Lecture Note Chap 3 DE

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CHAPTER 3 : LAPLACE TRANSFORM
 

Definition 3.1 (Laplace Transform)

The Laplace transform of a function f (t ) is defined by

L ( f ( t ) ) = F ( s ) = ∫ e− st f ( t ) dt

Remember !!!
Example 3.1.1:
3.1.1

Using definition of Laplace Transform, find F (s ) if f (t ) = a , a is


constant.

Solution:

F ( s) = ∫ e − st f ( t ) dt
0

= ∫ 0
e − st a dt
ae − st ∞
=
−s 0
1 ∞
= − ⎡⎣ ae ⎤⎦− st

s 0

a
= − ⎡⎣ e − s ∞ − e − s 0 ⎤⎦
s
a a
= − [ 0 − 1] ∴ L ( a ) = , s>0
s s

1 3
L (1) = and L ( −3) = − , s > 0
s s
 

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CHAPTER 3 : LAPLACE TRANSFORM
 
Example 3.1.2:

Find F (s ) if f (t ) = e
at
, a is constant

Solution:

F ( s) = ∫ e− st eat dt
0

= ∫ e−( s −a )t dt
0

− ( s − a )t
e
=
− ( s − a) 0

, s > a ∴ L ( eat ) =
1 1 1
=− [0 − 1] , s − a > 0 =
( s − a) s−a s−a

( )
L e −2t =
1
s+2
, s > −2

Example 3.1.3:

Find L ( sin at )

Solution:

L ( sin at ) = ∫ e − st sin at dt
0

⎡ e − st ⎤
=⎢ 2 ( − s sin at − a cos at ) ⎥
⎣s + a
2
⎦0
⎡ e0 ⎤ a
= ⎢0 − 2 ( − s sin 0 − a cos 0 ) ⎥ = , s>0
⎣ s + a2 ⎦ s +a
2 2

3
L ( sin 3t ) =
s2 + 9

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Example 3.1.4:

(
Find L f ( t ) if )
⎧2 , 0<t <5

f (t ) = ⎨0 , 5 < t < 10
⎪ e 4t , 10 < t

Solution:

F ( s) = ∫ e
5 10
− st
2dt + ∫ e − st
0dt + ∫ e− st e4t dt
0 5 10

= 2 ∫ e dt + ∫ e(
5
− st 4 − s )t
dt
0 10

⎤ ⎡ e( 4 − s )t ⎤

⎡ e− st 5

= 2⎢ ⎥+⎢ ⎥
⎦ ⎢⎣ (
⎢⎣ − s 0⎥
4 − s ) 10 ⎥

⎡ e−5 s e−0 ⎤ ⎡ e10( 4− s ) ⎤
= 2⎢ − ⎥ + ⎢0 − ⎥
⎣ − s − s ⎦ ⎣ ( 4 − s ) ⎦
2 2e−5 s e ( )
−10 s − 4
= − + ,s > 4
s s ( s − 4)

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CHAPTER 3 : LAPLACE TRANSFORM
 

Elementary Laplace Transform

L ( f (t )) = F ( s )
f (t ) F ( s) Condition on s

a a
s>0
s
t n , n = 0,1, 2, ... n!
s>0
s n+1
1
eat s>a
s−a
sin at a
s>0
s2 + a2
s
cos at s>0
s2 + a2
sinh at a
s> a
s2 − a2
cosh at s
s> a
s2 − a2

Note:

This table will enable us to obtain the transforms of many other functions.

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CHAPTER 3 : LAPLACE TRANSFORM  
 

Definition 3.2 (Linearity Property of Laplace Transform)

Let f, f1, f2 be a functions whose Laplace Transforms exist for s > α


and c be a constant. Then for s > α,

L ( f1 ± f 2 ) = L ( f1 ) ± L ( f 2 )

L ( cf ) = c L ( f )

Example 3.2.1:

Find (
L 1 + 5e4t − 6 sin 2t )
Solution:

( ) ( )
L 1 + 5e4t − 6 sin 2t = L (1) + L 5e4t − L ( 6 sin 2t )
1
( )
= + 5 L e4t − 6 L ( sin 2t )
s
1 5 12
= + − 2
s s−4 s +4

Exercises 3.2.1:

a
1. Show L ( sinh at ) = using the linearity property.
s2 − a2
( 2
2. Find L sin 2t . )
3. Find L ( e )
3t
cosh t .

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CHAPTER 3 : LAPLACE TRANSFORM  
 

Definition 3.3 (First Shifting Property)

If F ( s ) = L ( f (t )) ,

then ( )
L e at f ( t ) = F ( s − a )

Example 3.3.1:

Find L ( e 2t t ) .
Solution

a=2 , f (t ) = t ( )
∴ L e 2t t = F ( s − 2 )

F ( s ) = L ( f (t )) = L (t ) =
1
where
s2

( )
∴ L e 2t t = F ( s − 2 ) =
1
( s − 2)
2

Exercises 3.3.1:

Find (
L e4t cos t . )

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CHAPTER 3 : LAPLACE TRANSFORM  
 

Definition 3.4 (Derivatives of the Laplace Transform)

If L ( f ( t ) ) = F ( s ) , then

d nF
(
L t f (t )
n
) = (−1)
ds n
, n = 1, 2,3,...
n

Example 3.4.1:

Find L ( t sin 6t ) .

Solution:

6
n =1 , f ( t ) = sin 6t , F (s) =
s 2 + 36
dF
L ( t sin 6t ) = (−1)1
ds

=−
( )
s 2 + 36 ( 0 ) − 6 ( 2s )

(s )
2
2
+ 36
−12 s 12 s
=− =
(s ) (s )
2 2
2
+ 36 2
+ 36

Exercises 3.4.1:

1. Find ( ).
L t et

2. Find L ( e t sin 2t ) .
−t

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CHAPTER 3 : LAPLACE TRANSFORM
 

Definition 3.5 (Heaviside Unit Step Function)

The function is defined by


0, 0
 
1,    

Graph of

F (t )

where 0,          0     and 1,             

Example 3.5.1:

⎧0 , t < 4
Draw f ( t ) = H ( t − 4 ) = ⎨
⎩1 , t ≥ 4
F (t )

t
0 4

Exercises 3.5.1:

1. Draw
2. Draw 2
3. Draw 2
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CHAPTER 3 : LAPLACE TRANSFORM
 
Effect of the Unit Step Function

1) f ( t ) = H ( t − 3) − H ( t − 6 )

F (t )

⎧0 , t < 0
2) f (t ) = t = ⎨
⎩t , t ≥ 0

F (t )

⎧0 , t < 2
3) f (t ) = t ⋅ H (t − 2) = ⎨
⎩t , t ≥ 2

F (t )

⎧0 , t < 2
4) f (t ) = (t − 2) H (t − 2) = ⎨
⎩t − 2 , t ≥ 2

F (t )

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Definition: Step Function

A step function is a piecewise continuous function of the form

,               0       
,                     
                              
,       
,

The step functions can be expressed into the unit step functions forms.

Given a step function


, 0
,                      

The Heaviside unit step function is


0,                  0
,                  

0,             0
1,                      

Example 3.5.2:

Express the following functions in terms of unit step functions.


4, 0 2
, 2 4
0, 4

Solution:

4 4 2 0 4

4 4 2 4

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Example 3.5.3:

Express the following unit step functions into the step functions form.

1 1 2 4

Solution:

1 1 2 4

1      1  
                                       1 1
2

       
                                   2                       

1,             0 2
       2, 2 4   
2, 4

Laplace Transform of H( t – a )

Theorem:  Laplace Transform of Unit Step Functions 
, 0 
 
Inverse Laplace Transform of Unit Step Functions 
 

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Example 3.5.4:

{ }
Find L f ( t ) if f ( t ) = H ( t − 2 ) − H ( t − 4 ) .

Solution:

a) Using the Laplace Transform Table 

L { f ( t )} = L { H ( t − 2 ) − H ( t − 4 )}
= L { H ( t − 2 )} − L { H ( t − 4 )}
e −2 s e −4 s
= −
s s

b) Using the Laplace Transform definition 
‐ Change the unit step function into the step function 
form 
H t 2 H t 4 0 1 2 1 4 
1 2 1 3 2

0;       1 1;      1 0. 


 
0,          0 2
Hence  1,          2 4 
0,           4        
Using the Laplace transform definition 

· 0  · 1  · 0   

             

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Laplace Transform of H( t – a ). F( t – a)

Theorem: Second‐shift Property
 
 
 
Inverse Laplace Transform with Second‐shift Property 
 
 
 

Example 3.5.5:

{
Find L ( t − 4 ) H ( t − 4 ) .
2
}
Solution

2!
c = 4, f ( t ) = t 2 , F ( s ) =
s3

{ }
L ( t − 4 ) H ( t − 4 ) = F ( s ) e −4 s =
2 2! −4 s
s3
e

{ 2e −4 s
∴ L (t − 4) H (t − 4) = 3
s
2
}
Exercises 3.5.2:

1. Find L {sin ( t − 3) H ( t − 3)} .

2. Find L e {( t −5)
}
H ( t − 5) .

3. Find  cos  2 2 2

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Example 3.5.6

e −4s
Find the function whose transform is
s2 .

Solution

The numerator corresponds to e − as where a = 4 and therefore indicate


H ( t − 4) .

1 ⎧ e −4 s ⎫
Then 2 = F ( s ) = L {t} ∴ f ( t ) = t ∴ L ⎨ 2 ⎬ = (t − 4) H (t − 4)
−1

s ⎩ s ⎭

Note:
Remember that in writing the final result f ( t ) is replaced by f ( t − c ) .

Exercises 3.5.3:

⎧4 , 0 < t < 2
1. A function ( ) is defined by
f t f ( t ) = ⎨
⎩2t − 3 , t > 2

Sketch the graph of the function, expressing the function f ( t ) in unit

step form and determine its Laplace transforms.

2. Write the following f ( t ) in terms of unit step functions and determine

the Laplace transforms.

⎧e − t , 0 < t < 2
f (t ) = ⎨
⎩2t − 1 , t ≥ 2

−2( s +1)
⎛3 2 ⎞ e
L { f ( t )} =
1
Answer: + e −2 s ⎜ + 2 ⎟ −
s +1 ⎝ s s ⎠ s +1

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CHAPTER 3 : LAPLACE TRANSFORM  
 

3. A function f ( t ) is defined by

⎧6 , 0 < t < 1

f ( t ) = ⎨8 − 2t , 1 < t < 3
⎪4 , t > 3

Sketch the graph and find the Laplace transform of the function.

6 2e −2 s 2e −3 s 2e −3 s
Answer: L { f ( t )} = − 2 + 2 +
s s s s

4. Given

⎧0 , 0 < t < 2

f ( t ) = ⎨t , 2 < t < 5
⎪e 2 t , t > 5

Find the Laplace transform of the function.

e −2 s e10 ⋅ e −5 s e −5 s 2e −2 s 5e −5 s
Answer: L { f ( t )} = + − 2 + −
s2 s−2 s s s

5. Determine the function f ( t ) for which,

3 4e − s 5e −2 s
L { f ( t )} = − 2 + 2 .
s s s

Find its inverse transform and sketch the graph of f ( t ) .

⎧3 , 0 < t < 1

Answer: f ( t ) = ⎨7 − 4t , 1 < t < 2
⎪t − 3 , t > 2

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CHAPTER 3 : LAPLACE TRANSFORM
 

Definition 3.6 (Dirac Delta Function)

The Dirac Delta function  is defined by
∞,
 
0,               
And 
  1 

THEOREM:  Laplace Transform for the Dirac Delta Function 
For  0,        
 
and the inverse Laplace Transform  is 
 
 
For  0,          

Example 3.6.1:

L {6 ⋅ δ ( t − a )} = 6e− as

Example 3.6.2:

,     0 3
Given
5,              3

L { f ( t ) ⋅ δ ( t − 3)} = f ( 3) e−3s = 5e−3s


L { f ( t ) ⋅ δ ( t − 2 )} = f ( 2 ) e−2 s = 2e−2 s

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CHAPTER 3 : LAPLACE TRANSFORM
 

Definition 3.7 (Periodic Function)

In many technological problems, we are dealing with forms of


mechanical vibrations or electrical oscillations and the necessity to
express such periodic functions in Laplace transforms soon arises. Let

f ( t ) be a periodic function of period T i.e. f ( t ) = f ( t + T ) , T ≠ 0.

Example 3.7.1:

Show that f ( t ) = sin 2π t is a periodic function.

Solution:

f ( t ) = sin 2π t
f ( t + T ) = sin 2π ( t + T )
f (t ) = f (t + T )
sin 2π t = sin 2π ( t + T )
= sin 2π t cos 2π T + cos 2π t sin 2π T
cos 2π T = 1, sin 2π T = 0 ⇒ T = 1, 2,3,...

Exercises 3.7.1:

1. Show that f ( t ) = t is not a periodic function.


2

2. Sketch the following periodic function.

⎧1 , 0 < t < 1
f (t ) = ⎨
⎩ −1 , 1 < t < 2

f (t ) = f (t + 2)

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CHAPTER 3 : LAPLACE TRANSFORM  
 

Laplace Transform of Periodic Function

If f ( t ) is a periodic function of period T,

{
then L f ( t ) =} 1
e − st f ( t ) dt ; s > 0 .
T

1 − e − sT ∫
0

Example 3.7.2:

Sketch the following periodic function and find its Laplace transform.

⎧3 , 0 < t < 2
f (t ) = ⎨
⎩0 , 2 < t < 4

f (t ) = f (t + 4)

Solution:
f (t) 
F (t )

The expression for

L { f ( t )} =
1
e − st f ( t ) dt
4
−4 s ∫0
1− e
1 ⎡ 2 − st
e − st ⋅ 0 dt ⎤
4
−4 s ⎢ ∫0 ∫
= e ⋅ 3 dt +
1− e ⎣ 2 ⎥⎦
3
=
s (1 + e −2 s )

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CHAPTER 3 : LAPLACE TRANSFORM
 

Exercises 3.7.2:

Sketch the following periodic function and find its Laplace transform.

⎧t , 0 < t < 1
f (t ) = ⎨
⎩1 , 1 < t < 2

f (t ) = f (t + 2)

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CHAPTER 3 : LAPLACE TRANSFORM  
 

Definition 3.8 (Inverse Laplace Transform)

Recall that,

Notation for Laplace Transform; L ( f (t )) = F ( s )


So, the inverse form; L
−1
( F ( s )) = f (t )  

Linearity property of Inverse Laplace Transform

If L−1 ( F ( s ) ) = f ( t ) and L−1 ( G ( s ) ) = g ( t )

with α and β is a constants, then

L−1 (α F ( s ) ± β G ( s ) ) = α L−1 ( F ( s ) ) ± β L−1 ( G ( s ) )


= α f (t ) ± β g (t )

First shifting property for Inverse Laplace Transform

If L
−1
( F ( s ) ) = f ( t ) with α as constant, then
L−1 ( F ( s − a ) ) = eat f ( t )

or we can write as L
−1
( F ( s − a ) ) = eat L−1 ( F ( s ) ) .

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CHAPTER 3 : LAPLACE TRANSFORM
 
Example 3.8.1:

4 4⎛ 3 ⎞ 4
F (s) = = ⎜ ⎟ ⇒ f ( t ) = sin 3t
s2 + 9 3 ⎝ s2 + 9 ⎠ 3

Example 3.8.2:

1 1 ⎛ 4! ⎞ 1 4
F (s) = = ⎜ 5 ⎟ ⇒ f (t ) = t
s 5
4! ⎝ s ⎠ 24

Example 3.8.3:

6
F (s) =
( s − 1)
4

By shifting property, G ( s − a ) = G ( s − 1) , a = 1 .

6 3!
G (s) = 4
= 4
s s
⇒ g ( t ) = t 3 ⇒ f ( t ) = et t 3

Exercises 3.8.1:

Determine

⎧⎪
−1 2 ⎫⎪
L ⎨ ⎬
⎩⎪ ( s − 2 ) + 9 ⎭⎪
1. 2

⎧⎪
−1 3 ⎫⎪
L ⎨ 3⎬
⎩⎪ ( 2 s + 5 ) ⎭⎪
2.

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CHAPTER 3 : LAPLACE TRANSFORM
 

Example 3.8.4:

⎧ s ⎫ -1 ⎧ s ⎫
L-1 ⎨ 2 ⎬ = L ⎨ 2 2 ⎬ = cos 5t
⎩ s + 25 ⎭ ⎩s +5 ⎭

We can write down the corresponding function in t, provided we can


recognize it from our table of transforms.

-1 ⎧ 3s + 1 ⎫
But, what about L ⎨ ⎬?
⎩s − s − 6⎭
2
3s + 1 A B
= +
s2 − s − 6 s + 2 s − 3
A ( s − 3 ) + B ( s + 2 ) = 3s + 1
Solution:

3s + 1 3s + 1 1 2 s = 3 : 5B = 10 ⇒ B = 2
= +
s 2 − s − 6 ( s + 2 )( s − 3) = s + 2 s − 3 s = −2 : −5 A = −5 ⇒ A = 1
 

⎧ 3s + 1 ⎫ −1 ⎧ 1 2 ⎫ 3s + 1
∴ L-1 ⎨ 2 ⎬=L ⎨ + ⎬ =
1
+
2
⎩s − s − 6⎭ ⎩ s + 2 s − 3⎭ s2 − s − 6 s + 2 s − 3

from table: = e −2 t + 2 e 3 t

1 2
The two simpler functions of and are called the partial
s+2 s −3

3s + 1
fractions of .
s −s−6
2

Therefore, u need to know partial fractions!!

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Partial Fractions

There are few types of denominator that u should know:

1) A linear factor ( s + a ) gives a partial fraction


A
where A is a
s+a
constant to be determined.
A B
2) A repeated factor ( + ) gives s + a s + a 2 .
+
2
s a
( )
A B C
3) Similarly ( s + a ) + +
3
gives s + a
(s + a) (s + a) .
2 3

Ps + Q
4) A quadratic factor ( s + ps + q )
2
gives 2
s + ps + q .

5) Repeated quadratic factors ( s + ps + q ) gives


2 2

Ps + Q Rs + T
+
s 2 + ps + q ( s 2 + ps + q )2 . 

Example 3.8.5:

−1 ⎧ 5s + 1 ⎫
Determine L ⎨ 2 ⎬ . Answer: 3e −3t + 2e 4t
⎩ s − s − 12 ⎭

5s + 1 A B
= +
s 2 − s − 12 s + 3 s − 4
A ( s − 4 ) + B ( s + 3) = 5s + 1
s = −3 : −7 A = −14 ⇒ A = 2; s = 4 : 7 B = 21 ⇒ B = 3
5s + 1 2 3
= +
s 2 − s − 12 s + 3 s − 4
⎧ 5s + 1 ⎫ −1 ⎧ 2 3 ⎫
L−1 ⎨ 2 ⎬=L ⎨ + −3t
⎬ = 2e + 3e
4t

⎩ s − s − 12 ⎭ ⎩s + 3 s − 4⎭

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CHAPTER 3 : LAPLACE TRANSFORM
 

Exercises 3.8.2:

Determine

⎧⎪ 4s 2 − 5s + 6 ⎫⎪
−1
1. L ⎨ ⎬ . Answer: 3e − t + cos 2t − 3sin 2t
⎪⎩ ( s + 1) ( s + 4 ) ⎪⎭
2

s +1
2. L { F ( s )} for F (s ) =
−1
s 2 + 2 s + 10
2s − 3
3. L { F ( s )} for F ( s ) =
−1

s2 + s − 2
⎧⎪ 2s + 3 ⎫⎪
−1
L ⎨ −4 t ⎛ 5 2⎞
3⎬ Answer:∴ f (t ) = e ⎜ 2t − t ⎟
4.
⎪⎩ ( s + 4 ) ⎪⎭ ⎝ 2 ⎠

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CHAPTER 3 : LAPLACE TRANSFORM  
 

Convolution Theorem

L−1 {F ( s ) G ( s )} = ∫ f ( u )g ( t − u ) du  
t

Example 3.8.6:

1
Find the inverse Laplace transform for
s ( s 2 + 4 ) using Convolution
theorem.

Solution:

1 1
Let F ( s ) = and G ( s ) = 2 , then
s s +4

1
f ( t ) = 1 , g ( t ) = sin 2t .
2

1
⇒ f ( u ) = 1 , g ( t − u ) = sin 2 ( t − u ) .
2

⎧⎪ 1 ⎫⎪ 1
⎬ ∫0 (1) sin 2 ( t − u ) du
t
L−1 ⎨ =
⎩⎪ s ( s + 4 ) ⎭⎪
2
2

1 ⎡ − cos 2 ( t − u ) ⎤
t

= ⎢ ⎥
2⎣ −2 ⎦0
1
= ⎡cos 2 ( 0 ) − cos 2t ⎤⎦
4⎣
1
= [1 − cos 2t ]
4

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CHAPTER 3 : LAPLACE TRANSFORM
 
Exercises 3.8.3:

⎧ ⎫
⎪ s2
−1 ⎪
L ⎨ ⎬ using Convolution theorem.
⎪⎩ ( ) ⎪⎭
Find 2
s 2
+ 4

⎧ ⎫
⎪ 1 ⎪
−1
L ⎨ 2 ⎬ using Convolution theorem.
⎪⎩ ( s + 1) ⎪⎭
Find 2

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CHAPTER 3 : LAPLACE TRANSFORM
 

Definition 3.9 (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.

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

Transforms of Derivatives

If L { y(t )} = Y ( s), then

L { y′ ( t )} = sY ( s ) − y0

L { y′′(t )} = s 2Y ( s ) − sy0 − y0′

L { y′′′ ( t )} = s3Y ( s) − s 2 y0 − sy0′ − y0′′

# # #
{ }
L y ( n) ( t ) = s nY ( s) − s n−1 y0 − s n−2 y0′ − " − y0( n−1)

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CHAPTER 3 : LAPLACE TRANSFORM 
 
Solution of 1st Order Differential equations

Example 3.9.1:

dy
Solve the equation − 2 y = 4 , given that at t = 0, y = 1 .
dt

Solution:

(a) Rewrite the equation in Laplace transforms using the last notation

⎧ dy ⎫ ⎧ dy ⎫
L ⎨ − 2 y ⎬ = L {4} ⇒ L ⎨ ⎬ − 2L { y} = L {4}
⎩ dt ⎭ ⎩ dt ⎭

We have

⎧ dy ⎫
L ⎨ ⎬ = L { y′(t )} = sY ( s ) − y0 ,
⎩ dt ⎭
L { y (t )} = Y ( s ),
.
4
L {4} =
s

Then the equation becomes

4
⇒ ( sY (s) − y0 ) − 2Y (s) =
s.

(b) Insert the initial condition that at t = 0, y = 1 i.e. y0 = 1 .

4
⇒ ( sY ( s) − 1) − 2Y ( s ) =
s

(c) Now we rearrange this to give an expression for Y ( s )

4 4+s 4+ s
⇒ ( s − 2 ) Y ( s) = +1 = ∴ Y (s) =
s s s ( s − 2)

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CHAPTER 3 : LAPLACE TRANSFORM
 
(d) Finally we take inverse transforms to obtain x

s+4 A B
= +
s ( s − 2) s s − 2
∴ s + 4 = A ( s − 2) + B ( s )

i) Let s = 2 ⇒ 6 = 2B ∴ B = 3

ii) Let s = 0 ⇒ 4 = A ( −2 ) ∴ A = −2

s+4 3 2
∴ Y ( s) = = −
s ( s − 2) s − 2 s

Therefore, taking inverse transforms


⎧⎪ s + 4 ⎫⎪
y (t ) = L−1 {Y ( s )} = L−1 ⎨ ⎬
⎩⎪ s ( s − 2 ) ⎭⎪
⎧ 3 2⎫
= L−1 ⎨ − ⎬
⎩s − 2 s ⎭

∴ y (t ) = 3e 2t − 2

Example 3.9.2:

dx
Solve the equation − 4 x = 2e 2t + e 4t given that at t = 0, x = 0 .
dt

Solution:

⎧ dx ⎫
L ⎨ − 4 x ⎬ = L {2 e 2 t + e 4 t }
⎩ dt ⎭

2 1
⇒ ( sX ( s ) − x0 ) − 4 X ( s) = +
s−2 s−4.

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CHAPTER 3 : LAPLACE TRANSFORM  
 
t = 0, x = 0
2 1
⇒ ( sX ( s) − 0 ) − 4 X ( s) = +
s−2 s−4
2 1
⇒ ( s − 4 ) X ( s) = +
s−2 s−4
2 1
∴ X ( s) = +
(
s − 2 )( s − 4 ) ( s − 4 )2



can use partial fraction can transform


directly from
the table

Partial Fraction

2 A B −1 1
= + = +
( s − 2 )( s − 4 ) s−2 s−4 s−2 s−4

⎧⎪−1 2 1 ⎫⎪ ⎧
−1 ⎪ −1 1 1 ⎫⎪
x(t ) = L ⎨ + 2⎬
=L ⎨ + + 2⎬
⎩⎪ ( s − 2 )( s − 4 ) ( s − 4 ) ⎭⎪ ⎩⎪ s − 2 s − 4 ( s − 4 ) ⎪⎭
∴ x(t ) = −e2t + e4t + te4t
= e4t ( t + 1) − e2t

Exercises 3.9.1:

dx
Solve the equation + 2 x = 10e3t given that at t = 0, x = 6 .
dt

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CHAPTER 3 : LAPLACE TRANSFORM  
 
Solution of 2nd Order Differential equations

The method is, in effect, the same as before, going through the same
four distinct stages.

Example 3.9.3:

d2y dy
Solve the equation 2
− 3 + 2 y = 2e3t given that y ( 0 ) = 5 and
dt dt
y′ ( 0 ) = 7 .

Solution:

(a) We rewrite the equation in terms of its transforms, remembering


that

L { y} = Y (s)

L { y′(t )} = sY ( s) − y0

L { y′′(t )} = s 2Y ( s) − sy0 − y0′

The equation becomes


(
s Y ( s ) − sy − y′ ) − 3 ( sY ( s ) − y ) + 2
2

0 0 0 YN (s) =
2
s −3
⎧ ⎫ ⎧⎪ ⎛ ⎞ ⎫⎪
L⎨⎪⎧ y′′(t )⎬⎪⎫ L⎨⎪ y′⎜⎛ t ⎟⎞⎬⎪
⎪⎩ ⎝ ⎠⎪
L⎨ y ⎜⎝ t ⎟⎠⎬
⎩⎪ ⎭⎪
⎪⎩ ⎪⎭ ⎭

(b) Insert the initial conditions. In this case y0 = 5 and y0′ = 7 .

2
⇒ s 2Y ( s ) − 5s − 7 − 3 ( sY ( s) − 5 ) + 2Y ( s ) =
s −3

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CHAPTER 3 : LAPLACE TRANSFORM  
 
(c) Rearrange to obtain Y (s)

(s 2
− 3s + 2 ) Y ( s ) − 5s − 7 + 15 =
2
s −3
2 2
( s − 1)( s − 2 ) Y ( s) = + 5s + 7 − 15 = + 5s − 8
s −3 s −3
2 5s − 8
Y(s) = +
( s − 3)( s − 1)( s − 2 ) ( s − 1)( s − 2 )
(d) Now for partial fractions

2 5s − 8
+
( s − 3)( s − 1)( s − 2 ) ( s − 1)( s − 2 )
1 1 −2 3 2 4 1
= + + + + = +
( s − 3) ( s − 1) ( s − 2 ) ( s − 1) ( s − 2 ) ( s − 3) ( s − 1)
Therefore, taking inverse transforms

⎪⎧ 2 5s − 8 ⎫⎪ ⎧ 4
−1 ⎪ 1 ⎫⎪
y (t ) = L−1 ⎨ + ⎬ = L ⎨ + ⎬
⎪⎩ ( s − 3)( s − 1)( s − 2 ) ( s − 1)( s − 2 ) ⎭⎪ ⎩⎪ ( s − 3) ( s − 1) ⎪⎭

∴ y (t ) = 4e3t + et

Exercises 3.9.2:

d 2x
1. Solve the equation − 4 x = 24 cos 2t given that at x ( 0 ) = 3 and
dt 2
x′ ( 0 ) = 4 .
2. Solve the boundary value problem equation

y′ − 3 y = δ ( t − 4 ) cosh t , y ( 5) = 0.

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CHAPTER 3 : LAPLACE TRANSFORM
 

REFERENCES:

1. Nagle, Saff and Snider, Fundamentals Of Differential


Equations 5th Edition, Addison Wesley Longman; 2000.

2. Alan Jeffrey, Advanced Engineering Mathematics,


Academic Press; 2002.

3. Abd. Wahid Md. Raji & Mohd Nor Mohamad, Persamaan


Pembeza Biasa; Jabatan Matematik; UTM;Skudai 2002.

4. Glynn James et al., Advanced Modern Engineering


Mathematics, Addison Wesley; 1993.

5. Boyce and di Prima, Elementary Differential Equations and


Boundary Value Problems, 4th edition, John Wiley and
Sons; 1986.

6. K. A. Stroud, Advanced Engineering Mathematics;


MacMillan Ltd.; London; 1996.

7. Normah Maan, Halijah Osman et al., Differential Equations


Module, Jabatan Matematik; UTM; Skudai 2007.

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