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Laplace Transforms

The document covers Laplace transforms, including their definitions, examples, and applications in solving linear differential equations. It provides exercises for practice and includes a table of Laplace transforms. Additionally, it discusses inverse Laplace transforms and their use in solving differential equations with initial conditions.

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3 views14 pages

Laplace Transforms

The document covers Laplace transforms, including their definitions, examples, and applications in solving linear differential equations. It provides exercises for practice and includes a table of Laplace transforms. Additionally, it discusses inverse Laplace transforms and their use in solving differential equations with initial conditions.

Uploaded by

olazojennamae
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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EnMath 5: Mathematics for CE

Arlan V. Gutierrez
Instructor

Laplace Transforms
 The Laplace Transforms
 Inverse Laplace Transforms
 Solutions to Linear DE Using Laplace Transforms
The Laplace Transforms
Given the function 𝑓(𝑥) , the Laplace transform is given by the Laplace integral,
∞
𝑳 𝑓(𝑥) = 𝐹 𝑠 = 𝑓(𝑥)𝑒 −𝑠𝑥 𝑑𝑥
0

 it transforms (changes) a function in one space to a function in another space by a


process of integration that involves a “kernel” 𝑘 𝑠, 𝑥 = 𝑒 −𝑠𝑥
Examples:
1. Find the Laplace transform of 𝑓 𝑥 = 1.
Solution:
By Laplace integral:
∞
𝑳 𝑓(𝑥) = 𝐹 𝑠 = 𝑓(𝑥)𝑒 −𝑠𝑥 𝑑𝑥
∞ 0 ∞
𝐹 𝑠 = (1)𝑒 −𝑠𝑥 𝑑𝑥 = 𝑠 = 𝑒 −𝑠𝑥 𝑑𝑥
0 0
1 −𝑠𝑥 ∞ 1 −𝑠(0)
𝐹 𝑠 = − 𝑒 =0− − 𝑒
𝑠 0 𝑠
𝟏
𝑭 𝒔 =
𝒔
The Laplace Transforms
2. Find the Laplace transform of 𝑓 𝑥 = x.
Solution:
By Laplace integral:
∞
𝑳 𝑓(𝑥) = 𝐹 𝑠 = 𝑓(𝑥)𝑒 −𝑠𝑥 𝑑𝑥
0
∞ ∞
−𝑠𝑥
𝐹 𝑠 = (𝑥)𝑒 𝑑𝑥 = 𝑥𝑒 −𝑠𝑥 𝑑𝑥
0 0
Using integration by parts:
1 −𝑠𝑥 1 −𝑠𝑥 ∞
𝐹 𝑠 = − 𝑥𝑒 − 2𝑒
𝑠 𝑠 0
1 1
𝐹 𝑠 = (0) − (0)𝑒 −𝑠(0) − 2 𝑒 −𝑠(0)
𝑠 𝑠

𝟏
𝑭 𝒔 = 𝟐
𝒔
The Laplace Transforms
3. Find the Laplace transform of 𝑓 𝑥 = 𝑒 2𝑥 .

4. Find the Laplace transform of 𝑓 𝑥 = sin3x.

Exercises 1: Laplace Transforms


Find the Laplace transform of the following:

1. 𝑓 𝑥 = cos5x.

2. 𝑓 𝑥 = 𝑒 3𝑥 sin3x.
3. 𝑓 𝑥 = 2𝑥 2 𝑒 3𝑥

4. 𝑓 𝑥 = 𝑐𝑜𝑠ℎ3𝑥

5. 𝑓 𝑥 = 𝑒 −2𝑥 𝑐𝑜𝑠3𝑥
The Laplace Transforms
Table of Laplace Transforms
The Laplace Transforms
Table of Laplace Transforms
The Laplace Transforms
Table of Laplace Transforms
The Laplace Transforms

Exercises 2: Laplace Transforms


Use the table to find the Laplace transform of the following:

1. 𝑓 𝑥 = 𝑥 2 𝑒 −2𝑥

2. 𝑓 𝑥 = (𝑥 + 2)2
3. 𝑓 𝑥 = x(3cos5x − 5sin3x)

4. 𝑓 𝑥 = 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥

5. 𝑓 𝑥 = 𝑒 −3𝑥 (4𝑠𝑖𝑛4𝑥 − 𝑐𝑜𝑠2𝑥)


The Inverse Laplace Transforms
The Inverse Laplace transform of 𝐹(𝑠) is designated by 𝑳−𝟏 𝐹(𝑠) , in
which 𝑳 𝑓(𝑥) = 𝐹 𝑠

The simplest way to obtain the inverse Laplace transform is to recognize


the formulas in the table as discussed from the previous section.

Examples:
Find the inverse Laplace transform (𝑳−𝟏 𝐹(𝑠) ) of the following:

1 𝑠+3
1. 𝐹 𝑠 = 3. 𝐹 𝑠 = 2
𝑠+6 𝑠 + 2𝑠 + 4

1 𝑠−1
2. 𝐹 𝑠 = 4. 𝐹 𝑠 =
𝑠 2 + 4𝑠 + 9 𝑠2 − 4
The Inverse Laplace Transforms

Exercises 3: Inverse Laplace Transforms


Find the inverse Laplace transform of the following:
1
1. 𝐹 𝑠 =
𝑠2 + 9
4
2. 𝐹 𝑠 = 2
𝑠 − 2𝑠 + 5
2
3. 𝐹 𝑠 =
𝑠 2 − 6𝑠 + 34
𝑠+4
4. 𝐹 𝑠 =
𝑠 2 − 5𝑠 + 6
3
5. 𝐹 𝑠 =
𝑠(𝑠 2 − 8𝑠 + 16)
Solutions to Linear Differential Equations using Laplace Transforms
The Laplace transform of an nth derivative is,
𝒅𝒏 𝒚
𝑳 𝒏
= 𝒔𝒏 𝒀 𝒔 − 𝒔𝒏−𝟏 𝒚 𝟎 − 𝒔𝒏−𝟐 𝒚′ 𝟎 − … − 𝒔𝒚 𝒏−𝟐
𝟎 − 𝒚(𝒏−𝟏) (𝟎)
𝒅𝒙

where 𝑌 𝑠 is denoted as 𝐿 𝑦(𝑥) and y 0 , 𝑦 ′ 0 , … are the given


initial conditions.
If the initial conditions are,
y 0 = 𝑐0 , 𝑦 ′ 0 = 𝑐1 , … , 𝑦 𝑛−1
0 = 𝑐𝑛−1
then, 𝒅𝒏 𝒚
𝑳 𝒏 = 𝒔𝒏 𝒀 𝒔 − 𝒄𝒐 𝒔𝒏−𝟏 − 𝒄𝟏 𝒔𝒏−𝟐 − … − 𝒄𝒏−𝟐 𝒔 − 𝒄𝒏−𝟏
𝒅𝒙
For special cases where 𝑛 = 1, 𝑛 = 2, 𝑎𝑛𝑑 𝑛 = 3,
𝑳 𝒚′(𝒙) = 𝒔𝒀 𝒔 − 𝒄𝟎
𝑳 𝒚′′(𝒙) = 𝒔𝟐 𝒀 𝒔 − 𝒄𝟎 𝒔 − 𝒄𝟏
𝑳 𝒚′′′(𝒙) = 𝒔𝟑 𝒀 𝒔 − 𝒄𝟎 𝒔𝟐 − 𝒄𝟏 𝒔 − 𝒄𝟐
Solutions to Linear Differential Equations using Laplace Transforms
Examples:
1. Solve 𝑦 ′ − 3𝑦 = 0
Solution:
Taking the Laplace transforms of the equation:
𝑳 𝑦′ − 3𝑳 𝑦 = 𝑳 0
𝑠𝑌 𝑠 − 𝑐𝑜 − 3 𝑌(𝑠) = 0
𝑠𝑌 𝑠 − 3𝑌(𝑠) = 𝑐𝑜
𝑌 𝑠 𝑠 − 3 = 𝑐𝑜
𝑐𝑜
𝑌 𝑠 =
𝑠−3
Taking the inverse Laplace transforms :
1
𝐿−1 𝑌 𝑠 = 𝑐𝑜 𝐿−1
𝑠−3
Then
𝒚(𝒙) = 𝒄𝒐 𝒆𝟑𝒙 or 𝒚(𝒙) = 𝒄𝒆𝟑𝒙
Solutions to Linear Differential Equations using Laplace Transforms
Examples:
2. Solve 𝑦 ′ + 3𝑦 + 𝑒 3𝑥 = 0, that satisfies the initial condition 𝑦 0 = 1.

3. Solve 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 50𝑥, that satisfies the initial condition 𝑦 0 = 5, 𝑦 ′ 0 = −5..


5. Solve 𝑦 ′ + 𝑦 = 𝑐𝑜𝑠𝑥, that satisfies the initial condition 𝑦 0 = 1.

Exercises 4: Inverse Laplace Transforms


Solve the following linear differential equations using Laplace transforms:

1. 𝑦 ′ + 3𝑦 = 𝑥
2. 𝑦 ′′ − 4𝑦′ + 4𝑦 = 0
3. 𝑦 ′ − 5𝑦 − 𝑒 2𝑥 = 𝑥
4. 𝑦 ′ + 2𝑦 = 𝑐𝑜𝑠𝑥, 𝑦 0 = 1

5. 𝑦 ′′′ − 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 3𝑒 3𝑥 , 𝑦 0 = 𝑦 ′ 0 = 𝑦 ′′ 0 = 0
End…

Thank you!!!

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