Solving Initial Value Problems

Using Laplace Transforms

Solutions to Linear Constant
Coefficient Differential Equation
 Linear Constant Coefficient
Differential Equation
• The linear terms of the linear equation were
not directly reliant on the independent
function.

General Form:
n i
d y

i 0
ai i  f (t )
dt
where: ai = constant
Two Types of Method to Solve the
LCCDE
• Classical Solution/Direct Method

• Laplace Transform
 Classical Solution
Example: Solve the given differential
equation using direct method and use the
given initial conditions:
d 2 x(t ) dx(t )
2
6  8 x(t )  5 sin 3t
dt dt
dx
x(0)  1; (0)  1
dt
 Classical Solution
• The classical solution of a linear time-
invariant differential equation can be divided
into two parts, a characteristic solution, yc(t)
or homogenous solution, yh(t) and a particular
solution, yp(t). The sum of these two
responses constitutes the total solution, y(t).
 Characteristic Solution
• The characteristic/homogeneous solution,
yh(t) of a linear time-invariant differential
equation is the solution of the differential
equation when the input, u(t) is identically
zero.
 Types of Roots (Characteristic
Solution)
• Case 1. Real and Distinct Roots.
General Formula: yh(t) = C1er1t + C2er2t
+…….+Cnernt
where: r1, r2,…,rn = roots of auxiliary equation
• Case 2. Real and Repeated Roots.
General Formula: yh(t) = C1em1t + C2tem2t + C3t2em3t
+…+Cntn-1emnt
where: r1=r2=…=rn = roots of auxiliary equation
• Case 3. Complex and Conjugate Roots.
General Formula: yh(t) = C1e(x1+jy1)t + C2e(x2+jy2)t
+…+Cne(xn+jyn)t
where: (x1+jy1), (x2+jy2),…, (xn+jyn)= roots of
auxiliary equation
 Steps in finding the
Characteristic Solution
• Let the value of f(t) = 0
• Find the auxiliary equation.
• Find the roots of the auxiliary equation.
• Write the characteristic solution based from
the type of equation roots.
 Characteristic Solution
Solution
Find the homogenous solution:
d 2 x(t ) dx(t )
2
6  8 x(t )  0
dt dt
D 2  6D  8  0
m 2  6m  8  0
(m  4)(m  2)  0
m1  4, m2  2
 xC (t )  C1e  4t  C 2 e  2t
 Steps in finding the Particular
Solution
• Identify the value of f(t).
• Refer to the particular table and write the
equivalent particular solution equation.

• Solve for the unknown variable.

 Particular Solution
Solution
Find the particular solution:
f (t )  5 sin 3t
x p (t )  k1 cos 3t  k 2 sin 3t
dxp (t )
 3k1 sin 3t  3k2 cos 3t
dt
dx2 p (t )
2
 9k1 cos 3t  9k2 sin 3t
dt
 Particular Solution
Solution
Find the particular solution:
 9k1 cos 3t  9k2 sin 3t  6(3k1 sin 3t  3k2 cos 3t )
 8(k1 cos 3t  k2 sin 3t )  5 sin 3t

 9k1 cos 3t  9k2 sin 3t  18k1 sin 3t 

18k2 cos 3t  8k1 cos 3t  8k2 sin 3t  5 sin 3t
 Particular Solution
Solution
Find the particular solution:
cos 3t :
 9k1  18k 2  8k1  0
 k1  18k 2  0 eqn(1)

sin 3t :
 9k 2  18k1  8k 2  5
 18k1  k 2  5 eqn(2)
 Particular Solution
Solution
Find the particular solution:
  1 18   k1  0
 18  1 k   5
  2   
0 18   1 0
5  18 5
 1 k2  
1
k1  
18 

 1 18  65  1 18  65
 18  18  1
  1 
18 1
 x p (t )   cos 3t  sin 3t
65 65
 Classical Solution
Solution
Add the characteristic solution and the
particular solution.

xt (t )  xC (t )  x p (t )
 4t  2t 18 1
xt (t )  C1e  C2 e  cos 3t  sin 3t
65 65
 Classical Solution
Solution
The number of the unknown variable
should be equal to the number of linear
equations (i.e. two unknown two
equations).
 4t  2t 18 1
xt (t )  C1e  C 2 e  cos 3t  sin 3t
65 65
dxt (t )  4t  2t 54 3
 4C1e  2C 2 e  sin 3t  cos 3t
dt 65 65
 Classical Solution
Solution
Apply the initial conditions, t = 0 at the
values of y(t) = dy(t)/dt = d2y(t)/dt2 = ….. =
dny(t)/dtn = 0
 4(0)  2(0) 18 1
xt (0)  C1e  C2 e  cos 3(0)  sin 3(0)
65 65
dxt (0)  4(0)  2(0) 54 3
 4C1e  2C2e  sin 3(0)  cos 3(0)
dt 65 65
 Classical Solution
Solution
Apply the initial conditions, t = 0 at the
values of y(t) = dy(t)/dt = d2y(t)/dt2 = ….. =
dny(t)/dtn = 0

 4(0)  2( 0) 18 1
1  C1e  C2 e  cos 3(0)  sin 3(0)
65 65
 4(0)  2(0) 54 3
1  4C1e  2C2e  sin 3(0)  cos 3(0)
65 65
 Classical Solution
Solution
Apply the initial conditions, t = 0 at the
values of y(t) = dy(t)/dt = d2y(t)/dt2 = ….. =
dny(t)/dtn = 0
18 83
1  C1  C2  C1  C2  eqn(1)
65 65
3 68
1  4C1  2C2   4C1  2C2  eqn(2)
65 65
 Classical Solution
Solution
Write the matrix form of the two equations:

 83 
1 1   C1   65 
 4  2 C    68 
  2   
 65 
 Classical Solution
Solution
Find the unknown values
Applying Cramer’s rule to find C1 and C2
 83   83 
 65 1   1 65 
 68   68 
  2  4 
 65  9 C2   65  
40
C1  
1 1  5 1 1  13
  4  2   4  2
   
 Classical Solution
Solution
Substitute the solve values to the total
solution equation.
9  4t 40  2t 18 1
xt (t )   e  e  cos 3t  sin 3t
5 13 65 65
Laplace Transform
 Laplace Transform
• The Laplace transform is used to solve
linear constant coefficient differential
equations. This is achieved by
transforming them to algebraic equations.
The algebraic equations are solved, then
the inverse Laplace transform is used to
obtain a solution in terms of the original
variables.
 Laplace Transform
DEFINITION:
• The Laplace transform of f(t) is F(s),
defined by:

L f (t )  F ( s)   e  st
f (t )dt
0
Laplace Transform of some
common functions:
f(t) F(s)
k
(1) k
s
(2) n n!
t s n 1
1
(3) e  at sa

(4) b
sin bt s2  b2

(5) cos bt
s
s2  b2
(6) n  at n!
t e ( s  a ) n 1
Laplace Transform of some
common functions:
(7) e  at
sin bt b
(s  a) 2  b 2
(s  a)
(8) e  at cos bt
(s  a) 2  b 2

(9) b
sinh bt
s2  b2
(10) s
cosh bt
s2  b2
(11) 2bs
t sin bt (s 2  b 2 ) 2
(12) s2  b2
t cos bt (s 2  b 2 ) 2
 Laplace Transform Property
1. The Laplace transform of the sum or
difference of several functions is equal to the
sum or difference of the Laplace transform of the
individual function.
L f (t )  g (t )  L f (t )  Lg (t )
2. If a function is multiplied by a constant k, then
the corresponding transform is also multiplied by
k.
Lkf (t )  kL f (t )
3. The Laplace transform of the product of
several functions is not equal to the product of
their transform.
L f (t ) * g (t )  L f (t )* Lg (t )
 Laplace Transform Property
• First Shift Theorem:
– The Laplace transform of the product of
 at
e and f(t) is equal to the transform of
f(t) with s replaced by ( s  a)

Le  at

f (t )  F (s  a)
 Laplace Transform Property
Second Shift Theorem:
1. The function, u(t-d) f(t-d), is obtained by
moving u(t) to the right by an amount d as
illustrated in Fig 1.
Lu (t  d ) f (t  d )  e  sd F ( s )
d 0
 Laplace Transform Property
Second Shift Theorem:
Fig 1.
u(t)f(t)
u(t-d)f(t-d)

d t
t
 Laplace Transform Property
Final Value Theorem:
1. The Laplace transform of some functions
exist only for Re(s)>0 and for these
functions taking the limit as s  0 is not
sensible. The theorem applies only to real
values of s and for functions, f(t) which
posses a limit t  
lim sF ( s)  lim f (t )
s 0 t 
 Laplace Transform Property
• Initial Value Theorem:
– It states that if f(t) and its derivative are
laplace transformable then the initial
value is defined by
lim f (t )  lim sF ( s)
t 0 s 
 Differentiation and Integration of
the Laplace Transform
• Differentiation of Laplace transform
– Let f be piecewise continuous on [0,∞]
of exponential order α and L{f (t)} = F(s).
Then
dn
n
F ( s )  L (( 1) n n
t f (t )), n  1,2,3,...(s   )
ds
 Differentiation and Integration of
the Laplace Transform
• Integration of Laplace transform
– Let f be piecewise continuous on [0,∞]
of exponential order α with F(s) = L{f (t)}
and such that limt→0 f(t)/t exists. Then
  f (t ) 
s
F ( s )ds  L
 t 
, (s   )
Laplace Transform Property
LAPLACE TRANSFORM OF DERIVATIVES
Let:
f(t) = a function of t,
f’ = the first derivative of f
f” = the second derivative of f
L f (t )  F ( s)
L f '  sF ( s)  f (0)
L{ f "}  s 2 f ( s)  sf (0)  f ' (0)
 Laplace Transform Property
where:
f(0) and f’(0) = initial values of f and f’ in general
case, the Laplace transform of an
nth derivative is:
n1 n2 ( n1)
L{ f }  s F (s)  s f (0)  s f ' (0)      f
( n) n
(0)
Another useful result is:

L 
0
t

1
f (t )dt  F ( s )
s
Inverse Laplace Transform
 Inverse Laplace Transform
Finding a function f(t), given the Laplace
transform F(s). If L{f(t)} = F(s) we write:

f(t) = L-1{F(s)}
 Inverse Laplace Transform using
Partial Fraction Expansion
• The inverse Laplace transform of a fraction is
often best found by expressing it as its partial
fraction, and finding the inverse Laplace of
these.
 Types of Roots
• Case 1. Roots of the Denominator of F(s) are real and
distinct. N ( s) N ( s)
F ( s)  
D( s ) ( s  p1 )( s  p 2 )  ( s  p m )  ( s  p n )
N ( s) K1 K2 Km Kn
F ( s)     
D( s ) ( s  p1 ) ( s  p 2 ) (s  pm ) (s  pn )
• Case 2. Roots of the Denominator of F(s) are real and
repeated. N ( s) N ( s)
F ( s)  
D( s ) ( s  p1 ) r ( s  p 2 )  ( s  p n )
K1 K2 Kr K r 1 Kn
F ( s)         
( s  p1 ) r ( s  p 2 ) r 1 ( s  p1 ) ( s  p 2 ) (s  pn )
• Case 3. Roots of the Denominator of F(s) are complex or
imaginary. N ( s) N ( s)
F ( s)  
D( s ) ( s  p1 )( s 2  as  b) 
N ( s) K1 K s  K3
F ( s)    22 
D( s) ( s  p1 ) ( s  as  b)
Cover-up Method for Real and Distinct
Roots
• Use to find the residue of the partial
fraction expansion with distinct roots.
K m  ( s  p m ) F ( s) s  p
m
 Cover-up Method for Real and
Repeated Roots
• Use to find the residue of the partial
fraction expansion with multiple roots.

Ki 
1 d i 1
(i  1)! ds i 1

( s  p1 ) r
F (s)  s   p1
 Solving Linear Constant Coefficient Differential
Equations using Laplace Transforms

• Laplace and inverse Laplace transforms are

applied in finding particular solution of
differential equations.

• The Laplace transform of the equation will make

the differential equation into an algebraic
equation. The transform of the dependent
variable is found and then the inverse Laplace
transform is calculated to yield the required
particular solution.
Solving Linear Constant Coefficient Differential
Equations using Laplace Transforms
• Solve the given differential equation based from
given initial value conditions:
2
d x(t ) dx(t )
2
6  8 x(t )  5 sin 3t
dt dt
dx
x(0)  1; (0)  1
dt
 Solution
d 2 x(t ) dx(t )
2
6  8 x(t )  5 sin 3t , x(0)  1, x' (0)  1
dt dt
5(3)
[ s X ( s )  sX (0)  X ' (0)]  6[ sX ( s )  X (0)]  8 X ( s )  2 2
2

s 3
15
[ s X ( s )  s (1)  (1)]  6[ sX ( s )  (1)]  8 X ( s )  2
2

s 9
15
( s  6s  8) X ( s )  s  1  6  2
2

s 9
15
( s  6s  8) X ( s )  2
2
s7
s 9
s 3  7 s 2  9s  78 A B C D
X (s)  2    
 
s  9 ( s 2  6s  8) s  j 3 s  j 3 s  4 s  2
 Solution
s 3  7 s 2  9s  78 A B C D
X (s)  2    
 
s  9 ( s  6s  8) s  j 3 s  j 3 s  4 s  2
2

 s 3  7 s 2  9s  78 
D  ( s  2) 2
 s   9 ( s 4)( s  2)

 s  2
(2) 3  7(2) 2  9(2)  78  8  28  18  78 80 40
D   
 2

 2  9 ( 2  4) (4  9)(2) 26 13
 Solution
s 3  7 s 2  9s  78 A B C D
X (s)  2    
 
s  9 ( s  6s  8) s  j 3 s  j 3 s  4 s  2
2

 s 3  7 s 2  9s  78 
C  ( s  4) 2
 s   9 ( s 4)( s  2)

 s  4
(4) 3  7(4) 2  9(4)  78  64  112  36  78 90 9
C     
 
 42  9 ( 4  2) (16  9)(2) 50 5
 Solution
s 3  7 s 2  9s  78 A B C D
X (s)  2    
 
s  9 ( s 2  6s  8) s  j 3 s  j 3 s  4 s  2
 s 3  7 s 2  9s  78 
B  s  j 3 
 s  j 3s  j 3( s 2
 6 s  8)  s j3
 ( j 3) 3  7( j 3) 2  9( j 3)  78 
B
  j 3  j 3( j 3) 2
 6( j 3)  8

 j 27  63  j 27  78 15  108  j 6  1620  j 90
B   
 j 6 9  j18  8  108  j 6  108  j 6 11700
1620 90
B j
11700 11700
 Solution
s 3  7 s 2  9s  78 A B C D
X (s)  2    
 
s  9 ( s  6s  8) s  j 3 s  j 3 s  4 s  2
2

 s 3  7 s 2  9s  78 
A  s  j 3 
 s  j 3s  j 3( s 2
 6 s  8)  s  j 3
 ( j 3) 3  7( j 3) 2  9( j 3)  78 
A
  j 3  j 3 ( 
 j 3) 2
 6(  j 3)  8


j 27  63  j 27  78 15  108  j 6  1620  j 90
A   
 j 6 9  j18  8  108  j 6  108  j 6 11700
1620 90
A j
11700 11700
 Solution
1620 90 1620 90 9 40
 j  j
X ( s )  11700 11700  11700 11700  5  13
s  j3 s  j3 s4 s2
9 40  1620 90   j 3t  1620 90  j 3t
x(t )   e  4t  e  2t  j e  j e
5 13  11700 11700   11700 11700 
9 40 18 1
x(t )   e  4t  e  2t  cos 3t  sin 3t
5 13 65 65
Solving Linear Constant Coefficient Differential
Equations using Laplace Transforms
• Solve the given differential equation based from
given initial value conditions:
2
d y dy
2
 6  2y  0
dt dt
y (0)  1, y ' (0)  3
 Solution
d2y dy
2
 6  2 y  0, y (0)  1, y ' (0)  3
dt dt
[ s 2Y ( s )  sY (0)  Y ' (0)]  6[ sY (0)  Y (0)]  2Y ( s )  0
[ s 2Y ( s )  s (1)  (3)]  6[ sY ( s )  1]  2Y ( s )  0
( s 2  6s  2)Y ( s )  s  3  6  0
( s 2  6s  2)Y ( s )  s  9
s 9 ( s  3)  6 ( s  3) 6 7
Y (s)  2    
s  6s  2 s  3  7 s  32  7
2
  2
s  32   72
7
6 3t
y (t )  e cosh 7t 
3t
e sinh 7t
7