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# CHAPTER

8
b 0 b 0

## Forced Equations and Systems

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 (integration by parts twice) s +4

2

L {cos3t} = e st cos3tdt =
0

b

7.

L t

{ }=
2

## e st 2te st 2e st 2 e t dt = lim t 2 2 3 = 3 (integration by parts twice) b s s s 0 s

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.

## Transforms with Tools

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 =

} { } { }
}

## L 3 + t + e t sin 2t = 3L {1} + L {t} + L e t sin 2t =

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.

## Using basic properties of the integral yields

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

## = c1L { f } + c2 L { g}. 20. Is There a Product Rule?

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.

## Laplace Transform of Damped Sine and Cosine Functions

(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

## ( cos kt + i sin kt )} = L {eat ( cos kt )} + iL {eat sin kt} .

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)

## bt bt 2 bt bt 2 e + e e e L cosh bt sinh bt = L 2 2 1 1 1 = L e 2bt + 2 + e 2bt e 2bt 2 + e 2bt = L {1} = 4 4 s

(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

{ }

## we integrate by parts, letting u = t and dv = e st dt , to get

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

{ }

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CHAPTER 8

Laplace Transforms

(b)

## Performing integration by parts n times yields

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.

## ebt + e bt 1 1 1 bt bt = L tebt + L te bt L {t cosh bt} = L t = L te + te 2 2 2 2

{ }

= =

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

29.

## L {3t cos at} = 3

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

s2 a2 3 = s2 + a2

SECTION 8.1

771

30.

## e 2t e 2t d 1 d 1 2 t L {2t sinh 2t} = 2L t L te 2t = = L te + ds s 2 2 ds s + 2 1 1 = 2 2 ( s + 2) ( s 2)

} { }

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 )

## Using the Shift

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.

## L t n e at . We first compute Then

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.

## L e t cos3t . We first compute Then

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.

## L e 2t cosh 3t . We first compute Then

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

s . s 9
2

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

s2

( s 2)

36.

## L e 3t sinh t . We first compute Then

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.

## Using the linearity of L, we write

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 ) ,

## which proves the linearity of L 1 .

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

## The Laplace Transform and its Inverse

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 L 1 2 s + 2s + 10 Completing the square in the denominator yields

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

## ( s + 1) s +1 t 1 Hence, by the exponential law, L 1 2 =L = e cos3t . 2 s + 2 s + 10 ( s + 1) + 9

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.

## 7 s 3 4 7 = e3t 3 cos 4t + sin 4t . = L 1 3 + 2 2 2 ( s 3) + 16 2 ( s 3) + 16

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CHAPTER 8

Laplace Transforms

48.

2

## Solving for A and B yields A =

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

## Solving for A and B yields A = 1 and B = 1 , so the inverse transform is 5 1 1 1 1 3t 2t L 1 2 = L +L = e +e . s + s 6 s + 3 s 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

## The Laplace Transform and its Inverse

775

53.

4 L 1 2 2 s s + 4

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

## Here we use partial fractions to write

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

## We use partial fractions to write

(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.

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776

CHAPTER 8

Laplace Transforms

8.2
1.

## Solving DEs and IVPs with Laplace Transforms

First-Order Problems

## y = 1 , y ( 0 ) = 1 The Laplace transform yields the equation sL { y} y0 =

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

## The Laplace transform yields the equation sL { y} 1 L { y} =

1 . s 1

Substituting the initial condition and solving for the Laplace transform gives
L { y} =

( s 1)

1 . s 1

## Taking the inverse transform yields y ( t ) = tet + et .

4.
y + y = e t , y ( 0 ) = 1

## The Laplace transform yields the equation sL { y} + 1 + L { y} =

1 . s +1

Substituting the initial condition and solving for the Laplace transform gives
L { y} =

( s 1)

1 . s 1

SECTION 8.2

## Solving DEs and IVPs with Laplace Transforms

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

## Hence, the solution is y ( t ) = e2t + 2et .

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

## Similarly, we write the last fraction of L { y} as

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} =

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Laplace Transforms

## Solving for the Laplace transform yields

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

## Combining terms and taking the inverse yields

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

## Solving for the Laplace transform yields

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 cos3t sin 3t . Hence, the answer is 3

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

## 6 3 = + s s +1 4 3 = + s s +1 Hence, the final result is

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

SECTION 8.2

## Solving DEs and IVPs with Laplace Transforms

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

## 3 1 s+ s 1 2 2 = 2 + +1 2 2 s +1 3 1 3 1 3 s + + s + + 2 4 2 4 3 (1/ 2) t 3 1 (1/ 2) t sin t cos y (t ) = cos t + e t+e 2 3 2

780

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Laplace Transforms

12.

## y + y + y = e t , y (0) = 0, y(0) = 1 Taking the Laplace transform of the equation s 2Y ( s ) 1 + sY ( s ) + Y ( s ) = Y ( s) = 1 s +1

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

## 3 1 s+ 1 2 2 =1 + 3 2 2 s +1 1 3 1 3 s + + s + + 2 4 2 4 3 (1/ 2) t 3 t e cos y (t ) = e t + 3e (1/ 2) t sin 2 2 t

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

## Solving for L { y} yields

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

## Solving DEs and IVPs with Laplace Transforms

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

## 2 1 1 1 = A + + B + . (using partial fractions) s + 2 s +1 s + 2 s +1 Hence, y ( t ) = Ae 2t + 2 Ae t Be 2t + Be t = C1e t + C2 e 2t

where C1 = 2 A + B and C2 = A B .
15. Raising the Stakes

## Solving for the L { y} yields

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

## Thus the solution is

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

16.

2

## Solving for the Laplace transform yields

L { y} =

( s 1)( s + 1) ( s

+1

s . s +1
2

## Thus the solution to the IVP is y ( t ) = cos t .

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Laplace Transforms

17.

## Which Grows Faster?

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 and a common ratio of . The closed form for s s

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 ) =

## Substituting this into the second equation yields

( 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) =

## 1 1 11 1 1 1 1 + v(0) + 2 s s + 1 + 2 ( s + 2) (by partial fractions) + + s+2 s 2 s 1 1 1 y (t ) = y (0)e 2t + v(0)(e 2t e t ) + e t + e 2t . 2 2 = y (0)

784

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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

## = t 6 30t 4 + 360t 2 720 + 0 + 0 + 0 + ... = t 2 30t 4 360t 2 + 720

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

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SECTION 8.3

785

8.3
1.

## The Step Function and the Delta Function Stepping Out

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.

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

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

## f ( t ) = step ( t 1) + step ( t 2 ) + step ( t 3) + ,

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.

## f ( t ) = 1 + step ( t 1) + step ( t 2 ) + step ( t 3) + ,

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

## 1 1 1 f ( t ) = 1 step ( t 1) step ( t 2 ) step ( t 3) , 2 4 8

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

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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

## In the following problems we use the alternate delay rule

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.

## f ( t ) = ( t 1) step ( t 1) step ( t 3) + 2step ( t 3) , L { f ( t )} = e s L {t} e 3 s L {t + 2} + 2e 3 s e s e3 s e 3 s 2e3 s e s e3 s = 2 2 2 + = 2 2 . s s s s s s s

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.

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

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

SECTION 8.3

## The Step Function and the Delta Function

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 ) ) ,

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

## 16. 17. 18. 19. 20.

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

## Hence, the transform is 2 4 4 L { f } = e2 s 3 + 2 + . s s s

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.

## 1 is t. Hence, the inverse transform is s2

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

SECTION 8.3

789

29.

## e 2 s L 1 s 3 The inverse transform of

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

## 1 is e 4t . Hence, the inverse transform is s+4 e 4 s 4( t 4 ) L 1 step ( t 4 ) . =e 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

## We break this into four parts, yielding an inverse Laplace transform

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

## x = 1 step ( t 1) , x ( 0 ) = 0 The Laplace transform of the equation is sX ( s ) 0 = 1 e s . s s

1.0

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

## Solving for X ( s ) yields X ( s ) =

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.

## x = 1 2step ( t 1) + step ( t 2 ) , x ( 0 ) = 0 The Laplace transform of the equation is sX ( s ) 0 = 1 2e s e2 s + . s s s

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

## Solving for X ( s ) yields X (s) = 1 2e s e2 s 2 + 2 . s2 s s

1 0

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

## Forcing term and response

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

## Forcing term and response

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

## The Step Function and the Delta Function

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

## Using a partial fraction decomposition, we write

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

## From Problem 10,

L {single wave} = f ( t ) e st dt
0

1 2e s + e2 s . s2

0.0

## Modified triangular wave

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.

## From Problem 13 (with a = , b = 1 ), we have L {single wave} =

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.

## From Problem 13 (with a = , b = 1 ), we have

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.

## From Problem 14, we have

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.

## From Problem 11, we have

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.

## From Problem 15, we have L {single wave} = =

s +2
2

(1 + 3e
2

+ 2e 2 s .

)
1

(1 + 3e s + 2e2 s )
s +
2

## Hence, the Laplace transform of the periodic function of period 2 on [ 0, ) is L{ f } =

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

## Hence, the Laplace transform of the periodic function of period 2 on [ 0, ) is 1 1 e L { f ( t )} = s 1 e 2 s

s

Square wave

46.

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

## sawtooth wave input

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

## Therefore, the solution of the initial-value problem is

( 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

## 1 s X (s) = 1 2e s + 2e 2 s 1 2e s + 2e2 s 2 . s s +1 Therefore, the solution of the initial-value problem is

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.

## x + x = ( t ) + ( t 2 ) , x ( 0 ) = 0 , x ( 0 ) = 1 Taking the Laplace transform of both sides of the DE yields

(s

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

## Solving for X ( s ) yields X (s) = 1 1 2 s 1 e s 2 +e 2 . s +1 s +1 s +1

2

Response to two impulses The inverse is x ( t ) = sin t sin ( t ) step ( t ) + sin ( t 2 ) step ( t 2 ) .
52.

## x + x = ( t 2 ) , x ( 0 ) = 1 , x ( 0 ) = 0 Taking the Laplace transform of both sides of the DE yields

(s

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

## Solving for X ( s ) yields X (s) = The inverse is x ( t ) = cos t + sin t step ( t 2 ) .

53. 54. Laplace with Forcing Functions

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

Response to an impulse at 2

## Student Lab Project

Suggested Journal Entry

Student Project

SECTION 8.4

## The Convolution Integral and the Transfer Function

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 )

## Method 2 Using the integral definition of convolution,

f ( g h) = f

( g (t w )h(w )dw )
t 0 1 1 1

## Letting u1 = w2 w1 in the inner integral (treating w2 as a constant) yields

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

## Exchanging the order of the integration (a very nontrivial step) yields

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

## Letting w2 = u2 + u1 (treating u1 as a constant) in the inner integral

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

## Again, with that nontrivial exchanging of the order of integration,

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

## = f (t w)g ( w)dw f (t w)h( w)dw

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

## The Convolution Integral and the Transfer Function

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

## which proves it true for k = 2, 3, 4,

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 =

## b a solution to the equation a t = b ? a

t b b = (a ) dw 0 a a

## Lets find out. 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.

## This result means that t =

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

## The Convolution Integral and the Transfer Function

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.

## x + 3x + 2 x = f ( t ) , x ( 0 ) = x ( 0 ) = 0 Taking the Laplace transform of both sides of the DE yields

(s
Solving for X ( s ) yields

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

## X (s) = The inverse yields the solution

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.

## x = f ( t ) , x ( 0 ) = 0 Taking the transform of the DE yields

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

## The transfer function is the coefficient of L { f } or in this case, Transfer Function = 1 . 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

## The Convolution Integral and the Transfer Function

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

## The impulse response function is

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.

## t 1 1 1 so that f (t ) = 1 e t = (1)e w dw = [e w ]t0 = 1 e t . Find L 1 . Then F ( s ) = 0 s s +1 s ( s + 1)

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

## 1 1 = w cos t sin(t 2 w) 4 2 0 1 1 = sin t t cos t 2 2

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.

## Nonzero Initial State

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

## Solving for X(s),

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 + x + x = (t 2), x(0) = 1, x(0) = 0.

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

2

31.

## x + 4 x = 4cos t , x(0) = 1, x(0) = 1

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

## I1/ 2 ( I1/ 2 ( f ))(t ) =

(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

## The Convolution Integral and the Transfer Function

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)

## d 1/ 2 d (at 2 + bt + c) = I1/ 2 (at 2 + bt + c) 1/ 2 dt dt d t 16 2 4 = at + bt + 2c (see problem 32) dt 15 3 1 8 3/ 2 at + 2bt1/ 2 + ct 1/ 2 = 3

35.

Trendy Savings
f (t ) = 106 te t .

(a)
(b)
36.

## A = 0.08 A + 106 te t , A(0) = 0

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

## A(t ) = e.04t 10000e.01t A(20) = (e.04(20 w) )(10000e.01w ) dw 3.34712 105 or \$334,712

0 20

37.

Consistency Check

Student Project.

808

CHAPTER 8

Laplace Transforms

38.

Lake Pollutant

## P = 0.1P + 2e.05t , P(0) = 0 P (t ) = e 0.1t 2e.05t = e0.1( t w) 2e0.05 w dw =

0 t

40 0.05t 40 0.1t e e 3 3

39.

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

0 t

## = 90.91e0.001t 90.91e 0.01t

40. Volterra Integral Equation
y (t ) = 1 y ( w)dw
t 0

0
t

41.

## 1 1 Y (s) s2 s2 1 Y (s) = 2 s +1 y (t ) = sin t Y (s) =

42.

y (t ) = t 3 + sin(t w) y ( w)dw
0

SECTION 8.4

809

43.

44.

## y (t ) = cos t + sin(t w) y ( w)dw

t 0

Y (s) =

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

45.

## General Solution of Volterras Equation

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.

## Looking for the Current

(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

## e s s Hence I (t ) = 24L1 = 24 step (t 1) (e 5t 5te 5t ) , 2 + ( 5) s s

because I (t ) =

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

(c)

47.

## Transfer Functions for Circuits

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

## Applying Laplace transforms

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

## The Convolution Integral and the Transfer Function

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.

## y y = f (t ), y (0) = y(0) = 0 z z = 1, z (0) = z (0) = 0

has solution
z (t ) = e t + e t 2

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

812

CHAPTER 8

Laplace Transforms

52.

## Interesting Integral Equation

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.

## Note y(t) = 0 is easily verified. Also, y(t) = 1 yields

53. Suggested Journal Entry

1dw = t
0

and 1 * 1 =

(1)(1)dw = t .

Student Project.

SECTION 8.5

813

8.5
1.

## Laplace Transform Solution of Linear Systems Laplace for Systems

= 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

## 1 1 s2 + 1 1 0 s s 1 0 1 X( s ) = = 2 = 1 s 1 s + 1 1 s 1 s s2 + 1 sin t x(t ) = cos t

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

## 0 = 0 1 x x 2 3 + 4t 12e 0 1 1 0 1 s 1 sX ( s ) = . 12 X( s ) + 12 , so 2 s 3 X( s ) = 1 2 3 + 1 s 4 s 4 1 1 1 s 1 s 3 1 1 X( s ) = 12 = 2 12 2 s s 2 3 s s + 3 2 + + 1 1 s 4 s 4 s3 1 12 s 2 3s + 2 + s 2 3s + 2 1 + s 4 = 2 s 12 + 2 2 1 + s 3s + 2 s 3s + 2 s 4 s 2 6 s + 20 5 6 + 2 + ( s 3s 2)( s 4) s 1 s 2 = = 5 12 6s + 8 + s 2 + 2 2 s s 1 ( s 3s + 2)( s 4) 5et 6e 2t + 2e 4t x(t ) = t 2t 4t 5e 12e + 8e 2 s 4 8 s 4

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

## Laplace Transform Solution of Linear Systems

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

## Laplace Transform Solution of Linear Systems

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

## General Solutions of Linear Systems

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 t 1 3t 2e + 2 e x (t ) = e t + e 3t 12. = x 4 y, x = 1x y, y x(0) = x0 y (0) = y0

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

## e t cos 2t x(t ) = 1 t e sin 2t 2

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

SECTION 8.5

819

## More Complicated Linear System + 4x + y = 0, x 2 x + y = 0, x x(0) = 0 y (0) = 1

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.

## 1 = x2 , x1 (0) = 1 x 2 = x3 , x2 (0) = 1 x 3 = x4 , x3 (0) = 1 x 4 = x1 , x

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.

## = a11 x + a12 y + f1 (t ), x = a12 x + a22 y + f 2 (t ), y

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

## Laplace Transform Solution of Linear Systems

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

## 2s 2 + 2 X ( s ) 2s 2 + 2 1 2 1 2 1 = = Y ( s ) 0 2 2 2 2 2s + 2 4( s + 1) 1 1 2s + 2 0 1 1 1 s2 + 1 4 4 2s 2 + 3 + 2s 2 + 1 2 = 4 s + 8s + 3 = 2 1 + 1 2s 2 + 3 2s 2 + 1 4 s 4 + 8s 2 + 3 1 2 1 3 2 sin t + sin t 2 x(t ) 2 3 2 2 y (t ) = 3 1 1 2 2 2 3 sin 2t + 2 sin 2t

822

CHAPTER 8

Laplace Transforms

18.

## We apply m1 = m2 = 2 and k1 = k2 = k3 = 1 to the system of DEs in Example 4 to obtain 2 x= yx 2 y = ( y x ) so that 2[ s 2 X ( s ) 1] = Y ( s ) X ( s ) 2s 2 + 1 1 X ( s ) 2 , so = 2 2s 2 + 1 Y ( s ) 0 2s Y ( s ) = [Y ( s ) X ( s )] 1

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)

## (0) = 0 x1 = 4 x1 2( x1 x2 ), x1 (0) = x 2 (0) = 0 2 x2 = 2( x1 x2 ), x2 (0) = 1, x

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

## Comparing Laplace 0 1 = 1 0 x x 0 2 + 0 , x(0) = 0 1 1 0 1 0 s + 1 sX ( s ) = X( s ) + s , so 0 X( s ) = s . s 0 2 2 0 0

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

Suggested Journal Entry I Student Project Suggested Journal Entry II Student Project

24.

25.