Applications to the

solutions of linear
differential equations

12-Nov-10

MATH C241 Prepared by MSR

Applications to the solutions of

linear differential equations
Consider the second order constant coefficient
linear differential equation

y a y b y f ( x)
with the initial conditions

y(0) y0 , y(0) y0

We shall assume y, f(x) are piecewise

continuous and are of exponential order.
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MATH C241 Prepared by MSR

Taking Laplace transforms on both sides we

get

L[ y] a L[ y] b L[ y] L[ f ( x)]
p L[ y] py0 y0 a[ pL[ y] y0 ] bL[ y]

i.e.

L[ f ( x)]
or

L[ f ( x)] ( p a) y0 y0
L[ y]
2
p ap b

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MATH C241 Prepared by MSR

Hence

y L [R.H.S.]

provided we are successful in finding a

function y such that L[y] = R.H.S.

Problem 3(b) Page 394

Solve the initial value problem

y 4 y 4 y 0;
y (0) 0, y(0) 3
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MATH C241 Prepared by MSR

Taking Laplace transforms on both sides,

we get

p L[ y] p 0 3 4{ pL[ y] 0} 4L[ y] 0
2

or

3
3
L[ y ] 2

2
p 4 p 4 ( p 2)

Hence

12-Nov-10

3
yL

2
( p 2)
1

MATH C241 Prepared by MSR

3xe

2x
5

Problem 6 Page 394

Solve
x

y 4 y 5 ydx e

; y (0) 0

Taking Laplace transforms on both sides, we get

L[ y ]
1
pL[ y ] 4 L[ y ] 5

p
p 1
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MATH C241 Prepared by MSR

Hence

p
L[ y ]
2
( p 1)( p 4 p 5)
1
1
5
p
2
2
2

2
p 1 p 4 p 5

Hence

1 x 1 2 x
3 2 x
y e e cos x e sin x
2
2
2
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MATH C241 Prepared by MSR

Further properties of
Laplace Transforms

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MATH C241 Prepared by MSR

Further properties of Laplace

Transforms - First Shifting Theorem

If

L[ f ( x)] F ( p)

then

L[e f ( x)] F ( p a)
ax

Proof: L[e ax f ( x)]

px

ax

f ( x)dx

x 0

( p a ) x

f ( x)dx L[ f ]( p a) F ( p a)

x 0

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MATH C241 Prepared by MSR

Example:
1
1
2 x
L[sin x] 2
p 1 L[e sin x] ( p 2) 2 1

1
L[ x]
p2

1
L[ xe ]
2
( p 3)
3x

In terms of inverse Laplace transform, we can

thus write
1

L [ F ( p a)] e L [ F ( p)]
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ax

MATH C241 Prepared by MSR

10

Let us define the unit step function

0 x a
ua ( x )
1 x a
Now if g(x) is a function defined for x 0, we
define the function f(x) = ua(x) g(x-a) by

xa
0
f ( x)
g ( x a) x a
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MATH C241 Prepared by MSR

11

That is, f(x) is got by shifting g(x) a units

to the right and then annihilating the portion to
the left of a.

Second Shifting Theorem

Suppose g(x) is piecewise continuous and is
of exponential order. Let
f(x) = ua(x) g(x-a)
Then
12-Nov-10

L[ f ( x)] e

ap

MATH C241 Prepared by MSR

L[ g ( x)]
12

Proof:

L[ f ( x)]

px

f ( x)dx

x 0

px

g ( x a)dx

xa

Put t = x - a

p (t a )

g (t )dt e ap

t 0

e
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pt

g (t )dt

t 0

ap

L[g ]
MATH C241 Prepared by MSR

13

Thus if
then

g ( x) L [G( p)]
1

L [e

For example

ap

G( p)] ua ( x) g ( x a)

1
sin x L 2

2 p 1
Hence L e

2
p 1

u2 ( x)sin( x 2)

x2
0

sin( x 2) x 2
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MATH C241 Prepared by MSR

14

Derivatives and Integrals of Laplace

transforms
Theorem: If L[ f ( x)] F ( p),
then
Proof:

L[ xf ( x)] F ( p).

F ( p)

px

f ( x)dx

x 0

Differentiating both sides w.r.t. p, we get

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MATH C241 Prepared by MSR

15

F ( p)

x e

px

f ( x)dx L[ x f ( x)]

x 0

or

L[ xf ( x)] F ( p)

More generally
n

d
L[ x f ( x)] (1)
F
(
p
)
n
dp
n

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MATH C241 Prepared by MSR

16

Example:

1
L[sin x] 2
p 1

Hence

d
1
L[ x sin x] ( 2 )
dp p 1

Theorem

If

2p
2
2
( p 1)

L[ f ( x)] F ( p),

f ( x)

then L
(
p
)

F
(
s
)
ds

s p
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MATH C241 Prepared by MSR

17

Let L f ( x) G ( p)
x

Proof:
Hence

f ( x)
L x
G( p)

i.e. L[ f ( x)] G( p)

or

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G( p) F ( p)
MATH C241 Prepared by MSR

18

Thus

G ( p) F ( s)ds
a

a a constant.
Now we want G(p) 0 as p .
And this is got by putting a = .

Thus

G ( p)

F ( s)ds
p

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MATH C241 Prepared by MSR

19

Corollary:

Thus

e
0

px

f ( x)
dx F ( s )ds
x
p

Letting p 0, we get

Application:

12-Nov-10

f ( x)
dx F ( s)ds
x
0

1
L[sin x] 2
p 1
MATH C241 Prepared by MSR

20

Hence L[ sin x ]( p)

And so

12-Nov-10

1
ds
p s 2 1

sin x
1

0 x dx 0 s 2 1 ds 2

MATH C241 Prepared by MSR

21

Theorem: If f(x) is of exponential order and

is periodic with period a (i.e; f(x+a)=f(x)), then
a

L[ f ( x)]

Proof:

px
e
f ( x)dx

(p>0)

1 e ap

L[ f ] e

px

f ( x)dx

0
a

px

2a

f ( x)dx e

( n 1) a
px

f ( x)dx ...

a
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px

f ( x)dx ...

na
MATH C241 Prepared by MSR

22

( n 1) a

In

px

f ( x)dx

put x = t+ na. We get

na

p ( t na )

f (t na)dt e

nap

t 0

pt

f (t )dt

Hence
a

L[ f ] [ e

px

f ( x)dx] 1 e

ap

2 ap

... e

px

1
f ( x)dx
ap
1 e

p>0
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MATH C241 Prepared by MSR

23

Application: Let f(x)=1 in the intervals 0 to 1,

2 to 3, and f(x)=0 in the remaining
intervals. Thus f(x) is periodic with period 2.
p
1

e
px
px
e
f
(
x
)
dx

e
0
0 dx p
2

1
1

ap
2 p
1 e
1 e

Thus

1 e
1
L[ f ]

2 p
p
p(1 e ) p(1 e )
p>0

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MATH C241 Prepared by MSR

24

Problem:We know y = J0(x) is a solution of

the initial value problem

xy y xy 0, y(0) 1, y(0) 0
Taking Laplace transforms on both sides we get
d
d

[ L[ y]] L[ y]
L[ y ] 0
dp
dp

d
d
2

p L[ y ] p pL[ y ] 1
L[ y ] 0
dp
dp

or
or
Hence
12-Nov-10

p 2 F ( p) 2 pF ( p) 1 pF ( p) 1 F ( p) 0

( p 1) F ( p) pF ( p) 0
2

MATH C241 Prepared by MSR

25

Thus

Hence
Noting that

F ( p)
p
2
F ( p)
p 1
c

F ( p)

p 1
2

for some constant c

F (0) J 0 ( x)dx 1
0

We get
Hence
12-Nov-10

c = 1.
L[ J 0 ( x)]

1
p2 1

MATH C241 Prepared by MSR

26

The convolution product

of two functions

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27

The convolution product of two functions

Definition: If f(x), g(x) are two functions, we
define their convolution product f *g by the
formula
x
( f * g )( x) f ( x t ) g (t )dt
0

For example if f(x)=1, g(x)=x, we get

x

x2
( f * g )( x) tdt
2
0

Thus 1* x = x2/2 (and not x)

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MATH C241 Prepared by MSR

28

Theorem: The convolution product is

commutative: that is, f * g = g * f
x
Proof:
( f * g )( x)

f ( x t ) g (t )dt

t 0

put x-t = u,

f (u) g ( x u)(du)

ux

f (u ) g ( x u )du

( g * f )( x)

u 0

Theorem: The convolution product is

associative i.e. (f * g) * h = f * (g * h).
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MATH C241 Prepared by MSR

29

Theorem If f(x), g(x) are piecewise

continuous and are of exponential order, then
L[f * g] = L[f ] L[g] (ordinary product)
Proof:

L[( f * g )] e px ( f * g )( x)dx
0

px
e f ( x t ) g (t )dt dx
x 0
t 0

Changing the order of integration, we get

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MATH C241 Prepared by MSR

30

The line t = x

px

g (t ) e f ( x t )dx dt
t 0
x t

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MATH C241 Prepared by MSR

31

put x-t = u,

p (u t )

g (t ) e
f (u )du dt
t 0
u 0

pt
pu
e g (t ) e f (u )du dt
t 0
u 0

L[ f ] e pt g (t )dt L[ f ]L[ g ]

Hence
12-Nov-10

t 0

L L ( f )L ( g) f * g
MATH C241 Prepared by MSR

32

Thus

p
1
p
1
L 2
L 2
2

2
(
p

1)
p

1
p

sin t *cos t sin( x t ) cos tdt

0
x

1
[sin x sin( x 2t )]dt
2 t 0

1
1
[ x sin x 0] x sin x
2
2
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MATH C241 Prepared by MSR

33

Applications of
Convolutions to the
solutions of Initial
Value Problems

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MATH C241 Prepared by MSR

34

More about convolutions:

Suppose we wish to solve the I.V.P

y a y b y f (t ) .... (1)
satisfying the initial conditions

y(0) 0, y(0) 0
We first solve the above equation when

f (t ) unit step function = u(t)

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MATH C241 Prepared by MSR

35

where

0 for t 0
u(t) =
1 for t > 0

We denote the solution of (1) with f(t) = u(t)

as A(t).
Hence
A a A b A u(t )
Taking Laplace transforms on both sides, we get
1
2
( p a p b ) L[ A]
p
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MATH C241 Prepared by MSR

36

1
L [ A]
p z ( p)

or

where

z ( p) p ap b
2

Now consider the general problem

y a y b y f (t ) .... (1)
y(0) 0, y(0) 0

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MATH C241 Prepared by MSR

37

Taking Laplace transforms on both sides, we get

L[ f (t )]
L[ y ]
z ( p)

1
1
L[ y ]
L[ f (t )]
p
p z ( p)

Hence

L[ A(t )] L[ f (t )] L[ A(t )* f (t )]
t

L A(t s) f ( s )ds
0

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MATH C241 Prepared by MSR

38

Hence

L[ y ] p L A(t s ) f ( s )ds
0

d
L
dt

We used the fact

0 A(t s) f (s)ds
t

L[ g ] p L[ g ] g (0)

where

g (t ) A(t s) f ( s)ds
0

12-Nov-10

and so g (0) 0

MATH C241 Prepared by MSR

39

Hence

y(t )

d
A(t s) f ( s )ds
dt 0

Applying Leibnizs rule for differentiating

integrals we get

y (t ) [ A(t s) f ( s)]ds A(0) f (t )

t
0
t

A(t s) f (s)ds A(0) f (t )

0

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MATH C241 Prepared by MSR

40

Again
gives

L[ A] L[ f ] L[ f ] L[ A]
1
L[ y ] L[ f (t )] L[ A(t )]
p

L[ f (t )* A(t )]
Hence

L f (t s ) A( s )ds
0

L[ y ] f (t s) A( s)ds f (0) A(t )

0

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MATH C241 Prepared by MSR

41

putting t s = u
t

We get y =

A(t u ) f (u )du f (0) A(t )

u 0
t

Also y =

A(t s ) f ( s )ds

s 0

as A(0)=0

Thus the general solution y can be expressed in

terms of A(t), the solution to

y a y b y u(t )
y(0) 0, y(0) 0

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MATH C241 Prepared by MSR

42

Problem 4(a) Page 410

Solve y 5 y 6 y 5e3t
y(0) 0, y(0) 0
For this, we first solve

y 5 y 6 y u(t ),

y(0) 0, y(0) 0
where u(t) is the unit step function.
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MATH C241 Prepared by MSR

43

Denoting the solution by A(t), we find (on

taking Laplace transforms and simplifying)
that
1
L[ A]

p( p 5 p 6)
2

p( p 2)( p 3)
1
1
1
6 2 3
p p2 p3
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MATH C241 Prepared by MSR

44

Therefore A(t ) 1 1 e2t 1 e3t

6 2
3
Thus
t

y A(t u ) f (u )du
0
t

5 e

2 t 5u

3t 6u

2( t u )

3( t u )

5e du
3u

du

1 3t 5 3t
5 3t 3t
2t
e e e e e e e
6
6
6
3t

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2t

MATH C241 Prepared by MSR

45

Second Method:
t

y (t ) A(t u ) f (u )du f (0) A(t )

0

1 1 2(t u ) 1 3(t u )
1 1 2t 1 3t
3u
e
e
15e du 5 e e

6 2
3
3

6 2

0
t

5 3t
3 2t 5t
5 3t 6t
(e 1) e (e 1) e (e 1)
6
2
6

1 1 2t 1 3t 1 3t 5 3t
2t
5 e e e e e
3
6 2
6
6
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MATH C241 Prepared by MSR

46

Diracs Delta function

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47

Diracs Delta function

( Unit Impulse function)
Let > 0 be a positive constant. We define
the function f (x) by saying

1
for 0 x
f ( x)

for x
0
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MATH C241 Prepared by MSR

48

1/

Graph of f (x)

We note that

f ( x) dx

0
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We also find that

L[ f ( x)] e

px

f ( x) dx

px

1 e
dx
p

1 as 0

f ( x)
If we denote by ( x) lim
0
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MATH C241 Prepared by MSR

50

We find that (x) is such that

( x) 0 for all x 0
(0)

Also ( x) lim

12-Nov-10

f ( x) dx 1
0

MATH C241 Prepared by MSR

51

Thus (x) is NOT an ordinary function (for

any function which is zero at all but a finite
number of points will have its integral also 0).

We say that (x) is a generalized function.

It is called Diracs Delta function (named after

the famous Physicist Paul Dirac).
It is also referred to as the unit impulse function.
And we note that its Laplace transform is 1.
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52

If x represents time and f (x) force, then

f ( x) dx

represents the impulse of the

force f (x) acting over the time interval (0, ).

Hence as 0, we may speak loosely of a

resulting unit impulse at x = 0 due to an
infinite force acting for a very small time
interval. In view of this interpretation, the
limiting form of f (x) is frequently called the
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53

the unit impulse function.

We can similarly define (x - a) ( a > 0), the
Diracs Delta function centred at a.
Question: What is the Laplace transform of
(x - a) ?

End of Laplace Transforms

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MATH C241 Prepared by MSR

54