Created by T.

Madas

LAPLACE
TRANSFORMS

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 Created by T. Madas

SUMMARY OF THE LAPLACE TRANFORM

The Laplace Transform of a function f ( t ) , t ≥ 0 is defined as

∞
L  f ( t )  ≡ f ( s ) ≡
∫ 0
e − st f ( t ) dt ,

where s ∈
, with Re ( s ) sufficiently large for the integral to converge.

The Laplace Transform is a linear operation

L  a f ( t ) + b g ( t )  ≡ aL  f ( t )  + bL  g ( t )  .

Laplace Transforms of Common Functions

n
• ( )
L tn =
s n +1

1 a 1 2 3
L (1) = , L ( a ) = , L ( t ) = 2 ,
s s s
( )
L t2 =
s 3
, ( )
L t3 =
s4
, ….

1 1
• ( )
L e at =
s−a
, L e − at =
s+a
( )
s a
• L ( cos at ) = 2 2
, L ( sin at ) =
s +a s + a2
2

s a
• L ( cosh at ) = 2 2
, L ( sinh at ) =
s −a s − a2
2

Laplace Transforms of Derivatives

• L  x( t )  = x ( t )

• L  x ( t )  = sx ( t ) − x ( 0 )

• x ( t )  = s 2 x ( t ) − sx ( 0 ) − x ( 0 )
L  

• x ( t )  = s 3 x ( t ) − s 2 x ( 0 ) − sx ( 0 ) − 
L  x ( 0)

Created by T. Madas
 Created by T. Madas

Laplace Transforms Theorems

• 1st Shift Theorem

L e − at f ( t )  = f ( s + a ) or L  eat F ( t )  = f ( s − a )
   

• 2nd Shift Theorem

L  f ( t − a )  = e− as f ( s ) , t > a or L  f ( t + a )  = eas f ( s ) , t > − a .

L  H ( t − a ) f ( t − a )  = e − as f ( s ) or L  H ( t + a ) f ( t + a )  = eas f ( s )

• Multiplication by t n

n
 d  d
L t n f ( t )  =  −   f ( s )  or L t f ( t )  = −  f ( s ) 
   ds  ds

• Division by t

∞
 f (t ) 
L
 t 
=
∫ s
f (σ ) d σ

 f (t ) 
provided that lim   exists and the integral converges.
t →0  t 

• Initial/Final value theorem

lim  f ( t )  = lim  s f ( s )  and lim  f ( t )  = lim  s f ( s ) 

t →0 s →∞ t →∞ s →0

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 Created by T. Madas

The Impulse Function / The Dirac Function

∞ t = c ∞ t = 0
1. δ ( t − c ) =  , δ (t ) = 
0 t ≠ c 0 t ≠ 0

b
1 a ≤ c ≤ b
2.
∫ a
δ ( t − c ) dt = 
0 otherwise

b
 f (a)
∫
a≤c≤b
3. f ( t ) δ ( t − c ) dt = 
a  0 otherwise

4. L δ ( t − c )  = e−cs

5. L  f ( t ) δ ( t − c )  = f ( c ) e−cs

d
6.  H ( t − c )  = δ ( t − c )
dt 

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 Created by T. Madas

LAPLACE
TRANSFORMS
FROM FIRST
PRINCIPLES

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 Created by T. Madas

Question 1
Find, from first principles, the Laplace Transform of

f (t ) = k , t ≥ 0

where k is non zero constant.

a
f (s) =
s

Question 2
Use integration to find the Laplace Transform of

f ( t ) = e at , t ≥ 0

where a is non zero constant.

1
f (s) =
s−a

Created by T. Madas
 Created by T. Madas

Question 3
Find, from first principles, the Laplace Transform of

f ( t ) = cos ( at ) , t ≥ 0

g ( t ) = sin ( at ) , t ≥ 0

where a is non zero constant.

s a
f (s) = 2 2
, g (s) =
s +a s + a2
2

Question 4
Use integration to find the Laplace Transform of

f ( t ) = cosh ( at ) , t ≥ 0

where a is non zero constant.

s
f (s) =
s2 − a2

Created by T. Madas
 Created by T. Madas

Question 5
Find, from first principles, the Laplace Transform of

f ( t ) = sinh ( at ) , t ≥ 0

where a is non zero constant.

a
f (s) =
s − a2
2

Question 6
Use integration to find the Laplace Transform of

f (t ) = t n , t ≥ 0

where n ≠ ... − 4, − 3, − 2, − 1, 0 .

Γ ( n + 1) n!
f (s) = =
s n+1 s n +1

Created by T. Madas
 Created by T. Madas

Question 7
The Heaviside function H ( t ) is defined as

1 t ≥ 0
H (t ) = 
0 t < 0

Determine the Laplace transform of H ( t − c ) .

e −cs
L ( H (t − c )) =
s

Created by T. Madas
 Created by T. Madas

Question 8
The Heaviside step function H ( t ) is defined as

1 t ≥ 0
H (t ) = 
0 t < 0

Determine the Laplace transform of H ( t − c ) f ( t − c ) , where f ( t ) is a continuous or

piecewise continuous function defined for t ≥ 0 .

L ( H ( t − c ) f ( t − c ) ) = e −cs L ( f ( t ) )

Question 9
Find the Laplace transform of δ ( t − c ) , where c is a positive constant, and hence
state the Laplace transform of δ ( t ) .

L δ ( t − c )  = e −cs , L δ ( t )  = 1

Created by T. Madas
 Created by T. Madas

Question 10
Given that F ( t ) is a piecewise continuous function defined for t ≥ 0 , find the
Laplace transform of F ( t ) δ ( t − c ) , where c is a positive constant.

L  F ( t ) δ ( t − c )  = F ( c ) e−cs

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 Created by T. Madas

LAPLACE
TRANSFORM
GENERAL
PRACTICE

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 Created by T. Madas

Question 1
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

(
a) L t 3 + 2e −2t )
(
b) L e −2t cosh 3t )
(
c) L t 2 sin t )
 et − 1 
d) L 
 t 
 

 2 
e) L−1  
 2s − 3 

 6 s − 17 
f) L−1  2 
 s − 6s + 9 

6 2 s+2 6s 2 − 2  s  1t
2 , 6 e3t + t e3t
4
+ , 2
, 3
, ln   , e
s + 2 s + 4s − 5  s −1 
s
(
s2 +1 )

Created by T. Madas
 Created by T. Madas

Question 2
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

a) L ( 3cos 2t − 2sinh 3t )

(
b) L 2e −3t cosh 4t )
(
c) L 4t e−t )
 sin t 
d) L  
 t 

 6 
e) L−1  
 ( s − 4 )3 

 s+2 
f) L−1  2 
 s + 4 s + 13 

3s 6 2s + 6 4 1
2
− 2
, 2
, 2
, arctan   , 3t 2 e 4t , e −2t cos3t
s +4 s −9 s + 6s − 7 ( s + 1) s

Created by T. Madas
 Created by T. Madas

Question 3
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

(
a) L e3t + 3sin 2t )
(
b) L 3e3t sin 2t )
c) L ( t cosh 2t )

 1 − cost 
d) L  
 t 

 5s + 1 
e) L−1  2 
 s − s − 12 

 s 
f) L−1  2 
 s − 6 s + 10 

1 6 6 s2 + 4 s2 + 1
+ 2 , 2 , 2
, ln 2
, 3e 4t + 2e−3t ,
s − 3 s + 4 s − 6s + 13
( s2 − 4) s

e3t ( cos t + 3sin t )

Created by T. Madas
 Created by T. Madas

Question 4
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

 2t 4 + 5t 2 
a) L  
 t
 

(
b) L e 2t cos t )
c) L ( 4t sinh 3t )

 e −t − 1 
d) L 
 t 
 

 9s − 8 
e) L−1  2 
 s − 2s 

 2 s − 10 
f) L−1  2 
 s + 2 s + 17 

12 5 2s + 6 24 s  s  2t −t
4
+ 2
, 2
, 2
, ln   , 4 + 5e , e ( 2cos 4t − 3sin 4t )
s s s + 6s − 7 s +9  s − 1 

Created by T. Madas
 Created by T. Madas

Question 5
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

(
a) L 2t 2 − 5 )
(
b) L et sinh 2t )
(
c) L t 3 e 2t )
 sin 2t 
d) L  
 t 

 3s + 4 
e) L−1  2 
 s +9

 2−s 
f) L−1  2 
 s + 4 s − 12 

4 5 2 6 2
− , 2 , , arctan   , 3cos3t + 4 sin 3t , − e−6t
3 4
s 3
s s s − 2s − 3 ( s − 2)

Created by T. Madas
 Created by T. Madas

Question 6
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

a) L ( t + 2 )( t + 3) 

(
b) L e 4t sin 2t )
c) L 8t cosh 1 t 
 2  ( )
 1 − cos 2t 
d) L  
 t 

 2 s − 14 
e) L−1  2 
 s − 8s + 20 

 s 2 − 15s + 41 
−1
f) L  
 ( s + 2 )( s − 3)2 

2 5 6 6 128s 2 + 32 s2 + 4
+ + , 2 , , ln , e 4t ( 2cos 2t − 3sin 2t ) ,
s3 s2 2 2
s s − 6s + 13
(
4s 2 − 1 ) s

3e−2t + ( t − 2 ) e3t

Created by T. Madas
 Created by T. Madas

Question 7
Determine each of the following inverse Laplace transforms, showing, if appropriate,
the techniques used.

 
4 s 2 − 5s + 6 
−1 
a) L
(
 ( s + 1) s 2 + 4 
  )
b) L
 3 s2 + 3 
−1  
( )
 s 4 − 81 
 
 
s2 + 4 
−1 
c) L  2
2
 s −4 
 ( )
 
6s 2 − 2 
−1 
d) L  3
2
 s +1 
 (  )
3e−t + cos 2t − 3sin 2t , 1 ( sin 3t + 2sinh 3t ) , t cosh 2t , t 2 sin t
3

Created by T. Madas
 Created by T. Madas

Question 8
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

a) L ( cos 6t )

(
b) L t 5 e2t )
 6 
c) L−1  2 
 s + 6 s + 18 

d) L ( t − 3) H ( t − 2 ) 
3
 

e) L  4 δ ( t − 2 ) 

−1  5e
 −s
f) L  
 s 
 

s 120 −3t 6e−5 s

2
, 4
, 2e sin 3t , 4
, 4e −2 s , 5H ( t − 1)
s + 36 ( s − 2) s

Created by T. Madas
 Created by T. Madas

Question 9
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

(
a) L e3t cosh 4t )
(
b) L t 2 cosh t )
 s+6 
c) L−1  2 
 s − 6 s + 18 

d) L  H ( t − 1) sin ( 3t − 3) 

e) L et δ ( t − 2 ) 
 

s −3 2s3 + 6s 3e − s
, e ( )
−2 s + 2
2
, 3
, e3t ( cos3t + 3sin 3t ) , 2
s − 6s − 7
( s − 1)
2 s +9

Created by T. Madas
 Created by T. Madas

Question 10
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

a) L  t 2 e 
− 12 t

 

 6s + 1 
b) L−1  2 
 9s + 1 

c) L  et −5 H ( t − 5 ) 
 

 8e−4 s 
d) L−1  2
 s + 4 
 

e) L t 3 e 3 δ ( t − 3) 
1t

 

f) L  et H ( t − 2 ) 
 

16 e −5 s e 2−2 s
( 2s + 1)3
2 1 1
( )
, cosh t + sinh t ,
3 3 3 s −1
( ), 4 H ( t − 4 ) sin ( 2t − 8 ) , 4e −2 s
,
s −1

Created by T. Madas
 Created by T. Madas

Question 11
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

 2 ( )
a) L t sin 1 t 

 1 
b) L−1  
 ( s − 2 )6 

c) L ( t − 5 ) H ( t − 5 ) 

 3e −2 s
d) L−1  2 
 s − 1 

e) L t 2 δ ( t − 2 ) 
 

f) L 2t ( )
16 s t 5 e −2t e −5 s 1
2
, , , 3H ( t − 2 ) sinh ( t − 2 ) , 9e −3s ,
s − ln 2
( 4s2 + 1) 120 s

Created by T. Madas
 Created by T. Madas

Question 12
Find each of the following Laplace transforms or inverse Laplace transforms, showing,
where appropriate, the techniques used.

 2(
a) L  H ( t − 2 ) sin 1 t − 1 
 )
 e −4 s 
b) L−1  2 
 s 

  π 
c) L  2t sin t δ  t −  
  2 

d) L  t 2 e 2 H ( t − 2 ) 
−1t
 

8e ( )  2
−2 s + 2
2e −2 s − 12π s
, (t − 4) H (t − 4) , π e , 4 s + 8s + 5 
4s 2 + 1 2s + 1  
3
( )

Created by T. Madas
 Created by T. Madas

HEAVISIDE
FUNCTION

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 Created by T. Madas

Question 1
The Heaviside function H ( t ) is defined as

1 t ≥ 0
H (t ) = 
0 t < 0

Determine the Laplace transform of H ( t − c ) .

e −cs
L ( H (t − c )) =
s

Created by T. Madas
 Created by T. Madas

Question 2
The Heaviside step function H ( t ) is defined as

1 t ≥ 0
H (t ) = 
0 t < 0

Determine the Laplace transform of H ( t − c ) f ( t − c ) , where f ( t ) is a continuous or

piecewise continuous function defined for t ≥ 0 .

L ( H ( t − c ) f ( t − c ) ) = e −cs L ( f ( t ) )

Created by T. Madas
 Created by T. Madas

Question 3
The piecewise continuous function f ( t ) is defined as

 4 0≤t ≤2

f ( t ) = 12 − 4t 2<t ≤4
 t −8 t>4


a) Sketch the graph of f ( t ) .

b) Express f ( t ) in terms of the Heaviside step function, and hence find the
Laplace transform of f ( t ) .

8 e−2 s 5e−4 s
f (t ) = 4 H (t ) − 4 (t − 2) H (t − 2) + 5 (t − 4) H (t − 4) , L ( f (t )) = − 2 + 2
s s s

Created by T. Madas
 Created by T. Madas

Question 4
The piecewise continuous function f ( t ) is defined as

 8 0≤t ≤4
12 − t 4 < t ≤ 6

f (t ) =  6 6 < t ≤ 10

11 − 1 t t > 10
 2

Express f ( t ) in terms of the Heaviside step function, and hence find the Laplace
transform of f ( t ) .

f ( t ) = 8 H ( t ) − ( t − 4 ) H ( t − 4 ) + ( t − 4 ) H ( t − 6 ) − 1 ( t − 10 ) H ( t − 10 ) ,
2
8 e−4 s e −6 s e−10 s
L ( f (t )) = − 2 + 2 −
s s s 2s 2

Created by T. Madas
 Created by T. Madas

Question 5
The piecewise continuous function f ( t ) is defined as

 7 − 2t 0<t ≤3
 1 3<t ≤7

f (t ) = 
 t −6 7 < t ≤ 15
 0 t − 7.5 > 7.5


Express f ( t ) in terms of the Heaviside step function, and hence find the Laplace
transform of f ( t ) .

f ( t ) = ( 7 − 2t ) H ( t ) + 2 ( t − 3) H ( t − 3) + ( t − 7 ) H ( t − 7 ) − ( t − 15) H ( t − 15) − 9H ( t −15) ,

L ( f (t )) =
( )
s 7 − 9e −15 s − 2 + 2e −3s + e−7 s − e−15s
s2

Created by T. Madas
 Created by T. Madas

Question 6
The piecewise continuous function f ( t ) is defined as

−1  2 3e− s 3e −3s 
f (t ) = L  + 2 − 2 .
s s s 


Sketch the graph of f ( t ) .

graph

Created by T. Madas
 Created by T. Madas

Question 7
The piecewise continuous function f ( t ) is defined as

−1  e 
−2 s
f (t ) = L  2 (3s e2s − 4 es + 5) .
 s 

a) Determine an expression for f ( t ) .

b) Sketch the graph of f ( t ) .

f ( t ) = 3H ( t ) − 4 ( t − 1) H ( t − 1) + 5 ( t − 2 ) H ( t − 2 )

Created by T. Madas
 Created by T. Madas

Question 8
The piecewise continuous function f ( t ) is defined as

1 
( )
f ( t ) = L−1  2 2 − 2e−4 s − e−6 s  .
s 

Sketch the graph of f ( t ) .

graph

Created by T. Madas
 Created by T. Madas

Question 9
The piecewise continuous function f ( t ) is defined as

−1  2 − 3e + e −8s 
−4 s
f (t ) = L  .
 s2 

Sketch the graph of f ( t ) .

graph

Created by T. Madas
 Created by T. Madas

Question 10
The piecewise continuous function f ( t ) is defined as

−1 
f (t ) = L
( )
 s 7 − 9e −15 s − 2 + 2e −3s + e−7 s − e−15 s 
.
 s 2 
 

Sketch the graph of f ( t ) .

graph

Created by T. Madas
 Created by T. Madas

Question 11
The piecewise continuous function f ( t ) is defined as

f (t ) = L
( )( )
 1 − e−2 s 1 + e−4 s 
−1  .
 s 2 
 

Sketch the graph of f ( t ) .

graph

Created by T. Madas
 Created by T. Madas

PERIODIC
FUNCTIONS

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 Created by T. Madas

Question 1
The piecewise continuous function f ( t ) is defined for t ≥ 0 and further satisfies
f (t + ω ) = f (t ) .

Show from the definition of a Laplace transform, that

∫
1
L  f ( t )  = −ω s
e − st f ( t ) dt .
1− e 0

proof

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 Created by T. Madas

Question 2

 1 0 ≤ t ≤1
f (t ) =  and f (t + 2) = f (t ) , t ≥ 0 .
 −1 1 < t < 2

Determine the Laplace transform of f ( t ) .

1 − 2e− s + e−2 s
L ( f (t )) =
(
s 1 + e− s )

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 Created by T. Madas

Question 3

1 0 ≤ t ≤ 1
f (t ) =  and f (t + 2) = f (t ) , t ≥ 0 .
0 1 < t < 2

Determine the Laplace transform of f ( t ) .

1
L ( f (t )) =
(
s 1 + e− s )

Question 4

2 0 ≤ t ≤ 3
f (t ) =  and f (t + 4) = f (t ) , t ≥ 0 .
0 3 < t < 4

Determine the Laplace transform of f ( t ) .

L ( f (t )) =
(
2 1 − e−3s )
s (1 − e −4 s )

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 Created by T. Madas

Question 5

2 0 ≤ t ≤1
f (t ) =  and f (t + 4) = f (t ) , t ≥ 0 .
0 1< t < 3

Determine the Laplace transform of f ( t ) .

L ( f (t )) =
( )
2 1 − e− s
s (1 − e−3s )

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 Created by T. Madas

Question 6

f ( t ) = et , t ≥ 0 and f (t + 2) = f (t ) .

Determine the Laplace transform of f ( t ) .

e ( ) −1
2 1− s
e2 s − e2
L ( f (t )) = =
(1 − s ) (1 − e−2 s ) ( s − 1) ( e2 s − 1)

Created by T. Madas
 Created by T. Madas

Question 7

f ( t ) = 2t , t ≥ 0 and f (t + 2) = f (t ) .

Show that the Laplace transform of f ( t ) is

(
2 e2s − 2s − 1 )
( )
s 2 e2 s − 1

proof

Created by T. Madas
 Created by T. Madas

Question 8

 sin t 0≤t ≤π
f (t ) =  and f ( t + 2π ) = f ( t ) , t ≥ 0 .
 0 π < t < 2π

Show that the Laplace transform of f ( t ) is

1
( s2 + 1)(1 + e−π s )
proof

Created by T. Madas
 Created by T. Madas

Question 9

f (t ) = t 2 , t ≥ 0 and f ( t + 3) = f ( t ) .

Show that the Laplace transform of f ( t ) is

2e3s − 2 − 6 s − 9 s 2
( )
s 3 e3 s − 1

proof

Created by T. Madas
 Created by T. Madas

Question 10
The piecewise continuous function f ( t ) is defined as

 −s 
−1 1 − 2e + e−2 s 
f (t ) = L .
(
 s 1 − e−2 s 
 )

Find an expression for f ( t ) .

 1 0 ≤ t ≤1
f (t ) =  f (t + 2) = f (t )
 −1 1 < t < 2

Created by T. Madas
 Created by T. Madas

Question 11
The piecewise continuous function f ( t ) is defined as

−1 
f (t ) = L
( )
 2 1 − e− s 
.
( )
 s 1 − e −3s 
 

Find an expression for f ( t ) .

2 0 ≤ t ≤1
f (t ) =  f ( t + 3) = f ( t )
0 1< t < 3

Created by T. Madas
 Created by T. Madas

Question 12
The piecewise continuous function f ( t ) is defined as

 3s 
−1  2 e − 2 − 6s − 9s 2 
f (t ) = L .

 (
s 3 e3s − 1 ) 


Find an expression for f ( t ) .

f (t ) = t 2 0≤t ≤3 f ( t + 3) = f ( t )

Created by T. Madas
 Created by T. Madas

SOLVING
SIMPLE
O.D.E.s

Created by T. Madas
 Created by T. Madas

Question 1
Use Laplace transforms to solve the differential equation

dx
− 2x = 4 , t ≥ 0 ,
dt

subject to the initial condition x = 1 at t = 0 .

x = 3e2t − 2

Question 2
Use Laplace transforms to solve the differential equation

dy
+ 2 y = 10e3 x , x ≥ 0 ,
dx

subject to the boundary condition y = 6 at x = 0 .

y = 2e3 x + 4e−2 x

Created by T. Madas
 Created by T. Madas

Question 3
Use Laplace transforms to solve the differential equation

dy
− 4 y = 2 e2 x + e4 x , x ≥ 0 ,
dx

subject to the boundary condition y = 0 at x = 0 .

y = x e4 x + e 4 x − 2 e2 x

Question 4
Use Laplace transforms to solve the differential equation

d2y dy
2
−3 + 2 y = 2e3 x , x ≥ 0 ,
dx dx

dy
subject to the boundary conditions y = 5 , = 7 at x = 0 .
dx

y = 2e3 x + 4e x

Created by T. Madas
 Created by T. Madas

Question 5
Use Laplace transforms to solve the differential equation

d 2z dz
2
−2 + 10 z = 10e2t ,
dt dt

dz
subject to the initial conditions z = 0 , = 1 at t = 0 .
dt

y = e 2t + cos3t + sin 3t

Created by T. Madas
 Created by T. Madas

Question 6
Use Laplace transforms to solve the differential equation

d2y
− 4 y = 24cos 2 x , x ≥ 0 ,
dx 2

dy
subject to the boundary conditions y = 3 , = 4 at x = 0 .
dx

y = 4e 2 x + 2 e−2 x − 3cos 3 x

Created by T. Madas
 Created by T. Madas

Question 7
Use Laplace transforms to solve the differential equation

d2y dy
2
+5 + 6 y = 36t + 6 ,
dt dt

dy
subject to the initial conditions y = 4 , = −17 at t = 0 .
dt

y = e −2t + 7 e−3t + 6t − 4

Created by T. Madas
 Created by T. Madas

Question 8

dx dy
+ y = e −t and − x = et .
dt dt

Use Laplace transformations to solve the above simultaneous differential equations,

subject to the initial conditions x = 0 , y = 0 at t = 0 .

x = − cosh t + sin t + cos t , y = cosh t + sin t − cos t

Created by T. Madas
 Created by T. Madas

Question 9

dx dy
= x+ 2 y and = 3y − 3 x .
dt 3 dt 2

Use Laplace transformations to solve the above simultaneous differential equations,

subject to the initial conditions x = 1 , y = 3 at t = 0 .

x = e2t + t e2t , y = 3e2t + 3 t e 2t

2

Created by T. Madas
 Created by T. Madas

Question 10

d 2x dy d2y
2
= 15 − 9 y + 22et and 2
= 2 x + e3t .
dt dt dt

The functions x = f ( t ) and y = g ( t ) satisfy the above simultaneous differential

equations, subject to the initial conditions

dx dy
x = 2 , y = −3 , = 10 , = −1 at t = 0 .
dt dt

a) By using Laplace transforms, show that

−3s 5 + 11s 4 + 90s 2 − 384s + 198

( )
s 4 − 30s + 18 y =
( s − 1)( s − 3)
,

where y = L  g ( t )  .

b) Given further that s 4 − 30 s + 18 is a factor of −3s 5 + 11s 4 + 90 s 2 − 384 s + 198 ,

find expressions for x and y .

x = 4e3t − 2et , y = e3t − 4et

Created by T. Madas
 Created by T. Madas

Question 11
Use Laplace transforms to solve the differential equation

d 2x
+ x = f (t ) ,
dt 2

0 t<0
dx 
given further that x = 1 , = 1 at t = 0 , and f ( t ) =  t 0≤t ≤π
dt π
 t >π

x = t + cos t − ( t − π ) H ( t − π ) + sin ( t − π ) H ( t − π )

Created by T. Madas
 Created by T. Madas

Question 12
Use Laplace transforms to solve the differential equation

d 2x dx
2
+2 + 5x = δ (t − 2) ,
dt dt

dx
given further that x = 0 , = 1 at t = 0 .
dt

x = e−t sin 2t − e4 sin ( 2t − 4 ) H ( t − 2 ) 

 

Created by T. Madas
 Created by T. Madas

Question 13
Use Laplace transforms to solve the differential equation

d 2x dx
2
+4 + 3x = 2δ ( t − 6 ) ,
dt dt

dx
given further that x = 0 , = 2 at t = 0 .
dt

x = e−3t e 2t − 1 + e−3t e6 e12 − e2t  H ( t − 6 )

   

Created by T. Madas
 Created by T. Madas

Question 14
Use Laplace transforms to solve the differential equation

d2y
+ y = f (t ) ,
dt 2

dy
given further that y = 0, = 1 at t = 0 , and f ( t ) is a known function which has a
dt
Laplace transform.

You may leave the final answer containing a convolution type integral.

t
y = sin t +
∫
0
f ( u ) sin ( t − u ) du

Created by T. Madas
 Created by T. Madas

Question 15

d 2x dx
2
+2 + 2x = f (t ) .
dt dt

a) Use Laplace transforms to solve the above differential equation, given further
dx
that x = 0 , = 0 at t = 0 , and f ( t ) is a known function which has a
dt
Laplace transform.
You may leave the answer containing a convolution type integral.

b) If f ( t ) = e 2t find x = x ( t ) explicitly.

t
x=
∫0
f ( t − u ) e −u sin u du , x = − 1 e−t [ 3sin t + cos t ] + 1 e2t
10 10

Created by T. Madas
 Created by T. Madas

VARIOUS
LAPLACE
TRANSFORM
QUESTIONS

Created by T. Madas
 Created by T. Madas

Question 1
The function x = x ( t ) is suitably defined for t ≥ 0 .

a) Show from first principles that

 dx 
L   = s L  x ( t )  − x ( 0 ) .
 dt 

b) Hence show further that

 d 2x  dx
L  2  = s 2 L  x ( t )  − s x ( 0 ) − ( 0 ) .
 dt  dt

proof

Created by T. Madas
 Created by T. Madas

Question 2

0 0<t ≤4 3 0<t ≤4
f (t ) ≡  and g (t ) ≡  .
3 t>4 0 t>4

a) Find the Laplace transform of f ( t ) from first principles.

b) Hence determine the Laplace transform of g ( t ) .

3e−4 s 3
L  f ( t )  =
s s
(
, L  g ( t )  = 1 − e −4 s )

Question 3
By considering a suitable differential equation with appropriate initial conditions
show clearly that

1
(
L t e −2t =) ( s − 2 )2
, t ≥ 0.

You may not use integration in this question.

proof

Created by T. Madas
 Created by T. Madas

Question 4
Use the differential equation

d2y
2
+ a2 x = 0 , t ≥ 0 ,
dt

with appropriate initial conditions to show that

s a
L ( cos at ) = and L ( sin at ) = .
s2 + a2 s2 + a2

You may not use integration in this question.

proof

Created by T. Madas
 Created by T. Madas

Question 5
Find each of the following Laplace transforms.

 e − at − e −bt 
a) L   , a >0, b >0
 t 

 3
(
b) L  1 + t e−t 

)


 e − at − e−bt  s+b  −t 3  1 3 6 6
L
 t
 = ln 
  s + a 
, L( 1 + t )
e =
 s + + +
( s + 1)2 ( s + 2 )3 ( s + 3)4

Created by T. Madas
 Created by T. Madas

Question 6
Invert each of the following Laplace transforms.

e − sπ
a) f (s) =
(
s2 s2 + 1 )
1
b) g ( s ) =
( s − 1)4

f ( t ) = t H ( t − π ) − sin t H ( t − π ) , g ( t ) = 1 t 3 et
6

Created by T. Madas
 Created by T. Madas

Question 7
Find each of the following Laplace transforms.

 sinh t 
c) L 
 t 

 e −2t 
d) L  
 t 

 sinh t  1  s + 1   e −2t  π
L = ln , L  =
 t  2  s − 1   t  s+2

Created by T. Madas
 Created by T. Madas

Question 8
Find the inverse following Laplace transforms of the following functions.

2s
i. 2
.
s + 4 s + 10

e −2 s
ii. .
s2 + a2

1
iii.
s 2
( s2 + 1)
1
2e −2t cos 6 t − 1 6 csin 6 t  , H ( t − a ) − sin  a ( t − a )  , t − sin t
 3  a

Created by T. Madas
 Created by T. Madas

Question 9
Find the following Laplace transform

 sin 2 t 
L .
 t 

 sin 2 t  1  s 2 + 4 
L  = ln  2 
 t  4  s 

Created by T. Madas
 Created by T. Madas

Question 10
It is given that

1  1
L  f ( t )  = exp  −  , t ≥ 0 .
s  s

Determine a simplified expression for

L e −t f ( 3t )  .
 

1  3 
L e −t f ( 3t )  = exp  − 
  s +1  s +1 

Created by T. Madas
 Created by T. Madas

Question 11
Find a simplified expression for

L  cosh 2 4t  .
 

 2  s 2 − 32
L cosh 4t =
  s s 2 − 64
( )

Question 12
The function y = y ( t ) satisfies the differential equation

dy
+ y =1, t ≥ 0, y ( 0) = 0 .
dt

Use the initial-final value theorem to find lim  y ( t )  .

t →∞

lim  y ( t )  = 1
t →∞

Created by T. Madas
 Created by T. Madas

Question 13
The function y = f ( t ) satisfies

1
L  f ( t )  = .
s+2

Determine a simplified expression for f ( t ) .

e−2t
f (t ) =
πt

Created by T. Madas
 Created by T. Madas

Question 14

1
h (s) = .
( s + 1)( s + 2 )

Invert the above Laplace transform by …

a) … partial fractions

b) … the convolution theorem

h ( t ) = e−t − e−2t

Created by T. Madas
 Created by T. Madas

Question 15
The convolution [ f ∗ g ] ( t ) , of two functions f ( t ) and g ( t ) is defined as

t
[ f ∗ g ](t ) =
∫0
f ( t − u ) g ( u ) du .

Show that

L {[ f ∗ g ] ( t )} = L  f ( t )  L  g ( t )  = f (s) g (s) .

proof

Created by T. Madas
 Created by T. Madas

Question 16
Use the differential equation

d 2x
2
= a2x , t ≥ 0 ,
dt

with appropriate initial conditions to show that

s a
L ( cosh at ) = and L ( sinh at ) = .
s2 − a2 s2 − a2

You may not use integration in this question.

proof

Created by T. Madas
 Created by T. Madas

Question 17
The function y = f ( t ) , t ≥ 0 , is twice differentiable.

a) Show from first principles that

d2y  dy
L  2  = s 2 L  y ( t )  − s y ( 0 ) − ( 0 )
 dt  dt

A second function g ( t ) is defined for t ≥ 0 .

b) Show further that

 t 
L
 ∫
0
f ( t − u ) g ( u ) du  = L  f ( t )  L  g ( t )  .


proof

Created by T. Madas
 Created by T. Madas

Question 18

L  f ( t )  ≡ f ( s ) , t ≥ 0 .

a) Show clearly that

L  eat f ( t )  ≡ f ( s − a ) .
 

b) Find in its simplest form

L e 2t cos 2t sin 2t  .
 

2
2
s − 4s + 20

Created by T. Madas
 Created by T. Madas

Question 19
Use the definition of a Laplace transform to show that

 t  1
L

∫
0
f ( u ) du  = L  f ( u )  , t ≥ 0 .
 s

proof

Created by T. Madas
 Created by T. Madas

Question 19
Find the following inverse Laplace transform

  1 
L−1 ln 1 + 2   .
  s 

  1  2
L−1 ln  1 + 2   = (1 − cos t )
  s  t

Created by T. Madas
 Created by T. Madas

Question 20
Use the definition of a Laplace transform to show that if x = f ( t ) then

 2 d 2x  d
L t 2 
= x0 −  s 2L ( x )  , where x0 = f ( 0 ) .
 dt  ds  

proof

Created by T. Madas
 Created by T. Madas

Question 21

∞
L  f ( t )  = f ( s ) ≡
∫
0
f ( t ) e− st dt , t ≥ 0 .

a) Show from the above definition that if a is a non zero constant, then

1 s
L  f ( at )  = f   .
a a

b) Deduce that if k is a non zero constant, then

1 t
L−1  f ( k s )  = f  .
k k

proof

Created by T. Madas
 Created by T. Madas

Question 22

L  f ( t )  ≡ f ( s ) , t ≥ 0 .

a) Show clearly that

L  k t f ( t )  ≡ f ( s − ln k ) , k > 0 .
 

b) Find in its simplest form

L t 3 e −t 2t  .
 

6
L  t 3 e − t 2t  =
 
( s + 1 − ln 2 )4

Created by T. Madas
 Created by T. Madas

Question 23
It is given that

1
L t f ( t )  = 3
, t ≥ 0.
s +s

Determine a simplified expression for

L  e−t f ( 2t )  .
 

1  s 2 + 2s + 5 
L e −t f ( 2t )  = ln  
  2  s +1 
 

Created by T. Madas
 Created by T. Madas

Question 24
Use an appropriate method to show that

 1  1
L −1  =
s s + a  a
erf ( at ) ,
where a is a positive constant.

proof

Created by T. Madas
 Created by T. Madas

Question 25
Use an appropriate method to show that

 t
1 − e −u 
∫
1  1
L du  = ln  s +  .
 0 u  s  s

proof

Created by T. Madas
 Created by T. Madas

Question 26
Use an appropriate method to show that

1
L  erf
 ( t ) = s s +1
.

proof

Created by T. Madas
 Created by T. Madas

Question 27

t
g (t ) ≡
∫0
f ( x ) dx , t ≥ 0 .

a) Show clearly that

f (s)
L ( g (t )) = ,
s

where f ( s ) = L ( f ( t ) ) .

b) Verify the validity of the result of part (a) by using f ( x ) = sin x and finding
L ( g ( t ) ) by its integral definition.

c) Use the result of part (a) to determine

 t 
∫
sin x
L dx  .
 0 x 

1 1
arctan  
s s

Created by T. Madas
 Created by T. Madas

Question 28
The function y = y ( t ) is infinitely differentiable and defined for t ≥ 0 .

Show that

lim  s y ( s )  = lim  y ( t )  ,
s →∞ t →0

where y ( s ) = L  y ( t ) 

proof

Created by T. Madas
 Created by T. Madas

Question 29
The Laplace transform of f ( t ) , t ≥ 0 , is denoted by f ( s ) = L ( f ( t ) ) .

f (s)
Show that the inverse Laplace transform of satisfies
s

t
−1 
f (s) 
L 
 s 
=
∫ f (u ) du
0
.

proof

Created by T. Madas
 Created by T. Madas

Question 30

d2y dy
t 2
+ + ty , t > 0 .
dt dt

The function y = J 0 ( t ) is a solution of the above differential equation.

It is further given that lim  J 0 ( t )  = 1 .

t →0

By taking the Laplace transform of the above differential equation, show that

1
L  J 0 ( t )  = .
s2 + 1

proof

Created by T. Madas
 Created by T. Madas

Question 31
By forming and taking the Laplace transform of a suitable second order differential
equation, show that

− 41s
πe
L sin t  = 3 .
2s 2

proof

Created by T. Madas
 Created by T. Madas

Question 32
The Sine integral function Si ( t ) is defined as

∫
sin u
Si ( t ) ≡ du , t ≥ 0 .
0 u

Show that

1 1
L Si ( t )  = arctan   .
s s

proof

Created by T. Madas
 Created by T. Madas

Question 19
Find the following inverse Laplace transform by 3 different methods.

 
−1  s
L  2 , a >0.
2
 s +a
 (2

 )
 
 s  t sin at
L−1  2
=
( 2
 s + a
2
) 
2a

Created by T. Madas
 Created by T. Madas

Question 33
The Cosine integral function Ci ( t ) is defined as

∫
cos u
Ci ( t ) ≡ du , t > 0 .
t u

Show that

L  Ci ( t )  =
(
ln s 2 + 1 ).
2s

proof

Created by T. Madas
 Created by T. Madas

Question 34
The Exponential integral function E i ( t ) is defined as

∞
e −u
E i (t ) ≡
∫t u
du , t ≥ 0 .

Show that

ln ( s + 1)
L  E i ( t )  = .
s

proof

Created by T. Madas
 Created by T. Madas

Question 35
By differentiating the integral definition of the Gamma function, Γ ( x ) , with respect
to x , show that

γ + ln s
L [ ln t ] = − .
s

You may assume that . Γ′ (1) = −γ .

proof

Created by T. Madas
 Created by T. Madas

Question 36

∞
L  f ( t )  = f ( s ) ≡
∫0
f ( t ) e− st dt , t ≥ 0 .

a) Show from the above definition that if a is a non zero constant, then

1 s
L  f ( at )  = f   .
a a

b) By taking the Laplace transform of Bessel’s equation

d 2x dx
t2
dt 2
+t
dx
( )
+ t 2 − n2 x = 0 , n ∈  ,

and assuming further that J 0 ( 0 ) = 1 , show that

1
L  J 0 ( t )  = .
2
s +1

c) Deduce in simplified form the Laplace transform of J 0 ( at )

1
L  J 0 ( at )  =
s2 + a2

Created by T. Madas
 Created by T. Madas

Question 37

∞
L  f ( t )  = f ( s ) ≡
∫0
f ( t ) e− st dt , t ≥ 0 .

a) Show from the above definition that if k is a non zero constant, then

1 t
L−1  f ( k s )  = f  .
k k

b) Show further that

t
−1 
f (s) 
L 
 s 
=
∫ 0
f ( u ) du .

− 41t
−1  − s  e
c) Given that L e = , use parts (a) and (b) to prove that
  3
2t 2 π

 e−α s   α 
L−1   = erfc  ,
 s  2 t 

where α is a positive constant.

proof

Created by T. Madas
 Created by T. Madas

Question 38
The Laplace transform y ( s ) , of a function y = y ( t ) , t ≥ 0 is given by

y ( s ) = e− s
, s >0.

a) Show that y ( s ) satisfies the differential equation

4s y′′ ( s ) + 2 y′ ( s ) − y ( s ) = 0 .

b) Hence show further that

dy
4t 2 + ( 6t − 1) y = 0 .
dt

c) Use parts (a) and (b) to prove that

− 41t
y (t ) = L −1
( e ) = 2t
− s e
3
2 π
.

proof

Created by T. Madas
 Created by T. Madas

EVALUATION
OF
INTEGRALS

Created by T. Madas
 Created by T. Madas

Question 1

∫ 0
t e−2t cos t dt .

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

3
25

Created by T. Madas
 Created by T. Madas

Question 2

∫ 0
x e−3 x sin 2 x dx .

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

12
169

Created by T. Madas
 Created by T. Madas

Question 3

∞ −t

∫
e − e−3t
dt .
t
0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

ln3

Created by T. Madas
 Created by T. Madas

Question 4

∫
sin x
dx .
x
0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

π
2

Created by T. Madas
 Created by T. Madas

Question 5

∫
− 13 x
e sin x
dx .
x
0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

arctan 3

Created by T. Madas
 Created by T. Madas

Question 6

∫
e−3 x − e −6 x
dx .
x
0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

ln2

Created by T. Madas
 Created by T. Madas

Question 7

∫
cos 6 x − cos 4 x
dx .
x
0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

ln 2
3

Created by T. Madas
 Created by T. Madas

Question 8

∫0
x3 e− ax sin x dx , a > 0 .

Given that the value of the above integral is zero, use Laplace transform techniques to
find the value of a .

a =1

Created by T. Madas
 Created by T. Madas

Question 9
Use Laplace transforms techniques to show that

∫
2
u e −u erf ( u ) du = 1 2 .
4
0

You may assume that

1
L  erf t  = .
s s +1

proof

Created by T. Madas
 Created by T. Madas

Question 10

∞ t

∫ ∫
e −t sin u
du dt .
u
0 0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

π
4

Created by T. Madas
 Created by T. Madas

Question 11

∫
e− x sin 2 x
dx .
x
0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

1 ln 5
4

Created by T. Madas
 Created by T. Madas

Question 12

∫
e− 2x
sinh x sin x
dx .
x
0

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

π
8

Created by T. Madas
 Created by T. Madas

Question 13

∫
sin 2 x
dx .
0
x2

Given that the above integral is finite, use Laplace transform techniques to find its
exact value.

π
2

Created by T. Madas
 Created by T. Madas

Question 14
The Exponential integral function E i ( t ) is defined as

∞
e −u
E i (t ) ≡
∫ t u
du , t ≥ 0 .

By considering the Laplace transform of E i ( t ) , show that

∫0
2t e −t E i ( t ) dt = ln 4 − 1 .

proof

Created by T. Madas
 Created by T. Madas

INVERSION
BY
COMPLEX
VARIABLES

Created by T. Madas
 Created by T. Madas

Question 1
Use the method of residues to find

 1 
L−1  .
 s−2

 1  2t
L−1  =e
 s−2

Question 2
Use the method of residues to find

 9 
L−1  .
 ( s + 1)( s − 2 )2 

 9 
L−1  2
 = et + ( 3t − 1) e2t
 ( s + 1)( s − 2 ) 

Created by T. Madas
 Created by T. Madas

Question 3
Use the method of residues to find

 
−1   2
L  2 .
2
(
 s +1 
  )
 
 2 
L−1  2
= sin t − t cos t
( 2
)
 s + 1 

Created by T. Madas
 Created by T. Madas

Question 4
Use complex integration to find the following inverse Laplace transform.

 
−1  
s
L  2 , a >0.
2
 s +a
 (
2

 )
 
 s  t sin at
L−1  2
=
( 2
 s + a
2
) 
2a

Created by T. Madas
 Created by T. Madas

Question 5
Use the method of residues to find

 16s 
L−1  .
 ( s + 1)3 ( s − 1)2 

 16 s 
L−1  3 2 ( )
 = ( 2t − 1) et + 1 − 2t 2 e −t
 ( s + 1) ( s − 1) 

Created by T. Madas
 Created by T. Madas

Question 6

e − sπ
f (s) = 2
.
( s + 1)
2

Use complex variable methods to invert the above Laplace transform.

Use a detailed method, describing briefly each stage in the workings.

Give the final answer in terms of Heaviside functions.

f ( t ) = 1 H ( t − π ) sin ( t − π ) − ( t − π ) cos ( t − π ) 
2

Created by T. Madas
 Created by T. Madas

Question 7

s 3 + s 2 + 1 − e− sπ
f (s) = .
(
s2 s2 + 1 )
Use complex variable methods to invert the above Laplace transform.

Use a detailed method, describing briefly each stage in the workings.

 0 t<0

f (t ) =  t + cos t 0≤t ≤π
π + cos t − sin t t >π


Created by T. Madas
 Created by T. Madas

Question 8
Given that a is a positive constant, use complex variable methods to find the
following inverse Laplace transform.

 
 1 
L −1 2
.
(
3 2
s s + a

2
) 


Use a detailed method, describing briefly each stage in the workings.

t2 2 2 t
f (t ) = 4
− 6
+ 6
cos at + sin at
2a a a 2a 5

Created by T. Madas
 Created by T. Madas

Question 9
Use complex variable methods to find the following inverse Laplace transform.

  1 + s2  
L −1ln   .
  s ( s + 1)  

Use a detailed method, describing briefly each stage in the workings.

1
f ( t ) = 1 + e−t − 2cos t 
t 

Created by T. Madas
 Created by T. Madas

Question 10
The function y = f ( t ) , t ≥ 0 satisfies

s
L  f ( t )  = 4
.
s +1

Use complex variable methods to show that

 t   t 
f ( t ) = sin   sinh  .
 2  2

Use a detailed method, describing briefly each stage in the workings.

proof

Created by T. Madas
 Created by T. Madas

Question 11
The Bromwich integral for inverting a Laplace transform f ( s ) is given by

∫
1
f (t ) = e st f ( s ) ds .
2π i
γ

a) Describe briefly the contour used in this integral and the general method used
to invert the transform.

b) Given that a is a positive constant, show that

a  a2 
L −1e− a s
= exp  −  .
  3  4t 
2t 2 π  

c) Hence find in a simplified form of a convolution integral the following inverse

Laplace transform

 e− a s 
−1
L  .
 s 

∫
 e− a s  a  1   a2 
−1
L  =  3  exp  −  du
 s  2π  u 2 t = u   
0  4u 

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas
 Created by T. Madas

SOLVING
O.D.E.s, P.D.E.s
&
INTEGRAL
EQUATIONS

Created by T. Madas
 Created by T. Madas

Question 1
Use Laplace transforms to solve the following differential equation

d2y dy
x 2
+2 + xy = 0 , y (0 +) = 1 , y (π ) = 0 .
dx dx

sin x
y ( x) =
x

Created by T. Madas
 Created by T. Madas

Question 2
Use Laplace transforms to solve the following differential equation

d2y dy dy
t 2
+ + 4ty = 0 , y (0) = 1 , ( 0) = 0 .
dt dt dt

y ( t ) = J 0 ( 2t )

Created by T. Madas
 Created by T. Madas

Question 3
Use Laplace transforms to solve the following differential equation

d2y dy dy
2
−x + y = 1, y (0) = 1 , ( 0) = 2 .
dx dx dx

y ( x) = 2x +1

Created by T. Madas
 Created by T. Madas

Question 4
The function u = u ( t , y ) satisfies the partial differential equation

∂u ∂u
+y = y , t ≥ 0, y > 0,
∂t ∂y

subject to the following conditions

i. u ( 0, y ) = 1 + y 2 , y > 0 .

ii. u ( t ,0 ) = 1 , t ≥ 0 .

Use Laplace transforms in t to show that

u ( t , y ) = 1 + y − y e−t + y 2 e −2t .

proof

Created by T. Madas
 Created by T. Madas

Question 5
The function z = z ( x, t ) satisfies the partial differential equation

∂u ∂z
=2 +z, x≥0, t ≥ 0,
∂x ∂t

subject to the following conditions

i. z ( x,0 ) = 6e −3 x , x > 0 .

ii. z ( x, t ) , is bounded for all x ≥ 0 and t ≥ 0 .

Find the solution of partial differential equation by using Laplace transforms.

z ( x, t ) = 6e (
− 3 x + 2t )

Created by T. Madas
 Created by T. Madas

Question 6

θ ( x ) = 8sin ( 2π x ) , 0 ≤ x ≤ 1

The above equation represents the temperature distribution θ °C , maintained along

the 1 m length of a thin rod.

At time t = 0 , the temperature θ is suddenly dropped to θ = 0 °C at both the ends of

the rod at x = 0 , and at x = 1 , and the source which was previously maintaining the
temperature distribution is removed.

The new temperature distribution along the rod θ ( x, t ) , satisfies the heat equation

∂ 2θ ∂θ
2
= , 0 ≤ x ≤ 1, t ≥ 0 .
∂x ∂t

Use Laplace transforms to determine an expression for θ ( x, t ) .

2
θ ( x, t ) = 8e −4π t sin ( 2π x )

Created by T. Madas
 Created by T. Madas

Question 7
The temperature θ ( x, t ) in a semi-infinite thin rod satisfies the heat equation

∂ 2θ ∂θ
2
= , x ≥ 0 , t ≥ 0.
∂x ∂t

The initial temperature of the rod is 0 °C , and for t > 0 the endpoint at x = 0 is
maintained at T °C .

Assuming the rod is insulated along its length, use Laplace transforms to find an
expression for θ ( x, t ) .

You may assume that

 e− s   1 
• L−1   = erfc  
 s  2 t 

1 t
• L−1  f ( k s )  = f   , where k is a constant.
k k

∫
2T 2  x 
θ ( x, t ) = e−u du = T erfc  
π x  2α t 
2α t

Created by T. Madas
 Created by T. Madas

Question 8
The function xn = f ( t , n ) satisfies the differential equation

d 2x dx
t 2
+ (1 − t ) + nx = 0 , t ≥ 0 , n ∈  .
dt dt

Use Laplace transforms in t , followed by inversion using a unit circle contour, to

show that

et d n n − t
xn =
n ! dt n
(
t e . )
You may assume that

e st tn
∫
C
s n +1
ds =
n!
( 2π i ) , where C : s = eiθ , −π < ∞ ≤ π

proof

Created by T. Madas
 Created by T. Madas

Question 9
The function y = y ( t ) , t ≥ 0 satisfies the following equation.

t
d2y
dt 2
−y+ 2
∫
0
sin ( t − u ) y ( u ) du = cos t .

Use Laplace transforms to show that

 t   t 
y ( t ) = sin   sinh  .
 2  2

proof

Created by T. Madas
 Created by T. Madas

Question 10
The one dimensional heat equation for the temperature, T ( x, t ) , satisfies

∂ 2T 1 ∂T
2
= , t ≥ 0,
∂x σ ∂t

where t is the time, x is a spatial dimension and σ is a positive constant.

The temperature T ( x, t ) is subject to the following conditions

iii. lim T ( x, t )  = 0 ,

x→∞

iv. T ( 0, t ) = 1

v. T ( x,0 ) = 0

a) Use Laplace transforms to show that

1  s 
L T ( x, t )  = T ( x, s ) = exp  − x .
s  σ 

b) Use contour integration to show further that

 x 
T ( x, t ) = 1 − erf  .
 4σ t 

You may assume without proof that

∞
 k2 
∫ − ax 2 π
• e cos kx dx = exp  − 
0 4a  4a 
x

∫
2 2
• erf ( x ) = e −ξ dξ
π 0

proof

[ solution overleaf ]

Created by T. Madas
Created by T. Madas

Created by T. Madas