Transforms of Derivatives

Initial Value Problems

CALENG 3
Dr. Susan A. Roces

Department of Chemical Engineering

2T, AY 2022 - 2023

1
 Transforms of Derivatives
n
The laplace transform of the derivative F (t ) can
be expressed in terms of L { F (t ) } by successive
integration by parts.
∞ −st
L { F (t ) } = ∫ 0
e F(t)dt = f (s )
∞ −st
L { F ' (t ) } = ∫ 0
e F '(t)dt

By parts: u = e dv =
−st F ' (t ) dt
−st dF (t )
du = e (−sdt ) ∫ dv = ∫ dt
dt
v = F (t ) 2
 ∞ 3
−st
F(t)⎤⎦ +s
∞
L { F ' (t ) } = e 0 ∫ e −st
F(t) dt
0

[
L { F ' (t ) }= e
− s (α )
F (α ) − e − s (0)
]
F (0) + s L{F (t )}
L { F ' (t ) } = 0 − F (0) + s f (s )
L { F ' (t ) } = s f ( s) − F (0)
2
L { F ' ' (t ) } = s f ( s) − s F (0) − F ' (0)
3 2
L { F ' ' ' (t ) } = s f (s) − s F (0) − s F ' (0) − F ' ' (0)
•

•
n n n −1 n−2 n −1
L{ F (t ) }= s f (s) − s F (0) − s F ' (0) − .... − F (0)
Initial Value Problems with initial
boundary conditions:
2t
1. x' ' (t ) − 4 x' (t ) + 4 x(t ) = 4e
when : x(0) = −1, x' (0) = −4
2t
L {x' ' (t )} − 4L {x' (t )} + 4L {x(t )} = 4L {e }
2
[ s x( s) − s x(0) − x' (0)] − 4 [ s x( s) − x(0)]
4
+ 4 x( s ) =
s−2

4
 2
s x( s) − s (−1) − (−4) − 4 s x( s) + 4 (−1)
4
+ 4x(s) =
s−2
2 4
s x( s) + s + 4 − 4sx( s) − 4 + 4 x( s) =
s−2
2 4
[ s − 4s + 4] x( s) = −s
s−2
4 s
x( s ) = 2
− 2
( s − 2)(s − 2) ( s − 2)
5
 −1
but: x(t ) = L {x( s)}

−1 ⎧ 1 ⎫ −1 ⎧ s − 2 + 2 ⎫
x(t ) = 4 L ⎨ 3⎬
−L ⎨ 2 ⎬
⎩ ( s − 2) ⎭ ⎩ (s − 2) ⎭
2t −1 ⎧ 1 ⎫
x(t ) = 4e L ⎨ 3 ⎬
⎩s ⎭
−1 ⎧ ( s − 2) ⎫ −1 ⎧ 1 ⎫
−L ⎨ 2⎬
−2L ⎨ 2⎬
⎩ ( s − 2) ⎭ ⎩ ( s − 2) ⎭
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 2t ⎧1⎫
−1
x(t ) = 4e L ⎨ 3 ⎬
⎩s ⎭
−1 ⎧ 1 ⎫ −1 ⎧ 1 ⎫
−L ⎨ ⎬−2L ⎨ 2⎬
⎩s − 2⎭ ⎩ ( s − 2) ⎭
2t ⎧1 (2)⎫
−1 2t ⎧1⎫
x(t ) = 4e L ⎨ 3 ⎬ − e 2t −1
− 2e L ⎨ 2 ⎬
2 ⎩s ⎭ ⎩s ⎭
n=2 n =1
2t 2 − e2t 2t
x(t ) = 2e t − 2e t
2t 2
x(t ) = e (2t − 2t − 1)
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 3 2x
2. y' ' ( x) − 4 y' ( x) + 4 y( x) = 12 x e
when : y (0) = y ' (0) = 0
3 2x
L { y' ' ( x)} − 4L { y' ( x)} + 4L { y( x)} = 12 L {x e }
2
[s y(s) − s y(0) − y' (0)]− 4 [ s y ( s) − y (0)]
12 [1 • 2 • 3]
+ 4 y( s) = 4
( s − 2)
2
72
s y(s) − 0 − 0 − 4sy(s) − 0 + 4 y(s) = 4
( s − 2)
8
 2 72
[ s − 4s + 4] y ( s) = 4
( s − 2)
72 72
y( s) = 4 2
= 6
( s − 2) ( s − 2) ( s − 2)
⎧1 [1 • 2 • 3 • 4 • 5] ⎫
−1
y ( x) = 72 L ⎨ 6 ⎬ n = 5
120 ⎩ ( s − 2) ⎭
72 2 x −1 ⎧120 ⎫ 3 5 2 x
y(x) = e L ⎨ 6 ⎬= x e
120 ⎩ s ⎭ 5
9
 x
3. y' ' ( x) + 9 y( x) = 40 e
when : y (0) = 5, y ' (0) = −2
x
L{ y' ' ( x)} + 9L{ y( x)} = 40 L{e }
2 40
[s y(s) − s y(0) − y' (0)] + 9 y ( s) =
s −1
2 40
s y ( s) − s (5) − (−2) + 9 y ( s) =
s −1
2 40
[ s + 9] y( s) = + 5s − 2
s −1
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 40 5s 2
y( s) = 2
+ 2 − 2
( s − 1)(s + 9) s + 9 s + 9

[ 40
2
=
A
( s − 1)(s + 9) s − 1
+ B ( 2
2
s +9
s ) + C
]
(s − 1)(s 2 + 9)

2
40 = A(s + 9) + B(2s)(s − 1) + C (s − 1)
2 2
40 = A(s + 9) + B(2s − 2s) + C (s − 1)
if s = 1 : 40 = A(1 + 9) + B(0) + C (0)
40 = A(10) A=4
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coeff of s 2 : 0 = A + 2B
A 4
B = − = − = −2
2 2
coeff of s : 0 = −2 B + C
C = 2 B = 2(−2) = −4
⎧ 4 ⎫
−1 −1 ⎧ s ⎫ −1 ⎧ 1 ⎫
y (x) =L ⎨ ⎬ − 4 L ⎨ 2 ⎬ − 4L ⎨ 2 ⎬
⎩ s − 1⎭ ⎩s + 9⎭ ⎩s + 9⎭
−1 ⎧ s ⎫ −1 ⎧ 1 ⎫
+ 5L ⎨ 2 ⎬ − 2L ⎨ 2 ⎬
⎩s + 9⎭ ⎩s + 9⎭
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 −1 ⎧ 4 ⎫ −1 ⎧ s ⎫ −1 ⎧ 1(3)⎫
y ( x) = L ⎨ ⎬ + L ⎨ 2 ⎬ − 6L ⎨ 2 ⎬
⎩ s − 1⎭ ⎩s + 9⎭ 3 ⎩s + 9⎭

x + cos 3 x − 2 sin 3 x
y( x) = 4e

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 Assignment 16: Initial Value Problems
Use Laplace Transform to solve the given initial
value problem:
1. y'(t) − y(t) = 1, y(0) = 0
t
Ans. y(t) = e −1
4t
2. y'(t) + 6 y(t) = e , y(0) = 2
1 4t 19 −6t
Ans. y(t) = e + e
10 10
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3. y''(t) + 5y'(t) + 4y(t) = 0, y(0) = 1, y'(0) = 0
4 −t 1 −4t
Ans. y(t) = e − e
3 3
4. y''+ y = 2 sin 2 t, y(0) = 10, y'(0) = 0
Ans. y = 10 cost + 2sin t − 2 sin 2 t
−t
5. 2y'''+ 3y''− 3y'− 2y = e ,
y(0) = y'(0) = 0, y''(0) = 1
8 −t/2 1 −2t 5 t 1 −t
Ans. y = − e + e + e + e
9 9 18 2
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