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Module 12

Differential equations

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15 views2 pages

Module 12

Differential equations

Uploaded by

testfinn89
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Module 12

The Laplace Transforms

DEFINITION. Laplace Transform. Let 𝑓 be a function defined for 𝑡 ≥ 0. Then the integral

∞
ℒ{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 (1)

is said to be the Laplace Transfor𝑚∗ of 𝑓, provided that the integral converges.

When the integral (1) converges, the result is a function of s. In general discussion we shall use a
lowercase letter to denote the function being transformed and the corresponding capital letter to
denote its Laplace transform—for example,

ℒ{𝑓(𝑡)} = 𝐹(𝑠), ℒ{𝑔(𝑡)} = 𝐺(𝑠), and ℒ{𝑦(𝑡)} = 𝑌(𝑠).

Example 1. Evaluate ℒ{1}.

Solution:

From (1),

∞ 𝑏 1 𝑏 1 1 1
ℒ{1} = ∫0 𝑒 −𝑠𝑡 (1)𝑑𝑡 = lim ∫0 𝑒 −𝑠𝑡 𝑑𝑡 = lim (− 𝑒 −𝑠𝑡 | ) = lim (− 𝑒 −𝑠𝑏 + ) = ′
𝑏→∞ 𝑠 𝑏→∞ 𝑠 𝑠 0 𝑠 𝑏→∞

−1
for 𝑠 > 0. Note that if 𝑠 > 0, 𝑒 −𝑠𝑏 → 0 ( → 0) as 𝑏 → ∞.Thus,
𝑠𝑒 𝑠𝑏

1
ℒ{1} =
𝑠

Example 2. Evaluate ℒ{𝑡}.

Solution:

From (1),

∞
ℒ{𝑡} = ∫ 𝑒 −𝑠𝑡 (𝑡)𝑑𝑡.
0
Integrating by parts, we let 𝑢 = 𝑡 so that 𝑑𝑢 = 𝑑𝑡. Then 𝑑𝑣 = 𝑒 −𝑠𝑡 , this implies that
1
𝑣 = ∫ 𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑒 −𝑠𝑡 . By substitution,
𝑠

*The Laplace transform is named in honor of the French mathematician and astronomer Pierre-Simon Marquis de Laplace (1749–1827).
∞ ∞ ∞
1 1 1 ∞ 1 1
∫ 𝑒 −𝑠𝑡 (𝑡)𝑑𝑡 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢 = 𝑡 (− 𝑒 −𝑠𝑡 )| − ∫ (− 𝑒 −𝑠𝑡 ) 𝑑𝑡 = 0 + ∫ 𝑒 −𝑠𝑡 (1)𝑑𝑡 = ( )
0 𝑠 0 0 𝑠 𝑠 0 𝑠 𝑠

Thus,
1
ℒ{𝑡} =
𝑠2

Example 3. Evaluate ℒ{𝑒 −3𝑡 }.

Solution:

From (1),

∞
ℒ{𝑒 −3𝑡 } = ∫ 𝑒 −𝑠𝑡 (𝑒 −3𝑡 )𝑑𝑡.
0
∞
= ∫ 𝑒 −(𝑠+3)𝑡 𝑑𝑡
0
∞
−𝑒 −(𝑠+3)𝑡
= |
𝑠+3 0
−1
= 0−( )
𝑠+3

1
ℒ{𝑒 −3𝑡 } =
𝑠+3

Try this!

Evaluate the following:

1. ℒ{𝑠𝑖𝑛2𝑡}
2. ℒ{1 + 5𝑡}
3. ℒ{𝑡𝑒 4𝑡 }

*The Laplace transform is named in honor of the French mathematician and astronomer Pierre-Simon Marquis de Laplace (1749–1827).

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