How can we use Laplace transforms to solve ode? The procedure
is best
illustrated with an example. Consider the ode
This is a linear homogeneous ode and can be solved using standard methods.
Let Y(s)=L[y(t)](s). Instead of solving directly for y(t), we
derive a
new equation for Y(s). Once we find Y(s), we inverse
transform
to determine y(t).
The first step is to take the Laplace transform of both sides
of the
original differential equation. We have
Obviously, the Laplace transform of the function 0 is
0. If we look at
the left-hand side, we have
Now use the formulas for the L[y'']and L[y']:
Here we have used the fact that y(0)=2. And,
Hence, we have
The Laplace-transformed differential equation is
This is a linear algebraic equation for Y(s)! We have
converted a
differential equation into a algebraic
equation! Solving for Y(s), we have
We can simplify this expression using the method of partial fractions:
Recall the inverse transforms:
Using linearity of the inverse transform, we have
Another Example
Consider the ode:
This problem has an inhomogeneous term. In the
direct approach
one solves for the homogeneous
solution and the particular solution
separately.
For this problem the particular solution can be
determined
using variation of parameters
or the method of undetermined
coefficients. Using the
Laplace transform technique we can solve for
the
homogeneous and particular solutions at the same time.
Let Y(s) be the Laplace transform of y(t). Taking the
Laplace transform
of the differential equation we have:
The Laplace transform of the LHS L[y''+4y'+5y] is
The Laplace transform of the RHS is
Equating the LHS and RHS and using the fact that y(0)=1 y'(0)=2,
we
obtain
Solving for Y(s), we obtain:
Using the method of partial fractions it can be shown that
Using the fact that the inverse
of 1/(s-1) is e^t and
that the inverse of
1/[(s+2)^2+1] is exp(2t)sin(t), it follows that
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