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Laplace Notes 1
Laplace Notes 1
6.1 Here, we reviewed the basic logic and strategy of solving differential equations using
Laplace transforms. The idea is to transform the equation into something solvable. The
Laplace transform of a function is given by the improper integral:
{f(t)} =
0
( )
st
e f t dt
1 _ _
1
, , ]
0 (L'hpital) 0
In practice, we don't often calculate these by hand, though I did a few elementary ones in
class. We more frequently consult the table of standard Laplace transforms on p. 319.
-> Of particular importance here is the fact (which I proved in class) that the Laplace
transform is a linear operator. Put simply, that means that when we want to 'Laplace'
one side of an equation, we can 'go term-by-term and pull out the constants'. For
example,
{ 2 8 } {0} L y y y L
would be:
{ } 2 { } 8 { } {0} L y L y L y L
.
6.2 We began here by looking at another technical detail concerning the Laplace
transform, which we already know is a linear operator. Theorem 6.2.2 (p. 315) gives a
formula for transforming derivatives. So, as a result, we would have the following useful
formulas:
2
{ ( )} { ( )} (0),
{ ( )} { ( )} (0) (0).
L f t sL f t f
L f t s L f t sf f
So now, I will state a general strategy for solving DE's using Laplace transforms:
(1) We take the Laplace transform of both sides of the DE, relying on the fact that it is a
linear operator, and using the formulas above. We also, customarily, replace L{f(t)} with
Y(s). Then we solve the equation for Y(s), which is usually algebra-intensive.
(2) We 'invert the transform'. This is something of an art - we have to manipulate the
solution for Y(s) into a recognizable transform off of the list of known ones. In this way,
we 'recover' the original solution of the DE, y(t).
Let's start by doing some pure inversion problems:
3
4
(2) ( )
( 1)
Y s
s
Take a look down the list - there are no standard transforms with
a cube on the denominator (though there's a bunch of squares). You will note however,
that #11 on the list allows for an arbitrary power n + 1 on (s - a). If we picked n = 2, and
a = 1, then we would seem to be in business. But there's one snag: the top would have to
be n! = 2! = 2 (instead of 4). That's ok, we just rewrite:
{ }
2 (1)
3
2
( ) 2* 2 ,
( 1)
t
Y s L t e
s
We once again peruse the list: there is nothing directly
corresponding to Y(s). From the problem we worked in class, though, and from the
obviously factorable denominator, we suspect that the use of partial fractions might help:
3
( 3)( 2) ( 3)( 2),
( 3)( 2) 3 2
3 ( 2) ( 3),
3: 2:
9 5 , 6 5 ,
9 6
, ,
5 5
9 1 6 1
( ) .
5 3 5 2
s A B
s s s s
s s s s
s A s B s
s s
A B
A B
Y s
s s
_
_
+ + +
+ +
,
,
+ +
+
+
Now, we can see that these terms correspond to e
at
on the list. Our inverse transform
would be:
3 2
5 5
( )
9 6
t t
y t e e
+ +
The first term looks ready to go - it would be the transform of 2 cosh(2t). But the second
one is a little problematic - we want to use sinh(at) but that means we have to have a = 2
on the top - so just tweak it by rewriting the numerator.
2 2 2 2 2
2 3 3 3 2
( ) 2 2 ,
4 4 4 4 2 4
s s s
Y s
s s s s s
and we're ready to rip - the inverse
transform is:
y(t) = 2cosh(2t) -1.5sinh(2t).
(8)
2
2
8 4 12
( )
( 4)
s s
Y s
s s
+
+
. I'm going to use partial fractions on this one as well - but we do
need to keep in mind that the Quadratic factor in the denominator requires a linear
numerator, i.e.
2
2 2
2 2
8 4 12
( ) ,
( 4) 4
8 4 12 ( 4) ( ) ,
0:12 4 ,
3.
s s A Bs C
Y s
s s s s
s s A s Bs C s
s A
A
+ +
+
+ +
+ + + +
To find B and C, pick a couple of values for s to get a system of equations in B and C:
1:16 (3)(5) ( )(1), 1
2: 36 (3)(8) (2 )(2), 4 2 12
2( 1)
4 2 12
2 10, 5, 4.
s B C B C
s B C B C
B C
B C
B B C
+ + +
+ + +
+
+
So, we have:
2
2 2 2 2
8 4 12 3 5 4 1 2
( ) 3 5 2 .
( 4) 4 4 4
s s s s
Y s
s s s s s s s
+
+ +
+ + + +
The inverse transform would be:
y(t) = 3(1) + 5cos(2t) - 2sin(2t).
(10)
2
2 3
( )
2 10
s
Y s
s s
+ +
. The bottom doesn't factor - it has complex zeros. So we go
down the list: nothing with three terms in the denominator. #'s 9 and 10 look like our best
bet - we're going to have to complete the square, though, and do some manipulation:
2 2 2 2
2 3 2 3 2 3
( )
2 10 ( 2 1) 9 ( 1) 3
s s s
Y s
s s s s s
+ + + + + + +
. I'm going to factor 2 from the top,
and then try to get it in the form of the transform for e
at
cos(bt).
2 2 2 2 2 2 2 2
2 2 2 2
3
5
(( 1) )
( 1) 5 2
2
( ) 2 2 2
( 1) 3 ( 1) 3 ( 1) 3 ( 1) 3
( 1) 5 3
2 .
( 1) 3 3 ( 1) 3
s
s
s
Y s
s s s s
s
s s
_
+
+
,
+ + + + + + + +
+
+ + + +
Yikes! But we're done - the inverse transform would be:
5
( ) 2 cos(3 ) sin(3 ).
3
t t
y t e t e t
Now, we'll try a full problem.
(16)
'' 2 ' 5 0; (0) 2, (0) 1. y y y y y + +
We begin by transforming both sides, then
solving for Y(s):
2
2
2
{ ''} 2 { '} 5 { } {0}, ( ) { }
( ) (0) (0) 2( ( ) (0)) 5 ( ) 0,
( 2 5) ( ) 2 1 2( 1) 0,
2 1
( ) .
2 5
L y L y L y L let Y s L y
s Y s sy y sY s y Y s
s s Y s s
s
Y s
s s
+ +
+ +
+ + +
+
+ +
Now, we need to invert the transform Y. This is a case similar to #10 - the denominator
has complex zeros, and won't factor cleanly, so we complete the square on bottom:
2 2 2 2 2 2 2 2 2
2 2 2 2
1
1
(( 1) )
2 1 ( 1) 1 2
2
( ) 2 2 2
( 2 1) 4 ( 1) 2 ( 1) 2 ( 1) 2 ( 1) 2
( 1) 1 2
2
( 1) 2 2 ( 1) 2
s
s
s s
Y s
s s s s s s
s
s s
_
+
+
+ +
,
+ + + + + + + + + + +
+
+ + + +
The inverse transform, and solution, is:
1
( ) 2 cos(2 ) sin(2 )
2
t t
y t e t e t
6.3 Wherein we consider the infamous step function:
0,
( )
1,
c
t c
u t
t c
<
'
These, as we will see, are valuable in solving differential equations with discontinuities,
or what we call 'impulsive forcing'.
->From a problem-solving standpoint, we have two theorems in this section, numbered
6.3.1, and 6.3.2, which allow us to transform and invert functions involving step
functions. Let's take a looks at the gist of them:
Th 6.3.1 If F(s) = L{f(t)},
1 1
{ ( ) ( )} ( ),
( ) ( ) { ( )}, ( ) { ( )}
cs
c
cs
c
L u t f t c e F s
and
u t f t c L e F s if f t L F s
Th 6.3.2 Under approximately the same conditions:
1
{ ( )} ( ),
( ) { ( )}
ct
ct
L e f t F s c
e f t L F s c
Ex: Invert the transform
3
2
1
( )
t
e
Y s
s
So we want to invert:
3 3 3
1 1 1 1
2 2 2 2 2
1 1 1
t t t
e e e
L L L L
s s s s s
' ; ' ; ' ; ' ;
The first term corresponds to the transform of t on the list. Taking a close look at the
second term, I think we can use theorem 6.3.1, with c = 3, F(s) =
2
1
s
, and f(t) = t. The
answer is
( ) ( )
c
u t f t c
3
( )( 3) u t t
.
-> Note that the presence of e
-cs
is the 'tipoff' that we want to invert to a step function.
Then, we got to get it all straight - who's c, F(s), and f(t). Then invoke the theorem.
Let's also try transforming some step functions:
(10)
1 3 4
( ) 2 ( ) 6 ( ) u t u t u t +
is pretty easy, since { ( )}
cs
c
e
L u t
s
:
Y(s) =
3 4
2 6
s s s
e e e
s s s
+
(12)
1
( ) ( )( 1) f t t u t t
In the second term, the 'c's match', c = 1. We also see that (t - 1) is a 'translate' of the
function t, whose Laplace transform we know. We use #13 on the list :
L{f(t)} =
2 2
1
s
e
s s
'
+
+
. I'm going to wing it a little: factor out the exponential, use partial
fractions, and try to figure out what's going on.
2
2
2 2
2
2 2
1
( ) ,
2 2
1
,
2 2 1
1 ( 1) ( 2),
2, 1,
1 1
3 1, 3 1,
3 3
1 1
( )
3 2 3 1
s
s
s s
e
F s e
s s s s
A B
s s s s
A s B s
s s
A A B B
e e
F s
s s
_
+ +
,
+
+ +
+ +
+
+
At this point, you have to be a little careful, I recognize that
1
2 s +
and
1
1 s
are the
translates of e
-2t
and e
t
, respectively, but I have to remember that when I invert back to a
step function (again, the tipoff that I'm going to do that is the presence of the e
-cs
, where
c = 2 here), that I have to 'translate' by c:
y(t) =
2( 2) ( 2)
2 2
1 1
( ) ( )
3 3
t t
u t e u t e
+