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1
Definition of the Laplace Transform
• The Laplace transform F=F(s) of a function f=f
(t) is defined by
� ∞
L(f )(s) = F (s) = −ts
e f (t) dt.
0
2
Example: Find the Laplace transform of the constant function
f (t) = 1, 0 ≤ t < ∞.
Solution: � ∞ � ∞
F (s) = −ts
e f (t) dt = −ts
e (1) dt
0 0
� b
= lim −ts
e dt
b→+∞ 0
� �
−ts b
e
= lim provided s �= 0.
b→+∞ −s 0
� �
e−bs e0
= lim −
b→+∞ −s −s
� �
e−bs 1
= lim −
b→+∞ −s −s
3
At this stage we need to recall a limit from Cal 1:
�
−x 0 if x → +∞
e → .
+∞ if x → −∞
Hence,
�
e−bs 0 if s > 0
lim = .
b→+∞ −s +∞ if s < 0
Thus,
1
F (s) = , s > 0.
s
In this case the domain of the transform is the set of
all positive real numbers.
4
Table of Transforms
f (t) = 1, t ≥ 0 F (s) = 1s , s ≥ 0
f (t) = t , t ≥ 0
n
F (s) = n!
sn+1 , s≥0
f (t) = eat , t ≥ 0 F (s) = 1
s−a , s>a
f (t) = sin(kt), t ≥ 0 F (s) = k
s2 +k2
5
The Laplace Transform is Linear
If a is a constant and f and g are functions, then
6
An example where both (1) and (2) are used,
� 7! � �1�
L(3t + 8) = L(3t ) + L(8) = 3L(t ) + 8L(1) = 3 8 + 8
7 7 7
, s > 0.
s s
9 6 1
= + + .
s s − 6 s − 12
9
More Examples of Inverse Transforms
� �
7s + 15
Consider L −1
. The form of the denominator,
s2 + 2
2, is that of the Laplace transforms of sin/cos.
s +k
2
� � � � � �
7s + 15 7s 15
L −1
= L −1
+L −1
s2 + 2 s +2
2 s2 + 2
� � � �
s 1
= 7L −1
+ 15L−1
s +2
2 s2 + 2
� √ �
√ 15 −1 2
= 7 cos( 2t) + √ L 2+2
2 s
√ 15 √
= 7 cos( 2t) + √ sin( 2t)
2
10
Partial Fractions
Consider the rational expressions
3s + 5 3s + 5
=
s2 − 3s − 10 (s − 5)(s + 2)
11
we have the decomposition
3s + 5 A B
= + .
(s − 5)(s + 2) s−5 s+2
Hence, 20 1
A= , and B = .
7 7
13
We can now determine the inverse transform
� � � �
3s + 5 A B
L −1
= L −1
+
(s − 5)(s + 2) s−5 s+2
� � � �
1 1
= AL −1
+BL−1
s−5 s+2
20 5t 1 −2t
= e + e .
7 7
This could also have been directly determined by
using a formula from your Table of Laplace
Transforms from the text.
This inverse transform will be used in slide #19 to
solve an IVP.
14
Partial Fractions: More Examples
Put 3s+4
(s−2)(s2 +7)
in partial fractions.
Since s2 +7 is a quadratic, when it is put in partial
fractions, its numerator must be the general polynomial
of degree one.
3s+4
(s−2)(s2 +7) = A
s−2 + Bs+D
s2 +7
3s + 4 ✭ ✭ ✭✭ A
✘ ✘✘ Bs + D
✘ ✘✘
✭ ✭✭✭ (s ✭ ✭
− 2)(s + 7) = ✘
2
✘ (s − 2)(s +7)+ 2 ✘✘ (s−2)✘
✘
2
(s + 7)
2
−✭
(s ✭ ✭
2)(s + 7)
2 ✘
s−2 ✘s +7
✭
Hence, we have the equality of polynomials:
3s + 4 = A(s2 + 7) + (Bs + D)(s − 2) = (A + B)s2 + (−2B + D)s + 7A − 2D
A + B = 0, −2B + D = 3, and 7A − 2D = 4.
15
From the first equation, we get that B=-A. Sub in the
second, to get
2A + D = 3 (1)
7A − 2D = 4 (2)
Then,
� � � �
3 1 2 3
det det
4 −2 −10 7 4 −13
A= � �= , and D = � �= .
2 1 −11 2 1 −11
det det
7 −2 7 −2
Hence,
10 10 13
A= , B = −A = − , D = .
11 11 11
16
Transforms of Derivatives
Given a function y=y(t), the transform of its
derivative y´ can be expressed in terms of the
Laplace transform of y: L(y � ) = sL(y) − y(0).
The corresponding formula for y´´ can be obtained
by replacing y by y´ (equation 1 below).
L(y � )� = sL(y � ) − y � (0) (1)
= s(sL(y) − y(0)) − y (0)
�
(2)
= s2 L(y) − sy(0) − y � (0). (3)
17
Solving IVP with Laplace Transforms
Example 1: Solve the IVP y �
− 5y = −e−2t
, y(0) = 3.
Solution: Taking the Laplace transform of both sides,
L(y � − 5y) = L(−e−2t ) (1)
1
L(y ) − 5L(y) = −
�
(2)
s+2
1
sL(y) − y(0) − 5L(y) = − (3)
s+2
1
(s − 5)L(y) − 3 = − (4)
s+2
1 3s + 5
(s − 5)L(y) = − +3= (5)
s+2 s+2
3s + 5
L(y) = (6)
(s − 5)(s + 2)
18
Hence, by the definition of the inverse transform,
� �
3s + 5 20 5t 1 −2t
y=L −1
= e + e .
(s − 5)(s + 2) 7 7
0 3
19
Whence, (s + 7)L(y) − 3 =
2 10
s−2
3(s−2)+10
(s + 7)L(y) = 3 +
2 10
s−2 = s−2
L(y) = 3s+4
(s−2)(s2 +7)
� �
Then, y = L −1 3s+4
(s−2)(s2 +7) . Now using the
partial fraction decomposition in slide # 15 and 16,
� � � � � �
y= 10 −1
11 L
1
s−2 − 10 −1
11 L
s
s2 +7 + 13 −1
11 L
1
s2 +7 .
√ √
y= 10 2t
11 e − 10
11 cos( 7t) + 13
√
11 7
sin( 7t).
20
Lemma: Let L(y(t)) = Y (s). Then L(eat y(t)) = Y (s − a).
21
� �
Find: L −1 4s+1
s2 +10s+34 .
Here the denominator does not factor over the reals.
Hence complete the square.
s + 10s + 34 = s + 10s + 25 −25 + 34 = (s + 5)2 + 9.
2 2
� �� �
� � � �
this s must now be
s2 +10s+34 = L
−1 4s+1 −1 4s+1
L (s+5)2 +9
made into (s+5).
� � � �
−1 4(s+5)−19
=L −1 4(s+5)−20+1
2
(s+5) +9
= L (s+5)2 +9
� � � �
(s+5)
= 4L −1
− 19L
(s+5)2 +9
−1 1
(s+5)2 +9
� �
= 4e−5t cos(3t) − 19
3 L−1 3
(s+5)2 +9
= 4e −5t
cos(3t) − 19 −5t
3 e sin(3t).
22
Lemma: Let L(f (t)) = F (s). Then L(tf (t)) = −F � (s).
1 1
Hence, tf (t) = L
−1
( )−L (
−1
)
s−3 s+2
=e −e
3t −2t
.
3t −2t
e −e
Hence, f (t) = , t > 0.
t
24
Unit Function and Piece-wise Defined Functions
a
The unit function can be used to express piecewise
functions.
25
Example 1: Let f be the piecewise defined function
�
4 if 0 ≤ t < 8
f (t) = .
6 if t ≥ 8
26
Example 2: Consider the piecewise defined function
t if 0 ≤ t < 2
f (t) = t2 if 2 ≤ t < 6 .
3
t if 6 ≤ t
We can express f in terms of unit functions.
27
Truncating a Function
y=f(t) y=g(t)
28
Truncating a Function
y=f(t) y=g(t)
y=g
a b a b
0
if 0 ≤ t < a
g(t) = f (t)
if a ≤ t < b . g(t) = f (t)U (t − a) − f (t)U (t − b).
0 if b ≤ t
29
Translating and Truncating a Function
c
a b a b
The graph of g has been obtained translating the
graph of f by c units to the right and then
truncating it.
0
if 0 ≤ t < a
g(t) = f (t − c) if a ≤ t < b .
0 if b ≤ t
30
y=f(a) �
0 if 0 ≤ t < a
y(t) = f (t − a)U (t − a) = .
f (t − a) if a ≤ t
a
Proposition 1 Let a ≥ 0 and L(f (t)) = F (s). Then
L(f (t − a)U (t − a)) = e−as F (s).
31
Example 2: Determine L(t U (t − 2)). 2
f (t) = t2 + 4t + 4
F (s) = L(t2 ) + 4L(t) + 4L(1)
2 4 4
= 3
+ 2 + , s > 0.
s s s
� �
Thus L(t 2
U (t − 2)) = 2
s3 + 4
s2 + 4
s e−2s , s > 0.
32
� �
Example 3: Determine L sin( 2 t)U (t − 3) .
π
� �
L sin( 2 t)U (t
π
− 3) = e−3s 2
s
π2
.
s + 4
33
Let L −1
(F (s)) = f (t). Then
L−1 (e−as F (s)) = U (t − a)f (t − a).
� �
s
Example 1: Recall L −1
= cos(2t).
s +4
2
� �
s
Hence L−1
e−7s
= cos(2(t − 7))U (t − 7).
s2 + 4
34
� −7s
�
e
Example 2: Determine L −1
.
(s − 5)2 + 4
35
Convolutions
Let f and g be functions. The convolution of f with
g is defined by
� �� � � t
f ∗ g(t) = f (τ )g(t − τ ) dτ.
0
36
Example 1: Let f (t) = t2 and g(t) = 2t + 3. Find f ∗ g.
Solution:
�t �t
f ∗ g(t) = 0
f (t)g(t − τ ) dτ = 0
τ 2 (2(t − τ ) + 3) dτ.
�t �t �t
= 0
τ (2t + 3 − τ ) dτ = (2t + 3)
2
0
2
τ dτ − 0
3
τ dτ
� �
3 t
� �
4 t
t3 t4
= (2t + 3) τ
3 − τ
4 = (2t + 3) 3 − 4
0 0
5t4
= +t .
3
12
37
Example 2:
Express the following integral as a convolution.
� t
τ cos(t − τ ) dτ.
3
0
‘τ ’ factor ‘t − τ ’ factor
Replace τ by t to Replace t − τ by t to
get the first factor get the second factor
of the convolution of the convolution
� t
τ cos(t − τ ) dτ = t ∗ cos(t)
3 3
0
38
�t
Example 3: 0
e2(t−τ ) τ 3 dτ = t3 ∗ e2t .
Example 4:
In the following example ‘t − τ ’ factor is missing.
That is because the second factor of the convolution
was a constant. �t 3
τ dτ = t ∗ 1.
3
0
� t t−2τ � t −τ t−τ
Example 5: 0 e dτ = 0 e e dτ = e ∗ e .
−t t
40
�� �
Example 2: L t t+τ
0
e sin(t − τ ) dτ
�� �
t t τ
=L 0
ee sin(t − τ ) dτ
� � �
t t τ
= L e 0 e sin(t − τ ) dτ
� �
= L et (et ∗ sin t)
Now L(et
∗ sin t) = L(e t
)L(sin t) = 1 1
s−1 s2 +1 , s > 1.
s–1. Hence
� �
L e (e ∗ sin t) =
t t 1 1
(s−1)−1 (s−1)2 +1 = 1
(s−2)((s−1)2 +1) , s > 2.
41
�� �
t
Example 3: Find L 0
t sin(τ ) dτ .
Solution:
�� � � � �
t t
L 0
t sin(τ ) dτ = L t 0 sin(τ ) dτ
= L (t(sin t ∗ 1))
3s2 +1
= − s2 (s2 +1)2 , s > 0.
42
Integro-differential Equations
�t
Example: Solve: f (t) = t + 0
sin(τ )f (t − τ ) dτ. input to f
Solution: Notice that f (t) = t + sin t ∗ f (t). Now use the
Laplace transform to convert the convolution product
to regular products.
L(f (t)) = L(t) + L(sin t ∗ f (t)) = 1
s2 + s2 +1 L(f (t).
1
43
�t
Solve: (t) = 1 − sin t −
y �
0
y(τ ) dτ, y(0) = 0. Take Laplace
�� �
transforms to get L(y (t)) = L(1) − L(sin t) − L 0 y(τ ) dτ ,
� t
sL(y(t)) − y(0) = 1
s − 1
s2 +1 − L(y(t) ∗ 1),
sL(y(t)) = 1
s − 1
s2 +1 − L(y(t))L(1),
L(y(t))
sL(y(t)) = 1
s − 1
s2 +1 − s ,
L(y(t))
sL(y(t)) + s = 1
s − 1
s2 +1 ,
(s + 1s )L(y(t)) = 1
s − 1
s2 +1 ,
(s2 +1)
s L(y(t)) = 1
s − 1
s2 +1 , Next Slide
44
L(y(t)) = s 1
(s2 +1) s − 2
s
2
1
(s +1) s +1 ,
L(y(t)) = 1
(s2 +1) − 2
s
(s +1) 2 ,
� � � �
y(t) = L −1 1
(s2 +1) −L −1 s
(s2 +1)2 ,
y(t) = sin t − 1
2 t sin t �
45
Using the Dirac’s Delta Function
Solve the IVP y � + 4y = δ(t − 2), y(0) = 6.
L(y � ) + 4L(y) = L(δ(t − 2))
� �� � e−2s
sL(y) − y(0) +4L(y) =
s
−2s −2s
e e
(s + 4)L(y) = y(0) + =6+
s s
6 e−2s 6 e−2s e−2s
L(y) = + = + −
(s + 4) s(s + 4) (s + 4) 4s 4(s + 4)
1 −4(t−2)
e
y(t) = 6e −4t
+ U (t − 2) − U (t − 2).
4 4
46
Systems of Equations and Laplace Transform
Let x = x(t) and y = y(t) be functions of t. Suppose
x + 3x + y
� �
= 1 (1)
x −x+y
�
= e , x(0) = 0, y(0) = 0.
� t
(2)
By taking the Laplace Transforms, we will solve for x and
y by converting the equations into two in L(x) and L(y).
From (1) L(x ) + 3L(x) + L(y ) = L(1)
� � (3)
From (2) L(x� ) − L(x) + L(y � ) = L(et ). (4)
1
From (3) sL(x) − x(0) + 3L(x) + sL(y) − y(0) =
s
1
From (4) sL(x) − x(0) − L(x) + sL(y) − y(0) = .
s−1
47
Using x(0) = 0 and y(0) = 0, and collecting like terms
1
(s + 3)L(x) + sL(y) =
s
1
(s − 1)L(x) + sL(y) =
s−1
Using Cramer’s rule,
� � � �
1
s s+3 1
det s
det s
1
s−1 s s−1 1
s−1
L(x) = � � , L(y) = � �
s+3 s s+3 s
det det
s−1 s s−1 s
1 − s−1
s s+3
s−1
s−1
− s
L(x) = , L(y) =
s2 + 3s − s2 +s s2 + 3s − s2 + s
48
1− s
s−1
s+3
s−1 − s−1
s
L(x) = , L(y) =
4s 4s
1 1 s+3 s−1
L(x) = − , L(y) = −
4s 4(s − 1) 4s(s − 1) 4s2
L(y) = − 1s + 1
s−1 + 1
4s2 . Hence, y = −1 + e + t 1
4 t.
0 t T T+t 2T 2T+t 3T
50
Example: Find the Laplace Transform of the periodic
function f whose graph is given below.
1
2a 4a 6a
-1
51
�� � �
1 a 2a
= −ts
e f (t) dt + −ts
e f (t) dt
1 − e−2as 0 a
�� � �
1 a 2a
= −ts
e dt − −ts
e dt
1 − e−2as 0 a
�� � � � �
−ts a −ts 2a
1 e e
= −
1 − e−2as −s 0 −s a
� �
1 e−as
1 e e −2as −as
= − − +
1 − e−2as −s −s −s −s
1 1
= (1 − 2e −as
+ e−2as
)
(1 − e−2as ) s
52
1 1
= (1 − e )(1 − e )
−as −as
s (1 − e )(1 + e )
−as −as
1 (1 − e−as ) 2x=as
= , s > 0
s (1 + e−as )
Recall
(e − e )
x −x
e (e − e )
−x
(1 − e
x −x
) −2x
tanh(x) = x = −x x =
(e + e )
−x e (e + e )
−x (1 + e−2x )
Whence,
tanh( 2 )
as
L(f )(s) = , s > 0.
s
53