C. K.

TEDAM UNIVERSITY OF TECHNOLOGY AND APPLIED SCIENCES

SCHOOL OF MATHEMATICAL SCIENCES
DEPARTMENT OF MATHEMATICS

MTH 312: ORDINARY DIFFERENTIAL EQUATIONS II (3 CREDITS)

Course Content
Laplace Transform, existence and operational rules, application to solving differential
equations. Fourier series and Fourier transform, orthogonal polynomials, Application
to the solutions of ordinary and partial differential equations. Difference equations,
Integral equations, delay differential equations. Systems of linear ordinary differential
equations, the fundamental matrix solutions and applications. The Z-transform and its
applications. Introduction to first order partial differential equations.

Reading Materials

1. Zill, D. G., Wright, W. S. and Cullen, M. R., (2013), Differential Equations

with Boundary-Value Problems, (9th Edition), Brooks/Cole.
2. Nagle, R. K., Saff, E. B., and Snider, A. D., (2012), Fundamentals of
Differential Equations, (8th Edition), Pearson Education.
3. Boyce, W. E. and DiPrima R. C., (2009), Elementary Differential Equations
and Boundary Value Problems, (9th Edition), John Riley and Sons.
4. Bronson, R. and Costa, G. B., (2006), Schaum's outline of differential
equations, (3rd Edition), McGraw-Hill.
5. Collins, P. J., (2006), Differential and integral equations, (1st Edition), Oxford
University Press.

1
 Laplace Transform
Pre-requisite concepts
 Integration by parts
 Decomposition of partial fraction
 Improper integrals
An improper integral over an unbounded interval is defined as a limit of integral over
finite interval; thus

(1)
where A is a positive real number. If the definite integral from a to A exists for each
A > a, and if the limit of these values as A → ∞ exists, then the improper integral is
said to converge to that limiting value. Otherwise the integral is said to diverge, or
fail to exist. For the natural exponential function e t , lim e t   and lim e t  0 .
t  t  

Examples

1. Evaluate the improper integral 0
e 3t dt and determine whether it converges or
diverges.
Solution
 R
 e 3t dt  lim  e 3t dt
0 0
R 

 1 R

 lim   e 3t 
 3
R  

0 
 1 1
 lim   e 3t  
R   3 3
1

3
  1 1 1
Since the limit exists  lim   e 3t     , the improper integral converges
 R   3 3 3

2. Does the improper integral 
0
e 3t dt converges or diverges?
 R
 e 3t dt  lim  e 3t dt
0 0
R 

1 R

 lim  e 3t 

R   3

0 
1 1
 lim  e 3t  
R   3 3

1 1
Since lim  e 3t     , the improper integral diverges
R   3 3

2
Exercises

1. Evaluate the improper integral 
0
e ct dt . For what values of c does this improper
integral converge?

2. Does the improper integral  1
0 t
dt converges or diverges?
3. Determine whether the given improper integral converges or diverges

i.

ii.

iii.

iv.

v.

Definition of Laplace transform

Let f(t) be defined for t ≥ 0 and let s denote an arbitrary real variable. The Laplace
transform of f(t), designated by ℒ � � or � � is given by;
∞
ℒ � � = � � = 0 �−�� � � �� (1)
for all values of s for which the improper integral converges. Convergence occurs
when the limit
� −��
lim 0
� � � �� (2)
�→∞
exists. If this limit does not exist, the improper integral diverges and f(t) has no
Laplace transform. When evaluating the integral in equation (1), the variable s is
treated as a constant because the integration is with respect to t.

Properties of Laplace transform

 Linearity
If ℒ � � = � � and ℒ � � = � � , then for any two constants �1 and �2
ℒ �1 � � + �2 � � = �1 ℒ � � + �1 ℒ � � = �1 � � + �2 � � .
 If ℒ � � = � � , then for any constant a, ℒ ��� � � = � � − � .
 If ℒ � � = � � , then for any positive integer n, ℒ �� � � =
�
� �
−1 � � .
���
� � 1 ∞
 If ℒ � � = � � and if lim exits, then ℒ � � = �
� � ��.
�→0 � �
� 1
 If ℒ � � = � � , then ℒ 0� � �� = � �
�

3
  If � � is periodic with period ω, that is, � � + � = � � then ℒ � � =
� −��
0 � � � ��
1−�−�� .
Remarks
For consistency only, the definition of the Laplace transform and its properties are
presented for functions of t. They are equally applicable for functions of any
independent variable and are generated by replacing the variable t in the above
equations by any variable of interest. In particular, the counterpart of equation (1) for
the Laplace transform of a function of x is given by;
∞
ℒ � � = � � = 0 �−�� � � ��. (3)
The Laplace transforms for a number of elementary functions are presented in the
table below.

4
5
6
7
8
Examples
1. Determine the Laplace transform of the constant function � � = 1, � ≥ 0.
Solution

9
2. Evaluate ℒ ��� .
Solution

3. Find the Laplace transform of

Solution

Using the Laplace transform in the table yields

Exercise
1. Evaluate ℒ �−� ���2�
2. Evaluate ℒ 5���3� − 17�−2�
3. Evaluate ℒ 2�2 − 3� + 4
4. Evaluate ℒ ��� �����
���3�
5. Evaluate ℒ �

10
Laplace transform of a piecewise continuous function
A function f is said to be piecewise continuous on an interval α ≤ t ≤ β if the interval
can be partitioned by a finite number of points   t0  t1    t n   so that;

1. f is continuous on each open subinterval ti 1  t  ti .

2. f approaches a finite limit as the endpoints of each subinterval are approached from
within the subinterval.

In other words, f is piecewise continuous on α ≤ t ≤ β if it is continuous there except

for a finite number of jump discontinuities. If f is piecewise continuous on α ≤ t ≤ β
for every β > α, then f is said to be piecewise continuous on t ≥ α. An example of a
piecewise continuous function is shown in Figure 1.

Figure 1: A piecewise continuous function y = f (t)

The integral of a piecewise continuous function on a finite interval is just the sum of
the integrals on the subintervals created by the partition points. For instance, for the
function f (t) shown in Figure 1, we have

(4)

Theorem 1

If f is piecewise continuous for t ≥ a, | f (t)| ≤ g(t) when t ≥ M for some positive

 
constant M, and  g t dt
M
converges, then  f t dt
a
also converges. On the other

hand, if f (t) ≥ g(t) ≥ 0 for t ≥ M, and  f t dt diverges, then
a
also diverges.

Theorem 2

11
Suppose that (i) f is piecewise continuous on the interval 0 ≤ t ≤ A for any positive A
and (ii) there exist real constants K , a, and M, with K and M positive, such that
f t   Ke at when t  M .Then the Laplace transform L{ f (t)} = F(s), defined by

equation (1), exists for s > a.

Examples

2 0≤�<5
1. Determine the Laplace transform of � � = 0 5 ≤ � < 10
�4� � ≥ 10.
Solution

5 N
2e  st  e  s  4 t 
  lim  
s 0 N   s  4  10

�
2. Determine the Laplace transform of � � = � �≤2
3 �>2
Solution

F s    e  st f t dt
a
2 
  e  st e t dt   3e  st dt
0 2
2 R
  e  s 1t dt  3 lim  e  st dt
0 2
R 

  s 1t 2
e 3  e  st R 
s lim
 
R  
s 1 2 
0
2  s 1
1 e 3

s 1
 lim
s R 

e  Rs  e  2 s 
1  e 2  s 1 3  2 s
  e ,s  0
s 1 s
−1 �≤4
3. Find the Laplace transform of � � =
1 �>4

12
Solution

Exercise
Find the Laplace transform of the following functions
a.

b.

c.

d.

e.
f.

Inverse Laplace Transform

13
If F(s) represents the Laplace transform of a function f(t) (�ℎ�� ��, ℒ � � = � � ),
then f(t) is the inverse Laplace transform of F(s) and it is denoted by � � =
ℒ−1 � � .

Examples
8
1. Find ℒ−1 { �3 }.
Solution
8 4×2!
ℒ−1 �3
= ℒ−1 �3
2!
= 4ℒ−1 �3
2
= 4� .
4�+1
2. Find the inverse Laplace transform of � � =
�2+9
.
Solution
4�+1
� � = �2+9
4� 1
= �2+9 + �2+9
� 1 3
= 4 �2+32 + �2+32
3
The inverse Laplace transform of � � is
� 1 3
ℒ−1 � � = ℒ−1 4 �2+32 + 3 �2+32
� 1 3
= 4ℒ−1 �2+32
+ ℒ−1
3 �2 +32
1
= 4 cos 3� + 3 sin 3�
10
3. Find the inverse Laplace transform of � � = �+1 3
.

Solution
10
� � = �+1 3
5×2!
= �+1 3
2!
=5 �+1 3
Thus, the inverse Laplace transform of � � is given by
2!
ℒ−1 � � = 5ℒ−1 �+1 3
= 5�2 �−�
1
4. Find the inverse Laplace transform of � � = �2−2�+9.
Solution
1
� � = �2−2�+9 (1)
Completing the square in the denominator yields,

Substituting into equation (1) yields

14
 (2)
Taking the the inverse Laplace transform of equation (2) gives
1 8
ℒ−1 � � = ℒ−1 2
8 �−1 2+ 8
1
= �� ��� 8�
8

3�+1
5. Find the inverse Laplace transform of � � = �2+�−12.

Solution

Resolving Y(s) into partial fractions yields

3�+1
� � = �2+�−12

3�+1
= �+4 �−3

� � � �−3 +� �+4
=
�+4
+
�−3
=
�+4 �−3
(1)

Equating corresponding numerators yields

3� + 1 = � � − 3 + � � + 4

3� + 1 = � + � � + 4� − 3�
Equating corresponding components yields
�+�=3 (2)
4� − 3� = 1 (3)
Solving for A and B yield
11 10
�= 7 , �= 7
From equation (1)
11 1 10 1
� � = +
7 �+4 7 �−3
Thus, the inverse Laplace transform of � � is given by;
11 1 10 1
ℒ−1 � � = ℒ−1 +
7 �+4
7 �−3
11 −1 1
10 −1 1
= 7
ℒ �+4
+ 7ℒ �−3
11 −4� 10 3�
= 7
� + 7
�
Exercise
�+4
1. Evaluate ℒ−1 { �2+4�+8 }.
8
2. Evaluate ℒ−1 { �3 �2 −�−2
}
�+1
3. Evaluate ℒ−1 { �2−9 }.
�
4. Evaluate ℒ−1 { (�−2)2+9 }.
�+2
5. Evaluate ℒ−1 { �2−3�+4 }.

15
 1
6. Evaluate ℒ−1 { �+1 �2+1
}
1
7. Evaluate ℒ−1 { �+1 �2+4�+8 }.
Laplace transform of a derivative
If �' � is continuous for � ≥ 0, then the Laplace transform of �' � is given by
∞
ℒ �' � = 0 �−�� �' � �� (1)
Using integration by parts yields
� = �−�� �� = �' � ��

�� =− ��−�� �� � = �(�)
From equation (1)
∞ ∞
ℒ �' � = �−�� �(�) 0 − 0
−��−�� � � ��

∞ −��
= 0−� 0 +� 0
� �(�) ��

= �� � − �(0)
Similarly,
ℒ �'' � = = �2 � � − �� 0 − �'(0)

ℒ �''' � = = �3 � � − �2 � 0 − ��'(0) − �''(0)

Solving Initial value problems using Laplace transform

To solve an initial value problem:
 Take the Laplace transform of both sides of the equation.
 Use the properties of the Laplace transform and the initial conditions to obtain
an equation for the Laplace transform of the solution and then solve this
equation for the transform.
 Determine the inverse Laplace transform of the solution by looking it up in a
table or by using a suitable method (such as partial fractions) in combination
with the table.
Examples

1. Use the Laplace transform to solve the initial value problem

�'' + 4� = 0, � 0 = 2, �'(0) = 2.
Solution
Given
�'' + 4� = 0, � 0 = 2, �'(0) = 2.
Taking the Laplace transform of the differential equation yields;
ℒ �'' + 4� = ℒ 0
ℒ �'' + 4ℒ � = 0 (1)
let
ℒ � = �(�)
ℒ �' = ��(�) − �(0)
ℒ �'' = �2 �(�) − ��(0) − �'(0)
Substituting the various parameters into equation (1) yields

16
[�2 �(�) − ��(0) − �'(0)] + 4�(�) = 0
Simplifying yields
(�2 + 4)�(�) − sy(0) − y'(0) = 0
Substituting in the initial conditions yields
�2 + 4 � � − 2� − 2 = 0
Solving for Y(s) yields
2�+2
�(�) = �2+4
2� 2
= �2+4 + �2+4
2� 2
= �2+22 + �2+22
Taking the inverse Laplace transform yields the solution to the initial value problem
as

� � = ℒ−1 �(�)
2� 2
= ℒ−1 �2 +22
+
�2+22

� 2
= 2ℒ−1 �2+22
+ ℒ−1 �2+22

= 2���2� + ���2�

2. Solve �'' − 3�' + 4� = 0, � 0 = 1, �'(0) = 5, using Laplace transform.

Solution
Given
�'' − 3�' + 4� = 0, � 0 = 1, �'(0) = 5
Taking the Laplace transform of the differential equation yields;
ℒ �'' − 3�' + 4� = ℒ 0
ℒ �'' − 3ℒ �' + 4ℒ � = 0 (1)
let
ℒ � = �(�)
ℒ �' = ��(�) − �(0)
ℒ �'' = �2 �(�) − ��(0) − �'(0)
Substituting the various parameters into equation (1) yields
�2 � � − �� 0 − �' 0 − 3[�� � − � 0 ] + 4�(�) = 0
Simplifying yields
�2 − 3� + 4 � � − sy 0 + 3y 0 − y'(0) = 0
Substituting in the initial conditions yields
�2 − 3� + 4 � � − � + 3 − 5 = 0
�2 − 3� + 4 � � − � − 2 = 0
Solving for Y(s) yields
�+2
�(�) = �2 −3�+ 4 (2)
Completing the square in the denominator yields

(3)

17
Manipulating the numerator yields

(4)
Substituting equations (3) and (4) into equation (2) yields
3 7 3 7
�− + 7 �−
2 2 2
� � = 2 = 2
2 + 7 2
3 2 7 3 2 7 3 2 7
�− + �− + �− +
2 2 2 2 2 2

Taking the inverse Laplace transform yields the solution to the initial value problem
as

� � = ℒ−1 �(�)

3 7
�− 2
−1
=ℒ 2
2 + 7 2
3 2 7 3 2 7
�− + �− +
2 2 2 2

3 7
�− 2
−1 −1
=ℒ 2
2 + 7ℒ 2
3 2 7 3 2 7
�− + �− +
2 2 2 2

3 3
7 7
= �2� ��� 2
� + 7�2� ��� 2
�

3. Solve �ʹʹ – 3�ʹ + 2� = 2�−� , �(0) = 2, �ʹ(0) = − 1, using Laplace

transform.

Solution

Given

�ʹʹ – 3�ʹ + 2� = 2�−� , �(0) = 2, �ʹ(0) = − 1,

Taking the Laplace transform of the differential equation,

ℒ{�ʹʹ – 3�ʹ + 2�} = ℒ{2�−�}

ℒ{�ʹʹ }– 3ℒ{�ʹ} + 2ℒ{�} = 2ℒ{�−� } (1)

Let
ℒ � = �(�)
ℒ �' = ��(�) − �(0)
ℒ �'' = �2 �(�) − ��(0) − �'(0)
1
ℒ{�−�} =
�+1
Substituting the various parameters into equation (1) yields;
2
[�2 �(�) – ��(0) – �ʹ(0)] – 3[��(�) – �(0)] + 2�(�) =
�+1

18
 2
[�2 – 3� + 2]� � – �� 0 – �ʹ 0 + 3� 0 =
�+1

Substituting in the initial conditions and simplifying yields

2
[�2 – 3� + 2]� � – 2� + 1 + 3 2 =
�+1
2
[�2 – 3� + 2]� � =
�+1
+ 2� − 7
2�2 −5�−5
�(�) = (�+1)(�−1)(�−2) (2)

Applying partial fractions to equation (2) yields

1 7
2�2 −5�−5 4 −
� = (�+1)(�−1)(�−2) = 3
(�+1)
+ (�−1) + (�−2)
3

Taking the inverse Laplace transform yields the solution to the initial value problem
as;
1 7
4 −
−1
� � =ℒ 3
+ + 3
�+1 �−1 �−2

1 1 1 7 1
= 3 ℒ−1 �+1
+ 4ℒ−1
�−1
− ℒ−1
3 �−2

1 7
= 3 �−� + 4�� − 3 �2�

4. Use Laplace transform to solve the initial value problem

�'' + � = ��� 2�, � 0 = 2, �' 0 = 1
Solution
Given
�'' + � = ��� 2�, � 0 = 2, �' 0 = 1
Taking the Laplace transform of the differential equation yields
ℒ{�ʹʹ + � } = ℒ{��� 2�}

ℒ �ʹʹ + ℒ{ � } = ℒ{��� 2�} (1)

But
ℒ � = �(�)
ℒ �' = ��(�) − �(0)
ℒ �'' = �2 �(�) − ��(0) − �'(0)
ℒ{��� 2�} = 2 /(�2 + 4)
Substituting the various parameters into equation (1) yields;
[�2 �(�) − ��(0) − �'(0)] + �(�) = 2 /(�2 + 4)
(�2 + 1)�(�) − ��(0) − �'(0) = 2 /(�2 + 4)
Substituting in the initial conditions and simplifying yields
2
(�2 + 1)�(�) − 2� − 1 = �2 + 4

19
 2
�2 + 1 � � = 2 + 2� + 1
� +4
2�3+�2+8�+6
� � = �2 + 1 �2 + 4
(2)

Using partial fractions,

2�3+�2+8�+6 ��+� ��+�
� � = �2 + 1 �2 + 4
= �2 + 1
+ �2 + 4
(3)
Then
2�3 + �2 + 8� + 6 = �� + � �2 + 4 + �� + � �2 + 1
= � + � �3 + � + � �2 + 4� + � � + 4� + �
Equating corresponding components yields
�+�=2
�+�=1
4� + � = 8
4� + � = 6
Solving yields � = 2, � = 5/3, � = 0 and � = − 2/3
From equation (3)
2� 5/3 2/3
� � = �2 +1
+ �2 +1
− �2 +4
Taking the inverse Laplace transform yields the solution to the initial value problem
as;

2� 5/3 2/3
� � = ℒ−1 �2 +1
+ �2 +1
− �2 + 22

� 5 1 1 2
= 2ℒ−1 �2 + 1
+ ℒ−1 �2 + 1
− ℒ−1 �2 + 22
3 3

5 1
= 2 cos � + sin � − sin 2�
3 3

Exercise
Use the Laplace transform to solve the following initial value problems
a.
b.
c.
d.
e. �'' + � = ��� �, � 0 = �' 0 = 0

SOLVING LINEAR SYSTEMS WITH LAPLACE TRANSFORMS

Laplace transforms are useful for solving systems of linear differential equations. We
can use the Laplace transform to reduce certain systems of linear differential equations
with initial conditions to a system of linear algebraic equations, where the unknowns

20
are the transforms of the functions that make up the solution. Solving for these
unknowns and taking their inverse Laplace transforms, yield the solution to the initial
value problem for the system.
Examples
1. Solve the system:

x  2 y  4t ; x0   4
y  2 y  4 x  4t  2; y 0   5
Solution
Given the system
x  2 y  4t ; x0   4
(1)
y  2 y  4 x  4t  2; y 0   5
Taking the Laplace transform of the differential equations,

ℒ{� − 2�} = ℒ{4�}

ℒ{�ʹ} − 2ℒ{�} = 4ℒ{�} (2)

ℒ{� + 2� − 4�} = ℒ{ − 4� − 2}

ℒ{�} + 2ℒ{�} − 4ℒ{�} = − 4ℒ{�} − 2ℒ{1} (3)

Let
ℒ� = �(�)
ℒ� = ��(�) − �(0)
ℒ� = �(�)
ℒ� = ��(�) − �(0)
1
ℒ{1} =
�
1
ℒ{�} = 2
�
Substituting the various parameters into equations (2) and (3) yield;
4
��(�) − �(0) − 2�(�) = 2 (4)
�
4 2
��(�) − �(0) + 2�(�) − 4�(�) =− 2 − (5)
� �
Substituting in the initial conditions and simplifying yields
4
��(�) − 4 − 2�(�) = 2
�
4+4�2
��(�) − 2�(�) = (6)
�2
4 2
��(�) + 5 + 2�(�) − 4�(�) =− 2 −
� �
5�2+2�+4
−4�(�) + � + 2 �(�) =− (7)
�2
Solve equations (6) and (7) simultaneously. To solve for X(s), multiply equation (6)
by � + 2 and equation (7) by 2 to get
�+2 (4+4�2 )
� + 2 ��(�) − 2 � + 2 �(�) = (8)
�2
10�2+4�+8
−8�(�) + 2 � + 2 �(�) =− (9)
�2
Add equation (8) to equation (9) to get

21
 (4+4�2 )�+2 10�2+4�+8
� + 2 ��(�) − 8�(�) =
�2 − �2
3 2
4� +4�+8� +8−10� −4�−8 2
�2 + 2� − 8 �(�) =
�2
4�−2
�(�) = (�+4)(�−2) (10)
Resolving equation (10) into partial fractions yields
4�−2
�(�) =
(�+4)(�−2)
� �
= +
�+4 �−2
�(�−2)+�(�+4)
= (11)
(�+4)(�−2)
Then
4� − 2 = �(� − 2) + �(� + 4) = (� + �)� − 2(� − 2�)
Equating corresponding components yields
�+�= 4
� − 2� = 1
Solving yields � = 3 ��� � = 1. From equation (11)
3 1
�(�) = + �−2 (12)
�+4
Taking the inverse Laplace transform yields the solution to the initial value problem
as;

x � = ℒ−1 �(�)
3 1
= ℒ−1 �+4
+
�−2

1 1
= 3ℒ−1 + ℒ−1
�−2
�+4

= 3�−4� + �2� (13)

To solve for Y(s), multiply equation (6) by 4 and equation (7) by s to get
(16+16�2)
4��(�) − 8�(�) = (14)
�2
5�2+2�+4
−4��(�) + � � + 2 �(�) =−
�
(15)
Add equation (14) to equation (15) to get
(16+16�2) 5�2+2�+4
� + 2 ��(�) − 8�(�) =
�2
− �
2 3
16+16� −5� −2� −4� 2
�2 + 2� − 8 �(�) =
�2
3 2
−5� +14� −4�+16
�(�) = (16)
�2(�+4)(�−2)
Resolving equation (10) into partial fractions yields
−5�3 +14�2−4�+16
�(�) =
�2(�+4)(�−2)

22
 � � � �
= + + +
� �2 �+4 �−2
��(�+4)(�−2)+�(�+4)(�−2)+��2 (�−2)+��2 (�+4)
= (17)
�2 (�+4)(�−2)
Then
−5�3 + 14�2 − 4� + 16 = � �3 + 2�2 − 8� + � �2 + 2� − 8 +
� �3 − 2�2 + � �3 + 4�2 = � + � + � �3 + 2� + � − 2� +
4� �2 + −8� + 2� � − 8�
Equating corresponding components yields
� + � + � =− 5
2� + � − 2� + 4� = 14
−8� + 2� =− 4
� =− 2
Solving yields � = 0 , � =− 2, � =− 6 ��� � = 1. From equation (17)
2 6 1
�(�) =−
�2
− �+4 + �−2 (18)
Taking the inverse Laplace transform yields the solution to the initial value problem
as;

y � = ℒ−1 �(�)
2 6 1
= ℒ−1 − − �+4 + �−2
�2
1 1 1
=− 2ℒ−1 − 6ℒ−1 + ℒ−1
�2 �+4 �−2

=− 2� − 6�−4� + �2�
Alternative approach.

Solving the first equation in system (1) for y(t) in terms of x(t)gives

1
y t   x  2t
2

Substituting equation (13) and differentiating gives

y t   6e 4t  e 2t  2t

2. Solve the system

y  z  t ; y 0   1
z  4 y  0; z 0   1

23
Solution

Given the system

y  z  t ; y 0   1
(1)
z  4 y  0; z 0   1

Taking the Laplace transform of the differential equations,

ℒ{� + �} = ℒ{�}

ℒ{�} + ℒ{�} = ℒ{�} (2)

ℒ{� + 4�} = ℒ{0}

ℒ{�ʹ} + 4ℒ{�} = 0 (3)

Let
ℒ� = �(�)
ℒ� = ��(�) − �(0)
ℒ� = �(�)
ℒ� = ��(�) − �(0)
1
ℒ{�} = 2
�
Substituting the various parameters into equations (2) and (3) yield;
1
��(�) − �(0) + �(�) = 2 (4)
�
��(�) − �(0) + 4�(�) = 0 (5)
Substituting in the initial conditions and simplifying yields
1
��(�) − 1 + �(�) = 2
�
1
��(�) + �(�) = 2 + 1
�
�2+1
��(�) + �(�) = 2 (6)
�
��(�) + 1 + 4�(�) = 0
��(�) + 4�(�) =− 1 (7)
Solve equations (6) and (7) simultaneously. To solve for Z(s), multiply equation (6)
by 4 and equation (7) by s to get
4�2+4
4��(�) + 4�(�) = (8)
�2
�2 �(�) + 4��(�) =− � (9)
Substract equation (8) from equation (9) to get
2 4�2 +4
� (�) − 4�(�) =− � − 2
�
−�3−4�2−4
�(�) = 2 (10)
� (�+2)(�−2)
Resolving equation (10) into partial fractions yields

24
 − �3 − 4�2 − 4 � � � �
�(�) = = + + +
�2 (� + 2)(� − 2) � �2 � + 2 � − 2
� �3 − 4� + � �2 − 4 + � �3 − 2�2 + � �3 + 2�2
=
�2(� + 2)(� − 2)
(11)
Then
− �3− 4�2 − 4 = � �3 − 4� + � �2 − 4 + � �3 − 2�2 +
� �3 + 2�2 = � + � + � �3 + � − 2� + 2� �2 − 4�� −
4�
Equating corresponding components yields

� + � + � =− 1
� − 2� + 2� =− 4
−4� = 0
�=1
3 7
Solving yields � = 0 , � = 1, � = 4 ��� � =− 4. From equation (11)
3 7
1 4 4
�(�) = + − �−2 (12)
�2 �+2
Taking the inverse Laplace transform yields the solution to the initial value problem
as;

Z � = ℒ−1 �(�)
3 7
1 4 4
= ℒ−1
�2
+ �+2 − �−2

1 3 1 7 1
= ℒ−1 2
+ ℒ−1
4
− ℒ−1
� �+2 4 �−2

3 7
= � + 4 �−2� − 4 �2� (13)

To solve for Y(s), multiply equation (6) by s to get

�2 +1
�2 �(�) + ��(�) = (14)
�
Substract equation (7) from equation (14) to get
�2 +1
�2 �(�) − 4� � = +1
�
2 �2 +�+1
(� − 4)� � =
�
�2+�+1
�(�) = (16)
�(�2 −4)

25
Resolving equation (10) into partial fractions yields
�2+�+1
�(�) =
�(�+2)(�−2)
� � �
= + +
� �+2 �−2
�(�+2)(�−2)+��(�−2)+��(�+2)
= (17)
�(�+2)(�−2)
Then
�2 + � + 1 = � �2 − 4 + � �2 − 2� + � �2 + 2� = � + � +
� �2 + −2� + 2� � − 4�
Equating corresponding components yields
�+�+� =1
−2� + 2� = 1
−4� = 1
1 3 7
Solving yields � = − 4 , � = 8 ��� � = 8. From equation (17)
1 3 7
�(�) =− 4 8
+ �+2 + �−2 8 (18)
�
Taking the inverse Laplace transform yields the solution to the initial value problem
as;

y � = ℒ−1 �(�)
1 3 7
=ℒ −1
− 4 + 8 8
+ �−2
� �+2

1 1 3 1 7 1
=− ℒ−1 + ℒ−1 + ℒ−1
4 � 8 �+2 8 �−2

1 3 7
=− + �−2� + �2�
4 8 8

Alternative approach.

Solving the second equation in system (1) for y(t) in terms of z(t)gives
1
�(�) = − 4 �

Substituting equation (13) and differentiating gives

1 3 7 1 3 7
�(�) = − 4 1 − 2 �−2� − 2 �2� =− 4 + 8 �−2� + 8 �2�

Examples

Use Laplace transforms to solve the following systems.

26
1.

2.

3.

4.

5.

Convolution
Let f t  and g t  be piecewise continuous on 0,   . The convolution of f t  and
g t  , denoted by f  g , is defined as;
t t
 f  g t   0 f t  v g v dv  0 f v g t  v dv (1)
Properties of Convolution
Let f t  , g t  and ht  be piecewise continuous on 0,   . Then
1. f  g  g  h , (commutative law)

27
 2. f   g  h    f  g    f  h  , (distributive law)
3.  f  g   h  f   g  h  , (associative law)
4. f  0  0
Convolution Theorem
Let f t  and g t  be piecewise continuous on 0,   and of exponential order a and
F s = ℒ f t and G s = ℒ g t . Then ℒ f t ∗ g t = F s G s . It follows that
ℒ−1 F s G s = f t ∗ g t .
Examples
1. Find f t   g t  , if f t   t and g t   t 2 .
Solution
Given if f t   t and g t   t 2 .
t
f t   g t    f v g t  v dv (1)
0
Let
f v   v and g t  v   t  v   t 2  2tv  v 2
2

From equation (1),

t

f t   g t    v t 2  2tv  v 2 dv
0

t
 v 2t 2 2tv 3 v 4  t 4 2t 4 t 4 t 4
t

  vt  2tv  v dv  2 2 3
       
0
 2 3 4 0 2 3 4 12
2. Find f  x   g  x  , if f  x   e 3 x and g  x   e 2 x .
Solution
Given if f  x   e 3 x and g  x   e 2 x .
x
f  x   g  x    f t g  x  t dt (1)
0
Let
f t   e 3t and g  x  t   e 2  x t 
From equation (1),
x
f  x   g  x    e 3t e 2  x t dt
0
x
  e 3t e 2 x e  2t dt
0
x
  e t e 2 x dt
0
x
 e 2 x  e t dt
0

 
 e 2 x et
x
0

 e2 x e  1
x

 e3 x  e 2 x

1
3. Use the convolution theorem to find ℒ−1 2 .
s2 +1
solution
1 1 1
ℒ−1 2 = ℒ−1 s2+1 s2 +1
s2+1

28
 1
Letting F s = G s = s2+1 and applying the convolution theorem and noting that
f t   g t   sin t gives
1
ℒ−1 2 = ℒ−1 F s G s
s2+1
 f t   g t 
t
  sin( t  v ) sin vdv
0

1 t
cos( 2v  t )  cos t dv
2 0

��� �−� −��� �+�
1  sin( 2 v  t ) 
t
(����: ��� ���� � = 2
)
   v cos t 
2 2 0
1  sin t  sin  t  
    t cos t  
2  2  2 
1
 sin t  t cos t 
2

1
4. Evaluate ℒ−1 s−1 2
by convolution.
solution
1 1 1
ℒ−1 s−1 2 = ℒ−1
s−1 s−1

1
Let F s =G s =
s−1
. Applying the convolution theorem and noting that
f  x   g  x   e gives
x

1
ℒ−1 s−1 2
= ℒ−1 F s G s
 f x  g x 
x
  e t e x t dt
0
x
  e x dt
0
x
 te x
0

 xe x
Exercise
1
1. Evaluate ℒ−1 s s2 +4
by convolutions.
2. Find f  x   g  x  , if f  x   e 4 x and g  x   e 2 x .
3. Find f  x   g  x  , if f  x   4 x and g  x   e 2 x
4. Find f  x   g  x  , if f  x   3 and g  x   sin 2 x
5. Use convolutions to find the inverse Laplace transform of the following functions
A.

B.

29
C.

30