LAPLACE TRANSFORM REVIEW

LAPLACE TRANSFORM DEFINITION

LAPLACE TRANSFORM DEFINITION
LAPLACE TRANSFORM DEFINITION
Laplace Transform reduce differential equation to an
algebraic expression

Laplace Transform convert function from time domain to

laplace domain
∞
𝐹 𝑠 = ‫׬‬0 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡

Also write as:

𝐹 𝑠 = ℒ[𝑓 𝑡 ]
LAPLACE TRANSFORM REVIEW
∞
Example: 1 −𝑠𝑡 ∞ 1
𝑓 𝑡 = 𝑡 𝑛 𝑤ℎ𝑒𝑟𝑒 𝑛 > 0 = 𝑡 − 𝑒 𝑑𝑡 ቤ − න − 𝑒 −𝑠𝑡 𝑛𝑡 𝑛−1 𝑑𝑡
𝑛
𝑠 0 0 𝑠
∞ ∞
ℒ𝑡 𝑛
= න 𝑒 −𝑠𝑡 𝑡 𝑛 𝑑𝑡 1 ∞ 𝑛
= −𝑡 𝑛 . 𝑒 −𝑠𝑡 | + න 𝑒 −𝑠𝑡 𝑡 𝑛−1 𝑑𝑡
0 𝑠 0 𝑠 0

Integration by parts: ℒ 𝑡 𝑛−1

1 1
𝑢 = 𝑡𝑛 d𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡 = −∞𝑛 . 𝑒 −∞ − −0𝑛 . 𝑒 0
𝑑𝑢 = 𝑛𝑡 𝑛−1 𝑑𝑡 𝑠 𝑠
𝑣 = න 𝑒 −𝑠𝑡 𝑑𝑡 =0

1
𝑣 = − 𝑒 −𝑠𝑡 𝑑𝑡 𝒏
𝒏
𝑠 𝓛𝒕 = 𝓛 𝒕𝒏−𝟏
𝒔
𝑑𝑣
න𝑢 = 𝑢𝑣 − න 𝑣𝑑𝑢 Keep Going Recursively
𝑑𝑥
LAPLACE TRANSFORM REVIEW
𝑛
𝑛 𝑛−1
𝑛(𝑛 − 1)
ℒ𝑡 = ℒ𝑡 = 2 ℒ 𝑡 𝑛−2
𝑠 𝑠
n!
ℒ 𝑡𝑛 = nℒ 1
s
n! 1
ℒ 𝑡𝑛 = n.
s 𝑠

𝐧!
𝓛 𝒕𝒏 = ;𝒔 > 𝟎
𝒔𝐧+𝟏
LAPLACE TRANSFORM REVIEW
∞
Example: −𝑠𝑡
1 ∞ 1
𝑓 𝑡 = 𝑐𝑜𝑠𝛽𝑡 𝑤ℎ𝑒𝑟𝑒 𝑛 > 0 =𝑒 𝑠𝑖𝑛𝛽𝑡 ቤ − න 𝑠𝑖𝑛𝛽𝑡 (−𝑠𝑒 −𝑠𝑡 )𝑑𝑡
𝛽 0 0 𝛽
∞
ℒ 𝑐𝑜𝑠𝛽𝑡 = න 𝑒 −𝑠𝑡 𝑐𝑜𝑠𝛽𝑡𝑑𝑡
0 1 −∞ 1 0 s ∞ −𝑠𝑡
= 𝑒 𝑠𝑖𝑛∞ − 𝑒 𝑠𝑖𝑛0 + න 𝑒 𝑠𝑖𝑛𝛽𝑡𝑑𝑡
𝛽 𝛽 β 0
Integration by part: s ∞
= 0 − 0 + න 𝑒 −𝑠𝑡 𝑠𝑖𝑛𝛽𝑡𝑑𝑡
𝑢 = 𝑒 −𝑠𝑡 d𝑣 = 𝑐𝑜𝑠𝛽𝑡𝑑𝑡 β 0
𝑑𝑢 = −𝑠𝑒 −𝑠𝑡 𝑑𝑡
𝑣 = න 𝑐𝑜𝑠𝛽𝑡𝑑𝑡 ℒ 𝑠𝑖𝑛𝛽𝑡

1
𝑣= 𝑠𝑖𝑛𝛽𝑡 𝒔 ∞ −𝒔𝒕
𝛽 𝓛 𝒄𝒐𝒔𝜷𝒕 = න 𝒆 𝒔𝒊𝒏𝜷𝒕𝒅𝒕
𝜷 𝟎
𝑑𝑣 𝒔
න𝑢 = 𝑢𝑣 − න 𝑣𝑑𝑢 𝓛 𝒄𝒐𝒔𝜷𝒕 = 𝓛 𝒔𝒊𝒏𝜷𝒕
𝑑𝑥 𝜷
Let’s evaluate ℒ 𝑠𝑖𝑛𝛽𝑡
LAPLACE TRANSFORM REVIEW
∞
Example: −𝑠𝑡
1 ∞ 1
= −𝑒 𝑐𝑜𝑠𝛽𝑡 ቤ − න − 𝑐𝑜𝑠𝛽𝑡 (−𝑠𝑒 −𝑠𝑡 )𝑑𝑡
𝑓 𝑡 = 𝑠𝑖𝑛𝛽𝑡 𝑤ℎ𝑒𝑟𝑒 𝑛 > 0 𝛽 0 0 𝛽
∞
ℒ 𝑠𝑖𝑛𝛽𝑡 = න 𝑒 −𝑠𝑡 𝑠𝑖𝑛𝛽𝑡𝑑𝑡 1 −∞ 1 0 s ∞ −𝑠𝑡
0 = − 𝑒 𝑐𝑜𝑠∞ − − 𝑒 𝑐𝑜𝑠0 − න 𝑒 𝑐𝑜𝑠𝛽𝑡𝑑𝑡
𝛽 𝛽 β 0
∞
Integration by part: 1 s
= 0 + − න 𝑒 −𝑠𝑡 𝑐𝑜𝑠𝛽𝑡𝑑𝑡
β β 0
𝑢 = 𝑒 −𝑠𝑡 d𝑣 = 𝑠𝑖𝑛𝛽𝑡𝑑𝑡
𝑑𝑢 = −𝑠𝑒 −𝑠𝑡 𝑑𝑡
𝑣 = න 𝑠𝑖𝑛𝛽𝑡𝑑𝑡 ℒ 𝑐𝑜𝑠𝛽𝑡
1 𝑠
1 ℒ 𝑠𝑖𝑛𝛽𝑡 = − ℒ 𝑐𝑜𝑠𝛽𝑡
𝑣 = − 𝑐𝑜𝑠𝛽𝑡 𝛽 𝛽
𝛽
Back to laplace transform of 𝑐𝑜𝑠𝛽𝑡:
𝒔
𝑑𝑣 𝓛 𝒄𝒐𝒔𝜷𝒕 = 𝓛 𝒔𝒊𝒏𝜷𝒕
න𝑢 = 𝑢𝑣 − න 𝑣𝑑𝑢 𝜷
𝑑𝑥
𝒔 𝟏 𝒔
𝓛 𝒄𝒐𝒔𝜷𝒕 = − 𝓛 𝒄𝒐𝒔𝜷𝒕
𝜷 𝜷 𝜷
LAPLACE TRANSFORM REVIEW
𝑠 𝑠2 𝑠
ℒ 𝑐𝑜𝑠𝛽𝑡 = 𝛽 ℒ 𝑠𝑖𝑛𝛽𝑡
ℒ 𝑐𝑜𝑠𝛽𝑡 = 2 − 2 ℒ 𝑐𝑜𝑠𝛽𝑡
𝛽 𝛽 𝑠 s
𝑠2 𝑠 = ℒ 𝑠𝑖𝑛𝛽𝑡
ℒ 𝑐𝑜𝑠𝛽𝑡 + 2 ℒ 𝑐𝑜𝑠𝛽𝑡 = 2 𝛽2 + 𝑠2 β
𝛽 𝛽 𝜷
s2 𝑠 𝓛 𝒔𝒊𝒏𝜷𝒕 = 𝟐 ;𝒔 > 𝟎
ℒ 𝑐𝑜𝑠𝛽𝑡 1+ 2 = 2 𝒔 + 𝜷𝟐
β 𝛽
𝑠
𝛽2
ℒ 𝑐𝑜𝑠𝛽𝑡 =
𝑠2
1+ 2
𝛽
𝒔
𝓛 𝒄𝒐𝒔𝜷𝒕 = 𝟐 ;𝐬 > 𝟎
𝜷 + 𝒔𝟐
LAPLACE TRANSFORM AND INVERSES
Laplace Transform defined as:
𝐹 𝑠 = ℒ[𝑓 𝑡 ]
Inverse Laplace Transform defined as:
𝑓(𝑡) = ℒ −1 [𝑓 𝑡 ]
Laplace Transform is Linear:
ℒ 𝐶1 𝑓1 𝑡 + 𝐶2 𝑓2 𝑡 = 𝐶1 ℒ 𝑓1 𝑡 + 𝐶2 ℒ[𝑓2 𝑡 ]
Inverse Laplace Transform is Linear:
ℒ −1 𝐶1 𝐹1 𝑠 + 𝐶2 𝐹2 𝑠 = 𝐶1 ℒ −1 𝐹1 𝑠 + 𝐶2 ℒ −1 [𝐹2 𝑠 ]
LAPLACE TRANSFORM
TIME LAPLACE TIME LAPLACE
FUNCTION FUNCTION
DOMAIN DOMAIN DOMAIN DOMAIN
𝑠
Unit Impulse 𝛿(𝑡) 1 Cosine Wave 𝑐𝑜𝑠𝛽𝑡 ;𝑠 > 0
𝑠2 + 𝛽2
1 Ramped Sine 2𝛽𝑠
Unit step 1 ;𝑠 > 0 𝑡𝑠𝑖𝑛𝛽𝑡 ;𝑠 > 0
𝑠 Wave 𝑠2 + 𝛽2 2

1 Ramped Cosine 𝑠2 − 𝛽2
Unit Ramp 𝑡 ;𝑠 > 0 𝑡𝑐𝑜𝑠𝛽𝑡 ;𝑠 > 0
𝑠2 Wave 𝑠2 + 𝛽2 2
𝑛! Polynomial 𝑛!
Polynomial 𝑡𝑛 ;𝑠 > 0 𝑒 ±𝑎𝑡 𝑡 𝑛 𝑛+1
;𝑠 > 𝑎
𝑠 𝑛+1 Exponential 𝑠∓𝑎
1 Damped Sine 𝛽
Exponential 𝑒 ±𝑎𝑡 ;𝑠 > 0 𝑒 ±𝑎𝑡 𝑠𝑖𝑛𝛽𝑡 ;𝑠 > 𝑎
𝑠∓𝑎 Wave 𝑠 ∓ 𝑎 2 + 𝛽2
𝛽 Damped Cosine 𝑠∓𝑎
Sine wave 𝑠𝑖𝑛𝛽𝑡 ;𝑠 > 0 𝑒 ±𝑎𝑡 𝑐𝑜𝑠𝛽𝑡 ;𝑠 > 𝑎
𝑠2 + 𝛽2 Wave 𝑠 ∓ 𝑎 2 + 𝛽2
LAPLACE TRANSFORM REVIEW
Practice 1: Practice 3:
𝑓 𝑡 = 𝑡4 𝑓 𝑡 = 5𝑒 2𝑡 − 𝑡 3
4! 24 ℒ 5𝑒 2𝑡 − 𝑡 3 = ℒ 5𝑒 2𝑡 − ℒ[𝑡 3 ]
𝐹 𝑠 =ℒ 𝑓 𝑡 = ℒ 𝑡4 = =
𝑠 4+1 𝑠5 1 3!
𝟐𝟒 ℒ 5𝑒 2𝑡 − 𝑡 3 = 5 − 3+1
𝑭 𝒔 = 𝑠−2 𝑠
𝒔𝟓 𝟓 𝟔
𝑭 𝒔 = − 𝟒
𝒔−𝟐 𝒔
Practice 2:
𝑓 𝑡 = 𝑠𝑖𝑛2𝑡 Practice 4:
2
ℒ 𝑠𝑖𝑛2𝑡 = 2 𝑓 𝑡 = 𝑡 2 − 7 + 𝑐𝑜𝑠2𝑡
𝑠 + 22 2! 1 𝑠
𝟐 ℒ 𝑡 2 − 7 + 𝑐𝑜𝑠2𝑡 = −7 + 2
𝑭(𝒔) = 𝟐 𝑠 2+1 𝑠 𝑠 + 22
𝒔 +𝟒
𝟐 𝟕 𝒔
𝑭 𝒔 = − +
𝒔𝟑 𝒔 𝒔𝟐 + 𝟒
LAPLACE TRANSFORM REVIEW
Practice 5: Practice 7:
𝑓 𝑡 = 3 − 𝑒 −3𝑡 + 5𝑠𝑖𝑛2𝑡 𝑓 𝑡 = 𝑡+1 𝑡+2
1 1 2 𝑓 𝑡 = 𝑡 2 + 3𝑡 + 2
ℒ 𝑓(𝑡) = 3 − +5 2 2! 1 1
𝑠 𝑠+3 𝑠 + 22
ℒ 𝑓(𝑡) = 2+1 + 3 2 + 2
𝟑 𝟏 𝟏𝟎 𝑠 𝑠 𝑠
𝑭 𝒔 = − + 𝟐 𝟐 𝟑 𝟐
𝒔 𝒔+𝟑 𝒔 +𝟒
𝑭 𝒔 = 𝟑+ 𝟐+
𝒔 𝒔 𝒔
Practice 6:
𝑓 𝑡 = 3 + 12𝑡 + 42𝑡 3 − 3𝑒 2𝑡
1 1 3! 1
ℒ f(t) = 3 + 12 2 + 42 − 3( )
𝑠 𝑠 𝑠 3+1 𝑠−2
𝟑 𝟏𝟐 𝟐𝟓𝟐 𝟑
𝑭 𝒔 = + 𝟐+ 𝟒 −
𝒔 𝒔 𝒔 𝒔−𝟐
LAPLACE TRANSFORM REVIEW
Practice 5: Practice 7:
𝑓 𝑡 = 3 − 𝑒 −3𝑡 + 5𝑠𝑖𝑛2𝑡 𝑓 𝑡 = 𝑡+1 𝑡+2
1 1 2 𝑓 𝑡 = 𝑡 2 + 3𝑡 + 2
ℒ 𝑓(𝑡) = 3 − +5 2 2! 1 1
𝑠 𝑠+3 𝑠 + 22
ℒ 𝑓(𝑡) = 2+1 + 3 2 + 2
𝟑 𝟏 𝟏𝟎 𝑠 𝑠 𝑠
𝑭 𝒔 = − + 𝟐 𝟐 𝟑 𝟐
𝒔 𝒔+𝟑 𝒔 +𝟒
𝑭 𝒔 = 𝟑+ 𝟐+
𝒔 𝒔 𝒔
Practice 6:
𝑓 𝑡 = 3 + 12𝑡 + 42𝑡 3 − 3𝑒 2𝑡
1 1 3! 1
ℒ f(t) = 3 + 12 2 + 42 − 3( )
𝑠 𝑠 𝑠 3+1 𝑠−2
𝟑 𝟏𝟐 𝟐𝟓𝟐 𝟑
𝑭 𝒔 = + 𝟐+ 𝟒 −
𝒔 𝒔 𝒔 𝒔−𝟐
INVERSE LAPLACE TRANSFORM
LAPLACE DOMAIN TIME DOMAIN
𝑑𝛿 𝑡
𝑠 𝑜𝑟 𝛿 ′ 𝑡
𝑑𝑡
1
1
𝑠
1
𝑡
𝑠2
1 𝑡 𝑛−1
𝑠𝑛 𝑛−1 !
1
𝑒 ±𝑎𝑡
𝑠∓𝑎
1 1
𝑠𝑖𝑛𝛽𝑡
𝑠2 + 𝛽2 𝛽
𝑠
𝑐𝑜𝑠𝛽𝑡
𝑠2 + 𝛽2
INVERSE LAPLACE TRANSFORM REVIEW
Practice 1: Practice 3:
1 2
𝐹 𝑠 = 𝐹 𝑠 = 5
𝑠−2 𝑠
1 1
𝑓 𝑡 = ℒ −1 𝑓 𝑡 = 2 ℒ −1
𝑠−2 𝑠5
𝒇 𝒕 = 𝒆𝟐𝒕 2𝑡 5−1
𝑓 𝑡 =
5−1 !
Practice 2: 𝟐𝒕𝟒 𝒕𝟒
1 𝒇 𝒕 = =
𝐹 𝑠 = 𝟐𝟒 𝟏𝟐
2𝑠 − 1
1
𝐹 𝑠 = Practice 4:
1 1
2 𝑠− 𝐹 𝑠 = 2
2
1 −1 1 𝑠 +3
𝑓 𝑡 = ℒ 1 1 1
2 𝑠−
2 𝑓 𝑡 = ℒ −1 = 𝑠𝑖𝑛 3𝑡
𝟏 𝟏𝒕 𝑠2 + 3 3
𝒇 𝒕 = 𝒆𝟐 𝟏
𝟐 𝒇 𝒕 = 𝒔𝒊𝒏 𝟑𝒕
𝟑
INVERSE LAPLACE TRANSFORM REVIEW
Practice 5:
5 6 1
𝐹 𝑠 = − 2 + 4
𝑠+1 𝑠 +4 𝑠
5 6 1
𝑓 𝑡 = ℒ −1 − ℒ −1 2 + ℒ −1 4
𝑠+1 𝑠 +4 𝑠
−𝑡
1 𝑡 4−1
𝑓 𝑡 = 5𝑒 − 6 𝑠𝑖𝑛2𝑡 +
2 4−1 !
−𝒕
𝒕𝟑
𝒇 𝒕 = 𝟓𝒆 − 𝟑𝒔𝒊𝒏𝟐𝒕 +
𝟔
PARTIAL FRACTION EXPANSION
Partial Fraction Expansion convert the
function to a sum of simpler terms,
commonly used in inverse Laplace transform

Example:
𝑠 3 + 2𝑠 2 + 6𝑠 + 7
𝐹 𝑠 =
𝑠2 + 𝑠 + 5
𝑠 3 + 2𝑠 2 + 6𝑠 + 5 + 2
𝐹 𝑠 =
𝑠2 + 𝑠 + 5
2
𝐹 𝑠 =𝑠+1+ 2
𝑠 +𝑠+5
2
𝑓 𝑡 = ℒ −1 𝑠 + 1 + 2
𝑠 +𝑠+5
𝑑𝛿 𝑡 2
𝑓 𝑡 = + 𝛿 𝑡 + ℒ −1 2
𝑑𝑡 𝑠 +𝑠+5
PARTIAL FRACTION EXPANSION
Case 1: Real and Distinct 𝐴 𝐵 2 2
2 𝐹 𝑠 = + = −
𝑠+1 𝑠+2 𝑠+1 𝑠+2
𝐹 𝑠 = Inverse Laplace Transform
𝑠+1 𝑠+2
Partial Fraction Expansion 𝑓 𝑡 = 2𝑒 −𝑡 − 2𝑒 −2𝑡
2 𝐴 𝐵
= +
𝑠+1 𝑠+2 𝑠+1 𝑠+2

Multiply both side by 𝑠 + 1 (𝑠 + 2)

2=𝐴 𝑠+2 +𝐵 𝑠+1
2 = 𝐴𝑠 + 2𝐴 + 𝐵𝑠 + 𝐵
2 = 𝐴 + 𝐵 𝑠 + 2𝐴 + 𝐵
Compare from left to right expression
𝐴 + 𝐵 = 0, thus A = −B
2𝐴 + 𝐵 = 2
2 −𝐵 + 𝐵 = 2
𝐵 = −2; 𝐴 = 2
PARTIAL FRACTION EXPANSION
Case 2: Real and Repeated 2
2 𝐹 𝑠 =
𝑠+2 2
𝐹 𝑠 =
𝑠+2 2 Inverse Laplace Transform
Partial Fraction Expansion 𝑓 𝑡 = 2𝑡𝑒 −2𝑡
2 𝐴 𝐵
= +
𝑠+2 2 𝑠+2 𝑠+2 2
Multiply both side by 𝑠 + 2 2
2=𝐴 𝑠+2 +𝐵
2 = 𝐴𝑠 + 2𝐴 + 𝐵
Compare left and right expression
𝐴=0
2𝐴 + 𝐵 = 2
2 0 +𝐵 =2
𝐵=2
 PARTIAL FRACTION EXPANSION
Case 3: Real, Distinct and Repeated −4𝐵 + 3𝐵 + 𝐶 = 2
2 −𝐵 + 𝐶 = 2, thus 𝐶 = 2 + 𝐵
𝐹 𝑠 =
𝑠+1 𝑠+2 2 −4𝐵 + 2𝐵 + 2 + 𝐵 = 1
Partial Fraction Expansion 𝐵 = 1; A = −1; C = 3
2 𝐴 𝐵 𝐶
= + + −1 1 3
𝑠 + 1 𝑠 + 2 2 𝑠 + 1 (𝑠 + 2) 𝑠+2 2
𝐹 𝑠 = + + 2
𝑠 + 1 (𝑠 + 2) 𝑠+2
−𝑡 −2𝑡
Multiply both side by 𝑠 + 1 𝑠 + 2 2 𝑓 𝑡 = −𝑒 + 𝑒 + 3𝑡𝑒 −2𝑡
2𝑠 + 1 = 𝐴 𝑠 + 2 2 + B s + 1 s + 2 + C s + 1
2𝑠 + 1 = 𝐴𝑠 2 + 4𝐴𝑠 + 4𝐴 + 𝐵𝑠 2 + 3𝐵𝑠 + 2𝐵 + 𝐶𝑠 + 𝐶
2𝑠 + 1 = 𝑠 2 𝐴 + 𝐵 + 𝑠 4𝐴 + 3𝐵 + 𝐶 + 4𝐴 + 2𝐵 + 𝐶

Compare
𝐴 + 𝐵 = 0, 𝑡ℎ𝑢𝑠 𝐴 = −𝐵
4𝐴 + 3𝐵 + 𝐶 = 2
4𝐴 + 2𝐵 + 𝐶 = 1
 PARTIAL FRACTION EXPANSION
Case 4: Complex or Imaginary 3 3 6
(− )𝑠 +
𝐹 𝑠 =
3 𝐹 𝑠 = 5 + 25 5
𝑠(𝑠 2 + 2𝑠 + 5) 𝑠 𝑠 + 2𝑠 + 5
Partial Fraction Expansion 3 3 −1 𝑠+2
3 𝐴 𝐵𝑠 + 𝐶 𝑓 𝑡 = − ℒ
= + 5 5 𝑠 2 + 2𝑠 + 5
𝑠(𝑠 2 + 2𝑠 + 5) 𝑠 𝑠 2 + 2𝑠 + 5

3 = 𝐴 𝑠 2 + 2𝑠 + 5 + (𝐵𝑠 + 𝐶)(𝑠)
3 = 𝐴𝑠 2 + 2𝐴𝑠 + 5𝐴 + 𝐵𝑠 2 + 𝐶𝑠
3 = 𝑠 2 𝐴 + 𝐵 + 𝑠 2𝐴 + 𝐶 + 5𝐴 Completing the Square
3 3 𝑠 + 1 + 1/2(2)
Compare 𝑓 𝑡 = − ℒ −1
5 5 𝑠 + 1 2 + 22
𝐴 + 𝐵 = 0, 𝑡ℎ𝑢𝑠 𝐴 = −𝐵
3 3 −𝑡 1
2𝐴 + 𝐶 = 0, 𝑡ℎ𝑢𝑠 𝐶 = −2𝐴 𝑓 𝑡 = − 𝑒 𝑐𝑜𝑠2𝑡 + 𝑒 −𝑡 𝑠𝑖𝑛2𝑡
3 3 6 5 5 2
5𝐴 = 3, 𝑡ℎ𝑢𝑠 𝐴 = , 𝐵 = − , 𝐶 = − 3 3
5 5 5 𝑓 𝑡 = − 𝑒 −𝑡 (𝑐𝑜𝑠2𝑡 + 𝑠𝑖𝑛2𝑡)
5 5
D.E. WITH LAPLACE TRANSFORM
∞
𝑑𝑥
ℒ 𝑥 ′ (𝑡) = ℒ 𝐷𝑥 = ℒ = න 𝑒 −𝑠𝑡 𝑥 ′ 𝑡 𝑑𝑡
𝑑𝑡 0
Differentiation Property on ODE
𝓛 𝒙′ (𝒕) = 𝓛 𝑫𝒙 = 𝑠ℒ 𝑥 − 𝑥 0
𝓛 𝒙′′ 𝒕 = 𝓛 𝑫𝟐 𝒙 = 𝑠 2 ℒ 𝑥 − 𝑠𝑥 0 − 𝑥 ′ 0

𝓛 𝒙′′′ 𝒕 = 𝓛 𝑫𝟑 𝒙 = 𝑠 3 ℒ 𝑥 − 𝑠 2 𝑥 0 − 𝑠𝑥 ′ 0 − 𝑥"(0)
Ordinary DE involve only ONE independent variable
D.E. WITH LAPLACE TRANSFORM
Example: Check:
𝑥′(𝑡) = 𝑡 𝑥 0 = 2 𝑥′(𝑡) = 𝑡
ℒ 𝐷𝑥 = ℒ 𝑡 Using direct integration
1! 𝑡2
𝑠ℒ 𝑥 − 𝑥 0 = 1+1 𝑥 𝑡 = +𝐶
𝑠 2
1
𝑠ℒ 𝑥 − 2 = 2
𝑠
1
𝑠ℒ 𝑥 = 2 + 2
𝑠
1 2
ℒ 𝑥 = 3+
𝑠 𝑠
Using Inverse Laplace
1 2
𝑥 𝑡 = ℒ −1 3 +
𝑠 𝑠
3−1
𝑡
𝑥 𝑡 = +2
3−1 !
𝒕𝟐
𝒙 𝒕 = +𝟐
 D.E. WITH LAPLACE TRANSFORM
Example: Using Inverse Laplace
𝐷3 𝑥 − 𝐷 2 𝑥 = 0 ; 𝑥 0 = 𝑥 ′ 0 = 𝑥 ′′ 0 = 3 3
𝑥 𝑡 = ℒ −1
𝑠−1
ℒ 𝐷3 𝑥 − ℒ 𝐷2 𝑥 = ℒ 0
3 2 ′ 2
𝒙 𝒕 = 𝟑𝒆𝒕
(𝑠 ℒ 𝑥 − 𝑠 𝑥 0 − 𝑠𝑥 0 − 𝑥"(0)) − (𝑠 ℒ[𝑥]
− 𝑠𝑥(0) − 𝑥′(0)) = 0
𝑠 3 ℒ 𝑥 − 3𝑠 2 − 3𝑠 − 3 − 𝑠 2 ℒ 𝑥 + 3𝑠 + 3 = 0
𝑠 3 ℒ 𝑥 − 𝑠 2 ℒ 𝑥 − 3𝑠 2 = 0
ℒ 𝑥 𝑠 3 − 𝑠 2 = 3𝑠 2
3𝑠 2
ℒ𝑥 = 3
𝑠 − 𝑠2
3
ℒ𝑥 =
𝑠−1
D.E. WITH LAPLACE TRANSFORM
Example: Check terms on the left side
𝐷𝑥 − 𝑥 = 2𝑠𝑖𝑛𝑡 ; 𝑥 0 = 0 𝐴 + 𝐵 = 0; 𝐶 − 𝐵 = 0; 𝐴 − 𝐶 = 2
ℒ 𝐷𝑥 − ℒ 𝑥 = ℒ 2𝑠𝑖𝑛𝑡 𝐴 = −𝐵
𝑠ℒ 𝑥 − 𝑥 0 − ℒ 𝑥 = 2ℒ 𝑠𝑖𝑛𝑡 C=B
1 −𝐵 − 𝐵 = 2
𝑠ℒ 𝑥 − 0 − ℒ 𝑥 = 2 2 𝐵 = −1, 𝐴 = 1, 𝐶 = −1
𝑠 +1
2
ℒ 𝑥 𝑠−1 = 2 1 −𝑠 − 1
𝑠 +1 ℒ𝑥 = + 2
2 𝐴 𝐵𝑠 + 𝐶 𝑠−1 𝑠 +1
ℒ𝑥 = 2 = + 2 1 𝑠 1
𝑠 +1 𝑠−1 𝑠−1 𝑠 +1 ℒ𝑥 = − 2 − 2
For denominators
1 𝑠−1 𝑠 +1 𝑠 +1
𝑠−𝑎𝑚 1 𝑠 1
Expand using Partial Fraction 𝑥 𝑡 = ℒ −1 − 2 − 2
𝑠−1 𝑠 +1 𝑠 +1
2 = 𝐴 𝑠 2 + 1 + 𝐵𝑠 + 𝐶 𝑠 − 1 𝒙 𝒕 = 𝒆−𝒕 − 𝒄𝒐𝒔𝒕 − 𝒔𝒊𝒏𝒕
2 = 𝐴𝑠 2 + 𝐴 + 𝐵𝑠 2 + 𝐶𝑠 − 𝐵𝑠 − 𝐶
2 = 𝑠2 𝐴 + 𝐵 + 𝑠 𝐶 − 𝐵 + 𝐴 − 𝐶
D.E. WITH LAPLACE TRANSFORM
Example: Example:
𝐷2 𝑥 − 2𝐷𝑥 = 4 ; 𝑥 0 = −1, 𝑥 ′ 0 = −2
𝐷2 𝑥 − 𝑥 = 0 ; 𝑥 0 = 3, 𝑥 ′ 0 = 1 ℒ 𝐷2 𝑥 − 2ℒ 𝐷𝑥 = ℒ 4
ℒ 𝐷2 𝑥 − ℒ 𝑥 = ℒ 0 4
𝑠 2 ℒ 𝑥 − 𝑠𝑥 0 − 𝑥 ′ 0 − 2 𝑠ℒ 𝑥 − 𝑥 0 =
𝑠
𝑠 2 ℒ 𝑥 − 𝑠𝑥 0 − 𝑥 ′ 0 − ℒ 𝑥 = 0 4
𝑠 2 ℒ 𝑥 + 𝑠 + 2 − 2𝑠ℒ 𝑥 − 2 =
𝑠 2 ℒ 𝑥 − 3𝑠 − 1 − ℒ 𝑥 = 0 𝑠
4
ℒ 𝑥 𝑠 2 − 2𝑠 = − 𝑠
ℒ 𝑥 𝑠 2 − 1 = 3𝑠 + 1 𝑠
2
−𝑠 + 4 𝑠+2 𝑠−2 𝑠+2
ℒ𝑥 = = − =
3𝑠 + 1 3 𝑠+1 3 𝑠 𝑠 2 − 2𝑠 𝑠2 𝑠 − 2 𝑠2
ℒ𝑥 = = = 1 2
𝑠2 − 1 𝑠+1 𝑠−1 𝑠−1 ℒ𝑥 = + 2
𝑠 𝑠
3
𝑥 𝑡 = ℒ −1
𝑠−1 1 2 2𝑡 2−1
𝑥 𝑡 = ℒ −1 + =1+
𝒙 𝒕 = 𝟑𝒆𝒕 𝑠 𝑠2 2−1 !
𝒙 𝒕 = 𝟏 + 𝟐𝒕