Application of the Laplace Transform to solve Linear

Differential Equations
The Laplace transform can be applied to solve initial value problem that contains
homogeneous and non-homogeneous linear differential equations.

Example:
1) Solve the I.V.P.
" d2y
$ +y=t
# dt 2
$y(0) = 1,!y '(0) = !2
%

Take the Laplace transform of the differential equation

L{y’’(t)} + L{y(t)} = L{t}
If we call Y(s) = L{y(t)},
Then
L{y’’(t)} = s2Y(s) – s y(0) – y’(0)
L {t} = 1/s2
then
s2Y(s) – s + 2 + Y(s) = 1/s2
Solving for Y(s)
Y(s)(s2 + 1) = 1/s2 + s – 2

1 s!2
Y(s) = +
s (s + 1) s 2 + 1
2 2

Now, we apply the inverse Laplace Transform

1 s!2
y(t) = L-1{Y(s)} = L-1{ 2 2 } + L-1{ 2 }
s (s + 1) s +1
1
= + + =
(
A B Cs + D (As + B) s + 1 + Cs + Ds
2 3 2
)
s 2 (s 2 + 1) s s 2 s 2 + 1 s 2 (s 2 + 1)
(A + C) s3 + (B + D)s2 + As + B = 1,
B = 1, A = 0, D = -1, C = 0

1 1 s 1
y(t) = L-1{ } – L-1{ 2 } + L-1{ 2 } – 2 L-1{ 2 } = t + cost – 3 sin t.
s 2
s +1 s +1 s +1

2) Solve the I.V.P.

" d2y dy
$ 2 ! 3 + 2y = 4e 2t
# dt dt
$ y(0) = !3,!y '(0) = 5
%
Take the Laplace transform of the differential equation
L{y’’(t)} - 3 L{y’(t)} + 2L{y(t)} =4L{e2t}
If we call Y(s) = L{y(t)},
Then
L{y’’(t)} = s2Y(s) – sy(0) – y’(0)
L {y’(t)} = sY(s) – y(0)
L {e2t} = 1/(s-2)
then
s2Y(s) + 3s – 5 – 3sY(s) - 9 + 2Y(s) = 4/(s-2)
Solving for Y(s)
Y(s)(s2 – 3s + 2) = 4/(s-2) - 3s + 14

4 14 ! 3s 4 + (14 ! 3s ) ( s ! 1) !3s 2 + 20s ! 24

Y(s) = + = =
(s ! 2 ) (s ! 1) (s ! 2 ) (s ! 2 ) (s ! 1) (s ! 2)2 (s ! 1) (s ! 2)2 (s ! 1)
Now, we apply the inverse Laplace Transform
!3s 2 + 20s ! 24
y(t) = L-1{Y(s)} = L-1{ }
(s ! 2 )2 (s ! 1)
!3s 2 + 20s ! 24 A B C A(s ! 2)(s ! 1) + B(s ! 1) + C(s ! 2)2
= + + =
(s ! 2 )2 (s ! 1) s ! 2 ( s ! 2 )2 s ! 1 (s ! 2 )2 (s ! 1)
then
(A + C) s2 + (-3A + B – 4C)s + (2A – B + 4C) = -3s2 + 20s - 24
A + C = -3 , -3A + B – 4C = 20, 2A – B + 4C = -24,
A = 4, C = -7, B = 4
1 1 1
y(t) = 4L-1{ } + 4L-1{ } – 7L-1{ } = 4e2t + 4te2t – 7et.
s!2 (s ! 2 ) 2
s !1

3) Solve the I.V.P.

" d 3y d2y dy
$ 3 ! 3 2 + 3 ! y = t2et
# dt dt dt
$ y(0) = 1,!y '(0) = 0, y ''(0) = 2
%

Take the Laplace transform of the differential equation

L{ y’’’(t)} - 3 L{y’’(t)} + 3 L{y’(t)} - L{y(t)} = L{t2et}
If we call Y(s) = L{y(t)},
Then
L{y’’’(t)} = s3Y(s) – s2y(0) – sy’(0) – y’’(0)
L{y’’(t)} = s2Y(s) – sy(0) – y’(0)
L {y’(t)} = sY(s) – y(0)
L {t2et} = 2/(s-1)3 since L {tn} = n!/sn+1
then
s3Y(s) – s2 – 2 - 3s2Y(s) + 3s – 3sY(s) - 3 - Y(s) = 2/(s-1)3
Solving for Y(s)
2
Y(s)(s3 - 3s2 + 3s - 1) = + (s2 - 3s + 5)
(s ! 1) 3

2
Y(s) (s -1)3 = + (s2- 2s + 1) – (s – 4)
(s ! 1) 3

2 (s ! 1)2 s!4 2 1 s!4

Y(s) = + ! = + ! =
(s ! 1) 6
(s ! 1) 3
(s ! 1) 3
(s ! 1) 6
(s ! 1) (s ! 1)3
2 1 s !1 3 2 1 1 3
+ ! + = + ! +
(s ! 1) 6
(s ! 1) (s ! 1) 3
(s ! 1) 3
(s ! 1) 6
(s ! 1) (s ! 1) 2
(s ! 1)3

Now, we apply the inverse Laplace Transform

2 1 1 1
y(t) = L-1{Y(s)} = L-1{ } + L-1{ }- L-1{ } + 3L-1{ }=
(s ! 1) 6
(s ! 1) (s ! 1) 2
(s ! 1)3
1 1 1 1
etL-1{ 6 } + etL-1{ } – etL-1{ 2 } + 3etL-1{ 3 }= et (2/5!)t5 + et - ett + 3et t2/2 =
s s s s
et(1 – t + 3/2t2 + t5/60).

4) Solve the I.V.P.

! d2y
# 2 + 4y = h(t) ! 4t!if!0 < t < 1
" dt !!!where!h(t) = "
#y(0) = 1,!y '(0) = 0 $ 4!if!t > 1
$

! 4t!if!0 < t < 1 ! 0!if!0 < t < 1 !0!if!0 < t < 1

h(t) = " = 4t + " = 4t $ 4 " = 4t $ 4u1 (t)f(t $ 1)
# 4!if!t > 1 # 4 $ 4t!if!t > 1 # t $ 1!if!t > 1

where f(t) = t.

Take the Laplace transform of the differential equation

L{y’’(t)} + 4L{y(t)} =L{h(t)}

If we call Y(s) = L{y(t)},

Then
L{y’’(t)} = s2Y(s) – sy(0) – y’(0)
L{h(t)} = 4 L{t} – 4 L{u1(t)f(t -1)} = 4/s2 – 4e-s/s2
then
s2Y(s) - s + 4Y(s) = 4/s2 – 4e-s/s2
Solving for Y(s)
Y(s)(s2 + 4) = 4/s2 – 4e-s/s2 + s
 4 4 s
Y(s) = ! e !s +
s (s + 4) s (s + 4)
2 2 2 2
s +4
2

Now, we apply the inverse Laplace Transform

4 4 s
y(t) = L-1{Y(s)} = L-1{ 2 2 } - L-1{ 2 2 e-s} + L-1{ 2 }
s (s + 4) s (s + 4) s +4

4 1 1
If F(s) = = ! 2 ;
s (s + 4) s
2 2 2
s +4
1 1
g(t) = L-1{F(s)} = L-1{ 2 } – L-1{ 2 } = t – ½ sin 2t
s s +4
and
" 0!if!0 < t < 1
L-1{e-sF(s)} = u1(t) g(t – 1) = #
$(t ! 1) ! 2 sin 2(t ! 1)!if!t > 1
1

s
y(t) = L-1{F(s)} - L-1{F(s)e-s} + L-1{ } = t – ½ sin 2t – u1(t) g(t – 1) + cos 2t =
s +4
2

"$ t ! 12 sin 2t + cos 2t!if!0 < t < 1

# 1
$% t ! 2 sin 2t + cos 2t ! (t ! 1) + 2 sin 2(t ! 1)!if!t > 1
1

5) Solve the I.V.P.

" d2y dy
$ 2 ! 3 ! 4y = h(t) "$e t !if!0 < t < 2
# dt dt !!!where!g(t) = #
$ y(0) = 0,!y '(0) = 0 $% 0!if!t > 2
%

!#e t !if!0 < t < 2 !1!if!0 < t < 2

g(t) = " = et " = e t [ u 0 (t) % u 2 (t)]
$# 0!if!t > 2 $ 0!if!t > 2

Take the Laplace transform of the differential equation

L{y’’(t)} - 3 L{y’’(t)} - 4L{y(t)} = L{g(t)}

If we call Y(s) = L{y(t)},

Then
L{y’’(t)} = s2Y(s) – sy(0) – y’(0)
L {y’(t)} = sY(s) – y(0)
t te !0(s!1) e !2(s!1) 1 e !2(s!1)
L{h(t)} = L{e u0(t)} – L{e u1(t)} = ! = !
s !1 s !1 s !1 s !1

then
 1 e !2(s!1)
s2Y(s) - 3sY(s) + 4Y(s) = !
s !1 s !1
Solving for Y(s)
1 e !2(s!1)
Y(s)(s2 -3s + 4) = !
s !1 s !1

1 e !2(s!1)
Y(s) = !
(s ! 1) (s + 1) (s ! 4 ) (s ! 1) (s + 1) (s ! 4 )
Now, we apply the inverse Laplace Transform
-1 -1 1 -1 e 2 e !2s
y(t) = L {Y(s)} = L { }-L { }
(s ! 1) (s + 1) (s ! 4 ) (s ! 1) (s + 1) (s ! 4 )
1 1 1
1
If F(s) = = 10
! 6
+ 15
;
(s ! 1) (s + 1) (s ! 4 ) s ! 1 s + 1 s ! 4
1 1 1
h(t) = L-1{F(s)} = 1/10L-1{ } - 1/6L-1{ } + 1/15L-1{ }=
s !1 s +1 s!4
t -t 4t
1/10 e - 1/6 e + 1/15 e
and
&( 0!if!0 < t < 2
-1 2 -2s 2
L {e e F(s)} = e u2(t) h(t – 2) = ' 2 1 t!2 1 ! t+2 1 4 ( t!2 )
" $ !if!t > 2
()e # 10 e ! 6 e + 15 e %

y(t) = L-1{F(s)} - L-1{F(s)e2e-2s} = 1/10 et - 1/6 e-t + 1/15 e4t – e2u2(t) h(t – 2) =
&
( e ! 16 e ! t + 151 e 4 t !if!0 < t < 2
1 t
10
' 1 t 1 !t 1 4t
() ! 10 e ! 6 e + 15 e ! e "# 10 e ! 6 e
2 1 t!2 1 ! t+2
+ 151 e 4 ( t! 4 ) $% if!t > 2

6) Solve the I.V.P.

! d2y dy
# 2 + 2 + 5y = h(t)! !1!if!0 < t < %
" dt dt where!h(t) = " = u 0 (t) & u % (t)
# y(0) = 0,!y '(0) = 0 $ 0!if!t > %
$

Take the Laplace transform of the differential equation

L{y’’(t)} + 2L{y’(t)} + 5L{y(t)} = L{u0(t) – uπ(t)}
If we call Y(s) = L{y(t)},
Then
L{y’’(t)} = s2Y(s) – sy(0) – y’(0)
L {y’(t)} = sY(s) – y(0)
L {u0(t) – uπ(t)} = 1/s – e-πs/s
then
 s2Y(s) + 2sY(s) + 5Y(s) = 1/s – e-πs/s
Solving for Y(s)
Y(s)(s2 + 2s + 5) = 1/s – e-πs/s
1 e !"s
Y(s) = !
( ) (
s s 2 + 2s + 5 s s 2 + 2s + 5 )
Now, we apply the inverse Laplace Transform
1 1
y(t) = L-1{Y(s)} = L-1{ 2 } – L-1{ 2 }
(
s s + 2s + 5 )
s s + 2s + 5 ( )
1 A Bs + c A Bs + C As 2 + 2As + 5A + Bs2 + Cs
= + 2 = + =
(
s s 2 + 2s + 5 )
s s + 2s + 1 + 4 s (s + 1)2 + 4 s (s + 1)2 + 4 ( )
then
(A + B)s2 + (2A + C)s + 5A = 1
A + B = 0 , 2A + C = 0, 5A = 1,
A = 1/5, B = -1/5, C = -2/5
-1 ( s + 2 ) e
!"s !"s
-1 1 -1 s+2 -1 e
y(t) =1/5 L { } – 1/5L { } – 1/5L { } + 1/5L { }=
s (s + 1)2 + 4 s (s + 1)2 + 4
-1 ( s + 1 + 1) e
!"s !"s
1 s +1+1 -1 e
1/5 L-1{ } – 1/5L-1{ } – 1/5 L { } + 1/5 L { }=
s (s + 1)2 + 4 s (s + 1)2 + 4
!"s
1 s +1 1 -1 e
1/5 L-1{ } – 1/5L-1{ } - 1/5 L-1
{ } – 1/5 L { }+
s (s + 1)2 + 4 (s + 1)2 + 4 s

1/5L
-1
{
( s + 1) e !"s -1
} + 1/5L {
e !"s
} = 1/5[ 1 – e-t cos 2t - ½ sin 2t – uπ(t) +
(s + 1) + 4
2
(s + 1) + 4
2

uπ(t) e-(t-π) cos 2(t – π) + uπ(t) e-(t-π) sin 2(t – π) =

# 1 ! e t cos 2t ! 101 sin 2t!if!0 < t < "
1%
= 5 $ !t
("
) 1 !t
( "
%&e cos 2t e ! 1 + 2 e sin 2t e ! 1 !if!t > " )
Notice
cos2(t – π) = cos 2t cos 2π – cos 2t sin 2π = cos 2t
sin 2(t – π) = sin 2t cos 2π – cos 2t sin 2π = sin 2t

7) Solve the I.V.P.

" d4y d2y
$ + 5 + 4y = 0
# dt 4 dt 2
$y(0) = 1,!y '(0) = !1,!y ''(0) = 1,!y '''(0) = 0
%

Take the Laplace transform of the differential equation

L{y(4)(t)} + 5 L{y’’(t)} + 4L{y(t)} = 0
If we call Y(s) = L{y(t)},
Then
L{y(4)(t)} = s4Y(s) – s3y(0) – s2y’(0) – sy’’(0) – y’’’(0)
L{y’’’(t)} = s3Y(s) – s2y(0) – sy’(0) – y’’(0)
L{y’’(t)} = s2Y(s) – sy(0) – y’(0)
L {y’(t)} = sY(s) – y(0)
then
s4Y(s) – s3 + s2 - s + 5s2Y(s) – 5s + 5 + 4Y(s) = 0
Solving for Y(s)
Y(s)(s4 + 5s + 4) = s3 – s2 + 6s - 5
s 3 ! s 2 + 6s ! 5 s 3 ! s 2 + 6s ! 5
Y(s) = 4 = 2
s + 5s 2 + 4 (s + 1)(s 2 + 4)
Now, we apply the inverse Laplace Transform
s 3 ! s 2 + 6s ! 5
y(t) = L-1{Y(s)} = L-1{ 2 }
( )
s + 1 (s 2 + 4)
s 3 ! s 2 + 6s ! 5 As + B Cs + D ( As + B) (s 2 + 4) + ( Cs + D ) (s 2 + 1)
= 2 + 2 =
( )
s 2 + 1 (s 2 + 4) s + 1 s + 4 ( )
s 2 + 1 (s 2 + 4)
then
(A + C) s3 + (B + D)s2 + (4A + C)s + (4B + D) = s3 -s2 + 6s - 5
A + C = 1 , B + D = -1, 4A + C = 6, 4B + D = -5
A = 5/3, B = -4/3, C = -2/3, D = 1/3
s 1 s 1
y(t) = 5/3L-1{ 2 } – 4/3L-1{ 2 } – 2/3L-1{ 2 } + 1/3L-1{ 2 }=
s +1 s +1 s +4 s +4
5/3 cos t – 4/3 sint – 2/3 cos 2t + 1/6 sin 2t.

7) Solve
d2y dy
2
! 3 + 2y = e ! t
dt dt
No initial conditions are given.
We will assume y(0) = c0 and y’(0) = c1.

Take the Laplace transform of the differential equation

L{y’’(t)} - 3 L{y’(t)} + 2L{y(t)} =L{e-t}
If we call Y(s) = L{y(t)},
Then
L{y’’(t)} = s2Y(s) – sy(0) – y’(0)
L {y’(t)} = sY(s) – y(0)
L {e-t} = 1/(s + 1)
then
s2Y(s) – c0s – c1 – 3sY(s) + 3c0 + 2Y(s) = 1/(s + 1)
Solving for Y(s)
Y(s)(s2 – 3s + 2) = 1/(s + 1) + c0(s - 3) + c1.
 4 s!3 1
Y(s) = + c0 + c1
(s + 1) (s ! 1) (s ! 2 ) (s ! 1) (s ! 2) (s ! 1) (s ! 2 )
Now, we apply the inverse Laplace Transform
1 s!3
y(t) = L-1{Y(s)} = L-1{ } + c0L-1{ }+
(s + 1) ( s ! 1) (s ! 2) (s ! 1) (s ! 2)
1
c1L-1{ }
(s ! 1) (s ! 2)

1 A B C A(s ! 2)(s ! 1) + B(s + 1)(s ! 2) + C(s 2 ! 1)

= + + =
(s + 1) ( s ! 1) ( s ! 2 ) s + 1 s ! 1 s ! 2 (s + 1) ( s ! 2 ) ( s ! 1)
then
(A + B + C) s2 + (-3A + B)s + (2A – 2B - C) = 1
A + B + C = 0 , -3A + B = 0, 2A – 2B - C = 1,
A = 1/6, B = -½, C = 1/3

s!3 A B As ! 2A + Bs ! B (A + B)s + (!2A ! B)

= + = =
(s ! 1)(s ! 2) s ! 1 s ! 2 (s ! 1)(s ! 2) (s ! 1)(s ! 2)
A + B = 1, - A – B = -3,
A=½,B=½,

1 A B As ! 2A + Bs ! B (A + B)s + (!2A ! B)
= + = =
(s ! 1)(s ! 2) s ! 1 s ! 2 (s ! 1)(s ! 2) (s ! 1)(s ! 2)
A + B = 0, - A – B = 1,
A = -1 , B = 1,
1 1 1 1
y(t) = 1/6L-1{ } – 1/2L-1{ } + 1/3L-1{ } + c01/2L-1{ }+
s +1 s !1 s+2 s !1
1 1 1
c0 1/2L-1{ } - c1L-1{ } + c1L-1{ } = 1/6e-t – ½ et + 1/3e2t + c01/2(et – e2t) +
s!2 s !1 s!2
c1(-et + e2t) = (c01/2 -1/2 – c1) et + (-c01/2 + 1/3 + c1) e2t + 1/6 e-t = d0et + d1e2t + 1/6 e-t.

8) Solve the I.V.P.

" d2y dy
$ 2 ! 3 + 2y = e ! t
# dt dt
$ y(1) = 0,!y '(1) = 0
%

In the previous problem, we found that the general solution of the equation was:
y(t) = = d0et + d1e2t + 1/6 e-t,
Applying the initial conditions, we get:
y(1) = 0 = d0e + d1e2 + 1/6 e-1
y’(1) = 0 = d0e + 2d1e2 – 1/6 e-1
Solving the system of equations we get:
d0 = -1/2 e-2 and d1 = 1/3 e-3
Then y(t) = = -1/2 et-2 + 1/3 e2t-3 + 1/6 e-t.