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Lecture 18 MMP-II

The document discusses solving ordinary differential equations using the Laplace transform method. It provides the Laplace transform formulas for derivatives of various orders. It then works through two examples of using Laplace transforms to solve second order differential equations with initial conditions. The first example solves the equation y'' - 4y' + 4y = 64sin(2t) with initial conditions y'(0)=1 and y(0)=0. The second example solves the equation y'' + 4y' + 4y = 6e-t with initial conditions y'(0)=8 and y(0)=-2. Both examples take the Laplace transform of the equation, apply the initial conditions, use partial fraction decomposition, and take the inverse Laplace transform to find

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Sharmeen Iqraz
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0% found this document useful (0 votes)
38 views

Lecture 18 MMP-II

The document discusses solving ordinary differential equations using the Laplace transform method. It provides the Laplace transform formulas for derivatives of various orders. It then works through two examples of using Laplace transforms to solve second order differential equations with initial conditions. The first example solves the equation y'' - 4y' + 4y = 64sin(2t) with initial conditions y'(0)=1 and y(0)=0. The second example solves the equation y'' + 4y' + 4y = 6e-t with initial conditions y'(0)=8 and y(0)=-2. Both examples take the Laplace transform of the equation, apply the initial conditions, use partial fraction decomposition, and take the inverse Laplace transform to find

Uploaded by

Sharmeen Iqraz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SOLUTION OF DIFFERENTIAL EQUATIONS BY

LAPLACE TRANFORM
 Laplace transform method is the best method to solve ordinary differential equations
and initial value problems, without finding the general solution and arbitrary constants.

 The Laplace transformation on differential equations are,

𝐝𝐟
𝐋{ } = 𝐋{𝐟 ′ (𝐭)} = 𝐬𝐅(𝐬) − 𝐟(𝟎)
𝐝𝐭
𝐝𝟐 𝐟
𝐋{ } = 𝐋{𝐟 " (𝐭)} = 𝐬 𝟐 𝐅(𝐬) − 𝐬𝐟(𝟎) − 𝐟 ′ (𝟎)
𝐝𝐭 𝟐

𝐝𝐲
𝐋 { 𝐝𝐭 } = 𝐋{𝐲 ′ (𝐭)} = 𝐬𝐘(𝐬) − 𝐲(𝟎)
𝐝𝟐 𝐲
since 𝐋{𝐲(𝐭)} = 𝐘(𝐬)
𝐋{ } = 𝐋{𝐲 " (𝐭)} = 𝐬 𝟐 𝐘(𝐬) − 𝐬𝐲(𝟎) − 𝐲 ′ (𝟎)
𝐝𝐭 𝟐

QUESTION 1

Using Laplace transformation to solve the following differential equation?

𝐲 ′′ − 𝟒𝐲 ′ + 𝟒𝐲 = 𝟔𝟒𝐬𝐢𝐧⁡(𝟐𝐭)
With, 𝐲 ′ (𝟎) = 𝟏⁡⁡⁡𝐚𝐧𝐝⁡⁡⁡𝐲(𝟎) = 𝟎
Finding the solution of above differential equation 𝐲(𝐭)

Solution:
 The differential equation is,
y ′′ − 4y ′ + 4y = 64sin⁡(2t)

 Taking Laplace transform on both sides,


L{(y ′′ − 4y ′ + 4y)} = L{64sin⁡(2t)}

L{y ′′ } − 4L{y ′ } + 4L{y} = 64L{sin⁡(2t)} ….. eq(1)


 By using the Laplace transformation of differential equation

dy
L { dt } = L{y ′ (t)} = sY(s) − y(0)
d2 y
since 𝐋{𝐲(𝐭)} = 𝐘(𝐬)
L { dt2 } = L{y " (t)} = s 2 Y(s) − sy(0) − y ′ (0)

 Putting these values in eq (1)

2
[s2 Y(s) − sy(0) − y ′ (0)] − 4[sY(s) − y(0)] + 4Y(s) = 64 ( )
s2 +4
128
(s2 − 4s + 4)Y(s) + (4 − s)y(0) − y ′ (0) = …………....eq(2)
s2 +4

 The given initial values are,


𝑦 ′ (0) = 1⁡⁡⁡𝑎𝑛𝑑⁡⁡⁡𝑦(0) = 0
 Putting these values in equation (2);
128
(s2 − 4s + 4)Y(s) − 1 =
s2 +4
128
(s2 − 4s + 4)Y(s) = 1 +
(s2 +4)

128
(s − 2)2 Y(s) = 1 +
(s2 +4)

1 128
Y(s) = (s−2)2 + (s−2)2 (s2 +4) since 𝑌(𝑠) = 𝐿{𝑦(𝑡)}

1 128
⁡L{y(t)} = (s−2)2 + (s−2)2 (s2 +4)

 Finally, to find 𝑦(𝑡) taking Inverse Laplace on both sides,

1 128
L−1 L{y(t)} = L−1 { 2
+ }
(s − 2) (s − 2)2 (s 2 + 4)

1 1
y(t) = L−1 {(s−2)2 } + (128)L−1 {(s−2)2 (s2 +4)} …………..…eq(3)

 Part 1
𝟏
𝐋−𝟏 { }
(𝐬 − 𝟐)𝟐
1 1
L−1 {(s−2)2 } = e2t L−1 {s2 } since ⁡⁡⁡⁡L−1 {F(s + a)} = e−at f(t)
1 1 tn
L−1 {s2 } = t since L−1 {sn+1 } = n!

1
L−1 {(s−2)2 } = te2t

 Part 2

1
L−1 { }
(s − 2)2 (s 2
+ 4)
 Here we use partial fraction
1 A B (Cs+D)
(s−2)2 (s2 +4)
= (s−2) + (s−2)2 + ……………………………….eq(4)
(s2 +4)

𝑤ℎ𝑒𝑟𝑒⁡𝐴, 𝐵, C are the constants.


 Multiplying both sides of above equation with⁡(𝑠 − 2)2 (𝑠 2 + 4).

1 = A(s − 2)(s 2 + 4) + B(s2 + 4) + (Cs + D)⁡(s − 2)2 ………eq(5)

1 = A(s3 + 4s − 2s 2 − 8) + B(s 2 + 4) + (Cs + D)(s 2 − 4s + 4)


0𝑠 3 + 0𝑠 2 + 0𝑠 + 1 = 𝐴(𝑠 3 + 4𝑠 − 2𝑠 2 − 8) + 𝐵(𝑠 2 + 4) + 𝐶(𝑠 3 − 4𝑠 2 + 4𝑠) +
𝐷(𝑠 2 − 4𝑠 + 4)⁡⁡⁡…………..eq(6)
 To evaluate the constants,
Put,⁡⁡⁡s − 2 = 0⁡⁡⁡⁡ → ⁡⁡⁡⁡s = 2 in eq(5)
1 = A(0) + B(4 + 4) + (Cs + D)(0)
1 = B(8)
𝟏
𝐁=𝟖

 To find the other constant values, we have to compare the coefficients in eq(6)
By comparing coefficients of 𝒔𝟑
0 = 𝐴 + 𝐶 ……………..eq(7)
𝟐
By comparing coefficients of 𝒔
0 = −2𝐴 + 𝐵 − 4𝐶 + 𝐷 ……………eq(8)
By comparing coefficients of 𝒔
0 = 4𝐴 + 4𝐶 − 4𝐷⁡⁡ …………..eq(9)
By comparing coefficients of constant
1 = −8𝐴 + 4𝐵 + 4𝐷 ………….eq(10)

 We would simultaneously use above four equations to evaluate remaining constants.

 Multiplying eq(7) with 4 and subtracting it from eq(9),


0 = 4A + 4C
⁡0 = ±4A ± 4C ∓ 4D
-----------------------------
⁡⁡0 = 4D
𝐃=𝟎
 Now, putting values of B and D in eq(10) to evaluate A.
1
1 = −8A + 4 ( ) + 4(0)
8

1
1 = −8A +
2
1
−8A = 1 −
2
1
−8A =
2

𝟏
𝐀=−
𝟏𝟔
 Now put value of A in eq(7) to evaluate C.
1
0=− +C
16
𝟏
𝐂=
𝟏𝟔
 Put, all these values of constant in eq(4)

1 1 1
1 (− ) ( ) ( )s+0
16 8 16
(s−2)2 (s2 +4)
= + (s−2)2 +
(s−2) (s2 +4)
1 1 1
1 (− ) ( ) ( s)
(128)L−1 {(s−2)2 (s2 +4)} = (128)L−1 {(s−2)
16 8
+ (s−2) 16
2 + (s2 +4)}

1 128 −1 1 128 −1 1 128 −1 s


(128)L−1 {(s−2)2 }=− L { } + L {(s−2)2} + L { 2 }
(s2 +4) 16 (s−2) 8 16 (s +4)
1 1 1 s
(128)L−1 {(s−2)2
(s2 +4)
} = −8L−1 {
(s−2)
} + 16L−1 {(s−2)2} + 8L−1 { }
(s2 +4)
since L−1 {F(s + a)} = e−at f(t)

1 1 1 1 tn
(128)L−1 {(s−2)2 (s2 +4)} = −8e2t L−1 { s } + 16e2t L−1 {s2 } + 8cos⁡(2t) since L−1 {sn+1 } = n!

𝟏
(𝟏𝟐𝟖)𝐋−𝟏 { } = −𝟖𝐞𝟐𝐭 + 𝟏𝟔𝐭𝐞𝟐𝐭 + 𝟖𝐜𝐨𝐬⁡(𝟐𝐭)⁡⁡⁡
(𝐬 − 𝟐)𝟐 (𝐬𝟐 + 𝟒)

 Putting the values of part 1 and part 2 in eq (3).

1 1
y(t) = L−1 { 2
} + (128)L−1 { }
(s − 2) (s − 2) (s 2 + 4)
2

y(t) = te2t + [−8e2t + 16te2t + 8cos⁡(2t)]

𝐲(𝐭) = −𝟖𝐞𝟐𝐭 + 𝟖 𝐜𝐨𝐬(𝟐𝐭) + 𝟏𝟕𝐭𝐞𝟐𝐭

Question No 2:
Solve this differential equation, 𝐲 ′′ + 𝟒𝐲 ′ + 𝟒𝐲 = 𝟔𝐞−𝐭 by Laplace transform,
when 𝐲 ′ (𝟎) = 𝟖⁡⁡⁡𝐚𝐧𝐝⁡⁡⁡𝐲(𝟎) = −𝟐

Solution:
 Taking Laplace transform on both sides,
L{y ′′ + 4y ′ + 4y)} = L{6e−t }

L{y ′′ } + 4L{y ′ } + 4L{y} = 6L{𝑒 −𝑡 } ….. eq(1)

 We know this transformation,

dy
L { dt } = L{y ′ (t)} = sY(s) − y(0)
d2 y
since 𝐋{𝐲(𝐭)} = 𝐘(𝐬)
L { dt2 } = L{y " (t)} = s 2 Y(s) − sy(0) − y ′ (0)
 Putting these values in eq (1)
6
[s 2 Y(s) − sy(0) − y ′ (0)] + 4[sY(s) − y(0)] + 4Y(s) =
𝑠+1

6
(s2 + 4s + 4)Y(s) − (4 + s)y(0) − y ′ (0) = ………………….eq(2)
𝑠+1

 The given initial values are,

y ′ (0) = 8⁡⁡⁡and⁡⁡⁡y(0) = −2
 Putting these values in equation (2);
6
(s2 + 4s + 4)Y(s) − (4 + 𝑠)(−2) − 8 =
𝑠+1
6
(s2 + 4s + 4)Y(s) + 8 + 2s − 8 =
𝑠+1
6
(s2 + 4s + 4)Y(s) + 2s =
𝑠+1
6
(s + 2)2 Y(s) + 2s =
𝑠+1
6 2𝑠
𝑌(𝑠) = (𝑠+1)(s+2)2 − (s+2)2 since 𝑌(𝑠) = 𝐿{𝑦(𝑡)}
6 2𝑠
⁡L{y(t)} = (𝑠+1)(s+2)2 − (s+2)2

 Finally, to find 𝑦(𝑡) taking Inverse Laplace on both sides,

6 2𝑠
L−1 L{y(t)} = L−1 { 2
− }
(𝑠 + 1)(s + 2) (s + 2)2

1 𝑠
y(t) = 6L−1 {(𝑠+1)(s+2)2 } − 2𝐿−1 {(s+2)2 } ………………eq(3)

 Part 1
1
L−1 { }
(𝑠 + 1)(s + 2)2
 Here we use partial fraction
1 A B C
(𝑠+1)(s+2)2
= (s+1) + (s+2) + (s+2)2 …………………………..eq(4)

where⁡A, B, C are the constants.


 Multiplying both sides of above equation with⁡(𝑠 + 1)(s + 2)2.

1 = A(s + 2)2 + B(𝑠 + 1)(s + 2) + C⁡(𝑠 + 1) ………eq(5)

 To evaluate the constants,


Put,⁡⁡⁡s + 1 = 0⁡⁡⁡⁡ → ⁡⁡⁡⁡s = −1 in eq(5)
1 = A(−1 + 2)2 + B(−1 + 1)(−1 + 2) + C⁡(−1 + 1)
1 = A(1)
𝐀=𝟏
Put,⁡⁡⁡s + 2 = 0⁡⁡⁡⁡ → ⁡⁡⁡⁡s = −2 in eq(5)
1 = A(−2 + 2)2 + B(−2 + 1)(−2 + 2) + C⁡(−2 + 1)
1 = C(−1)
𝐂 = −𝟏
 To evaluate the value of B,
1 = A(s 2 + 4s + 4) + B(s2 + 3s + 2) + C(s + 1)
0𝑠 2 + 0𝑠 + 1𝑠 0 = (𝐴 + 𝐵)𝑠 2 + (4𝐴 + 3𝐵 + 𝐶)𝑠 + (4𝐴 + 2𝐵 + 𝐶)𝑠 0

By comparing coefficients of 𝒔𝟐
0 = 𝐴 + 𝐵 …………………………………eq(6)
By comparing coefficients of 𝒔
0 = 4𝐴 + 3𝐵 + 𝐶⁡⁡ …………………..eq(7)
By comparing coefficients of constant
1 = 4𝐴 + 2𝐵 + 𝐶 ……………..….eq(8)

 Using eq(6) evaluate the B,


0= 1+B
𝐁 = −𝟏
Put all these values in eq(4)
1 1 (−1) (−1)
(𝑠+1)(s+2)2
= (s+1) + (s+2) + (s+2)2 .
1 1 1 1
(𝑠+1)(s+2)2
= (s+1) − (s+2) − (s+2)2 …………………………eq(9)

 Part 2
𝑠
𝐋−𝟏 { }
(s + 2)2
s+2−2
L−1 {(s+2)2 }
s+2 2
L−1 { 2
} −L−1 { }
(s + 2) (s + 2)2

1 1
L−1 {(s+2)} −2L−1 {(s+2)2 }……………………………eq(10)

 Put eq(9) and eq(10) in eq(3)


1 s
y(t) = 6L−1 {(s+1)(s+2)2 } − 2𝐿−1 {(s+2)2 }

1 1 1 1 1
y(t) = 6L−1 {(s+1) − (s+2) − (s+2)2 } − 2𝐿−1 {(s+2)} + 4L−1 {(s+2)2 }

1 1 1 1 1
y(t) = 6L−1 {(s+1)} − 6L−1 {(s+2)} − 6𝐿−1 {(s+2)2 } − 2𝐿−1 {(s+2)} + 4L−1 {(s+2)2 }

1 1 1
y(t) = 6L−1 {(s+1)} − 8L−1 {(s+2)} − 2𝐿−1 {(s+2)2 } since⁡⁡⁡⁡L−1 {F(s + a)} = e−at f(t)

1 1 1 1 tn
y(t) = 6e−t L−1 { s } − 8e−2t L−1 { s } − 2e−2t L−1 {s2 } since L−1 {sn+1 } = n!

y(t) = 6e−t (1) − 8e−2t (1) − 2e−2t (t)

𝐲(𝐭) = 𝟔𝐞−𝐭 − 𝟖𝐞−𝟐𝐭 − 𝟐𝐭𝐞−𝟐𝐭

Task:
Solve the following differential equation by Laplace Transform,

𝐲 ′′ − 𝟑𝐲 ′ + 𝟐𝐲 = 𝟒𝐞𝟐𝐭
Given 𝐲 ′ (𝟎) = 𝟓⁡⁡𝐚𝐧𝐝⁡⁡⁡𝐲(𝟎) = −𝟑

Note: Dear students in case of any typing mistake in above given formulae, please consult HK
Dass, Chapter 47.

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