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**1: Definition of Laplace Transform
**

Many practical engineering problems involve mechanical or

electrical systems acted upon by discontinuous or impulsive

forcing terms.

For such problems the methods described in Chapter 3 are

difficult to apply.

In this chapter we use the Laplace transform to convert a

problem for an unknown function f into a simpler problem

for F, solve for F, and then recover f from its transform F.

Given a known function K(s,t), an integral transform of a

function f is a relation of the form

β

F ( s ) = ∫ K ( s, t ) f (t )dt , ∞ ≤ α < β ≤ ∞

α

**The Laplace Transform
**

Let f be a function defined for t ≥ 0, and satisfies certain

conditions to be named later.

The Laplace Transform of f is defined as

∞

L{ f (t )} = F ( s ) = ∫ e − st f (t )dt

0

**Thus the kernel function is K(s,t) = e-st.
**

Since solutions of linear differential equations with constant

coefficients are based on the exponential function, the

Laplace transform is particularly useful for such equations.

Note that the Laplace Transform is defined by an improper

integral, and thus must be checked for convergence.

On the next few slides, we review examples of improper

integrals and piecewise continuous functions.

Example 1

Consider the following improper integral.

∞

∫

0

e st dt

We can evaluate this integral as follows:

st b

∫0

∞

e dt = lim ∫ e dt = lim

st

b →∞ 0

e

b →∞ s

b

st 1

( )

= lim e sb − 1

s b →∞

0

**Note that if s = 0, then est = 1. Thus the following two cases
**

hold: ∞ 1

∫ e dt = − , if s < 0; and

st

0 s

∞

∫

0

e st dt diverges, if s ≥ 0.

Example 2

Consider the following improper integral.

∞

∫0

st cos tdt

We can evaluate this integral using integration by parts:

∞ b

∫0

st cos tdt = lim ∫ st cos tdt

b →∞ 0

**= lim st sin t 0 − ∫ s sin tdt ⎤
**

⎡ b b

b →∞ ⎢

⎣ 0 ⎥⎦

b →∞

[

= lim st sin t 0 + s cos t

b b

0

]

= lim [sb sin b + s (cos b − 1)]

b →∞

Since this limit diverges, so does the original integral.

**Piecewise Continuous Functions
**

A function f is piecewise continuous on an interval [a, b] if

this interval can be partitioned by a finite number of points

a = t0 < t1 < … < tn = b such that

(1) f is continuous on each (tk, tk+1)

(2) lim+ f (t ) < ∞, k = 0, K , n − 1

t →t k

(3) lim− f (t ) < ∞, k = 1, K , n

t →t k +1

**In other words, f is piecewise continuous on [a, b] if it is
**

continuous there except for a finite number of jump

discontinuities.

Example 3

Consider the following piecewise-defined function f.

⎧t 2 , 0 ≤ t ≤1

⎪

f (t ) = ⎨3 − t , 1 < t ≤ 2

⎪t + 1 2 < t ≤ 3

⎩

From this definition of f, and from the graph of f below, we

see that f is piecewise continuous on [0, 3].

Example 4 Consider the following piecewise-defined function f. 3]. . 2<t ≤3 ⎩ From this definition of f. we see that f is not piecewise continuous on [0. 1 < t ≤ 2 −1 ⎪4. and from the graph of f below. ⎧t 2 + 1. 0 ≤ t ≤1 ⎪ f (t ) = ⎨(2 − t ) .

Theorem 6. Then the Laplace Transform of f exists for s > a. (2) | f(t) | ≤ Keat when t ≥ M. M. M > 0. ∞ L{ f (t )} = F ( s ) = ∫ e − st f (t )dt finite 0 Note: A function f that satisfies the conditions specified above is said to to have exponential order as t → ∞. K.2 Suppose that f is a function for which the following hold: (1) f is piecewise continuous on [0. b] for all b > 0. with K. . for constants a.1.

s>0 s . Then the Laplace transform F(s) of f is: ∞ L{1 } = ∫ e − st dt 0 b = lim ∫ e − st dt b →∞ 0 − st b e = − lim b →∞ s 0 1 = .Example 5 Let f (t) = 1 for t ≥ 0.

s>a s−a .Example 6 Let f (t) = eat for t ≥ 0. Then the Laplace transform F(s) of f is: { }= ∫ L e at ∞ 0 e − st e at dt b = lim ∫ e −( s − a ) t dt b →∞ 0 −( s − a )t b e = − lim b →∞ s − a 0 1 = .

Example 7 Let f (t) = sin(at) for t ≥ 0. Using integration by parts twice. s>0 a a s +a 2 . the Laplace transform F(s) of f is found as follows: ∞ F ( s ) = L{ sin( at ) } = ∫ e b − st sin atdt = lim ∫ e − st sin atdt 0 b →∞ 0 ⎡ s b − st ⎤ = lim ⎢− (e cos at ) / a − ∫ e cos at ⎥ − st b b →∞ ⎣ 0 a 0 ⎦ = − lim ∫ e − st cos at ⎤ ⎡ 1 s b a a b→∞ ⎢⎣ 0 ⎥⎦ 1 s ⎡ − st s b − st ⎤ = − lim ⎢(e sin at ) / a + ∫ e sin at ⎥ b a a b →∞ ⎣ 0 a 0 ⎦ 1 s2 a = − 2 F (s) ⇒ F ( s) = 2 .

Linearity of the Laplace Transform Suppose f and g are functions whose Laplace transforms exist for s > a1 and s > a2. Then. L{ c1 f (t ) + c2 g (t ) } = ∫ e − st [c1 f (t ) + c2 g (t )]dt is finite ∞ 0 with ∞ ∞ L{ c1 f (t ) + c2 g (t ) } = c1 ∫ e − st f (t )dt + c2 ∫ e − st g (t )dt 0 0 = c1 L{ f (t )} + c2 L{g (t )} . the Laplace transform of c1 f (t) + c2g(t) exists. for s greater than the maximum of a1 and a2. That is. respectively.

s>0 s + 2 s + 16 . the Laplace transform F(s) of f is: F ( s ) = L{ f (t )} { } = L 5e − 2t − 3 sin( 4t ) = 5 L{e }− 3L{ sin( 4t ) } − 2t 5 12 = − 2 . Then by linearity of the Laplace transform. and using results of previous examples.Example 8 Let f (t) = 5e-2t .3sin(4t) for t ≥ 0.

who studied this transform in 1782.Ch 6.1.2.2: Solution of Initial Value Problems The Laplace transform is named for the French mathematician Laplace. In this section we see how the Laplace transform can be used to solve initial value problems for linear differential equations with constant coefficients. The Laplace transform is useful in solving these differential equations because the transform of f ' is related in a simple way to the transform of f. as stated in Theorem 6. The techniques described in this chapter were developed primarily by Oliver Heaviside (1850-1925). . an English electrical engineer.

we have f ′(t )dt = lim e f (t ) − ∫ (− s )e − st f (t )dt ⎤ ⎡ b b lim ∫ e − st − st b b →∞ 0 b →∞ ⎢ ⎣ 0 0 ⎥⎦ = lim e f (b) − f (0) + s ∫ e − st f (t )dt ⎤ ⎡ b − sb b →∞ ⎢ ⎣ 0 ⎥⎦ Similarly for f ' piecewise continuous on [0.1 Suppose that f is a function for which the following hold: (1) f is continuous and f ' is piecewise continuous on [0. (2) | f(t) | ≤ Keat when t ≥ M. K. b]. M > 0.Theorem 6. see text.2. . b]. with L{ f ′(t )} = sL{ f (t )}− f (0) Proof (outline): For f and f ' continuous on [0. Then the Laplace Transform of f ' exists for s > a. for constants a. M. b] for all b > 0. with K.

2. We then obtain L{ f ′′(t )} = sL{ f ′(t )}− f ′(0) = s[sL{ f (t )}− f (0)] − f ′(0) = s 2 L{ f (t )}− sf (0) − f ′(0) Similarly. provided f and its derivatives satisfy suitable conditions. This result is given in Corollary 6.2. we can derive an expression for L{f (n)}.1.2.1.The Laplace Transform of f ' Thus if f and f ' satisfy the hypotheses of Theorem 6. then L{ f ′(t )} = sL{ f (t )}− f (0) Now suppose f ' and f '' satisfy the conditions specified for f and f ' of Theorem 6.2 .

2.…. f (n-1) are continuous. f '. and f (n) piecewise continuous.Corollary 6. f '' . on [0. Then the Laplace Transform of f (n) exists for s > a. M > 0. …. | f '(t) | ≤ Keat . K. (2) | f(t) | ≤ Keat.2 Suppose that f is a function for which the following hold: (1) f . b] for all b > 0. with K. | f (n-1)(t) | ≤ Keat for t ≥ M. M. for constants a. with { } L f ( n ) (t ) = s n L{ f (t )}− s n −1 f (0) − s n − 2 f ′(0) − L − sf ( n − 2 ) (0) − f ( n −1) (0) .

and general solution has the form y (t ) = c1e −2 t + c2 e −3t Using initial conditions: c1 + c2 = 2⎫ ⎬ ⇒ c1 = 9.Example 1: Chapter 3 Method (1 of 4) Consider the initial value problem y′′ + 5 y′ + 6 y = 0.1: y (t ) = e rt ⇒ r 2 + 5r + 6 = 0 ⇔ (r + 2)(r + 3) = 0 Thus r1 = -2 and r2 = -3. y′(0 ) = 3 Recall from Section 3. c2 = −7 − 2c1 − 3c2 = 3 ⎭ Thus y (t ) = 9e −2 t − 7e −3t We now solve this problem using Laplace Transforms. y (0 ) = 2. .

y (0 ) = 2.2. y′′ + 5 y′ + 6 y = 0.2. we have (s 2 ) + 5s + 6 Y ( s ) − (s + 5) y (0) − y′(0) = 0 Substituting in the initial conditions. we obtain (s 2 ) + 5s + 6 Y ( s ) − 2(s + 5) − 3 = 0 Thus 2 s + 13 L{ y} = Y ( s ) = (s + 3)(s + 2) . y′(0 ) = 3 Example 1: Laplace Tranform Method (2 of 4) Assume that our IVP has a solution φ and that φ'(t) and φ''(t) satisfy the conditions of Corollary 6. Then L{ y′′ + 5 y′ + 6 y} = L{ y′′} + 5 L{ y′} + 6 L{ y} = L{0} = 0 and hence [s L{ y} − sy(0) − y′(0)]+ 5[sL{ y} − y(0)] + 6L{ y} = 0 2 Letting Y(s) = L{y}.

B = 9 Thus 7 9 L{ y} = Y ( s ) = − + (s + 3) (s + 2) .Example 1: Partial Fractions (3 of 4) Using partial fraction decomposition. Y(s) can be rewritten: 2 s + 13 A B = + (s + 3)(s + 2) (s + 3) (s + 2) 2 s + 13 = A(s + 2 ) + B(s + 3) 2 s + 13 = ( A + B) s + (2 A + 3B ) A + B = 2. 2 A + 3B = 13 A = −7.

s > −2.Example 1: Solution (4 of 4) Recall from Section 6. (s + 3) (s + 2) Recalling Y(s) = L{y}.1: { }= F (s) = ∫ L e at 0 ∞ e e dt = ∫ e − st at 0 ∞ −( s − a ) t dt = 1 s−a . we have L{ y} = L{−7e −3t + 9e −2t } and hence y (t ) = −7e −3t + 9e −2t . s>a Thus 7 9 Y ( s) = − + = −7 L{e −3t } + 9 L{e − 2t }.

General Laplace Transform Method Consider the constant coefficient equation ay′′ + by′ + cy = f (t ) Assume that this equation has a solution y = φ(t).2. then [ ] a s 2 L{ y} − sy (0) − y′(0) + b[sL{ y} − y (0)] + cL{ y} = F ( s ) (as ) + bs + c Y ( s ) − (as + b ) y (0) − ay′(0) = F ( s ) 2 Y (s) = (as + b ) y (0) + ay′(0) + F (s) as 2 + bs + c as 2 + bs + c . and that φ'(t) and φ''(t) satisfy the conditions of Corollary 6. Then L{ay′′ + by′ + cy} = aL{ y′′} + bL{ y′} + cL{ y} = L{ f (t )} If we let Y(s) = L{y} and F(s) = L{ f }.2.

Algebraic Problem Thus the differential equation has been transformed into the the algebraic equation Y ( s) = (as + b ) y (0) + ay′(0) + F ( s) as 2 + bs + c as 2 + bs + c for which we seek y = φ(t) such that L{φ(t)} = Y(s). nor do we have a separate step for using the initial conditions to determine the values of the coefficients in the general solution. . Note that we do not need to solve the homogeneous and nonhomogeneous equations separately.

The partial fraction expansion of Y(s) used to determine φ requires us to find the roots of the characteristic equation. y′(0 ) = y0′ becomes Y ( s) = (as + b ) y (0) + ay′(0) + F ( s) as 2 + bs + c as 2 + bs + c The polynomial in the denominator is the characteristic polynomial associated with the differential equation. . our initial value problem ay′′ + by′ + cy = f (t ). For higher order equations.Characteristic Polynomial Using the Laplace transform. this may be difficult. especially if the roots are irrational or complex. y (0 ) = y0 .

There is a general formula for L-1.2. Table 6. and we do not consider it here.Inverse Problem The main difficulty in using the Laplace transform method is determining the function y = φ(t) such that L{φ(t)} = Y(s). This is an inverse problem. It can be shown that if f is continuous with L{f(t)} = F(s).1 in the text lists many of the functions and their transforms that are encountered in this chapter. . but it requires knowledge of the theory of functions of a complex variable. then f is the unique continuous function with f (t) = L-1{F(s)}. in which we try to find φ such that φ(t) = L-1{Y(s)}.

since L is linear.Linearity of the Inverse Transform Frequently a Laplace transform F(s) can be expressed as F ( s ) = F1 ( s ) + F2 ( s ) + L + Fn ( s ) Let f1 (t ) = L−1{F1 ( s )}.K . Thus L-1 is a linear operator with f (t ) = L−1{F ( s )} = L−1 {F1 ( s )}+ L + L−1 {Fn ( s )} . f n (t ) = L−1{Fn ( s )} Then the function f (t ) = f1 (t ) + f 2 (t ) + L + f n (t ) has the Laplace transform F(s). By the uniqueness result of the previous slide. no other continuous function f has the same transform F(s).

we first rewrite Y(s): 2 ⎛1⎞ Y ( s ) = = 2⎜ ⎟ s ⎝s⎠ Using Table 6.1. 2 Y (s) = s To find y(t) such that y(t) = L-1{Y(s)}.2. ⎧2⎫ −1 ⎧ 1 ⎫ L {Y ( s )} = L ⎨ ⎬ = 2 L ⎨ ⎬ = 2(1) = 2 −1 −1 ⎩s⎭ ⎩s⎭ Thus y (t ) = 2 .Example 2 Find the inverse Laplace Transform of the given function.

1. 3 Y (s) = s −5 To find y(t) such that y(t) = L-1{Y(s)}.Example 3 Find the inverse Laplace Transform of the given function. ⎧ 3 ⎫ −1 ⎧ 1 ⎫ L {Y ( s )} = L ⎨ −1 −1 ⎬ = 3 L ⎨ ⎬ = 3e 5t ⎩ s − 5 ⎭ ⎩ s − 5 ⎭ Thus y (t ) = 3e 5t . we first rewrite Y(s): 3 ⎛ 1 ⎞ Y ( s) = = 3⎜ ⎟ s −5 ⎝ s −5⎠ Using Table 6.2.

we first rewrite Y(s): 6 3! Y ( s) = 4 = 4 s s Using Table 6. −1 ⎧ 3! ⎫ L {Y ( s )} = L ⎨ 4 ⎬ = t 3 −1 ⎩s ⎭ Thus y (t ) = t 3 .1. 6 Y ( s) = s4 To find y(t) such that y(t) = L-1{Y(s)}.Example 4 Find the inverse Laplace Transform of the given function.2.

2.Example 5 Find the inverse Laplace Transform of the given function. 8 Y ( s) = 3 s To find y(t) such that y(t) = L-1{Y(s)}.1. we first rewrite Y(s): 8 ⎛ 8 ⎞⎛ 2 ! ⎞ ⎛ 2 ! ⎞ Y ( s ) = 3 = ⎜⎜ ⎟⎟⎜ 3 ⎟ = 4⎜ 3 ⎟ s ⎝ 2 ! ⎠⎝ s ⎠ ⎝ s ⎠ Using Table 6. ⎧ ⎛ 2 ! ⎞⎫ ⎧ 2!⎫ L−1{Y ( s )} = L−1 ⎨4⎜ 3 ⎟⎬ = 4 L −1 ⎨ 3 ⎬ = 4t 2 ⎩ ⎝ s ⎠⎭ ⎩s ⎭ Thus y (t ) = 4t 2 .

4s + 1 Y ( s) = 2 s +9 To find y(t) such that y(t) = L-1{Y(s)}. ⎧ s ⎫ 1 −1 ⎧ 3 ⎫ L {Y ( s )} = 4 L ⎨ 2 −1 −1 1 ⎬+ L ⎨ 2 ⎬ = 4 cos 3t + sin 3t ⎩s + 9⎭ 3 ⎩s + 9⎭ 3 Thus 1 y (t ) = 4 cos 3t + sin 3t 3 .1.2. we first rewrite Y(s): 4s + 1 ⎡ s ⎤ 1⎡ 3 ⎤ Y ( s) = = 4 ⎢ ⎥ + ⎢ 2 ⎥ s +9 2 ⎣s + 9⎦ 3 ⎣s + 9⎦ 2 Using Table 6.Example 6 Find the inverse Laplace Transform of the given function.

2. 4s + 1 Y ( s) = 2 s −9 To find y(t) such that y(t) = L-1{Y(s)}.1. we first rewrite Y(s): 4s + 1 ⎡ s ⎤ 1⎡ 3 ⎤ Y ( s) = = 4 ⎢ ⎥ + ⎢ 2 ⎥ s −9 2 ⎣s − 9⎦ 3 ⎣s − 9⎦ 2 Using Table 6. ⎧ s ⎫ 1 −1 ⎧ 3 ⎫ L {Y ( s )} = 4 L ⎨ 2 −1 −1 1 ⎬+ L ⎨ 2 ⎬ = 4 cosh 3t + sinh 3t ⎩s − 9⎭ 3 ⎩s − 9⎭ 3 Thus 1 y (t ) = 4 cosh 3t + sinh 3t 3 .Example 7 Find the inverse Laplace Transform of the given function.

1. 10 Y (s) = − (s + 1)3 To find y(t) such that y(t) = L-1{Y(s)}. we first rewrite Y(s): 10 10 ⎡ 2! ⎤ ⎡ 2! ⎤ Y (s) = − =− ⎢ 3⎥ = −5⎢ 3⎥ (s + 1)3 2 ! ⎣ (s + 1) ⎦ ⎣ (s + 1) ⎦ Using Table 6. ⎧ 2! ⎫ L {Y ( s )} = −5 L ⎨ −1 −1 ⎬ = −5t 2 −t e ⎩ (s + 1) ⎭ 3 Thus y (t ) = −5t 2 e − t .Example 8 Find the inverse Laplace Transform of the given function.2.

3s + 1 3s + 1 A B Y ( s) = 2 = = + s + s − 12 ( s + 4)( s − 3) s + 4 s − 3 3s + 1 = A( s − 3) + B( s + 4) 3s + 1 = ( A + B) s + (4 B − 3 A) A + B = 3. as follows.Example 9 For the function Y(s) below. we find y(t) = L-1{Y(s)} by using a partial fraction expansion. B = 10 / 7 11 ⎡ 1 ⎤ 10 ⎡ 1 ⎤ 11 − 4t 10 3t Y ( s) = ⎢ ⎥ + ⎢ ⎥ ⇒ y (t ) = e + e 7 ⎣ s + 4 ⎦ 7 ⎣ s − 3⎦ 7 7 . 4 B − 3 A = 1 A = 11 / 7.

Example 10 For the function Y(s) below. as follows. we obtain y (t ) = 4e 3t cos t + 2e 3t sin t .1. 4s − 10 4 s − 10 4 s − 12 + 2 Y (s) = = = ( ) s 2 − 6 s + 10 s 2 − 6s + 9 + 1 (s − 3)2 + 1 4(s − 3) + 2 ⎡ s −3 ⎤ ⎡ 1 ⎤ = = 4⎢ ⎥ + 2⎢ (s − 3) + 1 ⎣ (s − 3) + 1⎦ ⎣ (s − 3)2 + 1⎥⎦ 2 2 Using Table 6. we find y(t) = L-1{Y(s)} by completing the square in the denominator and rearranging the numerator.

we have [s L{ y} − sy(0) − y′(0)]− 8 [sL{ y} − y(0)] + 25L{ y} = 0 2 Letting Y(s) = L{y}. we obtain (s 2 ) − 8s + 25 Y ( s ) − 6 = 0 Thus 6 L{ y} = Y ( s ) = 2 s − 8s + 25 . and assuming the conditions of Corollary 6.Example 11: Initial Value Problem (1 of 2) Consider the initial value problem y′′ − 8 y′ + 25 y = 0.2 are met. y′(0 ) = 6 Taking the Laplace transform of the differential equation.2. y (0 ) = 0. we have (s 2 ) − 8s + 25 Y ( s ) − (s − 8) y (0) − y′(0) = 0 Substituting in the initial conditions.

2. we have L−1 {Y ( s )} = 2 e 4t sin 3t Therefore our solution to the initial value problem is y (t ) = 2 e 4t sin 3t .Example 11: Solution (2 of 2) Completing the square.1. we obtain 6 6 Y (s) = = ( ) s 2 − 8s + 25 s 2 − 8s + 16 + 9 Thus ⎡ 3 ⎤ Y (s) = 2 ⎢ ⎥ ⎣ ( s − 4 )2 + 9 ⎦ Using Table 6.

we have [s L{ y} − sy(0) − y′(0)]+ L{ y} = 2 /(s 2 2 + 4) Letting Y(s) = L{y}.Example 12: Nonhomogeneous Problem (1 of 2) Consider the initial value problem y′′ + y = sin 2t . we obtain (s 2 ) + 1 Y ( s ) − 2s − 1 = 2 /( s 2 + 4) Thus 2 s 3 + s 2 + 8s + 6 Y (s) = 2 ( s + 1)( s 2 + 4) .2. and assuming the conditions of Corollary 6. y′(0 ) = 1 Taking the Laplace transform of the differential equation. we have (s 2 ) + 1 Y ( s ) − sy (0) − y′(0) = 2 /( s 2 + 4) Substituting in the initial conditions. y (0 ) = 2.2 are met.

2 s 3 + s 2 + 8s + 6 As + B Cs + D Y (s) = 2 = 2 + 2 ( s + 1)( s + 4) 2 s +1 s +4 Then ( ) ( ) 2 s 3 + s 2 + 8s + 6 = ( As + B ) s 2 + 4 + (Cs + D ) s 2 + 1 = ( A + C ) s 3 + ( B + D) s 2 + (4 A + C ) s + (4 B + D) Solving. and D = -2/3. B = 5/3. we obtain A = 2.Example 12: Solution (2 of 2) Using partial fractions. C = 0. Thus 2s 5/3 2/3 Y (s) = 2 + 2 − 2 s +1 s +1 s + 4 Hence 5 1 y (t ) = 2 cos t + sin t − sin 2t 3 3 .

3: Step Functions Some of the most interesting elementary applications of the Laplace Transform method occur in the solution of linear equations with discontinuous or impulsive forcing functions.Ch 6. we will assume that all functions considered are piecewise continuous and of exponential order. so that their Laplace Transforms all exist. for s large enough. In this section. .

is defined by ⎧0. t < c uc (t ) = ⎨ ⎩1. t ≥ c . t < c y (t ) = 1 − uc (t ) = ⎨ ⎩0. The unit step function.Step Function definition Let c ≥ 0. or Heaviside function. t ≥ c A negative step can be represented by ⎧1.

Example 1 Sketch the graph of h(t ) = uπ (t ) − u 2π (t ). t ≥ 0 Solution: Recall that uc(t) is defined by ⎧0. t ≥ c Thus ⎧0. π ≤ t < 2π ⎪0 2π ≤ t < ∞ ⎩ and hence the graph of h(t) is a rectangular pulse. t < c uc (t ) = ⎨ ⎩1. . 0 ≤ t < π ⎪ h(t ) = ⎨1.

Laplace Transform of Step Function The Laplace Transform of uc(t) is ∞ ∞ L{uc (t )} = ∫ e uc (t )dt = ∫ e − st dt − st 0 c b ⎡ 1 − st b ⎤ = lim ∫ e dt = lim ⎢ − e − st ⎥ b →∞ c b →∞ ⎢⎣ s c⎥ ⎦ ⎡ e −bs e −cs ⎤ = lim ⎢− + ⎥ b →∞ ⎣ s s ⎦ e −cs = s .

and the graph of g on the right. .c): ⎧ 0. t ≥ c Thus g represents a translation of f a distance c in the positive t direction. we will often want to consider the related function g(t) = uc(t) f (t . t<c g (t ) = ⎨ ⎩ f (t − c). In the figure below.Translated Functions Given a function f (t) defined for t ≥ 0. the graph of f is given on the left.

. t ≥1 and hence the graph of g(t) is a shifted parabola. 0 ≤ t <1 g (t ) = ⎨ ⎩(t − 1) 2 . where f (t ) = t 2 . t < c uc (t ) = ⎨ ⎩1. t ≥ c Thus ⎧0.Example 2 Sketch the graph of g (t ) = f (t − 1)u1 (t ). Solution: Recall that uc(t) is defined by ⎧0. t ≥ 0.

then { uc (t ) f (t − c) = L−1 e − cs F ( s ) } Thus the translation of f (t) a distance c in the positive t direction corresponds to a multiplication of F(s) by e-cs.1 If F(s) = L{f (t)} exists for s > a ≥ 0.3. and if c > 0. . then L{ uc (t ) f (t − c)} = e − cs L{ f (t )} = e − cs F ( s ) Conversely.Theorem 6. if f (t) = L-1{F(s)}.

Theorem 6.1: Proof Outline We need to show L{ uc (t ) f (t − c)} = e − cs F ( s ) Using the definition of the Laplace Transform.3. we have ∞ L{ uc (t ) f (t − c)} = ∫ e − st uc (t ) f (t − c)dt 0 ∞ = ∫ e − st f (t − c)dt c u =t −c ∞ = ∫ 0 e − s ( u + c ) f (u )du ∞ ∫ − cs =e e − su f (u )du 0 = e −cs F ( s ) .

Example 3 Find the Laplace transform of ⎧0. t ≥1 Solution: Note that f (t ) = (t − 1) 2 u1 (t ) Thus 2e − s { 2 } L{ f (t )} = L u1 (t )(t − 1) = e L t = 3 −s s {} 2 . 0 ≤ t <1 f (t ) = ⎨ ⎩(t − 1) 2 .

where f is defined by ⎧sin t .Example 4 Find L{ f (t)}. 0≤t <π /4 f (t ) = ⎨ ⎩sin t + cos(t − π / 4).π/4). and L{ f (t )} = L{sin t}+ L{uπ / 4 (t ) cos(t − π / 4)} = L{sin t}+ e −π s / 4 L{cos t} 1 s = 2 + e −π s / 4 2 s +1 s +1 1 + se −π s / 4 = s2 +1 . t ≥ π / 4 Note that f (t) = sin(t) + uπ/4(t) cos(t .

Example 5 Find L-1{F(s)}. where 3 + e −7 s F (s) = s4 Solution: ⎧ 3 ⎫ −1 ⎧ e ⎫ −7 s −1 f (t ) = L ⎨ 4 ⎬ + L ⎨ 4 ⎬ ⎩s ⎭ ⎩ s ⎭ 1 −1 ⎧ 3! ⎫ 1 −1 ⎧ −7 s 3! ⎫ = L ⎨ 4 ⎬ + L ⎨e ⋅ 4 ⎬ 2 ⎩s ⎭ 6 ⎩ s ⎭ = t 3 + u7 (t )(t − 7 ) 1 1 3 2 6 .

and conversely.Theorem 6. s > a + c Conversely. if f (t) = L-1{F(s)}. Proof Outline: { } ∞ ∞ L e f (t ) = ∫ e e f (t )dt = ∫ e −( s −c ) t f (t )dt = F ( s − c) ct 0 − st ct 0 .3.2 If F(s) = L{f (t)} exists for s > a ≥ 0. then e ct f (t ) = L−1 {F ( s − c)} Thus multiplication f (t) by ect results in translating F(s) a distance c in the positive t direction. then L{e ct f (t )} = F ( s − c). and if c is a constant.

we first complete the square: G ( s) = s +1 = s +1 = (s + 1) ( ) s 2 + 2 s + 5 s 2 + 2 s + 1 + 4 (s + 1)2 + 4 Since ⎧ s ⎫ f (t ) = L−1{F ( s )} = L−1 ⎨ 2 ⎬ = cos(2t ) ⎩s + 4⎭ it follows that L−1 {G ( s )} = L−1 {F ( s + 1)} = e − t f (t ) = e − t cos(2t ) .Example 4 Find the inverse transform of s +1 G ( s) = 2 s + 2s + 5 To solve.

y′(0 ) = y0′ .4: Differential Equations with Discontinuous Forcing Functions In this section focus on examples of nonhomogeneous initial value problems in which the forcing function is discontinuous.Ch 6. ay′′ + by′ + cy = g (t ). y (0 ) = y0 .

y (0) = 0.Example 1: Initial Value Problem (1 of 12) Find the solution to the initial value problem 2 y′′ + y′ + 2 y = g (t ). . 0 ≤ t < 5 and t ≥ 20 Such an initial value problem might model the response of a damped oscillator subject to g(t). or current in a circuit for a unit voltage pulse. 5 ≤ t < 20 g (t ) = u5 (t ) − u20 (t ) = ⎨ ⎩0. y′(0) = 0 where ⎧1.

y (0) = 0.2 are met. we obtain (2s 2 ) ( ) + s + 2 Y ( s ) = e −5 s − e −20 s s Thus Y (s) = ( e −5 s − e −20 s) s (2 s 2 +s+2 ) . (2s 2 ) ( ) + s + 2 Y ( s ) − (2 s + 1) y (0) − 2 y′(0) = e −5 s − e −20 s s Substituting in the initial conditions. Then 2 L{ y′′} + L{ y′} + 2 L{ y} = L{u5 (t )} − L{u20 (t )} or [ ] −5 s −20 s − 2 s 2 L{ y} − 2sy (0) − 2 y′(0) + [sL{ y} − y (0)] + 2 L{ y} = e e s Letting Y(s) = L{y}. y′(0) = 0 Example 1: Laplace Transform (2 of 12) Assume the conditions of Corollary 6. 2 y′′ + y′ + 2 y = u5 (t ) − u20 (t ).2.

then y = φ (t ) = u5 (t )h(t − 5) − u20 (t )h(t − 20) by Theorem 6.3. .Example 1: Factoring Y(s) (3 of 12) We have Y (s) = ( e−5 s ) ( − e −20 s = −5 s − ) − 20 s s (2 s ) e e H (s) 2 +s+2 where 1 H (s) = ( s 2s 2 + s + 2 ) If we let h(t) = L-1{H(s)}.1.

B = −1.Example 1: Partial Fractions (4 of 12) Thus we examine H(s). as follows. C = −1 / 2 Thus 1/ 2 s +1/ 2 H ( s) = − 2 s 2s + s + 2 . 1 A Bs + C H ( s) = = + ( ) s 2s 2 + s + 2 s 2s 2 + s + 2 This partial fraction expansion yields the equations (2 A + B) s 2 + ( A + C ) s + 2 A = 1 ⇒ A = 1 / 2.

1/ 2 s +1/ 2 H (s) = − 2 s 2s + s + 2 1/ 2 1 ⎡ s +1/ 2 ⎤ = − ⎢ 2 s 2 ⎣ s + s / 2 + 1⎥⎦ 1/ 2 1 ⎡ s +1/ 2 ⎤ = − ⎢ 2 s 2 ⎣ s + s / 2 + 1 / 16 + 15 / 16 ⎥⎦ 1/ 2 1 ⎡ s +1/ 2 ⎤ = − ⎢ ⎥ s 2 ⎣ (s + 1 / 4 )2 + 15 / 16 ⎦ 1 / 2 1 ⎡ (s + 1 / 4 ) + 1 / 4 ⎤ = − ⎢ ⎥ s 2 ⎣ (s + 1 / 4 )2 + 15 / 16 ⎦ .Example 1: Completing the Square (5 of 12) Completing the square.

and recalling our previous results. the solution to the initial value problem is then φ (t ) = u5 (t )h(t − 5) − u20 (t )h(t − 20) .Example 1: Solution (6 of 12) Thus 1 / 2 1 ⎡ (s + 1 / 4 ) + 1 / 4 ⎤ H (s) = − ⎢ ⎥ s 2 ⎣ (s + 1 / 4 )2 + 15 / 16 ⎦ = 1/ 2 1 ⎡ − ⎢ (s + 1 / 4) ⎤ 1 ⎡ 15 / 4 ⎤ ⎥− ⎢ ⎥ s 2 ⎣ (s + 1 / 4 ) + 15 / 16 ⎦ 2 15 ⎣ (s + 1 / 4 )2 + 15 / 16 ⎦ 2 and hence 1 1 −t / 4 ⎛ 15 ⎞ 1 ⎛ 15 ⎞ h(t ) = L {H ( s )} = − e cos⎜⎜ −1 t ⎟⎟ − e sin ⎜⎜ −t / 4 t ⎟⎟ 2 2 ⎝ 4 ⎠ 2 15 ⎝ 4 ⎠ For h(t) as given above.

where 1 1 −t / 4 h(t ) = − e cos 15t 4 − 2 2 ( 1 2 15 ) e −t / 4 sin 15t 4 ( ) The graph of this solution is given below.Example 1: Solution Graph (7 of 12) Thus the solution to the initial value problem is φ (t ) = u5 (t )h(t − 5) − u20 (t )h(t − 20). .

y2′ (5) = 0 t > 20 : 2 y3′′ + y3′ + 2 y3 = 0. y1′ (0) = 0 5 < t < 20 : 2 y2′′ + y2′ + 2 y2 = 1. y2 (5) = 0.Example 1: Composite IVPs (8 of 12) The solution to original IVP can be viewed as a composite of three separate solutions to three separate IVPs: 0 ≤ t < 5: 2 y1′′ + y1′ + 2 y1 = 0. y3′ (20) = y2′ (20) . y1 (0) = 0. y3 (20) = y2 (20).

. y1 (0) = 0. Thus the solution over [0. it remains at rest. See graphs below. 5) is y1 = 0. y1′ (0) = 0. and this can be verified analytically as well. 0 ≤ t < 5 From a physical point of view.Example 1: First IVP (9 of 12) Consider the first initial value problem 2 y1′′ + y1′ + 2 y1 = 0. and since there is no external forcing. the system is initially at rest.

See graphs below. the solution has the form ( ) ( ) y2 = c1e − t / 4 cos 15t / 4 + c2 e − t / 4 sin 15t / 4 + 1 / 2 Physically. 20). over the time interval (5. 5 < t < 20 Using methods of Chapter 3. y2′ (5) = 0. the system responds with the sum of a constant (the response to the constant forcing function) and a damped oscillation. .Example 1: Second IVP (10 of 12) Consider the second initial value problem 2 y2′′ + y2′ + 2 y2 = 1. y2 (5) = 0.

the solution has the form ( ) ( y3 = c1e − t / 4 cos 15t / 4 + c2 e − t / 4 sin 15t / 4 ) Physically. See graphs below. t > 20 Using methods of Chapter 3. y3′ (20) = y2′ (20). since there is no external forcing. the response is a damped oscillation about y = 0. .Example 1: Third IVP (11 of 12) Consider the third initial value problem 2 y3′′ + y3′ + 2 y3 = 0. y3 (20) = y2 (20). for t > 20.

lim+ φ ′′(t ) ≅ -.5072 t → 20 t → 20 Thus jump in forcing term g(t) at these points is balanced by a corresponding jump in highest order term 2y'' in ODE.Example 1: Solution Smoothness (12 of 12) Our solution is φ (t ) = u5 (t )h(t − 5) − u20 (t )h(t − 20) It can be shown that φ and φ' are continuous at t = 5 and t = 20.0072. lim φ ′′(t ) = 1 / 2 t →5 − t →5 + lim− φ ′′(t ) ≅ -. and φ'' has a jump of 1/2 at t = 5 and a jump of –1/2 at t = 20: lim φ ′′(t ) = 0. .

. Similarly for higher order equations. b) but ψ '' has jump discontinuities at the same points as g. If y = ψ(t) is a solution. then ψ and ψ ' are continuous on (a. b). where the highest derivative of the solution has jump discontinuities at the same points as the forcing function. b) but g is only piecewise continuous there.Smoothness of Solution in General Consider a general second order linear equation y′′ + p (t ) y′ + q (t ) y = g (t ) where p and q are continuous on some interval (a. but the solution itself and its lower derivatives are continuous over (a.

0≤t <5 t −5 t − 10 ⎪ g (t ) = u5 (t ) − u10 (t ) = ⎨(t − 5) 5 5 ≤ t < 10 5 5 ⎪1. y (0) = 0. and is known as ramp loading. ⎩ t ≥ 10 The graph of forcing function g(t) is given on right. y′(0) = 0 where ⎧0. .Example 2: Initial Value Problem (1 of 12) Find the solution to the initial value problem y′′ + 4 y = g (t ).

t −5 t − 10 y′′ + 4 y = u5 (t ) − u10 (t ) . Then L{ y′′} + 4 L{ y} = [L{u5 (t )(t − 5)}] 5 − [L{u10 (t )(t − 10)}] 5 or [ s L{ y} − sy (0) − y′(0) + 4 L{ y} = 2 ] e −5 s − e −10 s 5s 2 Letting Y(s) = L{y}.2. y′(0) = 0 5 5 Example 2: Laplace Transform (2 of 12) Assume that this ODE has a solution y = φ(t) and that φ'(t) and φ''(t) satisfy the conditions of Corollary 6. and substituting in initial conditions. (s 2 ) + 4 Y (s) = e ( −5 s −e −10 s ) 5s 2 Thus Y (s) = (e −5 s − e −10 s ) ( 5s 2 s 2 + 4 ) . y (0) = 0.2.

.Example 2: Factoring Y(s) (3 of 12) We have Y (s) = (e −5 s − e −10 s = ) e −5 s − e −10 s 5s s + 4 2 2 ( ) 5 H (s) where 1 H ( s) = ( s2 s2 + 4 ) If we let h(t) = L-1{H(s)}.1. then y = φ (t ) = [u5 (t )h(t − 5) − u10 (t )h(t − 10)] 1 5 by Theorem 6.3.

as follows. C = 0. B = 1 / 4. 1 A B Cs + D H ( s) = = + 2+ 2 ( s2 s2 + 4 ) s s s +4 This partial fraction expansion yields the equations ( A + C ) s 3 + ( B + D ) s 2 + 4 As + 4 B = 1 ⇒ A = 0. D = −1 / 4 Thus 1/ 4 1/ 4 H ( s) = − 2 s 2 s +4 .Example 2: Partial Fractions (4 of 12) Thus we examine H(s).

the solution to the initial value problem is then y = φ (t ) = [u5 (t )h(t − 5) − u10 (t )h(t − 10)] 1 5 .Example 2: Solution (5 of 12) Thus 1/ 4 1/ 4 H (s) = − 2 s 2 s +4 1⎡ 1 ⎤ 1⎡ 2 ⎤ = ⎢ 2⎥− ⎢ 2 4 ⎣ s ⎦ 8 ⎣ s + 4 ⎥⎦ and hence h(t ) = L−1{H ( s )} = t − sin (2t ) 1 1 4 8 For h(t) as given above. and recalling our previous results.

where 5 h(t ) = t − sin (2t ) 1 1 4 8 The graph of this solution is given below.Example 2: Graph of Solution (6 of 12) Thus the solution to the initial value problem is 1 φ (t ) = [u5 (t )h(t − 5) − u10 (t )h(t − 10)]. .

y1′ (0) = 0 5 < t < 10 : y2′′ + 4 y2 = (t − 5) / 5. y3′ (10) = y2′ (10) . y3 (10) = y2 (10). y1 (0) = 0. y2 (5) = 0.Example 2: Composite IVPs (7 of 12) The solution to original IVP can be viewed as a composite of three separate solutions to three separate IVPs (discuss): 0 ≤ t < 5: y1′′ + 4 y1 = 0. y2′ (5) = 0 t > 10 : y3′′ + 4 y3 = 1.

5) is y1 = 0. 0 ≤ t < 5 From a physical point of view. the system is initially at rest. See graphs below. Thus the solution over [0. and since there is no external forcing. y1′ (0) = 0. y1 (0) = 0. it remains at rest.Example 2: First IVP (8 of 12) Consider the first initial value problem y1′′ + 4 y1 = 0. . and this can be verified analytically as well.

the solution has the form y2 = c1 cos(2t ) + c2 sin (2t ) + t / 20 − 1 / 4 Thus the solution is an oscillation about the line (t – 5)/20. y2 (5) = 0. 10). over the time interval (5. . See graphs below.Example 2: Second IVP (9 of 12) Consider the second initial value problem y2′′ + 4 y2 = (t − 5) / 5. 5 < t < 10 Using methods of Chapter 3. y2′ (5) = 0.

y3′ (10) = y2′ (10). y3 (10) = y2 (10). See graphs below. the solution has the form y3 = c1 cos(2t ) + c2 sin (2t ) + 1 / 4 Thus the solution is an oscillation about y = 1/4.Example 2: Third IVP (10 of 12) Consider the third initial value problem y3′′ + 4 y3 = 1. t > 10 Using methods of Chapter 3. for t > 10. .

2979). we locate one of the maximum or minimum points for t > 10. Thus the amplitude of the oscillation is about 0. the first maximum is (10. 0. Solving y' = 0. h(t ) = 1 t − 1 sin (2t ) 5 4 8 To find the amplitude of the eventual steady oscillation.0479.Example 2: Amplitude (11 of 12) Recall that the solution to the initial value problem is y = φ (t ) = 1 [u5 (t )h(t − 5) − u10 (t )h(t − 10)].642. .

h(t ) = 1 t − 1 sin (2t ) 5 4 8 In this example. but φ''' has discontinuities at t = 5 and t = 10 that match the discontinuities of g' at t = 5 and t = 10. the forcing function g is continuous but g' is discontinuous at t = 5 and t = 10.Example 2: Solution Smoothness (12 of 12) Our solution is y = φ (t ) = 1 [u5 (t )h(t − 5) − u10 (t )h(t − 10)]. It follows that φ and its first two derivatives are continuous everywhere. .

it is necessary to deal with phenomena of an impulsive nature.Ch 6. where ⎧big. For example. otherwise and τ > 0 is small. . t0 − τ < t < t0 + τ g (t ) = ⎨ ⎩0.5: Impulse Functions In some applications. The differential equation will then have the form ay′′ + by′ + cy = g (t ). an electrical circuit or mechanical system subject to a sudden voltage or force g(t) of large magnitude that acts over a short time interval about t0.

τ > 0 −∞ t 0 −τ In particular. the total impulse of this force is measured by the integral ∞ t 0 +τ I (τ ) = ∫ g (t )dt = ∫ g (t )dt −∞ t 0 −τ Note that if g(t) has the form ⎧c. . then I(τ) = 1 (independent of τ ). if c = 1/(2τ).Measuring Impulse In a mechanical system. t0 − τ < t < t0 + τ g (t ) = ⎨ ⎩0. otherwise then ∞ t 0 +τ I (τ ) = ∫ g (t )dt = ∫ g (t )dt = 2τ c. where g(t) is a force.

τ → 0). See graph on right.Unit Impulse Function Suppose the forcing function dτ(t) has the form ⎧1 2τ . we have lim dτ (t ) = 0. otherwise Then as we have seen. Note that dτ(t) gets taller and narrower as τ → 0.e.. − τ < t < τ dτ (t ) = ⎨ ⎩0. and lim I (τ ) = 1 τ →0 τ →0 . Thus for t ≠ 0. We are interested dτ(t) acting over shorter and shorter time intervals (i. I(τ) = 1.

**Dirac Delta Function
**

Thus for t ≠ 0, we have lim dτ (t ) = 0, and lim I (τ ) = 1

τ →0 τ →0

**The unit impulse function δ is defined to have the properties
**

∞

δ (t ) = 0 for t ≠ 0, and ∫

−∞

δ (t )dt = 1

The unit impulse function is an example of a generalized

function and is usually called the Dirac delta function.

In general, for a unit impulse at an arbitrary point t0,

∞

δ (t − t0 ) = 0 for t ≠ t0 , and ∫ δ (t − t0 )dt = 1

−∞

Laplace Transform of δ (1 of 2)

**The Laplace Transform of δ is defined by
**

L{δ (t − t0 )} = lim L{dτ (t − t0 )}, t0 > 0

τ →0

and thus

∞ t 0 +τ

L{δ (t − t0 )} = lim ∫ e dτ (t − t0 )dt = lim

1

∫

− st

e − st dt

τ →0 0 τ →0 2τ t 0 −τ

− st t 0 +τ

= lim

−e

τ → 0 2 sτ

= lim

1

τ → 0 2 sτ

[

− e − s (t0 +τ ) + e − s (t0 −τ ) ]

t 0 −τ

e − st0 ⎡ e sτ − e − sτ ⎤ − st 0 ⎡ sinh( sτ ) ⎤

= lim ⎢ ⎥ = e ⎢lim ⎥

τ → 0 sτ τ

⎣ 2 ⎦ ⎣ τ →0 s ⎦

− st 0 ⎡ s cosh( sτ ) ⎤ − st 0

= e ⎢lim ⎥ = e

⎣ τ →0 s ⎦

Laplace Transform of δ (2 of 2)

**Thus the Laplace Transform of δ is
**

L{δ (t − t0 )} = e − st0 , t0 > 0

For Laplace Transform of δ at t0= 0, take limit as follows:

L{δ (t )} = lim L{dτ (t − t0 )} = lim e − st0 = 1

t0 →0 τ 0 →0

For example, when t0= 10, we have L{δ(t -10)} = e-10s.

using the mean value theorem for integrals: ∞ ∞ ∫ −∞ δ (t − t0 ) f (t )dt = lim ∫ dτ (t − t0 ) f (t )dt τ →0 − ∞ 1 t0 +τ = lim ∫ f (t )dt τ →0 2τ t 0 −τ = lim [2τ f (t*)] ( where t0 − τ < t* < t0 + τ ) 1 τ →0 2τ = lim f (t*) τ →0 = f (t0 ) Thus ∞ ∫−∞ δ (t − t0 ) f (t )dt = f (t0 ) .Product of Continuous Functions and δ The product of the delta function and a continuous function f can be integrated.

Example 1: Initial Value Problem (1 of 3) Consider the solution to the initial value problem 2 y′′ + y′ + 2 y = δ (t − 7). we obtain (2s 2 ) + s + 2 Y ( s ) = e −7 s or e −7 s Y (s) = 2 2s + s + 2 . y (0) = 0. y′(0) = 0 Then 2 L{ y′′} + L{ y′} + 2 L{ y} = L{δ (t − 7)} Letting Y(s) = L{y}. [2s Y (s) − 2sy(0) − 2 y′(0)]+ [sY (s) − y(0)] + 2Y (s) = e 2 −7 s Substituting in the initial conditions.

Example 1: Solution (2 of 3) We have e −7 s Y (s) = 2 2s + s + 2 The partial fraction expansion of Y(s) yields e −7 s ⎡ 15 / 4 ⎤ Y (s) = ⎢ ⎥ 2 15 ⎣ (s + 1 / 4 ) + 15 / 16 ⎦ 2 and hence y (t ) = 1 u7 (t )e −(t −7 )/ 4 sin 15 (t − 7 ) 2 15 4 .

Response is continuous at t = 7 despite singularity in forcing function. y'' has an infinite discontinuity there. Since y' has a jump discontinuity at t = 7. Thus singularity in forcing function is balanced by a corresponding singularity in y''. there is no response on (0. 7). . The impulse at t = 7 produces a decaying oscillation that persists indefinitely.Example 1: Solution Behavior (3 of 3) With homogeneous initial conditions at t = 0 and no external excitation until t = 7.

6: The Convolution Integral Sometimes it is possible to write a Laplace transform H(s) as H(s) = F(s)G(s). and hence the Laplace transform cannot in general be commuted with ordinary multiplication.Ch 6. That is. In this section we examine the convolution of f and g. In this case we might expect H(s) to be the transform of the product of f and g. respectively. where F(s) and G(s) are the transforms of known functions f and g. and one for which the Laplace transform does commute. does H(s) = F(s)G(s) = L{f }L{g} = L{f g}? On the next slide we give an example that shows that this equality does not hold. which can be viewed as a generalized product. .

Recall that the Laplace Transforms of f and g are L{ f (t )} = L{1 } = .Example 1 Let f (t) = 1 and g(t) = sin(t). L{ g (t ) } = L{ sin t } = 2 1 1 s s +1 Thus L{ f (t ) g (t )} = L{ sin t } = 1 s2 +1 and L{ f (t ) }L{ g (t ) } = 2 1 ( s s +1 ) Therefore for these functions it follows that L{ f (t ) g (t )} ≠ L{ f (t ) }L{ g (t ) } .

τ. See text for more details. where t t h(t ) = ∫ f (t − τ ) g (τ )dτ = ∫ f (t ) g (t − τ )dτ 0 0 The function h(t) is known as the convolution of f and g and the integrals above are known as convolution integrals.Theorem 6. . The convolution integral defines a “generalized product” and can be written as h(t) = ( f *g)(t). Then H(s) = F(s)G(s) = L{h(t)} for s > a. Note that the equality of the two convolution integrals can be seen by making the substitution u = t .1 Suppose F(s) = L{f (t)} and G(s) = L{g(t)} both exist for s > a ≥ 0.6.

1 Proof Outline ∞ ∞ F ( s )G ( s ) = ∫ e − su f (u )du ∫ e − sτ g (τ )dτ 0 0 ∞ ∞ = ∫ g (τ )dτ ∫ e − s (τ +u ) f (u )du 0 0 ∞ ∞ = ∫0 g (τ )dτ ∫ e − st f (t − τ )dt τ (t = τ + u ) ∞ ∞ =∫ ∫τ e − st g (τ ) f (t − τ )dtdτ 0 ∞ t =∫ ∫ e − st f (t − τ )g (τ )dτ dt 0 0 = ∫ e ∫ f (t − τ ) g (τ )dτ ⎤ dt ⎡ ∞ t − st 0 ⎢⎣ 0 ⎥⎦ = L{h(t )} . Theorem 6.6.

6.Example 2 Find the Laplace Transform of the function h given below. L{h(t )} = H ( s ) = F ( s )G ( s ) = 2 ( s2 s2 + 4 ) . t h(t ) = ∫ (t − τ ) sin 2tdτ 0 Solution: Note that f (t) = t and g(t) = sin2t.1. with 1 F ( s ) = L{ f (t )} = L{t} = 2 s 2 G ( s ) = L{g (t )} = L{sin 2t} = 2 s +4 Thus by Theorem 6.

given below. 2 H (s) = s 2 ( s − 2) Solution: Let F(s) = 2/s2 and G(s) = 1/(s . with f (t ) = L−1{F ( s )} = 2t g (t ) = L−1{G ( s )} = e 2t Thus by Theorem 6.Example 3: Find Inverse Transform (1 of 2) Find the inverse Laplace Transform of H(s).1.2). L {H ( s )} = h(t ) = 2 ∫ (t − τ )e 2τ dτ t −1 0 .6.

as follows. t t t h(t ) = 2 ∫ (t − τ )e dτ = 2 t ∫ e dτ − 2 ∫ τ e 2τ dτ 2τ 2τ 0 0 0 = te 2τ t ⎡ − τe 2τ t − ∫ e 2τ dτ ⎤ t 0 ⎢⎣ 0 0 ⎥⎦ [ ]⎡ 1 [ = t e 2t − 1 − ⎢t e 2t − e 2t − 1 ⎥ ⎤ ] ⎣ 2 ⎦ 1 1 = te 2t − t − t e 2t + e 2t − 2 2 1 2t 1 = e −t − 2 2 .Example 3: Solution h(t) (2 of 2) We can integrate to simplify h(t).

y (0) = 3. (s 2 ) + 4 Y ( s ) = 3s − 1 + G ( s ) Thus 3s − 1 G ( s ) Y (s) = + 2 s +4 s +4 2 . and substituting in initial conditions.Example 4: Initial Value Problem (1 of 4) Find the solution to the initial value problem y′′ + 4 y = g (t ). y′(0) = −1 Solution: L{ y′′} + 4 L{ y} = L{g (t )} or [s L{ y} − sy(0) − y′(0)]+ 4L{ y} = G(s) 2 Letting Y(s) = L{y}.

Example 4: Solution (2 of 4) We have 3s − 1 G ( s ) Y ( s) = 2 + 2 s +4 s +4 ⎡ s ⎤ 1⎡ 2 ⎤ 1⎡ 2 ⎤ = 3⎢ 2 ⎥ − ⎢ 2 ⎥ + ⎢ 2 ⎥ G ( s) ⎣s + 4⎦ 2 ⎣s + 4⎦ 2 ⎣s + 4⎦ Thus 1 1 t y (t ) = 3 cos 2t − sin 2t + ∫ sin 2(t − τ ) g (τ )dτ 2 2 0 Note that if g(t) is given. then the convolution integral can be evaluated. .

y′(0) = −1 Example 4: Laplace Transform of Solution (3 of 4) Recall that the Laplace Transform of the solution y is 3s − 1 G ( s ) Y (s) = + 2 = Φ(s) + Ψ ( s) s +4 s +4 2 Note Φ (s) depends only on system coefficients and initial conditions. Further. y′′ + 4 y = g (t ). y (0) = 3. while Ψ (s) depends only on system coefficients and forcing function g(t). φ(t) = L-1{Φ (s)} solves the homogeneous IVP y′′ + 4 y = 0. y′(0) = 0 . y (0) = 3. y (0) = 0. y′(0) = −1 while ψ(t) = L-1{Ψ (s)} solves the nonhomogeneous IVP y′′ + 4 y = g (t ).

If G(s) = 1. The function G(s) depends only on external excitation g(t) applied to system. where H ( s ) = s2 + 4 s2 + 4 The function H(s) is known as the transfer function. y (0) = 0. . G (s) 1 Ψ (s) = = H ( s )G ( s ). and depends only on system coefficients.Example 4: Transfer Function (4 of 4) Examining Ψ (s) more closely. and hence h(t) is called the impulse response of system. y′(0) = 0 Thus h(t) is response of system to unit impulse applied at t = 0. then g(t) = δ(t) and hence h(t) = L-1{H(s)} solves the nonhomogeneous initial value problem y′′ + 4 y = δ (t ).

and g(t) is the input to system.Input-Output Problem (1 of 3) Consider the general initial value problem ay′′ + by′ + cy = g (t ). y′(0) = y0′ This IVP is often called an input-output problem. and solution y is the output at time t. The values y0 and y0' describe initial state. The coefficients a. Using the Laplace transform. y (0) = y0 . we obtain [ ] a s 2Y ( s ) − sy (0) − y′(0) + b[sY ( s ) − y (0)] + cY ( s ) = G ( s ) or (as + b) y0 + ay0′ G (s) Y (s) = + = Φ( s) + Ψ ( s) as + bs + c 2 as + bs + c 2 . b. c describe properties of physical system.

y (0) = y0 . Further. y′(0) = y0′ Laplace Transform of Solution (2 of 3) We have (as + b) y0 + ay0′ G ( s) Y (s) = + = Φ(s) + Ψ (s) as + bs + c 2 as + bs + c 2 As before. ay′′ + by′ + cy = g (t ). y′(0) = y0′ while ψ(t) = L-1{Ψ (s)} solves the nonhomogeneous IVP ay′′ + by′ + cy = g (t ). y (0) = y0 . Φ (s) depends only on system coefficients and initial conditions. y (0) = 0. y′(0) = 0 . φ(t) = L-1{Φ (s)} solves the homogeneous IVP ay′′ + by′ + cy = 0. while Ψ (s) depends only on system coefficients and forcing function g(t).

with ψ (t ) = L {H ( s )G ( s )} = ∫ h(t − τ ) g (τ )dτ t −1 0 . then g(t) = δ(t) and hence h(t) = L-1{H(s)} solves the nonhomogeneous IVP ay′′ + by′ + cy = δ (t ). and hence h(t) is called the impulse response of system. y (0) = 0. y′(0) = 0 Thus h(t) is response of system to unit impulse applied at t = 0. while G(s) depends only on external excitation g(t) applied to system. Thus if G(s) = 1. and depends only on system coefficients. H(s) is the transfer function. where H ( s ) = 2 as + bs + c as + bs + c As before. G (s) 1 Ψ (s) = 2 = H ( s )G ( s ).Transfer Function (3 of 3) Examining Ψ (s) more closely.

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