MA 201, Mathematics III, July-November 2022,

Laplace Transform (Contd.)

Lecture 17

Lecture 17 MA 201, PDE (2022) 1 / 23

Application of Laplace transform in solving ODEs

ODEs with constant coefficients

Example ODE1 (First-order ODE):

dx
+ 3x = 0, x(0) = 1.
dt

By taking Laplace transform on both sides of the equation,

dx
L{ } + L{3x} = 0
dt
⇒ sL{x} − x(0) + 3L{x} = 0
⇒ (s + 3)L{x} = 1
1
⇒ L{x} = .
s+3

Taking inverse transform

x = e−3t . ♣
Lecture 17 MA 201, PDE (2022) 2 / 23
Application of Laplace transform in solving ODEs

ODEs with constant coefficients

Example ODE2 (Second-order ODE):

d2 x dx
+ x = t, x(0) = 1, (0) = −2.
dt2 dt

By taking Laplace transform on both sides of the equation,

d2 x
 
L + L{x} = L{t}
dt2
⇒ s L{x} − sx(0) − ẋ(0) + L{x} = 1/s2
2
1
⇒ (s2 + 1)L{x} = 2 + s − 2
s
1 s−2 1 s 3
⇒ L{x} = 2 2 + = 2+ 2 − .
s (s + 1) s2 + 1 s s + 1 s2 + 1

Taking inverse transform

x = t + cos t − 3 sin t. ♣
Lecture 17 MA 201, PDE (2022) 3 / 23
Application of Laplace transform in solving ODEs

ODEs with variable coefficients

Example ODE3 (Second-order ODE):

d2 x dx
t + 2(t − 1) + (t − 2)x = 0.
dt2 dt

By taking Laplace transform on both sides of the equation,

 2   
d x dx
L t 2 + 2L (t − 1) + L{(t − 2)x} = 0
dt dt
d d d
⇒ − L{ẍ} − 2 L{ẋ} − 2L{ẋ} − L{x} − 2L{x} = 0,
ds ds ds

which will ultimately lead to the first-order ODE:

d 4s + 4 3x0
L{x} + 2 L{x} = , where x(0) = x0 .
ds s + 2s + 1 (s + 1)2
Lecture 17 MA 201, PDE (2022) 4 / 23
Application of Laplace transform in solving ODEs

The solution (find the integrating factor as (s + 1)4 ) is

x0 C
L{x} = + .
s + 1 (s + 1)4

Taking inverse transform,

t3 −t
x = x0 e−t + C e . ♣
6

Lecture 17 MA 201, PDE (2022) 5 / 23

Application of Laplace transform in solving ODEs
Simultaneous ODEs

Example ODE4 (First-order system):

)
dx
dt = 2x − 3y,
dy x(0) = 8, y(0) = 3.
dt = y − 2x,

Taking Laplace transform on both sides of the first equation,

(s − 2)L{x} + 3L{y} = 8. (1)

Similarly, taking Laplace transform on both sides of the second equation,

2L{x} + (s − 1)L{y} = 3. (2)

By application of Cramer’s rule in (1) and (2),

5 3 5 2
L{x} = + , L{y} = − .
s+1 s−4 s+1 s−4

By taking the inverse transform,

x(t) = 5e−t + 3e4t , y(t) = 5e−t − 2e4t .

Lecture 17 MA 201, PDE (2022) 6 / 23

Convolution
n o
s
Example A: Find L−1 (s2 +1)(s−2)

We can easily observe that the Laplace transforms of F (t) = e2t and G(t) = cos t, are,
1
respectively, f (s) = s−2 and g(s) = s2s+1 .

Can we have

L−1 {f (s)g(s)} = F (t)G(t)?

In other sense, whether

L{F (t)G(t)} = {f (s)g(s)}?

This result is true for a special product of functions, known as convolution.

A convolution is an integral that expresses the amount of overlap of one function G as

it is shifted over another function F .

It, therefore, “blends” one function with another.

In other words, the output which produces a third function can be viewed as a
modified version of one of the original functions.

Lecture 17 MA 201, PDE (2022) 7 / 23

Convolution
Definition The convolution of two given functions F (t) and G(t) is written as F ∗ G
and is defined by the integral
Z t
F ∗G= F (τ ) G(t − τ ) dτ. (3)
0

Note that the commutative, associative and distributive properties hold true.

Example B:
Z t Z t
t ∗ eat = τ ea(t−τ ) dτ = eat τ e−aτ dτ
0 0
1 at
= (e − at − 1).
a2

Example C:
Z t
sin at ∗ sin at = sin aτ sin a(t − τ )dτ
0
1
= (sin at − at cos at).
2a
Lecture 17 MA 201, PDE (2022) 8 / 23
Convolution

Theorem
If F (t) and G(t) are two functions of exponential order and given L−1 {f (s)} = F (t)
and L−1 {g(s)} = G(t), then
Z t
L−1 {f (s)g(s)} = F (τ ) G(t − τ ) dτ = F ∗ G, (4)
0

where ∗ is the convolution operator defined in (3) earlier.

Proof: By definition
Z ∞ Z t
L{F (t) ∗ G(t)} = e−st F (τ )G(t − τ ) dτ dt.
0 0

The domain of this repeated integral takes the form of a wedge in the t, τ -plane.

Write
Z ∞Z t
L{F (t) ∗ G(t)} = e−st F (τ )G(t − τ ) dτ dt.
0 0

Lecture 17 MA 201, PDE (2022) 9 / 23

Convolution
Integrating with respect to t first
Z ∞Z ∞
L{F (t) ∗ G(t)} = e−st F (τ )G(t − τ ) dτ dt
Z0 ∞ τ
Z ∞ 
= F (τ ) e−st G(t − τ ) dt dτ.
0 τ

In the inner integral above, put u = t − τ so that it can be written as

Z ∞ Z ∞
e−st G(t − τ ) dt = e−s(u+τ ) G(u) du
τ 0
−sτ
= e g(s).

Therefore
Z ∞
L{F (t) ∗ G(t)} = F (τ )e−sτ g(s) dτ
0
= f (s)g(s),

which gives us the following desired result:

Z t
L−1 {f (s)g(s)} = F (τ ) G(t − τ ) dτ = F ∗ G.
0

Lecture 17 MA 201, PDE (2022) 10 / 23

Convolution
n o
s
Example: Find L−1 (s2 +1)(s−2)
.

We know
   
s 1
L−1 = cos(t), L−1 = e2t .
s2 + 1 s−2

Now, use convolution theorem to have

 
−1 s
L = L−1 {f (s)g(s)} = F (t) ∗ G(t)
(s2 + 1)(s − 2)
Z t
= e2t ∗ cos(t) = e2τ cos(t − τ ) dτ
0
2 2t 1
= e + (sin t − 2 cos t).
5 5

Lecture 17 MA 201, PDE (2022) 11 / 23

Inverse Laplace transform by method of residue
If s is considered as complex, then
the inverse Laplace transform F (t) of f (s) is given by
a+i∞
1
Z
F (t) = f (s)est ds,
2πi a−i∞

where the integration takes place along the vertical line Re(s) = a.

We can use the method of residues to find inverse Laplace transform.

Lecture 17 MA 201, PDE (2022) 12 / 23

Inverse Laplace transform by method of residue
The following theorem is to be used for evaluating inverse Laplace transform.

Theorem
If the Laplace transform f (s) of F (t) is an analytic function of s, except at a finite
number of singular points − the poles − each of which lies to the left of the vertical
line Re(s) = a and if sf (s) is bounded as s approaches infinity through the half-plane
Re(s) ≤ a, then
a+i∞
1
Z
L−1 {f (s)} = f (s)est ds
2πi a−i∞
X
= Residues of f (s)est at all poles
= R1 + R2 + R3 + · · · (5)

where
(
lims→ak {(s − ak )f (s)est }, k = 1, 2, . . . , n; ak simple pole,
Rk = dr
(6)
lims→ak r!1 ds r {(s − ak )r+1 f (s)est }, a multiple pole of order r + 1.
k

Lecture 17 MA 201, PDE (2022) 13 / 23

Inverse Laplace transform by method of residue
Example D: Evaluate
s2 − s + 3
 
L−1 .
s3 + 6s2 + 11s + 6

Solution D:
We can see that lim sf (s) = 1 which is bounded. The poles are found to be
s→∞
s = −1, −2, −3 which are all simple poles. In order to evaluate the inverse Laplace
transform using (6), we need to calculate the residues of the function due to the poles.
We get

5
R1 = (residue at s = −1) = e−t ,
2
R2 = (residue at s = −2) = −9e−2t ,
15
R3 = (residue at s = −3) = e−3t .
2

Therefore
s2 − s + 3
 
5 15
L−1 = e−t − 9e−2t + e−3t .
s3 + 6s2 + 11s + 6 2 2

Lecture 17 MA 201, PDE (2022) 14 / 23

Inverse Laplace transform by method of residue
Example E: Evaluate
 
1
L−1 .
(s + 1)(s − 2)2

Solution E:
Here s = −1 is a simple pole whereas s = 2 is a double pole.

e−t
R1 = (residue at s = −1) = ,
 9 
t 1 2t
R2 = (residue at s = 2) = − e .
3 9

Therefore
   
1 e−t t 1
L−1 = + − e2t .
(s + 1)(s − 2)2 9 3 9
Lecture 17 MA 201, PDE (2022) 15 / 23
Application of Laplace transform in solving PDEs
Definition
The Laplace transform of a function u(x, t) with respect to t is defined as
Z ∞
L{u(x, t)} = e−st u(x, t) dt = u(x, s). (7)
0

The Laplace transforms of the partial derivatives

∂u(x, t) ∂u(x, t) ∂ 2 u(x, t) ∂ 2 u(x, t)
, , , are as follows:
∂t ∂x ∂t2 ∂x2

 
∂u(x, t)
L = sū(x, s) − u(x, 0), (8)
∂t
 
∂u(x, t) d
L = ū(x, s), (9)
∂x dx
 2 
∂ u(x, t)
L = s2 ū(x, s) − su(x, 0) − ut (x, 0), (10)
∂t2
 2
d2

∂ ; u(x, t)
L 2
= 2 ū(x, s). (11)
∂x dx

Lecture 17 MA 201, PDE (2022) 16 / 23

Application of Laplace transform in solving PDEs

Example PDE1: (First-order)

Find a bounded solution of the following problem:
∂u ∂u
=2 +u subject to u(x, 0) = 6 e−3x .
∂x ∂t

Solution PDE1:
Taking Laplace transform on both sides of the given PDE and using the initial
condition,

dū
− (2s + 1)ū = −12e−3x .
dx

After finding the integrating factor,

6
ū(x, s) = e−3x + C e(2s+1)x .
s+2
Lecture 17 MA 201, PDE (2022) 17 / 23
Application of Laplace transform in solving PDEs

u(x, t) should be bounded when x → ∞.

Hence its Laplace transform ū(x, s) should also be bounded as x → ∞ and we take
C = 0.

⇒
6
ū(x, s) = e−3x .
s+2

Taking the inverse transform

u(x, t) = 6e−(2t+3x) .

Lecture 17 MA 201, PDE (2022) 18 / 23

Application of Laplace transform in solving PDEs
Example PDE2: (Second-order)
Consider the following one-dimensional heat conduction equation

∂u ∂2u
= , 0 < x < 1, t > 0
∂t ∂x2

subject to the following conditions:

u(0, t) = 1, u(1, t) = 1, t ≥ 0; u(x, 0) = 1 + sin πx, 0 < x < 1.

Solution PDE2:
Taking Laplace transform on both sides and applying the given initial condition,

d2
ū(x, s) − sū(x, s) = −(1 + sin πx).
dx2

The complementary function and the particular integral of the above equation
can be derived as

√ √
ūc (x, s) = Ae sx + Be− sx
,
1 sin πx
ūp (x, s) = + .
s s + π2

Lecture 17 MA 201, PDE (2022) 19 / 23

Application of Laplace transform in solving PDEs

ū(x, s):
√
sx
√
sx 1 sin πx
ū(x, s) = Ae + Be− + + . (12)
s s + π2

Convert the boundary conditions in u(x, t) to boundary conditions in ū(x, s):

1
u(0, t) = 1 ⇒ ū(0, s) = ,
s
1
u(1, t) = 1 ⇒ ū(1, s) = .
s

Using these in (12)

1 1
= A+B+ ⇒ A + B = 0,
s s
1 √ √ 1 √ √
= Ae s + Be− s + ⇒ Ae s + Be− s = 0.
s s
Lecture 17 MA 201, PDE (2022) 20 / 23
Application of Laplace transform in solving PDEs

Both these conditions together imply A = 0 = B.

1 sin πx
ū(x, s) = + . (13)
s s + π2

Solution is obtained by taking the inverse

2
u(x, t) = 1 + e−π t sin πx. (14)

Lecture 17 MA 201, PDE (2022) 21 / 23

Application of Laplace transform in solving PDEs
Example PDE3: (Second-order)

 πx 
Utt = c2 Uxx + sin sin(σt), 0 < x < L, t > 0,
L
U (0, t) = 0, U (L, t) = 0, t ≥ 0,
U (x, 0) = 0, Ut (x, 0) = 0, 0 < x < L.

Taking Laplace transform on the equation, it gets reduced to

d2 s2 σ sin(πx/L)
u(x, s) − 2 u(x, s) = − 2 2 ,
dx2 c c (s + σ 2 )

the solution of which can be obtained as

s s σ sin(πx/L)
u(x, s) = A(s)e c x + B(s)e− c x + .
c2 (s2 + σ 2 )( s22 + π2
c L2 )

It can be simplified to
!
s
x − sc x σ sin(πx/L) 1 1
u(x, s) = A(s)e c + B(s)e + − .
2 2
( cLπ2 − σ 2 ) s2 + σ 2 s2 + c2 π22
L

Lecture 17 MA 201, PDE (2022) 22 / 23

Application of Laplace transform in solving PDEs
Taking transforms on the boundary conditions

u(0, s) = 0, u(L, s) = 0

A(s) = 0 = B(s).

This reduces u(x, s) simply to

!
L2 σ 1 1
u(x, s) = − sin(πx/L).
c π − σ 2 L2
2 2 s2 + σ 2 s2 + c2 π22
L

Inverting
L2 σ
 
1 L
U (x, t) = sin(σt) − sin(πct/L) sin(πx/L).
c2 π 2 − σ 2 L2 σ cπ

That is,
L2
 
Lσ
U (x, t) = sin(σt) − sin(πct/L) sin(πx/L)
c2 π 2 − σ 2 L2 cπ

Lecture 17 MA 201, PDE (2022) 23 / 23