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By Doron Zeilberger
Theory: The Laplace Transform is a dictionary that goes from functions of t (usually time) to
functions of s. It is often necessary to be able to translate back! Taking the little table of Lecture
1, and reversing it we get:
1
(a) L1 { } = 1
s
1 tk1
(b) L1 { } = (k = 1, 2, 3, ...),
sk (k 1)!
1
(c) L1 { } = eat ,
sa
1 sin kt
(d) L1 { }= ,
s2 + k 2 k
s
(e) L1 { 2 } = cos kt ,
s + k2
1 sinh kt
(f ) L1 { }= ,
s2 k 2 k
s
(g) L1 { 2 } = cosh kt .
s k2
Note that except for (a), each of these formulas contains infinitely many facts, since they involve
parameters. For example thanks to (b) we know the inverse-Laplace-Transform of 1/s, 1/s2 , 1/s3
etc.
Solution: By linearity:
3 5 1 1
L1 { + } = 3L1 { } + 5L1 { } .
s s5 s s5
3 5 1 1
L1 { + } = 3L1 { } + 5L1 { } = 3 1 + 5e5t = 3 + 5e5t .
s s5 s s5
Ans. to 2.1: L1 { 3s + 5
s5 } = 3 + 5e5t .
1
Problem 2.2: Find L1 { 2s+1
s2 +9 }
2s + 1 2s 1 s 1
L1 { 2
} = L1 { 2 } + L1 { 2 } = 2L1 { 2 } + L1 { 2 } .
s +9 s +9 s +9 s +9 s +9
By (e) and (d) with k = 3, this equals
1
2 cos 3t + sin 3t .
3
3s 4 3s 4
=
s2 3s + 2 (s 1)(s 2)
Now are are looking for magic numbers, lets call them A and B, such that
3s 4 A B
= + .
(s 1)(s 2) s1 s2
Adding the fractions on the right (using a/b + c/d = (ad + bc)/bd):
3s 4 A(s 2) + B(s 1)
= .
(s 1)(s 2) (s 1)(s 2)
The denominators automatically match, but to make this come true, we need the numerators to
match:
3s 4 = A(s 2) + B(s 1) .
3 2 4 = A(2 2) + B(2 1) = 0 + B = B .
So B = 2. When s = 1 we get:
3 1 4 = A(1 2) + B(1 1) .
So
1 = A
2
and so A = 1. Once we know what A and B are we go back and write:
3s 4 1 2
= + .
(s 1)(s 2) s1 s2
et + 2e2t .
Ans. to 2.3:
3s 4
L1 { } = et + 2e2t .
s2 3s + 2
More Theory: The beauty of L is that it turns differential equations into algebraic equations!
L{y(t)} = Y (s) ,
then the Laplace Transform of the first derivative, y 0 (t), is almost Y (s) multiplied by s, and if
y(0) = 0 then it is exactly that. We have:
(Prove this!, Hint: Integration by parts.) Applying this very same formula to y 00 (t) we have
L{y (n) (t)} = sn Y (s) sn1 y(0) sn2 y 0 (0) . . . y (n1) (0) .
Problem 2.4: Use Laplace Transform to solve the following initial-value problem.
y 0 + 2y = et , y(0) = 3 .
3
So
L{y 0 } + 2L{y} = L{et } .
1
sY + 3 + 2Y = .
s1
4 3s
Y (s) = .
(s 1)(s + 2)
4 3s
L1 { } .
(s 1)(s + 2)
1 t 10 2t
e e .
3 3
10 2t
Ans. to 2.4: y(t) = 13 et 3 e .
Problem 2.5: Use Laplace Transform to solve the following initial-value problem.
4
Solution: As usual L{y(t)} = Y (s). Applying L:
1
L{y 00 } 3L{y 0 } + 2L{y} =
s3
Note that L{y 0 } = sY y(0) = sY , L{y 00 } = s2 Y sy(0) y 0 (0) = s2 Y , so
1
s2 Y 3sY + 2Y = .
s3
1
(s2 3s + 2)Y = .
s3
1
(s 1)(s 2)Y = .
s3
Solving for Y :
1
Y = .
(s 1)(s 2)(s 3)
Partial Fractions:
1 A B C
= + + .
(s 1)(s 2)(s 3) s1 s2 s3
1 = A(s 2)(s 3) + B(s 1)(s 3) + C(s 1)(s 2) .
1 1 1 1 1 1 1 1
= L { } L1 { } + L1 { } = et e2t + e3t .
2 s1 s2 2 s3 2 2
Ans. to 2.5: y(t) = 12 et e2t + 21 e3t .