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About laplace transforms in differential equations

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Solve

y 00 + y = sin x, y 0 (0) = 0, y(0) = 1. (1)

Taking Laplace transforms,

1

s2 Y − y 0 (0) − sy(0) + Y =

s2 +1

which gives after incorporating the values of y(0) and y 0 (0),

s 1

Y = + 2 = L(cos t) + L(?) (2)

s2 + 1 (s + 1)2

We now proceed to find the function that fits in the slot marked (?) namely we need a function whose

Laplace transform is precisely (1 + s2 )−2 . This is not such a merry exercise if we insist on working

with sines and cosines as we now proceed to demonstrate. The situation must be compared with the

earlier case of Method of Undetermined Coefficients where working with exp(it) and exp(−it) was far

more efficient. Recall

a s

L(sin at) = 2 2

, L(cos at) = 2

s +a s + a2

Differentiating these with respect to a we get the following:

s2 − a2 2sa

L(t cos at) = , L(t sin at) =

(s2 + a2 )2 (s2 + a2 )2

s 2 − a2 s2 + a2 − 2a2 sin at 2a2

L(t cos at) = = = L −

(s2 + a2 )2 (s2 + a2 )2 a (s2 + a2 )2

So finally

1 sin at t cos at

= L − (3)

(s2 + a2 )2 2a3 2a2

So now (2) can be written as:

sin t t cos t

Ly = Y = L cos t + −

2 2

Solution of (1) is then

sin t t cos t

y(t) = cos t + − (4)

2 2

Exercise: Solve y 00 + y = x sin x, y(0) = 1, y 0 (0) = 0. Expect to see a 1/(s2 + 1)3 and look for a

function whose Laplace transform is (1 + s2 )−3 . Good luck with the search.

Our problem is

1

Y = L(cos t) +

(s2 + 1)2

1

Use partial fractions:

1 A B C E

= + + + (5)

(s2 + 1) 2 s − i (s − i) 2 s + i (s + i)2

Obviously C, E are the complex conjugates of A and B respectively. Multiply (5) by (s − i)2 and let

s −→ i and we get

B = −1/4 = E.

Now that we have found B we can subtract the term B/(s − i)2 from both sides of (5) and we get

1 n 1 1o A C E

2 2

+ = + + (6)

(s − i) (s + i) 4 s − i s + i (s + i)2

1 n 1 1o n −2 o −i

A = lim + = lim = = C.

s→i (s − i) (s + i)2 4 s→i (s + i)3 4

So we have now

1 1 1 1 1 1

Ly = Y = L(cos t) − + + − (7)

4 (s − i)2 (s + i)2 4i s − i s + i

Now recall that L(eat ) = 1/(s − a) and so by differentiating with respect to a repeatedly we get

1 2

L(teat ) = , L(t2 eat ) = (8)

(s − a)2 (s − a)3

sin t t cos t

Ly = L cos t + − .

2 2

which gives

sin t t cos t

y(t) = cos t + − .

2 2

2

Find the inverse Laplace transform of

s + a

F (s) = log (9)

s+b

Let f (t) be the function whose Laplace transform is (9). Then,

so that

1 1

L(tf (t)) = − = L(e−bt − e−at ).

s+b s+a

Hence

1

f (t) = (e−bt − e−at ).

t

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