ME 221: Advanced Engineering Mathematics for ME

NOTES

Transforms of Derivatives & Integrals. ODEs

Laplace Transforms of Derivatives

L (𝑓 ′) = 𝑠L (𝑓 ) − 𝑓(0)
L (𝑓") = 𝑠 2 L (𝑓 ) − 𝑠𝑓 (0) − 𝑓′(0)
L (𝑓′′′) = 𝑠 3 L (𝑓 ) − 𝑠 2 𝑓 (0) − 𝑠𝑓 ′(0) − 𝑓"(0)
L (𝑓 𝐼𝑉 ) = 𝑠 4 L (𝑓 ) − 𝑠 3 𝑓 (0) − 𝑠 2 𝑓 ′(0) − 𝑠𝑓"(0) − 𝑓′′′(0)

L (𝒇𝒏 ) = 𝒔𝒏 L (𝒇) − 𝒔𝒏−𝟏 𝒇(𝟎) − 𝒔𝒏−𝟐 𝒇′ (𝟎) − ⋯ − 𝒇𝒏−𝟏 (𝟎)

Example:

1) Find the L (𝑓 𝐼𝑉 ), if 𝑓(𝑡) = cos 4𝑡.

Steps Remarks
I 𝐼𝑉 ) 4 3 2 ′( Set-up the Transform.
L (𝑓 = 𝑠 L (𝑓 ) − 𝑠 𝑓 (0) − 𝑠 𝑓 0) − 𝑠𝑓"(0) − 𝑓′′′(0)

II
𝑓 (𝑡) = cos 4𝑡 𝑓 (0) = 1 Create a Table of Values
𝑠 𝑠 for the needed values in
L (𝑓 ) = 2 =
𝑠 + 42 𝑠 2 + 16 the Laplace Transform
′( ) 𝑓′(0) = 0 set-up as derived in Step
𝑓 𝑡 = −4 sin 4𝑡
𝑓 ′′ (𝑡) = −16 cos 4𝑡 𝑓 ′′ (0) = −16 I.
𝑓 ′′′ (𝑡) = 64 sin 4𝑡 𝑓′′′(0) = 0
𝑓 𝐼𝑉 (𝑡) = 256 cos 4𝑡

III 𝑠 Substitute the values

L (𝑓 𝐼𝑉 ) = 𝑠 4 ( 2 ) − 𝑠 3 (1) − 𝑠 2 (0) − 𝑠(−16) − (0)
𝑠 + 16 derived from the Table
in Step II to the
Transform set-up in Step
𝑠5 I. Then, simplify.
L (𝑓 𝐼𝑉 ) = − 𝑠 3 + 16𝑠
𝑠 2 + 16

256𝑠 𝑠
L (𝑓 𝐼𝑉 ) = = 256 ( 2 )
𝑠2+ 16 𝑠 + 16

IV L (𝑓 𝐼𝑉 ) = L (𝑓 𝐼𝑉 (𝑡)) = L (256 cos 4𝑡 ) Check your answer.

𝑠
L (256 cos 4𝑡 ) = 256L (cos 4𝑡 ) = 256 ( )
𝑠2 + 16

Test your understanding:

Find the L (𝑓 ′′′ ), if 𝑓(𝑡) = cos 𝜔𝑡

𝝎𝟒
Answer: L (𝝎𝟑 𝒔𝒊𝒏 𝝎𝒕) =
𝒔𝟐 +𝝎𝟐

Prepared by:

Engr. Reymart Jay G. Adaya

Faculty, College of Engineering
University of Southern Mindanao- Kidapawan City Campus
 ME 221: Advanced Engineering Mathematics for ME
NOTES

Laplace Transform of the Integral of a Function

𝒕
𝟏
L {∫ 𝒇(𝝉)𝒅𝝉} = 𝑭(𝒔)
𝟎 𝒔

Thus,

𝒕
𝟏
∫ 𝒇(𝝉)𝒅𝝉 = L −𝟏 { 𝑭(𝒔)}
𝟎 𝒔

Example:

1
1) Find the inverse of .
𝑠(𝑠 2 +𝜔2 )

Solution:

−1 1 −1 1 1
L { }=L { • 2 }
𝑠(𝑠2 + 𝜔2 ) 𝑠 𝑠 + 𝜔2

Following the format of the Laplace Transform of the Integral of a Function, in

this case,

1
𝐹(𝑠) =
𝑠2 + 𝜔2

Thus,

𝜔
1 1 𝜔 1
{ 2 𝜔 2} = L
−1 −1 −1
𝑓(𝜏) = L { 2 }=L { 2 } = sin 𝜔𝑡
𝑠 + 𝜔2 𝑠 +𝜔 𝜔 𝑠 +𝜔 2 𝜔

In this sense,

𝑡 𝑡
−1 {
1 −1 1 1 1
L 𝐹 (𝑠)} = L { • } = ∫ 𝑓 (𝜏)𝑑𝜏 = ∫ sin 𝜔𝑡 𝑑𝜏
𝑠 𝑠 𝑠2 + 𝜔 2
0 0 𝜔

𝑡
1
= ∫ sin 𝜔𝑡 𝑑𝜏
𝜔 0

𝑡
1
= (− cos 𝜔𝑡)|
𝜔2
0

1
=− (cos 𝜔𝑡 − cos 0)
𝜔2

𝟏
= (𝟏 − 𝐜𝐨𝐬 𝝎𝒕)
𝝎𝟐

Test your understanding:

1
Given the information in Prob. 1, find the inverse of .
𝑠 2 (𝑠 2 +𝜔2 )

𝒕 𝒔𝒊𝒏 𝝎𝒕
Answer: −
𝝎𝟐 𝝎𝟑

Prepared by:

Engr. Reymart Jay G. Adaya

Faculty, College of Engineering
University of Southern Mindanao- Kidapawan City Campus
 ME 221: Advanced Engineering Mathematics for ME
NOTES

Solving ODEs using Laplace Transforms

Example:

Find 𝑦(𝑡) for the initial value problem,

𝑦" − 𝑦 = 𝑡 , 𝑦(0) = 1 , 𝑦′(0) = 1

Steps Remarks

L (𝑦") = 𝑠 2 L (𝑦) − 𝑠𝑦(0) − 𝑦′(0) Set-up the Laplace

L (𝑦 ) Transforms of the parameters
I
1 in the ODE.
L (𝑡) = 2
𝑠

𝑦" − 𝑦 = 𝑡 Substitute the derived

L (𝑦") − L (𝑦) = L (𝑡) transforms in Step I to the
II 1 ODE.
𝑠 2 L (𝑦) − 𝑠𝑦(0) − 𝑦′(0) − L (𝑦) =
𝑠2

1
𝑠 2 L (𝑦) − 𝑠𝑦(0) − 𝑦′(0) − L (𝑦) =
𝑠2
1 Set 𝒀 = L (𝑦) to form the
𝑠 2 𝒀 − 𝑠𝑦(0) − 𝑦 ′(0) − 𝒀 = 2 subsidiary equation. Then,
𝑠
2
1 substitute the values given as
III
𝑠 𝒀 − 𝑠(1) − 1 − 𝒀 = 2 initial conditions, and further
𝑠
simplify the equation so that
1 all the 𝒀 − 𝑡𝑒𝑟𝑚𝑠 are on one
𝑠 2𝒀 − 𝒀 = 𝑠 + 1 +
𝑠2 side, and the other non- 𝒀 −
𝑡𝑒𝑟𝑚𝑠 on the other side.
1
(𝑠 2 − 1)𝒀 = 𝑠 + 1 +
𝑠2

From Step III, simplify

1 further by obtaining the
𝑠+1+ 2
𝒀= 𝑠 value of 𝒀.
𝑠2 − 1
Note: Formally, this method is
1 also called multiplying both
𝑠+1 𝑠 2
𝒀= 2 + 2 sides of the equation by the
𝑠 −1 𝑠 −1 transfer function. The transfer
1 function is basically the
𝑠+1
𝑠 2 reciprocal of the function
𝒀= 2 + 2 alongside 𝒀.
𝑠 −1 𝑠 −1
IV
𝑠+1 1 After, the function of 𝒀
𝒀= 2 + 2 2 obtained must be intuitively
𝑠 − 1 𝑠 (𝑠 − 1)
strategic enough, following
1 1 any of the format of the
𝒀= + elementary transforms
𝑠−1 𝑠 2 (𝑠 2
− 1)
introduced earlier in this
1 1 1 chapter.
𝒀= +( − )
𝑠−1 𝑠2 −1 𝑠2
Note: This fraction was
expanded through partial
Prepared by:

Engr. Reymart Jay G. Adaya

Faculty, College of Engineering
University of Southern Mindanao- Kidapawan City Campus
 ME 221: Advanced Engineering Mathematics for ME
NOTES
1 1 1 fraction reduction—therefore,
𝒀= + − the expression in the next step.
𝑠−1 𝑠2 −1 𝑠2

−1 −1 1 1 1 Finally, obtain the required

𝑦(𝑡) = L (𝒀) = L ( + − )
𝑠−1 𝑠2 −1 𝑠2 ODE solution by getting the
inverse of the transform of 𝒀
−1
−1 1 −1 1 −1 1 or L (𝒀).
=L ( )+L ( )−L ( 2)
𝑠−1 𝑠2 −1 𝑠

𝒚(𝒕) = 𝒆𝒕 + 𝐬𝐢𝐧𝐡 𝒕 − 𝒕

Strengthen your knowledge:

Find 𝑦(𝑡) for the initial value problem,

𝑦 ′ + 5.2𝑦 = 19.4 sin 2𝑡 , 𝑦(0) = 0

Prepared by:

Engr. Reymart Jay G. Adaya

Faculty, College of Engineering
University of Southern Mindanao- Kidapawan City Campus