Simple Two-Point

Boundary Value Problems

1 Preliminaries
Two-point boundary value problems, as opposed to more familiar initial value problems,
arise in a number of different application which include, for example, deflection of beams
and initial-boundary value problems for partial differential equations. We will see this
latter application later in the course. Our goal here is to show how the Laplace Trans-
form can be used to solve simple two-point boundary value problems for linear constant
coefficient problems.
We know from our previous work that the first differentiation formula involves the initial
values of the unknown function and its derivatives. In the case of boundary value problems
one or more of the initial values is missing and is replaced by values of the function and
its derivatives at values of the independent variable different from 0. Let us illustrate
with a concrete example.

Example 1.1 Consider the simple second order equation

x + 2x + x = t ,

with given boundary conditions

x(0) = 0, and x(1) = 1.

Applying the Laplace Transform to the differential equation, and using the first differen-
tiation formula we have the equation in the frequency domain

1
s2 X(s) s x(0) x(0)
+ 2 s X(s) x(0) + X(s) = .
s2
Notice that the auxiliary conditions specify the value of the unknown function x at 0, but
do not give a value for x(0).
For ease of notation, we put A := x(0).
The problem is to
find the solution of the differential equation, as a function of A, and then determine this
constant by using the information at the point t = 1.

To carry out this plan, we first solve the preceeding equation for X(s) and then use the
inverse Laplace Transform to find the function x. So,

1
 A 1
X(s) = 2
+ 2 (1.1)
(s + 1) s (s + 1)2
1 2 2 A+1
= 2
+ + , (1.2)
s s s + 1 (s + 1)2

where, in this last step, we have used the partial fraction decomposition of the second
term on the right. Using the inverse transform we then obtain from (1.3) the solution

x(t) = t 2 + 2 et + (A + 1) tet , (1.3)

a expression which involves the (unknown) value of x(0).

Fortunately, we can compute this value of A by using the given boundary condition at
t = 1 in (1.3). Indeed, we have

x(1) = 1 2 + 2 e1 + (A + 1) e1 .

or
1 = 1 + 2 e1 + e1 (A + 1). (1.4)

Solving (1.4) for A, we have

e1 (A + 1) = 2 e1 A = 1

so that the solution is

x(t) = t 2 + 2 et + 2 t et

Exercise 1.2 Solve the boundary value problem

x + 4 x(t) = 8 t2 , x(0) = 3, x(/4) = 0 .

Ans: x(t) = 2 cos (2t) + ( 2 /8 1) sin (2t) + 1 2 t2 .

2
2 Beam Problems
The problems we discuss in this section arise from the desire to describe the deflection
of a homogeneous beam of length, say, L subject to some transverse load. The beam
may be mounted in a variety of ways each of which leads to a particular set of boundary
conditions. The deflection is measured by the equation of the curve y = y(x), 0 x L,
(called the curve of deflection) through the centroids of each cross section of the beam.
An analysis of the physical model leads, via the curvature of the curve of deflection, to a
fourth order differential eaquation of the form

EI y (iv) (x) = w(x). (2.5)

The product EI is called the flexural rigidity of the beam and the two constants are
called Youngs Modulus and the Moment of Inertia respectively. The bending
moment of the curve of deflection is EIy 00 (x) while the shearing force is given by EIy 000 (s).
The function w(x) is the transverse force (loading) per unit length along the beam.
Various boundary value problems arise from the different ways that such a beam can be
supported. The most common are given in the following table.

Support Type Boundary Condition

Imbedded y = 0, y 0 = 0
Simply Supported y = 0, y 00 = 0
Free y 00 = 0, y 000 = 0

Conditions of these types are applied at both ends, it being possible to impose different
types of conditions at different ends. The barrier to a naive application of the Laplace
Transform to this problem arises from the fact that the loading function is defined, not
on [0, ) but only on [0, L]. We need therefore, to extend the interval of definition. Thus,
instead of solving the problem (2.6), we solve instead the problem

EI y (iv) (x) = w(x),

(2.6)

where the function w(x)

is the extension by zero to [0, ) of the function w(x), 0 x L.

Let us consider a concrete example.

3
Example 2.1 Consider an homogeneous horizontal beam of mass M and length L which
is clamped at each end and which is subjected to a transverse load Q at the point 2L/3
(a point loading). The corresponding boundary conditions are given by y(0) = y 0 (0) =
y(L) = y 0 (L) = 0.

In order to apply the Laplace transform, it is necessary to extend the problem from the
domain [0, L] to [0, +). We must then solve a problem for a transverse load of the form

w(x) , 0xL

(iv)
EIy = f (x) , where f (x) =
any convenient function , x > L
It is convenient to extend the load function by zero and so we write:

M 2L


L
+ Q x 3
, 0 x L,
w(x) =
0, x>L

Application of the Laplace Transform to the equation with this forcing term leads to

EI s4 Y s3 y(0) s2 y 0 (0) s y 00 (0) y 000 (0) = W (s),

| {z }
these we don0 t know

where

      
M 2L M 2L
W (s) = L + Q x H(x L) + Q x
L 3 L 3

M 2 esL M
= + Qe( 3L )s .
sL sL

Using the boundary conditions at the left-hand end of the beam, we find that

esL
    
M 1 2 M
4
E I s Y = As + B + + Qe( 3L )s + .
L s L s

Solving for EI Y we have

" 2
! #
e( 3L )s esL
  
A B M 1 M
EI Y (s) = 3 + 4 + +Q .
s s L s5 s4 L s5

It follows that the solution E I y is given by

Note that H(t L)(x 2L/3) = 0!

4
 x2 x3 M x4 (x 2L/3)3 (x L)4
      
2L M
E I y(x) = A +B + + QH x H(x L) .
2 6 4!L 3 3! L 4!

Computing the second and third derivative yields

M x2
 
00 2L M
E I y (x) = +Q x (x L)2 + A + B x
2L 3 2L
Mx M
E I y 000 (x) = +Q +B.
L L

Applying the boundary conditions at x = L we have

M L QL
0 = E I y 00 (L) = + +A+BL
2 3
0 = E, I y 000 (L) = M + Q + B .

These equations yield values for A and B:

6 (M + Q)
A = , B = (M + Q) .
(3 M + 2 Q)