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Laplace TransformRatings: (0)|Views: 1|Likes: 0

Published by Redin Q. Aims

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https://www.scribd.com/doc/97178779/Laplace-Transform

06/15/2012

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Chapter 7

Laplace Transform

The Laplace transform can be used to solve diﬀerential equations. Be-sides being a diﬀerent and eﬃcient alternative to variation of parame-ters and undetermined coeﬃcients, the

Laplace method

is particularlyadvantageous for input terms that are piecewise-deﬁned, periodic or im-pulsive.The

direct Laplace transform

or the

Laplace integral

of a function

f

(

t

) deﬁned for 0

≤

t <

∞

is the ordinary calculus integration problem

∞

0

f

(

t

)

e

−

st

dt,

succinctly denoted

L

(

f

(

t

)) in science and engineering literature. The

L

–notation recognizes that integration always proceeds over

t

= 0 to

t

=

∞

and that the integral involves an

integrator

e

−

st

dt

instead of theusual

dt

. These minor diﬀerences distinguish

Laplace integrals

fromthe ordinary integrals found on the inside covers of calculus texts.

7.1 Introduction to the Laplace Method

The foundation of Laplace theory is

Lerch’s cancellation law

∞

0

y

(

t

)

e

−

st

dt

=

∞

0

f

(

t

)

e

−

st

dt

implies

y

(

t

) =

f

(

t

)

,

or

L

(

y

(

t

) =

L

(

f

(

t

)) implies

y

(

t

) =

f

(

t

)

.

(1)In diﬀerential equation applications,

y

(

t

) is the sought-after unknownwhile

f

(

t

) is an explicit expression taken from integral tables.Below, we illustrate Laplace’s method by solving the initial value prob-lem

y

=

−

1

, y

(0) = 0

.

The method obtains a relation

L

(

y

(

t

)) =

L

(

−

t

), whence Lerch’s cancel-lation law implies the solution is

y

(

t

) =

−

t

.The

Laplace method

is advertised as a

table lookup method

, in whichthe solution

y

(

t

) to a diﬀerential equation is found by looking up theanswer in a special integral table.

7.1 Introduction to the Laplace Method 247

Laplace Integral.

The integral

∞

0

g

(

t

)

e

−

st

dt

is called the

Laplaceintegral

of the function

g

(

t

). It is deﬁned by lim

N

→∞

N

0

g

(

t

)

e

−

st

dt

anddepends on variable

s

. The ideas will be illustrated for

g

(

t

) = 1,

g

(

t

) =

t

and

g

(

t

) =

t

2

, producing the integral formulas in Table 1.

∞

0

(1)

e

−

st

dt

=

−

(1

/s

)

e

−

st

t

=

∞

t

=0

Laplace integral of

g

(

t

) = 1

.

= 1

/s

Assumed

s >

0

.

∞

0

(

t

)

e

−

st

dt

=

∞

0

−

dds

(

e

−

st

)

dt

Laplace integral of

g

(

t

) =

t

.

=

−

dds

∞

0

(1)

e

−

st

dt

Use

dds

F

(

t,s

)

dt

=

dds

F

(

t,s

)

dt

.

=

−

dds

(1

/s

)

Use

L

(1) = 1

/s

.

= 1

/s

2

Diﬀerentiate.

∞

0

(

t

2

)

e

−

st

dt

=

∞

0

−

dds

(

te

−

st

)

dt

Laplace integral of

g

(

t

) =

t

2

.

=

−

dds

∞

0

(

t

)

e

−

st

dt

=

−

dds

(1

/s

2

)

Use

L

(

t

) = 1

/s

2

.

= 2

/s

3

Table 1. The Laplace integral

∞

0

g

(

t

)

e

−

st

dt

for

g

(

t

) = 1

,

t

and

t

2

.

∞

0

(1)

e

−

st

dt

=1

s

∞

0

(

t

)

e

−

st

dt

=1

s

2

∞

0

(

t

2

)

e

−

st

dt

=2

s

3

In summary,

L

(

t

n

) =

n

!

s

1+

n

An Illustration.

The ideas of the

Laplace method

will be illus-trated for the solution

y

(

t

) =

−

t

of the problem

y

=

−

1,

y

(0) = 0. Themethod, entirely diﬀerent from variation of parameters or undeterminedcoeﬃcients, uses basic calculus and college algebra; see Table 2.

Table 2. Laplace method details for the illustration

y

=

−

1

,

y

(0) = 0

.

y

(

t

)

e

−

st

=

−

e

−

st

Multiply

y

=

−

1

by

e

−

st

.

∞

0

y

(

t

)

e

−

st

dt

=

∞

0

−

e

−

st

dt

Integrate

t

= 0

to

t

=

∞

.

∞

0

y

(

t

)

e

−

st

dt

=

−

1

/s

Use Table 1.

s

∞

0

y

(

t

)

e

−

st

dt

−

y

(0) =

−

1

/s

Integrate by parts on the left.

∞

0

y

(

t

)

e

−

st

dt

=

−

1

/s

2

Use

y

(0) = 0

and divide.

∞

0

y

(

t

)

e

−

st

dt

=

∞

0

(

−

t

)

e

−

st

dt

Use Table 1.

y

(

t

) =

−

t

Apply Lerch’s cancellation law.

248 Laplace Transform

In Lerch’s law, the formal rule of erasing the integral signs is valid

pro-vided

the integrals are equal for large

s

and certain conditions hold on

y

and

f

– see Theorem 2. The illustration in Table 2 shows that Laplacetheory requires an in-depth study of a

special integral table

, a tablewhich is a true extension of the usual table found on the inside coversof calculus books. Some entries for the special integral table appear inTable 1 and also in section 7.2, Table 4.The

L

-notation for the direct Laplace transform produces briefer details,as witnessed by the translation of Table 2 into Table 3 below. The readeris advised to move from Laplace integral notation to the

L

–notation assoon as possible, in order to clarify the ideas of the transform method.

Table 3. Laplace method

L

-notation details for

y

=

−

1

,

y

(0) = 0

translated from Table 2.

L

(

y

(

t

)) =

L

(

−

1)

Apply

L

across

y

=

−

1

, or multiply

y

=

−

1

by

e

−

st

, integrate

t

= 0

to

t

=

∞

.

L

(

y

(

t

)) =

−

1

/s

Use Table 1.

s

L

(

y

(

t

))

−

y

(0) =

−

1

/s

Integrate by parts on the left.

L

(

y

(

t

)) =

−

1

/s

2

Use

y

(0) = 0

and divide.

L

(

y

(

t

)) =

L

(

−

t

)

Apply Table 1.

y

(

t

) =

−

t

Invoke Lerch’s cancellation law.

Some Transform Rules.

The formal properties of calculus integralsplus the integration by parts formula used in Tables 2 and 3 leads to these

rules

for the Laplace transform:

L

(

f

(

t

) +

g

(

t

)) =

L

(

f

(

t

)) +

L

(

g

(

t

))

The integral of a sum is thesum of the integrals.

L

(

cf

(

t

)) =

c

L

(

f

(

t

))

Constants

c

pass through theintegral sign.

L

(

y

(

t

)) =

s

L

(

y

(

t

))

−

y

(0)

The

t

-derivative rule, or inte-gration by parts. See Theo-rem 3.

L

(

y

(

t

)) =

L

(

f

(

t

))

implies

y

(

t

) =

f

(

t

)

Lerch’s cancellation law. SeeTheorem 2.

1 Example (Laplace method)

Solve by Laplace’s method the initial valueproblem

y

= 5

−

2

t

,

y

(0) = 1

.

Solution

:

Laplace’s method is outlined in Tables 2 and 3. The

L

-notation of Table 3 will be used to ﬁnd the solution

y

(

t

) = 1 + 5

t

−

t

2

.

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