WEEK7 CHAPTER 1: Laplace transform MAT485/565

7) Theorem (Laplace transform for derivatives)

If ℒ {(f(t)} = F(s) , and let F(s) = 𝑥̅ where f(t) = x(t) then

ℒ {f(n) (t) } = sn F(s) – sn-1 f(0) – sn-2 f(2) (0) …….. f(n-1) (0)

= sn 𝑥̅ – sn-1 x(0) – sn-2 x(2) (0) …….. x(n-1) (0)

Eg:

ℒ {f(1) (t) } = s 𝑥̅ – x(0)

ℒ {f(2) (t) } = s2 𝑥̅ – s x(0) – x(1) (0)

ℒ {f(3) (t) } = s3 𝑥̅ – s2 x(0) – s x(1) (0) – x(2) (0)

ℒ {f(4) (t) } = s4 𝑥̅ – s3 x(0) – s2 x(1) (0) – sx(2) (0) – x(3) (0)

Example
𝑑𝑥
a) Find ℒ { x(t) } given 𝑑𝑡 – 4x = 8 and x = –2 at t = 0.

𝑑𝑥
b) Find 𝑥̅ if − 3𝑥 = 𝑡𝑒 2𝑡 and t = 0, x = 0
𝑑𝑡

c) Find 𝑦̅ if y’’(t) – 6y’(t) + 9y(t) = 6t sin2t and y(0) = 0, y’(0) = 1.

Solution

a) Let ℒ { x } = 𝑥̅

Rewrite : x’ – 4x = 8

Take Laplace transform both sides : ℒ { x’ – 4x } = ℒ {8}

8
ℒ {x’} – 4 ℒ {x} = 𝑠

8
s𝑥̅ - x(0) - 4𝑥̅ = 𝑠

8
(s – 4) 𝑥̅ + 2 = 𝑠

8−2𝑠
𝑥̅ = 𝑠(𝑠−4)

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WEEK7 CHAPTER 1: Laplace transform MAT485/565

b) Rewrite : x’ – 3x = t𝑒 2𝑡

Take Laplace transform both sides : ℒ { x’ – 3x } = ℒ { t𝑒 2𝑡 }

1
ℒ {x’} – 3 ℒ {x} = (𝑠−2)2

1
s𝑥̅ - x(0) - 3𝑥̅ = (𝑠−2)2

1
(s – 3) 𝑥̅ = (𝑠−2)2

1
𝑥̅ = (𝑠−3)(𝑠−2)2

c) ℒ { y’’ – 6y’ + 9y } = ℒ {6t sin 2t }

𝑑
But ℒ {t sin 2t } = (-1) 𝑑𝑠 (ℒ{sin 2𝑡})

𝑑 2
=- ( )
𝑑𝑠 𝑠2 +4

4𝑠
= (𝑠2 +4)2

4𝑠
s2 𝑦̅ - s y(0) – y’(0) – 6 (s 𝑦̅ - y(0) )+ 9𝑦̅ = 6 ((𝑠2 +4)2 )

24𝑠
(s2 – 6s + 9) 𝑦̅ - s (0) – 1 + 6(0) = (𝑠2 +4)2

24𝑠 1
𝑦̅ = (𝑠2 −6𝑠+9)(𝑠2 +4)2 + 𝑠2 −6𝑠+9

Application of Laplace transform

In this section, we will use Laplace transform, to solve ordinary linear differential
equations with constant coefficients. We will need to refer to the properties of
Laplace transform for derivatives.

Example

Solve the following ordinary differential equations with the given boundary conditions.
𝑑𝑥
a) 𝑑𝑡
+ 3𝑥 = 𝑒 −2𝑡 , subject to x = 2 at t = 0

𝑑𝑥 1
b) 3 𝑑𝑡 − 4𝑥 = sin 2𝑡 , subject to x = 3 at t = 0

d2 𝑑𝑥 𝑑𝑥
c) dt2
+ 5 𝑑𝑡 + 6𝑥 = 𝑒 −𝑡 , subject to x = 1 and 𝑑𝑡
= 0 at t = 0

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WEEK7 CHAPTER 1: Laplace transform MAT485/565

2 0<𝑡<2
d) x’(t) + 2 x(t) = f(t) where f(t) = { and x(0) = 0
𝑡 𝑡>2

Solution

a) ℒ { x’ + 3x } = ℒ { 𝑒 −2𝑡 }
1
ℒ {x’} + 3 ℒ {x} = 𝑠+2

1
s𝑥̅ - x(0) + 3𝑥̅ = 𝑠+2

1
(s +3) 𝑥̅ - 2 = 𝑠+2

1 2 2𝑠+5
𝑥̅ = (𝑠+3)(𝑠+2) + 𝑠+3 = (𝑠+2)(𝑠+3)

2𝑠+5 1 1
Using partial fraction, (𝑠+2)(𝑠+3) = + (show this)
𝑠+2 𝑠+3

1 1
Hence, x(t) = ℒ −1 {𝑥̅ } = ℒ −1 {𝑠+2 + 𝑠+3}

x(t) = e-2t + e-3t

b) ℒ { 3x’ + 4x } = ℒ { sin 2t}

2
3ℒ {x’} + 4 ℒ {x} = 𝑠2 +4

2
3(s𝑥̅ - x(0)) + 4𝑥̅ = 𝑠2 +4

2
(3s - 4) 𝑥̅ - 1 = 𝑠2 +4

2 1 𝑠2 +6
𝑥̅ = (3𝑠−4)(𝑠2 +4) + 3𝑠−4 = (3𝑠−4)(𝑠2 +4)

𝑠2 +6 𝐴 𝐵𝑠+𝐶
Using partial fraction, (3𝑠−4)(𝑠2 +4) = (3𝑠−4) + (𝑠2 +4) (solve this)

4
35 3 1
Hence, x(t) = ℒ −1 {𝑥̅ } = 𝑒 3𝑡 − cos 2𝑡 − sin 2𝑡 (check this)
78 26 13

c) ℒ { x’’ + 5x’ + 6x } = ℒ {𝑒 −𝑡 }
1
ℒ { x’’ } + 5ℒ {x’} + 6 ℒ {x} = 𝑠+1

1
(s2 𝑥̅ – s x(0) – x’(0) = 5[s𝑥̅ - x(0)] + 6𝑥̅ = 𝑠+1

1
(s2 + 5s +6) 𝑥̅ - s – 5 = 𝑠+1

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WEEK7 CHAPTER 1: Laplace transform MAT485/565

1 𝑠+5 𝑠2 + 6𝑠 +6
𝑥̅ = (𝑠+1)(𝑠+3)(𝑠+2) + (𝑠+3)(𝑠+2) = (𝑠+1)(𝑠+3)(𝑠+2)

𝑠2 + 6𝑠 +6 𝐴 𝐵 𝐶
Using partial fraction, (𝑠+1)(𝑠+3)(𝑠+2) = (𝑠+1) + (𝑠+2) + (𝑠+3) (solve this)

1 3
Hence, x(t) = ℒ −1 {𝑥̅ } = 𝑒 −𝑡 − 2𝑒 −2𝑡 + 𝑒 −3𝑡 (check this)
2 2

d) Rewrite in unit step function :

f(t) = 2[U(t) – U(t – 2)] + t u(t – 2) = 2 U(t ) + (t – 2) U(t – 2)

ℒ { x’ + 2x } = ℒ { f(t)}

= ℒ { 2 U(t ) + (t – 2) U(t – 2)}

2 𝑒 −2𝑠
s𝑥̅ - x(0) + 2𝑥̅ =𝑠+ 𝑠2

2 𝑒 −2𝑠
(s + 2) 𝑥̅ = +
𝑠 𝑠2
2 𝑒 −2𝑠
𝑥̅ = 𝑠(𝑠+2) + 𝑠2 (𝑠+2)
2 𝑒 −2𝑠
x(t) = ℒ −1 {𝑥̅ } = ℒ −1 {𝑠(𝑠+2) + }
𝑠2 (𝑠+2)
𝑒 −2𝑠
ℒ −1 { 𝑠2 (𝑠+2)} = 𝑓(𝑡 − 2) 𝑈(𝑡 − 2)
1 1 1
f(t) = ℒ −1 { } = ℒ −1 { 2 ∙ }
𝑠2 (𝑠+2) 𝑠 (𝑠+2)
= 𝑡 ∗ 𝑒 −2𝑡
𝑡
= ∫0 𝑒 −2𝑢 (𝑡 − 𝑢)𝑑𝑢
u v
t–u + e-2u
-1 - -½ e-2u
0 ¼ e-2u

1 1 𝑡
= (− (𝑡 − 𝑢) + ) 𝑒 −2𝑢 |
2 4 0
1 1 1
= [4 𝑒 −2𝑡 − (− 2 𝑡 + 4)]
1 −2𝑡 1 1
= 4
𝑒 + 2𝑡 − 4
𝑒 −2𝑠 1 −2(𝑡−2) 1 1
ℒ −1 { 𝑠2 (𝑠+2)} = 𝑓(𝑡 − 2) 𝑈(𝑡 − 2) = [4 𝑒 + (𝑡 − 2) − ] U(t – 2)
2 4

2 1 2
ℒ −1 { } = 2 [ℒ −1 { } ∗ ℒ −1 { }] = 2(1 ∗ 𝑒 −2𝑡 ) = 2(𝑒 −2𝑡 ∗ 1)
𝑠(𝑠 + 2) 𝑠 𝑠+2
𝑡
= 2 ∫0 𝑒 −2𝑢 𝑑𝑢
= 1 – e-2t
1 1 −2(𝑡−2)
∴ 𝑥 = 1 − 𝑒 −2𝑡 + [ 𝑒 + 2(𝑡 − 2) − 1] 𝑈(𝑡 − 2)
4 4

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