Professional Documents
Culture Documents
Gilles Cazelais
May 2006
Contents
1 Problems
1.1 Laplace Transforms . . . . . .
1.2 Inverse Laplace Transforms .
1.3 Initial Value Problems . . . .
1.4 Step Functions and Impulses
1.5 Convolution . . . . . . . . . .
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1
1
2
3
4
5
2 Solutions
2.1 Laplace Transforms . . . . . .
2.2 Inverse Laplace Transforms .
2.3 Initial Value Problems . . . .
2.4 Step Functions and Impulses
2.5 Convolution . . . . . . . . . .
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7
7
10
16
25
33
47
ii
CONTENTS
Chapter
Problems
1.1
Laplace Transforms
2. Use an appropriate trigonometric identity to find the following Laplace transforms. See page 41 for a list of trigonometric identities.
(a) L cos2 t
(b) L {sin 2t cos 2t}
(c) L {sin 3t cos 4t}
(d) L {sin(t + )}
(e) L {cos(t + )}
(f ) L e2t sin(3t + 6 )
1
.
sa
CHAPTER 1. PROBLEMS
5. Use the frequency differentiation property (see page 40) to derive the following formulas.
2s
(a) L {t sin t} = 2
(s + 2 )2
(b) L {t cos t} =
s2 2
(s2 + 2 )2
6. Use the frequency shift property (see page 40) to find the following.
(a) L t e sin 3t
1.2
2t
(b) L t e3t cos 2t
5. F (s) =
s2
s2 + 2s + 5
2. F (s) =
s+5
s2 + 4
6. F (s) =
s+5
(s2 + 9)2
3. F (s) =
3s + 1
s2 + 5
7. F (s) =
1
s2 4s + 7
4. F (s) =
1
(s 3)5
8. F (s) =
5s + 2
(s2 + 6s + 13)2
In problems 9 16, use the method of partial fractions to find the given inverse
Laplace transforms. See page 43 for a refresher on partial fractions.
2
s + 3s + 4
1
13. L
s+3
(s 2)3
9. L 1
2
s + 4s 5
2
s +s+4
1
s
+
1
14. L
10. L 1
s3 + 9s
(2s 1)(s + 2
2
3s + 2
1
s
+
s
+
5
15. L
11. L 1
s3 (s2 + 1)
s4 s2
1
2s + 1
1
1
12. L
16. L
(s + 1)(s2 + 4)
(s + 3)(s2 + 4s + 13)
1.3
2. y y = sin t,
y(0) = 2
y(0) = 1
3. y 00 + 3y 0 + 2y = t + 1,
4. y 00 + 4y 0 + 13y = 0,
5. y 00 + 4y = 4t + 8,
y(0) = 1, y 0 (0) = 0
y(0) = 1, y 0 (0) = 2
y(0) = 4, y 0 (0) = 1
6. y 00 + y 0 2y = 5e3t ,
y(0) = 1, y 0 (0) = 4
7. y 00 + y 0 2y = et ,
y(0) = 2, y 0 (0) = 3
8. y 00 2y 0 + y = et ,
y(0) = 3, y 0 (0) = 4
9. y 00 + 2y 0 + 2y = cos 2t,
10. y 00 + 4y = sin 3t,
11. y 00 + 2 y = cos t,
y(0) = 0, y 0 (0) = 1
y(0) = 2, y 0 (0) = 1
y(0) = 0, y 0 (0) = 0
y(0) = 1, y 0 (0) = 2
15. The differential equations for the charge q(t) in an LRC circuit is
q(t)
= V (t).
C
Find the charge and current in an LRC circuit with L = 1 H, R = 2 ,
C = 0.25 F and V = 50 cos t volts if q(0) = 0 C and i(0) = 0 A.
Lq 00 (t) + Rq 0 (t) +
CHAPTER 1. PROBLEMS
1.4
t, 0 t < 1
0t<1
1,
(c) f (t) = 1, 1 t < 2
(a) f (t) = 3,
1t<2
0, t 2
2, t 2
(
(
sin t, 0 t <
0, 0 t < 3
(b) f (t) =
(d) f (t) = 2
0,
t
t , t3
2. Find the following inverse Laplace transforms.
2s
e
s+3
2s
e
(b) L 1
s2 + 4
(a) L
(c) L
(d) L
es
(s 1)(s + 2)
es
s(s2 + 1)
1, 0 t < ,
00
0
6. y + 4y = f (t), y(0) = 0, y (0) = 2, where f (t) = 2, t < 2,
0, t 2
7. y 0 + 3y = (t 1),
00
y(0) = 2
8. y + 4y + 13y = (t ),
y(0) = 2, y 0 (0) = 1
9. y 00 + y = (t 2 ) + 2(t ),
y(0) = 3, y 0 (0) = 1
10. Find the Laplace transform of the periodic function f (t) with period T = 2a
defined over one period by
(
1, 0 t < a
f (t) =
0, a t < 2a.
1.5. CONVOLUTION
di
+ Ri = V (t).
dt
0, 0 t < a
1
(t a) =
, at<a+
0, t a +
(a) Find L { (t a)}.
(b) Show that: lim L { (t a)} = eas .
0
1.5
Convolution
Z
cos sin(t ) d
CHAPTER 1. PROBLEMS
e f (t ) d
5. Solve for f (t) in the following equation. Be sure to find all solutions.
t
f ()f (t ) d = t3
Z
0
e2 y(t ) d = 1,
y(0) = 0
Chapter
Solutions
2.1
Laplace Transforms
1. We use the table of Laplace transforms (see page 39) to answer this question.
8
2
3
(a) L {f (t)} = 4 L t2 2 L {t} + 3 L {1} = 3 2 +
s
s
s
15
2s
(b) L {f (t)} = 3 L {sin 5t} 2 L {cos 3t} = 2
s + 25 s2 + 9
3
5
(c) L {f (t)} = 3 L e2t + 5 L e3t =
+
s2 s+3
15
4(s + 2)
+
(d) L {f (t)} = 4 L e2t cos 5t +3 L e2t sin 5t =
(s + 2)2 + 25 (s + 2)2 + 25
6
2
(e) L {f (t)} = L t3 e2t + 2 L {tet } =
+
4
(s 2)
(s + 1)2
(f ) Since f (t) = (1 + e3t )2 = 1 + 2e3t + e6t , we have
1
2
1
L {f (t)} = L {1} + 2L e3t + L e6t = +
+
.
s s3 s6
2. (a) Since cos2 t =
1 + cos 2t
, we have
2
1
L cos2 t = (L {1} + L {cos 2t})
2
1 1
s
=
+
.
2 s s2 + 4
(b) Starting from the identity sin 2 = 2 sin cos , if we let = 2t we get
sin 4t = 2 sin 2t cos 2t = sin 2t cos 2t =
7
1
sin 4t
2
CHAPTER 2. SOLUTIONS
and
L {sin 2t cos 2t} =
1
1
L {sin 4t} =
2
2
4
2
s + 16
=
s2
2
.
+ 16
(c) From the identity sin cos = 21 (sin( + ) + sin( )), we deduce
1
(sin(3t + 4t) + sin(3t 4t))
2
1
= (sin 7t + sin(t))
2
1
= (sin 7t sin t)
2
sin 3t cos 4t =
and
L {sin 3t cos 4t} =
1
2
1
7
s2 + 49 s2 + 1
.
(d) From the identity sin( + ) = sin cos + cos sin , we deduce
sin(t + ) = sin t cos + cos t sin
and
L {sin(t + )} = cos L {sin t} + sin L {cos t}
s
= cos 2
+ sin 2
.
s + 2
s + 2
(e) From the identity cos( + ) = cos cos sin sin , we deduce
cos(t + ) = cos t cos sin t sin
and
L {cos(t + )} = cos L {cos t} sin L {sin t}
s
= cos 2
sin 2
.
s + 2
s + 2
(f ) Using the identity sin( + ) = sin cos + cos sin , we deduce
e2t sin(3t + 6 ) = e2t (sin 3t cos 6 + cos 3t sin 6 )
= e2t (
3
1
2 sin 3t + 2 cos 3t)
3 2t
sin 3t + 21 e2t cos 3t
2 e
=
and
L e
2t
sin(3t +
6)
3
3
1
s+2
=
+
.
2
(s + 2)2 + 9
2 (s + 2)2 + 9
1
, we deduce
sa
1
L et L et
2
1
1
1
=
2 s s+
1 s + (s )
=
2
s2 2
= 2
s 2
L {sinh t} =
and
1
L et + L et
2
1
1
1
=
+
2 s s+
1 s++s
=
2
s2 2
s
= 2
.
s 2
L {cosh t} =
(2.1)
1
, we deduce
sa
L ejt =
1
1
=
s j
s j
s + j
s + j
=
s + j
.
s2 + 2
(2.2)
Since the real and imaginary parts in equations (2.1) and (2.2) are equal, we
conclude that
L {cos t} =
s2
s
+ 2
and L {sin t} =
s2
.
+ 2
. Therefore
+ 2
d
L {t sin t} = F 0 (s) =
ds s2 + 2
2s
= 2
.
(s + 2 )2
s2
10
CHAPTER 2. SOLUTIONS
s
. Therefore
s2 + 2
d
s
L {t cos t} = F 0 (s) =
ds s2 + 2
s2 2
.
= 2
(s + 2 )2
(s2
6s
, we conclude that
+ 9)2
6(s 2)
6(s 2)
= 2
.
((s 2)2 + 9)2
(s 4s + 13)2
L te2t sin 3t =
s2 4
, we conclude that
(s2 + 4)2
L te3t cos 2t =
2.2
(s + 3)2 4
s2 + 6s + 5
=
.
((s + 3)2 + 4)2
(s2 + 6s + 13)2
3!
t3
1
L 1
=
4
3!
s
6
s+5
s
5
1
2. L 1
=
L
+ L
s2 + 4
s2 + 4
2
1. L
1
s4
5
2
= cos 2t + sin 2t
s2 + 4
2
( )
3s
+
1
s
1
5
3. L 1
= 3L 1
+ L 1
s2 + 5
s2 + 5
s2 + 5
5
L
4. L
1
(s 3)5
=
3s + 1
s2 + 5
1
L
4!
1
= 3 cos 5t + sin 5t
5
4!
(s 3)5
=
t4 e3t
24
s2
(s + 1) 3
=
.
s2 + 2s + 5
(s + 1)2 + 4
s+1
(s + 1)2 + 4
= et cos 2t
6. L
11
3
L
2
2
(s + 1)2 + 4
3 t
e sin 2t.
2
s+5
6s
1
1 1
1
+ 5L
= L
6
(s2 + 9)2
(s2 + 9)2
(s2 + 9)2
s+5
1
sin 3t 3t cos 3t
1
L
= t sin 3t + 5
(s2 + 9)2
6
2(33 )
=
5
5
1
t sin 3t +
sin 3t t cos 3t.
6
54
18
1
2
s 4s + 7
1
= L
3
(
1
3
(s 2)2 + 3
1
= e2t sin 3t.
3
8. First we complete the square to get
s2 + 6s + 13 = (s + 3)2 + 4.
Observe that
5s + 2
5(s + 3) 13
=
.
(s2 + 6s + 13)2
((s + 3)2 + 4)2
13L
(s2 + 4)2
4
(s2 + 4)2
(s2 + 4)2
5
sin 2t 2t cos 2t
= t sin 2t 13
4
2(2)3
5
13
13
= t sin 2t
sin 2t + t cos 2t
4
16
8
12
CHAPTER 2. SOLUTIONS
Therefore,
L
5s + 2
2
(s + 6s + 13)2
3t
=e
5
13
13
t sin 2t
sin 2t +
t cos 2t .
4
16
8
=
s=5
1
3
Then,
L
s+3
(s 1)(s + 5)
2
= L
3
=
1
s1
1
+ L
3
1
s+5
2 t 1 5t
e + e .
3
3
=
s=2
Then,
L
s+1
(2s 1)(s + 2)
3 1
1
1
1
L
+ L 1
5
2s 1
5
s+2
3
1
1
1
=
L 1
+ L 1
52
s 1/2
5
s+2
3 t/2 1 2t
e + e .
10
5
1
5
13
1
5L
s
= 1 5t +
1
s2
11 3B 12C 4D
= 1
6
7
+ L
2
7 t 5 t
e e .
2
2
(Bs + C)|s=2j =
2Bj + C =
=
=
2
(s + 4) s=2j
(s + 1)
1
1 + 2j
1 2j
1
1 + 2j 1 2j
1 2j
.
5
1
1
s1
5
L
2
1
s+1
14
CHAPTER 2. SOLUTIONS
Since the real and imaginary parts are equal on both sides, we get
B=
Then,
L 1
1
(s + 1)(s2 + 4)
=
=
1
L
5
1
5
and C =
1
s+1
1
.
5
1
L
5
s
s2 + 4
+
1
L
52
2
s2 + 4
1 t 1
1
e cos 2t +
sin 2t.
5
5
10
B 4A = 3 = B = 7,
Then,
2
s + 3s + 4
1
L
=L
(s 2)3
1
s2
C 2B + 4A = 4 = C = 14.
+ 7L
1
(s 2)2
14
+ L
2!
2!
(s 2)3
C = 1,
A + B = 1 = B = 5/9.
15
Then,
L
s2 + s + 4
s3 + 9s
4
= L
9
=
1
5
+ L
s
9
s
s2 + 9
1
+ L
3
3
s2 + 9
4 5
1
+ cos 3t + sin 3t.
9 9
3
3s + 2
s3 (s2 + 1)
= 2 + 3t + t2 + 2 cos t 3 sin t.
16
CHAPTER 2. SOLUTIONS
Method 2. We can use the cover-up method to find A, B, and C.
1
2s + 1
= .
A=
2 + 4s + 13)
2
(s
+
3)
(s
s=3
2s + 1
=
(
(
(13)
(+
(s + 3) (
(s2(+(4s
s=2+3j
2(2 + 3j) + 1
3Bj + C =
(2 + 3j) + 3
3 + 6j
=
1 + 3j
3 + 6j
1 3j
=
1 + 3j
1 3j
15j + 15
3Bj + C =
.
10
Since the real and imaginary parts are equal on both sides, we get
15
1
= B =
10
2
3B =
and C =
15
3
= .
10
2
Then,
1
2s + 1
=
(s + 3)(s2 + 4s + 13)
2
1
1
s+2
1
3
+
+
s+3
2 (s + 2)2 + 9
2 (s + 2)2 + 9
and
L
2.3
2s + 1
(s + 3)(s2 + 4s + 13)
1
1
= e3t + e2t (cos 3t + sin 3t) .
2
2
1
.
s1
2
1
2s 1
+
=
.
s + 4 (s + 4)(s 1)
(s + 4)(s 1)
17
9 4t 1 t
e
+ e
5
5
s2
1
.
+1
1
s2 + 2
1
+
=
.
2
s 1 (s 1)(s + 1)
(s 1)(s2 + 1)
.
Y (s) =
2 s1
2 s2 + 1
2 s2 + 1
Taking the inverse Laplace transform gives the answer.
y(t) =
3 t 1
1
e cos t sin t
2
2
2
1
1
+ .
s2
s
Y (s) =
s2
18
CHAPTER 2. SOLUTIONS
Using partial fractions, we obtain
1 1
1 1
1
3
1
Y (s) =
+2
.
2 s2
4 s
s+1
4 s+2
Taking the inverse Laplace transform gives the answer.
y(t) =
1
1
3
t + 2et e2t
2
4
4
s2
s+6
.
+ 4s + 13
(s + 2) + 4
s+2
4
=
+
(s + 2)2 + 9
(s + 2)2 + 9 3
3
(s + 2)2 + 9
.
4 2t
e
sin 3t
3
4
8
+ .
2
s
s
4s 1
4
8
4s3 s2 + 8s + 4
+ 2 2
+
=
.
2
2
s + 4 s (s + 4) s(s + 4)
s2 (s2 + 4)
19
5
.
s3
Y (s) =
s2
+
.
s+2
2 s1
2 s3
Taking the inverse Laplace transform gives the answer.
y(t) = 2e2t
3 t 1 3t
e + e
2
2
1
.
s1
Y (s) =
20
CHAPTER 2. SOLUTIONS
Using partial fractions, we obtain
2
1
20
1
1
1
.
Y (s) =
+
+
9 s+2
9 s1
3 (s 1)2
Taking the inverse Laplace transform gives the answer.
2
20 t 1 t
y(t) = e2t +
e + te
9
9
3
1
.
s1
Y (s) =
1 2 t
t e
2
s2
s
.
+4
Y (s) =
s2
21
10 s2 + 2s + 2
10 s2 + 4
By completing the square, we get
s2 + 2s + 2 = (s + 1)2 + 1.
Therefore,
1
(s + 1) + 7
Y (s) =
10 (s + 1)2 + 1
s+1
1
+
=
10 (s + 1)2 + 1
1
s4
10 s2 + 4
7
1
1
s
4
2
+
10 (s + 1)2 + 1
10 s2 + 4
10 2 s2 + 4
7 t
1
1
1 t
e cos t +
e sin t
cos 2t + sin 2t
10
10
10
5
10. Take the Laplace transform on both sides of the differential equation.
L {y 00 (t)} + 4L {y(t)} = L {sin 3t}
Since y(0) = 2 and y 0 (0) = 1, we get
(s2 Y (s) 2s 1) + 4Y (s) =
s2
3
.
+9
3
2s + 1
+
.
s2 + 4 (s2 + 4)(s2 + 9)
3
3
3
=
.
2
2
2
+ 4)(s + 9)
5(s + 4) 5(s + 9)
Therefore,
2s + 1
3
3
+
s2 + 4 5(s2 + 4) 5(s2 + 9)
s
4
2
1
3
=2 2
+
.
s +4
5 (s2 + 4)
5 s2 + 9
Y (s) =
4
1
sin 2t sin 3t
5
5
22
CHAPTER 2. SOLUTIONS
11. Take the Laplace transform on both sides of the differential equation.
L {y 00 (t)} + 2 L {y(t)} = L {cos t}
Since y(0) = 0 and y 0 (0) = 0, we get
s2 Y (s) + 2 Y (s) =
s2
s
.
+ 2
s
1
=
2
(s2 + 2 )2
2s
(s2 + 2 )2
.
1
t sin t
2
12. Take the Laplace transform on both sides of the differential equation.
L {y 00 (t)} + 2L {y 0 (t)} + 5L {y(t)} = 3L et cos 2t
Since y(0) = 1 and y 0 (0) = 2, we get
(s2 Y (s) s 2) + 2(sY (s) 1) + 5Y (s) =
3(s + 1)
.
(s + 1)2 + 4
s+4
3(s + 1)
+
.
s2 + 2s + 5 (s2 + 2s + 5)((s + 1)2 + 4)
Y (s) =
Taking the inverse Laplace transform and using frequency shift property
L
{F (s a)} = eat L
{F (s)}
we get
3
3(s + 1)
y(t) = et cos(2t) + et sin(2t) + L 1
2
((s + 1)2 + 4)2
3s
3
= et cos(2t) + et sin(2t) + et L 1
2
(s2 + 4)2
3
3
4s
= et cos(2t) + et sin(2t) + et L 1
.
2
4
(s2 + 4)2
23
3 t
3
e sin(2t) + tet sin(2t)
2
4
and x0 (0) = 1.
3s + 19
3s + 19
=
.
+ 6s + 5
(s + 1)(s + 5)
s2
4
1
.
s+1 s+5
and x0 (0) = 0.
60
60
=
.
(s2 + 6s + 5)(s2 + 4)
(s + 1)(s + 5)(s2 + 4)
+
.
X(s) = 3
s+1
29 s + 5
29 s2 + 4
29 2 s2 + 4
Taking the inverse Laplace transform gives the answer.
x(t) = 3et
15 5t 72
6
e
cos 2t +
sin 2t
29
29
29
24
CHAPTER 2. SOLUTIONS
.
2(s + 1) 2(s + 2)
Taking the inverse Laplace transform gives the answer.
i(t) =
5 t 5 2t
e e
2
2
50s
.
(s2 + 1)(s2 + 2s + 4)
.
13 s2 + 1
13 s2 + 2s + 4
By completing the square, we get
s2 + 2s + 4 = (s + 1)2 + 3.
Therefore
50 3s + 2
50 3(s + 1) + 5
Q(s) =
13 s2 + 1
13 (s + 1)2 + 3
150
s
100
1
150
s+1
250
=
+
13 s2 + 1
13 s2 + 1
13 (s + 1)2 + 3
13 3
Taking the inverse Laplace transform gives the answer.
q(t) =
150
100
150 t
250
cos t +
sin t
e cos 3t et sin 3t
13
13
13
13 3
3
(s + 1)2 + 3
!
.
2.4
1 2es
5e2s
+
.
s
s
s
s2
1
es
+ 2
.
+1 s +1
e
L
{t
+
1}
+
s2
s
s s
1
1
1
e
e2s
s
= 2 e
+
+
s
s2
s
s
s
=
1
es
e2s
2
.
2
s
s
s
25
26
CHAPTER 2. SOLUTIONS
(a) If F (s) =
1
, then f (t) = e3t . Therefore,
s+3
2s
e
1
L
= e3(t2) U(t 2).
s+3
1
1
2
(b) If F (s) = 2
=
, then f (t) = 12 sin 2t. Therefore,
s +4
2 s2 + 4
2s
e
1
L 1
= sin 2(t 2) U(t 2)
s2 + 4
2
=
1
. Using partial fractions, we get
(s 1)(s + 2)
1
1
1
.
F (s) =
3 s1 s+2
Since f (t) = L
L
1
sin 2t U(t 2).
2
es
(s 1)(s + 2)
=
1 (t1)
e
e2(t1) U(t 1).
3
1
. Using partial fractions, we get
+ 1)
s(s2
F (s) =
Since f (t) = L
1
s
2
.
s s +1
3. The IVP is
y 0 (t) + 2y(t) = 1 U(t 1),
y(0) = 3.
1 es
.
s
s
3
1
+
1 es .
s + 2 s(s + 2)
27
1
. Using partial fractions we obtain
s(s + 2)
1 1
1
1
G(s) =
= g(t) =
1 e2t .
2 s s+2
2
Since
Y (s) =
3
+ G(s) es G(s),
s+2
we conclude that
y(t) = 3e2t + g(t) g(t 1) U(t 1)
1
1
1 e2(t1) U(t 1)
1 e2t
= 3e2t +
2
2
1 5 2t 1
=
+ e
y(0) = 1, y 0 (0) = 0.
es
.
s2 + 1
s
es
.
s2 + 1 (s2 + 1)2
1
2
(s + 1)2
=
sin t t cos t
,
2
we get
sin(t ) (t ) cos(t )
U(t )
2
sin t (t ) cos t
= cos t +
U(t ).
2
y(t) = cos t
28
CHAPTER 2. SOLUTIONS
We can also express y(t) as a piecewise defined function as follows.
(
cos t,
0t<
y(t) =
(1 21 (t )) cos t + 21 sin t, t
5. The IVP is
y 00 (t) + y 0 (t) 2y(t) = 1 2 U(t 3),
y(0) = 0, y 0 (0) = 0.
1 2e3s
.
s
s
1 2e3s
1 2e3s
=
.
2
s(s + s 2)
s(s 1)(s + 2)
1
. Using partial fractions we obtain
s(s 1)(s + 2)
G(s) =
1
1
1
1
1
1
+
= g(t) = et + e2t .
3(s 1) 6(s + 2) 2s
3
6
2
Since
Y (s) = G(s) 2e3s G(s),
we conclude that
1
1
1
y(t) = et + e2t
3
6
2
2 (t3) 1 2(t3)
e
+ e
1 U(t 3).
3
3
2e
+
e
2e
+
,
t3
3
6
2
6. The IVP is
y 00 (t) + 4y(t) = 1 + U(t ) 2 U(t 2),
y(0) = 0, y 0 (0) = 2.
1 es
2e2s
+
.
s
s
s
s2
2
1 + es 2e2s
+
.
+4
s(s2 + 4)
29
1
. Using partial fractions we obtain
s(s2 + 4)
1 1
s
1
G(s) =
2
= g(t) = (1 cos 2t) .
4 s s +4
4
Since
Y (s) =
s2
2
+ G(s) + es G(s) 2e2s G(s)
+4
we conclude that
y(t) = sin 2t +
1
1
(1 cos 2t) + (1 cos 2(t )) U(t )
4
4
1
(1 cos 2(t 2)) U(t 2).
2
1
1
1
(1 cos 2t) + (1 cos 2t) U(t ) (1 cos 2t) U(t 2)
4
4
2
sin 2t,
function as follows.
0t<
t < 2
t 2
30
CHAPTER 2. SOLUTIONS
Solving for Y (s) gives
Y (s) =
s2
2s + 9
es
+ 2
.
+ 4s + 13 s + 4s + 13
Y (s) =
3s 1 e 2 s + 2es
Y (s) = 2
+
s +1
s2 + 1
s
1
1
1
s
=3 2
2
+ e 2 s
+
2e
.
s +1
s +1
s2 + 1
s2 + 1
Taking the inverse Laplace transform gives
y(t) = 3 cos t sin t + sin(t 2 ) U(t 2 ) + 2 sin(t ) U(t ).
Since
sin(t 2 ) = cos t
and
sin(t ) = sin t,
31
(
1, 0 t < a
f (t) =
0, a t < 2a
1
1 e2as
1
=
1 e2as
2a
est f (t) dt
Z
a
st
2a
f (t) dt +
st
f (t) dt
a
2a
a
1
st
st
=
e (1) dt +
e (0) dt
1 e2as
a
Z a0
1
=
est dt
1 e2as 0
1
1 eas
=
1 e2as
s
as
e
1
1
=
)
s
(1 + eas )
(1
eas
Z
1
.
s(1 + eas )
11. Since V (t) = 2 2 U(t 1), the differential equation of the LR circuit is
i0 (t) + 4i(t) = 2 2 U(t 1)
with initial conditions i(0) = 0. Take the Laplace transform on both sides
of the DE to get
2 2es
sI(s) + 4I(s) =
.
s
s
Solving for I(s) gives
I(s) =
Let G(s) =
2
2es
.
s(s + 4) s(s + 4)
2
. Using partial fractions, we obtain
s(s + 4)
1 1
1
1
G(s) =
= g(t) =
1 e4t .
2 s s+4
2
Since
I(s) = G(s) es G(s),
we can take the inverse Laplace transform to get the current.
32
CHAPTER 2. SOLUTIONS
(a)
i(t) =
1
1
1 e4(t1) U(t 1)
1 e4t
2
2
1
2
1
2
1 e4t ,
0t<1
4(t1)
4t
e
e
, t1
1 4(1.51)
e
e4(1.5) 0.0664.
2
1 4(t1)
e
e4t .
2
Therefore,
lim i(t) = 0.
0.4
0.3
0.2
0.1
0.0
0.0
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
1.8
2.0
Observe that the current i(t) is continuous even though the voltage is
discontinuous at t = 1.
12. We have
(t a) =
1
1
U(t a) U(t (a + )).
2.5. CONVOLUTION
33
s
as
s
e
1e
=
.
s
as
e
1 es
=
lim
0
s
as
s
e
se
=
lim
0
s
1
as
e
=
(s)
s
as
=e
2.5
Convolution
Z
cos d
= L {1 cos t}
= L {1} L {cos t}
1
s
=
2
s s + 1
1
= 2
s +1
1
s1
1
s2 + 1
=
1
(s 1)(s2 + 1)
34
CHAPTER 2. SOLUTIONS
t
Z
cos sin(t ) d
= L {cos t sin t}
s
1
=
s2 + 1
s2 + 1
s
=
2
(s + 1)2
Z
{F (s)G(s)} = f (t) g(t) =
f ()g(t ) d
0
1
1
and G(s) =
, then
s
s1
f (t) = L
{F (s)} = 1
and g(t) = L
{G(s)} = et .
Therefore,
1
s(s 1)
=L
{F (s)G(s)}
= f (t) g(t)
= 1 et
Z t
=
e d
0
t
= e
0
= e 1.
1
1
and G(s) =
, then
s+1
s3
f (t) = L
{F (s)} = et
and g(t) = L
{G(s)} = e3t .
2.5. CONVOLUTION
35
Therefore,
L
1
(s + 1)(s 3)
=L
{F (s)G(s)}
= f (t) g(t)
= et e3t
Z t
=
e(t) e3 d
0
Z t
t
=e
e4 d
0
t
t
e4
4 0
e4t 1
4
=e
= et
=
e3t et
.
4
1
1
and G(s) = 2
, then
s
s +1
f (t) = L
{F (s)} = 1
and g(t) = L
{G(s)} = sin t.
Therefore,
1
2
s(s + 1)
=L
{F (s)G(s)}
= f (t) g(t)
= 1 sin t
Z t
=
sin d
0
t
= cos
0
= 1 cos t.
1
1
and G(s) =
, then
s
s(s2 + 1)
f (t) = L
{G(s)} = 1 cos t.
36
CHAPTER 2. SOLUTIONS
Therefore,
L
1
s2 (s2 + 1)
=L
{F (s)G(s)}
= f (t) g(t)
= 1 (1 cos t
Z t
=
1 cos d
0
t
= ( sin )
0
= t sin t.
1
, then
s2 + 1
Z t
1
=
sin
t
sin
t
=
L 1
sin sin(t ) d
(s2 + 1)2
0
3. Since L {sin t} =
1
cos( ) cos( + )
2
sin sin(t ) =
Therefore,
L
1
(s2 + 1)2
=
1
2
(cos(2 t) cos t) d
0
t
1 sin(2 t)
=
cos t
2
2
0
1 sin t
1 sin(t)
=
t cos t
0
2
2
2
2
1
= (sin t t cos t)
2
We can now apply the scaling property
L {f (t)} =
1 s
F
2.5. CONVOLUTION
37
1
2
1
1
(sin t t cos t) =
2
1
s 2
2
+1
3
.
(s2 + 2 )2
1
(s2 + 2 )2
=
sin t t cos t
.
2 3
e f (t ) d = et f (t).
1
1
F (s)
+
+
.
2
s
s2 s+1
F (s) =
1
1
s+1
+ 3+
2
s
s
s(s 2)
1
3
1
+
s
2 s2
t2
1 3
+ e2t
2
2 2
38
CHAPTER 2. SOLUTIONS
Take Laplace transform to get
6
6
F (s) F (s) = F (s) = 4 = F (s) = 2 .
s
s
2
f (t) = 6t.
6. First observe that
t
Y (s)
1
= .
s+2
s
Y (s) =
s+2
.
s(s + 1)2
2
2
1
.
s s + 1 (s + 1)2
Appendix
L {f (t)} = F (s)
f (t)
1
s
eat
1
sa
tn
n!
sn+1
eat tn
n!
(s a)n+1
sin t
s2 + 2
cos t
s
s2 + 2
eat sin t
(s a)2 + 2
eat cos t
sa
(s a)2 + 2
t sin t
sin t t cos t
2 3
(t)
L {f (t)} = F (s)
(s2
2s
+ 2 )2
t cos t
s2 2
(s2 + 2 )2
(s2
1
+ 2 )2
U(t a)
eas
s
(t a)
eas
39
40
A.2
1. Definition
F (s) = L {f (t)} =
est f (t) dt
2. Linearity
L {f (t) + g(t)} = L {f (t)} + L {g(t)}
3. Time differentiation
L {f 0 (t)} = sF (s) f (0)
n
o
L f (n) (t) = sn F (s) sn1 f (0) f (n1) (0)
4. Frequency differentiation
L {tn f (t)} = (1)n F (n) (s)
5. Time shift
L {f (t) U(t a)} = eas L {f (t + a)}
L 1 eas F (s) = f (t a) U(t a)
6. Frequency shift
L eat f (t) = F (s a)
7. Convolution
Z
f (t) g(t) =
8. Integration
L
Z
f () d
F (s)
s
9. Periodic function
f (t) has period T = L {f (t)} =
1
1 esT
10. Scaling
L {f (t)} =
1 s
F
Z
0
est f (t) dt
A.3
41
Trigonometric Identities
1. Pythagorean Identities
sin2 + cos2 = 1
1 + tan2 = sec2
1 + cot2 = csc2
2. Symmetry Identities
sin() = sin
tan() = tan
cos() = cos
4. Double-Angle Identities
cos 2 = cos2 sin2
= 1 2 sin2
= 2 cos2 1
5. Power-Reducing Identities
cos2 =
1 + cos 2
2
sin2 =
1 cos 2
2
6. Product-To-Sum Identities
1
sin( ) + sin( + )
2
1
cos( ) cos( + )
sin sin =
2
1
cos cos =
cos( ) + cos( + )
2
sin cos =
42
Appendix
Partial Fractions
B.1
Partial Fractions
P (s)
Q(s)
where Q(s) has a degree smaller than the degree of P (s). The method of partial
fractions can be summarized as follows.
1. Completely factor Q(s) into factors of the form
(ps + q)m
44
B.2
Cover-up Method
There are several different ways to determine the constants in a partial fractions decomposition. When the denominator has distinct roots, we can use the
cover-up method. Lets illustrate it with some examples.
Example 1. Consider
s2 + 5s + 4
A
B
C
=
+
+
(s 1)(s 3)(s + 2)
s1 s3 s+2
(B.1)
5
3
The cover-up method combines these two steps in a single one as follows. To
find A, we cover up (s 1) and set s = 1 in the left-hand side of (B.1).
5
s2 + 5s + 4
=
A=
3
(s
1) (s 3)(s + 2)
s=1
=
s=2
2
15
45
=
2
(s + 1)
(s + 4) s=2j
s
2j
1 + 2j
2j
1 2j
=
(1 + 2j) 1 2j
2j + 4
=
.
5
2Bj + C =
The real and imaginary parts of the complex numbers on both sides are equal.
We conclude that
2
1
2B =
= B =
5
5
and
4
C= .
5
46
Example 3. Consider
F (s) =
s2
.
(s + 2)(s2 + 6s + 13)
=
(
2 ((((
(s (+ 6s + 13) s=3+2j
(s + 2) (
s2
(3 + 2j)2
(3 + 2j) + 2
5 12j
=
1 + 2j
5 12j 1 2j
=
1 + 2j 1 2j
2j 29
2Bj + C =
.
5
2Bj + C =
The real and imaginary parts of the complex numbers on both sides are equal.
We conclude that
2
1
2B =
= B =
5
5
and
29
C= .
5
Bibliography
[1] Johnson W.E., Kohler L., Elementary Differential Equations with Boundary Value Problems, Second Edition, Addison Wesley, (2006).
[2] Simmons George F., Differential Equations with Applications and Historical
Notes, Second Edition, McGraw Hill, (1991).
[3] Wikipedia contributors, Laplace transform, Wikipedia, The Free Encyclopedia, http://en.wikipedia.org/wiki/Laplace transform, (May
2006).
[4] Washington Allyn J., Basic Technical Mathematics with Calculus, Eight
Edition, Addison Wesley, (2005).
[5] Weisstein Eric W., Laplace Transform, From MathWorld A Wolfram
Web Resource, http://mathworld.wolfram.com/LaplaceTransform.
html, (May 2006).
[6] Zill Dennis G., A First Course in Differential Equations, Eight Edition,
Brooks/Cole, (2005).
47