Applications of

Differential and Difference Equations

(MAT2002)

Module 4
Solving Initial Value Problems
by the Laplace Transform

Dr. T. Phaneendra

Professor of Mathematics
(Higher Academic Grade)
Vellore Institute of Technology,
Vellore - 632014 (TN)

February 13, 2020

Solving Initial Value Problems Module 4

1 Mathematical Description

Suppose we wish to solve the initial value problem:

2
b1 ddt 2x + b2 dx
dt + b3 x = f (t), (1.1)
0
x(0) = x0 , x (0) = x1 . (1.2)

Procedure
Step 1. Employ the Laplace transform to (1.1), and let X(s) = L {x(t)} .

Step 2. Use the following formulae:

L dx

= sX(s) − x(0),
n 2dt o
L ddt 2x = s2 X(s) − sx(0) − x0 (0),

and the initial conditions (1.2).

Step 3. Then (1.1) reduces to an algebraic equation in terms of the transform

X(s) in simplified form as follows:
(b1 x0 s+b1 x1 +b2 x0 )+F(s)
X(s) = b1 s2 +b2 s+b3

Step 4. Apply the inverse Laplace transform both sides, to get L −1 {X(s)} = x(t)

Self-check Exercises
Exercise 1.1.
Solve the following initial value problems:
dx
(a) dt − x = 1, x(0) = 0
dx
(b) dt + 6x = e4t , x(0) = 2
dx
(c) dt − x = 2 cos 5t, x(0) = 0
Answers:
(a) x(t) = e−t + 1

(b) x(t) = 1
10
19
· e10t + 10 · e−6t
1 1 5
(c) x(t) = 13 · et − 13 · cos 5t + 13 · sin 5t
Exercise 1.2.
Solve the following initial value problems:
d2 x 0
(a) dt 2
+ 5 dx
dt + 4x = 0, x(0) = 1, x (0) = 0

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Solving Initial Value Problems Module 4

d2 x
√ √
(b) dt 2
+x = 2 sin 2t, x(0) = 10, x0 (0) = 0
d2 x 0
(c) dt 2
− 4 dx 3 2t
dt + 4x = t e , x(0) = 0, x (0) = 0

d2 x 0
(d) dt 2
− 6 dx
dt + 9x = t, x(0) = 0, x (0) = 1
Answers:
(a) x(t) = 34 · e−t − 13 · e−4t
1
(b) x(t) = 10 cost + 2 sint − 10 · e10t + 19 −6t
10 · e
1
(c) x(t) = 20 · t 5 e2t
2
(d) x(t) = 27 + 19 · t − 27
2
· e3t + 19 · te3t

2 Mass-Spring Systems

An initial value problem related to the motion of a spring-attached mass in the

presence of damping force fd (t) and external force f (t) is of the form:

d2x dx
m 2
+ c + kx = f (t), (2.1)
dt dt

x(0) = x0 , x0 (0) = x1 . (2.2)

Example 2.1.
A 4 pound weight stretches a spring 2 feet. The weight is released from rest 18
inches above the equilibrium position, and the subsequent motion takes place in
a medium offering a damping force numerically equal to 7/8 times the instanta-
neous velocity. Use the Laplace transform to find the vertical displacement x(t)
of the spring.
Solution.
The differential equation describing the vertical displacement x(t) of the spring
is given by

d2 x dx
m 2
+ c + κx = 0. (2.3)
dt dt
In this problem, m = 4/32 = 1/8 slug, κ = 4/2 = 2 feet, c = 7/8 pounds per foot.
Therefore, the differential equation of motion is

1 d2 x 7 dx d2 x dx
8 · 2
+ 8 · + 2x = 0 or 2
+ 7 + 16x = 0. (2.4)
dt dt dt dt
The initial conditions are

x(0) = −18 inches = −18/12 = −3/2 foot, x0 (0) = 0. (2.5)

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Solving Initial Value Problems Module 4

Employing the Laplace transform to (2.4) and using (2.5):

[s2 X(s) − sx(0) − x0 (0)] + 7[sX(s) − x(0)] + 16X(s) = 0

or

s2 X(s) + 3s 21
2 + 7X(s) + 2 + 16X(s) = 0

so that
−3s/2−21/2
X(s) = s2 +7s+16
= − 23 · (s+7/2)2s+7√
+( 15/2)2
h i
= − 23 s+7/2√
(s+7/2)2 +( 15/2)2
+ (s+7/2)27/2√
+( 15/2)2 ·

Applying the inverse Laplace transform and using first shifting property,
h √ √ √ i
x(t) = 23 · e−7t/2 cos( 15t/2) − 7 1015 sin( 15t/2) .

Example 2.2.
A mass of 32 pounds is attached to a free end of a long, light spring, that is stretched
1 foot by a force of 4 pound. The mass is initially at rest in its equilibrium position.
Initially, an external force F(t) = cos 2t is applied to the mass, which is turned off
abruptly at t = 2π, but the mass is allowed to continue its motion unimpeded.
Find the resulting position function x(t) of the mass.
Solution.
The graph of the external force function f (t), in terms of Ha (t) as
(
cos 2t, 0 ≤ t < 2π
f (t) =
0, t ≥ 2π
= [1 − H2π (t)] cos 2t = cos 2t − H2π (t) cos 2(t − 2π),

since cos 2t is periodic with period 2π, and cos(−θ ) = cos(θ ).

We see that m = weight

g
32
= 32 = 1 slug, and the spring constant is κ = 4/1 = 4
pounds per foot. Since there is no damping force, the equation of motion of the

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Solving Initial Value Problems Module 4

mass is
2 d2 x
m ddt 2x + κx = f (t) or dt 2
+ 4x = [1 − H2π (t)] cos 2t. (2.6)

The initial conditions are

x(0) = 0 and x0 (0) = 0. (2.7)

First, we apply the Laplace transform to (2.6) so that

n 2 o
L ddt 2x + 4L {x} = L { f (t)} . (2.8)

Note that
n o
d2 x
L dt 2
= s2 X(s) − sx(0) − x0 (0) = s2 X(s), (2.9)

since x(0) = x0 (0) = 0, where X(s) = L {x(t)}. Also, we know that

L {cos 2t} = s
s2 +4
, (2.10)

and by the second shifting property,

se−2πs
L {H(t − 2π) cos 2(t − 2π)} = e−2πs L {cos 2t} = s2 +4
·

Therefore,

se−2πs
L { f (t)} = L {cos 2t − H(t − 2π) cos 2(t − 2π)} = s
s2 +4
− · (2.11)
s2 + 4
Substituting (2.9), (2.10) and (2.11) in (3.4), we obtain
−2πs
(s2 + 4)X(s) = s
s2 +4
− ses2 +4

or
s −2πs
X(s) = (s2 +4)2
− (sse2 +4)2 · (2.12)

But by the multiplication by t property of Laplace transform, we know that

h i
L {t sin 2t} = − dsd d
[L {sin 2t}] = − ds 2
s2 +4
= (s2 4s
+4)2

so that
n o t sin 2t
L −1 s
(s2 +4)2
= · (2.13)
4

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Solving Initial Value Problems Module 4

Also, by the second shifting property,

n −2πs o
H(t−2π)(t−2π) sin 2(t−2π)
L −1 (sse2 +4)2 = 4
sin 2t
= − H(t−2π)(t−2π)
4 · (2.14)

since sin(θ − 2π) = − sin θ . Hence, employing the inverse Laplace transform to
(2.12), and then using (2.13) and (2.14),
(
t sin 2t
x(t) = 41 [t + H(t − 2π)(t − 2π) sin 2t] = π sin4 , 0 ≤ t < 2π
2t
2 , t ≥ 2π.

This suggests that the mass oscillates with circular frequency ω = 2 and with
linearly increasing amplitude until the force is removed at time t = 2π. There-
after, the mass continues to oscillate with the same frequency but with constant
amplitude π/2, as shown below:

Suppose that the mass is struck with a hammer, providing with an impulse p, at
the instance t = a. Then the motion of the mass is modeled by the equation
2
m ddt 2x + c dx
dt + κx = pδa (t). (2.15)

Example 2.3.
A mass m = 1 is attached to a spring with constant κ = 4; there is no dashpot. The
mass is released from rest with x(0) = 3. At the instant t = 2π the mass is struck
with a hammer, providing an impulse p = 8. Determine the motion of the mass.
Solution.
Since there is no damping (that is c = 0), the model differential equation is
d2 x
dt 2
+ 4x = 8δ2π (t), x(0) = 3, x0 (0) = 0. (2.16)

Applying the Laplace transform:

n 2 o
L ddt 2x + 4L {x} = 8L {δ2π (t)} or [s2 X − sx(0) − x0 (0)] + 4X = 8e−2πs .

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Solving Initial Value Problems Module 4

Using the initial conditions, this gives

−2πs
(s2 + 4)X − 3s = 8e−2πs or X(s) = s
s2 +4
− 8es2 +4 · (2.17)
n o
We know that L −1 s
s2 +4
= cos 2t, and
n o
e−2πs
L −1 s2 +4
= 21 H(t − 2π) sin 2(t − 2π),

by second shifting property. Therefore, applying the inverse transform to (2.17),

and then using these, we obtain

x(t) = cos 2t − 4H(t − 2π) sin 2(t − 2π),

which describes the motion of the mass.

Exercise 2.1.
Solve the initial value problem (2.1)-(2.2) with the following components:

(a) m = 1, c = 0, κ = 4; f (t) = 1 if 0 ≤ t < π, f (t) = 0 if t ≥ π, x(0) = x0 (0) = 0

(b) m = 1, c = 0, κ = 9; f (t) = sint if 0 ≤ t < 2π, f (t) = 0 if t > 2π with zero

initial conditions

(c) m = 1, c = 5, κ = 4; f (t) = 1 if 0 ≤ t < 2, f (t) = 0 if t ≥ 2, x(0) = x0 (0) = 0

Answers:

(a) x(t) = 12 [1 − H(t − π)] sin2 t

(b) x(t) = 18 [1 − H(t − 2π)] sint − 31 · sin 3t

(c) x(t) = g(t) − H(t − 2)g(t − 2), where g(t) = 1

12 − 4e−t + e−4t

Exercise 2.2.
Solve the following initial value problems (2.15):

(a) m = 1, c = 0, κ = 4; f (t) = δ0 (t) + δπ (t), x(0) = x0 (0) = 0

(b) m = 1, c = 4, κ = 4; f (t) = 1 + δ2 (t), x(0) = x0 (0) = 0

Answers:

(a) x(t) = 21 [1 + H(t − π)] sin 2t

(b) x(t) = 14 1 − e−2t − 2te−2t H(t − 2)(t − 2)e−2(t−2)

 

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Solving Initial Value Problems Module 4

3 Electrical Circuits

An LRC-circuit is modeled by

d2 q R dq
+ + 1 q = L1 E(t) (3.1)
dt 2 L dt LC

dq 
with initial conditions q(0) = q0 and ddt  = i(0) = i0 .
t=0
Example 3.1.
Use the Laplace transform find the charge q(t) on the capacitor in an LCR circuit
with L = 1 henry, R = 20 ohms, C = 0.005 farad, E(t) = 150 volts for t > 0 and
q(0) = 0 = i(0).
Solution.
The governing differential equation is
d2 q
dt 2
+ 20 dq
dt + 200q = 150 (3.2)

with

q(0) = 0, q0 (0) = 0. (3.3)

Let L {q(t)} = Q(s). Employing the Laplace transform to (3.2) and using (3.3),

s2 Q(s) + 20sQ(s) + 200Q(s) = 150/s

or

Q(s) = 150/s(s2 + 20s + 200). (3.4)

Let
150 A Bs+C
s(s2 +20s+200)
= s + s2 +20s+200

or

A(s2 + 20s + 200) + s(Bs +C) = 150. (3.5)

150
 150
Then A = 
s2 +20s+200 s=0
= 200 = 34 ·

Comparing the coefficients of s2 on both sides of (3.5),

A + B = 0 or B = −A = − 34 ·

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Solving Initial Value Problems Module 4

Comparing the coefficients of s on both sides of (3.5),

20A +C = 0 so that C = −20A = −15.

Thus

Q(s) = 34 · 1s + s2−3s/4−15
+20s+200
= 43 · 1s + −3(s+10)/4−15+30/4
(s+10)2 +102
= 34 · 1s − 43 · (s+10)
s+10 3 10
2 +102 − 4 · (s+10)2 +102 ·

Applying the inverse Laplace transform and using first shifting property,

q(t) = 43 − 43 · e−10t cos 10t − 34 · e−10t sin 10t.

An Integro-differential Equation for LRC-circuit

An initial value problem, related to the flow of current i(t) in an RLC-series circuit
under an external emf E(t), is of the form:
Z t
di
L dt + Ri + C1 i(u)du = E(t), q0 (0) = i(0) = i0 . (3.6)
u=0

(3.6) is an integro-differential equation of a series RLC-circuit; it involves both the

integral and the derivative of the unknown function i(t). The Laplace transform
method works well with such an equation.
Example 3.2.
Solve the initial value problem (3.6) with R = 110 ohm, L = 1 henry, C = 0.001
farad, E(t) = 90 if 0 ≤ t < 1, E(t) = 0 if t ≥ 1, i(0) = 0
With these values, (3.6) becomes
Z t
di
dt + 110i + 1000 i(u) du = 90[1 − H(t − 1)], and i(0) = 0. (3.7)
u=0

Applying the Laplace transform to (3.7), and then using the initial conditions, we
obtain
Z t 
L dt + 110I(s) + 1000L i(u) du = L {90[1 − H(t − 1)]}
 di
u=0

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or
−s −s
I
= 1s − e s or I = I(s) = 90 · s2 +110s+1000
1−e


sI − i(0) + 110I + 1000 s · (3.8)

But
90 1 1
s2 +110s+1000
= s+10 − s+100 ·

So
1 1
− e−s 1 1


I(s) = s+10 − s+100 s+10 − s+100 · (3.9)

Applying the inverse transform, and then using the second shifting property, we
get
h i
i(t) = e−10t − e−100t − H(t − 1) e−10(t−1) − e−100(t−1) · (3.10)

Exercise 3.1.
Solve the following LRC-circuit problems, using the Laplace transform:

(a) R = 100 ohm, L = 0 henry, C = 0.001 farad, E(t) = 100 if 0 ≤ t < 1, E(t) = 0
if t ≥ 1, i(0) = 0

(b) R = 0 ohm, L = 1 henry, C = 0.0001 farad, E(t) = 100 if 0 ≤ t < 2π, E(t) = 0
if t ≥ 2π

Answers:

(a) x(t) = e−10t − H(t − 1)e−10(t−1)

(b) x(t) = [1 − H(t − 2π)] sin 100t

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