ES 81 Math Methods in Engineering 1

(Di erential Equations)

Lecture 5 Laplace Transforms and LCCDEs
Laplace Transforms & LCCDEs
De nition of the Laplace Transform
Properties of Laplace Transforms
Transforms of Derivatives
Derivatives of Transforms
Inverse Laplace Transforms
Solution to LCCDEs using Laplace Transforms
Laplace Transforms & LCCDEs
De nition of the Laplace Transform
Properties of Laplace Transforms
Transforms of Derivatives
Derivatives of Transforms
Inverse Laplace Transforms
Solution to LCCDEs using Laplace Transforms
The Laplace Transform
L et f  t  be defined for 0  t   and let s denote an arbitrary real
variable.
T he L aplace T r an sfor m of a function f  t  denoted by L  f  t  or F  s 
is defined as

L  f  t   F  s   0 e  st f  t  dt

for all values of s for which the integral converges.

R
N ote: C onvergence occu rs when the limit Rlim  0  e  st
f  t  dt ex is ts .

I f limit does no t ex ist, integral diverges and f  t  has no L aplace transfor m .

The Laplace Transform
Example 1. F ind L  e kt  .
Ans.
 
L e kt

0
e  st
e kt
dt  0 e  s k t dt
 

F or s  k , the ex ponent on e is  0  the integral diverges.

F or s  k , the integral converges. T hus,

L e kt

0
e  s k t dt
 


 e  s  k  t
1
  0
 s  k 0 s k
L e  kt 1 , s k
s k
1
N ote : F or k  0  L 1   , s  0.
s
The Laplace Transform
Example 2. F ind L  sin kt  .
Ans. e ax
 a sin mx  m cos mx 
R ecall from calculus,  e sin mxdx 
ax
c
a m
2 2

L  sin kt   0 e  st  si n ktdt

e  st
 s sin kt  k co s kt  
 
 s2  k 2 0
F or s  0, e  st  0 as t  . A lso, sin kt and cos kt are bounded as t  .
T hus,
1 0 k 
L  sin kt   0  2 2 , s  0
s k
k
L  sin k t   2 2 , s 0
s k
The Laplace Transform
Example 3. F ind L  t n  for n  0.
Ans. L  t n    e  st t n dt
0 tn e  st dt
U sing integration by parts with n 1
nt dt  1 e  st
s
 st 
  t e 
n
n 
0 e t
 st n
dt      e t dt
 st n 1

 s 0 s 0

F or s  0 and n  0, the 1 st term on the right is zero. T hus,


e t
 st
dt n n 
e t dt ,
 st n 1
s 0
0 
s 0

n n
L  t   L  t n 1  , s  0.
s
The Laplace Transform
Example 3. F ind L  t n  for n  0.
Ans. F rom n
L  t   L  t n 1  ,
n
s  0.
s
F or n  1,

1
F rom ex ample 1 , L  t   L 1   .
0
s
n !
H ence for n  0 , L  t   n 1 , s  0.
n
s
Table of Laplace Transforms of Common Functions

L e  
kt 1 ,s k k
s k L  k   , s  0, k is a constant
s
n !
L  t   n 1 , s  0, n  I
n
s

L  sin kt   k ,s 0 L  cos kt   s ,s 0
s 2
k 2
s 2
k 2

k L  cosh kt   s , s 2
k 2
L  sinh kt   2 ,s
2
k 2
s2  k 2 
s 2
k
The Laplace Transform
Example 4. F ind the L aplace transform of H  t  where H  t   t , 0 t 4
5 t 4
Ans.
Laplace Transforms & LCCDEs
De nition of the Laplace Transform
Properties of Laplace Transforms
Transforms of Derivatives
Derivatives of Transforms
Inverse Laplace Transforms
Solution to LCCDEs using Laplace Transforms
Properties of Laplace Transforms
Linearity
1 L  c f  t   c L  f  t  ; c is any constant.
 

 2  L  f  t   g  t   L  f  t   L  g  t 

I f L  f  t   F  s  and L  g  t   G  s  , then for any two constants c1 and c 2

L  c1 f  t   c 2 g  t    c1 L  f  t    c 2 L  g  t  
 c1 F  s   c 2 G  s 
Properties of Laplace Transforms
Example 5. F ind the L aplace transform of f  x   5 sin 3 x  1 7 e 2 x .
Ans.

L  f  x   L  5 sin 3 x   L 1 7 e 2 x 
 3   1 
5 2  1 7  
s 9  s  2 
H s  2  1 5 1 7
s 9 s 2
Properties of Laplace Transforms
First Shifting Theorem
I f L  f  t   F  s  then L  e kt f  t   F  s  k . 

Example 6. F ind L  e 7 t cos 2 t .

Ans.
Properties of Laplace Transforms
Exercise 1. F ind L  t 2  4 t  5 .
Ans. F  s   23  42  5
s s s

Exercise 2. F ind L  e 2 t  4 e 3 t  .
Ans. F  s   5 s 1 1
, s  2.
s  2 s 3

Exercise 3. F ind L  e 2 x sin 5 x  .

Ans. F  s   5
2
 s 2  25
Laplace Transforms & LCCDEs
De nition of the Laplace Transform
Properties of Laplace Transforms
Derivatives of Transforms
Transforms of Derivatives
Inverse Laplace Transforms
Solution to LCCDEs using Laplace Transforms
Derivatives of Laplace Transforms
Theorem I f L  f  t   F  s  then F '  s   L  tf  t  .
P roof . F r om definition ,

n d n
F s
Theorem F or any positive integer n , F  s   n  L   t  n f  t  .
 

ds
 Derivatives of Laplace Transforms
Example 7. D etermine the L aplace T ransform of  t sin kt  where k is a constant.
2k 

Ans. F or f  t   sin kt Lf t F s 

k
   
s2  k 2
k  2 s 
F ' s  2 2 2
s k 
F r om theorem, F '  s   L  tf  t 
F '  s   L  t sin k t 
k  2 s 
2  L  t sin kt 
 s 2
 k 2


s L
 t 
sin k t   t
L
 s
sin kt   2 2 2
s k 
2 2 2  2 k  2k  s k 
 Derivatives of Laplace Transforms
Example 8. D etermine the L aplace T ransform of  xe 4 x  .

d n
F s
Ans. F rom theorem, for any positive integer n , L   t  f  t   n .
n
ds
 Derivatives of Laplace Transforms
Example 8. D etermine the L aplace T ransform of  xe 4 x  .

Ans. Alter natively ,

Laplace Transforms & LCCDEs
De nition of the Laplace Transform
Properties of Laplace Transforms
Derivatives of Transforms
Transforms of Derivatives
Inverse Laplace Transforms
Solution to LCCDEs using Laplace Transforms
Laplace Transforms of Derivatives
I f L  f  t   F  s  then

wher e f  0  , f '  0  , ..., f n

 
0 are given values i.e. initial conditions .
 
Laplace Transforms of Derivatives
Example 9. D etermine the L aplace T ransform of the D E y ''  9 y  40 e x given that
y  0   5, y '  0   2.
Ans.
L  y ''  s 2 F  s   sy  0   y '  0 
 s2 F  s   5s  2
L 9 y  9 F  s 
L  40 e x   40 L  e x 
 1 
 40  
 s  1 
L  y ''  9 y  40 e x   s 2 F  s   5 s  2  9 F  s   40  1 
 s 1 
 1 
 s F  s   9 F  s   40 
2
  5s  2
 s 1 
Laplace Transforms of Derivatives
Example 10. F ind the L aplace T ransform of the D E  D 2  D  y  2 e t  2 t  2
given y  0   y '  0   0.
Ans.
2  d 2
y  2
L  D y  L  2   s F s sy  0   y '  0   s 2 F  s 
 
 dt 

L  D y   L  dy   sF  s   y  0   s F  s   0  s F  s 
 dt 
L  2 e t  2 t  2   L  2 e t   L  2 t  L  2 
 1   1  1 
2 2  2 2  
 s 1   s   s 
L   D  D  y  2 e  2 t  2   s F  s   sF  s  
2 t 2 2 2
 2 
2
s 1 s s
  s2  s F  s 
2  2 2
s 1 s 2 s
Laplace Transforms & LCCDEs
De nition of the Laplace Transform
Properties of Laplace Transforms
Transforms of Derivatives
Derivatives of Transforms
Inverse Laplace Transforms
Solution to LCCDEs using Laplace Transforms
 Inverse Laplace Transforms
De nition.

Theorem. I f c1 and c 2 are constants, then

L 1  c1 F 1  s   c 2 F 2  s   L 1  c1 F 1  s   L 1  c 2 F 2  s 
 c1 L 1  F 1  s   c 2 L 1  F 2  s 

Theorem. L 1  F  s   e at L 1  F  s  a 
  
Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:
a using completing the square and the L aplace transform tables
 

Example 11 F  s   14 ; find f  t  .
s

Ans 1  1  3! 
s 4 3!  s 3 1 
1  1  1 1  3! 
L  4   L  3 1 
 s  3! s 

F rom the transform table, nn !1  t n .

s
1  1  1 1
L  4   f  t   t  t3 3
s  3! 6
Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:
a using completing the square and the L aplace transform tables
 

Example 12 F  s   2 1 5 ; find f  t  .
s  4 s 1 3
1  1 5  1  1 5  
1  1 5 
Ans L  2 L  2 L  
 s  4 s 1 3   s  4 s  4 1 3  4 
2
  s  2   9 
k
F rom the transform table, 2 2  sin kt and using the first shifting theorem,
s k
Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:
b using partial fraction ex pansion
 

Example 13 F  s   2 s  2 ; find f  t  .
s 6s 8

Ans
 Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:
c using theorems
 

Example 14 D etermine L 1  3 s 1 
 2 
s  2s 5 

Ans

U sing the F irst S hifting T heorem, L  e kt f  t   F  s  k 

  s  1    2 
L F
1
 s   3 L 
1
2   2 L 1
 2 
  s  1   4    s  1   4 
 3 e  t cos 2 t  2 e  t sin 2 t
Inverse Laplace Transforms
Exercise 4. F ind L  2  s 1 
.
1

 s  6 s  25 
Ans. f 3 t  1 
 t   e  cos 4 t  sin 4 t 
 2 

 5 s 3  6 s  3 
Exercise 5. F ind L 1  3 2 .
 s  s  1  
Ans. f  t   3  3 t 2  3 e t  2 te t .
2
 
Exercise 6. F ind L 1  16 
 2 .
 s  s  4 
2


Ans. f  t   1  cos 2 t  t sin 2 t

Laplace Transforms & LCCDEs
De nition of the Laplace Transform
Properties of Laplace Transforms
Transforms of Derivatives
Derivatives of Transforms
Inverse Laplace Transforms
Solution to LCCDEs using Laplace Transforms
Solution to LCCDEs using Laplace Transforms
(1) E valuate the L aplace transform of both sides of the differential equation,
substituting initial conditions if given; otherwise, assume a constant to be
evaluated later at that condition. N ote that in the L aplace transforms of
derivatives, the conditions f  0  , f '  0  , f ''  0  , ... are required.
(2) R educe the transformed equation which is a k nown function of s in standard
form wherein F ( s ) is on one s ide.
(3) E valuate the inverse transform k nowing the F  s  of the function, i.e.
f  t   L 1  F  s  .
(4) E valuate the unk nown constants if necessary. T his step is required if the
initial conditions are not given.
Solution to LCCDEs using Laplace Transforms
Example 11. S olve the D E  D 2  D  y  2 e t  2 t  2 using L aplace transforms
given y  0   y '  0   0.
Ans.
2  d 2
y  2
L  D y  L  2   s F s sy  0   y '  0   s 2 F  s 
 
 dt 

L  D y   L  dy   sF  s   y  0   s F  s   0  s F  s 
 dt 
L  2 e t  2 t  2   L  2 e t   L  2 t  L  2 
 1   1  1 
2 2  2 2  
 s 1   s   s 
L   D  D  y  2 e  2 t  2   s F  s   sF  s  
2 t 2 2 2
 2 
2
s 1 s s
  s2  s F  s 
2  2 2
s 1 s 2 s
Solution to LCCDEs using Laplace Transforms
Example 11. S olve the D E  D 2  D  y  2 e t  2 t  2 using L aplace transforms
given y  0   y '  0   0.
Ans.
Solution to LCCDEs using Laplace Transforms
Example 11. S olve the D E  D 2  D  y  2 e t  2 t  2 using L aplace transforms
given y  0   y '  0   0.
Ans. 4 s 2
2
F s  3
s  s 1   s 1 
B y partial fraction ex pansion,
F s  3 4 s 2
2 A B C
 3 2  
D 
E
s  s 1   s 1  s s s s 1 s 1
 A  2, B  0, C  2, D  1, E  1
2
F s  3   2 1 
1
s s s 1 s 1
f  t   t 2  2  e t  e t .