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Solving initial value problems with Laplace transforms

Transform the equation, solve for the unknown transform algebraically, then transform back. Initial conditions are built in from the start.

The three-step method

1. Take the Laplace transform of both sides, using the derivative formulas with the initial conditions. 2. Solve the resulting algebraic equation for \(Y(s)\). 3. Find \(y(t) = \mathcal{L}^{-1}\{Y\}\), usually by partial fractions and the table. No separate step is needed to find constants.

Worked example

Solve \(y' + 2y = e^{-t}\), \(y(0) = 3\). Transforming: \(sY - 3 + 2Y = \frac{1}{s + 1}\), so \(Y = \frac{3}{s + 2} + \frac{1}{(s + 1)(s + 2)}\). Partial fractions: \(\frac{1}{(s+1)(s+2)} = \frac{1}{s+1} - \frac{1}{s+2}\). So \(Y = \frac{2}{s+2} + \frac{1}{s+1}\) and \(y = 2e^{-2t} + e^{-t}\).

A second-order example

Solve \(y'' + 4y = 0\), \(y(0) = 1\), \(y'(0) = 2\). Transforming: \(s^2Y - s - 2 + 4Y = 0\), so \(Y = \frac{s + 2}{s^2 + 4} = \frac{s}{s^2 + 4} + \frac{2}{s^2 + 4}\). Inverting: \(y = \cos 2t + \sin 2t\).

Inverse transforms and partial fractions

Most \(Y(s)\) are rational functions. Split them into simple fractions matching table entries: \(\frac{A}{s - a}\) gives \(Ae^{at}\); \(\frac{A}{(s - a)^2}\) gives \(Ate^{at}\); quadratic factors give sines and cosines, after completing the square if needed.

Completing the square

For \(Y = \frac{s + 3}{s^2 + 2s + 5}\), complete the square: \(s^2 + 2s + 5 = (s + 1)^2 + 4\). Write \(s + 3 = (s + 1) + 2\). Then \(Y = \frac{s+1}{(s+1)^2 + 4} + \frac{2}{(s+1)^2 + 4}\), giving \(y = e^{-t}(\cos 2t + \sin 2t)\).

Transfer functions

For a system \(ay'' + by' + cy = g(t)\) starting at rest, \(Y(s) = \frac{1}{as^2 + bs + c}G(s)\). The factor \(H(s) = \frac{1}{as^2 + bs + c}\) is the transfer function. Engineers analyse stability and response by studying the poles of \(H(s)\), the roots of its denominator.

H(s) = \frac{1}{as^2 + bs + c}

Why engineers love Laplace

Laplace transforms handle initial conditions automatically, discontinuous inputs easily, and system analysis through transfer functions. Circuit analysis replaces capacitors and inductors with \(s\)-domain impedances, so whole circuits are solved with algebra.

Common mistakes

Dropping initial-condition terms. Errors in partial fractions. Forgetting to complete the square before inverting quadratic denominators. Inverting \(\frac{1}{s^2 + 4}\) as \(\sin 2t\) instead of \(\frac{1}{2}\sin 2t\).

Key takeaways

Transform, solve algebraically for \(Y(s)\), and invert with partial fractions and the table. Initial conditions enter at the first step. Complete the square for quadratic denominators. Transfer functions \(H(s)\) describe how systems respond, and their poles determine stability.

Flashcard

Laplace method

Transform, solve for Y, invert

Initial conditions built in.

Check your understanding

Taking the Laplace transform of y' - 3y = 0 with y(0) = 2 gives:

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