Tcem 2101 Laplace

TCEM 2101 LAPLACE TRANSFORMS
Complied by
ARINAITWE NICHOLAS
“ The Beauty and Joy of Mathematics……”
ARINAITWE NICHOLLAS
Page 0
CONTENTS
CHAPTER ONE: ............................................................................................................................ 3

INTEGRAL TRANSFORMS ......................................................................................................... 3
2.0 Introduction ...................................................................................................................... 3
2.1 Laplace transforms ........................................................................................................... 3
2.2 Inverse Transforms ........................................................................................................... 9
2.2 Transforms of Derivatives .............................................................................................. 12
2.3 Heaviside Unit Step Function ........................................................................................ 17
3. Fourier Series ......................................................................................................................... 22
3.0 Introduction .................................................................................................................... 22
3.0.1 Periodic Functions .................................................................................................. 22
3.0.2 Graphs of 𝒚 = 𝑨𝐬𝐢𝐧𝒏𝒙 ........................................................................................... 22
3.0.3 Harmonics ............................................................................................................... 23
3.0.4 Non-sinusoidal periodic functions .......................................................................... 24
3.0.5 Analytic Description of a periodic function............................................................ 24
3.1 Integrals of Periodic functions ....................................................................................... 26
3.2 Orthogonal Functions ..................................................................................................... 26
4. Fourier Transform.................................................................................................................. 27
4.0 A first look at the Fourier Transform ............................................................................. 27
It is a special function because it has a unit area of 1 (Length * Width) .................................. 31
CHAPTER TWO ............................................................................................. 错误!未定义书签。
PARTIAL DIFFERENTIAL EQUATION ................................................................................... 32
4.0 Differentiation ................................................................................................................ 32
4.1 PARTIAL DIFFERENTIAL EQUATIONS .................................................................. 33
6.2 Relation between the gamma and beta functions ................................ 错误!未定义书签。
6.3 Application of gamma and beta functions............................................ 错误!未定义书签。
6.4 Duplication Formula for Gamma Functions ........................................ 错误!未定义书签。
6.2 ELLIPTIC FUNCTIONS .................................................................. 错误!未定义书签。
ARINAITWE NICHOLAS
Page 1
CHAPTER FOUR ......................................................................................................................... 37
LAPLACE TRANSFORMS ......................................................................................................... 37
7.0 Introduction ...................................................................................................................... 37
7.1 Laplace Transforms ............................................................................................................ 38
7.2 Inverse Transforms ......................................................................................................... 43
7.3 Transforms of Derivatives ................................................................................................ 45
7.4 Simultaneous Differential Equations ............................................................................. 48
7.5 Heaviside Unit Step Function ........................................................................................... 49
REFERENCES ................................................................................................ 错误!未定义书签。
4.1 Fourier Series .................................................................................... 错误!未定义书签。
4.1.1 Dirichlet Conditions ................................................................... 错误!未定义书签。
4.1.2 Examples .................................................................................... 错误!未定义书签。
4.1.3 Effects of Harmonics ................................................................. 错误!未定义书签。
4.2 Functions with Periods other than 𝟐𝝅 ............................................... 错误!未定义书签。
4.3 Complex Fourier Series ..................................................................... 错误!未定义书签。
ARINAITWE NICHOLAS
Page 2
CHAPTER THREE:
INTEGRAL TRANSFORMS
1.0 Introduction
The standards methods of solving second– order differential equations with constant coefficients,
d2y dy
e.g. a 2  b  cy  F ( x) , are either by substitution of an assumed solution or buy sing
dx dx
operator D methods. In either cases, the general solution is first ascertained and the arbitrary
constants evaluated by insertion of the initial conditions.
A much neater and less tedious method is by the use of Laplace transforms, in which the solution
of the differential equation is obtained largely by algebraic processes. Furthermore, the initial
conditions are involved from the early stage so that the determination of the particular solution is
considerably shortened.
1.1 Laplace transforms

The Laplace transform of a function F (t ) is denoted by LF (t ) and is defined as the integral of
F (t )e  st between the limits t  0 & t  

i.e LF (t )   F (t )e  st dt
0
The constant parameter s is assumed to be positive and large enough to ensure that the product
F (t )e  st converges to zero as t   , for most common functions F (t ) .

LF (t )   F (t )e  st dt  f ( s )
0
Example 1: to find the Laplace transform of F (t )  a(cons tan t )

 e  st 
La  

 st
ae dt  a    e  
 a  st 

a
0  1  a
  s 0
0
0 s s s
Example 2: to find the Laplace transform of F (t )  e at (a cons tan t )
As with all cases, we multiply the function of t by e st and integrate between t  0 & t   .
ARINAITWE NICHOLAS
Page 3

 e ( s a )t 
Le  
at

e e dt   e
at  st

( s  a ) t
dt    
1
0  1  1
0 0
  ( s  a)  0 sa sa
Example 3: to find the Laplace transform of F (t )  sin at

 Lsin at   sin ate  st dt
0
Using integration by parts
Note: e j  cos   j sin 
So that sin  is the imaginary part of e j , written  (e j ) . The function sin at can be therefore
written  (e jat ) so that;
  
Lsin at  L  (e jat )    e jat .e  st dt    e  s  ja t dt
0 0


 e s  ja t  

 
       
1
0 1    1  . Rationalizing the denominator by
  s  ja  0   s  ja    s  ja 
 
 s  ja 
multiplying by s  ja  gives Lsin at    2
a
2 
 2
s  a  s  a
2
We can use the same method to determine Lcos atsince cosat is the real part of e jat , written
 s  ja 
(e j ) . Then for Lcos at   2
s
2 
 2
s  a  s  a
2
Example 4: to find the transform of F (t )  t n where n is a positive integer.
By definition Lt n    t n e  st dt

Integrating by parts,

  e  st 
Lt   t n 
n n  1
   e  st t n 1 dt   t n e  st   

n  n 1  st
s 0
t e dt.
  s
0
 0 s 0 s
Remember: we said earlier that in a product such as t n e  st , the numerical value of s is large
enough to make the product converge to zero as t  
ARINAITWE NICHOLAS
Page 4

 t n e  st 
0  00  0 
 L t n 
n  n1  st
s 0
t e dt.
t n e  st dt except that n is replaced by n  1 .

 
Notice that 0
t n 1e  st dt is identical to 
0
 
If I n   t n e  st dt , then I n 1   t n 1e  st dt .
0 0

Thus L t n 
n
s
I n 1 . this is a reduction formula and if we now replace n by n  1 we get
n 1
I n1  I n2 .
s
n2
If we replace n by n  1 again in this result, we have I n  2  I n 3 .
s
 n n n 1 n n 1 n  2
So I n   t n e  st dt  I n1    I n2     I n 3
0 s s s s s s
n n  1 n  2 n  2 n  n  1
So finally we have; I n      I0
s s s s s

But I 0  L t 0  L1 
1
s
nn  1n  2n  3    321 n!

In  n 1
 n1
s s

L tn 
n!
s n1
.
Example 5: Laplace transform of F (t )  sinh at and F (t )  coshat
Starting from the exponential definition of sinh at and coshat , i.e. sinh at 
2

1 at
e  e at  and
coshat 
2

1 at
e  e at . 
F (t )  sinh at
ARINAITWE NICHOLAS
Page 5

Lsinh at   sinh at  e  st dt 
0 2 0

1  at

e  e  at  e  st dt

1  e  s  a t e  s  a t  1 1 1 
2 0

1   s  a t
e  e 
  s  a t
dt          2
a
2   s  a   s  a   0 2  s  a  s  a  s  a 2
Lsinh at 
a
s  a2
2
Similarly: Lcoshat 
s
s  a2
2
Note: the standard results;
a) La 
a
s
 
b) L e at 
1
sa

c) L t n
n!
 n1 .
s
d) Lsin at 
a
s  a2 2
e) Lcos at  2
s
s  a2
Lsinh at 
a
f)
s  a2
2
g) Lcoshat 
s
s  a2
2
ARINAITWE NICHOLAS
Page 6
Example 6:
s6
1. L2 sin 3t  cos3t  2 Lsin 3t  Lcos3t  2 
3 s
 2  2
s 9 s 9 s 9
2
7s 2  6s  64
   
2. L 4e 2t  3 cosh4t  L 4e 2t  3Lcosh4t  4 
1
s2
 3 2
s

4

3s

s  16 s  2 s 2  16 s  2 s 2  16  
So;
 
L2 sin 3t  4 sinh 3t  .......... .......... .......... .......... ....  18 s 2  3 s 4  81
  
L 5e 4t  cosh 2t  .......... .......... .......... ......  6s 2  4s  20  s  4s 2
4 
 
L t 3  2t 2  4t  1  .............................................. 
1 3
s 4
s  4s 2  4s  6 
Theorems
Theorem 1: the First Shift Theorem
Remember LF (t )  f ( s) .
 
The first shift theorem states that if LF (t )  f ( s) , then L e  at F (t )  f ( s  a) .
 
The transform L e  at F (t ) is thus the same as LF (t ) with s replaced by s  a 
e.g. Lsin 2t  , then Le 3t sin 2t  

2 2
s 4
2
s  32  4

Similarly L t 2 
2
, then Lt 2 e 4t  
2
.
s 3
s  43
Theorem 2: Multiplying by t
d
It states that, if LF (t )  f ( s) , then LtF (t )   f (s)
ds
d  2 
For example; Lsin 2t  then Lt sin 2t 
2 4s
 2  2
s 4
2
ds  s  4  s  4   2
ARINAITWE NICHOLLAS
Page 7
TCEM 2101 LAPLACE TRANSFORM
d  s   s  a   s2s  s2  9
2
And similarly, Lt cosh3t   2  
ds s  9 s 2  92 s 2  92
d  s 2  9  2 s s 2  27 
What if we want Lt 2 cosh 3t  Lt t cosh 3t    2 2 

ds  s  9   s 2  93
So in general if LF (t )  f ( s) , then Lt n F (t )   1

dn
n
 f ( s)
ds n
Theorem 3: Dividing by t
 F (t ) 
If LF (t )  f ( s) , then L 

  s f ( s ) ds
 t 
 F (t ) 
This rule only applies if the limit of   at t  0 , exists. In indeterminate cases, we use
 t 
l’Hopital’s rule to find out.
 sin at 
e.g. 1: Determine L  
 t 
 sin at  0
First we test lim     ???
t 0
 t  0
 sin at   a cos at  a
Thus using l’Hopital’s rule lim    lim    ; the limit exists.
t 0
 t  t  0
 1  1
The theorem can therefore be applied.

So Lsin at 
a
s a
 L
 sin at 
   
 a
s a
 

ds  tan 1 s a  s   tan 1 s a   tan 1 a s 
 t 
2 2 2 2
s 2
1  cos 2t 
e.g. 2: determine L  
 t 
1  cos 2t 
First we test whether lim   exists
t 0
 t 
1  cos 2t  1  1 0
lim     ??? Apply l’Hopital’s rule
t 0
 t  0 0
© TCEM 2101 Laplace Transforms/Arinaitwe Nicholas

8
1  cos 2t   2 sin 2t  0
lim    lim     0, The limit exists.
t 0
 t  t  0
 1  1
Remember L1  cos 2t 

1 s
 2
s s 4
 
1  cos 2t  1   s 2 
So L 
 1
 s 
 
s 
ds 

 ln s 
1
ln s 2
 4 
  ln  
2   s 2  4  s
  s s  4
2
t 2 s
 s2 
When s   , ln  2   ln 1  0
 s  4
1
1  cos 2t  1  s2   s2  2
s2  4
 L    ln  2   ln  2   ln .
 t  2  s  4   s  4 s2
1.2 Inverse Transforms

Here we have the reverse process, i.e. given a Laplace transform, we have to find the function of
t to which it belongs.
a
e.g. we know that is the Laplace transform of sin at , so we can now write
s  a2
2
 a 
L1  2 2 
 sin at , the symbol L1 indicating the inverse transform and NOT a reciprocal.
 s  a 
Therefore;
 1  4
a  L1  e
2t
b 
L1    4 c  L1  2 s   cos 5t d  L1  212   4 sinh 3t
 s  2  s  s  25  s  9
 3s  1 
But what about L1  2  ? This certainly did not appear in our list of standard
s  s  6
3s  1
transforms. We need to first express 2 into simpler functions (Partial fractions).
s s6
Rules of partial fractions
1. The numerator must be of lower degree than the denominator. This is usually the case in
Laplace transforms. If it is not, then we first divide out.

9
2. Factorize the denominator into its prime factors. These determine the shapes of the partial
fractions.
3. A linear facto s  a  gives a partial fraction
A
where A is a constant to be determined.
sa
A B
4. A repeated factor s  a 2 gives 
s  a s  a  2
A B C
5. Similarly s  a 3 gives  
s  a s  a  2
s  a 3

6. A quadratic factor s 2  ps  q gives  Ps  Q
s  ps  q
2
Ps  Q Rs  T

7. Repeated quadratic factors s 2  ps  q gives 2


s  ps  q s 2  ps  q
2
2
3s  1 1 2  3s  1  1  1 2 
Therefore;    L1  2 L    2t
  e  2e
3t
s s 6 s 2 s 3
2
s  s  6  s  2 s  3
 1  1
But what about L1  2
? we remember that L1  2   t and that by Theorem 1, if
 s  3  s 
 
LF (t )  f ( s) , then L e  at F (t )  f ( s  a)
with s replaced by s  3 i.e. a  3 .

1 1
 is like
s  3  2
s2
The ‘cover up’ rule
While we can always find A, B, C, etc., there are many cases where we can use the ‘cover up’
methods and write down the values of the constant coefficients almost on sight. However, this
method only works when the denominator of the original fraction has non-repeated, linear
factors. The following examples illustrate the method.
Example 1
9s  8
We know that F s  
A B
has partial fractions of the form  . By the ‘cover up’
s s  2  s s  2
1
rule, the constant A, that is the coefficient of, is found by temporary covering up the factor s
s
In the denominator of F s  and finding the limiting value of what remains when s (the factor
covered up) tends to zero.
10
1  9s  8 
Therefore A = coefficient of  lim    4 , that is A  4.
s s  0
 s2 
, is obtained by covering up the factor s  2 in the

1
Similarly, B, the coefficient of
s2
denominator of F s  and finding the limiting value. Therefore B=coefficient of
1  9s  8  9s  8 4 5
 lim    5 . That is B  4. so that   .
s  2 s 2  s  ss  2 s s  2
Example 2
s  17
F s  
A B C
  
s  1s  2s  3 s  1 s  2 s  3
 s  17  18
A: cover up s  1 in F s  and find lim    A  3
s 1 s  1s  2s  3
  6
 s  17  15
B  lim   1 B 1
s 2 s  1s  3
   3 5
 s  17  20
C  lim    2 C  2
s 3 s  1s  2
  25
s  17
F s  
1 2 3
  
s  1s  2s  3 s  2 s  3 s  1
So F t   e 2t  2e 3t  3e t
Theorem 1
The first shift theorem can be stated as follows
If F s  is the Laplace transform of f t  then F s  a  is the Laplace transform of e  at f t 
Solution of differential equations by Laplace transforms
To solve a differential equation by Laplace transforms, we go through four distinct stages
a) Rewrite the equation in terms of Laplace transforms.

b) Insert the given initial conditions.
c) Rearrange the equation algebraically to give the transform of the solution.
11
d) Determine the inverse transform to obtain the particular solution.
We have spent some time finding the transforms of a variety of functions of t and the inverse
transforms of functions of s, i.e. we have largely covered step (a) and (d) of the above list.
However, to write a differential equation in Laplace transforms, we must obtain the transforms
dx d 2x
of the derivatives and .
dt dt 2
2.2 Transforms of Derivatives

Let f ' t  denotes the first derivative of f t  with respect to t
f ' ' t  Denote the second derivative of f t  with respect to t, etc.

Then L1  f ' t    e  st f ' t dt by definition
0
Integrating By Parts
  
L1  f ' t   e  st f t  0    se  st f ' t dt

When t  , e  st f ' t   0
Because s is positive and large enough to ensure that e  st delays faster than any possible growth
of f t  .
 L f ' t    f 0  sL f t 
Replacing f t  by f ' t  gives L f " t   s 2 F s   sf 0  f ' 0
Because  L f ' t    f 0  sL f t 
So  L f " t    f ' 0  sL f ' t    f ' 0  s f 0  sL f t 
Writing L f t   F s  as usual, we have L f ' t   sF s   f 0
L f " t   s 2 F s   sf 0  f ' 0
We can see a pattern emerging L f " ' t   s 3 F s   s 2 f 0  sf ' 0  f " 0

12
Alternative notation
We make the working neater by adopting the following notation.
Let x  f t  and at t  0 , we write
d 2x
i.e. f 0  x0 , i.e. f ' 0  x1 , i.e. f " 0  x2
dx
x  x0  x1  x2 etc.
dt dt 2
dnx
 xn i.e. f n
0  xn
dt n
Also we denote the Laplace transform of x by x ,
i.e. x  Lx  L f t   F s 
so, using the ‘dot’ notation for derivatives, the previous results can be written….
Lx  x Lx  sx  x0 Lx  s 2 x  sx 0  x1 Lx  s 3 x  s 2 x0  sx1  x 2
d nx
In each case, the subscript indicates the order of the derivative, x n  the value of at t  0
dt n
Solution of first-order differential equation
Example 1
dx
Solve the equation  2 x  4 given that at t  0, x  1
dt
We go through the four stages.
Rewrite the equation in Laplace transform, using the last notion
Lx  x; Lx  sx  xo ; L4 

4
s
Then the equation becomes sx  xo   2 x 

4
s
Insert the initial condition that at t  0, x  1 i.e. xo  1
4
 sx  1  2 x 
s
Now we rearrange this to give an expression for x

13
s4
x
s s  2 
Finally, we take the inverse transforms to obtain x
s4 3 2
in partial fractions gives  , therefore talking inverse transforms
s s  2 s2 s
 s4  1  3 2
x  L1  L     3e 2t  2
 ss  2  s  2 s 
Solution of Second-Order Differential Equations
Example 1
d 2x dx dx
Solve the equation 2
 3  3x  2e 3t , given that at t  0, x  5 and  7.
dt dt dt
We rewrite the equation in terms of its transforms, remembering that
Lx  x Lx  sx  x0 Lx  s 2 x  sx 0  x1
 
The equation becomes s 2 x  sx 0  x1  3sx  x0   2 x 
2
s 3
Insert the initial conditions. In this case x0  5 and x1  7

 s2x 
 5s  7  3sx  5  2 x 
2
s 3
5s 2  23 s  26
Rearrange to obtain x 
s  1s  2s  3
Now for partial fractions
5s 2  23s  26 A B C 4 1
x     
s  1s  2s  3 s  1 s  2 s  3 s  1 s  3
x  4e t  e 3t

14
Example 2
Solve x  5x  6x  4t , given that at t  0, x  0 & x  0 .
 
As usual we begin s 2 x  sx 0  x1  5sx  x0   6 x 
4
s2

x 0  0, x1  0  s 2 x  5s  6 x  4
s2
4
x
s s  2 s  3
2
The s 2 in the denominator can be awkward, so we introduce a useful trick and detach one
1 4  1A B C 
factor s outside the main expression, thus x       
s  ss  2s  3 s  s s  2 s  3
Applying the ‘cover up’ rule to the expression within in brackets
1 4 1 2 4 1 
x      
s  6 s s  2 3 s  3
1
Now we bring in the external back into the fold
s
2 1 2 4 1
x  2   
3 s ss  2 3 ss  3
And the second and third terms can be expression in simple partial fraction so that
2 1 1 1 4 1 4 1
x  2      
3 s s s  2 9 s 9 s  3
Which can now be simplified into;
2 1 5 1 1 4 1
x  2     
3 s 9 s s  2  9 s  3 
2 5 5
x  t   e  2 t  e  3t
3 9 9

15
Simultaneous differential equations
Example
Solve the pair of simultaneous equations
y  x  e t
given that at t  0, x  0 & y  0
x  y  e t
We first express both equations in Laplace transforms.
s y  y 0   x  1
s 1
s x  x 0   y  1
s 1
Then we insert the initial conditions, x  0 & y  0
1 
sy  x 
s  1 
  .......... .......... .......... .......... .......... .......... .......... .......( 1)
1 
sx  y 
s  1
We now solve these for x & y by the normal algebraic method
s 2  2s  1
x

s  1s  1 s 2  1 
1 1 1 1 s 1
In partial fractions x       2  2
2 s  1 2 s  1 s  1 s  1
1 1
x   e t  e t  cost  sin t
2 2
We now revert to equation (1) and eliminate x to obtain y and hence y, in the same way.
1 t 1 t
y e  e  cost  sin t
2 2
so the results are;

16
x
1 t
2
 
e  e t  cost  sin t  sin t  cost  cosht
y
2

1 t

e  e t  cost  sin t  sin t  cost  cosht
2.3 Heaviside Unit Step Function
Consider a function that maintains a zero value for all values of t up to t  c and a unit value
for t  c and all values of t  c
This function is the Heaviside unit step function and is denoted by f t   u t  c 
Where the c indicates the value of t at which the function changes from a value of 0 to a value
of 1.
Thus the function
is denoted by f t   u t  4

17
Similary, the graph of f t   2u t  3 is
So u t  c  has just two values;
For t  c, ut  c   0; t  c, ut  c   1
Unit step at the origin
i.e. t  c, u t   0; t  c, u t   1
effect of the unit step function
Remembering the definition of u t  c  , the graph of f t   u t  2  t 2 is

18
For t  2, u t  2  0 u t  2  t 2  0 t  2, u t  2  1 u t  2  t 2  t 2
So the function u t  2 suppresses the function t2 for all values of t up to t = 2 and ‘switches
on’ the function t2 at t = 2
Laplace transform of u t  c 

Lu t  c    e  st u t  c dt
0
0 for 0  t  c
But e  st u t  c     st
e for t  c
  e  sc
So that Lu t  c    e  st u t  c dt   e  st dt 
0 c s
Therefore, the Laplace transform of the unit step at the origin is Lu t  
1
s
Also from the definition of u(t)
L1  L1  ut  Lt  Lt  ut  L f t   L f t   ut 
Laplace transforms of ut  c   f t  c  (the

second shift theorem)
Lu t  c   f t  c   e  cs L f t   e  cs F s 
Because

Lu t  c   f t  c    e  st u t  c   f t  c dt
0
0 for 0  t  c
but e  st u t  c     st
e for t  c

So that Lu t  c   f t  c    e  st f t  c dt
c

19
We now make the substitution t  c  v so that t  c  v and dt  dv . Also for the limits, when
t  c, v  0 and when t  , v  .
 
Therefore Lu t  c   f t  c    e  s c  v  f v dv  e cs  e  sv f v dv
0 0
 
Now  e  sv f v dv has exactly the same value as  e  st f t dt which is, of course, the Laplace
0 0
transform of f t  . Therefore
Lu t  c   f t  c   e  cs LF t   e  cs F s 
 
So L u t  4   t  4 2  e 4 s  F s  where F s   Lt 2 
4 s
 2!  2e
 e 4 s  3   3
s  s
Example
e 4 s
Find the function whose transform is
s2
The numerator corresponds to e  cs where c = 4 and therefore indicates u t  4
 F s   Lt  f t   t
1
Then
s2
 e 4 s 
L1  2   u t  4  t  4
s 
Example
3 4e  s 5e 2 s
Determine the expression f t  for which L f t    2  2
s s s
We take each term in turn and find its inverse transform
3 1 
L1    3L1    3 i.e. 3u t 
s s
 4e  s 
L1  2   u t  1  4t  1
 s 

20
 5e 2 s 
L1  2   u t  2  5t  2
 s 
F t   3ut   ut  1  4t  1  ut  2  5t  2
To sketch the graph of f t  we consider the values of the function within the three sections
0  t  1, 1  t  2, & 2  t
Between t  0 and t  1 , f t   3 Because, in this interval, u t   1 , but

u t  1  0 & u t  2  0
In the same way, between t  1 and t  2 , f t   7  4t because in this interval u t   1 ,

ut  1  1 but ut  2  0  F t   3  4t  1  0  7  4t
Similarly, for t  2 , F t   t  3 Because for t  2 , u t   1 , u t  1  1 & u t  2  1
 F t   3  4t  1  5t  2  t  3
So, collecting the results together, we have
For 0  t  1, f t   3
1  t  2, f t   7  4t t  1, f t   3; t  2, f t   1
2  t, f t   t  3 t  2, f t   1; t  3, f t   0
Using these facts we can sketch the graph of f t  , which is

21
Fourier transforms
2. Fourier Series
2.0 Introduction
Fourier analysis is used for representing periodic functions in form of Sines and Cosines.
Virtually all areas of Engineering and Science and virtually all engineers and scientists use
methods based on Fourier transform. For starters:
Telecom - Signal Processing and Communications
Electrical Engineering - Circuit Design
Spectroscopists
Those working with Imaging
Fourier analysis was initially focused on the mathematical analysis of periodic phenomenon
via Fourier series, and later extended to non-periodic phenomena via Fourier Transform.
One way of introducing Fourier transforms from Fourier series is to consider non-periodic
phenomena as a limiting case of periodic phenomena as the period tends to infinity. A discrete
set of frequencies in the periodic case becomes a continuum of frequencies in the non-periodic
case, thus a spectrum.
2.0.1 Periodic Functions

A function is said to be periodic if its function values repeat at regular intervals of the
independent variable. The regular interval between the repetitions is referred to as the period.
2.0.2 Graphs of 𝒚 = 𝑨 𝐬𝐢𝐧 𝒏𝒙
The most basic form of of the sine function is:
𝑦 = 𝐴. sin( 2𝜋𝑓 + 𝜑) = A.sin( 𝜔𝑡 + 𝜑)
Where:
A; the Amplitude, is the peak deviation of the function from zero

f; the ordinary frequency, is the number of oscillations per second
𝝎 = 2𝜋𝑓 the angular frequency, is the rate of change of the function argument in radians per
second.
(a) 𝑦 = sin 𝑥

22
(b) y = 5 sin 2x
(c) 𝑦 = 𝑨 sin 𝒏𝑥
𝟐𝝅
In general, the function has amplitude A , period , and makes n complete cycles in 3600 .
𝒏
In each of the following, state
(a) The Amplitude

(b) The Period
𝑦 = 3 sin 5𝑥; 𝑦
= 2 Cos 3𝑥; 𝑦
𝑥 2𝑥
= sin ; 𝑦 = 4 sin 2𝑥; 𝑦 = 5 cos 4𝑥; 𝑦 = 2 sin 𝑥; 3 cos 6𝑥; 𝑦 = 6 sin
2 3
2.0.3 Harmonics
A function can be expressed as a series of a number of sine components. The component with
the largest period is the first harmonic, or the fundamental of 𝑓(𝑥).
𝑦 = 𝐴1 𝑠𝑖𝑛𝑥
𝑦 = 𝐴2 𝑠𝑖𝑛2𝑥
𝑦 = 𝐴3 𝑠𝑖𝑛3𝑥

23
What is the first second and third harmonic? In general 𝑦 = 𝐴𝑛 𝑠𝑖𝑛 𝑛𝑥 is the 𝑛𝑡ℎ harmonic ,
2𝜋
with amplitude 𝐴𝑛 and period 𝑛
2.0.4 Non-sinusoidal periodic functions
2.0.5 Analytic Description of a periodic function

24
Here are the details
2−𝑥 0<𝑥<3
1. 𝑓(𝑥) = {
−1 3<𝑥<5
𝑓(𝑥 + 5) = 𝑓(𝑥)
3 0<𝑥<4
2. 𝑓(𝑥) = { 5 4<𝑥<7
0 7 < 𝑥 < 10
𝑓(𝑥 + 10) = 𝑓(𝑥)
𝑥 0<𝑥<4
3. 𝑓(𝑥) = {4 4<𝑥<7
0 7<𝑥<9
𝑓(𝑥 + 9) = 𝑓(𝑥)
4 0<𝑥<4
4. 𝑓(𝑥) = {7 − 𝑥 4 < 𝑥 < 10
−1 10 < 𝑥 < 13
𝑓(𝑥 + 13) = 𝑓(𝑥)
−1 0<𝑥<2
5. 𝑓(𝑥) = { 3 2<𝑥<5
−1 5<𝑥<7
𝑓(𝑥 + 7) = 𝑓(𝑥)

25
2.1 Integrals of Periodic functions
𝜋
∫ 𝑑𝑥 = [𝑥]𝜋−𝜋 = 2𝜋
−𝜋
𝜋
∫ cos 𝑛𝑥 𝑑𝑥 = 0
−𝜋
𝜋
∫ sin 𝑛𝑥 𝑑𝑥 = 0
−𝜋
𝜋
1 𝑖𝑓 𝑚 = 𝑛
∫ cos 𝑛𝑥 cos 𝑛𝑥 𝑑𝑥 = 𝜋𝛿𝑚𝑛 = {
−𝜋
0 𝑖𝑓 𝑚 ≠ 𝑛
𝛿𝑚𝑛 is called Kronecker Delta

𝜋
∫ sin 𝑛𝑥 sin 𝑚𝑥 𝑑𝑥 = 𝜋𝛿𝑚𝑛
−𝜋
𝜋
∫ cos 𝑛𝑥 cos 𝑚𝑥 𝑑𝑥 = 0
−𝜋
2.2 Orthogonal Functions
If two different functions 𝑓(𝑥) and 𝑔(𝑥) are defined on the interval 𝑎 ≤ 𝑥 ≤ 𝑏 𝑎𝑛𝑑
𝑏
∫ 𝑓(𝑥)𝑔(𝑥)𝑑𝑥 = 0
𝑎
Then we say the two functions are orthogonal to each other on the interval 𝑎 ≤ 𝑥 ≤ 𝑏
In the previous examples, we have seen that the functions sin 𝑥 and cos 𝑥 are orthogonal in the
interval −𝜋 ≤ 𝑥 ≤ 𝜋

26
3. Fourier Transform
3.0 A first look at the Fourier Transform

We are going to make a transition from Fourier series to Fourier Transform. To do this, let us
consider a non-periodic function as a limiting case of a periodic function whose period extends
to infinity. Actually this process does not immediately produce the desired results, however,
with a little tinkering, we shall arrive.
Example
Find the complex Fourier series for the “Rect” function ∏(t):
0 − 𝑇⁄2 < 𝑡 < − 1⁄2

𝑓(𝑡) = ∏(t) = 1 − 1⁄2 < 𝑡 < 1⁄2 𝑤ℎ𝑒𝑟𝑒 𝑓(𝑡 + 𝑇) = 𝑓(𝑡)
1⁄ < 𝑡 < 𝑇⁄
{ 0 2 2
Below is the graph which is not very complicated.
The nth Fourier coefficient is defined as:

𝑛𝜋
1 sin( 𝑇 )
𝑐𝑛 = ( ) 𝑛𝜋
𝑇
𝑇
If T is very large, the Fourier Coefficient becomes
1
𝑇
Since sin 𝜗 = 𝜗 if 𝜗 𝑖𝑠 𝑣𝑒𝑟𝑦 𝑠𝑚𝑎𝑙𝑙, that means for very large T, the Fourier coefficient
approaches 0.

27
To compensate for this, we consider a scaled periodized “rect” function.

𝒏
That means (Scaled transform of periodized ∏)(𝑻)
1 𝑛𝜋
=𝑇 sin( )
𝑛𝜋 𝑇
(𝜋𝑠)
= sin
𝜋𝑠
(Scaled transform of periodized ∏)(𝐬)
(𝑛𝜋⁄𝑇)
= sin 𝑛𝜋
⁄𝑇
𝑛
In terms of the integral Formula: (Scaled Transform of periodized “rect”)(𝑇 )
= 𝑇. 𝑐𝑛
𝑇⁄
2 −2𝜋𝑖𝑛𝑡⁄
=∫ 𝑒 𝑇 𝑓(𝑡)𝑑𝑡.
−𝑇⁄
2
If we now consider T->∞, and replace n/T with s, as well as push the limits of the integration to
infinity, we can write the limiting transform as
∞
𝐹𝑓(𝑠) = ∫ 𝑒 −2𝜋𝑖𝑠𝑡 f(t)dt
−∞
The Fourier Coefficients can be written via the Fourier Transform of f evaluated at the points
𝑠𝑛 = (𝑛⁄𝑇)
𝑇
1 ⁄2 2𝜋𝑖𝑛𝑡⁄ 1 ∞ −2𝜋𝑖𝑛𝑡⁄
𝑐𝑛 = ∫ 𝑒 − 𝑇 𝑓(𝑡)𝑑𝑡 = ∫ 𝑒 𝑇 𝑓(𝑡)𝑑𝑡
𝑇 −𝑇⁄ 𝑇 −∞
2
1 𝑛
= 𝐹( )
𝑇 𝑇
By substituting it into the expression for f(t), we get

28
∞
1
𝑓(𝑡) = ∑ 𝐹(𝑠𝑛 )𝑒 2𝜋𝑖𝑠𝑛𝑡
𝑇
𝑛=−∞
Now the points 𝑠𝑛 are spaced 1⁄𝑇 apart, so we can think of 1⁄𝑇 as ∆𝑠, and the sum above as a
sum approximating an integral
∞ ∞
2𝜋𝑖𝑠𝑛 𝑡
∑ 𝐹(𝑠𝑛 )𝑒 ∆𝑠 ≈ ∫ 𝐹(𝑠)𝑒 2𝜋𝑖𝑠𝑡 𝑑𝑠
𝑛=−∞ −∞
Therefore the inverse Fourier Transform is born:
∞
−1
𝐹 𝑔(𝑡) = ∫ 𝑒 2𝜋𝑗𝑠𝑡 g(s)ds
−∞
Behold, that is the definition of the Fourier transform.
Warning
Our definition of Fourier transform is a standard one, however, not the only one.
Below is a summary of the other variations:
1 ∞ 𝑖𝐵𝑠𝑡
𝐹𝑓(𝑠) = ∫ 𝑒 𝑓(𝑡) 𝑑𝑡
𝐴 −∞
The choices found in practice are:
𝐴 = √2𝜋 𝐵 = ±1
𝐴=1 𝐵 = ±2𝜋
𝐴=1 𝐵 = ±1
The Fourier Transform can also be written in form of angular Frequency whose units are
radians per second
.Under this convention, the transform and its inverse are as follows:

29
∞
1
𝑓(𝑡) = ∫ 𝐹(𝑤)𝑒 𝑗𝑤𝑡 𝑑𝑡
√2𝜋 −∞
Where
∞
1
𝐹(𝑤) = ∫ 𝑓(𝑡)𝑒 −𝑗𝑤𝑡 𝑑𝑡
√2𝜋 −∞
Example
Find the Fourier Transform of
0 𝑡 < − 𝑎⁄2
𝑓(𝑡) = {1 − 𝑎⁄2 < 𝑡 < 𝑎⁄2
0 𝑎⁄
2
𝑎⁄
1 2
𝐹(𝑤) = ∫ 𝑒 −𝑗𝑤𝑡
√2𝜋 −𝑎⁄2
𝑎
= 𝑠𝑖𝑛𝑐(𝑤𝑎/2)
√2𝜋

30
Top-hat Function
0 𝑡 < −𝑎/2
1
𝑓(𝑡) = ∏ (𝑡) = { − 𝑎/2 < 𝑡 < 𝑎/2
𝑎 𝑎
0 𝑎/2 < 𝑡
It is a special function because it has a unit area of 1 (Length * Width)
∞
1
𝐹(𝑤) = ∫ 𝑓(𝑡)𝑒 −𝑗𝑤𝑡 𝑑𝑡
√2𝜋 −∞
𝑎/2
1
𝐹(𝑤) = ∫ (1/𝑎)𝑒 −𝑗𝑤𝑡 𝑑𝑡
√2𝜋 −𝑎/2
11 𝑗𝑤𝑎
𝐹(𝑤) = (𝑒 − 2 − 𝑒 𝑗𝑤𝑎/2 )
𝑎√2𝜋 −𝑗𝑤
1
2𝑗 sin 𝑤𝑎/2
𝐹(𝑤) =
𝑎√2𝜋 −𝑗𝑤
1
𝐹(𝑤) = 𝑠𝑖𝑛𝑐(𝑤𝑎/2)
√2𝜋
Dirac Delta
Dirac Delta is the Top-hat function, where a tends towards zero.

∞ ∞
lim ∫ ∏ (𝑡)𝑑𝑡 = ∫ 𝛿 (𝑡) = 1
𝑎→0 −∞ 𝑎 −∞
∞
∫ 𝑓(𝑡)𝛿 (𝑡 − 𝑡0 ) = 𝑓(𝑡0 )
−∞
If 𝑓(𝑡) = 𝛿(𝑡)
Find the Fourier Transform

∞
1
𝐹(𝑤) = ∫ 𝛿(𝑡)𝑒 −𝑗𝑤𝑡 𝑑𝑡
√2𝜋 −∞
1 1
𝐹(𝑤) = 𝑒 −𝑗𝑤0 𝑑𝑡 Because 𝛿(𝑡) = 𝛿(𝑡 − 0) =
√2𝜋 √2𝜋

31
CHAPTER FOUR
PARTIAL DIFFERENTIAL EQUATION
1.0 Differentiation
Definition
𝑓(𝑥) − 𝑓(𝑥0 )
𝐴 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑓: 𝐴 → ℝ 𝑖𝑠 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑏𝑙𝑒 𝑎𝑡 𝑥0 𝑖𝑓𝑓 lim 𝑒𝑥𝑖𝑠𝑡𝑠.
𝑥→𝑥0 𝑥 − 𝑥0
The value of this limit is called the derivative of 𝑓 𝑎𝑡 𝑥0 𝑑𝑒𝑛𝑜𝑡𝑒𝑑 𝑎𝑠 𝑓 ′ (𝑥0 ).
For the function of several variables say
𝑓(𝑥, 𝑦) 𝑤𝑒 𝑐𝑎𝑛 𝑜𝑏𝑡𝑎𝑖𝑛 𝑡ℎ𝑒 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒𝑠 𝑤. 𝑟. 𝑡. 𝑥 𝑜𝑟 𝑤 . 𝑟. 𝑡. 𝑦 𝑎𝑠
𝑓(𝑥 + ℎ, 𝑦) − 𝑓(𝑥, 𝑦) 𝑓(𝑥, 𝑦 + ℎ) − 𝑓(𝑥, 𝑦)
𝑓𝑥 (𝑥, 𝑦) = lim 𝑜𝑟 𝑓𝑦 (𝑥, 𝑦) = lim
ℎ→0 ℎ ℎ→0 ℎ
𝝏𝒇 𝝏𝟐 𝒇 𝝏𝟐 𝒇
𝒏𝒐𝒕𝒆: = 𝒇𝒙 , 𝟐 = 𝒇𝒙𝒙 𝒂𝒏𝒅 = 𝒇𝒙𝒚 𝒂𝒏𝒅 𝒎𝒂𝒏𝒚 𝒐𝒕𝒉𝒆𝒓𝒔
𝝏𝒙 𝝏𝒙 𝝏𝒙𝝏𝒚
Example:
𝝏𝒇 𝝏𝒇
(𝑖)𝑂𝑏𝑡𝑎𝑖𝑛 𝑎𝑛𝑑 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑓 = 𝑥 2 𝑦 − 10𝑦 2 𝑧 3 + 43𝑥 − 7𝑡𝑎𝑛4𝑦
𝝏𝒙 𝝏𝒚
𝝏𝒇 𝝏𝒇 𝝏𝒇
= 2𝑥𝑦 + 43 𝑎𝑛𝑑 = 𝒚𝟐 − 𝟐𝟎𝒚𝒛𝟑 − 𝟐𝟖𝒔𝒆𝒄𝟐 𝟒𝒚 𝒘𝒉𝒊𝒍𝒆 = −𝟑𝟎𝒚𝟐 𝒛
𝝏𝒙 𝝏𝒚 𝝏𝒛
𝝏𝒇
(𝑖𝑖) 𝑂𝑏𝑡𝑎𝑖𝑛 𝑜𝑓 𝑓 = √𝑥 2 + ln(5𝑥 − 3𝑦 2 )
𝝏𝒙
𝟏 2 −𝟏 𝝏
𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏, 𝒇𝒙 = (𝑥 + ln(5𝑥 − 3𝑦 2 )) 𝟐 (𝑥 2 + ln(5𝑥 − 3𝑦 2 ))
𝟐 𝝏𝒙
𝟏 𝟓 2
−𝟏
2 )) 𝟐
= (𝟐𝒙 + )(𝑥 + ln(5𝑥 − 3𝑦 )
𝟐 𝟓𝒙 − 𝟑𝒚𝟐
Example:
𝜕𝑧 𝜕𝑧
𝐹𝑖𝑛𝑑 𝑎𝑛𝑑 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑥 3 𝑧 2 − 5𝑥𝑦 5 𝑧 = 𝑥 2 + 𝑦 3
𝜕𝑥 𝜕𝑦
𝜕𝑧
𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏: 𝐹𝑜𝑟 , 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑡𝑒 𝑤. 𝑟. 𝑡. 𝑥 𝑔𝑖𝑣𝑒𝑠
𝜕𝑥
𝜕𝑧 𝜕𝑧
3𝑥 2 𝑧 2 + 2𝑥 3 𝑧 − 5𝑦 5 𝑧 − 5𝑥𝑦 5 = 2𝑥
𝜕𝑥 𝜕𝑥
𝜕𝑧 2𝑥 − 3𝑥 2 𝑧 2 + 5𝑦 5 𝑧
𝑠𝑖𝑚𝑝𝑙𝑖𝑓𝑖𝑛𝑔 𝑔𝑖𝑣𝑒𝑠 =
𝜕𝑥 2𝑥 3 𝑧 − 5𝑥𝑦 5
𝝏𝒛 𝟑𝒚𝟐 + 𝟐𝟓𝒙𝒚𝟒 𝒛
𝑨𝒏𝒅 =
𝝏𝒚 𝟐𝒙𝟑 𝒛 − 𝟓𝒙𝒚𝟓
32
𝑑𝑧 𝜕𝑓 𝑑𝑥
Chain Rule: 𝑪𝒂𝒔𝒆 𝑰 𝐼𝑓 𝑧 = 𝑓(𝑥, 𝑦), 𝑥 = 𝑔(𝑡)𝑎𝑛𝑑 𝑦 = ℎ(𝑡)𝑡ℎ𝑒𝑛 𝑏𝑦 𝑐𝑎ℎ𝑖𝑛 𝑟𝑢𝑙𝑒, 𝑑𝑡 = 𝜕𝑥 𝑑𝑡 +
𝜕𝑓 𝑑𝑦
𝜕𝑦 𝑑𝑡
𝜕𝑧 𝜕𝑓 𝜕𝑥 𝜕𝑓 𝜕𝑦
𝑪𝒂𝒔𝒆 𝒊𝒊: 𝐼𝑓 𝑧 = 𝑓(𝑥, 𝑦), 𝑥 = 𝑔(𝑠, 𝑡)𝑎𝑛𝑑 𝑦 = ℎ(𝑠, 𝑡)𝑡ℎ𝑒𝑛 = +
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠
𝝏𝒛 𝝏𝒇 𝝏𝒙 𝝏𝒇 𝝏𝒚
𝑨𝒏𝒅 = +
𝝏𝒕 𝝏𝒙 𝝏𝒕 𝝏𝒚 𝝏𝒕
Example:
𝑑𝑧
(𝑖)𝐶𝑜𝑚𝑝𝑢𝑡𝑒 𝑓𝑜𝑟 𝑧 = 𝑥 2 𝑦 3 + 𝑦𝑐𝑜𝑠 𝑥, 𝑥 = ln 𝑡 2 , 𝑦 = sin 4𝑡
𝑑𝑡
𝒅𝒛 𝝏𝒇 𝝏𝒙 𝝏𝒇 𝝏𝒚 𝟐𝒕
𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏: = + = (𝟐𝒙𝒚𝟑 − 𝒚𝒔𝒊𝒏𝒙) ( 𝟐 ) + 𝟑𝒙𝟐 𝒚𝟐 + (𝒄𝒐𝒔𝒙)(𝟒𝒄𝒐𝒔𝟒𝒕)
𝒅𝒕 𝝏𝒙 𝝏𝒕 𝝏𝒚 𝝏𝒕 𝒕
𝟏
= 𝟒 (𝐥𝐧 𝒕𝟐 ) 𝒔𝒊𝒏𝟑 𝟒𝒕 − 𝒔𝒊𝒏𝟒𝒕 𝐬𝐢𝐧(𝐥𝐧 𝒕𝟐 ) + 𝟒 𝐜𝐨𝐬 𝟒𝒕[(𝟑𝒔𝒊𝒏𝟐 𝟒𝒕)(𝐥𝐧 𝒕𝟐 )𝟐 + 𝐜𝐨𝐬(𝐥𝐧 𝒕𝟐 )]
𝒕
𝜕𝑧 𝜕𝑧
𝐹𝑖𝑛𝑑 𝑎𝑛𝑑 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑧 = 𝑒 2𝑟 sin(3𝜃) , 𝑟 = 𝑠𝑡 − 𝑡 2 𝑎𝑛𝑑 𝜃 = √𝑠 2 + 𝑡 2
𝜕𝑠 𝜕𝑡
𝜕𝑧 𝜕𝑧 𝜕𝑟 𝜕𝑧 𝜕𝜃 𝑠
= + = 2𝑒 2𝑟 sin 3𝜃(𝑡) + (3𝑒 2𝑟 cos 3𝜃)
𝜕𝑠 𝜕𝑟 𝜕𝑠 𝜕𝜃 𝜕𝑠 √𝑠 2 + 𝑡 2
2 2 𝑠
= 𝑡2𝑒 2(𝑠𝑡−𝑡 ) sin 3(√𝑠 2 + 𝑡 2 ) + (3𝑒 2(𝑠𝑡−𝑡 ) cos 3(√𝑠 2 + 𝑡 2 ))
√𝑠 2 + 𝑡 2
𝝏𝒛
𝒇𝒊𝒏𝒅 𝒂𝒍𝒔𝒐
𝝏𝒕
1.1 PARTIAL DIFFERENTIAL EQUATIONS
A partial differential equation is the relationship between the dependent variable say U and two
or more independent variables say (x, y, t, …) and the partial derivatives of U with respect to
these independent variables.
The solution to such pde is 𝑼 = 𝒇(𝒙, 𝒚, 𝒕, … )

Solution to p d e s:
By method of Characteristic:
Consider a first order pde of the form 𝑎(𝑥, 𝑦)𝑢𝑥 + 𝑏(𝑥, 𝑦)𝑢𝑦 = 𝑐(𝑥, 𝑦)𝑢
If we let the solution be 𝑢 = 𝑢(𝑥, 𝑦)𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡)

33
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦 𝑑𝑢 𝑑𝑥
By partial differentiation 𝑤. 𝑟. 𝑡𝑜 𝑡 𝑔𝑖𝑣𝑒𝑠, 𝑑𝑡 = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 . This implies that = 𝑐𝑢, 𝑑𝑡 =
𝑑𝑡
𝑑𝑦
𝑎, 𝑑𝑡 = 𝑏
𝑑𝑥 𝑑𝑦 𝑑𝑢
𝑇ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 = =
𝑎(𝑥, 𝑦) 𝑏(𝑥, 𝑦) 𝑐(𝑥, 𝑦)𝑢
Example:
𝜕𝑢 𝜕𝑢
By method of characteristic solve the 𝑝𝑑𝑒 + 𝜕𝑦 = 1
𝜕𝑥
1 1 1
𝑑𝑥 𝑑𝑦 𝑑𝑦 𝑑𝑢
𝑡𝑎𝑘𝑖𝑛𝑔 = 𝑎𝑛𝑑 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑔𝑖𝑣𝑒𝑠 𝑥 = 𝑦 + 𝑐1 ⇒ 𝑥 − 𝑦 = 𝑐1 . 𝐴𝑙𝑠𝑜 = ⇒ 𝑢(𝑥, 𝑦)
1 1 1 1
= 𝑦 + 𝑐2
𝑻𝒉𝒊𝒔 𝒈𝒊𝒗𝒆𝒔 𝒕𝒉𝒆 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒂𝒔 𝒖(𝒙, 𝒚) = 𝒚 + 𝒇(𝒙 − 𝒚), 𝒘𝒉𝒆𝒓𝒆 𝒄𝟐 = 𝒇(𝒄𝟏 )
Other examples:
(i)
(ii)
𝑴𝒆𝒕𝒉𝒐𝒅 𝒐𝒇 𝒔𝒆𝒑𝒆𝒓𝒂𝒕𝒊𝒐𝒏 𝒐𝒇 𝒗𝒂𝒓𝒊𝒂𝒃𝒍𝒆𝒔

(i) Solve the 𝑝𝑑𝑒 𝑢𝑥𝑥 = 𝑘𝑢𝑡
𝑙𝑒𝑡 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑢(𝑥, 𝑡) = 𝑋(𝑥)𝑇(𝑡) ⇒ 𝑢𝑥 = 𝑋 ′ 𝑇, 𝑢𝑥𝑥 = 𝑋 ′′ 𝑇, 𝑢𝑡 = 𝑋𝑇′
𝑋′′ 𝑇′
𝑂𝑛 𝑠𝑢𝑏𝑡𝑛, 𝑋 ′′ 𝑇 = 𝑋𝑇 ′ 𝑜𝑛 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑖𝑛𝑔 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠, = 𝑘 = 𝑎𝑐𝑜𝑛𝑡𝑎𝑛𝑡(𝜆)
𝑋 𝑇
𝑋′′
𝑡𝑎𝑘𝑖𝑛𝑔 =𝜆
𝑋
𝑋′′ 𝑇′
𝑪𝒂𝒔𝒆 𝒊, 𝝀 = 𝟎, = 0, 𝑋 ′′ = 0, 𝑋 ′ = 𝐴, 𝑋(𝑥) = 𝐴𝑥 + 𝐵 𝑎𝑛𝑑 𝑘 = 0, ⇒ 𝑇(𝑡)
𝑋 𝑇
= 𝐶 𝑡ℎ𝑢𝑠 𝑢(𝑥, 𝑡) = 𝐴𝐶𝑥 + 𝐵𝐷 = 𝑎𝑥 + 𝑏
𝒄𝒂𝒔𝒆 𝒊𝒊, 𝒏𝒆𝒈𝒂𝒕𝒊𝒗𝒆 𝒄𝒐𝒏𝒔𝒕𝒂𝒏𝒕 𝒔𝒂𝒚 𝝀 = −𝜶𝟐

𝑋′′
= −α2 , ⇒ X ′′ + α2 X = 0, Auxillary eqn m2 + α2 = 0 and auxillary roots are, r1
𝑋
= iα and r2 = −iα
𝑡ℎ𝑖𝑠 𝑔𝑖𝑣𝑒𝑠 𝑋(𝑥) = 𝐴𝑐𝑜𝑠𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒𝛼𝑥
′
𝑇 2 ′ 2
T α2 t −α2 t
𝐴𝑙𝑠𝑜 𝑘 = −α , ⇒ T = −α ⇒ solving gives InT(t) = − + D, thus T(t) = Ce k
𝑇 k k

34
−α2 t
𝒉𝒆𝒏𝒄𝒆 𝒕𝒉𝒆 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒊𝒔 𝒖(𝒙, 𝒕) = Ce k (𝐴𝑐𝑜𝑠𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒𝛼𝑥) = u(x, t)
−α2 t
=e k (𝑎𝑐𝑜𝑠𝛼𝑥 + 𝑏𝑠𝑖𝑛𝑒𝛼𝑥)
𝒄𝒂𝒔𝒆 𝒊𝒊𝒊 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆 𝒄𝒐𝒏𝒔𝒕𝒂𝒏𝒕 𝝀 = 𝜶𝟐

𝑋′′
= α2 , ⇒ X ′′ − α2 X = 0, Auxillary eqn m2 − α2 = 0 and auxillary roots are, r1 = α and r2
𝑋
= −α
𝑡ℎ𝑖𝑠 𝑔𝑖𝑣𝑒𝑠 𝑋(𝑥) = 𝐴𝑒 𝛼𝑥 + 𝐵𝑒 −𝛼𝑥
𝑇′ 2 ′ 2
T α2 t α2 t
𝐴𝑙𝑠𝑜 𝑘 = α , ⇒ T = α ⇒ solving gives InT(t) = + D, thus T(t) = Ce k
𝑇 k k
α2 t
𝒉𝒆𝒏𝒄𝒆 𝒕𝒉𝒆 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒊𝒔 𝒖(𝒙, 𝒕) = Ce k (𝐴𝑒 𝛼𝑥 + 𝐵𝑒 −𝛼𝑥 ) = u(x, t)
α2 t
=e k (𝑎𝑒 𝛼𝑥 + 𝑏𝑒 −𝛼𝑥 )
𝒅𝟐 𝒚 𝒅𝒚
NOTE: 𝑭𝒐𝒓 𝒂𝒏𝒚 𝒑𝒅𝒆 𝒆𝒙𝒑𝒓𝒆𝒔𝒆𝒅 𝒊𝒏 𝒇𝒐𝒓𝒎 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 =
𝟎 𝒉𝒂𝒔 𝒕𝒉𝒆 𝒂𝒖𝒙𝒊𝒍𝒍𝒂𝒓𝒚 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏 𝒊𝒔
𝒂𝒎𝟐 + 𝒃𝒎 + 𝒄 = 𝟎 𝒘𝒉𝒐𝒔𝒆 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒅𝒆𝒑𝒆𝒏𝒅𝒔 𝒐𝒏 𝒕𝒉𝒆 𝒂𝒖𝒙𝒊𝒍𝒍𝒂𝒓𝒚 𝒓𝒐𝒐𝒕𝒔,
(𝑖)𝑟𝑒𝑎𝑙 𝑎𝑛𝑑 𝑑𝑖𝑠𝑡𝑖𝑐𝑡 𝑖𝑒 𝑟1 𝑎𝑛𝑑 𝑟2 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 𝑦 = 𝐴𝑒 𝑟1 𝑥 + 𝐵𝑒 𝑟2 𝑥

(𝑖𝑖)𝑟𝑒𝑎𝑙 𝑎𝑛𝑑 𝑟𝑒𝑝𝑒𝑎𝑡𝑒𝑑 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 𝑦 = 𝐴𝑥𝑒 𝑟𝑥 + 𝐵𝑒 𝑟𝑥 = 𝑒 𝑟𝑥 (𝐴𝑥 + 𝐵)
(𝒊𝒊𝒊)𝑐𝑜𝑚𝑝𝑙𝑒𝑥 𝑟𝑜𝑜𝑡 𝑠𝑎𝑦 𝑟 = 𝛽 ± 𝑖𝛼 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 𝑦 = 𝑒 𝛽𝑥 (𝐴𝑐𝑜𝑠𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒𝛼𝑥)
Examples:
Wave Equation: Consider a flexible elastic string stretched between two points 𝑥 = 0 𝑎𝑛𝑑 𝑥 =
𝑙 with uniform tension 𝑇 and is displaced slightly from its initial position and released, with the
end points remaining fixed, then the string will vibrate. The displacement
𝑢 𝑎𝑡 𝑎𝑛𝑦 𝑡𝑖𝑚𝑒 𝑡 𝑖𝑠 𝑔𝑖𝑣𝑒𝑛 𝑎𝑠 𝑢(𝑥, 𝑡) 𝑤𝑖𝑡ℎ 𝑥 𝑏𝑒𝑖𝑛𝑔 𝑡ℎ𝑒 𝑑𝑖𝑠𝑡𝑎𝑛𝑐𝑒 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑙𝑒𝑓𝑡 − ℎ𝑎𝑛𝑑 𝑒𝑛𝑑.
1
The equation of its motion is 𝑢𝑥𝑥 = 𝑐 2 𝑢𝑡𝑡 𝑤ℎ𝑒𝑟𝑒 𝑐 2 =
𝑇
, 𝜌 𝑖𝑠 𝑚𝑎𝑠𝑠 𝑝𝑒𝑟 𝑢𝑛𝑖𝑡 𝑙𝑒𝑛𝑔𝑡ℎ 𝑜𝑓 𝑡ℎ𝑒 𝑠𝑡𝑟𝑖𝑛𝑔.
𝜌
Question.
Solve the wave equation
1
𝑢𝑥𝑥 = 2 𝑢𝑡𝑡 𝑤𝑖𝑡ℎ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑢(𝑜, 𝑡) = 𝑢(𝑙, 𝑡) = 0, 𝑡
𝑐
≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑢(𝑥, 0) = 𝑓(𝑥) 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑑𝑖𝑠𝑝𝑙𝑎𝑐𝑒𝑚𝑒𝑡, 𝑢𝑡 (𝑥, 0)
= 𝑔(𝑥)𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑣𝑒𝑙𝑜𝑐𝑖𝑡𝑦

35
Solution:
𝑙𝑒𝑡 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑢(𝑥, 𝑡) = 𝑋(𝑥)𝑇(𝑡), 𝑡ℎ𝑢𝑠 𝑢𝑥𝑥 = 𝑋 ′′ 𝑇𝑎𝑛𝑑 𝑢𝑡𝑡 = 𝑋𝑇′′
1
𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑛𝑔 𝑔𝑖𝑣𝑒𝑠 𝑋 ′′ 𝑇 = 2 𝑋𝑇 ′′ 𝑎𝑛𝑑 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑖𝑛𝑔 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
𝑐
′′
𝑋′′ 1𝑇
= 2 = 𝑎𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 (𝜆), 𝑡𝑎𝑘𝑖𝑛𝑔
𝑋 𝑐 𝑇
𝑋′′
(𝑖)𝑐𝑎𝑠𝑒 𝑖, 𝜆 = 0, ⇒ = 0 𝑠𝑜𝑙𝑣𝑖𝑛𝑔, 𝑋(𝑥) = 𝐴𝑥 + 𝐵 𝑎𝑛𝑑 𝑇(𝑡) = 𝐴𝑡 + 𝐵
𝑋
𝑋(0) = 𝐵 = 0 𝑎𝑛𝑑 𝑋(𝑙) = 𝐴𝑙 = 0 ⇒ 𝐴 = 0 𝑡ℎ𝑢𝑠 𝑡𝑟𝑖𝑣𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑢(𝑥, 𝑡) = 0
𝑋′′
(𝑖𝑖)𝑐𝑎𝑠𝑒 𝑖𝑖, 𝜆 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑠𝑎𝑦 𝜆 = −𝛼 2 , = −𝛼 2 ⇒ 𝑋(𝑥) = 𝐴𝑐𝑜𝑠 𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒 𝛼𝑥 … … . . (𝑖)
𝑋
1 𝑇′′
𝑎𝑛𝑑 2 = −𝛼 2 ⇒ 𝑇(𝑡) = 𝐷𝑐𝑜𝑠 𝑐𝛼𝑡 + 𝐸𝑠𝑖𝑛𝑒 𝑐𝛼𝑡 … … … . (𝑖𝑖)
𝑐 𝑇
From 𝑢(𝑜, 𝑡) = 0, ⇒ 𝑋(0) = 0 = 𝐴 ℎ𝑒𝑛𝑐𝑒 𝑋(𝑥) = 𝐵𝑠𝑖𝑛𝑒 𝛼𝑥 𝑎𝑛𝑑 𝑢(𝑙, 𝑡) = 0 ⇒ 𝑋(𝑙) = 0 =
𝐵𝑠𝑖𝑛𝑒 𝛼𝑙
𝑛𝜋
𝐵 = 0 𝑔𝑖𝑣𝑒𝑠 𝑡𝑟𝑖𝑣𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑡ℎ𝑢𝑠 𝑠𝑖𝑛𝑒 𝛼𝑙 = 0 𝑔𝑖𝑣𝑒𝑠 𝛼 = ℎ𝑒𝑛𝑐𝑒 𝑋(𝑥)
𝑙
𝑛𝜋𝑥
= 𝐵𝑠𝑖𝑛𝑒 … … (𝑖𝑖𝑖)
𝑙
𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
𝑎𝑛𝑑 𝑇(𝑡) = 𝐷𝑐𝑜𝑠 + 𝐸𝑠𝑖𝑛𝑒 … … … … . (𝑖𝑣)
𝑙 𝑙
𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
𝑢(𝑥, 𝑡) = 𝑠𝑖𝑛𝑒 (𝐵𝐷𝑐𝑜𝑠 + 𝐵𝐸𝑠𝑖𝑛𝑒 )
𝑙 𝑙 𝑙
∞ 𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
𝑆𝑢𝑝𝑒𝑟𝑝𝑜𝑠𝑖𝑡𝑖𝑜𝑛 𝑝𝑟𝑖𝑛𝑐𝑖𝑝𝑙𝑒, 𝑢(𝑥, 𝑡) = ∑ 𝑠𝑖𝑛𝑒 (𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛𝑒 )
𝑛=1 𝑙 𝑙 𝑙
∞ 𝑛𝜋𝑥
(𝒊) 𝑨𝒕 𝒖(𝒙. 𝟎) = 𝒇(𝒙) ⇒ 𝑓(𝑥) = ∑ 𝑎𝑛 𝑠𝑖𝑛𝑒
𝑛=1 𝑙
𝑙
2 𝑛𝜋𝑥
𝑇ℎ𝑖𝑠 𝑖𝑠 𝑎 𝑠𝑖𝑛𝑒 𝑠𝑒𝑟𝑖𝑒𝑠 𝑤𝑖𝑡ℎ 𝑎𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥
𝑙 𝑙
0
(𝒊𝒊)𝑨𝒕 𝒖𝒕 (𝒙, 𝟎) = 𝒈(𝒙). 𝐵𝑢𝑡 𝑢𝑡 (𝑥, 𝑡)
∞ 𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐 𝑛𝜋𝑐𝑡
= ∑ 𝑠𝑖𝑛𝑒 (− 𝑎𝑛 𝑠𝑖𝑛𝑒 + 𝑏𝑛 𝑐𝑜𝑠 )
𝑛=1 𝑙 𝑙 𝑙 𝑙 𝑙
∞
𝑛𝜋𝑐 𝑛𝜋𝑥
𝒖𝒕 (𝒙, 𝟎) = 𝒈(𝒙) = ∑ 𝑏𝑛 𝑠𝑖𝑛𝑒
𝑙 𝑙
𝑛=1
𝑙
𝑙 2 𝑛𝜋𝑥
𝑇ℎ𝑖𝑠 𝑖𝑠 𝑎 𝑠𝑖𝑛𝑒 𝑓𝑜𝑢𝑟𝑖𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 𝑏𝑛 = . ∫ 𝑔(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥
𝑛𝜋𝑐 𝑙 𝑙
0
𝐻𝑒𝑛𝑐𝑒 𝑢(𝑥, 𝑡) = ∑ 𝑠𝑖𝑛𝑒 (𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛𝑒 )

36
𝑙 𝑙
2 𝑛𝜋𝑥 𝑙 2 𝑛𝜋𝑥
𝑤ℎ𝑒𝑟𝑒𝑎𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥 𝑎𝑛𝑑 𝑏𝑛 = . ∫ 𝑔(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥
𝑙 𝑙 𝑛𝜋𝑐 𝑙 𝑙
0 0
(𝑖𝑖𝑖)𝑐𝑎𝑠𝑒 𝑖𝑖𝑖, 𝜆 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑠𝑎𝑦 𝜆 = 𝛼 2 , 𝑡𝑟𝑦 𝑖𝑡 𝑜𝑢𝑡 𝑝𝑙𝑖𝑧
CHAPTER SIX
LAPLACE TRANSFORMS
7.0 Introduction
The standards methods of solving second– order differential equations with constant
d2y dy
coefficients, e.g. a 2  b  cy  F ( x) , are either by substitution of an assumed solution or
dx dx
buy sing operator D methods. In either cases, the general solution is first ascertained and the
arbitrary constants evaluated by insertion of the initial conditions.
A much neater and less tedious method is by the use of Laplace transforms, in which the
solution of the differential equation is obtained largely by algebraic processes. Furthermore, the
37
initial conditions are involved from the early stage so that the determination of the particular
solution is considerably shortened.
7.1 Laplace Transforms

The Laplace transform of a function F (t ) is denoted by LF (t ) and is defined as the integral of
F (t )e  st between the limits t  0 & t  

i.e LF (t )   F (t )e  st dt
0
The constant parameter s is assumed to be positive and large enough to ensure that the product
F (t )e  st converges to zero as t   , for most common functions F (t ) .

LF (t )   F (t )e  st dt  f ( s )
0
Example 1: to find the Laplace transform of F (t )  a(cons tan t )


 e  st 
La  

 st
ae dt  a   
 a  st
e   

a
0  1  a
  s 0
0
0 s s s
Example 2: to find the Laplace transform of F (t )  e at (a cons tan t )
As with all cases, we multiply the function of t by e st and integrate between t  0 & t   .

 e ( s a )t 
Le  
at

e e dt   e
at  st

( s  a ) t
dt    
1
0  1  1
0 0
  ( s  a)  0 sa sa
Example 3: to find the Laplace transform of F (t )  sin at


 Lsin at   sin ate  st dt
0
Using Integration by Parts

Note: e j  cos   j sin 
So that sin  is the imaginary part of e j , written  (e j ) . The function sin at can be therefore
written  (e jat ) so that;
  
Lsin at  L  (e jat )    e jat .e  st dt    e  s  ja t dt
0


38

 e s  ja t  

 
       
1
0 1    1  . Rationalizing the denominator by
  s  ja  0   s  ja    s  ja 
 
 s  ja 
multiplying by s  ja  gives Lsin at    2
a
2 
 2
s  a  s  a
2
We can use the same method to determine Lcos atsince cosat is the real part of e jat , written
 s  ja 
(e j ) . Then for Lcos at   2
s
2 
 2
s  a  s  a
2
Example 4: to find the transform of F (t )  t n where n is a positive integer.
By definition Lt n    t n e  st dt

Integrating by parts,

  e  st 
Lt   t n 
n n  1
   e  st t n 1 dt   t n e  st  

n  n 1  st
s 0
t e dt.
  s
0
 0 s 0 s
Remember: we said earlier that in a product such as t n e  st , the numerical value of s is large
enough to make the product converge to zero as t  
 
 t n e  st 0  0  0  0
n 

 L t n   t n1e  st dt.
s 0
t n e  st dt except that n is replaced by n  1 .
 
Notice that 
0
t n 1e  st dt is identical to 
0
 
If I n   t n e  st dt , then I n 1   t n 1e  st dt .
0 0

Thus L t n 
n
s
I n 1 . this is a reduction formula and if we now replace n by n  1 we get
n 1
I n1  I n2 .
s
n2
If we replace n by n  1 again in this result, we have I n  2  I n 3 .
s
 n n n 1 n n 1 n  2
So I n   t n e  st dt  I n1    I n2     I n 3
0 s s s s s s
n n  1 n  2 n  2 n  n  1
So finally we have; I n      I0
s s s s s

But I 0  L t 0  L1 
1
s
nn  1n  2n  3    321 n!
In  n 1
 n1
s s

39

L tn 
n!
s n1
.
Example 5: Laplace transform of F (t )  sinh at and F (t )  coshat
Starting from the exponential definition of sinh at and coshat , i.e. sinh at 
2

1 at

e  e at and
coshat 
1 at
2

e  e at . 
F (t )  sinh at

Lsinh at   sinh at  e  st dt 
0 2 0

1  at

e  e  at  e  st dt

1  e  s  a t e  s  a t  1 1 1 

2 0

1   s  a t
e  e 
  s  a t
dt          2
a
2   s  a   s  a   0 2  s  a  s  a  s  a 2
Lsinh at  2
a
s  a2
Similarly: Lcoshat  2
s
s  a2
Note: the standard results;
h) La 
a
s
 
i) L e at 
sa
1

j) L t n  n1 .
s
n!
k) Lsin at  2
a
s  a2
l) Lcos at  2
s
s  a2
m) Lsinh at  2
a
s  a2
n) Lcoshat 
s
s  a2
2

40
MTH 3201 Differential Equations II
Example 6:
s6
3. L2 sin 3t  cos3t  2 Lsin 3t  Lcos3t  2 
3 s
 2  2
s 9 s 9 s 9
2
7s 2  6s  64
   
4. L 4e 2t  3 cosh4t  L 4e 2t  3Lcosh4t  4 
1
 3 2
s

4
 2
3s

 
s2 s  16 s  2 s  16 s  2 s 2  16
So;
 
L2 sin 3t  4 sinh 3t  .......... .......... .......... .......... ....  18 s 2  3 s 4  81
  
L 5e 4t  cosh 2t  .......... .......... .......... ......  6s 2  4s  20  s  4s 2
4
Lt    4s  6
1 3
3
 2t 2  4t  1  .............................................. 4
s  4s 2
s
Theorems
Theorem 1: the First Shift Theorem
Remember LF (t )  f ( s) .

The first shift theorem states that if LF (t )  f ( s) , then L e  at F (t )  f ( s  a) . 
 
The transform L e  at F (t ) is thus the same as LF (t ) with s replaced by s  a 
e.g. Lsin 2t  , then Le 3t sin 2t  

2 2
s 4
2
s  32  4
Similarly L t 2   2
, then Lt 2 e 4t  
2
.
s 3
s  43
Theorem 2: Multiplying by t
d
It states that, if LF (t )  f ( s) , then LtF (t ) 
 f (s)
ds
d  2 
For example; Lsin 2t  2 then Lt sin 2t 
2 4s
 2  2
s 4 ds  s  4  s  4   2
 d  s   s 2  a   s2s  s2  9
And similarly, Lt cosh3t     
ds  s 2  9  s 2  92 s 2  92
d  s 2  9  2 s s 2  27 
What if we want Lt 2 cosh 3t  Lt t cosh 3t    2 2 

ds  s  9   s 2  93
So in general if LF (t )  f ( s) , then Lt n F (t )   1
dn
n
 f ( s)
ds n
ARINAITWE NICHOLAS
Page 41
Theorem 3: Dividing by t
 F (t ) 
If LF (t )  f ( s) , then L 

  s f ( s ) ds
 t 
 F (t ) 
This rule only applies if the limit of   at t  0 , exists. In indeterminate cases, we use
 t 
l’Hopital’s rule to find out.
 sin at 
 t 
 sin at  0
First we test lim     ???
t 0
 t  0
 sin at   a cos at  a
Thus using l’Hopital’s rule lim    lim    ; the limit exists.
t 0
 t  t 0  1  1

So Lsin at  2
s a
a
 L
 sin at 
   
 a
s a
 

ds  tan 1 s a  s   tan 1 s a   tan 1 a s 
 t 
2 2 2
s 2
1  cos 2t 
 t 
1  cos 2t 
First we test whether lim   exists
t 0
 t 
1  cos 2t  1  1 0
lim     ??? Apply l’Hopital’s rule
t 0
 t  0 0
1  cos 2t   2 sin 2t  0
lim    lim     0, The limit exists.
t 0
 t  t 0  1  1
Remember L1  cos 2t   2
1 s
s s 4
 
1  cos 2t  1   s 2 
ds  ln s  ln s  4  ln  2
 1 s   1 
  s   2 
2
So L 
 t  s s  4  2  s 2   s  4  s
 s2 
When s   , ln  2   ln 1  0
 s  4
1
1  cos 2t  1  s2   s2  2
s2  4
 L    ln  2   ln  2   ln .
 t  2  s  4  s  4 s2
ARINAITWE NICHOLAS
Page 42
7.2 Inverse Transforms

Here we have the reverse process, i.e. given a Laplace transform, we have to find the function of
t to which it belongs.
a
e.g. we know that 2 is the Laplace transform of sin at , so we can now write
s  a2
 a 
L1  2 2 
 sin at , the symbol L1 indicating the inverse transform and NOT a reciprocal.
s  a 
Therefore;
a  L1  1   e 2t b  L1  4   4 c  L1  2 s   cos 5t d  L1  212   4 sinh 3t

s  2 s  s  25  s  9
 3s  1 
But what about L1  2  ? This certainly did not appear in our list of standard transforms.
s  s  6
3s  1
We need to first express 2 into simpler functions (Partial fractions).
s s6
Rules of partial fractions
8. The numerator must be of lower degree than the denominator. This is usually the case in
Laplace transforms. If it is not, then we first divide out.
9. Factorize the denominator into its prime factors. These determine the shapes of the partial
fractions.
10. A linear facto s  a  gives a partial fraction
A
where A is a constant to be determined.
sa
A B
11. A repeated factor s  a 2 gives 
s  a s  a  2
A B C
12. Similarly s  a 3 gives  
s  a s  a 2
s  a 3
 
13. A quadratic factor s 2  ps  q gives
Ps  Q
s  ps  q
2
Ps  Q Rs  T
 
2
14. Repeated quadratic factors s 2  ps  q gives 

s  ps  q s 2  ps  q
2
2
3s  1 1 2  3s  1  1  1 2 
Therefore;    L1  2 L    2t
  e  2e
3t
s s 6 s 2 s 3
2
 s  s  6   s  2 s  3 
ARINAITWE NICHOLAS
Page 43
 1  1
But what about L1  2
? we remember that L1  2   t and that by Theorem 1, if
 s  3  s 
 
LF (t )  f ( s) , then L e  at F (t )  f ( s  a)
with s replaced by s  3 i.e. a  3 .

1 1
 is like
s  3  2
s2
The ‘cover up’ rule
While we can always find A, B, C, etc., there are many cases where we can use the ‘cover up’
methods and write down the values of the constant coefficients almost on sight. However, this
method only works when the denominator of the original fraction has non-repeated, linear
factors. The following examples illustrate the method.
Example 1
9s  8
We know that F s  
A B
has partial fractions of the form  . By the ‘cover up’
s s  2  s s  2
1
rule, the constant A, that is the coefficient of, is found by temporary covering up the factor s
s
In the denominator of F s  and finding the limiting value of what remains when s (the factor
covered up) tends to zero.
1  9s  8 
Therefore A = coefficient of  lim    4 , that is A  4.
s s 0  s  2 
, is obtained by covering up the factor s  2 in the

1
Similarly, B, the coefficient of
s2
denominator of F s  and finding the limiting value. Therefore B=coefficient of
1  9s  8  9s  8 4 5
 lim    5 . That is B  4. so that   .
s  2 s 2  s  ss  2 s s  2
Example 2
s  17
F s  
A B C
  
s  1s  2s  3 s  1 s  2 s  3
 s  17  18
A: cover up s  1 in F s  and find lim    A  3
s 1 s  1s  2s  3
  6
 s  17  15
B  lim    1 B 1
s 2 s  1s  3
   3 5
 s  17  20
C  lim     2 C  2
s 3 s  1s  2
  25
ARINAITWE NICHOLAS
Page 44
s  17
F s  
1 2 3
  
s  1s  2s  3 s  2 s  3 s  1
So F t   e 2t  2e 3t  3e t
Theorem 1
The first shift theorem can be stated as follows
If F s  is the Laplace transform of f t  then F s  a  is the Laplace transform of e  at f t 
Solution of Differential Equations by Laplace Transforms

To solve a differential equation by Laplace transforms, we go through four distinct stages
e) Rewrite the equation in terms of Laplace transforms.
f) Insert the given initial conditions.
g) Rearrange the equation algebraically to give the transform of the solution.
h) Determine the inverse transform to obtain the particular solution.
We have spent some time finding the transforms of a variety of functions of t and the inverse
transforms of functions of s, i.e. we have largely covered step (a) and (d) of the above list.
However, to write a differential equation in Laplace transforms, we must obtain the transforms of
dx d 2x
the derivatives and 2 .
dt dt
7.3 Transforms of Derivatives

Let f ' t  denotes the first derivative of f t  with respect to t
f ' ' t  denote the second derivative of f t  with respect to t, etc.

Then L1  f ' t    e  st f ' t dt by definition
0
Integrating by parts
  
L1  f ' t   e  st f t  0    se  st f ' t dt

When t  , e  st
f ' t   0
Because s is positive and large enough to ensure that e  st delays faster than any possible growth
of f t  .
 L f ' t    f 0  sL f t 
Replacing f t  by f ' t  gives L f " t   s 2 F s   sf 0  f ' 0
ARINAITWE NICHOLAS
Page 45
Because  L f ' t    f 0  sL f t 

So  L f " t    f ' 0  sL f ' t    f ' 0  s f 0  sL f t 
Writing L f t   F s  as usual, we have L f ' t   sF s   f 0
L f " t   s 2 F s   sf 0  f ' 0
We can see a pattern emerging L f " ' t   s 3 F s   s 2 f 0  sf ' 0  f " 0
Alternative notation
We make the working neater by adopting the following notation.
Let x  f t  and at t  0 , we write
d 2x
i.e. f 0  x0 , i.e. f ' 0  x1 , i.e. f " 0  x2
dx
x  x0  x1  x2 etc.
dt dt 2
dnx
n
 xn i.e. f n 0  xn
dt
Also we denote the Laplace transform of x by x ,
i.e. x  Lx  L f t   F s 
so, using the ‘dot’ notation for derivatives, the previous results can be written….
Lx  x Lx  sx  x0 Lx  s 2 x  sx 0  x1 Lx  s 3 x  s 2 x0  sx1  x 2
d nx
In each case, the subscript indicates the order of the derivative, x n  the value of at t  0
dt n
Solution of first-order differential equation
Example 1
dx
Solve the equation  2 x  4 given that at t  0, x  1
dt
We go through the four stages.
Rewrite the equation in Laplace transform, using the last notion
Lx  x; Lx  sx  xo ; L4 
4
s
Then the equation becomes sx  xo   2 x 
4
s
Insert the initial condition that at t  0, x  1 i.e. xo  1
4
 sx  1  2 x 
s
Now we rearrange this to give an expression for x
ARINAITWE NICHOLAS
Page 46
s4
x
s s  2 
Finally, we take the inverse transforms to obtain x
s4 3 2
in partial fractions gives  , therefore talking inverse transforms
s s  2 s2 s
 s4  1  3 2
x  L1  L     3e 2t  2
 ss  2  s  2 s 
Solution of Second-Order Differential Equations

Example 1
d 2x dx dx
Solve the equation 2  3  3x  2e 3t , given that at t  0, x  5 and  7.
dt dt dt
We rewrite the equation in terms of its transforms, remembering that
Lx  x Lx  sx  x0 Lx  s 2 x  sx 0  x1
 
The equation becomes s 2 x  sx 0  x1  3sx  x0   2 x 
2
s 3
Insert the initial conditions. In this case x0  5 and x1  7

 s2x 
 5s  7  3sx  5  2 x 
2
s 3
5s 2  23 s  26
Rearrange to obtain x 
s  1s  2s  3
Now for partial fractions
5s  23s  26
2
A B C 4 1
x     
s  1s  2s  3 s  1 s  2 s  3 s  1 s  3
x  4et  e3t
Example 2
Solve x  5x  6x  4t , given that at t  0, x  0 & x  0 .

As usual we begin s 2 x  sx 0  x1  5sx   x0   6 x 
4
s2

x 0  0, x1  0  s 2 x  5s  6 x   4
s2
4
x
s s  2 s  3
2
ARINAITWE NICHOLAS
Page 47
The s 2 in the denominator can be awkward, so we introduce a useful trick and detach one factor
1 4  1A B C 
s outside the main expression, thus x       
s  ss  2s  3 s  s s  2 s  3
Applying the ‘cover up’ rule to the expression within in brackets
1 4 1 2 4 1 
x      
s  6 s s  2 3 s  3
1
Now we bring in the external back into the fold
s
2 1 2 4 1
x  2   
3 s ss  2 3 ss  3
And the second and third terms can be expression in simple partial fraction so that
2 1 1 1 4 1 4 1
x  2      
3 s s s  2 9 s 9 s  3
This can now be simplified into;
2 1 5 1 1 4 1
x  2     
3 s 9 s s  2  9 s  3 
2 5 5
x  t   e  2 t  e  3t
3 9 9
7.4 Simultaneous Differential Equations

Example
Solve the pair of simultaneous equations
y  x  e t
given that at t  0, x  0 & y  0
x  y  e t
We first express both equations in Laplace transforms.
s y  y 0   x  1
s 1
s x  x 0   y  1
s 1
Then we insert the initial conditions, x  0 & y  0
1 
sy  x 
s  1 
  .......... .......... .......... .......... .......... .......... .......... .......( 1)
1 
sx  y 
s  1
We now solve these for x & y by the normal algebraic method
ARINAITWE NICHOLAS
Page 48
s 2  2s  1
x
 
s  1s  1 s 2  1
1 1 1 1 s 1
In partial fractions x       2  2
2 s  1 2 s  1 s  1 s  1
1 1
x   e t  e t  cost  sin t
2 2
We now revert to equation (1) and eliminate x to obtain y and hence y, in the same way.
1 t 1 t
y e  e  cost  sin t
2 2
so the results are;
x   e t  e t   cost  sin t  sin t  cost  cosht

1
2
y  e t  e t   cost  sin t  sin t  cost  cosht
1
2
7.5 Heaviside Unit Step Function

Consider a function that maintains a zero value for all values of t up to t  c and a unit value for
t  c and all values of t  c
This function is the Heaviside unit step function and is denoted by f t   u t  c 

Where the c indicates the value of t at which the function changes from a value of 0 to a value of
1.
Thus the function
is denoted by f t   u t  4
Similary, the graph of f t   2u t  3 is
ARINAITWE NICHOLAS
Page 49
So u t  c  has just two values;

For t  c, ut  c   0; t  c, ut  c   1
Unit step at the origin
i.e. t  c, u t   0; t  c, u t   1
effect of the unit step function
Remembering the definition of u t  c  , the graph of f t   u t  2  t 2 is
For t  2, u t  2  0 u t  2  t 2  0 t  2, u t  2  1 u t  2  t 2  t 2
So the function u t  2 suppresses the function t2 for all values of t up to t = 2 and ‘switches on’
the function t2 at t = 2
Laplace transform of u t  c 

Lu t  c    e  st u t  c dt
0
ARINAITWE NICHOLAS
Page 50
0 for 0  t  c
But e  st u t  c     st
e for t  c
  e  sc
So that Lu t  c    e  st u t  c dt   e  st dt 
0 c s
Therefore, the Laplace transform of the unit step at the origin is Lu t  
1
s
Also from the definition of u(t)
L1  L1  ut  Lt  Lt  ut  L f t   L f t   ut 
Laplace transforms of ut  c   f t  c  (the second shift theorem)
Lu t  c   f t  c   e  cs L f t   e  cs F s  Because

Lu t  c   f t  c    e  st u t  c   f t  c dt
0
0 for 0  t  c
but e  st u t  c     st
e for t  c

So that Lu t  c   f t  c    e  st f t  c dt
c
We now make the substitution t  c  v so that t  c  v and dt  dv . Also for the limits, when
t  c, v  0 and when t  , v  .
 
Therefore Lu t  c   f t  c    e  s c  v  f v dv  e cs  e  sv f v dv
0 0
 
Now  e  sv f v dv has exactly the same value as  e  st f t dt which is, of course, the Laplace
0 0
transform of f t  . Therefore
Lu t  c   f t  c   e  cs LF t   e  cs F s 
 
So L u t  4   t  4   e 4 s  F s  where F s   Lt 2 
2
4 s
 2!  2e
 e 4 s  3   3
s  s
Example
e 4 s
Find the function whose transform is
s2
The numerator corresponds to e  cs where c = 4 and therefore indicates u t  4
 F s   Lt  f t   t
1
Then
s2
ARINAITWE NICHOLAS
Page 51
 e 4 s 
L1  2   u t  4  t  4
s 
Example
3 4e  s 5e 2 s
Determine the expression f t  for which L f t    2  2
s s s
We take each term in turn and find its inverse transform
3 1 
L1    3L1    3 i.e. 3u t 
s s
 4e  s 
L1  2   u t  1  4t  1
 s 
 5e 2 s 
L  2   u t  2  5t  2
1
 s 
F t   3ut   ut  1  4t  1  ut  2  5t  2
To sketch the graph of f t  we consider the values of the function within the three sections
0  t  1, 1  t  2, & 2  t
Between t  0 and t  1 , f t   3 Because, in this interval, u t   1 , but u t  1  0 & u t  2  0
In the same way, between t  1 and t  2 , f t   7  4t because in this interval u t   1 ,
ut  1  1 but ut  2  0  F t   3  4t  1  0  7  4t
Similarly, for t  2 , F t   t  3 Because for t  2 , u t   1 , u t  1  1 & u t  2  1
 F t   3  4t  1  5t  2  t  3
So, collecting the results together, we have
For 0  t  1, f t   3
1  t  2, f t   7  4t
t  1, f t   3; t  2, f t   1
2  t, f t   t  3 t  2, f t   1; t  3, f t   0
Using these facts we can sketch the graph of f t  , which is
ARINAITWE NICHOLAS
Page 52
PARTIAL DIFFERENTIAL EQUATIONS

A partial differential equation is the relationship between the dependent variable say U and two
or more independent variables say (x, y, t, …) and the partial derivatives of U with respect to
these independent variables.
The solution to such pde is 𝑼 = 𝒇(𝒙, 𝒚, 𝒕, … )

Solution to p d e s:
By method of Characteristic:
Consider a first order pde of the form 𝑎(𝑥, 𝑦)𝑢𝑥 + 𝑏(𝑥, 𝑦)𝑢𝑦 = 𝑐(𝑥, 𝑦)𝑢
If we let the solution be 𝑢 = 𝑢(𝑥, 𝑦)𝑤ℎ𝑒𝑟𝑒 𝑥 = 𝑥(𝑡), 𝑦 = 𝑦(𝑡)
ARINAITWE NICHOLAS
Page 53
𝑑𝑢 𝜕𝑢 𝑑𝑥 𝜕𝑢 𝑑𝑦 𝑑𝑢 𝑑𝑥
By partial differentiation 𝑤. 𝑟. 𝑡𝑜 𝑡 𝑔𝑖𝑣𝑒𝑠, 𝑑𝑡 = 𝜕𝑥 𝑑𝑡 + 𝜕𝑦 𝑑𝑡 . This implies that = 𝑐𝑢, 𝑑𝑡 =
𝑑𝑡
𝑑𝑦
𝑎, 𝑑𝑡 = 𝑏
𝑎(𝑥, 𝑦) 𝑏(𝑥, 𝑦) 𝑐(𝑥, 𝑦)𝑢
Example:
𝜕𝑢 𝜕𝑢
By method of characteristic solve the 𝑝𝑑𝑒 + 𝜕𝑦 = 1
𝜕𝑥
1 1 1
𝑑𝑥 𝑑𝑦 𝑑𝑦 𝑑𝑢
𝑡𝑎𝑘𝑖𝑛𝑔 = 𝑎𝑛𝑑 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑔𝑖𝑣𝑒𝑠 𝑥 = 𝑦 + 𝑐1 ⇒ 𝑥 − 𝑦 = 𝑐1 . 𝐴𝑙𝑠𝑜 = ⇒ 𝑢(𝑥, 𝑦)
1 1 1 1
= 𝑦 + 𝑐2
𝑻𝒉𝒊𝒔 𝒈𝒊𝒗𝒆𝒔 𝒕𝒉𝒆 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒂𝒔 𝒖(𝒙, 𝒚) = 𝒚 + 𝒇(𝒙 − 𝒚), 𝒘𝒉𝒆𝒓𝒆 𝒄𝟐 = 𝒇(𝒄𝟏 )
𝑴𝒆𝒕𝒉𝒐𝒅 𝒐𝒇 𝒔𝒆𝒑𝒂𝒓𝒂𝒕𝒊𝒐𝒏 𝒐𝒇 𝒗𝒂𝒓𝒊𝒂𝒃𝒍𝒆𝒔.

(ii) Solve the 𝑝𝑑𝑒 𝑢𝑥𝑥 = 𝑘𝑢𝑡
𝑙𝑒𝑡 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑢(𝑥, 𝑡) = 𝑋(𝑥)𝑇(𝑡) ⇒ 𝑢𝑥 = 𝑋 ′ 𝑇, 𝑢𝑥𝑥 = 𝑋 ′′ 𝑇, 𝑢𝑡 = 𝑋𝑇′
𝑋′′ 𝑇′
𝑂𝑛 𝑠𝑢𝑏𝑡𝑛, 𝑋 ′′ 𝑇 = 𝑋𝑇 ′ 𝑜𝑛 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑖𝑛𝑔 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠, = 𝑘 = 𝑎𝑐𝑜𝑛𝑡𝑎𝑛𝑡(𝜆)
𝑋 𝑇
𝑋′′
𝑡𝑎𝑘𝑖𝑛𝑔 =𝜆
𝑋
𝑋′′ 𝑇′
𝑪𝒂𝒔𝒆 𝒊, 𝝀 = 𝟎, = 0, 𝑋 ′′ = 0, 𝑋 ′ = 𝐴, 𝑋(𝑥) = 𝐴𝑥 + 𝐵 𝑎𝑛𝑑 𝑘 = 0, ⇒ 𝑇(𝑡) = 𝐶 𝑡ℎ𝑢𝑠 𝑢(𝑥, 𝑡)
𝑋 𝑇
= 𝐴𝐶𝑥 + 𝐵𝐷 = 𝑎𝑥 + 𝑏
𝒄𝒂𝒔𝒆 𝒊𝒊, 𝒏𝒆𝒈𝒂𝒕𝒊𝒗𝒆 𝒄𝒐𝒏𝒔𝒕𝒂𝒏𝒕 𝒔𝒂𝒚 𝝀 = −𝜶𝟐

𝑋′′
= −α2 , ⇒ X ′′ + α2 X = 0, Auxillary eqn m2 + α2 = 0 and auxillary roots are, r1
𝑋
= iα and r2 = −iα
𝑡ℎ𝑖𝑠 𝑔𝑖𝑣𝑒𝑠 𝑋(𝑥) = 𝐴𝑐𝑜𝑠𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒𝛼𝑥
′
𝑇 2 ′ 2
T α2 t −α2 t
𝐴𝑙𝑠𝑜 𝑘 = −α , ⇒ T = −α ⇒ solving gives InT(t) = − + D, thus T(t) = Ce k
𝑇 k k
−α2 t
𝒉𝒆𝒏𝒄𝒆 𝒕𝒉𝒆 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒊𝒔 𝒖(𝒙, 𝒕) = Ce k (𝐴𝑐𝑜𝑠𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒𝛼𝑥) = u(x, t)
−α2 t
=e k (𝑎𝑐𝑜𝑠𝛼𝑥 + 𝑏𝑠𝑖𝑛𝑒𝛼𝑥)
𝒄𝒂𝒔𝒆 𝒊𝒊𝒊 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆 𝒄𝒐𝒏𝒔𝒕𝒂𝒏𝒕 𝝀 = 𝜶𝟐

ARINAITWE NICHOLAS
Page 54
𝑋′′
= α2 , ⇒ X ′′ − α2 X = 0, Auxillary eqn m2 − α2 = 0 and auxillary roots are, r1 = α and r2
𝑋
= −α
𝑡ℎ𝑖𝑠 𝑔𝑖𝑣𝑒𝑠 𝑋(𝑥) = 𝐴𝑒 𝛼𝑥 + 𝐵𝑒 −𝛼𝑥
𝑇′ T α2 t α2 t
𝐴𝑙𝑠𝑜 𝑘 = α2 , ⇒ T ′ = α2 ⇒ solving gives InT(t) = + D, thus T(t) = Ce k
𝑇 k k
α2 t
𝒉𝒆𝒏𝒄𝒆 𝒕𝒉𝒆 𝒈𝒆𝒏𝒆𝒓𝒂𝒍 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒊𝒔 𝒖(𝒙, 𝒕) = Ce k (𝐴𝑒 𝛼𝑥 + 𝐵𝑒 −𝛼𝑥 ) = u(x, t)
α2 t
=e k (𝑎𝑒 𝛼𝑥 + 𝑏𝑒 −𝛼𝑥 )
𝒅𝟐 𝒚 𝒅𝒚
NOTE: 𝑭𝒐𝒓 𝒂𝒏𝒚 𝒑𝒅𝒆 𝒆𝒙𝒑𝒓𝒆𝒔𝒆𝒅 𝒊𝒏 𝒇𝒐𝒓𝒎 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 =
𝟎 𝒉𝒂𝒔 𝒕𝒉𝒆 𝒂𝒖𝒙𝒊𝒍𝒍𝒂𝒓𝒚 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏 𝒊𝒔
𝒂𝒎𝟐 + 𝒃𝒎 + 𝒄 = 𝟎 𝒘𝒉𝒐𝒔𝒆 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒅𝒆𝒑𝒆𝒏𝒅𝒔 𝒐𝒏 𝒕𝒉𝒆 𝒂𝒖𝒙𝒊𝒍𝒍𝒂𝒓𝒚 𝒓𝒐𝒐𝒕𝒔,
(𝑖)𝑟𝑒𝑎𝑙 𝑎𝑛𝑑 𝑑𝑖𝑠𝑡𝑖𝑐𝑡 𝑖𝑒 𝑟1 𝑎𝑛𝑑 𝑟2 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 𝑦 = 𝐴𝑒 𝑟1 𝑥 + 𝐵𝑒 𝑟2 𝑥

(𝑖𝑖)𝑟𝑒𝑎𝑙 𝑎𝑛𝑑 𝑟𝑒𝑝𝑒𝑎𝑡𝑒𝑑 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 𝑦 = 𝐴𝑥𝑒 𝑟𝑥 + 𝐵𝑒 𝑟𝑥 = 𝑒 𝑟𝑥 (𝐴𝑥 + 𝐵)
(𝒊𝒊𝒊)𝑐𝑜𝑚𝑝𝑙𝑒𝑥 𝑟𝑜𝑜𝑡 𝑠𝑎𝑦 𝑟 = 𝛽 ± 𝑖𝛼 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 𝑦 = 𝑒 𝛽𝑥 (𝐴𝑐𝑜𝑠𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒𝛼𝑥)
Examples:
Wave Equation: Consider a flexible elastic string stretched between two points 𝑥 = 0 𝑎𝑛𝑑 𝑥 =
𝑙 with uniform tension 𝑇 and is displaced slightly from its initial position and released, with the
end points remaining fixed, then the string will vibrate. The displacement
𝑢 𝑎𝑡 𝑎𝑛𝑦 𝑡𝑖𝑚𝑒 𝑡 𝑖𝑠 𝑔𝑖𝑣𝑒𝑛 𝑎𝑠 𝑢(𝑥, 𝑡) 𝑤𝑖𝑡ℎ 𝑥 𝑏𝑒𝑖𝑛𝑔 𝑡ℎ𝑒 𝑑𝑖𝑠𝑡𝑎𝑛𝑐𝑒 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑙𝑒𝑓𝑡 − ℎ𝑎𝑛𝑑 𝑒𝑛𝑑.
1
The equation of its motion is 𝑢𝑥𝑥 = 𝑐 2 𝑢𝑡𝑡 𝑤ℎ𝑒𝑟𝑒 𝑐 2 =
𝑇
, 𝜌 𝑖𝑠 𝑚𝑎𝑠𝑠 𝑝𝑒𝑟 𝑢𝑛𝑖𝑡 𝑙𝑒𝑛𝑔𝑡ℎ 𝑜𝑓 𝑡ℎ𝑒 𝑠𝑡𝑟𝑖𝑛𝑔.
𝜌
Question
Solve the wave equation
1
𝑢𝑥𝑥 = 2 𝑢𝑡𝑡 𝑤𝑖𝑡ℎ 𝑏𝑜𝑢𝑛𝑑𝑎𝑟𝑦 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑢(𝑜, 𝑡) = 𝑢(𝑙, 𝑡) = 0, 𝑡
𝑐
≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑢(𝑥, 0) = 𝑓(𝑥) 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑑𝑖𝑠𝑝𝑙𝑎𝑐𝑒𝑚𝑒𝑡, 𝑢𝑡 (𝑥, 0)
= 𝑔(𝑥)𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑣𝑒𝑙𝑜𝑐𝑖𝑡𝑦
Solution:
𝑙𝑒𝑡 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑢(𝑥, 𝑡) = 𝑋(𝑥)𝑇(𝑡), 𝑡ℎ𝑢𝑠 𝑢𝑥𝑥 = 𝑋 ′′ 𝑇𝑎𝑛𝑑 𝑢𝑡𝑡 = 𝑋𝑇′′
ARINAITWE NICHOLAS
Page 55
1
𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑛𝑔 𝑔𝑖𝑣𝑒𝑠 𝑋 ′′ 𝑇 = 𝑋𝑇 ′′ 𝑎𝑛𝑑 𝑠𝑒𝑝𝑎𝑟𝑎𝑡𝑖𝑛𝑔 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
𝑐2
𝑋′′ 1 𝑇 ′′
= 2 = 𝑎𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 (𝜆), 𝑡𝑎𝑘𝑖𝑛𝑔
𝑋 𝑐 𝑇
𝑋′′
(𝑖)𝑐𝑎𝑠𝑒 𝑖, 𝜆 = 0, ⇒ = 0 𝑠𝑜𝑙𝑣𝑖𝑛𝑔, 𝑋(𝑥) = 𝐴𝑥 + 𝐵 𝑎𝑛𝑑 𝑇(𝑡) = 𝐴𝑡 + 𝐵
𝑋
𝑋(0) = 𝐵 = 0 𝑎𝑛𝑑 𝑋(𝑙) = 𝐴𝑙 = 0 ⇒ 𝐴 = 0 𝑡ℎ𝑢𝑠 𝑡𝑟𝑖𝑣𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑢(𝑥, 𝑡) = 0
𝑋′′
(𝑖𝑖)𝑐𝑎𝑠𝑒 𝑖𝑖, 𝜆 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑠𝑎𝑦 𝜆 = −𝛼 2 , = −𝛼 2 ⇒ 𝑋(𝑥) = 𝐴𝑐𝑜𝑠 𝛼𝑥 + 𝐵𝑠𝑖𝑛𝑒 𝛼𝑥 … … . . (𝑖)
𝑋
1 𝑇′′
𝑎𝑛𝑑 2 = −𝛼 2 ⇒ 𝑇(𝑡) = 𝐷𝑐𝑜𝑠 𝑐𝛼𝑡 + 𝐸𝑠𝑖𝑛𝑒 𝑐𝛼𝑡 … … … . (𝑖𝑖)
𝑐 𝑇
From 𝑢(𝑜, 𝑡) = 0, ⇒ 𝑋(0) = 0 = 𝐴 ℎ𝑒𝑛𝑐𝑒 𝑋(𝑥) = 𝐵𝑠𝑖𝑛𝑒 𝛼𝑥 𝑎𝑛𝑑 𝑢(𝑙, 𝑡) = 0 ⇒ 𝑋(𝑙) = 0 =
𝐵𝑠𝑖𝑛𝑒 𝛼𝑙
𝑛𝜋
𝐵 = 0 𝑔𝑖𝑣𝑒𝑠 𝑡𝑟𝑖𝑣𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑡ℎ𝑢𝑠 𝑠𝑖𝑛𝑒 𝛼𝑙 = 0 𝑔𝑖𝑣𝑒𝑠 𝛼 = ℎ𝑒𝑛𝑐𝑒 𝑋(𝑥)
𝑙
𝑛𝜋𝑥
= 𝐵𝑠𝑖𝑛𝑒 … … (𝑖𝑖𝑖)
𝑙
𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
𝑎𝑛𝑑 𝑇(𝑡) = 𝐷𝑐𝑜𝑠 + 𝐸𝑠𝑖𝑛𝑒 … … … … . (𝑖𝑣)
𝑙 𝑙
𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
𝑢(𝑥, 𝑡) = 𝑠𝑖𝑛𝑒 (𝐵𝐷𝑐𝑜𝑠 + 𝐵𝐸𝑠𝑖𝑛𝑒 )
𝑙 𝑙 𝑙
𝑆𝑢𝑝𝑒𝑟𝑝𝑜𝑠𝑖𝑡𝑖𝑜𝑛 𝑝𝑟𝑖𝑛𝑐𝑖𝑝𝑙𝑒, 𝑢(𝑥, 𝑡) = ∑ 𝑠𝑖𝑛𝑒 (𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛𝑒 )
∞ 𝑛𝜋𝑥
(𝒊) 𝑨𝒕 𝒖(𝒙. 𝟎) = 𝒇(𝒙) ⇒ 𝑓(𝑥) = ∑ 𝑎𝑛 𝑠𝑖𝑛𝑒
𝑛=1 𝑙
𝑙
2 𝑛𝜋𝑥
𝑇ℎ𝑖𝑠 𝑖𝑠 𝑎 𝑠𝑖𝑛𝑒 𝑠𝑒𝑟𝑖𝑒𝑠 𝑤𝑖𝑡ℎ 𝑎𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥
𝑙 𝑙
0
(𝒊𝒊)𝑨𝒕 𝒖𝒕 (𝒙, 𝟎) = 𝒈(𝒙). 𝐵𝑢𝑡 𝑢𝑡 (𝑥, 𝑡)
∞ 𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐 𝑛𝜋𝑐𝑡
= ∑ 𝑠𝑖𝑛𝑒 (− 𝑎𝑛 𝑠𝑖𝑛𝑒 + 𝑏𝑛 𝑐𝑜𝑠 )
𝑛=1 𝑙 𝑙 𝑙 𝑙 𝑙
∞
𝑛𝜋𝑐 𝑛𝜋𝑥
𝒖𝒕 (𝒙, 𝟎) = 𝒈(𝒙) = ∑ 𝑏𝑛 𝑠𝑖𝑛𝑒
𝑙 𝑙
𝑛=1
𝑙
𝑙 2 𝑛𝜋𝑥
𝑇ℎ𝑖𝑠 𝑖𝑠 𝑎 𝑠𝑖𝑛𝑒 𝑓𝑜𝑢𝑟𝑖𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 𝑏𝑛 = . ∫ 𝑔(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥
𝑛𝜋𝑐 𝑙 𝑙
0
∞𝑛𝜋𝑥 𝑛𝜋𝑐𝑡 𝑛𝜋𝑐𝑡
𝐻𝑒𝑛𝑐𝑒 𝑢(𝑥, 𝑡) = ∑ 𝑠𝑖𝑛𝑒 (𝑎𝑛 𝑐𝑜𝑠 + 𝑏𝑛 𝑠𝑖𝑛𝑒 )
𝑙 𝑙
2 𝑛𝜋𝑥 𝑙 2 𝑛𝜋𝑥
𝑤ℎ𝑒𝑟𝑒𝑎𝑛 = ∫ 𝑓(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥 𝑎𝑛𝑑 𝑏𝑛 = . ∫ 𝑔(𝑥)𝑠𝑖𝑛𝑒 𝑑𝑥
𝑙 𝑙 𝑛𝜋𝑐 𝑙 𝑙
0 0
ARINAITWE NICHOLAS
Page 56
(𝑖𝑖𝑖)𝑐𝑎𝑠𝑒 𝑖𝑖𝑖, 𝜆 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑠𝑎𝑦 𝜆 = 𝛼 2 , 𝑡𝑟𝑦 𝑖𝑡 𝑜𝑢𝑡 𝑝𝑙𝑖𝑧
ARINAITWE NICHOLAS
Page 57

Tcem 2101 Laplace

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Tcem 2101 Laplace

Uploaded by

Copyright:

Available Formats

TCEM 2101 LAPLACE TRANSFORMS

“ The Beauty and Joy of Mathematics……”

CHAPTER ONE: ............................................................................................................................ 3

1.1 Laplace transforms

Example 1: to find the Laplace transform of F (t )  a(cons tan t )

Example 2: to find the Laplace transform of F (t )  e at (a cons tan t )

Example 3: to find the Laplace transform of F (t )  sin at

Using integration by parts

Note: e j  cos   j sin 

Example 4: to find the transform of F (t )  t n where n is a positive integer.

t n e  st dt except that n is replaced by n  1 .

nn  1n  2n  3    321 n!

Example 5: Laplace transform of F (t )  sinh at and F (t )  coshat

Note: the standard results;

Theorem 1: the First Shift Theorem

e.g. Lsin 2t  , then Le 3t sin 2t  

So in general if LF (t )  f ( s) , then Lt n F (t )   1

The theorem can therefore be applied.

© TCEM 2101 Laplace Transforms/Arinaitwe Nicholas

The theorem can therefore be applied.

Remember L1  cos 2t 

1.2 Inverse Transforms

Rules of partial fractions

© TCEM 2101 Laplace Transforms/Arinaitwe Nicholas

with s replaced by s  3 i.e. a  3 .

The ‘cover up’ rule

, is obtained by covering up the factor s  2 in the

The first shift theorem can be stated as follows

If F s  is the Laplace transform of f t  then F s  a  is the Laplace transform of e  at f t 

Solution of differential equations by Laplace transforms

To solve a differential equation by Laplace transforms, we go through four distinct stages

a) Rewrite the equation in terms of Laplace transforms.

d) Determine the inverse transform to obtain the particular solution.

2.2 Transforms of Derivatives

f ' ' t  Denote the second derivative of f t  with respect to t, etc.

 L f ' t    f 0  sL f t 

Replacing f t  by f ' t  gives L f " t   s 2 F s   sf 0  f ' 0

Because  L f ' t    f 0  sL f t 

Writing L f t   F s  as usual, we have L f ' t   sF s   f 0

L f " t   s 2 F s   sf 0  f ' 0

© TCEM 2101 Laplace Transforms/Arinaitwe Nicholas

We make the working neater by adopting the following notation.

Let x  f t  and at t  0 , we write

Also we denote the Laplace transform of x by x ,

Lx  x Lx  sx  x0 Lx  s 2 x  sx 0  x1 Lx  s 3 x  s 2 x0  sx1  x 2

Solution of first-order differential equation

We go through the four stages.

Rewrite the equation in Laplace transform, using the last notion

Lx  x; Lx  sx  xo ; L4 

Then the equation becomes sx  xo   2 x 

Insert the initial condition that at t  0, x  1 i.e. xo  1

Now we rearrange this to give an expression for x

Finally, we take the inverse transforms to obtain x

Solution of Second-Order Differential Equations

We rewrite the equation in terms of its transforms, remembering that

Lx  x Lx  sx  x0 Lx  s 2 x  sx 0  x1

Insert the initial conditions. In this case x0  5 and x1  7

© TCEM 2101 Laplace Transforms/Arinaitwe Nicholas

Solve x  5x  6x  4t , given that at t  0, x  0 & x  0 .

Applying the ‘cover up’ rule to the expression within in brackets

Which can now be simplified into;

© TCEM 2101 Laplace Transforms/Arinaitwe Nicholas

Simultaneous differential equations