Lecture 18 MMP-II
Lecture 18 MMP-II
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.
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
𝐲 ′′ − 𝟒𝐲 ′ + 𝟒𝐲 = 𝟔𝟒𝐬𝐢𝐧(𝟐𝐭)
With, 𝐲 ′ (𝟎) = 𝟏𝐚𝐧𝐝𝐲(𝟎) = 𝟎
Finding the solution of above differential equation 𝐲(𝐭)
Solution:
The differential equation is,
y ′′ − 4y ′ + 4y = 64sin(2t)
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)
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
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)
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)
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)
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 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)
1 1
y(t) = L−1 { 2
} + (128)L−1 { }
(s − 2) (s − 2) (s 2 + 4)
2
Question No 2:
Solve this differential equation, 𝐲 ′′ + 𝟒𝐲 ′ + 𝟒𝐲 = 𝟔𝐞−𝐭 by Laplace transform,
when 𝐲 ′ (𝟎) = 𝟖𝐚𝐧𝐝𝐲(𝟎) = −𝟐
Solution:
Taking Laplace transform on both sides,
L{y ′′ + 4y ′ + 4y)} = L{6e−t }
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
y ′ (0) = 8andy(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
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)
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)
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)
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 } sinceL−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!
Task:
Solve the following differential equation by Laplace Transform,
𝐲 ′′ − 𝟑𝐲 ′ + 𝟐𝐲 = 𝟒𝐞𝟐𝐭
Given 𝐲 ′ (𝟎) = 𝟓𝐚𝐧𝐝𝐲(𝟎) = −𝟑
Note: Dear students in case of any typing mistake in above given formulae, please consult HK
Dass, Chapter 47.