Math 2.0

Integral transforms, operational calculus Laplace transform: operational rules Concept

Solving initial value problems with the Laplace transform

Builds on Laplace transformLaplace transform of a derivativeInverse Laplace transformInitial value problemLinear equation with constant coefficients

Summary

To solve an initial value problem for a linear equation with constant coefficients, one applies the Laplace transform to both sides of the equation. The rule for derivatives turns the equation and the initial values into one algebraic equation for the transform Y(s)Y(s) of the unknown y(t)y(t). One solves this equation for Y(s)Y(s) and then finds y=ℒ−1{Y}y = \mathcal{L}^{-1}\{Y\} with the inverse Laplace transform.

Remarks

Example: for y′′+y=0y'' + y = 0, y(0)=0y(0) = 0, y′(0)=1y'(0) = 1, the transform gives s2Y(s)−1+Y(s)=0s^2 Y(s) - 1 + Y(s) = 0. So Y(s)=1/(s2+1)Y(s) = 1/(s^2 + 1) and y(t)=sin⁡ty(t) = \sin t. For any(n)+⋯+a0y=g(t)a_n y^{(n)} + \cdots + a_0 y = g(t) with zero initial values, Y(s)=G(s)/P(s)Y(s) = G(s) / P(s), where P(s)=ansn+⋯+a0P(s) = a_n s^n + \cdots + a_0 and GG is the transform of gg. The convolution theorem gives y=h∗gy = h * g with h=ℒ−1{1/P}h = \mathcal{L}^{-1}\{1/P\}. The method handles discontinuous forcing, such as a step function, and impulses, such as a Dirac delta.

Reading path

To understand this page from the ground up, read these 13 pages in order. The foundations come first.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Ordinary differential equation definition
  5. Laplace transform definition
  6. Order of a differential equation definition
  7. Inverse Laplace transform definition
  8. Laplace transform of a derivative statement
  9. Solution of an ordinary differential equation definition
  10. Linear differential equation of order n definition
  11. Initial value problem definition
  12. Linear equation with constant coefficients definition
  13. Solving initial value problems with the Laplace transform concept

Further reading

  1. Web https://en.wikipedia.org/wiki/Laplace_transform, Transform of a function's derivative
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MSC44A10, 34A30
UsesLaplace transform, Laplace transform of a derivative, Inverse Laplace transform, Initial value problem, Linear equation with constant coefficients

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