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Dr. Mohammed Gulam Ahamad

Laplace transforms can be used to solve initial value problems (IVPs) involving differential equations. The Laplace transform converts a differential equation into an algebraic equation that can be solved. Taking the inverse Laplace transform of the solution yields the solution to the original IVP. Laplace transforms are effective for IVPs with piecewise forcing functions like the Heaviside step function. However, Laplace transforms have limitations and cannot be used for all types of IVPs or general solutions to differential equations.

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Mohammad Gulam Ahamad
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30 views

Dr. Mohammed Gulam Ahamad

Laplace transforms can be used to solve initial value problems (IVPs) involving differential equations. The Laplace transform converts a differential equation into an algebraic equation that can be solved. Taking the inverse Laplace transform of the solution yields the solution to the original IVP. Laplace transforms are effective for IVPs with piecewise forcing functions like the Heaviside step function. However, Laplace transforms have limitations and cannot be used for all types of IVPs or general solutions to differential equations.

Uploaded by

Mohammad Gulam Ahamad
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Dr.

Mohammed Gulam ahamad


A Laplace transform is a type of
integral transform.
Plug one function in
0

s t
e dt


}
( ) f t
Get another function out
( ) F s =
The new function is in a different domain.
( ) F s
is the Laplace transform of
( ). f t
Write
{ }
( ) ( ), f t F s = L
0

s t
e dt


}
( ) f t ( ) F s =
When
{ }
{ }
( ) ( ),
( ) ( ), etc.
y t Y s
x t X s
=
=
L
L
A Laplace transform is an example of an improper
integral : one of its limits is infinite.


0 0
( ) lim ( )
h
s t s t
h
e f t dt e f t dt

=
} }
Define

A Calculation
Let
0 if
( )
1 if
t c
u t c
t c
<

=

>

This is called the unit step function or


the Heaviside function.
Its handy for describing functions that
turn on and off.
c
1
t
0 if
( )
1 if
t c
u t c
t c
<

=

>

The Heaviside Function


{ }
0
1 1
( ) ( ) lim
lim lim ( )

h
s t s t
h
c
h s c
s t s h s c
s s
c
h h
u t c e u t c dt e dt
e
e e e
s





= = =
= =
} }
L
Calculating the Laplace transform of the
Heaviside function is almost trivial.
Remember that
( ) u t c
is zero until
then its one.
, t c =
We can use Laplace transforms to turn an
initial value problem
" 3 ' 4 ( 1)
(0) 1, '(0) 2
y y y t u t
y y
+ =
= =
into an algebraic problem
2
2
1
( )*( 3 4) ( 1)
s
s
s e
Y s s s s
+

+ + + =
Solve for y(t)
Solve for Y(s)
1
1
A sawtooth function
t
Laplace transforms are particularly effective
on differential equations with forcing functions
that are piecewise, like the Heaviside function,
and other functions that turn on and off.
I.V.P.
Laplace transform
Algebraic Eqn
If you solve the algebraic equation
2
2 2
( 1) ( 1)
( )
( 3 4)
s s
s s e e
Y s
s s s

+
=
+
and find the inverse Laplace transform of
the solution, Y(s), you have the solution to
the I.V.P.
Algebraic Expression
Soln. to IVP
Inverse
Laplace
transform
The inverse Laplace transform of
is
4
4
3 3 2 1
5 80 4 16
4
3 2
5 5
( ) ( 1)( + ( ) )
( )( ( ) )
t t
e
e
t t
y t u t e e t
u t e e

=

2
2 2
( 1) ( 1)
( )
( 3 4)
s s
s s e e
Y s
s s s

+
=
+
4
4
3 3 2 1
5 80 4 16
4
3 2
5 5
( ) ( 1)( + ( ) )
( )( ( ) )
t t
e
e
t t
y t u t e e t
u t e e

=

is the solution to the I.V.P.
" 3 ' 4 ( 1)
(0) 1, '(0) 2
y y y t u t
y y
+ =
= =
Thus
You need several nice properties of Laplace
transforms that may not be readily apparent.
First, Laplace transforms, and inverse
transforms, are linear :
{ } { } { }
{ } { } { }
1 1 -1
( ) ( ) ( ) ( ) ,
( ) ( ) ( ) ( )
cf t g t c f t g t
cF s G s c F s G s

+
+
L = L +L
L = L +L
for functions f(t), g(t), constant c, and
transforms F(s), G(s).
there is a very simple relationship
between the Laplace transform of a given
function and the Laplace transform of that
functions derivative.
{ } { }
{ } { }
2
'( ) ( ) (0),
''( ) ( ) (0) '(0)
f t s f t f
f t s f t s f f


L = L
L = L
and
These show when we apply differentiation
by parts to the integral defining the transform.
Second,
Now we know there are rules that let
us determine the Laplace transform
of an initial value problem, but...
First you must know that Laplace transforms
are one-to-one on continuous functions.
In symbols
{ } { }
( ) ( ) ( ) ( ) f t g t f t g t = L =L
when f and g are continuous.
That means that Laplace transforms are
invertible.
Inverse Laplace Transforms
If
{ }
( ) ( ), f t F s = L
{ }
1
1
2
( ) ( )
c i
s t
i
c i
F s e F s ds
t
+


=
}
L
then
{ }
-1
( ) ( ), F s f t = L
where
An inverse Laplace transform is an improper
contour integral, a creature from the world
of complex variables.
Thats why you dont see them naked very
often. You usually just see what they yield,
the output.
In practice, Laplace transforms and inverse
Laplace transforms are obtained using tables
and computer algebra systems.
Dont use them...
unless you really have to.
When your forcing function is a piecewise,
periodic function, like the sawtooth function...
Or when your forcing function is an impulse,
like an electrical surge.
Impulse?
An impulse is the effect of a force that acts
over a very short time interval.
Engineers and physicists use the Dirac
delta function to model impulses.
A lightning strike creates an electrical
impulse.
The force of a major leaguers bat
striking a baseball creates a mechanical
impulse.
The Dirac Delta Function
This so-called quasi-function was created
by P.A.M. Dirac, the inventor of quantum
mechanics.
0
( ) 0 ( ) 1 t a t a t a dt o o

= = =
}
when and
People use this thing all the time. You
need to be familiar with it.
The Laplace Transform of the
Dirac Delta Function
{ ( )} 1/
a s
L t a e o

=
Laplace transforms have limited appeal.
You cannot use them to find general solutions
to differential equations.
You cannot use them on initial value problems
with initial conditions different from
1 2
(0) , '(0) , y c y c = = etc.
Initial conditions at a point other than zero
will not do.
Know the definition of the Laplace transform
Know the properties of the Laplace transform
Know that the inverse Laplace transform is an
improper integral
Know when you should use a Laplace transform on a
differential equation
Know when you should not use a Laplace transform
on a differential equation
When Appropriate

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