Laplace

Transform - Live Session

02/11/20 (2 PM)

$
ℒ"𝑓(𝑡)' = ) 𝑒 !"# 𝑓(𝑡)  𝑑𝑡 ≡ 𝐹(𝑠)
%

ℒ
𝒇(𝒕) 𝑭(𝒔)
ℒ !"

1
ℒ(𝑒 &# ) =
𝑠−𝑎

If we consider
Analogy
𝑦 = sinh 𝑎𝑡 𝑦 = sin 𝑎𝑡
𝑒 &# − 𝑒 !&# 𝑒 '&# − 𝑒 !'&#
= =
2 2

𝑦 = cosh 𝑎𝑡 𝑦 = cos 𝑎𝑡
𝑒 &# + 𝑒 !&# 𝑒 '&# + 𝑒 !'&#
= =
2 2


𝑦 = 4 sin 𝑡 ⇒ 𝑦 ( = 16 sin( 𝑡
𝑥 = 4 cos 𝑡 ⇒ 𝑥 ( = 16 cos ( 𝑡
𝑦 ( + 𝑥 ( = 16(sin( 𝑡 + cos ( 𝑡)
𝑦( B
AB 𝑥( =
+BCB 16
BBD
)'*)+,

𝑦 = 4 sinh 𝑡 ⇒ 𝑦 ( = 16 sinh( 𝑡
𝑥 = 4 cosh 𝑡 ⇒ 𝑥 ( = 16 cosh( 𝑡
𝑥 ( − 𝑦 ( = 16(cosh( 𝑡 − sinh( 𝑡)
(
𝑥
AB B 𝑦( =
−BCB 16
BBD
-./,*01+&

 𝑒 &# − 𝑒 !&#
ℒ(sinh 𝑎𝑡) = ℒ E F
2
1 1
= ℒ(𝑒 &# ) − ℒ(𝑒 !&# )
2 2
1 1 1
= G − H
2 𝑠−𝑎 𝑠+𝑎
1 𝑠+𝑎−𝑠+𝑎
= G H
2 𝑠 ( − 𝑎(
1 2𝑎
= G ( H
2 𝑠 − 𝑎(
𝑎
= (
𝑠 − 𝑎(


$
ℒ"𝑓 2 (𝑡)' = ∫% 𝑒 !"# 𝑓 2 (𝑡) 𝑑𝑡, 𝑅𝑒(𝑠) > 0

𝑢𝑑𝑣 𝑣𝑑𝑢
) 𝑑𝑡 = 𝑢𝑣 − ) 𝑑𝑡
𝑑𝑡 𝑑𝑡

𝑑𝑣
= 𝑓 2 (𝑡) ⇒ 𝑣 = 𝑓(𝑡)
𝑑𝑡
𝑑𝑢
𝑢 = 𝑒 !"# ⇒ = −𝑠𝑒 !"#
𝑑𝑡

$
ℒ"𝑓 2 (𝑡)'
= lim [𝑒 !"#
𝑓(𝑡)]$
% + 𝑠 ) 𝑒 !"# 𝑓(𝑡) 𝑑𝑡
#→$ %

= 0 − 𝑓(0) + 𝑠ℒ"𝑓(𝑡)'
= 𝑠ℒ"𝑓(𝑡)' − 𝑓(0)
= 𝑠𝐹(𝑠) − 𝑓(0)

 $
22 (𝑡)'
ℒ"𝑓 = ) 𝑒 !"# 𝑓′2 (𝑡) 𝑑𝑡, 𝑅𝑒(𝑠) > 0
%

𝑢𝑑𝑣 𝑣𝑑𝑢
) 𝑑𝑡 = 𝑢𝑣 − ) 𝑑𝑡
𝑑𝑡 𝑑𝑡

𝑑𝑣
= 𝑓 22 (𝑡) ⇒ 𝑣 = 𝑓′(𝑡)
𝑑𝑡
𝑢 = 𝑒 !"# ⇒ 𝑢′ = −𝑠𝑒 !"#

$
ℒ"𝑓 2 ′(𝑡)' = lim [𝑒 !"# 𝑓 2 (𝑡)]#% + ) 𝑠𝑒 !"# 𝑓 2 (𝑡) 𝑑𝑡
#→$ %
$
= [0 − 𝑓 2 (0)] + 𝑠 ) 𝑒 !"# 𝑓 2 (𝑡) 𝑑𝑡
%
2 (0)
= −𝑓 + 𝑠  [𝑠𝐹(𝑠) − 𝑓(0)]
= 𝑠 ( 𝐹(𝑠) − 𝑠𝑓(0) − 𝑓′(0)


$
ℒ(𝑡 cos 𝑎𝑡) = ) 𝑒 !"# 𝑡 cos 𝑎𝑡 𝑑𝑡
%

Define
𝑓(𝑡) = 𝑡 cos 𝑎𝑡 𝑓(0) = 0
𝑓 2 (𝑡) = cos 𝑎𝑡 − 𝑎𝑡 sin 𝑎𝑡 𝑓 2 (0) = 1

𝑓 22 (𝑡) = −𝑎 sin 𝑎𝑡 − 𝑎 {sin 𝑎𝑡 + 𝑎𝑡 cos 𝑎𝑡}
𝑓 22 (𝑡) = −2𝑎 sin 𝑎𝑡 − 𝑎( 𝑡 cos 𝑎𝑡

𝑎
ℒ"𝑓 22 (𝑡)' = −2𝑎 − 𝑎( ℒ(𝑡 cos 𝑎𝑡)
𝑠( + 𝑎(
−2𝑎(
= −𝑎( 𝐹(𝑠)
𝑠 ( + 𝑎(



 −2𝑎(
𝑠 ( 𝐹(𝑠) − 𝑠 × 0 − 1 = −𝑎( 𝐹(𝑠)
𝑠 ( + 𝑎(
−2𝑎(
(𝑠 ( + 𝑎( ) 𝐹(𝑠) − 1 =
𝑠 ( + 𝑎(
−2𝑎( 𝑠 ( + 𝑎(
(𝑠 ( + 𝑎( ) 𝐹(𝑠) = +
𝑠 ( + 𝑎( 𝑠 ( + 𝑎(
𝑠 ( − 𝑎(
=
𝑠 ( + 𝑎(

𝑠 ( − 𝑎(
𝐹(𝑠) = O.t.D
(𝑠 ( + 𝑎( )(


𝑑 ( 𝑦 5𝑑𝑦
+ + 6𝑦 = 0
𝑑𝑡 ( 𝑑𝑡
𝑦(0) = 0, 𝑦 2 (0) = 1

𝜆( + 5𝜆 + 6 = 0
(𝜆 + 3)(𝜆 + 2) = 0
𝜆 = −3, 𝜆 = −2

𝑦 = 𝐴𝑒 !4# + 𝐵𝑒 !(#
𝑦(0) = 𝐴 + 𝐵 = 0
𝐴 = −𝐵

𝑦 2 (𝑡) = −3𝐴𝑒 !4# − 2𝐵𝑒 !(#
𝑦 2 (0) = 1 = −3𝐴 + 2𝐴
𝐴 = −1, 𝐵 = 1

𝑦 = 𝑒 !(# − 𝑒 !4#






Now, solve using Laplace transforms

𝑠 ( 𝐹 − 𝑠 𝑦(0) − 𝑦 2 (0) + 5[𝑠𝐹 − 𝑦(0)] + 6𝐹 = 0
(𝑠 ( + 5𝑠 + 6)𝐹 − 1 = 0
(𝑠 ( + 5𝑠 + 6)𝐹 = 1
1 𝐴 𝐵
𝐹(𝑠) = = +
𝑠( + 5𝑠 + 6 𝑠 + 3 𝑠 + 2
1 𝐴(𝑠 + 2) + 𝐵(𝑠 + 3)
=
(𝑠 + 3)(𝑠 + 2) (𝑠 + 3)(𝑠 + 2)
1 = 𝐴(𝑠 + 2) + 𝐵(𝑠 + 3)

let 𝑠 = −2, let 𝑠 = −3
1 = 𝐵, 1 = −𝐴

1 1
𝐹(𝑠) = −
𝑠+2 𝑠+3
𝑦(𝑡) = 𝑒 !(# − 𝑒 !4#

ODE (t)
ℒ

Solution of Algebraic
ODE equation (s)

ℒ !" Play around

with algebra


4𝑦 22 + 𝜋 ( 𝑦 = 0
𝑦(0) = 2, 𝑦′(0) = 0
Taking Laplace transforms at both sides,

4[𝑠 ( 𝑌 − 𝑠 𝑦(0) − 𝑦 2 (0)] + 𝜋 ( 𝑌 = 0

(
𝜋(𝑌
𝑠 𝑌 − 2𝑠 − 0 + = 0
4
𝜋(
(
𝑌 E𝑠 + F = 2𝑠
4
2𝑠 8𝑠
𝑌= =
𝜋( 4𝑠 ( + 𝜋(
𝑠( +
4

8𝑠 𝑠
= = 2` a
𝜋( 𝜋(
4(𝑠 ( + ) 𝑠( +
4 4

𝜋
𝑦(𝑡) = 2 cos b 𝑡c #8 in table
2

𝑑( 𝑦
+ 𝑦 = 𝑡
𝑑𝑡 (
𝑦(0) = 1, 𝑦′(0) = 2

1
ℒ(𝑡) = #3
𝑠(

1
𝑠 ( 𝑌 − 𝑠 𝑦(0) − 𝑦 2 (0) + 𝑌 =
𝑠(
1
(𝑠 ( + 1) 𝑌 − 𝑠 − 2 =
𝑠(
1
(𝑠 ( + 1) 𝑌 =+ 𝑠 + 2
𝑠(
1 𝑠+2
𝑌= ( ( + (
𝑠 (𝑠 + 1) 𝑠 + 1
𝐴 𝐵 𝐶𝑠 + 𝐷 𝑠 2
= + + + +
𝑠( 𝑠 𝑠( + 1 𝑠( + 1 𝑠( + 1
1 𝐴 𝐵 𝐶𝑠 + 𝐷
= (+ + (
𝑠 (𝑠 + 1) 𝑠
( ( 𝑠 𝑠 +1
1 = 𝐴(𝑠 ( + 1) + 𝐵𝑠(𝑠 ( + 1) + (𝐶𝑠 + 𝐷)𝑠 (

let 𝑠 = 0
1 = 𝐴

𝑠 4 ∶ 0 = 𝐵 + 𝐶
𝐵 = −𝐶

𝑠 ( ∶ 0 = 𝐴 + 𝐷
𝐷 = −𝐴 = −1
𝐷 = −1

𝑠 ∶ 0 = 𝐵
𝐵 = 0, 𝐶 = 0

1 ∶ 𝐴

1 1 1
∴ = − (
𝑠 ( (𝑠 ( + 1) 𝑠 ( 𝑠 +1
1 1 𝑠 2
𝑌= (
− ( + ( + (
𝑠 𝑠 +1 𝑠 +1 𝑠 +1
1 1 𝑠
= (+ ( + (
𝑠 𝑠 +1 𝑠 +1

𝑦(𝑡) = 𝑡 + sin 𝑡 + cos 𝑡 Particular solution

Coupled ODEs
𝑑𝑥
= 2𝑥 − 3𝑦
𝑑𝑡
𝑑𝑦
= 𝑦 = 2𝑥
𝑑𝑡

Series solution à non-homogeneous

𝑑 (. 𝑑𝑦
(
+6 + 8𝑦 = 𝑡
𝑑𝑡 𝑑𝑡

Ansatz: 𝑦 = 𝐴𝑒 5#
𝑦(0) = 0, 𝑦′(0) = 1
𝑦/ ≡ 𝐴𝑡 + 𝐵