Laplace Transform and Initial Value Problems

Transformations of Derivatives

  • The transformation of the first derivative of a function is given by:
      - Ly(t)=sYsy(0)L y'(t) = s Y_s - y(0) where Ys=Ly(t)Y_s = L y(t)

  • For the second derivative, the transformation is:
      - Ly(t)=s2Yssy(0)y(0)L y''(t) = s^2 Y_s - s y(0) - y'(0)

Solving Initial Value Problems (IVPs)

General Steps:
  • Start with a differential equation (DE) in y(t)y(t) and initial conditions
  • Produce an algebraic equation in YsY_s (Laplace transformed variable)
  • Apply the Laplace transform to convert the differential equation to an algebraic equation
  • Solve the transformed equation for YsY_s
  • Find the solution y(t)y(t) of the original initial value problem (IVP)
  • Apply the inverse Laplace transform to derive y(t)y(t)

Example IVPs Using Laplace Transform:

Problem 1
  • Equation: 2y+y=02y' + y = 0

  • Initial Condition: y(0)=3y(0) = -3

  • Steps to Solve:
      1. Set Y=LyY = L y.
      2. Take the Laplace transform of each side:
         - L(2y)+L(y)=0L(2y') + L(y) = 0
      3. Solve the transformed algebraic equation for YY.
      4. Find the inverse Laplace transform of YY.
      5. Write the resulting equation for y(t)y(t).

  • Solution: The solution for the given IVP is:
      - y(t)=352e0t+0y(t) = -\frac{35}{2} e^{0t} + 0 with y(0)=3y(0) = -3

Problem 2
  • Equation: yy=1y' - y = 1

  • Initial Condition: y(0)=0y(0) = 0

  • Steps to Solve:
      1. Set Y=LyY = L y.
      2. Take the Laplace transform of both sides:
         - L(y)L(y)=L(1)L(y') - L(y) = L(1)
      3. Solve the transformed algebraic equation for YY.
      4. Find the inverse Laplace transform of YY.
      5. Express in terms of y(t)y(t).

  • Solution: The unique solution for the IVP is:
      - y(t)=et1y(t) = e^{t} - 1 with y(0)=0y(0) = 0

Problem 3
  • Equation: y+9y=ety'' + 9y = e^{t}

  • Initial Conditions: y(0)=0,y(0)=0y(0) = 0, y'(0) = 0

  • Steps to Solve:
      1. Set Y=LyY = L y.
      2. Take the Laplace transform of both sides:
         - L(y)+9L(y)=L(et)L(y'') + 9 L(y) = L(e^{t})
      3. Solve the transformed algebraic equation for YY.

  • Finding Inverse:
      - Use partial fraction decomposition to break down the expression:
        - For instance, consider the rational expression given by:
    1s(s2+9)\frac{1}{s(s^2 + 9)}
        - Decompose this:
    1s1s2+9\frac{1}{s} - \frac{1}{s^2 + 9}
          and apply LT tables to find the inverse of each part:
          - 0.1s0.1ss2+90.1s2+9\frac{0.1}{s} - \frac{0.1 s}{s^2 + 9} - \frac{0.1}{s^2 + 9}
      4. After finding individual inverses, compile to find the solution:

  • Solution: The unique solution for IVP:
      - y(t)=0.1et0.1extcos(3t)0.113extsin(3t)y(t) = 0.1 e^t - 0.1 ext{cos}(3t) - 0.1\frac{1}{3} ext{sin}(3t)

Solving Boundary Value Problems (BVPs)

Problem 4
  • Equation: y+4y=0y'' + 4y = 0
      - Initial Conditions: y(0)=2,y(heta4)=2y(0) = 2, y(\frac{ heta}{4}) = -2

  • Steps to Solve:
      1. Set Y=LyY = L y and let C=y(0)C = y'(0).
      2. Take the Laplace transform:
         - L(y)+4L(y)=0L(y'') + 4L(y) = 0
      3. Solve the resulting equation for YY.
      4. Use inverse Laplace transform to recover y(t)y(t).

Combined Exponential and Polynomial Terms IVP

Problem 5
  • Equation: y3y+2y=e4ty'' - 3y' + 2y = e^{4t}
      - Initial Conditions: y(0)=1,y(0)=5y(0) = 1, y'(0) = 5

  • Steps to Solve:
      1. Set Y=LyY = L y.
      2. Take Laplace transform:
         - L(y)3L(y)+2L(y)=L(e4t)L(y'') - 3L(y') + 2L(y) = L(e^{4t})
      3. Solve the algebraic equation for YY.
         - Y=s2+6s+9s3+1s4Y = \frac{s^2 + 6s + 9}{s^3} + \frac{1}{s - 4}
      4. Use partial fraction decomposition:
         - Decompose it into individual fractions:
    165(s1)+256(s2)+130(s+4)-\frac{16}{5(s - 1)} + \frac{25}{6(s - 2)} + \frac{1}{30(s + 4)}
      5. Write the equation for y(t)y(t):

  • Final Result:
      - y(t)=165et+256e2t+130e4ty(t) = -\frac{16}{5} e^t + \frac{25}{6} e^{2t} + \frac{1}{30} e^{4t}