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โž—Linear Algebra and Differential Equations Unit 11 Review

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11.3 Solving Differential Equations with Laplace Transforms

โž—Linear Algebra and Differential Equations
Unit 11 Review

11.3 Solving Differential Equations with Laplace Transforms

Written by the Fiveable Content Team โ€ข Last updated September 2025
Written by the Fiveable Content Team โ€ข Last updated September 2025
โž—Linear Algebra and Differential Equations
Unit & Topic Study Guides

Laplace transforms revolutionize how we tackle differential equations. By converting time-domain problems into algebraic equations in the s-domain, we simplify the solving process. This method is especially powerful for initial value problems and equations with discontinuous forcing functions.

The beauty of Laplace transforms lies in their versatility. They handle various types of equations, incorporate initial conditions seamlessly, and provide a unified approach to solving both homogeneous and non-homogeneous differential equations. This technique is a game-changer in many fields of science and engineering.

Laplace Transforms for Initial Value Problems

Fundamentals of Laplace Transforms

  • Laplace transform converts a function of time f(t) into a function of complex frequency F(s)
  • Defined as L{f(t)} = F(s) = โˆซโ‚€^โˆž e^(-st)f(t)dt, where s represents complex number frequency parameter
  • Transforms common functions including exponentials, trigonometric functions, and polynomials
  • Exhibits linearity property L{af(t) + bg(t)} = aL{f(t)} + bL{g(t)}, where a and b are constants
  • Transforms derivatives following pattern L{f'(t)} = sF(s) - f(0), L{f''(t)} = sยฒF(s) - sf(0) - f'(0), etc.

Application to Initial Value Problems

  • Incorporates initial conditions of differential equations into Laplace transform
  • Converts initial value problems into algebraic equations in s-domain
  • Solves resulting algebraic equations using standard techniques (factoring, partial fractions)
  • Avoids complex differential equation solving methods
  • Simplifies process of finding particular solutions
  • Handles various types of forcing functions (constant, exponential, sinusoidal)
  • Applies inverse Laplace transform to obtain time-domain solution

Solving Process and Examples

  • Convert differential equation and initial conditions to s-domain
  • Solve for transform of solution Y(s)
  • Apply inverse Laplace transform to find y(t)
  • Example: Solve y'' + 4y = 2sin(3t), y(0) = 1, y'(0) = 0
    • Take Laplace transform: sยฒY(s) - sy(0) - y'(0) + 4Y(s) = 2(3/(sยฒ + 9))
    • Solve for Y(s): Y(s) = (s/(sยฒ + 4)) + (6/(sยฒ + 4)(sยฒ + 9))
    • Apply inverse Laplace transform: y(t) = cos(2t) + (1/5)sin(2t) - (1/5)sin(3t)

Solving Differential Equations with Discontinuous Forcing

Representing Discontinuous Functions

  • Discontinuous forcing functions involve piecewise-defined functions with jumps or discontinuities
  • Unit step function u(t-a) represents key component in discontinuous functions
  • Defined as u(t-a) = 0 for t < a and u(t-a) = 1 for t โ‰ฅ a
  • Laplace transform of unit step function L{u(t-a)} = e^(-as)/s
  • Expresses piecewise-defined functions using combinations of unit step functions and continuous functions
  • Handles various types of discontinuities (step changes, ramp functions, pulse functions)
  • Example: f(t) = t for 0 โ‰ค t < 2, f(t) = 4 for t โ‰ฅ 2 expressed as f(t) = t - (t-2)u(t-2) + 4u(t-2)

Laplace Transform Method for Discontinuous Forcing

  • Incorporates discontinuities directly into solution process
  • Avoids need for separate solutions in different intervals
  • Applies convolution theorem for solving equations with discontinuous forcing
  • Uses partial fraction decomposition for inverse Laplace transforms
  • Handles impulse responses in systems
  • Example: Solve y'' + 2y' + y = u(t-ฯ€), y(0) = 0, y'(0) = 0
    • Take Laplace transform: sยฒY(s) + 2sY(s) + Y(s) = e^(-ฯ€s)/s
    • Solve for Y(s): Y(s) = e^(-ฯ€s)/(s(sยฒ + 2s + 1))
    • Apply inverse Laplace transform: y(t) = (1 - e^(-(t-ฯ€)) - (t-ฯ€))u(t-ฯ€)

Particular Solutions to Non-homogeneous Equations

Laplace Transform Approach

  • Non-homogeneous differential equations include non-zero forcing function on right-hand side
  • Takes Laplace transform of entire equation including non-homogeneous term
  • Solves resulting s-domain algebraic equation for transform of solution Y(s)
  • Applies partial fraction decomposition to break down complex fractions in Y(s)
  • Uses inverse Laplace transform to obtain particular solution y(t) in time domain
  • Combines homogeneous and particular solutions using principle of superposition
  • Example: Solve y'' + 4y = 2e^(-t), y(0) = 1, y'(0) = 0
    • Take Laplace transform: sยฒY(s) - s + 4Y(s) = 2/(s+1)
    • Solve for Y(s): Y(s) = (s/(sยฒ + 4)) + (2/((s+1)(sยฒ + 4)))
    • Apply inverse Laplace transform: y(t) = cos(2t) + (1/5)e^(-t) - (1/5)cos(2t) + (2/5)sin(2t)

Alternative Methods and Considerations

  • Applies method of undetermined coefficients for specific forcing function types
  • Handles forcing functions like polynomials, exponentials, and sinusoids
  • Compares efficiency of Laplace transform method with classical techniques
  • Addresses limitations and special cases in non-homogeneous equation solving
  • Example: Solve y'' + y = tยฒ using method of undetermined coefficients
    • Assume particular solution form yp = Atยฒ + Bt + C
    • Substitute into equation and solve for coefficients
    • Obtain particular solution yp = (tยฒ - 2)/2

Interpreting Solutions in Context

Physical Interpretations of Solutions

  • Models various phenomena (mechanical vibrations, electrical circuits, population dynamics)
  • Represents system's response over time with y(t)
  • Identifies steady-state and transient components of solution
  • Analyzes long-term behavior using final value theorem
  • Performs stability analysis by examining poles of transfer function in s-domain
  • Relates solution parameters to physical properties (natural frequency, damping ratio)
  • Example: In a spring-mass system, y(t) = Ae^(-ฮถฯ‰t)cos(ฯ‰d t + ฯ†) + F/k
    • A: initial amplitude, ฮถ: damping ratio, ฯ‰: natural frequency, ฯ‰d: damped frequency, F/k: steady-state displacement

Analyzing Discontinuous Solutions

  • Interprets solutions with distinct behavior in different time intervals
  • Relates discontinuities to system changes or external influences
  • Examines impact of step inputs on system response
  • Analyzes transient and steady-state behavior across discontinuities
  • Considers physical meaning of discontinuous forcing functions
  • Example: Temperature control system with thermostat
    • Solution may show distinct heating and cooling phases
    • Discontinuities represent thermostat switching on/off