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URLhttps://en.wikipedia.org/wiki/Laplace_transform_applied_to_differential_equations
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[Jump to content](https://en.wikipedia.org/wiki/Laplace_transform_applied_to_differential_equations#bodyContent) Main menu Main menu move to sidebar hide Navigation - [Main page](https://en.wikipedia.org/wiki/Main_Page "Visit the main page [z]") - [Contents](https://en.wikipedia.org/wiki/Wikipedia:Contents "Guides to browsing Wikipedia") - [Current events](https://en.wikipedia.org/wiki/Portal:Current_events "Articles related to current events") - [Random article](https://en.wikipedia.org/wiki/Special:Random "Visit a randomly selected article [x]") - [About Wikipedia](https://en.wikipedia.org/wiki/Wikipedia:About "Learn about Wikipedia and how it works") - [Contact us](https://en.wikipedia.org/wiki/Wikipedia:Contact_us "How to contact Wikipedia") Contribute - [Help](https://en.wikipedia.org/wiki/Help:Contents "Guidance on how to use and edit Wikipedia") - [Learn to edit](https://en.wikipedia.org/wiki/Help:Introduction "Learn how to edit Wikipedia") - [Community portal](https://en.wikipedia.org/wiki/Wikipedia:Community_portal "The hub for editors") - [Recent changes](https://en.wikipedia.org/wiki/Special:RecentChanges "A list of recent changes to Wikipedia [r]") - [Upload file](https://en.wikipedia.org/wiki/Wikipedia:File_upload_wizard "Add images or other media for use on Wikipedia") - [Special pages](https://en.wikipedia.org/wiki/Special:SpecialPages) [![](https://en.wikipedia.org/static/images/icons/wikipedia.png) ![Wikipedia](https://en.wikipedia.org/static/images/mobile/copyright/wikipedia-wordmark-en.svg) ![The Free Encyclopedia](https://en.wikipedia.org/static/images/mobile/copyright/wikipedia-tagline-en.svg)](https://en.wikipedia.org/wiki/Main_Page) [Search](https://en.wikipedia.org/wiki/Special:Search "Search Wikipedia [f]") Appearance - [Donate](https://donate.wikimedia.org/?wmf_source=donate&wmf_medium=sidebar&wmf_campaign=en.wikipedia.org&uselang=en) - [Create account](https://en.wikipedia.org/w/index.php?title=Special:CreateAccount&returnto=Laplace+transform+applied+to+differential+equations "You are encouraged to create an account and log in; however, it is not mandatory") - [Log in](https://en.wikipedia.org/w/index.php?title=Special:UserLogin&returnto=Laplace+transform+applied+to+differential+equations "You're encouraged to log in; however, it's not mandatory. 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[o]") Pages for logged out editors [learn more](https://en.wikipedia.org/wiki/Help:Introduction) - [Contributions](https://en.wikipedia.org/wiki/Special:MyContributions "A list of edits made from this IP address [y]") - [Talk](https://en.wikipedia.org/wiki/Special:MyTalk "Discussion about edits from this IP address [n]") ## Contents move to sidebar hide - [(Top)](https://en.wikipedia.org/wiki/Laplace_transform_applied_to_differential_equations) - [1 Approach](https://en.wikipedia.org/wiki/Laplace_transform_applied_to_differential_equations#Approach) - [2 An example](https://en.wikipedia.org/wiki/Laplace_transform_applied_to_differential_equations#An_example) - [3 Bibliography](https://en.wikipedia.org/wiki/Laplace_transform_applied_to_differential_equations#Bibliography) Toggle the table of contents # Laplace transform applied to differential equations 4 languages - [Français](https://fr.wikipedia.org/wiki/Application_de_la_transform%C3%A9e_de_Laplace_aux_%C3%A9quations_diff%C3%A9rentielles "Application de la transformée de Laplace aux équations différentielles – French") - 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The Laplace transform can be used in some cases to solve [linear differential equations](https://en.wikipedia.org/wiki/Linear_differential_equation "Linear differential equation") with given [initial conditions](https://en.wikipedia.org/wiki/Initial_value_problem "Initial value problem"). ## Approach \[[edit](https://en.wikipedia.org/w/index.php?title=Laplace_transform_applied_to_differential_equations&action=edit&section=1 "Edit section: Approach")\] First consider the following property of the Laplace transform: L { f ′ } \= s L { f } − f ( 0 ) {\\displaystyle {\\mathcal {L}}\\{f'\\}=s{\\mathcal {L}}\\{f\\}-f(0)} ![{\\displaystyle {\\mathcal {L}}\\{f'\\}=s{\\mathcal {L}}\\{f\\}-f(0)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/38c4778e0226d35ab990383602960a029c80af87) L { f ″ } \= s 2 L { f } − s f ( 0 ) − f ′ ( 0 ) {\\displaystyle {\\mathcal {L}}\\{f''\\}=s^{2}{\\mathcal {L}}\\{f\\}-sf(0)-f'(0)} ![{\\displaystyle {\\mathcal {L}}\\{f''\\}=s^{2}{\\mathcal {L}}\\{f\\}-sf(0)-f'(0)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/864209046b4627ad57e2e380695e107c8f922d17) One can prove by [induction](https://en.wikipedia.org/wiki/Mathematical_induction "Mathematical induction") that L { f ( n ) } \= s n L { f } − ∑ i \= 1 n s n − i f ( i − 1 ) ( 0 ) {\\displaystyle {\\mathcal {L}}\\{f^{(n)}\\}=s^{n}{\\mathcal {L}}\\{f\\}-\\sum \_{i=1}^{n}s^{n-i}f^{(i-1)}(0)} ![{\\displaystyle {\\mathcal {L}}\\{f^{(n)}\\}=s^{n}{\\mathcal {L}}\\{f\\}-\\sum \_{i=1}^{n}s^{n-i}f^{(i-1)}(0)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/0ec78bb43e6fc1df7618075c4080cf7998d3524a) Now we consider the following differential equation: ∑ i \= 0 n a i f ( i ) ( t ) \= ϕ ( t ) {\\displaystyle \\sum \_{i=0}^{n}a\_{i}f^{(i)}(t)=\\phi (t)} ![{\\displaystyle \\sum \_{i=0}^{n}a\_{i}f^{(i)}(t)=\\phi (t)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/31d6f6b1b629b123eeb8e6ed4883fa25ce68e337) with given initial conditions f ( i ) ( 0 ) \= c i {\\displaystyle f^{(i)}(0)=c\_{i}} ![{\\displaystyle f^{(i)}(0)=c\_{i}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/fb5e84e0a4868e792e7c81795b2d4fd69656aaa9) Using the [linearity](https://en.wikipedia.org/wiki/Linearity "Linearity") of the Laplace transform it is equivalent to rewrite the equation as ∑ i \= 0 n a i L { f ( i ) ( t ) } \= L { ϕ ( t ) } {\\displaystyle \\sum \_{i=0}^{n}a\_{i}{\\mathcal {L}}\\{f^{(i)}(t)\\}={\\mathcal {L}}\\{\\phi (t)\\}} ![{\\displaystyle \\sum \_{i=0}^{n}a\_{i}{\\mathcal {L}}\\{f^{(i)}(t)\\}={\\mathcal {L}}\\{\\phi (t)\\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8021ebd9e4c0f56a8fa2024416e7a38cc862e6ea) obtaining L { f ( t ) } ∑ i \= 0 n a i s i − ∑ i \= 1 n ∑ j \= 1 i a i s i − j f ( j − 1 ) ( 0 ) \= L { ϕ ( t ) } {\\displaystyle {\\mathcal {L}}\\{f(t)\\}\\sum \_{i=0}^{n}a\_{i}s^{i}-\\sum \_{i=1}^{n}\\sum \_{j=1}^{i}a\_{i}s^{i-j}f^{(j-1)}(0)={\\mathcal {L}}\\{\\phi (t)\\}} ![{\\displaystyle {\\mathcal {L}}\\{f(t)\\}\\sum \_{i=0}^{n}a\_{i}s^{i}-\\sum \_{i=1}^{n}\\sum \_{j=1}^{i}a\_{i}s^{i-j}f^{(j-1)}(0)={\\mathcal {L}}\\{\\phi (t)\\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/3967dd75c59758605c672a1ada0a95207d560afe) Solving the equation for L { f ( t ) } {\\displaystyle {\\mathcal {L}}\\{f(t)\\}} ![{\\displaystyle {\\mathcal {L}}\\{f(t)\\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/a0b803a31a5862892069b233f032b8b671f066df) and substituting f ( i ) ( 0 ) {\\displaystyle f^{(i)}(0)} ![{\\displaystyle f^{(i)}(0)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/850bbeca83f6c23f3a32e9d5d5d37b2ed6ba7246) with c i {\\displaystyle c\_{i}} ![{\\displaystyle c\_{i}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/01acb7953ba52c2aa44264b5d0f8fd223aa178a2) one obtains L { f ( t ) } \= L { ϕ ( t ) } \+ ∑ i \= 1 n ∑ j \= 1 i a i s i − j c j − 1 ∑ i \= 0 n a i s i {\\displaystyle {\\mathcal {L}}\\{f(t)\\}={\\frac {{\\mathcal {L}}\\{\\phi (t)\\}+\\sum \_{i=1}^{n}\\sum \_{j=1}^{i}a\_{i}s^{i-j}c\_{j-1}}{\\sum \_{i=0}^{n}a\_{i}s^{i}}}} ![{\\displaystyle {\\mathcal {L}}\\{f(t)\\}={\\frac {{\\mathcal {L}}\\{\\phi (t)\\}+\\sum \_{i=1}^{n}\\sum \_{j=1}^{i}a\_{i}s^{i-j}c\_{j-1}}{\\sum \_{i=0}^{n}a\_{i}s^{i}}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/9afee08e8dd3015de43b631c95bd3874f7b8999f) The solution for *f*(*t*) is obtained by applying the [inverse Laplace transform](https://en.wikipedia.org/wiki/Inverse_Laplace_transform "Inverse Laplace transform") to L { f ( t ) } . {\\displaystyle {\\mathcal {L}}\\{f(t)\\}.} ![{\\displaystyle {\\mathcal {L}}\\{f(t)\\}.}](https://wikimedia.org/api/rest_v1/media/math/render/svg/cadc4cf50d84eb251df1f69f7038219b2a80d17f) Note that if the initial conditions are all zero, i.e. f ( i ) ( 0 ) \= c i \= 0 ∀ i ∈ { 0 , 1 , 2 , . . . n } {\\displaystyle f^{(i)}(0)=c\_{i}=0\\quad \\forall i\\in \\{0,1,2,...\\ n\\}} ![{\\displaystyle f^{(i)}(0)=c\_{i}=0\\quad \\forall i\\in \\{0,1,2,...\\ n\\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/5d9deced0bee2f122793751b0e970aa54dc03ff2) then the formula simplifies to f ( t ) \= L − 1 { L { ϕ ( t ) } ∑ i \= 0 n a i s i } {\\displaystyle f(t)={\\mathcal {L}}^{-1}\\left\\{{{\\mathcal {L}}\\{\\phi (t)\\} \\over \\sum \_{i=0}^{n}a\_{i}s^{i}}\\right\\}} ![{\\displaystyle f(t)={\\mathcal {L}}^{-1}\\left\\{{{\\mathcal {L}}\\{\\phi (t)\\} \\over \\sum \_{i=0}^{n}a\_{i}s^{i}}\\right\\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/9ab37a095ec0f07502a1b8d43b7679b59d346a78) ## An example \[[edit](https://en.wikipedia.org/w/index.php?title=Laplace_transform_applied_to_differential_equations&action=edit&section=2 "Edit section: An example")\] We want to solve f ″ ( t ) \+ 4 f ( t ) \= sin ⁡ ( 2 t ) {\\displaystyle f''(t)+4f(t)=\\sin(2t)} ![{\\displaystyle f''(t)+4f(t)=\\sin(2t)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/7108de2c6ab151cd8129e2c610069e6419e23953) with initial conditions *f*(0) = 0 and *f′*(0)=0. We note that ϕ ( t ) \= sin ⁡ ( 2 t ) {\\displaystyle \\phi (t)=\\sin(2t)} ![{\\displaystyle \\phi (t)=\\sin(2t)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/5aa8b3a81124fbd190c768f1909fac24087e8f55) and we get L { ϕ ( t ) } \= 2 s 2 \+ 4 {\\displaystyle {\\mathcal {L}}\\{\\phi (t)\\}={\\frac {2}{s^{2}+4}}} ![{\\displaystyle {\\mathcal {L}}\\{\\phi (t)\\}={\\frac {2}{s^{2}+4}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/6a281ca6ea972cb29aa64da883a645a06ca33c6f) The equation is then equivalent to s 2 L { f ( t ) } − s f ( 0 ) − f ′ ( 0 ) \+ 4 L { f ( t ) } \= L { ϕ ( t ) } {\\displaystyle s^{2}{\\mathcal {L}}\\{f(t)\\}-sf(0)-f'(0)+4{\\mathcal {L}}\\{f(t)\\}={\\mathcal {L}}\\{\\phi (t)\\}} ![{\\displaystyle s^{2}{\\mathcal {L}}\\{f(t)\\}-sf(0)-f'(0)+4{\\mathcal {L}}\\{f(t)\\}={\\mathcal {L}}\\{\\phi (t)\\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/0745e1fe37e32503e9d1146f5e76e92bd0262861) We deduce L { f ( t ) } \= 2 ( s 2 \+ 4 ) 2 {\\displaystyle {\\mathcal {L}}\\{f(t)\\}={\\frac {2}{(s^{2}+4)^{2}}}} ![{\\displaystyle {\\mathcal {L}}\\{f(t)\\}={\\frac {2}{(s^{2}+4)^{2}}}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/a2d01da41841d414a0aa084e23fe9b12bc74a358) Now we apply the Laplace inverse transform to get f ( t ) \= 1 8 sin ⁡ ( 2 t ) − t 4 cos ⁡ ( 2 t ) {\\displaystyle f(t)={\\frac {1}{8}}\\sin(2t)-{\\frac {t}{4}}\\cos(2t)} ![{\\displaystyle f(t)={\\frac {1}{8}}\\sin(2t)-{\\frac {t}{4}}\\cos(2t)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/87fc0df5945678fb828bb87086d5cb89efdd27ad) ## Bibliography \[[edit](https://en.wikipedia.org/w/index.php?title=Laplace_transform_applied_to_differential_equations&action=edit&section=3 "Edit section: Bibliography")\] - A. D. Polyanin, *Handbook of Linear Partial Differential Equations for Engineers and Scientists*, Chapman & Hall/CRC Press, Boca Raton, 2002. [ISBN](https://en.wikipedia.org/wiki/ISBN_\(identifier\) "ISBN (identifier)") [1-58488-299-9](https://en.wikipedia.org/wiki/Special:BookSources/1-58488-299-9 "Special:BookSources/1-58488-299-9") ![](https://en.wikipedia.org/wiki/Special:CentralAutoLogin/start?type=1x1&usesul3=1) Retrieved from "<https://en.wikipedia.org/w/index.php?title=Laplace_transform_applied_to_differential_equations&oldid=1289751115>" [Categories](https://en.wikipedia.org/wiki/Help:Category "Help:Category"): - [Integral transforms](https://en.wikipedia.org/wiki/Category:Integral_transforms "Category:Integral transforms") - [Differential equations](https://en.wikipedia.org/wiki/Category:Differential_equations "Category:Differential equations") - [Differential calculus](https://en.wikipedia.org/wiki/Category:Differential_calculus "Category:Differential calculus") - [Ordinary differential equations](https://en.wikipedia.org/wiki/Category:Ordinary_differential_equations "Category:Ordinary differential equations") - [Laplace transforms](https://en.wikipedia.org/wiki/Category:Laplace_transforms "Category:Laplace transforms") - This page was last edited on 10 May 2025, at 16:23 (UTC). - Text is available under the [Creative Commons Attribution-ShareAlike 4.0 License](https://en.wikipedia.org/wiki/Wikipedia:Text_of_the_Creative_Commons_Attribution-ShareAlike_4.0_International_License "Wikipedia:Text of the Creative Commons Attribution-ShareAlike 4.0 International License"); additional terms may apply. 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