Differential Equations and Systems of Differential

Equations

1 Laplace Transforms of derivatives

n
 
d
Let f (n) (t) be defined as n f (t)
dt
Theorem
If f (n−1) (t) is continuous for t ≥ 0, f (n) (t) is piecewise continuous on every finite interval
for t ≥ 0, and f (t), f ′ (t), f ′′ (t), · · · , f (n−1) (t) are all of exponential order for some α, then;
L {f (n) (t)} exists for Re(s) > α and

L {f (n) (t)} = sn F (s) − sn−1 f (0) − sn−2 f ′ (0) − · · · · · · · · · − sf (n−2) (0) − f (n−1) (0)
where F (s) = L {f (t)}
Proof.
∞
let u = e−st ⇒ du = −se−st dt
Z
L {f (n)
(t)} = e−st f (n) (t) dt
0 dv = f (n) (t) dt ⇒ v = f (n−1) (t)

T
Z ∞
= lim e−st f (n−1) (t) 0 − −se−st f (n−1) (t) dt

T →∞ 0
Z ∞
= lim e−sT f (n−1) (T ) − e−s(0) f (n−1) (0) + se−st f (n−1) (t) dt
 
T →∞ 0
Z ∞
= −f (n−1) (0) + s e−st f (n−1) (t) dt (since f (n−1) (t) is continuous and
|0 {z }
L {f (n−1) (t)}

of exponential order)
This gives the Reduction Formula L {f (n) (t)} = s L {f (n−1) (f )} − f (n−1) (0), which when
repeatedly applied yields;
L {f (n) (t)} = s L {f (n−1) (t)} − f (n−1) (0)

= s sL {f (n−2) (t)} − f (n−2) (0) − f (n−1) (0)

 

= s2 L {f (n−2) (t)} − sf (n−2) (0) − f (n−1) (0)

= s2 sL {f (n−3) (t) − f (n−3) (0)} − sf (n−2) (0) − f (n−1) (0)

 

= s3 L {f (n−3) (t)} − s2 f (n−3) (0) − sf (n−2) (0) − f (n−1) (0)

.. .. ..
. . .

= s(n−1) [sL {f (t)} − f (0)] − s(n−2) f ′ (0) − s(n−3) f ′′ (0) − · · · − f (n−1) (0)

= s(n) L {f (t)} − s(n−1) f (0) − s(n−2) f ′ (0) − s(n−3) f ′′ (0) − · · · − f (n−1) (0)

© 2019 Durban University of Technology: D Day Page 1

Thus, if x = x(t) = f (t), then;
 
d
L (f (t)) = sL {f (t)} − f (0) = sF (s) − f (0)
dt
 2 
d
L (f (t)) = s2 L {f (t)} − sf (0) − f ′ (0) = s2 F (s) − sf (0) − f ′ (0)
dt2
 3 
d
L (f (t)) = s3 L {f (t)} − s2 f (0) − sf ′ (0) − f ′′ (0) = s3 F (s) − s2 f (0) − sf ′ (0) − f ′′ (0)
dt3
etc

1.1 Some alternate notation

If x = x(t) = f (t), then;
Let X = L {x} = L {x(t)} = L {f (t)},
dx d2 x ... d3 x
ẋ = = f ′ (t); ẍ = = f ′′ (t);
x = 3 = f ′′′ (t); etc. and
dt dt2 dt
...
x0 = x(0) = f (0) x1 = ẋ(0) = f ′ (0) x2 = ẍ(0) = f ′′ (0) x3 = x (0) = f ′′′ (0) etc.
Then, applying this notation we can express the laplace transforms of derivatives ẋ, ẍ
...
and x as follows
L {ẋ} = sX − x0 = sX − x(0)
L {ẍ} = s2 X − sx0 − x1 = s2 X − sx(0) − ẋ(0)
...
L { x } = s3 X − s2 x0 − sx1 − x2 = s3 X − s2 x(0) − sẋ(0) − ẍ(0)

2 Solving Linear Differential Equations with constant

coefficients
Now that we have a means of finding Laplace Transforms of derivatives, we are in a
position to use Laplace Transforms to solve differential equations with initial conditions.
Example
Solve ÿ + 2ẏ + 5y = e−2t , where y0 = 0, y1 = 1
1
s2 Y − sy0 − y1 + 2[s Y − y0 ] + 5 Y = (step[1] Laplace transform the equation)
s+2
1
s2 Y − s(0) − 1 + 2s Y − 2(0) + 5 Y = (step[2] Substitute initial conditions)
s+2
1 s+3
(s2 + 2s + 5)Y = +1=
s+2 s+2
s+3
Y = (step[3] Solve algebraically for Y = L {y})
(s + 2)(s2 + 2s + 5)

© 2019 Durban University of Technology: D Day Page 2

 (step[4] Find the solution y = L −1 {Y } of the Differential equation (see below))
1
5
− 15 s + 1
Y = + ((by partial fractions)
s + 2 s2 + 2s + 5
− 15 s + 1
 
1 1
Y = + (by completing the square)
5 s+2 (s + 1)2 + 4

− 1 (s + 1) + 65
 
1 1
Y = + 5
5 s+2 (s + 1)2 + 4
     
1 1 1 s+1 6 1
Y = − +
5 s+2 5 (s + 1)2 + 4 5 (s + 1)2 + 4
     
1 1 1 s+1 3 2
Y = − +
5 s+2 5 (s + 1)2 + 4 5 (s + 1)2 + 4

∴ y = L −1 {Y } = 15 e−2t − 15 e−t cos 2t + 35 sin 2t (First Shift Theorem)

Exercises
d2 x
1) + 9x = cos 2t, where x(0) = 0, ẋ(0) = − 53
dt2
ans: x = 15 cos 2t − 15 cos 3t − 15 sin 3t
2) 2ÿ + 3ẏ + 2y = 3, where y(0) = 0, ẏ(0) = 1
√  √ 
3 − 34 t 7 − 34 t
ans: y = 3
2
−2e 1
cos 4 t − 2 7 e
√ sin 47 t

3 Systems of Differential Equations

Laplace Transforms can also be used to solve Systems of Differential Equations as follows;
Example
Solve
dy
− x = et
dt
dx
+ y = e−t , subject to:
dt
x(0) = y(0) = 0

Step 1: Laplace Transform both sides of the Differential Equation

© 2019 Durban University of Technology: D Day Page 3

 1
s Y − y0 − X = (i)
s−1
1
s X − x0 + Y = (ii)
s+1

Step 2: Substitute initial conditions and transpose the equations leaving only terms in
X and Y on the left hand side

1
sY − 0 − X = (i)
s−1
1
sX − 0 + Y = (ii)
s+1

1
− X + sY = (i)
s−1
1
sX + Y = (ii)
s+1

Step 3: Solve for X or Y using either Cramer’s Rule or Elimination and Substitution.

1
−1 s−1
1
s s+1
Y =
−1 s
s 1

1 s
− −
= s+1 s−1
−1 − s

−(s − 1) − s(s + 1)
(s − 1)(s + 1)
=
−(s2 + 1)

s2 + 2s − 1
=
(s − 1)(s + 1)(s2 + 1)

© 2019 Durban University of Technology: D Day Page 4

 1 1
2 2 −s + 1
= + + (use partial fractions)
s−1 s+1 s2 + 1
   
1 1 1 1 s 1
= + − + 2
2 s−1 2 s+1 s2 +1 s +1

∴ y = L −1 {Y } = 12 et + 21 e−t − cos t + sin t

Step 4: Find the other variable by either;

1. Substitution: If one of the original Differential Equations can be transposed so

that the unknown function can be expressed in terms of the function solved for in
Step 3 as well as the variable t, then in this case, using the first differential equation
we get;
dy
x = −et +
dt
= −et + 21 et − 12 e−t + sin t + cos t
| {z }
dy
dt

= − 12 et − 12 e−t + cos t + sin t

OR

2. Cramer’s Rule or Elimination and Substitution: Repeat Step 3 using Cramer’s

Rule or Elimination and Substitution to find the remaining unknown function

1
s−1
s
1
s+1
1
X=
−1 s
s 1

1 s
−
= s−1 s+1
−1 − s

s + 1 − s(s − 1)
(s − 1)(s + 1)
=
−(s2 + 1)

s2 − 2s − 1
= 2
(s − 1)(s2 + 1)

s2 − 2s − 1
=
(s − 1)(s + 1)(s2 + 1)

© 2019 Durban University of Technology: D Day Page 5

 − 21 − 12 s+1
= + + 2 (use partial fractions)
s−1 s+1 s +1
   
1 1 1 1 s 1
=− − + + 2
2 s−1 2 s+1 s2 +1 s +1

∴ x = L −1 {X} = − 12 et − 21 e−t + cos t + sin t

Note: Since the second option here, involves more work than the first option, it pays
to study the two given differential equations before deciding which unknown variable to
solve for first.
For example, if you study the two differential equations in exercise 1 below, the second
differential equation can be transposed so that y can be expressed in terms of the variables
x and t only. It therefore makes sense to solve for x first so that substitution can be applied
to find y.
However, where neither equation can be transposed in such a manner, there is no option
but to use Cramer’s Rule or Elimination and Substitution.
Exercises

1.
dx dy
+x+ + 2y = e−3t
dt dt
dx
+ 3x + 5y = 5e−2t where;
dt
x(0) = 4, y(0) = −1

ans: x = − 12 e−3t + 9
2
cos t − 7
2
sin t and y = e−2t − 2 cos t + 3 sin t

2.

ẍ − 2x − 3y = e2t
ÿ + x + 2y = 0 where;
x0 = y0 = 1, x1 = y1 = 0

ans: x = 43 et + 74 e−t + 25 e2t − 19

10
cos t + 1
5
sin t, and
y = − 14 et − 7
12
e−t − 1
15
2t
e + 19
10
cos t − 1
5
sin t

© 2019 Durban University of Technology: D Day Page 6