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6.1.15
Find: Laplace transform of f ( t ) = t e a t (1) using integration by parts
* make sure to state for which values of s the result is valid
∞
Given: F ( s ) = ∫ f ( t ) e− s t dt (2)
0
Know:
∞
F ( s ) = ∫ t e a t e − s t dt (3)
0
∞
F ( s ) = ∫ t e ( ) dt
− s−a t
(4)
0
∞ −( s −a ) t β
∫0 t e dt = lim β → ∞ ∫ t e − ( s − a ) t dt (5)
0
Using integration by parts on the integral in the right-hand side of (5) gives:
β
β − ( s − a )t t e − ( s − a )t β − 1 − ( s − a )t
∫0 t e dt = −
s−a
−∫
0 s−a
e dt
0
β
t e − ( s − a )t 1 β − ( s − a )t
=−
s−a
+ ∫
s−a 0
e dt
0
β β
t e − ( s − a )t e − ( s − a )t
=− −
s−a 0
(s − a ) 2 0
β e − ( s − a )β e − ( s − a )β 1
=− − +
(s − a ) (s − a ) (s − a ) 22
β (s − a ) e − ( s − a ) β e − ( s − a ) β 1
=− − +
(s − a ) 2
(s − a ) (s − a ) 2
2
1 − e − ( s − a ) β − β (s − a ) e − ( s − a ) β
= (6)
(s − a ) 2
Considering (5) and taking the limit of (6) as β → ∞ , (4) becomes:
1 − e − ( s − a ) β − β (s − a ) e − ( s − a ) β
F (s ) = lim β → ∞ (7)
(s − a ) 2
It is noted that (7) is undefined when s = a because the denominator appearing in the
limit would then be zero. Also the limit will diverge exponentially if s < a . Therefore
taking limit for all s such that s > a gives:
1
F (s ) =
(s − a ) 2
This Laplace transform will be valid for all s such that s > a .
6.2.12
Solve: y′′ + 3 y′ + 2 y = 0 (1) using the Laplace transform method
Given: y ( 0 ) = 1 (2)
y′ ( 0 ) = 0 (3)
1
f (t ) = e a t Laplace .→ F (s ) =
trans
for s > a (4) from Table 6.2.1
s−a
Know:
The Laplace transform acting on a n -th order derivative gives (see Corollary 6.2.2 in
text):
d n f Laplace trans. d f d n −1 f
→ s n F ( s ) − s n −1 f ( 0 ) − s n − 2 − ... −
dt n
dt t =0 d t n −1 t =0
s 2 Y ( s ) − s y ( 0 ) − y′ ( 0 ) + 3 sY ( s ) − y ( 0 ) + 2 Y ( s ) = 0 (5)
(s 2
)
+ 3 s + 2 Y ( s ) − ( s + 3) y ( 0 ) − y ′ ( 0 ) = 0 (6)
(s 2
)
+ 3 s + 2 Y ( s ) − ( s + 3) = 0 (7)
s+3
Y (s) = (8)
s + 3s + 2
2
s+3
Y (s ) = (9)
(s + 2 )(s + 1)
Partial fractions may now be used to express Y ( s ) in a way in which the inverse Laplace
transform can easily be found. This is done by writing Y ( s ) as:
A B
Y (s ) = +
(s + 2) (s + 1)
A (s + 1) B (s + 2 )
= +
(s + 2)(s + 1) (s + 1)(s + 2)
A (s + 1) + B (s + 2 )
= (10)
(s + 2)(s + 1)
The coefficients, A and B , are determined by setting the numerators in (9) and (10)
equal to each other.
s + 3 = A( s + 1) + B (s + 2) (11)
Since (11) is valid for all s , A and B can be easily determined by plugging in the values
of s = −2 and s = −1 respectively.
s = −2 : − 2 + 3 = A (− 2 + 1) + B (− 2 + 2 )
1 = A (− 1) + B(0 )
⇒ A = −1
s = −1 : − 1 + 3 = A (− 1 + 1) + B(− 1 + 2 )
2 = A (0 ) + B (1)
⇒ B=2
−1 2
Y (s ) = + (12)
s + 2 s +1
The solution to the initial value problem can now be found by taking the inverse Laplace
transform of (12). Using the linearity of the inverse Laplace transform and (4), the
solution is found to be:
y (t ) = −e (− 2 )t + 2 e (−1)t or y (t ) = −e − 2 t + 2 e − t
One can check the above solution using the methods discussed in Chapter 3.1 for a
homogeneous second-order ODE with constant coefficients (i.e. assuming the solution is
of exponential form, solving the characteristic equation for the roots that will appear in
the exponent, then using the initial conditions to solve for the coefficients appearing in
front of the exponentials).
6.3.31
Find: Laplace transform of f ( t )
* make sure to state for which values of s the result is valid
1 0 ≤ t <1
0 1≤ t < 2
Given: f ( t ) = (1)
1 2 ≤ t < 3
0 t ≥ 3
∞
F ( s ) = ∫ f ( t ) e− s t dt (2)
0
1
f (t ) = u c (t ) Laplace .→ F (s ) = e − c s for s > 0 (3) from Table 6.2.1
trans
s
Know:
The function f (t ) given by (1) may be rewritten in terms of Heaviside step functions as:
f (t ) = u 0 (t ) − u 1 (t ) + u 2 (t ) − u 3 (t ) (4)
Since the Laplace transform is a linear operator, the Laplace transform of (4) is found
using (3) to be:
1 1 1 1
F (s ) = e − (0 ) s − e − (1) s + e − (2 ) s − e − (3) s (5)
s s s s
F (s ) =
1
s
(
1 − e − s + e − 2 s − e −3s )
And from (3) it is known that this transform is valid for all s such that s > 0 .
Alternatively, one could plug the form of (1) into the definition of the Laplace transform,
(2), giving:
∞
F (s ) = ∫ (1) e − s t dt + ∫ (0 ) e − s t dt + ∫ (1) e − s t dt + ∫ (0) e − s t dt
1 2 3
0 1 2 3
1 3
= ∫ e − s t dt + ∫ e − s t dt
0 2
1 3
1 1
= − e −st − e −s t
s 0 s 2
F (s ) =
1
s
(
1 − e − s + e − 2 s − e −3 s )
The Laplace transform will be valid for all s such that s > 0 .
7.1.1
Express: u ′′ + 0.5 u ′ + 2 u = 0 (1) as a system of two 1st-order ODE’s
Given: Above
Know:
x1 ≡ u (2)
x 2 ≡ u′ (3)
x ′1 = x 2 (4)
u ′′ = x ′2 (5)
x ′2 + 0.5 x 2 + 2 x 1 = 0 (6)
Thus (6) along with (4) form a system of two 1st-order ODE’s obtained from (1).
x ′1 = x 2
x ′2 = − 0.5 x 2 − 2 x 1
Or in matrix notation:
0 1 x1
x ′ = x where x ≡
− 2 − 0 .5 x2
7.5.16
Solve: the given initial value problem below and describe the behavior as t → ∞
− 2 1
Given: x ′ = x (1)
− 5 4
1
x(0 ) = (2)
3
Know:
x = ξ e rt (3)
− 2 1
A ≡
− 5 4
x′ = A x (4)
r ξ e rt = Aξ e rt (5)
(A − r I ) ξ = 0 (6)
0 = det (A − r I )
−2−r 1
=
−5 4−r
= (− 2 − r )(4 − r ) − (− 5)(1)
= r 2 − 2r − 3 (7)
Using the quadratic formula the appropriate roots of (7) are found to be r1 = 3 and
r 2 = −1 . The eigenvectors can be found by plugging in these eigenvalues into (6) one at
a time.
− 2 − 3 1 ξ 1 − 5 1 ξ 1 0
r1 = 3 : = =
−5 4 − 3 ξ 2 − 5 1 ξ 2 0
⇒ − 5ξ 1 + ξ 2 = 0
1
⇒ ξ (1) =
5
− 2 + 1 1 ξ 1 −1 1 ξ 1 0
r 2 = −1 : = =
− 5 4 + 1 ξ
2 − 5 5 ξ 2 0
⇒ −ξ1 +ξ 2 = 0
1
⇒ ξ ( 2 ) =
1
r1 t r2 t
x = c 1 ξ (1) e + c 2 ξ (2) e
1 1
= c 1 e 3 t + c 2 e − t (8)
5 1
The coefficients, c 1 and c 2 , are determined using the initial condition (2).
1 1 1
x(0 ) = = c 1 + c 2
3 5 1
1 1
⇒ c1 = , c 2 =
2 2
Therefore, the solution to (1) with the initial condition given by (2) is found to be:
1 1 3 t 1 1 − t
x= e + e
2 5 2 1
The eigenvalues are found by setting the determinant of (A − r I ) equal to zero, where:
2 −1
A ≡
3 − 2
Thus:
0 = det (A − r I )
2−r −1
=
3 −2−r
= (2 − r )(− 2 − r ) − (3)(− 1)
= r 2 −1 (2)
Using the quadratic formula the appropriate roots of (2) are found to be r1 = 1 and
r 2 = −1 . The eigenvectors can be found by plugging in these eigenvalues into
(A − r I ) ξ = 0 one at a time.
2 −1 − 1 ξ 1 1 − 1 ξ 1 0
r1 = 1 : = =
3 − 2 − 1 ξ
2 3 − 3 ξ 2 0
⇒ ξ1 −ξ 2 = 0
1
⇒ ξ (1) =
1
2 +1 − 1 ξ 1 3 − 1 ξ 1 0
r 2 = −1 : = =
3 − 2 + 1 ξ 2 3 − 1 ξ 2 0
⇒ 3ξ 1 − ξ 2 = 0
1
⇒ ξ ( 2 ) =
3
1 1
r1 = 1, ξ (1) = and r 2 = −1, ξ ( 2 ) =
1 3
The eigenvalues found above are such that r 2 < 0 < r1 , therefore the critical point of
(0, 0) corresponds to a saddle point which is unstable.
In the phase plane this will look like:
Some typical graphs of the solution for x 1 (t ) = c 1e t + c 2 e − t are shown below.