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    MA2001N Differential Equations: Lecture Notes For Weeks 9, 10 and 11

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    Temesgen Bihonegn
    This document provides an overview of Laplace transforms and how they can be used to solve ordinary differential equations. It defines the Laplace transform, giving the integral transform that takes a function from the time domain to the s-domain. It then derives the Laplace transforms of common functions like constants, exponentials, derivatives and integrals. Worked examples are provided to demonstrate how to take the Laplace transform of a first order ODE, solve it in the s-domain using partial fractions, and apply the inverse Laplace transform to obtain the solution in the time domain. Higher order derivatives and more complex examples requiring partial fractions are also discussed.

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    MA2001N Differential Equations: Lecture Notes For Weeks 9, 10 and 11

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    Temesgen Bihonegn
    23 views8 pages
    This document provides an overview of Laplace transforms and how they can be used to solve ordinary differential equations. It defines the Laplace transform, giving the integral transform that takes a function from the time domain to the s-domain. It then derives the Laplace transforms of common functions like constants, exponentials, derivatives and integrals. Worked examples are provided to demonstrate how to take the Laplace transform of a first order ODE, solve it in the s-domain using partial fractions, and apply the inverse Laplace transform to obtain the solution in the time domain. Higher order derivatives and more complex examples requiring partial fractions are also discussed.

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    lecture note

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    MA2001N_Weeks_9%2610%2611_Notes

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    This document provides an overview of Laplace transforms and how they can be used to solve ordinary differential equations. It defines the Laplace transform, giving the integral transform that takes a function from the time domain to the s-domain. It then derives the Laplace transforms of common functions like constants, exponentials, derivatives and integrals. Worked examples are provided to demonstrate how to take the Laplace transform of a first order ODE, solve it in the s-domain using partial fractions, and apply the inverse Laplace transform to obtain the solution in the time domain. Higher order derivatives and more complex examples requiring partial fractions are also discussed.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    23 views8 pages

    MA2001N Differential Equations: Lecture Notes For Weeks 9, 10 and 11

    Uploaded by

    Temesgen Bihonegn
    This document provides an overview of Laplace transforms and how they can be used to solve ordinary differential equations. It defines the Laplace transform, giving the integral transform that takes a function from the time domain to the s-domain. It then derives the Laplace transforms of common functions like constants, exponentials, derivatives and integrals. Worked examples are provided to demonstrate how to take the Laplace transform of a first order ODE, solve it in the s-domain using partial fractions, and apply the inverse Laplace transform to obtain the solution in the time domain. Higher order derivatives and more complex examples requiring partial fractions are also discussed.

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    of 8

    MA2001N Differential Equations

    Lecture Notes for Weeks 9, 10 and 11


    [8. La lace !ransfor"s# 8. Laplace Transforms $rdinar% differential equations can &e sol'ed &% usin( t)e La lace !ransfor" "et)od. !)e "et)od *orks &% transfor"in( fro" t)e do"ain of t)e inde endent 'aria&le, sa%, t)e t + do"ain, to a ne* do"ain, *)ic) *e *ill call t)e s + do"ain. !)e transfor"ation is defined in ter"s of an inte(ral, *)ic) is *ritten, for a function, f -t , , as
    L/ f -t , . = f -t , e s t dt = f - s ,
    0

    . in t)e ne* do"ain,

    -118,

    !)is is t)e La lace !ransfor", L/ f -t ,. 0

    f -t , f - s ,

    s.

    1erfor"in( suc) a transfor"ation can &e an ad'anta(e &ecause, after transfor"ation, an equation can often &e sol'ed "ore easil% in t)e s + do"ain t)an in t)e t + do"ain. After findin( t)e solution, in s , t)e result is t)en transfor"ed &ack to t)e t + do"ain, usin( an 2n'erse La lace !ransfor", to (i'e t)e final for" for t)e solution as a function of t)e ori(inal inde endent 'aria&le, t . We *ill no* consider t)e detailed e'aluation of so"e of t)e i" ortant functions t)at *e often co"e across in an ode t)at *e are tr%in( to sol'e. 8.1 Laplace Transform of a first derivative !)e La lace !ransfor" of t)e first deri'ati'e of a function, sa%, y y -t , , i.e., t)e La lace !ransfor" of dy 3 dt , is o&tained &% usin( -118, and is *ritten
    L/ dy dy s t . = e dt dt dt 0

    2nte(ratin( &% arts (i'es


    L/
    dy . =[ y e s t # y - s , e s t dt dt 0 0

    or 1

    MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,


    8.1 La lace !ransfor" of a first deri'ati'e -continued,
    L/ dy . = y -0, + s dt

    ye
    0

    s t

    dt

    -119,

    4ut notice t)at t)e inte(ral on t)e ri()t+)and side is no* itself t)e La lace !ransfor" of y . 5o, -119, &eco"es
    L/ dy . = y -0, + s L/ y. . dt

    !)is is a&&re'iated to
    L/ dy . = s y y -0, . dt

    -120,

    8.2

    Laplace Transform of a second derivative 6ollo*in( t)e a roac) in section 8.1, it is ossi&le to deri'e t)e La lace !ransfor" of d 2 y 3 dt 2 . 6irst *rite
    L/ d2y d 2 y s t . = e dt . 2 dt 2 0 dt

    !)en, inte(ratin( &% arts (i'es


    L/ d2y dy s t dy . =[ e # - s , e s t dt 2 dt dt dt 0 0 d2y . = y -0, + s dt 2

    or
    L/

    dy s t e dt . dt

    -121,

    4ut, as re'iousl%, notice t)at t)e inte(ral on t)e ri()t+)and side is itself t)e La lace !ransfor" of dy 3 dt . !)is )as alread% &een o&tained in section 8.1. 5o, usin( -120,, -121, &eco"es
    d2y dy L/ 2 . = y -0, + s L/ . dt dt L/ L/ d2y . = y -0, + s - s y y -0, , dt 2 d2y . = s 2 y s y -0, y -0, . dt 2

    -122,

    MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,


    8.3 Laplace Transforms of other functions -i, !)e La lace !ransfor" of a constant 7sin( -118, and assu"in( t)e transfor" of constant, k , is required,
    L/ k . = k e s t dt
    0

    1 L/ k . = [k - , e s t # s 0

    or
    L/ k . = k . s

    -128,

    -ii,

    !)e La lace !ransfor" of t)e e9 onential function 7sin( -118, and assu"in( t)e transfor" of t)e e9 onential function, e t , is required,
    L/ e t . = e t e s t dt
    0

    :o"&inin( t)e e9 onential ter"s (i'es


    L/ e t . = e -s , t dt
    0

    -12;,

    We "ust no* &e careful a&out t)e u er li"it of inte(ration. 6or t)e inte(ration to e9ist -in a ro erl% &ounded "anner, in t)e li"it as t tends to infinit%, t)e e9 onential ter" "ust &e raised to a ne(ati'e o*er. -2f t)is *ere not t)e case, t)e e9 onential ter" *ould e9)i&it un&ounded (ro*t) as t tends to infinit%., !)is "eans t)at t)e condition

    s>

    -12<,

    is necessar% for t)e inte(ral to &e &ounded in t)e li"it as t tends to infinit%. !)is condition -12<, "ust t)erefore also &e a condition for t)e La lace !ransfor" itself to e9ist. 5o, *it)

    s > fro" -12<,, *e can return to -12;, and inte(rate to (i'e


    L/ e t . = [
    1 e -s , t # - s , 0

    s> s> .
    -12=,

    or
    L/ e t . = 1 1 = , - s , - s ,

    MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,


    8.8 La lace !ransfor"s of ot)er functions -continued, -iii, La lace !ransfor"s of so"e ot)er functions As an e9ercise -see E9a" le 5)eet 8, question 1, %ou s)ould no* deri'e for %ourself t)e La lace !ransfor"s of so"e ot)er co""onl% occurrin( functions, as follo*s0 -a, -&, -c, -i',
    f -t , = sin t , f -t , = cos t ,
    f -t , = t n .

    Note on >uestion 1-d,, E9a" le 5)eet 8 Note t)e result in E9a" le 5)eet 8, question 1-d,, *)ic) s)o*s t)at for
    f -t , = e t g -t ,

    *e )a'e for t)e resultin( La lace !ransfor"


    L/ f -t ,. = g - s , ,

    s>

    or
    L/ e t g -t ,. = g - s , ,

    s> .

    ?a'in( deri'ed t)is -in ans*er to question 1-d,,, %ou s)ould realise )o* to a l% t)e (eneral result -for a function g -t , , in a articular e9a" le. 6or e9a" le, for g -t , = sin t , t)at is,
    f -t , = e t sin t ,

    t)e La lace !ransfor" can &e *ritten do*n at once as


    L/ f -t ,. =

    , -s , 2 + 2

    s> .

    -',

    !a&le of La lace !ransfor"s !)e co""onl% occurrin( functions to(et)er *it) t)eir La lace !ransfor"s can &e ta&ulated for ease of reference. 5ee a se arate )andout0 @!a&le of La lace !ransfor"sA. !)ese results "a% &e quoted as "a% &e required in a articular e9a" le. 2n ot)er *ords, %ou do not need to deri'e t)e transfor" fro" t)e definition eac) and e'er% ti"e it occursB si" l% look it u -or look u its in'erse, in t)e ta&le ro'ided. -!)e e9ce tion to t)is is, of course, if a (i'en question s ecificall% asks for a deri'ation., ;

    MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,


    8.4 Solving 1st Order odes using Laplace Transforms Wor ed !"ample #a$ 5ol'e t)e initial 'alue ro&le"
    dy y =k , dt
    y - 0, = b .

    -12C,

    DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD !ake t)e La lace !ransfor" of eac) ter" in -12C,, (i'in(


    L/ dy . L/ y. = L/k . . dt

    7sin( -120, and -128,, or quotin( fro" t)e !a&le of La lace !ransfor"s,
    - s y y - 0, , y = k . s

    Eearran(in( (i'es
    y - s 1, = y -0, + k . s

    7sin( t)e (i'en initial condition, y -0, = b , and rearran(in( (i'es


    y= k +b s . s - s 1,

    -128, 4% artial fractions, t)e ri()t+)and side of -128, can &e *ritten0
    k +b s A B + s s 1 s - s 1,

    -129,

    or

    A - s 1, + B s k + b s . A - 1, = k

    6or s = 0 0 and
    A = k .

    6or s = 1 0 and
    B = k +b .

    B -1, = k + b -1,

    <

    MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,


    Worked E9a" le -a, -continued, No* after co"&inin( -128, and -129, and usin( t)e e9 ressions for A and B , t)e solution for y in t)e s + do"ain &eco"es
    y = k k +b + . s s 1

    -180,

    We "ust no* use t)e in'erse La lace !ransfor" to o&tain t)e solution &ack in t)e t + do"ain. !)is is done as follo*s. 6ro" -128,, or fro" t)e !a&le of La lace !ransfor"s, *e )a'e, for e9a" le, t)e for*ard transfor"
    L/k. = k . s

    !)is "a% &e t)ou()t of as


    k k s

    or, in *ords, @ k &eco"es


    k after transfor"ation fro" t to s

    s A.

    !)e in'erse transfor" is si" l% t)ou()t of as


    k k s

    or, in *ords, @
    k &eco"es k after transfor"ation &ack fro" s

    s to t A.

    5i"ilarl%, fro" -12=,, or fro" t)e !a&le of La lace !ransfor"s, *e )a'e 6or*ard La lace !ransfor" 0
    L/e t . = 1 , s

    s>
    =

    or

    MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,


    Worked E9a" le -a, -continued,
    e t 1 , s

    s> ,

    *)ic) "a% &e t)ou()t of as @ e t &eco"es


    1 after transfor"ation fro" t to s

    s A.

    2n'erse La lace !ransfor" 0


    e t 1 , s

    s> ,

    *)ic) "a% &e t)ou()t of as @ A.


    1 &eco"es e t after transfor"ation &ack fro" s

    s to t

    We no* a l% t)is idea to -180,. After transfor"ation &ack fro"


    yy

    s to t , t)e t)ree ter"s in -180, &eco"e0

    k et

    k s 1 s 1

    - = 1, s >1 ,

    5o, after a l%in( t)e in'erse La lace transfor", t)e solution &ack in t)e t + do"ain, fro" -180,, is
    y = k + - k + b, e t .

    -181,

    A c)eck, at once, confir"s t)at -181, satisfies -12C,, includin( t)e initial condition. DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD !)at concludes Worked E9a" le -a,. No* tr% E9a" le 5)eet 8, question 2-a,. 4efore atte" tin( question 2-&, on E9a" le 5)eet 8, stud% carefull% t)e rocedure for doin( t)e artial fractions in Worked E9a" le -&,. Worked E9a" le -&, is (i'en on a se arate )andout. C

    MA2001N0 Lecture Notes for Weeks 9, 10 and 11 -continued,


    8.; 5ol'in( 1st $rder odeAs usin( La lace !ransfor"s-continued, 2n Worked E9a" le -&,, note t)e *a% to do artial fractions *)en t)e function of s in t)e deno"inator is a )i()er de(ree t)an linear. !)e (eneral idea is t)at t)e nu"erator )as to &e one de(ree less t)an t)e deno"inator. 6or e9a" le, t)e follo*in( left+)and side *ould &e *ritten as
    A -s , + B 1 C + . 2 - - s , + 1, - s , - - s , + 1, - s ,
    2

    $r, as anot)er e9a" le, t)e follo*in( left+)and side *ould &e *ritten as
    A -s , + B Cs+D 1 + 2 . 2 2 2 - - s , + 1, - s + , - - s , + 1, - s + 2 ,
    2

    >uestions 2-&, and 2-c, on E9a" le 5)eet 8 can no* &e atte" ted. 8.% Solving 2nd Order odes using Laplace Transforms !)e a roac) of section 8.;, as used in Worked E9a" les -a, and -&,, can &e e9tended to co'er t)e case of 2nd order odeAs. !)e &est *a% to illustrate t)is is &% *orked e9a" le. 5o, Worked E9a" le -c, s)ould &e studied carefull% as a "odel ans*er to an initial 'alue ro&le" in'ol'in( a 2nd order ode. Worked E9a" le -c, is (i'en on a se arate )andout. No* tr% E9a" le 5)eet 8, questions 8-a,, 8-&, and 8-c,. Note0 in question 8-&, of E9a" le 5)eet 8, re"e"&er t)at t)e artial fraction for" is0
    As2 + B s + C D s + E 2 + 2 . 2 s - s + ;, s8 s +;
    8

    DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD !)at concludes section 8 on La lace !ransfor"s. 2t is also t)e conclusion of t)e notes for t)e "odule as a *)ole, t)at is, t)e conclusion of MA2001N. DDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDDD

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