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Inverse Laplace Transform
Inverse Laplace Transform
Solutions
Marcel B. Finan
Arkansas Tech University
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c Rights Reserved
1
Contents
43 The Laplace Transform: Basic Definitions and Results 3
47 Convolution Integrals 45
50 Solutions to Problems 68
2
43 The Laplace Transform: Basic Definitions
and Results
Laplace transform is yet another operational tool for solving constant coeffi-
cients linear differential equations. The process of solution consists of three
main steps:
• The given “hard” problem is transformed into a “simple” equation.
• This simple equation is solved by purely algebraic manipulations.
• The solution of the simple equation is transformed back to obtain the so-
lution of the given problem.
In this way the Laplace transformation reduces the problem of solving a dif-
ferential equation to an algebraic problem. The third step is made easier by
tables, whose role is similar to that of integral tables in integration.
The above procedure can be summarized by Figure 43.1
Figure 43.1
In this section we introduce the concept of Laplace transform and discuss
some of its properties.
The Laplace transform is defined in the following way. Let f (t) be defined
for t ≥ 0. Then the Laplace transform of f, which is denoted by L[f (t)]
or by F (s), is defined by the following equation
Z T Z ∞
−st
L[f (t)] = F (s) = lim f (t)e dt = f (t)e−st dt
T →∞ 0 0
The integral which defined a Laplace transform is an improper integral. An
improper integral may converge or diverge, depending on the integrand.
When the improper integral in convergent then we say that the function f (t)
possesses a Laplace transform. So what types of functions possess Laplace
transforms, that is, what type of functions guarantees a convergent improper
integral.
Example 43.1
Find the Laplace transform, if it exists, of each of the following functions
2
(a) f (t) = eat (b) f (t) = 1 (c) f (t) = t (d) f (t) = et
3
Solution.
(a) Using the definition of Laplace transform we see that
Z ∞ Z T
−(s−a)t
at
L[e ] = e dt = lim e−(s−a)t dt.
0 T →∞ 0
But
T
T if s = a
Z
−(s−a)t
e dt = 1−e−(s−a)T
0 s−a
if s 6= a.
For the improper integral to converge we need s > a. In this case,
1
L[eat ] = F (s) = , s > a.
s−a
(b) In a similar way to what was done in part (a), we find
Z ∞ Z T
−st 1
L[1] = e dt = lim e−st dt = , s > 0.
0 T →∞ 0 s
(c) We have
∞ ∞
te−st e−st
Z
−st 1
L[t] = te dt = − − 2 = 2 , s > 0.
0 s s 0 s
(d) Again using the definition of Laplace transform we find
Z ∞
t2 2
L[e ] = et −st dt.
0
2 t2 −st
R ∞ t2 −st
If
R∞ s ≤ 0 then t −st ≥ 0 so that e ≥ 1 and this implies that 0
e dt ≥
0
. Since the integral on the right is divergent, by the comparison theorem
of improper integrals (see Theorem R ∞ 43.1 below)R the integral on the left is also
t(t−s) ∞
divergent. Now, if s > 0 then 0 e dt ≥ s dt. By the same reasoning
2
the integral on the left is divergent. This shows that the function f (t) = et
does not possess a Laplace transform
The above example raises the question of what class or classes of functions
possess a Laplace transform. R ∞Looking closely at Example 43.1(a), we notice
−(s−a)t
that for s > a the integral 0 e dt is convergent and a critical compo-
nent for this convergence is the type of the function f (t). To be more specific,
if f (t) is a continuous function such that
|f (t)| ≤ M eat , t≥C (1)
4
where M ≥ 0 and a and C are constants, then this condition yields
Z ∞ Z C Z ∞
−st −st
f (t)e dt ≤ f (t)e dt + M e−(s−a)t dt.
0 0 C
Example 43.2
Show that any bounded function f (t) for t ≥ 0 is exponentially bounded.
Solution.
Since f (t) is bounded for t ≥ 0, there is a positive constant M such that
|f (t)| ≤ M for all t ≥ 0. But this is the same as (1) with a = 0 and C = 0.
Thus, f (t) has is exponentially bounded
Example 43.3
Show that the square wave function whose graph is given in Figure 43.2
possesses a Laplace transform.
5
Figure 43.2
Note that the function is periodic of period 2.
Solution. R∞ R∞
Since f (t)e−st ≤ e−st , we have 0 f (t)e−st dt ≤ 0 e−st dt. But the integral on
the right is convergent for s > 0 so that the integral on the left is convergent
as well. That is, L[f (t)] exists for s > 0
The function of the above example belongs to a class of functions that we
define next. A function is called piecewise continuous on an interval if
the interval can be broken into a finite number of subintervals on which the
function is continuous on each open subinterval (i.e. the subinterval without
its endpoints) and has a finite limit at the endpoints (jump discontinuities
and no vertical asymptotes) of each subinterval. Below is a sketch of a
piecewise continuous function.
Figure 43.3
Note that a piecewise continuous function is a function that has a finite
number of breaks in it and doesnt blow up to infinity anywhere. A function
defined for t ≥ 0 is said to be piecewise continuous on the infinite in-
terval if it is piecewise continuous on 0 ≤ t ≤ T for all T > 0.
Example 43.4
Show that the following functions are piecewise continuous and of exponential
order at infinity for t ≥ 0
6
(a) f (t) = tn (b) f (t) = tn sin at
Solution.
(a) Since et = ∞ tn tn n t n
P
n=0 n! ≥ n! , we have t ≤ n!e . Hence, t is piecewise con-
tinuous and exponentially bounded.
(b) Since |tn sin at| ≤ n!et , we have tn sin at is piecewise continuous and ex-
ponentially bounded
Next, we would like to establish the existence of the Laplace transform for
all functions that are piecewise continuous and have exponential order at
infinity. For that purpose we need the following comparison theorem from
calculus.
Theorem 43.1
Suppose that f (t) and g(t) are bothR ∞ integrable functions for allRt∞≥ t0 such
that |f (t)| ≤ |g(t) for t ≥ t0 . If t0 g(t)dt is convergent, then t0 f (t)dt is
R∞ R∞
also convergent. If, on the other hand, t0 f (t)dt is divergent then t0 f (t)dt
is also divergent.
exists as long as s > a. Note that the two conditions above are sufficient, but
not necessary, for F (s) to exist.
Proof.
The integral in the definition of F (s) can be splitted into two integrals as
follows Z ∞ Z C Z ∞
−st −st
f (t)e dt = f (t)e dt + f (t)e−st dt.
0 0 C
7
R∞
Now, by Example 43.1(a), the integral C f (t)e−st dt is convergent for s > a.
By Theorem 43.1 the integral on the left is also convergent. That is, f (t)
possesses a Laplace transform
In what follows, we will denote the class of all piecewise continuous func-
tions with exponential order at infinity by PE. The next theorem shows that
any linear combination of functions in PE is also in PE. The same is true for
the product of two functions in PE.
Theorem 43.3
Suppose that f (t) and g(t) are two elements of PE with
|f (t)| ≤ M1 ea1 t , t ≥ C1 and |g(t)| ≤ M2 ea1 t , t ≥ C2 .
(i) For any constants α and β the function αf (t) + βg(t) is also a member of
PE. Moreover
Proof.
(i) It is easy to see that αf (t) + βg(t) is a piecewise continuous function.
Now, let C = C1 + C2 , a = max{a1 , a2 }, and M = |α|M1 + |β|M2 . Then for
t ≥ C we have
|αf (t) + βg(t)| ≤ |α||f (t)| + |β||g(t)| ≤ |α|M1 ea1 t + |β|M2 ea2 t ≤ M eat .
8
Hence, h(t) is of exponential order at infinity. By Theorem 43.2 , L[h(t)]
exists for s > a
We next discuss the problem of how to determine the function f (t) if F (s)
is given. That is, how do we invert the transform. The following result on
uniqueness provides a possible answer. This result establishes a one-to-one
correspondence between the set PE and its Laplace transforms. Alterna-
tively, the following theorem asserts that the Laplace transform of a member
in PE is unique.
Theorem 43.4
Let f (t) and g(t) be two elements in PE with Laplace transforms F (s) and
G(s) such that F (s) = G(s) for some s > a. Then f (t) = g(t) for all t ≥ 0
where both functions are continuous.
The standard techniques used to prove this theorem( i.e., complex analysis,
residue computations, and/or Fourier’s integral inversion theorem) are gen-
erally beyond the scope of an introductory differential equations course. The
interested reader can find a proof in the book ”Operational Mathematics”
by Ruel Vance Churchill or in D.V. Widder ”The Laplace Transform”.
With the above theorem, we can now officially define the inverse Laplace
transform as follows: For a piecewise continuous function f of exponential
order at infinity whose Laplace transform is F, we call f the inverse Laplace
transform of F and write f = L−1 [F (s)]. Symbolically
Example 43.5
Find L−1 s−1
1
, s > 1.
Solution.
1
From Example 43.1(a), we have that L[eat ] = s−a , s > a. In particular, for
1 −1 1
t
a = 1 we find that L[e ] = s−1 , s > 1. Hence, L s−1
= et , t ≥ 0 .
The above theorem states that if f (t) is continuous and has a Laplace trans-
form F (s), then there is no other function that has the same Laplace trans-
form. To find L−1 [F (s)], we can inspect tables of Laplace transforms of
known functions to find a particular f (t) that yields the given F (s).
When the function f (t) is not continuous, the uniqueness of the inverse
9
Laplace transform is not assured. The following example addresses the
uniqueness issue.
Example 43.6
Consider the two functions f (t) = h(t)h(3 − t) and g(t) = h(t) − h(t − 3).
Solution.
(a) We have
1, 0 ≤ t ≤ 3
f (t) =
0, t>3
and
1, 0 ≤ t < 3
g(t) =
0, t≥3
So the two functions are equal for all t 6= 3 and so they are not identical.
(b) We have
Z 3
1 − e−3s
L[f (t)] = L[g(t)] = e−st dt = , s > 0.
0 s
Thus, both functions f (t) and g(t) have the same Laplace transform even
though they are not identical. However, they are equal on the interval(s)
where they are both continuous
Theorem 43.5
Given two Laplace transforms F (s) and G(s) then
Proof.
Suppose that L[f (t)] = F (s) and L[g(t)] = G(s). Since L[af (t) + bg(t)] =
aL[f (t)] + bL[g(t)] = aF (s) + bG(s) we have L−1 [aF (s) + bG(s)] = af (t) +
bg(t) = aL−1 [F (s)] + bL−1 [G(s)]
10
Practice Problems
Problem 43.1 R∞ 1
Determine whether the integral 0 1+t2
dt converges. If the integral con-
verges, give its value.
Problem 43.2 R∞ t
Determine whether the integral 0 1+t2
dt converges. If the integral con-
verges, give its value.
Problem 43.3 R∞
Determine whether the integral 0 e−t cos (e−t )dt converges. If the integral
converges, give its value.
Problem 43.4
Using the definition, find L[e3t ], if it exists. If the Laplace transform exists
then find the domain of F (s).
Problem 43.5
Using the definition, find L[t − 5], if it exists. If the Laplace transform exists
then find the domain of F (s).
Problem 43.6
2
Using the definition, find L[e(t−1) ], if it exists. If the Laplace transform
exists then find the domain of F (s).
Problem 43.7
Using the definition, find L[(t − 2)2 ], if it exists. If the Laplace transform
exists then find the domain of F (s).
Problem 43.8
Using the definition, find L[f (t)], if it exists. If the Laplace transform exists
then find the domain of F (s).
0, 0≤t<1
f (t) =
t − 1, t≥1
11
Problem 43.9
Using the definition, find L[f (t)], if it exists. If the Laplace transform exists
then find the domain of F (s).
0, 0≤t<1
f (t) = t − 1, 1 ≤ t < 2
0, t ≥ 2.
Problem 43.10
Let n be a positive integer. Using integration by parts establish the reduction
formula
tn e−st n
Z Z
n −st
t e dt = − + tn−1 e−st dt, s > 0.
s s
Problem 43.11
For s > 0 and n a positive integer evaluate the limits
limt→0 tn e−st (b) limt→∞ tn e−st
Problem 43.12
(a) Use the previous two problems to derive the reduction formula for the
Laplace transform of f (t) = tn ,
n n−1
L[tn ] = L[t ], s > 0.
s
(b) Calculate L[tk ], for k = 1, 2, 3, 4, 5.
(c) Formulate a conjecture as to the Laplace transform of f (t), tn with n a
positive integer.
Problem 43.13
Use the above integrals to find the Laplace transform of f (t) = cos ωt, if it
exists. If the Laplace transform exists, give the domain of F (s).
Problem 43.14
Use the above integrals to find the Laplace transform of f (t) = sin ωt, if it
exists. If the Laplace transform exists, give the domain of F (s).
12
Problem 43.15
Use the above integrals to find the Laplace transform of f (t) = cos ω(t − 2),
if it exists. If the Laplace transform exists, give the domain of F (s).
Problem 43.16
Use the above integrals to find the Laplace transform of f (t) = e3t sin t, if it
exists. If the Laplace transform exists, give the domain of F (s).
Problem 43.17
Use the linearity property of Laplace transform to find L[5e−7t + t + 2e2t ].
Find the domain of F (s).
Problem 43.18
Consider the function f (t) = tan t.
Problem 43.19
Consider the function f (t) = t2 e−t .
Problem 43.20 2
et
Consider the function f (t) = e2t +1
.
Problem 43.21
Consider the floor function f (t) = btc, where for any integer n we have
btc = n for all n ≤ t < n + 1.
13
Problem 43.22
Find L−1 s−2
3
.
Problem 43.23
Find L−1 − s22 + 1
s+1
.
Problem 43.24
Find L−1 s+2
2 2
+ s−2 .
14
44 Further Studies of Laplace Transform
Properties of the Laplace transform enable us to find Laplace transforms
without having to compute them directly from the definition. In this sec-
tion, we establish properties of Laplace transform that will be useful for
solving ODEs.
Figure 44.1
Taking the Laplace transform of h(t) we find
Z ∞ Z ∞ −st ∞
−st −st e 1
L[h(t)] = h(t)e dt = e dt = − = , s > 0.
0 0 s 0 s
A Heaviside function at α ≥ 0 is the shifted function h(t − α) (α units to the
right). For this function, the Laplace transform is
Z ∞ Z ∞ −st ∞
−st −st e e−sα
L[h(t − α)] = h(t − α)e dt = e dt = − = , s > 0.
0 α s α s
Laplace Tranform of eat
The Laplace transform for the function f (t) = eat is
Z ∞ −(s−a)t ∞
at −(s−a)t e 1
L[e ] = e dt = − = , s > a.
0 s−a 0 s−a
15
Laplace Tranforms of sin at and cos at
Using integration by parts twice we find
R ∞ −st
L[sin at] = 0
e sin atdt
h −st i∞ R∞
ae−st cos at a2
= − e ssin at − s2
− s2 0
e−st sin atdt
0
a2
= − sa2 − s2
L[sin at]
s2 +a2 a
s2
L[sin at] = s2
a
L[sin at] = s2 +a2
, s>0
1 1 1
= 2 s−a
+ s+a
, s > |a|
s
= s2 −a2
, s > |a|
Proof.
From the definition of the Laplace transform we have
Z ∞ Z ∞
−st at
at
L[e f (t)] = e e f (t)dt = e−(s−a)t f (t)dt.
0 0
Proof.
From the definition of the Laplace transform we have
Z ∞ Z ∞
−st
L[f (t − α)h(t − α)] = f (t − α)h(s − α)e dt = f (t − α)e−st dt.
0 α
17
Using the change of variable β = t − α the previous equation reduces to
R∞
L[f (t − α)h(t − α)] = 0
f (β)e−s(β+α) dβ
R∞
= e−sα 0
f (β)e−sβ dβ = e−sα F (s), s > a
Example 44.1
Find
18
Proof. Rt
(a) By the Fundamental Theorem of Calculus we have f (t) = f (0)− 0 f 0 (u)du.
Also, since f 0 is piecewise continuous, |f 0 (t)| ≤ T for some T > 0 and all
0 ≤ t ≤ C. Thus,
Rt 0 RC Rt
|f (t)| = f (0) − 0 f (u)du = |f (0) − 0 f 0 (u)du − C f 0 (u)du|
Rt
≤ |f (0)| + T C + M C
eau du
19
Since f 0 (t) may have jump discontinuities at t1 , t2 , · · · , tN in the interval
0 ≤ t ≤ A, we can write
Z A Z t1 Z t2 Z A
0 −st 0 −st 0 −st
f (t)e dt = f (t)e dt + f (t)e dt + · · · + f 0 (t)e−st dt.
0 0 t1 tN
Integrating each term on the RHS by parts and using the continuity of f (t)
to obtain
R t1 0 Rt
0
f (t)e−st dt = f (t1 )e−st1 − f (0) + s 0 1 f (t)e−st dt
R t2 R t2
t1
f 0 (t)e−st dt = f (t2 )e−st2 − f (t1 )e−st1 + s t1
f (t)e−st dt
..
.
R tN R tN
tN −1
f 0 (t)e−st dt = f (tN )e−stN − f (tN −1 )e−stN −1 + s tN −1
f (t)e−st dt
RA RA
tN
f 0 (t)e−st dt = f (A)e−sA − f (tN )e−stN + s tN
f (t)e−st dt
Hence, Z A Z A
0 −st −sA
f (t)e dt = f (A)e − f (0) + s f (t)e−st dt.
0 0
R
t
(d) Since dtd 0 f (u)du = f (t), by part (b) we have
Z t
F (s) = L[f (t)] = sL f (u)du
0
20
and therefore
Z t
L[f (t)] F (s)
L f (u)du = = , s > max{a, 0} + 1
0 s s
The argument establishing part (b) of the previous theorem can be extended
to higher order derivatives.
Theorem 44.4
Let f (t), f 0 (t), · · · , f (n−1) (t) be continuous and f (n) (t) be piecewise continu-
ous of exponential order at infinity with |f (n) (t)| ≤ M eat , t ≥ C. Then
L[f (n) (t)] = sn L[f (t)]−sn−1 f (0)−sn−2 f 0 (0)−· · ·−f (n−1) (0), s > max{a, 0}+1.
We next illustrate the use of the previous theorem in solving initial value
problems.
Example 44.2
Solve the initial value problem
y 00 − 4y 0 + 9y = t, y(0) = 0, y 0 (0) = 1.
Solution.
We apply Theorem 44.4 that gives the Laplace transform of a derivative. By
the linearity property of the Laplace transform we can write
Now since
L[y 00 ] = s2 L[y] − sy(0) − y 0 (0) = s2 Y (s) − 1
L[y 0 ] = sY (s) − y(0) = sY (s)
1
L[t] = s2
Example 44.3
Consider the mass-spring oscillator without friction: y 00 + y = 0. Suppose
we add a force which corresponds to a push (to the left) of the mass as it
oscillates. We will suppose the push is described by the function
for some a > 2π which we are allowed to vary. (A small a will correspond
to a short duration push and a large a to a long duration push.) We are
interested in solving the initial value problem
Solution.
To begin, determine the Laplace transform of both sides of the DE:
or
1 1
s2 Y − sy(0) − y 0 (0) + Y (s) = − e−2πs + e−(2π+a)s .
s s
Thus,
e−(2π+a)s e−2πs s
Y (s) = 2
− 2
+ 2 .
s(s + 1) s(s + 1) s + 1
1 1 s
Now since s(s2 +1)
= s
− s2 +1
we see that
−(2π+a)s 1 s −2πs 1 s s
Y (s) = e − 2 −e − 2 + 2
s s +1 s s +1 s +1
22
and therefore
h(t − (2π + a)) L−1 1s − ss
y(t) = 2 +1 (t − (2π + a))
− h(t − 2π) L−1 1s − s2s+1 (t − 2π) + cos t
= h(t − (2π + a))[1 − cos (t − (2π + a))] − u(t − 2π)[1 − cos (t − 2π)]
+ cos t
We conclude this section with the following table of Laplace transform pairs.
f(t) F(s)
1, t ≥ 0 1
h(t) = s
, s>0
0, t < 0
n!
tn , n = 1, 2, · · · sn+1
, s>0
s
eαt s−α
, s>α
ω
sin (ωt) s2 +ω 2
, s>0
s
cos (ωt) s2 +ω 2
, s>0
ω
sinh (ωt) s2 −ω 2
, s > |ω|
s
cosh (ωt) s2 −ω 2
, s > |ω|
1
eαt h(t) s−α
, s>α
n!
eαt tn , n = 1, 2, · · · (s−α)n+1
, s>α
ω
eαt sin (ωt) (s−α)2 +ω 2
, s>α
s−α
eαt cos (ωt) (s−α)2 +ω 2
, s>α
23
f(t) F(s) (continued)
e−αs
h(t − α), α ≥ 0 s
, s>0
tf (t) -F 0 (s)
t s
2ω
sin ωt (s2 +ω 2 )2
, s>0
1 1
2ω 3
[sin ωt − ωt cos ωt] (s2 +ω 2 )2
, s>0
Table L
24
Practice Problems
Problem 44.1
Use Table L to find L[2et + 5].
Problem 44.2
Use Table L to find L[e3t−3 h(t − 1)].
Problem 44.3
Use Table L to find L[sin2 ωt].
Problem 44.4
Use Table L to find L[sin 3t cos 3t].
Problem 44.5
Use Table L to find L[e2t cos 3t].
Problem 44.6
Use Table L to find L[e4t (t2 + 3t + 5)].
Problem 44.7
Use Table L to find L−1 [ s210
+25
+ 4
s−3
].
Problem 44.8
Use Table L to find L−1 [ (s−3)
5
4 ].
Problem 44.9
−2s
Use Table L to find L−1 [ es−9 ].
Problem 44.11
Graph the function f (t) = h(t − 1) + h(t − 3) for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Problem 44.12
Graph the function f (t) = t[h(t − 1) − h(t − 3)] for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
25
Problem 44.13
Graph the function f (t) = 3[h(t − 1) − h(t − 4)] for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Problem 44.14
Graph the function f (t) = |2 − t|[h(t − 1) − h(t − 3)] for t ≥ 0, where h(t) is
the Heaviside step function, and use Table L to find L[f (t)].
Problem 44.15
Graph the function f (t) = h(2 − t) for t ≥ 0, where h(t) is the Heaviside step
function, and use Table L to find L[f (t)].
Problem 44.16
Graph the function f (t) = h(t − 1) + h(4 − t) for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Problem 44.17
The graph of f (t) is given below. Represent f (t) as a combination of Heav-
iside step functions, and use Table L to calculate the Laplace transform of
f (t).
Problem 44.18
The graph of f (t) is given below. Represent f (t) as a combination of Heav-
iside step functions, and use Table L to calculate the Laplace transform of
f (t).
26
Problem 44.19 h i
−1 12
Using the partial fraction decomposition find L (s−3)(s+1)
.
Problem 44.20 h i
−1 24e−5s
Using the partial fraction decomposition find L s2 −9
.
Problem 44.21
Use Laplace transform technique to solve the initial value problem
y 0 + 4y = g(t), y(0) = 2
where
0, 0 ≤ t < 1
g(t) = 12, 1 ≤ t < 3
0, t≥3
Problem 44.22
Use Laplace transform technique to solve the initial value problem
Problem 44.23 R
Obtain the Laplace transform of the function 2 tf (λ)dλ in terms of L[f (t)] =
R2
F (s) given that 0 f (λ)dλ = 3.
27
45 The Laplace Transform and the Method
of Partial Fractions
In the last example of the previous section we encountered the equation
s2 + 1
−1
y(t) = L .
s2 (s2 − 4s + 9)
We would like to find an explicit expression for y(t). This can be done using
the method of partial fractions
which is the topic of this section. According
−1 N (s)
to this method, finding L D(s)
, where N (s) and D(s) are polynomials,
require decomposing the rational function into a sum of simpler expressions
whose inverse Laplace transform can be recognized from a table of Laplace
transform pairs.
The method of integration by partial fractions is a technique for integrating
rational functions, i.e. functions of the form
N (s)
R(s) =
D(s)
where N (s) and D(s) are polynomials.
The idea consists of writing the rational function as a sum of simpler frac-
tions called partial fractions. This can be done in the following way:
Step 1. Use long division to find two polynomials r(s) and q(s) such that
N (s) r(s)
= q(s) + .
D(s) D(s)
Note that if the degree of N (s) is smaller than that of D(s) then q(s) = 0
and r(s) = N (s).
Step 2. Write D(s) as a product of factors of the form (as + b)n or (as2 +
bs+c)n where as2 +bs+c is irreducible, i.e. as2 +bs+c = 0 has no real zeros.
r(s)
Step 3. Decompose D(s) into a sum of partial fractions in the following
way:
(1) For each factor of the form (s − α)k write
A1 A2 Ak
+ 2
+ ··· + ,
s − α (s − α) (s − α)k
28
where the numbers A1 , A2 , · · · , Ak are to be determined.
(2) For each factor of the form (as2 + bs + c)k write
B1 s + C1 B2 s + C2 Bk s + Ck
+ + · · · + ,
as2 + bs + c (as2 + bs + c)2 (as2 + bs + c)k
where the numbers B1 , B2 , · · · , Bk and C1 , C2 , · · · , Ck are to be determined.
Step 4. Multiply both sides by D(s) and simplify. This leads to an ex-
pression of the form
Example 45.1
s3 +s2 +2
Decompose into partial fractions R(s) = s2 −1
.
Solution.
3 2 +2
Step 1. s s+s
2 −1 = s + 1 + ss+3
2 −1 .
2
Step 2. s − 1 = (s − 1)(s + 1).
s+3 A B
Step 3. (s+1)(s−1) = s+1 + s−1 .
Step 4. Multiply both sides of the last equation by (s − 1)(s + 1) to obtain
Expand the right hand side, collect terms with the same power of s, and
identify coefficients of the polynomials obtained on both sides:
s + 3 = (A + B)s + (B − A).
29
Exampleh 45.2 i
Find L−1 s(s−3)
1
.
Solution.
We write
1 A B
= + .
s(s − 3) s s−3
Multiply both sides by s(s − 3) and simplify to obtain
1 = A(s − 3) + Bs
or
1 = (A + B)s − 3A.
Now equating the coefficients of like powers of s to obtain −3A = 1 and
A + B = 0. Solving for A and B we find A = − 31 and B = 13 . Thus,
h i
L−1 s(s−3)
1
= − 31 L−1 1s + 13 L−1 s−3
1
= − 13 h(t) + 31 e3t , t ≥ 0
Example 45.3
Find L−1 s3s+6
2 +3s .
Solution.
We factor the denominator and split the integrand into partial fractions:
3s + 6 A B
= + .
s(s + 3) s s+3
Multiplying both sides by s(s + 3) to obtain
3s + 6 = A(s + 3) + Bs
= (A + B)s + 3A
30
Exampleh 45.4 i
s2 +1
Find L−1 s(s+1) 2 .
Solution.
We factor the denominator and split the rational function into partial frac-
tions:
s2 + 1 A B C
2
= + + .
s(s + 1) s s + 1 (s + 1)2
Multiplying both sides by s(s + 1)2 and simplifying to obtain
Example 45.5
Use Laplace transform to solve the initial value problem
Solution.
By the linearity property of the Laplace transform we can write
Now since
L[y 00 ] = s2 L[y] − sy(0) − y 0 (0) = s2 Y (s)
L[y 0 ] = sY (s) − y(0) = sY (s)
−t 1
L[e ] = s+1
31
Rearranging gives
1
(s2 + 3s + 2)Y (s) = .
s+1
Thus,
1
Y (s) = .
(s + 1)(s2 + 3s + 2)
and
−1 1
y(t) = L .
(s + 1)(s2 + 3s + 2)
Using the method of partial fractions we can write
1 1 1 1
= − + .
(s + 1)(s2+ 3s + 2) s + 2 s + 1 (s + 1)2
Thus,
−1 1 −1 1 −1 1
y(t) = L −L +L = e−2t −e−t +te−t , t ≥ 0
s+2 s+1 (s + 1)2
32
Practice Problems
In Problems 45.1 - 45.4, give the form of the partial fraction expansion for
F (s). You need not evaluate the constants in the expansion. However, if the
denominator has an irreducible quadratic expression then use the completing
the square process to write it as the sum/difference of two squares.
Problem 45.1
s3 + 3s + 1
F (s) = .
(s − 1)3 (s − 2)2
Problem 45.2
s2 + 5s − 3
F (s) = .
(s2 + 16)(s − 2)
Problem 45.3
s3 − 1
F (s) = .
(s2 + 1)2 (s + 4)2
Problem 45.4
s4 + 5s2 + 2s − 9
F (s) = .
(s2 + 8s + 17)(s − 2)2
Problemh45.5 i
Find L−1 (s+1)
1
3 .
Problem45.6
Find L−1 s22s−3
−3s+2
.
Problemh45.7 i
2
Find L−1 4ss3+s+1
+s
.
Problemh45.8 i
−1 s2 +6s+8
Find L s4 +8s2 +16
.
33
Problem 45.9
Use Laplace transform to solve the initial value problem
y 0 + 2y = 26 sin 3t, y(0) = 3.
Problem 45.10
Use Laplace transform to solve the initial value problem
y 0 + 2y = 4t, y(0) = 3.
Problem 45.11
Use Laplace transform to solve the initial value problem
y 00 + 3y 0 + 2y = 6e−t , y(0) = 1, y 0 (0) = 2.
Problem 45.12
Use Laplace transform to solve the initial value problem
y 00 + 4y = cos 2t, y(0) = 1, y 0 (0) = 1.
Problem 45.13
Use Laplace transform to solve the initial value problem
y 00 − 2y 0 + y = e2t , y(0) = 0, y 0 (0) = 0.
Problem 45.14
Use Laplace transform to solve the initial value problem
y 00 + 9y = g(t), y(0) = 1, y 0 (0) = 0
where
6, 0 ≤ t < π
g(t) =
0, π ≤ t < ∞
Problem 45.15
Determine the constants α, β, y0 , and y00 so that Y (s) = 2s−1
s2 +s+2
is the Laplace
transform of the solution to the initial value problem
y 00 + αy 0 + βy = 0, y(0) = y0 , y 0 (0) = y00 .
Problem 45.16
Determine the constants α, β, y0 , and y00 so that Y (s) = s
(s+1)2
is the Laplace
transform of the solution to the initial value problem
y 00 + αy 0 + βy = 0, y(0) = y0 , y 0 (0) = y00 .
34
46 Laplace Transforms of Periodic Functions
In many applications, the nonhomogeneous term in a linear differential equa-
tion is a periodic function. In this section, we derive a formula for the Laplace
transform of such periodic functions.
Recall that a function f (t) is said to be T −periodic if we have f (t+T ) = f (t)
whenever t and t + T are in the domain of f (t). For example, the sine and
cosine functions are 2π−periodic whereas the tangent and cotangent func-
tions are π−periodic.
If f (t) is T −periodic for t ≥ 0 then we define the function
f (t), 0 ≤ t ≤ T
fT (t) =
0, t>T
Theorem 46.1
If f (t) is a T −periodic, piecewise continuous fucntion for t ≥ 0 then
L[fT (t)]
L[f (t)] = , s > 0.
1 − e−sT
Proof.
Since f (t) is piecewise continuous, it is bounded on the interval 0 ≤ t ≤ T.
By periodicity, f (t) is bounded for t ≥ 0. Hence, it has an exponential order
at infinity. By Theorem 43.2, L[f (t)] exists for s > 0. Thus,
Z ∞ ∞ Z
X T
−st
L[f (t)] = f (t)e dt = fT (t − nT )h(t − nT )e−st dt,
0 n=0 0
where the last sum is the result of decomposing the improper integral into a
sum of integrals over the constituent periods.
By the Second Shifting Theorem (i.e. Theorem 44.2) we have
35
Hence,
∞ ∞
!
X X
L[f (t)] = e−nT s L[fT (t)] = L[fT (t)] e−nT s .
n=0 n=0
P∞
Since s > 0, it follows that 0 < e−nT s < 1 so that the series n=0 e−nT s is a
convergent geoemetric series with limit 1−e1−sT . Therefore,
L[fT (t)]
L[f (t)] = , s>0
1 − e−sT
Example 46.1
Determine the Laplace transform of the function
1, 0 ≤ t ≤ T2
f (t) = f (t + T ) = f (t), t ≥ 0.
0, T2 < t < T
Solution.
The graph of f (t) is shown in Figure 46.1.
Figure 46.1
By Theorem 46.1,
RT
e−st dt
0
2
36
Figure 46.2
Solution.
The given function is periodic of period b. For the first period the function
is defined by
a
fb (t) = t[h(t) − h(t − b)].
b
So we have
L[fb (t)] = L[ ab t(h(t) − h(t − b))]
= − ab ds
d
L[h(t) − h(t − b)]
But
L[h(t) − h(t − b)] = L[h(t)] − L[h(t − b)]
1 −bs
= s
− es , s>0
Hence,
bse−bs + e−bs
a 1
L[fb (t)] = − .
b s2 s2
Finally,
a 1 − e−bs − bse−bs
L[fb (t)]
L[f (t)] = =
1 − e−bs b s2 (1 − e−bs )
Exampleh 46.3 i
e−s
Find L−1 s12 − s(1−e−s ) .
Solution.
Note first that
1 e−s 1 − e−s − se−s
− = .
s2 s(1 − e−s ) s2 (1 − e−s )
37
According
h to theiprevious example with a = 1 and b = 1 we find that
−1 1 e−s
L s2
− s(1−e−s ) is the sawtooth function shown in Figure 46.2
is called a linear time invariant system. The function y(t) denotes the
system output and the function u(t) denotes the system input. The system is
called time-invariant because the parameters of the system are not changing
over time and an input now will give the same result as the same input later.
Applying the Laplace transform on the linear differential equation with null
initial conditions we obtain
an sn Y (s)+an−1 sn−1 Y (s)+· · ·+a0 Y (s) = bm sm U (s)+bm−1 sm−1 U (s)+· · ·+b0 U (s).
The function
Y (s) bm sm + bm−1 sm−1 + · · · + b1 s + b0
Φ(s) = =
U (s) an sn + an−1 sn−1 + · · · + a1 s + a0
is called the system transfer function. That is, the transfer function of
a linear time-invariant system is the ratio of the Laplace transform of its
output to the Laplace transform of its input.
Example 46.4
Consider the mathematical model described by the initial value problem
38
Solution.
By taking the Laplace transform and using the initial conditions we obtain
Thus,
Y (s) 1
Φ(s) = = 2
(2)
F (s) ms + γs + k
Parameter Identification
One of the most useful applications of system transfer functions is for system
or parameter identification.
Example 46.5
Consider a spring-mass system governed by
Suppose we apply a unit step force f (t) = h(t) to the mass, initially at
equilibrium, and you observe the system respond as
1 1 1
y(t) = − e−t cos t − e−t sin t + .
2 2 2
What are the physical parameters m, γ, and k?
Solution.
Start with the model (3)) with f (t) = h(t) and take the Laplace transform of
1
both sides, then solve to find Y (s) = s(ms2 +γs+k) . Since f (t) = h(t), F (s) = 1s .
Hence
Y (s) 1
Φ(s) = = .
F (s) ms2 + γs + k
On the other hand, for the input f (t) = h(t) the corresponding observed
output is
1 1 1
y(t) = − e−t cos t − e−t sin t + .
2 2 2
Hence,
Y (s) = L[− 12 e−t cos t − 12 e−t sin t + 21 ]
= − 12 (s+1)
s+1 1 1 1
2 +1 − 2 (s+1)2 +1 + 2s
1
= s(s2 +2s+2)
39
Thus,
Y (s) 1
Φ(s) = = 2 .
F (s) s + 2s + 2
By comparison we conclude that m = 1, γ = 2, and k = 2
40
Practice Problems
Problem 46.1
Find the Laplace transform of the periodic function whose graph is shown.
Problem 46.2
Find the Laplace transform of the periodic function whose graph is shown.
Problem 46.3
Find the Laplace transform of the periodic function whose graph is shown.
41
Problem 46.4
Find the Laplace transform of the periodic function whose graph is shown.
Problem 46.5
State the period of the function f (t) and find its Laplace transform where
sin t, 0 ≤ t < π
f (t) = f (t + 2π) = f (t), t ≥ 0.
0, π ≤ t < 2π
Problem 46.6
State the period of the function f (t) = 1 − e−t , 0 ≤ t < 2, f (t + 2) = f (t),
and find its Laplace transform.
Problem 46.7
Using Example 44.3 find
s2 − s e−s
−1
L + .
s3 s(1 − e−s )
Problem 46.8
An object having mass m is initially at rest on a frictionless horizontal surface.
At time t = 0, a periodic force is applied horizontally to the object, causing
it to move in the positive x-direction. The force, in newtons, is given by
f0 , 0 ≤ t ≤ T2
f (t) = f (t + T ) = f (t), t ≥ 0.
0, T2 < t < T
The initial value problem for the horizontal position, x(t), of the object is
42
(a) Use Laplace transforms to determine the velocity, v(t) = x0 (t), and the
position, x(t), of the object.
(b) Let m = 1 kg, f0 = 1 N, and T = 1 sec. What is the velocity, v, and
position, x, of the object at t = 1.25 sec?
Problem 46.9
Consider the initial value problem
ay 00 + by 0 + cy = f (t), y(0) = y 0 (0) = 0, t > 0
1
Suppose that the transfer function of this system is given by Φ(s) = 2s2 +5s+2
.
(a) What are the constants a, b, and c?
(b) If f (t) = e−t , determine F (s), Y (s), and y(t).
Problem 46.10
Consider the initial value problem
ay 00 + by 0 + cy = f (t), y(0) = y 0 (0) = 0, t > 0
Suppose that an input f (t) = t, when applied to the above system produces
the output y(t) = 2(e−t − 1) + t(e−t + 1), t ≥ 0.
(a) What is the system transfer function?
(b) What will be the output if the Heaviside unit step function f (t) = h(t)
is applied to the system?
Problem 46.11
Consider the initial value problem
y 00 + y 0 + y = f (t), y(0) = y 0 (0) = 0,
where
1, 0≤t≤1
f (t) = f (t + 2) = f (t)
−1, 1 < t < 2
43
Problem 46.13
Consider the initial value problem
44
47 Convolution Integrals
We start this section with the following problem.
Example 47.1
A spring-mass system with a forcing function f (t) is modeled by the following
initial-value problem
Find solution to this initial value problem using the Laplace transform method.
Solution.
Apply Laplace transform to both sides of the equation to obtain
n o q q
1 −1 1 k
x00
pm k
= m
L F (s) · k
s2 + m
+ x0 cos m
t+ k
sin m
t
n o
Finding L−1 F (s) · s2 +1 k ,i.e., the inverse Laplace transform of a product,
m
requires the use of the concept of convolution, a topic we discuss in this
section
Convolution integrals are useful when finding the inverse Laplace transform
of products H(s) = F (s)G(s). They are defined as follows: The convolution
of two scalar piecewise continuous functions f (t) and g(t) defined for t ≥ 0
is the integral Z t
(f ∗ g)(t) = f (t − s)g(s)ds.
0
45
Example 47.2
Find f ∗ g where f (t) = e−t and g(t) = sin t.
Solution.
Using integration by parts twice we arrive at
R t −(t−s)
(f ∗ g)(t) = 0
e sin sds
1
−(t−s) t
= 2 e (sin s − cos s) 0
−t
= e 2 + 12 (sin t − cos t)
Figure 47.1
46
Theorem 47.1
Let f (t), g(t), and k(t) be three piecewise continuous scalar functions defined
for t ≥ 0 and c1 and c2 are arbitrary constants. Then
(i) f ∗ g = g ∗ f (Commutative Law)
(ii) (f ∗ g) ∗ k = f ∗ (g ∗ k) (Associative Law)
(iii) f ∗ (c1 g + c2 k) = c1 f ∗ g + c2 f ∗ k (Distributive Law)
Proof.
(i) Using the change of variables τ = t − s we find
Rt
(f ∗ g)(t) = 0
f (t − s)g(s)ds
R0
= − t
f (τ )g(t − τ )dτ
Rt
= 0
g(t − τ )f (τ )dτ = (g ∗ f )(t)
(ii) By definition, we have
Rt
[(f ∗ g) ∗ k)](t) = 0
(f ∗ g)(t − u)k(u)du
R t hR t−u i
= 0 0
f (t − u − w)g(w)k(u)dw du
Figure 47.2
47
Changing the order of integration, we have
R t R s
[(f ∗ g) ∗ k)](t) = 0 0 f (t − s)g(s − u)k(u)du ds
Rt
= 0
f (t − s)(g ∗ k)(s)ds
= [f ∗ (g ∗ k)](t)
(iii) We have
Rt
(f ∗ (c1 g + c2 k))(t) = 0
f (t − s)(c1 g(s) + c2 k(s))ds
Rt Rt
= c1 0
f (t − s)g(s)ds + c2 0
f (t − s)k(s)ds
= c1 (f ∗ g)(t) + c2 (f ∗ k)(t)
Example 47.3
Express the solution to the initial value problem y 0 + αy = g(t), y(0) = y0
in terms of a convolution integral.
Solution.
Solving this initial value problem by the method of integrating factor we find
Z t
−αt
y(t) = e y0 + e−α(t−s) g(s)ds = e−αt y0 + e−αt ∗ g(t)
0
Example 47.4
If f (t) is an m × n matrix function and g(t) is an n × p matrix function then
we define Z t
(f ∗ g)(t) = f (t − s)g(s)ds, t ≥ 0.
0
Express the solution to the initial value problem y0 = Ay + g(t), y(0) = y0
in terms of a convolution integral.
Solution.
The unique solution is given by
Z t
tA
y(t) = e y0 + eA(t−s) g(s)ds = etA y0 + etA ∗ g(t)
0
48
Theorem 47.2
If f (t) and g(t) are piecewise continuous for t ≥ 0, and of exponential order
at infinity then
L[(f ∗ g)(t)] = L[f (t)]L[g(t)] = F (s)G(s).
Thus, (f ∗ g)(t) = L−1 [F (s)G(s)].
Proof.
First we show that f ∗ g has a Laplace transform. From the hypotheses we
have that |f (t)| ≤ M1 ea1 t for t ≥ C1 and |g(t)| ≤ M2 ea2 t for t ≥ C2 . Let
M = M1 M2 and C = C1 + C2 . Then for t ≥ C we have
R R
t t
|(f ∗ g)(t)| = 0 f (t − s)g(s)ds ≤ 0 |f (t − s)||g(s)|ds
Rt
≤ M1 M2 0
ea1 (t−s) ea2 s ds
M tea1 t ,
a1 = a2
= ea2 t −ea1 t
M a2 −a1 , a1 = 6 a2
This shows that f ∗ g is of exponential order at infinity. Since f and g are
piecewise continuous, the first fundamental theorem of calculus implies that
f ∗ g is also piecewise continuous. Hence, f ∗ g has a Laplace transform.
Next, we have
R∞ R
t
L[(f ∗ g)(t)] = 0 e−st 0 f (t − τ )g(τ )dτ dt
R∞ Rt
= t=0 τ =0
e−st f (t − τ )g(τ )dτ dt
Note that the region of integration is an infinite triangular region and the
integration is done vertically in that region. Integration horizontally we find
Z ∞Z ∞
L[(f ∗ g)(t)] = e−st f (t − τ )g(τ )dtdτ.
τ =0 t=τ
We next introduce the change of variables β = t−τ . The region of integration
becomes τ ≥ 0, t ≥ 0. In this case, we have
R ∞ R ∞ −s(β+τ )
L[(f ∗ g)(t)] = τ =0 β=0
e f (β)g(τ )dτ dβ
R∞ R ∞
= τ =0
e−sτ g(τ )dτ β=0
e−sβ f (β)dβ
49
Example 47.5
Use the convolution theorem to find the inverse Laplace transform of
1
H(s) = .
(s2 + a2 ) 2
Solution.
Note that
1 1
H(s) = .
s + a2
2 s + a2
2
1 1
So, in this case we have, F (s) = G(s) = s2 +a 2 so that f (t) = g(t) = a sin (at).
Thus,
1 t
Z
1
(f ∗ g)(t) = 2 sin (at − as) sin (as)ds = 3 (sin (at) − at cos (at))
a 0 2a
Convolution integrals are useful in solving initial value problems with forcing
functions.
Example 47.6
Solve the initial value problem
4y 00 + y = g(t), y(0) = 3, y 0 (0) = −7
Solution.
Take the Laplace transform of all the terms and plug in the initial conditions
to obtain
4(s2 Y (s) − 3s + 7) + Y (s) = G(s)
or
(4s2 + 1)Y (s) − 12s + 28 = G(s).
Solving for Y (s) we find
12s−28 G(s)
Y (s) = 4(s2 + 14 )
+ 4(s2 + 14 )
2 2
3s (1) (1)
= 2 − 7 2 2 1 2 + 41 G(s) 2 2 1 2
s2 +(( 12 ) s +( 2 ) s +( 2 )
Hence,
1 t
Z
t t s
y(t) = 3 cos − 7 sin + sin g(t − s)ds.
2 2 2 0 2
So, once we decide on a g(t) all we need to do is to evaluate the integral and
we’ll have the solution
50
Practice Problems
Problem 47.1
Consider the functions f (t) = g(t) = h(t), t ≥ 0 where h(t) is the Heaviside
unit step function. Compute f ∗ g in two different ways.
(a) By directly evaluating the integral.
(b) By computing L−1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Problem 47.2
Consider the functions f (t) = et and g(t) = e−2t , t ≥ 0. Compute f ∗ g in
two different ways.
(a) By directly evaluating the integral.
(b) By computing L−1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Problem 47.3
Consider the functions f (t) = sin t and g(t) = cos t, t ≥ 0. Compute f ∗ g in
two different ways.
(a) By directly evaluating the integral.
(b) By computing L−1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Problem 47.4
Use
Laplacet
transform to the convolution P ∗ y, where |bf P (t) =
comput
h(t) e h(t)
and y(t) = .
0 t e−t
Problem 47.5
Compute and graph f ∗ g where f (t) = h(t) and g(t) = t[h(t) − h(t − 2)].
Problem 47.6
Compute and graph f ∗ g where f (t) = h(t) − h(t − 1) and g(t) = h(t − 1) −
2h(t − 2)].
Problem 47.7
Compute t ∗ t ∗ t.
Problem 47.8
Compute h(t) ∗ e−t ∗ e−2t .
Problem 47.9
Compute t ∗ e−t ∗ et .
51
Problem 47.10
n f unctions
z }| {
Suppose it is known that h(t) ∗ h(t) ∗ · · · ∗ h(t) = Ct8 . Determine the con-
stants C and the poisitive integer n.
Problem 47.11
Use Laplace transform to solve for y(t) :
Z t
sin (t − λ)y(λ)dλ = t2 .
0
Problem 47.12
Use Laplace transform to solve for y(t) :
Z t
y(t) − e(t−λ) y(λ)dλ = t.
0
Problem 47.13
Use Laplace transform to solve for y(t) :
t ∗ y(t) = t2 (1 − e−t ).
Problem 47.14
Use Laplace transform to solve for y(t) :
0 1
y = h(t) ∗ y, y(0) = .
2
Problem 47.15
Solve the following initial value problem.
Z t
0
y −y = (t − λ)eλ dλ, y(0) = −1.
0
52
48 The Dirac Delta Function and Impulse Re-
sponse
In applications, we are often encountered with linear systems, originally at
rest, excited by a sudden large force (such as a large applied voltage to an
electrical network) over a very short time frame. In this case, the output
corresponding to this sudden force is referred to as the ”impulse response”.
Mathematically, an impulse can be modeled by an initial value problem with
a special type of function known as the Dirac delta function as the external
force, i.e., the nonhomogeneous term. To solve such IVP requires finding the
Laplace transform of the delta function which is the main topic of this section.
my 00 + γy 0 + ky = f (t) (4)
where t is time and y(t) is the displacement of the mass from equilibrium.
Now suppose that for t ≤ 0 the mass is at rest in its equilibrium position, so
y(0) = y 0 (0) = 0. Hence, the situation is modeled by the initial value problem
Solving this equation by the method of variation of parameters one finds the
unique solution
Z t
y(t) = φ(t − s)f (s)ds (6)
0
where q
k γ2
e(−γ/2m)t sin t m − 4m2
φ(t) = q .
k γ2
m m − 4m 2
53
In the above situation we might describe f(t) as a large constant force applied
on a very small time interval. Such a model leads to the forcing function
1
, 0≤t≤
f (t) =
0, otherwise
where is a small positive real number. When is close to zero the applied
force is very large during the time interval 0 ≤ t ≤ and zero afterwards. A
possible graph of f (t) is given in Figure 48.1
Figure 48.1
In this case it’s easy to see that for any choice of we have
Z ∞
f dt = 1
−∞
and
Our ultimate interest is the behavior of the solution to equation (4) with
forcing function f (t) in the limit → 0+ . That is, what happens to the
system output as we make the applied force progressively ”sharper” and
”stronger?”.
Let y (t) be the solution to equation (4) with f (t) = f (t). Then the unique
solution is given by Z t
y (t) = φ(t − s)f (s)ds.
0
54
For t ≥ the last equation becomes
1
Z
y (t) = φ(t − s)ds.
0
Since φ(t) is continuous for all t ≥ 0 we can apply the mean value theorem
for integrals and write
y (t) = φ(t − ψ)
for some 0 ≤ ψ ≤ . Letting → 0+ and using the continuity of φ we find
where the role of δ(t) would be to evaluate the integrand at s = 0. Note that
because of Fig 48.1 and (7), we cannot interchange the opeartions of limit
and integration in the above limit process. Such a function δ exist in the
theory of distributions and can be defined as follows:
If f (t) is continuous in a ≤ t ≤ b then we define the function δ(t) by the
integral equation
Z b Z b
f (t)δ(t − t0 )dt = lim+ f (t)f (t − t0 )dt.
a →0 a
The object δ(t) on the left is called the Dirac Delta function, or just the
delta function for short.
55
Finding the Impulse Function Using Laplace Transform
For > 0 we can solve the initial value problem (5) using Laplace transforms.
To do this we need to compute the Laplace transform of f (t), given by the
integral
Z ∞
1 −st 1 − e−s
Z
−st
L[f (t)] = f (t)e dt = e dt = .
0 0 s
Note that by using L’Hôpital’s rule we can write
1 − e−s
lim+ L[f (t)] = lim+ = 1, s > 0.
→0 →0 s
Now, to find y (t), we apply the Laplace transform to both sides of equation
(4) and using the initial conditions we obtain
1 − e−s
ms2 Y (s) + γsY (s) + kY (s) = .
s
Solving for Y (s) we find
1 1 − e−s
Y (s) = .
ms2 + γs + k s
Letting → 0+ we find
1
Y (s) =
ms2 + γs + k
which is the transfer function of the system. Now inverse transform Y (s) to
find the solution to the initial value problem. That is,
−1 1
y(t) = L = φ(t).
ms2 + γs + k
Now, impulse inputs are usually modeled in terms of delta functions. Thus,
knowing the Laplace transform of such functions is important when solving
differential equations. The next theorem finds the Laplace transform of the
delta function.
56
Theorem 48.1
With δ(t) defined as above, if a ≤ t0 < b
Z b
f (t)δ(t − t0 )dt = f (t0 ).
a
Proof.
We have
Rb Rb
a
f (t)δ(t − t0 ) = lim→0+ a f (t)f (t − t0 )dt
R t +
= lim→0+ 1 t00 f (t)dt
= lim→0+ 1 f (t0 + β) = f (t0 )
where 0 < β < 1 and the mean-value theorem for integrals has been used
Remark 48.1 Rb
Since p (t−t0 ) = 1 for t0 ≤ t ≤ t0 + and 0 otherwise we see that a f (t)δ(t−
Rb
a)dt = f (a) and a f (t)δ(t − t0 )dt = 0 for t0 ≥ b.
In particular, if t0 = 0 we find
L[δ(t)] = 1.
The following example illustrates the formal use of the delta function.
Example 48.1
A spring-mass system with mass 2, damping 4, and spring constant 10 is
subject to a hammer blow at time t = 0. The blow imparts a total impulse of
1 to the system, which was initially at rest. Find the response of the system.
Solution.
The situation is modeled by the initial value problem
57
Taking Laplace transform of both sides we find
2s2 Y (s) + 4sY (s) + 10Y (s) = 1.
Solving for Y (s) we find
1
Y (s) = .
2s2 + 4s + 10
The impulsive response is
−1 1 1 1
y(t) = L = e−2t sin 2t
2 (s + 1)2 + 22 4
Example 48.2
A 16 lb weight is attached to a spring with a spring constant equal to 2
lb/ft. Neglect damping. The weight is released from rest at 3 ft below the
equilibrium position. At t = 2π sec, it is struck with a hammer, providing an
impulse of 4 lb-sec. Determine the displacement function y(t) of the weight.
Solution.
This situation is modeled by the initial value problem
16 00
y + 2y = 4δ(t − 2π), y(0) = 3, y 0 (0) = 0.
32
Apply Laplace transform to both sides to obtain
s2 Y (s) − 3s + 4Y (s) = 8e−2πs .
Solving for Y (s) we find
3s e−2πs
Y (s) = + .
s2 + 4 s2 + 4
Now take the inverse Laplace transform to get
y(t) = L−1 [Y (s)] = 3 cos 2t + 8h(t − 2π)f (t − 2π)
where
−1 1 1
f (t) = L 2
= sin 2t.
s +4 2
Hence,
y(t) = 3 cos 2t + 4h(t − 2π) sin 2(t − 2π) = 3 cos 2t + 4h(t − 2π) sin 2t
or more explicitly
3 cos 2t, t < 2π
y(t) =
3 cos 2t + 4 sin 2t, t ≥ 2π
58
Practice Problems
Problem 48.1
Evaluate
R3
(a) 0 (1 + e−t )δ(t − 2)dt.
R1
(b) −2 (1 + e−t )δ(t − 2)dt.
R2 cos 2t
(c) −1 δ(t)dt.
te−t
R2 δ(t + 2)
(d) −1 (e2t + t) δ(t − 1) dt.
δ(t − 3)
Problem 48.2
Let f (t) be a function defined and continuous on 0 ≤ t < ∞. Determine
Z t
(f ∗ δ)(t) = f (t − s)δ(s)ds.
0
Problem 48.3 R1
Determine a value of the constant t0 such that 0 sin2 [π(t − t0 )]δ(t− 12 )dt = 34 .
Problem
R5 n 48.4
If 1 t δ(t − 2)dt = 8, what is the exponent n?
Problem 48.5 RtRs
Sketch the graph of the function g(t) which is defined by g(t) = 0 0 δ(u −
1)duds, 0 ≤ t < ∞.
Problem 48.6 Rt
The graph of the function g(t) = 0 eαt δ(t − t0 )dt, 0 ≤ t < ∞ is shown.
Determine the constants α and t0 .
59
Problem 48.7
(a) Use the method of integarting factor to solve the initial value problem
y 0 − y = h(t), y(0) = 0.
(b) Use the Laplace transform to solve the initial value problem φ0 − φ =
δ(t), φ(0) = 0.
(c) Evaluate the convolution φ ∗ h(t) and compare the resulting function with
the solution obtained in part(a).
Problem 48.8
Solve the initial value problem
Problem 48.9
Solve the initial value problem
Problem 48.10
Solve the initial value problem
Problem 48.11
Solve the initial value problem
60
49 Solving Systems of Differential Equations
Using Laplace Transform
In this section we extend the definition of Laplace transform to matrix-valued
functions and apply this extension to solving systems of differential equations.
Let y1 (t), y2 (t), · · · , yn (t) be members of PE. Consider the vector-valued
function
y1 (t)
y2 (t)
y(t) = ..
.
yn (t)
The Laplace transform of y(t) is
R∞
L[y(t)] = 0
y(t)e−st dt
R∞
y (t)e−st dt
0∞ 1
y2 (t)e−st dt
R
= 0
..
R∞ .
−st
0
y n (t)e dt
L[y1 (t)]
L[y2 (t)]
=
..
.
L[yn (t)]
Example 49.1
Find the Laplace transform of the vector-valued function
2
t
y(t) = 1
et
61
Solution.
The Laplace transform is
6
s3
1
L[y(t)] =
s
, s > 1
1
s−1
The linearity property of the Laplace transform can be used to establish the
following result.
Theorem 49.1
If A is a constant n × n matrix and B is an n × p matrix-valued function
then
L[AB(t)] = AL[B(t)].
Proof.
Let A = (aij ) and B(t) = (bij (t)). Then AB(t) = ( nk=1 aik bkp ). Hence,
P
Xn n
X
L[AB(t)] = [L( aik bkp )] = [ aik L(bkp )] = AL[B(t)]
k=1 k=1
Theorem 49.2
(a) Suppose that y(t) is continuous for t ≥ 0 and let the components of the
derivative vector y0 be members of PE. Then
(b) Let y0 (t) be continuous for t ≥ 0, and let the entries of y00 (t) be members
of PE. Then
L[y00 (t)] = s2 L[y(t)] − sy(0) − y0 (0).
(c) Let the entries of y(t) be members of PE. Then
Z t
L[y(t)]
L y(s)ds = .
0 s
62
Proof.
(a) We have
L[y10 (t)]
L[y20 (t)]
L[y0 (t)] =
..
.
L[yn0 (t)]
sL[y1 (t)] − y1 (0)
sL[y2 (t)] − y2 (0)
=
..
.
sL[yn (t)] − yn (0)
= sL[y(t)] − y(0)
(b) We have
L[y00 (t)] = sL[y0 (t)] − y0 (0)
= s(sL[y(t)] − y(0)) − y0 (0)
= s2 L[y(t)] − sy(0) − y0 (0)
(c) We have Z t
L[y(t)] = sL y(s)ds
0
so that Z t
L[y(t)]
L y(s)ds =
0 s
The above two theorems can be used for solving the following initial value
problem
or
(sI − A)Y(s) = y0 + G(s)
63
where L[g(t)] = G(s). If s is not an eigenvalue of A then the matrix sI − A
is invertible and in this case we have
Example 49.2
Solve the initial value problem
2t
0 1 2 e 1
y = y+ , y(0) =
2 1 −2t −2
Solution.
We have
−1 1 s−1 2
(sI − A) =
(s + 1)(s − 3) 2 s−1
and
1
G(s) = s−2 .
− s22
Thus,
−1
Y(s) = − A) [y0 + G(s)]
(sI 1
1 s−1 2 1 + s−2
= (s+1)(s−3)
2 s−1 −2 − s22
" #
s4 −6s3 +9s2 −4s+8
s2 (s+1)(s−2)(s−3)
= −2s4 +8s3 −8s2 +6s−4
s2 (s+1)(s−2)(s−3)
Y2 (s) = − 23 s12 + 10 1
9 s
− 7 1
3 s+1
− 2 1
3 s−2
− 1 1
9 s−3
Therefore
y1 (t) = L−1 [Y1 (s)] = 43 t − 89 + 37 e−t − 13 e2t − 19 e3t
64
Hence, for t ≥ 0
4 8 7
− 13 − 19
3
−9 −t 3 2t 3t
y(t) = t + 10 + e +e +e
− 23 9
7
3
− 23 − 91
where I is the n×n identity matrix and A is a constant n×n matrix. Taking
Laplace of both sides yields
sL[Φ(t)] − I = AL[Φ(t)].
65
Practice Problems
Problem 49.1
Find L[y(t)] where
e−t cos 2t
d
y(t) = 0
dt t
t+e
Problem 49.2
Find L[y(t)] where
Z t 1
y(t) = u du
0 e−u
Problem 49.3
Find L−1 [Y(s)] where
1
s
2
Y(s) = 2
s +2s+2
1
s2 +s
Problem 49.4
Find L−1 [Y(s)] where
1 −1 2 L[t3 ]
Y(s) = 2 0 3 L[e2t ]
1 −2 1 L[sin t]
Problem 49.5
Use the Laplace transform to solve the initial value problem
0 5 −4 0 0
y = y+ , y(0) =
5 −4 1 0
Problem 49.6
Use the Laplace transform to solve the initial value problem
0 5 −4 3
y = y, y(0) =
3 −2 2
66
Problem 49.7
Use the Laplace transform to solve the initial value problem
0 1 4 0 3
y = y+ t , y(0) =
−1 1 3e 0
Problem 49.8
Use the Laplace transform to solve the initial value problem
00 −3 −2 1 0 0
y = y, y(0) = , y (0) =
4 3 0 1
Problem 49.9
Use the Laplace transform to solve the initial value problem
00 1 −1 2 0 0 0
y = y+ , y(0) = , y (0) =
1 −1 1 1 0
Problem 49.10
Use the Laplace transform to solve the initial value problem
1 0 0 et 0
y0 = 0 −1 1 y + 1 , y(0) = 0
0 0 2 −2t 0
Problem 49.11
0
The Laplace transform
was applied to the initial value problem y = Ay, y(0) =
y1 (t) y1,0
y0 , where y(t) = , A is a 2 × 2 constant matrix, and y0 = .
y2 (t) y2,0
The following transform domain solution was obtained
1 s − 2 −1 y1,0
L[y(t)] = Y(s) = 2 .
s − 9s + 18 4 s−7 y2,0
67
50 Solutions to Problems
Section 43
Problem 43.1 R∞ 1
Determine whether the integral 0 1+t2
dt converges. If the integral con-
verges, give its value.
Solution.
We have
Z ∞ Z A
1 1
dt = lim dt = lim [arctan t]A
0
0 1 + t2 A→∞ 0 1 + t2 A→∞
π
= lim arctan A =
A→∞ 2
So the integral is convergent
Problem 43.2 R∞ t
Determine whether the integral 0 1+t2
dt converges. If the integral con-
verges, give its value.
Solution.
We have
Z ∞ Z A
t 1 2t 1 A
dt = lim ln (1 + t2 ) 0
2
dt = lim 2
0 1+t 2 A→∞ 0 1 + t 2 A→∞
1
= lim ln (1 + A2 ) = ∞
2 A→∞
Hence, the integral is divergent
Problem 43.3 R∞
Determine whether the integral 0 e−t cos (e−t )dt converges. If the integral
converges, give its value.
68
Solution.
Using the substitution u = e−t we find
Z ∞ Z e−A
−t −t
e cos (e )dt = lim − cos udu
0 A→∞ 1
−A
= lim [− sin u]1e = lim [sin 1 − sin (e−A )]
A→∞ A→∞
= sin 1
Hence, the integral is convergent
Problem 43.4
Using the definition, find L[e3t ], if it exists. If the Laplace transform exists
then find the domain of F (s).
Solution.
We have
Z A Z A
3t 3t −st
L[e ] = lim e e dt = lim et(3−s) dt
A→∞ 0 A→∞ 0
t(3−s)
A
e
= lim
A→∞ 3−s 0
A(3−s)
e 1
= lim −
A→∞ 3−s 3−s
1
= , s>3
s−3
Problem 43.5
Using the definition, find L[t − 5], if it exists. If the Laplace transform exists
then find the domain of F (s).
Solution.
Using integration by parts we find
( )
Z A −st A Z A
−(t − 5)e 1
L[t − 5] = lim (t − 5)e−st dt = lim + e−st dt
A→∞ 0 A→∞ s 0 s 0
( )
A
−(A − 5)e−sA + 5 e−st
= lim −
A→∞ s s2 0
1 5
= − , s>0
s2 s
69
Problem 43.6
2
Using the definition, find L[e(t−1) ], if it exists. If the Laplace transform
exists then find the domain of F (s).
Solution.
We have Z ∞ Z ∞
(t−1)2 −st 2 −st
e e dt = e(t−1) dt.
0 0
(2+s) 1
Since limt→∞ (t − 1)2 − st = limt→∞ t2 1 − t
+ t2
= ∞, for any fixed s
2
we can choose a positive C such thatR (t − 1) − st ≥ 0 Rfor t ≥ C. In this case,
2 ∞ 2 ∞
e(t−1) −st ≥ 1 and this implies that 0 e(t−1) −st dt ≥ C dt. The integral on
the right is divergent so that the integral on the left is also divergent by the
2
comparison theorem of improper integrals. Hence, f (t) = e(t−1) does not
have a Laplace transform
Problem 43.7
Using the definition, find L[(t − 2)2 ], if it exists. If the Laplace transform
exists then find the domain of F (s).
Solution.
We have Z T
L[(t − 2) ] = lim 2
(t − 2)2 e−st dt.
T →∞ 0
0 −st
Using integration by parts with u = e and v = (t − 2)2 we find
T T
(t − 2)2 e−st 2 T
Z Z
2 −st
(t − 2) e dt = − + (t − 2)e−st dt
0 s 0 s 0
2 −sT Z T
4 (T − 2) e 2
= − + (t − 2)e−st dt.
s s s 0
Thus, Z T Z T
2 −st 4 2
lim (t − 2) e dt = + lim (t − 2)e−st dt.
T →∞ 0 s s T →∞ 0
0 −st
Using by parts with u = e and v = t − 2 we find
T T
(t − 2)e−st
Z
−st 1
(t − 2)e dt = − − 2 e−st .
0 s s 0
70
Letting T → ∞ in the above expression we find
Z T
2 1
lim (t − 2)e−st dt = − + 2 , s > 0.
T →∞ 0 s s
Hence,
4 2 2 1 4 4 2
F (s) = + − + 2 = − 2 + 3, s > 0
s s s s s s s
Problem 43.8
Using the definition, find L[f (t)], if it exists. If the Laplace transform exists
then find the domain of F (s).
0, 0≤t<1
f (t) =
t − 1, t≥1
Solution.
We have Z T
L[f (t)] = lim (t − 1)e−st dt.
T →∞ 1
0 −st
Using integration by parts with u = e and v = t − 1 we find
Z T T
(t − 1)e−st e−s
−st 1 −st
lim (t − 1)e dt = lim − − 2e = 2 , s>0
T →∞ 1 T →∞ s s 1 s
Problem 43.9
Using the definition, find L[f (t)], if it exists. If the Laplace transform exists
then find the domain of F (s).
0, 0≤t<1
f (t) = t − 1, 1 ≤ t < 2
0, t ≥ 2.
Solution.
We have
2 2
(t − 1)e−st
Z
−st 1
L[f (t)] = (t − 1)e dt = − − 2 e−st
1 s s 1
e−2s 1
=− + 2 (e−s − e−2s ), s 6= 0
s s
71
Problem 43.10
Let n be a positive integer. Using integration by parts establish the reduction
formula
tn e−st n
Z Z
n −st
t e dt = − + tn−1 e−st dt, s > 0.
s s
Solution.
−st
Let u0 = e−st and v = tn . Then u = − e s and v 0 = ntn−1 . Hence,
tn e−st n
Z Z
n −st
t e dt = − + tn−1 e−st dt, s > 0
s s
Problem 43.11
For s > 0 and n a positive integer evaluate the limits
(a) limt→0 tn e−st (b) limt→∞ tn e−st
Solution.
n
(a) limt→0 tn e−st = limt→0 etst = 10 = 0.
(b) Using L’Hôpital’s rule repeatedly we find
n!
lim tn e−st = · · · = lim =0
t→∞ t→∞ sn est
Problem 43.12
(a) Use the previous two problems to derive the reduction formula for the
Laplace transform of f (t) = tn ,
n n−1
L[tn ] = L[t ], s > 0.
s
(b) Calculate L[tk ], for k = 1, 2, 3, 4, 5.
(c) Formulate a conjecture as to the Laplace transform of f (t), tn with n a
positive integer.
Solution.
(a) Using the two previous problems we find
( )
Z T n −st T Z T
t e n
L[tn ] = lim tn e−st dt = lim − + tn−1 e−st dt
T →∞ 0 T →∞ s 0 s 0
Z T
n n
= lim tn−1 e−st dt = L[tn−1 ], s > 0
s T →∞ 0 s
72
(b) We have
1
L[t] =
s2
2 2
L[t2 ] = L[t] = 3
s s
3 3 2 6
L[t ] = L[t ] = 4
s s
4 4 3 24
L[t ] = L[t ] = 5
s s
5 5 4 120
L[t ] = L[t ] = 5
s s
(c) By induction, one can easily show that for n = 0, 1, 2, · · ·
n!
L[tn ] = , s>0
sn+1
From a table of integrals,
α sin βu − β cos βu
Z
eαu sin βudu =eαu
α2 + β 2
Z
α cos βu + β sin βu
eαu cos βudu =eαu
α2 + β 2
Problem 43.13
Use the above integrals to find the Laplace transform of f (t) = cos ωt, if it
exists. If the Laplace transform exists, give the domain of F (s).
Solution.
We have
( T )
−s cos ωt + ω sin ωt s
L[cos ωt] = lim − e−st = , s>0
T →∞ s2 + ω 2 0 s2 + ω 2
Problem 43.14
Use the above integrals to find the Laplace transform of f (t) = sin ωt, if it
exists. If the Laplace transform exists, give the domain of F (s).
Solution.
We have
( T )
−s sin ωt + ω cos ωt ω
L[sin ωt] = lim − e−st = , s>0
T →∞ s2 + ω 2 0 s2 + ω2
73
Problem 43.15
Use the above integrals to find the Laplace transform of f (t) = cos ω(t − 2),
if it exists. If the Laplace transform exists, give the domain of F (s).
Solution.
Using a trigonometric identity we can write f (t) = cos ω(t − 2) = cos ωt cos 2ω+
sin ωt sin 2ω. Thus, using the previous two problems we find
s cos 2ω + ω sin 2ω
L[cos ω(t − 2)] = , s>0
s2 + ω 2
Problem 43.16
Use the above integrals to find the Laplace transform of f (t) = e3t sin t, if it
exists. If the Laplace transform exists, give the domain of F (s).
Solution.
We have
Z T
3t
L[e sin t] = lim e−(s−3)t sin tdt
T →∞
0
( T )
(s − 3) sin t + cos t
= lim − e−(s−3)t
T →∞ (s − 3)2 + 1 0
1
= , s>3
(s − 3)2 + 1
Problem 43.17
Use the linearity property of Laplace transform to find L[5e−7t + t + 2e2t ].
Find the domain of F (s).
Solution.
We have L[e−7t ] = 1
s+7
, s > −7, L[t] = 1
s2
, s > 0, and L[e2t ] = 1
s−2
, s > 2.
Hence,
5 1 2
L[5e−7t + t + 2e2t ] = 5L[e−7t ] + L[t] + 2L[e2t ] = + 2+ , s>2
s+7 s s−2
Problem 43.18
Consider the function f (t) = tan t.
(a) Is f (t) continuous on 0 ≤ t < ∞, discontinuous but piecewise continuous
on 0 ≤ t < ∞, or neither?
(b) Are there fixed numbers a and M such that |f (t)| ≤ M eat for 0 ≤ t < ∞?
74
Solution.
sin t
(a) Since f (t) = tan t = cos t
and this function is discontinuous at t = (2n +
1) π2 . Since this function has vertical asymptotes there it is not piecewise
continuous.
(b) The graph of the function does not show that it can be bounded by
exponential functions. Hence, no such numbers a and M
Problem 43.19
Consider the function f (t) = t2 e−t .
(a) Is f (t) continuous on 0 ≤ t < ∞, discontinuous but piecewise continuous
on 0 ≤ t < ∞, or neither?
(b) Are there fixed numbers a and M such that |f (t)| ≤ M eat for 0 ≤ t < ∞?
Solution.
(a) Since t2 and e−t are continuous everywhere, f (t) = t2 e−t is continuous on
0 ≤ t < ∞.
(b) By L’Hôpital’s rule one has
t2
lim =0
t→∞ et
Since f (0) = 0, f (t) is bounded. Since f 0 (t) = (2t − t2 )e−t , f (t) has a
maximum when t = 2. The value of this maximum is f (2) = 4e−2 . Hence,
M = 4e−2 and a = 0
Problem 43.20
t2
Consider the function f (t) = e2te +1 .
(a) Is f (t) continuous on 0 ≤ t < ∞, discontinuous but piecewise continuous
on 0 ≤ t < ∞, or neither?
(b) Are there fixed numbers a and M such that |f (t)| ≤ M eat for 0 ≤ t < ∞?
Solution.
t2
(a) Since et2 and e2t +1 are continuous everywhere, f (t) = e2te +1 is continuous
on 0 ≤ t < ∞.
2 2
(b) Since e2t + 1 ≤ e2t + e2t = 2e2t , f (t) ≥ 12 et e−2t = 12 et −2t . But for t ≥ 4
t2 t2
we have t2 − 2t > 2
. Hence, f (t) > 12 e 2 . So f (t) is not of exponential order
at infinity
75
Problem 43.21
Consider the floor function f (t) = btc, where for any integer n we have
btc = n for all n ≤ t < n + 1.
(a) Is f (t) continuous on 0 ≤ t < ∞, discontinuous but piecewise continuous
on 0 ≤ t < ∞, or neither?
(b) Are there fixed numbers a and M such that |f (t)| ≤ M eat for 0 ≤ t < ∞?
Solution.
(a) The floor function is a piecewise continuous function on 0 ≤ t < ∞.
(b) Since btc ≤ t < et for 0 ≥ t < ∞ we find M = 1 and a = 1
Problem 43.22
Find L−1 s−2
3
.
Solution.
1 1
Since L s−a = s−a
, s > a we find
−1 3 −1 1
L = 3L = 3e2t , t ≥ 0
s−2 s−2
Problem 43.23
Find L−1 − s22 + 1
s+1
.
Solution.
1 1 1
Since L[t] = s2
, s > 0 and L s−a
= s−a
, s > a we find
−1 2 1 1
−1 −1 1
L − 2+ = − 2L +L
s s+1 s2 s+1
−t
= − 2t + e , t ≥ 0
Problem 43.24
Find L−1 s+2
2 2
+ s−2 .
Solution.
We have
−1 2 2 −1 1 −1 1
L + = 2L +2L = 2(e−2t +e2t ), t ≥ 0
s+2 s−2 s+2 s−2
76
Section 44
Problem 44.1
Use Table L to find L[2et + 5].
Solution.
2 5
L[2et + 5] = 2L[et ] + 5L[1] = + , s>1
s−1 s
Problem 44.2
Use Table L to find L[e3t−3 h(t − 1)].
Solution.
e−s
L[e3t−3 h(t − 1)] = L[e3(t−1) h(t − 1)] = e−s L[e3t ] = , s>3
s−3
Problem 44.3
Use Table L to find L[sin2 ωt].
Solution.
2 1 − cos 2ωt 1 1 1 s
L[sin ωt] = L[ ] = (L[1]−L[cos 2ωt]) = − 2 , s>0
2 2 2 s s + 4ω 2
Problem 44.4
Use Table L to find L[sin 3t cos 3t].
Solution.
sin 6t 1 3
L[sin 3t cos 3t] = L = L[sin 6t] = 2 , s>0
2 2 s + 36
Problem 44.5
Use Table L to find L[e2t cos 3t].
Solution.
s−2
L[e2t cos 3t] = , s>2
(s − 2)2 + 9
77
Problem 44.6
Use Table L to find L[e4t (t2 + 3t + 5)].
Solution.
2 3 5
L[e4t (t2 +3t+5)] = L[e4t t2 ]+3L[e4t t]+5L[e4t ] = 3
+ 2
+ , s>4
(s − 4) (s − 4) s − 4
Problem 44.7
Use Table L to find L−1 [ s210
+25
+ 4
s−3
].
Solution.
10 4 5 1
L−1 [ + ] = 2L−1 [ 2 ]+4L−1 [ ] = 2 sin 5t+4e3t , t ≥ 0
s2 + 25 s − 3 s + 25 s−3
Problem 44.8
Use Table L to find L−1 [ (s−3)
5
4 ].
Solution.
5 5 3! 5
L−1 [ 4
] = L−1 [ 4
] = e3t t3 , t ≥ 0
(s − 3) 6 (s − 3) 6
Problem 44.9
−2s
Use Table L to find L−1 [ es−9 ].
Solution.
e−2s
−1 0, 0≤t<2
L [ ] = e9(t−2) h(t − 2) = 9(t−2)
s−9 e , t≥2
Solution.
We have
e−3s (2s + 7) −1 e
−3s
s 7 −1 e−3s 4
L−1 [ ] =2L [ ] + L [ 2 ]
s2 + 16 s2 + 16 4 s + 16
7
=2 cos 4(t − 3)h(t − 3) + sin 4(t − 3)h(t − 3), t ≥ 0
4
78
Problem 44.11
Graph the function f (t) = h(t − 1) + h(t − 3) for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
0, 0 ≤ t < 1
f (t) = 1, 1 ≤ t < 3
2, t≥3
e−s e−3s
L[f (t)] = L[h(t − 1)] + L[h(t − 3)] = + , s>0
s s
Problem 44.12
Graph the function f (t) = t[h(t − 1) − h(t − 3)] for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
0, 0 ≤ t < 1
f (t) = t, 1 ≤ t < 3
0, t≥3
79
Problem 44.13
Graph the function f (t) = 3[h(t − 1) − h(t − 4)] for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
0, 0 ≤ t < 1
f (t) = 3, 1 ≤ t < 4
0, t≥4
3e−s 3e−4s
L[f (t)] = 3L[h(t − 1)] − 3L[h(t − 4)] = − , s>0
s s
Problem 44.14
Graph the function f (t) = |2 − t|[h(t − 1) − h(t − 3)] for t ≥ 0, where h(t) is
the Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
0, 0≤t<1
f (t) = |2 − t|, 1 ≤ t < 3
0, t≥3
80
The graph of f (t) is shown below. Using Table L we find
Problem 44.15
Graph the function f (t) = h(2 − t) for t ≥ 0, where h(t) is the Heaviside step
function, and use Table L to find L[f (t)].
Solution.
Note that
1, 0 ≤ t ≤ 2
f (t) =
0, t>2
The graph of f (t) is shown below. From this graph we see that f (t) =
h(t) − h(t − 2)h(t − 2). Using Table L we find
1 − e−2s
L[f (t)] = L[h(t)] − L[h(t − 1)h(t − 1)] = , s>0
s
81
Problem 44.16
Graph the function f (t) = h(t − 1) + h(4 − t) for t ≥ 0, where h(t) is the
Heaviside step function, and use Table L to find L[f (t)].
Solution.
Note that
1, 0 ≤ t < 1
f (t) = 2, 1 ≤ t ≤ 4
1, t>4
Problem 44.17
The graph of f (t) is given below. Represent f (t) as a combination of Heav-
iside step functions, and use Table L to calculate the Laplace transform of
f (t).
Solution.
From the graph we see that
f (t) = (t − 2)h(t − 2) − (t − 3)h(t − 3) − h(t − 4)
Thus,
e−2s − e−3s e−4s
L[f (t)] = L[(t−2)h(t−2)]−L[(t−3)h(t−3)]−L[h(t−4)] = − , s>0
s2 s
82
Problem 44.18
The graph of f (t) is given below. Represent f (t) as a combination of Heav-
iside step functions, and use Table L to calculate the Laplace transform of
f (t).
Solution.
From the graph we see that
Thus,
Solution.
Write
12 A B
= + .
(s − 3)(s + 1) s−3 s+1
Multiply both sides of this equation by s − 3 and cancel common factors to
obtain
12 B(s − 3)
=A+ .
s+1 s+1
Now, find A by setting s = 3 to obtain A = 3. Similarly, by multiplying both
sides by s + 1 and then setting s = −1 in the resulting equation leads to
B = −3. Hence,
12 1 1
=3 − .
(s − 3)(s + 1) s−3 s+1
83
Finally,
−1 12 −1 1 −1 1
L =3L − 3L
(s − 3)(s + 1) s−3 s+1
3t −t
=3e − 3e , t ≥ 0
Problem 44.20 h i
−1 24e−5s
Using the partial fraction decomposition find L s2 −9
.
Solution.
Write
24 A B
= + .
(s − 3)(s + 3) s−3 s+3
Multiply both sides of this equation by s − 3 and cancel common factors to
obtain
24 B(s − 3)
=A+ .
s+3 s+3
Now, find A by setting s = 3 to obtain A = 4. Similarly, by multiplying both
sides by s + 3 and then setting s = −3 in the resulting equation leads to
B = −4. Hence,
24 1 1
=4 − .
(s − 3)(s + 3) s−3 s+3
Finally,
24e−5s
−5s −5s
−1 −1 e −1 e
L =4L − 4L
(s − 3)(s + 3) s−3 s+3
=4[e3(t−5) − e−3(t−5) ]h(t − 5), t ≥ 0
Problem 44.21
Use Laplace transform technique to solve the initial value problem
y 0 + 4y = g(t), y(0) = 2
where
0, 0 ≤ t < 1
g(t) = 12, 1 ≤ t < 3
0, t≥3
84
Solution.
Note first that g(t) = 12[h(t − 1) − h(t − 3)] so that
12(e−s − e−3s )
L[g(t)] = 12L[h(t − 1)] − 12L[h(t − 3)] = , s > 0.
s
Now taking the Laplace transform of the DE and using linearity we find
e−s − e−3s
sY (s) − 2 + 4Y (s) = 12 .
s
Solving for Y (s) we find
2 e−s − e−3s
Y (s) = + 12 .
s+4 s(s + 4)
But
−1 2
L = 2e−4t
s+4
and
e−s − e−3s
−1 −1 −s −3s 1 1
L 12 =3L (e − e ) −
s(s + 4) s s+4
−s −3s −s −3s
−1 e −1 e −1 e −1 e
=3L − 3L − 3L + 3L
s s s+4 s+4
=3h(t − 1) − 3h(t − 3) − 3e−4(t−1) h(t − 1) + 3e−4(t−3) h(t − 3)
Hence,
Problem 44.22
Use Laplace transform technique to solve the initial value problem
85
Solution.
Taking the Laplace transform of the DE and using linearity we find
But L[y 00 ] = s2 L[y] − sy(0) − y 0 (0) = s2 L[y]. Letting L[y] = Y (s) we obtain
1
s2 Y (s) − 4Y (s) = .
s−3
Solving for Y (s) we find
1
Y (s) = .
(s − 3)(s − 2)(s + 2)
Using partial fraction decomposition
1 A B C
= + +
(s − 3)(s − 2)(s + 2) s−3 s+2 s−2
we find A = 51 , B = 201
, and C = − 14 . Thus,
−1 1 1 −1 1 1 −1 1 1 −1 1
y(t) =L = L + L − L
(s − 3)(s − 2)(s + 2) 5 s−3 20 s+2 4 s−2
1 1 1
= e3t + e−2t − e2t , t ≥ 0
5 20 4
Problem 44.23 Rt
Obtain the Laplace transform of the function 2 f (λ)dλ in terms of L[f (t)] =
R2
F (s) given that 0 f (λ)dλ = 3.
Solution.
We have
Z t Z t Z 2
L f (λ)dλ =L f (λ)dλ − f (λ)dλ
2 0 0
F (s)
= − L[3]
s
F (s) 3
= − , s>0
s s
86
Section 45
In Problems 45.1 - 45.4, give the form of the partial fraction expansion for
F (s). You need not evaluate the constants in the expansion. However, if the
denominator has an irreducible quadratic expression then use the completing
the square process to write it as the sum/difference of two squares.
Problem 45.1
s3 + 3s + 1
F (s) = .
(s − 1)3 (s − 2)2
Solution.
A1 A2 A3 B1 B2
F (s) = 3
+ 2
+ + 2
+
(s − 1) (s − 1) s − 1 (s − 2) s−2
Problem 45.2
s2 + 5s − 3
F (s) = .
(s2 + 16)(s − 2)
Solution.
A1 s + A2 B1
F (s) = 2
+
s + 16 s−2
Problem 45.3
s3 − 1
F (s) = .
(s2 + 1)2 (s + 4)2
Solution.
A1 s + A2 A3 s + A4 B1 B2
F (s) = 2 2
+ 2 + 2
+
(s + 1) s +1 (s + 4) s+4
Problem 45.4
s4 + 5s2 + 2s − 9
F (s) = .
(s2 + 8s + 17)(s − 2)2
87
Solution.
A1 A2 B1 s + B2
F (s) = 2
+ +
(s − 2) s − 2 (s + 4)2 + 1
Problemh45.5 i
Find L−1 (s+1)
1
3 .
Solution. h i
Using Table L we find L−1 (s+1)
1
3 = 12 e−t t2 , t ≥ 0
Problem45.6
Find L−1 s22s−3
−3s+2
.
Solution.
We factor the denominator and split the rational function into partial frac-
tions:
2s − 3 A B
= + .
(s − 1)(s − 2) s−1 s−2
Multiplying both sides by (s − 1)(s − 2) and simplifying to obtain
2s − 3 =A(s − 2) + B(s − 1)
=(A + B)s − 2A − B.
Problemh45.7 i
2
Find L−1 4ss3+s+1
+s
.
88
Solution.
We factor the denominator and split the rational function into partial frac-
tions:
4s2 + s + 1 A Bs + C
= + 2 .
s(s2 + 1) s s +1
Multiplying both sides by s(s2 + 1) and simplifying to obtain
4s2 + s + 1 =A(s2 + 1) + (Bs + C)s
=(A + B)s2 + Cs + A.
Equating coefficients of like powers of s we obtain A + B = 4, C = 1, A = 1.
Thus, B = 3. Now finding the inverse Laplace transform to obtain
2
−1 4s + s + 1 −1 1 −1 s −1 1
L =L + 3L +L
s(s2 + 1) s s2 + 1 s2 + 1
=1 + 3 cos t + sin t, t ≥ 0
Problemh45.8 i
2 +6s+8
Find L−1 s4s+8s 2 +16 .
Solution.
We factor the denominator and split the rational function into partial frac-
tions:
s2 + 6s + 8 B1 s + C1 B2 s + C2
2 2
= + 2 .
(s + 4) s2 + 4 (s + 4)2
Multiplying both sides by (s2 + 4)2 and simplifying to obtain
s2 + 6s + 8 =(B1 s + C1 )(s2 + 4) + B2 s + C2
=B1 s3 + C1 s2 + (4B1 + B2 )s + 4C1 + C2 .
Equating coefficients of like powers of s we obtain B1 = 0, C1 = 1, B2 = 6,
and C2 = 4. Now finding the inverse Laplace transform to obtain
2
−1 s + 6s + 8 −1 1 −1 s −1 1
L =L + 6L + 4L
(s2 + 4)2 s2 + 4 (s2 + 4)2 (s2 + 4)2
1 t 1
= sin 2t + 6 sin 2t + 4 [sin 2t − 2t cos 2t]
2 4 16
3 3 1
= t sin 2t + sin 2t − t cos 2t, t ≥ 0
2 4 2
89
Problem 45.9
Use Laplace transform to solve the initial value problem
Solution.
Taking the Laplace of both sides to obtain
90
Problem 45.10
Use Laplace transform to solve the initial value problem
y 0 + 2y = 4t, y(0) = 3.
Solution.
Taking the Laplace of both sides to obtain
4 1 1
Y (s) = − + 2 2.
s+2 s s
Finally,
−1 −1 1 −1 1 −1 1
y(t) = L [Y (s)] = 4L −L + 2L
s+2 s s2
= 4e−2t − 1 + 2t, t ≥ 0
91
Problem 45.11
Use Laplace transform to solve the initial value problem
Solution.
Taking the Laplace of both sides to obtain
s+5 6 s2 + 6s + 11
Y (s) = + = .
(s + 1)(s + 2) (s + 2)(s + 1)2 (s + 1)2 (s + 2)
s2 + 6s + 11 A B C
= + + .
(s + 2)(s + 1)2 s + 2 s + 1 (s + 1)2
92
Problem 45.12
Use Laplace transform to solve the initial value problem
Solution.
Taking the Laplace of both sides to obtain
Solution.
Taking the Laplace of both sides to obtain
93
Solving this equation for Y (s) we find
1
Y (s) = .
(s − 1)2 (s − 2)
Problem 45.14
Use Laplace transform to solve the initial value problem
where
6, 0 ≤ t < π
g(t) =
0, π ≤ t < ∞
Solution.
Taking the Laplace of both sides to obtain
94
Using Table L the last equation reduces to
6 6e−πs
s2 Y (s) − sy(0) − y 0 (0) + 9Y (s) = − .
s s
Solving this equation for Y (s) we find
s+3 6
Y (s) = + (1 − e−πs ).
s2 + 9 s(s2 + 9)
Using the partial fraction decomposition, we can write
6 A Bs + C
= + 2 .
s(s2 + 9) s s +9
Solution.
Taking the Laplace transform of both sides we find
95
Solving for Y (s) we find
Problem 45.16
Determine the constants α, β, y0 , and y00 so that Y (s) = s
(s+1)2
is the Laplace
transform of the solution to the initial value problem
Solution.
Taking the Laplace transform of both sides we find
96
Section 46
Problem 46.1
Find the Laplace transform of the periodic function whose graph is shown.
Solution.
The function is of period T = 2. Thus,
Z 1 Z 2 1 −st 2
−st −st 3 −st e 1
3 e dt + e dt = − e − = (3 − 2e−s − e−2s ).
0 1 s 0 s 1 s
Hence,
3 − 2e−s − e−2s
L[f (t)] =
s(1 − e−2s )
Problem 46.2
Find the Laplace transform of the periodic function whose graph is shown.
Solution.
The function is of period T = 4. Thus,
Z 1 Z 3 1 −st 3
−st −st 2 −st e 1
2 e dt + e dt = − e − = (2 − e−s − e−3s ).
0 1 s 0 s 1 s
97
Hence,
2 − e−s − e−3s
L[f (t)] =
s(1 − e−4s )
Problem 46.3
Find the Laplace transform of the periodic function whose graph is shown.
Solution.
The function is of period T = 2. Thus,
Z 2 Z 2 Z 2
−st −st
(t − 1)e dt = te dt − e−st dt
1 1 1
−st
2
e−st
t −st e
= − e − 2 +
s s s 1
−s
e
= − 2 [(1 + s)e−s − 1]
s
Hence,
e−s
L[f (t)] = 2 [1 − (s + 1)e−s ]
s (1 − e−2s )
Problem 46.4
Find the Laplace transform of the periodic function whose graph is shown.
98
Solution.
The function is of period T = 2. Thus,
Z 2 2
−st 1 −st 1
te dt = − 2 (st + 1)e = − 2 [(2s + 1)e−2s − 1].
0 s 0 s
Hence,
1
L[f (t)] = [1 − (2s + 1)e−2s ]
s2 (1 − e−2s )
Problem 46.5
State the period of the function f (t) and find its Laplace transform where
sin t, 0 ≤ t < π
f (t) = f (t + 2π) = f (t), t ≥ 0.
0, π ≤ t < 2π
Solution.
The graph of f (t) is shown below.
e−st
Z
sin te−st dt = − (cos t + s sin t)
1 + s2
99
Thus,
π π
e−st
Z
−st
sin te dt = − (cos t + s sin t)
0 1 + s2 0
e−πs 1
= +
1 + s2 1 + s2
1 + e−πs
=
1 + s2
Hence,
1 + e−πs
L[f (t)] =
(1 + s2 )(1 − e−2πs )
Problem 46.6
State the period of the function f (t) = 1 − e−t , 0 ≤ t < 2, f (t + 2) = f (t),
and find its Laplace transform.
Solution.
The graph of f (t) is shown below
100
Problem 46.7
Using Example 46.3 find
s2 − s e−s
−1
L + .
s3 s(1 − e−s )
Solution.
Note first that
s2 − s e−s se−s
1 1
+ −s
= − − .
s 3 s(1 − e ) s s2 s2 (1 − e−s )
Using Example 23.3, we find
f (t) = 1 − g(t)
Problem 46.8
An object having mass m is initially at rest on a frictionless horizontal surface.
At time t = 0, a periodic force is applied horizontally to the object, causing
it to move in the positive x-direction. The force, in newtons, is given by
f0 , 0 ≤ t ≤ T2
f (t) = f (t + T ) = f (t), t ≥ 0.
T
0, 2 < t < T
101
The initial value problem for the horizontal position, x(t), of the object is
mx00 (t) = f (t), x(0) = x0 (0) = 0.
(a) Use Laplace transforms to determine the velocity, v(t) = x0 (t), and the
position, x(t), of the object.
(b) Let m = 1 kg, f0 = 1 N, and T = 1 sec. What is the velocity, v, and
position, x, of the object at t = 1.25 sec?
Solution. T
2 e−st dt
R
2 f0
(a) Taking Laplace transform of both sides we find ms X(s) = 0
1−e−sT
=
−s T
f0 1−e 2
s 1−e−sT
. Solving for X(s) we find
f0 1 1
X(s) = · 3· .
m s 1 + e−s T2
Also,
f0 1 1 1 1 1
V (s) = L[v(t)] = sX(s) = · 2· T = · · .
m s 1 + e−s 2 m s s(1 + e−s T2 )
Hence, by Example 46.1 and Table L we can write
1 t
Z
v(t) = f (u)du.
m 0
1 1 f0 1 1
Since X(s) = m s2 s(1+e−s T2 )
= m
L[t]L[f (t)] = m
L[t ∗ f (t)] we have
1 t
Z
1
x(t) = (t ∗ f (t)) = (t − u)f (u)du.
m m 0
R1 R5
(b) We have x(1.25) = 02 ( 54 −u)du+ 14 ( 45 −w)dw = 1732
meters and v(1.25) =
R5 R1 R5 3
0
4
f (u)du = 02 dt + 14 dt = 4 m/sec
Problem 46.9
Consider the initial value problem
ay 00 + by 0 + cy = f (t), y(0) = y 0 (0) = 0, t > 0.
1
Suppose that the transfer function of this system is given by Φ(s) = 2s2 +5s+2
.
(a) What are the constants a, b, and c?
(b) If f (t) = e−t , determine F (s), Y (s), and y(t).
102
Solution.
(a) Taking the Laplace transform of both sides we find as2 Y (s) + bsY (s) +
cY (s) = F (s) or
Y (s) 1 1
Φ(s) = = 2 = 2 .
F (s) as + bs + c 2s + 5s + 2
1
Y (s) = Φ(s)F (s) = .
(s + 1)(2s2 + 5s + 2)
Suppose that an input f (t) = t, when applied to the above system produces
the output y(t) = 2(e−t − 1) + t(e−t + 1), t ≥ 0.
(a) What is the system transfer function?
(b) What will be the output if the Heaviside unit step function f (t) = h(t)
is applied to the system?
Solution.
(a) Since f (t) = t we find F (s) = 1
s2
. Aslo, Y (s) = L[y(t)] = L[2e−t − 2 +
103
Y (s)
te−t + t] = s+1
2
− 2s + (s+1)
1 1 1
2 + s2 = s2 (s+1)2 . But Φ(s) = F (s) =
1
(s+1)2
.
(b) If f (t) = h(t) then F (s) = 1s and Y (s) = Φ(s)F (s) = 1
s(s+1)2
. Using
partial fraction decomposition we find
1 A B C
2
= + +
s(s + 1) s s + 1 (s + 1)2
1 =A(s + 1)2 + Bs(s + 1) + Cs
1 =(A + B)s2 + (2A + B + C)s + A
and
y(t) = L−1 [Y (s)] = 1 − e−t − te−t , t ≥ 0
Problem 46.11
Consider the initial value problem
where
1, 0≤t≤1
f (t) = f (t + 2) = f (t)
−1, 1 < t < 2
Solution.
(a) Taking the Laplace transform of both sides we find
so that
Y (s) 1
Φ(s) = = 2 .
F (s) s +s+1
104
(b) But
Z 2 Z 1 Z 2
−st −st
f (t)e dt = dt −
e e−st dt
0 0 1
−st 1 −st 2
e e
= −
−s 0 −s 1
1 1
= (1 − e−s ) + (e−2s − e−s )
s s
(1 − e−s )2
=
s
Hence,
(1 − e−s )2 (1 − e−s )
F (s) = =
s(1 − e−2s ) s(1 + e−s )
and
(1 − e−s )
Y (s) = Φ(s)F (s) =
s(1 + e−s )(s2 + s + 1)
Problem 46.12
Consider the initial value problem
y 000 − 4y = et + t, y(0) = y 0 (0) = y 00 (0) = 0.
(a) Determine the system transfer function Φ(s).
(b) Determine Y (s).
Solution.
(a) Taking Laplace transform of both sides we find
s3 Y (s) − 4Y (s) = F (s).
Thus,
Y (s) 1
Φ(s) = = 3 .
F (s) s −4
(b) We have
1
t 1 s2 + s − 1
F (s) = L[e + t] = + = .
s − 1 s2 (s − 1)s2
Hence,
s2 + s − 1
Y (s) =
s2 (s − 1)(s3 − 4)
105
Problem 46.13
Consider the initial value problem
Solution.
Take the Laplace transform of both sides to obtain
1
s2 Y (s) − sy0 − y00 + bsY (s) − by0 + cY (s) = .
s
Solve to find
s2 y0 + s(y00 + by0 ) + 1
Y (s) =
s3 + bs2 + cs
2
s + 2s + 1
= 3 .
s + 3s2 + 2s
By comparison we find b = 3, c = 2, y0 = 1, and y00 + by0 = 2 or y00 = −1
106
Section 47
Problem 47.1
Consider the functions f (t) = g(t) = h(t), t ≥ 0 where h(t) is the Heaviside
unit step function. Compute f ∗ g in two different ways.
(a) By directly evaluating the integral.
(b) By computing L−1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Solution.
(a) We have
Z t Z t Z t
(f ∗ g)(t) = f (t − s)g(s)ds = h(t − s)h(s)ds = ds = t, t ≥ 0.
0 0 0
107
Thus,
et − e−2t
−1 1 −1 1 −1 1
(f ∗g)(t) = L [F (s)G(s)] = L [ ]−L [ ] = ,t ≥ 0
3 s−1 s+2 3
Problem 47.3
Consider the functions f (t) = sin t and g(t) = cos t, t ≥ 0. Compute f ∗ g in
two different ways.
(a) By directly evaluating the integral.
(b) By computing L−1 [F (s)G(s)] where F (s) = L[f (t)] and G(s) = L[g(t)].
Solution.
(a) Using the trigonometric identity 2 sin p cos q = sin (p + q) + sin (p − q) we
find that 2 sin (t − s) cos s = sin t + sin (t − 2s). Hence,
Z t Z t
(f ∗ g)(t) = f (t − s)g(s)ds = sin (t − s) cos sds
0 0
1 t
Z Z t
= [ sin tds + sin (t − 2s)ds]
2 0 0
t sin t 1 t
Z
= + sin udu
2 4 −t
t sin t
= .t ≥ 0.
2
1 s
(b) Since F (s) = L[sin t] = s2 +1
and G(s) = L[cos t] = s2 +1
we find
s t
(f ∗ g)(t) = L−1 [F (s)G(s)] = L−1 [ ] = sin t, t ≥ 0
(s2 + 1) 2 2
Problem 47.4
Compute and graph f ∗ g where f (t) = h(t) and g(t) = t[h(t) − h(t − 2)].
Solution.
Since f (t) = h(t), F (s) = 1s . Similarly, since g(t) = th(t) − th(t − 2) =
−2s −2s
th(t) − (t − 2)h(t − 2) − 2h(t − 2), G(s) = s12 − e s2 − 2e s . Thus, F (s)G(s) =
1 −2s −2s
s3
− e s3 − 2es2 . It follows that
t2 (t − 2)2
(f ∗ g)(t) = − h(t − 2) − 2(t − 2)h(t − 2), t ≥ 0.
2 2
The graph of (f ∗ g)(t) is given below
108
Problem 47.5
Compute and graph f ∗ g where f (t) = h(t) − h(t − 1) and g(t) = h(t − 1) −
2h(t − 2).
Solution.
e−s
Since f (t) = h(t) − h(t − 1), F (s) = 1s − s
. Similarly, since g(t) = h(t −
−s −2s
1) − 2h(t − 2), G(s) = e s − 2e s . Thus,
109
Problem 47.6
Compute t ∗ t ∗ t.
Solution.
1 3
By the convolution theorem we have L[t ∗ t ∗ t] = (L[t])3 = 1
s2
= s6
. Hence,
5 t5
t ∗ t ∗ t = L−1 s16 = t5! = 120
,t ≥ 0
Problem 47.7
Compute h(t) ∗ e−t ∗ e−2t .
Solution.
By the convolution theorem we have L[h(t)∗e−t ∗e−2t ] = L[h(t)]L[e−t ]L[e−2t ] =
1
· 1 · 1 . Using the partial fractions decomposition we can write
s s+1 s+2
1 1 1 1 1
= − + · .
s(s + 1)(s + 2) 2s s + 1 2 s + 2
Hence,
1 1
h(t) ∗ e−t ∗ e−2t = − e−t + e−2t , t ≥ 0
2 2
Problem 47.8
Compute t ∗ e−t ∗ et .
Solution.
By the convolution theorem we have L[t ∗ e−t ∗ et ] = L[t]L[e−t ]L[et ] = 1
s2
·
1
· 1 . Using the partial fractions decomposition we can write
s+1 s−1
1 1 1 1 1 1
=− 2 + · − · .
s2 (s + 1)(s − 1) s 2 s−1 2 s+1
Hence,
et e−t
t ∗ e−t ∗ et = −t + − ,t ≥ 0
2 2
Problem 47.9
n f unctions
z }| {
Suppose it is known that h(t) ∗ h(t) ∗ · · · ∗ h(t) = Ct8 . Determine the con-
stants C and the positive integer n.
110
Solution.
n f unctions
z }| {
We know that L[h(t) ∗ h(t) ∗ · · · ∗ h(t)] = (L[h(t)])n = 1
sn
so that L−1 [ s1n ] =
tn−1
(n−1)!
= Ct8 . It follows that n = 9 and C = 8!1
Problem 47.10
Use Laplace transform to solve for y(t) :
Z t
sin (t − λ)y(λ)dλ = t2 .
0
Solution.
Note that the given equation reduces to sin t ∗ y(t) = t2 . Taking Laplace
2
transform of both sides we find sY2(s) +1
= s23 . This implies Y (s) = 2(ss3+1) =
2
s
+ s23 . Hence, y(t) = L−1 [ 2s + s23 ] = 2 + t2 , t ≥ 0
Problem 47.11
Use Laplace transform to solve for y(t) :
Z t
y(t) − e(t−λ) y(λ)dλ = t.
0
Solution.
Note that the given equation reduces to et ∗ y(t) = y(t) − t. Taking Laplace
transform of both sides we find Ys−1 (s)
= Y (s) − s12 . Solving for Y (s) we find
Y (s) = s2s−1
(s−2)
. Using partial fractions decomposition we can write
s−1 − 41 1
2
1
4
= + 2+ .
s2 (s − 2) s s (s − 2)
Hence,
1 t 1
y(t) = − + + e2t , t ≥ 0
4 2 4
Problem 47.12
Use Laplace transform to solve for y(t) :
t ∗ y(t) = t2 (1 − e−t ).
111
Solution.
Y (s) 2 2
Taking Laplace transform of both sides we find s2
= s3
− (s+1)3. This implies
2 2s2
Y (s) = s
− (s+1)3
. Using partial fractions decomposition we can write
s2 1 2 1
= − + .
(s + 1)3 s + 1 (s + 1)2 (s + 1)3
Hence,
t2 −t t2 −t
−t −t
y(t) = 2 − 2(e − 2te + e ) = 2 1 − (1 − 2t + )e ,t ≥ 0
2 2
Problem 47.13
Solve the following initial value problem.
Z t
0
y −y = (t − λ)eλ dλ, y(0) = −1.
0
Solution.
Note that y 0 − y = t ∗ et . Taking Lalplace transform of both sides we find
sY − (−1) − Y = s12 · s−1
1 1
. This implies that Y (s) = − s−1 1
+ s2 (s−1)2 . Using
Thus,
1 2 1 2 1 2 1 3 1
Y (s) = − + + 2− + 2
= + 2− + .
s−1 s s s − 1 (s − 1) s s s − 1 (s − 1)2
Finally,
y(t) = 2 + t − 3et + tet , t ≥ 0
112
Section 48
Problem 48.1
Evaluate
R3
(a) 0 (1 + e−t )δ(t − 2)dt.
R1
(b) −2 (1 + e−t )δ(t − 2)dt.
Solution.
R3
(a) 0 (1 + e−t )δ(t − 2)dt = 1 + e−2 .
R1
(b) −2 (1 + e−t )δ(t − 2)dt = 0 since 2 lies outside the integration interval
Problem 48.2
Let f (t) be a function defined and continuous on 0 ≤ t < ∞. Determine
Z t
(f ∗ δ)(t) = f (t − s)δ(s)ds.
0
Solution.
Let g(s) = f (t − s). Then
Z t Z t
(f ∗ δ)(t) = f (t − s)δ(s)ds = g(s)δ(s)ds
0 0
=g(0) = f (t)
Problem 48.3 R1
Determine a value of the constant t0 such that 0 sin2 [π(t − t0 )]δ(t− 21 )dt = 34 .
Solution.
We have
Z 1
1 3
sin2 [π(t − t0 )]δ(t − )dt =
0 2 4
1 3
sin2 π ( − t0 =
2 4
√
1 3
sin π ( − t0 =± .
2 2
Thus, a possible value is when π ( 12 − t0 = π3 . Solving for t0 we find t0 = 1
6
113
Problem
R5 n 48.4
If 1 t δ(t − 2)dt = 8, what is the exponent n?
Solution.R
5
We have 1 tn δ(t − 2)dt = 2n = 8. Thus, n = 3
Solution. Rs
Note first that 0 δ(u − 1)du = 1 if s > 1 and 0 otherwise. Hence,
0, if t ≤ 1
g(t) = Rt
1
h(s − 1)ds = t − 1, if t > 1
Problem 48.6 Rt
The graph of the function g(t) = 0 eαt δ(t − t0 )dt, 0 ≤ t < ∞ is shown.
Determine the constants α and t0 .
114
Solution.
Note that
0, 0 ≤ t ≤ t0
g(t) = αt0
e , t0 < t < ∞
It follows that t0 = 2 and α = −1
Problem 48.7
(a) Use the method of integarting factor to solve the initial value problem
y 0 − y = h(t), y(0) = 0.
(b) Use the Laplace transform to solve the initial value problem φ0 − φ =
δ(t), φ(0) = 0.
(c) Evaluate the convolution φ ∗ h(t) and compare the resulting function with
the solution obtained in part(a).
Solution.
(a) Using the method of integrating factor we find, for t ≥ 0,
y0 − y =h(t)
(e−t y)0 =e−t
e−t y = − e−t + C
y = − 1 + Cet
y = − 1 + et .
1
(b) Taking Laplace of both sides we find sΦ − Φ = 1 or Φ(s) = s−1
. Thus,
φ(t) = et .
(c) We have
Z t Z t
(t−s)
(φ ∗ h)(t) = e h(s)ds = e(t−s) ds = −1 + et
0 0
Problem 48.8
Solve the initial value problem
115
Solution.
Taking Laplace of both sides to obtain sY + Y = 2
s
+ e−s . Thus, Y (s) =
2 e−s e−s
s(s+1)
+ s+1 = 2s − s+1
2
+ s+1 . Hence,
2 − 2e−t ,
t<1
y(t) = −t
2 + (e − 2)e , t ≥ 1
Problem 48.9
Solve the initial value problem
Solution.
Taking Laplace of both sides to obtain s2 Y = e−s − e−3s . Thus, Y (s) =
e−s −3s
s2
− e s2 . Hence,
116
Problem 48.10
Solve the initial value problem
Solution.
Taking Laplace transform of both sides and using the initial conditions we
find
s2 Y − s − 2(sY − 1) = e−s .
1 e−s 1 e−s e−s
Solving for s we find Y (s) = s
+ s(s−2)
= s
− 2s
+ s−2
. Hence,
1 1
y(t) = 1 − h(t − 1) + e2(t−1) h(t − 1)
2 2
Problem 48.11
Solve the initial value problem
Solution.
Taking Laplace transform of both sides to obtain s2 Y − 1 + 2sY + Y = e−2s .
1 e−2s −t
Solving for Y (s) we find Y (s) = (s+1)2 + (s+1)2 . Therefore, y(t) = te + (t −
−(t−2)
2)e h(t − 2)
117
118
Section 49
Problem 49.1
Find L[y(t)] where
e−t cos 2t
d
y(t) = 0
dt t
t+e
Solution.
−e−t cos 2t + 2e−t sin 2t
L[y(t)] = L 0
t
1+e
s+1 4
− (s+1)
2 +4 + (s+1)2 +4
= 0
1 1
+
s 3−s s−1
(s+1)2 +4
= 0
1 1
s
+ s−1
Problem 49.2
Find L[y(t)] where
Z t 1
y(t) = u du
0 e−u
Solution.
t
t2
L[y(t)] = L
2
−t
−e +1
1
s2
1
=
s3
1 1
s
− s+1
Problem 49.3
Find L−1 [Y(s)] where
1
s
2
Y(s) = 2
s +2s+2
1
s2 +s
119
Solution.
We have
L−1 [ 1s ] = 1
L [ s2 +2s+2 ] = L [ (s+1)2 +12 ] = 2e−t sin t
−1 2 −1 2
3
t − e2t + 2 sin t
= L 2t3 + 3 sin t
t3 − 2e2t + sin t
Thus,
t3 − e2t + 2 sin t
L−1 [Y(s)] = 2t3 + 3 sin t
t3 − 2e2t + sin t
Problem 49.5
Use the Laplace transform to solve the initial value problem
0 5 −4 0 0
y = y+ , y(0) =
5 −4 1 0
120
Solution.
Taking Laplace of both sides and using the initial condition we find
5 −4
Y + 0 1s
sY =
5 −4
and
s−5 5 4 4
= 2+ − .
s2 (s
− 1) s s s−1
Hence,
4
+ 4s − 4
Y(s) = s2 s−1 .
5
s2
+ 4s − 4
s−1
Finally,
4t + 4 − 4et
y(t) =
5t + 4 − 4et
Problem 49.6
Use the Laplace transform to solve the initial value problem
0 5 −4 3
y = y, y(0) =
3 −2 2
Solution.
Taking Laplace of both sides and using the initial condition we find
3 5 −4
sY − = Y
2 3 −2
121
Solving this matrix equation for Y we find
1 s + 2 −4 3
Y(s) = (s−1)(s−2)
3 s−5 2
1 3s − 2
= (s−1)(s−2) 2s − 1
and
2s − 1 −1 3
= + .
(s − 1)(s − 2) s−1 s−2
Hence,
−1 4
s−1
+ s−2
Y(s) = −1 3 .
s−1
+ s−2
Finally,
−et + 4e2t
y(t) =
−et + 3e2t
Problem 49.7
Use the Laplace transform to solve the initial value problem
0 1 4 0 3
y = y+ , y(0) =
−1 1 3et 0
Solution.
Taking Laplace of both sides and using the initial condition we find
3 1 4 0
sY − = Y+ 3
0 −1 1 s−1
s − 1 −4 3
Y = 3
1 s−1 s−1
122
Solving this matrix equation for Y we find
1 s−1 4 3
Y(s) = (s−1)2 +4 3
−1 s − 1 s−1
12
1 3(s − 1) + s−1
= (s−1)2 +4 0
But
12 3 s−1
= − 3 .
(s − 1)[(s − 1)2 + 4] s−1 (s − 1)2 + 4
Hence,
3
Y(s) = s−1 .
0
Finally,
3et
y(t) =
0
Problem 49.8
Use the Laplace transform to solve the initial value problem
00 −3 −2 1 0 0
y = y, y(0) = , y (0) =
4 3 0 1
Solution.
Taking Laplace of both sides and using the initial condition we find
2 1 0 −3 −2
s Y−s − = Y
0 1 4 3
s2 + 3 2 s
Y =
−4 s2 − 3 1
123
Solving this matrix equation for Y we find
2
1 s − 3 −2 s
Y(s) = s4 −1 2
4 s +3 1
1 s3 − 3s − 2
= s4 −1 s2 + 4s + 3
s3 − 3s − 2 1 s 1
= − + 2 +
s4 − 1 s−1 s2 + 1 s2 + 1
and
s2 + 4s + 3 s+3 2 s 1
2
= 2
= − 2 − 2 .
(s − 1)(s + 1)(s + 1) (s − 1)(s + 1) s−1 s +1 s +1
Hence,
1
+ 2 s2s+1 + s21+1
− s−1
Y(s) = 2 .
s−1
− s2s+1 − s21+1
Finally,
−et + 2 cos t + sin t
y(t) =
2et − cos t − sin t
Problem 49.9
Use the Laplace transform to solve the initial value problem
00 1 −1 2 0 0 0
y = y+ , y(0) = , y (0) =
1 −1 1 1 0
Solution.
Taking Laplace of both sides and using the initial condition we find
2
2 0 1 −1
s Y−s = Y + 1s
1 1 −1 s
2
s2 − 1 1 s
Y = 1
−1 s2 + 1 s
+s
124
Solving this matrix equation for Y we find
2
2
1 s + 1 −1 s
Y(s) = s4 1
1 s2 − 1 s
+s
1
+ s15
= s3
1
s
+ s15
t2 3
+ t4!
y(t) = 2
4
1 + t4!
Problem 49.10
Use the Laplace transform to solve the initial value problem
1 0 0 et 0
y0 = 0 −1 1 y + 1 , y(0) = 0
0 0 2 −2t 0
Solution.
Taking Laplace of both sides and using the initial condition we find
1
1 0 0 s−1
sY = 0 −1 1 Y + 1s
0 0 2 − s22
1
s−1 0 0 s−1
1
0 s + 1 −1 Y =
s
0 0 s−2 − s22
1
(s−1)2
s(s−2)−2
=
s2 (s+1)(s−2)
−2
s2 (s−2)
125
Using partial fractions decomposition we find
s(s − 2) − 2 1 1 1 1 1 1
= 2+ − · − ·
s2 (s+ 1)(s − 2) s 2s 3 s + 1 6 s − 2
and
−2 1 1 1 1
= + − · .
s2 (s − 2) s2 2s 2 s − 2
Hence, 1
(s−1)2
1 1
Y(s) = s2
+ 2s
− 13 · s+1
1
− 16 · s−2
1 .
1 1
s2
+ 2s − 12 · s−2
1
Finally,
tet
y(t) = t + 21 − 13 e−t − 61 e2t
t + 12 − 12 e2t
Problem 49.11
0
The Laplace transform
was applied to the initial value problem y = Ay, y(0) =
y1 (t) y1,0
y0 , where y(t) = , A is a 2 × 2 constant matrix, and y0 = .
y2 (t) y2,0
The following transform domain solution was obtained
1 s − 2 −1 y1,0
L[y(t)] = Y(s) = 2 .
s − 9s + 18 4 s−7 y2,0
Solution.
(a) det(sI − A) = s2 − 9s + 18 = (s − 3)(s − 6) = 0. Hence, the eigenvalues
of A are r1 = 3 and r2 = 6.
(b) Taking Laplace transform of both sides of the differential equation we
find
sY − y0 = AY
Y = (sI − A)−1 y0
Letting s = 0 we find
−1 1 −2 −1
Y(0) = −A =
18 4 −7
126
Hence,
−1 1 2 1
A =
18 −4 7
and
1
det(A−1 ) = .
18
It follows that
−1 −1 7 −1
A = (A ) =
4 2
127