Differential Equations DA2

D. Harshill
Reg No: 21BCE3925

Problem 1: Laplace Transform of Rectangular Wave

The rectangular wave is defined as:
(
A for 0 < t < T2 ,
f (t) = (1)
−A for T2 < t < T,

with f (t + T ) = f (t) for all t.

Solution:
For periodic functions, the Laplace transform formula is:
Z T
1
L{f (t)} = e−st f (t) dt (2)
1 − e−sT 0

Let’s compute the integral:

Z T Z T /2 Z T
e−st f (t) dt = Ae−st dt + (−A)e−st dt (3)
0 0 T /2
Z T /2 Z T
=A e−st dt − A e−st dt (4)
0 T /2

Evaluating the first integral:

T /2 T /2
−e−st
Z 
−st
A e dt = A (5)
0 s 0
 −sT /2 
−e 1
=A + (6)
s s
A
= (1 − e−sT /2 ) (7)
s
Evaluating the second integral:
T T
−e−st
Z 
−A e−st dt = −A (8)
T /2 s T /2
 −sT
e−sT /2

−e
= −A + (9)
s s
−A −sT /2
= (e − e−sT ) (10)
s
Combining both results:
T
−A −sT /2
Z
A
e−st f (t) dt = (1 − e−sT /2 ) + (e − e−sT ) (11)
0 s s
A
= (1 − e−sT /2 − e−sT /2 + e−sT ) (12)
s
A
= (1 − 2e−sT /2 + e−sT ) (13)
s

1
 Therefore:
1 A
L{f (t)} = −sT
· (1 − 2e−sT /2 + e−sT ) (14)
1−e s
A 1 − 2e−sT /2 + e−sT
= · (15)
s 1 − e−sT
We can rewrite the numerator:

1 − 2e−sT /2 + e−sT = (1 − e−sT /2 )2 (16)

And for the denominator:

1 − e−sT = (1 − e−sT /2 )(1 + e−sT /2 ) (17)

Therefore:
A (1 − e−sT /2 )2
L{f (t)} = · (18)
s (1 − e−sT /2 )(1 + e−sT /2 )
A 1 − e−sT /2
= · (19)
s 1 + e−sT /2
1−e−x x


Using the identity 1+e−x = tanh 2 :
 
A sT
L{f (t)} = tanh (20)
s 4

Problem 2: Inverse Laplace Transform Using Convolution The-

orem
n 2
o
Find L−1 (s2s+9)2 .
Solution:
We can rewrite the given function as:

s2 s s
2 2
= 2 · 2 (21)
(s + 9) s +9 s +9
n o
We know that L−1 s2s+9 = cos(3t).
By the convolution theorem:

s2
 
L−1 = cos(3t) ∗ cos(3t) (22)
(s2 + 9)2
Z t
= cos(3τ ) cos(3(t − τ ))dτ (23)
0

Using the trigonometric identity cos(A) cos(B) = 12 [cos(A + B) + cos(A − B)]:

Z t Z t
1
cos(3τ ) cos(3(t − τ ))dτ = [cos(3τ + 3(t − τ )) + cos(3τ − 3(t − τ ))]dτ (24)
0 0 2
Z t
1
= [cos(3t) + cos(6τ − 3t)]dτ (25)
0 2
Z t
1 t
Z
1
= cos(3t) dτ + cos(6τ − 3t)dτ (26)
2 0 2 0

For the first term:

Z t
1 t
cos(3t) dτ = cos(3t) (27)
2 0 2

2
 For the second term, let u = 6τ − 3t, then du = 6dτ :

1 t 1 3t 1
Z Z
cos(6τ − 3t)dτ = cos(u)du (28)
2 0 2 −3t 6
1
= [sin(u)]3t
−3t (29)
12
1
= [sin(3t) − sin(−3t)] (30)
12
1
= [2 sin(3t)] (31)
12
1
= sin(3t) (32)
6
Combining the results:

s2
 
−1 t 1
L = cos(3t) + sin(3t) (33)
(s2 + 9)2 2 6

Problem 3: Solving Initial Value Problem Using Laplace Trans-

form
Solve:
d2 y dy
+5 + 6y = H(t − 1), y(0) = y 0 (0) = 0. (34)
dt2 dt
Solution:
Taking the Laplace transform of both sides and using the initial conditions:
 2 
d y dy
L + 5 + 6y = L{H(t − 1)} (35)
dt2 dt
e−s
s2 Y (s) − sy(0) − y 0 (0) + 5[sY (s) − y(0)] + 6Y (s) = (36)
s
Substituting y(0) = y 0 (0) = 0:

e−s
s2 Y (s) + 5sY (s) + 6Y (s) = (37)
s
−s
e
Y (s)(s2 + 5s + 6) = (38)
s
Factoring the denominator polynomial:

e−s
Y (s) = (39)
s(s2 + 5s + 6)
e−s
= (40)
s(s + 2)(s + 3)

Using partial fractions decomposition:

1 A B C
= + + (41)
s(s + 2)(s + 3) s s+2 s+3

To find the coefficients:

1 = A(s + 2)(s + 3) + Bs(s + 3) + Cs(s + 2) (42)

Substituting s = 0:

1 = A(2)(3) (43)
1
⇒A= (44)
6

3
 Substituting s = −2:

1 = B(−2)(−2 + 3) (45)
1
⇒B=− (46)
2
Substituting s = −3:

1 = C(−3)(−3 + 2) (47)
1
⇒C= (48)
3
Therefore:
 
1 1 1
Y (s) = e−s − + (49)
6s 2(s + 2) 3(s + 3)
Taking the inverse Laplace transform and using the time-shift property:
 
1 1 −2(t−1) 1 −3(t−1)
y(t) = H(t − 1) − e + e (50)
6 2 3
This means: (
0 for t < 1,
y(t) = (51)
1
6 − 12 e−2(t−1) + 13 e−3(t−1) for t ≥ 1

Problem 4: Laplace Transform of Periodic Function

For the periodic function: (
t 0 ≤ t ≤ 1,
f (t) = (52)
2−t 1≤t≤2
with period T = 2, find the Laplace transform.
Solution:
Using the formula for the Laplace transform of a periodic function:
Z 2
1
L{f (t)} = e−st f (t) dt (53)
1 − e−2s 0
Let’s compute the integral:
Z 2 Z 1 Z 2
e−st f (t) dt = te−st dt + (2 − t)e−st dt (54)
0 0 1

For the first integral, we use integration by parts with u = t and dv = e−st dt:
Z 1 1
te−st 1 1 −st
 Z
−st
te dt = − + e dt (55)
0 s 0 s 0
 −st 1
e−s 1 e
=− + − (56)
s s s
−s
 −s 0 
e 1 e 1
=− + − + (57)
s s s s
−s −s
e e 1
=− − 2 + 2 (58)
s s s
1 − e−s (1 + s)
= (59)
s2
For the second integral:
Z 2 Z 2 Z 2
−st −st
(2 − t)e dt = 2 e dt − te−st dt (60)
1 1 1

4
 Computing the first term:
Z 2  −st 2
−st e
2 e dt = 2 − (61)
1 s
 −2s 1 −s 
e e
=2 − + (62)
s s
2e−s − 2e−2s
= (63)
s
Computing the second term using integration by parts:
Z 2 2
te−st 1 2 −st
 Z
te−st dt = − + e dt (64)
1 s 1 s 1
 −st 2
2e−2s e−s 1 e
=− + + − (65)
s s s s
 −2s 1 −s 
2e−2s e−s 1 e e
=− + + − + (66)
s s s s s
2e−2s e−s e−2s e−s
=− + − 2 + 2 (67)
s s s s
Therefore:
2
2e−s − 2e−2s 2e−2s e−s e−2s e−s
Z  
(2 − t)e−st dt = − − + − 2 + 2 (68)
1 s s s s s
2e − 2e−2s
−s
2e −2s
e −s
e −2s
e −s
= + − + 2 − 2 (69)
s s s s s
e−s e−s e−2s
= − 2 + (70)
s s s2
Combining both integrals:
Z 2
1 − e−s (1 + s) e−s e−s e−2s
e−st f (t) dt = + − + (71)
0 s2 s s2 s2
−s −s −s −s
1 e e e e e−2s
= 2− 2 − + − 2 + 2 (72)
s s s s s s
1 − 2e−s + e−2s
= (73)
s2
−s 2
(1 − e )
= (74)
s2
Therefore, the Laplace transform is:
1 (1 − e−s )2
L{f (t)} = −2s
· (75)
1−e s2
Using 1 − e−2s = (1 − e−s )(1 + e−s ):
(1 − e−s )2
L{f (t)} = (76)
s2 (1 − e−s )(1 + e−s )
1 − e−s
= 2 (77)
s (1 + e−s )

Problem 5: Inverse Laplace Transform Using Convolution

n o
Find L−1 (s+1)(s
10
2 +4) .
Solution:
We can rewrite this as:
10 1 1
= 10 · · (78)
(s + 1)(s2 + 4) s + 1 s2 + 4

5
We know that:
 
1
L−1 = e−t (79)
s+1
 
1 1
L−1 = sin(2t) (80)
s2 + 4 2

By the convolution theorem:

 
−1 10 1
L = 10 · (e−t ∗ sin(2t)) (81)
(s + 1)(s2 + 4) 2
Z t
=5 e−τ sin(2(t − τ ))dτ (82)
0

Using the identity sin(A − B) = sin(A) cos(B) − cos(A) sin(B):

Z t Z t
5 e−τ sin(2(t − τ ))dτ = 5 e−τ [sin(2t) cos(2τ ) − cos(2t) sin(2τ )]dτ (83)
0 0
Z t Z t
= 5 sin(2t) e−τ cos(2τ )dτ − 5 cos(2t) e−τ sin(2τ )dτ (84)
0 0

We can compute these integrals:

e−τ
Z
e−τ cos(2τ )dτ = (cos(2τ ) + 2 sin(2τ )) + C (85)
5
e−τ
Z
e−τ sin(2τ )dτ = (sin(2τ ) − 2 cos(2τ )) + C (86)
5
Applying the limits:
t
e−t
Z
1
e−τ cos(2τ )dτ = (cos(2t) + 2 sin(2t)) − (87)
0 5 5
Z t
e−t 2
e−τ sin(2τ )dτ = (sin(2t) − 2 cos(2t)) + (88)
0 5 5

Substituting back:

e−t
   
10 1
L−1 = 5 sin(2t) (cos(2t) + 2 sin(2t)) − (89)
(s + 1)(s2 + 4) 5 5
 −t 
e 2
− 5 cos(2t) (sin(2t) − 2 cos(2t)) + (90)
5 5

Simplifying:

= sin(2t) e−t (cos(2t) + 2 sin(2t)) − 1 − cos(2t) e−t (sin(2t) − 2 cos(2t)) + 2

   
(91)
−t 2 −t −t
= sin(2t)e cos(2t) + 2 sin (2t)e − sin(2t) − cos(2t)e sin(2t) (92)
2 −t
+ 2 cos (2t)e − 2 cos(2t) (93)
−t 2 2
= e (sin(2t) cos(2t) − cos(2t) sin(2t) + 2 sin (2t) + 2 cos (2t)) − sin(2t) − 2 cos(2t) (94)
−t 2 2
= e (2 sin (2t) + 2 cos (2t)) − sin(2t) − 2 cos(2t) (95)
−t
= 2e − sin(2t) − 2 cos(2t) (96)

Therefore:
 
−1 10
L = 2e−t − sin(2t) − 2 cos(2t) (97)
(s + 1)(s2 + 4)

6
Problem 6: Laplace Transform of Triangular Wave
For the triangular wave: (
t
a 0 ≤ t ≤ a,
f (t) = 2a−t
(98)
a a ≤ t ≤ 2a
with period T = 2a, find the Laplace transform.
Solution:
Using the formula for the Laplace transform of a periodic function:
Z 2a
1
L{f (t)} = e−st f (t) dt (99)
1 − e−2as 0
Computing the integral:
2a a 2a
2a − t −st
Z Z Z
t −st
e−st f (t) dt = e dt + e dt (100)
0 0 a a a
For the first integral, using integration by parts:
Z a
1 a −st
Z
t −st
e dt = te dt (101)
0 a a 0
a Z a
te−st

1 1
= − + e−st dt (102)
a s 0 as 0
 −st a
ae−sa
 
1 1 e
= − + − (103)
a s as s 0
−sa
 −sa 
e 1 e 1
=− + − + (104)
s as s s
e−sa e−sa 1
=− − + 2 (105)
s as2 as
1 − e−sa (1 + as)
= (106)
as2
For the second integral:
2a 2a 2a
2a − t −st
Z Z Z
2a 1
e dt = e−st dt − te−st dt (107)
a a a a a a
Z 2a Z 2a
1
=2 e−st dt − te−st dt (108)
a a a

Computing each term:

Z 2a  −st 2a
−st e
2 e dt = 2 − (109)
a s
 −2asa
e−as

e
=2 − + (110)
s s
2e−as − 2e−2as
= (111)
s
Using integration by parts for the second term:
2a
1 2a −st
Z 2a
te−st
Z 
1 1
te dt = − + e−st dt (112)
a a a s a as a
 −st 2a
2ae−2as ae−as
 
1 1 e
= − + + − (113)
a s s as s a
−2as −as
 −2as
e−as

2e e 1 e
=− + + − + (114)
s s as s s
−2as −as −2as −as
2e e e e
=− + − + (115)
s s as2 as2

7
 Therefore:
2a
2e−as − 2e−2as 2e−2as e−as e−2as e−as
 
2a − t −st
Z
e dt = − − + − + (116)
a a s s s as2 as2
−as −2as −2as −as −2as −as
2e − 2e 2e e e e
= + − + 2
− (117)
s s s as as2
−as −as −2as
e e e
= − + (118)
s as2 as2
Combining both integrals:
Z 2a
1 − e−sa (1 + as) e−as e−as e−2as
e−st f (t) dt = + − + (119)
0 as2 s as2 as2
−sa −sa −as −as
1 e e e e e−2as
= 2− − + − + (120)
as as2 s s as2 as2
Since e−sa = e−as :
2a
e−as e−as e−as e−as e−2as
Z
1
e−st f (t) dt =
2
− 2
− + − 2
+ (121)
0 as as s s as as2
1 2e−as e−2as
= 2− 2
+ (122)
as as as2
−as −2as
1 − 2e +e
= (123)
as2
(1 − e−as )2
= (124)
as2
Therefore, the Laplace transform is:
1 (1 − e−as )2
L{f (t)} = · (125)
1 − e−2as as2
Using 1 − e−2as = (1 − e−as )(1 + e−as ):
(1 − e−as )2
L{f (t)} = (126)
as2 (1 − e−as )(1 + e−as )
1 − e−as
= 2 (127)
as (1 + e−as )
This can also be written using hyperbolic functions:
tanh as


2
L{f (t)} = (128)
as2

Problem 7: Inverse Laplace Transform Using Convolution

n o
Find L−1 (s2 +2)
1
2 .
Solution:
We can rewrite this as:
 2
1 1
= (129)
(s + 2)2
2 2
s +2
We know that:
√
 
1 1
L−1 = √ sin( 2t) (130)
s2 + 2 2
By the convolution theorem:
√ √
 
1 1 1
L−1 = √ sin( 2t) ∗ √ sin( 2t) (131)
(s2 + 2)2 2 2
1
Z t √ √
= sin( 2τ ) sin( 2(t − τ ))dτ (132)
2 0

8
 Using the trigonometric identity sin(A) sin(B) = 21 [cos(A − B) − cos(A + B)]:

1
Z t √ √ 1 t
Z √ √ √ √
sin( 2τ ) sin( 2(t − τ ))dτ = [cos( 2τ − 2(t − τ )) − cos( 2τ + 2(t − τ ))]dτ (133)
2 0 4 0
1 t
Z √ √
= [cos( 2(2τ − t)) − cos( 2t)]dτ (134)
4 0
Separating the integral:

1
Z t √ 1 √ Z t
cos( 2(2τ − t))dτ − cos( 2t) dτ (135)
4 0 4 0

For the second term:

1 √ Z t
t √
cos( 2t) dτ = cos( 2t) (136)
4 0 4
For the first term, let u = 2τ − t, then du = 2dτ :

1 t
Z √ 1 t 1
Z √
cos( 2(2τ − t))dτ = cos( 2u)du (137)
4 0 4 −t 2
1 t
Z √
= cos( 2u)du (138)
8 −t
" √ #t
1 sin( 2u)
= √ (139)
8 2
−t
1 √ √
= √ [sin( 2t) − sin(− 2t)] (140)
8 2
1 √
= √ [2 sin( 2t)] (141)
8 2
1 √
= √ sin( 2t) (142)
4 2
Therefore:
√ √
 
1 1 t
L−1 = √ sin( 2t) − cos( 2t) (143)
(s2 + 2)2 4 2 4

Problem 8: Solution of Initial Value Problem with Dirac Delta

Solve:
y 00 + 2y 0 + 5y = δ(t − 2), y(0) = y 0 (0) = 0. (144)
Solution:
Taking the Laplace transform of both sides and using the initial conditions:

L{y 00 + 2y 0 + 5y} = L{δ(t − 2)} (145)

2 0 −2s
s Y (s) − sy(0) − y (0) + 2[sY (s) − y(0)] + 5Y (s) = e (146)

Substituting y(0) = y 0 (0) = 0:

s2 Y (s) + 2sY (s) + 5Y (s) = e−2s (147)

2 −2s
Y (s)(s + 2s + 5) = e (148)

Complete the square in the denominator:

s2 + 2s + 5 = (s + 1)2 + 4 (149)
−2s
e
Y (s) = (150)
(s + 1)2 + 4

9
We know that:
 
1 1 −at
L−1 = e sin(bt) (151)
(s + a)2 + b2 b

Using the time-shift property:

L−1 {e−2s F (s)} = f (t − 2)H(t − 2) (152)

Therefore:
e−2s
 
−1
y(t) = L (153)
(s + 1)2 + 4
1 −(t−2)
= e sin(2(t − 2))H(t − 2) (154)
2
Which means: (
0 for t < 2,
y(t) = 1 −(t−2)
(155)
2e sin(2(t − 2)) for t ≥ 2

10