MA2001N Differential Equations

Lecture Notes for Weeks 9, 10 and 11

[8. La lace !ransfor"s# 8. Laplace Transforms $rdinar% differential equations can &e sol'ed &% usin( t)e La lace !ransfor" "et)od. !)e "et)od *orks &% transfor"in( fro" t)e do"ain of t)e inde endent 'aria&le, sa%, t)e t + do"ain, to a ne* do"ain, *)ic) *e *ill call t)e s + do"ain. !)e transfor"ation is defined in ter"s of an inte(ral, *)ic) is *ritten, for a function, f -t , , as
L/ f -t , . = f -t , e s t dt = f - s ,
0

. in t)e ne* do"ain,

-118,

!)is is t)e La lace !ransfor", L/ f -t ,. 0

f -t , f - s ,

s.

1erfor"in( suc) a transfor"ation can &e an ad'anta(e &ecause, after transfor"ation, an equation can often &e sol'ed "ore easil% in t)e s + do"ain t)an in t)e t + do"ain. After findin( t)e solution, in s , t)e result is t)en transfor"ed &ack to t)e t + do"ain, usin( an 2n'erse La lace !ransfor", to (i'e t)e final for" for t)e solution as a function of t)e ori(inal inde endent 'aria&le, t . We *ill no* consider t)e detailed e'aluation of so"e of t)e i" ortant functions t)at *e often co"e across in an ode t)at *e are tr%in( to sol'e. 8.1 Laplace Transform of a first derivative !)e La lace !ransfor" of t)e first deri'ati'e of a function, sa%, y y -t , , i.e., t)e La lace !ransfor" of dy 3 dt , is o&tained &% usin( -118, and is *ritten
L/ dy dy s t . = e dt dt dt 0

2nte(ratin( &% arts (i'es

L/
dy . =[ y e s t # y - s , e s t dt dt 0 0

or 1

MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,

8.1 La lace !ransfor" of a first deri'ati'e -continued,
L/ dy . = y -0, + s dt

ye
0

s t

dt

-119,

4ut notice t)at t)e inte(ral on t)e ri()t+)and side is no* itself t)e La lace !ransfor" of y . 5o, -119, &eco"es
L/ dy . = y -0, + s L/ y. . dt

!)is is a&&re'iated to
L/ dy . = s y y -0, . dt

-120,

8.2

Laplace Transform of a second derivative 6ollo*in( t)e a roac) in section 8.1, it is ossi&le to deri'e t)e La lace !ransfor" of d 2 y 3 dt 2 . 6irst *rite
L/ d2y d 2 y s t . = e dt . 2 dt 2 0 dt

!)en, inte(ratin( &% arts (i'es

L/ d2y dy s t dy . =[ e # - s , e s t dt 2 dt dt dt 0 0 d2y . = y -0, + s dt 2

or
L/

dy s t e dt . dt

-121,

4ut, as re'iousl%, notice t)at t)e inte(ral on t)e ri()t+)and side is itself t)e La lace !ransfor" of dy 3 dt . !)is )as alread% &een o&tained in section 8.1. 5o, usin( -120,, -121, &eco"es
d2y dy L/ 2 . = y -0, + s L/ . dt dt L/ L/ d2y . = y -0, + s - s y y -0, , dt 2 d2y . = s 2 y s y -0, y -0, . dt 2

-122,

MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,

8.3 Laplace Transforms of other functions -i, !)e La lace !ransfor" of a constant 7sin( -118, and assu"in( t)e transfor" of constant, k , is required,
L/ k . = k e s t dt
0

1 L/ k . = [k - , e s t # s 0

or
L/ k . = k . s

-128,

-ii,

!)e La lace !ransfor" of t)e e9 onential function 7sin( -118, and assu"in( t)e transfor" of t)e e9 onential function, e t , is required,
L/ e t . = e t e s t dt
0

:o"&inin( t)e e9 onential ter"s (i'es

L/ e t . = e -s , t dt
0

-12;,

We "ust no* &e careful a&out t)e u er li"it of inte(ration. 6or t)e inte(ration to e9ist -in a ro erl% &ounded "anner, in t)e li"it as t tends to infinit%, t)e e9 onential ter" "ust &e raised to a ne(ati'e o*er. -2f t)is *ere not t)e case, t)e e9 onential ter" *ould e9)i&it un&ounded (ro*t) as t tends to infinit%., !)is "eans t)at t)e condition

s>

-12<,

is necessar% for t)e inte(ral to &e &ounded in t)e li"it as t tends to infinit%. !)is condition -12<, "ust t)erefore also &e a condition for t)e La lace !ransfor" itself to e9ist. 5o, *it)

s > fro" -12<,, *e can return to -12;, and inte(rate to (i'e

L/ e t . = [
1 e -s , t # - s , 0

s> s> .
-12=,

or
L/ e t . = 1 1 = , - s , - s ,

MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,

8.8 La lace !ransfor"s of ot)er functions -continued, -iii, La lace !ransfor"s of so"e ot)er functions As an e9ercise -see E9a" le 5)eet 8, question 1, %ou s)ould no* deri'e for %ourself t)e La lace !ransfor"s of so"e ot)er co""onl% occurrin( functions, as follo*s0 -a, -&, -c, -i',
f -t , = sin t , f -t , = cos t ,
f -t , = t n .

Note on >uestion 1-d,, E9a" le 5)eet 8 Note t)e result in E9a" le 5)eet 8, question 1-d,, *)ic) s)o*s t)at for
f -t , = e t g -t ,

*e )a'e for t)e resultin( La lace !ransfor"

L/ f -t ,. = g - s , ,

s>

or
L/ e t g -t ,. = g - s , ,

s> .

?a'in( deri'ed t)is -in ans*er to question 1-d,,, %ou s)ould realise )o* to a l% t)e (eneral result -for a function g -t , , in a articular e9a" le. 6or e9a" le, for g -t , = sin t , t)at is,
f -t , = e t sin t ,

t)e La lace !ransfor" can &e *ritten do*n at once as

L/ f -t ,. =

, -s , 2 + 2

s> .

-',

!a&le of La lace !ransfor"s !)e co""onl% occurrin( functions to(et)er *it) t)eir La lace !ransfor"s can &e ta&ulated for ease of reference. 5ee a se arate )andout0 @!a&le of La lace !ransfor"sA. !)ese results "a% &e quoted as "a% &e required in a articular e9a" le. 2n ot)er *ords, %ou do not need to deri'e t)e transfor" fro" t)e definition eac) and e'er% ti"e it occursB si" l% look it u -or look u its in'erse, in t)e ta&le ro'ided. -!)e e9ce tion to t)is is, of course, if a (i'en question s ecificall% asks for a deri'ation., ;

MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,

8.4 Solving 1st Order odes using Laplace Transforms Wor ed !"ample #a$ 5ol'e t)e initial 'alue ro&le"
dy y =k , dt
y - 0, = b .

-12C,

DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD !ake t)e La lace !ransfor" of eac) ter" in -12C,, (i'in(

L/ dy . L/ y. = L/k . . dt

7sin( -120, and -128,, or quotin( fro" t)e !a&le of La lace !ransfor"s,
- s y y - 0, , y = k . s

Eearran(in( (i'es
y - s 1, = y -0, + k . s

7sin( t)e (i'en initial condition, y -0, = b , and rearran(in( (i'es

y= k +b s . s - s 1,

-128, 4% artial fractions, t)e ri()t+)and side of -128, can &e *ritten0
k +b s A B + s s 1 s - s 1,

-129,

or

A - s 1, + B s k + b s . A - 1, = k

6or s = 0 0 and
A = k .

6or s = 1 0 and
B = k +b .

B -1, = k + b -1,

<

MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,

Worked E9a" le -a, -continued, No* after co"&inin( -128, and -129, and usin( t)e e9 ressions for A and B , t)e solution for y in t)e s + do"ain &eco"es
y = k k +b + . s s 1

-180,

We "ust no* use t)e in'erse La lace !ransfor" to o&tain t)e solution &ack in t)e t + do"ain. !)is is done as follo*s. 6ro" -128,, or fro" t)e !a&le of La lace !ransfor"s, *e )a'e, for e9a" le, t)e for*ard transfor"
L/k. = k . s

!)is "a% &e t)ou()t of as

k k s

or, in *ords, @ k &eco"es

k after transfor"ation fro" t to s

s A.

!)e in'erse transfor" is si" l% t)ou()t of as

k k s

or, in *ords, @
k &eco"es k after transfor"ation &ack fro" s

s to t A.

5i"ilarl%, fro" -12=,, or fro" t)e !a&le of La lace !ransfor"s, *e )a'e 6or*ard La lace !ransfor" 0
L/e t . = 1 , s

s>
=

or

MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,

Worked E9a" le -a, -continued,
e t 1 , s

s> ,

*)ic) "a% &e t)ou()t of as @ e t &eco"es

1 after transfor"ation fro" t to s

s A.

2n'erse La lace !ransfor" 0

e t 1 , s

s> ,

*)ic) "a% &e t)ou()t of as @ A.

1 &eco"es e t after transfor"ation &ack fro" s

s to t

We no* a l% t)is idea to -180,. After transfor"ation &ack fro"

yy

s to t , t)e t)ree ter"s in -180, &eco"e0

k et

k s 1 s 1

- = 1, s >1 ,

5o, after a l%in( t)e in'erse La lace transfor", t)e solution &ack in t)e t + do"ain, fro" -180,, is
y = k + - k + b, e t .

-181,

A c)eck, at once, confir"s t)at -181, satisfies -12C,, includin( t)e initial condition. DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD !)at concludes Worked E9a" le -a,. No* tr% E9a" le 5)eet 8, question 2-a,. 4efore atte" tin( question 2-&, on E9a" le 5)eet 8, stud% carefull% t)e rocedure for doin( t)e artial fractions in Worked E9a" le -&,. Worked E9a" le -&, is (i'en on a se arate )andout. C

MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,

8.; 5ol'in( 1st $rder odeAs usin( La lace !ransfor"s-continued, 2n Worked E9a" le -&,, note t)e *a% to do artial fractions *)en t)e function of s in t)e deno"inator is a )i()er de(ree t)an linear. !)e (eneral idea is t)at t)e nu"erator )as to &e one de(ree less t)an t)e deno"inator. 6or e9a" le, t)e follo*in( left+)and side *ould &e *ritten as
A -s , + B 1 C + . 2 - - s , + 1, - s , - - s , + 1, - s ,
2

$r, as anot)er e9a" le, t)e follo*in( left+)and side *ould &e *ritten as
A -s , + B Cs+D 1 + 2 . 2 2 2 - - s , + 1, - s + , - - s , + 1, - s + 2 ,
2

>uestions 2-&, and 2-c, on E9a" le 5)eet 8 can no* &e atte" ted. 8.% Solving 2nd Order odes using Laplace Transforms !)e a roac) of section 8.;, as used in Worked E9a" les -a, and -&,, can &e e9tended to co'er t)e case of 2nd order odeAs. !)e &est *a% to illustrate t)is is &% *orked e9a" le. 5o, Worked E9a" le -c, s)ould &e studied carefull% as a "odel ans*er to an initial 'alue ro&le" in'ol'in( a 2nd order ode. Worked E9a" le -c, is (i'en on a se arate )andout. No* tr% E9a" le 5)eet 8, questions 8-a,, 8-&, and 8-c,. Note0 in question 8-&, of E9a" le 5)eet 8, re"e"&er t)at t)e artial fraction for" is0
As2 + B s + C D s + E 2 + 2 . 2 s - s + ;, s8 s +;
8

DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD !)at concludes section 8 on La lace !ransfor"s. 2t is also t)e conclusion of t)e notes for t)e "odule as a *)ole, t)at is, t)e conclusion of MA2001N. DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD