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X ax by ,
Y cx dy ,
(L.1)
X 5x 2 y ,
Y 2 x 2 y .
(L.1*)
r xi yj ,
R Xi Yj .
(L.2)
y
(x, y)
(X, Y)
r
R
Figure 1
Then the equations (L.1) and (L.1*) tell us how to get the vector R when we are given
or R Mr ,
(L.3)
where R , M and r stand for matrices. The matrix M , called the matrix of the
transformation, contains all the information necessary to obtain R from r .
Second:
In order to avoid confusion later, let us call the new variables here x ', y ' instead
of X , Y . Then the equations (L.4) are
x ' ax by ,
y ' cx dy .
(L.4)
y
y
r= r
x
x
Figure 2
Here we consider two sets of coordinate axes, x, y and x ', y ' , and one vector
(L.5)
where i ' and j ' are unit vectors along the x ' and y ' axes. This time the matrix M of the
transformation tells us how to get the components of the vector r = r' relative to axes
x ' and y ' when we know its components relative to axes
x and y .
st
f t dt lim est f t dt
N
L f t e
(1)
0
0
is said to be the Laplace transform of f , provided that the integral converges.
Note: The outcome of Laplace transform is a function in s . In general, a lower case
letter is used to denote the function being transformed and the corresponding
capital to denote its Laplace transform.
For example:
L f t F s ,
L g t G s ,
L y t Y s .
Example 1:
L f t g t L f t L g t F s G s .
f (t )
L f (t )
1
s
tn
n!
s n1
e at
n 1, , 2, 3,
sa
sin kt
cos kt
sinh kt
cosh kt
k
s2 k 2
s
s2 k 2
s
s2 k 2
s
s2 k 2
f t , that is
L 1
1
1
s
1 n ! t n , n 1, , 2, 3,
n 1
s
L 1
1
at
e
s
k
sin kt
2
2
s k
L 1
s
cos kt
2
2
s k
k
L 1 2 2 sinh kt
s k
s
L 1 2 2 cosh kt
s k
L 1
Example 2:
Evaluate
i.
iii.
1 2s 6
, ii. L 2
, and
s 7
s 4
s 2 6s 9
s 1 s 2 s 4 .
1
,
5
s
L 1
L
L 1
Transforms of Derivatives
As was pointed out in the introduction to this chapter, our immediate goal is to
use the Laplace transform to solve differential equation. To that end we need to evaluate
d2 y
dy
quantities such as L and L 2 . For example, if f ' is continuous for t 0 ,
dt
dt
u e st
'
st '
L f t e f t dt
du s e st
0
or
st
v f t
t
f t
e st f t dt f 0 s L f t
t 0 0
L f ' t s F s f 0 .
dv f t dt
(2)
u e st
''
st ''
L f t e f t dt
du s e st
0
e st f ' t
t
t 0
dv f '' t dt
v f ' t
s s F s f 0 f ' 0 .
L f '' t s2 F s s f 0 f ' 0
or
(3)
and
(4)
If f , f ' ,
n 1
t sn F s sn 1 f 0 sn 2 f ' 0 f 0 ,
where F s L f t .
dy
3 y 13 sin 2t ,
dt
y 0 6 .
Example 4:
Solve y'' 3 y' 2 y e4t ,
Solution:
y 0 1,
y' 0 5 .
d 2 y
dy
L
3L 2 L y L e4t .
dt
dt 2
Then from (3) we have
s 2 Y s s y 0 y ' 0 3 s Y s y 0 2 Y s
1
s4
1
s 2 Y s s y 0 5 3 s Y s 1 2 Y s
s4
1
s2 Y s s 5 3 s Y s 3 2 Y s
s4
s 2 3 s 2 Y s s 2 1
s4
s 2 3 s 2 Y s s 2 1
s4
s2
1
s 2 6 s 9
Y s
.
2
2
s
1
s
2
s
s 3 s 2 s 3 s 2 s 4
s 1 s 2 s 4 s 1 s 2 s 4
A
B
C
s 1 s 2 s 4
s 1 s 2 s 4
s 1 s 2 s 4
s 1
s 2
s4
s 2 6 s 9 A s 2 s 4 B s 1 s 4 C s 1 s 2 .
s2 6 s 9
1 6 9 A 1 2 1 4 0 0 ,
16 5 A ,
s 2:
4 12 9 0 B 2 1 2 4 0 ,
25 6B ,
s 4 : 16 24 9 0 0 C 4 1 4 2 , 1 30C ,
.
s 1 s 2 s 4 5 s 1 6 s 2 30 s 4
16
;
5
25
B ;
6
1
C
.
30
A
1
s 2 6 s 9
16 1 1 25 1 1 1
L
L
L 1
s 1
6
s 2
30
s4
s 1 s 2 s 4 5
16
25
1
et e2t e4t .
5
6
30
16
25
1
y t L 1Y s et e2t e4t .
5
6
30
Operational Properties
Theorem 4 (First Translation Theorem):
If L f t F s and a is any real number, then
L eat f t F s a L f t
ss a
at
= e
ss a
f t where
f t L 1 F s .
Example 5:
Evaluate
5t 3
i. L e t ,
iv. L
1
1
, and
s 3 2
5t 3
ii. L e t ,
v. L
s 5
1 2 3
2
s 4s 6
2t
iii. L e cos 4t ,
Example 6:
Solve y'' 6 y' 9 y t 2 e3t , y 0 2,
y' 0 17 .
Example 6:
Solve y'' 4 y' 6 y 1 et , y 0 0,
y' 0 0 .
Orthogonal Transformations
In general the axes x ' and y ' in (39) and Figure 2 are not perpendicular. When they are,
the equations (39) are the rotation equations and a , b , c , d can be written in terms of the rotation
angle so that the equations (39) become
y sin x
y cos y
(41)
x2 y 2 x '2 y '2 .
(42)
x2 y 2 X 2 Y 2 .
(43)
You can see from figures that the requirements (42) and (43) say that the length
of a vector is not changed by an orthogonal transformation. In Figure 1, the vector is
rotated (or perhaps reflected) with its length held fixed. In Figure 2, the axes are rotated
(or reflected), while the vector stays fixed. The matrix M of an orthogonal
transformation is called an orthogonal matrix. We want to find a simple condition
satisfied by any orthogonal matrix. We shall prove that inverse of an orthogonal matrix
equals its transpose:
M T M 1 (M orthogonal).
(44)
x '2 y '2 ax by cx dy
2
a 2 c 2 y x 2 2 ab cd xy b 2 d 2 y y 2
x2 y 2 .
Then we must have
a2 c2 1,
ab cd 0 ,
b2 d 2 1 .
Hence we get
2
2
a c a b a c
M M
b
d
c
d
ab cd
T
ab cd 1 0
2
2 0 1 .
b d
Thus M T M is the unit matrix, so M T and M are inverse matrices as claimed in (44).
We have defined an orthogonal transformation in two dimensions, and we have
proved (44) for the twodimensional case. However, a square matrix of any order is
called orthogonal if it satisfies (44).