Application of Laplace Transforms To ODE

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UNIVERSITY OF NUEVA CACERES COLLEGE OF ENGINEERING AND ARCHITECTURE

Week 16-18: Application of Laplace Transforms to ODE

I. Introduction

A useful aspect of the Laplace transform is that it changes differentiation with respect to
t into multiplication by s. When applied to a differential equation, it changes derivatives into
algebraic expressions in terms of s and the transform of the dependent variable itself.

It can therefore transform a differential equation into an algebraic equation.

II. Objectives
At the end of the week, you should be able to:

1. Apply Laplace Transform Method in solving Ordinary Differential Equations

III. Solution Steps


Solution Steps in Solving Ordinary DE using Laplace Transform Method:

1. Take the Laplace transform of all terms in the equation with respect to the independent
Variable, using the Table of Transforms.
2. Apply the initial conditions given.
3. Simplify the resulting equation.
4. Solve for L{ y } equation. Note: y = f(t); and L{ y } = F(s)
5. Take the Inverse Transform.
6. Write down the final answer in terms of the original variables given. Note: The Inverse
transform is the solution to the given differential equation.

The procedure works whether or not the differential equation is homogeneous or non-
homogeneous.

IV. Solution of Initial value Problems


Example 16.1__________________________________________________________________________

Solve the given DE using Laplace transform:

y” - 6y’ + 5y = 0 when y(0) = 1, y’(0) = -3

Solution:

L{ y” } - 6L{ y’ } + 5L{ y } = L{ 0 } applying step1; and linearity property

DIFFERENTIAL EQUATIONS/V:1.0- GINA E. DIOCOS 69


UNIVERSITY OF NUEVA CACERES COLLEGE OF ENGINEERING AND ARCHITECTURE

[s2 L{ y } – sy(0) – y’(0)] -6[ sL{ y } – y(0)] +5 L{ y } = 0 applying Laplace of derivatives

[s2L{ y } – s(1) – (-3)] - 6 [ sL{ y } – 1] +5 L{ y } = 0 apply conditions given

( s2 – 6s + 5 ) L{ y } = s – 9 simplifying

L{ y } = s- 9 solving for L{ y }
2
s -6s +5

L-1 [L{ y }] = L-1 s - 9 solving for Inverse transform


s2 -6s +5

s- 9 = A + B use partial fractions to simplify


s2 -6s +5 s-1 s-5

s2 – 9 = A(s-5) + B(s-1) solving A and B

if s = 1 A=2

s=5 B = -1

L-1 [L{ y }] = y = L-1 { 2/s-1} + L-1 { -1/s-5} substituting values of A and B

y = 2 L-1 { 1/s-1} - L-1 { 1/s-5} using formula no. 5 from table


a= 1 a= 5
y = 2 ex - e5x

Answer: y = 2 ex - e5x

Example 16.2__________________________________________________________________________

Solve the following DE using Laplace transform method:

y” - 3y’ + 2y = e3x when y(0) = 1, y’(0)

Solution:

L{ y” } - 3L{ y’ } + 3L{ y } = L{ e3x } applying step 1

[s2L{ y } – sy(0) – y’(0)] -3[sL{ y } – y(0)] +5L{ y } = 1/s-3 apply Laplace of derivatives
and formula no.5

( s2 – 3s + 2) L{ y } = s – 3 + [1/s-3] using the conditions given


simplifying
( s2 – 3s + 2) L{ y } = (s – 3)2 + 1
s–3
L{ y } = s2 – 6s + 10 solving for L{ y } equation
(s2-3s +2)(s-3)

L{ y } = s2 – 6s + 10 solving for L{ y } equation


(s-1)(s-2)(s-3)

DIFFERENTIAL EQUATIONS/V:1.0- GINA E. DIOCOS 70


UNIVERSITY OF NUEVA CACERES COLLEGE OF ENGINEERING AND ARCHITECTURE

L{ y } = (5/2)[1/s-1] -2 [1/s-2] + ½[1/s-3] by partial fractions

L-1 [L{ y }] = y =5/2L-1{1/s-1} - 2 L-1{1/s-2} + ½ L-1{1/s-3} Inverse transforms


a= 1 a=2 a=3 using formula no.5

y = 5/2 ex - 2 e2x + ½ e3x

Answer:

y = 5/2 ex - 2 e2x + ½ e3x

DIFFERENTIAL EQUATIONS/V:1.0- GINA E. DIOCOS 71

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