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Laplace Transforms - ASU

Laplace Transforms - ASU

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Published by Apurva Joshi

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Published by: Apurva Joshi on Aug 14, 2012
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Chapter 4 
Laplace Transform
It’s time to stop guessing solutions and find a systematic way of finding solutionsto non homogeneous linear ODEs. We define the Laplace transform of a function
in the following way.
Definition 4.1.
The Laplace transform of 
(
t
), written
(
s
), is given by(4.1)
L
(
) =
 
0
e
st
(
t
)
dt.
That is, the Laplace transform acts on a function,
(
t
), integrates the
t
out, andcreates function of 
s
, which we denote
(
s
).Before we see why this is useful, we might want to know if the integral in thedefinition exists - it is after all an improper integral. We need another definition.
Definition 4.2.
We say a function
(
t
) is exponentially bounded or of exponentialorder if there exists non negative numbers
a
,
k
and
such that(4.2)
|
(
t
)
|
ke
at
t
M.
We want to allow for interesting functions forcing an ODE.
Definition 4.3.
A function
is said to be piecewise continuous on a boundedinterval if it has a finite number of discontinuities and the left and right limits existat each discontinuity. It is said to be piecewise continuous on [0
,
] if it is piecewisecontinuous on every bounded subinterval
[0
,
].And finally,
Definition 4.4.
A function
is said to be piecewise smooth if 
and its derivativeare piecewise continuous.Now we can say when the Laplace transform of a function exists.
Theorem 4.5.
Suppose 
is piecewise continuous on 
[0
,
]
and exponentially bounded. Then 
L
(
) =
(
s
)
exists for all 
s > a
.
37
 
38
4. Laplace Transform
We will not prove the theorem. However, the examples below will show why it isreasonable.
Example 4.6.
Compute
L
(1).
Solution
. Let’s apply Theorem 4.5 to see what to expect. The function
(
t
) = 1 isexponentially bounded. Indeed, we can choose
k
= 1,
a
=
= 0 in (4
.
2). Theorem4.5 then implies the Laplace transform exists for all
s > a
= 0.To find the
L
(1) we compute it using the definition
L
(1) =
 
0
e
st
1
dt
= lim
A
→∞
1
se
st
A
0
= lim
A
→∞
1
s
(1
e
As
)
.
The limit of the exponential is zero as long as
s >
0. Therefore,
L
(1) =1
s, s >
0as expected.
Example 4.7.
Compute
L
(
e
at
).
Solution
. Again we apply Theorem 4.5 to see what to expect. The function
(
t
) =
e
at
is exponentially bounded if we choose
k
= 1,
a
=
a
,
= 1 in (4
.
2).Theorem 4.5 then implies the Laplace transform exists for all
s > a
.To find the
L
(
e
at
) we compute it using the definition
L
(
e
at
) =
 
0
e
st
e
at
dt
=
 
0
e
(
a
s
)
t
dt
= lim
A
→∞
1
a
se
(
a
s
)
t
A
0
= lim
A
→∞
1
s
a
(1
e
A
(
a
s
)
)
.
We need the exponent to be negative for the limit to exist. This is the case provided
s > a
. Therefore,
L
(
e
at
) =1
s
as > a.
The next example is more difficult, but it shows the usefulness of the Laplacetransform.
Example 4.8.
Compute
L
(
(
t
)), where
is a piecewise smooth exponentiallybounded function.
Solution
. We are told there exists
k
,
a
, and
such that
|
(
t
)
|
ke
at
for all
t
. We use the definition of Laplace transform and integrate by parts
L
(
(
t
)) =
 
0
e
st
(
t
)
dt
= lim
A
→∞
 
A
0
e
st
(
t
)
dt
= lim
A
→∞
e
st
(
t
)
A
0
+
 
A
0
se
st
(
t
)
dt
= lim
A
→∞
e
sA
(
A
)
(0) +
 
A
0
se
st
(
t
)
dt
.
 
4. Laplace Transform
39Since
is exponentially boundedlim
A
→∞
|
e
sA
(
A
)
|
lim
A
→∞
|
e
sA
ke
aA
|
= lim
A
→∞
|
ke
(
a
s
)
A
|
= 0provided
s > a
. Returning to our calculation
L
(
(
t
)) = lim
A
→∞
(0) +
 
A
0
se
st
(
t
)
dt
=
s
 
0
e
st
(
t
)
dt
(0)=
s
L
(
(
t
))
(0)
.
This may look more useful if 
is replaced with
y
. Then we have the formula
L
(
y
) =
s
L
(
y
)
y
(0)
.
That is, the Laplace transform turns a derivative
y
into an algebraic expression!Quite useful for solving ODEs! Indeed, we can easily compute
L
(
y
′′
). Using theformula for
L
(
y
) we find
L
(
y
′′
) =
s
L
(
y
)
y
(0) =
s
2
L
(
y
)
sy
(0)
y
(0)
.
Table 1 below provides the Laplace transform for many common functions.
Example 4.9.
Find the solution to
y
′′
+ 3
y
+ 2
y
= 0
,y
(0) = 1
,y
(0) = 0by using Laplace transforms.
Solution
. We just take the Laplace transform of both sides. The left side of theODE gives
L
(
y
′′
+ 3
y
+ 2
y
) =
L
(
y
′′
) + 3
L
(
y
) + 2
L
(
y
)
.
It distributes this way because integrals behave this way, and the Laplace transformis an integral. Obviously
L
(0) = 0. Applying our formulas
s
2
L
(
y
)
sy
(0)
y
(0)
+ 3
s
L
(
y
)
y
(0)
+ 2
L
(
y
) = 0
.
Next we use the initial data and rearrange to find(
s
2
+ 3
s
+ 2)
L
(
y
) =
s
+ 3
,
that is,
L
(
y
) =
s
+ 3
s
2
+ 3
s
+ 2
.
The Laplace transform turned an ODE into an algebraic problem. The only catchis that we need to find a function whose Laplace transform is (
s
+3)
/
(
s
2
+3
s
+2).Table 1 does not seem to help since this is not in the table. We have to modify theexpression to use Table 1. He have using partial fractions
s
+ 3
s
2
+ 3
s
+ 2=
s
+ 3(
s
+ 1)(
s
+ 2)=
As
+ 1+
Bs
+ 2
.

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