Overview of Course

MATH2310 MATH2310

Aidan Sims Aidan Sims

MATH2310: Calculus for Science and

Engineering
Differential Equations strand

Aidan Sims

The University of Newcastle, Australia

Semester 1, 2006

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Discontinuous functions Idea of step functions.

MATH2310 MATH2310

Aidan Sims Aidan Sims

The last example wasn’t very interesting:

We already knew how to solve it. We could just solve multiple DE’s.
But often DE’s model situations with discontinuous Better solution: Laplace transform + step functions.
behaviour: Idea is:
A mixing problem where the container overflows at some Write general function = sum of (step fn)×(cts fn).
point; Compute Laplace transform for (step fn)×(cts fn).
A rocket jettisoning empty fuel-tanks; Use linearity + inverse Laplace to solve problem in one hit.
A switch is thrown in an IRC circuit;
Our jet taking off.

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 Writing discontinuous functions using step
Definition of the step function uc
functions
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Definition 0.10 Now write general functions using step functions:
Aidan Sims Aidan Sims
Consider the following discontinuous function:
Let c ∈ R. The step function uc is defined as follows: 
( 
f0 (t) if t < c1
0 if t < c

f1 (t) if c1 ≤ t < c2

uc (t) := f (t) :=
1 if t ≥ c. ..


 .

fi (t) if ci ≤ t.

Alternately, the graph of y = uc (t) is:
We can write it using step functions as:
f (t) = f0 (t) + uc1 (t)(f1 (t) − f0 (t))
c + uc2 (t)(f2 (t) − f1 (t))
..
.
+ uci (t)(fi (t) − fi−1 (t)).
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Examples of casewise functions using step functions Examples of step functions as casewise functions

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Aidan Sims Aidan Sims

Examples: write using step-functions:


2
3t − 1 if t < 0
 Examples: write as casewise functions
2
f (t) = 4t + t if 0 ≤ t < 3 f (t) = 7t + u1 (t)(sin(3t)) − t) + u7 (t)(e 7t − sin(3t)).

 2t
e if 3 ≤ t.

 f (t) = u0 (t) ln(t) + u1 (t)(6 − ln(t)) + u2 (t)(e t − 6).

sin(2t) if t < 1

f (t) = ln(3t) if 1 ≤ t < 2

 3
t if 2 ≤ t.

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 The Laplace transform and step functions Transforms and step functions: examples

MATH2310 MATH2310

Aidan Sims Aidan Sims

Only useful if we can calculate L{uc (t)f (t)}. Compute the following:
We can: L{uc (t)f (t)}(s) = e −cs L{f (t + c)}(s). L{u2 (t)e t }(s).
Challenge: prove this (substitute u = t − c in integral).
Hard to see what the formula says. Example: L{u1 (t) cos(3t)}(s).

L{u2 (t)t 2 }(s) = e −2s L{(t + 2)2 }(s) −3s

L−1 { s 2 +6s+9
e
}(t).
= e −2s L{t 2 + 4t + 4}(s)
 
−2s 2 4 4
=e + + . L−1 {e −2s s 2 }(t).
s3 s2 s

(linearity and transform table to get last line).

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Full Laplace Transform table Laplace transforms and products: convolution

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Aidan Sims f L(f ) Aidan Sims

1
{1} s s>0
Unfortunately, no formula for L{f (t)g (t)}(s).
b

{sin(bt)} s 2 +b 2
s>0 Though as we’ve seen, do-able in some cases
s f (t) = e at ,

{cos(bt)} s 2 +b 2
s>0
f (t) = t n ,
{e at }f (t)

L(f )(s − a) s>a f (t) = uc (t).
We can write a formula for L−1 {f (s)g (s)}(t), though.
 d
{tf (t)} − ds L(f )(s)
{uc (t)f (t)} e −sc L{f (t + c)}(s)
This is the convolution product.

{f 0 (t)} sL{f (t)}(s) − f (0)

Table: Full Laplace transform table

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 The convolution product and the Laplace transform Convolution example

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Aidan Sims Aidan Sims

Definition 0.11
If {f (t)} and R{g (t)} are integrable, then
t
(f ∗ g )(t) := 0 f (u)g (t − τ ) dτ is the convolution product of Eg. L−1 { (s 3 +4s)
2
}(t) = L−1 { 1s s 22+4 }(t) = {t} ∗ sin(2t).
f and g . Rt
So L−1 { (s 3 +4s)
2
}(t) = τ =0 τ sin(2t − 2τ ).
Theorem 0.12 By
R parts:
τ sin(2t − 2τ ) dτ = 12 τ cos(2t − 2τ ) + 14 sin(2t − 2τ ).
If {f (t)} and {g (t)} have Laplace transforms, then
L{(f ∗ g )(t)}(s) = L{f (t)}(s)L{g (t)}(s) for all s. So L−1 { (s 3 +4s)
2
}(t) = 1
4 sin(2t) − 2t .

Practical upshot:
L−1 {F (s)G (s)}(t) = (L−1 {F (s)} ∗ L−1 {G (s)})(t).

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Laplace transform and periodic functions Example

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Can simplify L{f (t)}(s) if f is periodic.
Aidan Sims Aidan Sims
Example: solve the IVP y 0 + 2y = g (t), y (0) = 0 where
Theorem 0.13
(
Suppose that f has period p in the sense that f (t + p) = f (t) 3 if 0 ≤ t < 1
for all t. Then g (t) :=
Rα 0 if t ≥ 1
L{f (t)}(s) = 1−e1−ps 0 e −st f (t) dt.

Eg. IRC circuit: L = 1, R = 2, C = 1. Example: solve the IVP y 00 + y = g (t) where y (0) = 0,
E (t) sinusoidal, but through a diode: y 0 (0) = 1 and
( (
sin(t) if 2nπ ≤ t ≤ (2n + 1)π for some n ∈ Z t if 0 ≤ t < 1
E (t) = g (t) :=
0 otherwise. 2e −(t−2) if t ≥ 1.
Infinitely many “steps” by hand. Only one with Laplace
transform. Challenge: solve this DE.
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