Laplace Transform and Solution of

Ordinary Differential Equations

Dr. Angit S

Assistant Professor in Mathematics,

Department of Applied Sciences and Humanities,
Galgotias College of Engineering and Technology,
Greater Noida, NCR, INDIA
[email protected], [email protected]
Laplace Transform and Solution of Ordinary Differential Equations
Contents 2/26

Outline

1 Laplace Transform

2 Inverse Laplace Transform

3 Application of Laplace Transform to ODE

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 3/26

1 Laplace Transform

2 Inverse Laplace Transform

3 Application of Laplace Transform to ODE

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 4/26

Laplace Transform of a Function

The Laplace transform of a function f : [0, ∞) → R, is defined by the
integral, Z ∞
L {f (t)} = e−st f (t)dt = F (s)
0

Properties of Laplace Transform

(1) The Laplace transform is a linear operator.
L {c1 f1 + c2 f2 } = c1 L {f1 } + c2 L {f2 }

(2) Change of scale or scaling property.  

1 s
L {f (at)} = F
a a

(3) First shifting theorem.

L {eat f (t)} = F (s − a)

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 5/26

Important Formulae
(1) L {k} = ks (2) L {eat } = s−a
1

(3) L {tb } = Γ(b+1)

sb+1
(4) L {cosh(at)} = s2 −a
s
2

(5) L {sinh(at)} = s2 −a
a
2 (6) L {cos(ωt)} = s2 +ω2
s

(7) L {sin(ωt)} = s2 +ω
ω
2

Exercises
Find the Laplace transform of the following functions.
√
(1) f (t) = t
(
4 , 0<t<1
(2) f (x) =
3 , t>1

, 0≤t<1
 t

(3) f (x) = 2−t , 1≤t<2

 0 , t>2

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 6/26

(
sin 2t , 0 < t ≤ π
(4) f (x) =
0 , t>π
(5) f (t) = (5e2t − 3)2
(6) f (t) = cos 3t cos 2t cos t
(7) f (t) = t7/2 e3t
(8) f (t) = t sin at
tn−1
(9) f (t) = 1−e−t
e−1/s
(10) If L {f (t)} = s , then find L {e−t f (3t)}

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 7/26

Results
(1) The Laplace transform of a derivative.
L {f ′ (t)} = sF (s) − f (0)

L {f (n) (t)} = sn F (s) − sn−1 f (0) − ... − f (n−1) (0)

(2) The Laplace transformof an integral.
Z t
F (s)

L f (u)du =
0 s

(3) The derivative of a Laplace transform.

dn F
L {tn f (t)} = (−1)n
dsn
(4) The integral of a Laplace transform.
 Z ∞
f (t)

L = F (u)du
t s

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 8/26

Exercises
√ √
π −1/4s
(1) Given L {sin t} = 2s3/2
e , show that
n √ o
1/2
L √ t
cos π
e−1/4s


t
= s
nR R R o
t t t
(2) Find, L 0 0 0 cos au du du du
n R t au o
(3) Find, L sinh ct 0 e sinh bu du

(4) Find, L te−2t sin t



(5) Find, L
 cos at−cos bt
t
(6) Find, L t
 sin 3t cos
t
R∞ 2 −4t sin 2t dt = 11
(7) Show that, 0 t e 500
R ∞ e−3t −e−6t
(8) Show that, 0 t dt = ln 2

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 9/26

Unit Step (or Heaviside) Function

It is a function, u : [0, ∞) → R defined
( by,
0 , t<a
ua (t) = u(t − a) =
1 , t>a


 f1 (t) , 0 < t < a

A piecewise continuous function, f (t) = f (t) , a < t < b
2

 f (t) , t > b
3
can be expressed in terms of unit step function in the following way,

f (t) = f1 + (f2 − f1 ) · u(t − a) + (f3 − f2 ) · u(t − b)

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 10/26

Second Shifting Theorem

L f (t − a)u(t − a) = e−as F (s)


Hence,
e−as
L u(t − a) =

s

Laplace Transform of a Periodic Function

Let f (t) be a piecewise periodic function f (t + p) = f (t), ∀ t > 0
with period p, then the Laplace transform
Z p is given by
1
L {f (t)} = e−st f (t)dt
1 − e−ps 0

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Laplace Transform 11/26

Exercises
Find the Laplace
 transform of the following functions.
 sin t , 0 < t < π
(1) f (t) = sin 2t , π < t < 2π
sin 3t , t > 2π



 1 , 0<t<2
2 , 2 < t < 4π

(2) f (t) =

 3 , 4 < t < 6π
0 , t > 6π


t−1 , 1<t<2
(3) f (t) =
3−t , 2<t<3
(4) f (t) = kp t, period = p.

t , 0 < t < 2a
(5) f (t) = , period = 2a
−t + 2a , a < t < 2a

cos t , 0 < t < π
(6) f (t) = , period = 2π
−1 , π < t < 2π

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 12/26

1 Laplace Transform

2 Inverse Laplace Transform

3 Application of Laplace Transform to ODE

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 13/26

Inverse Laplace Transform

If L {f (t)} = F (s), then f (t) is said to be the inverse Laplace
transform of F (s), denoted by L −1 {F (s)} = f (t).

Properties of Inverse Laplace Transform

(1) The inverse Laplace transform is a linear operator.
L −1 {c1 F1 + c2 F2 } = c1 L −1 {F1 } + c2 L −1 {F2 }

(2) Change of scale or scaling property.

1 t
 
L −1 {F (ks)} = f
k k

(3) First shifting theorem.

L −1 {F (s − a)} = eat f (t)

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 14/26

Important Formulae
n o n o
(1) L −1 k
=k (2) L −1 1
= eat
ns o n s−a o
(3) L −1 Γ(b+1)
b+1 = tb (4) L −1 s2 −a
s
2 = cosh(at)
n s o n o
(5) L −1 s2 −a
a
2 = sinh(at) (6) L −1 s2 +ω
s
2 = cos(ωt)
n o
(7) L −1 s2 +ω
ω
2 = sin(ωt)

Exercises
Find the inverse Laplace transform of the following functions.
n o
(1) L −1 s+1
s4/3
3(s2 −1)2 (s+1)(2−s1/2 )
n o
(2) L −1 2s5
+ 4s−18
9−s2
+ s5/2
n o
1 − 1s
(3) L −1 se

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 15/26

n o
(4) L −1 64
81s4 −256
n o
(5) L −1 s
(s+a)2 +b2
n o
(6) L −1 s+1
s2 −6s+25
n o
(7) L −1 √
3
1
8s−27
n o
(8) L −1 3s+2
4s2 +12s+9
n o
(9) If L −1 s
(s2 +1)2
= t sin t
2 , then show that
n o
L −1 8s
(4s2 +1)2
= t
2 sin 2t

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 16/26

Results
(1) The inverse Laplace transform
 n 
of a derivative.
−1 d F
L = (−1)n tn f (t)
dsn

(2) The inverse Laplace transform

Z ∞
of an integral.
f (t)

L −1 F (u)du =
s t

(3) The derivative of an inverse Laplace transform.

df
L −1 sF (s) =

dt
(4) The integral of an inverse Laplace transform.
Z t
F (s)
 
−1
L = f (u)du
s 0

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 17/26

Exercises
n o
(1) Find L −1 s+1
(s2 +2s+2)2
n 2 2
o
(2) Find L −1 1
2 ln ss2 +a
+b
2
n o
a2
(3) Find L −1 ln 1 − s2
n  o
(4) Find L −1 cot−1 s+3
2
nR o
∞
(5) Find L −1 u+2
s ln u+1 du
n o
(6) Find L −1 1
s3 (s+1)
n o
s2
(7) Find L −1 (s2 +a2 )2
n o
(8) Find L −1 1 s+1
s2 s2 +1

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 18/26

Second Shifting Theorem

n o
L −1 e−as F (s) = f (t − a) · u(t − a)

Use of Partial Fractions

(1) Non-repeated linear factors
−− A B
= +
(as + b)(cs + d) as + b cs + d

(2) Repeated linear factors

−− A B
= +
(as + b)2 as + b (as + b)2

(3) Non-repeated quadratic factors

−− As + B Cs + D
= 2 + 2
(as2 + bs + c)(ds2 + es + f ) as + bs + c ds + es + f

(4) Repeated quadratic factors

−− As + B Cs + D
= 2 +
(as2 + bs + c)2 as + bs + c (ds2 + es + f )2

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 19/26

Convolution
The convolution of two functions f (t) and g(t) is defined as,
Z t
f ∗ g (t) = f (u)g(t − u)du
0

The following properties holds for convolution,

f ∗g =g∗f
f ∗ (g ∗ h) = (f ∗ g) ∗ h
f ∗ (g1 + g2 ) = f ∗ g1 + f ∗ g2
f ∗0=0∗f =0

Convolution Theorem
L {f ∗ g} = L {f } · L {g} = F (s) · G(s)
or equivalently
L −1 {F (s) · G(s)} = f ∗ g

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Inverse Laplace Transform 20/26

Exercises
n
−s
o
(1) Find L −1 √e
s+1
n −3s −7s
o
(2) Find L −1 5−3e s−2e
n o
(3) Find L −1 2+5s
s2 e4s
n o
(4) Find L −1 3s+7
s2 −2s−3
n o
s3 +6s2 +14s
(5) Find L −1 (s+2)4
n o
s2 +2s+3
(6) Find L −1 (s2 +2s+2)(s2 +2s+5)
n o
s3 −3s2 +6s−4
(7) Find L −1 (s2 −2s+2)2
n o
(8) Find L −1 1
s2 (s2 +1)
n o
(9) Find L −1 16
(s−2)(s+2)2
n o
(10) Find L −1 1
s(s+1)(s+2)

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Application of Laplace Transform to ODE 21/26

1 Laplace Transform

2 Inverse Laplace Transform

3 Application of Laplace Transform to ODE

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Application of Laplace Transform to ODE 22/26

Solution of ODE using Laplace Transform

Consider a linear ODE with constant coefficients and initial
conditions, called initial value problem (IVP).
y ′′ + ay ′ + by = r(t), y(0) = c1 , y ′ (0) = c2

The IVP can be solved by the following steps.

(1) Apply Laplace transform to the ODE.
Let Y = L {y}, L {y ′ } = sY − y(0),
L {y ′′ } = s2 Y − sy(0) − y ′ (0)
(2) Solve algebraic equation obtained in Step 1.
Solve for Y in terms of s.
(3) Apply inverse Laplace transform to the solution obtained from
Step 2.
The solution is y = L −1 {Y }.

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Application of Laplace Transform to ODE 23/26

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Application of Laplace Transform to ODE 24/26

Solution of system of simultaneous ODE using Laplace Transform

Consider a system of simultaneous linear ODEs with constant
coefficients and initial conditions.
f1 (D)x + g1 (D)y = h1 (t)

f2 (D)x + g2 (D)y = h2 (t)

IC : x(0) = c1 , x′ (0) = c2 , ... y(0) = d1 , y ′ (0) = d2 , ...
The system can be solved by the following steps.
(1) Apply Laplace transform to the ODEs.
Let X = L {x}, Y = L {y}. Write the system in terms of
variables X and Y .
(2) Solve the linear system in X and Y in terms of s by the method
of elimination.
(3) Apply inverse Laplace transform to the solutions X and Y to
obtained actual solutions x and y.

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Application of Laplace Transform to ODE 25/26

Exercises
Solve the following IVPs using Laplace transform.
(1) y ′′ + 2y ′ + 5y = e−t sin t, y(0) = 0, y ′ (0) = 1
(2) y ′′′ − 3y ′′ + 3y ′ − y = t2 et , y(0) = 1, y ′ (0) = 0, y ′′ (0) = −2
dy −t
(3) 2 dx
dt + dt − x − y = e , x(0) = 2
dx dy t
dt + dt + 2x + y = e , y(0) = 1
(4) x′′ − 3x′ − y ′ + 2y = 14t + 3, x(0) = 0, x′ (0) = 0
x′ + y ′ − 3x = 1, y(0) = 13
2

Dr. Angit S
Laplace Transform and Solution of Ordinary Differential Equations
Conclusion 26/26

Conclusion

That’s all folks!

Dr. Angit S