National Taiwan University - Calculus 2 for Class 01-04

Worksheet 3 : Solving Di↵erential Equations by Laplace Transform

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Reviews of Laplace Transform.

Recall that if y(t) is a piecewise continuous function on [0, 1) and of exponential order ↵ > 0, then its Laplace
transform is defined by Z 1
def st
L{f (t)}(s) = f (t)e dt for s > ↵.
0
We have seen that Laplace transform is linear in the sense that for any ↵, 2 R,

L{↵f (t) + g(t)} = ↵L{f (t)} + L{g(t)}.

We have also derived the Laplace transform of some standard functions. For example,
1 a s n!
L{eat } = , L{sin(at)} = 2 , L{cos(at)} = 2 , L{tn } = n+1 .
s a s + a2 s + a2 s
In this worksheet, we discuss how Laplace transform can be used in solving certain class of di↵erential equations.

Exercise 1. Let y(t) be a continuous function of exponential order ↵ on [0, 1) such that y 0 is continuous on (0, 1).
(a) Use integration by part to show that L{y 0 (t)} = sL{y(t)} y(0) for s > ↵.
(b) By applying the formula in (a) twice, deduce a formula that relates L{y 00 (t)} with L{y(t)}, y(0) and y 0 (0).
n
X1
(c) Use induction to show that L{y (n) (t)} = sn L{y(t)} sn 1 k · y (k) (0).
k=0

Exercise 2. Find the Laplace transform of y(t) that satisfies each of the following initial value problem.
dy
(a) = y e 2t , y(0) = 1.
dt
(b) y 00 + 6y 0 + 5y = 63e2t , y(0) = 0, y 0 (0) = 4.

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Inverse Laplace Transform.
In Exercise 2, we have seen that given a linear di↵erential equation in y(t), it is possible to obtain the Laplace
transform L{y(t)}. Therefore, to solve for y(t), it suffices to ‘undo’ the Laplace transform. This motivates us to
define an ‘inverse’ Laplace transform.

However, this leads immediately to a technical issue : is Laplace transform ‘one-to-one’ ? Fortunately, the following
theorem (that we will not prove) says that Laplace transform fails to be one-to-one ‘not too badly’.

Theorem. If f and g are piecewise continuous functions with L{f } = L{g}, then f = g except possibly at
points of discontinuity.
1
Therefore, it makes sense to define L and bear in mind that this makes sense up to a discrete set of discontinuity.
For example, ⇢ ⇢
1 1 at 1 a
L =e , L = sin(at).
s+a s 2 + a2

Exercise 3. ⇢ ⇢
1 1 1 3s + 7
(a) By decomposing into partial fractions, compute L and L .
(s + 1)(s +82) (s + 1)2
<0 if t < a
(b) In this exercise, we recall that the unit step function U (t a) = satisfies
:1 if t a
as
L{f (t a)U (t· L{f (t)}a)} = e
8
<sin t , if 5  t < 10
(i) Find the values of a and b such that the function f (t) = can be written as
:0 , otherwise
f (t) = sin(t) · (U{t a} U {t b}) and hence find the Laplace transform of f (t).
⇢ 4s
⇢
1 e 1 e 5s (s + 1)
(ii) Using the above formula, compute L and L .
2s 1 (s + 1)2 + 16

2
Strategy of Solving Di↵erential Equations.
Using the technique that we have developed, we can resolve easily di↵erential equations of the form
n
X
an · y (n) (t) = g(t), where a1 , a2 , ..., an 2 R
k=0

by using the following recipe.

(1) Take the Laplace transform of both sides of the equation.
(2) Solve for L{y(t)}.
(3) Decompose the expression that you have found into partial fractions.
(4) Apply the inverse Laplace transform to obtain y(t).

Exercise 4. Consider the equation y 00 (t) + 2y 0 (t) + y(t) = 0 with y(0) = 3, y 0 (0) = 1.
(a) Apply Laplace transform on both sides and solve for L{y(t)}.
(b) Decompose the answer in (a) into partial fractions. Hence use the inverse Laplace transform to solve for y(t).

3
Exercise 5. Consider the equation y 00 (t) + y 0 (t) = U (t 5) with y(0) = 0, y 0 (0) = 3.
(a) Apply Laplace transform on both sides and solve for L{y(t)}.
(b) Decompose the answer in (a) into partial fractions. Hence use the inverse Laplace transform to solve for y(t).