SOLUTION OF DIFFERENTIAL EQUATION

BY LAPLACE TRANSFORM

LECTURE 9#
 INTRODUCTION

Laplace transform is used to solve differential

equations in many engineering subjects. The
advantages of Laplace transform method:
1. Solving non‐homogenous DE does not require first
solving homogenous DE.
2. Initial values are automatically taken care of.
3. Complicated
p right
g side of DE, r(t),
( ) can be handled
very efficiently.
 LAPLACE TRANSFORM OF DERITAVES

Suppose
pp ff(t) has a derivative ff’(t) that is
continuous for all t≥0, then:

l{ f '} = sl{ f }− f (0)

Using definition and integration by parts:

∞ ∞
l{ f '} = ∫ e − st f ' (t )dt = e − st f (t ) + s ∫ e − st f (t )dt
∞

0
0 0

= − f (0) + sl{ f }
= sl{ f } − f (0)
LAPLACE TRANSFORM OF DERITAVES
Similarly,

l{ f ' '} = sl{ f '}− f ' (0)

l{ f ' '} = s[sl{ f }− f (0)] − f ' (0)
l{ f ' '} = s l{ f }− sf (0) − f ' (0)
2

M
M
l f { }= s l{ f }− s
( n) n n−1
f (0) − s n −2
f ' (0) − ... − f ( n−1)
(0)
Solution of DE by Laplace Transform
Laplace transforms is a powerful tool to solve initial
and boundary value problem in differential
equations (DE).
We begin with an initial value problem (IVP).

y ' '+ ay '+by = r (t ) with y ( 0) = k 0

y ' (0) = k1
where r(t) is input (driving force) applied to the
system and y(t) is output (response of the system).
 Solution of DE by Laplace Transform
In the solution of DE using Laplace Transform,
Transform there are
following steps:
1.Apply Laplace transform of derivatives.
l{ f '} = sF ( s ) − f (0)
l{ f ' '} = s 2 F ( s ) − sf (0) − f ' (0)
{ }
l f ( n ) = s n F ( s ) − s n −1 f (0) − s n − 2 f ' (0) − ... − f ( n −1) (0)
For the DE above: Laplace
y ' '+ ay '+by = r (t )
[ s 2Y ( s ) − syy (0) − y ' (0)] + a[ sY ( s ) − y (0)] + bY ( s ) = R ( s )
This is called subsidiary equation.
 Solution of DE by Laplace Transform
[ s 2Y ( s ) − sk0 − k1 ] + a[ sY ( s ) − k0 ] + bY ( s ) = R( s )
[ s 2 + as + b]Y ( s ) = ( s + a)k0 + k1 + R( s )
( s + a )k0 + k1 + R ( s )
Y (s) = = term1 + term2 + ...
s + as + b
2

2. We solve the subsidiaryy equation

q algebraically
g y for Y(s)
( )
3. We manipulate the subsidiary equation into a sum of terms
whose inverse are found from Table.
Table This is done by partial
fractions expansion.
4 Then from Table we can find the solution y(t)=ℓ-11{Y(s)}
4.
from term by term.
Solution of DE by Laplace Transform

Unit impulse, δ(t)

Unit step, 1

Unit ramp, t
Solution of DE by Laplace Transform

Example:
Solve these initial value problems!
1. y ' '− y = t with y ( 0) = 1
y ' ( 0) = 1
−t
2 y ' '+2 y '+ y = e
2. with y (0) = −1
y ' (0) = 1

3. y ' '−3 y '+2 y = e −4t with y (0) = 1

y ' (0) = 5
 Partial Fractions
In solving DE from its Laplace transform Y(s), we need to
manipulate
i l t Y(s)
Y( ) by
b partial
ti l ffraction
ti so th
thatt its
it tterms can bbe ffoundd
in Table to get the inverse Laplace Transform.

There are basically three cases of partial fractions by looking at

denominator of Y(s):
1. Denominator has distinct real roots (can be factorized).
2. Denominator has repeated real roots.
3. Denominator contains imaginary roots.
 Partial Fractions
Case 1: distinct real roots in denominator
f (s) A B C
Y (s) = = + +
( s + a )( s + b)( s + c) s + a s + b s + c
We have done for this case in the example 3 previously.

Case 2: repeated real roots in denominator

f (s) A B C N
Y (s) = = + + + ... +
( s + a) n
( s + a) ( s + a) ( s + a)
2 3
( s + a) n
Partial Fractions
Case 3: there are imaginary roots in denominator
f (s) As + B C
Y (s) = = 2 +
(as + bs + c)( s + d ) as + bs + c s + d
2

Example: (case 2 and case 3)

Solve IVP!
4. y' '−3 y'+2 y = 4t with y(0) = 1 & y' (0) = −1
5 y' '−6 y'+9 y = 1
5. with y(0) = 2 & y' (0) = 17
6. y ' '+2 y '+5 y = 0 with y (0) = 2 & y ' (0) = −4
7. y '+3 y = 13 sin 2t with y (0) = 6
 Exercise:

Solve these Initial Value Problems!

1. &y& − 5 y& − 6 y = 14e − t with y (0) = 3 & y& (0) = 8
2. &y& + 4 y& + 6 y = 1 + e −t with y (0) = 0 & y& (0) = 0
3. &y& + 16 y = cos 4t with y (0) = 0 & y& (0) = 1