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Make up Class
SEV 5201 & SCE 5201

12 Nov 2016 (Sat) 18:30 - 21:30

26 Nov 2016 (Sat) 14:30 - 17:30

Basic Laplace Transform

y′ + xy = 0
𝑓 𝑥 𝑑𝑥
𝑥𝑦 ′ + 4𝑦 = 16𝑥 4

𝑦 ′′ − 5𝑦′ + 6𝑦 = 0
𝑓(𝑥) 𝑑 2 𝑥
𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ − 3𝑦 = 𝑥 2

Initial value Initial value

problem problem

AP AP
IVP Algebraic Algebraic
IVP
problem problem
Basic Laplace Transform

Initial value
problem

AP 𝐹 𝑠 = ℒ{𝑓 𝑡 }(𝑠)
IVP Algebraic
problem
f(t) F(s)
S-shifting ∞
𝐹 𝑠 = 𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
0
Basic Laplace Transform

Example 1
To find out ℒ 𝑡

∞ 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
ℒ 𝑡 = (𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 ℒ 1 = lim −
𝑡→∞ −𝑠 −𝑠
0 𝑡=0

∞ ∞ −𝑠𝑡
1
𝑒 −𝑠𝑡 𝑒 ℒ 1 = 0−
ℒ 𝑡 = (𝑡) − 𝑑𝑡 −𝑠
−𝑠 0 0 −𝑠 𝐵𝑦 𝑝𝑎𝑟𝑡
1
𝐴𝑠𝑠𝑢𝑚𝑒 𝑠 ≠ 0 ℒ 1 =
𝑠

∞
𝑒 −𝑠𝑡 (𝑡)𝑒 −𝑠𝑡 1 1 1
ℒ 𝑡 = lim (𝑡) − + 𝑒 −𝑠𝑡 𝑑𝑡 ℒ 𝑡 = 0−0+ ( )
𝑡→∞ −𝑠 −𝑠 𝑠 0 𝑠 𝑠
𝑡=0
1
1 ℒ 𝑡 = 2
ℒ 𝑡 = 0−0+ ℒ 1 𝐴𝑠𝑠𝑢𝑚𝑒 𝑆 > 0 𝑠
𝑠
Basic Laplace Transform

f(t) ℒ 𝑓(𝑡) f(t) ℒ 𝑓(𝑡)

1 2!
1 1 1 7 cos ωt s
ℒ 1 = ℒ 𝑡2 =
s s + ω2
2
𝑠 𝑠3
2 a a 8 sin ωt ω
s s2 + ω2
3 t 1 9 cosh ωt s 3 𝑛!
s2 s − ω2
2 ℒ 3 = ℒ 𝑡𝑛 =
𝑠 𝑠 𝑛+1
4 t 2
2! 10 sinh ωt ω
s3 s 2 − ω2
5 tn n! 11 eat cos ωt s−a 1 1
s n+1 (s − a)2 +ω2 ℒ 𝑡 = ℒ 𝑒 𝑎𝑡 =
𝑠2 𝑠−𝑎
6 eat 1 12 eat sin ωt ω
s−a (s − a)2 +ω2

Initial value
𝑠 𝑠 problem
ℒ cos𝜔 𝑡 = ℒ cosh 𝜔𝑡 = ( )
𝑠2 + 𝜔2 𝑠2 − 𝜔2

ℒ sin 𝜔 𝑡 =
𝜔
ℒ sinh 𝜔𝑡 = (
𝜔
)
AP
𝑠2 + 𝜔2 𝑠2 − 𝜔2
IVP Algebraic
problem
Basic Laplace Transform

Initial value
Linearity problem

AP
ℒ 𝑎𝑓 𝑡 + 𝑏𝑔(𝑡) = 𝑎ℒ 𝑓(𝑡) + 𝑏ℒ 𝑔(𝑡) IVP Algebraic
problem
∞
ℒ 𝑎𝑓 𝑡 + 𝑏𝑔(𝑡) = 𝑒 −𝑠𝑡 [𝑎𝑓 𝑡 + 𝑏𝑔 𝑡 ]𝑑𝑡
0

∞ ∞
ℒ 𝑎𝑓 𝑡 + 𝑏𝑔(𝑡) = 𝑎 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 + 𝑏 𝑒 −𝑠𝑡 𝑔 𝑡 𝑑𝑡
0 0

ℒ 𝑎𝑓 𝑡 + 𝑏𝑔(𝑡) = 𝑎ℒ 𝑓(𝑡) + 𝑏ℒ 𝑔(𝑡)

Basic Laplace Transform

Example 2
𝐹𝑖𝑛𝑑 ℒ 𝑓(𝑡) 𝑓𝑜𝑟 𝑓 𝑡 = 𝑡 3 + 5𝑡 − 2

1
ℒ 𝑓(𝑡) = ℒ 𝑡 3 + 5𝑡 − 2 ℒ 𝑡 =
𝑠2

1
ℒ 𝑓(𝑡) = ℒ 𝑡 3 } + 5ℒ{𝑡} − 2ℒ{1 ℒ 1 =
𝑠 𝑛!
ℒ 𝑡𝑛 =
3! 1 1 𝑠 𝑛+1
ℒ 𝑓(𝑡) = 4 + 5 2 − 2( )
s s s
Basic Laplace Transform

Inverse Initial value

Transformation problem

ℒ 𝑓(𝑡) = F(s)
AP
Algebraic IVP
problem
𝑓(𝑡) = ℒ −1 {F 𝑠 }

1 1 1 1
ℒ 1 = 1= ℒ −1 ℒ 𝑡 = 𝑡 = ℒ −1
𝑠 𝑠 𝑠2 𝑠2

1 1 𝑛! 𝑛!
ℒ 𝑒 𝑎𝑡 = 𝑒 𝑎𝑡 = ℒ −1 ℒ 𝑡𝑛 = 𝑡𝑛 = ℒ
𝑠−𝑎 𝑠−𝑎 𝑠 𝑛+1 𝑠 𝑛+1
Inverse Transformation

Example 3 3
To find ℒ −1 { }
𝑠2 + 4

3 3 2
ℒ −1 = ℒ −1
𝑠2 + 4 2 𝑠 2 + 22

3 3 −1 2 𝜔
ℒ −1 = ℒ ℒ sin 𝜔 𝑡 = 2
𝑠2 + 4 2 𝑠 2 + 22 𝑠 + 𝜔2

3 3
ℒ −1 = sin 2t
𝑠2 + 4 2
s-a Transform

Initial value
1 1
ℒ 1 = ℒ 𝑒 𝑎𝑡
= problem
𝑠 𝑠−𝑎

AP
ℒ 𝑒 𝑎𝑡 𝑓(𝑡) = F(s − a) IVP Algebraic
problem
∞
ℒ 𝑒 𝑎𝑡 𝑡 = (𝑡)𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0
∞ ∞
∞
𝑎𝑡
𝑒 −(𝑠−𝑎)𝑡 𝑒 −(𝑠−𝑎)𝑡
ℒ 𝑒 𝑎𝑡 𝑡 = (𝑡) 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 ℒ 𝑒 𝑡 = (𝑡) − 𝑑(𝑡)
−(𝑠 − 𝑎) 0 0 −(𝑠 − 𝑎)
0

∞ 𝐵𝑦 𝑝𝑎𝑟𝑡
𝑎𝑡
1
ℒ 𝑒 𝑡 = (𝑡) 𝑑𝑒 −(𝑠−𝑎)𝑡 𝐴𝑠𝑠𝑢𝑚𝑒 𝑠 ≠ 𝑎
−(𝑠 − 𝑎) 0
s-a Transform

Initial value
1 1
ℒ 1 = ℒ 𝑒 𝑎𝑡
= problem
𝑠 𝑠−𝑎

AP
ℒ 𝑒 𝑎𝑡 𝑓(𝑡) = F(s − a) IVP Algebraic
problem

−(𝑠−𝑎)𝑡 −(𝑠−𝑎)𝑡 ∞
𝑒 (𝑡 )𝑒 1
ℒ 𝑒 𝑎𝑡 𝑡 = lim (𝑡) − − 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
𝑡→∞ −(𝑠 − 𝑎) −(𝑠 − 𝑎) (𝑠 − 𝑎) 0
𝑡=0
1
ℒ 𝑒 𝑎𝑡 𝑡 = 0 + 0 − ℒ 𝑒 −(𝑠−𝑎)𝑡 1
(𝑠 − 𝑎) ℒ 𝑒 𝑎𝑡 𝑡 =
(𝑠 − 𝑎)2
𝐴𝑠𝑠𝑢𝑚𝑒 𝑆 > 𝑎
1 1 1
ℒ 𝑒 𝑎𝑡 𝑡 = − [− ] ℒ 𝑡 = 2
(𝑠 − 𝑎) 𝑠−𝑎 𝑠
Inverse Transformation

Example 4
𝐹𝑖𝑛𝑑 ℒ 𝑓(𝑡) For 𝑓 𝑡 = 𝑡 2 + 4 𝑒 2𝑡 − 𝑒 −𝑡 cos 𝑡

ℒ 𝑡2 + 4 = ℒ 𝑡2 + ℒ 4 ℒ 𝑡 2 + 4 𝑒 2𝑡 − 𝑒 −𝑡 cos 𝑡

2! 4
ℒ 𝑡2 + 4 = + 2! 4 s+1
s3 s
= + −
(s − 2)3 (s − 2) (s + 1)2 +12
2! 4
ℒ (𝑡 2 + 4)𝑒 2𝑡 = +
(s − 2)3 (s − 2)
2 4 s+1
= + −
s+1 (s − 2)3 (s − 2) (s + 1)2 +1
ℒ{𝑒 −𝑡 cos 𝑡} =
(s + 1)2 +12
Inverse Transformation

Example 5 𝑠+1
To find ℒ −1 { 2 }
𝑠 −4

𝑠+1 𝑠+1 ∴ s + 1 = 𝐴 𝑠 − 2 + 𝐵(𝑠 + 2)

ℒ −1 −1
=ℒ { 2 }
𝑠2 − 4 𝑠 − 22

𝑠+1 𝑠+1 When s = 2

ℒ −1 = ℒ −1 { }
𝑠2 − 4 𝑠 + 2 (𝑠 − 2)
2 + 1 = 𝐴 2 − 2 + 𝐵(2 + 2)
𝑠+1 𝐴 𝐵
= + 3 = 4𝐵
𝑠 + 2 (𝑠 − 2) (𝑠 + 2) (𝑠 − 2)
3
B=
𝑠+1 𝐴 𝑠 − 2 + 𝐵(𝑠 + 2) 4
=
𝑠 + 2 (𝑠 − 2) 𝑠 + 2 (𝑠 − 2)
Inverse Transformation

Example 5 𝑠+1
To find ℒ −1 { 2 }
𝑠 −4

𝑠+1 𝐴 𝐵 𝑠+1 1 3
= + = +
𝑠 + 2 (𝑠 − 2) (𝑠 + 2) (𝑠 − 2) 𝑠 + 2 (𝑠 − 2) 4(𝑠 + 2) 4(𝑠 − 2)

3 𝑠+1 1 3
B= ℒ −1 = ℒ −1 {
+ }
4 𝑠2 − 4 4(𝑠 + 2) 4(𝑠 − 2)

𝑠+1 1 −1 1 3 −1 1
When s = −2 ℒ −1 = ℒ { }+ ℒ { }
𝑠2 − 4 4 𝑠+2 4 (𝑠 − 2)
−2 + 1 = 𝐴 −2 − 2 + 𝐵(−2 + 2)
𝑠+1 1 −2𝑡 3 −2𝑡
−1 = −4𝐴 ℒ −1 = 𝑒 + 𝑒
𝑠2 − 4 4 4
1
A=
4
Derivative Transform

ℒ{𝑓 ′ } = 𝑠ℒ{𝑓} − 𝑓 0 Initial value

problem
∞
ℒ 𝑓′ =
0
𝑒 −𝑠𝑡 𝑓′(𝑡)𝑑𝑡
AP
ℒ 𝑓′ =
0
∞
𝑒 −𝑠𝑡 𝑑𝑓(𝑡) IVP Algebraic
∞ problem
ℒ 𝑓 ′ = [𝑒 −𝑠𝑡 𝑓 𝑡 ] 𝑒 −𝑠𝑡 𝑑𝑓(𝑡)
0 Initial value
∞ problem
∞
ℒ 𝑓′ = 𝑒 −𝑠𝑡 𝑓 𝑡 − 𝑓(𝑡) 𝑑𝑒 −𝑠𝑡
0

∞
0
AP
ℒ 𝑓 ′
= 0 − 𝑓(0) + 𝑠
0
𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
Algebraic IVP
ℒ 𝑓 ′ = 𝑠ℒ 𝑓 − 𝑓(0) problem
Derivative Transform

ℒ{𝑓 ′ } = 𝑠ℒ{𝑓} − 𝑓 0 Initial value

problem
ℒ{𝑓 ′′ } = 𝑠 2 ℒ{𝑓} − 𝑠𝑓 0 − 𝑓′(0)
AP
ℒ 𝑓 ′′ =𝑠ℒ 𝑓′ − 𝑓′(0)
IVP Algebraic
problem
ℒ 𝑓 ′′ = 𝑠 [𝑠ℒ 𝑓 − 𝑓 0 ] − 𝑓′(0)
Initial value
ℒ{𝑓 ′′ } = 𝑠 2 ℒ{𝑓} − 𝑠𝑓 0 − 𝑓′(0) problem

AP
ℒ{𝑦′} = 𝑠𝑌 − 𝑦 0

ℒ{𝑦′′} = 𝑠 2 𝑌 − 𝑠𝑦 0 − 𝑦′(0)
Algebraic IVP
problem
Derivative Transform

Example 6 y 0 = 0.16
To solve y ′′ + y′ + 9y = 0 by Laplace Transform
y′ 0 = 0

ℒ{𝑓 ′′ } = 𝑠 2 ℒ{𝑓} − 𝑠𝑓 0 − 𝑓′(0) y ′′ + y ′ + 9y = 0

ℒ{𝑦 ′′ } = 𝑠 2 ℒ{𝑦} − 𝑠𝑦 0 − 𝑦′(0) ℒ y ′′ + ℒ 𝑦 ′ + 9ℒ{y} = ℒ{0}

ℒ{𝑦 ′′ } = 𝑠 2 𝑌 − 𝑠𝑦 0 − 𝑦′(0) 𝑠 2 𝑌 − 𝑠𝑦 0 − 𝑦 ′ (0) + 𝑠 𝑌 − 𝑦 0 + 9Y = 0

𝑠 2 𝑌 − 𝑠(0.16) − 0 + 𝑠 𝑌 − 0.16 + 9Y = 0
ℒ{𝑦′} = 𝑠 ℒ{𝑦} − 𝑦 0
(𝑠 2 +𝑠 + 9)𝑌 = 0.16(s + 1)
ℒ{𝑦′} = 𝑠 𝑌 − 𝑦 0

0.16(s + 1)
ℒ 0 =0 𝑌=
(𝑠 2 +𝑠 + 9)
Derivative Transform

Example 6 y 0 = 0.16
To solve y ′′ + y′ + 9y = 0 by Laplace Transform
y′ 0 = 0

0.16(s + 1) 1
𝑌= 2 s+2 0.08
(𝑠 +𝑠 + 9) 𝑌 = 0.16 +
1 35 1 35
(𝑠 + 2)2 +(√ 4 )2 (𝑠 + 2)2 +(√ 4 )2
0.16(s + 1)
𝑌=
1 35 1
(𝑠 2 +𝑠 + 4 + 4 ) s+2
35
0.08 4
𝑌 = 0.16 + [ 2 ]
1 35 35
0.16 s + 1 (𝑠 + 2)2 +(√ 4 )2 √4 𝑠+1 35
+ (√ 4 )2
𝑌= 2
1 35
(𝑠 + 2)2 + 4 )
1 1 35 0.08 −1𝑡 35
0.16 s + 2 + 0.08 𝑦= 0.16𝑒 −2𝑡
cos√ 𝑡 + 𝑒 2 sin√ 𝑡
𝑌= 4 35 4
1 35 √
(𝑠 + 2)2 + 4 ) 4