How to Solve a Differential Equation Using the Laplace

Transform
By Louis J. Oberto

Contents
1 Introduction
1.1 What to Note Before Proceeding . . . . . . . . . . . . . . . . . . . . . . . .

1
2

2 The Laplace Transform

2.1 Properties of the Laplace Transform . . . . . . . . . . . . . . . . . . . . . . .
2.2 The Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . .

2
3
4

3 Solving an Initial Value Problem

3.1 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5
7

4 Appendix

Introduction

There are a variety of ways to solve a differential equation. The method we will be employing in the following instruction set is the Laplace transform. The only required prerequisite
needed to use this would be an understanding of calculus up to a general calculus-II level.
Specifically, one should know improper integrals, partial fraction decomposition, and integration by parts.
In general, the Laplace transform can make solving differential equations rather easy. It
simplifies the process. It does this so much so that it is used in a wide variety of problems
across disciplines. For example, in electronics it is widely used to compute the impulse
response on a 4-terminal network system, which determines the behavior of the network.
Yet, how does it simplify the process? The Laplace transform makes solving differential
equations easy by bypassing much of the tediousness and calculus involved in other methods.
Figure 1 shows a diagram of the process involved in reaching a solution from a differential
equation.

Figure 1: Flowchart highlighting the alternative approach in solving diff. eqns. taken by the
Laplace transform.

1.1

What to Note Before Proceeding

There are some things to keep in mind before proceeding. Namely, mathematics has various
notations. Here, if we are talking about a lower-case function f (or any other lower-case
letter function), its argument will be the variable t, as in f (t). Historically, this would represent time. However, in mathematics, it is simply common practice when doing differential
equations. Similarly, when we refer to capital-letter functions like F , they will be functions
of the variable s, as in F (s). It is common practice to use either form when using the function. There is no set style of notation. That is, one can say f (t) or f to refer to the same
function, as long as it is clear to what they are referring to.

The Laplace Transform

Before we can start solving differential equations using Laplace transforms, we first must
define what it is and its properties. We will then apply it to solve a differential equation.
Definition 1.
Let f (t) be a function on the interval [0, ). The Laplace transform of f is the
function F defined by the integral
Z N
(1)
F (s) = lim
est f (t)dt.
N

The domain of F is defined for any s for which the integral exists. Generally accepted
notation uses the script L (as in L {f (t)}) as well as F (s) to denote the Laplace
transform. Shorthand notation for the integral is given by
Z
Z N
st
e f (t)dt lim
est f (t)dt.
N

So, we now have the definition . Lets begin with an example on its use.
Example 1.
Find the Laplace transform of the function f (t) = 1, t 0.
Solution: We apply Definition 1 to find
Z
Z
Z
st
st
e f (t)dt =
e (1)dt =
est dt
F (s) =
0
0
0

 sN  
st N
e 
e
1
= lim
= lim


N
s t=0 N
s
s
As we know, esN 0 as N for any s > 0. For s < 0, esN as N .
Hence, the integral is divergent for all negative values of s. So,
F (s) =

1
for s > 0.
s

The Laplace Transform can work for mostly all functions: trigonometric, exponential, polynomials, and even piecewise functions. Lets see another example of this.
Example 2.
Compute L {f (t)}, where

2, 0 < t < 5,
f (t) =
0, 5 < t < 10,

4t
e , 10 < t < .

Solution: We apply Definition 1, again.

Z
Z 5
Z 10
Z
st
st
st
F (s) =
e f (t)dt =
e 2dt +
e 0dt +
est e4t dt
0
5
10
Z 5
Z 0
=2
est dt +
e(4s)t dt
0
10
 10(s4)

2 2e5t
e
e(s4)N
=
+ lim

N
s
s
s4
s4
5t
10(s4)
2 2e
e
=
+
for s > 4.
s
s
s4

2.1

Properties of the Laplace Transform

We have covered the basic definition and can now introduce some of the properties of the
Laplace transform. We summarize them in Table 1. See the Appendix at the end of this
instruction set for more in-depth definitions and proofs of the following properties.
3

Table 1: Some properties of Laplace transforms. All functions are defined as in Definition 1.
1.
2.
3.
4.
5.
6.

2.2

L {f + g} = L {f } + L {g}
L {cf } = cL {f } for some constant c
L {eat f (t)}(s) = L {f }(s a)
L {f 0 }(s) = sL {f }(s) f (0)
L {f 00 }(s) = s2 L {f }(s) sf (0) f 0 (0)
L {f (n) }(s) = sn L {f }(s) sn1 f (0) sn2 f 0 (0) ... sf (n1) (0) f (n) (0)

The Inverse Laplace Transform

The Laplace transform would be useless in solving any differential equation if we dont have
a way to get back to our original function. Fortunately, there is a way. Its called the inverse
Laplace transform, which we now define.
Definition 2.
Given a function F (s), if there is a function f (t) that is continuous on [0, ] and
satisfies
L {f (t)} = F (s),
(2)
then we call f (t) the inverse Laplace transform of F (s). The notation for this is
given as f = L 1 {F }.
The main property of the inverse Laplace transform (and the one that will be needed often)
is its linearity. That is, it is a linear operator. So, for some constant c and for L 1 {F },
L 1 {F1 }, and L 1 {F1 }, which exist and are continuous on [0, ),
L 1 {F1 + F2 } = L 1 {F1 } + L 1 {F2 },

(3)

L 1 {cF } = cL 1 {F }

(4)

and
We will give one example of its use.
Example 2.
Find L 1 {F }, where
F (s) =
Solution: We apply the definition to find

1
1
f (t) = L {F (s)} = L

s2

3
.
+9

3
2
s +9

=L

By looking at any Laplace table, one will find that



b
1
L
= sin bt.
s 2 + b2
4

3
2
s + 32


.

Hence,
f (t) = L

3
2
s + 32


= sin 3t.

As was just mentioned, there exist tables of common Laplace transforms. These are found
in any differential equations textbook. A brief Laplace table is given in Table 2.
Table 2: Brief table of common Laplace transforms
f (t)
1
eat

F (s) = L 1 {f }(s)
1
,s>0
s
1
,s>a
sa

tn , n = 1, 2, ...
sin bt

n!
,s>0
sn+1
b
,s>0
s2 +b2
s
,s>0
s2 +b2
n!
,s>a
(sa)n+1
b
,s>a
(sa)2 +b2
sa
,s>a
(sa)2 +b2

cos bt
eat tn , n = 1, 2, ...
eat sin bt
eat cos bt

Solving an Initial Value Problem

We now have all the tools we need at our disposal to solve a differential equation using the
Laplace transform. How shall we proceed to solve the problem, though? The process is be
done as follows:
1. Take the Laplace transform of both sides of the given equation.
2. Use the properties of Laplace transforms and given initial conditions to solve for the
transform.
3. Determine the inverse Laplace transform of the solution by looking it up in a table.
It is important to note that reducing the solution into an identifiable form (by using
partial fraction decomposition, for example) may be necessary.
We now put this method to the test.
Example 3.
Solve the initial value problem
y 00 2y 0 + 5y = 8et ; y(0) = 2, y 0 (0) = 12.
Solution: First, take the Laplace transform of both sides of the equation.
L {y 00 2y 0 + 5y} = L {8et }
5

From the linearity of the Laplace transform and the known transform of the right-hand
side we obtain
8
.
L {y 00 } 2L {y 0 } + 5L {y} =
s+1
Set L {y} = Y (s). Next, we use our knowledge on derivatives of Laplace transforms
to find
L {y 00 } = s2 Y (s) sy(0) y 0 (0) = s2 Y (s) 2s 12,
2L {y 0 } = 2(sY (s) y(0)) = 2sY (s) 4.
Putting this together, we have
(s2 Y (s) 2s 12) (2sY (s) 4) + 5Y (s) =

8
.
s+1

Now, we rearrange to solve for Y (s).

8
s+1
2
2s + 10s
(s2 2s + 5)Y (s) =
s+1
2s2 + 10s
Y (s) = 2
.
(s 2s + 5)(s + 1)
(s2 2s + 5)Y (s) = 2s + 8

To complete the problem and the find the solution, we need to take the inverse Laplace
transform. However, Y (s) is not in a useful form, yet. First, we must separate the
denominator by partial fraction decomposition. Notice that
s2 2s + 5 = (s2 2s + 1) + 4 = (s 1)2 + 22 .
Now, the partial fraction expansion has the form
A(s 1) + 2B
C
2s2 + 10s
=
+
(s2 2s + 5)(s + 1)
(s 1)2 + 22
s+1
We solve for the coefficients A, B, and C by multiplying both sides by the common
denominator. We obtain
2s2 + 10s = [A(s 1) + 2B] (s + 1) + C(s2 2s + 5)
= As2 A + 2Bs + 2B + Cs2 2Cs + 5C
= (A + C)s2 + (2B 2C)s + (A + 2B + 5C).
By comparing the left-hand side with the right-hand side, we see that
2 = A + C A = 2 C,
10 = 2B 2C B = 5 + C.
Inserting these into the last comparison,
0 = A + 2B + 5C = (2 C) + 2(5 + C) + 5C = 8C + 8.
6

So, C = 1. Therefore, B = 4 and A = 3. With the completed partial fraction

decomposition in hand, we can finish the problem. Plug the completed expansion into
Y (s) to obtain
3(s 1) + 2(4)
1
Y (s) =

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

2
2
2
2
(s 1) + 2
(s 1) + 2
s+1
Now, we can take the inverse Laplace transform of both sides to obtain our final
solution.






(s 1)
2
1
1
1
1
1
L {Y (s)} = 3L
+ 4L
L
(s 1)2 + 22
(s 1)2 + 22
s+1
t
t
t
y(t) = 3e cos 2t + 4e sin 2t e .

3.1

Conclusions

To someone who has not studied differential equations before, this may seem like a long
way to solve the problem. Yet, as Example 3 has illustrated, a complex solution to an
inhomogeneous solution is, in fact, simplified. There is no need for an integrating factor,
the method of undetermined coefficients, or plugging in initial values and taking additional
derivatives. Some methods even make use of simply guessing the solution. However, we are
able to solve an initial value problem in a clean and fairly hassle-free way.

Appendix

Here, we will go through the various properties stated above in more formal terms, as well as
provide proofs to those properties. We begin with an important property of the transform.
That is its linearity. In more precise terms, the Laplace transform is a linear operator.
Theorem 1. Linearity of the Laplace Transform
Let f , f1 , f2 , ..., fn be functions whose Laplace transforms exist for s > and let c be
some constant. Then,
( n )
n
X
X
L
fi =
L {fi },
i=1

(5)

i=1

L {cf } = cL {f }.

(6)

Proof: Applying Definition 1 to the sum of functions, we have

Z
est [f1 + f2 + ... + fn ] dt
L {f1 + f2 + ... + fn } =
Z
Z
Z0
st
st
e f1 dt +
e f2 dt + ... +
est fn dt
=
0
0
0

n Z
X
=
est fi dt
=

i=0
n
X

L {fi }.

i=0

Now, for the constant c, we see that

L {cf } =

est (cf )dt

Z
=c

est f dt

= cL {f }.

The black square () indicates the end of the proof. We now move on to translation along
s-domain. That is, moving along the s-axis.
Theorem 2. Translation in s
If the Laplace transform L {f }(s) = F (s) exists for s > , then
L {eat f (t)}(s) = L {f }(s a)

(7)

for s > + a.
Proof: Once again, this is a simple application of Definition 1. We compute
Z
 at

L e f (t) =
est eat f (t)dt
Z0
=
e(sa)t f (t)dt
0

= F (s a).

We now prove the the property for the Laplace transform of the derivative, which is the
main reason this method is so powerful in solving differential equations.
Theorem 3. Laplace Transform of the Derivative
Let f (t) be continuous on [0, ) and let f 0 (t) exist and be piecewise continuous on
[0, ). Then, for s >
L {f 0 }(s) = sL {f }(s) f (0).
8

(8)

Proof: We will utilize integration by parts and the fact L {f 0 } exists. By setting
u = est and dv = f 0 (t)dt, we obtain
L {f } (s) =
0

st 0

e f (t)dt = lim
est f 0 (t)dt
N

0
0


Z N

N
t
st
e f (t)dt
= lim e f (t)0 + s
N

sN

= lim e
N

f (N ) f (0) + sL {f }(s)

= sL {f }(s) f (0).

Using Theorem 3, we can now prove a similar result for a second order derivative.
L {f 00 }(s) = sL {f 0 }(s) f 0 (0)
= s [sL {f }(s) f (0)] f 0 (0)
= s2 L {f }(s) sf (0) f 0 (0).
Now, from mathematical induction, it can be proven for the general case for an nth order
derivative.
Theorem 4. Laplace Transform of the Higher-Order Derivatives
Let f (t), f 0 (t), ..., f (n1) (t) be continuous on [0, ) and let f (n) (t) exist and be piecewise
continuous on [0, ). Then, for s >
L {f (n) }(s) = sn L {f }(s) sn1 f (0) sn2 f 0 (0) ... sf (n1) (0) f (n) .

(9)

Proof: Follow the steps in Theorem 3 and apply a mathematical induction (not covered
in a differential equations course). 
Lastly, we need to formally state and prove the linearity of the inverse Laplace transform.
Theorem 5. Linearity of the Inverse Laplace Transform
Let L 1 {F }, L 1 {F1 },L 1 {F2 }, ..., L 1 {Fn } exist and be continuous on [0, )and
let c be some constant. Then,
L 1

( n
X

)
Fi

i=1

n
X

L 1 {Fi },

(10)

i=1

{cF } = cL 1 {F }.

Proof: Apply the proof from Theorem 1 in reverse. 

(11)