Homework 14 Laplace Transforms

6.1 # 1 , 3, 5, 6, 8 , 9, 15 , 11, 12, 15, 16, 21, 22, 26 6.2 # 1 , 2, 3, 5, 6 , 7, 8, 11, 12, 13, 17, 21 , 22, 24, 25 , 28, 29 , 30, 36 6.1.1. Is the function f HtL = t2 0 t1 2+t 1< t2 6 - t 2< t3

continuous, piecewise continuous or neither on the interval @1, 3D.

4 3 2 1

SOLUTION. The function has a jump at t = 1 and so it is not continuous. The function is continuous on 0 t < 1, 1 < t < 2, and 2 < t 3. It also has finite one sided limits at t = 1 and t = 2. So the function is piecewise continuous 6.1.8. Find the Laplace transform of sinh bt. SOLUTION. This is given in the table as !Hsinh btL HsL = !Hsinh btL HsL = !J = =
1 2 1 2 b t - - b t N HsL 2 b s2 - b2

. We could also write

I!I b t M HsL - !I- b t M HsLM Is-b 1 1 M s+b

b s2 - b2

6.1.15. Find the Laplace transform of t a t using integration by parts. SOLUTION. We have that of s > a that !Ht a t L HsL = 0 t a t - s t t = 0 t Ha - sL t t =
t a-s

IHa - sL t
1

- 0 Ha - sL t t M
0

==

Ha - sL2 1

Ha - sL t

Ha - sL2

6.1.26. The Gamma function is denoted by GH pL and is defined by GH pL = 0 x p - 1 - x x. The integral converges as x for all p. For p < 1, the integrand is unbounded as x 0 + but the improper integral converges for all p > 0. Show

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a) b)

For p > 0, GH p + 1L = p GH pL; GH1L = 1;

c) GHn + 1L = n ! whenever n is a positive integer. (This means that the Gamma function provides an extension of the factorial); d) e) f) GH p + nL GH pL = p H p + 1L H p + n - 1L; Show GI 2 M =
3 1

p ; and
11 M. 2

Find GI 2 M and GI
b

SOLUTION. For 0 < p < 1 and 0 < a < b < 1, we have 0 < a x p - 1 - x x a x p - 1 x =
1 b bp - ap p

This means that 0 x p - 1 - x x converges for 0 < p < 1. We also have that
p-1 -x x 1 - x x = e- a - - 1 . 1 x b b

So we get that GH pL exists for 0 < p < 1. For p 1, the integral 0 x p- 1 - x x is improper only at . Using l'Hpital's rule, we have that 0 limx
xp
x2

= limu

2p up u

limu

2k uk u

= limu

2k k! u

=0
xp x2

where k is the ceiling of p, i.e., the smallest integer greater than p. So we get that some number M . This means that
p -x p - x2 - x2 x M - x2 x < M x x 1 x b b b

1 whenever x is greater than

So the gamma function converges for p > 0. SOLUTION a). We have that
p -x p -x a x x = - x b b a

+ a p x p - 1 - x x.
b

If p > 0, we let a 0 and b in the previous equation and get GH p + 1L = 0 x p - x x = lim a 0 a x p - x x = lim a 0 Jx p - x
b b b b a

+ a p x p - 1 - x xN = p GH pL.

SOLUTION b). Evaluating G(1), we get GH1L = 0 x1 - 1 - x x = 0 - x x = limb I0 - - b M = 1. SOLUTION c). We can do a formal induction proof on the hypothesis P(n): GHn + 1L = n ! for all positive integers n. The basis step GH1L = 1 is given by b) and the inductive step GHn + 1L = n GHnL = n Hn - 1L ! = n ! is a). SOLUTION d). This also follows from part a). SOLUTION e). We have GI 2 M = 0 x12 - 1 - x x = 0
2 1 1 u

- u H2 u uL = 2 0 -u u

using the change of coordinates x = u2 . Then a polar change of coordinates is used to give I0 -u uM = 0 -u u 0 -v v = 0 0 -u

2 2 2

- v2

u v

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= 0 0 r-r r q = and finally,

p2

p 2

J-

- r 2

p , 4

GI 2 M = 2 0 -u u = SOLUTION f). We have that GI 2 M = GI

11 M 2 3 1 2

p.

GI 2 M =
9 2

p 2 9 2

and 2 GI 2 M =
7 7 9 2

GI 2 M =

2 2 GI 2 M =
3 s2 + 4

9 2

2 2 2 GI 2 M =

9 2

222

p 2

945 2

p.

6.2.1. Find the inverse Laplace transform of SOLUTION. We have that !- 1 9

3 s2 + 4

==

3 2

!9

2 s2 + 4

==

3 2

sin 2 t.

6.2.5. Find the inverse Laplace transform of SOLUTION. We have that !- 1 9

2s+2 s2 + 2 s + 5

2s+2 s2 + 2 s + 5

= = !- 1 :

2 Hs + 1L Hs + 1L2 + 4

> = 2 !- 1 9l- 1 *
2s-3 s2 - 4

s s2 + 4

= = 2 - t 2 !- 1 9

s s2 + 4

= = 2 - t cos 2 t.

6.2.6. Find the inverse Laplace transform of

SOLUTION. Writing the function in terms of partial fractions gives

2s-3 s2 - 4

A s+2

B s-2

HA + BL s + 2 A - 2 B s2 - 4

So we need A + B = 2 and 2 A - 2 B = - 3 and A = 1 4 and B = 7 4. So we get !- 1 9

2s-3 s2 - 4

==

1 4

!- 1 9 s + 2 = +
1

7 4

!-1 9 s - 2 = =
1

1 4

- 2 t +

7 4

2 t.

6.2.12. Solve y! + 3 y + 2 y = 0, yH0L = 1, y H0L = 0 using Laplace transforms SOLUTION. The characteristc polynomial is pL HsL = s2 + 3 s + 2 = Hs + 1L Hs + 2L. Applying the Laplace transform to the equation gives
1D @2D ! 8y! + 3 y + 2 y < HsL 0 = pL HsL ! 8y< HsL - p@ L HsL yH0L - pL HsL y H0L

= pL HsL ! 8y< HsL - Hs + 3L = 0. So we get ! 8y< = and y = 2 - t - - 2 t . 6.2.13. Solve y! - 2 y + 2 y = 0, yH0L = 0, y H0L = 1 using Laplace transforms SOLUTION. The characteristic polynomial is pL HsL = s2 - 2 s + 2. Taking the Laplace transforms of both sides we get
1D @2D pL HsL ! 8y< - p@ l HsL yH0L - pL HsL y H0L = ! 80< = 0 or s+3 s 2 +3 s +2 2 s +1 1 s +2

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Is2 - 2 s + 2M ! 8y< - Hs - 2L H0L - 1 = 0 and ! 8y< = and y = !-1 :

s Hs - 1L2 + 1 1 s2 - 2 s + 2

1 s2 - 2 s + 1 + 1

1 Hs - 1L2 + 1

> HtL = !-1 :

1 Hs - 1L2 + 1

> = t sin t

6.2.17. Solve yH4L - 4 y + 6 y! - 4 y + y = 0, yH0L = 0, y H0L = 1, y! H0L = 0, y H0L = 1 using Laplace transforms. SOLUTION. Taking the Laplace transform of both sides of the differential equation gives
2D @ 4D ! 8L@yD< HsL = pL HsL ! 8y< - p@ L HsL y H0L - pL HsL y H0L = 0 2D @4D 2 Since pL HsL = s4 - 4 s3 + 6 s2 - 4 s + 1 = Hs - 1L4 , p@ L = s - 4 s + 6 , and pL HsL = 1, we get

! 8y< = and

s2 - 4 s + 7 Hs - 1L4

1 Hs - 1L2

2 Hs- 1L3

4 Hs - 1L4

y = !- 1 :

1 Hs - 1L2

> - 2 !- 1 :

1 Hs - 1L3

> + 4 !- 1 :
sn + 1

1 Hs - 1L4

> = t J GH2L GHn + 1L Hs - aLn + 1

2 t2 GH3L

4 t3 N GH4L

= = t Jt - t2 +

2 t3 N. 3

since ! 8tn a t < HsL = la * ! 8tn < HsL = la *

GHn + 1L

where a = 1 in the present problem.

6.2.21. Solve y! - 2 y + 2 y = cos t, yH0L = 1, y H0L = 0 using Laplace transforms. SOLUTION. We have that Is2 - 2 s + 2M ! 8y< - HyH0L Hs - 2L + y H0L sL = ! 8y! - 2 y + 2 y< HsL = ! 8cos t< HsL or ! 8y< HsL =
1 s2 - 2 s + 2

s s2 + 1

+ s - 2N =

4-s 5 Is2 - 2 s + 2M

1 5

s- 2 s2 + 1

N+ NN

s-2 s2 - 2 s + 2

= where we have used partial fractions

1 s -2s+2
2

1 5

4s-6 Hs - 1L2 + 1

+J

s- 2 s2 + 1

s s +1
2

N=

As+B s -2s+2
2

Cs+D s +1
2

HA s + BL Is2 + 1M + Is2 - 2 s + 2M HCs + DL Is2 - 2 s + DM Is2 + 1M

with HA s + BL Is2 + 1M + Is2 - 2 s + 2M HCs + DL = s The like powers of s give the equations A+C"0 A+2C-2D-1"0 B-2C+D"0 B+2D"0 which have the solution 9- 5 , 5 , 5 , - 5 =, Now we can take the inverse Laplace transform to get !-1 : 5 J
1 4s-6 Hs - 1L2 + 1 1 4 1 2

+J

s- 2 s2 + 1

N N> =

1 5

!- 1 :4 J =
1 5

s-1 Hs - 1L2 + 1

N - 2J

1 Hs - 1L2 + 1

N +

s s2 + 1

-2

1 s2 + 1

>

H4 t cos t - 2 et sin t + cos t - 2 sin tL

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which is the solution for the initial problem. 6.2.25. Find the Laplace transform Y HsL = ! 8y< HsL of the solution of the initial value problem t 0t<1 y! + y = , yH0L = 0, y H0L = 0. 0 1t<

SOLUTION. The forcing factor can be written as t - t H1 HtL where H is the Heaviside function. We can also use
1D @2D -st pL HsL ! 8y< = pL HsL ! 8y< - p@ t L HsL yH0L - pL HsL y H0L = 0 t 1

= and

t - s t 1 -s 0

+ 0

1 - s t s

t =

- - s s

1 - - s s2

1 - - s Hs + 1L s2

! 8y< = and

1 s2 + 1

1 - - s Hs + 1L s2

N.

! 8y< = J

1 s2 + 1

NJ

1 s2

- s N. s

We could use the tables to evaluate ! 8 f < HsL. We have that ! 8 t - t H1 HtL< HsL = ! 8t< HsL - ! 8Ht - 1L H H1 HtLL< HsL - ! 8 H1 HtL< HsL = = =
1 s2 1 s2 1 s
2

- ! 8l1 * t H1 HtL< HsL - ! 8l1 * 1 H1 HtL< HsL - - s ! 8t< HsL - - s ! 81< HsL - s s
2

- s s

1 -- s Hs + 1L s2

6.2.29. Find the Laplace transform of t a t . SOLUTION. We can work this out directly. However, here we use a tranform formula. We have ! 8 t a t < HsL = la * ! 8t<@sL = la *
1 s2

1 Hs - aL2