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DIFFERENTIAL EQUATIONS AND SERIES


(MI1046)

TUAN ANH DAO

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Chapter 3: LAPLACE TRANSFORM

1 LAPLACE TRANSFORM AND INVERSE LAPLACE TRANSFORM

2 LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS

3 DERIVATIVES AND INTEGRALS OF LAPLACE TRANSFORM

4 SHIFTING PROPERTIES AND CONVOLUTION

5 APPLICATIONS TO SOLVE ODEs

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Chapter 3: LAPLACE TRANSFORM

Lesson 1: LAPLACE TRANSFORM


AND INVERSE LAPLACE TRANSFORM

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 1: Laplace transform and Inverse Laplace transform


I. Laplace transform
1. Definition: Laplace transform of f ptq is denoted by L tf ptqu and is
defined by ż 8
F psq :“ L tf ptqupsq “ e ´st f ptqdt,
0
where s, f ptq P R.
Examples:
aq f ptq “ 1 bq f ptq “ e at , a P R cq f ptq “ t a , a ą ´1
dq f ptq “ t n eq f ptq “ cos kt f q f ptq “ sin kt.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 1: Laplace transform and Inverse Laplace transform


I. Laplace transform
1. Definition: Laplace transform of f ptq is denoted by L tf ptqu and is
defined by ż 8
F psq :“ L tf ptqupsq “ e ´st f ptqdt,
0
where s, f ptq P R.
Examples:
aq f ptq “ 1 bq f ptq “ e at , a P R cq f ptq “ t a , a ą ´1
dq f ptq “ t n eq f ptq “ cos kt f q f ptq “ sin kt.
2. Linear property: Let f ptq and g ptq. If there exist L tf ptqu and
L tg ptqu, then for any α, β P R it holds
L tαf ptq ` βg ptqupsq “ αL tf ptqupsq ` βL tg ptqupsq.
Examples: aq L t3t 2 ` 4t 3 u bq L t3e 2t ` 2 sin2 3tu
cq L tcosh ktu dq L tsinh ktu

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 1: Laplace transform and Inverse Laplace transform


I. Laplace transform
1. Definition: Laplace transform of f ptq is denoted by L tf ptqu and is
defined by ż 8
F psq :“ L tf ptqupsq “ e ´st f ptqdt,
0
where s, f ptq P R.
Examples:
aq f ptq “ 1 bq f ptq “ e at , a P R cq f ptq “ t a , a ą ´1
dq f ptq “ t n eq f ptq “ cos kt f q f ptq “ sin kt.
2. Linear property: Let f ptq and g ptq. If there exist L tf ptqu and
L tg ptqu, then for any α, β P R it holds
L tαf ptq ` βg ptqupsq “ αL tf ptqupsq ` βL tg ptqupsq.
Examples: aq L t3t 2 ` 4t 3 u bq L t3e 2t ` 2 sin2 3tu
cq L tcosh ktu dq L tsinh ktu
Remarks: Two hyperbolic functions are given by
e x ` e ´x e x ´ e ´x
cosh x “ and sinh x “ .
2 2
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 1: Laplace transform and Inverse Laplace transform


3. Tables of Laplace transform
f ptq F psq s
1
1 są0
s
n!
t n (n P N) są0
s n`1
Γpa ` 1q
t a (a P R, a ą ´1) są0
s a`1
1
e at sąa
s ´a
s
cos kt są0
s2 ` k2
k
sin kt są0
s ` k2
2
s
cosh kt s ą |k|
s2 ´ k2
k
sinh kt s ą |k|
s2 ´ k2
ş8 ´x α´1 ?
where Γpαq “ 0 e x dx having Γpα ` 1q “ αΓpαq, Γp 12 q “ π.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 1: Laplace transform and Inverse Laplace transform


3. Existence of Laplace transform
‚ Defintion: A function f ptq is called to be exponentially bounded
on r0, 8q if there exist nonnegative constants M and α such that
|f ptq| ď Me αt for any t ě 0.
‚ Theorem 1: If a function f ptq is satisfied the following conditions:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
then there exists L tf ptqupsq for s ą α, where α is defined as the
above defintion.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 1: Laplace transform and Inverse Laplace transform


3. Existence of Laplace transform
‚ Defintion: A function f ptq is called to be exponentially bounded
on r0, 8q if there exist nonnegative constants M and α such that
|f ptq| ď Me αt for any t ě 0.
‚ Theorem 1: If a function f ptq is satisfied the following conditions:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
then there exists L tf ptqupsq for s ą α, where α is defined as the
above defintion.
II. Inverse Laplace transform
1. Definition: If F psq “ L tf ptqupsq, then we call that f ptq is the
inverse Laplace transform of F psq and we write
f ptq “ L ´1 tF psqu.
!6) ! 1 )
Examples: aq L ´1 4 “ t 3 bq L ´1 “ e 5t
! 2s ) ! s s´ )5
cq L ´1 2 “ sin 2t dq L ´1 2 “ cosh 3t
s `4 s ´9
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 1: Laplace transform and Inverse Laplace transform


2. Linear property: For any α, β P R it holds
L ´1 tαF psq ` βG psqu “ αL ´1 tF psqu ` βL ´1 tG psqu.
! s2 ` 1 ) ! 4 )
Examples: aq L ´1 3
bq L ´1
2 ´ 8s ` 15
! 3ss ´ 1 ) !s´2s ` 1)
cq L ´1 2 dq L ´1
2
s `5 s ´4

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 1: Laplace transform and Inverse Laplace transform


2. Linear property: For any α, β P R it holds
L ´1 tαF psq ` βG psqu “ αL ´1 tF psqu ` βL ´1 tG psqu.
! s2 ` 1 ) ! 4 )
Examples: aq L ´1 3
bq L ´1
2 ´ 8s ` 15
! 3ss ´ 1 ) !s´2s ` 1)
cq L ´1 2 dq L ´1
2
s `5 s ´4
3. Uniqueness of inverse Laplace transform
‚ Theorem 2: Assume that f ptq and g ptq satisfy the assumptions in
Theorem 1, i.e. there exist F psq “ L tf ptqu and G psq “ L tg ptqu.
If
F psq “ G psq for any s ą α,
where α is a constant as in Theorem 1, then f ptq “ g ptq at points
of continuity of f and g .

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 1: Laplace transform and Inverse Laplace transform


2. Linear property: For any α, β P R it holds
L ´1 tαF psq ` βG psqu “ αL ´1 tF psqu ` βL ´1 tG psqu.
! s2 ` 1 ) ! 4 )
Examples: aq L ´1 3
bq L ´1
2 ´ 8s ` 15
! 3ss ´ 1 ) !s´2s ` 1)
cq L ´1 2 dq L ´1
2
s `5 s ´4
3. Uniqueness of inverse Laplace transform
‚ Theorem 2: Assume that f ptq and g ptq satisfy the assumptions in
Theorem 1, i.e. there exist F psq “ L tf ptqu and G psq “ L tg ptqu.
If
F psq “ G psq for any s ą α,
where α is a constant as in Theorem 1, then f ptq “ g ptq at points
of continuity of f and g .
‚ Examples: aq L tcos2 tu bq L tsin 3t cos 2tu
cq L tcosh2 3tu dq L tpt ´ 2q2 u
! 1 ) ! 1 )
eq L ´1 3 f q L ´1 4
s `s s ´4
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Chapter 3: LAPLACE TRANSFORM

Lesson 2:
LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 2: Laplace transform of derivatives and integrals


I. Laplace transform of derivatives
1. Theorem (1st order derivative): If f ptq satifies the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
and f ptq is differentiable, then it holds for s ą α
L tf 1 ptqupsq “ sL tf ptqupsq ´ f p0q.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 2: Laplace transform of derivatives and integrals


I. Laplace transform of derivatives
1. Theorem (1st order derivative): If f ptq satifies the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
and f ptq is differentiable, then it holds for s ą α
L tf 1 ptqupsq “ sL tf ptqupsq ´ f p0q.
2. Corollary (nth order derivative): If f ptq, f 1 ptq, ¨ ¨ ¨ , f pn´1q ptq satisfy
the following conditions:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
and the nth derivative of f exists, then it holds for s ą α
L tf pnq ptqupsq “ s n L tf ptqupsq ´ s n´1 f p0q ´ s n´2 f 1 p0q ´ ¨ ¨ ¨ ´ f pn´1q p0q.
Examples: Solve the following Cauchy problems:
a) x 2 ` 4x “ sin 3t, xp0q “ x 1 p0q “ 0.
b) x p3q ´ 6x 2 ` 11x 1 ´ 6x “ 0, xp0q “ x 1 p0q “ 0, x 2 p0q “ 2.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 2: Laplace transform of derivatives and integrals


3. Auxiliary transforms: Prove that the following transforms are true:
1 n!
a) L tte at upsq “ 2
with a P R and L tt n e at upsq “
ps ´ aq ps ´ aqn`1
2ks s2 ´ k2
b) L tt sin ktupsq “ 2 2 2
c) L tt cos ktupsq “ 2
ps ` k q ps ` k 2 q2
2ks s2 ` k2
d) L tt sinh ktupsq “ 2 e) L tt cosh ktupsq “
ps ´ k 2 q2 ps 2 ´ k 2 q2

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 2: Laplace transform of derivatives and integrals


3. Auxiliary transforms: Prove that the following transforms are true:
1 n!
a) L tte at upsq “ 2
with a P R and L tt n e at upsq “
ps ´ aq ps ´ aqn`1
2ks s2 ´ k2
b) L tt sin ktupsq “ 2 2 2
c) L tt cos ktupsq “ 2
ps ` k q ps ` k 2 q2
2ks s2 ` k2
d) L tt sinh ktupsq “ 2 e) L tt cosh ktupsq “
ps ´ k 2 q2 ps 2 ´ k 2 q2
II. Laplace transform of integrals
1. Theorem: If f ptq satisfies iq Piecewise continuous on r0, 8q,
"ż t * iiq Exponentially bounded on r0, 8q,
1 F psq
then L f pr qdr psq “ L tf ptqupsq “ ,
0 s s
" * żt żt
F psq
that is, L ´1 ptq “ f pr qdr “ L ´1 tF psqupr qdr .
s 0 0

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 2: Laplace transform of derivatives and integrals


3. Auxiliary transforms: Prove that the following transforms are true:
1 n!
a) L tte at upsq “ 2
with a P R and L tt n e at upsq “
ps ´ aq ps ´ aqn`1
2ks s2 ´ k2
b) L tt sin ktupsq “ 2 2 2
c) L tt cos ktupsq “ 2
ps ` k q ps ` k 2 q2
2ks s2 ` k2
d) L tt sinh ktupsq “ 2 e) L tt cosh ktupsq “
ps ´ k 2 q2 ps 2 ´ k 2 q2
II. Laplace transform of integrals
1. Theorem: If f ptq satisfies iq Piecewise continuous on r0, 8q,
"ż t * iiq Exponentially bounded on r0, 8q,
1 F psq
then L f pr qdr psq “ L tf ptqupsq “ ,
0 s s
" * żt żt
F psq
that is, L ´1 ptq “ f pr qdr “ L ´1 tF psqupr qdr .
s 0 0
" *
1
2. Examples: Find L ´1 2
s ps ´ 2021q
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Chapter 3: LAPLACE TRANSFORM

Lesson 3:
DERIVATIVES AND INTEGRALS OF LAPLACE TRANSFORM

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 3: Derivatives and integrals of Laplace transform


I. Derivatives of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
1
then F 1 psq “ ´L ttf ptqupsq, i.e., f ptq “ ´ L ´1 tF 1 psqu
t
and in general

F pnq psq “ p´1qn L tt n f ptqupsq.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 3: Derivatives and integrals of Laplace transform


I. Derivatives of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
1
then F 1 psq “ ´L ttf ptqupsq, i.e., f ptq “ ´ L ´1 tF 1 psqu
t
and in general

F pnq psq “ p´1qn L tt n f ptqupsq.

Examples: a) L tt 2 cos 2tu b) L tt 2 sin ktu c) L tt sin2 tu.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 3: Derivatives and integrals of Laplace transform


I. Derivatives of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
1
then F 1 psq “ ´L ttf ptqupsq, i.e., f ptq “ ´ L ´1 tF 1 psqu
t
and in general

F pnq psq “ p´1qn L tt n f ptqupsq.

Examples: a) L tt 2 cos 2tu b) L tt 2 sin ktu c) L tt sin2 tu.


2. Some applications
‚ Homogeneous 2nd order ODEs with non-constant coefficients
a) tx 2 ` pt ´ 2qx 1 ` x “ 0, xp0q “ 0.
b) tx 2 ` p3t ´ 1qx 1 ` 3x “ 0, xp0q “ 0.
c) tx 2 ` 2pt ´ 1qx 1 ´ 2x “ 0, xp0q “ 0.
d) tx 2 ` p4t ´ 3qx 1 ` 4x “ 0, xp0q “ 0.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 3: Derivatives and integrals of Laplace transform


‚ Find inverse Laplace transforms
! 1) ! 1) ! s2 ` 1 )
a) L ´1 arctan b) L ´1 arccot c) L ´1 ln 2 .
s s s `4

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 3: Derivatives and integrals of Laplace transform


‚ Find inverse Laplace transforms
! 1) ! 1) ! s2 ` 1 )
a) L ´1 arctan b) L ´1 arccot c) L ´1 ln 2 .
s s s `4
II. Integrals of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on"r0, 8q, * ż8
f ptq f ptq
and D lim , then L psq “ F pλqdλ,
tÑ0` t t s
that is, "ż 8 *
´1
f ptq “ tL F pλqdλ ,
s
where F psq “ L tf ptqupsq.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 3: Derivatives and integrals of Laplace transform


‚ Find inverse Laplace transforms
! 1) ! 1) ! s2 ` 1 )
a) L ´1 arctan b) L ´1 arccot c) L ´1 ln 2 .
s s s `4
II. Integrals of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on"r0, 8q, * ż8
f ptq f ptq
and D lim , then L psq “ F pλqdλ,
tÑ0` t t s
that is, "ż 8 *
´1
f ptq “ tL F pλqdλ ,
s
where F psq “ L tf ptqupsq.
2. Examples: Let us determine the following Laplace transforms:
! sinh t ) ! 1 ´ cos 2t ) ! s )
a) L b) L c) L ´1 .
t t ps 2 ` 1q3
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Chapter 3: LAPLACE TRANSFORM

Lesson 4:
SHIFTING PROPERTIES AND CONVOLUTION

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 4: Shifting properties and Convolution


I. Shifting property on s-domain
1. Theorem: If F psq “ L tf ptqupsq, then

L te at f ptqupsq “ F ps ´ aq,

that is, L ´1 tF ps ´ aqu “ e at f ptq.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 4: Shifting properties and Convolution


I. Shifting property on s-domain
1. Theorem: If F psq “ L tf ptqupsq, then

L te at f ptqupsq “ F ps ´ aq,

that is, L ´1 tF ps ´ aqu “ e at f ptq.


n!
Examples: a) L te at t n upsq “ with s ą a.
ps ´ aqn`1
s ´a
b) L te at cos ktupsq “ with s ą a.
ps ´ aq2 ` k 2
! k )
c) L ´1 2 2
“ e at sin kt with s ą a.
ps ´ aq ` k

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 4: Shifting properties and Convolution


I. Shifting property on s-domain
1. Theorem: If F psq “ L tf ptqupsq, then

L te at f ptqupsq “ F ps ´ aq,

that is, L ´1 tF ps ´ aqu “ e at f ptq.


n!
Examples: a) L te at t n upsq “ with s ą a.
ps ´ aqn`1
s ´a
b) L te at cos ktupsq “ with s ą a.
ps ´ aq2 ` k 2
! k )
c) L ´1 2 2
“ e at sin kt with s ą a.
ps ´ aq ` k
2. Applications: Find the following Laplace transforms:
aq L tpe t 2
! ` tq´ upsqπ ¯)
bq L e 3t sin t ` psq
4
cq L te psin 3t ` 2 cos 3tqupsq
2t

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Lesson 4: Shifting properties and Convolution

II. Shifting property on t-domain


1. Definition: Heaviside function
# at t “ a is denoted by ua ptq and is
0 if t ă a,
defined by ua ptq “
1 if t ě a.
Sometimes, we also write ua ptq “ upt ´ aq.
2. Theorem: If F psq “ L tf ptqupsq, then

L upt ´ aqf pt ´ aq psq “ e ´as F psq,


(

that is,
upt ´ aqf pt ´ aq “ L ´1 e ´as F psq .
(

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 4: Shifting properties and Convolution

II. Shifting property on t-domain


1. Definition: Heaviside function
# at t “ a is denoted by ua ptq and is
0 if t ă a,
defined by ua ptq “
1 if t ě a.
Sometimes, we also write ua ptq “ upt ´ aq.
2. Theorem: If F psq “ L tf ptqupsq, then

L upt ´ aqf pt ´ aq psq “ e ´as F psq,


(

that is,
upt ´ aqf pt ´ aq “ L ´1 e ´as F psq .
(

Examples: Find L tf ptqupsq, where


# #
0 if 0 ď t ă 2π t if 0 ď t ď 1
a) f ptq “ b) f ptq “
cos 2t if t ě 2π 0 if t ą 1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 4: Shifting properties and Convolution


III. Convolution of two functions
1. Definition: Convolution of two functions f ptq and g ptq is dentoed
by pf ˚ g qptq or f ptq ˚ g ptq and is defined by
żt
f ptq ˚ g ptq “ f pr qg pt ´ r qdr , với t ě 0.
0
Remark: Convolution is commutative, i.e. f ptq ˚ g ptq “ g ptq ˚ f ptq.
Examples: a) sin t ˚ cos t b) t ˚ e at c) t 2 ˚ cos t.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 4: Shifting properties and Convolution


III. Convolution of two functions
1. Definition: Convolution of two functions f ptq and g ptq is dentoed
by pf ˚ g qptq or f ptq ˚ g ptq and is defined by
żt
f ptq ˚ g ptq “ f pr qg pt ´ r qdr , với t ě 0.
0
Remark: Convolution is commutative, i.e. f ptq ˚ g ptq “ g ptq ˚ f ptq.
Examples: a) sin t ˚ cos t b) t ˚ e at c) t 2 ˚ cos t.
2. Theorem (Laplace transform of convulution): If f ptq and g ptq satify
the followings:
iq Piecewise continuous on r0, 8q,
iiq Exponentially bounded on r0, 8q,
then

L tf ptq ˚ g ptqupsq “ L tf ptqupsq.L tg ptqupsq “ F psq.G psq,

that is,
L ´1 tF psq.G psqu “ f ptq ˚ g ptq.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 4: Shifting properties and Convolution

Examples:
" * " *
2 1
a) L ´1 b) L ´1 .
ps ´ 1qps 2 ` 4q sps 2 ` 4s ` 5q

3. Pay attention (Several useful inverse Laplace transform):


" *
s 1
a) L ´1
2 2 2
“ t sin kt.
" ps ` k q * 2k
1 1
b) L ´1 2 2 2
“ 3 psin kt ´ kt cos ktq.
ps ` k q 2k

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Lesson 4: Shifting properties and Convolution

Examples:
" * " *
2 1
a) L ´1 b) L ´1 .
ps ´ 1qps 2 ` 4q sps 2 ` 4s ` 5q

3. Pay attention (Several useful inverse Laplace transform):


" *
s 1
a) L ´1
2 2 2
“ t sin kt.
" ps ` k q * 2k
1 1
b) L ´1 2 2 2
“ 3 psin kt ´ kt cos ktq.
ps ` k q 2k
Examples: Solve the following ordinary differential equations:
a) x 2 ` 9x “ 2 sin 3t, xp0q “ x 1 p0q “ 0.
b) x p4q ` 2x 2 ` x “ 4te t , xp0q “ x 1 p0q “ x 2 p0q “ x p3q p0q “ 0.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Chapter 3: LAPLACE TRANSFORM

Lesson 5: APPLICATIONS TO SOLVE ODEs

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 5: Applications to solve ODEs


Ppsq
I. How to simplify the expression ?
Qpsq
1. Principle 1 (1st order simple fractional expression): If Qpsq contains
Ppsq
ps ´ aqn , then we rewrite in the following form:
Qpsq
A1 A2 An
` ` ¨¨¨ `
s ´ a ps ´ aq2 ps ´ aqn
2. Principle 2 (2nd order simple fractional expression): If Qpsq contains
` ˘n Ppsq
ps ´ aq2 ` b 2 , then we rewrite in the following form:
Qpsq
A1 s ` B1 A2 s ` B2 An s ` Bn
`` ˘2 ` ¨ ¨ ¨ ` ` ˘n
ps ´ aq2 ` b 2 2
ps ´ aq ` b 2 ps ´ aq2 ` b 2

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 5: Applications to solve ODEs


Ppsq
I. How to simplify the expression ?
Qpsq
1. Principle 1 (1st order simple fractional expression): If Qpsq contains
Ppsq
ps ´ aqn , then we rewrite in the following form:
Qpsq
A1 A2 An
` ` ¨¨¨ `
s ´ a ps ´ aq2 ps ´ aqn
2. Principle 2 (2nd order simple fractional expression): If Qpsq contains
` ˘n Ppsq
ps ´ aq2 ` b 2 , then we rewrite in the following form:
Qpsq
A1 s ` B1 A2 s ` B2 An s ` Bn
`` ˘2 ` ¨ ¨ ¨ ` ` ˘n
ps ´ aq2 ` b 2 2
ps ´ aq ` b 2 ps ´ aq2 ` b 2
3. Applications: Determine the following inverse Laplace transforms:
! s2 ` 1 ) ! s 2 ` 2s )
a) L ´1 3 b) L ´1
s ´ 2s 2 ´ 8s s 4 ` 5s 2 ` 4

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES


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Lesson 5: Applications to solve ODEs


II. Solve higher order ODEs with constant coefficients
1. How to solve:
‚ Step 1: Set F psq “ L tf ptqupsq. Using Laplace transform of two
sides and replacing initial conditions, we can compute F psq.
‚ Step 2: Applying two principles for simplifying fractional
expressions and shifting properties (if necessary) to find the inverse
Laplace transform, which is the solution f ptq “ L ´1 tF psqu.
2. Some typical examples:
Example 1: Solve the following Cauchy problems:
a) x 2 ` 6x 1 ` 34x “ 30 sin 2t, xp0q “ x 1 p0q “ 0.
b) x p3q ` x 2 ´ 6x 1 “ 0, xp0q “ 0, x 1 p0q “ x 2 p0q “ 1.
c) x p3q ´ x 2 ´ x 1 ` x “ e 2t , xp0q “ x 1 p0q “ x 2 p0q “ 0.
d) x p4q ` 13x 2 ` 36x “ 0,
xp0q “ 0, x 1 p0q “ 2, x 2 p0q “ 0, x p3q p0q “ ´13.
e) x p4q ` 8x 2 ´ 9x “ 0,
xp0q “ x 1 p0q “ 0, x 2 p0q “ x p3q p0q “ 1.
f) x p6q ` 4x p4q ´ x 2 ´ 4x “ sinh 2t, x pkq p0q “ 0 with k “ 0, 5.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 5: Applications to solve ODEs


Example 2: Solve the following systems:
#
x 1 ` 2y 1 ` x “ 0, xp0q “ 0
a)
x 1 ´ y 1 ` y “ 0, y p0q “ 1.
#
x 2 ` 2x ` 4y “ 0, xp0q “ y p0q “ 0
b)
y 2 ` x ` 2y “ 0, x 1 p0q “ y 1 p0q “ ´1.
#
x 2 ` 3x ´ y “ 0, xp0q “ y p0q “ 0
c)
y 2 ´ 2x ` 2y “ 40 sin 3t, x 1 p0q “ y 1 p0q “ 0.
Example 3: Solve the following differential equations:
# #
x 2 ` 9x “ f ptq, 1 if 0 ď t ă π,
a) 1
where f ptq “
xp0q “ x p0q “ 0, 0 if t ě π.
# #
2 1
x ` 2x ` 5x “ f ptq, 20 cos t if 0 ď t ă 2π,
b) 1
where f ptq “
xp0q “ x p0q “ 0, 0 if t ě 2π.
# #
2
x ` x “ f ptq, t if 0 ď t ď 1,
c) where f ptq “
xp0q “ x 1 p0q “ 0, 0 if t ą 1.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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The end

Thank you for your attention!

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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