Module 4 – Solution of Initial Value Problem

by Laplace Transform
Dr. T. Phaneendra

February 11, 2019

1 Solution of Initial Value Problem by Laplace Transform

Suppose we wish to solve the initial value problem:

2
a0 ddt2x + a1 dx
dt + a2 x = Q(t), (1.1)
x(0) = x0 , x0 (0) = x1 . (1.2)

The method of Laplace transform is particularly useful, when the right

hand side Q(t) is a piecewise continuous function.

Step 1. Employ the Laplace transform to (1.1)

Step 2. Use the following formulae:

L dx

dt = sX(s) − x(0),
n 2 o
L ddt2x = s2 X(s) − sx(0) − x0 (0),

and the initial conditions (1.2), where X(s) = L {x(t)}

Step 3. Then (1.1) reduces to an algebraic equation in terms of the trans-

form X(s)

Step 4. Simplify this for X(s)

Step 5. Then apply the inverse Laplace transform both sides, to get the par-
ticular solution L −1 {X(s)} = x(t)

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ADDE (MAT2002) Module 4

2 Problems involving Heaviside

Example 2.1. A mass of 32 pounds is attached to a free end of a long, light

spring, that is stretched 1 foot by a force of 4 pound. The mass is initially
at rest in its equilibrium position. Initially, an external force F (t) = cos 2t
is applied to the mass, which is turned off abruptly at t = 2π, but the mass
is allowed to continue its motion unimpeded. Find the resulting position
function x(t) of the mass.
Solution. The graph of F (t), in terms of Ha (t) as

cos 2t, 0 ≤ t < 2π
F (t) =
0, t ≥ 2π
= [1 − H2π (t)] cos 2t = cos 2t − H2π (t) cos 2(t − 2π),

since cos 2t is periodic with period 2π, and cos(−θ) = cos(θ). We see that
m = weight/g = 1 slug, and the spring constant is k = 4/1 = 4 pounds per
foot. As there is no damping force, the equation of motion of the mass is

d2 x d2 x
m + kx = F (t) or + 4x = [1 − H2π (t)] cos 2t. (2.1)
dt2 dt2

The initial conditions are

x(0) = 0 and x0 (0) = 0. (2.2)

First, we apply the Laplace transform to (2.1) so that

d2 x
 
L + 4L {x} = L {[1 − H2π (t)] cos 2t} . (2.3)
dt2

Note that

d2 x
 
L = s2 X(s) − sx(0) − x0 (0) = s2 X(s), (2.4)
dt2

since x(0) = x0 (0) = 0, where X(s) = L {x(t)}. Also, we know that

s
L {cos 2t} = , (2.5)
s2 +4

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ADDE (MAT2002) Module 4

and by the second shifting property,

se−2πs
L {H2π (t) cos 2(t − 2π)} = e−2πs L {cos 2t} = ·
s2 + 4

Therefore,

s se−2πs
L {f (t)} = L {cos 2t − H2π (t) cos 2(t − 2π)} = − · (2.6)
s2 + 4 s2 + 4

Substituting (2.4), (2.5) and (2.6) in (2.3), we obtain

s se−2πs s se−2πs
(s2 + 4)X(s) = − or X(s) = − · (2.7)
s2 + 4 s2 + 4 (s2 + 4)2 (s2 + 4)2

But by the multiplication by t property of Laplace transform, we know that

 
d d 2 4s
L {t sin 2t} = − [L {sin 2t}] = − 2
= 2
ds ds s + 4 (s + 4)2

so that
 
−1 s t sin 2t
L = · (2.8)
(s2 + 4)2 4

Also, by the second shifting property,

se−2πs
 
−1 H2π (t)(t − 2π) sin 2(t − 2π)
L =
(s2 + 4)2 4
H2π (t)(t − 2π) sin 2t
=− , (2.9)
4

since sin(θ − 2π) = − sin θ. Now, employing the inverse Laplace transform
to (2.7), and then using (2.8) and (2.9),

1  t sin 2t , 0 ≤ t < 2π
4
x(t) = [t + H2π (t)(t − 2π) sin 2t] =
4  π sin 2t , t ≥ 2π.
2

Thus the mass oscillates with circular frequency ω = 2 and with linearly
increasing amplitude until the force is removed at t = 2π.

Thereafter, the mass continues to oscillate with the same frequency but
with constant amplitude π/2

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ADDE (MAT2002) Module 4

Exercise 2.1 Solve the initial value problem:

d2 x dx
m 2
+c + kx = f (t), (2.10)
dt dt

x(0) = x0 , x0 (0) = x1 , (2.11)

where

(a) m = 1, c = 0, k = 4; f (t) = 1 if 0 ≤ t < π, f (t) = 0 if t ≥ π,

x(0) = x0 (0) = 0

(b) m = 1, c = 0, k = 1; f (t) = 0 if 0 ≤ t < π, f (t) = 3 cos t if t ≥ π,

x(0) = x0 (0) = 0

(c) m = 1, c = 5, k = 4; f (t) = 1 if 0 ≤ t < 2, f (t) = 0 if t ≥ 2,

x(0) = x0 (0) = 0

(d) m = 1, c = 0, k = 9; f (t) = sin t if 0 ≤ t < 2π, f (t) = 0 if t ≥ 2π,

x(0) = x0 (0) = 0

(e) m = 1, c = 0, k = 1; f (t) = t if 0 ≤ t < 1, f (t) = 0 if t ≥ 1,

x(0) = x0 (0) = 0

(f) m = 1, c = 0, k = 4; f (t) is a square-wave function with amplitude 4

and period 2π, x(0) = x0 (0) = 0

(g) m = 1, c = 2, k = 10; f (t) is a square-wave function with amplitude

10 and period 2π, x(0) = x0 (0) = 0

3 RLC-Series Circuits

An initial value problem, related to the flow of current i(t) in an RLC-series

circuit under an external emf E(t), is of the form:
Z t
di 1
L + Ri + i(u)du = E(t), q 0 (0) = i(0) = i0 . (3.1)
dt C u=0

(3.1) is an integro-differential equation of an RLC-circuit; it involves both

the integral and the derivative of the unknown function i(t). The Laplace
transform method works well with such an equation.

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ADDE (MAT2002) Module 4

Example 3.1. Solve the initial value problem (3.1) with R = 110 ohm, L = 1
henry, C = 0.001 farad, E(t) = 90 if 0 ≤ t < 1, E(t) = 0 if t ≥ 1, i(0) = 0
Solution. With these values, (3.1) becomes
Z t
di
+ 110i + 100 i(u)du = 90[1 − H(t − 1)], and i(0) = 0. (3.2)
dt u=0

Applying the Laplace transform to (3.2), and using initial conditions,

  Z t 
di
L + 110I(s) + 100L i(u)du = L {90[1 − H(t − 1)]}
dt u=0

I 1 e−s


or sI − i(0) + 110I + 1000 s = s − s so that

90(1−e−s )
 
I = I(s) = s2 +110s+1000
= 1
s+10 − 1
s+100 − e−s 1
s+10 − 1
s+100 ·

Applying the inverse transform, and using the second shifting property,
h i
i(t) = e−10t − e−100t − H(t − 1) e−10(t−1) − e−100(t−1) · (3.3)

Exercise 3.1 Solve the following initial value problem (3.1):

(a) R = 100 ohm, L = 0 henry, C = 0.001 farad, E(t) = 100 if 0 ≤ t < 1,

E(t) = 0 if t ≥ 1, i(0) = 0

(b) R = 0 ohm, L = 1 henry, C = 0.0001 farad, E(t) = 100 if 0 ≤ t < 2π,

E(t) = 0 if t ≥ 2π, i(0) = 0

(c) R = 0 ohm, L = 1 henry, C = 0.0001 farad, E(t) = 100 sin 10t if

0 ≤ t < π, E(t) = 0 if t ≥ π, i(0) = 0

4 Problems involving Dirac Delta

Suppose that the mass is struck with a hammer, providing an impulse p, at

the instance t = a. The motion of the mass is modeled by the equation

d2 x dx
m 2
+c + kx = pδa (t). (4.1)
dt dt

Example 4.1. A mass m = 1 is attached to a spring with constant k = 4;

there is no dashpot. The mass is released from rest with x(0) = 3. At the

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ADDE (MAT2002) Module 4

instant t = 2π the mass is struck with a hammer, providing an impulse

p = 8. Determine the motion of the mass.
Solution. Since there is no damping, according to the problem, the model
differential equation is

d2 x
+ 4x = 8δ2π (t), x(0) = 3, x0 (0) = 0. (4.2)
dt2

Applying the Laplace transform, we get

d2 x
 
L + 4L {x} = 8L {δ2π (t)} or [s2 X − sx(0) − x0 (0)] + 4X = 8e−2πs
dt2

Using the initial conditions, this gives

s 8e−2πs
(s2 + 4)X − 3s = 8e−2πs or X(s) = − 2 · (4.3)
s2 +4 s +4

We know that
 
−1 s
L = cos 2t
s2 + 4
 −2πs 
−1 e
L = 12 H(t − 2π) sin 2(t − 2π).
s2 + 4

Therefore, applying the inverse transform to (4.3), and then using these, we
obtain

x(t) = cos 2t − 4H(t − 2π) sin 2(t − 2π),

which describes the motion of the mass.

Exercise 4.1 Solve the following initial value problems (4.1):

(a) m = 1, c = 0, k = 4; f (t) = δ0 (t) − δπ (t), x(0) = x0 (0) = 0

(b) m = 1, c = 4, k = 4; f (t) = 1 + δ2 (t), x(0) = x0 (0) = 0

(c) m = 1, c = 2, k = 1; f (t) = t + δ0 (t), x(0) = 0, x0 (0) = 1

(d) m = 1, c = 2, k = 2; f (t) = 2δ0 (t), x(0) = x0 (0) = 0

(e) m = 1, c = 0, k = 9; f (t) = δ3π (t) + cos 3t, x(0) = x0 (0) = 0

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ADDE (MAT2002) Module 4

Consider a force f (t) that acts only during a very short time interval a ≤
t ≤ b, with f (t) = 0 outside this interval. Then its impulse over the interval
[a, b] is given by
Z b
p= f (t)dt. (4.4)
a

The relation between Heaviside unit Step function Ha (t) = H(t − a) and
the Dirac Delta function δa (t) is as follows:

d
[Ha (t)] = δa (t), a ≥ 0. (4.5)
dt

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