Solving ODE by Using Laplace Transformation
Solving ODE by Using Laplace Transformation
Solving ODE by Using Laplace Transformation
Problem-1: By using Laplace transformation to solve the following ordinary differential equation
𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 2𝑒 −𝑡 ,
subject to the conditions 𝑦(0) = 2 and 𝑦 ′ (0) = −1. Find also verify your answer.
2
𝑠 2 𝑌(𝑠) − 3𝑠𝑌(𝑠) + 2𝑌(𝑠) = 2𝑠 − 7 +
𝑠+1
2
(𝑠 2 − 3𝑠 + 2)𝑌(𝑠) = 2𝑠 − 7 +
𝑠+1
2
(𝑠 − 1)(𝑠 − 2)𝑌(𝑠) = 2𝑠 − 7 +
𝑠+1
2𝑠 7 2
𝑌(𝑠) = − +
(𝑠 − 1)(𝑠 − 2) (𝑠 − 1)(𝑠 − 2) (𝑠 + 1)(𝑠 − 1)(𝑠 − 2)
2𝑠(𝑠 + 1) − 7(𝑠 + 1) + 2
=
(𝑠 + 1)(𝑠 − 1)(𝑠 − 2)
2𝑠 2 + 2𝑠 − 7𝑠 − 7 + 2
=
(𝑠 + 1)(𝑠 − 1)(𝑠 − 2)
2𝑠 2 − 5𝑠 − 5
=
(𝑠 + 1)(𝑠 − 1)(𝑠 − 2)
Now,
2𝑠 2 − 5𝑠 − 5 𝐴 𝐵 𝐶
= + +
(𝑠 + 1)(𝑠 − 1)(𝑠 − 2) 𝑠 + 1 𝑠 − 1 𝑠 − 2
2𝑠 2 − 5𝑠 − 5 = 𝐴(𝑠 − 1)(𝑠 − 2) + 𝐵(𝑠 + 1)(𝑠 − 2) + 𝐶(𝑠 + 1)(𝑠 − 1)
(2)
Putting 𝑠 = 1, in Eq. (2), we get
2 − 5 − 5 = 𝐵 ∙ 2 ∙ (−1) = −2𝐵
𝐵=4
Putting 𝑠 = −1, in Eq. (2), we get
2 + 5 − 5 = 𝐴 ∙ (−2) ∙ (−3) = 6𝐴
1
𝐴=
3
Again, putting 𝑠 = 2, in Eq. (2), we get
8 − 10 − 5 = 𝐶 ∙ 3 ∙ 1 = 3𝐶
7
𝐶=−
3
1 7
4 −
𝑌(𝑠) = 3 + + 3
𝑠+1 𝑠−1 𝑠−2
(3)
Taking inverse Laplace transformation of both sides of Eq. (3), we obtain
1 −1 1 1 7 1
𝐿−1 {𝑌(𝑠)} = 𝐿 { } + 4𝐿−1 { } − 𝐿−1 { }
3 𝑠+1 𝑠−1 3 𝑠−2
1 7
𝑦 = 𝑦(𝑡) = 𝑒 −𝑡 + 4𝑒 𝑡 − 𝑒 2𝑡
3 3
(4)
which is the required solutions of Eq. (1).
Verification:
Differentiation twice of Eq. (4) with respect to 𝑡, we have
1 14
𝑦 ′ = − 𝑒 −𝑡 + 4𝑒 𝑡 − 𝑒 2𝑡
3 3
(5)
1 −𝑡 28
𝑦 ′′ = 𝑒 + 4𝑒 𝑡 − 𝑒 2𝑡
3 3
(6)
Substituting Eq. (4)-(6) into Eq. (1), we get
1 −𝑡 7 1 14 2𝑡 1 28
𝑒 + 4𝑒 𝑡 − 𝑒 2𝑡 − 3 (− 𝑒 −𝑡 + 4𝑒 𝑡 − 𝑒 ) + 2 ( 𝑒 −𝑡 + 4𝑒 𝑡 − 𝑒 2𝑡 )
3 3 3 3 3 3
= 2𝑒 −𝑡
Problem-2: By using Laplace transformation to solve the following ordinary differential equation
𝑦 ′′′ − 3𝑦 ′′ + 3𝑦 ′ − 𝑦 = 𝑡 2 𝑒 𝑡 ,
subject to the conditions 𝑦(0) = 1, 𝑦 ′ (0) = 0 and 𝑦 ′′ (0) = −2.
[𝑠 3 𝑌(𝑠) − 𝑠 2 𝑌(0) − 𝑠𝑌 ′ (0) − 𝑌′′(0)] − 3[𝑠 2 𝑌(𝑠) − 𝑠𝑌(0) − 𝑌 ′ (0)] + 3[𝑠𝑌(𝑠) − 𝑌(0)] − 𝑌(𝑠)
2
=
(𝑠 − 1)2
Now using the initial conditions 𝑦(0) = 1, 𝑦 ′ (0) = 0 and 𝑦 ′′ (0) = −2, we obtain
2
[𝑠 3 𝑌(𝑠) − 𝑠 2 + 2] − 3[𝑠 2 𝑌(𝑠) − 𝑠] + 3[𝑠𝑌(𝑠) − 1] − 𝑌(𝑠) =
(𝑠 − 1)2
2
(𝑠 3 − 3𝑠 2 + 3𝑠 − 1)𝑌(𝑠) − 𝑠 2 + 3𝑠 − 1 =
(𝑠 − 1)2
𝑠 2 − 3𝑠 + 1 2
𝑌(𝑠) = 3
+
(𝑠 − 1) (𝑠 − 1)6
𝑠 2 − 2𝑠 + 1 − 𝑠 2
= +
(𝑠 − 1)3 (𝑠 − 1)6
(𝑠 − 1)2 − (𝑠 − 1) − 1 2
= 3
+
(𝑠 − 1) (𝑠 − 1)6
1 1 1 2
= − 2
− 3
+
(𝑠 − 1) (𝑠 − 1) (𝑠 − 1) (𝑠 − 1)6
Taking inverse Laplace transformation of both sides of Eq. (3), we obtain
1 1 1 1
𝐿−1 {𝑌(𝑠)} = 𝐿−1 { } − 𝐿−1 { } − 𝐿−1
{ } + 2𝐿−1
{ }
(𝑠 − 1) (𝑠 − 1)2 (𝑠 − 1)3 (𝑠 − 1)6
𝑡2𝑒𝑡 𝑡5 𝑒𝑡
𝑦 = 𝑦(𝑡) = 𝑒 𝑡 − 𝑡𝑒 𝑡 − +
2 60
which is the required solutions of Eq. (1).
Problem-2: Solve the differential equation by using Laplace transformation
𝑦 ′′ + 2𝑦 ′ + 5𝑦 = 𝑒 −𝑡 sin 𝑡,
subject to the conditions 𝑦(0) = 0, 𝑦 ′ (0) = 1.
1
[𝑠 2 𝑌(𝑠) − 𝑠𝑌(0) − 𝑌 ′ (0)] + 2[𝑠𝑌(𝑠) − 𝑌(0)] + 5𝑌(𝑠) =
(𝑠 + 1)2 + 12
Now using the initial conditions 𝑦(0) = 0, 𝑦 ′ (0) = 1, we obtain
1
[𝑠 2 𝑌(𝑠) − 01] + 2[𝑠𝑌(𝑠) − 0] + 5𝑌(𝑠) =
(𝑠 + 1)2 + 12
1
(𝑠 2 + 2𝑠 + 5)𝑌(𝑠) = +1
(𝑠 + 1)2 + 12
𝑠 2 + 2𝑠 + 3
𝑌(𝑠) =
(𝑠 2 + 2𝑠 + 5)(𝑠 2 + 2𝑠 + 2)
(2)
By partial fractions,
𝑠 2 + 2𝑠 + 3 𝐴𝑠 + 𝐵 𝐶𝑠 + 𝐷
2 2
= 2 + 2
(𝑠 + 2𝑠 + 5)(𝑠 + 2𝑠 + 2) (𝑠 + 2𝑠 + 5) (𝑠 + 2𝑠 + 2)
𝐴+𝐶 =0
2𝐴 + 2𝐶 + 𝐵 + 𝐷 = 1
2A + 5C + 2B + 2D = 2
2𝐵 + 5𝐷 = 3
A= 0
2
𝐵=
3
𝐶=0
1
𝐷=
3
𝐴𝑠 + 𝐵 𝐶𝑠 + 𝐷
𝑌(𝑠) = +
(𝑠 2 + 2𝑠 + 5) (𝑠 2 + 2𝑠 + 2)
2 1 1 1
= +
3 {(𝑠 + 1) + 2 } 3 {(𝑠 + 1)2 + 12 }
2 2
2 1 1 1
𝐿−1 {𝑌(𝑠)} = 𝐿−1 { 2 2
} + 𝐿−1 { }
3 {(𝑠 + 1) + 2 } 3 {(𝑠 + 1)2 + 12 }
2 1
= 𝑒 −𝑡 sin 2𝑡 + 𝑒 −𝑡 sin 𝑡
3 3
𝑒 −𝑡
= [2 sin 2𝑡 + sin 𝑡]
3
Problem-3: Solve the following ordinary differential equation by using Laplace transformation
𝑡𝑦 ′′ + (1 − 2𝑡)𝑦 ′ − 2𝑦 = 0,
subject to the conditions 𝑦(0) = 1, 𝑦 ′ (0) = 2.
Fig. 1
𝑑4𝑦 𝑊0
𝐿 { 4} = 𝐿 { }
𝑑𝑥 𝐸𝐼
𝑊0
𝑠 4 𝑌(𝑠) − 𝑠 3 𝑌(0) − 𝑠 2 𝑌 ′ (0) − 𝑠𝑌 ′′ (0) − 𝑌 ′′′ (0) =
𝐸𝐼𝑠
Now using the first two initial conditions 𝑦(0) = 0, 𝑦 ′′ (0) = 0 and the unknow conditions 𝑦′(0) =
𝑐1 and 𝑦 ′′′ (0) = 𝑐2 , we find
𝑊0
𝑠 4 𝑌(𝑠) = 𝑐1 𝑠 2 + 𝑐2 +
𝐸𝐼𝑠
𝑐1 𝑐1 𝑊0
𝑌(𝑠) = 2 + 4 +
𝑠 𝑠 𝐸𝐼𝑠 5
(2)
Taking inverse Laplace transformation of both sides of Eq. (2), we obtain
1 1 𝑊0 −1 1
𝐿−1 {𝑌(𝑠)} = 𝑐1 𝐿−1 { 2 } + 𝑐2 𝐿−1 { 4 } + 𝐿 { 5}
𝑠 𝑠 𝐸𝐼 𝑠
𝑐2 𝑥 3 𝑊0 𝑥 4 𝑐2 𝑥 3 𝑊0 𝑥 4
𝑦 = 𝑦(𝑥) = 𝑐1 𝑥 + + ∙ = 𝑐1 𝑥 + +
3! 𝐸𝐼 4! 6 24𝐸𝐼
(3)
Now using the last two initial conditions 𝑦(𝑙) = 0, 𝑦 ′′ (𝑙) = 0, we find
𝑐2 𝑙 3 𝑊0 𝑙 4
𝑦(𝑙) = 0 = 𝑐1 𝑙 + +
6 24𝐸𝐼
(4)
and
𝑊0 𝑙 2
𝑦′′(𝑙) = 0 = 𝑐2 𝑙 +
2𝐸𝐼
Therefore,
𝑊0 𝑙
𝑐2 = −
2𝐸𝐼
From the Eq. (4), we obtain
𝑊0 𝑙 𝑙 3 𝑊0 𝑙 4
𝑐1 𝑙 − ∙ + =0
2𝐸𝐼 6 24𝐸𝐼
𝑊0 𝑙 3 𝑊0 𝑙 3 𝑊0 𝑙 3
𝑐1 = − =
12𝐸𝐼 24𝐸𝐼 24𝐸𝐼
Hence the required solutions of Eq. (1) is
𝑊0 𝑙 3 𝑥 𝑊0 𝑙𝑥 3 𝑊0 𝑥 4
𝑦 = 𝑦(𝑥) = − +
24𝐸𝐼 12𝐸𝐼 24𝐸𝐼