Laplace transform technique ordinary differential equations

Classical process control builds on linear ordinary differential equations and the technique of Laplace transform. This is a topic that we no doubt have come across in an introductory course on differential equations—like two years ago Yes, we easily have forgotten the details. We will try to refresh the material necessary to solve control problems. Other details and steps will be skipped. We can always refer back to our old textbook if we want to answer long forgotten but not urgent questions. 

Partial differential equations are generally solved by finding a transformation tiiat allows the partial differential equation to be converted into two ordinary differential equations. A number of techniques are available, including separation of variables, Laplace transforms, and the method of characteristics. 

In this chapter, analytical solutions were obtained for parabolic and elliptic partial differential equations in semi-infinite domains. In section 4.2, the given linear parabolic partial differential equations were converted to an ordinary differential equation boundary value problem in the Laplace domain. The dependent variable was then solved in the Laplace domain using Maple s dsolve command. The solution obtained in the Laplace domain was then converted to the time domain using Maple s inverse Laplace transform technique. Maple is not capable of inverting complicated functions. Two such examples were illustrated in section 4.3. As shown in section 4.3, even when Maple fails, one can arrive at the transient solution by simplifying the integrals using standard Laplace transform formulae. 

Linear first order hyperbolic partial differential equations are solved using Laplace transform techniques in this section. Hyperbolic partial differential equations are first order in the time variable and first order in the spatial variable. The method involves applying Laplace transform in the time variable to convert the partial differential equation to an ordinary differential equation in the Laplace domain. This becomes an initial value problem (IVP) in the spatial direction with s, the Laplace variable, as a parameter. The boundary conditions in x are converted to the Laplace domain and the differential equation in the Laplace domain is solved by using the techniques illustrated in chapter 2.1 for solving linear initial value problems. Once an analytical solution is obtained in the Laplace domain, the solution is inverted to the time domain to obtain the final analytical solution (in time and spatial coordinates). This is best illustrated with the following example. 

In this chapter, analytical solutions were obtained for linear hyperbolic and parabolic partial differential equations in finite domains using Laplace transform technique. In section 8.1.2, a linear hyperbolic partial differential equations was solved using the Laplace transform technique. First, the partial differential equation was converted to an ordinary differential equation by converting the PDF from the time domain to the Laplace domain. For hyperbolic partial differential equations this results in an initial value problem (IVP), which is solved analytically in the Laplace domain as illustrated in chapter 2.1. The analytical solution obtained in the Laplace domain was converted easily to the time domain using Maple s inbuilt Laplace transform package. For parabolic partial differential equations, the governing equation in the Laplace domain is a boundary value problem (BVP), which is solved analytically as in chapter 3.1. For certain simple parabolic partial differential equations, the Laplace domain solution can be inverted to time domain easily using Maple as illustrated in section 8.1.3. 

The third chapter addresses linear second-order ordinary differential equations. A brief discourse, it reviews elementary differential equations, and the chapter serves as an important basis to the solution techniques of partial differential equations discussed in Chapter 6. An applications section is also included with ten worked-out examples covering heat transfer, fluid flow, and simultaneous diffusion and chemical reaction. In addition, the residue theorem as an alternative method for Laplace transform inversion is introduced. 

In the previous section we developed the techniques required to obtain the Laplace transform of each term in a linear ordinary differential equation. Table 3.1 lists... 

A very valuable technique, useful in the solution of ordinary and partial differential equations as well as differential delay equations, is the use of Laplace transforms. Laplace transforms (Churchill, 1972), though less familiar and somewhat more difficult to invert than their cousins, Fourier transforms, are broadly applicable and often enable us to convert differential equations to algebraic equations. For rate equations based on mass action kinetics, taking the Laplace transform affords sets of polynomial algebraic equations. For DDEs, we obtain transcendental equations. 

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