Linear differential equations with constant coefficients can be easily solved by the Laplace transform method, without finding the complete solution and arbitrary constants. In this connection, the following formulae are quite useful:

  1. \( L\{y'(t)\} = sL\{y(t)\} - y(0) \)
  2. \( L\{y''(t)\} = s^2 L\{y(t)\} - s y(0) - y'(0) \)
  3. \( L\{y'''(t)\} = s^3 L\{y(t)\} - s^2 y(0) - s y'(0) - y''(0) \)

Working Procedure

  1. Take the Laplace transform on both sides of the differential equation using the above formulae and given initial conditions.
  2. Transpose the terms with minus signs to the right side.
  3. Divide by the coefficient of \( L\{y(t)\} \).
  4. Resolve this equation in \( s \) into partial fractions and take the inverse transform on both sides. This gives \( y \) as a function of \( t \), which is the desired solution satisfying the given conditions.

1. Solve the differential equation: \[ y''(t) + 4y'(t) + 3y = e^{-t}, \quad y(0) = y'(0) = 1 \] using Laplace transforms.

Solution: Given the differential equation: \[ y''(t) + 4y'(t) + 3y = e^{-t}, \quad y(0) = y'(0) = 1 \]

Taking the Laplace transform on both sides, we get: \[ L\{y''(t) + 4y'(t) + 3y\} = L\{e^{-t}\} \] \[ \Rightarrow L\{y''(t)\} + 4L\{y'(t)\} + 3L\{y\} = \frac{1}{s+1} \] Substituting the Laplace transforms of derivatives: \[ \left[ s^2 L\{y(t)\} - s y(0) - y'(0) \right] + 4 \left[ s L\{y(t)\} - y(0) \right] + 3 L\{y(t)\} = \frac{1}{s+1} \] Using the initial conditions \( y(0) = 1 \) and \( y'(0) = 1 \): \[ \left[ s^2 L\{y(t)\} - s - 1 \right] + 4 \left[ s L\{y(t)\} - 1 \right] + 3 L\{y(t)\} = \frac{1}{s+1} \] Simplifying: \[ L\{y(t)\} (s^2 + 4s + 3) = \frac{1}{s+1} + s + 5 \] \[ L\{y(t)\} = \frac{s^2 + 6s + 6}{(s+1)(s^2 + 4s + 3)} = \frac{s^2 + 6s + 6}{(s+1)^2 (s+3)} \]

Resolve into partial fractions: \[ \frac{s^2 + 6s + 6}{(s+1)^2 (s+3)} = \frac{A}{s+1} + \frac{B}{(s+1)^2} + \frac{C}{s+3} \] Multiply through by the denominator: \[ s^2 + 6s + 6 = A(s+1)(s+3) + B(s+3) + C(s+1)^2 \] Solve for \( A \), \( B \), and \( C \):

  • Set \( s = -1 \): \( B = \frac{1}{2} \)
  • Set \( s = -3 \): \( C = -\frac{3}{4} \)
  • Compare coefficients of \( s^2 \): \( A + C = 1 \Rightarrow A = \frac{7}{4} \)

Thus: \[ L\{y(t)\} = \frac{7}{4(s+1)} + \frac{1}{2(s+1)^2} - \frac{3}{4(s+3)} \] Taking the inverse Laplace transform: \[ y(t) = \frac{7}{4} e^{-t} + \frac{1}{2} t e^{-t} - \frac{3}{4} e^{-3t} \]

Therefore, the solution is: \[ y(t) = \frac{7}{4} e^{-t} + \frac{1}{2} t e^{-t} - \frac{3}{4} e^{-3t} \]

2. Solve the differential equation: \[ y'' + 2y' + 5y = e^{-t} \sin t, \quad y(0) = 0, \, y'(0) = 1 \] using Laplace transforms.

Solution: Given the differential equation: \[ y'' + 2y' + 5y = e^{-t} \sin t, \quad y(0) = 0, \, y'(0) = 1 \]

Taking the Laplace transform on both sides, we get: \[ L\{y'' + 2y' + 5y\} = L\{e^{-t} \sin t\} \] \[ \Rightarrow L\{y''(t)\} + 2L\{y'(t)\} + 5L\{y\} = L\{e^{-t} \sin t\} \] Substituting the Laplace transforms of derivatives: \[ \left[ s^2 L\{y(t)\} - s y(0) - y'(0) \right] + 2 \left[ s L\{y(t)\} - y(0) \right] + 5 L\{y(t)\} = L\{\sin t\}_{s \to (s+1)} \] Using the initial conditions \( y(0) = 0 \) and \( y'(0) = 1 \): \[ \left[ s^2 L\{y(t)\} - 1 \right] + 2s L\{y(t)\} + 5 L\{y(t)\} = \frac{1}{(s+1)^2 + 1} \] Simplifying: \[ L\{y(t)\} (s^2 + 2s + 5) = \frac{1}{(s+1)^2 + 1} + 1 = \frac{s^2 + 2s + 3}{s^2 + 2s + 2} \] \[ L\{y(t)\} = \frac{s^2 + 2s + 3}{(s^2 + 2s + 2)(s^2 + 2s + 5)} \]

Rewrite the numerator and denominator: \[ \frac{s^2 + 2s + 3}{(s^2 + 2s + 2)(s^2 + 2s + 5)} = \frac{(s+1)^2 + 2}{[(s+1)^2 + 1][(s+1)^2 + 4]} \] Let \( p = (s+1)^2 \), then: \[ \frac{p + 2}{(p + 1)(p + 4)} = \frac{A}{p + 1} + \frac{B}{p + 4} \] Resolving into partial fractions: \[ \frac{p + 2}{(p + 1)(p + 4)} = \frac{1}{3(p + 1)} + \frac{2}{3(p + 4)} \] Substituting back \( p = (s+1)^2 \): \[ \frac{(s+1)^2 + 2}{[(s+1)^2 + 1][(s+1)^2 + 4]} = \frac{1}{3[(s+1)^2 + 1]} + \frac{2}{3[(s+1)^2 + 4]} \]

Taking the inverse Laplace transform: \[ y(t) = e^{-t} L^{-1}\left\{ \frac{s^2 + 2}{(s^2 + 1)(s^2 + 4)} \right\} \] \[ = e^{-t} \left[ \frac{1}{3} L^{-1}\left\{ \frac{1}{s^2 + 1} \right\} + \frac{2}{3} L^{-1}\left\{ \frac{1}{s^2 + 4} \right\} \right] \] \[ = e^{-t} \left[ \frac{1}{3} \sin t + \frac{2}{3} \cdot \frac{1}{2} \sin 2t \right] \] \[ = \frac{e^{-t}}{3} \left[ \sin t + 2 \sin 2t \right] \]

Therefore, the solution is: \[ y(t) = \frac{e^{-t}}{3} \left[ \sin t + 2 \sin 2t \right] \]

Model Problems

Solve the following differential equations using Laplace transforms:

  1. \[ y''' + 2y'' - y' - 2y = 0, \quad y(0) = y'(0) = 0, \quad y''(0) = 6 \]
  2. \[ y'' - 2y' - 8y = 0, \quad y(0) = 3, \quad y'(0) = 6 \]
  3. \[ y'' + y = 2e^t, \quad y(0) = 0, \quad y'(0) = 2 \]
  4. \[ \frac{d^2y}{dt^2} + 2\frac{dy}{dt} - 3y = \sin t, \quad y = \frac{dy}{dt} = 0 \text{ at } t = 0 \]
  5. \[ y''' - 3y'' + 3y' - y = t^2 e^t, \quad y(0) = 1, \quad y'(0) = 0, \quad y''(0) = -2 \]
  6. \[ (D^2 + n^2)x = a \sin(nt + \alpha), \quad x = Dx = 0 \text{ at } t = 0 \]
  7. \[ (D^2 + 9)x = \cos 2t, \quad x(0) = 1, \quad x\left(\frac{\pi}{2}\right) = -1 \]
  8. \[ \frac{d^2x}{dt^2} + 2\frac{dx}{dt} + x = e^t, \quad x = 2, \frac{dx}{dt} = -1 \text{ at } t = 0 \]
  9. \[ \frac{d^2x}{dt^2} + 9x = \sin t, \quad x(0) = 1, \quad x\left(\frac{\pi}{2}\right) = 1 \]
  10. \[ (D^2 + 1)x = t \cos 2t, \quad x = 0, \frac{dx}{dt} = 0 \text{ at } t = 0 \]
  11. \[ (D^2 + 4D + 5)y = 5, \quad y(0) = y'(0) = 0 \]
  12. \[ \frac{d^2x}{dt^2} + 2\frac{dx}{dt} + x = 3t e^{-t}, \quad x(0) = 4, \quad x'(0) = 0 \]
  13. \[ x'' + 4x' = 9t, \quad x(0) = 0, \quad x'(0) = 7 \]
  14. \[ y''' + 4y'' + 5y' + 2y = 10 \cos t, \quad y(0) = y'(0) = 0, \quad y''(0) = 3 \]

Answers

  1. \[ y(t) = e^t - 3e^{-t} + 2e^{-2t} \]
  2. \[ y(t) = 2e^{4t} + e^{-2t} \]
  3. \[ y(t) = e^t + \cos t + \sin t \]
  4. \[ y(t) = \frac{1}{8}e^t - \frac{1}{40}e^{-3t} - \frac{1}{10}\cos t - \frac{1}{5}\sin t \]
  5. \[ y(t) = \frac{e^t}{60} \left( t^5 - 30t^2 - 60t + 60 \right) \]
  6. \[ x(t) = \frac{a}{2n^2} \left[ \cos \alpha \sin nt - nt \cos(nt + \alpha) \right] \]
  7. \[ x(t) = \frac{1}{5} \left[ \cos 2t + 4 \cos 3t + 4 \sin 3t \right] \]
  8. \[ x(t) = 2e^t - 3t e^t + \frac{t^2}{2} e^t \]
  9. \[ x(t) = \frac{1}{24} \left[ 3 \sin t - 21 \sin 3t + 24 \cos 3t \right] \]
  10. \[ x(t) = \frac{1}{9} \left[ 4 \sin 2t - 3t \cos 2t - 5 \sin t \right] \]
  11. \[ x(t) = 1 - e^{-2t} (\cos t + 2 \sin t) \]
  12. \[ x(t) = \frac{e^{-t}}{2} (t^3 + 8t + 8) \]
  13. \[ x(t) = \frac{1}{8} (18t + 19 \sin 2t) \]
  14. \[ y(t) = 2e^{-t} - e^{-2t} - 2t e^{-t} - \cos t + 2 \sin t \]

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