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Transforms of Derivatives Solutions of Differential Equations

By using the definition of the Laplace transform and then integrating by parts we have



L () =
 () =   ()|
()
 +



If we assume that  () 0 as  , then the term   ()|


 becomes (0), while


   () becomes (). So,

L () = () (0), where () = L ()


We can easily expand this for  !! ().
L () =  L () (0) = "() (0)# (0) =  $ () (0) (0)
So, in general, the Laplace transform of an nth derivative is
L % (&) ()' =  & ()  & ( (0)  & $  ! (0)  (& () (0), where () = L ()

To solve differential equations, we slightly modify the above notation.


L *() = +(); L ( +() = *()
L * = +() *(0); L * =  $ +() *(0) *(0)
L %* (&) ' =  & +()  & ( *(0)  & $ * ! (0) * (& () (0)
Note that to solve a differential equation using Laplace transforms we need to know the values of *(0)
and * ! (0). When these are given, the problem is called an initial-value problem.
Example: Solve * + * =  with *(0) = - and *(0) = 1.
First, we take the Laplace transform of each term in the equation.
L * + L * = L 
( $ + 1)+() =

1
+ 1 + -
$

 $ +() *(0) *(0) + +() =

( $ + 1)+() =

$ + 1
+ -
$

1

$

+() =

1
-

+ $
$

 +1

Now taking inverse transforms, we get


1

L ( +() = L ( / $ 0 + - L ( 1 $
2 =  + - cos 

 +1
Department of Mathematics, Sinclair Community College, Dayton, OH

Example: Solve * * 6* = 2 with *(0) = 1 and *(0) = 0.


Take the transform of each term in the equation.
L * L * 6 L * = L 2

2
 $ +() *(0) *(0) "+() *(0)# 6+() =

2
 $ +()  +() + 1 6+() =


Solving for +(),

( $  6)+() =

$  + 2


+() =

$  + 2

( 3)( + 2)

Expanding the right side into partial fractions gives


1 1 8
1
4
1
+() = +

+

3  15  3 5  + 2
Taking inverse transforms, we get
1
1
8
1
4
1
L ( +() = L ( / 0 + L ( /
0 + L ( /
0
3

15
3
5
+2

1 8 = 4 $

*() = +
+
3
15
5

Note: Here is a simplified method of expanding rational expressions into partial fractions. Any number
which makes a factor of the denominator equal to zero is called a pole. This method works provided
the order (degree) of the factor is one. For example, if the denominator factors into ( 5)( + 7),
then there are three poles: 0, 5, and -7. If any of the factors were of degree higher than one, that is  $
or ( 5)$ , then this method would not work.
Lets use the expression from the previous example:
? @$
( =)( @$)

? @$
.
( =)( @$)

The poles are 0, 3, -2. We have

= + = + @$, and we need to find A, B, and C. For each pole, remove its factor and set
$  + 2
1
E = lim
=
 ( 3)( + 2)
3
$  + 2
8
=
= ( + 2)
15

I = lim

$  + 2 4
=
$ ( 3)
5

J = lim
So,

? @$
( =)( @$)

= = + (L( =) + ( @$).

Department of Mathematics, Sinclair Community College, Dayton, OH

Example: Solve * + * = $ with *(0) = *(0) = *(0) = 0.


For this problem we need to know that
L * =  = +()  $ *(0) *(0) *(0)
L * = +() *(0)
L  $N  =

1
2

We then have
 = +() + +() =

2

+() =

1

( 2)( $ + 1)

Since one of the factors in the denominator is not linear, we cannot use our simplified method for
partial fractions unless we resort to complex numbers.
B

Setting +() = + $ +

D @O
? @(

and solving for A, B, C, and D, we get

+() =

1
1
2
1
+
+


$
$
2 10( 2) 5( + 1) 5( + 1)

Then, the solution is


1
1
1
1
2

1
1
L ( +() = L ( / 0 + L ( /
0 + L ( 1 $
2 L ( / $
0

10
2
5
 +1
5
 +1
2
1 $ 2
1
*() = +
+ cos  sin 
2 10 5
5

Department of Mathematics, Sinclair Community College, Dayton, OH

Exercises: Use Laplace transforms to solve the following initial value problems.
1.

* !! * = sin  , *(0) = *(0) = 0

2.

* 2* + * = 0, *(0) = 0,

3.

* 2Q* + (Q $ + $ )* = 0, *(0) = 0, *(0) = 1

4.

* !! + 4* = sin  ,

5.

* ! + * = (),

*(1) = 2

*(0) = *(0) = 0
*(0) = 0, () = 1

1 0  < 1

1
1

Answers:
 cos  sin 
+


2
2
2

1.

*() = 1 +

2.

*() = 2  (

3.

*() =

4.

*() =

5.

*() = 1  2W1 ( () XU( 1)

1 V
sinh 

sinh 2 sin 


10
5

Department of Mathematics, Sinclair Community College, Dayton, OH