Can Laplace Transform Solve Differential Equations with Arbitrary Constants?

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SUMMARY

The discussion focuses on solving the differential equation y'' + y = g(t) using the Laplace Transform and the method of variation of parameters. The solution is derived as y(t) = C1*cos(t) + C2*sin(t) + the convolution of g(t) with sin(t). The participants emphasize the importance of applying the Laplace Transform to both sides of the equation and utilizing the convolution theorem for the final expression. Initial conditions are crucial for determining the constants C1 and C2.

PREREQUISITES
  • Understanding of Laplace Transform, specifically its application in differential equations.
  • Familiarity with the method of variation of parameters in solving differential equations.
  • Knowledge of convolution and its properties in the context of functions.
  • Basic proficiency in solving second-order linear differential equations.
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  • Study the properties and applications of the Laplace Transform in solving differential equations.
  • Learn about the method of variation of parameters in detail, including examples.
  • Explore convolution integrals and their significance in differential equations.
  • Practice solving second-order linear differential equations with arbitrary constants.
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Mathematicians, engineering students, and professionals involved in applied mathematics or control systems who need to solve differential equations with arbitrary constants.

bfaskiplar
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hi guys

i cannot solve this.

say that y'' + y = g(t) derive the formula y(t) = c1*cost + c2*sint + convolution of sint and g(t)
 
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Either solve it via variation of parameters or since you mentioned laplace, take the laplace transform of both sides:

[tex]\mathcal{L}\left\{y''+y=f(x)\right\}[/tex]

and letting:

[tex]\mathcal{L}\left\{y\right\}=\widetilde{y}[/tex]

solve for [itex]\widetilde{y}[/itex], invert, and use the convolution theorem to express the solution in terms of a convolution.

Look in any DE textbook and this problem will be solved both ways.
 
Last edited:
Use the method of variation of arbitrary constants. The solution to the homogeneous equation is:

[tex] y_{0}(t) = C_{1} \, \cos{t} + C_{2} \, \sin{t}[/tex]

Then, assume [itex]C_{i} \rightarrow C_{i}(t), i = 1, 2[/itex] where these functions satisfy the following conditions:

[tex] \left[\begin{array}{cc}<br /> \cos{t} & \sin{t} \\<br /> <br /> -\sin{t} & \cos{t}<br /> \end{array}\right] \cdot \left[\begin{array}{c}<br /> C'_{1}(t) \\<br /> <br /> C'_{2}(t)<br /> \end{array}\right] = \left[\begin{array}{c}<br /> 0 \\<br /> g(t)<br /> \end{array}\right][/tex]

The solution for [itex]C'_{i}(t)[/itex] is:

[tex] \left[\begin{array}{c}<br /> C'_{1}(t) \\<br /> <br /> C'_{2}(t)<br /> \end{array}\right] = \left[\begin{array}{cc}<br /> \cos{t} & -\sin{t} \\<br /> <br /> \sin{t} & \cos{t}<br /> \end{array}\right] \cdot \left[\begin{array}{c}<br /> 0 \\<br /> g(t)<br /> \end{array}\right] = \left[\begin{array}{c}<br /> -\sin{t} \, g(t) \\<br /> <br /> \cos{t} \, g(t)<br /> \end{array}\right][/tex]

One integration gives the following:

[tex] C_{1}(t) = C_{1} - \int_{t_{0}}^{t}{g(t') \, \sin{t'} \, dt'}[/tex]

[tex] C_{2}(t) = C_{2} + \int_{t_{0}}^{t}{g(t') \, \cos{t'} \, dt'}[/tex]

Substituting this into the expression for the general solution, one gets:

[tex] y(t) = C_{1} \, \cos{t} + C_{2} \, \sin{t} + \int_{t_{0}}^{t}{g(t') \, \left(\sin{t} \, \cos{t'} - \cos{t} \, \sin{t'}\right) \, dt' \right)}[/tex]

where, the integrating constants [itex]C_{1/2}[/itex], are determined from the initial conditions:

[tex] y(t_{0}) = C_{1}[/tex]

[tex] y'(t_{0}) = C_{2}[/tex]

Using the addition theorem for the sine function:

[tex] \sin{(t - t')} = \sin{t} \, \cos{t'} - \cos{t} \, \sin{t'}[/tex]

we see that the above integral can be written as:

[tex] \int_{t_{0}}^{t}{g(t') \, \sin{(t - t')} \, dt'}[/tex]

Take [itex]t_{0} = 0[/itex] and compare with the definition for convolution, you will get your desired result.
 

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