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Year II (2009/2010)
Semester I
2008
LAPLACE TRANSFORMS OF DERIVATIVES
Theorem 6: If L { f (t )} = F ( s ) , then L { f
(t )} = sF ( s ) - f (0) .
Proof: Let f
(t ) denote the first derivative of f (t ). Then, by definition,
L{ f
(t )} =
e- st f
(t ) dt.
0
dv du
Setting u = e - st and = f
(t ), so that = - se - st and v = f (t ), and invoking the
dt dt
formula for integration by parts to perform the integrand on the bright-hand
side, we have
L{ f
(t )} =
e - st f (t )
+ s
e - st f (t )dt .
0
0
- st
But since lim = 0 , because s > 0 and large enough to ensure that the
e f (t )
t
part yields only - f (0). Therefore, we are left with the expression
L{ f
(t )} = - f (0) + s
e - st f (t )dt .
0
where f (0)
(0) = f (0).
2
The above results or formulae are very fundamental in the solution of
differential equations. Thus if we let
dx d2x dnx
x t =0 = x0 , = x1 , = x2 , , = xn
dt t =0 dt 2 t =0 dt n t =0
with L { f (t )} = X , then we have
L{ f
(t )} = sX - x0 .
L{ f
(t )} = s 2 X - sx0 - x1 ,
L{ f
(t )} = s 3 X - s 2 x0 - sx1 - x2 ,
L { f ( iv ) (t )} = s 4 X - s 3 x0 - s 2 x1 - sx2 - x3 ,
L { f ( v ) (t )} = s 5 X - s 4 x0 - s 3 x1 - s 2 x2 - sx3 - x4 ,
and so on. In general, therefore,
n
L { f ( n ) (t )} = s n X - s n - k xk -1 .
k =1
Exercises:
a) Find L { sin(bt - a )} ;
b) Find L { cos(at + a )}
Find L { e ( cos t + 6sin t ) }
-2 t
c)
1 1
d) Find L sin at - cos bt
a b
3
x = f (t ) ,
L { f (t )} = F ( s) = X ,
and for the initial conditions at t = 0, let
dx d2x d3x
xt =0 = x0, = x1 , = x2 , = x3 ,
dt t =0 dt 2 t =0 dt 3 t =0
and so on, such that
dnx
= xn , n = 0,1, 2,K
dt n t =0
Accordingly, therefore, let us set
f (0) = x0 , f (0) = x1 , f (0) = x2 , (0) = x3 ,
f
such that, in general,
f ( n ) (0) = xn , n = 0,1, 2,K
dx
Example 1: Solve - 4 x = 8 , given that x = 2 at t = 0.
dt
A convenient notation would of course have been x&- 4 x = 8 , x = 2 at t = 0.
4
8 2
X = +
s ( s - 4) ( s - 4)
Step 4: Take the inverse transform of X :
8
First break X = into partial fractions as
s ( s - 4)
8 A B
= +
s ( s - 4) s s - 4
where using Cover-up Rule, we have
8 8
A = lim s = lim = -2,
s 0 s ( s - 4) s 0 ( s - 4)
and
8 8
B = lim( s - 4) = lim = 2,
s 4 s ( s - 4) s 4 s
Thus
4 2
X = - .
s-4 s
Taking the inverse transform, we thus find that
x = 4e 4t - 2.
dx
Example 2: Solve 2 + 3x = e 4t , given that x = 5 at t = 0.
dt
Let us convenient write the equation as
2 x&+ 3 x = e 4t , with x = 5 at t = 0.
5
1 1 1
A = lim( s - 4) = lim = ,
s 4 (2 s + 3)( s - 4) s 4 (2 s + 3) 11
and
1 1 2
B = lim (2 s + 3) = lim =- .
s - (3 / 2) (2 s + 3)( s - 4) s - (3 / 2) ( s - 4) 11
Hence,
1 1 1 1 5
X = - + .
11 s - 4 11 s + (3 / 2) s + (3 / 2)
Step 4: Take the inverse transform of X :
1 1 1
x = e 4t - e - (3 / 2) t + 5e- (3 / 2)t = ( 54e- (3 / 2) t + e4 t ) = f (t ).
11 11 11
dx
Example 3: Solve 2 + 5 x = e -2t , given that x = 1 at t = 0.
dt
Let us convenient write the equation as
2 x&+ 5 x = e -2t , with x = 3 at t = 0.
6
1 1 1 1
X = - + =
s + 2 s + (5 / 2) s + (5 / 2) s + 2
Step 4: Take the inverse transform of X :
x = f (t ) = e -2t .
dx
Example 4: Solve 3 - 4 x = sin 2t , given that x = 1/ 3 at t = 0.
dt
Let us conveniently write the equation as
3 x&- 4 x = sin 2t , with x = 1/ 3 at t = 0.
or
2 (9 / 26)( s 2 + 4) + ( Bs + C )(3s - 4)
= .
( s 2 + 4)(3s - 4) ( s 2 + 4)(3s - 4)
Multiplying out the numerator on the right-hand side and collecting
coefficients of powers of s , we have
2 [(9 / 26) + 3B) s 2 + (3C - 4 B) s + [18 /13 - 4C )
= .
( s 2 + 4)(3s - 4) ( s 2 + 4)(3s - 4)
Equating coefficients of powers of s on both sides, we get the system of
equations:
7
(9 / 26) + 3B = 0,
18 /13 - 4C = 2,
3C - 4 B = 0.
3
From the first equation, we have B = - . From the second equation we
26
2
have C = - .
13
With these values of the coefficients, the transform equation becomes:
2 9 (3s + 4)
= - ,
( s + 4)(3s - 4) 26(3s - 4) 26( s 2 + 4)
2
or
2 3 1 3 s 4
= - - ,
( s + 4)(3s - 4) 26 s - (4 / 3) 26 s + 4 26( s 2 + 4)
2 2
Therefore,
1 2
X = + 2
3s - 4 ( s + 4)(3s - 4)
1 1 3 1 3 s 4
= + - -
3 s - (4 / 3) 26 s - (4 / 3) 26 s + 4 26( s 2 + 4)
2
35 1 3 s 4
= - - .
78 s - (4 / 3) 26 s + 4 26( s 2 + 4)
2
d2x dx
Example 5: Solve - 4 x = cos 2t , , given that x = 2, = 3 at t = 0.
dt 2
dt
dx
x&- 4 x = cos 2t , x = 2,
A convenient notation would of course have been & = 3 at
dt
t = 0.
8
s s 3
X = +2 2 + 2
2
( s + 4)( s - 4)
2
s -4 s -4
Step 4: Take the inverse transform of X :
s
First break 2 into partial fractions as
( s + 4)( s 2 - 4)
s As + B C D
= 2 + + .
( s + 4)( s - 4) s + 4 s + 2 s - 2
2 2
d2x dx dx
Example 6: Solve - 3 + 2 x = 0, given that x = 4, = 3 at t = 0.
dt 2
dt dt
9
Step 4: Take the inverse transform of X :
4s - 9
First break into partial fractions as
( s - 2)( s - 1)
4s - 9 A B
= + .
( s - 2)( s - 1) s - 2 s - 1
On gathering the right-hand side over the same denominator, we have
4s - 9 ( A + B) s - ( A + 2 B )
= .
( s - 2)( s - 1) ( s - 2)( s - 1)
Upon equating the coefficients of the various powers of s in numerators, we
get
A + B = 4,
A + 2 B = 9.
Solving this system of equations, we find that
A = -5, B = 9.
Hence
5 9
X =- + .
s - 2 s -1
and therefore
x(t ) = 9et - 5e 2t .
d2x dx dx
Example 7: Solve - 7 + 12 x = 2, given that x = 1, = 5 at t = 0.
dt 2
dt dt
so that we have
2 s 2 - 2s + 2
( s - 7 s + 12) X = + s - 2 =
2
s s
Step 3: Re-arrange to make X the subject of the expression:
s 2 - 2s + 2 s 2 - 2s + 2
X = =
s ( s 2 - 7 s + 12) s ( s - 4)( s - 3)
Step 4: Take the inverse transform of X :
s 2 - 2s + 2
First break into partial fractions as
s ( s - 4)( s - 3)
s 2 - 2s + 2 A B C
= + +
s ( s - 4)( s - 3) s s - 4 s - 3
Using the cover-up rule, we have
s 2 - 2s + 2 s 2 - 2s + 2 1
A = lim s = lim = ,
s 0 s ( s - 4)( s - 3) s 0 ( s - 4)( s - 3) 6
10
s 2 - 2s + 2 s 2 - 2 s + 2 10 5
B = lim( s - 4) = lim = = ,
s 4 s ( s - 4)( s - 3) s 4 s ( s - 3) 4 2
s 2 - 2s + 2 s 2 - 2s + 2 5
C = lim( s - 3) = lim = ,
s 3 s ( s - 4)( s - 3) s3 ( s - 4) s 3
Hence
11 5 1 5 1
X = + - .
6 s 3 s -4 2 s -3
and therefore
1 5 4 t 5 3t
x(t ) = + e - e .
6 2 3
d2x dx dx
Example 8: Solve - 6 + 8 x = e 3t
, given that x = 0, = 2, at t = 0.
dt 2 dt dt
Hence
3 1 1 1 1
X = - -
2 s -4 s -3 2 s -2
11
and therefore
3 4t 1
x(t ) = e - e 3t - e 2 t .
2 2
12
Example 9
d2x dx dx
Solve the equation - 2 + 5 x = e 2t
, given that x = 0 and = 0 when t = 0.
dt 2 dt dt
1 1 1 4 1 s -1
= + -
5 s - 2 5 ( s - 1) + 4 5 ( s - 1) 2 + 4
2
13
dx
+ 4 x + 5 y = 7 cos 2t
dt
, x = y = 0, when t = 0.
dy
- 4 y - 5 x = 8cos 2t
dt
Writing the equations in terms of Laplace transforms, we have
s
sX + 4 X + 5Y = 7 2 ,
s +4
s
sY - 4Y - 5 X = 8 2 ,
s +4
or
s
( s + 4) X + 5Y = 7 2 ,
s +4
s
( s - 4)Y - 5 X = 8 2 .
s +4
Multiplying the first equation by s - 4 and the second equation by -5 , we have
s ( s - 4)
( s + 4)( s - 4) X + 5( s - 4)Y = 7 2 ,
s +4
s
-5( s - 4)Y + 25 X = -40 2 .
s +4
Adding the two expressions, we get
7 s 2 - 68s
[( s + 4)(s - 4) + 25] X = .
s2 + 4
Solving for X , we get
7 s 2 - 68s
X = .
( s 2 + 4)( s 2 + 9)
Noting that s 2 + 4 = ( s + 2 j )( s - 2 j ) and s 2 + 9 = ( s + 3 j )( s - 3 j ) , we can expression the
right-hand side as partial fractions and thus have
7 s 2 - 68s A B C D
= + + + .
( s + 4)( s + 9) s + 2 j s - 2 j s + 3 j s - 3 j
2 2
Hence
14
1 (34 + 7 j ) 1 (34 - 7 j ) 1 (68 + 21 j ) 1 (68 - 21 j)
X =- - + +
5 s+2j 5 s-2j 10 s + 3 j 10 s - 3 j
68 s 28 1 68 s 63 1
=- - + +
5 s + 4 5 s + 4 5 s + 9 5 s2 + 9
2 2 2
On the other hand, had we multiplied the first equation by -5 and the second
equation by s + 4 , we would have
s
-5( s + 4) X - 25Y = -35 2 ,
s +4
s( s + 4)
( s - 4)(s + 4)Y - 5( s + 4) X = 8 2 .
s +4
On subtracting the first expression from the second and solving for Y , we then
find that
8s 2 + 67 s
Y = 2 .
( s + 4)( s 2 + 9)
Next we express the left-hand side as partial fractions and thereby have
8s 2 + 67 s A1 B1 C1 D1
= + + + .
( s + 4)( s + 9) s + 2 j s - 2 j s + 3 j s - 3 j
2 2
15
and
8s 2 + 67 s
Y = 2 ,
( s + 4)( s 2 + 9)
we could instead express them in partial fractions as
7 s 2 - 68s As + B Cs + D
X = 2 = 2 + 2
( s + 4)( s + 9) s + 4
2
s +9
and
8s 2 + 67 s A s + B1 C1 s + D1
Y = 2 = 12 + 2 ,
( s + 4)( s + 9)
2
s +4 s +9
Putting the right-hand terms under over the same denominators, we would
then have
7 s 2 - 68s ( A + C ) s 3 + ( B + D) s 2 + (9 A + 4C ) s + (9 B + 4 D)
X = 2 =
( s + 4)( s 2 + 9) ( s 2 + 4)( s 2 + 9)
and
8s 2 + 67s ( A1 + C1 ) s 3 + ( B1 + D1 ) s 2 + (9 A1 + 4C1 ) s + (9 B1 + 4 D1 )
Y = 2 = ,
( s + 4)( s 2 + 9) ( s 2 + 4)( s 2 + 9)
Equating coefficients of the various powers of s, we have
A + C = 0, B + D = 7, 9 A + 4C = -68 , 9 B + 4 D = 0.
A1 + C1 = 0, B1 + D1 = 8, 9 A1 + 4C1 = 67 , 9 B1 + 4 D1 = 0.
Solving this system of equations, we have
68 28 68 63
A=- , B=- , C = , D= ,
5 5 5 5
67 32 67 72
A1 = - , B1 = - , C1 = , D1 = ,
5 5 5 5
In this way, we would then find that
(-68 / 5) As + ( -28 / 5) (68 / 5) s + (63 / 5)
X = +
s2 + 4 s2 + 9
68 s 28 1 68 s 63 1
=- - + +
5 s + 4 5 s + 4 5 s + 9 5 s2 + 9
2 2 2
and
(-67 / 5) s + (-32 / 5) (67 / 5) s + (72 / 5)
Y = +
s2 + 4 s2 + 9
,
67 s 32 1 67 s 72 1
=- - + +
5 s2 + 4 5 s 2 + 4 5 s2 + 9 5 s2 + 9
Looking up the inverses then, we have
68 14 68 21
x(t ) = - cos 2t - sin 2t + cos 3t + cos 3t
5 5 5 5
and
67 16 67 24
Y = - cos 2t - sin 2t + cos 3t + sin 3t. ,
5 5 5 5
16