Transform Of Initial Value Problems

Nan Aye Mya Aung1, Aye Pyone2

14.10.21
Abstract: In this paper, we use the Mathematical software Maple as a problem-solving tool to solve initial value
problems. The way we study is to get the answers by manual calculation, and then use Maple to verify the
answers.
We now discuss the application of Laplace transforms to solve a linear differential equation
with constant coefficients, such as
a x '' ( t ) + b x ' ( t ) +cx ( t )=f ( t) (1)
' '
with initial condition x ( 0 )=x 0 and x ( 0 ) =x 0. By the linearity of Laplace transformation,
aL {x ' ' ( t ) }+bL {x ' ( t ) }+cL {x (t ) }=L{f ( t ) } (2)
To solve Eq.(2) we use the following theorem:
2. Theorems and Definitions
2.1 Definition. (The Laplace Transform)
Given a function f (t) defined for all t ≥ 0, the Laplace transform of f is the function F
defined as follows:
∞
F ( s ) =L { f ( t ) } =∫ e−st f (t) dt
0
for all values of s for which the improper integral converges.
2.2 Definition
An improper integral over an infinite interval is defined as a limit of integrals over
bounded intervals; that is,
∞ b

∫ g ( t ) dt= blim
→∞
∫ g ( t ) dt .
0 a

2.3 Theorem
If a and b are constants, then
L { af ( t ) +bg ( t ) }=aL { f ( t ) }+ bL{g ( t ) }
for all s such that the Laplace transforms of the functions f and g both exist.

2.4 Theorem
Suppose that the function f (t) is continuous and piecewise smooth for t ≥ 0 and is of
exponential order as t →+ ∞, so that there exist nonnegative constants M , c, and T such that
|f ( t )|≤ M e ct for t ≥ T (3)
Then L {f ' ( t ) } exists for s>c, and
L {f ' ( t ) }=sL { f ( t ) }−f ( 0 ) (4)
2.5 Definition
The function f is called piecewise smooth on the bounded interval [a , b] if it is piecewise
continuous on [a , b] and differentiable except at finitely many points with f ' (t) being
piecewise continuous on [a , b].

3. Initial Value Problems

3.1 Problem
Solve the initial value problem
x '' −x ' −6 x=0, x ( 0 )=2, x ' ( 0 ) =−1 (5)
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By Eq. (4),
L { x ' ( t ) }=sL { x ( t ) }−x ( 0 )=sX ( s )−2
where L { x ( t ) }= X (s ) and
L {x '' ( t )=s [ sL { x ( t ) }−x ( 0 ) ]− x' ( 0 )=s2 X ( s )−2 s+1
Substituting in Eq.(5), we get
s2 X ( s )−2 s +1−sX ( s ) +2−6 X ( s ) =0
( s2−s−6 ) X ( s ) −2 s+3=0.
Thus
2 s−3 2 s−3
X ( s )= 2 =
s −2−6 ( s−3)(s +2)
By the method of partial friction,
2 s−3 A B
= + ;
s −2−6 s−3 s+2
2

3 7
and then we get A= and B= . Hence
5 5
3 1 7 1
L { x ( t ) }= +
5 s−3 5 s +2
3 1 7 1
x (t)= L−1
5 { }
s−3 5
+ L−1
s+2 { }
3 7
¿ e 3 t + e−2 t .
5 5
It is the solution of the original initial value problem.
Note that we did not first find the general solution of the differential equation. The
Laplace transform method directly yields the desired particular solution.

3.2 Problem
Solve the initial value problem
'' ' '' '
x −4 x + 6 x −4 x + x=0 , x ( 0 )=0, x ( 0 )=1, x ( 0 )=0, x ( 0 )=1.
(iv )

By Eq.(4),
'
L { x ( t ) }=sL { x ( t ) }−x ( 0 )=sX ( s)
where L { x ( t ) }= X ( s ) .Also, we have
L { x ' ' ( t ) }=sL { x ' ( t ) }−x ' (0)=s2 X ( s )−1,
L { x ' ' ' ( t ) }=sL { x ' ' ( t ) }−x ' ' (0)=s 2 X ( s )−1,
and
L { x(iv ) ( t ) }=sL { x ' ' ' (t ) } −x' '' ( 0 ) =s 4 X ( s )−s2 −1.
Substituting in Eq.(5), we get
( s ¿ ¿ 4−4 s3 +6 s2 −s +1) X ( s)−s 2+ 4 s−7=0 ¿
s 2−4 s +7 s 2−4 s+7
X ( s )= 4 = .
s −4 s 3 +6 s 2−4 s +1 ( s−1 )4
By partial fraction method, let
s 2−4 s +7 A B C D
4
= + + + .
( s−1 ) s−1 ( s−1 ) ( s−1 ) ( s−1 )4
2 3

By equating of power of s, we get A=0, B=1, C=−2 and D=4. Thus,

1 2 4 1 2 4
L { x ( t ) }= 2
− 3
+
( s−1 ) ( s−1 ) ( s−1 ) 4
x ( t )=L
{−1
} {
( s−1 ) 2
−L
−1
} {
( s−1 ) 3
+L
−1
}
( s−1 )4
 3

4 3 t
x ( t )=t et −t 2 et + t e
3!
4
(
x ( t )= t−t 2+ t 3 e t .
3 )
3.3 Problem
Find the solution of the differential equation
x '' + 4 x=e−t cos (2t ),

subjected to x ( 0 )=0 and x ' ( 0 ) =1.

By Eq.(4)
L {x '' (t) }+ 4 L {x (t) }=L {e−t cos ( 2 t ) }
s+ 1 s +1
sL{ x' (t )}−1+ 4 X (s)= 2
2 ¿ ( s + 4 ) X ( s )−1=
( s+1 ) +4 ( s+1 )2 + 4
s +1 1
X ( s )=
[ 2
2
( s+1 ) + 4 ]
+1 2
s +4
s +3 s+6
¿ 2 2
( s +2 s +5)(s + 4)
By partial fraction method, let
s2 +3 s+6 A B
2 2
= 2 + 2 .
(s +2 s +5)(s + 4) s +2 s+5 s +4
1 −7 −1 26
By equating of power of s, we get A= , B= , C= and D= . Thus,
17 17 17 17

1 s−7 1 −s+26
L { x ( t ) }= +
17 s +2 s+ 5 17 s2 + 4
2

1 s−7 1 −s+26
x ( t )= L−1 2
17 {s +2 s +5 17 }
+ L−1 2
{
s +4 }
1 s+1−8 1 −s +26
¿ L−1 2
17 {
s +2 s+5 17 }
+ L−1 2
{ s +4 }
1 −t −t 1
¿ { e cos ( 2t )−4 e sin ( 2 t ) }+ {−cos ( 2 t ) +13 sin ( 2 t ) }
17 17
1
¿ [ cos (2 t ) ( e−t−1 ) + sin ( 2 t ) (−4 e−t + 13 ) ]
17
4. Initial Value Problems with Maple
The basic steps in solving a differential equation, in the variablet, with the
Laplace transform can be summarized as follows:
1. Apply the Laplace transform to the entire differential equation.
2. Substitute the initial conditions.
3. Solve the resulting equation for X (s)=L{x (t )}.
4. Then compute the L−1 {X (s)} to find x (t ).
We can carry out these same steps in Maple using the commands we have learned in this lab.
We use with(inttrans) package, laplace, diff, subs, solve and invlaplace commands.
4.1 Example
We solve Example 3.1 by using Maple.
Step 1: Apply the Laplace transform to the ODE:

> with(inttrans):
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>s1:=laplace(diff(x(t),t$2)+diff(x(t),t)-6*x(t)=0,t,s);

Step 2: Apply the initial conditions:

> s2:=subs({x(0)=2,D(x)(0)=-1},s1);

Step 3: Solve the resultant equation for X ( s) (that is laplace(x(t),t,s)):

>s3:=solve(s2,laplace(x(t),t,s);

Step 4: Now use invlaplace to obtain x (t) :

>s4:=invlaplace(s3,s,t):

4.2 Example
We solve Example 3.2 with three steps in Maple.
Assign a name to the differential equation:
>del:=diff(x(t),t$4)-4*diff(x(t),t$3)+6*diff(x(t),t$2)-4*diff(x(t),t)+x(t)=0;

We apply the Laplace transform and the initial conditions in one step:

>q1:=subs({x(0)=0,D(x)(0)=1,(D@@2)(x)(0)=0,(D@@3)(x)(0)=1},laplace(del,t,s));

Notice the use of the @ sign. Similarly, we will combine the two remaining steps into one:
> q2:=invlaplace(solve(q1,laplace(x(t),t,s)),s,t);

4.3 Example
We solve Example 3.3 by first omitting the option method=laplace in dsolve command and
then by including it under with(DEtools) package.)
>with(DEtools):
>de2:={diff(x(t),t$2)+4*x(t)=exp(-t)*cos(2*t),x(0)=0,D(x)(0)=1};
sol_1:=rhs(dsolve(de2,x(t)));

> sol_2:=rhs(dsolve(de2,x(t),method=laplace));
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5. Conclusion
It can be seen that initial value problems are solved manually by Laplace transform method.
Hand calculations take a time. The solutions are verified by computer algebra software,
Maple 2018. Maple's commands are very easy to learn. We think that this paper is pioneer
guide to study symbolic language in mathematics education.

Acknowledgements
This paper has benefited from all of my teachers and colleagues who gave generously of their
time and expertise. My special thanks to my parents and all brothers and sisters who give
patiently support throughout my life.

[1] C. O. Aguilar, MAPLETM LAB MANUAL FOR MATH236 Differential Equations and
Computer Methods, https://mast.queensu.ca › MapleNotesCesar

[2] C. H. Yu, A Study on Fourier Series with Maple, International Journal of Research, Vol.
04 Issue 07, Pg 806-810, June 2017.

[3] C. H. Edwards and D. E. Penney, Elementary Differential Equations, 6th Edt., Pearson
Education Inc., Upper Saddle River, New Jersey, 2008.