MA-108 Ordinary Differential Equations

M.K. Keshari

Department of Mathematics
Indian Institute of Technology Bombay
Powai, Mumbai - 76

6th April, 2015

D3 - Lecture 10

M.K. Keshari

D3 - Lecture 10

Recall: we defined an improper integral

Z T
Z
g(t) dt
g(t) dt = lim
T

its convergence and divergence.

The Laplace transform of f (t), t 0 is
Z
F (s) =
est f (t) dt
0

defined for those values of s for which the improper integral

converges.
(Linearity) L(c1 f1 + c2 f2 ) = c1 L(f1 ) + c2 L(f2 ).
(First shifting theorem) If L(f (t)) = F (s) for s > s0 , then
L(eat f (t)) = F (s a) for s > s0 + a.
M.K. Keshari

D3 - Lecture 10

Laplace Transforms
1

1
1
n!
L(1) = ,
L(t) = 2 ,
L(tn ) = n+1 , s > 0.
s
s
s

s
L(sin t) = 2
, L(cos t) = 2
, s > 0.
2
s +
s + 2

s
L(sinh t) = 2
,
L(cosh
t)
=
, s > |b|.
s 2
s2 2
n!
, s > a.
L(tn eat ) =
(s a)n+1

L(eat sin t) =
, s > a.
(s a)2 + 2
sa
L(eat cos t) =
, s > a.
(s a)2 + 2
b
L(eat sinh bt) =
, s > a + |b|.
(s a)2 b2
sa
L(eat cosh bt) =
, s > a + |b|.
(s a)2 b2
M.K. Keshari

D3 - Lecture 10

Existence of Laplace transform

The function f (t) = et does not have a Laplace transform.

We defined two kinds of discontinuities at a point t0 , jump
discontinuity, and removable discontinuity.
We defined that a function f : [0, T ] R is piecewise
continuous, if limit at end points 0, T exist, and f is
continuous on (0, T ) except at finite many points, where we
have discontinuities of above two types.
We defined that a function f : [0, ) R is piecewise
continuous if it is so on [0, T ] for all T > 0.

M.K. Keshari

D3 - Lecture 10

Existence of Laplace transform

If f is piecewise continuous on closed interval [a, b], then
Z b
f (t)dt
a

exists.
If f is piecewise continuous on [0, ), then so is est f (t).
Hence
Z T
est f (t)dt
0

exists for every T > 0. But piecewise continuity of f does not

guarantee that the Laplace transform
Z T
Z
st
est f (t)dt
e f (t)dt = lim
T

0
2

exists for some s (s0 , ). For example, take f (t) = et .

M.K. Keshari

D3 - Lecture 10

Existence of Laplace transform

2

The reason is that et grows too rapidly in comparison to est

for any fixed s.
Definition
A function f is of exponential order s0 , if there exist
constants M and t0 such that
|f (t)| M es0 t , t t0 .
We say f is of exponential order, if f is so of order s0 s0 .
2

Ex. f (t) = et is not of exponential order.

2

et
1 t2 s0 t
lim
=
lim
e
=
s
t
t M e 0
t M
2

So et > M es0 t for large t, for any fixed s0 , M .

M.K. Keshari

D3 - Lecture 10

Existence of Laplace transform

Theorem
If f is piecewise continuous on [0, ) and of exponential order
s0 , then Laplace transform L(f ) is defined for s > s0 .
Proof. Assume |f (t)| M es0 t , t t0 . We need to show
that the integral
Z
Z
Z t0
st
st
e f (t)dt =
est f (t)dt
e f (t)dt +
0

t0

converges. The first integral exists and is finite, since f is

piecewise continuous. For t > t0 ,
|est f (t)| est M eso t = M e(sso )t
Thus the second integral converges, since it is dominated by a
convergent integral. Therefore L(f ) exists.
M.K. Keshari

D3 - Lecture 10

Existence of Laplace transform

Ex. If f is bounded on [t0 , ), say
|f (t)| M, t t0
then f is of exponential order s0 = 0. For example, sin t and
cos t are of exponential order 0. Thus L(sin t) and
L(cos t) exists for s > 0 (already seen).
Exercise. If limt es0 t f (t) exists and is finite, then show
that f is of exponential order s0 .
Ex. If R and s0 > 0, then limt es0 t t = 0
Hence t is of exponential order s0 for any s0 > 0.
Q. Does this mean L(t ) exists for any R. No. We need
piecewise continuity for t 0.
If 0, then t is continuous on (0, ), hence L(t ) exists
for 0.
M.K. Keshari

D3 - Lecture 10

Ex. Find Laplace transform of piecewise continuous function


1, 0 t < 1
f (t) = t
e ,
t1
Solution.

est f (t)dt

L(f ) = F (s) =
0

Z
=

est dt +

est et dt

1
1 (s+1)t
= est |10 +
e
|1
s
s+1

s
(s+1)

1 e + e
, s > 1, s 6= 0
s
s+1
=
1

1+
,
s=0
e
M.K. Keshari

D3 - Lecture 10

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140100001 PAREKH MANMATH KARTIKEY

140100024 ABHISHEK KUMAR CHAUDHARY
140100047 RAVI JAIN
140100054 SUNNY SONI
140100069 CHINMAY MAHESHWARI
140100079 SANSKAR JAIN
14B030007 ASHU AGRAWAL ABSENT
14B030025 MANISH GODARA
14D100007 AUTI GUNJAN SANJAY
14D100015 ASHOK KUMAR CHAHIL
14D260004 YASHPAL SINGH BRAR
14D260012 AMRITESH SHARMA
140100016 MONISH PATHARE
140100031 MESHRAM AYUSH DEEPAK
140100053 DHEERAJ KUMAR VERMA
140100066 DINESH KUMAR
140100081 CHETAN SINGH
14D100004 CHIKHALIKAR AKASH KEDAR
M.K. Keshari

D3 - Lecture 10

Inverse Laplace Transform

If L(f (t)) = F (s) is the Laplace transform of f , then we say
f is an inverse Laplace transform of F , write f = L1 (F ).
In order to solve an IVP using Laplace transform, we need to
find inverse Laplace transforms. The formula for inverse
Laplace transform uses complex function theory.
Z T
1
1
L (F (s)) =
lim
eT (+i) F ( + i) d,
2 T T
where is suitably defined. In this course, we will use the
table of Laplace transform to find inverse transform.
Linearity Property: If F1 , . . . , Fr are Laplace transforms and
ci R, then
L1 (c1 F1 + . . . + cr Fr ) = c1 L1 (F1 ) + . . . + cr L1 (Fr ).
M.K. Keshari

D3 - Lecture 10

Inverse Laplace Transform

1

Ex. L

1
s2 1


= sinh t, L

s
s2 + 9


= cos 3t.

Ex. 





8
8
7
7
L1
+ L1
+
= L1
s + 5 s2 + 3
s+5
s2 + 3
Note: L(f ) = F = L (eat f (t)) = F (s a), L(1) = 1/s.


7
= 8e5t + sin 3t .
3




3s
+
8
3(s
+
1)
+
5
= L1
Ex. L1
s2 + 2s + 5
(s + 1)2 + 4






3s + 5
3s
5
t 1
t 1
t 1
=e L
=e L
+e L
s2 + 4
s2 + 4
s2 + 4


5
t
=e
3 cos 2t + sin 2t .
2
M.K. Keshari

D3 - Lecture 10

If P, Q are polynomials with deg P deg Q, then L1 of

P (s)/Q(s) is found, by finding partial fractions, using
Heaviside Method.
Ex. (Q is product of distinct linear factors)
6 + (s + 1)(s2 5s + 11)
. Find L1 (F (s)).
Let F (s) =
s(s 1)(s 2)(s + 1)
The partial fraction of F (s) is of the form
B
C
D
A
+
+
.
F (s) = +
s1 s2 s+1
s
A = F (s)s|s=0 =

6 + (s + 1)(s2 5s + 11)
17
|s=0 = ,
(s 1)(s 2)(s + 1)
2

B = F (s)(s 1)|s=1 =
=

6 + (s + 1)(s2 5s + 11)
|s=1
s(s 2)(s + 1)

6 + 2.7
= 10,
2

M.K. Keshari

D3 - Lecture 10

C = F (s)(s 2)|s=2 =

6 + (s + 1)(s2 5s + 11)
|s=2
s(s 1)(s + 1)

6 + 3.5
7
= ,
6
2

D = F (s)(s + 1)|s=1 =

6 + (s + 1)(s2 5s + 11)
|s=1
s(s 1)(s 2)

6
= 1.
6
L

(F (s)) = L
=

17
10
7
1

2s s 1 2(s 2) s + 1

17
7
+ 10et + e2t et
2
2
M.K. Keshari

D3 - Lecture 10

Ex. (Q is power of a linear factor)

s2 5s + 7
. Find L1 (F (s)).
Let F (s) =
(s + 2)3
The partial fraction of F (s) is of the form
A
B
C
+
+
.
2
s + 2 (s + 2)
(s + 2)3
To find A, B, C, expand the numerator of F (s) in powers of
(s + 2).
s2 5s + 7 = ((s + 2) 2)2 5((s + 2) 2) + 7
= (s + 2)2 9(s + 2) + 21.
Thus A = 1, B = 9, C = 21.


1
9
21
Therefore, L1 (F (s)) = L1

+
s + 2 (s + 2)2 (s + 2)3




1
9
21
21 2
2t 1
2t
=e L

+ 3 =e
1 9t + t .
s s2
s
2
F (s) =

M.K. Keshari

D3 - Lecture 10

Ex. Let F (s) =

(s2

8 + 3s
. Find L1 (F (s)).
+ 1)(s2 + 4)

The partial fraction of F (s) is of the form

(s2

8 + 3s
A + Bs Cs + D
= 2
+ 2
.
2
+ 1)(s + 4)
s +1
s +4

Equate the powers of s in

8 + 3s = (A + Bs)(s2 + 4) + (C + Ds)(s2 + 1)
and solve to get A, B, C, D.
We have a simpler method in this particular case, here Q is a
polynomial in s2 , put x = s2 in


1
1
1
1

=
3 x+1 x+4
(x + 1)(x + 4)
M.K. Keshari

D3 - Lecture 10

1
1
=
2
2
(s + 1)(s + 4)
3

1
1
2
2
s +1 s +4

Hence
8 + 3s
1
F (s) = 2
=
2
(s + 1)(s + 4)
3

8 + 3s 8 + 3s
2
s2 + 1
s +4

Therefore,
1

L (F (s)) = L


=

8
s
8
s
+ 2

2
2
2
3(s + 1) s + 1 3(s + 4) s + 4


4
8
sin t + cos t sin 2t cos 2t .
3
3

M.K. Keshari

D3 - Lecture 10

Laplace transform of Derivatives

Our goal is to apply Laplace transforms to differential
equations. So we want to know the Laplace transform of
derivative of a function. Consider
Z T
Z T
st 0
st T
e f (t) dt = f (t)e |0
(s)est f (t) dt
0

sT

= f (T )e

Z
f (0) + s

est f (t) dt

If f is of exponentialR order s0 , then as T ,

f (T )esT 0 and 0 est f 0 (t) dt = L(f ).

Thus we have the following theorem.

M.K. Keshari

D3 - Lecture 10

Theorem
Let f be continuous on [0, ) and of exponential order s0 .
Let f 0 be piecewise continuous on [0, ). Then the Laplace
transform for f 0 exists for s > s0 and is given by
L(f 0 ) = sL(f ) f (0)
We do not need f 0 to be of exponential order.
Proof : If f 0 was continuous on [0, ), the proof is done on
last slide. If f 0 is only piecewise continuous with
t1 < t2 < . . . < tn being the discontinuities in [0, T ], then
Z T
n Z ti+1
X
st
e f (t) dt =
est f 0 (t) dt

i=1

ti

n 
X

ti+1

t
f (t)est |tii+1

(s)e
ti

i=1
M.K. Keshari

st

D3 - Lecture 10


f (t) dt

= f (tn )e

stn

st0

tn

f (t0 ) + s

est f (t)

t0

Noting that t0 = 0 and tn = T and allowing T , we get

L(f 0 ) = sL(f ) f (0)
Ex. Let us compute L(cos t) using that

L(sin t) = 2
.
s + 2
For f (t) = sin t, use L(f 0 ) = sL(f ) f (0). Then

L( cos t) = s 2
0
s + 2

L(cos t) = s 2
s + 2
s
L(cos t) = 2
s + 2
M.K. Keshari

D3 - Lecture 10

Q. How does this help us solve initial value problems?

Consider the ODE
y 0 + y = 0,

y(0) = 5.

We already know that the solution is given by y = 5ex . Let

us verify this using Laplace transform.
Let us assume that the given equation has a solution and it
is of exponential order s0 for some s0 .
Then L(0 + ) = L(0) = sL() (0) + L() = 0.
5
.
This says that L() =
s+1
Applying inverse Laplace transform, we get that (x) = 5ex .
Remark. Solving IVP with Laplace transform requires initial
conditions at t = 0.
M.K. Keshari

D3 - Lecture 10

We have have the following result about L(f (n) ).

Theorem
Let f, f 0 , . . . , f (n1) be continuous and f (n) be piecewise
continuous on [0, ). Let f, f 0 , . . . , f (n1) be of exponential
order s0 for some s0 . Then the Laplace transforms of
f, f 0 , . . . , f (n1) , f (n) exists and
L(f (n) ) = sn L(f ) f (n1) (0) sf (n2) . . . sn1 f (0).
We do not need that f (n) be of exponential order.
Ex: Consider y 00 + 4y = 3 sin t, y(0) = 1, y 0 (0) = 1.
We know this equation has a unique solution on R. Assume
it is of exponential order s0 0. Applying Laplace transform
on [0, ), we get that for all s > s0
1
L(00 ) + 4L() = 3 2
s +1
M.K. Keshari

D3 - Lecture 10

3
+1
3
(s2 L() s(0) 0 (0)) + 4L() = 2
s +1
3
(s2 + 4)L() s + 1 = 2
s +1
L(00 ) + 4L() =

s2

3
s1
+ 2
2
+ 1)(s + 4)
s +4
1
2
s
L() = 2
+ 2
2
s +1 s +4
s +4

L() =

(s2

Therefore,

1
cos 2t.
2
From uniqueness theorem, this is the solution on all of R.
(t) = sin t sin 2t +

M.K. Keshari

D3 - Lecture 10

Ex: Solve

y 00 + 2y 0 + 2y = 1, y(0) = 3, y 0 (0) = 1.

The equation has a unique solution defined on all of R.

Assume is of exponential of order s0 . Then for all s s0 ,
L(00 ) + 2L(0 ) + 2L() = L(1)
1
(s2 L() s(0) 0 (0)) + 2(sL() (0)) + 2L() =
s
1
(s2 + 2s + 2)L() (s + 2)(0) 0 (0) =
s
1
((s + 1)2 + 1)L() + 3(s + 2) 1 =
s
1 (3s + 5)s
L() =
= F (s)
((s + 1)2 + 1)s
We want to compute L1 (F (s)). We use partial fractions.
M.K. Keshari

D3 - Lecture 10

F (s) =

3s2 5s + 1
A B(s + 1) + C
= +
2
((s + 1) + 1)s
s
(s + 1)2 + 1

= 3s2 5s + 1 = A((s + 1)2 + 1) + (B(s + 1) + C)s

Let s = 0, 1, 1, to get the following equations.
1 = 2A,

3 = A C,

7 = 5A + 2B + C

This implies A = 1/2, C = 5/2 and

= L() =

B = 7/2.

7(s + 1)
5
1

2
2s 2((s + 1) + 1) 2((s + 1)2 + 1)

= (t) =

5
1 7 t
e cos t et sin t
2 2
2


M.K. Keshari

D3 - Lecture 10

Ex. More generally, to solve a constant coefficient IVP

y 00 + py 0 + qy = r(t),

y(0) = a, y 0 (0) = b, p, q R

let be the unique solution, which has a Laplace transform for

all s s0 . Applying Laplace transform, we get
(s2 L() s(0) 0 (0)) + p(sL() (0)) + qL() = L(r)
= (s2 + ps + q)L() = L(r) + sa + b + pa
We can simply this to an equation L() = F (s) and compute
the inverse Laplace transform of F , to get (t).
Remark. Although the unique solution exist on R, Laplace
transform gives solution only on [0, ).
M.K. Keshari

D3 - Lecture 10

Unit Step Function

Let us consider IVP with constant coefficients, where the
forcing function r(t) is piecewise continuous. To solve it using
Laplace transform, we need to find Laplace transform of
piecewise continuous functions. To do this in a systematic
way, let us begin with a definition.
Definition
The unit (or Heaviside) step function is defind as

0, t < 0
u(t) =
1, t 0
Replacing t by t a, we get

u(t a) =
M.K. Keshari

0, t < a
1, t a

D3 - Lecture 10

Ex. Express them in terms of unit step functions.


0,
0<t<a
= (t a)u(t a).
Ramp Function =
t a,
t>a

sin t, 0 < t < t0
f (t) =
= sin t + u(t t0 )(t sin t).
t,
t t0

sin t, 0 < t < t0

f (t) = cos t, t0 t t1

t,
t > t1
= sin t + u(t t0 )(cos t sin t) + u(t t1 )(t cos t).

f1 , 0 t < t 1

f2 , t 1 t < t 2
f (t) =
.
.

fn , tn1 t
= f1 + u(t t1 )(f2 f1 ) + . . . + u(t tn1 )(fn fn1 ).
M.K. Keshari

D3 - Lecture 10