Solving ODEs Using Laplace: Two Challenging Problems

In summary: For the second problem, however, it's not clear to me that there's a way to get the particular solution with the method you described (without including "complex" numbers.) (Thinking in terms of thinking, this time.)For the second problem, however, it's not clear to me that there's a way to get the particular solution with the method you described (without including "complex" numbers.)That's why I think Laplace Transforms are a good method to have, as long as you know how to use them efficiently and correctly. It can save a lot of time and effort in certain situations.
  • #1
sandpants
21
0
I have the following 2 problems to solve using Laplace.

1) x'' + 3x' +2x=e^(-t); with x=dx/dt=0 when t = 0
2) x'' - 2x' +10x=e^(2t); with x=0 and dx/dt=1 when t=0
Where x' is dx/dt and x'' is the second derivative against time.

My attempts:

1)Using laplace I get

s2X(s)-x(0)-x'(0)+3sX(s)-x(0)+2X(s)=1/(s+1)

with x(0)=0, x'(0)=0 then

X(s)=1 over (s+1)(s2+3s+2) which is 1/[(s+1)(s+1)(s+2)] or 1/[(s+1)2(s+2)]
Using partial fraction
1/[(s+1)2(s+2)]=A/(s+1)+B/(s+1)2+C/(s+2).

I'll avoid doing the calcs; I may have made a mistake here, but I checked multiple times and didnt find and error.

A=10/12, B=-1/6 and C=-1 so that, after doing inverse laplace

x(t)=5/6e-t-1/6t*e-t-e-2t
But here's the issue. With this, x(0)=/=0. It's -1/6. and dx(0)/dt=1. I can't figure out where I went wrong.

2)The laplace transform is
s2 X(s)-x(0)-x'(0)-2sX(s)-x(0)+10X(s)=1/(s-2)
with x'(0)=1 this rearranges to

X(s)(s2-2s+10)=1/(s-2)+1=(s-1)/(s-2)
X(s)=(s-1)/[(s-2)(s2-2s+10)]

This is where I helplessly run around in circles. The quadratic roots are complex, and whilst they discomfort me only slightly, the issue is that I cannot rearrange this into a suitable form where the inverse laplace can be done.

Laplace+Transform+Pairs.JPG

Taken from http://www.therationaltheorist.org/2009/11/fourier-analysis-and-odes.html
 
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  • #2
sandpants said:
I have the following 2 problems to solve using Laplace.

1) x'' + 3x' +2x=e^(-t); with x=dx/dt=0 when t = 0
2) x'' - 2x' +10x=e^(2t); with x=0 and dx/dt=1 when t=0
Where x' is dx/dt and x'' is the second derivative against time.

My attempts:

1)Using laplace I get

s2X(s)-x(0)-x'(0)+3sX(s)-x(0)+2X(s)=1/(s+1)

with x(0)=0, x'(0)=0 then

X(s)=1 over (s+1)(s2+3s+2) which is 1/[(s+1)(s+1)(s+2)] or 1/[(s+1)2(s+2)]
Using partial fraction
1/[(s+1)2(s+2)]=A/(s+1)+B/(s+1)2+C/(s+2).

I'll avoid doing the calcs; I may have made a mistake here, but I checked multiple times and didnt find and error.

A=10/12, B=-1/6 and C=-1 so that, after doing inverse laplace

x(t)=5/6e-t-1/6t*e-t-e-2t
But here's the issue. With this, x(0)=/=0. It's -1/6. and dx(0)/dt=1. I can't figure out where I went wrong.
There's nothing that jumps out at me on how you set things up, but your answer is incorrect.

Using a different method, I got x(t) = (1/3)e-2t - (1/3)e-t - (1/3)te-t.

First place I'd check is the partial fractions decomposition. Can you verify that
$$ \frac{10/12}{s + 1} + \frac{-1/6}{(s + 1)^2} + \frac{-1}{s + 2} = \frac{1}{(s + 1)^2(s + 2)} ?$$


sandpants said:
2)The laplace transform is
s2 X(s)-x(0)-x'(0)-2sX(s)-x(0)+10X(s)=1/(s-2)
with x'(0)=1 this rearranges to

X(s)(s2-2s+10)=1/(s-2)+1=(s-1)/(s-2)
X(s)=(s-1)/[(s-2)(s2-2s+10)]

This is where I helplessly run around in circles. The quadratic roots are complex, and whilst they discomfort me only slightly, the issue is that I cannot rearrange this into a suitable form where the inverse laplace can be done.

Laplace+Transform+Pairs.JPG

Taken from http://www.therationaltheorist.org/2009/11/fourier-analysis-and-odes.html
 
  • #3
I think I've noticed where I've made the mistake: left hand side of the partial fractions.

s+1=A(s+1)^2(s+2)+B(s+1)(s+2)+C(s+1)^3, not 1=A(s+1)^2(s+2)+B(s+1)(s+2)+C(s+1)^3 for which I calculated.

EDIT:

A=-1
B=1
C=1
Is what at I get now.
x(t)=e^(-2t)+te^(-t)-e^(-t) which is equal to 0 on t=0, and the derivative is 0 as well.
However this answer is different from the above.
 
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  • #4
sandpants said:
I think I've noticed where I've made the mistake: left hand side of the partial fractions.

s+1=A(s+1)^2(s+2)+B(s+1)(s+2)+C(s+1)^3, not 1=A(s+1)^2(s+2)+B(s+1)(s+2)+C(s+1)^3 for which I calculated.

EDIT:

A=-1
B=1
C=1
Is what at I get now.
x(t)=e^(-2t)+te^(-t)-e^(-t) which is equal to 0 on t=0, and the derivative is 0 as well.
However this answer is different from the above.
I agree with your new answer. I checked my previous answer, but apparently not well enough, as it was incorrect.

I'll take a look at your other question in a bit.
 
  • #5
For the second problem, look at the eatcos(ωt) and eatsin(ωt) entries in your table. The expression s2 - 2s + 10 can be written as s2 - 2s + 1 + 9, and factored as (s - 1)2 + 32

Your solution will involve some linear combination of three functions: etsin(3t), etcos(3t), and e2t.
 
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  • #6
Many thanks.
 
  • #7
Can I do my usual rant about how I dislike the whole "Laplace Transform" method? Of course, it is much easier to do both of these 'directly'. The "characteristic" equation for x''+ 3x'+ 2= 0 is [itex]r^+ 3r+ 2= (r+ 2)(r+ 1)= 0[/itex]. which has solutions -2 and -1 so the general solution is [itex]x= Ce^{-2t}+ De^{-t}[/itex]. Then find a particular solution to the entire equation by "undetermined coefficients"- try [itex]x= Ate^{-t}[/itex].

The second equation has characteristic equation [itex]r^2+ 2r-10= (r+ 5)(r- 2)= 0[/itex]. And you can try [itex]x= Ate^{2t}[/itex] for a specific solution to the equation.
 
  • #8
HallsofIvy said:
Can I do my usual rant about how I dislike the whole "Laplace Transform" method? Of course, it is much easier to do both of these 'directly'.
I agree, and that's the way I did them.

HallsofIvy said:
The "characteristic" equation for x''+ 3x'+ 2= 0 is [itex]r^+ 3r+ 2= (r+ 2)(r+ 1)= 0[/itex]. which has solutions -2 and -1 so the general solution is [itex]x= Ce^{-2t}+ De^{-t}[/itex]. Then find a particular solution to the entire equation by "undetermined coefficients"- try [itex]x= Ate^{-t}[/itex].

The second equation has characteristic equation [itex]r^2+ 2r-10= (r+ 5)(r- 2)= 0[/itex].
No, those aren't the factors. As it turns out, the roots of the characteristic equation are complex; namely, r = 1 ##\pm 3i##.
HallsofIvy said:
And you can try [itex]x= Ate^{2t}[/itex] for a specific solution to the equation.
xp = Ae2t will work as a particular solution, as there are no repeated roots of the third-degree characteristic equation (thinking in terms of annihilators).
 
  • #9
It was a past examination task.

I'm not particularly impressed by the Laplace transforms. I do see the convenience but I find it is mostly overshadowed by the need to be able to articulate numbers and expressions around very well.
 

FAQ: Solving ODEs Using Laplace: Two Challenging Problems

What is an ODE?

An ODE, or ordinary differential equation, is a mathematical equation that describes the relationship between a function and its derivatives. It is commonly used to model dynamic systems in physics, engineering, and other scientific fields.

What is Laplace transform?

The Laplace transform is a mathematical operation that converts a function of time into a function of complex frequency. It is commonly used to solve linear ODEs and is an important tool in control theory and signal processing.

How does Laplace transform help in solving ODEs?

By converting an ODE into an algebraic equation, the Laplace transform allows us to solve for the function in the frequency domain. This makes it easier to solve complex ODEs and obtain solutions that may be difficult to find using traditional methods.

What are the advantages of using Laplace transform to solve ODEs?

The Laplace transform allows for the solution of nonlinear and time-varying ODEs, which may be difficult to solve using other methods. It also simplifies the process of solving ODEs by reducing them to algebraic equations, making it easier to find solutions.

Are there any limitations to using Laplace transform for solving ODEs?

While the Laplace transform is a powerful tool for solving ODEs, it may not work for all types of equations. It is most effective for linear and time-invariant systems, and may not produce accurate solutions for nonlinear or time-varying systems.

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