Chapter Four 63

CHAPTER 4

LAPLACE TRANSFORM
SOLUTION FOR ODEs

4.1 Introduction

4.2 Solving ODEs using Laplace transform method

64 Laplace Transform Solution for ODEs

4.1 INTRODUCTION

The Laplace transform method is a powerful method for solving linear ODEs and the
corresponding initial value problems. The process of solution using Laplace transform
consists of three steps:
Step 1: the given ODE is transformed into an algebraic equation.
Step 2: the algebraic equation is solved by algebraic manipulations.
Step 3: the solution in step 2 is transformed back, resulting in the solution of the
given ODE.

If f (t ) is a function defined for all values of t ≥ 0 , its Laplace transform is the integral
of f (t ) times e − st from t = 0 to ∞ . It is a function of s, F (s ) and is denoted as
ℒ { f (t )} .

∞
ℒ { f (t )} = F (s ) = ∫ e − st f (t )dt …..(1)
0

where s is any real or complex number that is known as a transform parameter.

The given function f (t ) is called the inverse transform of F (s ) and is denoted by

−1
F (s) .

The interval of the integration in (1) is infinite. Such an integral is called an improper
integral, hence it is evaluated according to the rule

∞ N

∫ e f (t )dt = limit ∫ e f (t )dt

− st − st
N →∞
0 0

Example 1
Find the Laplace transform for the function f (t ) = 1, t ≥ 0 .

Solution:
∞
F (s) = ∫ e − st f (t )dt
0

N
= limit ∫ e − st (1)dt
N →∞
0

N
 e − st 
= limit − 
N →∞
 s 0
 Chapter Four 65

 1 e − sN 
= limit  − 
N →∞ s
 s 

N → ∞, hence e −sN → 0

1
∴ F (s) = , s > 0 .
s

∞
When s ≤ 0, the integral ∫ e − st f (t )dt diverges. Hence, the transform does not exist.
0

Example 2
Find the Laplace Transform for f (t ) = t , t ≥ 0 .

Solution:
∞
F (s) = ∫ e − st f (t )dt
0

N
= limit ∫ e − st (t )dt
N →∞
0

N
 e − st 
= limit − 2 ( st + 1)
N →∞
 s 0

 1 e − sN 
= limit  2 − 2 ( sN + 1)
N →∞ s
 s 

N → ∞, hence e −sN → 0

1
∴ F (s) = , s > 0.
s2

∞
When s ≤ 0, the integral ∫ e − st f (t )dt diverges. Hence, the transform does not exist.
0
66 Laplace Transform Solution for ODEs

Example 3
Find the Laplace transform for f (t ) = e at , t ≥ 0 .

Solution:
∞
F (s) = ∫ e − st f (t )dt
0

∞
= ∫ e −st e at dt
0

N
= limit ∫ e −( s − a )t dt
N →∞
0

N
 e ( s −a )t 
= limit − 
N →∞
 ( s − a)  0

 1 e −( s −a ) N 
= limit  − 
N →∞ ( s − a ) ( s − a) 


N → ∞, hence e − ( s − a ) N → 0

1
∴ F (s) = , s > 0.
s−a

∞
When s ≤ 0, the integral ∫ e − st f (t )dt diverges. Hence, the transform does not exist.
0

Example 4
Find the Laplace transform for f (t ) = sin bt , t ≥ 0 .

Solution:
∞
F (s) = ∫ e − st f (t )dt
0

N
= limit ∫ e − st (sin bt )dt
N →∞
0

N
 e − st 
= limit  2 (− s sin bt − b cos bt 
N →∞ s + b 2
 0
 Chapter Four 67

 b e − sN 
= limit  2 − ( s sin bN − b cos bN 
N →∞ s + b 2 s2 + b2
 

N → ∞, hence e −sN → 0

b
∴ F ( s) = , s > 0.
s + b2
2

∞
When s ≤ 0, the integral ∫ e − st f (t )dt diverges. Hence, the transform does not exist.
0

Find the Laplace transform for f (t ) = cos bt , t ≥ 0 .

s
(Answer : F ( s ) = 2 , s > 0)
s + b2

Example 5
Find the Laplace transform for the function

2 , 0<t <5

f (t ) = 0 , 5 < t < 10 .
 e 4t , 10 < t


Solution:
∞
F (s) = ∫ e − st f (t )dt
0

5 10 ∞
= ∫ e − st (2)dt + ∫ e − st (0)dt + ∫ e − st (e 4t )dt
0 5 10

5 N
= 2 ∫ e dt + limit ∫ e −( s − 4 ) t dt
− st
N →∞
0 10

2 2e −5s  e −10( s −4) e −( s −4) N 

= − + limit  −  dt
s s N →∞  s − 4 s−4 


2 2e −5 s e −10 ( s − 4 )
= − + , s > 4.
s s s−4
68 Laplace Transform Solution for ODEs

Table of Laplace Transforms

f (t ) F (s )

1 1
, s>0
s

a
a , s>0
s

1
t , s>0
s2

t n , n = 1,2,  n!
, s>0
s n +1

e at 1
, ( s − a) > 0
s−a

cos(bt ) s
, s>0
s + b2
2

sin(bt ) b
, s>0
s 2 + b2

e at t n , n = 1,2,  n!
, ( s − a) > 0
( s − a ) n +1

b
, ( s − a) > 0
at
e sin(bt ) ( s − a) 2 + b 2

e at cos(bt ) s−a
, ( s − a) > 0
( s − a) 2 + b 2
 Chapter Four 69

THEOREM 1 : Linear operation

The Laplace transform is a linear operation, that is for any functions of f1 and f 2 whose
transforms exist and any constant a and b the transform of af1 + bf 2 exists, and

{af1 + bf 2 } = a { f1 } + b { f 2 }
Example 6
By using the Laplace transform table, find

{11 + 5e 4t
− 6 sin 2t }
Solution:
{11 + 5e 4t
− 6 sin 2t }
{11} + {5e }− {6 sin 2t}
4t

11  1   2 
= + 5  − 6 2 2 
s  s −4  s + 2 

11 5 12
= + − 2 .
s s−4 s +4

THEOREM 2: First shift theorem

{e at
}
f (t ) = F ( s − a )

Example 7
Determine the Laplace transform for e at sin bt .

Solution:
We know that,

{sin bt} = F ( s) = b
, s>0
s + b2
2

With the theorem

{e at
}
sin(bt ) = F ( s − a )

b
= .
( s − a) 2 + b 2
70 Laplace Transform Solution for ODEs

THEOREM 3: Multiplication by t theorem

{tf (t )} = (−1) d {F ( s)}

ds

Example 8
Determine the Laplace transform for t sin bt .

Solution:
We know that,

{sin bt} = F ( s) = b
, s>0
s + b2
2

With the theorem

{t sin(bt )} = (−1) d {F ( s)}

ds

d  b 
= (−1)  
ds  s 2 + b 2 

= (−1)
d
ds
{
b( s 2 + b 2 ) −1 }

d  − 2bs 
= (−1)  
ds  ( s 2 + b 2 ) 2 

2bs
= .
(s + b 2 ) 2
2

THEOREM 4: Division by t theorem

 f (t )  ∞
  = ∫ F ( s )ds
 t  s

Example 9
sin bt
Find the Laplace transform for .
t
 Chapter Four 71

Solution:
We know that,

{sin bt} = F ( s) = b
, s>0
s + b2
2

With the theorem

 f (t )  ∞
  = ∫ F ( s )ds
 t  s

∞
b
=∫ ds
s s + b2
2

N
b
= limit ∫ ds
N →∞
s s + b2
2

N
1
= limit ∫ ds
N →∞  s  2 
b   + 1
s

 b  

s ds
using substitution method u= du =
b b

1 s
∫u 2
+1
du = tan −1 u = tan −1  
b

N
  s 
= lim  tan −1  
N →∞
  b  0

lim  −1  N   s 
=  tan   − tan −1  
N → ∞ b  b 

lim  −1  N  s
=  tan   − tan −1  
N → ∞  b  b

s
= − tan −1   .
b
72 Laplace Transform Solution for ODEs

INVERSE LAPLACE TRANSFORM (THEOREMS)

If { f (t )} = F (s) and f (t ) exists then f (t ) is denoted as the inverse transform for

F (s) .

f (t ) = −1
{F ( s)}
then
−1{F ( s ) + G ( s )} = −1{F ( s )}+ −1{G ( s )}

−1{aF ( s )} = a −1{F ( s )}

−1{aF ( s ) + bG ( s )} = a −1{F ( s )}+ b −1{G ( s )}

Example 10
Find the inverse Laplace transform for

1
F (s) = .
s+3

Solution:
From the table of Laplace transforms,

−1  1  − 3t
 =e .
 s + 3

Example 11
Find the inverse Laplace transform for

5s + 1
F ( s) = .
s − s − 12
2

Solution:
By applying partial fractions, we obtain

5s + 1 5s + 1 A B
= = +
s − s − 12 ( s − 4)( s + 3) s − 4 s + 3
2

which gives, A = 3, B = 2.

Hence,
 Chapter Four 73

5s + 1 3 2
= + .
s − s − 12 s − 4 s + 3
2

Next, the inverse Laplace transform for the function is

−1  3 2  −1  3  −1  2 
 + =  +  
 s − 4 s + 3 s − 4  s + 3

= 3e 4t + 2e −3t .

Example 12
Find the inverse Laplace transform for

6
F (s) = .
s4

Solution:
From the table of Laplace transforms,

−1 6 −1  3!  3
 4=  3+1  = t .
s  s 

Example 13
Find the inverse Laplace transform of

3
F (s) = .
s +9
2

Solution:
From the table of Laplace transforms,

−1  3  −1  3 
 2 =  2 2 
s + 9 s + 3 
= sin 3t .

Example 14
Find the inverse Laplace transform of

2s + 1
F (s) = .
s2 + 4
74 Laplace Transform Solution for ODEs

Solution:
−1  2s + 1  −1  2s 1 
 2 =  2 + 2 
s + 4 s + 4 s + 4

−1  s  −1  1 
=2  2 2 
+  2 2 
s + 2  s + 2 

1
= 2 cos 2t + sin 2t .
2

Example 15
Find the inverse Laplace transform for

1
F (s) = .
( s + 1) ( s 2 + 4)
2

Solution:
Simplify the equation by partial fractions,

1 A B Cs + D
= + + 2 .
( s + 1) ( s + 4) s + 1 ( s + 1)
2
2 2
s +4

We obtain

2 1 2 3
A= , B= , C=− , D=− .
25 5 25 25

Next, the inverse Laplace transform for the function is

 2  1  1 1  1  2s + 3 
−1
   +   −  2 
 25  s + 1  5  ( s + 1)
2
 25  s + 2
2


2 −1  1  1 −1  1  2 −1  s  3 −1  2 
=  +  2
−  2 2
−  2 2
25  s + 1 5  ( s + 1)  25  s + 2  50 s + 2 

2 −t 1 −t 2 3
= e + e (t ) − cos 2t + sin 2t .
25 5 25 50
 Chapter Four 75

Example 16
Find the inverse Laplace transform for

s −1
F (s) = .
s − 2s − 5
2

Solution:
The polynomial s 2 − 2 s + 5 cannot be factorized. Hence, by completing the square,

s 2 − 2 s + 5 = ( s − 1) 2 + 2 2

So,
−1  s −1 
 2 
= e t cos 2t .
 ( s − 1) 2
+ 2 

Example 17
Find the inverse Laplace transform for

3
F ( s) = .
s + 4s + 5
2

Solution:
The polynomial s 2 + 4 s + 5 cannot be factorized. Hence, we solve it by completing the
square.

s 2 + 4 s + 5 = ( s + 2) 2 + 12

So,
−1  3   1 
 2 
= 3 −1  2
 ( s + 2) + 1   ( s + 2) + 1 
2 2

= 3e −2t sin t .

Example 18
Find the inverse Laplace transform for

3s + 2
F ( s) = .
s + 2 s + 10
2

Solution:
The polynomial s 2 + 2 s + 10 cannot be factorized. By completing the square,
76 Laplace Transform Solution for ODEs

s 2 + 2 s + 10 = ( s + 1) 2 + 3 2

So,
−1  3s + 2  −1  A( s + 1) B (3) 
 2 
=  + 2 
 ( s + 1) + 3   ( s + 1) + 3 ( s + 1) + 3 
2 2 2 2

find A and B,
A( s + 1) + B (3) = 3s + 2
1
∴ A = 3, B = − .
3

Hence,

 3s + 2 
−1
 2 
 ( s + 1) + 3 
2

 ( s + 1)  1  3 
= 3 −1  2
− −1
 2
 ( s + 1) + 3  3  ( s + 1) + 3 
2 2

1
= 3e −t cos 3t − e −t sin 3t .
3

Example 19
Find the inverse Laplace transform for

7s − 1
F (s) = .
( s + 1)( s + 2)( s − 3)

Solution:
Simplify using partial fractions,

7s − 1 A B C
= + + .
( s + 1)( s + 2)( s − 3) ( s + 1) ( s + 2) ( s − 3)

Hence, we acquire

A = 2, B = −3 and C = 1 .

So,
−1  2 3 1 
 − + 
 s + 1 s + 3 s − 3
 Chapter Four 77

−1  1  −1  1  −1  1 
=2  −3  +  
 ( s + 1)   ( s + 2)   ( s − 3) 

= 2e − t − 3e −2t + e 3t .

Example 20
Find the inverse Laplace transform for

s 2 + 9s + 2
F ( s) = .
( s − 1) 2 ( s + 3)

Solution:
Simplify by partial fractions,

s 2 + 9s + 2 A B C
= + + .
( s − 1) ( s + 3) ( s − 1) ( s − 1)
2 2
( s + 3)

Therefore, we get

A = 2, B = 3 and C = −1 .

So,

−1  2 3 1 
 − − 
 s + 1 ( s − 1) s + 3
2

−1  1  −1  1  −1  1 
=2  +3  2 
−  
 ( s − 1)   ( s − 1)   ( s + 3) 

= 2e t + 3te t − e −3t .
78 Laplace Transform Solution for ODEs

4.2 SOLVING ODE USING LAPLACE TRANSFORM METHOD

LAPLACE TRANSFORMS OF DERIVATIVES

{ f ′(t )} = s { f (t )}− f (0)

= sF ( s ) − f (0) .

{ f ′′(t )} = s 2 { f (t )}− sf (0) − f ′(0)

= s 2 F ( s ) − sf (0) − f ′(0) .

LAPLACE TRANSFORMS OF INTEGRAL

t  1 { f (t )}
∫ f (t )dt  =
0  s

1
= F (s) .
s

1 
t

 F ( s ) = ∫ f (t )dt .
−1

s  0

Example 21
Find the solution of the following ordinary differential equation by using the Laplace
transform method.

y ′′ − 2 y ′ + 5 y = 8e − t , y (0) = 2, y ′(0) = 12.

Solution:
{y ′′ − 2 y ′ + 5 y} = {8e }
−t

{y ′′} − 2 {y′}+ 5 {y} = − 8

s +1

We know that, {y} = F (s)

{y ′} = sF ( s) − y (0) = sF ( s) − 2 .

{y ′′} = s 2 F ( s ) − sy (0) − y ′(0) = s 2 F ( s ) − 2s − 12 .

Substitute {y}, {y ′}and {y ′′} into the given ordinary differential equation. We then
obtain
 Chapter Four 79

[s 2
]
F ( s ) − 2s − 12 − 2 [sF (s) − 2]+ 5F (s) =
8
s +1

 s 2 − 2s + 5  F ( s) = 8
+ 2s + 8
 
  s +1
2 s 2 + 10 s
= .
s +1

2 s 2 + 10 s
F (s ) = .
( s 2 − 2s + 5)( s + 1)

We know that, F (s ) = {y}.

2 s 2 + 10 s
{y} = .
( s 2 − 2s + 5)( s + 1)
−1  2 s 2 + 10 s 
y=  2 .
 ( s − 2 s + 5)( s + 1) 

Continue your solution by solving the inverse Laplace transform.

Answer: 3e t cos 2t + 4e t sin 2t − e − t .

Example 22
Find the solution for the ordinary differential equation using the Laplace transform
method.

d 2x
+ 5 + 6 x = 2e −t , x = 1 and
dx dx
= 0 when t = 0.
dt 2 dt dt

Solution :
d 2 x 
 2 + 5 + 6 x  = {2e }
dx −t

 dt dt 
 d 2 x   dx 
 2  + 5   + 6 {x} =
2
.
 dt   dt  s +1
We know that,

{x} = F (s)
{x ′} = sF ( s) − x(0) = sF ( s) − 1 .

{x ′′} = s 2 F ( s ) − sx(0) − x ′(0) = s 2 F ( s ) − s − 0 .

80 Laplace Transform Solution for ODEs

Substitute {x}, {x ′}and {x ′′} into the given ordinary differential equation. We then
obtain,
[s 2
]
F ( s ) − s + 5 [sF ( s ) − 1] + 6 F ( s ) =
2
s +1

s2 + 5s + 6  F (s) =
2
+ s+5

  s +1

2 s+5
F (s ) = + .
2 2
(s + 1)(s + s + 6) (s + 5s + 6)

By partial fractions,

2 A B C
= + + .
( s + 1)( s + 2)( s + 3) ( s + 1) ( s + 2) ( s + 3)

s+5 D E
= + .
( s + 2)( s + 3) ( s + 2) ( s + 3)

We obtain,

A = 1, B = −2, C = 1, D = 3, E = −2 .

1 2 1 3 2
F (s) = − + + −
s +1 s + 2 s + 3 s + 2 s + 3

1 1 1
= + − .
s +1 s + 2 s + 3

We know that, F (s ) = {x}

{x} = 1
+
1
−
1
.
s +1 s + 2 s + 3

−1  1 1 1 
x=  + − 
 s + 1 s + 2 s + 3

= e − t + e −2t − e −3t .