WEEK7 CHAPTER 1 MAT485/565

7) Theorem (Laplace transform for derivatives)

If ℒ {(f(t)} = F(s), and let F(s) = 𝑥̅ where f(t) = x(t) then

ℒ {f(n) (t) } = sn F(s) – sn-1 f(0) – sn-2 f(1) (0) ……..sf(n-2)(0) - f(n-1) (0)

= sn 𝑥̅ – sn-1 x (0) – sn-2 x(1)(0) …….. x(n-1) (0)

Eg:

ℒ {f(1) (t) } = s 𝑥̅ – x(0)

ℒ {f(2) (t) } = s2 𝑥̅ – s x(0) – x(1) (0)

ℒ {f(3) (t) } = s3 𝑥̅ – s2 x(0) – s x(1) (0) – x(2) (0)

ℒ {f(4) (t) } = s4 𝑥̅ – s3 x(0) – s2 x(1) (0) – sx(2) (0) – x(3) (0)

Example
𝑑𝑥
a) Find ℒ { x(t) } given 𝑑𝑡 – 4x = 8 and x = –2 at t = 0

𝑑𝑥
b) Find 𝑥̅ if − 3𝑥 = 𝑡𝑒 2𝑡 and x = 0 when t = 0
𝑑𝑡
1
Answer: 𝑥̅ = (𝑠−3)(𝑠−2)2

c) Find 𝑦̅ if y’’(t) – 6y’(t) + 9y(t) = 6t sin2t and y(0) = 0, y’(0) = 1

24𝑠 1
Answer: 𝑦̅ = (𝑠2 −6𝑠+9)(𝑠2 +4)2 + 𝑠2 −6𝑠+9

Solution

a) Let ℒ { x } = 𝑥̅

Rewrite : x’ – 4x = 8

Take Laplace transform both sides : ℒ { x’ – 4x } = ℒ {8}

8
ℒ {x’} – 4 ℒ {x} = 𝑠

8
s𝑥̅ - x(0) - 4𝑥̅ = 𝑠

8
(s – 4) 𝑥̅ + 2 = 𝑠

8−2𝑠
𝑥̅ = 𝑠(𝑠−4)

Rusyah/Norma Laplace transform

WEEK7 CHAPTER 1 MAT485/565

Application of Laplace transform

In this section, we will use Laplace transform, to solve ordinary linear differential
equations with constant coefficients. We will need to refer to the properties of
Laplace transform for derivatives.

Example

Solve the following ordinary differential equations with the given boundary conditions.
𝑑𝑥
a) 𝑑𝑡
+ 3𝑥 = 𝑒 −2𝑡 , subject to x = 2 at t = 0
Answer: x(t) = e-2t + e-3t

𝑑𝑥 1
b) 3 𝑑𝑡 − 4𝑥 = sin 2𝑡 , subject to x = 3 at t = 0

35 4𝑡 3 1
𝐴nswer: 𝑥(𝑡) = 𝑒3 − cos 2𝑡 − sin 2𝑡
78 26 13

d2 x 𝑑𝑥 𝑑𝑥
c) + 5 + 6𝑥 = 𝑒 −𝑡 , subject to x = 1 and = 0 at t =0
dt2 𝑑𝑡 𝑑𝑡
1 3
Answer: 𝑥(𝑡) = 𝑒 −𝑡 + 2𝑒 −2𝑡 − 𝑒 −3𝑡
2 2

2 0<𝑡<2
d) x’(t) + 2 x(t) = f(t) where f(t) = { and x(0) = 0
𝑡 𝑡>2

1
Answer: x(t) = 1 − 𝑒 −2𝑡 + [𝑒 −2(𝑡−2) + 2(𝑡 − 2) − 1] 𝑈(𝑡 − 2)
4

Solution

a) ℒ { x’ + 3x } = ℒ { 𝑒 −2𝑡 }
1
ℒ {x’} + 3 ℒ {x} = 𝑠+2
1
s𝑥̅ - x(0) + 3𝑥̅ = 𝑠+2
1
(s +3) 𝑥̅ - 2 = 𝑠+2
1 2 2𝑠+5
𝑥̅ = (𝑠+3)(𝑠+2) + 𝑠+3 = (𝑠+2)(𝑠+3)
2𝑠+5 1 1
Using partial fraction, (𝑠+2)(𝑠+3)
= 𝑠+2 + 𝑠+3 (show this)

−1 1 1
Hence, x(t) = ℒ −1 {𝑥̅ } = ℒ {𝑠+2 + 𝑠+3}
x(t) = e-2t + e-3t

Rusyah/Norma Laplace transform

WEEK7 CHAPTER 1 MAT485/565

TRY THIS
Given x’’(t) + 2x’(t) + x(t) = 3te-t with x(0) = 4, x’(0) = 2. Find x(t).

(Ans: e-t (t3/2 + 4 + 6t)

Rusyah/Norma Laplace transform