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MAT 350__Section 7.2 Revised

The document covers inverse transforms and transforms of derivatives, specifically focusing on the Laplace transform and its properties. It includes warmup and practice exercises, along with detailed solutions and guidelines for evaluating Laplace transforms of functions and their derivatives. Additionally, it provides steps for solving initial value problems (IVPs) using the Laplace transform method.

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0% found this document useful (0 votes)
10 views

MAT 350__Section 7.2 Revised

The document covers inverse transforms and transforms of derivatives, specifically focusing on the Laplace transform and its properties. It includes warmup and practice exercises, along with detailed solutions and guidelines for evaluating Laplace transforms of functions and their derivatives. Additionally, it provides steps for solving initial value problems (IVPs) using the Laplace transform method.

Uploaded by

Razwan Ahmed
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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7.

2: INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES

Quiz 2 Section 4.7 and 5.1 ; On 6 th May, 2024.

Warmup Exercises:

4 6 1 4 6 1
(𝑖 ) 𝐿−1 { + 5 − } = 𝐿−1 { } + 𝐿−1 { 5 } − 𝐿−1 { }
𝑠 𝑠 𝑠+8 𝑠 𝑠 𝑠+8

1 1 1
= 4 𝐿−1 { } + 6 𝐿−1 { 5 } − 𝐿−1 { }
𝑠 𝑠 𝑠+8
1 6 4! 1
= 4 𝐿−1 { } + 𝐿−1 { 4+1 } − 𝐿−1 { }
𝑠 4! 𝑠 𝑠 − (−8)
6 4 1
= 4 (1) + 𝑡 − 𝑒 −8𝑡 = 4 + 𝑡 4 − 𝑒 −8𝑡
24 4
1 1 1 1 1 1
(𝑖𝑖 ) 𝐿−1 { } = 𝐿−1 { } = 𝐿−1 { } = 𝐿−1 2
4𝑠 2+3 3 4 3 4
4 (𝑠 2 + ) 𝑠2 + 3
4 4 𝑠 + (√ )
2
{ 4 }

1 1 √3 1 √3 1 3
4 √4 4
= 𝐿−1 2 = 𝐿−1 2 = sin (√ 𝑡)
4 3 3 4 √3 3 2 √3 4
√ 𝑠 2 + (√4) 𝑠 2 + (√4)
4
{ } { }

𝑠+1 𝑠 1
(𝑖𝑖𝑖 ) 𝐿−1 { } = 𝐿−1 { 2 + }
𝑠2 + 2 𝑠 + 2 𝑠2 + 2

𝑠 1
= 𝐿−1 { 2+ 2}
𝑠 2 + (√2) 𝑠 2 + (√2)

𝑠 1 −1 √2 1
= 𝐿−1 { 2} + 𝐿 { 2 } = cos(√2 𝑡) + sin(√2 𝑡)
𝑠 2 + (√2) √2 𝑠 2 + (√2) √2

𝑠 2 + 6𝑠 + 9
(𝑖𝑣) 𝐿−1 { } =?
(𝑠 − 1)(𝑠 − 2)(𝑠 + 4)

Solution: (𝑖𝑣) Guideline

Set
𝑠 2 + 6𝑠 + 9 𝐴 𝐵 𝐶
= + + .
(𝑠 − 1)(𝑠 − 2)(𝑠 + 4) 𝑠−1 𝑠−2 𝑠+4

Then,

𝑠 2 + 6𝑠 + 9 = 𝐴(𝑠 − 2)(𝑠 + 4) + 𝐵(𝑠 − 1)(𝑠 + 4) + 𝐶 (𝑠 − 1)(𝑠 − 2) … … … (1)

16 25 1
𝐴=− , 𝐵= and C= .
5 6 30
16 25 1
𝑠 2+6𝑠+9 −
5 6 30
So, (𝑠−1)(𝑠−2)(𝑠+4)
= + +
𝑠−1 𝑠−2 𝑠+4

16 25 1
𝑠 2 + 6𝑠 + 9 − 5
𝐿−1 { −1
} =𝐿 { + 6 + 30 }
(𝑠 − 1)(𝑠 − 2)(𝑠 + 4) 𝑠−1 𝑠−2 𝑠+4

16 −1 1 25 −1 1 1 −1 1
=− 𝐿 { } + 𝐿 { }+ 𝐿 { }
5 𝑠−1 6 𝑠−2 30 𝑠+4
𝑠 2 + 6𝑠 + 9 16 𝑡 25 −1 2𝑡 1 −4𝑡
∴ 𝐿−1 { }=− 𝑒 + 𝐿 𝑒 + 𝑒
(𝑠 − 1)(𝑠 − 2)(𝑠 + 4) 5 6 30

Practice Exercises:
4 6 1 1
(𝑖 ) 𝐿−1 { 2
− 4− + 2 }
𝑠 𝑠 𝑠−2 𝑠 −2

4 6 1 1
= 𝐿−1 { 2 } − 𝐿−1 { 4 } − 𝐿−1 { } + 𝐿−1 { 2 } ; since 𝐿−1 is linear.
𝑠 𝑠 𝑠−2 𝑠 −2

1 1 1 1
= 4 𝐿−1 { 2 } − 6 𝐿−1 { 4 } − 𝐿−1 { } + 𝐿−1 { 2 }
𝑠 𝑠 𝑠−2 𝑠 −2

1 6 −1 3! 1 1 −1 √2 𝑘
= 4 𝐿−1 { 2 } − 𝐿 { 3+1 } − 𝐿−1 { }+ 𝐿 { 2} ; Idea:
𝑠 3! 𝑠 𝑠−2 √2 𝑠 2 − (√2) 𝑠2 − 𝑘2

4 6 1 1 1
∴ 𝐿−1 { 2
− 4− + 2 } = 4𝑡 − 𝑡 3 − 𝑒 2𝑡 + sinh(√2 𝑡)
𝑠 𝑠 𝑠−2 𝑠 −2 √2

5𝑠 − 2 5𝑠 2
(𝑖𝑖 ) 𝐿−1 { 2
} = 𝐿−1 { 2 − 2 }
4𝑠 + 3 4𝑠 + 3 4𝑠 + 3

5𝑠 2
= 𝐿−1 { − }
3 3
4 (𝑠 2 + 4) 4 (𝑠 2 + 4)

5𝑠 2
= 𝐿−1 { } − 𝐿−1 { }
2 3 2 3
4 (𝑠 + 4) 4 (𝑠 + 4)

5 −1 𝑠 1 1
= 𝐿 { } − 𝐿−1 { }
4 3 2 3
𝑠2 + 4 𝑠2 + 4
√3
5 𝑠 1 1 −1 2
= 𝐿−1 2 − ∙ 𝐿 2
4 √3 2 √3 √3
𝑠2 +( 2 ) 2 𝑠2 +( 2 )
{ } { }
5 √3 1 2 √3
= cos ( 𝑡) − ∙ sin ( 𝑡)
4 2 2 √3 2
5𝑠 − 2 5 √3 1 √3
∴ 𝐿−1 { } = cos ( 𝑡) − sin ( 𝑡)
4𝑠 2 + 3 4 2 √3 2

Transform of Derivatives

Recall: Definition of Laplace Transform:


𝐹 (𝑠) = 𝐿{𝑓(𝑡) } = ∫ 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡 … … … (∗)


0

For the derivative of 𝑓 (𝑡), the Laplace of 𝑓 ′ (𝑡):


𝐿{𝑓 (𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓 ′ (𝑡) 𝑑𝑡


[For simplicity of calculation, we will treat infinity as a number]


Here,

∫ 𝑒 −𝑠𝑡 𝑓 ′ (𝑡)𝑑𝑡 = ∫ 𝑢 𝑑𝑣 ; [Set, 𝑢 = 𝑒 −𝑠𝑡 & 𝑑𝑣 = 𝑓 ′ (𝑡)𝑑𝑡 → 𝑑𝑢 = −𝑠𝑒 −𝑠𝑡 𝑑𝑡 & 𝑣 = 𝑓(𝑡)]

= 𝑢𝑣 − ∫ 𝑣 𝑑𝑢 = 𝑒 −𝑠𝑡 𝑓(𝑡) − ∫ 𝑓(𝑡) [−𝑠𝑒 −𝑠𝑡 ] 𝑑𝑡

= 𝑒 −𝑠𝑡 𝑓(𝑡) + 𝑠 ∫ 𝑒 −𝑠𝑡 𝑓 (𝑡) 𝑑𝑡

∴ ∫ 𝑒 −𝑠𝑡 𝑓 ′ (𝑡)𝑑𝑡 = 𝑒 −𝑠𝑡 𝑓 (𝑡) + 𝑠 ∫ 𝑒 −𝑠𝑡 𝑓 (𝑡) 𝑑𝑡

Recall the formulas:

(𝑖 ) ∫ 𝑢 𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣 𝑑𝑢

𝑏 𝑏

(𝑖𝑖 ) ∫ 𝑢 𝑑𝑣 = [ 𝑢𝑣]𝑏𝑎 − ∫ 𝑣 𝑑𝑢
𝑎 𝑎
Therefore,
∞ ∞
′(
𝐿{𝑓 𝑡)} = ∫ 𝑒 −𝑠𝑡 ′(
𝑓 𝑡)𝑑𝑡 = [𝑒 −𝑠𝑡
𝑓(𝑡)]∞
0 + 𝑠 ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
0 0

For 𝑠 > 0, lim 𝑒 −𝑠𝑡 = 0 , 𝑒 0 = 1


𝑡→∞

and
= 0 − 𝑓(0) + 𝑠 ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡 ; ∞
0
𝐹(𝑠) = 𝐿{𝑓(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
[ 0 ]

∴ 𝐿{𝑓 ′ (𝑡)} = 𝑠𝐹 (𝑠) − 𝑓(0) for 𝑠 > 0.

Similarly, we can find that


∴ 𝐿{𝑓 ′′ (𝑡)} = 𝑠 2 𝐹 (𝑠) − 𝑠𝑓(0) − 𝑓 ′ (0) for 𝑠 > 0.
Hence, we have,

Question: Evaluate 𝐿{𝑓 ′ (𝑡)} and 𝐿{𝑓 ′′ (𝑡)} ∗∗∗∗, 𝑒𝑡𝑐.

Steps in solving an 𝐈𝐕𝐏 by the Laplace transform:


Example 1: Solve the IVP:
𝑦 ′′ + 9𝑦 = 𝑒 𝑡 , 𝑦(0) = 0, 𝑦 ′ (0) = 0.

Notes:
(𝑖 ) 𝐿{𝑓 ′ (𝑡)} = 𝑠𝐹 (𝑠) − 𝑓(0) and 𝐿{𝑓 ′′ (𝑡)} = 𝑠 2 𝐹 (𝑠) − 𝑠𝑓(0) − 𝑓 ′ (0) for 𝑠 > 0.
(𝑖𝑖 ) 𝑦 ′′ = 𝑦 ′′ (𝑡), 𝑦 = 𝑦(𝑡) and 𝐿{𝑦(𝑡)} = 𝑌(𝑠) & 𝐿{𝑦 ′′ (𝑡)} = 𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0)

Solution: Given
𝑦 ′′ + 9𝑦 = 𝑒 𝑡 … … … (1)

Applying Laplace transform on both sides of (1):

𝐿{𝑦 ′′ (𝑡) + 9𝑦(𝑡)} = 𝐿{𝑒 𝑡 }


→ 𝐿{𝑦 ′′ (𝑡)} + 9 𝐿{𝑦(𝑡)} = 𝐿{𝑒 𝑡 }
1
→ 𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) + 9𝑌(𝑠) =
𝑠−1
1
→ 𝑠 2 𝑌(𝑠) − 𝑠(0) − 0 + 9𝑌(𝑠) = ; 𝑦(0) = 0, 𝑦 ′ (0) = 0.
𝑠−1
1
→ 𝑠 2 𝑌(𝑠) + 9𝑌(𝑠) =
𝑠−1
1
→ 𝑌(𝑠)(𝑠 2 + 9) =
𝑠−1
1
∴ 𝑌(𝑠) = … … … (2)
(𝑠 − 1)(𝑠 2 + 9)

Applying inverse Laplace transform on both sides of (2):

1
𝐿−1 {𝑌(𝑠)} = 𝐿−1 { } … … … (3)
(𝑠 − 1)(𝑠 2 + 9)

1 𝐴 𝐵𝑠+𝐶
Set (𝑠−1)(𝑠 2 +9)
= +
𝑠−1 𝑠 2 +9

→ 1 = 𝐴(𝑠 2 + 9) + (𝐵𝑠 + 𝐶)(𝑠 − 1) → 1 = 𝐴𝑠 2 + 9𝐴 + 𝐵𝑠 2 + 𝐶𝑠 − 𝐵𝑠 − 𝐶

→ 0𝑠 2 + 0𝑠 + 1 = (𝐴 + 𝐵)𝑠 2 + (𝐶 − 𝐵)𝑠 + (9𝐴 − 𝐶)


Equating coefficients from both sides:
𝐴 + 𝐵 = 0, 𝐶−𝐵 =0 , 9𝐴 − 𝐶 = 1 → 𝐴 = −𝐵, 𝐶 = 𝐵 and 𝐶 = 9𝐴 − 1
So, 𝐶 = −𝐴 and 𝐶 = 9𝐴 − 1 → −𝐴 = 9𝐴 − 1
1 1
∴ 𝐴= , 𝐵=− =𝐶
10 10
Hence,
1 1 1
1 10 − 10 𝑠 − 10 1 1 1 𝑠+1
2
= + 2
= −
(𝑠 − 1)(𝑠 + 9) 𝑠−1 𝑠 +9 10 𝑠 − 1 10 𝑠 2 + 9
1 1 1 𝑠 1 1
= − −
10 𝑠 − 1 10 𝑠 2 + 9 10 𝑠 2 + 9

1 1 1 1 𝑠 1 3
∴ 2
= − 2 2

(𝑠 − 1)(𝑠 + 9) 10 𝑠 − 1 10 𝑠 + 3 30 𝑠 + 32
2

From (3):

1
𝐿−1 {𝑌(𝑠)} = 𝐿−1 { }
(𝑠 − 1)(𝑠 2 + 9)
1 1 1 𝑠 1 3
⇒ 𝐿−1 {𝑌(𝑠)} = 𝐿−1 { − 2 2
− }
10 𝑠 − 1 10 𝑠 + 3 30 𝑠 + 32
2

1 1 1 𝑠 1 3
⇒ 𝐿−1 {𝑌(𝑠)} = 𝐿−1 { } − 𝐿−1 { 2 2
} − 𝐿−1 { }
10 𝑠 − 1 10 𝑠 + 3 30 𝑠 + 32
2

1 −1 1 1 −1 𝑠 1 3
⇒ 𝐿−1 {𝑌(𝑠)} = 𝐿 { }− 𝐿 { 2 } − 𝐿−1 { 2 }
10 𝑠−1 10 𝑠 + 32 30 𝑠 + 32

1 𝑡 1 1
∴ 𝑦(𝑡) = 𝑒 − cos(3𝑡) − sin(3𝑡)
10 10 30

Example 2: Solve the IVP:


𝑦 ′′ − 4𝑦 ′ = 6𝑒 3𝑡 − 3𝑒 −𝑡 , 𝑦(0) = 1, 𝑦 ′ (0) = −1.
Notes:
(𝑖 ) 𝐿{𝑓 ′ (𝑡)} = 𝑠𝐹 (𝑠) − 𝑓(0) and 𝐿{𝑓 ′′ (𝑡)} = 𝑠 2 𝐹 (𝑠) − 𝑠𝑓(0) − 𝑓 ′ (0) for 𝑠 > 0.
(𝑖𝑖 ) 𝑦 ′′ = 𝑦 ′′ (𝑡), 𝑦 = 𝑦(𝑡) and 𝐿{𝑦(𝑡)} = 𝑌(𝑠) & 𝐿{𝑦 ′′ (𝑡)} = 𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0)

Solution: Given IVP:


𝑦 ′′ − 4𝑦 ′ = 6𝑒 3𝑡 − 3𝑒 −𝑡 … … … (1)

AND 𝑦(0) = 1, 𝑦 ′ (0) = −1.

Apply the Laplace transform on both sides of DE (1):


𝐿{𝑦 ′′ (𝑡) − 4𝑦 ′ (𝑡)} = 𝐿{6𝑒 3𝑡 − 3𝑒 −𝑡 }

⇒ 𝐿{𝑦 ′′ (𝑡)} − 4 𝐿{𝑦 ′ (𝑡)} = 6 𝐿{𝑒 3𝑡 } − 3 𝐿{𝑒 −𝑡 }


1 1
⇒ 𝑠2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦′ (0) − 4 [𝑠𝑌(𝑠) − 𝑦(0)] = 6 −3
𝑠−3 𝑠+1
6(𝑠 + 1) − 3(𝑠 − 3)
⇒ 𝑠2 𝑌(𝑠) − 𝑠(1) − (−1) − 4𝑠𝑌(𝑠) + 4(1) =
(𝑠 − 3)(𝑠 + 1)
3𝑠 + 15
⇒ 𝑠2 𝑌(𝑠) − 𝑠 + 1 − 4𝑠𝑌(𝑠) + 4 =
(𝑠 − 3)(𝑠 + 1)
3𝑠 + 15
⇒ 𝑌(𝑠)(𝑠2 − 4𝑠) = +𝑠−5
(𝑠 − 3)(𝑠 + 1)
3𝑠 + 15 𝑠−5
⇒ 𝑌(𝑠) = + 2
(𝑠2 − 4𝑠)(𝑠 − 3)(𝑠 + 1) (𝑠 − 4𝑠)
3𝑠 + 15 (𝑠 − 4) − 1
⇒ 𝑌(𝑠) = +
𝑠(𝑠 − 4)(𝑠 − 3)(𝑠 + 1) 𝑠(𝑠 − 4)
3𝑠 + 15 1 1
⇒ 𝑌(𝑠) = + −
𝑠(𝑠 − 4)(𝑠 − 3)(𝑠 + 1) 𝑠 𝑠(𝑠 − 4)
3𝑠 + 15 1 1 4
⇒ 𝑌(𝑠) = + −
𝑠(𝑠 − 4)(𝑠 − 3)(𝑠 + 1) 𝑠 4 𝑠(𝑠 − 4)
3𝑠 + 15 1 1 𝑠 − (𝑠 − 4)
⇒ 𝑌(𝑠) = + −
𝑠(𝑠 − 4)(𝑠 − 3)(𝑠 + 1) 𝑠 4 𝑠(𝑠 − 4)
3𝑠 + 15 1 1 1 1 1
⇒ 𝑌 (𝑠) = + − +
𝑠(𝑠 − 4)(𝑠 − 3)(𝑠 + 1) 𝑠 4 𝑠−4 4 𝑠

3𝑠 + 15 5 1 1 1
∴ 𝑌(𝑠) = + ∙ − ∙ … … … . (2)
𝑠(𝑠 − 4)(𝑠 − 3)(𝑠 + 1) 4 𝑠 4 𝑠−4

Set,
3𝑠 + 15 𝐴 𝐵 𝐶 𝐷
= + + +
𝑠(𝑠 − 4)(𝑠 − 3)(𝑠 + 1) 𝑠 𝑠−4 𝑠−3 𝑠+1

[Find the values of 𝐴, 𝐵, 𝐶, 𝐷]

From (2):
𝐴 𝐵 𝐶 𝐷 5 1 1 1
𝑌(𝑠) = + + + + ∙ − ∙ … … … (3)
𝑠 𝑠−4 𝑠−3 𝑠+1 4 𝑠 4 𝑠−4
[Insert the values of 𝐴, 𝐵, 𝐶, 𝐷 in (3)]
Apply the inverse Laplace transform on both sides of DE (3):
5 1
𝑦(𝑡) = 𝐴 + 𝐵𝑒 4𝑡 + 𝐶𝑒 3𝑡 + 𝐷𝑒 −𝑡 + − 𝑒 4𝑡 (need to combine like terms)
4 4

FINISH!!!!!!!!!!!!!!

Practice: Solve the IVP 𝑦′′ + 5𝑦′ + 9𝑦 = 0, 𝑦(0) = 1, 𝑦′ (0) = 0.

Quiz 2 Section 4.7 and 5.1 ; On 6 th May, 2024.

Class Performance:
1. Find 𝐿{cos(3𝑡)} and 𝐿{sinh(2𝑡)}.

2. Evaluate 𝐿{𝑓 ′′ (𝑡)}

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