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SolvingLinearODEUsingLaplaceTransforms

SolvingLinearODEUsingLaplaceTransforms
HowcanweuseLaplacetransformstosolveode?Theprocedureisbest
illustratedwithanexample.Considertheode

Thisisalinearhomogeneousodeandcanbesolvedusingstandardmethods.
LetY(s)=L[y(t)](s).Insteadofsolvingdirectlyfory(t),wederivea
newequationforY(s).OncewefindY(s),weinversetransform
todeterminey(t).
ThefirststepistotaketheLaplacetransformofbothsidesofthe
originaldifferentialequation.Wehave

Obviously,theLaplacetransformofthefunction0is0.Ifwelookat
thelefthandside,wehave

NowusetheformulasfortheL[y'']andL[y']:

Herewehaveusedthefactthaty(0)=2.And,

Hence,wehave

TheLaplacetransformeddifferentialequationis

ThisisalinearalgebraicequationforY(s)!Wehaveconverteda
differentialequationintoaalgebraicequation!SolvingforY(s),wehave

Wecansimplifythisexpressionusingthemethodofpartialfractions:

Recalltheinversetransforms:

Usinglinearityoftheinversetransform,wehave

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2/2/2016

SolvingLinearODEUsingLaplaceTransforms

AnotherExample
Considertheode:

Thisproblemhasaninhomogeneousterm.Inthedirectapproach
onesolvesforthehomogeneoussolutionandtheparticularsolution
separately.Forthisproblemtheparticularsolutioncanbedetermined
usingvariationofparametersorthemethodofundetermined
coefficients.UsingtheLaplacetransformtechniquewecansolvefor
thehomogeneousandparticularsolutionsatthesametime.
LetY(s)betheLaplacetransformofy(t).TakingtheLaplacetransform
ofthedifferentialequationwehave:

TheLaplacetransformoftheLHSL[y''+4y'+5y]is

TheLaplacetransformoftheRHSis

EquatingtheLHSandRHSandusingthefactthaty(0)=1y'(0)=2,we
obtain

SolvingforY(s),weobtain:

Usingthemethodofpartialfractionsitcanbeshownthat

Usingthefactthattheinverseof1/(s1)ise^tandthattheinverseof
1/[(s+2)^2+1]isexp(2t)sin(t),itfollowsthat

[ODEHome][1stOrderHome][2ndOrderHome][LaplaceTransformHome][Notation]
[References]
Copyright1996DepartmentofMathematics,OregonStateUniversity
Ifyouhavequestionsorcomments,don'thestitatetocontactus.
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