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5 Laplace Transforms PDF
5 Laplace Transforms PDF
5
LAPLACE TRANSFORMS
5.1
In this section we introduce the notion of the Laplace transform. We will use
this idea to solve differential equations, but the method also can be used to
sum series or compute integrals. We begin with the definition:
Laplace Transform
Let f (t) be a function whose domain includes (0, ) then the Laplace transform of f (t) is:
Z
f (t)est dt
L(f (t))(s) =
0
128
Solution:
L(1)(s) =
c
1 st
dt = lim e
c
s
0
st
1e
In order for this limit to exist, we must insist that s 6= 0 and that s > 0 so
that esc has a limit (of zero). When s > 0, we obtain
So
1
1
lim (esc 1) =
s c
s
1
L(1)(s) = ; s > 0.
s
test dt
c
Z
1 st
1 st
st
te
dt = lim te 2 e
c
s
s
0
0
In order for this limit to exist, we again must insist that s 6= 0 and that s > 0
so that esc has a limit (of zero). We obtain
1
1
lim (cesc 0) 2 lim (esc 1)
s c
s c
1
; s > 0.
s2
129
Example 5.3 Show that if f (t) = tn , for any positive integer n then
n
L(tn1 )(s)
s
L(tn )(s) =
Solution:
n
L(t )(s) =
tn est dt
n st
t e
dt = lim
c
1 n st n
n1
t e
+ s L(t )(s).
s
0
In order for this limit to exist, we again must insist that s 6= 0 and that s > 0
so that esc has a limit (of zero). Using LHopitals rule n times, we see that
1 n sc
lim c e
= 0.
c
s
n!
sn+1
; s>0
130
af (t)est dt +
From this result we can take the Laplace transform of any arbitrary polynomial in the next example,
Example 5.5 Find L(4t3 + 8t2 7)(s)
Solution:
L(4t3 + 8t2 7)(s) = 4L(t3 )(s) + 8L(t2 )(s) 7L(1)(s)
=4
6
s4
+8
2
s3
1
s
24 16 7
+ 3 ,
s4
s
s
where s > 0.
1
; s>a
sa
L(e )(s) =
131
eat est dt
e(as)t dt,
b a s
as
The above limit exists exactly when s > a, so
L(eat )(s) =
1
, s>a
sa
1
, s > ln 2
s ln 2
Lastly,
s2
s
, s>0
+ 2
s2
, s>0
+ 2
132
We derive the second formula and leave the derivation of the first formula
as an exercise. By definition:
Z
est sin(t) dt.
L(sin(t))(s) =
0
st
st
e sin(t) dt = sin(t)e
( )est cos(t) dt.
s
s
0
0
0
1 st
1
st
st
( )e sin(t) dt
= sin(t)e + ( ) ( )e cos(t)
s
s
s
s
0
0
0
From the squeeze theorem we see that for s > 0 lim esc cos(c) = 0 and
c
= ( 2)
(est sin(t) dt
s
s2
0
Now recall that the left-hand side of this equation (what we were solving
for) is
Z
est sin(t) dt
0
so we have
Z
st
sin(t) dt =
s2
2
s2
est sin(t) dt
So moving the term with the integral on the right side to the left side
gives
2Z
Z
st
est sin(t) dt = ( 2 )
e sin(t) dt +
2
s
s
0
0
Factoring,
Z
2
est sin(t) dt = ( 2 )
1+ 2
s
s
0
So
Z
( s2 )
st
= 2
e sin(t) dt =
2
s + 2
0
1+
s2
133
est |f (t)| dt
for s > .
Therefore, since
Z
est |f (t)| dt
lim
est f (t) dt
M
,
s
134
Note that most all exponential functions, polynomials, and the trig func2
tions sine and cosine satisfy this condition but ln x, tan x and et do not.
These functions do not have Laplace transforms.
Exercises
1. Compute L[f (t)](s) for f (t) = 0.
2. Compute L[f (t)](s) for
f (t) =
1 if t < 8
0 if t 8.
if t < 1
t
2 t if 1 t < 2
f (t) =
0
if t 2.
t8
t+6
e
f (t) =
t2
if
if
if
if
t<8
8 < t < 10
10 < t < 11
t > 11.
In 7-12, take the Laplace transform of the function f (t) using the results
in this section (do not derive using the definition)
7. f (t) = t3 7t2 + 8
8. f (t) = 4 sin t 3 cos t
9. f (t) = cos(2t) e9t
10. f (t) = 1 + 7 sin(5t)
135
ez +ez
).
2
ez ez
).
2
In 13-15, use the definition to take the Laplace transform of the function
f (t) using integration by parts and formulas given in this section
16. Recall that L[f (t) + g(t)] = L[f (t)] + L[g(t)]. Is it true in general that
L[f (t) g(t)] = L[f (t)] L[g(t)]?
(a) Try f (t) = t and g(t) = 1 to see if L[f (t) g(t)] = L[f (t)] L[g(t)].
(b) Is it ever true that L[f (t) g(t)] = L[f (t)] L[g(t)]?
136
L[y (t)](s) =
est y 0 (t) dt
Setting u = e
and dv = y (t) dt and using integration by parts, we
obtain
Z
0
st
(s)est y(t) dt
L[y (t)](s) = e y(t) 0
st
For s big enough, limc esc y(c) = 0, since the Laplace transform of
y(t) exists (this follows since the continuous integrand of a convergent
improper integral must tend to zero we will not prove this fact here.)
So we obtain
L[y 0 (t)](s) = y(0) + sL[y(t)](s)
L[y 00 (t)](s) =
1
s2
so
s2 L[y(t)](s) sy(0) y 0 (0) =
1
s2
y(0) y 0 (0)
1
+ 2
+
s4
s
s
Now if we could reverse engineer which function y(t) has Laplace transform equal to the right hand side, then we would be done.
By playing a bit, we can see that y(t) = 16 t3 + y(0)
+ y 0 (0)t has this
2
Laplace transform. So voila! We have solved the differential equation.
(Note that the general solution obtained from undetermined coefficients
would be y(t) = 61 t3 + C1 + C2 t which agrees with our solution since
y(0) and y 0 (0) are unspecified constants.)
The above example illustrates a common checklist for solving DEs using
the Laplace transform:
1. Transform the original problem to one involving L(y(t))(s),
138
L1 [F (s)]
1
1
s
n!
n
t
sn+1
1
eat
sa
s
cos t
s2 + 2
sin t
s2 + 2
aF (s) + bG(s) af (t) + bg(t)
Example 5.9 Find L1
7
s3
1
7
1
= 7L
3
s
s3
= 7L
2
2
2
7 1 2
= L
2s3
2
s3
7
= t2
2
2s1
s2 +4
Solution:
1
s
1
2s 1
1
1
= 2L
L
s2 + 4
s2 + 4
s2 + 4
2
1
= 2 cos 2t L
2(s2 + 4)
2
2
to put
1 1
2
= 2 cos 2t L
2
s2 + 4
= 2 cos 2t
1
sin 2t
2
Example 5.11 Solve y 00 (t) + 9y(t) = e4t with y(0) = 1 and y 0 (0) = 0
140
L[y(t)] =
1
s4
1
+s
s4
1
s
+ 2
2
(s 4)(s + 9) s + 9
We use partial fractions to decompose the first term into a sum of terms
that are recognizable inverses.
Noting that by partial fractions:
1
A
Bs + C
=
+ 2
,
2
(s 4)(s + 9)
s4
s +9
where A =
1
25
1
4
B = 25
C = 25
. Substituting in, we obtain
1
L[y(t)] =
25
1
s4
1
L[y(t)] =
25
25
1
s4
s
2
s +9
24
+
25
25
s
2
s +9
1
2
s +9
25
1
2
s +9
s2
s
+9
So
4
1 4t 24
e +
cos 3t
sin 3t
25
25
75
(note that the
in the demoninator since = 3 and in order
3 appeared
1
to find L1 2
we multiply the inner fraction by 33 .)
s +9
y(t) =
Exercises
In 1-7, find the Inverse Laplace transform of the function F (s).
You may need partial fractions
6. F (s) =
1
s+2
1
s4
s+5
s2 +16
4
s+6
1
(s+1)(s2 +1)
s
(s+1)(s2 +1)
7. F (s) =
3
s3 +s
1. F (s) =
2. F (s) =
3. F (s) =
4. F (s) =
5. F (s) =
142
L[e f (t)] =
Also by definition,
L[f (t)](s a) =
w
,
w2 + 32
s2
s+2
.
(s + 2)2 + 9
s+2
.
+ 4s + 13
6
,
w4
6
(s 1)4
144
24
(s8)5
L1 [F (s 8)] = e8t t4 .
s
s2 +2s+5
s
s
s
= 2
=
+ 2s + 5
s + 2s + 1 + 4
(s + 1)2 + 4
s+1
1
s+11
=
(s + 1)2 + 4
(s + 1)2 + 4 (s + 1)2 + 4
Now we can take the inverse of each term using the backward shift
theorem to get
s
s+1
1
1
1
=L
L
s2 + 2s + 5
(s + 1)2 + 4
(s + 1)2 + 4
Differentiation Theorem
Let F (s) be the Laplace transform of f (t). Then
d
[F (s)] = L[tf (t)](s)
ds
or
d
[F (s)] = L[tf (t)](s)
ds
Proof: By definition:
F (s + s) F (s)
s0
s
F 0 (s) = lim
Note that
F (s+s)F (s) =
e(s+s)t f (t) dt
So
est f (t) dt =
F (s + s) F (s)
=
s
e(s+s)t est
f (t) dt
s
F (s + s) F (s)
=
lim
s0
s
e(s+s)t est
f (t) dt
s0
s
Therefore
lim
146
e(s+s)t est
s
is the definition of
d
(est ),
ds
we know
Substituting, we obtain
0
F (s) =
1
.
s2
Now
F 0 (s) = (s 2)2
so
L[te2t ](s) = ((s 2)2 ) =
1
(s 2)2
Note that we could have also obtained this answer by using the Forward
Exponential Shift Theorem.
Example 5.17 Find L [t cos(3t)]
By the Theorem,
L[tf (t)](s) = F 0 (s).
Here f (t) = cos(3t), so F (s) =
Now
F 0 (s) =
s
.
s2 +9
9 s2
(s2 + 9) s(2s)
=
(s2 + 9)2
(s2 + 9)2
s2 9
9 s2
=
(s2 + 9)2
(s2 + 9)2
s2
2
+4
2
s2 + 4
Solving for L,
L=
2
s2 +4
y 0 (0) + 6y(0)
2
sy(0)
+
+ 2
s2 + 6s + 6
s2 + 6s + 10
(s + 4)(s2 + 6s + 10)
(5.1)
We now have to use the inverse Laplace transform. We start with the
first term, which we will have to write as a shift by completing the
square of the denominator. In particular the first term is
sy(0)
(s + 3)2 + 1
which we can rewrite as
(s + 3 3)y(0)
(s + 3)y(0)
3y(0)
sy(0)
=
=
.
2
2
2
(s + 3) + 1
(s + 3) + 1
(s + 3) + 1 (s + 3)2 + 1
148
(s2
As + B
Cs + D
2
= 2
+ 2
+ 6s + 10)
s +4
s + 6s + 10
4)(s2
1
15
,B
1
1
where A =
= 15
, C = 15
, D = 13 . (The reader should be familiar
with the method of Partial Fractions, normally covered in a second
semester calculus class).
B
sin 2t.
2
The second term, after again setting up for the shifting theorem by
completing the square, becomes
s2
C(s + 3 3)
D
Cs + D
=
+
2
+ 6s + 10
(s + 3) + 1
(s + 3)2 + 1
=C
1
(s + 3)
+ (D 3C)
2
(s + 3) + 1
(s + 3)2 + 1
where C =
1
,D
15
1
1
cos 2t +
sin 2t,
15
30
= 31 .
1
1
cos 2t +
sin 2t.
15
30
1
1
cos 2t +
sin 2t.
15
30
The previous example could (and probably should) have been solved
using other methods. The next example is one where these other methods would not apply.
Example 5.19 Find the solution to
y 00 + ty 0 2y = 2, y(0) = 0, y 0 (0) = 0
150
2
d
(L[y 0 ]) 2L[y] = ,
ds
s
s2 L[y]
2
d
(sL[y]) 2L[y] = ,
ds
s
d
(sL[y])
ds
2
s2 L[y] sL0 [y] L[y] 2L[y] = ,
s
or
2
(s2 3)L[y] sL0 [y] = ,
s
This is a first order linear differential equation in L with variable s!
3
L [y] + s +
s
0
L[y] =
2
,
s2
s2
s2
L[y] =
s2
s3 e 2 ( s22 ) ds + C
s2
s3 e 2
This resolves to
s2
2e 2 + C
s2
s3 e 2
We take C = 0 and obtain L[y] =
outputs of Laplace transforms).
2
s3
Exercises
In 1-8, solve the ODE/IVP using Laplace Transform
1. y 00 + 4y 0 + 3y = 0, y(0) = 1, y 0 (0) = 0
2. y 00 + 4y 0 + 3y = t2 , y(0) = 1, y 0 (0) = 0
3. y 00 3y 0 + 2y = sin t, y(0) = 0, y 0 (0) = 0
4. y 00 3y 0 + 2y = et , y(0) = 1, y 0 (0) = 0
5. y 00 2y = t2 , y(0) = 1, y 0 (0) = 0
6. y 00 4y = e2t , y(0) = 0, y 0 (0) = 1
7. y 00 + 3ty 0 y = 6t, y(0) = 0, y 0 (0) = 0
8. y 00 +ty 0 3y = 2t, y(0) = 0, y 0 (0) = 1 (You will need integration
by parts or use technology)