Calculus · real student question

Use the Laplace transform to solve the integro-differential equation y′(t) − 2∫₀ᵗ y(τ) sin(t − τ) dτ = 1 with initial condition y(0) = −1.

Question

Solve the integro-differential equation

y(t)20ty(τ)sin(tτ)dτ=1,y(0)=1.y'(t)-2\int_0^t y(\tau)\sin(t-\tau)\,d\tau = 1,\qquad y(0)=-1.

Step-by-step solution

  1. Recognise the integral as a convolution. The integral has the exact shape 0ty(τ)g(tτ)dτ=(yg)(t)\int_0^t y(\tau)g(t-\tau)\,d\tau=(y*g)(t) with g(t)=sintg(t)=\sin t. That is why the Laplace transform is the right tool: the convolution theorem says L{yg}=Y(s)G(s)\mathcal{L}\{y*g\}=Y(s)G(s), so a messy integral becomes an ordinary product. With L{sint}=1s2+1\mathcal{L}\{\sin t\}=\tfrac{1}{s^2+1}, the integral term transforms to 2Y(s)s2+1\tfrac{2Y(s)}{s^2+1}.

  2. Transform the whole equation. Using L{y}=sY(s)y(0)\mathcal{L}\{y'\}=sY(s)-y(0) and y(0)=1y(0)=-1, and L{1}=1s\mathcal{L}\{1\}=\tfrac1s:

    sY(s)+12Y(s)s2+1=1s.sY(s)+1-\frac{2Y(s)}{s^2+1}=\frac{1}{s}.

  3. Solve algebraically for Y(s)Y(s). Collect the YY terms over a common denominator and move the constant to the right:

    Y(s)s(s2+1)2s2+1=1s1=1ss.Y(s)\cdot\frac{s(s^2+1)-2}{s^2+1}=\frac{1}{s}-1=\frac{1-s}{s}.

    The cubic factors as s3+s2=(s1)(s2+s+2)s^3+s-2=(s-1)(s^2+s+2), and 1s=(s1)1-s=-(s-1), so the (s1)(s-1) cancels — a strong sign the algebra is on track:

    Y(s)=s2+1s(s2+s+2).Y(s)=-\frac{s^2+1}{s\,(s^2+s+2)}.

  4. Split into partial fractions. Write s2+1s(s2+s+2)=As+Bs+Cs2+s+2\dfrac{s^2+1}{s(s^2+s+2)}=\dfrac{A}{s}+\dfrac{Bs+C}{s^2+s+2}. Clearing denominators gives (A+B)s2+(A+C)s+2A=s2+1(A+B)s^2+(A+C)s+2A=s^2+1, so 2A=12A=1, A+C=0A+C=0, A+B=1A+B=1, i.e. A=12A=\tfrac12, B=12B=\tfrac12, C=12C=-\tfrac12. Hence

    Y(s)=12ss12(s2+s+2).Y(s)=-\frac{1}{2s}-\frac{s-1}{2(s^2+s+2)}.

  5. Complete the square to match the shift theorem. The quadratic has complex roots, so instead of factoring it we write s2+s+2=(s+12)2+74s^2+s+2=\left(s+\tfrac12\right)^2+\tfrac74 and re-express the numerator around the same shift, s1=(s+12)32s-1=\left(s+\tfrac12\right)-\tfrac32:

    Y(s)=12s12s+12(s+12)2+(72)2+341(s+12)2+(72)2.Y(s)=-\frac{1}{2s}-\frac12\cdot\frac{s+\tfrac12}{\left(s+\tfrac12\right)^2+\left(\tfrac{\sqrt7}{2}\right)^2}+\frac34\cdot\frac{1}{\left(s+\tfrac12\right)^2+\left(\tfrac{\sqrt7}{2}\right)^2}.

  6. Invert term by term. The three pieces are the transforms of a constant, a damped cosine and a damped sine (the last one needs the factor 1ω=27\tfrac{1}{\omega}=\tfrac{2}{\sqrt7}, so 3427=327\tfrac34\cdot\tfrac{2}{\sqrt7}=\tfrac{3}{2\sqrt7}):

    y(t)=1212et/2cos ⁣(72t)+327et/2sin ⁣(72t).y(t)=-\frac12-\frac12e^{-t/2}\cos\!\left(\frac{\sqrt7}{2}t\right)+\frac{3}{2\sqrt7}e^{-t/2}\sin\!\left(\frac{\sqrt7}{2}t\right).

  7. Check the solution. At t=0t=0 the sine term vanishes and y(0)=1212=1y(0)=-\tfrac12-\tfrac12=-1, matching the initial condition. Substituting the closed form back and evaluating y(t)20ty(τ)sin(tτ)dτy'(t)-2\int_0^t y(\tau)\sin(t-\tau)\,d\tau numerically at several values of tt returns 1.0000001.000000 every time, so the answer satisfies the original equation, not just the initial condition.

Answer

y(t)=1212et/2cos ⁣(72t)+327et/2sin ⁣(72t)y(t)=-\frac{1}{2}-\frac{1}{2}e^{-t/2}\cos\!\left(\frac{\sqrt{7}}{2}t\right)+\frac{3}{2\sqrt{7}}e^{-t/2}\sin\!\left(\frac{\sqrt{7}}{2}t\right)

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