Lecture 1

Laplace Transforms
Reference: Differential Equations with Boundary-
Valued problems by Zill & Cullen 7th Edition
 Transforms
Examples
d 2 1 3
 dx  x c
2
x  2x x
dx 3

Posses Linearity Property

d
[f ( x)  g ( x)]  f ' ( x)   g ' ( x)
dx
and

 [f ( x)  g ( x)]dx    f ( x)dx    g ( x)dx

 Integral transform
Recall 2
2 2
 2 x y dx  3 y
1

Similarly
(1)

If the limit in (1) exists, then we say that the integral exists or is convergent;
If the limit does not exist, the integral does not exist and is divergent. The limit
in (1) will in general, exist for only certain values of the variable s
 Definition
The function K(s,t) in (1) is called the kernel of the transform.
 st
The choice K(s,t) =e as the kernel gives us an especially important
Integral transform.

Let f be a function defined for t0. Then the integral

e
 st
Lf ({f(t)}=
t )dt (2)
0

is said to be the Laplace Transform of f, provided that the integral converges.

Notations L {f(t)}= F(s), L {g(t)}= G(s), L {y(t)}= Y(s)

 Examples-using definition
1
1. Evaluate L {1} = s

1
2. Evaluate L {t} = 2
s

3t 1
3. Evaluate L { e } = s3

4. Evaluate L {sin 2t}

L is a Linear Transformation
For linear combination of functions we can write

Whenever both integrals converge for s>c. Hence it follows that

L
L L
 Examples – linearity property

1. Evaluate L {1+5t}

3t

2. Evaluate L {4e - 10 sin 2t}

 Theorem 1.1 Transforms of Some Basic Functions
1
a L {1} = s

n!
n
, n  1,2,3..... We will show these derived
b L {t } = s n 1

results from the definition!!!

at
1
c L {e } = sa

k
d L {sin kt} = 2 2
s k
s
e L {cos kt} = 2 2
s k

k
f L {sinh kt} = 2
s k
2

s
g L {cosh kt} = 2 2
s k
 Theorem 1.2 Sufficient Condition for existence

If f is piecewise continuous on [0,) and of exponential order c, then L {f(t)}

exists for s > c.

What is exponential order?

A function f is said to be of exponential order c if there exists c, M>0, T>0 such that
f (t )  Me ct for all t > T.

Example:
t Graphs!!!
1. f(t) = t then t e
t
2. f(t) = e then e
t t
e
2
t 2
t ....... ct
3. f(t) = e then e e ???
 Transform of a Piecewise Continuous
Function

Theorem 1.3 Behaviour of F(s) as s  

If f is piecewise continuous on (0, ) and of exponential order and F(s) = L {f(t)}
then
 
  0,.....0  t  3
Example: Evaluate L {f(t)} where f(t)= 2,...........t  3

 Lecture 2

Inverse Transforms and Transforms of

Derivatives
 Inverse Transforms
If F(s) represents the Laplace transform of a function f(t), that is, L {f(t)} = F(s),
We then say f(t) is the Inverse Laplace Transform of F(s) and write f(t) = L -1 {F(s)}.

Example
Transform Inverse Transform

1 1
L {1} = s
L -1
{ s }=1
1 1
L {t} = 2 L -1
{ 2 }=t
s s
3t
1 1 3t
L {e } = s3
L -1
{s  3 } =e
 Theorem 2.1 Some Inverse Transforms
1
(a) 1 = L -1
{ s }.
n
n!
(b) t = L -1
{ s n 1 }
1
= L
at
(c) e -1
{ sa }
k
(d) sin kt = L -1
{ s  k2
2 }
s
(e) cos kt = L -1
{ s  k2
2 }
k
(f) sinh kt = L -1
{ s  k2
2 }
s
(g) cosh kt = L -1
{ s  k2
2 }

Exercises
1
a. L -1 1
{ }. b. L -1
{ 2 }
5
s s 7
L -1
is a linear transformation

L -1
{F(s) + G(s)} =  L -1
{F(s)} +  L -1
{G(s)}.

Examples

Evaluate L   2s  6 
-1
 
  
2
s 4 
 Transforms of Derivatives
L {f’(t)} =

L {f’’(t)} =

L {f’’’(t)} =
Theorem 2.2 Transform of a derivative
If f, f’,........, f(n-1) are continuous on [0,) and are of exponential order and if f(n)
(t) is piecewise continuous on [0, ), then

L {fn(t)} = sn F(s) – sn-1f(0) – sn-2f’(0) - ....f(n-1)(0),

where F(s) = L {f(t)}

 Solving a first –order IVP
Solve dy
 3 y  13 sin 2t ,.......... y (0)  6
dt
 Solving a second - order IVP
4 t
Solve y’’- 3y’+ 2y = e y(0) = 1, y’(0) = 5
 Translation on the s - Axis
Theorem 3.1 First Translation Theorem

If L {f(t)}= F(s) and a is any real number, then L eat{f(t)}= F(s – a) .

Example 1 Using the First translation Theorem

5t 3
Evaluate (a) L { e t }

2 t
(b) L { e cos
} 4t
 Inverse form of Theorem 3.1
at
L -1
{F(s – a)} = L -1
{ F (s) s s a } = e f (t )

where f(t) = L -1
{F(s)} .

Example 2 Partial Fractions: Repeated Linear Factors

2s  5
Evaluate (a) L -1
{ (s 3) } 2

(b) L -1
{ s 2 } 5 3
s 2  4s  6
 Example 3 An Initial – Value Problem

Solve y’’- 6y’ + 9y = t2e3t, y(0) = 2, y’(0)=17

Example 4 An Initial – Value Problem

Solve y’’ + 4y’ + 6y = 1 + e-t, y(0) = 0, y’(0)=0

 Translation on the t-Axis
Unit Step function or the Heaviside function

Definition 3.1 Unit Step Function

The unit step function U {t – a} is defined to be

0 0t a
u (t  a )  
1 ta
Also, a general piecewise-defined function of the type

 g (t ), 0t a
f (t )  
 h(t ), ta

is the same as f (t )  g (t )  g (t )U (t  a)  h(t )U (t  a).

Similarly, a function of type

 0 0t a

f (t )   g (t ) at b
 0 t b


can be written f (t )  g (t )[U (t  a)  U (t  b)]

Example 5 A Piecewise – Defined Function
20t 0  t  5
Express f (t )   in terms of unit step functions.
 0 t 5
Theorem 3.2 Second Translation Theorem

If F(s) = L {f(t)} and a>0, then L {f(t-a)U(t – a)} = e-asF(s)

Inverse Form of Theorem 3.2

L -1
{e-asF(s)} = f(t – a) U(t – a)
Example 6
-1 1 2 s 
Evaluate (a) L 
s  4
e 

 s s 2

(b) L -1  2
 s  9
e 

Alternative form of Theorem 3.2
L  g (t )U (t  a)  e asL  g (t  a)

Example 7 Second Translation Theorem – Alternative form

Evaluate L  cos tU (t   )

Example 8 An Initial – Value Problem

 0 0t 
Solve y’ + y = f(t), y(0) = 5 , where f (t )  
3 cos t t 
 Lecture 4

Operational Properties II
 Derivatives of a transform
Theorem 4.1 Derivatives of a Transform

If F(s) = L {f(t)} and n = 1, 2, 3,.... Then

n

 t f (t )
n 
  (1)
n
d F (s)
L   ds
n

Example 1. Evaluate L t sin kt

Example 2 An Initial – Value Problem

Solve x' '16 x  cos 4t x(0)  0, x' (0)  1

 Transforms of Integrals
Theorem 4.2 Convolution Theorem

If f(t) and g(t) are piecewise continuous on [0,) and of exponential order, then

L  f * g   f L(t )  g (t ) L F ( s)G (s)

t
f * g   f ( ) g (t   )d
0

Example Transform of a Convolution

L  
t

e sin(t  )d

Evaluate 


0


Inverse form of theorem 4.2
L -1  F ( s)G (s)  f *g

Example Inverse Transform as a Convolution

 
Example L -1
 1 
 
 2

 s k 
2 2 
 Transform of a Integral
t  F ( s)
L  f ( )d  
0  s

And its inverse form

t
 F ( s) 

0
f ( )d   L -1
 s 

Example An Integral Equation

t

f (t )  3 t  e   f ( ) e
2 t t 
Solve dt for f(t).
0
 An integrodifferential Equation
[assignment question]
Example.
Determine the current i(t) in a single-loop LRC circuit when L = 0.1 h, R = 2, C = 0.1 f,
i(0) = 0, and the impressed voltage is
E (t )  120t  120tU (t  1)

Here t
di 1
L  Ri (t )   i ( )d  E (t )
dt C0
 Transform of a periodic function
Theorem 4.3 Transform of a Periodic Function

If f(t) is piecewise continuous on [0,), of exponential order, and periodic

With period T, then

 f (t)  
T
1
 e f (t ) dt
 st
L  sT
1 e 0

Example: Find the Laplace transform of the periodic function

1 0  t  1
E (t )  
0 1  t  2
 A periodic Impressed Voltage
Example:
Determine the current i(t) when i(0)=0 and E(t) is the square wave function shown in the
previous example.
di
L  Ri  E (t )
dt
 Lecture 5

The Dirac Delta Function

 Impulse unit
 0 0  t  t0  a
1
 a (t  t0 )   2a t0  a  t  t0  a
 0 t  t0  a


Dirac Delta Function

 (t  t0 )  lim  a (t  t0 )
a 0
 Theorem 5.1 Transform of the Dirac Delta Function

For t 0  0, L  (t  t0 )  e  st 0

Example Two Initial – Value Problems

Solve y ' ' y  4 (t  2 ) subject to

(a) y (0)  1, y ' (0)  0

(b) y (0)  0, y ' (0)  0
 Lecture 6

Systems of Linear Differential

Equations
 Coupled Springs
Example Coupled Springs

x1 ' '10 x1  4 x2  0
Solve subject to x1 (0)  0, x1 ' (0)  1, x2 (0)  0, x2 ' (0)  1
 4 x1  x2 ' '4 x2  0
 An Electrical Network
Networks
In section 3.3 we saw the currents i1(t) and i2(t) in the network shown in the figure
below, containing an inductor, a resistor and a capacitor were governed by the system
of first order differential equations.

di1
L  Ri2  E (t )
dt
di2
RC  i2  i1  0
dt
Example 2 An Electrical Network

di1
 50i2  60
dt

di2
50(10  4 )  i2  i1  0
dt

Subject toi1 (0)  0, i2 (0)  0

 Double Pendulum
Example Double Pendulum

Consider the double-pendulum system consisting of a pendulum attached to a pendulum

Shown in the figure below. We assume that the system oscillates in a vertical plane under
The influence of gravity, that the mass of each rod is negligible, and that no damping forces
Act on the system. The figures also show that the displacement angle 1 is measured
in radians and from a vertical line extending downward from the pivot of the system and
That 2 is measured from a vertical line extending downwards from the centre of mass
m1. The positive direction is the right; the negative direction is to the left. As we might
Expect from the analysis leading to equation (6) of section 5.3, the system of differential
equations describing the motion is nonlinear

(m1  m2 )l1 1  m2l1l2 2 cos(1   2 )  m2l1l2 ( 2 ) 2 sin(1   2 )  (m1  m2 )l1 g sin 1  0

2 '' '' '

m2l22 2''  m2l1l21'' cos(1   2 )  m2l1l2 (1' ) 2 sin(1   2 )  m2l2 g sin  2  0

But if displacement 1(t) and 2(t) are assumed to be small, then the
Approximations cos (1- 2) is  1, sin(1- 2) 0. sin(1) 1,
Sin(2) 2 enables us to replace the system by the linearization

(m1  m2 )l121''  m2l1l2 2''  (m1  m2 )l1 g1  0

m2l22 2''  m2l1l21''  m2l2 g 2  0

Example 3:
Solve system 7 when m1=3, m2=1, l1=l2=16, 1(0)=1, 2(0)=-1, 1’(0)=0 and
2’(0)=0.

1 2 3
1 (t )  cos t  cos 2t
4 3 4
1 2 3
 2 (t )  cos t  cos 2t
2 3 2