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11 Solving Linear IVPs by Laplace Transforms
11 Solving Linear IVPs by Laplace Transforms
LINEAR IVPs
using Laplace Transforms
IVP: Find y(t) that
satisfies the DE (linear
w/ constant coefficients)
and initial conditions
Algebraic equation
Apply with unknown Y(s) Y(s) Apply inverse
Solve for Y(s) y(t)
Laplace transform Laplace transform
Laplace Transform: named in honor of Pierre-Simon Marquis de Laplace
∞ −𝑠𝑠𝑠𝑠
L 𝑓𝑓 𝑡𝑡 = ∫0 e 𝑓𝑓 𝑡𝑡 d𝑡𝑡 𝑡𝑡 ≥ 0
L 𝑓𝑓 𝑡𝑡 = 𝐹𝐹(𝑠𝑠)
𝑓𝑓 𝑡𝑡 𝐹𝐹 𝑠𝑠
1 1
𝑆𝑆
𝑡𝑡 𝑛𝑛 𝑛𝑛!
𝑠𝑠 𝑛𝑛+1
e𝑎𝑎𝑎𝑎 1
𝑠𝑠 − 𝑎𝑎
Transforms of Some sin 𝑘𝑘𝑘𝑘 𝑘𝑘
𝑠𝑠 2 + 𝑘𝑘 2
Basic Functions 𝑐𝑐𝑐𝑐𝑐𝑐 𝑘𝑘𝑘𝑘 𝑠𝑠
𝑠𝑠 2 + 𝑘𝑘 2
sinℎ 𝑘𝑘𝑘𝑘 𝑘𝑘
𝑠𝑠 2 − 𝑘𝑘 2
𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑘𝑘𝑘𝑘 𝑠𝑠
𝑠𝑠 2 − 𝑘𝑘 2
lim 𝐹𝐹 s = 0
𝑠𝑠→∞
First Translation Theorem
a Derivative
IVP: Find y(t) that
satisfies the DE (linear
w/ constant coefficients)
and initial conditions
Algebraic equation
Apply with unknown Y(s) Y(s) Apply inverse
Solve for Y(s) y(t)
Laplace transform Laplace transform
e.g. Use Laplace transform to solve the initial-value problem
d𝑦𝑦
+ 3𝑦𝑦 = 13 sin 2𝑡𝑡, 𝑦𝑦 0 = 6
d𝑡𝑡
e.g. Solve 𝑦𝑦 ′′ − 3𝑦𝑦𝑦 + 2𝑦𝑦 = 𝑒𝑒 −4𝑡𝑡 , 𝑦𝑦 0 = 1, 𝑦𝑦 ′ 0 = 5.
e.g. Solve 𝑦𝑦 ′′ − 6𝑦𝑦𝑦 + 9𝑦𝑦 = 𝑡𝑡 2 𝑒𝑒 3𝑡𝑡 , 𝑦𝑦 0 = 2, 𝑦𝑦 ′ 0 = 17.
e.g. Solve 𝑦𝑦 ′′ + 4𝑦𝑦𝑦 + 6𝑦𝑦 = 1 + 𝑒𝑒 −𝑡𝑡 , 𝑦𝑦 0 = 0, 𝑦𝑦 ′ 0 = 0.
e.g. Solve the following initial-value problem
𝑥𝑥1 ′′ + 10𝑥𝑥1 − 4𝑥𝑥2 = 0
𝑥𝑥2′′ + 4𝑥𝑥2 − 4𝑥𝑥1 = 0
𝑥𝑥1 0 = 0, 𝑥𝑥1 ′ 0 = 1
𝑥𝑥2 0 = 0, 𝑥𝑥2 ′ 0 = −1
Recommended Exercises