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Among the tools are useful for solving differential linear equations are integral
transforms.
Definition: An integral transform is a relation of the form
b
F(s) = !a K(s, t)f(t)dt
where K(s,t) is a given function of the variables s and t, called the kernel of the
transformation and the limits of integration a and b are given and it is possible that a = -∞
and b = ∞.
The relation transforms the function f(t) into another function F(s), which is called the
transform of f.
The general idea of using an integral transform to solve a linear differential equation is to
transform a problem for an unknown function f into a simpler problem for the function F.
Then, solve the simpler problem to find F and then recover the function f from its
transform F. This last step is known as inverting the transform.
There are several integral transform that are useful to solve differential equation, but in
this chapter we will use the Laplace transform.
Definition: Let f(t) be given for t ≥ 0 and assume the function satisfy certain conditions
to be stated later on. The Laplace transform of f(t), that it is denoted by L{f(t)} or F(s),
is defined by the equation
" !st
L{f(t)} = F(s) = #0
e f(t)dt
whenever the improper integral converges.
Let’s compute the of Laplace transform of some important elementary functions, before
discussing the restriction that have to be imposed on f(t) so it has a Lapalce transform.
Examples:
1) Let f(t) = 1, t ≥ 0
# !st A !st !e !st % 1 e ! As ( 1
L{1} = F(s) = $ = $ = lim 0 = lim ' ! * = , for all s > 0
A
e dt lim e dt
0 A"# 0 A"# s A"# s s ) s
&
2) Let f(t) = t, t ≥ 0
# !st A !st !e !st
$ = lim $ = lim (st + 1) =
A
L{t} = F(s) = e t!dt e t!dt 0
0 A"# 0 A"# s 2
$ 1 e # As ' 1
=! lim & 2 # 2 ( sA + 1) ) = 2 , for all s > 0
A!" s
% s ( s
3) Let f(t) = eat, t ≥ 0
# !st at A !(s!a)t
L{eat} = F(s) = $0 e e dt = lim$ e
A"# 0
dt =
Example:
1) f(t) = sin t is bounded since |sin t | ≤ 1 for all t in its domain.
Example:
1) Given f(t) = ebt sin ct,
since |f(t)| = |ebt sin ct| ≤ 1ebt, so M = 1 and a = b
To prove the theorem we must show that the improper integral converges for s > a.
Splitting the improper integral into two parts, we have
" !st t0 "
#0 e f(t)!dt = # e !st f(t)!dt + # e !st f(t)!dt
0 t0
The first integral on the right side exists by hypothesis 1, hence the existence of the
transform F(s) depends on the convergence of the second integral.
By hypothesis 2, we have
e !st f(t) " Me !st e at = Me(a!s)t
" "
Now, #t 0
Me !(s!a)t dt = M # e !(s!a)t dt and it is convergent if s > a.
t0
Then, by the comparison test for improper integrals theorem, F(s) exists for s > a