Assistance lecturer

Helwan University
Faculty Of Engineering At Mattaria
We need an easy method for solving linear differential
equations with initial conditions

This method will transform linear differential equations to
simple algebraic equations


Example:
y + 2y' 3y = g (t )
with the initial conditions y (0) = y' (0) = 0,

is transformed to: s
2
Y + 2sY 3Y = G, where Y and G are the
transforms of y and g, respectively.
Thus, we easily get: Y = G/ (s
2
+ 2s 3),
Finally, we apply the inverse transform to get y from Y.
Let f (t ) be a function defined and piecewise continuous on the
interval (0 s t < ). We define its Laplace transform F (s) by:

}

= =
0
) ( )] ( [ ) ( dt t f e t f L s F
st
Note that f (t ) is a function of t , while its transform F (s ) is a
function of s .
F (s ) may or may not exist.
f (t ) = 1
f (t ) = t
f (t ) = t
2
f (t ) = t
n

f (t ) = e
at

f (t ) = cos (et)
f (t ) = sin (et)
Find the Laplace transform of the following functions:
f (t ) f (s )
e
at

t
n

cos (et )
sin (et )
cosh (et )
sinh (et )
a s
1
1
!
+ n
s
n
2 2
e
e
+ s
2 2
e + s
s
2 2
e s
s
2 2
e
e
s

s s
=
otherwise
t if k
t f
0
5 2
) (
( )
s s st st
e e
s
k
kdt e dt t f e f L
5 2
5
2 0
) ( ) (

= = =
} }
Find the Laplace transform of the following function:
Solution:
Applying the definition we get:
Let F (s) = L[f (t )], and G (s) = L [ g (t ) ], and let a and
b be constants. Then:

L [a f (t ) + b g(t )] = a F (s) + b G (s)

Proof :
Follows easily from the integral definition of the Laplace
transform.
(Note that integration is linear.)
|
.
|

\
|
=
3
cos ) (
t
t t f
|
.
|

\
|
+
|
.
|

\
|
=
|
.
|

\
|

3
sin ) sin(
3
cos ) cos(
3
cos
t t t
t t t
) 1 ( 2
3
1
1
2
3
1 2
1
) (
2 2 2
+
+
=
+
+
+
=
s
s
s s
s
f L
Find the Laplace transform of :
Solution: Note that:
Now apply linearity to get:
Let F(s) = L [f (t)], and let a be a constant. Then:
L [e
at
f (t )] = F (s a ) = F (s )|
s sa


Proof:
Also follows easily from the integral definition:
} }

= =
0
) (
0
) ( ) ( )) ( ( dt t f e dt t f e e t f e L
t a s at st at
Solution: Using First Shifting, we get:
2
2
2
) 2 (
2
) 2 (
1 1
) ( ) (
+
= = =
+

s s
t L te L
s s
s s
t
Find the Laplace transform of:
f (t ) = t e
2t

Given a function F (s ), we seek a function f (t ), for
which F (s ) = L[f (t )].
f (t ) is then called the inverse Laplace transform
of F (s ), written f (t ) = L
1
[F (s )].
We can find f(t) by consulting the table of basic
transforms and/or apply the properties of the
Laplace transform.
Inverting the rules for the Laplace transform, we get:
)! 1 (
1
1
1

=
|
.
|

\
|

n
t
s
L
n
n
) sin(
1 1
2 2
1
t
s
L e
e e
=
|
.
|

\
|
+

( ) )] ( [ ) (
1 1
s F L e s F L
at
a s s

=
3
2
3 2
) (
s
s s
s F
+
=
! 2
3 2 1
1
3
1
2
1
)] ( [
2
3 2
1 1
t
t
s s s
L s F L + =
|
.
|

\
|
+ =

Find the inverse Laplace transform of :
We break the fraction into 3 parts, and apply linearity to get :
Solution:
5 2
) (
2
+ +
=
s s
s
s F
(

=
|
.
|

\
|
+

=
|
|
.
|

\
|
+ +
=

) 2 sin(
2
1
) 2 cos(
4
1
4 ) 1 (
)] ( [
2
1
2
1 1
t t e
s
s
L e
s
s
L s F L
t
t
Find the inverse Laplace transform of :
We first complete the square, apply first shifting and linearity
to get:
Solution:
8 2
) (
2
+
=
s s
s
s F
(

=
|
.
|

\
|

=
|
|
.
|

\
|
+
=

) 3 sinh(
3
1
) 3 cosh(
9
1
9 ) 1 (
)] ( [
2
1
2
1 1
t t e
s
s
L e
s
s
L s F L
t
t
Find the inverse Laplace transform of :
Complete the square first, and apply first shifting and linearity:
Solution 1:
2 4 ) 2 )( 4 (
) (

+
+
=
+
=
s
B
s
A
s s
s
s F
t t
e e s F L
2 4 1
3
1
3
2
)] ( [ + =

8 2
) (
2
+
=
s s
s
s F
Now multiply both sides by (s + 4)(s 2), substitute s = 4, 2 to get
A = 2/3 and B = 1/3. Finally, apply linearity to get:
Find the inverse Laplace transform of :
Factorize the bottom, and split the fraction:
Solution 2:
The previous method, called the method of Partial Fractions, is
useful when we need to find the inverse Laplace transform of a
rational function,
i.e. a fraction of polynomials of the form f (s ) / g (s ).
It is also useful in integrating rational functions.
The method allows us to write any rational functions f (s )/g (s ) ,
where f has degree less than g, as a sum of simple fractions.
) 1 )( 2 (
1
) (
2 2
+

=
s s s
s
s F
1 2 ) 1 )( 2 (
1
2 2 2 2
+
+
+

+ + =
+

s
E Ds
s
C
s
B
s
A
s s s
s
Now multiply both sides by s
2
(s 2)(s
2
+ 1), and substitute s = 0, 2 to
get: A = 1/ 2 and C = 1/ 20. Also, comparing the coefficients of s, s
4
,
and s
3
, we get: B = 1/ 4, D = 1/ 5, and E = 3/ 5.
Find the partial fraction expansion of :
Solution: We can write:
) 1 )( 2 (
1
) (
2 2
+

=
s s s
s
s F
1
) 5 / 3 ( ) 5 / 1 (
2
20 / 1 4 / 1 2 / 1
) 1 )( 2 (
1
2 2 2 2
+

+ =
+

s
s
s s s s s s
s
t t e t s F L
t
sin
5
3
cos
5
1
20
1
4
1
2
1
)] ( [
2 1
+ + =

Find the inverse Laplace transform of :

Solution: Since
We apply linearity to get:
Let F (s ) = L [f (t )], then:
L [f ' (t)] = s F (s ) f (0)
Proof: Using integration by parts, we get:
| |
| | | |
) 0 ( ) (
) ( ) 0 ( ) ( lim
) ( ) ( ) ( ) ( )] ( [
0
0
0
0
0
f s sF
dt t f e s f e t f e
dt t f e s t f e dt t f e t f L
st st
t
st st st
=
+ =
=
'
=
'
}
} }

Let F (s) = L [f (t )], then:

L [f (t )] = s
2
F (s) s f (0) f ' (0)
In General:
L (f
(n)
(t)) = s
n
F (s) s
n1
f (0) s
n2
f ' (0) f
(n1)
(0)

Proof: L[f (t)] = s L [f ' (t)] f ' (0)
= s [s F (s ) f (0)] f ' (0), etc..
Let F (s ) = L [f (t )], then:
) (
1
) (
0
s F
s
d f L
t
=
(

}
t t
Proof: Perform Integration by parts in the integral
definition.
We thus have:
}
=
(

t
d f s F
s
L
0
1
) ( ) (
1
t t
Starting with an initial value problem of the form
a y + b y' + c y = g (t),
with y (0) and y '(0) given,
we apply the Laplace Transform on both sides to get:
A (s
2
Y s y (0) y' (0)) + b (s Y y (0)) + c Y = G (s),
Now solve the algebraic equation for Y.
Then get the inverse transform y = L
1
(Y).
Taking the Laplace Transform on both sides,
we get:
s Y 1 2Y = 5/ (s 2)
Solving for Y, we get:
Y = 1/ (s 2) + 5/ (s 2)
2

Taking the inverse transform, we get:
y = e
2t
+ 5t e
2t
= (1 + 5t )e
2t
Solve y' 2y = 5e
2t
, y (0) = 1
Taking the Laplace Transform on both sides, we get:
[s
2
Y s(3) 0] + [s Y 3] 2Y = 6/s
Solving for Y, we get:
Y = (3s
2
+ 3s + 6)/ [s (s 1)(s + 2)]
Breaking Y into its partial fractions, we get:
Y = 3/s + 4/ (s 1) + 2/ (s + 2)
Taking the inverse transform, we get:
y = 3 + 4e
t
+ 2e
2t
Solve y + y' 2y = 6, with y (0) = 3, y' (0) = 0