Advanced Engineering

Mathematics
Note 6 – Laplace Transforms
CHUNG, CHIH-CHUNG
Outline
Introduction & Partial Fractions

Laplace Transform. Linearity. First Shifting Theorem (s-Shifting)

(Ch6.1)
Transforms of Derivatives and Integrals. ODEs (Ch6.2)

Unit Step Function (Heaviside Function). Second Shifting

Theorem (t-Shifting) (Ch6.3)

Short Impulses. Dirac’s Delta Function. Partial Fractions (Ch6.4)

2
Outline
Convolution. Integral Equations (Ch6.5)

Differentiation and Integration of Transforms.

ODEs with Variable Coefficients (Ch6.6)

Systems of ODEs (Ch6.7)

Laplace Transform：General Formulas (Ch6.8)

3
L {eat(f)}=F(s-a)
L (f’)=s L (f) –f(0)
L (f’’)=s2 L (f) –sf(0)-f’(0)

L { f(t-a) u(t-a) } = e-as F(s)

 Introduction
The process of solving an ODE using the Laplace transform
method consists of three steps, shown schematically

Introduction 5
 Introduction
y(t)Y(s)

y(t)Y(s)

Introduction 6
 Introduction
 key motivation for learning about Laplace transforms

Solving an ODE is simplified to an algebraic problem

Problems are solved more directly

Use of the unit step function (Heaviside function in Sec. 6.3) and
Dirac’s delta (in Sec. 6.4) make the method particularly powerful for
problems with inputs (driving forces) that have discontinuities or
represent short impulses or complicated periodic functions.

Introduction 7
 Partial Fractions
 A/B

A and B are polynomials

The degree of A is less than the degree of B

 In case of the degree of A is less than the degree of B

Partial Fractions 8
 Partial Fractions
 分母B的組合類別：

unrepeated real factor s – ai

unrepeated complex conjugate factor

[s – (α+βi)][s – (α–βi)] = s2 – 2αs + (α2+β2)

repeated real factor (s – ai)2, (s –ai)3, etc.

repeated complex conjugate

[s2 – 2αs + (α2+β2)]2, [s2 – 2αs + (α2+β2)]3, etc.

Partial Fractions 9
 Partial Fractions
 unrepeated real factor s – ai

同乘左式分母 1 = A1(s+1)(s+2) + A2s(s+2) + A3s(s+1)

s = 0 → 1 = A1(0+1)(0+2) ∴ A1 = ½ = 0.5
s = –1 → 1 = A2(–1)(–1+2) ∴ A2 = –1
s = –2 → 1 = A3(–2)(–2+1) ∴ A3 = ½ = 0.5

Partial Fractions 10
 Partial Fractions
unrepeated complex conjugate factor

s2+4 =(s–2i)(s+2i), s2+2s+2=[s+(1– i)][s+(1+ i)]

同乘左式分母 1 = 20 = (As+B)(s2+2s+2) + (Ms+N)(s2+4)

s3 : 0 = A + M , s2 : 0 = 2A + B + N
s1 : 0 = 2A + 2B + 4M , s0 : 20 = 2B + 4N

A = –2, B = –2, M = 2, N = 6

Partial Fractions 11
 Partial Fractions
repeated real factor

同乘左式分母 s3 – 4s2 + 4 = A2(s–2)(s–1) + A1s (s–2)(s–1)

+ Bs2(s–1) + Cs2(s–2)

unrepeated factor

s= 2 → 8 – 16 + 4 = B‧4‧1, – 4 = 4B ∴B=–1
s= 1 → 1 – 4 + 4 = C‧1‧(–1), 1 = – C ∴C=–1

Partial Fractions 12
 unrepeated factor
s3 – 4s2 + 4 = A2(s–2)(s–1) + A1s (s–2)(s–1)
+ Bs2(s–1) + Cs2(s–2)

Let s= 0 → 0 – 0 + 4 = A2·(–2)·(–1), 4 = 2A2 ∴ A2 = 2

A1  Solution 1 : 將上式微分

3s2 – 8s = A2[(s–1)+(s–2)]+ A1[(s–2)(s–1)+s(s–1)+s(s–2)]

+ B[2s (s–1)+s2] + C[2s(s–2) +s2 ]

s= 0 → 0 = A2· (–3) + A1·2 ∴ A1 = 3

Partial Fractions 13
 A1  Solution 2 : 將上式同乘s

Let s∞

1 = A1 + B + C = A1 + (– 1) + (– 1) ∴ A1 = 3

Partial Fractions 14
 s3 – 4s2 + 4 = A2(s–2)(s–1) + A1s (s–2)(s–1)
+ Bs2(s–1) + Cs2(s–2)

A1  Solution 3 :找一適當數字（≠0,1,2）, 例如s = 3

27 – 36 + 4 = A2 · 2 + A1 · 6 + B · 18 + C · 9 → A1 = 3

Partial Fractions 15
 Partial Fractions
repeated complex conjugate

Ex. [s2 – 2αs + (α2+β2)]2  Needs partial fractions

Ex. [s2 – 2αs + (α2+β2)]3  Needs partial fractions

Partial Fractions 16
 Laplace Transform. Linearity. First Shifting
Theorem (s-Shifting)
 Let f(t) be a given function that is defined for all t≥0

∞
 Laplace transform: F(s) = L (f)= ∫0
e − st f (t )dt.

Note: ƒ(t) is such that the integral exists

 Inverse transform:
f(t) = L −1(F)

Ch6.1 Laplace Transform 17

 Ex1：f(t)=1 for t ≥ 0, find F(s)
∞ ∞ − 1 − st ∞ 1
F(s) = L (f)= ∫0 e − st
f (t )dt = ∫ − st
e 1dt = e =
0 s 0 s (s>0)

Ex2：f(t)= eat for t ≥ 0, where a is a constant

∞ ∞ 1 −( s − a )t ∞ 1
F(s) = L (f)= ∫0 e f (t )dt = ∫0
− st − st at
e e dt = e =
a−s 0 s−a
(s-a>0)

Ch6.1 Laplace Transform 18

Ch6.1 Laplace Transform 19
 Theorem 1
Linearity of the Laplace Transform
 L {af(t) + bg(t)}= aL {f(t)} + bL {g(t)}

Proof:

L -1{af(t) + bg(t)}= aL -1 {f(t)} + bL -1 {g(t)}

Ch6.1 Laplace Transform 20

 Ex. Find the transforms of cosh(at) and sinh(at)

cosh(at) = (eat + e–at)/2, sinh(at) = (eat – e–at)/2

Ch6.1 Laplace Transform 21

 Ex. Transform of ta (a>0)

∞ ∞
F(s) = L (f)= ∫0 f (t )dt = ∫ e − st t a dt
− st
e
0

let st = x
a
∞  x  dx 1 ∞ −x a 1 ∞ − x ( a +1) −1
Γ(a + 1)
→∫ −x
e   = a +1 ∫ e x dx = a +1 ∫ e x dx =
1
a +1
0
 
s s s 0 s 0
s

(Note: a!= Γ(a + 1) )

Ch6.1 Laplace Transform 22

 Ex. Transform of tn
∞ Γ(a + 1)
已知F(s) = L (f)= ∫0 e − st t a dt =
s a +1
n!
for integer a = n ≧ 0  L (tn)= n +1
s
Induction hypothesis（歸納法）

n=0  L (tn)= L (1)=0!/s0+1  OK.

n=n  L (tn)=n!/sn+1 也成立
∞ 1 − st n +1 ∞ − 1 ∞
∫ − ⋅ (n + 1) ∫ e − st t n dt
− st n +1
for n+1 L (tn+1)= e t dt = − e t
0 s 0 s 0

n + 1 L (tn)= (n + 1)!
= s n+2 也成立
s
23

Ch6.1 Laplace Transform 22

 Theorem 2 - First Shifting Theorem
 Replacing s by s – a in the Transform
 If ƒ(t) has the transform F(s) (where s > k for some k), then eatƒ(t)
has the transform F(s – a)

L {eat(f)}=F(s-a)  eat(f) = L -1{F(s-a)}

 proof

Ch6.1 Laplace Transform 24

 Ex. Find (f)

Ch6.1 Laplace Transform

 Existence and Uniqueness of Transforms
 Growth restriction

A function f(t) has a Laplace transform if it does not grow too fast, say, if
for all t≧0 and some constant M and k, it satisfies the “Growth restriction”

|f(t)|≦ Mekt

sometime called “Growth of exponential order”

ƒ(t) need not be continuous, but it should not be too bad. The
technical term is “piecewise continuity”
ƒ(t) is piecewise continuous on a finite interval a ≤ t ≤ b

Ch6.1 Laplace Transform 26

 This then gives finite jumps as in Fig. 115 as the only possible discontinuities,
but this suffices in most applications, and so does the following theorem.

Ch6.1 Laplace Transform 27

 Theorem 3: Existence Theorem for
Laplace Transforms
 If f(t) is defined and piecewise continuous on every finite interval
on the semi-axis t ≥ 0 and satisfies growth restriction for all t ≥ 0
and some constants M and k, |f(t)|≦ Mekt

 then the Laplace transform L (f) exists for all s > k.

Ch6.1 Laplace Transform 28

 Uniqueness
 If the Laplace transform of a given function exists, it is unique.

 The inverse of a given transform is unique too.

 If the two continuous functions have the same transform, they are
completely identical.

 If the two functions have the same transform, these functions cannot
differ over an interval of positive length, although they may differ at
isolated points.

Ch6.1 Laplace Transform 29

 Transforms of Derivatives and Integrals
 Theorem 1
The transforms of the first and second derivatives of ƒ(t) satisfy

L (f’)=s L (f) –f(0) …(1)

L (f’’)=s2 L (f) –sf(0)-f’(0) …(2)
|f(t)|≦ Mekt
(1) holds if ƒ(t) is continuous for all t ≥ 0 and satisfies the growth restriction
(2) in Sec. 6.1 and ƒ'(t) is piecewise continuous on every finite interval on
the semi-axis t ≥ 0.

(2) holds if ƒ and ƒ' are continuous for all t ≥ 0 and satisfy the growth
restriction and ƒ" is piecewise continuous on every finite interval on the
semi-axis t ≥ 0.
Ch 6.2 Transforms of Derivatives and Integrals 30
  Proof

= -f(0)+s L (f) s>k

Ch 6.2 Transforms of Derivatives and Integrals 31

 Theorem 2
 Laplace Transform of the Derivative ƒ(n) of any order

Let ƒ, ƒ', ……. ,ƒ(n-1) be continuous for all t ≥ 0 and satisfy the
growth restriction (2) in Sec. 6.1. Furthermore, let ƒ(n) be piecewise
continuous on every finite interval on the semi-axis t ≥ 0. Then the
transform of ƒ(n) satisfies

L (f(n))=sn L (f) –sn-1f(0)-sn-2f’(0)- …- f(n-1)(0)

Ch 6.2 Transforms of Derivatives and Integrals 32

 Ex1. ƒ(t) = cosωt, ƒ(0) = 1
ƒ'(t) = - ω sinωt, ƒ'(0) = 0
 ƒ"(t) = – ω2cosωt
 L (f’’)=s2 L (f) –sf(0)- f’(0)
 -ω2 L (cosωt) = s2 L (cosωt) - s

Ch 6.2 Transforms of Derivatives and Integrals 33

 Ex2. ƒ(t) = sinωt, ƒ(0) = 0
ƒ'(t) = ω cosωt, ƒ'(0) = ω
 ƒ"(t) = – ω2sinωt
 L (f’’)=s2 L (f) –sf(0)- f’(0)
 -ω2 L (sinωt) = s2 L (sinωt) - ω

Ch 6.2 Transforms of Derivatives and Integrals 34

 Ex3. ƒ(t) = t sinωt, ƒ(0) = 0
ƒ'(t) = sinωt + ωtcosωt, ƒ'(0) = 0
 ƒ"(t) = 2ωcosωt – ω2tsinωt
 L (f’’)=s2 L (f) –sf(0)- f’(0)
 2ω L (cosωt) – ω2 L (tsinωt) = s2 L (f)

Ch 6.2 Transforms of Derivatives and Integrals 35

 Theorem 3
 Laplace Transform of Integral
Let F(s) denote the transform of a function ƒ(t) which is piecewise
continuous for t ≥ 0 and satisfies a growth restriction (2), Sec. 6.1.
Then, for s > 0, s > k, and t > 0,

Ch 6.2 Transforms of Derivatives and Integrals 36

  Proof
set g(t) = , when k>0
“Growth restriction”
|f(t)|≦ Mekt

g(t) satisfies the growth restriction

Ch 6.2 Transforms of Derivatives and Integrals 37

 also g'(t) = f(t), except at points which f(t) is discontinuous, hence g'(t)
is piecewise continuous

Ch 6.2 Transforms of Derivatives and Integrals 38

 Ex. find the inverse of

Ch 6.2 Transforms of Derivatives and Integrals 39

 Solve Differential Equations
 y" + ay' + by = r(t), y(0) = K0, y'(0) = K1

Step 1. Setting up the subsidiary equation

L ( y" + ay' + by = r )

→ L (y") + a L (y') + b L (y)= L (r)

→ [s2 L (y) – sy(0) – y'(0)] + a[sL (y) – y(0)] + b L (y) = L (r)

→ [s2Y(s) – sy(0) – y'(0)] + a[sY(s) – y(0)] + bY(s) = R(s)

→ (s2 + as + b)Y(s) = (s + a)y(0) + y'(0) + R(s)

Ch 6.2 Transforms of Derivatives and Integrals 40

 Step 2. Solution of the subsidiary equation by algebra
=Q(s)
Y(s) = [(s + a)y(0) + y'(0) + R(s)]

Y(s) = [(s + a)y(0) + y'(0)]Q(s) + R(s)Q(s)

where Q(s) is called transfer function and Q(s) =

if initial conditions y(0) = y'(0) = 0

Y(s) = R(s)Q(s) Q=Y(s)/R(s)

Note that Q depends neither on r(t) nor on the initial conditions (but
only on a and b).

41
 Step 3. Inversion of Y to obtain y(t) = L –1 {Y(s)}

Ch 6.2 Transforms of Derivatives and Integrals

 Ex. y" – y = t, y(0) = 1, y'(0) = 1

 Step.1 L ( y" – y = t ) = L (y") –L (y)= L (t)

 [s2 L (y) – sy(0) – y'(0)] –L (y) = L (t)

[s2 Y(s) – s – 1] –Y(s) = 1/ s2

(s2 – 1) Y(s) = s + 1 + 1/s2

s +1 1 s +1  1 1
 Step.2 Y(s) = + = +  − 
( )
s2 −1 s2 s2 −1 s2 −1  s2 −1 s2 

 Step.3

Ch 6.2 Transforms of Derivatives and Integrals 42

 Ex. y" + y' + 9y = 0, y(0) = 0.16, y'(0) = 0

 Step.1 L ( y" + y' + 9y = 0 ) = L (y") + L (y') + 9L (y) = L (0)

 [s2 L (y) – sy(0) – y'(0)]+[s L (y) – y(0)]+9 L (y) = 0
[s2Y(s) – 0.16s] + [sY(s) – 0.16] + 9Y(s) = 0
(s2 +s +9) Y(s) = 0.16(s+1)
 Step.2

Ch 6.2 Transforms of Derivatives and Integrals

  Step.3

 Advantages of Laplace transform?

Ch 6.2 Transforms of Derivatives and Integrals 44

 Ex. y" + y = 2t , y(π/4)= π/2, y’(π/4)= 2-√2
initial conditions given at some t = t0 > 0 instead of t=0
 set t = ṫ+ t0, so that t = t0 gives ṫ = 0 and the Laplace
transform can be applied

set t = ṫ + π /4, so that t = t0 = π /4 gives ṫ = 0

y" + y = 2t  y“(ṫ) + y(ṫ) = 2(ṫ + π /4), y(0)= π/2, y’(0)= 2-√2

L {y“(ṫ) + y(ṫ) = 2(ṫ + π /4)}

Partial fraction
Ch 6.2 Transforms of Derivatives and Integrals 45
 ṫ =t - π /4 sin(ṫ) = sin(t - π /4)
= sint cos(π /4)-cost sin(π /4)
= (1/ √2)(sint -cost)

y = 2t - sint + cost

Ch 6.2 Transforms of Derivatives and Integrals 46

 Unit Step Function (Heaviside Function).
Second Shifting Theorem (t-Shifting)
 This section and the next one are extremely important because
we shall now reach the point where the Laplace transform method
shows its real power in applications and superiority over the
classical approach of Chap. 2.

We shall introduce two auxiliary functions, the unit step function
or Heaviside function u(t − a) (in Sec. 6.3) and Dirac’s delta δ(t − a)
(in Sec. 6.4).

Ch 6.3 Unit Step Function 47

 Unit Step Function

0, if t < a (t − a < 0)

u (t − a ) =  ( a ≥ 0)
1, if t > a (t − a > 0)

Ch 6.3 Unit Step Function 48

 Laplace Transform of u(t – a) , u(t)
 L {u(t – a)} = e-as/s, s>0

L {u(t )}= L {u(t – 0)} = e-0s/s = 1/s = L (1), s>0

 Proof:

Ch 6.3 Unit Step Function 49

Ch 6.3 Unit Step Function 50
Ch 6.3 Unit Step Function
Ch 6.3 Unit Step Function 52
 Theorem 1：Second Shifting Theorem;
Time Shifting（t-shifting）
If ƒ(t) has the transform F(s), then the “shifted function”

~ 0 if t < a (t − a < 0)
f (t ) = f (t − a )u (t − a ) = 
 f (t − a ) if t > a (t − a > 0)
~
L {f(t)} = L { f(t-a) u(t-a) } = e-as F(s) = e-as L { f(t)}

f(t-a) u(t-a) = L -1 {e-as F(s)}

~
Or L {f(t)} = L { f(t) u(t-a) } = e-as L { f(t+a)}

Ch 6.3 Unit Step Function 53

  Proof
Set τ + a = t → τ = t – a , d τ =dt
Lower limit τ = 0 → t = a

Ch 6.3 Unit Step Function 54

 Ex. L {5sin(t – 2)u(t – 2)}

known L { f(t-a) u(t-a) } = e-as L { f(t)}

L {5sin(t – 2)u(t – 2)} = 5e-2s L { sin(t) }

Ch 6.3 Unit Step Function 55

 Ex.

 2 if 0 < t < 1 2*[u(t) - u(t-1)]


f (t ) = t 2 / 2 if 1 < t < π / 2 t2/2*[u(t-1) - u(t-π/2)]
 cos t if t > π / 2
 cost*[u(t-π/2)]

Ch 6.3 Unit Step Function 56

  Step 1: f(t) = 2[u(t) – u(t – 1)] + t2/2*[u(t-1) - u(t-π/2)]
+ cost*[u(t-π/2)]
 Step 2: apply t-shifting theorem L { f(t-a) u(t-a) } = e-as L { f(t)}
 L {2[u(t) – u(t – 1)]} =

 L {t2/2*u(t-1)} =
= e-s L (t2/2 + t + ½)
= e-s( )
=

Ch 6.3 Unit Step Function 57

 

= e-πs/2 L (t2/2 + π t/2 + π2/8)

Ch 6.3 Unit Step Function 58

 

= e-πs/2 L (-sint)

Note: cos(t)=cos[(t- π/2)+ π/2]

= cos (t- π/2) cos (π/2) - sin (t- π/2) sin (π/2)
= - sin(t - π/2)

Ch 6.3 Unit Step Function 59

 Solution 2
 Step 1: f(t) = 2[u(t) – u(t – 1)] + t2/2*[u(t-1) - u(t-π/2)]
+ cost*[u(t-π/2)]
 Step 2: apply t-shifting theorem L { f(t) u(t-a) } = e-as L { f(t+a)}

 L {t2/2*u(t-1)} =

Ch 6.3 Unit Step Function 60

 Solution 2
apply t-shifting theorem L { f(t) u(t-a) } = e-as L { f(t+a)}

Ch 6.3 Unit Step Function 61

 Ex.

(1)
apply t-shifting theorem L { f(t-a) u(t-a) } = e-as L { f(t)}

Ch 6.3 Unit Step Function 62

 (2)
apply t-shifting theorem L { f(t-a) u(t-a) } = e-as L { f(t)}

Ch 6.3 Unit Step Function 63

 (3) apply s-shifting theorem L {eat(f)}=F(s-a)

apply t-shifting theorem L { f(t-a) u(t-a) } = e-as L { f(t)}

Ch 6.3 Unit Step Function 64

 sin[π(t –1)] = sinπt cosπ – cosπt sinπ = –sinπt
Note:
sin[π(t –2)] = sinπt cos2π – cosπt sin2π = sinπt

Ch 6.3 Unit Step Function 65

 Short Impulses. Dirac’s Delta Function
 Impulse function
fk(t – a) = (1/k) [ u(t – a) – u(t –(a+k)) ]

Ch 6.4 Short Impulses Dirac’s Delta Function 66

  Laplace transform of function fk(t – a)

apply t-shifting theorem

L {fk(t – a)}
L { f(t-a) u(t-a) } = e-as L { f(a)}

= L { (1/k) [u(t-a)-u(t-(a+k)] }

Ch 6.4 Short Impulses Dirac’s Delta Function 67

  Dirac delta function δ(t – a) (unit impulse function)

∞
∫0
δ (t − a )dt = 1
∞ a
∫0
g (t )δ (t − a )dt = ∫ g (t )δ (t − a )dt = g (a )
0

Continuous function

Ch 6.4 Short Impulses Dirac’s Delta Function 68

  Laplace transform of Dirac delta function δ(t – a)

因k0
所以先進行微分

Ch 6.4 Short Impulses Dirac’s Delta Function 69

  Relation of u(t – a) and δ(t – a)

Ch 6.4 Short Impulses Dirac’s Delta Function 70

  L {δ(t – a)} = e-as
L {u(t – a)} = e-as/s = L {δ(t – a)} /s

By Theorem 3 in Ch. 6.2

Ch 6.4 Short Impulses Dirac’s Delta Function 71

 Ex. y" + 3y' + 2y = r(t) = u(t – 1) – u(t – 2), y(0) = 0, y'(0) = 0

 L { y" + 3y' + 2y = u(t – 1) – u(t – 2) }

 [s2Y－sy(0)－y'(0)] + 3[sY－y(0)] + 2Y =

 (s2 + 3s + 2)Y = (e-s-e-2s)/s



=F(s) (e-s-e-2s)

Ch 6.4 Short Impulses Dirac’s Delta Function 72

  f(t) =L -1 { F(s)} =

f(t – a) u(t – a) = L –1 { e–asF(s) } (t-shifting)

 Y(s) = F(s) (e–s – e–2s)= e–s F(s) – e–2s F(s)

 y(t) = f(t – 1) u(t – 1) – f(t – 2) u(t – 2)

Ch 6.4 Short Impulses Dirac’s Delta Function 73

 Ex. y" + 3y' + 2y=δ(t – 1), y(0)=0, y'(0)=0

 L { y" + 3y' + 2y=δ(t – 1) }

 [s2Y－sy(0)－y'(0)] + 3[sY－y(0)] + 2Y = e–s
 (s2 + 3s + 2)Y = e–s

−s
e  1 1  −s −s
 Y (s) = = − e = F ( s ) e
( s + 1)( s + 2)  s + 1 s + 2 

 f(t)= L –1{F(s)} = e–t – e–2t

Ch 6.4 Short Impulses Dirac’s Delta Function 74

 f(t – a) u(t – a) = L –1 { e–asF(s) } (t-shifting)

Y(s) = F(s) e–s

y(t) = f(t – 1) u(t – 1)

Ch 6.4 Short Impulses Dirac’s Delta Function 75

 Ex. y" + 2y' + 2y = r(t) ,y(0) = 1, y'(0) = –5

 r(t)=10sin2t [u(t) – u(t –π)]

 L {f(t) u(t – a)} = e–as L {f(t+a)} (t-shifting)



Ch 6.4 Short Impulses Dirac’s Delta Function 76

  L { y" + 2y' + 2y = 10sin2t [u(t) – u(t –π)] }
 [s2Y－sy(0)－y'(0)]+2[sY－y(0)]+2Y = (1－ e–πs )

 (s2 + 2s + 2)Y – (s – 3) = (1－ e–πs )

Ch 6.4 Short Impulses Dirac’s Delta Function 77

 1st

= L –1 {F(s)}

= f(t)

Ch 6.4 Short Impulses Dirac’s Delta Function 78

 2nd
= –F(s)e–πs

Ch 6.4 Short Impulses Dirac’s Delta Function 79

3rd

80
 Theorem 1：Laplace Transform of period
function
 ƒ(t)：a piecewise continuous function with period p

Proof:

Ch 6.4 Short Impulses Dirac’s Delta Function 81

  Second Integral
 set t =τ+ p , so dt = dτ, range p～2p → 0～p
 f(τ + p ) = f(τ)

 Third Integral
 set t =τ+ 2p , so dt = dτ, range 2p～3p → 0～p
 f(τ + 2p ) = f(τ)

Ch 6.4 Short Impulses Dirac’s Delta Function 82

Ch 6.4 Short Impulses Dirac’s Delta Function 83
 Ex. Find the Laplace transform of f(t)
f(t) = (k/p)·t , 0 < t < p
f(t+p) = f(t), period = p

Ch 6.4 Short Impulses Dirac’s Delta Function 84

 Convolution. Integral Equations (ch 6.5)
 L {f(t)g(t)} ≠ L {f(t)} L {g(t)}
ex： f(t) = et, g(t) = 1, f(t)g(t)= et

Convolution of f(t) and g(t) denoted by f＊g（用f＊g 表示）

Ch 6.5 Convolution. Integral Equations 85

  Theorem 1 – Convolution Theorem
If two functions ƒ(t) and g(t) satisfy the assumption in the
existence theorem in Sec. 6.1, so that their transforms F(s) and
G(s) exist, the product H(s) = F(s)G(s) is the transform of h(t)
given by (1).

 L {f(t)} = F(s), L {g(t)} = G(s), and H(s)= F(s)G(s)

Ch 6.5 Convolution. Integral Equations 86

  Proof
From definition
 Set t = p + τ → p = t –τ , dt = dp as p: 0∞, t: τ ∞

Ch 6.5 Convolution. Integral Equations 87

 and H(s)=F(s)G(s)

Ch 6.5 Convolution. Integral Equations 88

Ch 6.5 Convolution. Integral Equations 89
  Properties of Convolution

 f＊1 ≠ f

Ch 6.5 Convolution. Integral Equations 90

 Ex. H(s)=1/[s(s–a)], h(t)=?
 H(s)=1/[s(s–a)] = 1/(s–a)·1/s = F(s) G(s) = L {h(t)}
 f(t) = L –1 {F(s)} = L –1 {1/(s–a)} = eat,
g(t) = L –1 {G(s)} = L –1 {1/s} = 1

 h(t) = (f＊g)(t) = eat＊1

Ch 6.5 Convolution. Integral Equations 91

 Ex. H(s)=1/(s2 +ω2)2, h(t)=?
 H(s)=1/(s2+ω2)·1/(s2+ω2) = F(s) G(s)
 f(t) = g(t) = L –1 {1/(s2+ω2)} = sinωt / ω
 h(t) = (f＊g)(t) =

Ch 6.5 Convolution. Integral Equations 92

 Ex. y" + ω02 y = K sin ω0t, y(0) = 0, y'(0) = 0
 Y(s) = L {y(t)} = L {y" + ω02 y = K sin ω0t }
 s2Y – sy(0) – y'(0) + ω02 Y = kω0/(s2 + ω02)
(s2 + ω02) Y = kω0/(s2 + ω02)
Y = kω0/(s2 + ω02)2

Ch 6.5 Convolution. Integral Equations 93

  Nonhomogeneous Linear ODEs : y" + ay' + by = r(t)
 from Ch6.2
L ( y" + ay' + by = r )

→ L (y") + a L (y') + b L (y)= L (r)

→ [s2 L (y) – sy(0) – y'(0)] + a[sL (y) – y(0)] + b L (y) = L (r)

→ [s2Y(s) – sy(0) – y'(0)] + a[sY(s) – y(0)] + bY(s) = R(s)

1/Q(s) 2
→ (s + as + b)Y(s) = (s + a)y(0) + y'(0) + R(s)

as y(0) = y'(0) = 0  Y(s)= R(s)Q(s)  r(t) = L –1{R(s)} , q(t) = L –1 {Q(s)}

Ch 6.5 Convolution. Integral Equations 94

 Ex. y" + 3y' + 2y = r(t) (Ch 6.4)
r(t) = 1 if 1 < t < 2 and 0 otherwise, y(0) = y'(0) = 0
 L { y" + 3y' + 2y = r(t)}
s2Y – sy(0) – y'(0) + 3[sY – y(0)] + 2Y = R(s)
 Y(s) = R(s) / (s2+3s+2) = R(s) Q(s)

 r(t) = u(t– 1) – u(t– 2) = L –1 {R(s)}

q(t) = e–t – e–2t

Ch 6.5 Convolution. Integral Equations 95

 y(t) = (r＊q)(t) =

0 < t <1

Ch 6.5 Convolution. Integral Equations 96

 1< t < 2 y(t) =

Ch 6.5 Convolution. Integral Equations 97

 t>2 y(t) =

Ch 6.5 Convolution. Integral Equations 98

 Ex. Volterra integral equation of the second kind

 =L (y) L (sint) = Y(s)

Ch 6.5 Convolution. Integral Equations 99

 Ex. Volterra integral equation

 = L (1+t) L (y) =

Ch 6.5 Convolution. Integral Equations 100

 Differentiation and Integration of
Transforms (ch 6.6)
 Differentiation of Transforms

 L {f(t)} = F(s), or L –1 {F(s)} = f(t)

then L {t f(t)} = – F'(s), or L –1 {F'(s)} = – t f(t)

Ch 6.6 Differentiation and Integration of Transforms 101

 Ex.

Ch 6.6 Differentiation and Integration of Transforms 102

  Sol.
L {sinβt} = β/(s2 +β2)
→ L {t sinβt} = – [β/(s2 +β2)]' = 2βs/(s2 +β2)2
→ L {t sinβt/2β} = s/(s2 +β2)2

L {cosβt} = s/(s2 +β2)

→ L {t cosβt} = – [s/(s2 +β2)]‘ =

Ch 6.6 Differentiation and Integration of Transforms 103

Ch 6.6 Differentiation and Integration of Transforms 104
Ch 6.6 Differentiation and Integration of Transforms 105
  Integration of Transforms

= =

 If L –1 {F(s)} = f(t), then

Ch 6.6 Differentiation and Integration of Transforms 106

 Proof.

= e-st/t

Ch 6.6 Differentiation and Integration of Transforms 107

 Ex. Find the inverse transform of

L {t f(t)} = – F'(s), or L –1 {F'(s)} = – t f(t)

Solution 1（by differentiation of Transforms ）

F(s) = = ln (s2+ω2) – lns2

 L -1 {F'(s)} = 2cosωt – 2 = – t f(t)

 f(t) = 2 (cosωt – 1) / t

Ch 6.6 Differentiation and Integration of Transforms 108

  Solution 2（by integration of transform）
F(s) = f(t) = L -1 {F'(s)}

G(s)=F’(s) = =

g(t) = L -1 {F'(s)} = 2cosωt – 2 = 2(cosωt – 1)

Ch 6.6 Differentiation and Integration of Transforms 109

Ch 6.6 Differentiation and Integration of Transforms 110
  Special Linear ODEs with Variable Coefficients

L {y(t)} = Y(s)
L {y'} = sY(s) – y(0)

 L {t y'(t)} = – [sY(s) – y(0)]

= – Y(s) – s
L {y''} = s2Y(s) – sy(0) – y'(0)
 L {t y''(t)} = – [s2Y(s) – sy(0) – y'(0)]
= – 2sY – s2 + y(0)

Ch 6.6 Differentiation and Integration of Transforms 111

 Ex. t2y' +y =0, y(0)=0
L {y(t)} = Y(s)
L {y'} = sY – y(0)
L {t y'(t)} = – [sY – y(0)] = – Y – s

L {t2y'(t)} = L {t·ty'(t)} = – [–Y–s ]=2 +s

∴ L { t2y' +y =0 } → s +2 +Y=0
no advantageous

Ch 6.6 Differentiation and Integration of Transforms 112

  If an ODE has coefficients at2 + bt + c, then we would get a
second- order ODE for Y(s). （no advantageous ）
 If an ODE has coefficients such as at + b, the subsidiary
equation is a first-order ODE for Y(s), which is sometimes simpler
than the given second-order ODE.
 The above shows that Laplace Transform method works well
only for rather special ODEs with variable coefficients. （Laplace
Transform僅較適 用於某些係數為變數之微分方程式）

Ch 6.6 Differentiation and Integration of Transforms 113

 Ex. ty" + (1– t)y' + ny = 0 (Laguerre’s ODE) n =1,2,3, ...

 L { ty" + (1 – t)y' + ny = ty" + y' – ty' + ny = 0 }

[–2sY – s2 + y(0)] + [sY – y(0)] – (–Y – s ) + nY = 0
(s – s2) + (n + 1 – s)Y = 0

Ch 6.6 Differentiation and Integration of Transforms 114

 兩邊積分 (let const. c=0)
lnY = n·ln(s –1) – (n+1)·lns = ln(s –1)n + lns–(n+1)

n=0, Y = Y0 = 1/s, y0(t) =1

= Yn

 y0(t)=1, … , yn(t) = n =1,2,3, ....

Rodrigues’s formula

Ch 6.6 Differentiation and Integration of Transforms 115

  s-Shifting : L {g(t)}= G(s) ↔ L {eat g(t)}= G(s – a)
Proof:
=Yn

 yn(t) = n =1,2,3, ....

Thus, L {g(t)} = L {tn} = = G(s)

f(t) = e–t g(t) = e–t tn
L {f(t)} = L {e–t tn} = G(s+1) =
S-shifting

Ch 6.6 Differentiation and Integration of Transforms 116

 f(t) = e–t tn → f(0) = 0
f'(t) = –e–t tn + ne–t t(n –1) =h(tn, tn-1) → f'(0) = 0
...
f(n –1)(t) = h(tn, tn-1, tn-2,….,t) → f(n –1)(0) = 0

Ch 6.6 Differentiation and Integration of Transforms 117

 L { }=

L { }= =R(s)

S-shifting
L { } =R(s-1) = = Y(s)

∴ L –1{Y(s)} = yn(t) = n =1,2,3, ...

Ch 6.6 Differentiation and Integration of Transforms 118

119
121
 eiw=cosw-isinw

definition + linearity

S-shifting

122
 Systems of ODEs
 The Laplace transform method may also be used for solving
systems of ODEs

 a first-order linear system with constant coefficients

y'1 = a11y1 + a12 y2 + g1(t)

…..(1)
y'2 = a21y1 + a22 y2 + g2(t)

Ch 6.7 Systems of ODEs 123

  Y1(s) = L {y1(t)} = L (y1), Y2(s) = L {y2(t)} = L (y2),
G1(s) = L {g1(t)} = L (g1), G2(s) = L {g2(t)} = L (g2)
L ( y'1 = a11y1 + a12 y2 + g1)
L ( y'2 = a21y1 + a22 y2 + g2 )
→ sY1 – y1(0) = a11Y1 + a12Y2 + G1
sY2 – y2(0) = a21Y1 + a22Y2 + G2
→ (a11 – s)Y1 + a12Y2 = – y1(0) – G1
…..(2)
a21Y1 + (a22 – s)Y2 = – y2(0) – G2
→ Y1 (s), Y2 (s) and y1(t) = L –1 (Y1), y2(t) = L –1 (Y2)

Ch 6.7 Systems of ODEs 124

  By solving this system algebraically for Y1(s), Y2(s) and taking
the inverse transform we obtain the solution y1(t) = L –1(Y1), y2(t) =
L –1(Y2) of the given system (1).

Note that (1) and (2) may be written in vector form

(and similarly for the systems in the examples);
thus, setting y(t) = [y1 y2]T, A = [ajk], g(t) = [g1 g2]T,
Y(s) = [Y1 Y2]T, G(s) = [G1 G2]T
y'(t) = Ay(t) + g(t) and (A – sI)Y(s) = –y(0) – G(s)

Ch 6.7 Systems of ODEs 125

  y'(t) = Ay(t) + g(t)

…..(1)

Ch 6.7 Systems of ODEs 126

  (A – sI)Y(s) = –y(0) – G(s)

…..(2)

Ch 6.7 Systems of ODEs 127

 Ex. y1(0) = 1, y'1(0) = sqrt(3k)
y2(0) = 1, y'2(0) = - sqrt(3k)

y"1 = –ky1 + k(y2 – y1)

y"2 = –k(y2 – y1) – ky2
s2Y1 – s – sqrt(3k) = – KY1 + K (Y2 – Y1)
s2Y2 – s – (- sqrt(3k))= – K(Y2 – Y1) – KY2

Ch 6.7 Systems of ODEs 128

  (s2 + 2K)Y1 – KY2 = s + sqrt(3k)
– KY1 + (s2 + 2K)Y2 = s – sqrt(3k)

(s2+2k+k)(s2+2k-k)= (s2+3k)(s2+k)

Ch 6.7 Systems of ODEs 129

Ch 6.7 Systems of ODEs 130