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University Center

ETD Collection for AUC Robert W. Woodruff Library

9-1-1979

calculus

Lewis Wooten

Atlanta University

Part of the Mathematics Commons

Recommended Citation

Wooten, Lewis, "Laplace transformation techniques in operational calculus" (1979). ETD Collection for AUC Robert W. Woodruff

Library. Paper 518.

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LAPLACE TRANSFORMATION TECHNIQUES IN

OPERATIONAL CALCULUS

A THESIS

BY

LEWIS WOOTEN

ATLANTA, GEORGIA

DECEMBER 1979

ABSTRACT

MATHEMATICS

of the Laplace transform, and applying this basic theory of ordinary dif

ferential equations with both constant and variable coefficients. The pro

cess for finding the solution to partial differential equations with x, and

equations and Volterra's integral equations with different kernels are also

discussed.

CONTENTS

INTRODUCTION iv-

CHAPTER PaSe

Fundamental Theorems 3

Inverse Transform • 9

WITH CONSTANT COEFFICIENTS 12

Simultaneous Differential Equations 19

VARIABLES COEFFICIENTS • 24

IV. APPLICATION TO PARTIAL DIFFERENTIAL EQUATIONS 28

Solution by Power Series

Abel's Integral Equations •

APPENDICES • 71

BIBLIOGRAPHY ' 77

ii

List of Tables

Table PaSe

Tables of Properties 71

iii

INTRODUCTION

cian of the 18th century. Very little is known of his early years for

from both his relatives and from those who had assisted him. Laplace was

amount of these is one, which was read in 1784, and reprinted in the third

gral.

tion through the. efforts of many men. Bormwich and Wagner (1916) were

among the first to justify Heaviside's work on the basic of contour inte

iv

basic of the infinite integral of the Laplace type. The methods of Carson

and Bromwich were linked together by Levy amd March as two phases of the

more general approach. Van der Pol, Doetsch, and others contributed to

following statement:

place the operational calculus with Poincare's discovery of auto-

morphic functions and Ricci's discovery of tensor calculus as the

three most important mathematical advances of the last quarter of

the nineteenth century. Applications, extensions, and justification

of it constitute a considerable part of the mathematical activity of

today.

matical Society, Volume 20, p. 199.

CHAPTER I

The Laplace transform of f(t) is said to exist if the integral

(l.l.l) converges for some value of s; otherwise it does not exist. The

sufficient conditions under which the Laplace transfaorm exist are that

terval 0< t<N, and the function must be of exponential order for t > N.

we shall denote the original function f(t) in lower-case letters and its

o£ a function, but for printing purposes we shall use the letter L.

1

A function is called sectionally continuous or piecewise con

1 when t > k

we say that f(t) is a function of exponential order as t-»«>or, briefly,

is of exponential order.

exponential order (C > 2); but the function et2 is not of exponential

order.

0 < t < N and exponential order a for t > N, then its Laplace transform

Since f(t) is sectionally continuous its every finite subinterval

0 < t< N, the first integral on the right exist. Also, the second in

«<t)| dt

. a

< / e~BtVlet dt = M

o T^T (1.1.6)

We will now consider some of the very powerful and useful general

stated, that all functions satisfy the conditions of Theorem 1.1 so that

divided by s, that is

Lk =¥ d.2.1)

Proof: To prove this, we have from the definition of the Laplace transform

Lk =/e kdt -1^ e_J .i (1.2.2)

Res > 0.

Theorem 2.2; L k0(t) = k L H(t), where k is a constant. (1.2.3)

J o

= kL H(t) (1.2.4)

If c and c. are only constants while f^(t) and f2(t) are func

tions with the Laplace transforms F^s) and F2(s) respectively, then

c2f2(t)]

2f2 f2(t)

(1.2.5)

proof follows directly from Theorem 2.2, and is easy enough, and will not

transformable

If L f(t) - F(s),

Integrating by parts we

to t

= f(t)e -st

f(t) dt

o

-I

lim f(t)e sL f(t)

(1.2.8)

sF(s) - f(0)

This theorem is very useful in solving differential equations

function is known.

(k) k

where F(s) is the Laplace transform of f(t) and f (0) = d_f

dtk

evaluated at t = 0.

be given here.

L f(3)(t) = s3F(s) - s2f(0) - sf'(O) - f"(0) (1.2.10c)

and etc. These expressions are useful in transforming differential

equations.

o

Proof: Since

L /flu) =/>°VSt fhin) du (1.2.11b)

J no J n J O

Now integrating by parts yields

J o J O J O S

s .

Now at the upper limit the first term vanishes because of the exponential

function. At the lower limit the first terms vanishes because of the

definite integral. Hence only the second term is left, and it is the

If L f(t) = F(s)

,n (n)

L tnf(t) = (-l)n*-T(s) = (-l)nF (s) (1.2.12)

ds11

where n = 1, 2, 3

Proof: We have

Then by the Leibnitz's rule for differential under the integral sign,

-st

*df m

F'(s) = d ~stf(t) dt =/*°D d e fO:) dt

ds ds Jo Jo ds

- Jor -te"Stf(t) dt

-st

/:• i tf(t) dt

- L tf(t) (1.2.14)

ds

To establish the theorem in general, we use matheraatical induction.

Then

dsjoo

or by Leibnitz's rule,

that is

Jo

then (1.2.18) is true, i.e., the theorem holds for n = k +1. But by

f = f (x,t)

Proof: the proof of this theorem follows directly from the definition of

*x JO Jx

6

*x

The proof of Theorem 2.9 will not be given here, and we will list the

Theorem 2.11: Second Shifting Theorem

g(t)

lo t < a

L g(t) = e-aSF(s)

tion theorem. In the older literature of operational calculus it is called

the superposition theorem.

1.3 Inverse Transform

Definition 3.1: Let the symbol l"1 F(s) denote a function whose Laplace

transform is F(s). Thus

then

This correspondence between function F(s) and f(t) is called

F(s). The operator L"1 is a linear operator or that it has the linearity

property.

that is

o

From this it follows that we can have two different functions with the

and

If we allow null functions, we see that the inverse Laplace

10

continuous in every finite interval 0 <_ t<_ N and of exponential order for

t > N, then the inverse Laplace transform of F(s), that is L F(s) = f(t)

is unique.

resolving such functions into those listed in the tables. With the aid of

such procedures, we shall be able to make much use of the Laplace transfor

mation. In addition, there are explicit formulas for L F(s). The most

1 a+iaj

f(t) - 2±iT f eStF(s) ds, t > 0 (1.3.6)

^ a-ia>

and f(t) = 0 for t < 0.

function F(s).

the complex plane where s = x + iy. The real number a is chosen so that

11

CHAPTER II

We shall later on, solve more difficult problems, especially those in par

which satisfied a single differential equation. When more than one time

function exists in a physical system and they satisfy more than one dif

12

13

SCHEME

Original!

space:! initial conditions

Inverse

Laplace transformation Laplace transformation

Image

Algebraic equation Solution

space:!

with given initial conditions directly, we make a detour across into the

iiaage space. We go from the original equation to the image equation (an

translate the solution back to the original space with the help of the in

Hence the image function Y(s) of the desired time function y(t)

from its definition as the limit of a sum but we consult a table of inte

in our case we consult the attached Tables of Transforms and see whether

14

system of linear equations with an unknown (for n >3 this is fairly tedious),

By contrast, the Laplace transform considers these initial values from the

this their influence is clear from the start. Therefore, the method is

particularly suitable for the initial valued problems. The frequent case

We introduce the following transforms:

•'O

15

(sny(s) -

n-1

(si n

If we let

j, (s) = s 3n+a,sn-1+

+ a * * ' an (2-6)

'n 1

L (s) L (s)

n n

some manner the inverse transform of y(s), and we would then have the

sion g(s)/Ln(s) and f(s)/Ln(s) into partial fraction, examine the table of

16

y"(t) + k2y(t) = 0

If we let

then applying the Laplace transform to both members of Eq. (2.1.1), and

tion:

Y(s) = A |— 1 + I I

k

To verify our formal result given by Eq. (2.1.7), we need only find

y"(t) from that equation and substitute in Eq. (2.1.1) to see that the

17

subject to the following initial conditions

(2.1.10)

(s + I)2 + 1

Hence

Therefore, the solution of the image equation is

Y(s) = s + 2s + 3 (2.1.12)

(s2 + 2s + 2) (s + 2s + 5)

s2 + 2s + 3 = As + B = Cs + D (2.1.13)

(I2 + 2s + s)(s2 + 2s = 5) s2 + 2s + 2 s2 + 2s + 5

Solving for A, B. C and D from the partial fraction expansion (2.1.13),

we find that

18

Now we have

Y(s)

or

3((s + IV + 1) 3((s = IV + 4)

Hence

L3((s + I)2 + 1) 3«s + I)2 + 4)J

Therefore, we have

3 j

or

equation

•

•

0) = C1,

y(0) C^ and

and y(0)

y' (0) C2 (2.1.18).

If we let

19

where

F(s) = L f(t)

we have

Y(s) =

sCli_ +

C2Z +

F(s)

nSJ (2.1.21)

2,2 2^2 2, '2

s+a s+a s+a

1 o J n

or

■*■ a J o

(2.1.22)

where C^ = C2/a.

of a single differential equation with order greater than three are much

simpler by the Laplace transform method than by the classical method. How

ever, the method shows its full power in the solution of systems of several

tions than the classical method, which in reality is not practicable at all.

equations of the first order. In these, we write down all terms that theo

retically can appear, although usually a number of these terms are absent,

be considered is

20

Taking the Laplace transform of the system yields

a21

(sY1-y1(0))

"y3

(0))

(2.2.2)

331

-y

2<°>)

-y 3(0))

With the abbreviation

a s + b = o (s) (2.2.3)

aiks + Dik Pikk ;

We can write these equations in the form

p31Yl + P32Y2 + P33Y3 + F3 + a31yl(0) + a32y2(0) + a33y3(0)

If the differential equations were not of first but of second order, then

the p (s) would be polynomials not of the first but of the second degree

and the value y'(0) ... would appear on the right-hand side in addition to

21

similar; they form a system of linear algebraic equations for the unknown

such a system.

On the right-hand, side of the equations there are the image func

tions F.(s) of the input function f.(t), and numerical constants which de

(2.2.5)

ailyl(0) + aily2(0) + ai3y3(0) = ri

Let D(s) be the determinant of the system which is built from the P-k(s)

rl P12 P13"1

2 + r2 P22 P23

'I"*

LF3 + r3 p32 p33j

P13"

^1 21 23 (2.2.6)

P12F1

P21 P22 F2

Y3i

'32 X3

22

and this is called the normal case. In this section we are making the

x = b)

> t - o <2-2-9>

y - 3J

Taking the Laplace transform, where

y*00 -st

e x(t) dt

o

. ■ , (2.2.10)

and

x " r° -st

Y(s) - L y(t) -

we have

(s-2)X(s) ♦ 3Y(s) - 8 (2

2X(s) + (s - l)lf(s) = 3

23

8 3

_■ 3 s - 1

8s- 17 8s - 17

f

- 2 3 -

s -3s -4 (s + l)(s - 4)

2 s - .1

5_ 3

s + 1 s - 4

s - 2 8

2 3 3s - 22

3s - 22

3Z- 3s - 4 (s

s - 2 3

2 s - 1

(2.2.15)

s '+ 1 s-4

CHAPTER III

than the original, the transformation may enable us to find the solution

obtained.

v = C

t = 0 (3.2)

y'

24

25

ds

and therefore we can write the transform of the product of t and any

- r .(3.4)

J

then the transformed equation is

ds

(3.5)

An integrating factor is

f(2 - s) ds] = exp (21n s - hs )

2 -^ (3.7)

= s e

ds

or

ds (3-9)

integrating, we have

26

s s 2 IIs

then

s2 2 8S

Then since l"1 sK = 0, where k = 0, 1, 2, ..., we obtain after inverting

y(t) = (1 + C)t (3.14)

But from Eq. (3.2) we have y'(0) = 1, so calculate C = 0, then the required

solution is

y(t) = t (3-15)

under the conditions that y(0) = 1 and y(t) and its derivatives have trans

forms .

such that one of the solution is a function that behaves like the natural

log of t near the singular point, and the Laplace transform of the deri

ds

This is a first order differential equation and can be solved by separa

r

s + 1

27

In Y = -Jain (s + 1) + (3.20)

consulting the tables on transforms, we find the solution to the original

equation

o

CD n 2n

Jo(t) (-1)

(l)

(3.24)

(n!)'

n=o

•CHAPTER IV

tial equations could be solved easily by the use of the Laplace trans

that it is still easy to find the solution by the Laplace transform, but,

by it.

differential equation a certian domain in the xt-plane is given at the .out

For the equations considered here, we assume that t varies in the one-sided

infinite interval 0 < t <«,/ and x varies in a finite or infinite interval,

that the basic region of the xt-plane is a semi-infinite script, a quadrant

or a half-plane according as x varies in a finite, one-sided or two sided-

infinite interval.

function u(x,t) and to the derivatives which occur. Because the transfor

mation represents an integration with respect to a single variable, we

28

29

which we have assumed from the first to vary be between 0 andao, because

this is the interval over which the Laplace transform extends, the vari

obtain a different transform which therefore depends not only (as previ

Theorem (1.2.7), and here the variable x is kept constant. Then we have,

for example,

c. *-

L uxt(x'° = dlL Ut(X>t) = ~& SU(X'S) " U(X'0) (4'5>

Solution to one-dimensional boundary-value problems can be found

30

condidered.

respect to one variable and then with respect to the remaining variable

lems can sometime also be solved by both Fourier and Laplace transforms.

following scheme:

SCHEME

Original! + initial conditions »

space: | + boundary conditions

inverse Laplace

Laplace transformation transformation

+ boundary conditions r> solution

■

Laplace transform. If the present tables are not sufficient, then methods

31

u(x,0) =0

u(0,t) = t (4'8)

Let

(4.10)

JL(x.s) + x sU(x,s) - u(x,0) - 0

dx

subject to the condition

where U(0,s) is the transform of the boundary condition (4.8).

The partial differential equation has been reduced to the above

in the form

dU=-sxdx •

U

32

Solving, we have

Where C is the constant integration. Therefore, we can write

U - Ce~hs* (4.15)

To determine C, we consider the condition (4.12), and find that

I2 - C C4.16)

s

Now we have the solution of the image equation

2 e

s

If we let

a = k>* C4.18)

and

f(s) = 1/s2

The Eq. (4.17) can be written in the following form

where F(t) = L*1 f(s) = t. There the solution can be written as

u(x,t) = (t - a)H(t - a)

or

where H(t) is the unit step function defined as in Chapter 1.

u(x,0) =0 (i

.33

ut(x,O) - 0 (4.25)

u(O,t) = 0 (4.26)

Let

dx ax u

(4.29

which is a second order ordinary linear differential equation that have

where A., and B are constant. To determine A and B we consider the boundary

conditions

U(0,s) = 0 (4.32)

where conditions (4.32) and (4.33) are the transforms of (4.26) and (4.27)

B = 0

therefore

sx

U(x,s) = Axe

F(s) AeE

-s (.35)

A F(s)e

34

U(x,s) = xF(s)es(x"1) «

If we let

a - (x - 1) (4.37)

Inverting, we find

or

where

xf(x + t - 1) t> X- 1

H(x + t - 1) - ' _

0 t<X-1

zero, the temperature function u(x,t) is the solution to the boundary value

problem.

t XX

u(0,t) = f(t), limu(x.t) =0 t >0 (4.43)

where

U(x,s) = L u(x,t) = r°

r e-Stu(x,t) dt (4.45)

J

35

where

(4.49)

U(x,s) = C^t . ~2"

(4.50)

U(x,s) = C2e"X S

and from Eq. (4.47) we find c2 = F(s), so that

(4.51)

U(x,s) » F(s)e

-x/s/k exp

(4.52)

4kt

J o

where we have used the notiation

(5.54)

g(s) = arxVSTk

Now we have

t / 2 \

u(x.t) = x f f(t - f ) expf - x )dr (4.55)

"?W JQ r3/2

(4.56)

36

and we calculate

2

(4.57)

d - - x ,v (4.58)

and

3

x

r x2 *■

u(x,t) -2 r "

, „

u(x,t) =

"o *■> _ ,_^^X (4.62)

Since

2 ■? _.2

erfc =

^ r P / X \ (4.64)

u(x,t) = f erfc(—=-)

° \2Vkt /

at rest on the x-axis. The end x = o undergoes a period!: transverse dis

placement given by A^in.t, t > 0. Find the displaced of any point on

37

t

Ansin

Fig. 4-1

where the last condition specifies that the displacement is bounded.

where

dt (4.69)

/

Y(x,s) = L y(x,t) =

Y"(x,s) - s2 (4.70)

. a

2 +,,2

s ***

(4.72)

Y(x,s) is bounded

38

(4.74)

(4.75)

J2 2

Therefore,

(4.76)

Y(x,s)

e~sx/a

If we let

a = x/a (4.77)

(4.78)

and let f(s)

Since

1 t > a-

u(t) ='

0 t < d (4.82)

(A sin

si <u(t - «) t > a

y(x,t)

0

° t < a.

(4.83)

39

or

o

u

This means physically that a point x cf the string s-fcays at

with that of the end x = 0 but lags behind it in time by the amount x/a.

CHAPTER V

rns) ds ■ /

The proof of this theorem may be done in the following manner:'

J o

Therefore

V o o J o

•00 00

f f e"Stf(t) ds dt

J o J o

provided that it is permissible to reverse the order of integration.

40

41

But we have

00 -st

e ds = I (5.4)

ds =rii£l dt (5.5)

/ o o

examples.

Since

a

L sin at =

s

2 +• a-2 (5.7

/°° sin at dt

sin_at_dt r*0

.f*" „ a_

* ^ ds

~ ~J '. s2 + a

CD

Tan"1 s = E (5.8)

2

o

and ingergal" Dover Publication, Inc., New York, 1951.

42

(5.9)

Jo t

Since

(5.10)

I e"at = 1/(b + a)

and

L e "bt b) (5.11)

then

Jo t J° I s + a s +

00

ln(s + a) - ln(s + b)

GD

s + a (5.12)

s + b

Example 3; Evaluate

Q0 (5.13)

x sin xt dx

a + x

, -CD

Since

Jq o

2 o

2 ""/n •* ft

a + x

a + x

43

—St

e sin xt dt dx

J a + x ■

o (a + x ) (s + x )

^r 2 2

2 1

i r f * * dx (5.16)

27 2 2 2^2

s -a^o [s +X a+x J

i / -l -l Mi

~2 ^; I sTan x - aTan x )

s - a * J

(

Its _ E!L

2 2

Since

x sln xt dx = if x sin xt dx

/

- cd

a2+x2 JO a

~

2^

+ x

"

Then

OD

J 2 2 s + a I

" ^qd a + x L J

-1 n = rte~at (-5.19)

L TTT

Therefore

2^2

a + x

-OD

44

f f(t) dt

o

,0D t

converges, then the integral/" e" f(t) converges uniformly with respect

That is

cd op

We will not give a proof of the theorem; but the theorem can be

I = F J (t) dt (5.21)

0 s-*0^o o

r sin xt dx (5.24)

J o . /——

45

We know that

2,4

*_ + X_

3! 5!

where

2

=

2

r,

4.

However

sin

X

X

■( 1 -

3!

(5.26)

* <5-27>

therefore

converges:

OD QD

* -V2j ^dx (5.29)

rvTJ

Now Eq. (5.30) can be written as

L (s2 + t^ J

(5.32)

4b

od I 2 2 k

I = r ;in xt dx =

sin Jrjj- llm (s + t K - s.

(5.33)

terval 0 < x < cd , that is, for all values of s therein). It must not

J

But

CD

/cos t dt

o

diverges.

functions with a constant amplitude as t-»od. The function does not tend

to a limit as t-*<D , so

r cos t dt

CHAPTER VI

EQUATIONS

which are applicable to all cases and no solutions exist in closed form; in

cannot be found, but an approximate solution of sufficient accuracy may be

possible. While details of various methods differ, most of them are rather

similar and follow basically the same format. One part of the differential

equation is a linear equation that is simple enough to allow an exact solu

tion. The other part contains any terms that are difficult to handle and

will usually involve the nonlinear terms of the equation, and perhaps other

terms as well. The linear equation is solved so as to give the zero-order

or generating solution. This generating solution is then employed in some

way with the nonlinear terms of the original equation to produce first-

order corrections terms. These corrections terms are then combined with

47

48

correction terms depend upon the particular details of the method being

employed.

of this sort is the error in the solution which they yield. It is not

traditional methods.

49

here D = d/dt. The term X(D) is the linear part of the differential

although the problem can be anlayzed in cases where the initial conditions

are non-zero.

J o

L e(t) = E(s) (6.1.4)

With this notation and initial conditions (6.1.2), Eq. (6.1.1) can be

written as

or

x(s) = zTsT " TTsT (6*1

For simplicity, we introduce the notation

H(s) = 1/Z(s)

With this notation Eq. (6.1.6) may be written in the following form:

If we let

then x(t) is obtained by taking the inverse transform of Eq. (6.1.8).

Thus

50

It v/e make use of the convolution theorem and apply if. to both members of

t t

o o

o

o

o J

o

x o J ,

° (6.1.14)

t

x(t)= limxn(t)

51

finding the inverse Laplace transform of Eq. (6.1.10) rather than Eq.

Xo(t)

L"1 [Lf

xn+l(t) + Xo(t) "L" JLf [xn(O]l

[Xn(t)jl (6.1.17)

\ X(s) )

Formally, of course, the sequence *n(t) obtained from Eq. (6.1.17) is

the same as that obtain from Eq. (6.1.14). Practically the sequence is

more easily computed form (6.1.17) because the table of Laplace trans

ples:

(a + 3cx2) dt + bx = e (6.1.18)

dt

*+b + cT

52

As aresult

hence

a

where k = b/a.

k t

o

(6.1.24)

where

\as + b) b

r 3

x.(t) = £(1 - e"kt) + cL"1 L DX ovw| (6.1.26)

1 b I as + b

Now with

3 3

Dx (t) = e (ke- - ke + ke )

o —r

53

Carrying out the indicated operations with the aid of the tables

1 b ab 2 2

terms are small, the sequence converges rapidly and the second or third

subject to the initial conditions

where in this case we let

Z(D) = D2 + 2D + 1 (6.1.32)

f(x) = ay'y2 + by3 , (6.1.33)

and D - d/dt

As a result

and hence

The nonlinear integral equation that satisfied y(t) is

(6.i;36)

54

2

(s + 1)

L J

-t

yQ(t) - h(t) = cte (6.1.38)

cet"t - L"

(ay'oy3o + by3)" (6.1.39)

(s + I)2

Now with

-t

y«(t) t)e (6.1.41)

we can calculate

3N -3t

ay •y2 + by3 = c3(at2 + (b - a)t3)e (6.1.42

' o' o o

ay 'y2 + by (6.1.43)

o o

(s + 3) (s + b) J

Hence we obtain the second approximation of the image function

2ac 60? - a)

(6.1.44)

where

To find the corresponding original function y.(t), we make use

and

Since (6.1.47)

L"1 te

-t

(s + 1)'

-3t

,-1 1

(s + 3)1

l/6tV3t

(s

(s + l)2(s + 3)3

Jo

(s + 1) (s +

C , 3 4. -2u - t

c3(b -a) / Cu t - u )e

Ja

du

(6.1.49)

56

Jo

(6.1.50)

(6.1.52)

then applying the Laplace transform to find each term. This operational

method, based on the Laplace transform, for solving certain problems has

process brings to bear extensive tables of transforms thereby reducing

York: Dover Publications, 1965).

57

This equation is used in the theory of seismic wage by Nogaoka. The

effect of the point action of two simple harmonic forces will be con

sidered by letting

where a, a , a , o>» (O-,, &>2» and are constants subjected to the initial

conditions

x = a\

I t = 0 (6.2.3)

x1 = 0)

If we let

n=o

x xn \2 = x2 + 2x x. X + x2 \ + 2(x + x )x X2 + ..•

nJ o ol . o ± £■

b /

(6.2.6)

o 2 2

*■

s y(s)

r_\

- sx(0)

/ n\

- —

x'(0)

l/r>\

+

J.

y(s) -L.

+ TL v

.. / r,\

x =

~2 2 2 . .2

s +tt>i s +6J2

58

/ •» as . ais a2s L x2

o 9 2 22 22

s + oj (s + <j )(s + 6>i) (s + cu )(s

X

n=o

n

Upon substituting Eq. (6.2.5) and (6.2.6) into Eq. (6.2.7), we find that

n _JL_+ ,

-a2+ft|2 (S2 + cu2)(s2+coj) (S2 + .o>2)(s2+ c2

n=o

2 2 "- (6'2'9)

s + o>~

raised to the ze.ro, first, second, and the third powers we have

3.1 S

v

(6.2.12)

2 s2+o>2

3 2 2

s + io

With the y 's thus identified that the system has the solution

x = N X_A. - L / 'A

Z- n ^- n

n=o n=o

Now we shall use the notation

X(a) - s> -

s2+a2 (6.2.15)

Inverting we have

x (t) = acos cjt + a (cos^t = cos coit) a2(cos ut - cos cc2t) (6.2.17)

o _1 +

2 2 2 _ 2

o>i ~ to o)_ ~ w

If we let

u ~ u>i id ~ U2

A - (a + Ax + A2)

o j. i t

2

Now we must calculate x

o

x2 = A2cos2 cot + 2AA cos cotcos u^t + 2AA cos a)tcos a>2t +

o x

60

112^

+ 1) + %A2(sT(2u)0) + 1) +

sAA, T(o) + a),) +■ T(o) - u),) + sAA, T( u+ n,.) + 'f^ - u ) +

Now upon substituting Eq. (6.2.21) into Eq. (6.2.19) and computing the

we find that _

o 2 9 I A A, + A9 A.

A + Al12

+ V + C°S Ut. 1I 3to2

-2 + — 2oj2V- + (2o,29 _ ^2)

9

A2 Ml Ml M2

2 2 2

) ) (w,

( + Tum^)

T) (wi

(

A2

"r

2 2

Al cos ^l* + A2 cos 2oi2t +

AA ' x *- ' AAO

cos(u+u ) + 1

1 - 2

'2

+ "2^ ~ 0) J

2

is - - 0)

2

CHAPTER VII

the forts

b

#x)y(x) « P(x) -A / K(x,t)y(t) dt (7.1)

'*' a

where <f>, F, and K are given function and A, a, and b are constant s is

The given function K(x,t), which depends upon the current variable as well

identified instead with the current variable, the equation takes the form

-x

(7.2)

<£(x)y(x) = F(x) + A r K(x,t)y(t) dt

a

61

62

y(t), both inside and outside the integral. In the special case when

<p = 0, the unknown function appears only under the integral sign, and the

in the case when <p = 1 the equation is said to be of the second kind.

Equations (7.1) and (7.2) have one thing in common; they are both

linear integral equations. That is, the function y enters the equation

J vb

b

= ci/K(x,t)y1(t) dt + c2 TK(x,t)y2(t) dt (7.3)

* a a

rbK(x,t,y)(t) dt <7-4>

TK(x,t)y2(t) dt <7'5)

a

63

t

Y(t) = F(t) + T K(t - u)Y(u) du (7.1.1)

o

where K(t - u) and F(t) are known functions and the function Y(t) is to

Y(t), and hence the solution of (7.1.1) may be readily found by the use

following transforms:

L Y(t) = y(s)

L K(t) - k(s)

o

Now upon taking the Laplace transformation of Eq. (7.1.1), assuming that

This equation may be solved for y(s) in the form

1 - k(s)

1 - k(s)

In the form (7.1.6) y(s) cannot be immediately transformed back into the

y(s) = f(s) + k(s) f(s) (7.1.8)

1 - k(s)

to the function

1 - k(s)

has the same form as the original integral equation except, that the

roles of Y(t) and F(t) are now interchanged and in place of the kernel

find that

Solving, we obtain

y(s)=a[_ + \ (7.1.15)

V 2 4 /

\s s /

65

6

(7.1.12),

^o

We can write the integral equation in the form

Then taking the Laplace transform, using the convolution theorem we find

that

y(s) - _1 . 2 (7.1.19)

82 + 4 +(y(s))2

Solving, we obtain

s2 +"4

We obtain the image solution

Y(s)

4 \H (7.1.21)

"92 ~ 2

2 Ix ^/^ + 4

-1 + 1

Thus

1 ( s2 + 4 - s \ (7.1.22)

2 V WT7

66

and

y(a) - 2 1 (7.1.25)

's2 + 4

(7.1.26)

^ Vs+ 4 /

Hence a second solution is

where 5 (t) is the Dirac Delta function which vanishes when t * 0, but

Y« - Y« - Y - 0 C7-1'28)

subject to the initial conditions

Integrating both sides of Eq. (7.1.28) form 0 to t, we have

67

or

o

J o

o o

o o

o o

Solving, we obtain

y(s) 1 (7#1

s2 - s - 1

We can write Eq. (7.1.38) as

( ) 1 ^7*]

' 2 5

(s - h)2 - I

68

Hence

L (s - h)2 - ( 5/2)2J

If we let

a = -v/5/2 and b =

yOO-77 r s _] (7.i.ii)

1 (s - br + aZZ J

Then consulting the tables of transforms, we obtain the following solution

Y(t) = -ebtsin at

a

therefore

| |-t (7.1.42)

o

the first kind with a different kernel which is a special case of Eq.

,t

o

Where the kernel K(t - u) is known and F(t) is a known function, and it is

69

Its solution is

have

we obtain the image equation for y(s)

-n

Since

n-1 (7.2.8)

n

n-l*F(t) (7.2.9)

Y(t)

sin nft

(7.2.10)

n

V(n)

(7.2.11)

sin nn d I F(u) du

it dt J (t - u)

n-1

70

t V 2 (7.2.12)

Y(u)(t - u) 2du = 1 + t + t

i 2

(7.2.13)

Y(t)*tT* - 1 + t + t

Than taking the Laplace transform, we find

Sovoing we have

4- * 4- * -i-

(7.2.15)

y(a) -

3/2

2t (7.2.16)

Simplifying

(7.2.17)

Y(t) = 8t

APPENDIX A

Physicists. Appendix A, pp. 764-782.

71

F(s). f(t)

+ ioo

J_ f F(s)eSt ds

F(s) = f f(t)e"St dt f(t)

2ni J

-iCD

o

= Real

k k

s

kF(s) kf(t)

sF(s) - f(0)

dt

s2F(s) - sf(O)

A'

or

F1(s)F2(s)

f2(^)f1(t -v(dv

o ,

e"aSF(s) u(t) = Heaviside

unit step

r

lira F(s) f(t)dt

s

dnF(s)

tnf(t) n = integer

df(xtt)

riE(x.s)

dx

72

OD CD

F(s) ds f(t) dt

t

APPENDIX B

TABLES OF TRANSFORMS

Table 2 Table of Transforms

i Ota .

" u(t) = h t - a u(t) = Heaviside step function

1 t a

00 5(t)dt = 1

- oo

(0 t < a

1 -as ' u(t - a) = <h t = a a = Real

s (1 t > a

n n = 1, 2, 3, ..

i. = t_

n+1 ni

s n*

n n = all values except

negative integers

V(x) =

= gamma

gamma function

s

1 e

s + a

-at

- a©

s + a

1 1/-. - e -at\)

—(1

s( a)

1

at

2 2 a

s

+ a

s cos at

2 2

s a

1

h at

2 2

a

s - a

s cosh at

2 2

s - a

-at

te

(s + a)'

-bt .

, , , .2 2 e sin at

(s + b) + a

s f b -bt

— e cos at

2 2

(s + b) + *

2 2

s +<u

~-l

is

- s2T(2(u) sin2 oj

sT(a») cos bit

1 2 2

— 1 + s I(2dj) cos cut

2s

3

3sT(a>) t- sT(3<u) cos

J5 (A + B)T(A + B)

+(A - B)T(A - B) sin Atcos Bt

2 2

b a

a e

-a 2/4t

-a vs

2 v/rrt

75

-at

e

~\7«ft"

J (at)

o

s

2 j.

+ a

2

- s)

2^2

I x

s + a

Ta 1 - ert

2 s/t

BIBLIOGRAPHY

vol. 36 (1952).

McGraw-Hill Book Company, 1969.

Company, 1972.

Company, 1970.

Springer, 1968.

Riocati Equation. Atlanta: Atlanta University, 1964.

Company, 1933.

Physicists. New York: McGraw-Hill Book Company, 1970.

tice-Hall, 1965.

Hoscstadt, Harry. Integral Equations. New York: John Wiley and Sons,

1973.

formation with Engineering Applications. London: Associated Book

Publisher, Ltd. 1969.

Wiley and Sons, Inc., 1967.

nical Mathematics. New York: Dover Publications, Inc., 1962.

Sebley, Samuel. Standard Math Tables. Ohio: The Chemical Rubber Company,

1965.

York: Macmillan Company, 1970.

77

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