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Differential Equations

MATH 251

F.A.Wireko, PhD

Email:fawireko@gmail.com

Department of Mathematics

Kwame Nkrumah University Of Science and Technology

March 11, 2024

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Lecture Fifteen

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Solving IVP’s with Laplace transforms

To solve a differential equation by Laplace transform, we go consider the


following steps:
• Rewrite the equation in terms of Laplace transforms

• Insert the given initial conditions

• Re-arrange the equation algebraically to give the transform of the


solution
• Determine the inverse transform to obtain a particular solution

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Laplace of Derivatives

L{y } = Y (s)

L{y ′ } = sL{y }(s) − y (0)


= sY (s) − y (0)

L{y ′′ } = s 2 L{y }(s) − s ′ y (s) − y ′ (s)


= s 2 Y (s) − sy (0) − y ′ (0)

• Generally
L{y (k) } = s (k) Y (s) − s (k−1) y (0) − . . . − sy (k−2) (0) − y (k−1) (0)
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Example

Solve the IVP

y ′′ − 10y ′ + 9y = 5t, y (0) = −1 y ′ (0) = 2

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Solution

The first step in using the Laplace transform to solve an IVP is to


take the transform of every term in the differential equation

L{y ′′ } − 10L{y ′ } + 9L{y } = L{5t}

5
(s 2 Y (s) − sy (0) − y ′ (0)) − 10(sY (s) − y (0)) + 9Y (s) =
s2
Plugging the initial conditions,
5
s 2 Y (s) − s(−1) − 2 − 10(sY (s) − (−1)) + 9Y (s) =
s2

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Cont...
Grouping like terms and simplifying give,
5
(s 2 − 10s + 9)Y (s) + s − 12 =
s2
Solving for Y (s) gives
5 12 − s
Y (s) = +
s 2 (s
− 9(s − 1)) (s − 9)(s − 1)
5 + 12s 2 − s 3
= 2
s (s − 9)(s − 1)
Finding the partial fraction decomposition for the R.H.S gives

5 + 12s 2 − s 3 A B C D
= + 2+ +
s 2 (s
− 9)(s − 1) s s s −9 s −1

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Cont...

Solving for the constants, we have


50 5 31
A= B= C= D = −2
81 9 81
Plugging in the constants gives
50 5 31 2
Y (s) = + 2+ −
81s 9s 81(s − 9) s − 1

Now, taking the inverse of the transform gives the solution to the IVP
50 5 31
y (t) = + t + e 9t − 2e t
81 9 81

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Example

Solve the IVP

2y ′′ + 3y ′ − 2y = te −2t , y (0) = 0, y ′ = −2

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Solution
As with the first example, we first take the Laplace transform of all
the terms in the differential equation. Afterwards we plug in the
initial conditions to get
1
2(s 2 Y (s) − sy (0) − y ′ (0)) + 3(sY (s) − y (0)) − 2Y (s) =
(s + 2)2
Simplifying the above equation gives
1
(2s 2 + 3s − 2)Y (s) + 4 =
(s + 2)2

Solving for Y (s) gives


1 4
Y (s) = 3

(2s − 1)(s + 2) (2s − 1)(s + 2)

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Cont...

Simplifying further gives

−4s 2 − 16s − 15
Y (s) =
(2s − 1)(s + 2)3

The partial fraction decomposition then becomes

−4s 2 − 16s − 15 A B C D
3
= + + 2
+
(2s − 1)(s + 2) 2s − 1 s + 2 (s + 2) (s + 2)3

Solving for A,B,C , and D, we have


192 96 −2 1
A=− , B= , C= and D = −
125 125 25 5

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Cont...

Plugging in the constants gives,


−192 96 −2 −1
125 125 25 5
Y (s) = + + +
2s − 1 s + 2 (s + 2)2 (s + 2)3
25 2!
 
1 −192 96 10 2!
= + − −
125 2(s − 21 ) s + 2 (s + 2)2 (s + 2)3

Taking the inverse Laplace transform gives,


 
1 t
−2t −2t 25 2 −2t
y (t) = − 96e + 96e
2 − 10te − t e
125 2

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Exercise

Solve the following IVP


1

y ′′ − 6y ′ + 15y = 2 sin(3t) y (0) = −1 y ′ (0) = −4


y ′′ − 2y ′ + y = 3e t y (0) = 1, y (0) = 1

y ′′ − 4y = e −t y (0) = 1, y ′ (0) = 0

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Step Function

Some of the most interesting elementary applications of the transform


method occur in the solution of linear differential equations with
discontinuous or impulsive forcing functions.

These equations arise in the analysis of the flow of current in electric


circuits or the vibrations of mechanical systems.

This lecture focuses on additional properties of the Laplace transform


that are useful in solving such problems.

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Cont...

These functions are assumed to be piecewise continuous and of


exponential order.

This assumption is to ensure the existence of the Laplace transforms,


at least for s sufficiently large.

To deal effectively with functions having jump discontinuities, it is


very helpful to introduce a function known as the unit step function
or Heaviside function

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Cont...
The figure below illustrates the graph of a Heaviside function

The function can be denoted by uc (t) and it is written


mathematically as: (
0 t < c,
uc (t) =
1 t≥c

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Cont....
Laplace of uc (t)

Note that
uc (t) = u(t − c)
Now lets find the Laplace transform of uc (t):
Z ∞
L{uc (t)} = e −st uc (t)dt
Z0 c Z ∞
= e −st (0) dt + e −st (1) dt
Z0 ∞ c

= e −st dt
c

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Cont...

1 −st ∞
 
= − e
s c
 
1 −s(∞) 1 −s(c)
=− e − − e
s s
1
L{uc (t)} = e −sc , s > 0
s

1
L{uc (t)} = e −sc , (1)
s
Equation (1)is the Heaviside Laplace identity

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Cont...

For a given function f defined for t ≥ 0, we will often want to


consider the related function g defined by
(
0 t < c,
g (t) =
f(t - c) t ≥ c

which represents a translation of f (t) by a distance c in the positive t


direction.
We rewrite g (t) in terms of unit step function as

g (t) = uc (t)f (t − c)

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Cont...

Figure: Graph of f (t) Figure: Graph of f (t − c)

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Laplace Transform of uc (t)f (t − c)

Z ∞
L{uc (t)f (t − c)} = e −st (uc (t)f (t − c)) dt
Z0 c Z ∞
−st
= e (0.f (t − c)) dt + e −st (1.f (t − c)) dt
0 c

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Cont....
Z ∞
= e −st f (t − c)dt
c

Let
τ = t − c =⇒ t = τ + c
and
dt = dτ
Also for the limits, when t = c, τ = 0 and when t = ∞, τ = ∞
Making the necessary substitution we have
Z ∞
= e −s(τ +c) f (τ )dτ
0

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Z ∞
= e −sτ .e −cs f (τ )dτ
0
Z ∞
−cs
=e e −sτ f (τ )dτ
0

R∞ R∞
Now 0 e −sτ f (τ )dτ has exactly the same value as 0 e −st f (t)dt
which is, of course, the Laplace transform of f (t).

Therefore

L{uc (t)f (t − c)} = e −cs F (s) (2)

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Cont...

In modelling discontinuous functions, for instance, let us assume,


(
f1 (t) t < c,
f (t) =
f2 (t) t ≥ c

f (t) = f1 (t) + [f2 (t) − f1 (t)]uc (t)

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Example

Write the following function (or switch) in terms of Heaviside function,



−4 t < 6,



25 6 ≤ t < 8
f (t) =


 16 8 ≤ t < 30

10 t ≥ 30

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Solution

f (t) = −4 + [25 − (−4)]u6 (t) + [16 − 25]u8 (t) + [10 − 16]u30 (t)
= −4 + 29u6 (t) − 9u8 (t) − 6u30 (t)

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Exercise

Express f (t) in terms of the unit step function uc (t)





 0 0 ≤ 6 ≤ 3,

−2 3 ≤ t < 5
1 f(t) =


 2 5≤t<7

1 t≥7



 t 0 ≤ t ≤ 2,

2 2≤t<5
2 f(t) =
7 − t 5 ≤ t < 7



0 t≥7
(
1 0 ≤ t ≤ 2,
3 f(t) =
e −(t−2) t≥2

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Blessings

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