (2)
∂2u
Here L = ∂x∂y
, Ru(x, y) is the remaining linear terms in which contains only first
order partial derivatives of u(x, y) with respect to either x or y and h(x, y) is the
source term. We can write equation (1) in following form.
10
∂2u
∂x∂y
+ Ru(x; y) = h(x; y)

∂ ∂u
∂x ∂y
+ Ru(x; y) = h(x; y) → (3)
∂u
putting ∂y
= U in equation (3) ,we get
∂U
∂x
+ Ru(x; y) = h(x; y) → (4)
Taking Laplace transform of equation (4) with respect to x ,we get
sU (s; y) − U (0; y) = Lx [h(x; y) − Ru(x; y)]
U (s; y) = 1s U (0; y) + 1s Lx [h(x; y) − Ru(x; y)]
U (s; y) = 1s uy (0; y) + 1s Lx [h(x; y) − Ru(x; y)]
U (s; y) = 1s g(y) + 1s Lx [h(x; y) − Ru(x; y)] → (5)
Taking inverse Laplace transform of equation (5) with respect to x ,we get
U (x; y) = g(y) + L−1 1

x [ s Lx [h(x; y) − Ru(x; y)]] → (6)
resubstitute the value of U (x, y) in equation (6) we get
∂u(x;y)
∂y
= g(y) + L−1 1
x [ s Lx [h(x; y) − Ru(x; y)]] → (7)
This is the first order partial differential equation in the variables x and y . Taking
the Laplace transform of equation (7) with respecct to y ,we get
su(x; s) = f (x) + Ly [g(y) + L−1 1

x [ s Lx [h(x; y) − Ru(x; y)]]
u(x; s) = 1s f (x) + 1s Ly [g(y) + L−1 1

x [ s Lx [h(x; y) − Ru(x; y)]]] → (8)
Taking the inverse Laplace transform of equation (8) with respect to y ,we get
11
u(x; y) = f (x) + L−1 1 −1 1
y [ s Ly [g(y) + Lx [ s Lx [h(x; y) − Ru(x; y)]]]] → (9)
The last equation (9) gives the exact solution of initial value problem.
∂2u
Example 3.1.1. Consider the partial differential equation ∂x∂y
= e−y cosx with initial
conditions u(x; 0) = 0 : uy (0; y) = 0.
Solution:
∂2u
In the above initial value problem Lu(x; y) = ∂x∂y
, h(x; y) = e−y cosx and the
general linear term Ru(x, y) is zero.
∂2u
∂x∂y
= e−y cosx → (1)
Equation (1) we can write in the following form

∂
∂x
∂u
∂y
= e−y cosx → (2)
∂u
putting ∂y
= U in equation (2) ,we get
∂U
∂x
= e−y cosx → (3)
This is the non-homogeneous partial differential equation of the first order. Taking
Laplace transform on both sides of equation (3) with respect to x , we get
sU (s; y) − U (0; y) = e−y Lx [cosx]
U (s; y) = e−y 1s (1+S

s
2) → (4)
Taking inverse Laplace transform of equation (4) with respect to x , we get
U (x; y) = e−y sinx
12
∂u(x;y)
∂y
= e−y sinx → (5)
This is the partial differential equation of the first order in the variables x and y .
Taking Laplace transform of equation (5) with respect to y , we get
1
su(x; s) − u(x; 0) = sinx (1+S)
1
u(x; s) = sinx s(1+S) → (6)
Taking inverse Laplace transform of equation (6) with respect to y , we get
u(x; y) = sinx(1 − e−y )
This is the required exact solution of equation (1) . Which can be verify through
the substitution. Which is same the solution obtained by Method of Separation of
variables.
∂2u
= sinxsiny with
initial conditions u(x; 0) = 1 + cosx ; uy (0; y) = −2siny
∂2u
∂x∂y
= sinxsiny → (1)
Solution:
In the above example assume that ux (x; y) and uy (x; y) both are differentiable in
∂2u ∂2u
the domain of function u(x, y) . This implies that ∂x∂y
= ∂y∂x
. Given initial conditions
∂u
force to write the equation (1) in following form and use the substitution ∂y
=U.

∂ ∂u
∂x ∂y
= sinxsiny → (2)
∂U
∂x
= sinxsiny → (3)
13
Taking the Laplace transform of equation (3) with respect to x , we get
−2siny
U (s; y) = s
+ siny[ 1s − s
1+s2
] → (4)
u(x; y) = −2siny + siny[1 − cosx]
∂u(x;y)
∂y
= −2siny + siny [1 − cosx] −→ (5)
Taking Laplace’s transform of equation (5) with respect to y ,we get
1
su(x; s) − u(x; 0) = 1+s2
[−1 − cosx]
h i
1 1
su(x; s) − u(x; 0) = (1 + cosx) s
− s(1+s2 )
[1 + cosx]
h i
1 1
u(x; s) = (1 + cosx) s
− s(1+s2 )
−→ (6)
u(x; y) = (1 + cosx) cosy −→ (7)
the substitution. Which is same the solution obtained by Method of seperation of
variables.
Example 3.1.3. Consider the following partial differential equation with Ru(x, y) 6= 0
∂2u ∂u

∂x
+ ∂x
+ u = 6x2 y with initial conditions u(x; 0) = 1 ; u(0; y) = y uy (0; y) = 0
Solution:

∂u(x;y) ∂u(x;y)
In the above example Ru(x; y) = ∂x
+u(x; y) . Use the substitution ∂y
=
U (x; y) in equation (1) , we get
14
∂2U ∂u

∂x
+ ∂x
+ u = 6x2 y → (2)
Taking Laplace transform of equation (2) with respect to x , we get
12y
sU (s; y) − U (0; y) + su(s; y) − u(0; y) + Lx [u(x; y)] = s3
12y
U (s; y) = −u(s; y) + s4
− 1s Lx [u(x; y)] → (3)
U (x; y) = −u(x; y) + 3yx3 − L−1 1

x [ s Lx [u(x; y)]]
∂u(x;y)
∂x
= −u(x; y) + 2yx3 − L−1 1
x [ s Lx [u(x; y)]] → (4)
su(x; s) − u(x; 0) = 2x3 s12 − Ly [u(x; y) + L−1 1

x [ s Lx [u(x; y)]]]
u(x; s) = 1
s
+ 2x3 s13 − 1s Ly [u(x; y) + L−1 1
x [ s Lx [u(x; y)]]] → (5)
u(x; y) = 1 + x3 y 2 − L−1 1 −1 1
y [ s Ly [u(x; y) + Lx [ s Lx [u(x; y)]]]] → (6)
We can not solve the equation (6) because our goal u(x, y) is appeared in both
sides of equation (6) . Thus the equation (1) we can not solve by using LSM because
of Ru(x, y) 6= 0 .
15
Chapter 4
Main Results
4.1 example results
∂2u
= e(−y) sinx with
initial conditions u(x; 0) = 0 : uy (0; y) = 0.
solution:
∂2u
, h(x; y) = e(−y) sinx and general
linear term Ru(x, y) is zero.
∂2u
∂x∂y
= e(−y) sinx → (1)
equation (1) can be write in the following form

∂ ∂u
∂x ∂y
= e(−y) sinx → (2)
∂u
putting ∂y
= U in equation (2) , we get
16
∂U
∂x
= e(−y) sinx → (3)
sU (s; y) − U (0; y) = e(−y) Lx [sinx]
1
U (s; y) = e(−y) s(1+S 2 ) → (4)

U (x; y) = e(−y) (1 − cos x)
∂u(x;y)
∂y
= e(−y) (1 − cosx) → (5)
1
su(x; s) − u(x; 0) = (1 − cosx) (1+S)
1
u(x; s) = (1 − cosx) s(1+S) → (6)

u(x; y) = (1 − cosx) 1 − e(−y)
the substitution. Which is same the solution obtained by
∂2u
= ey cosx with initial
conditions u(x; 0) = 0 : uy (0; y) = 0 :
solution:
17
∂2u
In the above initial value problem Lu(x; y) = ∂x∂∂y
, h(x; y) = ey cosx and general
∂2u
∂x∂y
= ey cosx → (1)

∂ ∂u
∂x ∂y
= ey cosx → (2)
∂u
putting ∂y
∂U
∂x
= ey cosx → (3)
sU (s; y) − U (0; y) = ey Lx [cosx]
U (s; y) = ey 1s (1+S
s
2) → (4)
U (x; y) = ey sinx
∂u(x;y)
∂y
= ey sinx → (5)
1
su(x; s) − u(x; 0) = sinx (1−S)
1
u(x; s) = sinx s(1−S) → (6)
18
u(x; y) = sinx(1 − ey )
variables.
∂2u
= e(−y) sinx with
initial conditions u(x; 0) = 0 : uy (0; y) = 0 :
solution:
∂2u
, h(x; y) = e(−y) sinx and general
∂2u
∂x∂y
= e(−y) sinx → (1)

∂ ∂u
∂x ∂y
= e(−y) sinx → (2)
∂u
putting ∂y
∂U
∂x
= e(−y) sinx → (3)
sU (s; y) − U (0; y) = e(−y) Lx [sinx]
1
U (s; y) = e(−y) s(1+S 2 ) → (4)
19

U (x; y) = e(−y)) (1 − cos x)
∂u(x;y)
∂y
= e(−y) (1 − cosx) → (5)
1
su(x; s) − u(x; 0) = (1 − cosx) (1+S)
1
u(x; s) = (1 − cosx) s(1+S) → (6)

u(x; y) = (1 − cosx) 1 − e(−y)
variables.
∂2u
= ey sinx with initial
conditions u(x; 0) = 0 : uy (0; y) = 0 :
solution:
∂2u
, h(x; y) = ey sinx and general
∂2u
∂x∂y
= ey sinx → (1)
20

∂ ∂u
∂x ∂y
= ey sinx → (2)
∂u
putting ∂y
∂U
∂x
= ey sinx → (3)
sU (s; y) − U (0; y) = ey Lx [sinx]
1
U (s; y) = ey s(1+S 2 ) → (4)
U (x; y) = ey (1 − cosx)
∂u(x;y)
∂y
= ey (1 − cosx) → (5)
1
su(x; s) − u(x; 0) = (1 − cosx) (1−S)
1
u(x; s) = (1 − cosx) s(1−S) → (6)

u(x; y) = (1 − cosx) 1 − e(y)
variables.
21
∂2u ∂u

∂x∂y
+ ∂x
+ u = 6xy 2 → (1) with initial conditions u(x; 0) = 1 ; u(0; y) = y ;
uy (0; y) = 0 .
solution:

∂u(x;y) ∂u(x;y)
=
∂2U ∂u

∂x
+ ∂x
+ u = 6xy 2 → (2)
6y 2
sU (s; y) − U (0; y)+ su(s;y)-u(0;y)+L x [u(x; y)] = s2
6y 2
U (s; y) = −u(s; y) + s3
− 1s Lx [u(x; y)] → (3)
U (x; y) = −u(x; y) + 3y 2 x2 − L−1 1

x [ s Lx [u(x; y)]]
∂u(x;y)
∂x
= −u(x; y) + 3y 2 x2 − L−1 1
x [ s Lx [u(x; y)]] → (4)
su(x; s) − u(x; 0) = 6x2 s13 − Ly [u(x; y) + L−1 1

x [ s Lx [u(x; y)]]]
u(x; s) = 1
s
+ 6X 2 s14 − Ly [u(x; y) + L−1 1
x [ s Lx [u(x; y)]]] → (5)
u(x; y) = 1 + x2 y 3 − Ly [u(x; y) + L−1 1

x [ s Lx [u(x; y)]]] → (6)
22
of Ru(x, y) 6= 0.
∂2u ∂u

∂x∂y
+ ∂x
+ u = 24x2 y 3 → (1) with initial conditions u(x; 0) = 1 ; u(0; y) = y ;
uy (0; y) = 0 .
solution:

∂u(x;y) ∂u(x;y)
=
∂2U ∂u

∂x
+ ∂x
+ u = 24x2 y 3 → (2)
48y 3
48y 3
U (s; y) = −u(s; y) + s4
− 1s Lx [u(x; y)] → (3)
U (x; y) = −u(x; y) + 8y 3 x3 − L−1 1

x [ s Lx [u(x; y)]]
∂u(x;y)
∂x
= −u(x; y) + 8y 3 x3 − L−1 1
x [ s Lx [u(x; y)]] → (4)
su(x; s) − u(x; 0) = 48x3 s14 − Ly [u(x; y) + L−1 1

x [ s Lx [u(x; y)]]]
u(x; s) = 1
s
+ 48X 3 s15 − Ly [u(x; y) + L−1 1
x [ s Lx [u(x; y)]]] → (5)
23
u(x; y) = 1 + 2x3 y 4 − L−1 1 −1 1
of Ru(x, y) 6= 0 .
∂2u ∂u

∂x∂y
+ ∂x
+ u = 12xy 2 → (1)
with initial conditions u(x; 0) = 1 ; u(0; y) = y ; uy (0; y) = 0 . solution:

∂u(x;y) ∂u(x;y)
=
∂2U ∂u

∂x
+ ∂x
+ u = 12xy 2 → (2)
12y 2
12y 2
U (s; y) = −u(s; y) + s3
− 1s Lx [u(x; y)] → (3)
U (x; y) = −u(x; y) + 6y 2 x2 − L−1 1

x [ s Lx [u(x; y)]]
∂u(x;y)
∂x
= −u(x; y) + 6y 2 x2 − L−1 1
x [ s Lx [u(x; y)]] → (4)
su(x; s) − u(x; 0) = 12x2 s13 − Ly [u(x; y) + L−1 1

x [ s Lx [u(x; y)]]]
u(x; s) = 1
s
+ 122 s14 − Ly [u(x; y) + L−1 1
x [ s Lx [u(x; y)]]] → (5)
24
u(x; y) = 1 + 2x2 y 3 − L−1 1 −1 1

of Ru(x, y) 6= 0 .
25
Chapter 5
References
[1] Joel L. Schifi, The Laplace Transform: Theory and Applications, springer.
[2] William E. Boyce, Richard C. DiPrima, Elementary Differential Equations and
Boundary Value Problems, Seventh Addition, John Wiley and Sons, Inc. (2001)
[3] Wikipedia: Separation of variables (redirect from Method of Separation of vari-
able).
[4] Yehuda Pinchover and Jacob Rubinstein, An Introduction To Partial Differential
Equations, Cambridge University Press (2005).
[5] Richard Jozsa, DAMTP Cambridge, PDEs on Bounded Domains: Separation of
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[8] K.Sankara Rao, Introdution to Partial Differential Equation,2 n dEdition.
27

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METHOD FOR SOLVING PARTIAL

DIFFERENTIAL EQUATIONS INVOLVING

MIXED PARTIAL DERIVATIVES

Sree Saraswathi Thyagaraja College, Pollachi.

1.1 Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

3 LAPLACE SUBSTITUTION METHOD 10

3.1 Laplace substitution method . . . . . . . . . . . . . . . . . . . . . . . . 10

4.1 example results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1.1 Differential Equations

functions. These functions are developed by Differential Equations. The differe-

sign and introduced the method of separation of variables, of reduction of homogeneous

tion of homogeneous linear equation with constant coefficients in 1743 . He extended

these results to non-homogeneous equations in 1751 .

tion of an nth order linear homogenous differential equation is a linear combination of

n independent solutions. In 1774 he gave a complete development of the method of

also known as Laplace’s equation, in connection with gravitational attraction. Indeed,

The Laplace transform is a widely used integral transform in mathematics and

electrical engineering named after Pierre-Simon Laplace that transforms a function

transform expresses a function or signal as a superposition of sinusoids, the Laplace

transform expresses a function, more generally, as a superposition of moments. Given

a simple mathematical or functional description of an input or output to a system, the

Laplace transform provides an alternative functional description that often simplifies

equations and convolution into multiplication.

The Laplace transform is named after mathematician and astronomer Pierre-

These types of integrals seem first to have attracted Laplace’s attention in

akin to a Mellin transform, to transform the whole of a difference equation, in order

solutions that diffused indefinitely in space.

the remaining variables as constant.

In this section we have discussed basic definitions of the differential equations.

Definition 2.1.1. A equation which involves independent variable, dependent variable

and their derivatives is called differential equation.

which on substitutions in the differential equation satisfies given differential equation

is called Solution of Differential Equation.

by the following integral over 0 to ∞ :

The resulting expression is a function of s, which we write as F (s) . In words we say

”The Laplace Transform of f (t) equals function F of s ”.

Similarly, the Laplace transform of a function g(t) would be written:

L−1 G(s) = g(t)

Some Properties of the Inverse Laplace Transform

Property 1 : Linearity Property

If L−1 [aG1(s) + bG2(s)] = a g1(t) + b g2(t)

If G(s) = g(t) , then L−1 G(s − a) = e(at)g(t) .

If L−1 G(s) = g(t) , then L−1 e(−as)G(s) = u(t − a).g(t − a) .

The equation is called linear homogeneous differential equation if f (x) = 0

If f (x) 6= 0 then it is called non-homogeneous differential equation.

3.1 Laplace substitution method

conditions is given below.

Lu(x; y) + Ru(x; y) = h(x; u) → (1)

u(x; 0) = f (x); uy (0; y) = g(y) → (2)

source term. We can write equation (1) in following form.

Taking Laplace transform of equation (4) with respect to x ,we get

sU (s; y) − U (0; y) = Lx [h(x; y) − Ru(x; y)]

U (s; y) = 1s U (0; y) + 1s Lx [h(x; y) − Ru(x; y)]

U (s; y) = 1s uy (0; y) + 1s Lx [h(x; y) − Ru(x; y)]

U (s; y) = 1s g(y) + 1s Lx [h(x; y) − Ru(x; y)] → (5)

U (x; y) = g(y) + L−1 1

resubstitute the value of U (x, y) in equation (6) we get

the Laplace transform of equation (7) with respecct to y ,we get

su(x; s) = f (x) + Ly [g(y) + L−1 1

u(x; s) = 1s f (x) + 1s Ly [g(y) + L−1 1

conditions u(x; 0) = 0 : uy (0; y) = 0.