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4.1 Introduction

The Laplace transform provides an eective method of solving initial-value problems for

linear dierential equations with constant coecients. However, the usefulness of Laplace

transforms is by no means restricted to this class of problems. Therefore, some understand-

ing of the basic theory is an essential part of the mathematical background of engineers,

scientists and mathematicians.

The Laplace transform is dened in terms of an integral over the interval [0, ). In-

tegrals over an innite interval are called improper integrals, a topic studied in Calculus

II.

DEFINITION Let f be a continuous function on [0, ). The Laplace transform of f,

denoted by L[(f(x)], or by F(s), is the function given by

L[f(x)] = F(s) =

_

0

e

sx

f(x) dx. (1)

The domain of the function F is the set of all real numbers s for which the improper

integral converges.

In more advanced treatments of the Laplace transform the parameter s assumes com-

plex values, but the restriction to real values is sucient for our purposes here. Note that

L transforms a function f = f(x) into a function F = F(s) of the parameter s. The

continuity assumption on f will hold throughout the rst three sections. It is made for

convenience in presenting the basic properties of L and for applying the Laplace transform

method to solving initial-value problems. In the last three sections of this chapter we extend

the denition of L to a larger class of functions, the piecewise continuous functions on

[0, ). There we will apply L to the problem of solving nonhomogeneous equations in

which the nonhomogeneous term is piecewise continuous. This will involve some extension

of our concepts of dierential equation and solution.

133

As indicated above, the primary application of Laplace transforms of interest to us is

solving linear dierential equations with constant coecients. Referring to our work in

Chapter 3, the functions which arise naturally in the treatment of these equations are:

p(x)e

rx

, p(x) cos x, p(x) sin x, p(x)e

rx

cos x, p(x)e

rx

sin x

where p is a polynomial.

We begin by calculating the Laplace transforms of some simple cases of these functions.

Example 1. Let f(x) = 1 e

0x

1 on [0, ). By the Denition,

L[1] =

_

0

e

sx

1 dx = lim

b

_

b

0

e

sx

dx

= lim

b

_

e

sx

s

b

0

_

=

1

s

lim

b

_

e

sb

s

_

=

1

s

lim

b

_

1

se

sb

_

.

Now, lim

b

1/se

sb

exists if and only if s > 0, and in this case

lim

b

1

se

sb

= 0.

Thus,

L[1] =

1

s

, s > 0.

Example 2. Let f(x) = e

rx

on [0, ). Then,

L[e

rx

] =

_

0

e

sx

e

rx

dx = lim

b

_

b

0

e

(sr)x

dx

= lim

b

_

_

e

(sr)x

(s r)

b

0

_

_

=

1

s r

lim

b

_

1

(s r)e

(sr)b

_

.

The limit on the right-hand side exists and has the value 0 if and only if s r > 0.

Therefore

L[e

rx

] =

1

s r

, s > r.

Note that if r = 0, then we have the result in Example 1.

Example 3. Let f(x) = cos x on [0, ). Then,

L[cos x] =

_

0

e

sx

cos x dx = lim

b

_

b

0

e

sx

cos x dx

= lim

b

e

sx

[s cos x sin x]

s

2

+

2

b

0

.

134

(Note: The integral was calculated using integration by parts; also, it is a standard entry

in a table of integrals.)

Now,

L[cos x] =

s

s

2

+

2

_

lim

b

1

e

sb

s cos b + sin b

s

2

+

2

_

.

Since [s cos b+ sin b]/(s

2

+

2

) is bounded, the limit on the right-hand side exists

and has the value 0 if and only if s > 0. Therefore,

L[cos x] =

s

s

2

+

2

, s > 0.

The following table gives a basic list of the Laplace transforms of functions that we will

encounter in this chapter. While the entries in the table can be veried using the Denition,

some of the integrations involved are complicated. The properties of the Laplace transform

presented in the next section provide a more ecient way to obtain many of the entries in the

table. Handbooks of mathematical functions, for example the CRC Standard Mathematical

Tables, give extensive tables of Laplace transforms.

Table of Laplace Transforms

f(x) F(s) = L[f(x)]

1

1

s

, s > 0

e

x

1

s

, s >

cos x

s

s

2

+

2

, s > 0

sin x

s

2

+

2

, s > 0

e

x

cos x

s

(s )

2

+

2

, s >

e

x

sin x

(s )

2

+

2

, s >

x

n

, n = 1, 2, . . .

n!

s

n+1

, s > 0

x

n

e

rx

, n = 1, 2, . . .

n!

(s r)

n+1

, s > r

x cos x

s

2

2

(s

2

+

2

)

2

, s > 0

x sin x

2s

(s

2

+

2

)

2

, s > 0

135

Exercises 4.1

Use the denition of the Laplace transform to nd the Laplace transform of the given

function.

1. f(x) = x.

2. f(x) = x

2

.

3. f(x) = sin x.

4. f(x) = xe

rx

.

5. f(x) = sinh x.

6. f(x) = cosh x.

7. Use the fact that

_

e

ax

cos bx dx =

e

ax

a

2

+b

2

[a cos bx+b sin bx] to nd L[e

rx

cos x]

by the denition.

8. Use the fact that

_

e

ax

sin bx dx =

e

ax

a

2

+ b

2

[a sin bxb cos bx] to nd L[e

rx

sin x]

by the denition.

Laplace Transform of a Periodic Function

9. Let f be a continuous function on [0, ) and suppose that f is periodic with

period p. That is, f is continuous and f(x + p) = f(x), p > 0, for all x. Show

that

L[f(x)] =

_

p

0

e

sx

f(x) dx

1 e

ps

.

Use the result in Problem 9 to nd L[f(x)] for the given periodic function.

10. L[sin x]; f(x) = sin x is periodic with period 2.

11. L[cos x]; f(x) = cos x is periodic with period 2.

12. L[cos x]; f(x) = cos x is periodic with period 2/.

13. L[sin x]; f(x) = sin x is periodic with period 2/.

4.2 Basic Properties of the Laplace Transform

In the preceding section we dened the Laplace transform and calculated the Laplace trans-

forms of some of the functions that occur in solving linear dierential equations with con-

stant coecients. In this section we consider the basic question of the existence of the

136

Laplace transform of a function f, and we develop the properties of the Laplace transform

that will be used in solving initial value problems.

To motivate the material in this section, consider the dierential equation

y

+ay

where a and b are constants and f is a continuous function on [0, ). If we assume

that y = y(x) is a solution of (1) and formally apply L, we obtain

L

_

y

(x) +ay

(x) + by(x)

= L[f(x)]. (2)

The right-hand side of this equation suggests the basic question of the existence of L[f(x)].

That is, for what functions f does L[f] exist?

DEFINITION A function f, continuous on [0, ), is said to be of exponential order

, a real number, if there exists a positive number M and a nonnegative number A

such that

| f(x)| Me

x

on [A, ).

Example 1. (a) If f is a bounded function on [0, ) [for example, f(x) = cos x

or f(x) = sin x], then f is of exponential order 0.

f bounded implies that there exists a positive number M such that | f(x)| M

for all x [0, ). Therefore,

| f(x)| M = Me

0x

on [0, ).

[Note: If f(x) = cos x or f(x) = sin x, then we could take M = 1.]

(b) Let f(x) = x on [0, ). For any positive number ,

lim

x

x

e

x

= 0

by LHopitals rule. Therefore, there exists a nonnegative number A such that

x

e

x

1 on [A, ).

This implies that

x e

x

= 1 e

x

on [A, )

and f(x) = x is of exponential order . The same argument can be used to show

that f(x) = x

number . In general, if p = p(x) is a polynomial, then p is of exponential order

for any positive number .

(c) If f(x) = e

rx

, then f is of exponential order for any r.

137

(d) Consider the function f(x) = e

x

2

. If f is of exponential order for some , then

there exists a positive number M and a nonnegative number A such that

e

x

2

Me

x

on [A, ) which implies e

x

e

x

2

M on [A, ).

But,

lim

x

e

x

e

x

2

= lim

x

e

x(x)

= ,

a contradiction. Thus f(x) = e

x

2

is not of exponential order for any positive

number .

Our rst property of L is a sucient condition for L[f(x)] to exist. We shall omit

the proof.

THEOREM 1. Let f be a continuous function on [0, ). If f is of exponential order

, then the Laplace transform L[f(x)] = F(s) exists for s > .

We now turn to the left-hand side of equation (2) where we have L applied to the

linear combination y

(x) +ay

(x) + by(x).

THEOREM 2. The operator L is a linear operator. That is, if g and h are continuous

functions on [0, ), and if each of L[g(x)] and L[h(x)] exists for s > , then

L[g(x) +h(x)] and L[c g(x)], c constant, each exist for s > , and

L[g(x) +h(x)] = L[g(x)] + L[h(x)]

L[c g(x)] = cL[g(x)].

Proof:

L[g(x) +h(x)] =

_

0

e

sx

[g(x) + h(x)] dx = lim

b

_

b

0

e

sx

[g(x) +h(x)] dx

= lim

b

__

b

0

e

sx

g(x) dx +

_

b

0

e

sx

h(x) dx

_

= lim

b

_

b

0

e

sx

g(x) dx + lim

b

_

b

0

e

sx

h(x) dx

=

_

0

e

sx

g(x) dx +

_

0

e

sx

h(x) dx

= L[g(x)] +L[h(x)]

The proof that

L[c g(x)] = cL[g(x)] for any constant c

is left as an exercise.

138

COROLLARY Let g

1

(x), g

2

(x), . . . , g

n

(x) be continuous functions on [0, ). If

L[g

1

(x)], L[g

2

(x)], . . . , L[g

n

(x)] all exist for s > , and if c

1

, c

2

, . . . , c

n

are real

numbers, then

L[c

1

g

1

(x) +c

2

g

2

(x) + + c

n

g

n

(x)]

exists for s > and

L[c

1

g

1

(x) + c

2

g

2

(x) + +c

n

g

n

(x)] = c

1

L[g

1

(x)] +c

2

L[g

2

(x)] + +c

n

L[g

n

(x)].

According to the Corollary, if L[y

], L[y

then

L[y

+ ay

+ by] = L[y

] + aL[y

] +bL[y].

The next property gives a relationship between the Laplace transform of the derivative

of a function and the Laplace transform of the function itself.

THEOREM 3. Let g be a continuously dierentiable function on [0, ). If g is of

exponential order , then L[g

L[g

Proof: By the denition of L, we have

L[g

(x)] =

_

0

e

sx

g

(x) dx = lim

b

_

b

0

e

sx

g

(x) dx.

Using integration by parts, with u = e

sx

and dv = g

_

b

0

e

sx

g

(x) dx = e

sx

g(x)

b

0

+ s

_

b

0

e

sx

g(x) dx

= e

sb

g(b) g(0) + s

_

b

0

e

sx

g(x) dx.

Therefore,

L[g

(x)] = lim

b

_

e

sb

g(b) g(0) +s

_

b

0

e

sx

g(x) dx

_

= lim

b

e

sb

g(b) g(0) +s lim

b

_

b

0

e

sx

g(x) dx

= lim

b

e

sb

g(b) g(0) +sL[g(x)]

provided lim

b

e

sb

g(b) exists.

Since g is of exponential order , there exist constants M and A such that

| g(x)| Me

x

139

on [A, ). Therefore,

e

sb

g(b)

e

sb

Me

b

= Me

(s)b

=

M

e

(s)b

for all b > A, from which it follows that

lim

b

e

sb

g(b) = 0 for s > .

We can now conclude that

L[g

COROLLARY Let g be a function which is n-times continuously dierentiable on

[0, ). If each of the functions g, g

, . . . , g

(n1)

is of exponential order , then L[g

(n)

]

exists for s > and

L[g

(n)

(x)] = s

n

L[g(x)] s

n1

g(0) s

n2

g

(0) g

(n1)

(0).

The proof of the Corollary follows by induction.

Remark: The case n = 2 will be of particular interest to us. If g

is continuous on

[0, ), and if g and g

L[g

(x)] = s

2

L[g(x)] sg(0) g

(0).

Application to Initial-Value Problems

Consider the rst order initial-value problem

y

+ ay = f(x); y(0) =

where is a real number and the function f = f(x) has Laplace transform F = F(s).

Let y = y(x) be the solution of the problem. Applying the properties of L established

above, we have

L

_

y

(x) + ay(x)

= L[f(x)]

L[y

sL[y(x)] y(0) +a L[y(x)] = F(s) (Theorem 3)

(s + a)L[y(x)] y(0) = F(s)

Applying the initial condition y(0) = , and solving for L[y(x)] = Y (s), we get

Y (s) =

F(s) +

s +a

.

140

Next consider the second order initial-value problem

y

+ay

(0) = .

where and are real numbers, and f is a function with Laplace transform L[f(x)] =

F(s).

Let y = y(x) be the solution of this problem. Then

L

_

y

(x) + ay

(x) +by(x)

L[y

(x)] + aL[y

s

2

L[y(x)] sy(0) y

(s

2

+as +b)L[y(x)] sy(0) y

Applying the initial conditions y(0) = , y

get

Y (s) =

F(s) +s + +a

s

2

+as +b

.

Implicit in these derivations is the assumption that the Laplace transform of y and

its derivatives exist. Assuming that this is the case, the importance of these results is that

it gives us the Laplace transform of the solution of an initial-value problem directly. The

question now is: Knowing Y (s), what is y(x)? This is the topic of the next section,

inverting the Laplace transform.

Example 2. Find the Laplace transform L[y(x)] = Y (s) of the solution of the initial-value

problem

y

2y = 2e

3x

; y(0) = 2.

SOLUTION If y = y(x) is the solution, then

L[y

3x

] = 2L[e

3x

] =

2

s + 3

L[y

(x)] 2L[y(x)] =

2

s + 3

sL[y(x)] y(0) 2L[y(x)] =

2

s + 3

(s 2)L[y(x)] + 2 =

2

s + 3

(s 2)L[y(x)] =

2

s + 3

2

Therefore,

L[y(x)] = Y (s) =

2

(s 2)(s + 3)

2

s 2

.

141

Example 3. Find the Laplace transform L[y(x)] = Y (s) of the solution of the initial-value

problem

y

+ 4y = 3e

2x

; y(0) = 5, y

(0) = 2.

SOLUTION If y = y(x) is the solution, then

L[y

2x

] = 3L[e

2x

] =

3

s 2

L[y

(x)] + 4L[y(x)] =

3

s 2

s

2

L[y(x)] sy(0) y

(0) + 4L[y(x)] =

3

s 2

(s

2

+ 4)L[y(x)] 5s (2) =

3

s 2

(s

2

+ 4)L[y(x)] =

3

s 2

+ 5s 2

Therefore,

L[y(x)] = Y (s) =

3

(s 2)(s

2

+ 4)

+

5s 2

s

2

+ 4

.

In the next section we will see how to go from Y (s) to y(x).

Additional Applications and Properties

Although the main use of Theorem 3 and its Corollary is in solving initial-value problems,

the results can also be used to determine entries in a table of Laplace transforms. For

example, if f is a continuously dierentiable function and L[f(x)] is known, then L[f

(x)]

can be determined: L[f

Example 4. In Example 3, Section 4.1, we showed that

L[cos x] =

s

s

2

+

2

.

We could use essentially the same calculations to obtain L[sin x], but recall that the

integrations involved are a little messy.

Here is a simpler way to obtain L[sin x]. Since [cos x]

L[ sin x] = L[(cos x)

] = sL[cos x] cos(0) =

s

2

s

2

+

2

1

L[sin x] =

2

s

2

+

2

.

Therefore,

L[sin x] =

s

2

+

2

.

142

Here are two more properties of the Laplace transform that are useful in determining

entries in a table of transforms.

THEOREM 4. Let f be a continuous function on [0, ), and be of exponential order

. Then F(s) = L[f(x)] has derivatives of all orders, and for s > ,

d

n

F(s)

ds

n

= (1)

n

L[x

n

f(x)] , n = 1, 2, . . . .

Justication: By the denition of L[f(x)] = F(s), we have

F(s) =

_

0

e

sx

f(x) dx.

Dierentiation of this equation with respect to s can be justied and yields

dF

ds

=

_

0

d

ds

[e

sx

f(x)] dx =

_

0

e

sx

[xf(x)] dx

= L[xf(x)] = L[xf(x)]

Therefore, L[xf(x)] =

dF

ds

.

Dierentiating a second time, we have

d

2

F

ds

2

=

d

ds

_

dF

ds

_

=

_

0

d

ds

_

e

sx

[xf(x)]

_

dx

=

_

0

e

sx

[x

2

f(x)] dx = L[x

2

f(x)]

The result stated in the theorem follows by mathematical induction.

Example 5. From the table at the end of Section 4.1, L[e

rx

] =

1

s r

, s > r. Therefore,

L[xe

rx

] = F

(s) =

d

ds

_

1

s r

_

=

1

(s r)

2

, s > r,

L[x

2

e

rx

] = F

(s) =

d

2

ds

2

_

1

s r

_

=

2

(s r)

3

, s > r,

L[x

3

e

rx

] = F

(s) =

d

3

ds

3

_

1

s r

_

=

6

(s r)

4

, s > r,

and so on.

The nal property well consider is called the translation property of L.

THEOREM 5. If f is a continuous function on [0, ), and if L[f(x)] = F(s) exists

for s > , then for any real number r,

L[e

rx

f(x)] = F(s r) for s > +r.

143

Proof: From the denition of the Laplace transform,

F(s r) =

_

0

e

(sr)x

f(x) dx =

_

0

e

sx

e

rx

f(x) dx

= L[e

rx

f(x)].

Example 6.

(a) Since L[x] = F(s) = 1/s

2

, s > 0, we have

L[xe

rx

] = F(s r) =

1

(s r)

2

, s > r (c.f. Example 5)

(b) Since L[cos x] = F(s) =

s

s

2

+

2

, s > 0, we have

L[e

rx

cos x] = F(sr) =

s r

(s r)

2

+

2

, s > r (as indicated in the Table, Section 4.1).

Summary of the Properties of L

1. If f is continuous on [0, ), and of exponential order , then L[f(x)] = F(s)

exists for s > . (Theorem 1)

2. L is a linear operator (Theorem 2): L[f +g] = L[f] +L[g]; L[cf] = cL[f].

3. If f is continuously dierentiable on [0, ), and of exponential order , then

L[f

L[f

If f is twice continuously dierentiable on [0, ), and of exponential order , then

L[f

L[f

(x)] = s

2

L[f(x)] sf(0) f

(0).

And so on. (Corollary, Theorem 3)

4. If f is continuous on [0, ), and of exponential order , then F(s) = L[f(x)]

has derivatives of all orders, and for s > ,

d

n

F(s)

ds

n

= (1)

n

L[x

n

f(x)] , n = 1, 2, . . . . (Theorem 4)

5. If f is continuous on [0, ), and if L[f(x)] = F(s) exists for s > , then for any

real number r,

L[e

rx

f(x)] = F(s r) for s > + r. (Theorem 5)

144

Exercises 4.2

Use the properties of the Laplace transform and the Table to nd L[f].

1. f(x) = 3 2x +x

2

.

2. f(x) = 2e

x

3 sin 4x.

3. f(x) = 3 + 4e

3x

2 cos 2x.

4. f(x) = 2xe

2x

+ 5e

2x

cos 3x.

5. f(x) = 5x

2

2e

3x

sin 2x.

6. f(x) = 2 3x + 4x

2

e

2x

.

7. f(x) = x sin x + 2x cos 2x.

8. Show that L[cosh x] =

s

s

2

2

.

9. Show that L[sinh x] =

s

2

2

.

10. Find L[3 cosh 2x 5 sinh 3x].

11. Find L[e

2x

sinh x + e

x

cosh 3x].

12. Find L[x cosh 2x].

13. Show that L[xe

rx

] =

1

(s r)

2

by:

(a) Using Property 4.

(b) Using Property 5.

14. Use Property 4 to show that L[x sin x] =

2s

(s

2

+

2

)

2

.

Find the Laplace transform Y (s) of the solution of the given initial-value problem.

15. y

2y = 0; y(0 = 1.

16. y

2y = x; y(0) = 1.

17. y

+ 4y = 2e

2x

3 sin 3x; y(0) = 3.

18. y

+ 2y

8y = 0; y(0) = 4, y

(0) = 2.

19. y

+ 6y

+ 9y = 0; y(0) = 0, y

(0) = 2.

20. y

2y

+ 5y = 2x + e

x

; y(0) = 2, y

(0) = 0.

145

21. y

2y

15y = 3 + 4e

3x

; y(0) = 1, y

(0) = 3.

22. y

4y

+ 4y = 5e

2x

; y(0) = 3, y

(0) = 2.

The Laplace transform of an Integral

23. Let f be a continuous function on [0, ) and assume that both f and

_

x

0

f(t) dt

are of exponential order on [0, ). Show that if F(s) = L[f(x)], then

L

__

x

0

f(t) dt

_

=

1

s

F(s).

24. Find L

__

x

0

sin 2t dt

_

by using:

(a) The property given in Exercise 23.

(b) By rst calculating the integral and then taking the Laplace transform of the

result.

4.3 Inverse Laplace Transforms and Initial-Value Problems

In Section 4.2 we saw that the Laplace transformof the solution y = y(x) of the initial-value

problem

y

+ ay

(0) =

is given by

L[y(x)] = Y (s) =

F(s) +s + +a

s

2

+as +b

where F(s) = L[f(x)] is the Laplace transform of f.

Nowthat we know L[y(x)], the obvious question is: What is y(x)? The general problem

of nding a function with a given Laplace transform is called the inversion problem. The

inversion problem and its application to solving initial-value problems is the topic of this

section.

If f is continuous on [0, ), and if the Laplace transform, L[f(x)] = F(s) exists

for s > , then the function F is uniquely determined by f; that is, the operator L

is itself a function. Our rst result states that L is a one-to-one function. A proof of this

result is beyond the scope of this introductory treatment.

THEOREM 1. If f and g are continuous functions on [0, ), and if L[f(x)] = L[g(x)],

then f g; that is f(x) = g(x) for all x [0, ).

The following denition gives the terminology and notation used in treating the inversion

problem.

146

DEFINITION If F(s) is a given transform and if the function f, continuous on [0, ),

has the property that L[f(x)] = F(s), then f is called the inverse Laplace transform of

F(s), and is denoted by

f(x) = L

1

[F(s)].

The operator L

1

is called the inverse operator of L.

There is a general formula for the inverse operator L

1

corresponding to (1), Section

4.1, but use of the formula requires a knowledge of complex-valued functions, a topic which

is treated in more advanced courses.

The relationship between L and L

1

is given by the following equations:

L

1

{L[f(x)]} = f(x)

L

_

L

1

[F(s)]

_

= F(s)

for all functions f, continuous on [0, ), such that L[f(x)] = F(s).

For convenience here, we reproduce the table of Laplace transforms given at the end of

Section 4.1.

Table of Laplace Transforms

f(x) F(s) = L[f(x)]

1

1

s

, s > 0

e

x

1

s

, s >

cos x

s

s

2

+

2

, s > 0

sin x

s

2

+

2

, s > 0

e

x

cos x

s

(s )

2

+

2

, s >

e

x

sin x

(s )

2

+

2

, s >

x

n

, n = 1, 2, . . .

n!

s

n+1

, s > 0

x

n

e

rx

, n = 1, 2, . . .

n!

(s r)

n+1

, s > r

x cos x

s

2

2

(s

2

+

2

)

2

, s > 0

x sin x

2s

(s

2

+

2

)

2

, s > 0

A simple way to interpret Theorem 1 is that the table can be read either from left to

147

right or from right to left. That is, the table is simultaneously a table of Laplace transforms

and of inverse Laplace transforms.

Example 1. (a) If L[f(x)] = F(s) =

1

s 4

, then f(x) = e

4x

.

(b) If L[f(x)] = F(s) =

s

s

2

+ 9

, then f(x) = cos 3x.

(c) If

L[f(x)] = F(s) =

s + 2

s

2

+ 4s + 13

=

s + 2

(s + 2)

2

+ 9

=

s (2)

[s (2)]

2

+ 9

,

then f(x) = e

2x

cos 3x.

The properties of the Laplace transform operator L can be used to derive corresponding

properties of its inverse operator L

1

. For our purposes, the most important property is

that of linearity.

THEOREM 2. The operator L

1

is linear; that is

L

1

[F(s) +G(s)] = L

1

[F(s)] +L

1

[G(s)], and

L

1

[cF(s)] = cL

1

[F(s)], c any constant.

The proof is left as an exercise.

Example 2. Find L

1

[F(s)] if

F(s) =

7

s + 2

6

s

2

+ 4

.

SOLUTION Since L

1

is a linear operator,

L

1

[F(s)] = L

1

_

7

s + 3

6

s

2

+ 4

_

= 7L

1

_

1

s + 3

_

3L

1

_

2

s

2

+ 4

_

Now, reading the table from right to left, we see that

L

1

_

1

s + 3

_

= e

3x

and L

1

_

2

s

2

+ 4

_

= sin 2x.

Therefore,

L

1

_

7

s + 3

6

s

2

+ 4

_

= 7e

3x

3 sin 2x.

The translation property of L (Theorem 5, Section 4.2) is also useful in nding inverse

transforms. The analog of Theorem 5 for inverse transforms is:

148

THEOREM 3. If f is continuous on [0, ), and if L[f(x)] = F(s) exists for s > ,

then, for any real number r,

L

1

[F(s r)] = e

rx

f(x).

The following examples illustrate the kinds of manipulations that typically occur in

calculating inverse Laplace transforms. The basic strategy is to try to re-write a given

expression F(s) as sum of terms which appear in the table. You will nd that the

principal tool in this respect is the method of partial fraction decomposition.

Example 3. Find L

1

[F(s)] if

F(s) =

4

(s 3)

2

+

1

s

2

2s + 10

.

SOLUTION

L

1

[F(s)] = 4L

1

_

1

(s 3)

2

_

+ L

1

_

1

s

2

2s + 10

_

From the table,

L

1

_

1

(s 3)

2

_

= xe

3x

.

To put

1

s

2

2s + 10

in a form in the table, we complete the square in the denominator

and adjust the numerator:

1

s

2

2s + 10

=

1

s

2

2s + 1 + 9

=

1

(s 1)

2

+ 9

=

1

3

3

(s 1)

2

+ 9

.

From the table,

L

1

_

1

s

2

2s + 10

_

=

1

3

L

1

_

3

(s 1)

2

+ 9

_

=

1

3

e

x

sin 3x.

Putting the two results together, we have

L

1

_

4

(s 3)

2

+

1

s

2

2s + 10

_

= 4xe

3x

+

1

3

e

x

sin 3x.

Example 4. Find L

1

[F(s)] if

F(s) =

2s + 1

s

2

2s 8

.

SOLUTION By factoring the denominator, we can write

F(s) =

2s + 1

s

2

2s 8

=

2s + 1

(s + 2)(s 4)

.

149

Now, by partial fraction decomposition,

2s + 1

(s + 2)(s 4)

=

3/2

s 4

+

1/2

s + 2

.

Therefore

L

1

_

2s + 1

s

2

2s 8

_

=

3

2

L

1

_

1

s 4

_

+

1

2

L

1

_

1

s + 2

_

=

3

2

e

4x

+

1

2

e

2x

.

Example 5. Find L

1

[F(s)] if

F(s) =

2s + 4

(s 2)(s

2

4s + 8)

.

SOLUTION The quadratic factor in the denominator cannot be factored into linear factors.

By partial fraction decomposition

F(s) =

2s + 4

(s 2)(s

2

4s + 8)

=

2

s 2

+

2s + 6

s

2

4s + 8

.

Next, we complete the square in the denominator of the second term:

2

s 2

+

2s + 6

s

2

4s + 8

=

2

s 2

+

2s + 6

s

2

4s + 4 + 4

=

2

s 2

+

2s + 6

(s 2)

2

+ 4

.

Finally, we adjust the numerator of the second term so that we can use the Table:

2

s 2

+

2s + 6

(s 2)

2

+ 4

=

2

s 2

+

2(s 2) + 2

(s 2)

2

+ 4

=

2

s 2

+

2(s 2)

(s 2)

2

+ 4

+

2

(s 2)

2

+ 4

.

Now

L

1

_

2s + 4

(s 2)(s

2

4s + 8)

_

= L

1

_

2

1

s 2

2

s 2

(s 2)

2

+ 4

+

2

(s 2)

2

+ 4

_

= 2 L

1

_

1

s 2

_

2 L

1

_

s 2

(s 2)

2

+ 4

_

+ L

1

_

2

(s 2)

2

+ 4

_

= 2 e

2x

2 e

2x

cos 2x +e

2x

sin 2x.

Solution of Initial-Value Problems

Here we complete the application of Laplace transforms to the solution of initial-value

problems. For our rst example, we nish Example 2, Section 4.2.

Example 6. Find the solution of the initial-value problem

y

2y = 2e

3x

; y(0) = 2.

150

SOLUTION From the Example, if y = y(x) is the solution, then

L[y

3x

] = 2L[e

3x

] =

2

s + 3

L[y

(x)] 2L[y(x)] =

2

s + 3

sL[y(x)] y(0) 2L[y(x)] =

2

s + 3

(s 2)L[y(x)] + 2 =

2

s + 3

(s 2)L[y(x)] =

2

s + 3

2

Therefore,

L[y(x)] = Y (s) =

2

(s 2)(s + 3)

2

s 2

.

Now, by partial fraction decomposition

2

(s 2)(s + 3)

=

2/5

s 2

2/5

s + 3

.

Therefore,

Y (s) =

2/5

s 2

2/5

s + 3

2

s 2

=

8/5

s 2

2/5

s + 3

and

y(x) = L

1

_

8/5

s 2

2/5

s + 3

_

=

8

5

L

1

_

1

s 2

_

2

5

L

1

_

1

s + 3

_

=

8

5

e

2x

2

5

e

3x

.

Next, we nish Example 3 of Section 4.2.

Example 7. Find the solution of the initial-value problem

y

+ 4y = 3e

2x

; y(0) = 5, y

(0) = 2.

SOLUTION From the Example, if y = y(x) is the solution, then

L[y

2x

] = 3L[e

2x

] =

3

s 2

L[y

(x)] + 4L[y(x)] =

3

s 2

s

2

L[y(x)] sy(0) y

(0) + 4L[y(x)] =

3

s 2

(s

2

+ 4)L[y(x)] 5s (2) =

3

s 2

(s

2

+ 4)L[y(x)] =

3

s 2

+ 5s 2

151

Therefore,

L[y(x)] = Y (s) =

3

(s 2)(s

2

+ 4)

+

5s 2

s

2

+ 4

.

Now, by partial fraction decomposition,

3

(s 2)(s

2

+ 4)

=

3

8

s 2

3

8

s +

3

4

s

2

+ 4

.

Therefore,

Y (s) =

3

8

s 2

3

8

s +

3

4

s

2

+ 4

+

5s 2

s

2

+ 4

=

3

8

1

s 2

+

37

8

s

s

2

+ 4

11

8

2

s

2

+ 4

and

y(x) = L

1

[Y (s)] =

3

8

L

1

_

1

s 2

_

+

37

8

L

1

_

s

s

2

+ 4

_

11

8

L

1

_

2

s

2

+ 4

_

=

3

8

e

2x

+

37

8

cos 2x

11

8

sin 2x.

Example 8. Find the solution of the initial-value problem

y

5y

+ 6y = x 1; y(0) = 0, y

(0) = 1.

SOLUTION If y = y(x) is the solution, then

L[y

(x) 5y

1

s

2

1

s

L[y

(x)] 5L[y

(x)] + 6L[y(x)] =

1 s

s

2

s

2

L[y(x)] sy(0) y

1 s

s

2

(s

2

5s + 6)L[y(x)] 1 =

1 s

s

2

(s

2

5s + 6)L[y(x)] =

1 s

s

2

+ 1.

Therefore,

L[y(x)] = Y (s) =

1 s

s

2

(s

2

5s + 6)

+

1

s

2

5s + 6

=

1 s

s

2

(s 2)(s 3)

+

1

(s 2)(s 3)

.

Now, by partial fraction decomposition,

1 s

s

2

(s 2)(s 3)

=

1

36

_

1

s

_

+

1

6

_

1

s

2

_

+

1

4

_

1

s 2

_

2

9

_

1

s 3

_

and

1

(s 2)(s 3)

=

1

s 2

+

1

s 3

.

152

Therefore,

Y (s) =

1

36

_

1

s

_

+

1

6

_

1

s

2

_

3

4

_

1

s 2

_

+

7

9

_

1

s 3

_

and

y(x) =

1

36

+

1

6

x

3

4

e

2x

+

7

9

e

3x

.

In many applications of dierential equations it is not required to determine the solutions

explicitly. Instead what is needed is information about the solutions. Often such information

can be obtained by analyzing their Laplace transforms. The next example illustrates this

type of application.

Example 9. Consider the dierential equation

y

6y = 2e

x

on [0, )

together with the condition y(0) = 1. From Chapter 3, we know that the general solution

of the dierential equation has the form

y(x) = C

1

e

2x

+C

2

e

3x

+ Ae

x

()

where C

1

, C

2

are arbitrary constants and A is a constant which can be determined

The question we want to examine is: Can we choose a value for = y

(0) so that

solution of the initial value-problem

y

6y = 2e

x

; y(0) = 1, y

(0) =

has limit 0 as x ? Since e

2x

0 and e

x

0 as x , we want to choose

so that the coecient of the e

3x

term is 0.

If y = y(x) is the solution of the initial-value problem, then

L[y

(x) y

x

] =

2

s + 1

L[y

(x)] L[y

(x)] 6L[y(x)] =

2

s + 1

s

2

L[y(x)] sy(0) y

2

s + 1

(s

2

s 6)L[y(x)] + s 1 =

2

s + 1

(s

2

s 6)L[y(x)] =

2

s + 1

+ 1 + s.

Therefore,

L[y(x)] = Y (s) =

2

(s + 1)(s

2

s 6)

+

1 + s

s

2

s 6

=

2

(s + 1)(s + 2)(s 3)

+

1 + s

(s + 2)(s 3)

.

153

Now, by partial fraction decomposition,

2

(s + 1)(s + 2)(s 3)

=

A

s + 1

+

B

s + 2

+

C

s 3

=

1

2

s + 1

+

2

5

s + 2

+

1

10

s 3

and

1 + s

(s + 2)(s 3)

=

D

s 2

+

E

s 3

=

+3

5

s + 2

+

2

5

s 3

.

Combining these results, we have

Y (s) =

+ 1

5

_

1

s + 2

_

+

2 3

10

_

1

s 3

_

1

2

_

1

s + 1

_

.

Clearly, if 2 3 = 0, that is, if = 3/2, then the e

3x

term in () is eliminated. The

resulting solution is:

y(x) =

1

2

e

2x

1

2

e

x

.

This solution has initial values: y(0) = 1, y

(0) =

3

2

, and lim

x

y(x) = 0.

Exercises 4.3

Find L

1

[F(s)]

1. F(s) =

6

s + 7

.

2. F(s) =

1

2s + 2

.

3. F(s) =

2s + 1

s

2

+ 25

.

4. F(s) =

4

s

3

s 4

.

5. F(s) =

s + 4

s

2

+ 8s + 17

.

6. F(s) =

4

s

2

6s + 13

.

7. F(s) =

s + 4

s

2

+ 4s + 8

.

8. F(s) =

2

s

5

s

2

+

1

s

3

.

9. F(s) =

2

(s + 2)

2

s

s

2

2s + 2

.

10. F(s) =

s + 3

s

2

2s + 10

.

Use partial fraction decomposition to nd the inverse Laplace transform.

154

11. F(s) =

1

(s + 1)(s

2

+ 1)

.

12. F(s) =

s + 3

s

2

s 2

.

13. F(s) =

1

s(s

2

+ 4)

.

14. F(s) =

5s 5

s

2

3s 10

.

15. F(s) =

s

2

3s 1

s

3

+s

2

2s

.

16. F(s) =

s

2

4s

s

4

16

.

17. F(s) =

4

s

2

(s 1)(s 2)

.

18. F(s) =

s

2

+ 4s

s

4

+ 3s

2

4

.

Find the solution of the initial-value problem.

19. y

+ 2y = e

x

; y(0) = 1.

20. y

3y = e

2x

; y(0) = 2.

21. y

+ y = sin x; y(0) = 1.

22. y

+ 4y = 0; y(0) = 2, y

(0) = 2.

23. y

2y

+ 2y = 0; y(0) = 0, y

(0) = 1.

24. y

y = sin x; y(0) = 1, y

(0) = 1.

25. y

y = e

x

; y(0) = 1, y

(0) = 0.

26. y

(0) = 1.

27. y

+ 2y

+y = x +e

x

; y(0) =

7

4

, y

(0) =

9

4

.

28. y

+ 2y

+y = 4e

x

; y(0) = 2, y

(0) = 1.

29. y

+ 3y

+ 2y = 6e

x

; y(0) = 2, y

(0) = 1.

30. y

2y

+ 5y = 3e

2x

; y(0) = 1, y

(0) = 1.

31. y

+ 4y

+ 8y = e

x

; y(0) = y

(0) = 0.

32. y

+ 6y

(0) = 1.

155

33. Given the initial-value problem

y

6y = 2e

x

; y(0) = , y

What value should be assigned to so that the resulting solution will have limit 0

as x ?

34. What initial conditions should be assigned with the dierential equation

y

+ y = e

x

so that lim

x

y(x) = 0 where y = y(x) is the solution.

35. Consider the dierential equation: y

+y

y(0) = 2. For what value(s) of = y

36. Consider the dierential equation: y

+ 3y

y

(0) = 2. For what value(s) of = y(0) will the resulting solution(s) be bounded?

Other Initial-Value Problems. The Laplace transform method applies to initial-

value problems in which the initial values are specied at x = 0. The method can

also be applied when the initial conditions are specied at some point a = 0. All that

is required is a simple change of independent variable; a translation. For example, the

initial-value problem

d

2

y

dx

2

3

dy

dx

+ 2y = x; y(1) = 0, y

(1) = 1

is transformed into

d

2

y

dt

2

3

dy

dt

+ 2y = t + 1, y(0) = 0, y

(0) = 1

by setting t = x1. With this transformation, we have: t = 0 when x = 1; x = t+1;

and

dy

dx

=

dy

dt

dt

dx

=

dy

dt

1 =

dy

dt

d

2

y

dx

2

=

d

dx

_

dy

dx

_

=

d

dt

_

dy

dx

_

dt

dx

=

d

dt

_

dy

dt

_

1 =

d

2

y

dt

2

.

37. Find the solution of the initial-value problem: y

3y

+2y = x; y(1) = 0, y

(1) = 1

by rst solving the transformed problem.

38. Use the Laplace transform method to solve the initial-value problem

y

2y = 1 + x; y(2) = 1.

156

4.4 Piecewise Continuous Functions, Part I: Laplace Transforms

In the preceding sections we assumed that the functions under consideration were continuous

on [0, ). In this section we consider Laplace transforms of certain types of discontinuous

functions that occur in various applications.

A particular example of the type of discontinuous function that we will be considering

in this section is the unit step function, or Heaviside function u. This function is dened

on (, ) by

u(x) =

_

0, x < 0

1, x 0.

(1)

The graph of u is

10 5 5 10

x

1

1

2

3

y

It is clear that u is continuous on (, ) except at x = 0. At x = 0, lim

x0

u(x)

does not exist. However, note that the left-hand and right-hand limits of u at x = 0 do

exist:

lim

x0

x0

+

u(x) = 1.

Recall from calculus that a function f is continuous at a point c if and only if

lim

xc

f(x) = f(c), and lim

xc

f(x) exists if and only if the left-hand and right-hand limits of

f at c both exist and are equal.

DEFINITION 1. (Jump Discontinuity) Let the function f = f(x) be dened on

an interval I and continuous except at a point c I, c not an endpoint of I. If the

left-hand and right-hand limits of f at c both exist but are not equal, then f is said to

have a jump (or nite ) discontinuity at c.

Example 1. (a) The unit step function u is continuous on (, ) except at x = 0

where it has a jump discontinuity.

(b) Let f be dened on [5, 5] by

f(x) =

_

_

x + 5, 5 x < 2

1

x

, 2 x < 0

2x, 0 x 2

(x 5), 2 < x 5

157

The graph of f is

5 2 2 5

x

1

1

3

4

y

Clearly f is discontinuous at x = 2, x = 0, and x = 2. Since

lim

x2

x2

+

f(x) =

1

2

,

and

lim

x2

x2

+

f(x) = 3,

f has jump discontinuities at x = 2 and x = 2.

The discontinuity at x = 0 is not a jump discontinuity because lim

x0

exist (f(x) as x 0

).

(c) Let g be dened on [0, ) by

g(x) =

_

_

x, 0 x < 1

3, x = 1

2, 1 x < 5

e

(x5)

, x 5

The graph of g is

1 5

x

1

1

2

3

y

This function has jump discontinuities at x = 1 and x = 5. Note that the value of g

at x = 1 is independent of the left-hand and right-hand limits of g at x = 1.

DEFINITION 2. (Piecewise Continuous) A function f dened on an interval I is

piecewise continuous on I if it is continuous on I except for at most a nite number of

points c

1

, c

2

, . . . , c

n

of I at which it has a jump discontinuity.

158

Remark: A continuous function is also piecewise continuous.

Referring to Example 1, the unit step function u is piecewise continuous on (, );

the function g in (c) is piecewise continuous on [0, ). the function f in (b) is

not piecewise continuous on [5, 5] because the discontinuity at x = 0 is not a jump

discontinuity.

In this section we want to apply Laplace transform methods to piecewise continuous

functions. Before we can calculate the Laplace transform of a piecewise function we have

to know how to integrate such a function.

Suppose that f is piecewise continuous on [a, b] with jump discontinuities at c

1

<

c

2

< < c

n

. It follows from the denition of the denite integral that

_

b

a

f(x) dx =

_

c

1

a

f(x) dx +

_

c

2

c

1

f(x) dx + +

_

b

cn

f(x) dx.

Example 2. Let f be dened on [0, 3] by

f(x) =

_

x, 0 x 1

4 (x 1)

2

, 1 < x 3

The graph of f is

1 2 3

x

1

1

4

y

We have

_

3

0

f(x) dx =

_

1

0

x dx +

_

3

1

(4 (x 1)

2

) dx

=

_

x

2

2

_

1

0

+

_

4x

(x 1)

3

3

_

3

1

=

35

6

.

The integration of piecewise continuous functions can be extended to include (improper)

integrals on an innite interval.

159

Example 3. Consider the function g of Example 1:

_

0

g(x) dx =

_

1

0

x dx +

_

5

1

2 dx +

_

5

e

(x5)

dx

=

_

x

2

2

_

1

0

+

_

2x

5

1

+ lim

b

_

b

5

e

(x5)

dx

=

1

2

+ 8 + lim

b

_

e

(x5)

_

b

5

=

17

2

+ [0 + 1] =

19

2

.

The following theorem is an extension of Theorem 1, Section 4.2.

THEOREM 1. If the function f is piecewise continuous on [0, ), and of exponential

order , then the Laplace transform L[f(x)] exists for s > .

Let c be a real number. The translation of the unit step function u by c is the

function u

c

= u(x c) dened on (, ) by

u(x c) =

_

0, x < c

1, x c.

(2)

The graph of u

c

for c > 0 is

c

x

1

1

2

y

Example 4. The Laplace transform of u

c

, c > 0 is

L[u(x c)] =

e

cs

s

, s > 0. (3)

Proof: By denition

L[u(x c)] =

_

0

e

sx

u(x c) dx

=

_

c

0

e

sx

0 dx +

_

c

e

sx

1 dx

= lim

b

_

b

c

e

sx

dx = lim

b

_

e

sx

s

_

b

c

= lim

b

e

sb

s

+

e

sc

s

=

e

cs

s

, s > 0.

160

Note that if c = 0, then u

0

= u(x 0) = u(x) 1 on [0, ), and L[u(x)] = L[1] =

1/s, s > 0 as we saw in Section 4.1.

Example 5. (a) Let f be the function dened on [0, ) by

f(x) =

_

1, 0 x < 5

2, 5 x < .

1 3 5 7

x

1

1

2

3

y

Then

L[f(x)] =

_

0

e

sx

f(x) dx =

_

5

0

e

sx

1 dx +

_

5

e

sx

2 dx

=

_

e

sx

s

_

5

0

+ lim

b

_

b

0

2e

sx

dx

=

e

5s

s

+

1

s

+ lim

b

_

2e

sx

s

_

b

5

=

e

5s

s

+

1

s

+ lim

b

2e

sb

s

+

2e

5s

s

=

e

5s

s

+

1

s

+

2e

5s

s

=

1

s

+

e

5s

s

, s > 0.

(b) We calculate L[g(x)] where g is the function given in Example 1(c).

L[g(x)] =

_

0

e

sx

g(x) dx =

_

1

0

e

sx

x dx +

_

5

1

e

sx

2 dx +

_

5

e

sx

e

(x5)

dx

=

_

xe

sx

s

e

sx

s

2

_

1

0

+

_

2e

sx

s

_

5

1

+ lim

b

_

b

0

e

[x(s+1)5]

dx

=

e

s

s

+

e

s

s

2

+

1

s

2

+

2e

5s

s

+

2e

s

s

+ lim

b

_

e

[x(s+1)5]

s + 1

_

5

=

e

s

s

e

s

s

2

+

1

s

2

2e

5s

s

+

2e

s

s

+

e

5s

s + 1

=

1

s

2

+

e

s

s

e

s

s

2

2e

5s

s

+

e

5s

s + 1

.

161

The unit step function and its translations can be used to obtain translations of arbitrary

functions. For example, if f is dened on [0, ) and c > 0, then the function

f

c

(x) = f(x c)u(x c) =

_

0, x < c

f(x c)u(x c), x c

is the function f shifted c units to the right as illustrated in the gure below.

c

THEOREM 2. Let f be dened on [0, ) and suppose L[f(x)] = F(s) exists for

s > . If c > 0, then L[f

c

(x)] exists for s > and is given by

L[f

c

(x)] = L[f(x c)u(x c)] = e

cs

F(s).

Proof: By the denition,

L[f

c

(x)] = L[f(x c)u(x c)] =

_

0

e

sx

f(x c)u(x c) dx

= lim

b

_

b

c

e

sx

f(x c) dx.

Now let t = x c. Then

x = t + c, dx = dt, and t = 0 when x = c.

With this change of variable,

lim

b

_

b

c

e

sx

f(x c) dx = lim

b

_

bc

0

e

s(t+c)

f(t) dt

= e

cs

lim

b

__

bc

0

e

st

f(t) dt

_

= e

cs

_

0

e

st

f(t) dt = e

cs

F(s)

since b c as b .

We now illustrate how to use translations of the unit step function and Theorem 2 to

calculate Laplace transforms of piecewise continuous functions.

162

Example 6. We calculate L[f(x)] where f is the function given in Example 4:

f(x) =

_

1, 0 x < 5

2, 5 x < .

Since f has a jump discontinuity at x = 5, well write f in terms of u(x5). Dene

f

1

(x) by

f

1

(x) =

_

1 0 x < 5

0 5 x <

= 1 u(x 5)

and f

2

(x) by

f

2

(x) =

_

0 0 x < 5

2 5 x <

= 2u(x 5).

Then

f(x) = f

1

(x) + f

2

(x) = 1 u(x 5) + 2u(x 5) = 1 +u(x 5)

and

L[f(x)] = L[1 + u(x 5)] = L[1] +L[u(x 5)] =

1

s

+

e

5s

s

, s > 0.

Example 7. Let g(x) =

_

x

2

, 0 x < 2

3, 2 x < .

. Calculate L[g(x)].

SOLUTION The graph of g is

1 2 3

x

1

1

2

3

4

y

Let g

1

(x) = x

2

x

2

u(x 2) and g

2

(x) = 3u(x 2). Then

g(x) = g

1

(x) +g

2

(x) = x

2

x

2

u(x 2) + 3u(x 2)

and

L[g(x)] = L[x

2

] L[x

2

u(x 2)] + 3L[u(x 2)] =

2

s

3

L[x

2

u(x 2)] +

3e

2s

s

.

Before we can apply Theorem 2 to calculate L[x

2

u(x 2)], we must have the coecient

x

2

of u(x 2) expressed as a function of (x 2). Since

x

2

= [(x 2) + 2]

2

= (x 2)

2

+ 4(x 2) + 4

163

we have

L[x

2

u(x 2)] = L

_

(x 2)

2

u(x 2) + 4(x 2)u(x 2) + 4u(x 2)

= L[(x 2)

2

u(x 2)] + 4L[(x 2)u(x 2)] + 4L[u(x 2)]

= e

2s

2

s

3

+ 4e

2s

1

s

2

+ 4e

2s

1

s

.

It now follows that

L[g(x)] =

2

s

3

_

2e

2s

s

3

+

4e

2s

s

2

+

4e

2s

s

_

+

3e

2s

s

=

2

s

3

2e

2s

s

3

4e

2s

s

2

e

2s

s

.

Example 8. Let

h(x) =

_

_

2, 0 x < 2

x, 2 x < 4

4, x 4

.

The graph of h is

2 4

x

1

2

3

4

y

Set

h

1

(x) = 2 2 u(x 2)

h

2

(x) = x u(x 2) x u(x 4) = [(x 2) + 2)]u(x 2) [(x 4) + 4]u(x 4)

= (x 2)u(x 2) + 2u(x 2) (x 4)u(x 4) 4u(x 4)

h

3

(x) = 4 u(x 4).

Then

h(x) = h

1

(x) + h

2

(x) +h

3

(x) = 2 + (x 2)u(x 2) (x 4)u(x 4).

Therefore,

L[h(x)] =

2

s

+

e

2s

s

2

e

4s

s

2

164

Example 9. Let f(x) =

_

sin x, 0 x <

cos 2x, x < .

Calculate L[f(x)].

SOLUTION The graph of f is

x

1

1

y

Set

f

1

(x) = sin x sin x u(x ) = sin x sin[(x ) +] u(x )

= sin x + sin(x )u(x )

and

f

2

(x) = cos 2x u(x ) = cos 2[(x ) + ] u(x )

= cos [2(x ) + 2]u(x ) = cos 2(x ) u(x ).

Note:

sin[(x ) + ] = sin(x ) cos + cos(x ) sin = sin(x )

and

cos [2(x ) + 2] = cos 2(x ) cos 2 sin 2(x ) sin 2 = cos 2(x )

by the addition formulas for sine and cosine.

Now,

f(x) = f

1

(x) +f

2

(x) = sin x + sin(x )u(x ) + cos 2(x ) u(x )

and

L[f(x)] =

1

s

2

+ 1

+ e

s

1

s

2

+ 1

+ e

s

s

s

2

+ 4

.

Exercises 4.4

Use the denition of the Laplace transform to nd L[f].

1. f(x) =

_

0, 0 x < 5

2, x 5

.

165

2. f(x) =

_

2, 0 x < 3

1, x 3

.

3. f(x) =

_

2x, 0 x < 3

1, x 3

.

4. f(x) =

_

1, 0 x < 1

x 1, x 1

.

Express the function f in terms of the unit step function and its translations. Then

nd L[f].

5. f(x) =

_

0, 0 x < 4

5, x 4

.

6. f(x) =

_

4, 0 x < 3

0, x 3

.

7. f(x) =

_

0, 0 x < 2

x, x 2

.

8. f(x) =

_

4x, 0 x < 4

3, x 4

.

9. f(x) =

_

8, 0 x < 5

2x, x 5

.

10. f(x) =

_

x

2

, 0 x < 1

1, x 1

.

11. f(x) =

_

x

2

, 0 x < 3

3x, x 3

.

12. f(x) =

_

e

2x

, 0 x < 1

3x, x 1

.

13. f(x) =

_

x 1, 0 x < 2

e

x

, x 2

.

14. f(x) =

_

0, 0 x < /2

cos x, x /2

.

15. f(x) =

_

sin 2x, 0 x <

x, x

.

166

16. f(x) =

_

sin x, 0 x < /2

sin 2x, x /2

.

17. f(x) =

_

_

x, 0 x < 2

0, 2 x < 4

(x 4)

2

, x 4

.

18. f(x) =

_

_

0, 0 x <

1 + cos x, x < 2

2 cos x, x 2

.

19. f(x) =

_

_

1, 0 x < 2

x 2, 2 x < 4

e

(x4)

, x 4

.

20. f(x) =

_

_

sin x, 0 x <

sin 2x, x < 2

sin 3x, x 2

.

Laplace transform of Piecewise Periodic Functions (see Exercises 4.1, Problem

10.)

21. f(x) =

_

1, 0 x < 1

0, 1 x < 2

and extended periodically on [2, ). This function is called a square wave.

(a) Sketch the graph of f.

(b) Show that L[f(x)] =

1

s(1 +e

s

)

.

22. f(x) =

_

1, 0 x < 1

1, 1 x < 2

and extended periodically on [2, ). This function is also called a square wave.

(a) Sketch the graph of f.

(b) Show that L[f(x)] =

1 e

s

s(1 +e

s

)

.

23. f(x) = x n on [n, n + 1), n = 0, 1, 2, . . ..

(a) Sketch the graph of f. This function is called a saw-tooth function.

(b) Show that L[f(x)] =

1

s

2

e

s

s(1 e

s

)

.

167

24. g(x) =

_

x, 0 x < 1

2 x, 1 x < 2

and extended periodically on [2, ).

(a) Sketch the graph of g. This function is called a triangular wave function.

(b) Except for x = 1, 2, 3, , g

Use this fact to show that L[g(x)] =

1 e

s

s

2

(1 + e

s

)

.

4.5 Piecewise Continuous Functions, Part II: Inverse Laplace Transforms

In the preceding section we took a piecewise dened function f and found its Laplace

transform F. We found that F contained terms which had exponential factors of the

form e

cs

.

In this section we treat the reverse process. That is, we start with a transform F = F(s)

which has terms with exponential factors e

cs

and we attempt to nd a function f = f(x)

such that L[f(x)] = F(s). The presence of terms in F which have exponential factors

e

cs

signals that the corresponding f is a piecewise dened function.

Recall Theorem 2 in the previous section:

Theorem: Let f be dened on [0, ) and suppose L[f(x)] = F(s) exists for s > .

If c > 0, then L[f

c

(x)] exists for s > and is given by

L[f

c

(x)] = L[f(x c)u(x c)] = e

cs

F(s).

This theorem can be expressed in an equivalent manner using the inverse Laplace trans-

form.

THEOREM 1. If L

1

[F(s)] = f(x) and c > 0, then

L

1

[e

cs

F(s)] = f(x c)u(x c) = f

c

(x).

It is this result which allows us to invert a transform F which contains terms with

e

cs

factors. The function f(x c)u(x c) is a piecewise dened function.

Example 1. Suppose

F(s) =

1

s

2

+

e

4s

s 2

.

Then

L

1

_

1

s

2

+

e

4s

s 2

_

= L

1

_

1

s

2

_

+ L

1

_

e

4s

s 2

_

168

From the Table of Laplace Transforms L

1

_

1/s

2

= x.

To calculate L

1

_

e

4s

/(s 2)

1

[F(s)] = e

2x

. There-

fore, by Theorem 1,

L

1

_

e

4s

s 2

_

= e

2(x4)

u(x 4).

It now follows that

L

1

[F(s)] = x + e

2(x4)

u(x 4) =

_

x, 0 x < 4

x +e

2(x4)

, 4 x <

.

Example 2. Suppose

F(s) =

e

2s

(s + 1)

2

+

e

s

s

2

+ 4

.

Then

L

1

[F(s)] = L

1

_

e

2s

(s + 1)

2

_

+ L

1

_

e

s

s

2

+ 4

_

.

To calculate L

1

[e

2s

/(s + 1)

2

], let F

1

(s) = 1/(s + 1)

2

. Then, from the Table of

Laplace Transforms, L

1

[F

1

(s)] = xe

x

. Therefore,

L

1

_

e

2s

(s + 1)

2

_

= (x 2)e

(x2)

u(x 2).

To calculate L

1

[e

s

/(s

2

+ 4)], let

F

2

(s) =

1

s

2

+ 4

=

1

2

2

s

2

+ 4

.

From the Table of Laplace Transforms, L

1

[F

2

(s)] =

1

2

sin 2x. Therefore,

L

1

_

e

s

s

2

+ 4

_

=

1

2

sin 2(x ) u(x ) =

1

2

sin 2x u(x ).

(Note: sin 2(x ) = sin(2x 2) = sin 2x by the addition formula for sine.)

Finally,

L

1

[F(s)] = (x 2)e

(x2)

u(x 2) +

1

2

sin 2x u(x )

=

_

_

0, 0 x < 2

(x 2)e

(x2)

, 2 x <

(x 2)e

(x2)

+

1

2

sin 2x, x

169

Example 3. Suppose

F(s) =

s + 4e

3s

s

3

2s

2

.

First we simplify F:

F(s) =

s + 4e

3s

s

3

2s

2

=

s

s

2

(s 2)

+

4e

3s

s

2

(s 2)

=

1

s(s 2)

+

4e

3s

s

2

(s 2)

.

Let F

1

(s) =

1

s(s 2)

. Then, by partial fraction decomposition,

1

s(s 2)

=

1/2

s 2

1/2

s

and

L

1

[F

1

(s)] =

1

2

e

2x

1

2

.

Let F

2

(s) =

4

s

2

(s 2)

. Then, by partial fraction decomposition,

4

s

2

(s 2)

=

1

s 2

2

s

2

1

s

.

and

L

1

[e

3s

F

2

(s)] = e

2(x3)

u(x 3) 2(x 3) u(x 3) u(x 3).

Finally,

L

1

[F(s)] = L

1

[f

1

(s) + e

3s

F

2

(s)] =

1

2

e

2x

1

2

+e

2(x3)

u(x 3) 2(x 3) u(x 3) u(x 3)

=

_

_

_

1

2

e

2x

1

2

, 0 x < 3

1

2

e

2x

1

2

+ e

2(x3)

2(x 3) 1, x 3

=

_

_

_

1

2

e

2x

1

2

, 0 x < 3

1

2

e

2x

+e

2(x3)

2x +

9

2

, x 3

Exercises 4.5

Calculate the inverse Laplace transform of F(s).

1. F(s) =

2

s

+

2e

3s

s

.

170

2. F(s) =

se

s

s

2

+

2

.

3. F(s) =

1 + e

s

s

2

+ 1

.

4. F(s) =

1

s + 1

e

2s

s + 1

.

5. F(s) =

s + (s 1)e

s

s

2

+ 1

.

6. F(s) =

2

s

2

+

(s + 2)e

2s

s

3

4e

3s

s

.

7. F(s) =

s e

2s

s

2

+

2

.

8. F(s) =

e

2s

s(s + 1)

.

9. F(s) =

se

3s

s

2

5s + 6

.

10. F(s) =

(s + 10)e

2s

s

2

+ 2s 8

.

11. F(s) =

2

s

+

e

s

e

22s

s 1

.

12. F(s) =

s(1 e

2s

)

s

2

+

2

.

13. F(s) =

4(e

2s

1)

s(s

2

+ 4)

.

14. F(s) =

(2s + 9)e

3s

s

2

+ 4s + 13

.

15. F(s) =

(s + 8)e

s/2

s

2

+ 4s + 13

.

16. F(s) =

2(1 +e

s/2

)

s

2

2s + 5

.

4.6 Initial-Value Problems with Piecewise Continuous Nonhomogeneous

Terms

In this section we illustrate the application of Laplace transforms to the solution of nonho-

mogeneous initial-value problems in which the forcing function f is piecewise continuous.

171

Example 1. Find the solution of the initial-value problem

y

+ 2y = f(x); y(0) = 4

where f(x) =

_

x, 0 x < 3

5, x 3.

SOLUTION The function f has a jump discontinuity at x = 3. Therefore, the rst step

is to express f in terms of u

3

(x) = u(x 3). You should verify that

f(x) = xx u(x3)+5u(x3) = x[(x3)+3]u(x3)+5u(x3) = x(x3)u(x3)+2u(x3).

Now, taking the Laplace transform of the equation, we get

L[y

1

s

2

e

3s

s

2

+

2e

3s

s

Solving for L[y], we nd that

L[y] = Y (s) =

1

s

2

(s + 2)

+

e

3s

s

2

(s + 2)

+

2e

3s

s(s + 2)

+

4

s + 2

=

4s

2

+ 1

s

2

(s + 2)

+

(2s + 1)e

3s

s

2

(s + 2)

.

By partial fraction decomposition,

4s

2

+ 1

s

2

(s + 2)

=

1

4

1

s

+

1

2

1

s

2

+

17

4

1

s + 2

and

(2s + 1)e

3s

s

2

(s + 2)

=

3

4

e

3s

s

+

1

2

e

3s

s

2

3

4

e

3s

s + 2

.

Therefore,

Y (s) =

1

4

1

s

+

1

2

1

s

2

+

17

4

1

s + 2

+

3

4

e

3s

s

+

1

2

e

3s

s

2

3

4

e

3s

s + 2

and

y(x) = L

1

[Y (s)] =

1

4

+

1

2

x +

17

4

e

2x

+

3

4

u(x 3) +

1

2

(x 3) u(x 3)

3

4

e

2(x3)

u(x 3)

=

_

1

4

+

1

2

x +

17

4

e

2x

, 0 x < 3

x 1 +

17

4

e

2x

3

4

e

2(x3)

, x 3

172

The graph of y is

3

x

2

4

y

Note that the solution y is continuous on [0, ) but its derivative y

is not continuous

at x = 3, the point at which f has a jump discontinuity.

An alternative approach: The initial-value problem in Example 1 can also be solved

without using the Laplace transform. First solve the initial-value problem

y

+ 2y = x, y(0) = 4.

in the manner of Section 2.1. Let y = y

1

(x), 0 x 3 be the solution.

Now set = y

1

(3) and solve the initial-value problem

y

+ 2y = 5, y(3) = .

and let y = y

2

(x), x 3 be that solution.

The function

y =

_

_

_

y

1

(x), 0 x < 3

y

2

(x), x 3

is the solution of the original initial-value problem. Problem 11 in the Exercises asks you

to verify this.

The complexity of this approach increases with the number of pieces in the forcing

function f. The advantage of the Laplace transform method is that it is a one-step method

that leads directly to the solution.

Example 2. Find the solution of the initial-value problem

y

+ 4y = f(x); y(0) = 1, y

(0) = 0

where f(x) =

_

1, 0 x < /2

2, x /2.

SOLUTION The function f has a jump discontinuity at x = /2. Therefore, we express

f in terms of u(x /2):

f(x) = 1 3u(x /2).

173

Applying the Laplace transform to the equation and using the initial conditions, we get

L[y

+ 4y] = s

2

L[y] sy(0) y

(0) + 4L[y] =

1

s

3e

s/2

s

(s

2

+ 4)L[y] s =

1

s

3e

s/2

s

.

Solving for L[y] = Y (s), we have

Y (s) =

1

s(s

2

+ 4)

3e

s/2

1

s(s

2

+ 4)

+

s

s

2

+ 4

.

By partial fraction decomposition,

1

s(s

2

+ 4)

=

1

4

1

s

1

4

s

s

2

+ 4

.

Therefore,

Y (s) =

1

4

1

s

1

4

s

s

2

+ 4

3

4

e

s/2

s

+

3

4

e

s/2

s

s

2

+ 4

+

s

s

2

+ 4

and

y(x) = L

1

[Y (s)] =

1

4

1

4

cos 2x

3

4

u(x /2) +

3

4

cos 2(x /2)u(x /2) + cos 2x

=

_

_

_

1

4

+

3

4

cos 2x, 0 x < /2

1

2

, x /2.

.

The graph of y is

2

x

1

0.5

1

y

In this case, the solution y and its derivative y

second derivative y

discontinuity.

174

Exercises 4.6

Use the Laplace transform to solve the initial-value problem.

1. y

f(x) =

_

1 0 x < 1

2 x 1

.

Verify that the solution y is continuous on [0, ), and that y

is not continuous

at x = 1.

2. y

f(x) =

_

sin x 0 x <

0 x

.

Verify that the solution y is continuous on [0, ). Is y

If so, explain why.

3. y

+y = f(x); y(0) = 0, y

(0) = 1 where

f(x) =

_

1 0 x < 1

0 x 1

.

Verify that the solution y and its derivative y

y

is not continuous at x = 1.

4. y

+ 4y = f(x); y(0) = 1, y

(0) = 0 where

f(x) =

_

0 0 x < 2

1 x 2

.

Verify that the solution y and its derivative y

y

is not continuous at x = 2.

5. y

+ 2y

+y = f(x); y(0) = 0, y

(0) = 0 where

f(x) =

_

1 0 x < 2

x 1 x 2

.

Verify that the solution y and its derivative y

6. y

+ 4y = f(x); y(0) = 0, y

(0) = 0 where

f(x) =

_

sin x 0 x < 2

0 x 2

.

Verify that the solution y and its derivative y

y

is not continuous at x = 2.

175

7. y

4y

+ 3y = f(x); y(0) = 0, y

(0) = 0 where

f(x) =

_

1 0 x < 1

1 x 1

.

Verify that the solution y and its derivative y

y

is not continuous at x = 1.

8. y

3y

+ 2y = f(x); y(0) = 0, y

(0) = 0 where

f(x) =

_

0 0 x < 2

2x 4 x 2

.

Verify that the solution y and its derivative y

y

is not continuous at x = 2.

9. y

+ 2y

+y = f(x); y(0) = 3, y

(0) = 1 where

f(x) =

_

e

x

0 x < 1

e

x

1 x 1

.

Verify that the solution y and its derivative y

y

is not continuous at x = 1.

10. y

4y

+ 4y = f(x); y(0) = 1, y

(0) = 1 where

f(x) =

_

e

2x

0 x < 2

e

2x

x 2

.

Verify that the solution y and its derivative y

y

is not continuous at x = 2.

11. Verify that the alternative solution method outlined in the Remark following Example

1 yields the solution found in Example 1.

12. Use the alternative solution method to nd the solution of the initial-value problem

in Problem 2.

13. Use the alternative solution method to nd the solution of the initial-value problem

in Problem 3.

14. Use the alternative solution method to nd the solution of the initial-value problem

in Problem 7.

176

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