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8

b 0 b 0

8.1

1.

The Laplace Transform and Its Inverse Transforms from the Definition

1 L {5} = 5e st dt = lim 5 e st 0 b s 1 L {t} = te st dt = lim te st 0 b s

5 5 ( 0 1) = = s s

2. 3. 4. 5. 6.

1 1 st + 0 e dt = 2 (integration by parts) s s

b

L e 2t = e 2t e st dt = e

0 0

{ }

( s 2 )t

dt = lim

dt = lim

1 ( s 2)t e s2

b 0

=

=

1 s2

1 s +1

b 0

L e t = e t e st dt = e

0 0

{ }

( s +1) t

1 ( s +1)t e b s + 1

b 0

2

L {cos3t} = e st cos3tdt =

0

b

7.

L t

{ }=

2

st 2 4 0

8. 9. 10.

L { f ( t )} = e st dt =

L { f ( t )} =

2

1 st e s

4 0

1 4 s 1 e 1 = 1 e 4 s s s

)

2

( t 1) e st dt + 2 e st dt = 0 te st dt + 2 e st dt 0 e st dt = 0

1 0

1 1 1 e 2 s 2 s s

L { f ( t )} =

(1 t ) e

2

st

dt =

1 2 2 1 e s + 2 e s s s3 s

767

768

CHAPTER 8

Laplace Transforms

11. 12.

L a + bt + ct 2 = aL {1} + bL {t} + cL t 2 =

{ }

a b 2c + + s s 2 s3

L 1 + e t = L {1} + L e t =

{

{

{

{ }

1 1 2s + 1 + = s s + 1 s ( s + 1) 1 1 2s + = s 2 s + 2 s2 4

13. 14.

L e 2t + e 2t = L e 2t + L e2t =

} { } { }

}

3 1 2 + 2+ 2 s s ( s + 1) + 4

15.

L e t t + 3t 2

{ (

{ {

{

)} = L {te } + 3L {t e } =

t 2 t

( s + 1)

( s + 1)

16.

L t 3e 3t + 4e t cos3t = L t 3e 3t + 4L e t cos3t = L 2e at e at = 2L e at L e at =

} {

( s + 3)

4 ( s + 1)

( s + 1)

+9

17. 18.

{ } { }

2 1 s + 3a = s a s + a s2 a2 1

L te 3t + 2sin t = L te 3t + 2L {sin t} =

} { }

( s + 3)

2 s +1

2

19.

st st L {c1 f + c2 g} = e st c1 f ( t ) + c2 g ( t ) dt = c1 e f ( t ) dt + c2 e g ( t ) dt 0 0 0

Clearly, no product rule exists, as there is no product rule for integrals. For example,

L t2 =

{ }

2 s3

but L {t} =

1 1 , so L {t} L {t} = 4 L t 2 . 2 s s

{ }

SECTION 8.1

769

21.

(a)

L e(

a + ik ) t

}=

( s a ik )t

dt =

1 s a + ik . = s a ik ( s a )2 + k 2

Breaking this into real and complex parts yields the desired result. (b)

L e(

a + ik ) t

} = L {e

at

Matching real and complex parts of the solution yields the Laplace transform formulas for e at cos kt and e at sin kt .

22. Laplace Transform of Hyperbolic Functions

ebt e bt 1 1 1 1 b bt bt = = 2 L {sinh bt} = L = L e L e 2 2 2 ( s b ) 2 ( s + b ) s b2 2

{ }

{ }

{ }

{ }

23.

(a)

(b)

bt bt 1 e + e 1 2 bt 1 2 bt 1 2 bt 2 bt L t 2 cosh bt = L t 2 = L t e + t e = L t e + L t e 2 2 2 2 2 1 1 = + 3 3 ( s b) ( s + b)

24.

Power Rule

(a)

Given

L t n = e st t n dt ,

0 n

{ }

L t n = lim

b

{ }

t n e st s

b 0

n st n 1 e t dt . s 0

On the right side, the left-hand term becomes 0 in the limit (for s > 0 ); n the integral terms become L t n 1 . The result follows immediately. s

{ }

770

CHAPTER 8

Laplace Transforms

(b)

n ! st e dt . sn 0 Integrating gives the final answer as L tn =

{ }

L tn =

{ }

n! . s n +1

25.

Multiplier Rule

L {t f ( t )} = te st f ( t )dt =

0 0

d st d d e f ( t ) dt = f ( t ) e st dt = F ( s ) ds ds 0 ds

( )

Multiplier Applications

The multiplier rule (Problem 25) says to evaluate L {t f ( t )} , we can first ignore the t and take the transform of f ( t ) , getting F ( s ) . Then to get the transform we differentiate F ( s ) and change the sign. That is, d L {tf (t )} = L { f (t )} . ds

26.

L te at =

{ }

d d 1 1 = L e at = ds ds s a ( s a )2

{ }

27.

L {t sin 3t} =

d d 3 6s L {sin 3t} = 2 = ds ds s + 9 s 2 + 9

28.

{ }

= =

1 d 1 d 1 + 2 ds s b ds s + b 1 1 1 + 2 2 2 ( s b) ( s + b)

29.

d d s L {cos at} = 3 2 ds ds s + a 2

s2 a2 3 = s2 + a2

SECTION 8.1

771

30.

} { }

31.

Exponential Shift

L e at f ( t ) = e st e at f ( t ) dt = e

0 0

( s a )t

f ( t ) dt = F ( s a )

To find L e at f ( t ) , Problem 31 says we can ignore the exponential function e at , take the transform of f ( t ) , and then replace s in F ( s ) = L { f (t )} by ( s a ). That is, L e at f (t ) = F ( s a ) .

32.

F (s) = L tn = L t n e at = F ( s a ) =

{ }

n! . s n +1

n +1

n!

(s a)

33.

2 . s +4

2

( s 1)

+4

34.

F ( s ) = L {cos3t} = L e t cos3t = F ( s + 1) =

s . s +9

2

s +1

( s + 1)

+9

772

CHAPTER 8

Laplace Transforms

35.

F ( s ) = L {cosh 3t} =

s . s 9

2

L e 2t cosh 3t = F ( s 2 ) =

s2

( s 2)

36.

F ( s ) = L {sinh t} = L e 3t sinh t = F ( s + 3) =

1 . s 1

2

( s + 3)

37.

L te 2t sin 3t . We use both the multiplier rule (Problem 25) and the e at law (Problem 31) for the Laplace transform. It makes no difference which one is used first. Here the transform is computed first:

L {sin 3t} =

3 . s2 + 9

Using the exponential law, we then find L e 2t sin 3t = Finally, from the multiplier rule,

L te 2t sin 3t =

( s 2)

+9

6 ( s 2) d 3 . = 2 ds ( s 2 ) + 9 ( s 2 )2 + 9 2

38.

L aL 1 { F ( s )} + bL 1 {G ( s )} = aL 1 L { F ( s )} + bL 1 L {G ( s )} = aF ( s ) + bG ( s ) .

Taking the inverse transform of each side yields

L 1 {aF ( s ) + bG ( s )} = aL 1 F ( s ) + bL 1G ( s ) ,

39. Out of Order

For any constant , we can pick t can be large enough so that t > , which implies that t 2 > t , which, in turn, implies that et > e t . Hence eventually et will be greater than e t .

2 2

SECTION 8.1

773

Inverse Transforms

The key for Problems 40-54 is to rewrite each function in terms of functions listed in the short Laplace transform table, on page 472 of textbook. These transforms are also included in the longer table inside the back cover of the text.

40.

1 2 1 1 L 1 3 = L 1 3 = t 2 . s 2 s 2

1 1 7 3 7 1 2 + 7 3 = 2 + 3et + t 2 . L 1 + + 3 = L 1 2 + 3 2 s s s 1 s s s 1

3 5 1 5 L 2 = L s + 3 3 s2 + 3

1

41.

42.

( )

= 5 sin 3t . 3

43. 44.

4 3 3t 3t + L 1 = 3e + 4e , by the linearity of the inverse transform. s 3 s + 3 The partial fraction decomposition 1 A B = + s ( s + 3) s s + 3 is equivalent to 1 = ( s + 3) A + sB .

A=

Equating coefficients of like terms and solving for A and B yields 1 1 1 1 1 3t Hence L 1 2 . =L = 1 e s s 3 3( 3) 3 + s + 3s

1 1 and B = . 3 3

45.

s +1 s +1 = . s + 2s + 10 ( s + 1)2 + 9

2

46.

1 1 1 = te 2t L 1 2 =L 2 s 4 s 4 + + ( s + 2)

3s + 5 1 3 ( s 3 ) + 14 L 1 2 =L 2 s 6s + 25 s 3 16 + ( )

47.

774

CHAPTER 8

Laplace Transforms

48.

2

1 2 and B = . Hence 3 3

s + 1 1 1 1 2 1 1 1 2t 2 t L 1 2 = L + L = e + e . 3 s + s 2 3 s + 2 3 s 1 3

49.

2

50.

2s + 4 L 1 2 s 1 Factoring the denominator and writing as a partial fraction gives 2s + 4 2s + 4 A B + . = = 2 s 1 ( s 1)( s + 1) s 1 s + 1 Solving for A and B yields A = 3 and B = 1 , so the inverse transform is 2s + 4 1 1 1 1 t t L 1 2 = 3L L = 3e e . s 1 s 1 s + 1 7 3 1 7 L 2 =L 2 s + 4s + 7 3 ( s + 2) +

1

51.

( 3)

= 7 e 2t sin 3t . 3

52.

SECTION 8.1

775

53.

4 L 1 2 2 s s + 4

A B Cs + D + + . s s2 s2 + 4

s s +4

2 2

Multiplying the equation by the denominator on the left-hand side yields 4 = ( A + C ) s3 + ( B + D ) s 2 + ( 4 A) s + 4 B . Comparing coefficients and solving the resulting equations for A, B, C, and D yields A = 0 , B = 1 , C = 0 , and D = 1 . Hence

4 L 1 2 2 s s + 4

1 2 1 1 2 1 1 1 1 1 =L 2 2 = t sin 2t . = L 2 L 2 2 s + 4 2 s 2 s + 4 s

54.

3 L 1 2 2 s +1 s + 4

)(

3 As + B Cs + D . + 2 s2 + 1 s +4

(s

+1 s + 4

2

)(

Multiplying the equation by the denominator on the left-hand side, we get 3 = ( A + C ) s3 + ( B + D ) s 2 + ( 4 A + C ) s + ( 4B + D ) . Comparing coefficients and solving the resulting equations for A, B, C, and D yields A = 0 , B = 1 , C = 0 , and D = 1 . Hence 3 L 1 2 2 s +1 s + 4 1 1 2 1 1 1 2 1 1 1 2 =L 2 = sin t sin 2t . = L 2 L 2 2 s + 1 2 s + 4 s + 1 2 s + 4

)(

55. 56.

Computer Exploration

Student Project

Suggested Journal Entry

Student Project

776

CHAPTER 8

Laplace Transforms

8.2

1.

First-Order Problems

1 . s

Substituting in the initial condition and solving for the Laplace transform yields L { y} = Taking the inverse transform yields y ( t ) = t + 1 .

2.

1 1 + . s2 s

y y = 0 , y ( 0 ) = 1

The Laplace transform yields the equation sL { y} y0 L { y} = 0 . Substituting in the initial condition gives L { y} = Taking the inverse transform yields y ( t ) = et . 1 . s 1

3.

y y = et , y ( 0 ) = 1

1 . s 1

Substituting the initial condition and solving for the Laplace transform gives

L { y} =

( s 1)

1 . s 1

4.

y + y = e t , y ( 0 ) = 1

1 . s +1

Substituting the initial condition and solving for the Laplace transform gives

L { y} =

( s 1)

1 . s 1

SECTION 8.2

777

5.

Transformations at Work

y 3 y + 2 y = 0 , y ( 0 ) = 1 , y ( 0 ) = 0

Taking the Laplace transform yields the equation s 2L { y} s 3 ( sL { y} 1) + 2L { y} = 0 .

Solving for the Laplace transform yields

L { y} =

s3 s 3 1 1 = = + 2 . s 3s + 2 ( s 2 )( s 1) s2 s 1

2

6.

y + 2 y = 4 , y ( 0 ) = 1 , y ( 0 ) = 4

Taking the transform yields the equation

s 2L { y} s + 4 + 2 sL { y} 2 =

Solving for the Laplace transform yields

4 . s

L { y} =

2 4 1 + + . s2 ( s + 2) s + 2 s ( s + 2)

2

2 D E 1 1 . = + = + s ( s + 2) s s + 2 s s + 2

Putting these expressions together yields the transform

L { y} = 2 2 3 + 2+ . s s s+2

Taking the inverse transform yields the solution of the initial-value problem

y ( t ) = 2 + 2t + 3e 2t .

7.

y + 9 y = 20e t , y ( 0 ) = 0 , y ( 0 ) = 1

Taking the transform yields the equation 20 . s +1

s 2L { y} s ( 0 ) 1 + 9L { y} =

778

CHAPTER 8

Laplace Transforms

L { y} =

( s + 1) ( s

20

+9

1 2 2s 1 1 . = 2 + 2 2 + 2 s + 9 s +1 s + 9 s +9 s +9

2

y ( t ) = 2e t 2cos3t + sin 3t .

8.

y + 9 y = cos3t , y ( 0 ) = 1 , y ( 0 ) = 1

Taking the transform yields the equation

s 2L { y} s (1) + 1 + 9L { y} = s . s2 + 9

L { y} =

(s

+9

s 1 . s2 + 9

1 . Thus, the inverse transform s +9

2

Notice that the first term is half of the negative derivative of of the first term is simply

1 1 y ( t ) = t sin 3t + cos3t sin 3t . 6 3

9.

y + 3 y + 2 y = 6 , y ( 0 ) = 0 , y ( 0 ) = 2

Taking the transform yields the equation s 2L { y} s ( 0 ) 2 + 3sL { y} + 2L { y} = Solving for the Laplace transform yields

L { y} = 6 2 + s ( s + 1)( s + 2 ) ( s + 1)( s + 2 ) 3 2 2 + . s + 2 s +1 s + 2 1 s+2

6 . s

y ( t ) = L1 {L { y}} = 3 4e t + e2t .

SECTION 8.2

779

10.

y + y + y = 1, y (0) = 0, y (0) = 0 Taking the Laplace transform of the equation s 2Y ( s ) + sY ( s ) + Y ( s ) = Y (s) = 1 s 3 4 = 1 s +1 (by partial fractions) 2 s s + s +1

1 1 = 2 s ( s + s + 1) 1 s s + + 2

2

11.

Y (s) =

2

780

CHAPTER 8

Laplace Transforms

12.

1 s+2 s 1 (by partial fractions) = 2 2 ( s + 1)( s + s + 1) s + 1 s + s + 1 1 s 1 = (by completing the square) 2 s+1 1 3 s + 2 + 4

13.

General Solutions

y y = t

Taking the Laplace transform of each side and calling y ( 0 ) = A and y ( 0 ) = B , we get

s 2L { y} As B L { y} = 1 . s2

L { y} =

1 s2

+ As + B

s2 1 1 1 s =A 2 +B 2 + 2 2 s 1 s 1 s s 1

=A Hence,

2

SECTION 8.2

781

14.

y + 3 y + 2 y = 0 Taking the Laplace transform of each side and calling y ( 0 ) = A and y ( 0 ) = B , we get s 2L { y} As B + 3 ( sL { y} A ) + 2L { y} = 0 . Solving for L { y} yields

L { y} = A 1 s+3 +B 2 s + 3s + 2 s + 3s + 2 1 s+3 =A +B ( s + 2 )( s + 1) ( s + 2 )( s + 1)

2

where C1 = 2 A + B and C2 = A B .

15. Raising the Stakes

L { y} =

( s 1) ( s

6

3

s2 s + 1

The denominator factors further, and we can then use partial fractions, so

( s 1) ( s + 1)

3

= =

A B C D + + + s 1 ( s 1)2 ( s 1)3 s + 1 3 1 3 1 3 3 1 . + 2 3 4 s 1 2 ( s 1) ( s 1) 4 s + 1

3 3 3 3 y ( t ) = et tet + t 2 et e t . 4 2 2 4

16.

2

L { y} =

( s 1)( s + 1) ( s

+1

s . s +1

2

782

CHAPTER 8

Laplace Transforms

17.

For k > 0 and y(0) = 1, consider the two DEs y = ky, y = k y (t )dt , k > 0

0

For the first equation it should be familiar that y (t ) = e kt but we solve the equation using Laplace transforms sY ( s ) 1 = kY ( s ) 1 Y ( s) = sk y (t ) = e kt . The second equation can also be solved using Laplace transforms

sY ( s ) 1 = k Y ( s) s s Y ( s) = 2 s k y (t ) = cosh

( )

kt =

kt

+ e 2

kt

For values of k such that 0 < k < 1, the solution to the second equation will eventually outpace the first, while if k 1, the solution to the first equation will outpace the second. To see this, compute the limit of the ratio of the two solutions.

lim

t

e kt e

kt

+e 2

kt

= lim

t

e kt e

kt

= lim 2e

t

( k k )t

When k k < 0, this limit is 0 indicating that the denominator is much larger than the numerator. When the reverse is true, the limit is infinite. At the value of k = 1, the limit is exactly 2, indicating that the solution to the first equation is essentially twice the solution to the second.

18. Laplace Transform Using Power Series

SECTION 8.2

783

1 1 F (s) = s = . 1 s 1 1 s

19. Operator Methods

y + 3 y + 2 y = 1

The differential equation can be rewritten as ( D + 1)( D + 2) y = 1 , or as the system of equations ( D + 1)v = 1 ( D + 2) y = v. (Simply substituting the second equation into the first will yield the original equation.) Solving the first equation for v using Laplace transforms:

sV ( s ) v(0) + V ( s ) =

( D + 2) y = (v(0) 1)e t + 1 v(0) 1 sY ( s ) y (0) + 2Y ( s ) = + s + 1 s ( s + 1) Note here that there was really no need to find the expression for v(t) unless you are interested in v(t).

Y (s) =

784

CHAPTER 8

Laplace Transforms

20.

y + y = t 6

( D 2 + 1) y = t 6 1 6 y (t ) = 2 t D +1 = (1 D 2 + D 4 D 6 + ...)t 6

21. 22. 23. 24. Bessel Functions with IDE

Computer Exploration

Laplace Vibration

Suggested Journal Entry

Student Project

SECTION 8.3

785

8.3

1.

The function f(t) first has the value of 0 for t < 0 , then a from 0 to 1. Hence we write this as f ( t ) = a step ( t ) . However, at t = 1 the function shifts from a to b. We, therefore, subtract a and add b, yielding f ( t ) = a step ( t ) + ( b a ) step ( t 1) . Finally, when t = 2 , the function shifts from b to c, so we subtract b and add c. Thus for all t 0 we have f ( t ) = a step ( t ) + ( b a ) step ( t 1) + ( c b ) step ( t 2 ) .

2.

( (

3.

4.

Following the procedure in Problem 1, we write the function as f ( t ) = sin t step ( t 2 ) sin t step ( t 4 ) .

5.

Geometric Series

L { f ( t )} = e s e 2 s e 3 s e s + + += 1 + e s + e s s s s s

( ) ( ) ( )

2

+ e s

+ =

1 e s s 1 e s

6.

L { f ( t )} =

7.

1 e s e 2 s e 3 s 1 + + + + = 1 + e s + e s s s s s s

( ) ( ) + (e )

2

+ =

1 1 s 1 e s

L { f ( t )} =

8.

1 e s e 2 s e 3 s 2 1 2 (1 e s ) . = 1 = s s 2s 4s 8s s 2 e s s (2 e )

f ( t ) = 1 step ( t 1) + step ( t 2 ) ,

L { f ( t )} =

1 e s e 2 s e3 s 1 1 + = s s s s s 1 + e s

786

CHAPTER 8

Laplace Transforms

9.

f ( t ) = 1 2step ( t 1) + 2step ( t 2 ) ,

L { f ( t )} =

1 2e s 2e 2 s 2e3 s 1 2e s + = 1 e s + e s s s s s s s

( )

=

1 2e s 1 . s s s 1+ e

Piecewise-Continuous Functions

L { f ( t ) step ( t c )} = e cs L { f ( t + c )} .

10.

The function can be represented by f (t ) = t step ( t ) step ( t 1) + (2 t ) step ( t 1) step ( t 2 ) . Using the Alternate form of the Delay Theorem we get

L { f ( t )} =

1 1 1 1 1 1 1 e s L {t + 1} + e s L {1 t} e 2 s L {t} = 2 2 e s e s + e s 2 e s + 2 e2 s 2 s s s s s s s 1 2 s 1 2 s 1 = 2 2 e + 2 e = 2 1 2e s + e2 s . s s s s

11.

12.

13.

t f ( t ) = b sin (1 step ( t a ) ) , a

t (t + a ) L { f ( t )} = bL sin be as L sin a a = s2 + ( a) b( a)

2

b( ) t be as L sin = 2 a 2 1 + e as . a s +( a)

14.

1 e s e 2 s s L { f ( t )} = 2 + se s s . s + ( )2 2 2

SECTION 8.3

787

15.

The two parts of the sine function can be written as f ( t ) = sin ( t ) (1 step ( t 1) ) 2sin ( t ) ( step ( t 1) step ( t 2 ) ) ,

=

s +

2 2

s +

2 2

e s +

2 2 e s + 2 e 2 s = 2 1 + 3e s + 2e 2 s . 2 2 2 s + s + s +

2

Transforming Delta

L { ( t 1) + 2 ( t 2 ) + 3 ( t 3)} = e s + 2e 2 s + 3e3 s L { ( t ) 2 ( t ) + ( t 2 )} = 1 2e s + e 2 s L { ( t ) ( t 1) + ( t 2 ) } = 1 e s + e 2 s L { ( t ) + ( t ) + ( t 2 ) + } = 1 + e s + e 2 s +

Laplace Step by Step

f ( t ) = 1 step ( t 1) The Laplace transform of 1 is transform is 1 e s , whereas the transform of step ( t 1) is . Hence, the s s

L{ f } =

21.

1 e s . s s

f ( t ) = 1 2step ( t 1) + step ( t 2 )

L{ f } =

22.

1 2e s e 2 s + . s s s

f ( t ) = ( t 1) step ( t 1) Note that this is the function f ( t ) = t shifted to the right one unit. Thus, we take the Laplace transform, of t (which is answer is 1 ) and multiply it by the shifting factor (which is e s ). Hence the final s2

L{ f } =

23.

e s . s2

f ( t ) = sin ( t ) step ( t ) This is the sine function shifted to the right . Hence, the transform is e s . s2 + 1

L{ f } =

788

CHAPTER 8

Laplace Transforms

24.

f ( t ) = et step ( t 3) The function here has not been shifted, so we must perform the shift and write the function as e3 step ( t 3) et 3 . Hence, the transform is

e 3 s e33 s . L { f } = e3 = s 1 s 1

25.

f ( t ) = step 1 e t

) ( )

Sometimes it is useful to put functions as arguments of the step function, so it switches off and on at special points depending on the function. In this case, the function in the argument 1 e t is always positive (for t > 0 ), so the function step 1 e t = 1 for t > 0 . Hence, 1 . s

L{ f } =

26.

f ( t ) = t 2 step ( t 2 ) We write the expression in the form f ( t c ) step ( t c ) . We do this by writing t 2 step ( t 2 ) = ( t 2 ) step ( t 2 ) + 4 ( t 2 ) step ( t 2 ) + 4step ( t 2 ) .

2

27. Inverse Transforms

e s L1 s

1 ; the inverse transform is 1. The factor e s means s there is a step ( t 1) multiplied in this term. Hence, the inverse transform is step ( t 1) . Once again, the graphs of these functions are all graphs of familiar functions delayed, and examples can be seen in the text. Factoring out the e s , the function is simply

e s L 1 2 s

28.

e s L 1 2 = ( t 1) step ( t 1) . s

SECTION 8.3

789

29.

1 is e3t . Hence, the inverse transform is s3

e 2 s 3( t 2 ) L 1 step ( t 2 ) . =e s 3

30.

e 4 s L 1 s + 4

31.

e s L 1 s ( s + 1) Writing the partial fraction decomposition, yields 1 1 1 = . s ( s + 1) s s + 1 Hence, this expression has the inverse transform 1 e t . The given function has the inverse transform (see figure):

1.0

Delayed Exponential

f (t)

0.5

0.0

e s ( t 1) . L 1 = step ( t 1) 1 e 1 s s + ( )

32.

e s 2e 2 s + 2e 3 s e4 s L 1 s

e s 2e 2 s + 2e 3 s e4 s L 1 = step ( t 1) 2step ( t 2 ) + 2step ( t 3) step ( t 4 ) . s

790

CHAPTER 8

Laplace Transforms

33.

Transforming Solutions

1.0

x (t ) = t ( t 1)step ( t 1)

1 e s . Taking the inverse s2 s2 transform yields the solution of the initial-value problem x ( t ) = t ( t 1) step ( t 1) .

f ( t ) = 1 step (t 1)

0.0

34.

1

x (t ) = t 2( t 1 )step ( t 1) +(t 2 )step (t 2 )

1 0

f (t ) = 1 2 step (t 1) + step (t 2 )

Taking the inverse transform yields the solution of the initial-value problem x ( t ) = t 2 ( t 1) step ( t 1) + ( t 2 ) step ( t 2 ) .

35.

x + x = step ( t 3) , x ( 0 ) = 0 , x ( 0 ) = 1 The Laplace transform of the equation is s2 X ( s ) 1 + X ( s ) = Solving for X ( s ) yields X (s) = 1 e3 s . + s2 + 1 s s2 + 1 e 3 s . s

3

x (t ) = sin (t ) step (t 3)(1 cos( t 3 ))

f (t ) = step (t 3)

0.0

12

Taking the inverse transform yields the solution of the initial-value problem

x ( t ) = sin t + step ( t 3) 1 cos ( t 3) .

SECTION 8.3

791

36.

x + x = step ( t ) step ( t 2 ) , x ( 0 ) = 0 , x ( 0 ) = 1 The Laplace transform of the equation is s2 X ( s ) 1 + X ( s ) = Solving for X ( s ) yields X (s) = 1 e s e 2 s . + s2 + 1 s s2 + 1 s s2 + 1 e s e2 s . s s

3

f ( t)

x (t )

12

s s +1

2

1 s 2 . s s +1

Taking the inverse transform yields the solution of the initial-value problem,

x ( t ) = sin t + (1 + cos ( t ) ) step ( t ) (1 cos ( t ) ) step ( t 2 ) .

37.

Periodic Formula

In Problem 10, we observed that the Laplace transform of the single triangular wave on the interval [ 0, 2] was L {single wave} = f ( t ) e st dt =

0

y 2

1 2e s + e2 s . s2

f (t )

Using equation (24) in the text, the Laplace transform of the periodic triangular wave on [ 0, ) is 1 1 2e s + e 2 s L { f ( t )} = . 1 e2 s s2

38.

0.0 0 1 2 3 4 5 6 t

Triangular wave

y 2

L {single wave} = f ( t ) e st dt

0

1 2e s + e2 s . s2

0.0

792

CHAPTER 8

Laplace Transforms

y 2

39.

First, we find the Laplace transform of the single wave-form f ( t ) = 2t 1 step ( t 1) , 0t <, which is

L {single wave} = f ( t ) e dt .

st 0

We determine the Laplace transform by applying the alternate form of the Delay Theorem instead of integrating.

0.0

Sawtooth Wave

1 1 1 2 L {single wave} = 2 2 e s L {2 ( t + 1)} = 2 2 e s 2 2 + s s s s 1 1 1 = 2 2 e s 2 + . s s s The Laplace transform of the periodic wave-form of period 1 on [ 0, ) is L { f ( t )} = 1 1 e s 2 = 1 e s L {single wave} 1 1 s 1 s2 e s2 + s .

40.

1 1 + e s . s +1

2

Hence, the Laplace transform of the full-rectified periodic wave with period on [ 0, ) is

s 1 1+ e L { f ( t )} = s 2 1 e s +1

41.

L {single wave} =

1 1 + e s . s +1

2

Hence, the Laplace transform of the half-rectified periodic wave with period 2 on [ 0, ) is

s 1 1+ e L { f ( t )} = . 2 s 2 1 e s +1

Half-wave rectification

SECTION 8.3

793

42.

L {single wave} =

e s e 2 s s + se 2 s 2 s s2 + ( 2) 1 2 s + 2 e s e 2 s 4 s 2 + 2 s 4s 2 + 2

2 1 0.0 0 1 2 3 4 5 6 7 t

).

y 2 1 0.0

43.

L {single wave} = 1 1 e s 1 e 3 s + s 2 s2 2 s2 2 s e s + e3 s . = 2s 2

y

44.

s +2

2

(1 + 3e

2

+ 2e 2 s .

)

1

(1 + 3e s + 2e2 s )

s +

2

0.0

1 e 2 s

1 + 3e s + 2e 2 s . s2 + 2

794

CHAPTER 8

Laplace Transforms

y

2 1

45.

0 0

1 1 e s . s

s

Square wave

46.

Sawblade

Input x + x = f ( t ) , x ( 0 ) = 0 where f ( t ) = t step ( t 1) step ( t 2 ) . Taking the Laplace transform of the DE yields X ( s ) =

y 1.0

f (t )

L{ f } s +1

0.5

x (t )

where L { f ( t )} =

1 e s e 2 s . s2 s s 1 1 1 = , s ( s + 1) s s + 1

0.0

2

and

we obtain X (s) = 1 1 1 1 e s e2 s 1 1 2 s 1 1 1 = 2 + e s 2 e . s +1 s s s s s +1 s s +1 s s +1 s x ( t ) = t 1 + et 1 e

47. Square Wave Input

( t 1)

) step (t 1) (1 e ( ) ) step (t 2) .

t 2

L{ f } s2 + 1

SECTION 8.3

795

2

1 s 2 s s +1

x ( t ) = 1 2step ( t 1) + 2step ( t 2 ) 2step ( t 3) + cos t + 2cos ( t 1) step ( t 1) 2cos ( t 2 ) step ( t 2 ) + 2cos ( t 3) step ( t 3) = 1 cos t 2step ( t 1) . 1 cos ( t 1) + 2step ( t 2 ) 1 cos ( t 2 ) 2step ( t 3) 1 cos ( t 3)

48. Solve on Impulse

x = ( t ) , x ( 0 ) = 0 1 Taking the Laplace transform of both sides of the DE yields sX ( s ) = 1 or X ( s ) = . s Hence, we have x ( t ) = 1 . x = ( t ) ( t 1) , x ( 0 ) = 0 Taking the Laplace transform of both sides of the DE yields sX ( s ) = 1 e s , or X ( s ) = The inverse is x ( t ) = 1 step ( t 1) . x + x = ( t 2 ) , x ( 0 ) = x ( 0 ) = 0 Taking the Laplace transform of both sides of the DE yields e 2 s . s2 + 1 1 e s . s s

49.

50.

s 2 + 1 X ( s ) = e 2 s , or

X (s) =

The inverse is x ( t ) = sin ( t 2 ) step ( t 2 ) ; its graph is the sine function starting at t = 2 .

796

CHAPTER 8

Laplace Transforms

51.

(s

+ 1 X ( s ) 1 = e s + e 2 s .

2

Response to two impulses The inverse is x ( t ) = sin t sin ( t ) step ( t ) + sin ( t 2 ) step ( t 2 ) .

52.

(s

+ 1 X ( s ) s = e 2 s .

53. 54. Laplace with Forcing Functions

s 1 + e2 s 2 . s +1 s +1

2

Response to an impulse at 2

Suggested Journal Entry

Student Project

SECTION 8.4

797

8.4

1.

The Convolution Integral and the Transfer Function Convolution Properties Verify

f ( g h) = ( f g ) h

Method 1 Computation of these properties from the integral definition of convolution requires lengthy substitutions and exchanging of the order of integration. It can be done from the definition, but we will rely on the convolution theorem in this method to show that it is true. L ( f ( g h) ) = F ( s ) L( g h) = F ( s ) [G ( s ) H ( s ) ] = [ F ( s )G ( s ) ] H ( s ) = L ( f g ) H ( s ) L ( ( f g ) h )

f ( g h) = f

( g (t w )h(w )dw )

t 0 1 1 1

t 0 = f (t w2 ) g (u1 )h( w2 u1 )( du1 ) dw2 0 w 2 t w2 = f (t w2 ) g (u1 )h( w2 u1 )du1 dw2 0 0

t 0

w2 0

t t = f (t w2 ) g (u1 )h( w2 u1 ) dw2 du1 0 u1

t t u1 f (t (u2 + u1 )) g (u1 )h(u2 )du2 du1 = 0 0

t t u2 = f (t u2 u1 ) g (u1 ) du1 h(u2 )du2 0 0

= f (t u1 ) g (u1 )du1 h

t 0

= ( f g ) h.

798

CHAPTER 8

Laplace Transforms

2.

Prove f ( g + h) = f g + f h

f ( g + h) = f (t w) [ g ( w) + h( w) ] dw

t 0

t 0

t t 0 0

= f g + f h

3.

Prove f 0 = 0

f 0 = f (t w)(0)dw = 0dw = 0

0 0 t t

4. 5. 6.

Calculating Convolutions

1 1 = (1)(1)dt = t

0

t 1 1 1 1 = 1 t = 1( w)dw = t 2 0 2

t 1 1 t = 1( w)dw = t 2 0 2

7. 8.

w2 w3 1 t t = (t w) wdw = t = t3 0 2 3 0 6

t

To find t t t t , for any k, where k represents the number of times t appears in the product, (Note that Problem 7 is the initial k = 2 case.) Then for k = 3, t t t :

t 1 1 1 tw4 w5 t t t = t t 3 = (t w) w3 dw = . 0 6 6 6 4 5 0 1 = t5. 5! t

Using this result and Problem 7, we make the following conjecture for any k:

t t t t =

1 t 2 k 1 (2k 1)!

For k 3, we confirm this conjecture as follows: Proof by induction: Assume that t t t * t = 1 t 2 k 1 for some k. (2k 1)!

SECTION 8.4

799

For the k + 1 case: t (t t t t ) = t 1 t 2 k 1 (2k 1)! t 1 = (t w) w2 k 1dw 0 (k + 1)! t 1 = tw2 k 1 w2 k dw 0 (2k 1)! tw2 k w2 k +1 1 = (2k 1)! 2k 2k + 1 0 = = t 2 k +1 t 2 k +1 1 (2k 1)! 2k 2k + 1 1 1 1 t 2 k +1 = t 2 k +1 (2k 1)! 2k (2k + 1) (2k + 1)!

t

9.

t t 1 1 1 et e t = e( t w) e w dw = et 2 w dw = et 2 w = e t + et = sinh t 0 0 2 2 0 2 t t 1 at 1 at 1 1 e at e at = e a ( t w) e aw dw = e at 2 aw dw = e at 2 aw = e + e = sinh at 0 0 2a a 2a 0 2a First-Order Convolution Equation t t

10. 11.

Is t =

t b b = (a ) dw 0 a a

= [bw]0 = bt =

t

b2 b a

b isnt a solution to a t = b. The main problem lies in the fact that 1 a 1 an is no longer a multiplicative identity if you are considering to be multiplication, nor is a inverse for the operation anymore.

800

CHAPTER 8

Laplace Transforms

12.

Convoluted Solutions

x = f ( t ) , x ( 0 ) = 0 Taking the Laplace transform of both sides of the DE yields sX ( s ) = L { f } . Solving for X ( s ) yields The inverse yields the solution 1 X ( s ) = L { f } = L {1} L { f } . s y ( t ) = 1 f ( t ) = f ( ) d .

t 0

13.

x = f ( t ) , x ( 0 ) = 1 Taking the Laplace transform of both sides of the DE yields sX ( s ) 1 = L { f } . Solving for X ( s ) yields The inverse yields the solution

X (s) =

1 1 1 + L { f } = + L {1} L { f } . s s s

y ( t ) = 1 + 1 f ( t ) = 1 + f ( ) d .

t 0

14.

x + x = f ( t ) , x ( 0 ) = 0 Taking the Laplace transform of both sides of the DE yields sX ( s ) + X ( s ) = L { f } . Solving for X ( s ) yields X (s) = The inverse yields the solution x ( t ) = et f ( t ) = e

t 0

( t )

1 L { f } = L et L { f } . s +1 f ( ) d .

{ }

15.

x + x = f ( t ) , x ( 0 ) = 1 Taking the Laplace transform of both sides of the DE yields sX ( s ) 1 + X ( s ) = L { f } . Solving for X ( s ) yields X (s) = The inverse yields the solution

x ( t ) = et + et f ( t ) = et + e

t 0 ( t )

1 1 1 + + L et L { f } . L{ f } = s +1 s +1 s +1

{ }

f ( ) d .

SECTION 8.4

801

16.

x + x = f ( t ) , x ( 0 ) = 1 , x ( 0 ) = 0 Taking the Laplace transform of both sides of the DE yields s2 X ( s ) s + X ( s ) = L { f } . Solving for X ( s ) yields The inverse yields the solution

x ( t ) = cos t + sin t f ( t ) = cos t + sin ( t ) f ( ) d .

t 0

X (s) =

s s 1 + + L {sin t} L { f } . L{ f } = 2 s2 + 1 s2 + 1 s +1

17.

(s

Solving for X ( s ) yields

+ 3s + 2 X ( s ) = L { f } .

L{ f } s + 3s + 2

2

L{ f } s +1

L{ f } s+2

= L e t L { f } L e 2t L { f } .

{ }

t

{ }

t 2 t x ( t ) = e t f ( t ) e 2t f ( t ) = e t e 2t f ( t ) = e ( ) e ( ) f ( ) d . 0

18.

1 sX ( s ) = L { f } or X ( s ) = L { f } . s

The impulse response function I ( t ) is the inverse transform of this function. Hence, I (t ) = 1. The solution in terms of the transfer function is x ( t ) = I ( t ) f ( t ) = I ( t ) f ( ) d = f ( ) d .

t t 0 0

802

CHAPTER 8

Laplace Transforms

19.

x + ax = f ( t ) , x ( 0 ) = 0 Taking the transform of the differential equation yields sX ( s ) + aX ( s ) = L { f } or X ( s ) = The transfer function is the coefficient of L { f } , or Transfer Function = 1 . s+a

1 L{ f } . s+a

The impulse response function I ( t ) is the inverse transform of this function. Hence, I ( t ) = e at . The solution in terms of the transfer function is x ( t ) = I ( t ) f ( t ) = I ( t ) f ( ) d = e

t t 0 0 a ( t )

f ( ) d .

20.

x + x = f ( t ) , x ( 0 ) = x ( 0 ) = 0 Taking the transform of both sides of the equation, yields s 2 X ( s ) + X ( s ) = L { f } or X ( s ) = The transfer function is the coefficient of L { f } , or Transfer Function = 1 . s +1

2

1 L{ f } . s +1

2

The impulse response function I ( t ) is the inverse transform of this function. Hence, I ( t ) = sin t . The solution in terms of the transfer function is x ( t ) = I ( t ) f ( t ) = I ( t ) f ( ) d = sin ( t ) f ( ) d .

t t 0 0

SECTION 8.4

803

21.

x + 4 x + 5 x = f ( t ) , x ( 0 ) = x ( 0 ) = 0 . Taking the transform of the differential equation yields s 2 X ( s ) + 4sX ( s ) + 5 X ( s ) = L { f } or X ( s ) = The transfer function is the coefficient of L { f } , or Transfer Function = 1 .

L{ f }

s + 4s + 5

2

L{ f }

( s + 2)

+1

( s + 2)

+1

1 2t I (t ) = L = e sin t . 2 2 1 s + + ( ) The solution is x ( t ) = I ( t ) f ( t ) = I ( t ) f ( ) d = e

t t 0 0 2( t )

sin ( t ) f ( ) d .

22.

(Problem 4).

23.

(Problem 6).

24.

25.

4 Find L 1 2 s ( s 2)

F ( s) =

1 4 s2 s 2

t

t 1 1 f (t ) = t 4e 2t = 4 (t w)e2 w dw = 4 (t w) e 2 w + e 2 w 0 2 4 0

(Integration by parts)

= e 2t 2t 1

804

CHAPTER 8

Laplace Transforms

26.

1 Find L 1 2 2 s ( s + 1) F ( s) = 1 1 s2 s2 + 1

t 0

f (t ) = t sin t = (t w)sin wdw = (t w)( cos w) ( cos w)(1)dw 0 = sin t + t 1 Find L 1 2 2 ( s + 1) F (s) = 1 1 2 s +1 s +1

2 t 0 t

(Integration by parts)

27.

t 0

t

28.

1 Find L 1 2 2 2 (s + k )

F (s) =

1 1 2 2 s + k s + k2

2 t 0

t 0

t

SECTION 8.4

805

29.

Find the Laplace transform for the solution to ax + bx + cx = f (t ), x(0) = x0 , x(0) = x1 in terms of h(t) where ah + bh + ch = (t ), h(0) = h(0) = 0. First note that H (s) = Now solving the differential equation,

as 2 X ( s ) ax0 s ax1 + bsX ( s ) bx0 + cX ( s ) = F ( s )

1 . as + bs + c

2

X ( s) = 1 [ F ( s ) + ax0 s + ax1 + bx0 ] as + bs + c ax s + ax1 + bx0 = H (s) F ( s) + 0 2 as + bs + c

2

30.

Nonzero Practice

X ( s ) = H ( s )e 2 s +

2

31.

X ( s) = H ( s) 4 s 1 + 2 s +1 s + 4 4 1 2 s = H (s) 2 + 2 s + 1 s + 4 2 s2 + 4 1 x(t ) = h(t ) 4cos t + cos 2t sin 2t. 2

2

806

CHAPTER 8

Laplace Transforms

32.

Fractional Calculus

I1/ 2 (1) =

= I1/ 2 (t ) =

(t 1/ 2 1) =

2 t

1(w)

0

1/ 2

dw

[2 w ]t0 =

(t 1/ 2 1) =

t 0 t

(t w)( w) 1/ 2 dw

1 1/ 2 2 3 / 2 4 3/ 2 2tw w = t = 3 0 3

I1/ 2 (at 2 + bt + c) =

(t

1/ 2

( at 2 + bt + c) =

( a(t w)

t 0

+ b(t w) + c ( w) 1/ 2 dw

t

t

33.

0

(t 1/ 2 I1/ 2 ( f ))

Applying the convolution theorem to each side yields: ( L indicates the Laplace transform.)

L [ I1/ 2 ( I1/ 2 ( f ))(t ) ] =

1 L [ I1/ 2 ( f )] s 1

= =

F (s) s

F ( s)

Since Laplace transforms have unique continuous inverses, I1/ 2 ( I1/ 2 ( f ) ) (t ) = f ( w)dw

t

0

SECTION 8.4

807

34.

(a)

d 1/ 2 d (1) = ( I1/ 2 (1) ) dt1/ 2 dt d 2 t = (see problem 32) dt 1 = t d 1/ 2 d (t ) = ( I1/ 2 (t ) ) 1/ 2 dt dt d 4 3/ 2 = t (see problem 32) dt 3 = 2 t

(b)

(c)

35.

Trendy Savings

f (t ) = 106 te t .

(a)

(b)

36.

A(t ) = e.08t 106 te t

0 20

37.

Consistency Check

Student Project.

808

CHAPTER 8

Laplace Transforms

38.

Lake Pollutant

0 t

40 0.05t 40 0.1t e e 3 3

39.

A = .01A + e0.001t , A(0) = 0

0 t

40. Volterra Integral Equation

y (t ) = 1 y ( w)dw

t 0

0

t

41.

42.

y (t ) = t 3 + sin(t w) y ( w)dw

0

SECTION 8.4

809

43.

44.

t 0

Y (s) =

s 1 + 2 Y (s) s +1 s +1 1 Y (s) = s y (t ) = 1

2

45.

y (t ) = g (t ) + k (t w) y ( w) dw

t 0

Y ( s ) = G ( s ) + K ( s )Y ( s ) G ( s) Y (s) = 1 K (s)

46.

(a)

The integrodifferential equation is I (t ) + 10 I (t ) + 25 I (t )dt = V (t ) where V(t) = 12 24 step (t 1). Using the initial conditions I(0) = I (0) = 0 and taking the Laplace Transform gives s 2 I ( s ) + 10sI ( s ) + 25I ( s ) = L{V (t )} = sL {V (t )} V (0) 12 24 = s e s 12 s s s = 24e where I(s) is the Laplace Transform of I(t). Solving for I(s) gives I (s) = 1 (24e s ), ( s + 5) 2

(b)

810

CHAPTER 8

Laplace Transforms

because I (t ) =

s s+5 5 = . 2 2 ( s + 5) ( s + 5) ( s + 5) 2

(c)

47.

LQ(t ) + 1 Q (t ) = V (t ) and Q(0) = I (0) = 0. C

1 L LQ(t ) + Q(t ) = L{V (t )} C 1 Ls 2Q ( s ) + Q( s ) = L{V (t )} C

1 C C LC H ( s) = = = 1 LCs 2 + 1 2 2 LC s + 1 Ls + C LC 1 t C sin LC LC Q ( s ) = H ( s ) L{V (t )} h(t ) = Taking the inverse Laplace Transform Q(t ) = L1 { H ( s )L{V (t )}} = h(t ) * V (t ) = C t sin * V (t ) L LC t C sin = L LC

SECTION 8.4

811

48.

LI (t ) + RI (t ) = V (t ) Applying Laplace transforms yields LsI ( s ) + RI ( s ) = L{V (t )}, 1 L{V (t )}, Ls + R 1 so that H ( s ) = is the transfer function. Ls + r I (s) = Then I (t ) = L1 { H ( s )L{V (t )}} =

t 1 R e L * V (t ) L

49.

Interesting Convolution

y + y = sin t

s 2Y ( s ) + Y = 1 s +1 1 1 Y (s) = 2 2 s +1 s +1 y (t ) = sin t sin t

2

50.

Duhamels Principle

2

51.

has solution

z (t ) = e t + e t 2

so

y (t ) = (et + e t 2) f (t )

812

CHAPTER 8

Laplace Transforms

52.

y ( w)dw = y (t ) y (t ) 1 Y ( s ) = Y ( s )Y ( s ) s 1 Y ( s ) = , or Y ( s ) = 0 s y (t ) = 1 or y (t ) = 0.

53. Suggested Journal Entry

1dw = t

0

and 1 * 1 =

(1)(1)dw = t .

Student Project.

SECTION 8.5

813

8.5

1.

= y, x = x, y

x(0) = 0 y (0) = 1

=0 x 1 0 0 sX ( s ) = 1 1

1 x 0 1 s 1 0 X( s ), so X( s ) = . 0 1 s 1

2.

= x y, x = 2 x + 4 y, y

x(0) = 1 y (0) = 1

= 1 1 x x 2 4 1 1 1 1 1 s 1 sX ( s ) = X ( s) = . X( s ), so 2 s 4 1 2 4 1

1 1 1 s 1 s 4 1 1 1 = 2 X( s ) = s 2 s 4 1 s 5s + 6 2 1 s4 1 1 s 2 5 s + 6 s 2 5s + 6 s 2 = = s 1 1 2 + s 2 5 s + 6 s 2 5s + 6 s2 2t e x(t ) = 2t e

814

CHAPTER 8

Laplace Transforms

3.

= y, x = 2 x + 3 y + 12e , y

4t

x(0) = 1 y (0) = 1

4.

= y, x = x + 2cos t , y

x(0) = 0 y (0) = 0

0 = 0 1 x x 1 0 + 2cos t 0 0 0 1 s 1 sX ( s ) = X( s ) + 2s , so 1 s X( s ) = 2 s . 1 0 s2 + 1 s2 + 1

1

SECTION 8.5

815

5.

= y + e3t , x = 2 x + 3 y , y

x(0) = 0 y (0) = 0 e 3t = 0 1 x x 2 3 + 0

1 1 0 1 s 3 , so s 1 X( s ) = s 3 . X + sX ( s ) = s ( ) 2 s 3 2 3 0 0 1 1 1 s 1 s 3 1 1 X( s ) = s 3 2 s s 3 2 s 2 3 + s s 3 2 0 0 1 1 1 + 2 s 3s + 2 s 1 s 2 = = 2 2 1 1 + 2 s 1 s 2 s 3 ( s 3s + 2)( s 3) et + e 2 t x(t ) = t 2t 3t e + 2e e

6.

= y + t, x = 3x + 4 y 2 4t , y

x(0) = 0 y (0) = 0

t = 0 1 x x 3 4 + 2 4t 1 1 s2 s2 1 0 1 s sX ( s ) = X( s ) + X( s ) = , so . 2 4 2 4 3 4 3 s 4 s s2 s s2 1 1 1 2 1 s s 4 1 s 2 1 s X( s ) = = 2 2 4 s 3 s 4 2 4 s 4 s + 3 3 2 s s2 s s 3 1 3 1 s ( s 2 4s + 3) s 2( s 1) + 2( s 3) = = 3 + 2s 2 + 4 s 1 3 3 2 2 + 2( s 1) 2( s 3) 2 ( s 4s + 3) s s 3 t 1 3t 1 2 e + 2 e x(t ) = t + 3 e t 3 e3t 2 2

816

CHAPTER 8

Laplace Transforms

7.

0 1 4 10 x = x+ , x(0) = 1 1 1 0 x(t ) = L 1 ( sI A) 1 ( F( s ) + x0 )

1 s 1 4 1 10 0 = L + 1 s 1 s 1 0 1

= L 1

1 s ( s 2 s 3)

2

s 1 4 10 1 1 s 1

1 1 10 s + 14 1 = L 1 + s 11 3s 6( s 3) 2( s 1) 2 1 14 = 3 et + . 1 3 11 1 3 3 4 x = x + , x(0) = 2 2 1 0 x(t ) = L1 ( sI A) 1 (F ( s ) + x0 )

8.

1 3 1 4 1 s 3 = L + 2 s + 2 s 1 0 1

1 = L 1 2 s ( s 1) 1 s 1 = L 1 2 s 1 s

s + 2 3 4 + s 2 s 3 1 s 2 + 6 s + 11 s + 11

3 1 17 = 6e t 11t . 2 1 12

SECTION 8.5

817

9.

2 1 e5t x = x + 5t , 3 6 e

0 x(0) = 1

x(t ) = L 1 ( sI A) 1 (F ( s) + x0 )

1 s 2 1 1 0 s5 = L1 + s 6 1 1 3 s 5 1 1 1 1 = e 3t + e 3t + . 1 2 1 2

10.

t 1 0 1 , x(0) = x = x+ 3 4 4t 2 1 x(t ) = L 1 ( sI A) 1 (F ( s ) + x0 )

1 1 s 1 1 s = L1 + 3 s 4 4 2 1 s s

2 2

= L 1

( s 4)( s 2 + 1) + ( s 2 2 s 4) 1 s 2 ( s 2 4s + 3) 3( s 2 + 1) + s( s 2 2 s 4) 1 1 3 + t .

1 1 1 = e t + e3t 2 1 2

11.

= x + y, x = 4 x + y, y

x(0) = x0 y (0) = y0

= 1 x 4 x0 1 sX ( s ) = y0 4 1 x 1 1 x0 s 1 1 ( ), so s X X( s ) = . 1 4 s 1 y0

818

CHAPTER 8

Laplace Transforms

1 s 1 1 x0 s 1 1 x0 1 X( s ) = = 2 s 1 4 s 1 y0 s 2 s 3 4 y0 1 s 1 s 2 2 s 3 s 2 2 s 3 x0 = s 1 y0 4 s 2 2s 3 s 2 2s 3 1 1 1 1 2( s + 1) + 2( s 3) 4( s + 1) + 4( s 3) x 0 = 1 1 1 1 y0 + ( s + 1) + ( s 3) 2( s + 1) 2( s 3)

1 1 e t + e 3t x0 4 4 1 t 1 3t y0 e + e 2 2

= 1 x 1 x0 1 sX ( s ) = y0 1

4 x 1 4 x0 s + 1 4 X( s ), so X( s ) = . 1 1 s + 1 y0

1 s + 1 4 x0 s + 1 4 x0 1 X( s ) = = 2 y s + 1 1 s + 1 y0 s + 2s + 5 1 0 4 s +1 4 s +1 2 2 2 2 s + 2s + 5 s + 2 s + 5 x0 ( s + 1) + 4 ( s + 1) + 4 x0 = = 1 1 s +1 s + 1 y0 y0 ( s + 1) 2 + 4 ( s + 1) 2 + 4 s 2 + 2s + 5 s 2 + 2s + 5

2e t sin 2t x 0 e t cos 2t y0

SECTION 8.5

819

13.

1 1 4 0 0 1 0 x + 2 1 x = 0 1 1 0 4 0 0 s + 4 s 1 1 0 1 X( s ) = , so X( s ) = sX ( s ) + 1 0 = s 2 1 1 0 1 0 1 2 1 0

1 s 1 s + 4 s 1 1 1 X( s ) = = 2 s 3s 4 2 s s + 4 s 2 1 0 0 1 1 1 s 2 3s 4 5( s + 1) 5( s 4) = = s2 2 3 + s 2 3s 4 5( s + 1) 5( s 4)

1 t 1 4t 5 e 5 e x(t ) = 3 e t + 2 e 4t 5 5

Higher-Order Systems

14.

x4 (0) = 1 0 = 0 x 0 1 1 0 1 0 sX ( s ) = 1 0 1 1 1 0 0 0 1 0 0 0 0 1 0 0 0 1 0 0 0 0 x 1 0 0 1 s 1 0 0 0 0 s 1 0 1 X( s ), so X( s ) = . 1 0 0 s 1 1 0 1 0 0 s 1

820

CHAPTER 8

Laplace Transforms

s3 s 1 0 0 1 0 s 1 0 1 1 1 X( s ) = = 0 0 s 1 1 s 4 1 s 2 1 0 0 s 1 s s3 + s 2 + s 1 3 2 1 s + s s + 1 = 4 s 1 s3 s2 + s + 1 3 2 s + s + s + 1

s2 s 1 s

3

s s s3 1

2

1 1 s 1 s 2 1 s3 1

1 1 s 1 1 2( s 1) + 2( s + 1) + s 2 + 1 2 + 2 s 1 s + 1 1 s 1 1 s + 2 2( s 1) 2( s + 1) + s 2 + 1 2 = s 1 s + 1 = 1 1 1 s 1 2( s 1) + 2( s + 1) s 2 + 1 s 2 1 s 2 + 1 1 1 s 1 s 2 2 2 2( s 1) 2( s + 1) s + 1 s 1 s + 1 1 t 1 t 2 e + 2 e + sin t cosh t + sin t 1 et 1 e t + cos t sinh t + cos t 2 x (t ) = 2 = 1 1 cosh t sin t t t e + e sin t 2 sinh t cos t 2 1 1 et e t cos t 2 2

15.

x(0) = c1 y (0) = c2

= Ax x +f c1 c1 sX( s ) = AX( s ) + F ( s ), so ( sI A ) X( s ) = + F( s ). c2 c2 c1 X( s ) = ( sI A) 1 + ( sI A ) 1 F ( s ) c2 x(t ) = x h (t ) + x p (t ), where each term is the inverse Laplace transform of the term above. Therefore x h (t ) depends only on A, c1, and c2, while x p (t ) depends only on A, f1(t) and f2(t).

SECTION 8.5

821

Drug Metabolism

x1 = kx1 , x1 (0) = 1 x2 (0) = 0

k x= k 1 k sX ( s ) = 0 k

s k X( s ) = k

16.

x2 = kx1 kx2 ,

0 x k 0 s k X( s ), so k k

1

0 1 X( s ) = s + k 0

0 1 0 1 1 s + k = 2 0 2 s + k 0 s k k s k 1 1 sk sk = = 1 k 1 ( s k )( s + k ) 2( s k ) 2( s + k )

e kt x(t ) = 1 kt 1 kt e e 2 2

Mass-Spring Systems We apply m1 = m2 = 2 and k1 = k2 = k3 = 1 to the system of DEs in Example 4 to obtain 2 x = x + ( y x ) = 2 x + y 2 y = ( y x ) y = x 2 y so that

2[ s 2 X ( s ) 1] = 2 X ( s ) + Y ( s ) 2[ s 2Y ( s )] = X ( s ) 2Y ( s )

1

17.

2s 2 + 2 1 X ( s ) 2 , so = 2s 2 + 2 Y ( s ) 0 1

822

CHAPTER 8

Laplace Transforms

18.

1

2s 2 + 1 X ( s) 2s 2 + 1 1 2 1 2 1 = = Y ( s ) 4 2 2 2 2 s + 1 0 4( s + s ) 1 2 s + 1 0 1 1 2s 2 + 1 1 1 2 2 2s 2 + 2( s 2 + 1) 2 s ( s + 1) = = 1 1 1 2 2 2 2 2( s + 1) 2 s ( s + 1) 2s

1 1 t + sin t x t ( ) 2 2 y (t ) = 1 t 1 sin t 2 2 Note that this solution sends the center of mass moving to the right with a constant velocity of in accordance with the laws of classical mechanics.

1 2

A Three-Compartment Model

19.

dx1 = R ux1 k12 x1 + k21 x2 (given) dt dx2 = s + k12 x1 k21 x2 k23 x2 + k32 x3 dt dx3 = k23 x2 k32 x3 dt

SECTION 8.5

823

20.

(a)

1 0 6 2 0 0 1 x + 1 1 x = 0 s 2 + 6 2 0 6 2 0 0 1 0 + = X X ( ) ( ) , so s2 s s s X( s ) = . 2 s + 1 0 1 1 1 1 0 s 2 s 2 + 6 2 0 s2 + 1 2 0 1 X( s ) = = 4 2 2 2 s + 1 s s + 7 s + 2 2 s + 6 s 2 2s s4 + 7s2 + 2 = 2 s ( s + 6) s4 + 7s2 + 2

1

1 1 1 1 1 1 0 0 + s + 1 s 2 1 = + s s ( 1) = = X( s ) = + 1 s s s s ( s + 1)( s 2) 0 s 2 s + 1 0 0 0 0 0

21.

e t + 1 x(t ) = 0

22.

0 0 = 2 0 x x 0 3 + 6 , x(0) = 0

0 0 0 2 0 s 2 sX ( s ) = X( s ) + 6 , so 0 X( s ) = 6 . 0 3 3 s s s

1 0 0 0 0 0 0 s 2 s 3 1 X( s ) = = = = 6 6 6 2 2 s 3 s 2 s 2 5s + 6 0 0 ( s 3) s s s s 3 s

0 x(t ) = 3t 2e 2

824

CHAPTER 8

Laplace Transforms

23.

0 1 = 0 1 x x 1 0 + 1 , x(0) = 0

1 1 s 0 1 s 1 s sX ( s ) = X( s ) + , so X( s ) = 1 1 1 0 1 s s s 1 1 1 1 1 1 + 1 2 2 s 1 ( s 1) s s 1 s 1 s 1 s = s 1 s X( s ) = = 2 = 1 1 1 1 s 1 s 1 1 s 1 1 + 2 2 s s s 1 ( s 1) s s 1 s et 1 x(t ) = t e 1

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