MATH2352 Differential Equations and Applications

Tutorial Notes 5
Samsung, SUM Sung Fung
20 July, 2012

20 Laplace Transform
Definition 20.1 (Piecewise continuity). A function f is piecewise continuous on an interval [c, d] if
this interval can be partitioned by a finite number of points c = t0 < t1 < · · · < tn−1 < tn = d such that
1. f is continuous on each (ti , ti+1 )
 
 
2.  lim f (x) < ∞ ∀ k = 0, 1, 2, · · · , n − 1
 
x→t+k

 
 
3.  lim f (x) < ∞ ∀ k = 1, 2, 3, · · · , n
 
x→t−k


Definition 20.2 (Laplace Transform). Let f be a piecewise continuous function defined for t > 0, and
there exist some constants a, K, M with K, M > 0 that

|f (t)| < Keat ∀t≥M

The Laplace Transform of function f for s > a is defined as

Z ∞
L{f (t)}(s) = f (t)e−st dt
0

Examples:

1.
Z ∞
L{cos at}(s) = e−st cos at dt
0 ∞
1 −st s ∞ −st
Z
(By part) = e sin at + e sin at dt
a 0 a 0
s ∞ −st
Z
= e sin at dt
a 0
h s i∞ s2 Z ∞
(By part) = − 2 e−st cos at − 2 e−st cos at dt
a 0 a 0
s s2
= 2 − 2 L{cos at}(s)
a a
s2
 
s s
L{cos at}(s) = 2 ÷ 1 + 2 = 2
a a a + s2

1
 
t t ∈ (0, 1]
2. For f (t) = ,
1 t ∈ (1, ∞)
Z 1 Z ∞
L{f (t)}(s) = te−st dt + e−st dt
0 1
 1  ∞
st + 1 1
= − 2 e−st + − e−st
s 0 s 1
1 − e−s
=
s2

3. For n ∈ N,
Z ∞
n
L{t }(s) = tn e−st dt
0
∞
n ∞ n−1 −st

1 n −st
Z
(By part) = − t e + t e dt
s 0 s 0
n
= L{tn−1 }(s)
s
Inductively,
n! n!
L{tn }(s) = n
L{1}(s) = n+1
s s

21 Special Functions and Their Laplace Transforms

Definition 21.1 (Step Function and Translated Function). Given a constant c ≥ 0, the unit step
function at c is defined as 
0 t<c
uc (t) =
1 t≥c
For any function f (t) : [0, ∞) → R, the translation of f with a distance c towards the positive t direction
is given as 
0 t<c
uc (t)f (t − c) =
f (t − c) t ≥ c

Definition 21.2 (Dirac Delta Function). The Dirac delta function is a distribution function that
satisfies
1. δ(t) = 0 ∀ t 6= 0
R∞
2. −∞ δ(t)f (t) dt = f (0) ∀f
It can be viewed briefly as 
d +∞ t = 0
δ(t) = u0 (t) =
dt 0 t=6 0

Theorem 21.3 (Laplace Transforms of Special Functions). For f (t) : [0, ∞) → R with F (s) = L{f (t)}
1. Laplace transform of derivatives:

L{f (n) (t)} = sn F (s) − sn−1 f (0) − sn−2 f ′ (0) − · · · − sf (n−2) (0) − f (n−1) (0)

2. Laplace transform of translated function:

L{uc (t)f (t − c)} = e−cs F (s) (c ≥ 0)

2
 3. Laplace transform of function multiplied by an exponential:

L{ebt f (t)} = F (s − b)

4. Laplace transform of Dirac delta function:

L{δ(t − c)} = e−cs

n o
Example: Given that L{1} = 1s , find L−1 1
s+1 e
−4s−1

   
−1 1 −4s−1 −11 −4(s+1)+3
L e =L e
s+1 s+1
 
3 −1 1 −4(s+1)
(Linearity) = e · L e
s+1
 
3 (−1)t −1 1 −4s
(Property 3) = e · e ·L e
s
(Property 2) = e3 · e−t · u4 (t) · 1
= u4 (t)e3−t

22 Example of Initial Value Problems

Solve the following IVP  ′′
 y (t) + y(t) = 3δ(t − 2) + 2u4 (t)
y(0) = 1
 ′
y (0) = 0
Solution:
Let Y (s) = L{y(t)} and perform Laplace transform on the given D.E.

L{y ′′ (t)} = s2 Y (s) − sy(0) − y ′ (0) = s2 Y (s) − s 





 2
L{3δ(t − 2)} = 3e−2s ⇒ s2 Y (s)− s+ Y (s) = 3e−2s + e−4s

 s

2 −4s

L{2u4 (t)} = s e


By some simple algebras,

3e−2s 2e−4s s
Y (s) = + +
s2 + 1 s(s2 + 1) s2 + 1

y(t) can then be obtained by taking inverse Laplace transform of Y (s):

 −2s 
−1 3e 2e−4s s
y(t) = L + +
s2 + 1 s(s2 + 1) s2 + 1
 −2s     
−1 3e −1 2e−4s −1 s
=L +L +L
s2 + 1 s(s2 + 1) s2 + 1
= 3u2 (t) sin(t − 2) + 2u4 (t)[1 − cos(t − 4)] + cos t

3
 where
 
3e−2s 
L−1 = L−1 3e−2s L{sin t}
s2 + 1
= 3u2 (t) sin(t − 2)

    
2e−4s 1 s
L−1 = L−1 2e−4s − 2
s(s2 + 1) s s +1
−1
 −4s
=L 2e (L{1} − L{cos t})
= 2u4 (t)[1 − cos(t − 4)]

 
−1 s
L = cos t
s2 + 1

23 Convolution Integral
Definition 23.1 (Convolution Integral). Given functions f (t), g(t) : [0, ∞) → R, the Convolution
Integral of f and g is given as
Z t Z t
(f ∗ g)(t) = f (τ )g(t − τ ) dτ = f (t − τ )g(τ ) dτ
0 0

Example: For f (t) = 3t and g(t) = sin 2t,

Z t Z t
(f ∗ g)(t) = f (t − τ )g(τ ) dτ = 3(t − τ ) sin 2τ dτ
0 0
Z t Z t
= 3t sin 2τ dτ − 3 τ sin 2τ dτ
0 0
1 1
= 3t · (1 − cos 2t) − 3 · (sin 2t − 2t cos 2t)
2 4
3
= (t − cos t sin t)
2

Theorem 23.2 (Laplace Transform of Convolution Integral). f and g as above, denote L{f (t)}(s) =
F (s) and L{g(t)}(s) = G(s), then

L{(f ∗ g)(t)}(s) = F (s)G(s)

n o
a 2
Example: Given L{sin at}(s) = s2 +a2 , find L−1 (s2 +1)(s2 +4) .
   
−1 2 −1 1 2
L (t) = L · (t)
(s2 + 1)(s2 + 4) s2 + 1 s2 + 4
    
−1 1 −1 2
= L ∗L (t)
s2 + 1 s2 + 4
= (sin t ∗ sin 2t)(t)
Z t
= sin(t − τ ) sin 2τ dτ
0
2
= (1 − cos t) sin t
3