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Cap 6.3

This document discusses step functions and their use in solving differential equations with discontinuous forcing terms. It introduces the unit step function, defined as uc(t) = 0 for t < c and uc(t) = 1 for t ≥ c. Examples are provided to illustrate expressing piecewise functions in terms of step functions and sketching their graphs. The summary focuses on defining the unit step function and providing context for its use in solving differential equations with discontinuous forcing terms.
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0% found this document useful (0 votes)
38 views9 pages

Cap 6.3

This document discusses step functions and their use in solving differential equations with discontinuous forcing terms. It introduces the unit step function, defined as uc(t) = 0 for t < c and uc(t) = 1 for t ≥ c. Examples are provided to illustrate expressing piecewise functions in terms of step functions and sketching their graphs. The summary focuses on defining the unit step function and providing context for its use in solving differential equations with discontinuous forcing terms.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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August 7, 2012 21:04 c06 Sheet number 19 Page number 327 cyan black

6.3 Step Functions 327

37. For each of the following initial value problems, use the results of Problem 29 to find
the differential equation satisfied by Y(s) = L{φ(t)}, where y = φ(t) is the solution of the
given initial value problem.
(a) y′′ − ty = 0; y(0) = 1, y′ (0) = 0 (Airy’s equation)
2 ′′ ′
(b) (1 − t )y − 2ty + α(α + 1)y = 0; y(0) = 0, y′ (0) = 1 (Legendre’s equation)
Note that the differential equation for Y(s) is of first order in part (a), but of second order
in part (b). This is due to the fact that t appears at most to the first power in the equation
of part (a), whereas it appears to the second power in that of part (b). This illustrates that
the Laplace transform is not often useful in solving differential equations with variable
coefficients, unless all the coefficients are at most linear functions of the independent
variable.
38. Suppose that ! t
g(t) = f (τ) dτ.
0

If G(s) and F(s) are the Laplace transforms of g(t) and f (t), respectively, show that

G(s) = F(s)/s.

39. In this problem we show how a general partial fraction expansion can be used to calculate
many inverse Laplace transforms. Suppose that

F(s) = P(s)/Q(s),

where Q(s) is a polynomial of degree n with distinct zeros r1 , . . . , rn , and P(s) is a


polynomial of degree less than n. In this case it is possible to show that P(s)/Q(s) has
a partial fraction expansion of the form
P(s) A1 An
= + ··· + , (i)
Q(s) s − r1 s − rn
where the coefficients A1 , . . . , An must be determined.
(a) Show that
Ak = P(rk )/Q′ (rk ), k = 1, . . . , n. (ii)

Hint: One way to do this is to multiply Eq. (i) by s − rk and then to take the limit as s → rk .
(b) Show that
" n
P(rk ) rk t
L−1 {F(s)} = e . (iii)
k=1
Q′ (rk )

6.3 Step Functions


In Section 6.2 we outlined the general procedure involved in solving initial value
problems by means of the Laplace transform. Some of the most interesting elemen-
tary applications of the transform method occur in the solution of linear differential
equations with discontinuous or impulsive forcing functions. Equations of this type
frequently arise in the analysis of the flow of current in electric circuits or the vibra-
tions of mechanical systems. In this section and the following ones, we develop some
additional properties of the Laplace transform that are useful in the solution of such
problems. Unless a specific statement is made to the contrary, all functions appearing
August 7, 2012 21:04 c06 Sheet number 20 Page number 328 cyan black

328 Chapter 6. The Laplace Transform

below will be assumed to be piecewise continuous and of exponential order, so that


their Laplace transforms exist, at least for s sufficiently large.
To deal effectively with functions having jump discontinuities, it is very helpful
to introduce a function known as the unit step function or Heaviside function. This
function will be denoted by uc and is defined by
#
0, t < c,
uc (t) = (1)
1, t ≥ c.
Since the Laplace transform involves values of t in the interval [0, ∞), we are also
interested only in nonnegative values of c. The graph of y = uc (t) is shown in Figure
6.3.1. We have somewhat arbitrarily assigned the value one to uc at t = c. However,
for a piecewise continuous function such as uc , the value at a discontinuity point is
usually irrelevant. The step can also be negative. For instance, Figure 6.3.2 shows the
graph of y = 1 − uc (t).

y y

1 1

c t c t
FIGURE 6.3.1 Graph of y = uc (t). FIGURE 6.3.2 Graph of y = 1−uc (t).

Sketch the graph of y = h(t), where


EXAMPLE
h(t) = uπ (t) − u2π (t), t ≥ 0.
1
From the definition of uc (t) in Eq. (1), we have

⎨0 − 0 = 0, 0 ≤ t < π,

h(t) = 1 − 0 = 1, π ≤ t < 2π,

⎩1 − 1 = 0, 2π ≤ t < ∞.

Thus the equation y = h(t) has the graph shown in Figure 6.3.3. This function can be thought
of as a rectangular pulse.

π 2π 3π t
FIGURE 6.3.3 Graph of y = uπ (t) − u2π (t).
August 7, 2012 21:04 c06 Sheet number 21 Page number 329 cyan black

6.3 Step Functions 329

Consider the function ⎧


EXAMPLE ⎪
⎪ 2, 0 ≤ t < 4,

2 f (t) =
⎨ 5, 4 ≤ t < 7,
(2)

⎪ −1, 7 ≤ t < 9,


1, t ≥ 9,

whose graph is shown in Figure 6.3.4. Express f (t) in terms of uc (t).

y
5

2 4 6 8 10 12 t
–1

FIGURE 6.3.4 Graph of the function in Eq. (2).

We start with the function f1 (t) = 2, which agrees with f (t) on [0, 4). To produce the jump
of three units at t = 4, we add 3u4 (t) to f1 (t), obtaining

f2 (t) = 2 + 3u4 (t),

which agrees with f (t) on [0, 7). The negative jump of six units at t = 7 corresponds to
adding −6u7 (t), which gives
f3 (t) = 2 + 3u4 (t) − 6u7 (t).

Finally, we must add 2u9 (t) to match the jump of two units at t = 9. Thus we obtain

f (t) = 2 + 3u4 (t) − 6u7 (t) + 2u9 (t). (3)

The Laplace transform of uc for c ≥ 0 is easily determined:


! ∞ ! ∞
L{uc (t)} = e−st uc (t) dt = e−st dt
0 c

e−cs
= , s > 0. (4)
s
For a given function f defined for t ≥ 0, we will often want to consider the related
function g defined by
#
0, t < c,
y = g(t) =
f (t − c), t ≥ c,
August 7, 2012 21:04 c06 Sheet number 22 Page number 330 cyan black

330 Chapter 6. The Laplace Transform

which represents a translation of f a distance c in the positive t direction; see Fig-


ure 6.3.5. In terms of the unit step function we can write g(t) in the convenient
form
g(t) = uc (t)f (t − c).

y y

f (0) f (0)

t c t
(a) (b)
FIGURE 6.3.5 A translation of the given function. (a) y = f (t); (b) y = uc (t)f (t − c).

The unit step function is particularly important in transform use because of the fol-
lowing relation between the transform of f (t) and that of its translation uc (t)f (t − c).

Theorem 6.3.1 If F(s) = L{f (t)} exists for s > a ≥ 0, and if c is a positive constant, then
L{uc (t)f (t − c)} = e−cs L{f (t)} = e−cs F(s), s > a. (5)
−1
Conversely, if f (t) = L {F(s)}, then
uc (t)f (t − c) = L−1 {e−cs F(s)}. (6)

Theorem 6.3.1 simply states that the translation of f (t) a distance c in the positive
t direction corresponds to the multiplication of F(s) by e−cs . To prove Theorem 6.3.1,
it is sufficient to compute the transform of uc (t)f (t − c):
! ∞
L{uc (t)f (t − c)} = e−st uc (t)f (t − c) dt
0
! ∞
= e−st f (t − c) dt.
c

Introducing a new integration variable ξ = t − c, we have


! ∞ ! ∞
L{uc (t)f (t − c)} = e−(ξ+c)s f (ξ) dξ = e−cs e−sξ f (ξ) dξ
0 0

= e−cs F(s).
Thus Eq. (5) is established; Eq. (6) follows by taking the inverse transform of both
sides of Eq. (5).
A simple example of this theorem occurs if we take f (t) = 1. Recalling that
L{1} = 1/s, we immediately have from Eq. (5) that L{uc (t)} = e−cs /s. This result
agrees with that of Eq. (4). Examples 3 and 4 illustrate further how Theorem 6.3.1
can be used in the calculation of transforms and inverse transforms.
August 7, 2012 21:04 c06 Sheet number 23 Page number 331 cyan black

6.3 Step Functions 331

If the function f is defined by


EXAMPLE (
3 f (t) =
sin t, 0 ≤ t < π/4,
sin t + cos(t − π/4), t ≥ π/4,

find L{ f (t)}. The graph of y = f (t) is shown in Figure 6.3.6.

y
2

0.5 y = sin t + uπ /4(t)cos(t – 4π )

0.5 π
4
1 1.5 2 2.5 3 t

FIGURE 6.3.6 Graph of the function in Example 3.

Note that f (t) = sin t + g(t), where


(
0, t < π/4,
g(t) =
cos(t − π/4), t ≥ π/4.

Thus
g(t) = uπ/4 (t) cos(t − π/4)

and
L{ f (t)} = L{sin t} + L{uπ/4 (t) cos(t − π/4)}
= L{sin t} + e−πs/4 L{cos t}.

Introducing the transforms of sin t and cos t, we obtain


1 s 1 + se−πs/4
L{ f (t)} = + e−πs/4 2 = .
s2 +1 s +1 s2 + 1
You should compare this method with the calculation of L{ f (t)} directly from the definition.

Find the inverse transform of


EXAMPLE 1 − e−2s
F(s) =
4
.
s2
From the linearity of the inverse transform, we have
# ) # −2s )
1 e
f (t) = L−1 {F(s)} = L−1 2 − L−1
s s2
= t − u2 (t)(t − 2).
August 7, 2012 21:04 c06 Sheet number 24 Page number 332 cyan black

332 Chapter 6. The Laplace Transform

The function f may also be written as


(
t, 0 ≤ t < 2,
f (t) =
2, t ≥ 2.

The following theorem contains another very useful property of Laplace trans-
forms that is somewhat analogous to that given in Theorem 6.3.1.

Theorem 6.3.2 If F(s) = L{f (t)} exists for s > a ≥ 0, and if c is a constant, then
L{ect f (t)} = F(s − c), s > a + c. (7)
Conversely, if f (t) = L−1 {F(s)}, then
ect f (t) = L−1 {F(s − c)}. (8)

According to Theorem 6.3.2, multiplication of f (t) by ect results in a translation of


the transform F(s) a distance c in the positive s direction, and conversely. To prove
this theorem, we evaluate L{ect f (t)}. Thus
! ∞ ! ∞
ct −st ct
L{e f (t)} = e e f (t) dt = e−(s−c)t f (t) dt
0 0

= F(s − c),
which is Eq. (7). The restriction s > a + c follows from the observation that, according
to hypothesis (ii) of Theorem 6.1.2, | f (t)| ≤ Keat ; hence |ect f (t)| ≤ Ke(a+c)t . Equation
(8) is obtained by taking the inverse transform of Eq. (7), and the proof is complete.
The principal application of Theorem 6.3.2 is in the evaluation of certain inverse
transforms, as illustrated by Example 5.

Find the inverse transform of


EXAMPLE 1
G(s) = .
5 s2 − 4s + 5
By completing the square in the denominator, we can write

1
G(s) = = F(s − 2),
(s − 2)2 + 1

where F(s) = (s2 + 1)−1 . Since L−1 {F(s)} = sin t, it follows from Theorem 6.3.2 that

g(t) = L−1 {G(s)} = e2t sin t.

The results of this section are often useful in solving differential equations, partic-
ularly those that have discontinuous forcing functions. The next section is devoted to
examples illustrating this fact.
August 7, 2012 21:04 c06 Sheet number 25 Page number 333 cyan black

6.3 Step Functions 333

PROBLEMS In each of Problems 1 through 6, sketch the graph of the given function on the interval t ≥ 0.
1. g(t) = u1 (t) + 2u3 (t) − 6u4 (t) 2. g(t) = (t − 3)u2 (t) − (t − 2)u3 (t)
2
3. g(t) = f (t − π)uπ (t), where f (t) = t 4. g(t) = f (t − 3)u3 (t), where f (t) = sin t
5. g(t) = f (t − 1)u2 (t), where f (t) = 2t
6. g(t) = (t − 1)u1 (t) − 2(t − 2)u2 (t) + (t − 3)u3 (t)
In each of Problems 7 through 12:
(a) Sketch the graph of the given function.
(b) Express f (t) in terms of the unit step function uc (t).

⎧ ⎪ 1, 0 ≤ t < 1,
0, 0 ≤ t < 3, ⎪


⎪ ⎪


⎨−2, 3 ≤ t < 5, ⎨−1, 1 ≤ t < 2,

7. f (t) = 8. f (t) = 1, 2 ≤ t < 3,

⎪ 2, 5 ≤ t < 7, ⎪


⎩ ⎪

1, t ≥ 7. ⎪
⎪ −1, 3 ≤ t < 4,

0, t ≥ 4.
( (
2
1, 0 ≤ t < 2, t , 0 ≤ t < 2,
9. f (t) = −(t−2)
10. f (t) =
e , t ≥ 2. 1, t ≥ 2.
⎧ ⎧

⎪ t, 0 ≤ t < 1, ⎪
⎪ t, 0 ≤ t < 2,

⎪ ⎪

⎨t − 1, 1 ≤ t < 2, ⎨2, 2 ≤ t < 5,
11. f (t) = 12. f (t) =

⎪ t − 2, 2 ≤ t < 3, ⎪
⎪ 7 − t, 5 ≤ t < 7,

⎪ ⎪

⎩ ⎩
0, t ≥ 3. 0, t ≥ 7.
In each of Problems 13 through 18, find the Laplace transform of the given function.
( (
0, t<2 0, t<1
13. f (t) = 14. f (t) = 2
(t − 2)2 , t ≥ 2 t − 2t + 2, t ≥ 1

⎨0,
⎪ t<π
15. f (t) = t − π, π ≤ t < 2π 16. f (t) = u1 (t) + 2u3 (t) − 6u4 (t)


0, t ≥ 2π
17. f (t) = (t − 3)u2 (t) − (t − 2)u3 (t) 18. f (t) = t − u1 (t)(t − 1), t≥0

In each of Problems 19 through 24, find the inverse Laplace transform of the given function.
3! e−2s
19. F(s) = 20. F(s) =
(s − 2)4 s2 + s − 2
2(s − 1)e−2s 2e−2s
21. F(s) = 22. F(s) =
s2 − 2s + 2 s2 − 4
(s − 2)e−s e−s + e−2s − e−3s − e−4s
23. F(s) = 24. F(s) =
s2 − 4s + 3 s
25. Suppose that F(s) = L{ f (t)} exists for s > a ≥ 0.
(a) Show that if c is a positive constant, then
1 *s+
L{ f (ct)} = F , s > ca.
c c
August 7, 2012 21:04 c06 Sheet number 26 Page number 334 cyan black

334 Chapter 6. The Laplace Transform

(b) Show that if k is a positive constant, then


, -
1 t
L−1 {F(ks)} = f .
k k
(c) Show that if a and b are constants with a > 0, then
, -
1 −bt/a t
L−1 {F(as + b)} = e f .
a a

In each of Problems 26 through 29, use the results of Problem 25 to find the inverse Laplace
transform of the given function.
2n+1 n! 2s + 1
26. F(s) = n+1 27. F(s) = 2
s 4s + 4s + 5
1 e2 e−4s
28. F(s) = 2 29. F(s) =
9s − 12s + 3 2s − 1
In each of Problems 30 through 33, find the Laplace transform of the given function. In
Problem 33, assume that term-by-term integration of the infinite series is permissible.

( ⎪1, 0 ≤ t < 1


⎨0, 1 ≤ t < 2
1, 0 ≤ t < 1
30. f (t) = 31. f (t) =
0, t ≥ 1 ⎪1, 2 ≤ t < 3



0, t ≥ 3
2n+1
"
32. f (t) = 1 − u1 (t) + · · · + u2n (t) − u2n+1 (t) = 1 + (−1)k uk (t)
k=1

"
33. f (t) = 1 + (−1)k uk (t). See Figure 6.3.7.
k=1

1 2 3 4 5 t
FIGURE 6.3.7 The function f (t) in Problem 33; a square wave.

34. Let f satisfy f (t + T) = f (t) for all t ≥ 0 and for some fixed positive number T; f is said
to be periodic with period T on 0 ≤ t < ∞. Show that
! T
e−st f (t) dt
0
L{ f (t)} = .
1 − e−sT

In each of Problems 35 through 38, use the result of Problem 34 to find the Laplace transform
of the given function.
( (
1, 0 ≤ t < 1, 1, 0 ≤ t < 1,
35. f (t) = 36. f (t) =
0, 1 ≤ t < 2; −1, 1 ≤ t < 2;
f (t + 2) = f (t). f (t + 2) = f (t).
Compare with Problem 33. See Figure 6.3.8.
August 7, 2012 21:04 c06 Sheet number 27 Page number 335 cyan black

6.3 Step Functions 335

y
1

1 2 3 4 5
t

–1

FIGURE 6.3.8 The function f (t) in Problem 36; a square wave.

37. f (t) = t, 0 ≤ t < 1; 38. f (t) = sin t, 0 ≤ t < π;


f (t + 1) = f (t). f (t + π) = f (t).
See Figure 6.3.9. See Figure 6.3.10.

y y

1
1

1 2 3 4 t π 2π 3π t
FIGURE 6.3.9 The function f (t) in FIGURE 6.3.10 The function f (t) in
Problem 37; a sawtooth wave. Problem 38; a rectified sine wave.

39. (a) If f (t) = 1 − u1 (t), find L{ f (t)}; compare with Problem 30. Sketch the graph of
y = f (t).
! t
(b) Let g(t) = f (ξ) dξ, where the function f is defined in part (a). Sketch the graph of
0
y = g(t) and find L{g(t)}.
(c) Let h(t) = g(t) − u1 (t)g(t − 1), where g is defined in part (b). Sketch the graph of
y = h(t) and find L{h(t)}.
40. Consider the function p defined by
(
t, 0 ≤ t < 1,
p(t) = p(t + 2) = p(t).
2 − t, 1 ≤ t < 2;

(a) Sketch the graph of y = p(t).


(b) Find L{p(t)} by noting that p is the periodic extension of the function h in
Problem 39(c) and then using the result of Problem 34.
(c) Find L{p(t)} by noting that
! t
p(t) = f (t) dt,
0

where f is the function in Problem 36, and then using Theorem 6.2.1.

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