LAPLACE TRANSFORM METHOD FOR SOLVING

DIFFERENTIAL EQUATIONS

BY

OLAYEMI SAHEED ADEWALE

MTH/2009/038

A PROJECT SUBMITTED TO THE DEPARTMENT OF

MATHEMATICS, FACULTY OF SCIENCE IN PARTIAL
FULFILMENT OF THE REQUIREMENTS FOR THE AWARD
OF THE DEGREE OF BACHELOR OF SCIENCE (B.Sc.Hons)
IN MATHEMATICS OF THE OBAFEMI AWOLOWO
UNIVERSITY, ILE-IFE, NIGERIA.

June, 2014

i
 CERTIFICATION
I certify that OLAYEMI, Saheed Adewale has fulfilled all requirements for the award of
B.Sc.(Hons) degree in Mathematics. This project is the result of the research work carried
out by him under my supervision during the course of his undergraduate studies in the
Department of Mathematics, Obafemi Awolowo University, Ile-Ife, Nigeria.

————————————————
Dr B.S. Ogundare
Supervisor

————————————————
Dr A.K. Olapade
Head, Department of Mathematics

ii
 DEDICATION

Dedicated to Almighty God, the Omnipotent whose infinite mercy and blessing surrounded
me from the first day till this hour.

iii
 ACKNOWLEDGEMENTS

Blessed is HE in whose hand is dominion, and HE is able to do all things.I am grateful to

HIM for his provisions of health, knowledge, wisdom and understanding as well as finance
from my first day on Campus till the day I wrote my last examination.According to HIS
words in the holy Qur’an “And HE gave you of all that you asked for, If you count the
blessings of Allah, never will you be able to count them.” They are infinite to mention but
I simply say, with whole of my heart, AL’HAMDU LILAHI ROBI L’ALAMIIN.

I appreciate the efforts of my supervisor, Dr B.S. Ogundare for the excellent supervision of
this project and his efforts towards making us a good mathematician through lecture.More
power to your elbow sir. We shall try to be a good ambassador wherever we find ourself.I
also say thank you to all my lecturers in the department.May God continue to have mercy
on all of you.

I also appreciate the efforts of my parents, Mr T.B. Olayemi and Mrs F.T. Olayemi,
towards the success and achievements of my heart-desires.I say, thank you very much to my
father and my mother, and I pray Allah sub’hanahu watahala, preserve your souls, keep
both of you healthy and wealthy to reap all you have sown(Amiin).Also, to my mentor and
my Uz’taz, Sheikh Taofeeq Adebayo, Jazakumu-lahu khaeran.

I can not forget to mention my friends, Kasali Quaseem B, Ayodele Ibrahim, Ilori Waheed,
Moshood Abdul’muhmeen, Adebayo Omolara J, Oladipupo Omolola Abibat and all other
classmates as well as my Lateefat, you are all wonderful and unforgettable.

iv
Contents

CERTIFICATION ii

DEDICATION iii

ACKNOWLEDGEMENT iv

ABSTRACT vii

1 INTRODUCTION 1
1.1 HISTORICAL BACKGROUND OF DIFFERENTIAL EQUATIONS . . . . 1
1.1.1 Types of differential equations . . . . . . . . . . . . . . . . . . . . . . 2
1.1.2 Order of differential equations . . . . . . . . . . . . . . . . . . . . . . 2
1.1.3 Degree of differential equations . . . . . . . . . . . . . . . . . . . . . 2
1.2 Ordinary Differential Equations (ODE) . . . . . . . . . . . . . . . . . . . . . 3
1.2.1 Types of Ordinary Differential Equations (ODE) . . . . . . . . . . . . 3
1.3 Initial and Boundary value Problems . . . . . . . . . . . . . . . . . . . . . . 4
1.4 Solution of Ordinary Differential Equations . . . . . . . . . . . . . . . . . . . 5
1.4.1 Existence of Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4.2 Uniqueness of Solution . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5 Partial Differential Equations (PDE) . . . . . . . . . . . . . . . . . . . . . . 8
1.5.1 Classification of Partial Differential Equations . . . . . . . . . . . . . 8
1.5.2 Examples of Partial Differential Equations . . . . . . . . . . . . . . . 9
1.6 Outline of the Project . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.7 Motivations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.8 Aims and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.9 Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2 Laplace Transform and its Properties 11

2.1 Brief History of Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Method of Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.3 Properties of Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . 12
2.4 Table of Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5 Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.6 Table of Inverse Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . 20

v
3 Application of Laplace Transform in solving ODE 21
3.1 General Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.2 Application to problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

4 Application of Laplace Transform in solving PDE 29

4.1 Basic Assumptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
4.2 Application to Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

5 Conclusion 38
5.1 Observations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.2 Uses of Laplace Transform method in real life problems . . . . . . . . . . . . 38

References 39

vi
 ABSTRACT
This project work centers on how to make use of Laplace Transform method in solving
Ordinary and Partial differential equations. This method involves transformation of one
function to another, that may not be in the same domain which is named after a great
French mathematician and a renowned astronomer Pierre Simon Laplace(1749-1827). The
method solves any form of constant coefficient and linear differential equations. This method
was made popular by Oliver Heaviside, an English Electrical Engineer, though other Famous
Scientists such as Niels Abel, Mathias Lerch and Thomas Browwich used it in the 19th cen-
tury. The main target of Laplace Transform is that by the method, time domain differential
equation is converted into frequency domain algebraic equation which are solvable by some
known elementary methods.

vii
Chapter 1

INTRODUCTION

1.1 HISTORICAL BACKGROUND OF DIFFEREN-

TIAL EQUATIONS
The study of differential equations originated in the study of calculus by Isaac Newton
(1642-1727) and Gottfried Wilhelm Von Leibnitz (1646-1716) in the 17th century. Leibnitz
arrived at the fundamental results of calculus independently, although a little later than
Newton, but was the first to publish them, in 1684. The attempt to solve physical problems
led gradually to mathematical models in which a function and its derivatives are involved in
an equation. The brothers Jakob(1654 − 1705) and Johann (1667 − 1748) Bernoulli of Basel
did much to develop methods of solving differential equations and to extend the range of
their applications. With the aid of calculus, they solved a number of problems in mechanics
by formulating them as differential equations[9].
The Bernoullis’ were a Swiss family of scholars whose contributions to differential equa-
tions spanned the late 17th and 18th centuries. James I,John I and Daniel Bernoulli(whose
interests were primarily in partial differential equations and their applications) are the best
known members of the Bernoulli family who made many contributions to this field of differ-
ential equations. Differential equations appear in some other fields like Engineering, Physics
as well as Economics and Statistics[4].

Literatures Review
Joel L. Schiff in his text, ”The Laplace Transform: Theory and Applications”, wrote
on Laplace transform and its applications to differential equation problems[5]. Professor of
Mathematics, Erwin Kreyszig, Ohio state University, Columbus, Ohio, used Laplace trans-
form method to get exact solutions to many differential equations[3]. This modern approach
was also applied to differential equations by Doetsch in 19200 s and 19300 s[1]. Many authors
like John Bird[6], Donal Regan and Ravi Agarwal[2], Richard Bronson[8] applied Laplace
transform method to solve differential equations in their books.

1
Definition 1.1.1 A differential equation is a mathematical equation for an unknown func-
tion of one or several variables that relates the unknown function and its derivatives of
various orders. In other words, it is an equation that involves the independent variable, the
dependent variable and its differential coefficients.

For instance, mathematically, it is defined as

0
f (x, y(x), y (x), ..., y (n) (x)) = 0 (1.1.1)

where x and y(x) are the independent and dependent variables respectively, and
0
y (x), ..., y (n) (x) are the derivatives of the dependent variable y(x) from the first order up to
the nth order.

1.1.1 Types of differential equations

• Ordinary differential equation (ODE)

• Partial differential equation (PDE)

• Delay differential equation (DDE)

1.1.2 Order of differential equations

The order of a differential equation is the highest derivative that appears in the equation.
For example;
dy x2 y
= 2 (1.1.2)
dx y + xy
d2 y dy
2
+ x + y3 = 0 (1.1.3)
dx dx
000 00
x4 y + 2xy + y = 0 (1.1.4)
The differential equations (1.1.2), (1.1.3) and (1.1.4) are the first order, second order and
third order respectively.

1.1.3 Degree of differential equations

The degree of a differential equation is the power to which the highest derivative is raised,
in the equation after removing the fraction. For example;

3 1
1 + (y 0 )2 = (y 00 ) 3 (1.1.5)
 000  12 0
3 y − 6y = 0 (1.1.6)

d2 y
4 − 3y = 7 (1.1.7)
dx2

2
 2 5
(y 000 ) + (y 0 ) = 1 (1.1.8)
The equations are categorized as follows, in terms of their orders and degrees:
(1.1.5) is 2nd order and degree 1
(1.1.6) is 3rd order, degree 1
(1.1.7) is 2nd order, 1st degree
(1.1.8) is 3rd order, 2nd degree

1.2 Ordinary Differential Equations (ODE)

Definition 1.2.1 A differential equation is referred to as Ordinary Differential Equa-
tion(ODE) if the unknown function (dependent variable, say y), depends on only one inde-
pendent variable,(say x). For instance, first order ODE is given as,
0
y = f (x, y(x))

1.2.1 Types of Ordinary Differential Equations (ODE)

1. First Order Ordinary Differential Equations (ODE)
(a) Separable Ordinary Differential Equation

dy
= f (x)g(y) (1.2.1)
dx
(b) Homogeneous Ordinary Differential Equation

dy
= f (x, y) (1.2.2)
dx
Equation (1.2.2), which is not separable, is homogeneous if it satisfies the condition

φ(tx, ty) = tn φ(x, y), t ∈ R\{0}

That is,
f (tx, ty) = tn f (x, y), n ∈ R
where n is the degree of homogeneity.

(c) Linear Ordinary Differential Equation

dy
a(x) + b(x)y = c(x) (1.2.3)
dx
dy 0
⇒ + p(x)y = q(x) (1.2.3 )
dx

3
 where
b(x) c(x)
p(x) = , q(x) =
a(x) a(x)
and a(x) 6= {0}.
0
Equation (1.2.3 ) is the standard form of Linear Ordinary Differential Equation.

(d) Bernoulli Ordinary Differential Equation

dy
+ p(x)y = q(x)y n , n ∈ R\{0, 1} (1.2.4)
dx
If n = 1 and n = 0, the equation (1.2.4), reduces to separable and linear ordinary
differential equations respectively.

(e) Exact Ordinary Differential Equation

An Ordinary Differential Equation,
M (x, y)dx + N (x, y)dy = 0 (1.2.5)
is said to be an Exact ordinary differential equation if
∂M ∂N
= (1.2.6)
∂y ∂x
and ∃ a differentiable function g(x, y) 3
dg(x, y) = M (x, y)dx + N (x, y)dy (1.2.7)

2. nth− Order Linear Ordinary Differential Equation

dn y dn−1 y dn−2 y dy
an + a n−1 + a n−2 + · · · + a 1 + a0 y = f (x) (1.2.8)
dxn dxn−1 dxn−2 dx
If f (x) = 0, then (1.2.8) is called the homogeneous linear nth−order ordinary differential
equation, with constant coefficients (that is,a0 , a1 , a2 , . . . , an ∈ R). But if f (x) 6= 0, it is non-
homogeneous linear nth−order ordinary differential equation. Also, a0i s can be functions of
the independent variable x. If any of them depends on y or derivative of y, the equation
becomes non-linear nth−order ordinary differential equation.

1.3 Initial and Boundary value Problems

A differential equation with subsidiary conditions on the unknown function and its deriva-
tives, all given at fixed value of the independent variable(time), constitutes an Initial Value
Problem (IVP). The subsidiary condition is called the Initial Condition. For example,
d2 y dy t 0
+ 2 = e , y(t0 ) = a, y (t0 ) = b (1.3.1)
dt2 dt
Equation(1.3.1) is an initial value problem with t0 as the initial condition.

4
 But if the subsidiary condition is given at more than one value (i.e. different values) of
independent variable(space), then the problem is a Boundary Value Problem (BVP)
and the conditions are the boundary conditions. For example,
00 0 0
y + 2y = ex , y(x0 ) = a, y(x1 ) = b, y (x2 ) = c, x0 6= x1 6= x2 (1.3.2)
where a, b and c are arbitrary constants.
Equation(1.3.2) is a Boundary Value Problem (BVP), while x0 , x1 and x2 are the boundary
conditions.

1.4 Solution of Ordinary Differential Equations

The solution of an ordinary differential equation
0
f (x, y(x), y (x), . . . , y n (x)) = 0 (1.4.1)
is a function y(x) that satisfies the problem (1.4.1)

1.4.1 Existence of Solution

The function φ(x) which is defined on an interval I is a solution of the differential equation
0
y = f (x, y), y(x0 ) = y0
if it satisfies the conditions given below:
0
(i) φ(x) and φ (x) exist for each x ∈ I
(ii) (x, φ(x)) ∈ D ∀x ∈ I where D = {(x, y) : x ∈ I, y ∈ R}
0
(iii) φ (x) = f (x, φ(x)), for each x ∈ I
The theorem that guarantees the existence of solution is stated below:

Theorem: Cauchy-Peano Existence Theorem

0 0
If f ∈ C on the rectangle R, then there exists a solution φ ∈ C of y = f (x, y) on
|x − x0 | ≤ α such that φ(x0 ) = y0 .

1.4.2 Uniqueness of Solution

Theorem: Suppose f (x, y) is a real-valued function defined and continuous on the domain
D = {(x, y) : x ∈ I, y ∈ R} such that
0
y = f (x, y), y(x0 ) = y0
f is said to be Lipschitz continuous if there exists a constant k > 0 such that for any x ∈ I
and any two solutions y1 (x) and y2 (x), then
|f (x, y1 (x)) − f (x, y2 (x))| ≤ k|y1 (x) − y2 (x)|

5
where k is the lipschitz constant and x0 ∈ I.
Any function f (x, y) that satisfies the Lipschitz condition yields a unique solution.

Solution of first order ordinary differential equations

(a) Separable Ordinary Differential Equation

dy
= f (x)g(y)
dx
Z Z
1
dy = f (x)dx + C
g(y)
where C is an arbitrary constant.

(b) Homogeneous Ordinary Differential Equation

dy
= f (x, y)
dx
By setting y = xv(x), then,
dv
v+x = f (x, vx)
dx
which reduces to separable ordinary differential equation.

(c) Linear Ordinary Differential Equation

dy
+ p(x)y = q(x)
dx
Multiplying through by integrating factor, (I.F), the equation is easily integrable.
Z 
I.F = exp p(x)dx

Z Z
d h (R p(x)dx) i h R
( p(x)dx)
i
ye dx = q(x) e dx + C
dx
Z h R i
( − p(x)dx)
q(x) e( p(x)dx) dx + Ce(− p(x)dx)
R R
y(x) = e

where C is an arbitrary constant.

(d) Bernoulli Ordinary Differential Equation

dy
+ p(x)y = q(x)y n , n ∈ R\{0, 1}
dx

6
Dividing through by y n and let v = y 1−n , the equation reduces to linear ordinary differential
equation,
dv
+ (1 − n)p(x)v = (1 − n)q(x)
dx

(e) Exact Ordinary Differential Equation

M (x, y)dx + N (x, y)dy = 0

such that
∂M ∂N
=
∂y ∂x
If the equation is not exact, then,
∂M ∂N
6=
∂y ∂x
We multiply the equation through by the integrating factor,
∂M ∂N
!
∂y
− ∂x
I.F = exp
N

or !
∂N ∂M
∂x
− ∂y
I.F = exp
M
The resulting equation will be exact, which is easily solvable.

Solution of a second order linear homogeneous ordinary differential equation

with constant coefficients
Consider the equation:
d2 y dy
2
+ a + by = 0, a, b ∈ R (1.4.2)
dx dx
By setting y(x) = eλx , equation(1.4.2) generates an equation which is referred to as charac-
teristic equation.
The roots of this characteristic equation determine the solution of the differential equation.

(i) If the roots are real and unequal, (λ1 6= λ2 and λ1 , λ2 ∈ R)

y(x) = Aeλ1 x + Beλ2 x (1.4.3)

(ii) Real and equal(double) roots, λ1 = λ2 = λ

y(x) = (A + Bx)eλx (1.4.4)

7
 (iii) Complex roots (λ = a ± ib), a, b ∈ R

y(x) = Ae(a+ib)x + Be(a−ib)x

= [Aeibx + Be−ibx ]eax
= eax [(A + B) cos bx + i(A − B) sin bx]

Let (A + B) = α and i(A − B) = β

∴ y(x) = eax [α cos bx + β sin bx] (1.4.5)

For the case of non-homogeneous 2nd−order linear ordinary differential equation i.e.

d2 y dy
2
+ a + by = c(x), c(x) 6= 0 (1.4.6)
dx dx
The solution becomes
y(x) =Complimentary(or homogeneous) solution + Particular solution

y(x) = yc (x) + yp (x) (1.4.7)

1.5 Partial Differential Equations (PDE)

Partial Differential Equations are those differential equations in which there are more than
one independent variable.
For example,
∂ 2f ∂ 2f ∂ 2f
+ + = f (x, t) (1.5.1)
∂t2 ∂x∂t ∂x2
Partial differential equations contain partial differential coefficients and only one dependent
variable.

1.5.1 Classification of Partial Differential Equations

Considering the general second-order linear partial differential equation (PDE) for a function
f = f (x, t) of two variables (independent).

∂ 2f ∂ 2f ∂ 2f
 
∂f ∂f
A(x, t) 2 + 2B(x, t) + C(x, t) 2 + D(x, t) f (x, t), , =0 (1.5.2)
∂x ∂x∂t ∂t ∂x ∂t

Partial Differential Equation in (1.5.2) is

(i) Elliptic if
B 2 − AC < 0 (1.5.3)

8
 (ii) Hyperbolic if
B 2 − AC > 0 (1.5.4)

(iii) Parabolic if
B 2 − AC = 0 (1.5.5)

1.5.2 Examples of Partial Differential Equations

(a) Heat equation
∂f ∂ 2f
=c 2 (1.5.6)
∂t ∂x
This is an example of parabolic equation.

(b) Wave equation

∂ 2f 2
2∂ f
= c (1.5.7)
∂t2 ∂x2
This is an example of Hyperbolic equation.

(c) Laplace equation

∂ 2f ∂ 2f
+ =0 (1.5.8)
∂t2 ∂x2
This is an example of Elliptic equation.

1.6 Outline of the Project

The next chapter will provide brief historical background, definition and properties of Laplace
transform as well as the tables that show the Laplace transforms of some functions in the
time domain and inverse Laplace transforms of some functions in the frequency domain to
give back the functions in the time domain. In chapters three and four, Laplace transform
is applied to solve some physical problems that led to ordinary differential equations and
partial differential equations respectively. Some observations about Laplace transform as
well as its uses are contained in the conclusion of this project.
The equations, throughout, are labelled in the form (a.b.c) where a, b, c ∈ Z+ and a, b and c
stand for chapter, section and number of the equation respectively.

1.7 Motivations
There are several known methods of solving differential equations(both ODE and PDE).
They all give general solutions in which there is always a need to find the values of arbitrary
constants in order to get particular solutions.

9
1.8 Aims and Objectives
Presentation of method that gives particular solutions directly without finding value of any
arbitrary constant and reduce the stress of finding solution of any given differential equation.

1.9 Notations
∈ stands for “belongs to”
∃ stands fo “there exists”
∀ stands for “for all”
3 stands for “such that”
⇒ stands for “implies that”
R stands for “set of real numbers”
Z stands for “set of integers”.

10
Chapter 2

Laplace Transform and its Properties

2.1 Brief History of Laplace Transform

The complete history of Laplace Transform can be traced a little more to the past, more
specifically 1744. This is when a great mathematician called Leonhard Euler was researching
into other types of integrals. Euler did not pursue it very far and he left it. An admirer
of Euler called Joseph Lagrange made some modifications to Euler’s work and made an
improvement.

Lagrange’s work got Laplace attention 38years later, in 1782 where he continued to pick
up where Euler left off. But it was not 3years later, in 1785 when Laplace had a stroke of
genius and changed the way differential equations were been solved forever. He continued
to work on it and continued to unlock the true power of the Laplace Transform until 1809,
when he started to use infinity as an integral condition.
Definition 2.1.1 Let f (t) be defined on the interval [0, ∞) and let s be an arbitrary real
or complex parameter. The Laplace Transform of the function f (t), designated by L(f (t))
or F (s) is defined as Z ∞
L(f (t)) = e−st f (t)dt (2.1.1)
0
∀ values of s for which the improper integral converges; that is,
Z k
lim e−st f (t)dt < ∞ (2.1.2)
k→∞ 0
If (2.1.2) does not exist, the improper integral diverges. Then, f (t) has no Laplace transform.
Z k
L(f (t)) = lim e−st f (t)dt (2.1.3)
k→∞ 0
= F (s) (2.1.4)
In other word,
L(f (t)) = F (s) (2.1.5)
where L denotes the Laplace Transform operator.

11
2.2 Method of Laplace Transforms
There are certain steps which need to be followed in order to perform Laplace transform of
a time function. To transform a given function of time f (t) into its corresponding Laplace
transform, the following steps are to be followed:
√
−First multiply f (t) by e−st , s being a complex number (s = a + ib, i = −1 and a, b ∈ R)

−Integrate this product with respect to time with limits as zero and infinity. This inte-
gration results in Laplace transform of f (t), which is denoted by F (s).

2.3 Properties of Laplace Transforms

(a) Linearity:

If L(f (t)) = F (s) and L(g(t)) = G(s), then for any α, β ∈ R,

L(αf (t) + βg(t)) = αL(f (t)) + βL(g(t)).

Proof:
Z ∞
L(αf (t) + βg(t)) = (αf (t) + βg(t))e−st dt
Z0 ∞
= (αf (t)e−st + βg(t)e−st )dt
Z0 ∞ Z ∞
−st
= αf (t)e dt + βg(t)e−st dt
0 0
Z ∞ Z ∞
−st
= α f (t)e dt + β g(t)e−st dt
0 0
Z ∞ Z ∞
−st
= α e f (t)dt + β e−st g(t)dt
0 0
= αL(f (t)) + βL(g(t))
= αF (s) + βG(s)
L(αf (t) + βg(t)) = αL(f (t)) + βL(g(t)) (2.3.1)
d n
(b) If L(f (t)) = F (s), then for any positive integer n, L(tn f (t)) = (−1)n ds n F (s).

Proof:
By mathematical induction, we first consider the case when n = 1
Z ∞
L(tf (t)) = e−st .tf (t)dt
0

12
 R∞
since F (s) = 0
e−st f (t)dt
d ∞ −st
Z
d
(−1) F (s) = (−1) e f (t)dt
ds ds 0
Z ∞
∂  −st 
= (−1) e f (t) dt
∂s
Z ∞ 0
= e−st .tf (t)dt
0
= L(tf (t))

d
⇒ (−1) ds F (s) = L(tf (t))
d2 d ∞ −st
Z
F (s) = −e .tf (t)dt
ds2 ds
Z ∞0
∂  −st 
= −e .tf (t) dt
∂s
Z0 ∞
= e−st .t2 f (t)dt
0
= L(t2 f (t))

d 2
⇒ (−1)2 ds 2
2 F (s) = L(t f (t))

Assuming that the property holds for n = k, k ∈ Z+ , then,

dk
L(tk f (t)) = (−1)k
F (s)
dsk
We now prove that the property holds for n = k + 1,

dk+1
 k 
k+1 k d d
(−1) F (s) = (−1).(−1) F (s)
dsk+1 ds dsk
k
 
d k d
= (−1) (−1) k F (s)
ds ds
d
= (−1) L(tk f (t))
ds Z
d ∞ −st k
= (−1) e .t f (t)dt
ds 0
Z ∞
∂  −st k 
= (−1) e .t f (t) dt
∂s
Z ∞ 0
 −st k+1 
= e .t f (t) dt
0
= L(tk+1 f (t))

13
 dn
∴ L(tn f (t)) = (−1)n F (s) (2.3.2)
dsn
(c) If L(f (t)) = F (s), then L(eat f (t)) = F (s − a). This is called the first translation
theorem.

Proof:

Since
L(f (t)) = F (s)
Z ∞
= e−st f (t)dt
0

Z ∞
at
L(e f (t)) = e−st .eat f (t)dt
Z0 ∞
= e−(s−a)t f (t)dt
0
Z k
= lim e−(s−a)t f (t)dt
k→∞ 0
= F (s − a)
at
∴ L(e f (t)) = F (s − a) (2.3.3)
(d) Laplace unit function
The unit step function u(t − a) is defined as follows

0, t < a
u(t − a) =
1, t ≥ a
Z ∞
L(u(t − a)) = e−st .u(t − a)dt
Z0 a Z ∞
−st
= e .0.dt + e−st .1.dt
0 a
Z k
= 0 + lim e−st dt
k→∞ a
 −st k
−e
= lim
k→∞ s
 −as a −ks 
e e
= lim −
k→∞ s s
−as
e
=
s
e−as
∴ L(u(t − a)) = (2.3.4)
s

14
(e)Second Translation Theorem
If F (s) = L(f (t)), then L(u(t − a)f (t − a)) = e−as F (s).

Proof:
Z ∞
L(u(t − a)f (t − a)) = e−st u(t − a)f (t − a)dt
Z0 a Z ∞
−st
= e .0.f (t − a)dt + e−st .1.f (t − a)dt
Z0 ∞ a

= e−st f (t − a)dt
a

Let v = t − a ⇒ t = v + a and dv = dt
Z ∞
= e−(v+a)s f (v)dv
0
Z ∞
−as
= e e−sv .f (v)dv
0
= e−as F (s)
∴ L(u(t − a)f (t − a)) = e−as F (s) (2.3.5)
(f ) Laplace transform of 1t f (t) R
∞
If L(f (t)) = F (s), then L( 1t f (t)) = s F (s)ds.

Proof: R
∞
Since F (s) = 0 f (t)e−st dt
Z ∞ Z ∞ Z ∞
−st
F (s)ds = e f (t)dt ds
s s 0
Z ∞ Z ∞ 
−st
= e f (t)ds dt
0 s
Z ∞ Z k 
−st
= lim e f (t)ds dt
0 k→∞ s
Z ∞ −st
k
e f (t)
= lim dt
0 k→∞ −t s
Z ∞  f (t)
lim e−st − e−kt

= dt
0 k→∞ t
Z ∞
f (t)
= e−st . dt
0 t
 
1
= L f (t)
t
  Z ∞
1
∴L f (t) = F (s)ds (2.3.6)
t s

15
(g) Laplace Transform of Derivative of order n
0 00
L(f n (t)) = sn L(f (t)) − sn−1 f (0) − sn−2 f (0) − sn−3 f (0) − ... − sn−(n−1) f n−2 (0) − f n−1 (0)

Proof:
By mathematical induction:
R∞
Since L(f (t)) = 0 e−st f (t)dt
We check if the property holds for n = 1
Z ∞
0 0
L(f (t)) = e−st f (t)dt
0
Z A
0
= lim e−st f (t)dt
A→∞ 0
Using integration by part,
 Z A
−st −st
= lim e f (t) + se f (t)dt
A→∞
0
A
Z A
lim e−st f (t) 0 + s lim
e−st f (t)dt

=
A→∞ 0 A→∞
Z ∞
 −sA 0
e−st f (t)dt

= lim e f (A) − e f (0) + s
A→∞ 0
Z ∞
−st
= s e f (t)dt − f (0)
0
= sL(f (t)) − f (0)

0
⇒ L(f (t)) = sL(f (t)) − f (0)

Assuming the property holds for n = k

0 00 000
L(f k (t)) = sk L(f (t)) − sk−1 f (0) − sk−2 f (0) − sk−3 f (0) − sk−4 f (0) − ... − sf k−2 (0) − f k−1 (0)
We now prove for n = k + 1
Z ∞
L(f k+1
(t)) = e−st f k+1 (t)dt
0
Z A
= lim e−st f k+1 (t)dt
A→∞ 0
Using integration by part,
 Z A
−st k −st k
= lim e f (t) + s e f (t)dt
A→∞
0
= sL(f k (t)) − f k (0)
0
= sk+1 L(f (t)) − sk f (0) − sk−1 f (0) − ... − s2 f k−2 (0) − sf k−1 (0) − f k (0)

16
Now for nth- order;
0 00
L(f n (t)) = sn L(f (t)) − sn−1 f (0) − sn−2 f (0) − sn−3 f (0) − ... − sf n−2 (0) − f n−1 (0) (2.3.7)
R 
t
(h) If L(f (t)) = F (s), then L 0 f (t)dt = 1s F (s)

Proof:
Rt 0
Let φ(t) = 0 f (t)dt and φ(0) = 0, then φ (t) = f (t)
⇒ L(φ(t)) = 1s F (s)
Applying the equation (2.3.7),

0
L(φ (t)) = sL(φ(t)) − φ(0)
= sL(φ(t))

0
⇒ L(φ(t)) = 1s L(φ (t))
Z t 
1
⇒L f (t)dt = F (s) (2.3.8)
0 s
n!
(i) L(tn ) =
sn+1
Proof:

Z ∞
n
L(t ) = e−st tn dt
0
x
Let x = st 3 t = s
and dt = 1s dx
Z ∞
n
L(t ) = e−st tn dt
0
Z ∞
−x x
 n 1
= e dx
s s
Z0 ∞
xn
= e−x n+1 dx
0 s
Z ∞
1
= n+1 e−x xn dx
s 0
 Z ∞ 
1 −x n+1−1
= n+1 Γ(n + 1), Γ(n + 1) = e x dx
s 0
n!
= n+1
s

17
 n!
L(tn ) = (2.3.9)
sn+1
(j) Convolution Theorem
If L(f (t)) = F (s) and L(g(t)) = G(s) then,
Z t
f (t) ∗ g(t) = f (u)g(t − u)du
0
Z t
= g(u)f (t − u)du
0
= g(t) ∗ f (t)

is a convolution of f and g and L(f (t) ∗ g(t)) = F (s).G(s)

Proof:

Z ∞  Z ∞ 
−su −sv
F (s).G(s) = e f (u)du e g(v)dv
0 0
Z ∞ Z ∞
= f (u)du. e−s(u+v) g(v)dv
0 0

Setting t = u + v, dt = dv and v = t − u
Z ∞ Z ∞
F (s).G(s) = f (u)du e−st g(t − u)dt,
0 0
provided that t ≥ u
Interchanging the order of integration,
Z ∞ Z t 
−st
F (s).G(s) = e f (u)g(t − u)du dt
0 0
Z ∞
= e−st (f (t) ∗ g(t))dt
Z0 ∞
= e−st (f ∗ g)(t)dt
0
= L(f (t) ∗ g(t))
∴ L(f (t) ∗ g(t)) = F (s).G(s) (2.3.10)

18
2.4 Table of Laplace Transforms
f (t) L(f (t)) = F (s)
1
1 s, s > 0
1
t s2
,s > 0
n!
tn sn+1
,s > 0
√1 √1
qπt s

2 πt 1
s3/2
at 1
e s−a , s >a
1
teat (s−a)2
n!
tneat (s−a)n+1
a−b
eat − ebt (s−a)(s−b) , a 6= b
(a−b)s
aeat − bebt (s−a)(s−b) , a 6= b
a
sin at s2 +a2
s
cos at s2 +a2
a
sinh at s −a2
2
s
cosh at s2 −a2
w
eat sin wt (s−a)2 +w2
s−a
eat cos wt (s−a)2 +w2

2.5 Inverse Laplace Transform

The Laplace transform is always in the form of an algebraic equation and it can be solved
easily. The solution can be transformed back to the time domain by using inverse Laplace
transform. Inverse Laplace transform is most commonly used for control systems as well as
to study and analyze systems such as heating, ventilation and air conditions.

Given that L(f (t)) = F (s), then

f (t) = L−1 (F (s)) (2.5.1)

19
is the inverse Laplace transform, where L−1 denotes the inverse Laplace transform operator.
L−1 (F (s)) = Sum of residues of est F (s) at the poles of F (s)

Residue of est F (s) (at s = s0 ) = lims→s0 (s − s0 ).est F (s)

n
X
L−1 (F (s)) = lim (s − si ).est F (s) (2.5.2)
s→si
i=0

where si ‘s are the simple poles.

P (s)
That is, if F (s) = Q(s) , then the poles are found when Q(s) = 0.

2.6 Table of Inverse Laplace Transforms

F (s) L−1(F (s)) = f (t)
1
s, s > 0 1
1
s2
,s > 0 t
1 tn
sn+1
,s > 0 n!
1
s−a , s > a eat
1
(s−a)2
teat
a−b
(s−a)(s−b) , a 6= b eat − ebt
a
s2 +a2
sin at
s
s2 +a2
cos at
a
s −a2
2 sinh at
s
s2 −a2
cosh at
w
(s−a)2 +w2
eat sin wt
s−a
(s−a)2 +w2
eat cos wt

20
Chapter 3

Application of Laplace Transform in

solving ODE

3.1 General Procedures

Procedures of how to apply Laplace transform in solving differential equations are:
(i) Take the Laplace transform of both sides of the equation. It results in what is called the
transformed equation.
(ii) Apply equation(2.3.7) on the Laplace of derivatives.
(iii) Apply equation(2.1.5) ,that is, L(y(t)) = F (s) together with initial or boundary condi-
tion.
(iv) Apply the inverse transform to yield the solution.
Procedure (iv) can be solved using splitting into partial fraction and all the properties stated
in chapter two.

3.2 Application to problems

Problem 1:
00 0
y + ay + by = f (t)
Taking Laplace transform through this equation,
 00   0
L y + aL y + bL (y) = L(f (t))

By property (2.3.7)− Laplace of derivatives,

0
s2 L(y(t)) − sy(0) − y (0) + a [sL(y(t)) − y(0)] + bL (y) = L(f (t))
This simplifies to,
0
(s + a)y(0) + y (0) L(f (t))
L(y(t)) = 2
+ 2
s + as + b s + as + b

21
 Consider the initial value problem,

d2 y dy

1, 0 < t < 1
+ = f (t), f (t) = , y(0) = 1, y 0 (0) = −1
dt2 dt 0, t > 1
where a, b and f (t) are defined. Then,

Z 1 Z ∞
−st
L[f (t)] = e
f (t)dt + e−st f (t)dt
Z0 1 Z ∞1
= 1.e−st dt + 0.e−st dt
0 1
 −st 1
−e
=
s 0

1 e−s
L[f (t)] = −
s s
Using the initial condition,
1 1 1
L[y(t)] = + 2 − 2 e−s
s + 1 s (s + 1) s (s + 1)
1
By splitting s2 (s+1)
into partial fraction,
1 −1 1 1
= + 2+
s2 (s
+ 1) s s s+1
 
2 1 1 1 1 1
⇒ L[y(t)] = − + + − − e−s
s + 1 s s2 s s2 s + 1

       
−1 1 −1 1 −1 1 −1 1 1 1
y(t) = 2L −L +L 2
+L − 2− e−s
s+1 s s s s s+1
           
−1 1 −1 1 −1 1 −1 1 −s −1 1 −s −1 1 −s
= 2L −L +L +L e −L e −L e
s+1 s s2 s s2 s+1

By (2.3.4)− Unit step, (2.3.5)− second translation theorem and table (2.4),

y(t) = (t − 1) + 2e−t − u(t − 1) (t − 2) + e−t+1

 

Problem 2

Consider the Bratu’s boundary value problem:

u00 (x) + λeu(x) = 0, u(0) = 0, u(1) = 0, λ > 0, 0 < x < 1

Solution

22
 ∞
u
X uj
By Taylor’s series expansion, e =
j!
j=0
Using the first two terms, Bratu’s equation becomes,

u00 (x) + λu(x) + λ = 0

Taking Laplace transform through both sides of the equation;

L(u00 ) + λL(u) + L(λ) = 0

By applying (2.3.7)− Laplace of derivatives, and table (2.4), we obtain
λ
s2 L(u(x)) − su(0) − u0 (0) + λL(u(x)) + =0
s
Using the boundary condition,
1 λ
L(u(x)) = u0 (0) −
s2 +λ 2
s(s + λ)
By resolving into partial fraction,
1 λ
L(u(x)) = u0 (0) −
s2 +λ 2
s(s + λ)
 
1
−1 0 λ
u(x) = L u (0) −
s2 + λ s(s2 + λ)
u0 (0) √ √
= sin( λx) + cos( λx) − 1
λ
√
By boundary condition, u0 (0) = λ tan( 2
λ
)

√ ! √  √ 
λ
u(x) = tan sin λx + cos λx − 1
2
√ ! √  √ !
λ λ
= tan sin λx − 2 sin2 x
2 2

Problem 3

Consider the IVP

d3 y d2 y dy 0 00
+ 5 + 2 − 8y = sin t, y(0) = 0, y (0) = 0, y (0) = −1
dt3 dt2 dt
Solution

23
 Taking Laplace transform through both sides of the equation;
 3   2   
dy dy dy
L 3
+ 5L 2
+ 2L − 8L[y] = L [sin t]
dt dt dt
By applying (2.3.7)− Laplace of derivatives, and table (2.4), we obtain
0 00
 0
 1
s3 L [y(t)]−s2 y(0)−sy (0)−y (0)+5 s2 L [y(t)] − sy(0) − y (0) +2 (sL [y(t)] − y(0))−8L [y(t)] =
s2 +1
0 00 1
⇒ 2 s3 + 5s2 + 2s − 8 L [y(t)] + −s2 − 5s − 2 y(0) + (−s − 5) y (0) − y (0) =



s2 +1
Using the initial condition, we obtain,
−s2
s3 + 5s2 + 2s − 8 L [y(t)] = 2


s +1
−s2
⇒ L [y(t)] = 2
(s + 1)(s3 + 5s2 + 2s − 8)
By (2.5.1)− Inverse Laplace,

−s2
 
−1
y(t) = L
(s2 + 1)(s3 + 5s2 + 2s − 8)
−s2
 
−1
= L
(s − 1)(s + 2)(s + 4)(s2 + 1)

By (2.5.2)− Residue method of obtaining inverse Laplace,

−s 2
y(t) = Sum of residues of est . (s−1)(s+2)(s+4)(s 2 +1) at the poles.

The simple poles are s = 1, −2, −4, −i and i

Residue at the pole s = 1 :

−s2 −s2
lim(s − 1)est . = lim e st
.
s→1 (s − 1)(s + 2)(s + 4)(s2 + 1) s→1 (s + 2)(s + 4)(s2 + 1)
−1 t
= e
30
Residue at the pole s = −2 :

−s2 −s2
lim (s + 2)est . = lim est .
s→−2 (s − 1)(s + 2)(s + 4)(s2 + 1) s→−2 (s − 1)(s + 4)(s2 + 1)
2 −2t
= e
15

24
Residue at the pole s = −4 :

−s2 −s2
lim (s + 4)est . = lim est .
s→−4 (s − 1)(s + 2)(s + 4)(s2 + 1) s→−4 (s − 1)(s + 2)(s2 + 1)
−8 −4t
= e
85
Residue at the pole s = −i :

−s2 −s2
lim (s + i)est . = lim est .
s→−i (s − 1)(s + 2)(s + 4)(s2 + 1) s→−i (s − 1)(s + 2)(s + 4)(s − i)
−1 −it (1 + 13i)
= e .
2 170
Residue at the pole s = i :

−s2 −s2
lim(s − i)est . = lim e st
.
s→i (s − 1)(s + 2)(s + 4)(s2 + 1) s→i (s − 1)(s + 2)(s + 4)(s + i)
−1 it (1 − 13i)
= e .
2 170

−s2
 
−1
y(t) = L
(s2 + 1)(s3 + 5s2 + 2s − 8)
−1 t 2 8 1 (1 + 13i) 1 it (1 − 13i)
= e + e−2t − e−4t − e−it . − e .
30 15 85 2  170  2 170
eit + e−it 13 eit − e−it

−1 t 2 −2t 8 −4t 1
= e + e − e − −
30 15 85 170 2 170 2i
−1 t 2 8 1 13
= e + e−2t − e−4t − cos t − sin t
30 15 85 170 170
−1 t 2 8 1
∴ y(t) = e + e−2t − e−4t − (cos t + 13 sin t)
30 15 85 170
Problem 4

Consider the boundary value problem (BVP),

00 0
π 
2
y + λ y = t, y(0) = 1, y = −1
λ
Solution

Taking the Laplace transform through the equation,

h 00 i
L y (t) + λ2 L [y(t)] = λL[t]

25
 By applying (2.3.7)− Laplace of derivatives, and table (2.4), we obtain
0 1
s2 L [y(t)] − sy(0) − y (0) + λ2 L [y(t)] =
s2
0 1
s2 + λ2 L [y(t)] − sy(0) − y (0) = 2


s
Using the given condition,
0 1
s2 + λ2 L [y(t)] − s − y (0) = 2


s
0
s 1 y (0)
⇒ L [y(t)] = + +
s2 + λ2 s2 (s2 + λ2 ) s2 + λ2
1
Splitting s2 (s2 +λ2 )
into partial fraction,

s 1/λ2 1/λ2 0 1
L [y(t)] = 2 2
+ 2
− 2 2
+ y (0). 2
s +λ s s +λ s + λ2

      0  
−1 s 1 −1 1 1 −1 λ y (0) −1 λ
y(t) = L + 2L − 3L + L
s 2 + λ2 λ s2 λ s 2 + λ2 λ s 2 + λ2

By table (2.4), we obtain,

0
1 1 y (0)
y(t) = cos λt + 2 t − 3 sin λt + sin λt
λ λ λ
 0 
t y (0) 1
⇒ y(t) = cos λt + 2 + − 3 sin λt
λ λ λ
 
0 1 0 1
y (t) = −λ sin λt + 2 + y (0) − 2 cos λt
λ λ
π   
0 1 0 1
y = −λ sin π + 2 + y (0) − 2 cos π
λ λ λ
1 0 1
−1 = λ2
− y (0) + λ2

0 2 + λ2
⇒ y (0) =
λ2
1 2 + λ2
   
t 1
y(t) = cos λt + 2 + − 3 sin λt
λ λ λ2 λ
 2 
t λ +1
∴ y(t) = 2 + cos λt + sin λt
λ λ3

26
 Problem 5

Suppose that the current I in an electrical circuit satisfies

dI
L+ RI = E0 + A cos ωt,
dt
where L, R, A and ω are constants.
Find I(t) for t > 0 if I(0) = 0.

Solution

Taking the Laplace transform of both sides of the equation;

 
dI
L L + L [RI] = L [E0 ] + L [A cos ωt]
dt
Since L, R, E0 and A are constants, then


dI
LL + RL [I(t)] = E0 L [1] + AL [cos ωt]
dt
 
dI R E0 A
⇒L + L [I(t)] = L [1] + L [cos ωt] , L > 0
dt L L L
By using (2.3.7)− Laplace of derivatives and table (2.4)
   
R E0 1 A s
sL [I(t)] − I(0) + L [I(t)] = +
L L s L s2 + ω 2
     
R E0 1 A s
⇒ s+ L [I(t)] − I(0) = +
L L s L s2 + ω 2
Since I(0) = 0,
E0 1 A s
L [I(t)] = . + .
L s(s + R/L) L (s + R/L)(s2 + ω 2 )
By splitting into partial fraction,

1 L/R L/R
= −
s(s + R/L) s s + R/L
and

ωL2
     
s −RL 1 RL s ω
= + 2 2 + 2 2
(s + R/L)(s2 + ω 2 ) ω 2 L2 + R2 s + R/L ω L + R 2 s2 + ω 2 ω L + R 2 s2 + ω 2

27
        
E0 1 E0 1 AR 1 AR s
L [I(t)] = − − 2 2 + 2 2
R s R s + R/L ω L + R2 s + R/L ω L + R 2 s2 + ω 2
 
AωL ω
+ 2 2
ω L + R 2 s2 + ω 2

     
E0 −1 1 E0 −1 1 AR −1 1
I(t) = L − L − 2 2 L
R s R s + R/L ω L + R2 s + R/L
   
AR −1 s Aω L −1 ω
+ 2 2 L + 2 2 L
ω L + R2 s2 + ω 2 ω L + R2 s2 + ω 2

 
E0 E0 AR −R
t AR AωL
I(t) = − + 2 2 e L + cos ωt + sin ωt
R R ω L + R2 ω 2 L2 + R2 ω 2 L2 + R 2

28
Chapter 4

Application of Laplace Transform in

solving PDE

4.1 Basic Assumptions

(i) Laplace transform of f (x, t) with respect to t, is given as

F (x, s) = L [f (x, t)]

Z ∞
= e−st f (x, t)dt
0

where x is considered as the untransformed variable.

(ii) Laplace transform of the derivative with respect to the untransformed variable is
the derivative of the transform. That is,

  Z ∞
∂ ∂
L f (x, t) = e−st f (x, t)dt
∂x 0 ∂x
Z ∞
∂
= e−st f (x, t)dt
∂x 0
∂
= L [f (x, t)]
∂x
(iii) Z ∞ Z ∞
−st
lim e f (x, t)dt = e−st f (x0 , t)dt
x→x0 0 0
⇒ lim F (x, s) = F (x0 , s)
x→x0

(iv)
∂ d
F (x, s) = F (x, s),
∂x dx

29
because s is fixed.

(v) Laplace transform of derivative with respect to the transformed variable.

Just as we have it for the function of one independent variable,

0
L [f n (t)] = sn L [f (t)] − sn−1 f (0) − sn−2 f (0) − ... − sf n−2 (0) − f n−1 (0)
Also, for the function of two independent variables, that is, f = f (x, t), we have,
 n
∂ n−2 ∂ n−1

∂ n n−1 n−2 ∂
L f (x, t) = s L [f (x, t)]−s f (x, 0)−s f (x, 0)−...−s f (x, 0)− f (x, 0)
∂tn ∂t ∂tn−2 ∂tn−1
(vi) All other properties of Laplace transform stated in chapter 2 hold for the function
of two independent variables, f = f (x, t).

4.2 Application to Problems

Problem 1

Solve the wave equation:


 y(x, 0) = sin πx,
2 2

∂ y ∂ y 
y(0, t) = 0,
= ,
∂t 2 2
∂x   y(1, t) = 0,
yt (x, 0) = 0, 0 < x < 1, t > 0


Solution

Taking Laplace transform through both sides of the problem,

∂ 2y ∂ 2y
   
L = L
∂x2 ∂t2
∂2
L [y(x, t)] = s2 L [y(x, t)] − sy(x, 0) − yt (x, 0)
∂x2
Using the initial condition, we obtain,

∂2
2
L [y(x, t)] = s2 L [y(x, t)] − s sin πx
∂x

30
 ∂2 d2 F
Let L [y(x, t)] = F (x, s), implying that ∂x2
F (x, s) = dx2
since s is fixed.

d2 F
− s2 F = −s sin πx
dx2

Considering the homogeneous part,

d2 F
− s2 F = 0
dx2

Let Fc (x, s) = eλx ,

dFc d2 F c
= λeλx , = λ2 eλx
dx dx2

λ2 eλx − s2 eλx = 0
⇒ λ = ±s

∴ Fc (x, s) = A(s)esx + B(s)e−sx

For the non-homogeneous part,

Let Fp (x, s) = C(s) sin πx + D(s) cos πx

dFp
dx
= πC(s) cos πx − πD(s) sin πx
d2 Fp
dx2
= −π 2 C(s) sin πx − π 2 D(s) cos πx

we have,

−π 2 C(s) sin πx − π 2 D(s) cos πx − s2 C(s) sin πx − s2 D(s) cos πx = −s sin πx

⇒ −C(s) (π 2 + s2 ) sin πx = −s sin πx and −D(s) (π 2 + s2 ) cos πx = 0

s
⇒ C(s) = s2 +π 2
and D(s) = 0

s
∴ Fp (x, s) = s2 +π 2
sin πx

s
F (x, s) = A(s)esx + B(s)e−sx + sin πx
s2 + π2

31
 Using the boundary conditions,

L [y(0, t)] = A(s) + B(s)

⇒ A(s) + B(s) = 0 (i)

L [y(1, t)] = A(s)es + B(s)e−s

⇒ A(s)es + B(s)e−s = 0 (ii)

From equations (i) and (ii),
A(s) = B(s) = 0
s
L [y(x, t)] = 2 sin πx
s + π2
 
−1 s
y(x, t) = L sin πx
s2 + π 2
The solution to the problem is

y(x, t) = sin πx cos πt

Problem 2
Obtain a formal solution u(x, t) of the problem which consists of the heat equation

∂ 2u ∂u
2
=
∂x ∂t
subject to the boundary and initial conditions
(i)u(0, t) = 0, t > 0
(ii)u(L, t) = 0, t > 0
(iii)u(x, 0) = x, 0 ≤ x ≤ L.

Solution

Taking Laplace transform of both sides,

 2   
∂ u ∂u
L = L
∂x2 ∂t
∂2
L [u(x, t)] = sL [u(x, t)] − u(x, 0)
∂x2
Using the initial condition and setting L [u(x, t)] = F (x, s)

d2 F
− sF = −x
dx2

32
This is a non-homogeneous second-order ordinary differential equation.
To get solution to the homogeneous part,

Let F (x, s) = eλx

λ2 eλx − seλx = 0
√
⇒ λ = ± s since eλx 6= 0

The complementary solution is

√ √
Fc (x, s) = A(s)e sx
+ B(s)e− sx

For the non-homogeneous part,

Let Fp (x, s) = C(s)x + D(s)

dFp 2

dx
= C(s) and ddxF2p = 0
∴ C(s) = 1s and D(s) = 0
Fp (x, s) = 1s x
√ 1 √
F (x, s) = A(s)e sx
+ B(s)e−
+ x sx
s
√ √ 1
L [u(x, t)] = A(s)e sx + B(s)e− sx + x
s
Using the boundary conditions, we obtain,

A(s) + B(s) = 0 (i)

√ 1 √
A(s)e sL
+ B(s)e−
+ L=0 sL
(ii)
s
Solving the equations (i) and (ii) simultaneously,we obtain,
−L L
A(s) = √ √
and B(s) = √ √

s e sL − e− sL s e sL − e− sL
−L √
sx L √
− sx 1
L [u(x, t)] = √ √
e + √ √
e + x
s e sL − e− sL s e sL − e− sL s
−L  √
sx
√ 
− sx 1
L [u(x, t)] = √ √
e − e + x
s e sL − e− sL s
√
−L sinh sx 1
L [u(x, t)] = √ + x
s sinh sL s

33
  √   
−1 −L sinh sx −1 1
u(x, t) = L √ +L x
s sinh sL s
 √  √
−L sinh sx
L−1 √ = Sum of the residues of est . −L sinh sx
√
s sinh sL
at the simple poles.
s sinh sL √
The simple poles are determined at s sinh sL = 0
√
s = 0 or sinh sL = 0
√
s = 0 or i sin(i sL) = 0

−n2 π 2
⇒s= L2
,n = 0, 1, 2, ...
 √  ∞ √
−1 −L sinh sx X 
n2 π 2

st −L sinh sx
L √ = lim2 2 s + L2 e . √
s sinh sL −n π
n=0 s→ L2
s sinh sL
 
∞
2 2
s + nLπ2 √
st −L sinh sx
X
= lim2 2 √ . lim e .
n=0 s→
−n π sinh sL s→ −n22π2 s
L2 L

Evaluating the two limits,

 
n2 π 2
s+ L2
−n2 π 2 2 2
+ nLπ2 0
L2
lim2 √ = =
s→
−n π 2 sinh sL i sin(nπ) 0
L2

which is indeterminate.

Applying L’Hospital’s rule;

 
s+ n2 π 2 √
L2 2 s
lim2 √ = lim2 2 √
s→
−n π 2 sinh sL s→ −n 2π L cosh sL
L2 L
 
n2 π 2
s+ L2 2inπ
∴ lim2 √ = (−1)n
s→
−n π 2 sinh sL L2
L2

where n = 1, 2, 3, ...
√
−L sinh sx iL3 n2 π 2 nπx
lim2 st
e . = 2 2 e− L2 t sin( )
s→ −n 2π
2 s nπ L
L

 √  ∞
−L sinh sx 2L X n2 π 2 nπx
L −1
√ = (−1)n+1 e− L2 t sin( )
s sinh sL π n=0 L

34
  
−1 1
L x =x
s
∞
2L X n2 π 2 nπx
∴ u(x, t) = x + (−1)n+1 e− L2 t sin( )
π n=0 L

Problem 3

Solve the IBVP

∂ 2y ∂ 2y
= ,
∂x2 ∂t2


 y(x, 0) = 0
y(1, t) = 1


 yx (0, t) = 0
yt (x, 0) = 0, 0 < x < 1, t > 0


Solution

Taking Laplace transform through both sides of the problem,

∂ 2y
   2 
∂ y
L 2
=L
∂x ∂t2
∂2
L [y(x, t)] = s2 L [y(x, t)] − sy(x, 0) − yt (x, 0)
∂x2
Setting L [y(x, t)] = F (x, s) and using the initial condition, we obtain,

d2 F
2
− s2 F = 0
dx
This is a homogeneous second-order linear ordinary differential equation.

To determine the general solution, let F = eλx

dF d2 F
= λeλx , 2 = λ2 eλx
dx dx
By substitution, we obtain,

λ = ±s, since eλx 6= 0

F (x, s) = A(s)esx + B(s)e−sx

L [y(x, t)] = A(s)esx + B(s)e−sx

35
 L [yx (x, t)] = sA(s)esx − sB(s)e−sx
Using the boundary conditions, we obtain,
A(s)es + B(s)e−s = 1 and s [A(s) − B(s)] = 0

Since s 6= 0,

A(s) = B(s)
1
= s
e + e−s
1
=
2 cosh s

esx e−sx
L [y(x, t)] = +
2 cosh s 2 cosh s 
1 esx + e−sx
=
cosh s 2
cosh sx
=
cosh s
By equation (2.5.1),
 
−1 cosh sx
y(x, t) = L
cosh s
cosh sx st
where y(x, t) = Sum of the residues of cosh s
e at the simple poles.

The simple poles are determined when cosh s = 0

⇒ cos(is) = 0,

2n−1


is = 2
π, n = 0, ±1, ±2, ...

2n−1


s = −i 2
π, n = 0, ±1, ±2, ...

∞
X
st

cosh sx
y(x, t) = lim  e . s − i( 2n−1
2
)π .
n=−∞ s→i
2n−1
π cosh s
2
∞
s − i( 2n−1


X )π
= lim 2
. lim est cosh sx
n=−∞ s→i(
2n−1
)π cosh s s→i(
2n−1
)π
2 2

s − i( 2n−1


2
)π 0
lim =
s→i(
2n−1
)π cosh s 0
2

36
By applying L’Hospital’s rule:

s − i( 2n−1


2
)π 1
lim = lim
s→i(
2n−1
)π cosh s s→i( 2n−1
2
)π sinh s
2
= −i(−1)n+1

2n−1
est cosh sx = ei( )πt
cosh i 2n−1


lim 2
2
πx
2n−1
s→i( )π
2
2n−1
= ei( )πt 2n−1


2 cos 2
πx
∞ h  
X
i( 2n−1 )πt −i ( 2n−1
)πt
i
n+1 2n − 1
y(x, t) = e 2 +e 2 . − i(−1) . cos πx + 0
n=1
2
Since when n = 0,

st

cosh sx
lim  e . s − i( 2n−1
2
)π . =0
s→i
2n−1
π cosh s
2
∞    
X
n+1 2n − 1 2n − 1
∴ y(x, t) = −2i (−1) cos πt cos πx
n=1
2 2

37
Chapter 5

Conclusion

5.1 Observations
This approach (Laplace Transform method) of solving differential equations, both ODE
and PDE is very good and usually gives the particular solution of any given problem. In
chapters three and four, the method produced solutions to both initial and boundary value
problems of the first, second and third order, ordinary and partial differential equations.
Laplace transform conveniently simplifies differential equations into simple and solveable
algebraic equations which were demonstrated in the previous chapters.

5.2 Uses of Laplace Transform method in real life prob-

lems
Laplace transforms are particularly useful in solving differential equations with discon-
tinuous forcing functions such as electronic switches or impulsive forcing functions such as
an explosion and problem that arise from theory of electric charge around a hot wire. The
transform is most commonly used for control systems, and studying together with analysing
of systems such as ventilation, heating and air conditions.
Laplace transform is also important for process controls where it aids in variable analysis
which when altered produce the required results.
Laplace transforms are used in a lot of engineering applications and it is a very useful method.
The control action for a dynamical control system whether electrical, mechanical, thermal
or hydraulic can be represented by a differential equation which are solvable by the method.
Any form of constant coefficient and linear differential equations, (both ODE and PDE) can
be solved using this approach.

38
REFERENCES

[1] Donal O’Regan and Ravi P. Agarwal,Ordinary and Partial differential equations, with
special functions,Fourier series and Boundary value problems,Springer Science and Busi-
ness Media, LLC,233 Spring street,New York,NY 10013,USA,2009.

[2] E.L. Ince, Ordinary Differential Equations(1st Edition),Dover Publications,Inc; New

York, 1956.

[3] Erwin Kreyszig,Advanced Engineering Mathematics(9th Edition),John Wiley and

Sons,Inc.,2006,(Pages 220-270 and 594-599).

[4] G. Doetsch,Introduction to Theory and Application of the Laplace transform, Springer-

Verlag, 1970.

[5] Joel L. Schiff, The Laplace Transform:Theory and Applications, Springer-Verlag New
York,Inc.175 fifth Ayenue,New York, NY 10010,USA, 1999.

[6] John Bird,Higher Engineering Mathematics(5th Edition),ElsevierLtd,2006.

[7] Paul Dawkins, Differential Equations(Laplace Trans-

form),http://tutorial.math.lamar.edu/terms.aspix, 2007.

[8] Richard Bronson ,PH.D Thesis, Differential Equations:Schuam’s Easy Outlines,(2nd

Edition),The Mc Gaw-Hill Companies,Inc.,2003.

[9] Williams E. Boyce and Richard C. Diprima,Elementary Differential Equations and

Boundary value Problems(7th Edition),John Wiley and Sons,Inc., 2001, Pages 1-23
and 293-330.

39