MAE 140: Homework Set #2: Solutions

6.1.15
Find: Laplace transform of f ( t ) = t e a t (1) using integration by parts
* make sure to state for which values of s the result is valid
∞
Given: F ( s ) = ∫ f ( t ) e− s t dt (2)
0
Know:

Plugging (1) into (2) gives:

∞
F ( s ) = ∫ t e a t e − s t dt (3)
0

(3) can be rearranged to give:

∞
F ( s ) = ∫ t e ( ) dt
− s−a t
(4)
0

The integral appearing in (4) is recognized as being:

∞ −( s −a ) t β
∫0 t e dt = lim β → ∞ ∫ t e − ( s − a ) t dt (5)
0

Using integration by parts on the integral in the right-hand side of (5) gives:

β
β − ( s − a )t t e − ( s − a )t β − 1 − ( s − a )t
∫0 t e dt = −
s−a
−∫
0 s−a
e dt
0
β
t e − ( s − a )t 1 β − ( s − a )t
=−
s−a
+ ∫
s−a 0
e dt
0
β β
t e − ( s − a )t e − ( s − a )t
=− −
s−a 0
(s − a ) 2 0

β e − ( s − a )β e − ( s − a )β 1
=− − +
(s − a ) (s − a ) (s − a ) 22

β (s − a ) e − ( s − a ) β e − ( s − a ) β 1
=− − +
(s − a ) 2
(s − a ) (s − a ) 2
2

1 − e − ( s − a ) β − β (s − a ) e − ( s − a ) β
= (6)
(s − a ) 2
Considering (5) and taking the limit of (6) as β → ∞ , (4) becomes:

1 − e − ( s − a ) β − β (s − a ) e − ( s − a ) β 
F (s ) = lim β → ∞   (7)
 (s − a ) 2 

It is noted that (7) is undefined when s = a because the denominator appearing in the
limit would then be zero. Also the limit will diverge exponentially if s < a . Therefore
taking limit for all s such that s > a gives:

1
F (s ) =
(s − a ) 2
This Laplace transform will be valid for all s such that s > a .
6.2.12
Solve: y′′ + 3 y′ + 2 y = 0 (1) using the Laplace transform method
Given: y ( 0 ) = 1 (2)
y′ ( 0 ) = 0 (3)
1
f (t ) = e a t Laplace .→ F (s ) =
  trans
 for s > a (4) from Table 6.2.1
s−a
Know:

The Laplace transform acting on a n -th order derivative gives (see Corollary 6.2.2 in
text):

d n f Laplace trans. d f d n −1 f
→ s n F ( s ) − s n −1 f ( 0 ) − s n − 2 − ... −
dt n
dt t =0 d t n −1 t =0

Thus taking the Laplace transform of (1) results in:

s 2 Y ( s ) − s y ( 0 ) − y′ ( 0 ) + 3  sY ( s ) − y ( 0 )  + 2 Y ( s )  = 0 (5)

One can rearrange (5) to get:

(s 2
)
+ 3 s + 2 Y ( s ) − ( s + 3) y ( 0 ) − y ′ ( 0 ) = 0 (6)

Inserting (2) and (3) into (6) gives:

(s 2
)
+ 3 s + 2 Y ( s ) − ( s + 3) = 0 (7)

Solving for Y ( s ) gives:

s+3
Y (s) = (8)
s + 3s + 2
2

The denominator of (8) can be rewritten as:

s+3
Y (s ) = (9)
(s + 2 )(s + 1)

Partial fractions may now be used to express Y ( s ) in a way in which the inverse Laplace
transform can easily be found. This is done by writing Y ( s ) as:
 A B
Y (s ) = +
(s + 2) (s + 1)
A (s + 1) B (s + 2 )
= +
(s + 2)(s + 1) (s + 1)(s + 2)
A (s + 1) + B (s + 2 )
= (10)
(s + 2)(s + 1)
The coefficients, A and B , are determined by setting the numerators in (9) and (10)
equal to each other.

s + 3 = A( s + 1) + B (s + 2) (11)

Since (11) is valid for all s , A and B can be easily determined by plugging in the values
of s = −2 and s = −1 respectively.

s = −2 : − 2 + 3 = A (− 2 + 1) + B (− 2 + 2 )
1 = A (− 1) + B(0 )
⇒ A = −1
s = −1 : − 1 + 3 = A (− 1 + 1) + B(− 1 + 2 )
2 = A (0 ) + B (1)
⇒ B=2

Therefore, Y ( s ) may be expressed as:

−1 2
Y (s ) = + (12)
s + 2 s +1

The solution to the initial value problem can now be found by taking the inverse Laplace
transform of (12). Using the linearity of the inverse Laplace transform and (4), the
solution is found to be:

y (t ) = −e (− 2 )t + 2 e (−1)t or y (t ) = −e − 2 t + 2 e − t

One can check the above solution using the methods discussed in Chapter 3.1 for a
homogeneous second-order ODE with constant coefficients (i.e. assuming the solution is
of exponential form, solving the characteristic equation for the roots that will appear in
the exponent, then using the initial conditions to solve for the coefficients appearing in
front of the exponentials).
6.3.31
Find: Laplace transform of f ( t )
* make sure to state for which values of s the result is valid
 1 0 ≤ t <1
 0 1≤ t < 2

Given: f ( t ) =  (1)
 1 2 ≤ t < 3
 0 t ≥ 3
∞
F ( s ) = ∫ f ( t ) e− s t dt (2)
0
1
f (t ) = u c (t ) Laplace .→ F (s ) = e − c s for s > 0 (3) from Table 6.2.1
  trans

s
Know:

The function f (t ) given by (1) may be rewritten in terms of Heaviside step functions as:

f (t ) = u 0 (t ) − u 1 (t ) + u 2 (t ) − u 3 (t ) (4)

Since the Laplace transform is a linear operator, the Laplace transform of (4) is found
using (3) to be:

1 1 1 1
F (s ) = e − (0 ) s − e − (1) s + e − (2 ) s − e − (3) s (5)
s s s s

(5) may be written more concisely as:

F (s ) =
1
s
(
1 − e − s + e − 2 s − e −3s )
And from (3) it is known that this transform is valid for all s such that s > 0 .
Alternatively, one could plug the form of (1) into the definition of the Laplace transform,
(2), giving:

∞
F (s ) = ∫ (1) e − s t dt + ∫ (0 ) e − s t dt + ∫ (1) e − s t dt + ∫ (0) e − s t dt
1 2 3
0 1 2 3
1 3
= ∫ e − s t dt + ∫ e − s t dt
0 2
1 3
1 1
= − e −st − e −s t
s 0 s 2

F (s ) =
1
s
(
1 − e − s + e − 2 s − e −3 s )
The Laplace transform will be valid for all s such that s > 0 .
7.1.1
Express: u ′′ + 0.5 u ′ + 2 u = 0 (1) as a system of two 1st-order ODE’s
Given: Above
Know:

If x 1 and x 2 are defined such that:

x1 ≡ u (2)
x 2 ≡ u′ (3)

Then it is seen that

x ′1 = x 2 (4)
u ′′ = x ′2 (5)

Therefore, (1) can be rewritten as:

x ′2 + 0.5 x 2 + 2 x 1 = 0 (6)

Thus (6) along with (4) form a system of two 1st-order ODE’s obtained from (1).

x ′1 = x 2
x ′2 = − 0.5 x 2 − 2 x 1

Or in matrix notation:

 0 1   x1 
x ′ =   x where x ≡  
 − 2 − 0 .5  x2 
7.5.16
Solve: the given initial value problem below and describe the behavior as t → ∞
− 2 1
Given: x ′ =   x (1)
 − 5 4
1
x(0 ) =   (2)
 3
Know:

Seek out a solution of the form:

x = ξ e rt (3)

One can define the matrix A to be:

− 2 1
A ≡  
 − 5 4

So that (1) may be expressed as:

x′ = A x (4)

Plugging our solution form, (3), into (4) gives:

r ξ e rt = Aξ e rt (5)

(5) implies that:

(A − r I ) ξ = 0 (6)

The above equation is recognized as being an eigenvalue problem. To find the

eigenvalues the determinant of (A − r I ) is computed and set equal to zero:

0 = det (A − r I )
−2−r 1
=
−5 4−r
= (− 2 − r )(4 − r ) − (− 5)(1)
= r 2 − 2r − 3 (7)
Using the quadratic formula the appropriate roots of (7) are found to be r1 = 3 and
r 2 = −1 . The eigenvectors can be found by plugging in these eigenvalues into (6) one at
a time.
− 2 − 3 1   ξ 1   − 5 1  ξ 1   0 
r1 = 3 :    =    = 
 −5 4 − 3   ξ 2   − 5 1  ξ 2   0 
⇒ − 5ξ 1 + ξ 2 = 0
1
⇒ ξ (1) =  
 5

 − 2 + 1 1   ξ 1   −1 1  ξ 1   0

r 2 = −1 :    =     =  
 − 5 4 + 1 ξ
  2 − 5 5  ξ 2   0 
⇒ −ξ1 +ξ 2 = 0
 1
⇒ ξ ( 2 ) =  
 1

Thus the general solution to (1) is given by:

r1 t r2 t
x = c 1 ξ (1) e + c 2 ξ (2) e
1  1
= c 1   e 3 t + c 2   e − t (8)
 5  1

The coefficients, c 1 and c 2 , are determined using the initial condition (2).

1 1  1
x(0 ) =   = c 1   + c 2  
 3 5  1
1 1
⇒ c1 = , c 2 =
2 2

Therefore, the solution to (1) with the initial condition given by (2) is found to be:

1  1  3 t 1  1 − t
x=   e +   e
2  5  2  1

The solution for x will become unbounded as t → ∞ .

9.1.3

(a) / (b) / (c)

Find: the eigenvalues and eigenvectors for the system below
Classify: the type of critical point (0, 0) and determine its stability
Sketch: several trajectories in the phase plane and some typical graphs of x 1 vs. t
2 −1
Given: x ′ =   x (1)
 3 − 2 
Know:

The eigenvalues are found by setting the determinant of (A − r I ) equal to zero, where:

2 −1
A ≡  
 3 − 2

Thus:

0 = det (A − r I )
2−r −1
=
3 −2−r
= (2 − r )(− 2 − r ) − (3)(− 1)
= r 2 −1 (2)

Using the quadratic formula the appropriate roots of (2) are found to be r1 = 1 and
r 2 = −1 . The eigenvectors can be found by plugging in these eigenvalues into
(A − r I ) ξ = 0 one at a time.

2 −1 − 1   ξ 1  1 − 1  ξ 1   0 
r1 = 1 :     =     =  
 3 − 2 − 1 ξ
 2   3 − 3  ξ 2   0 
⇒ ξ1 −ξ 2 = 0
 1
⇒ ξ (1) =  
 1

2 +1 − 1   ξ 1   3 − 1  ξ 1   0 
r 2 = −1 :    =    = 
 3 − 2 + 1  ξ 2   3 − 1  ξ 2   0 
⇒ 3ξ 1 − ξ 2 = 0
 1
⇒ ξ ( 2 ) =  
 3

Therefore the eigenvalues and corresponding eigenvectors are:

1 1
r1 = 1, ξ (1) =   and r 2 = −1, ξ ( 2 ) =  
1  3

The eigenvalues found above are such that r 2 < 0 < r1 , therefore the critical point of
(0, 0) corresponds to a saddle point which is unstable.
In the phase plane this will look like:
Some typical graphs of the solution for x 1 (t ) = c 1e t + c 2 e − t are shown below.