c
 


 
  

 





Laplace transforms can help to solve D.E¶s

We said this before, right? But why?

Why?

The key is in the behavior of the Laplace transform during Differentiation and Integration: As
you will see very soon, what happens is that as soon as you, for example , differentiate a function
in the "t" ± space, the correlated action in the transformed "s"-space will be something like a
miltiplication.

But let¶s look at the theory first:

Assume (as usual) that we look at a function f(t) in our real "t" world:

Behavior of Laplace transforms of derivatives of f(t):

(we will translate this in "blue print")

c:

Alright, nothing comes totally free. We have to require that our function f(t) is continuous at
least everywhere were we want to work with it. This doesn¶t mean that this has to be between
, there are actually not many problems in engineering that have to be solved for an
infinite range of time or space ± usually we are interested in solving problems for a rather limited
"DEFINITION RANGE".

This would be for example the length of a bridge - who cares about the oscillation of the bridge
body miles away where there is no bridge any more?

Plus, we require our function to be limited by some exponential function (which can be fairly
large, but never infinite.

And, since we will be dealing with f¶s derivative we require it (f¶) to be piecewise continuous.
Just piecewise, this is enough.

O.k., and if
 these prerequisites are given, then «.

THEN

See? That¶s what makes it so exciting!

We can get the Laplace transform of the derivative of our function just by Laplace transforming
the original function f(x), multiplying this with "s", and subtract the function value of f (the f
from the "t"-space!} at t=0 (this is just a number)

Instead of a derivative we just have a simple product in the "s"-space. Cool, isn¶t it?

So, the Laplace transform of f¶ is given as

It shouldn¶t surprise us now, that the transforms for the second, third, and higher derivatives
looks similar (after all, it better should be good for something):

FURTHERMORE:

Second Derivative:

AND, IN GENERAL:

(all the time assuming all the derivatives are piecewise continuous«.)

Let¶s verbalize this: In order to find the Laplace transform of the nth derivative of a function |

± this would be - we have to do the following:

Find the transform for f(t) and multiply it with

Then, susequently subtract

 y? The zero¶st derivative of f(t) in the t-space at t=0 (this would be f(0)), mutliplied wth

y? The first derivative of f(t) in the t-space at t=0, multiplied with

a.s.o., until

y? the (n-1)th derivative of f(t) in the t-space at t=0, multiplied with 1.

M
 :

All right, in this first example we will use this nice characteristics of the derivative of the

Laplace transform to find transform for the function . Why is doing something like
this important ± there are tables of Laplace transforms all over the place, aren¶t they?

The answer is to this is a firm "maybe". Maybe you are lucky and tables are around. And maybe
you are even so lucky that you can find the particular function in those tables. But, quite often
you have to use tricks like the following to find a new Laplace transform yourself««

Anyway, we are trying to find the transform to now:

We easily determine the derivative of our function and it¶s value at zero:




then we calculate the second derivative of ||":

It turns out to be equal "2" (or, equal to the constant function y=2).

˜  
  ! 

"####

 #
Now use, that

Let¶s add all the information together now:

And, after a minimum of algebra, we now know the transform to : It is .

Let us find a few other transforms: for the cosine function, for example

! 
 Find


:

Again, we first determine the derivatives of

and

« we also need the values of |and | at
 «..

Now we can use that

«and before we continue we will take advantage of the fact that the cosine function almost
reproduces itself after two differentiation¶s ! And, since the Laplace transform is linear, this must
work for the cosine¶s transform, too!

So we got on the one hand the transform of the second derivative through our theorem (left side)
««

« and the transform of the very same second derivative through differentiation (right side)

solves immediately to:

As you can see, it sometimes takes some intuition to come up with these "tricks". But,

after doing this for a while, you will start looking for "patterns" yourself. Things such as a
function reproducing itself after one or two steps of differentiation, a.s.o.

Here comes another one: Finding the transform for :


 $




This time: 1st derivative!

For this function we only require the 1st derivative. Plus we will utilize an identity for
trigonometric functions: That . Because is exactly what
we get if we differentiate (chain rule«). Therefore,

and again we are able use our identity of the derivative to our benefit! is easy for us to
look up from a table, and the rest is ± again ± simple algebra«.

And we can go even further, let's try to find !


 %

Find


: Use the second derivative!
But, let's look at the derivatives of first:

and

because and

Now look at this: the second derivative of | equals to . And since the
transform works linear we get the following expression for :

And again, on one side:

On the other side

But again we can apply our theorem:«

«.add 1 and 1 together and we obtain :

Therefore,

Voila! (No, I know a couple more words in French «. They are just not related to Mathematics!)
O.K., we could go on with this (as far I remember, the textbook does) but I'd rather want you to
focus back on differential equations and our never ending quest to solve them «.

«therefore, let's call the next section :

s



 
 


  

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