Cap 6.3
Cap 6.3
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),
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 )
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).
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
y
5
2 4 6 8 10 12 t
–1
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
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
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
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
= 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
y
2
0.5 π
4
1 1.5 2 2.5 3 t
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}.
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)
= 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.
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
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
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
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
y
1
1 2 3 4 5
t
–1
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;
where f is the function in Problem 36, and then using Theorem 6.2.1.