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Chapter Part 2
Chapter Part 2
theorem we get
2π 2π
1 1 e−sx
Z a
−sx
a
L[cos ax] = e cos ax dx = 2 2
(a sin ax − s cos ax)
1−e
−2πs
a 0 1−e
−2πs
a s +a 0
( −2πs )
1 e a (−s) − (−s) s
= = 2 .
1−e
−2πs
a s2 + a2 s + a2
Recall the solution procedure outlined in Figure 6.1. The final stage in that solution procedure involves
calulating inverse Laplace transforms. In this section we look at the problem of finding inverse Laplace
transforms. In other words, given F (s), how do we find f (x) so that F (s) = L[f (x)].
We begin with a simple example which illustrates a small problem on finding inverse Laplace transforms.
2
Then L[f (x)] = L[g(x)] = . Since an integral is not affected by the changing of its integrand at a few
s3
isolated points, more than one function can have the same Laplace transform.
Example 6.24 illustrates that inverse Laplace transforms are not unique. However, it can be shown that, if
several functions have the same Laplace transform, then at most one of them is continuous. This prompts
us to make the following definition.
Definition 6.25. The inverse Laplace transform of F (s), denoted L−1 [F (s)], is the function f defined
on [0, ∞) which has the fewest number of discontinuities and satisfies
L[f (x)] = F (s). ◭
Math 334 6.3. INVERSE LAPLACE TRANSFORMS 91
Example 6.26.
2
1. L−1 [ 3 ] = x2 .
s
s
2. L−1 [ 2 ] = cos 3x.
s +9
s−1 s−1 s
3. L−1 [ ] = L−1 [ ] = ex L−1 [ 2 ] = ex cos 2x. (using property 1 of Theorem
s2
− 2s + 5 2
(s − 1) + 4 s +4
6.17 in reverse)
Theorem 6.27.
If L−1 [F (s)] and L−1 [G(s)] exist, then L−1 [αF (s) + βG(s)] = αL−1 [F (s)] + βL−1 [G(s)].
Proof
Starting from the right hand side we have
L[αL−1 [F (s)] + βL−1 [G(s)]] = αL[L−1 [F (s)]] + βL[L−1 [G(s)]] = αF (s) + βG(s).
Most of the properties of the Laplace transform can be reversed for the inverse Laplace transform.
Theorem 6.28.
If L−1 [F (s)] = f (x), then the following hold:
1. L−1 [F (s + a)] = e−ax f (x);
2. L−1 [sF (s)] = fZ′ (x), if f (0) = 0;
x
1
3. L−1 [ F (s)] = f (t) dt;
s 0
4. L−1 [e−as F (s)] = ua (x) f (x − a).
Proof
1. L[e−ax f (x)] = F (s + a) from Theorem 6.17, property 1. The result follows.
2. L[f ′ (x))] = −f (0) + sF (s) from Theorem 6.17, property 4. The result follows.
Z x
1
3. L[ f (t) dt] = F (s), from Theorem 6.17, property 5. The result follows.
0 s
4. L[ua (x)f (x − a)] = e−as L[f (x)] = e−as F (s), from Theorem 6.19. The result follows.
1
Example 6.29. Find L−1 [ ].
s(s2 + 1)
Solution
1 1 1
We can write = F (s), where F (s) = 2 . Then f (x) = L−1 [F (s)] = sin x, so we get
s(s2+ 1) s s +1
Z x Z x
1 1
L−1 [ 2 ] = L−1 [ F (s)] = f (t) dt = sin t dt = 1 − cos x.
s(s + 1) s 0 0
Math 334 6.3. INVERSE LAPLACE TRANSFORMS 92
1
Example 6.30. Find L−1 [ ].
s(s2 + +2s + 5)
Solution
1 1 1 1
L−1 [ ] = L−1 [ ] = e−x L−1 [ 2 ] = e−x sin 2x.
s(s2 + 2s + 5) 2
(s + 1) + 4 s +4 2
1 + e−s
Example 6.31. Find L−1 [ ].
s2
Solution
1 + e−s −1 1 e−s −1 1 −1 e
−s
L−1 [ ] = L [ + ] = L [ ] + L [ ] = x + u1 (x)(x − 1).
s2 s2 s2 s2 s2
4e−2s
Example 6.32. Find L−1 [ ].
s2 + 16
Solution
4e−2s 4 4
L−1 [ 2
] = L−1 [e−2s · 2 ] = u2 (x)L−1[ 2 ] = u2 (x) sin 4x.
s + 16 s + 16 s + 16
P (s)
Many transforms that one encounters are of the form F (s) = , where P and Q are polynomials in s
Q(s)
P (s)
with deg{Q} > deg{P }. To evaluate L−1 [F (s)], one writes in terms of partial fractions.
Q(s)
7s − 1
Example 6.33 (distinct linear factors). Find L−1 [ ].
(s + 1)(s + 2)(s − 3)
Solution
We write the expression in the form
7s − 1 A B C
= + + .
(s + 1)(s + 2)(s − 3) s+1 s+2 s−3
Solving for the constants yields: A = 2, B = −3, and C = 1. Thus, we get
7s − 1 2 3 1
L−1 [ ] = L−1 [ ] − L−1 [ ] + L−1 [ ] = 2e−x − 3e−2x + e3x .
(s + 1)(s + 2)(s − 3) s+1 s+2 s−3
s2 + 9s + 2
Example 6.34 (repeated linear factors). Find L−1 [ ].
(s − 1)2 (s + 3)
Solution
We write the expression in the form
s2 + 9s + 2 A B C
= + + .
(s − 1)2 (s + 3) s − 1 (s − 1)2 s + 3
Solving for the constants yields: A = 2, B = 3, and C = −3. Thus, we get
s2 + 9s + 2 2 1 1
L−1 [ ] = L−1 [ ] + 3L−1 [ ] − L−1 [ ] = 2e−x + 3xex − e−3x .
(s − 1)2 (s + 3) s−1 (s − 1)2 s+3
Math 334 6.4. APPLICATIONS TO DIFFERENTIAL EQUATIONS 93
2s2 + 10s
Example 6.35 (quadratic factors). Find L−1 [ (s + 1)].
s2 − 2s + 5
Solution
We write the expression in the form
2s2 + 10s A(s − 1) + B C
L−1 [ (s + 1)] = + .
s2 − 2s + 5 (s − 1)2 + 4 s+1
Solving for the constants yields: A = 3, B = 8, and C = −1. Thus, we get
2s2 + 10s s−1 2 1
L−1 [ (s + 1)] = 3L−1 [ ] + 4L−1 [ ] − L−1 [ ]
s2 − 2s + 5 (s − 1)2 + 4 (s − 1)2 + 4 s+1
= 3ex cos 2x + 4ex sin 2x − e−x .
The easiest way to see how to apply Laplace transforms to differential equations is to work through some
examples.
Solution
Method 1 (the old approach)
First solve the homogeneous equation: y ′′ − y = 0.
y = erx =⇒ r2 − r = 0 =⇒ r = 0, 1 =⇒ yh (x) = c1 + c2 ex .
Now look for a particular solution: yp (x) = x(Ax + B) = Ax2 + Bx. Plug into the DE to get
( (
2A − B = 0 A = −1
′′ ′
yp − yp = 0 =⇒ =⇒ =⇒ yp (x) = −x2 − 2x.
−2A = 2 B = −2
Thus, we have
y(x) = c1 + c2 ex − x2 − 2x, y ′ (x) = c2 ex − 2x − 2.
Apply the initial conditions:
( (
y(0) = 1 c1 + c2 = 1 c1 = 1
=⇒ =⇒ =⇒ y(x) = 1 − x2 − 2x .
y ′ (0) = −2 c2 − 2 = −2 c2 = 0
Finally, taking the inverse Laplace transform, we arrive at the final solution:
Solution
Take Laplace transforms of the DE:
2 2
L[y ′′ ] − 2L[y ′ ] + 5L[y] = −8L[e−x ] =⇒ s Y (s) − sy(0) − y ′ (0) − 2 [sY (s) − y(0)] + 5Y (s) = 2
s
2 −8
=⇒ s Y (s) − 2s − 12 − 2sY (s) + 4 + 5Y (s) =
s+1
2s2 + 10s
=⇒ Y (s) = 2
(s − 2s + 5)(s + 1)
(s − 1) 2 1
=⇒ Y (s) = 3 −4 − .
(s − 1)2 + 4 (s − 1)2 + 4 s + 1
Finally, taking the inverse Laplace transform, we arrive at the final solution:
Solution
It appears that we can not use Laplace transforms since L[y ′ ] = sY (s) − y(0), and we don’t know y(0).
But we can get around this by moving the initial point (in this case x0 = 7) to the origin by means of a
translation.
This is just the initial value problem we had in Example 6.40. The solution is
Solution
We can re-write g as follows: g(x) = 1[u0 (x) − u1 (x)] − 1[u1 (x) − u2 (x)] = u0 (x) − 2u1 (x) + u2 (x). Then
we have
1 e−s e−2s
G(s) = L[g(x)] = L[u0 (x)] − 2L[u1 (x)] + L[u2 (x)] = −2 + .
s s s
Take Laplace transforms of the DE:
2
L[y ′′ ] + 4L[y] = L[g(x)] =⇒ s Y (s) − sy(0) − y ′ (0) + 4Y (s) = G(s)
=⇒ s2 Y (s) + 4Y (s) = G(s)
G(s) 1 e−s e−2s
=⇒ Y (s) = = − 2 +
s2 + 4 s(s2 + 4) s(s2 + 4) s(s2 + 4)
=⇒ Y (s) = F (s) − 2e−s F (s) + e−2s F (s),
where
1 1 1 s
F (s) = = − .
s(s2 + 4) 4 s s2 + 4
Thus,
1
f (x) = L−1 [F (s)] =
(1 − cos 2x).
4
Finally, taking the inverse Laplace transform, we arrive at the final solution:
y(x) = L−1 [Y (s)] = L−1 [F (s)] − 2L−1 [e−s F (s)] + L−1 [e−2s F (s)]
= f (x) − 2u1 (x)f (x − 1) + u2 (x)f (x − 2)
1
= {1 − cos 2x − 2u1 (x)(1 − cos[2(x − 1)]) + u2 (x)(1 − cos[2(x − 2)])} .
4
Solution
Take Laplace transforms of the DE:
2 d 1
L[y ′′ ] + 2L[xy ′ ] − 4L[y] = L[1] =⇒ s Y (s) − sy(0) − y ′ (0) − 2 [sY (s) − y(0)] − 4Y (s) =
ds s
1
=⇒ s2 Y (s) − 2[sY ′ (s) + Y (s)] − 4Y (s) =
s
3 s −1
=⇒ Y ′ (s) + − Y (s) = 2 .
s 2 2s
Math 334 6.5. CONVOLUTION 96
µ′ 3 s s2 2
= − =⇒ ln µ = 3 ln s − =⇒ µ = s3 e−s /4
.
µ s 2 4
The ODE for Y becomes:
d µ′ µ s 2
[µY (s)] = µ Y (s) + Y (s) = − 2 = − e−s /4 .
′
ds µ 2s 2
Integrating yields:
1
Z
s −s2/4 2 C 2
µY (s) = − e ds = e−s /4 + C =⇒ Y (s) = + es /4 .
2 s3 s3
It remains to determin the value of the constant if integration C. There is no auxiliary condition inherited
from the original ODE. To get an appropriate condition to enable us to determine C, we utilize Theorem
6.12 that states that Y (s) → 0 as s → ∞. Therfore
1
lim Y (s) = 0 =⇒ C=0 =⇒ Y (s) = .
s→∞ s3
Finally, taking the inverse Laplace transform, we arrive at the final solution:
1 x2
y(x) = L−1 [ 3
]= .
s 2
1. For an ODE with constant coefficients, the equation for the Laplace transform is of the form AY = B.
2. For an ODE with polynomial coefficients in x, the equation for the Laplace transform is an ODE with
polynomial coefficients in s.
3. If the coefficient functions of the ODE are liear in x, the ODE for Y is a first order ODE.
4. The auxiliary condition to use when solving a first order ODE in Y is lim Y (s) = 0.
s→∞
6.5 Convolution
Example 6.42. Z
x
x2
(1) 1 ∗ x = 1 · t dt = .
0 2
x
x4
Z
(2) x ∗ x2 = (x − t) · t2 dt = .
0 12
Theorem 6.43.
The convolution product satisfies the following properties:
1. f ∗ g = g ∗ f ; (convolution product is commutative)
2. f ∗ (g + h) = f ∗ g + f ∗ h; (convolution product is distributive over addition)
3. f ∗ (g ∗ h) = (f ∗ g) ∗ h; (convolution product is associative)
4. f ∗ 0 = 0.
Proof
Exercise.
Remark. While the convolution product has many of the properties of ordinary multiplication of functions,
it different in that it has no multiplicative identity element, i.e. there is no function g with the property that
g ∗ f 6= f for all funtions f . ◭
Theorem 6.44.
If (i) f, g ∈ P C(0, ∞);
(ii) F (s) = L[f (x)] and G(s) = L[g(x)], then
Proof
Z ∞ Z ∞ Z x
L[f ∗ g] = e−sx (f ∗ g)(x) dx = e−sx f (x − t)g(t) dt dx
0 0 0
Z ∞Z ∞ Z ∞Z ∞
= e−sx f (x − t)g(t) dx dt = e−s(ξ+t) f (ξ)g(t) dξ dt
0 t 0 0
Z ∞ Z ∞
= e−sξ f (ξ) dξ e−stg(t) dt = F (s)G(s).
0 0
1
Example 6.45. Find L−1 [ ].
s(s2 + 4)
Solution
Method 1 (the old approach)
1 1 1 s 1
L−1 [ 2
] = L−1 [ − 2 ] = (1 − cos 2x).
s(s + 4) 4 s s +4 4
Method 2 (using convolution)
Math 334 6.6. THE DELTA FUNCTION 98
1 1 −1 1 2 1 x −1 1 2
Z
L−1 [ ] = L [ ] ∗ L −1
[ ] = L [ ](x − t)L−1[ 2 ](t) dt
s(s2 + 4) 2 s s2 + 4 2 0 s s +4
x
1 x 1 1
Z
= 1 · sin 2t dt = − cos 2t = (1 − cos 2x).
2 0 4 0 4
Mechanical systems are often acted upon by external forces that are large in magnitude but are of short
duration. Some typical example are: a hammer hitting a nail; a bat hitting a baseball. These forces are of
the form
0
t < t0
F (t) = (· · · ) t0 6 t 6 t1 .
0 t > t1
y=F(t)
t0 t1 t
Z t1
The integral of the force acting over an interval of time ic called “impulse:” I = F (t) dt. From Newton’s
t0
Law, F = ma, we get
Z t1 Z t1
dv
I= F (t) dt = m dt = mv(t1 ) − mv(t0 ) (i.e. impulse = change in momentum).
t0 t0 dt
v F
t0 t1 t t0 t1 t
v F
t0 t1 t t0 t1 t
v F
t0 t1 t t0 t 1 t
Figure 6.5: A plot of a localized force and impulse for decreasing time intervals.
The exact nature of the force in the interval [t0 , t1 ] is frequently unknown. What usually is known is the
state of the system before and after the application of the force. These duration of the force is often so short,
that it is convenient to think of the force as acting instantaneously.
Math 334 6.6. THE DELTA FUNCTION 100
v F
t0 t1 t t0 t1 t
Figure 6.6: A plot of a localized force and impulse with simplified approximation.
t
-h h
Definition 6.47. The Dirac Delta Function is defined implicitly by the following properties:
1. δ(t)
Z = 0 for t 6= 0;
∞
2. δ(t) = 1. ◭
−∞
Remark. The Dirac delta function is not a function in the usual sense. However, one can “think” of it as
follows: (
∞ t=0
δ(t) = lim δh (t) = . ◭
h→0 0 t 6= 0
Math 334 6.6. THE DELTA FUNCTION 101
Theorem 6.48.
If f is continuous on (−∞, ∞), then for any c ∈ R,
Z ∞
f (t) δ(t − c) dt = f (c).
−∞
Proof
We have
1 |t − c| 6 h
1
c−h6 t6 c+h
δh (t − c) = 2h = 2h .
0 |t − c| > h 0 |t − c| > h
Therefore
Z ∞ ∞ c+h
1
Z Z
f (t)δ(t − c) dt = lim f (t)δh (t − c) dt = lim f (t) dt
−∞ h→0 −∞ h→0 2h c−h
1
= lim f (c̄)(2h) for some c − h < c̄ < c + h (using the mean value theorem)
h→02h
= lim f (c̄) = f (c).
h→0
This is sometimes called the “sifting property” of the delta function since, from all possible values of f , it
“sifts out” the value f (c).
Does the Dirac delta function have a Laplace transform? Yes it does, since
Z ∞
L[δ(t − c)] = e−stδ(t − c) dt = e−sc .
0
Remark. Notice that for c = 0 we get L[δ(t)] = 1. This reinforces what was said earlier, namely that δ(t)
is not a function in the usual sense, since, for a normal function we have
lim F (s) = 0, but for the delta function we have lim L[δ(t)] 6= 0. ◭
s→∞ s→∞
Solution
Taking Laplace transforms we get,
4e−2πs
s2 Y (s) − sy(0) − y ′ (0) + Y (s) = 4e−2πs =⇒ Y (s) = .
s2 + 1
Taking inverse Laplace transforms we get
(
0 0 6 t < 2π
y(t) = u2π (t) sin(t − 2π) = u2π (t) sin t = .
sin t t > 2π