AB2.8: Transforms of Derivatives and Integrals. Differential Equations

AB2.8: Transforms of Derivatives and Integrals.
Differential
Equations
THEOREM 5.2.1
Suppose that f (t) is continuous for all t 0 satisfies the condition
|f (t)| M ekt
(t 0)
for some constants k and M . and has a derivative f 0 (t) that is piecewise continuous on any
finite interval in the range t 0. Then the Laplace transform of the derivative f 0 (t) exists
when s > k, and
L (f 0 ) = sL (f ) f (0),
s > k.
PROOF
We first consider the case when f 0 (t) is continuous for all t 0. Then, by definitions and
integration by parts, we obtain the desired result
L (f 0 ) =
Z
0
est f 0 (t)dt == est f (t) + s

0
Z
0
est f (t)dt = 0 f (0) + sL (f ), s > k.
By applying the theorem to the second derivative, we obtain

L (f 00 ) = sL (f 0 ) f 0 (0) = s[sL (f ) f (0)] f 0 (0) = s2 L (f ) sf (0) f 0 (0).
Similarly,
L (f 000 ) = s3 L (f ) s2 f (0) sf 0 (0) f 00 (0).
Using the mathematical induction, we obtain the Laplace transforms for the general case of
the derivatives f (n) of an arbitrary order n = 1, 2, . . .
L (f (n) ) = sn L (f ) sn1 f (0) sn2 f 0 (0) . . . sf (n2) (0) f (n1) (0).
EXAMPLE 1 Laplace transform of f (t) = t2

Let f (t) = t2 , t 0. Find F (s).
Solution. We have
f 0 (t) = 2t,
f 00 (t) = 2,
so that
f (0) = 0,
f 0 (0) = 0,
f 00 (0) = 2.
Therefore,
L (f 00 ) = L (2) =
2
= s2 L (f ),
s
Resolving the latter equality with respect to s, we obtain the result

L (t2 ) =
2
.
s3
EXAMPLE 2 Laplace transform of cos t

Derive the Laplace transform of f (t) = cos t.
Solution. We have
f 00 (t) = 2 cos t = 2 f (t),
and
f (0) = 1,
f 0 (0) = 0.
Therefore,
L (f 00 ) = 2 L (f ) = s2 L (f ) sf (0) f 0 (0) = s2 L (f ) s.
Resolving the latter equality with respect to L, we obtain the result
L (f ) =
s
.
s2 + 2
EXAMPLE 2 Laplace transform of sin t

Derive the Laplace transform of f (t) = sin t.
Solution. We have
f 0 (t) = cos t,
f 00 (t) = 2 sin t = 2 f (t),
so that
f (0) = 0,
f 0 (0) = .
Therefore,
L (f 00 ) = 2 L (f ) = s2 L (f ) sf (0) f 0 (0) = s2 L (f ) .
Resolving the latter equality with respect to L, we obtain the result
L (f ) =
s2
.
+ 2
EXAMPLE 3
Find the Laplace transform of f (t) = sin2 t.
Solution. We have
f 0 (t) = 2 sin t cos t = sin 2t,
f 00 (t) = 2 cos 2t,
so that
f (0) = 0,
f 0 (0) = 0,
f 00 (0) = 2.
Therefore,
L (f 00 ) = 2L (cos 2t) =
2s
= s2 L (f ) sf (0) f 0 (0) = s2 L (f ).
+4
s2
Resolving the equality

2s
= s2 L (f )
+4
s2
with respect to s, we obtain the result
2
.
+ 4)
L (sin2 t) =
s(s2
EXAMPLE 4
Find the Laplace transform of f (t) = t sin t.
Solution. We have f (0) = 0 and
f 0 (t) = sin t + t cos t,
f 0 (0) = 0;
f 00 (t) = 2 cos t 2 t sin t = 2 cos t 2 f (t),

so that
L (f 00 ) = 2L (cos t) 2 L (f ) = s2 L (f ) sf (0) f 0 (0) = s2 L (f ).
s
2 L (f ) = s2 L (f )
2
+
with respect to L, we obtain the result
2
s2
L (f ) = L (t sin t) =
(s2
2s
.
+ 2 )2
Differential Equations. Initial value problems

Begin with the initial value problem
y 00 + ay 0 + by = r(t),
y(0) = K0 ,
y 0 (0) = K1
(a, b = const).
(1)
Describe Laplaces method for solving this nitial value problem.

First step. Writing
Y = L, R = L (r)
we apply the Laplace transform to (1) and obtain
L (y 00 ) + aL (y 0 ) + bL (y) = R
or
[s2 Y sy(0) y 0 (0)] + a[sY y(0)] + bY = R.
This is called the subsidiary equation and reduces to
(s2 + as + b)Y = (s + a)y(0) + y 0 (0) + R(s).
Second step. Solve the subsidiary equation using the transfer function
Q = Q(s) =
s2
1
+ as + b
(2)
to obtain
Y (s) = [(s + a)y(0) + y 0 (0)]Q(s) + R(s)Q(s).
If y(0) = y 0 (0) = 0 this is simply Y = RQ and Q is the quotient
Q=
Y
L(output)
=
R
L(input)
Third step. Determine

y(t) = L1 (Y )
by rearranging (3) algebraically to a sum of elementary transforms.
EXAMPLE 5
Solve the initial value problem
y 00 y = t,
y(0) = 1,
y 0 (0) = 1.
Solution. In this case, we have, in terms of (1),

a = 0,
b = 1,
r(t) = t,
K0 = K1 = 1.
Apply Laplaces method for solving this nitial value problem.

First step. Write
1
Y = L, R = L (r) = L (t) = 2
s
00
and apply the Laplace transform to y y = t to obtain
L (y 00 ) L (y) = R
and then the subsidiary equation
[s2 Y sy(0) y 0 (0)] Y =
or
1
.
s2
1
.
s2
(s2 1)Y = s + 1 +
Q = Q(s) =
s2
1
1
to obtain
Y (s) = [s + 1]Q(s) +
s+1
1
1
1
1
1
Q(s) = 2
+ 2 2
=
+ 2
2.
2
s
s 1 s (s 1)
s1 s 1 s

1
y(t) = L
(Y ) = L
1
1
1
+ L1 2
L1 2 = et + sinh t t.
s1
s 1
s
(3)
Laplace transform of the integral of a function
THEOREM 5.2.2
Let F (s) be the Laplace transform of f (t). If f (t) is piecewise continuous on any finite interval
in the range t 0 and satisfies the condition
|f (t)| M ekt
(t 0)
for some constants k and M , then

L
Z t
f ( )d
or
Z t
1
= F (s) (s > 0, s > k),
s
f ( )d = L
1
F (s)
s
PROOF
If f (t) is piecewise continuous and satisfies the condition
|f (t)| M ekt
for k > 0 and M > 0, the integral
g(t) =
Z t
(t 0)
f ( )d
is continuous and from the above inequality, we obtain

Z t
Z t
M kt
M kt
|g(t)|
(e 1)
e
(k > 0),
|f ( )|d M
ek d =
k
k
0
0
which means that g(t) also satisfies this inequality. Also g 0 (t) = f (t); consequently, g 0 (t) is
piecewise continuous on each finite interval in the range t 0 and
L [f (t)] = L [g 0 (t)] = sL (g) g(0)
(s > k).
Here, g(0) = 0 and

F (s) = L (f ) = sL (g)
and finally
L (g) = L
Z t
f ( )d
1
= F (s).
s
EXAMPLE 7
Let
L (f ) =
Find f (t).
Solution. We have
L
so that
L
"
s(s2
1
.
+ 2)
1
1
= sin t
2
2
s +
#
1Zt
1 Zt
1
=
sin
d
=
(1 cos t).
s(s2 + 2 )
0
2 0
PROBLEM 5.2.1
y 0 + 3y = 10 sin t,
y(0) = 0.
Solution. Apply Laplaces method for solving this nitial value problem.
First step. Write
10
Y = L, R = L (10 sin t) = 2
s +1
0
and apply the Laplace transform to y + 3y = 10 sin t to obtain
L (y 0 ) + 3L (y) =
10
+1
s2

[sY y(0)] + 3Y =
or
10
.
+1
s2
10
.
+1
(s + 3)Y =
s2
Q = Q(s) =
to obtain
Y (s) =
1
s+3
1
10
10
A
Bs + C
Q(s) = 2
=
+ 2
.
+1
s +1s+3
s+3
s +1
s2
Find A, B, C by equating
10 = A(s2 + 1) + (Bs + C)s + 3,
which yields
A = 1,
B = 1,
C = 3.
Third step. Determine the desired solution

1
y(t) = L
(Y ) = L
1
s
1
L1 2
+ 3L1 2
= e3t cos t + 3 sin t.
s+3
s +1
s +1
PROBLEM 5.2.5
y 00 + ay 0 2a2 y = 0,
y(0) = 6,
y 0 (0) = 0
(a = const).
Solution. In this case, we have, in terms of (1),

b = 2a2 ,
r(t) = 0,
K0 = 6,
K1 = 0.
Apply Laplaces method for solving this nitial value problem.
First step. Write

Y = L(y),
R = L (r) = 0
and apply the Laplace transform to y 00 + ay 0 2a2 y = 0 to obtain

L (y 00 ) + aL (y 0 ) 2a2 L (y) = 0
[s2 Y sy(0) y 0 (0)] + a[sY y(0)] 2a2 Y = 0.
or
(s2 + as 2a2 )Y = 6(s + a).
Q = Q(s) =
s2
1
+ as 2a2
to obtain
Y (s) = 6(s + a)Q(s) = 6
y(t) = L1 (Y ) = 6
6
s2
s2
s+a
+ as 2a2
s
a
+6 2
=
2
+ as 2a
s + as 2a2
s
a
+6
=
2
2
2
(s +
(a/2) 2a
(s + a/2) (a/2)2 2a2
s
a
6
+6
=
2
2
2
(s + a/2) (3a/2)
(s + a/2) (3a/2)2
a/2)2
6e(a/2)t cosh (3a/2)t + 4e(a/2)t sinh (3a/2)t = 2e2at + 4eat .
PROBLEM 5.2.11
Find
F (s) = L (cos2 t).
Solution. Set
f = cos2 t,
cos2 t = 1 sin2 t,
f (0) = 1,
f 0 = 2 cos t sin t = 2 sin 2t.
Now
2
= sL (f ) 1.
+4
Resolving the latter equality with respect to L yields
L ( sin 2t) =

s2
1
2
1
L (f ) =
1 2
=
s
s +4
s
s2 + 2
.
s2 + 4
PROBLEM 5.2.12a
Find the Laplace transform of f (t) = t cos t.
Solution. We have f (0) = 0 and
f 0 (t) = cos t t sin t,
f 0 (0) = 1;
f 00 (t) = 2 sin t 2 t cos t = 2 sin t 2 f (t),
so that
L (f 00 ) = 2L (sin t) 2 L (f ) = s2 L (f ) sf (0) f 0 (0) = s2 L (f ) 1.

2 2
2 L (f ) = s2 L (f ) 1
2
2
s +
with respect to L, we obtain the result
L (f ) = L (t cos t) =
s2 2
.
(s2 + 2 )2
PROBLEM 5.2.12b
Prove that
1
1
2
(s + 2 )2
Solution. We have
1
(sin t t cos t).
2 3
(s2 2 )
,
(s2 + 2 )2
,
L (sin t) = 2
s + 2
L (t cos t) =
so that
(s2 2 )
2 3
L (sin t t cos t) = 2
2
= 2
,
s + 2
(s + 2 )2
(s + 2 )2
which yields the desired formula.
PROBLEM 5.2.13
Find f (t) for
F (s) = L (f ) =
Solution. We have
Z t
and
f (t) =
Z t
0
1
+ 4s
1 1
1
= L (e4t ),
ss+4
s
F (s) =
so that
s2
1
= L (e4t ),
s
1
e4 d = (1 e4t ).
4

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AB2.8: Transforms of Derivatives and Integrals.

est f 0 (t)dt == est f (t) + s

est f (t)dt = 0 f (0) + sL (f ), s > k.

By applying the theorem to the second derivative, we obtain

EXAMPLE 1 Laplace transform of f (t) = t2

Resolving the latter equality with respect to s, we obtain the result

EXAMPLE 2 Laplace transform of cos t

EXAMPLE 2 Laplace transform of sin t

f 00 (t) = 2 sin t = 2 f (t),

f 00 (t) = 2 cos 2t,

Resolving the equality

f 00 (t) = 2 cos t 2 t sin t = 2 cos t 2 f (t),

Differential Equations. Initial value problems

Describe Laplaces method for solving this nitial value problem.

Third step. Determine

Solution. In this case, we have, in terms of (1),

Apply Laplaces method for solving this nitial value problem.

Third step. Determine

Laplace transform of the integral of a function

for some constants k and M , then

is continuous and from the above inequality, we obtain

Here, g(0) = 0 and

and then the subsidiary equation

Third step. Determine the desired solution

Solution. In this case, we have, in terms of (1),

Apply Laplaces method for solving this nitial value problem.

First step. Write

and apply the Laplace transform to y 00 + ay 0 2a2 y = 0 to obtain

6e(a/2)t cosh (3a/2)t + 4e(a/2)t sinh (3a/2)t = 2e2at + 4eat .

f 0 = 2 cos t sin t = 2 sin 2t.

f 00 (t) = 2 sin t 2 t cos t = 2 sin t 2 f (t),

L (f 00 ) = 2L (sin t) 2 L (f ) = s2 L (f ) sf (0) f 0 (0) = s2 L (f ) 1.

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