Chapter 3

ORDINARY DIFFERENTIAL EQUATIONS WITII CONSTANT COEFFICIENTS

The Laplace transform is useful in solving linear ordinary differential equations with
constant coefEcients' For example, suppose we wish to solve the second order linear
differential equation

#*,ff*Bv

r(4

or

Y" + aY' * pY :

.t'(t)

(l)

where a and B are constants, subject to the i,nitial or bound,ury cond,itiotts

Y(0\

: 4,

Y'(A)

(2)

where A and B are given constants. On taking the Laplace transform of both sides of (r)
and using (2), we obtain an algebraic equation for determination of
{ {y(t)} : y(s). Th;
required solution is then obtained by finding the inverse Laplace transiorm of. y(s).
The
method is easily extended to higher order differential equations. See problems 1-g.

ORDINARY DIFFERENTIAL EQUATIO}IS WITH YARIABLE COEFFICIENTS

The Laplace transform can also be used in solving some ordinary differential equations
in which the coefficients are variable. A particular differential equation where the method
proves useful is one in which the terms have the form
the Laplace transform of which is

t- Y(")(t)

e\^#{
See Theorem 7-70, Page

4,

For details of solution

and. Theorern 1-72,

{v'''(r)}

(3)
(4)

page b.

see Problems 9-11.

SIMULTANEOUS ORDINARY DIFFERENTIAL EQUATIONS

The Laplace transform can be used to solve two or more simultaneous ordinary differrential equations. The procedure is essentially the same as that described above.
See
Problems 12 and 13.
?8

APPLTCATTONS TO DTFFERENTIAL

EQUATTONS

[Cr{Ap.

Solved Problems
ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS
1. Solve Y" +Y : t, Y(0) : 1, Y'(01 = -2.
Taking the Laplace transform of both sides of the differential equation and using the given
conditions, we have

4.1Y"\ +

4{y} = {{t},

sza

s2a-sl2*Y
Then

u = <{Y} '

=
sz(sz+1)

sY(0)

Y'(o)

+' sz*1
i-2

- a2 s2*1 ' s2*1

=1_1+*_2
.l-s_3
' s2 ' s2*1

y = *-'t++;rF1-"h)

and

+y : 5

s2*1

s2*1

: r*cosr-Bsinr

Check: Y = t*cost-3 sinl, Y' = l- sint- 3cost, Y" =-cosj*3sint.

f(0) : L, Y'(0\ = -2 and the function obtained is the required solution.
For another method, using the eonvolution integral, see Problem 7 and let

2. Solve
We

Y" -gY/

have

lZY = 4e2t, Y(0) - -9, Y'(0) = 5.

1{Y"} - 3{{y'} + 2-<{Y} :
{szy

-sY(o)

Y'(0)}

{s2g*3s-5}

'

3{sy

"(0)}

a = 1, F(t)

4<{ezt)

+ 2v = h

- S{sy+sl-l 2u = 3

(sz-Bs+2\u
4t :
"

Then Y"

3s

- 14 = ;=Z

4
(sz-Bs*2)(s-2)

14-3s
-' s2-Bs*2

-3s2fZOs-24

- 1)(s - 2)z
-744
s-l
s-2
(s

(s-Z1z

L
+ 4
= -7et *
"-z+ rc-Atl
')

"-r!-,
"(-'ls-t
which can be verified as the solution,

4e2t

4te2t

*Y =
t.

t,

ORDINARY DIFFERENTIAL EQUATIONS WITII VARIABLE COEFFICIENTS

9.

Solve

'

we

tY"+Y'*4tY:0, Y(0):3,

= 9.
4{tY,,} + {.{Y'} + 4{4tY} =

heve

Y'(01

-ftUru-ov(0)-v'(0))

i.e.,

Qz+a)fr
dY

Then

andintegrating
Inverting, we

lngr

Y(0)

cJs(O)

- 4# =

f,
B"f4
-"

Y =
that

+ as

* $ln(s2*4) = c1 or

find

To determine c note

{ea-vfrl)

c,I6(2t'1

= $. fius

Y =

3Ja(2tl

G+n

APPLICATIONS TO DIFFERENTIAL EQUATIONS

86

10.

Solve ty" +zY'+tY = 0, Y(0+;

Let y'(0+) = c.

: 1, Y(rr) = g'

Then taking the Laplace transform of each term

*t*-sr.(o*) -r'(0+)) *Z{sv-r(0+)} -*"

or

-szA'

* I *

a :

IntegratinE,
Since

Zsg

2W

- 2 - g' =

-(*+L\y'-l = 0 or n':#7

i.e.,

y+0 as 8+

@, we must have

-tan-l s *

A=o/2'

Thus

A : l-tun-rr

t"n-11

Then by the Example following Tltectem 7-18 on Page 5i

y:
This satisfres Y(r)

lcHAP. s

a-,{t"n-rl!:
+
LsJL

- 0 and is the required eolution.

SIMULTANEOUS ORDINARY DIFFERDNTIAL EQUATIONS

if {{X} = b, 1{Y}: a,
(l) (s-Z)r * 3y :8
or
sr - 8 : 2x - 3a

Taking the Laplace transform, we have,

sA-3:
Solving

(I)

,1,1

e-2

8s-17
a2-Be-4 -

I z s-l
ls-2

(s

-l)u

53

8s-1?

s*1 ' *-4

(s+lXs-4)

-+_

3s 22
Bs-22
s2-Bs-4 - G+l)G_a)

X=
Y=

Then

"(-1 {c} :

"Cr {d

Solve [*', *y,+Bx : rle_.

Durvt
lf,, - 4X, + 3y : 15 sin2f
r

lz

v,(0)

2*

an<t (2) simultaneously,

lB.
ro'

(2\

or

U-2n

\e-t +

52
s*1

3e4t

\e-t - Zdt

subject

to

X(0)

:35,

X'(0)

-55.

Taking the Laplaee transform, we'have

sza
eLy

s(35)
s(27)

27

* 3n : -4s*1

- 4{*-

35}

* 3z :

(-48) f- sA
(-55)

s-4

=39
s2!_4
,

- -48, y(O) - 27,