LABORATORY ACTIVITY 4

Laplace Transform and

Numerical Analysis 1

Intended Learning Outcomes

By the end of this activity, you must be able to:
ILO 18 Describe the concept and importance of Laplace Transform (CO 1)
ILO 19 Describe the properties and identities of Laplace Transform (CO 1)
ILO 20 Perform Laplace Transform (CO 2,3)
ILO 21 Perform Inverse Laplace Transform (CO 2,3)
ILO 22 Apply Laplace Transform in convolution and differential equations (CO 2,3)
ILO 29 Describe the concept and importance of numerical analysis (CO 1)
ILO 30 Determine accuracy and errors in numerical computations (CO 2)
ILO 31 Describe different methods in obtaining numerical solutions (CO 1)
ILO 32 Perform numerical analysis on complex engineering problems (CO 2,3)

Time, Frequency and s-Domain

We learned from the previous laboratory how a function 𝑓(𝑥) can be
transformed to its Fourier equivalent 𝐹(𝜔). Now, if we let 𝑥 represent time, we can
replace it with variable 𝑡 and obtain the equivalent function in the time-domain written
as 𝑓(𝑡) with the value of the function dependent on time. Meanwhile, the equivalent
Fourier Transform 𝐹(𝜔) is said to be in the frequency domain, with value of the function
dependent on the frequency 𝜔. Converting from time domain to frequency domain
using Fourier Transform is important since there are hidden features of the function
that is revealed as a result such as its frequency components. In fact, Fourier
Transform is extensively used in signal processing because of its usefulness in
uncovering patterns in the signal.
However, there are functions that have no existing Fourier Transform such as
periodic functions. In addition, Fourier analysis is not much helpful in describing
stability of systems which is a crucial application in engineering. To resolve this,
mathematicians came up with a more generalized transform that can be applied to any
function as long as it starts from zero and extends to infinity [0, ∞⟩ or 𝑡 ≥ 0. And this
requires the frequency domain to be extended to a wider domain 𝑠 which does not
only take the imaginary term representing the frequency component 𝑗𝜔 but includes
the real component 𝜎 which specifies decay or growth of functions. Hence the value
of 𝑠 being 𝑠 = 𝜎 + 𝑗𝜔 can be plotted in the complex plane called the s-plane below that
is useful for describing the stability of a system.

Fig. 1 The s-plane for graphical plotting of the values in the s-domain such the poles of the transfer function
(Davidson, B. (2007), Experimental and simulation-based assessment of the human postural response to sagittal plane
perturbations with localized muscle fatigue and aging)
Laplace Transform
Laplace transform is one of the significant hallmarks in mathematics and
engineering as it becomes a useful tool for simplifying complex problems such as
finding solutions to differential equations by transforming it into an algebraic
expression. Laplace transform has the advantage over Fourier Transform since it is
applicable to a wider domain of functions. One can recall that the formula for the
Fourier Transform is:
∞
𝐹(𝜔) = ∫ 𝑓(𝑥)𝑒 −𝑗𝜔𝑥 𝑑𝑥
−∞

Now by letting 𝑥 = 𝑡, 𝑑𝑥 = 𝑑𝑡 and multiplying the above formula with 𝑒 −𝜎 which

resembles a decaying function, we obtain
∞
−𝜎
𝑒 𝐹(𝜔) = ∫ 𝑓(𝑡)𝑒 −𝜎 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞
∞
−𝜎
𝑒 𝐹(𝜔) = ∫ 𝑓(𝑡)𝑒 −𝜎−𝑗𝜔𝑡 𝑑𝑡
−∞
∞
𝐹(𝜎 + 𝑗𝜔) = ∫ 𝑓(𝑡)𝑒 −(𝜎+𝑗𝜔)𝑡 𝑑𝑡
−∞

Setting 𝑠 = 𝜎 + 𝑗𝜔 we finally obtain

∞
𝐹(𝑠) = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
−∞

Since 𝑡 ≥ 0, the above formula is finally written as the unilateral Laplace

Transform
∞
𝐹(𝑠) = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0

The notation for the Laplace Transform of 𝑓(𝑥) and the Inverse Laplace
Transform of 𝐹(𝑠) is
ℒ{𝑓(𝑡)}
𝑓(𝑡) ⇄ 𝐹(𝑠)
−1
ℒ {𝐹(𝑠)}
Example
𝑒 −𝑡 𝑓𝑜𝑟 𝑡 ≥ 0
a. Find the Laplace Transform of 𝑓(𝑡) = {
0 𝑓𝑜𝑟 𝑡 < 0
∞ ∞ ∞ ∞
𝐹(𝑠) = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑒 −𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑒 −𝑡−𝑠𝑡 𝑑𝑡 = ∫ 𝑒 −(1+𝑠)𝑡 𝑑𝑡
0 0 0 0

−(1+𝑠)𝑡 ∞
𝑒 𝑒 −(1+𝑠)(∞) 𝑒 −(1+𝑠)(0) 0 1 𝟏
= | = [( )−( )] = [( )−( )] =
−(1 + 𝑠) 0 −(1 + 𝑠) −(1 + 𝑠) −(1 + 𝑠) −(1 + 𝑠) 𝒔+𝟏

b. Find the Laplace Transform of 𝑓(𝑡) = sin 2𝑡 𝑢(𝑡)

 1 𝑓𝑜𝑟 𝑡 ≥ 𝑎
The function 𝑢(𝑡) is a step function 𝑢(𝑡 − 𝑎) = { in which 𝑎 = 0 making
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1 𝑓𝑜𝑟 𝑡 ≥ 0
𝑢(𝑡) = { . Multiplying it to sin 2𝑡 results to trimming of the function for
0 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
negative values 𝑡 < 0. Hence the Laplace Transform of the above function is
∞ ∞
𝐹(𝑠) = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ sin 2𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0 0

𝑒 𝑗2𝑡 −𝑒 −𝑗2𝑡
Converting sin 2𝑡 to its complex exponential equivalent 𝑗2

∞ ∞ ∞
−𝑠𝑡
𝑒 𝑗2𝑡 − 𝑒 −𝑗2𝑡 −𝑠𝑡 𝑒 𝑗2𝑡−𝑠𝑡 − 𝑒 −𝑗2𝑡−𝑠𝑡
= ∫ sin 2𝑡 𝑒 𝑑𝑡 = ∫ ( ) 𝑒 𝑑𝑡 = ∫ ( ) 𝑑𝑡
0 0 𝑗2 0 𝑗2
∞ ∞ ∞
𝑒 −(𝑠−𝑗2)𝑡 − 𝑒 −(𝑠+𝑗2)𝑡 𝑒 −(𝑠−𝑗2)𝑡 𝑒 −(𝑠+𝑗2)𝑡
=∫ ( ) 𝑑𝑡 = ∫ ( ) 𝑑𝑡 − ∫ ( )
0 𝑗2 0 𝑗2 0 𝑗2
∞ ∞
𝑒 −(𝑠−𝑗2)𝑡 𝑒 −(𝑠+𝑗2)𝑡 𝑒 −(𝑠−𝑗2)(∞) 𝑒 −(𝑠−𝑗2)(0) 𝑒 −(𝑠+𝑗2)(∞) 𝑒 −(𝑠+𝑗2)(0)
= | −( | ) = [( )−( )] − [( )−( )]
−𝑗2(𝑠 − 𝑗2) 0 −𝑗2(𝑠 + 𝑗2) 0 −𝑗2(𝑠 − 𝑗2) −𝑗2(𝑠 − 𝑗2) −𝑗2(𝑠 + 𝑗2) −𝑗2(𝑠 + 𝑗2)

0 1 0 1
= [( )−( )] − [( )−( )]
−𝑗2(𝑠 − 𝑗2) −𝑗2(𝑠 − 𝑗2) −𝑗2(𝑠 + 𝑗2) −𝑗2(𝑠 + 𝑗2)
1 1 1 1 1 1 (𝑠 + 𝑗2) − (𝑠 − 𝑗2)
= − = ( − )= ( )
𝑗2(𝑠 − 𝑗2) 𝑗2(𝑠 + 𝑗2) 𝑗2 (𝑠 − 𝑗2) (𝑠 + 𝑗2) 𝑗2 (𝑠 − 𝑗2)(𝑠 + 𝑗2)
1 𝑗4 𝟐
= ( 2 ) =
𝑗2 𝑠 − 𝑗 2 4 𝒔𝟐 + 𝟒
c. Determine the Laplace Transform of 𝑓(𝑡) = 𝑡 2 𝑢(𝑡)
∞ ∞
−𝑠𝑡
𝐹(𝑠) = ∫ 𝑓(𝑡)𝑒 𝑑𝑡 = ∫ 𝑡 2 𝑒 −𝑠𝑡 𝑑𝑡
0 0

𝑒 −𝑠𝑡
Let 𝑢 = 𝑡 2 , 𝑑𝑢 = 2𝑡 𝑑𝑡, 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡 and 𝑣 = − . Employing integration by parts
𝑠
𝑏 𝑏
∫ 𝑢 𝑑𝑣 = 𝑢𝑣|𝑏𝑎 − ∫ 𝑣 𝑑𝑢
𝑎 𝑎
∞ ∞ ∞
2 −𝑠𝑡
𝑒 −𝑠𝑡
2
𝑒 −𝑠𝑡
∫ 𝑡 𝑒 𝑑𝑡 = (𝑡 ) (− )| − ∫ (− ) 2𝑡 𝑑𝑡
0 𝑠 0 0 𝑠
∞
𝑒 −𝑠𝑡
The term (𝑡 2 ) (− )| reduces to zero upon inspection hence
𝑠 0
∞ ∞
2 −𝑠𝑡
𝑒 −𝑠𝑡 2 ∞ −𝑠𝑡
∫ 𝑡 𝑒 𝑑𝑡 = 0 − ∫ (− ) 2𝑡 𝑑𝑡 = ∫ 𝑡𝑒 𝑑𝑡
0 0 𝑠 𝑠 0
𝑒 −𝑠𝑡
Let 𝑢 = 𝑡, 𝑑𝑢 = 𝑑𝑡, 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡 and 𝑣 = − . Employing again integration by parts
𝑠
∞ ∞
2 −𝑠𝑡
2 ∞ −𝑠𝑡 2 𝑒 −𝑠𝑡 ∞
𝑒 −𝑠𝑡 2 1 ∞ −𝑠𝑡
∫ 𝑡 𝑒 𝑑𝑡 = ∫ 𝑡𝑒 𝑑𝑡 = [(𝑡) (− )| − ∫ (− ) 𝑑𝑡] = [0 + ∫ 𝑒 𝑑𝑡]
0 𝑠 0 𝑠 𝑠 0 0 𝑠 𝑠 𝑠 0
 ∞
2 1 𝑒 −𝑠𝑡 2 𝑒 −𝑠(∞) 𝑒 −𝑠(0) 2 0 1 2 1 𝟐
= [ ((− )| )] = 2 [(− ) − (− )] = 2 [(− ) − (− )] = 2 ( ) = 𝟑
𝑠 𝑠 𝑠 0
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝒔

Laplace Transforms and their Properties

The above solution using integral seems to be tedious especially when dealing
with more complicated functions. To simplify the process, the following summary of
Laplace transform of elementary function as well as their properties. Note that the
following are true for 𝑡 ≥ 0.
𝒇(𝒕) 𝑭(𝒔)
𝛿(𝑡) 1
1
1 or 𝑢(𝑡)
𝑠
1
𝑒 𝑎𝑡
𝑠−𝑎
𝑛!
𝑡𝑛
𝑠 𝑛+1
𝑎
sin (𝑎𝑡)
𝑠 2 + 𝑎2
𝑠
cos (𝑎𝑡)
𝑠 + 𝑎2
2
𝑎
sinh (𝑎𝑡)
𝑠 − 𝑎2
2
𝑠
cosh (𝑎𝑡)
𝑠 2 − 𝑎2

Properties of Laplace Transform

Linearity ℒ{𝑎0 𝑓0 (𝑥) + 𝑎1 𝑓1 (𝑥) + ⋯ 𝑎𝑛 𝑓𝑛 (𝑥)} = 𝑎0 ℒ{𝑓0 (𝑥)} + 𝑎1 ℒ{𝑓1 (𝑥)} + ⋯ 𝑎𝑛 ℒ{𝑓𝑛 (𝑥)}

Example
ℒ{𝑒 𝑡 − 𝑒 −𝑡 }
1 1 (𝑠 + 1) − (𝑠 − 1) 𝟐
ℒ{𝑒 𝑡 − 𝑒 −𝑡 } = ℒ{𝑒 𝑡 } − ℒ{𝑒 −𝑡 } = − = = 𝟐
𝑠−1 𝑠+1 (𝑠 − 1)(𝑠 + 1) 𝒔 −𝟏

Time Shifting ℒ{𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐹(𝑠)

Example
ℒ{𝑒 −𝑡+3 𝑢(𝑡 − 3)}
1 𝒆−𝟑𝒔
ℒ{𝑒 −𝑡+3 𝑢(𝑡 − 3)} = ℒ{𝑒 −(𝑡−3) 𝑢(𝑡 − 3)} = 𝑒 −3𝑠 ℒ{𝑒 −𝑡 } = 𝑒 −3𝑠 ( )=
𝑠+1 𝒔+𝟏

Frequency Shifting ℒ{𝑒 𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 − 𝑎)

Example
ℒ{𝑒 −2𝑡 cos 3𝑡 𝑢(𝑡)}
ℒ{𝑒 −2𝑡 cos 3𝑡 𝑢(𝑡)} = 𝐹(𝑠 − (−2)) = 𝐹(𝑠 + 2)
 𝑠 𝑠
𝐹(𝑠) = ℒ{cos 3𝑡} = =
𝑠 2 + (3)2 𝑠 2 + 9
(𝑠 + 2) 𝑠+2 𝒔+𝟐
𝐹(𝑠 + 2) = 2
= 2 = 𝟐
(𝑠 + 2) + 9 𝑠 + 4𝑠 + 4 + 9 𝒔 + 𝟒𝒔 + 𝟏𝟑

1 𝑠
Time Scaling ℒ{𝑓(𝑎𝑡)} = 𝐹( )
|𝑎| 𝑎
Example
𝑠
If ℒ{𝑓(𝑡)} = 𝑠+1 determine ℒ{𝑓(3𝑡)}
𝑠 𝑠
1 𝑠 1 3 1 3 1 𝑠 𝒔
ℒ{𝑓(3𝑡)} = 𝐹 ( ) = (𝑠 )= ( )= ( )=
|3| 3 3 3 𝑠+3 3 𝑠+3 𝟑𝒔 + 𝟗
3+1 3

Differentiation ℒ{𝑓 𝑛 (𝑡)} = 𝑠 𝑛 𝐹(𝑠) − 𝑠 𝑛−1 𝑓(0) − 𝑠 𝑛−2 𝑓 ′ (0) − ⋯ − 𝑠𝑓 𝑛−2 (0) − 𝑓 𝑛−1 (0)
Example
𝑑2 𝑦 2𝑑𝑦
If ℒ { 𝑑𝑡 2 + 𝑑𝑡 + 𝑦} given 𝑦(0) = 0 and 𝑦′(0) = 0
𝑑2 𝑦 2𝑑𝑦 𝑑2𝑦 2𝑑𝑦
ℒ{ 2 + + 𝑦} = ℒ { 2 } + ℒ { } + ℒ{𝑦}
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝑑𝑡
= [𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦′(0)] + [2𝑠𝑌(𝑠) − 𝑦(0)] + 𝑌(𝑠) = 𝒔𝟐 𝒀(𝒔) + 𝟐𝒔𝒀(𝒔) + 𝒀(𝒔)
𝑡
1
Integration ℒ {∫ 𝑓(𝜏) 𝑑𝜏} = 𝐹(𝑠)
0 𝑠

𝑑𝐹(𝑠)
Multiplication by 𝑡 ℒ{𝑡𝑓(𝑡)} = −
𝑑𝑠

1
ℒ{sin 𝜔𝑡 𝑓(𝑡)} = [𝐹(𝑠 − 𝑗𝜔) − 𝐹(𝑠 + 𝑗𝜔)]
Modulation 𝑗2
1
ℒ{cos 𝜔𝑡 𝑓(𝑡)} = [𝑋(𝑠 − 𝑗𝜔) + 𝑋(𝑠 + 𝑗𝜔)]
2

𝑡
Convolution ℒ {∫ 𝑓(𝑡 − 𝜏) 𝑔(𝜏) 𝑑𝜏} = ℒ{𝑓 ∗ 𝑔} = 𝐹(𝑠)𝐺(𝑠)
0

Inverse Laplace Transform

Unlike Fourier Transform, the formula for the Inverse Laplace Transform is a
complex line integral
𝛾+𝑗𝑇
1
𝑓(𝑡) = ℒ −1 {𝐹(𝑠)} = lim ∫ 𝐹(𝑠)𝑒 𝑠𝑡 𝑑𝑠
𝑗2𝜋 𝑇→∞ 𝛾−𝑗𝑇

However, things will get messy once one attempt to find the Inverse Laplace
Transform using the above formula. To avoid all the dirty work, one may instead use
the previous table of Laplace transforms and their properties to reverse engineer the
process. This takes a lot of intuitive work and trial and error but with practice, one can
become adept in doing the transforms even without thinking of it.
Example
1
a. Find the Inverse Laplace Transform of 𝐹(𝑠) = 3𝑠+9
1 1 1
We can factor out 3 from the function to obtain 𝐹(𝑠) = 3 ∙ 𝑠+3

From the table of Laplace transform, the function resembles this

1
ℒ{𝑒 𝑎𝑡 } =
𝑠−𝑎
Reversing to get the Inverse Laplace Transform
1
𝑒 𝑎𝑡 = ℒ −1 { }
𝑠−𝑎
Plugging in the above function
1 1
𝐹(𝑠) = ∙
3 𝑠+3
1 1 1 1 1 1 1 𝒆−𝟑𝒕
𝑓(𝑡) = ℒ −1 { ∙ } = ℒ −1 { } = ℒ −1 { } = (𝑒 −3𝑡 ) =
3 𝑠+3 3 𝑠+3 3 𝑠 − (−3) 3 𝟑
4 𝑠+1 2
b. Determine the Inverse Laplace Transform of 𝐹(𝑠) = 𝑠 + 𝑠2 +4 − 𝑠3

Distribute first the Inverse Laplace Transform in every term

4 𝑠+1 2 4 𝑠+1 2
𝑓(𝑡) = ℒ −1 { + 2 − 3 } = ℒ −1 { } + ℒ −1 { 2 } − ℒ −1 { 3 }
𝑠 𝑠 +4 𝑠 𝑠 𝑠 +4 𝑠
4
For the first term ℒ −1 {𝑠 }, we can deduce its transform from the table

1
ℒ{1} =
𝑠
1
1 = ℒ −1 { }
𝑠
4 1
ℒ −1 { } = 4 ℒ −1 { } = 4(1) = 4
𝑠 𝑠
𝑠+1
For the second term ℒ −1 {𝑠2 +4}, we can break it down into two terms

𝑠+1 𝑠 1 𝑠 1
ℒ −1 { } = ℒ −1
{ + } = ℒ −1
{ } + ℒ −1
{ }
𝑠2 + 4 𝑠2 + 4 𝑠2 + 4 𝑠2 + 4 𝑠2 + 4
𝑠
For ℒ −1 {𝑠2 +4}, we use the following transform from the table
𝑠
ℒ{cos (𝑎𝑡)} =
𝑠2 + 𝑎2
 𝑠
cos (𝑎𝑡) = ℒ −1 { }
𝑠 2 + 𝑎2
Performing Inverse Laplace Transform
𝑠 𝑠
ℒ −1 { 2 } = ℒ −1 { 2 } = cos (2𝑡)
𝑠 +4 𝑠 + (2)2
1
Forℒ −1 {𝑠2 +4}, we use the following transform from the table
𝑎
ℒ{sin (𝑎𝑡)} =
𝑠 2 + 𝑎2
𝑎
sin (𝑎𝑡) = ℒ −1 { 2 }
𝑠 + 𝑎2
Performing Inverse Laplace Transform
1 1 2 1 2 1
ℒ −1 { } = ℒ −1 { ∙ 2 } = ℒ −1 { 2 } = sin (2𝑡)
𝑠2 +4 2 𝑠 + (2) 2 2 𝑠 + (2) 2 2
2
For ℒ −1 {𝑠3 }, we use the following transform from the table

𝑛!
ℒ{𝑡 𝑛 } =
𝑠 𝑛+1
𝑛!
𝑡 𝑛 = ℒ −1 { }
𝑠 𝑛+1
2 1 1 2! 1 2!
ℒ −1 { 3 } = 2 ℒ −1 { 3 } = 2 ℒ −1 { ∙ 2+1 } = 2 ∙ ℒ −1 { 2+1 } = 𝑡 2
𝑠 𝑠 2! 𝑠 2! 𝑠
Hence the complete Inverse Laplace Transform is
4 𝑠+1 2 𝟏
𝑓(𝑡) = ℒ −1 { + 2 − 3 } = 𝟒 + 𝐜𝐨𝐬 (𝟐𝒕) + 𝐬𝐢𝐧 (𝟐𝒕) − 𝒕𝟐
𝑠 𝑠 +4 𝑠 𝟐

Application of Laplace Transform

Laplace Transform is important in such that it simplifies complex computations.
Two of such cases are the convolution of functions and the solution of differential
equations.
Convolution using Laplace Transform
From the properties of Laplace Transform, we know that the convolution of two
functions 𝑓(𝑡) and 𝑔(𝑡) can be converted into product of their transform. That is the
integral was turned quickly into multiplication.
𝑡
ℒ {∫ 𝑓(𝑡 − 𝜏) 𝑔(𝜏) 𝑑𝜏} = ℒ{𝑓 ∗ 𝑔} = 𝐹(𝑠)𝐺(𝑠)
0

Example
a. Find the convolution of 𝑓(𝑡) = 𝑒 𝑡 and 𝑔(𝑡) = cos 𝑡
The convolution of the two functions is written as
𝑡 𝑡
𝑓 ∗ 𝑔 = ∫ 𝑓(𝑡 − 𝜏) 𝑔(𝜏) 𝑑𝜏 = ∫ 𝑒 𝑡−𝜏 cos 𝜏 𝑑𝜏
0 0

Of course, the integral can be obtained using integration by parts. However, to avoid
going through integrals, we could take advantage of the convolution property of
Laplace Transform.
1
𝐹(𝑠) = ℒ{𝑒 𝑡 } =
𝑠−1
𝑠
𝐺(𝑠) = ℒ{cos 𝑡} = 2
𝑠 +1
1 𝑠 𝑠
ℒ{𝑓 ∗ 𝑔} = 𝐹(𝑠)𝐺(𝑠) = ( )( 2 )=
𝑠−1 𝑠 +1 (𝑠 − 1)(𝑠 2 + 1)
We need to do the Inverse Laplace transform to obtain the convolution. From the
resulting expression, we obtain the equivalent partial fraction
𝑠 𝐴 𝐵𝑠 𝐶
2
= + 2 + 2
(𝑠 − 1)(𝑠 + 1) (𝑠 − 1) (𝑠 + 1) (𝑠 + 1)
𝑠 = 𝐴(𝑠 2 + 1) + 𝐵𝑠(𝑠 − 1) + 𝐶(𝑠 − 1)
If we let 𝑠 = 1, then the above equation reduce to
1 = 𝐴((1)2 + 1) + 𝐵(1)(1 − 1) + 𝐶(1 − 1)
1 = 2𝐴 + 0 + 0
1
𝐴=
2
If we let 𝑠 = 𝑗, then the above equation reduce to
𝑗 = 𝐴((𝑗)2 + 1) + 𝐵(𝑗)(𝑗 − 1) + 𝐶(𝑗 − 1)
𝑗 = 0 + 𝐵(𝑗 2 − 𝑗) + 𝐶(𝑗 − 1)
𝑗 = −𝐵(1 + 𝑗) + 𝐶(𝑗 − 1)
If we let 𝑠 = −𝑗, then the above equation reduce to
−𝑗 = 𝐴((−𝑗)2 + 1) + 𝐵(−𝑗)((−𝑗) − 1) + 𝐶((−𝑗) − 1)
−𝑗 = 0 + 𝐵(𝑗 2 + 𝑗) + 𝐶(−𝑗 − 1)
−𝑗 = −𝐵(1 − 𝑗) − 𝐶(𝑗 + 1)
Solving for B and C
𝑗 = −𝐵(1 + 𝑗) + 𝐶(𝑗 − 1)
−𝑗 = −𝐵(1 − 𝑗) − 𝐶(𝑗 + 1)
0 = −2𝐵 − 2𝐶
2𝐵 = −2𝐶
𝐵 = −𝐶
Substitute
𝑗 = −(−𝐶)(1 + 𝑗) + 𝐶(𝑗 − 1)
𝑗 = 𝐶(1 + 𝑗) + 𝐶(𝑗 − 1)
𝑗 = 𝑗2𝐶
1
𝐶=
2
1
𝐵 = −𝐶 = −
2
1 1 1
Going back to the partial fraction and substituting 𝐴 = 2, 𝐵 = − 2, and 𝐶 = 2
1 1 1
(2) (− 2) 𝑠 (2) 1 𝑠 1
+ + = − +
(𝑠 − 1) (𝑠 2 + 1) (𝑠 2 + 1) 2(𝑠 − 1) 2(𝑠 2 + 1) 2(𝑠 2 + 1)
To obtain the convolution, we solve for the Inverse Laplace Transform
1 𝑠 1 1 𝑠 1
ℒ −1 { − 2
+ 2 } = ℒ −1 { } − ℒ −1 { 2 } + ℒ −1 { 2 }
2(𝑠 − 1) 2(𝑠 + 1) 2(𝑠 + 1) 2(𝑠 − 1) 2(𝑠 + 1) 2(𝑠 + 1)
𝒆𝒕 𝟏 𝟏
𝒇∗𝒈 = − 𝐜𝐨𝐬 𝒕 + 𝐬𝐢𝐧 𝒕
𝟐 𝟐 𝟐

Solution of Differential Equation using Laplace Transform

Another application of Laplace Transform is finding solution to differential
equation. We knew that determining solution to non-homogenous differential
equations are complicated. By applying Laplace Transform, we reduce the problem
into algebraic one and comes up with a straightforward process.
Example
a. Find the solution to the differential equation 𝑦 ′ + 2𝑦 = 𝑒 2𝑡 given 𝑦(0) = 0
Using the property of differentiation, the Laplace Transform of the given differential
equation is
ℒ{𝑦 ′ + 2𝑦} = ℒ{𝑒 2𝑡 }
ℒ{𝑦 ′ } + ℒ{2𝑦} = ℒ{𝑒 2𝑡 }
ℒ{𝑦 ′ } + ℒ{2𝑦} = ℒ{𝑒 2𝑡 }
1
𝑠𝑌(𝑠) − 𝑦(0) + 2𝑌(𝑠) =
𝑠−2
1
(𝑠 + 2)𝑌(𝑠) =
𝑠−2
 1 1
𝑌(𝑠) = = 2
(𝑠 − 2)(𝑠 + 2) 𝑠 − 4
To solve for 𝑦, we determine the Inverse Laplace Transform of 𝑌(𝑠)
1 1 2 1 2
𝑦 = ℒ −1 { } = ℒ −1 { ∙ 2 } = ℒ −1 { 2 }
𝑠2 −4 2 𝑠 −2 2 2 𝑠 − 22
𝟏
𝒚= 𝐬𝐢𝐧𝐡 𝟐𝒕
𝟐

Numerical Analysis 1a: Root Finding

There are problems in mathematics that cannot be solved analytically. That is,
they have no straightforward method on arriving with the solution just by manipulation
of variables. They require some form of tweaking, some algorithm, some value
guessing and a running computer to arrive with an approximate answer.
Newton-Raphson Method
Consider the square root of a number

𝑥 = √2
With a scientific calculator, one could easily compute its decimal value without
even thinking. However, without the aide of one, things get complicated. To work
around this, the equation can be rewritten into a function 𝑓(𝑥) with √2 as one of its
roots.
𝑓(𝑥) = 𝑥 2 − 2
Using Newton-Raphson Method for finding the root. The formula is given as
𝑓(𝑥𝑛 )
𝑥𝑛+1 = 𝑥𝑛 −
𝑓′(𝑥𝑛 )
Substituting the function 𝑓(𝑥𝑛 ), we obtain
𝑥𝑛 2 − 2
𝑥𝑛+1 = 𝑥𝑛 −
2𝑥𝑛
𝑥𝑛 2
𝑥𝑛+1 = 𝑥𝑛 − +
2 2𝑥𝑛
𝑥𝑛 1
𝑥𝑛+1 = +
2 𝑥𝑛
This time, we arbitrarily assign a value for 𝑥1 and we first let 𝑥1 = 1. We will see
that by using the above formula and by five iterations of the algorithm, the value
converge to the approximate value of the square root of 2 which is 𝑥5 = 1.4142. The
% error is obtained by the formula
𝑥𝑛+1 − 𝑥𝑛
% 𝑒𝑟𝑟𝑜𝑟 = | | 𝑥 100%
𝑥𝑛+1
 n 𝒙𝒏 𝒙𝒏+𝟏 % error
𝑥1 1
𝑥2 = +
2 𝑥1
(1) 1
𝑥2 = +
2 (1)
1 1 𝑥2 = 0.5 + 1 =1.5
2 1.5 1.416667 33.33%
3 1.416667 1.414216 5.88%
4 1.414216 1.414214 0.17%
5 1.414214 1.414214 0.00%

Of course, this is just the positive value of the √2. To get the negative value,
we let 𝑥1 = −1. From there, we obtain the approximate value of the other root of the
square root of 2 which is 𝑥5 = −1.4142.
n 𝒙𝒏 𝒙𝒏+𝟏 % error
𝑥1 1
𝑥2 = +
2 𝑥1
(−1) 1
𝑥2 = +
2 (−1)
1 -1 𝑥2 = −0.5 − 1 =-1.5
2 -1.5 -1.41667 33.33%
3 -1.41667 -1.41422 5.88%
4 -1.41422 -1.41421 0.17%
5 -1.41421 -1.41421 0.00%

Secant Method
One of the disadvantages of the Newton-Raphson method is the need to
analytically obtain the derivative 𝑓′(𝑥𝑛 ) every time. There are instances that this
becomes difficult or impossible to do. To eliminate the need to derive from time to time,
we could just replace the derivative with the algebraic equivalent of slope which is
𝑓(𝑥𝑛+1 ) − 𝑓(𝑥𝑛 )
𝑓 ′ (𝑥𝑛+1 ) ≈
𝑥𝑛+1 − 𝑥𝑛
Substituting back to the Newton-Raphson formula, the formula becomes what
known as the Secant Method
𝑥𝑛+1 − 𝑥𝑛
𝑥𝑛+2 = 𝑥𝑛+1 − 𝑓(𝑥𝑛+1 )
𝑓(𝑥𝑛+1 ) − 𝑓(𝑥𝑛 )
This time, let’s consider the equation
𝑒 −𝑥 = 𝑥
 Upon inspection, we will see that this is difficult to solve analytically. Now, we
will try to obtain the root using Secant Method by letting the above equation be written
into a function
𝑓(𝑥) = 𝑒 −𝑥 − 𝑥
Then using the formula for Secant Method
𝑥𝑛+1 − 𝑥𝑛
𝑥𝑛+2 = 𝑥𝑛+1 − 𝑓(𝑥𝑛+1 )
𝑓(𝑥𝑛+1 ) − 𝑓(𝑥𝑛 )
𝑥𝑛+1 − 𝑥𝑛
𝑥𝑛+2 = 𝑥𝑛+1 − (𝑒 −𝑥𝑛+1 − 𝑥𝑛+1 ) −𝑥
(𝑒 𝑛+1 − 𝑥𝑛+1 ) − (𝑒 −𝑥𝑛 − 𝑥𝑛 )
We arbitrarily choose the values for 𝑥0 and 𝑥1 as our starting point. We let 𝑥0 =
1 and 𝑥1 = 2. Then by six iterations, our answer converges into 𝑥6 = 0.5671.
n 𝒙𝒏 𝒙𝒏+𝟏 𝒙𝒏+𝟐 % error
0 1 2 0.487142
1 2 0.487142 0.58378 310.56%
2 0.487142 0.58378 0.567386 16.55%
3 0.58378 0.567386 0.567143 2.89%
4 0.567386 0.567143 0.567143 0.04%
5 0.567143 0.567143 0.567143 0.00%

Example
a. Determine ℎ(𝑡) from the transfer function
𝑠 2 − 3𝑠 + 2
𝐻(𝑠) = 3
6𝑠 + 31𝑠 2 + 8𝑠 − 45
We know that ℎ(𝑡) = ℒ −1 {𝐻(𝑠)}. Doing partial fraction, we could decompose the above
function to different terms to obtain the Inverse Laplace Transform. However, we must
know the factors that constitute the denominator 6𝑠 3 + 31𝑠 2 + 8𝑠 − 45. Upon
inspection, we conclude that the only way to separate it into those factors is using
synthetic division. However, such method relies on trial and error which appears
cumbersome. So, we will try to resort to numerical means using Newton-Raphson
method. First, we must obtain the derivative of the denominator.
𝑓 ′ (𝑠) = (3)6𝑠 3−1 + (2)31𝑠 2−1 + 8𝑠 0 − 0
𝑓 ′ (𝑠) = 18𝑠 2 + 62𝑠 + 8
𝑓 ′ (𝑠𝑛 ) = 18𝑠𝑛 2 + 62𝑠𝑛 + 8
Substitute to the formula
𝑓(𝑠𝑛 )
𝑠𝑛+1 = 𝑠𝑛 −
𝑓′(𝑠𝑛 )
6𝑠𝑛 3 + 31𝑠𝑛 2 + 8𝑠𝑛 − 45
𝑠𝑛+1 = 𝑠𝑛 −
18𝑠𝑛 2 + 62𝑠𝑛 + 8
 By five iterations in the algorithm using three initial values 𝑠1 = 2, −1 and −5
from informed guess, we obtained the three roots of the denominator.
n 𝒔𝒏 𝒔𝒏+𝟏 % error
1 2 1.29902
2 1.29902 1.039542 53.96%
3 1.039542 1.000842 24.96%
4 1.000842 1 3.87%
5 1 1 0.08%

n 𝒔𝒏 𝒔𝒏+𝟏 % error
1 -1 -1.77778
2 -1.77778 -1.66658 43.75%
3 -1.66658 -1.66667 6.67%
4 -1.66667 -1.66667 0.01%
5 -1.66667 -1.66667 0.00%

n 𝒔𝒏 𝒔𝒏+𝟏 % error
1 -5 -4.59459
2 -4.59459 -4.50444 8.82%
3 -4.50444 -4.50001 2.00%
4 -4.50001 -4.5 0.10%
5 -4.5 -4.5 0.00%

5 9
Hence the roots are 𝑠 = 1, −1.667 𝑜𝑟 − 3 and − 4.5 𝑜𝑟 − 2 and the equivalent factors
are (𝑠 − 1), (3𝑠 + 5) and (2𝑠 + 9). We use them to decompose the function into partial
fraction.
𝑠 2 − 3𝑠 + 2 𝑠 2 − 3𝑠 + 2
𝐻(𝑠) = 3 =
6𝑠 + 31𝑠 2 + 8𝑠 − 45 (𝑠 − 1)(3𝑠 + 5)(2𝑠 + 9)
𝑠 2 − 3𝑠 + 2 𝐴 𝐵 𝐶
= + +
(𝑠 − 1)(3𝑠 + 5)(2𝑠 + 9) (𝑠 − 1) (3𝑠 + 5) (2𝑠 + 9)
𝑠 2 − 3𝑠 + 2 = 𝐴(3𝑠 + 5)(2𝑠 + 9) + 𝐵(𝑠 − 1)(2𝑠 + 9) + 𝐶(𝑠 − 1)(3𝑠 + 5)
If we let 𝑠 = 1, then
(1)2 − 3(1) + 2 = 𝐴(3(1) + 5)(2(1) + 9) + 𝐵(1 − 1)(2(1) + 9) + 𝐶(1 − 1)(3(1) + 5)
1 − 3 + 2 = 𝐴(8)(11) + 0 + 0
0 = 𝐴(88)
𝐴=0
5
If we let 𝑠 = −1.667 𝑜𝑟 − 3, then
5 2 5 5 5 5 5 5 5
(− ) − 3 (− ) + 2 = 𝐴 (3 (− ) + 5) (2 (− ) + 9) + 𝐵 ((− ) − 1) (2 (− ) + 9) + 𝐶 ((− ) − 1) (3 (− ) + 5)
3 3 3 3 3 3 3 3
88 8 17
= 0 + 𝐵 (− ) ( ) + 0
9 3 3
88(3)(3)
𝐵=
9(−8)(17)
11
𝐵=−
17
9
If we let 𝑠 = −4.5 𝑜𝑟 − 2, then
9 2 9 9 9 9 9 9 9
(− ) − 3 (− ) + 2 = 𝐴 (3 (− ) + 5) (2 (− ) + 9) + 𝐵 ((− ) − 1) (2 (− ) + 9) + 𝐶 ((− ) − 1) (3 (− ) + 5)
2 2 2 2 2 2 2 2

143 11 17
= 0 + 0 + 𝐶 (− ) (− )
4 2 2
143(2)(2)
𝐶=
4(−11)(−17)
13
𝐶=
17
11 13
𝑠 2 − 3𝑠 + 2 𝐴 𝐵 𝐶 0 (− 17) (17)
= + + = + +
6𝑠 3 + 31𝑠 2 + 8𝑠 − 45 (𝑠 − 1) (3𝑠 + 5) (2𝑠 + 9) (𝑠 − 1) (3𝑠 + 5) (2𝑠 + 9)
𝑠 2 − 3𝑠 + 2 11 1 13 1 11 1 13 1
𝐻(𝑠) = = −( ) +( ) = −( ) +( )
6𝑠 3 + 31𝑠 2 + 8𝑠 − 45 17 (3𝑠 + 5) 17 (2𝑠 + 9) 17(3) (𝑠 + 5) 17(2) (𝑠 + 9)
3 2

11 1 13 1 11 1 13 1
ℎ(𝑡) = ℒ −1 {𝐻(𝑠)} = ℒ −1 {− ( ) +( ) } = ℒ −1 {− ( ) } + ℒ −1 {( ) }
51 (𝑠 + 5) 34 (𝑠 + 9) 51 (𝑠 + 5) 34 (𝑠 + 9)
3 2 3 2

11 −1 1 13 1
ℎ(𝑡) = − ℒ { } + ℒ −1 { }
51 5 34 9
(𝑠 + 3) (𝑠 + 2)

𝟏𝟏 − 𝟓𝒕 𝟏𝟑 − 𝟗𝒕
𝒉(𝒕) = − 𝒆 𝟑 + 𝒆 𝟐
𝟓𝟏 𝟑𝟒

b. Find the value/s 𝑡 of the equation 𝑦 ′ + 𝑦 = −𝑡𝑒 −𝑡 where 𝑦 = 0 given 𝑦(1) = 2

𝑑𝐹(𝑠)
Using the property of Laplace Transform ℒ{𝑡𝑓(𝑡)} = − where we let 𝑓(𝑡) = 𝑒 −𝑡
𝑑𝑠
the perform Laplace Transform of the equation.
ℒ{𝑦 ′ + 𝑦} = ℒ{−𝑡𝑒 −𝑡 }

𝑑 𝑑 1 1
𝑠𝑌(𝑠) − 𝑦(0) + 𝑌(𝑠) = −ℒ{𝑡𝑒 −𝑡 } = − (− (ℒ{𝑒 −𝑡 })) = ( )=−
𝑑𝑠 𝑑𝑠 𝑠 + 1 (𝑠 + 1)2

1
𝑌(𝑠)(𝑠 + 1) = − + 𝑦(0)
(𝑠 + 1)2
 1 𝑦(0)
𝑌(𝑠) = − +
(𝑠 + 1)3 𝑠 + 1
1 𝑦(0) 1 𝑦(0)
𝑦 = ℒ −1 {𝑌(𝑠)} = ℒ −1 {− 3
+ } = −ℒ −1 { 3
} + ℒ −1 { }
(𝑠 + 1) 𝑠+1 (𝑠 + 1) 𝑠+1
𝑛!
Given ℒ{𝑡 𝑛 } = (𝑠)𝑛+1 and ℒ{𝑒 𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 − 𝑎) we find the Inverse Laplace transform

1 𝑦(0) 1 2! 1
𝑦 = −ℒ −1 { } + ℒ −1
{ } = −ℒ −1
{ ∙ } + 𝑦(0)ℒ −1
{ }
(𝑠 + 1)3 𝑠+1 2! (𝑠 − (−1))2+1 𝑠 − (−1)
1
𝑦 = − 𝑡 2 𝑒 −𝑡 + 𝑦(0)𝑒 −𝑡
2
At 𝑡 = 1, 𝑦 = 2
1 1
2 = − (1)2 𝑒 −(1) + 𝑦(0)𝑒 −(1) = − 𝑒 −1 + 𝑦(0)𝑒 −1
2 2
1
𝑦(0)𝑒 −1 = 2 + 𝑒 −1
2
1
𝑦(0) = 2𝑒 + = 5.937
2
1
𝑦 = − 𝑡 2 𝑒 −𝑡 + 𝑦(0)𝑒 −𝑡
2
1
𝑦 = − 𝑡 2 𝑒 −𝑡 + 5.937𝑒 −𝑡
2
𝒚 = 𝒆−𝒕 (𝟓. 𝟗𝟑𝟕 − 𝟎. 𝟓𝒕𝟐 )
To find 𝑡 at 𝑦 = 0, we’ll try the Secant Method.
𝑡𝑛+1 − 𝑡𝑛
𝑡𝑛+2 = 𝑡𝑛+1 − 𝑓(𝑡𝑛+1 )
𝑓(𝑡𝑛+1 ) − 𝑓(𝑡𝑛 )
Let 𝑓(𝑡𝑛 ) = 𝑒 −𝑡𝑛 (5.937 − 0.5𝑡2𝑛 )
2
𝑡𝑛+1 − 𝑡𝑛
𝑡𝑛+2 = 𝑡𝑛+1 − (𝑒 −𝑡𝑛+1 (5.937 − 0.5𝑡𝑛+1 )) 2 2
(𝑒 −𝑡𝑛+1 (5.937 − 0.5𝑡𝑛+1 )) − (𝑒 −𝑡𝑛 (5.937 − 0.5𝑡𝑛+1 ))

Let 𝑡0 = −5 and 𝑡1 = −4

n 𝒕𝒏 𝒕𝒏+𝟏 𝒕𝒏+𝟐 % error

0 -5 -4 -3.86924
1 -4 -3.86924 -3.61698 3.38%
2 -3.86924 -3.61698 -3.5072 6.97%
3 -3.61698 -3.5072 -3.45644 3.13%
4 -3.5072 -3.45644 -3.44658 1.47%
5 -3.45644 -3.44658 -3.44588 0.29%
6 -3.44658 -3.44588 -3.44587 0.02%
Let 𝑡0 = 3 and 𝑡1 = 4

n 𝒕𝒏 𝒕𝒏+𝟏 𝒕𝒏+𝟐 % error

0 3 4 3.654391
1 4 3.654391 3.298986 9.46%
2 3.654391 3.298986 3.472569 10.77%
3 3.298986 3.472569 3.449046 5.00%
4 3.472569 3.449046 3.445794 0.68%
5 3.449046 3.445794 3.445867 0.09%
6 3.445794 3.445867 3.445867 0.00%

Hence, within seven iterations, the values converge to 𝒕 = ±𝟑. 𝟒𝟒𝟔 for 𝑦 = 0
One disadvantage of the Secant Method to that of the Newton-Raphson Method
is that it is slower in convergence. Nevertheless, these two are just few among many
other valuable methods for determining the root of function such as the Bisection
Method, False Position Method, Fixed Point Iteration Method, Bairstow’s Method, etc.

Numerical Analysis 1b: Solutions to Differential Equations

Previously, we solved differential equations by transforming it into algebraic
equations using Laplace Transform. However, there are functions that does not have
or have complicated Laplace Transform. Take for example, these functions do not
have transform because their discontinuities diverge or have complicated integrals.
Running through them in finding solutions will surely be a problem.
1 3
, tan 𝑎𝑡 , sec 𝑎𝑡 , cot 𝑎𝑡 , csc 𝑎𝑡 , 𝑒 𝑡 ,
𝑡
One workaround these issues is by resorting to numerical approximation of the
solution. This is by using algorithms and by iteration, try to get it converge to the
solution by appropriate selection of conditions and parameters. There are various
methods of solving differential equations, but we will just cover the most popular ones.

Euler’s Method
Given a first order differential equation, we can represent it into the following
formula
𝑦 ′ = 𝑓(𝑡, 𝑦), where 𝑦(𝑡0 ) = 𝑦0
We remember that 𝑦′ is the slope of a function 𝑦 and by approximation, we can
calculate these slope as
𝑦𝑛+1 − 𝑦𝑛
𝑦′ =
𝑡𝑛+1 − 𝑡𝑛
Substituting it back to 𝑦′ and letting ℎ = 𝑡𝑛+1 − 𝑡𝑛 which is the incremental step
of the algorithm, the formula becomes
𝑦𝑛+1 − 𝑦𝑛
= 𝑓(𝑡𝑛 , 𝑦𝑛 )
ℎ
 𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓(𝑥𝑛 , 𝑦𝑛 )
To proceed with the algorithm, we start off with the initial conditions 𝑡0 , 𝑦0 then
successively repeat with the next values of 𝑡𝑛 by ℎ increments. Meanwhile, appropriate
selection of ℎ will affect the error of the approximate solution.
Example
a. Approximate the solution of 𝑦 ′ + 𝑦 = −𝑡𝑒 −𝑡 given 𝑦(1) = 2
We rewrite the equation as 𝑦 ′ = −𝑡𝑒 −𝑡 − 𝑦 then we let 𝑓(𝑡𝑛 , 𝑦𝑛 ) = −𝑡𝑛 𝑒 −𝑡𝑛 − 𝑦𝑛
We arbitrarily choose the value of ℎ = 0.5. Then by ten iterations, we obtain the
resulting values along with the true values of 𝑦(𝑡𝑛 ) to get the error. We have previous
knowledge that the solution of the above familiar equation is 𝑦 = 𝑒 −𝑡 (5.937 − 0.5𝑡 2 )
which we will use to compute the true values.
n 𝒕𝒏 𝒚𝒏 𝒚𝒏+𝟏 𝒚(𝒕𝒏 ) error
(approx.) (true value) (true-approx.)
0 1.0 2.0 0.81606 2.000161 0.000160522
1 1.5 0.81606 0.240683 1.073702 0.257642051
2 2.0 0.240683 -0.01499 0.532815 0.292132491
3 2.5 -0.01499 -0.1101 0.230823 0.24581704
4 3.0 -0.1101 -0.12973 0.071544 0.181647277
5 3.5 -0.12973 -0.11771 -0.00568 0.124055124
6 4.0 -0.11771 -0.09549 -0.03779 0.079926374
7 4.5 -0.09549 -0.07274 -0.04652 0.048962569
8 5.0 -0.07274 -0.05321 -0.04422 0.028517619
9 5.5 -0.05321 -0.03785 -0.03755 0.015664994

The resulting graph is shown where we can see a major deviation between 1.5 to 3.5.

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0.5

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1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6 6.5
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Improved Euler’s Method (Heun’s Method)
As we can see, Euler’s Method is just a rough approximation of the solution and
is subject to large deviation from the true value. Hence, an improved Euler’s Method
was developed wherein a corrective step was incorporated. One will still need to use
∗
the original formula but need to get a temporary value called y𝑛+1
∗
𝑦𝑛+1 = 𝑦𝑛 + ℎ𝑓(𝑥𝑛 , 𝑦𝑛 )
Using this temporary value, we do a correction by repeating the process but
∗
multiplying ℎ with the average of the 𝑓(𝑥𝑛 , 𝑦𝑛 ) and 𝑓(𝑥𝑛+1 , y𝑛+1 ).
∗
𝑓(𝑥𝑛 , 𝑦𝑛 ) + 𝑓(𝑥𝑛+1 , 𝑦𝑛+1 )
𝑦𝑛+1 = 𝑦𝑛 + ℎ [ ]
2
By introducing the corrective step, the rate of approximation was dampened so
as not to deviate much from the true value such as shown in the example below with
the corresponding graph for the same equation 𝑦 ′ + 𝑦 = −𝑡𝑒 −𝑡 , 𝑦(1) = 2, ℎ = 0.5.
n 𝒕𝒏 𝒚𝒏 𝒚∗𝒏+𝟏 𝒚𝒏+𝟏 𝒚(𝒕𝒏 ) error
(approx.) (true value) (true-approx.)
0 1.0 2.0 0.81606 1.120341 2.000161 0.000160522
1 1.5 1.120341 0.392823 0.590709 1.073702 0.046638929
2 2.0 0.590709 0.160019 0.284056 0.532815 0.057893731
3 2.5 0.284056 0.039422 0.114543 0.230823 0.053233002
4 3.0 0.114543 -0.01741 0.026497 0.071544 0.042999131
5 3.5 0.026497 -0.0396 -0.01497 -0.00568 0.032173714
6 4.0 -0.01497 -0.04411 -0.03101 -0.03779 0.022818548
7 4.5 -0.03101 -0.0405 -0.03405 -0.04652 0.015514902
8 5.0 -0.03405 -0.03387 -0.03111 -0.04422 0.010168917
9 5.5 -0.03111 -0.0268 -0.02597 -0.03755 0.006436085

2.5
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0.5

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1 1.5 2 2.5 3 3.5 4 4.5 5 5.5 6 6.5
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Runge-Kutta Method
An improved and most popular method of numerically solving differential
equations is the Runge-Kutta Method of the fourth order. This consists of the following
set of formulas
𝑦𝑛+1 = 𝑦𝑛 + 𝐾𝑛 wherein
1
𝐾𝑛 = (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )
6
1 1
𝑘1 = ℎ𝑓(𝑡𝑛 , 𝑦𝑛 ) 𝑘2 = ℎ𝑓 (𝑡𝑛 + ℎ, 𝑦𝑛 + 𝑘1 )
2 2
1 1
𝑘3 = ℎ𝑓 (𝑡𝑛 + ℎ, 𝑦𝑛 + 𝑘2 ) 𝑘4 = ℎ𝑓(𝑡𝑛 + ℎ, 𝑦𝑛 + 𝑘3 )
2 2
We will try to use the above method for the same equation 𝑦 ′ + 𝑦 = −𝑡𝑒 −𝑡 ,
𝑦(1) = 2, ℎ = 0.5.
n 𝒕𝒏 𝒚𝒏 𝑲𝒏 𝒚𝒏+𝟏 𝒚(𝒕𝒏 ) error
(approx.) (true value) (true-approx.)
0 1.0 2.0 -5.60242 1.066262919 2.000160522 0.000160522
1 1.5 1.066263 -3.26401 0.52226062 1.073702331 0.007439412
2 2.0 0.522261 -1.81486 0.219784427 0.53281501 0.01055439
3 2.5 0.219784 -0.95006 0.0614414 0.230823016 0.011038589
4 3.0 0.061441 -0.45406 -0.014235275 0.071544017 0.010102617
5 3.5 -0.01424 -0.18263 -0.044672842 -0.005677108 0.008558167
6 4.0 -0.04467 -0.04317 -0.051867473 -0.037785163 0.006887679
7 4.5 -0.05187 0.021693 -0.048251997 -0.046524478 0.005342996
8 5.0 -0.04825 0.046366 -0.040524299 -0.044221146 0.004030851
9 5.5 -0.04052 0.050795 -0.032058391 -0.037549256 0.002975043

From the graph below, we can see that the Runge-Kutta Method is the most
accurate so far in approximating the solution of the differential equation compared to
the Euler’s and Heun’s Methods.

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0.5

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