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Laplace Transforms

Gilles Cazelais
May 2006

Contents

1 Problems
1.1 Laplace Transforms . . . . . .
1.2 Inverse Laplace Transforms .
1.3 Initial Value Problems . . . .
1.4 Step Functions and Impulses
1.5 Convolution . . . . . . . . . .

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1
1
2
3
4
5

2 Solutions
2.1 Laplace Transforms . . . . . .
2.2 Inverse Laplace Transforms .
2.3 Initial Value Problems . . . .
2.4 Step Functions and Impulses
2.5 Convolution . . . . . . . . . .

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7
7
10
16
25
33

A Formulas and Properties


39
A.1 Table of Laplace Transforms . . . . . . . . . . . . . . . . . . . . . 39
A.2 Properties of Laplace Transforms . . . . . . . . . . . . . . . . . . 40
A.3 Trigonometric Identities . . . . . . . . . . . . . . . . . . . . . . . 41
B Partial Fractions
43
B.1 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
B.2 Cover-up Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
Bibliography

47

ii

CONTENTS

Chapter

Problems
1.1

Laplace Transforms

1. Find the Laplace transform of the following functions.


(a) f (t) = 4t2 2t + 3
(b) f (t) = 3 sin 5t 2 cos 3t
(c) f (t) = 3e2t + 5e3t

(d) f (t) = e2t (4 cos 5t + 3 sin 5t)


(e) f (t) = t3 e2t + 2tet
(f ) f (t) = (1 + e3t )2

2. Use an appropriate trigonometric identity to find the following Laplace transforms. See page 41 for a list of trigonometric identities.


(a) L cos2 t
(b) L {sin 2t cos 2t}
(c) L {sin 3t cos 4t}

(d) L {sin(t + )}
(e) L {cos(t + )}


(f ) L e2t sin(3t + 6 )

3. The hyperbolic sine and hyperbolic cosine are defined by


et et
et + et
and cosh t =
.
2
2
Evaluate both L {sinh t} and L {cosh t}.
sinh t =

4. Find both L {cos t} and L {sin t} by starting from Eulers formula


ej = cos + j sin
and

L eat =

1
.
sa

CHAPTER 1. PROBLEMS

5. Use the frequency differentiation property (see page 40) to derive the following formulas.
2s
(a) L {t sin t} = 2
(s + 2 )2

(b) L {t cos t} =

s2 2
(s2 + 2 )2

6. Use the frequency shift property (see page 40) to find the following.
(a) L t e sin 3t


1.2

2t



(b) L t e3t cos 2t

Inverse Laplace Transforms

In problems 1 8, find the inverse Laplace transforms of the given functions.


1
1. F (s) = 4
s

5. F (s) =

s2
s2 + 2s + 5

2. F (s) =

s+5
s2 + 4

6. F (s) =

s+5
(s2 + 9)2

3. F (s) =

3s + 1
s2 + 5

7. F (s) =

1
s2 4s + 7

4. F (s) =

1
(s 3)5

8. F (s) =

5s + 2
(s2 + 6s + 13)2

In problems 9 16, use the method of partial fractions to find the given inverse
Laplace transforms. See page 43 for a refresher on partial fractions.
 2

s + 3s + 4


1
13. L
s+3
(s 2)3
9. L 1
2
s + 4s 5
 2



s +s+4
1
s
+
1
14. L
10. L 1
s3 + 9s
(2s 1)(s + 2


 2

3s + 2
1
s
+
s
+
5
15. L
11. L 1
s3 (s2 + 1)
s4 s2




1
2s + 1
1
1
12. L
16. L
(s + 1)(s2 + 4)
(s + 3)(s2 + 4s + 13)

1.3. INITIAL VALUE PROBLEMS

1.3

Initial Value Problems

Use Laplace transforms to solve the following initial-value problems.


1. y 0 + 4y = et ,
0

2. y y = sin t,

y(0) = 2
y(0) = 1

3. y 00 + 3y 0 + 2y = t + 1,
4. y 00 + 4y 0 + 13y = 0,
5. y 00 + 4y = 4t + 8,

y(0) = 1, y 0 (0) = 0
y(0) = 1, y 0 (0) = 2

y(0) = 4, y 0 (0) = 1

6. y 00 + y 0 2y = 5e3t ,

y(0) = 1, y 0 (0) = 4

7. y 00 + y 0 2y = et ,

y(0) = 2, y 0 (0) = 3

8. y 00 2y 0 + y = et ,

y(0) = 3, y 0 (0) = 4

9. y 00 + 2y 0 + 2y = cos 2t,
10. y 00 + 4y = sin 3t,
11. y 00 + 2 y = cos t,

y(0) = 0, y 0 (0) = 1

y(0) = 2, y 0 (0) = 1
y(0) = 0, y 0 (0) = 0

12. y 00 + 2y 0 + 5y = 3et cos 2t,

y(0) = 1, y 0 (0) = 2

13. The differential equation for a mass-spring system is


mx00 (t) + x0 (t) + kx(t) = Fe (t).
Consider a mass-spring system with a mass m = 1 kg that is attached to a
spring with constant k = 5 N/m. The medium offers a damping force six
times the instantaneous velocity, i.e., = 6 N s/m.
(a) Determine the position of the mass x(t) if it is released with initial
conditions: x(0) = 3 m, x0 (0) = 1 m/s. There is no external force.
(b) Determine the position of the mass x(t) if it released with the initial
conditions: x(0) = 0, x0 (0) = 0 and the system is driven by an external
force Fe (t) = 30 sin 2t in newtons with time t measured in seconds.
14. The differential equation for the current i(t) in an LR circuit is
di
+ Ri = V (t).
dt
Find the current in an LR circuit if the initial current is i(0) = 0 A given that
L = 2 H, R = 4 , and V (t) = 5et volts with time t measured in seconds..
L

15. The differential equations for the charge q(t) in an LRC circuit is
q(t)
= V (t).
C
Find the charge and current in an LRC circuit with L = 1 H, R = 2 ,
C = 0.25 F and V = 50 cos t volts if q(0) = 0 C and i(0) = 0 A.
Lq 00 (t) + Rq 0 (t) +

CHAPTER 1. PROBLEMS

1.4

Step Functions and Impulses

1. Find the Laplace transforms of the following functions.

t, 0 t < 1

0t<1
1,
(c) f (t) = 1, 1 t < 2

(a) f (t) = 3,
1t<2
0, t 2

2, t 2
(
(
sin t, 0 t <
0, 0 t < 3
(b) f (t) =
(d) f (t) = 2
0,
t
t , t3
2. Find the following inverse Laplace transforms.


2s

e
s+3
 2s 
e
(b) L 1
s2 + 4
(a) L

(c) L

(d) L

es
(s 1)(s + 2)

es
s(s2 + 1)

In problems 3 9, use Laplace transforms to solve the initial-value problem.


(
1, 0 t 1
0
3. y + 2y = f (t), y(0) = 3, where f (t) =
0, t 1
(
0,
0t
4. y 00 + y = f (t), y(0) = 1, y 0 (0) = 0, where f (t) =
sin t, t
(
1,
0t3
00
0
0
5. y + y 2y = f (t), y(0) = 0, y (0) = 0, where f (t) =
1, t 3

1, 0 t < ,
00
0
6. y + 4y = f (t), y(0) = 0, y (0) = 2, where f (t) = 2, t < 2,

0, t 2
7. y 0 + 3y = (t 1),
00

y(0) = 2

8. y + 4y + 13y = (t ),

y(0) = 2, y 0 (0) = 1

9. y 00 + y = (t 2 ) + 2(t ),

y(0) = 3, y 0 (0) = 1

10. Find the Laplace transform of the periodic function f (t) with period T = 2a
defined over one period by
(
1, 0 t < a
f (t) =
0, a t < 2a.

1.5. CONVOLUTION

11. The differential equation for the current i(t) in an LR circuit is


L

di
+ Ri = V (t).
dt

Consider an LR circuit with L = 1 H, R = 4 and a voltage source (in volts)


(
2, 0 t < 1
V (t) =
0, t 1.
(a) Find the current i(t) if i(0) = 0.
(b) Compute the current at t = 1.5 seconds, i.e., compute i(1.5).
(c) Evaluate lim i(t).
t

(d) Sketch the graph of the current as a function of time.


12. Consider the following function with a > 0 and  > 0.

0, 0 t < a

1
(t a) =
, at<a+

0, t a +
(a) Find L { (t a)}.
(b) Show that: lim L { (t a)} = eas .
0

1.5

Convolution

1. Find the following Laplace transforms.




(a) L 1 t4
Z t

(b) L
cos d
0

(c) L {et sin t}


(d) L

Z


cos sin(t ) d

2. Find the following inverse Laplace transforms by using convolution. Do not


use partial fractions.


1


1
(c) L
1
s(s2 + 1))
(a) L 1
s(s 1)




1
1
(b) L 1
(d) L 1
(s + 1)(s 3)
s2 (s2 + 1)

CHAPTER 1. PROBLEMS

3. Use convolution to derive the following formula.




sin t t cos t
1
1
=
L
2
2
2
(s + )
2 3
4. Solve for f (t) in the following equation.
f (t) = t + e2t +

e f (t ) d

5. Solve for f (t) in the following equation. Be sure to find all solutions.
t

f ()f (t ) d = t3

6. Solve for y(t) in the following initial-value problem.


y 0 (t) +

Z
0

e2 y(t ) d = 1,

y(0) = 0

Chapter

Solutions
2.1

Laplace Transforms

1. We use the table of Laplace transforms (see page 39) to answer this question.

8
2
3
(a) L {f (t)} = 4 L t2 2 L {t} + 3 L {1} = 3 2 +
s
s
s
15
2s
(b) L {f (t)} = 3 L {sin 5t} 2 L {cos 3t} = 2

s + 25 s2 + 9



3
5
(c) L {f (t)} = 3 L e2t + 5 L e3t =
+
s2 s+3




15
4(s + 2)
+
(d) L {f (t)} = 4 L e2t cos 5t +3 L e2t sin 5t =
(s + 2)2 + 25 (s + 2)2 + 25


6
2
(e) L {f (t)} = L t3 e2t + 2 L {tet } =
+
4
(s 2)
(s + 1)2
(f ) Since f (t) = (1 + e3t )2 = 1 + 2e3t + e6t , we have

 1
2
1
L {f (t)} = L {1} + 2L e3t + L e6t = +
+
.
s s3 s6
2. (a) Since cos2 t =

1 + cos 2t
, we have
2

1
L cos2 t = (L {1} + L {cos 2t})
2

1 1
s
=
+
.
2 s s2 + 4

(b) Starting from the identity sin 2 = 2 sin cos , if we let = 2t we get
sin 4t = 2 sin 2t cos 2t = sin 2t cos 2t =
7

1
sin 4t
2

CHAPTER 2. SOLUTIONS
and
L {sin 2t cos 2t} =

1
1
L {sin 4t} =
2
2

4
2
s + 16


=

s2

2
.
+ 16

(c) From the identity sin cos = 21 (sin( + ) + sin( )), we deduce
1
(sin(3t + 4t) + sin(3t 4t))
2
1
= (sin 7t + sin(t))
2
1
= (sin 7t sin t)
2

sin 3t cos 4t =

and
L {sin 3t cos 4t} =

1
2

1
7

s2 + 49 s2 + 1


.

(d) From the identity sin( + ) = sin cos + cos sin , we deduce
sin(t + ) = sin t cos + cos t sin
and
L {sin(t + )} = cos L {sin t} + sin L {cos t}





s
= cos 2
+ sin 2
.
s + 2
s + 2
(e) From the identity cos( + ) = cos cos sin sin , we deduce
cos(t + ) = cos t cos sin t sin
and
L {cos(t + )} = cos L {cos t} sin L {sin t}




s

= cos 2
sin 2
.
s + 2
s + 2
(f ) Using the identity sin( + ) = sin cos + cos sin , we deduce
e2t sin(3t + 6 ) = e2t (sin 3t cos 6 + cos 3t sin 6 )
= e2t (

3
1
2 sin 3t + 2 cos 3t)
3 2t
sin 3t + 21 e2t cos 3t
2 e

=
and
L e


2t

sin(3t +

6)





3
3
1
s+2
=
+
.
2
(s + 2)2 + 9
2 (s + 2)2 + 9

2.1. LAPLACE TRANSFORMS


3. Using L {eat } =

1
, we deduce
sa



1
L et L et
2

1
1
1
=

2 s s+


1 s + (s )
=
2
s2 2

= 2
s 2

L {sinh t} =

and



1
L et + L et
2

1
1
1
=
+
2 s s+


1 s++s
=
2
s2 2
s
= 2
.
s 2

L {cosh t} =

4. From Eulers formula, we get




L ejt = L {cos t} + jL {sin t} .
From L {eat } =

(2.1)

1
, we deduce
sa



L ejt =

1
1
=
s j
s j

s + j
s + j


=

s + j
.
s2 + 2

(2.2)

Since the real and imaginary parts in equations (2.1) and (2.2) are equal, we
conclude that
L {cos t} =

s2

s
+ 2

and L {sin t} =

s2

.
+ 2

5. We will use the property L {tf (t)} = F 0 (s).

. Therefore
+ 2


d

L {t sin t} = F 0 (s) =
ds s2 + 2
2s
= 2
.
(s + 2 )2

(a) If f (t) = sin t, we have F (s) =

s2

10

CHAPTER 2. SOLUTIONS
s
. Therefore
s2 + 2


d
s
L {t cos t} = F 0 (s) =
ds s2 + 2
s2 2
.
= 2
(s + 2 )2

(b) If f (t) = cos t, we have F (s) =

6. We use the frequency shift property L {eat f (t)} = F (s a).


(a) Since L {t sin 3t} =

(s2

6s
, we conclude that
+ 9)2
6(s 2)
6(s 2)
= 2
.
((s 2)2 + 9)2
(s 4s + 13)2



L te2t sin 3t =

s2 4
, we conclude that
(s2 + 4)2

(b) Since L {t cos 2t} =



L te3t cos 2t =

2.2

(s + 3)2 4
s2 + 6s + 5
=
.
((s + 3)2 + 4)2
(s2 + 6s + 13)2

Inverse Laplace Transforms

 
3!
t3
1
L 1
=
4
3!
s
6




s+5
s
5
1
2. L 1
=
L
+ L
s2 + 4
s2 + 4
2
1. L

1
s4


5
2
= cos 2t + sin 2t
s2 + 4
2
( )




3s
+
1
s
1
5
3. L 1
= 3L 1
+ L 1
s2 + 5
s2 + 5
s2 + 5
5
L

4. L

1
(s 3)5


=

3s + 1
s2 + 5

1
L
4!

1
= 3 cos 5t + sin 5t
5

4!
(s 3)5


=

t4 e3t
24

5. By completing the square, we get


s2 + 2s + 5 = (s + 1)2 + 4.
Observe that

s2
(s + 1) 3
=
.
s2 + 2s + 5
(s + 1)2 + 4

2.2. INVERSE LAPLACE TRANSFORMS


Therefore,


s2
L 1
=L
s2 + 2s + 5

s+1
(s + 1)2 + 4

= et cos 2t
6. L

11

3
L
2

2
(s + 1)2 + 4

3 t
e sin 2t.
2






s+5
6s
1
1 1
1
+ 5L
= L
6
(s2 + 9)2
(s2 + 9)2
(s2 + 9)2




s+5
1
sin 3t 3t cos 3t
1
L
= t sin 3t + 5
(s2 + 9)2
6
2(33 )
=

5
5
1
t sin 3t +
sin 3t t cos 3t.
6
54
18

7. By completing the square, we get


s2 4s + 7 = (s 2)2 + 3.
Therefore,
L

1
2
s 4s + 7

1
= L
3

(
1

3
(s 2)2 + 3

1
= e2t sin 3t.
3
8. First we complete the square to get
s2 + 6s + 13 = (s + 3)2 + 4.
Observe that

5s + 2
5(s + 3) 13
=
.
(s2 + 6s + 13)2
((s + 3)2 + 4)2

We now use the frequency shift theorem L {eat f (t)} = F (s a) to conclude


that




5(s + 3) 13
5s 13
1
3t
1
=e L
.
L
((s + 3)2 + 4)2
(s2 + 4)2


5s 13
Now lets focus on L 1
.
(s2 + 4)2






5s 13
5 1
4s
1
1
L 1
=
L

13L
(s2 + 4)2
4
(s2 + 4)2
(s2 + 4)2


5
sin 2t 2t cos 2t
= t sin 2t 13
4
2(2)3
5
13
13
= t sin 2t
sin 2t + t cos 2t
4
16
8

12

CHAPTER 2. SOLUTIONS
Therefore,
L

5s + 2
2
(s + 6s + 13)2

3t

=e


5
13
13
t sin 2t
sin 2t +
t cos 2t .
4
16
8

9. We can factor the denominator to obtain


s2 + 4s 5 = (s 1)(s + 5).
The partial fractions decomposition is of the form
s+3
A
B
=
+
.
(s 1)(s + 5)
s1 s+5
Using the cover-up method we obtain A and B as follows.


2
s+3
s+3

=
and B =
A=





3

(s 1) (s + 5) s=1
(s 1) 
(s 
+
5)


=
s=5

1
3

Then,
L

s+3
(s 1)(s + 5)

2
= L
3
=

1
s1

1
+ L
3

1
s+5

2 t 1 5t
e + e .
3
3

10. The partial fractions decomposition is of the form


s+1
A
B
=
+
.
(2s 1)(s + 2)
2s 1 s + 2
Using the cover-up method we obtain A and B as follows.


s+1
3
s+1

A=
=
and B =



5
(2s 1) 
(s 
+
2)
(2s1) (s + 2) s=1/2


=
s=2

Then,
L

s+1
(2s 1)(s + 2)





3 1
1
1
1
L
+ L 1
5
2s 1
5
s+2




3
1
1
1
=
L 1
+ L 1
52
s 1/2
5
s+2

3 t/2 1 2t
e + e .
10
5

1
5

2.2. INVERSE LAPLACE TRANSFORMS

13

11. We start by factoring the denominator to get s4 s2 = s2 (s 1)(s + 1). The


partial fractions decomposition is of the form
C
s2 + s + 5
A
B
D
= + 2+
+
.
2
s (s 1)(s + 1)
s
s
s1 s+1
By multiplying both sides by s2 (s 1)(s + 1) we get
s2 + s + 5 = As(s 1)(s + 1) + B(s 1)(s + 1) + Cs2 (s + 1) + Ds2 (s 1).
To find the constants, lets assign values to s as follows.
s = 0 = 5 = 0 B + 0 + 0 = B = 5
s = 1 = 7 = 0 + 0 + 2C + 0 = C = 7/2
s = 1 = 5 = 0 + 0 + 0 2D = D = 5/2
s = 2 = 11 = 6A + 3B + 12C + 4D = A =
Then,

 2
s +s+5
1
= L
L
s4 s2

 
1
5L
s

= 1 5t +

1
s2

11 3B 12C 4D
= 1
6

7
+ L
2

7 t 5 t
e e .
2
2

12. The partial fractions decomposition is of the form


1
A
Bs + c
=
+ 2
.
2
(s + 1)(s + 4)
s+1
s +4
We can use the cover-up method to find A, B, C as follows.


1
1

A=
=



2
5
(s 
+ 1) (s + 4)

s=1

(Bs + C)|s=2j =
2Bj + C =
=
=






2


(s + 4) s=2j
(s + 1) 
1
1 + 2j


1 2j
1
1 + 2j 1 2j
1 2j
.
5
1

1
s1

5
L
2

1
s+1

14

CHAPTER 2. SOLUTIONS
Since the real and imaginary parts are equal on both sides, we get
B=
Then,

L 1

1
(s + 1)(s2 + 4)


=
=

1
L
5

1
5

and C =

1
s+1

1
.
5

1
L
5

s
s2 + 4


+

1
L
52

2
s2 + 4

1 t 1
1
e cos 2t +
sin 2t.
5
5
10

13. The partial fractions decomposition is of the form


s2 + 3s + 4
A
B
C
=
+
+
.
3
2
(s 2)
s 2 (s 2)
(s 2)3
By multiplying both sides by (s 3)3 and expanding, we get
s2 + 3s + 4 = A(s 2)2 + B(s 2) + C
= A(s2 4s + 4) + Bs 2B + C
= As2 + (B 4A)s + (C 2B + 4A).
We conclude that
A = 1,

B 4A = 3 = B = 7,

Then,
 2

s + 3s + 4
1
L
=L
(s 2)3

1
s2

C 2B + 4A = 4 = C = 14.


+ 7L

1
(s 2)2

14
+ L
2!

2!
(s 2)3

= e2t + 7te2t + 7t2 e2t .


14. We factor the denominator to get s3 + 9s = s(s2 + 9). The partial fractions
decomposition is of the form
A Bs + C
s2 + s + 4
= + 2
.
s(s2 + 9)
s
s +9
By multiplying both sides by s(s2 + 9) and expanding, we get
s2 + s + 4 = A(s2 + 9) + (Bs + C)s
= As2 + 9A + Bs2 + Cs
= (A + B)s2 + Cs + 9A.
We conclude that
9A = 4 = A = 4/9,

C = 1,

A + B = 1 = B = 5/9.

2.2. INVERSE LAPLACE TRANSFORMS

15

Then,
L

s2 + s + 4
s3 + 9s

4
= L
9
=

 
1
5
+ L
s
9

s
s2 + 9

1
+ L
3

3
s2 + 9

4 5
1
+ cos 3t + sin 3t.
9 9
3

15. The partial fractions decomposition is of the form


3s + 2
C
Ds + E
A
B
= + 2+ 3+ 2
.
s3 (s2 + 1)
s
s
s
s +1
By multiplying both sides by s3 (s2 + 1) and expanding, we get
3s + 2 = As2 (s2 + 1) + Bs(s2 + 1) + C(s2 + 1) + (Ds + E)s3
= As4 + As2 + Bs3 + Bs + Cs2 + C + Ds4 + Es3
0s4 + 0s3 + 0s2 + 3s + 2 = (A + D)s4 + (B + E)s3 + (A + C)s2 + Bs + C.
We conclude that
C=2
B=3
A + C = 0 = A = 2
B + E = 0 = E = 3
A + D = 0 = D = 2.
Then,
L

3s + 2
s3 (s2 + 1)

= 2 + 3t + t2 + 2 cos t 3 sin t.

16. First we complete the square to get s2 + 4s + 13 = (s + 2)2 + 9. We can look


for a partial fractions decomposition in the form
2s + 1
A
B(s + 2) + C
=
+
.
2
(s + 3)(s + 4s + 13)
s+3
(s + 2)2 + 9
Method 1. Lets multiply both sides by (s + 3)((s + 2)2 + 9) to get
2s + 1 = A((s + 2)2 + 9) + (B(s + 2) + C)(s + 3).
To find the constants A, B, and C, lets assign values to s as follows.
s = 3 = 5 = 10A + 0 = A = 1/2
s = 2 = 3 = 9A + C = C = 3 9A = 3/2
s = 1 = 1 = 10A + 2B + 2C = B = (3 10A 2C)/2 = 1/2

16

CHAPTER 2. SOLUTIONS
Method 2. We can use the cover-up method to find A, B, and C.


1
2s + 1

= .
A=



2 + 4s + 13)
2

(s
+
3)
(s

s=3

Since s2 + 4s + 13 = (s + 2)2 + 9 = 0 if s = 2 + 3j, then


(B(s + 2) + C)|s=2+3j

2s + 1
=
(
(
(13)
(+
(s + 3) (
(s2(+(4s

s=2+3j

2(2 + 3j) + 1
3Bj + C =
(2 + 3j) + 3
3 + 6j
=
1 + 3j



3 + 6j
1 3j
=
1 + 3j
1 3j
15j + 15
3Bj + C =
.
10
Since the real and imaginary parts are equal on both sides, we get
15
1
= B =
10
2

3B =

and C =

15
3
= .
10
2

Then,
1
2s + 1
=
(s + 3)(s2 + 4s + 13)
2






1
1
s+2
1
3
+
+
s+3
2 (s + 2)2 + 9
2 (s + 2)2 + 9

and
L

2.3

2s + 1
(s + 3)(s2 + 4s + 13)

1
1
= e3t + e2t (cos 3t + sin 3t) .
2
2

Initial Value Problems

1. Take the Laplace transform on both sides of the differential equation.



L {y 0 (t)} + 4L {y(t)} = L et
Since y(0) = 2, we get
(sY (s) 2) + 4Y (s) =

1
.
s1

Solving for Y (s) gives


Y (s) =

2
1
2s 1
+
=
.
s + 4 (s + 4)(s 1)
(s + 4)(s 1)

2.3. INITIAL VALUE PROBLEMS

17

Using partial fractions, we obtain






9
1
1
1
Y (s) =
+
.
5 s+4
5 s1
Taking the inverse Laplace transform gives the answer.
y(t) =

9 4t 1 t
e
+ e
5
5

2. Take the Laplace transform on both sides of the differential equation.


L {y 0 (t)} L {y(t)} = L {sin t}
Since y(0) = 1, we get
(sY (s) 1) Y (s) =

s2

1
.
+1

Solving for Y (s) gives


Y (s) =

1
s2 + 2
1
+
=
.
2
s 1 (s 1)(s + 1)
(s 1)(s2 + 1)

Using partial fractions, we obtain








1
1
s
1
1
3

.
Y (s) =
2 s1
2 s2 + 1
2 s2 + 1
Taking the inverse Laplace transform gives the answer.
y(t) =

3 t 1
1
e cos t sin t
2
2
2

3. Take the Laplace transform on both sides of the differential equation.


L {y 00 (t)} + 3L {y 0 (t)} + 2L {y(t)} = L {t} + L {1}
Since y(0) = 1 and y 0 (0) = 0, we get
(s2 Y (s) s 0) + 3(sY (s) 1) + 2Y (s) =

1
1
+ .
s2
s

Solving for Y (s) and simplifying gives


s+3
1
1
+ 2 2
+
2
+ 3s + 2 s (s + 3s + 2) s(s + 3s + 2)
s3 + 3s2 + s + 1
= 2
.
s (s + 1)(s + 2)

Y (s) =

s2

18

CHAPTER 2. SOLUTIONS
Using partial fractions, we obtain
 
 




1 1
1 1
1
3
1

Y (s) =
+2

.
2 s2
4 s
s+1
4 s+2
Taking the inverse Laplace transform gives the answer.
y(t) =

1
1
3
t + 2et e2t
2
4
4

4. Take the Laplace transform on both sides of the differential equation.


L {y 00 (t)} + 4L {y 0 (t)} + 13L {y(t)} = 0
Since y(0) = 1 and y 0 (0) = 2, we get
(s2 Y (s) s 2) + 4(sY (s) 1) + 13Y (s) = 0.
Solving for Y (s) gives
Y (s) =

s2

s+6
.
+ 4s + 13

By completing the square of the denominator, we get


s2 + 4s + 13 = (s + 2)2 + 9.
Therefore,
Y (s) =

(s + 2) + 4
s+2
4
=
+
(s + 2)2 + 9
(s + 2)2 + 9 3

3
(s + 2)2 + 9


.

Taking the inverse Laplace transform gives the answer.


y(t) = e2t cos 3t +

4 2t
e
sin 3t
3

5. Take the Laplace transform on both sides of the differential equation.


L {y 00 (t)} + 4L {y(t)} = 4L {t} + L {8}
Since y(0) = 4 and y 0 (0) = 1, we get
(s2 Y (s) 4s + 1) + 4Y (s) =

4
8
+ .
2
s
s

Solving for Y (s) gives


Y (s) =

4s 1
4
8
4s3 s2 + 8s + 4
+ 2 2
+
=
.
2
2
s + 4 s (s + 4) s(s + 4)
s2 (s2 + 4)

2.3. INITIAL VALUE PROBLEMS

19

Using partial fractions, we obtain


 


1
1
s
2
Y (s) = 2 + 2
+2 2
2
.
s
s
s +4
s +4
Taking the inverse Laplace transform gives the answer.
y(t) = t + 2 + cos 2t sin 2t
6. Take the Laplace transform on both sides of the differential equation.

L {y 00 (t)} + L {y 0 (t)} 2L {y(t)} = 5L e3t
Since y(0) = 1 and y 0 (0) = 4, we get
(s2 Y (s) s + 4) + (sY (s) 1) 2Y (s) =

5
.
s3

Solving for Y (s) and simplifying gives


s3
5
+ 2
+ s 2 (s + s 2)(s 3)
(s 3)2 + 5
= 2
(s + s 2)(s 3)
s2 6s + 14
.
=
(s + 2)(s 1)(s 3)

Y (s) =

s2

Using partial fractions, we obtain








1
1
1
3
1
Y (s) = 2

+
.
s+2
2 s1
2 s3
Taking the inverse Laplace transform gives the answer.
y(t) = 2e2t

3 t 1 3t
e + e
2
2

7. Take the Laplace transform on both sides of the differential equation.



L {y 00 (t)} + L {y 0 (t)} 2L {y(t)} = L et
Since y(0) = 2 and y 0 (0) = 3, we get
(s2 Y (s) 2s 3) + (sY (s) 2) 2Y (s) =

1
.
s1

Solving for Y (s) and simplifying gives


2s + 5
1
+
s2 + s 2 (s2 + s 2)(s 1)
(2s + 5)(s 1) + 1
= 2
(s + s 2)(s 1)
2s2 + 3s 4
=
.
(s + 2)(s 1)2

Y (s) =

20

CHAPTER 2. SOLUTIONS
Using partial fractions, we obtain






2
1
20
1
1
1
.
Y (s) =
+
+
9 s+2
9 s1
3 (s 1)2
Taking the inverse Laplace transform gives the answer.
2
20 t 1 t
y(t) = e2t +
e + te
9
9
3

8. Take the Laplace transform on both sides of the differential equation.



L {y 00 (t)} 2L {y 0 (t)} + L {y(t)} = L et
Since y(0) = 3 and y 0 (0) = 4, we get
(s2 Y (s) 3s 4) 2(sY (s) 3) + Y (s) =

1
.
s1

Solving for Y (s) and simplifying gives


3s 2
1
+
s2 2s + 1 (s2 2s + 1)(s 1)
3(s 1) + 1
1
=
+
2
(s 1)
(s 1)3




1
1
1
2!
=3
+
+
.
s1
(s 1)2
2! (s 1)3

Y (s) =

Taking the inverse Laplace transform gives the answer.


y(t) = 3et + tet +

1 2 t
t e
2

9. Take the Laplace transform on both sides of the differential equation.


L {y 00 (t)} + 2L {y 0 (t)} + 2L {y(t)} = L {cos 2t}
Since y(0) = 0 and y 0 (0) = 1, we get
(s2 Y (s) 1) + 2sY (s) + 2Y (s) =

s2

s
.
+4

Solving for Y (s) and simplifying gives


1
s
+ 2
+ 2s + 2 (s + 2s + 2)(s2 + 4)
s2 + s + 4
= 2
(s + 2s + 2)(s2 + 4)

Y (s) =

s2

2.3. INITIAL VALUE PROBLEMS

21

Using partial fractions, we obtain






1
s+8
1
s4
Y (s) =

10 s2 + 2s + 2
10 s2 + 4
By completing the square, we get
s2 + 2s + 2 = (s + 1)2 + 1.
Therefore,


1
(s + 1) + 7
Y (s) =

10 (s + 1)2 + 1


s+1
1
+
=
10 (s + 1)2 + 1



1
s4
10 s2 + 4






7
1
1
s
4
2

+
10 (s + 1)2 + 1
10 s2 + 4
10 2 s2 + 4

Taking the inverse Laplace transform gives the answer.


y(t) =

7 t
1
1
1 t
e cos t +
e sin t
cos 2t + sin 2t
10
10
10
5

10. Take the Laplace transform on both sides of the differential equation.
L {y 00 (t)} + 4L {y(t)} = L {sin 3t}
Since y(0) = 2 and y 0 (0) = 1, we get
(s2 Y (s) 2s 1) + 4Y (s) =

s2

3
.
+9

Solving for Y (s) gives


Y (s) =

3
2s + 1
+
.
s2 + 4 (s2 + 4)(s2 + 9)

Using partial fractions, we obtain


(s2

3
3
3
=

.
2
2
2
+ 4)(s + 9)
5(s + 4) 5(s + 9)

Therefore,
2s + 1
3
3
+

s2 + 4 5(s2 + 4) 5(s2 + 9)






s
4
2
1
3
=2 2
+

.
s +4
5 (s2 + 4)
5 s2 + 9

Y (s) =

Taking the inverse Laplace transform gives the answer.


y(t) = 2 cos 2t +

4
1
sin 2t sin 3t
5
5

22

CHAPTER 2. SOLUTIONS

11. Take the Laplace transform on both sides of the differential equation.
L {y 00 (t)} + 2 L {y(t)} = L {cos t}
Since y(0) = 0 and y 0 (0) = 0, we get
s2 Y (s) + 2 Y (s) =

s2

s
.
+ 2

Solving for Y (s) gives


Y (s) =

s
1
=
2
(s2 + 2 )2

2s
(s2 + 2 )2


.

Taking the inverse Laplace transform gives the answer.


y(t) =

1
t sin t
2

12. Take the Laplace transform on both sides of the differential equation.


L {y 00 (t)} + 2L {y 0 (t)} + 5L {y(t)} = 3L et cos 2t
Since y(0) = 1 and y 0 (0) = 2, we get
(s2 Y (s) s 2) + 2(sY (s) 1) + 5Y (s) =

3(s + 1)
.
(s + 1)2 + 4

Solving for Y (s) gives


Y (s) =

s+4
3(s + 1)
+
.
s2 + 2s + 5 (s2 + 2s + 5)((s + 1)2 + 4)

Since s2 + 2s + 5 = (s + 1)2 + 4, we obtain


(s + 1) + 3
3(s + 1)
+
2
(s + 1) + 4 ((s + 1)2 + 4)2


s+1
3
2
3(s + 1)
=
+
+
.
2
2
(s + 1) + 4 2 (s + 1) + 4
((s + 1)2 + 4)2

Y (s) =

Taking the inverse Laplace transform and using frequency shift property
L

{F (s a)} = eat L

{F (s)}

we get


3
3(s + 1)
y(t) = et cos(2t) + et sin(2t) + L 1
2
((s + 1)2 + 4)2


3s
3
= et cos(2t) + et sin(2t) + et L 1
2
(s2 + 4)2


3
3
4s
= et cos(2t) + et sin(2t) + et L 1
.
2
4
(s2 + 4)2

2.3. INITIAL VALUE PROBLEMS

23

Taking the inverse Laplace transform gives the answer.


y(t) = et cos(2t) +

3 t
3
e sin(2t) + tet sin(2t)
2
4

13. The differential equation of the mass-spring system is


x00 (t) + 6x0 (t) + 5x(t) = Fe (t).
(a) We have Fe (t) = 0 and the initial conditions are
x(0) = 3

and x0 (0) = 1.

Take the Laplace transform on both sides of the DE to get


(s2 X(s) 3s 1) + 6(sX(s) 3) + 5X(s) = 0.
Solving for X(s) gives
X(s) =

3s + 19
3s + 19
=
.
+ 6s + 5
(s + 1)(s + 5)

s2

Using partial fractions, we obtain


X(s) =

4
1

.
s+1 s+5

Taking the inverse Laplace transform gives the answer.


x(t) = 4et e5t
(b) We have Fe (t) = 30 sin 2t and the initial conditions are
x(0) = 0

and x0 (0) = 0.

Take the Laplace transform on both sides of the DE to get




2
s2 X(s) + 6sX(s) + 5X(s) = 30 2
.
s +4
Solving for X(s) gives
X(s) =

60
60
=
.
(s2 + 6s + 5)(s2 + 4)
(s + 1)(s + 5)(s2 + 4)

Using partial fractions, we obtain










1
15
1
72
s
12
2

+
.
X(s) = 3
s+1
29 s + 5
29 s2 + 4
29 2 s2 + 4
Taking the inverse Laplace transform gives the answer.
x(t) = 3et

15 5t 72
6
e

cos 2t +
sin 2t
29
29
29

24

CHAPTER 2. SOLUTIONS

14. The differential equation of the LR circuit is


2i0 (t) + 4i(t) = 5et
with initial condition i(0) = 0. Take the Laplace transform on both sides of
the DE to get
5
2sI(s) + 4I(s) =
.
s+1
Solving for I(s) gives
5
I(s) =
.
(2s + 4)(s + 1)
Using partial fractions, we obtain
5
5
I(s) =

.
2(s + 1) 2(s + 2)
Taking the inverse Laplace transform gives the answer.
i(t) =

5 t 5 2t
e e
2
2

15. The differential equation of the LRC circuit is


q 00 (t) + 2q 0 (t) + 4q(t) = 50 cos t
with initial condition q 0 (0) = 0 and q(0) = 0. Take the Laplace transform
on both sides of the DE to get
50s
.
s2 Q(s) + 2sQ(s) + 4Q(s) = 2
s +1
Solving for Q(s) gives
Q(s) =

50s
.
(s2 + 1)(s2 + 2s + 4)

Using partial fractions, we obtain






50 3s + 2
3s + 8
50
Q(s) =

.
13 s2 + 1
13 s2 + 2s + 4
By completing the square, we get
s2 + 2s + 4 = (s + 1)2 + 3.
Therefore




50 3s + 2
50 3(s + 1) + 5
Q(s) =

13 s2 + 1
13 (s + 1)2 + 3






150
s
100
1
150
s+1
250
=
+


13 s2 + 1
13 s2 + 1
13 (s + 1)2 + 3
13 3
Taking the inverse Laplace transform gives the answer.
q(t) =

150
100
150 t
250
cos t +
sin t
e cos 3t et sin 3t
13
13
13
13 3

3
(s + 1)2 + 3

!
.

2.4. STEP FUNCTIONS AND IMPULSES

2.4

Step Functions and Impulses

1. We will use the following time shift property.


L {f (t) U(t a)} = eas L {f (t + a)}
(a) We have f (t) = 1 + 2 U(t 1) 5 U(t 2). Then,
L {f (t)} =

1 2es
5e2s
+

.
s
s
s

(b) We have f (t) = sin t sin t U(t ). Then,


L {f (t)} = L {sin t} L {sin t U(t )}
1
es L {sin(t + )}
= 2
s +1
1
= 2
es L { sin t}
s +1
=

s2

1
es
+ 2
.
+1 s +1

(c) We have f (t) = t t U(t 1) + U(t 1) U(t 2). Then,


L {f (t)} = L {t} L {t U(t 1)} + L { U(t 1)} L { U(t 2)}
1
es
e2s
s

e
L
{t
+
1}
+

s2
s

 s s
1
1
1
e
e2s
s
= 2 e
+
+

s
s2
s
s
s
=

1
es
e2s
2
.
2
s
s
s

(d) We have f (t) = t2 U(t 3). Then,




L {f (t)} = L t2 U(t 3)


= e3s L (t + 3)2


= e3s L t2 + 6t + 9


2
6
9
= es
.
+
+
s3
s2
s
2. We will use the following time shift property.


L 1 eas F (s) = f (t a) U(t a)

25

26

CHAPTER 2. SOLUTIONS
(a) If F (s) =

1
, then f (t) = e3t . Therefore,
s+3
 2s 
e
1
L
= e3(t2) U(t 2).
s+3



1
1
2
(b) If F (s) = 2
=
, then f (t) = 12 sin 2t. Therefore,
s +4
2 s2 + 4
 2s 
e
1
L 1
= sin 2(t 2) U(t 2)
s2 + 4
2
=

(c) Let F (s) =

1
. Using partial fractions, we get
(s 1)(s + 2)


1
1
1

.
F (s) =
3 s1 s+2

Since f (t) = L
L

(d) Let F (s) =

1
sin 2t U(t 2).
2

{F (s)} = 31 (et e2t ), then

es
(s 1)(s + 2)


=


1  (t1)
e
e2(t1) U(t 1).
3

1
. Using partial fractions, we get
+ 1)

s(s2

F (s) =
Since f (t) = L

1
s
2
.
s s +1

{F (s)} = 1 cos t, then




es
1
L
= (1 cos(t )) U(t )
s(s2 + 1)
= (1 + cos t) U(t ).

3. The IVP is
y 0 (t) + 2y(t) = 1 U(t 1),

y(0) = 3.

Take the Laplace transform on both sides of the DE to get


(sY (s) 3) + 2Y (s) =

1 es

.
s
s

Solving for Y (s) gives


Y (s) =


3
1
+
1 es .
s + 2 s(s + 2)

2.4. STEP FUNCTIONS AND IMPULSES


Let G(s) =

27

1
. Using partial fractions we obtain
s(s + 2)



1 1
1
1
G(s) =

= g(t) =
1 e2t .
2 s s+2
2

Since
Y (s) =

3
+ G(s) es G(s),
s+2

we conclude that
y(t) = 3e2t + g(t) g(t 1) U(t 1)

 1
1
1 e2(t1) U(t 1)
1 e2t
= 3e2t +
2
2


1 5 2t 1
=
+ e

1 e2(t1) U(t 1).


2 2
2
We can also express y(t) as a piecewise defined function as follows.
(
1
+ 52 e2t ,
0t<1
y(t) = 25 2t
1 2(t1)
+2e
, t1
2 e
4. The IVP is
y 00 (t) + y(t) = sin t U(t ),

y(0) = 1, y 0 (0) = 0.

Take the Laplace transform on both sides of the DE to get


(s2 Y (s) s) + Y (s) = L {sin t U(t )}
= es L {sin(t + )}
= es L { sin t}
=

es
.
s2 + 1

Solving for Y (s) gives


Y (s) =
Since
L

s
es

.
s2 + 1 (s2 + 1)2

1
2
(s + 1)2


=

sin t t cos t
,
2

we get

sin(t ) (t ) cos(t )
U(t )
2


sin t (t ) cos t
= cos t +
U(t ).
2


y(t) = cos t

28

CHAPTER 2. SOLUTIONS
We can also express y(t) as a piecewise defined function as follows.
(
cos t,
0t<
y(t) =
(1 21 (t )) cos t + 21 sin t, t

5. The IVP is
y 00 (t) + y 0 (t) 2y(t) = 1 2 U(t 3),

y(0) = 0, y 0 (0) = 0.

Take the Laplace transform on both sides of the DE to get


s2 Y (s) + sY (s) 2Y (s) =

1 2e3s

.
s
s

Solving for Y (s) gives


Y (s) =
Let G(s) =

1 2e3s
1 2e3s
=
.
2
s(s + s 2)
s(s 1)(s + 2)

1
. Using partial fractions we obtain
s(s 1)(s + 2)

G(s) =

1
1
1
1
1
1
+

= g(t) = et + e2t .
3(s 1) 6(s + 2) 2s
3
6
2

Since
Y (s) = G(s) 2e3s G(s),
we conclude that
1
1
1
y(t) = et + e2t
3
6
2


2 (t3) 1 2(t3)
e
+ e
1 U(t 3).
3
3

We can also express y(t) as a piecewise defined function as follows.


(
1 t
e + 1 e2t 1 ,
0t<3
 1
y(t) = 13 t 6 (t3) 2 1 2t
2(t3)
e

2e
+
e

2e
+
,
t3
3
6
2
6. The IVP is
y 00 (t) + 4y(t) = 1 + U(t ) 2 U(t 2),

y(0) = 0, y 0 (0) = 2.

Take the Laplace transform on both sides of the DE to get


(s2 Y (s) 2) + 4Y (s) =

1 es
2e2s
+

.
s
s
s

Solving for Y (s) gives


Y (s) =

s2

2
1 + es 2e2s
+
.
+4
s(s2 + 4)

2.4. STEP FUNCTIONS AND IMPULSES


Let G(s) =

29

1
. Using partial fractions we obtain
s(s2 + 4)


1 1
s
1
G(s) =
2
= g(t) = (1 cos 2t) .
4 s s +4
4

Since
Y (s) =

s2

2
+ G(s) + es G(s) 2e2s G(s)
+4

we conclude that
y(t) = sin 2t +

1
1
(1 cos 2t) + (1 cos 2(t )) U(t )
4
4
1
(1 cos 2(t 2)) U(t 2).
2

Simplifying gives the answer.


y(t) = sin 2t +

1
1
1
(1 cos 2t) + (1 cos 2t) U(t ) (1 cos 2t) U(t 2)
4
4
2

We can also express y(t) as a piecewise defined

sin 2t + 4 (1 cos 2t) ,


y(t) = sin 2t + 21 (1 cos 2t) ,

sin 2t,

function as follows.
0t<
t < 2
t 2

7. Take the Laplace transform on both sides of the differential equation.


L {y 0 (t)} + 3L {y(t)} = L {(t 1)}
Since y(0) = 2, we get
(sY (s) 2) + 3Y (s) = es .
Solving for Y (s) gives
2
es
+
.
s+3 s+3
Taking the inverse Laplace transform gives the answer.
Y (s) =

y(t) = 2e3t + e3(t1) U(t 1)


8. Take the Laplace transform on both sides of the differential equation.
L {y 00 (t)} + 4L {y 0 (t)} + 13L {y(t)} = L {(t )}
Since y(0) = 2 and y 0 (0) = 1, we get
(s2 Y (s) 2s 1) + 4(sY (s) 2) + 13Y (s) = es .

30

CHAPTER 2. SOLUTIONS
Solving for Y (s) gives
Y (s) =

s2

2s + 9
es
+ 2
.
+ 4s + 13 s + 4s + 13

By completing the square, we get


s2 + 4s + 13 = (s + 2)2 + 9.
Therefore,
es
2s + 9
+
(s + 2)2 + 9 (s + 2)2 + 9
2(s + 2) + 5
es
=
+
(s + 2)2 + 9 (s + 2)2 + 9






3
3
s+2
5
es
=2
+
+
.
(s + 2)2 + 9
3 (s + 2)2 + 9
3
(s + 2)2 + 9

Y (s) =

Taking the inverse Laplace transform gives


1
5
y(t) = 2e2t cos 3t + e2t sin 3t + e2(t) sin 3(t ) U(t ).
3
3
Since sin 3(t ) = sin 3t, we obtain the answer
5
1
y(t) = 2e2t cos 3t + e2t sin 3t e2(t) sin 3t U(t ).
3
3
9. Take the Laplace transform on both sides of the differential equation.


L {y 00 (t)} + L {y(t)} = L (t 2 ) + 2 L {(t )}
Since y(0) = 3 and y 0 (0) = 1, we get

(s2 Y (s) 3s + 1) + Y (s) = e 2 s + 2es .


Solving for Y (s) gives

3s 1 e 2 s + 2es
Y (s) = 2
+
s +1
s2 + 1







s
1
1
1
s
=3 2
2
+ e 2 s
+
2e
.
s +1
s +1
s2 + 1
s2 + 1
Taking the inverse Laplace transform gives
y(t) = 3 cos t sin t + sin(t 2 ) U(t 2 ) + 2 sin(t ) U(t ).
Since
sin(t 2 ) = cos t

and

sin(t ) = sin t,

we obtain the answer


y(t) = 3 cos t sin t cos t U(t 2 ) 2 sin t U(t ).

2.4. STEP FUNCTIONS AND IMPULSES

31

10. We will use the formula


1
L {f (t)} =
1 esT
Since

est f (t) dt.

(
1, 0 t < a
f (t) =
0, a t < 2a

and T = 2a, we have


L {f (t)} =

1
1 e2as

1
=
1 e2as

2a

est f (t) dt

Z

a
st

2a

f (t) dt +

st


f (t) dt

a
2a


a
1
st
st
=
e (1) dt +
e (0) dt
1 e2as
a
Z a0
1
=
est dt
1 e2as 0



1
1 eas
=
1 e2as
s



as
e
1
1

=
)
s
(1 + eas )
(1

eas
Z

1
.
s(1 + eas )

11. Since V (t) = 2 2 U(t 1), the differential equation of the LR circuit is
i0 (t) + 4i(t) = 2 2 U(t 1)
with initial conditions i(0) = 0. Take the Laplace transform on both sides
of the DE to get
2 2es
sI(s) + 4I(s) =
.
s
s
Solving for I(s) gives
I(s) =
Let G(s) =

2
2es

.
s(s + 4) s(s + 4)

2
. Using partial fractions, we obtain
s(s + 4)



1 1
1
1
G(s) =

= g(t) =
1 e4t .
2 s s+4
2

Since
I(s) = G(s) es G(s),
we can take the inverse Laplace transform to get the current.

32

CHAPTER 2. SOLUTIONS
(a)
i(t) =


 1
1
1 e4(t1) U(t 1)
1 e4t
2
2

(b) We can express i(t) as follows.


(
i(t) =

1
2
1
2


1 e4t ,
0t<1

4(t1)
4t
e
e
, t1

For t = 1.5, we get


i(1.5) =


1  4(1.51)
e
e4(1.5) 0.0664.
2

At t = 1.5 seconds, the current is about 0.0664 A.


(c) For t 1, we have
i(t) =


1  4(t1)
e
e4t .
2

Therefore,
lim i(t) = 0.

(d) The graph of i(t) is the following.


0.5

0.4

0.3

0.2

0.1

0.0
0.0

0.2

0.4

0.6

0.8

1.0

1.2

1.4

1.6

1.8

2.0

Observe that the current i(t) is continuous even though the voltage is
discontinuous at t = 1.
12. We have
(t a) =

1
1
U(t a) U(t (a + )).

2.5. CONVOLUTION

33

(a) Taking Laplace transform, we get






1 eas
1 e(a+)s
L { (t a)} =

s


as
s
e
1e
=
.
s

(b) We will use lH


opitals rule to compute the limit.


eas 1 es
0 s



as
e
1 es
=
lim
0
s



as
s
e
se
=
lim
0
s
1
as
e
=
(s)
s
as
=e

lim L { (t a)} = lim

2.5

Convolution

1. We will use the convolution theorem.


L {f (t) g(t)} = F (s)G(s)
 
 4 1 4!
24
= 6
(a) L 1 t = L {1} L t =
s s5
s
Z t
(b) Observe that
cos d = 1 cos t.


Z


cos d

= L {1 cos t}

= L {1} L {cos t}


1
s
=
2
s s + 1
1
= 2
s +1

(c) L {e sin t} = L {e } L {sin t} =


t

1
s1



1
s2 + 1


=

1
(s 1)(s2 + 1)

34

CHAPTER 2. SOLUTIONS
t

cos sin(t ) d = cos t sin t.

(d) Observe that


0

Z


cos sin(t ) d

= L {cos t sin t}



s
1
=
s2 + 1
s2 + 1
s
=
2
(s + 1)2

2. We will use the convolution theorem.

Z
{F (s)G(s)} = f (t) g(t) =

f ()g(t ) d
0

(a) Let F (s) =

1
1
and G(s) =
, then
s
s1

f (t) = L

{F (s)} = 1

and g(t) = L

{G(s)} = et .

Therefore,


1
s(s 1)

=L

{F (s)G(s)}

= f (t) g(t)
= 1 et
Z t
=
e d
0
t
= e
0

= e 1.

(b) Let F (s) =

1
1
and G(s) =
, then
s+1
s3

f (t) = L

{F (s)} = et

and g(t) = L

{G(s)} = e3t .

2.5. CONVOLUTION

35

Therefore,
L

1
(s + 1)(s 3)

=L

{F (s)G(s)}

= f (t) g(t)
= et e3t
Z t
=
e(t) e3 d
0
Z t
t
=e
e4 d
0
t

 t
e4
4 0

e4t 1
4

=e

= et
=

(c) Let F (s) =

e3t et
.
4

1
1
and G(s) = 2
, then
s
s +1

f (t) = L

{F (s)} = 1

and g(t) = L

{G(s)} = sin t.

Therefore,


1
2
s(s + 1)

=L

{F (s)G(s)}

= f (t) g(t)
= 1 sin t
Z t
=
sin d
0
t

= cos
0

= 1 cos t.

(d) Let F (s) =

1
1
and G(s) =
, then
s
s(s2 + 1)

f (t) = L

{F (s)} = 1 and g(t) = L

{G(s)} = 1 cos t.

36

CHAPTER 2. SOLUTIONS
Therefore,
L

1
s2 (s2 + 1)

=L

{F (s)G(s)}

= f (t) g(t)
= 1 (1 cos t
Z t
=
1 cos d
0
t

= ( sin )
0

= t sin t.
1
, then
s2 + 1


Z t
1
=
sin
t

sin
t
=
L 1
sin sin(t ) d
(s2 + 1)2
0

3. Since L {sin t} =

By using the identity


sin sin =


1
cos( ) cos( + )
2

with = and = t , we get



1
cos( (t )) cos( + (t ))
2

1
=
cos(2 t) cos t .
2

sin sin(t ) =

Therefore,
L

1
(s2 + 1)2


=

1
2

(cos(2 t) cos t) d
0


 t

1 sin(2 t)
=
cos t
2
2


 0

1 sin t
1 sin(t)
=
t cos t
0
2
2
2
2
1
= (sin t t cos t)
2
We can now apply the scaling property
L {f (t)} =

1 s
F

2.5. CONVOLUTION

37
1
2

to the function f (t) =

(sin t t cos t) to get


1
1
(sin t t cos t) = 
2

1

s 2

2
+1

3
.
(s2 + 2 )2

We can conclude that


L

1
(s2 + 2 )2


=

sin t t cos t
.
2 3

4. First observe that


t

e f (t ) d = et f (t).

The equation is then equivalent to


f (t) = t + e2t + et f (t).
Take Laplace transform on both sides to get
F (s) =

1
1
F (s)
+
+
.
2
s
s2 s+1

F (s) =

1
1
s+1
+ 3+
2
s
s
s(s 2)

Solve for F (s) to get

Using partial fractions, we obtain


1/2
3/2
s+1
=
+
.
s(s 2)
s
s2
Therefore,
1
1
1
F (s) = 2 + 3
s
s
2

 


1
3
1
+
s
2 s2

Taking the inverse Laplace transform gives the answer.


f (t) = t +

t2
1 3
+ e2t
2
2 2

5. The equation is of the form


f (t) f (t) = t3 .

38

CHAPTER 2. SOLUTIONS
Take Laplace transform to get

6
6
F (s) F (s) = F (s) = 4 = F (s) = 2 .
s
s
2

By taking the inverse Laplace transform we obtain the two answers

f (t) = 6t.
6. First observe that
t

e2 y(t ) d = e2t y(t).

The equation is then equivalent to


y 0 (t) + e2t y(t) = 1.
Since y(0) = 0, we can take Laplace transform on both sides to get
sY (s) +

Y (s)
1
= .
s+2
s

Y (s) =

s+2
.
s(s + 1)2

Solve for Y (s) to get

Using partial fractions, we deduce


Y (s) =

2
2
1

.
s s + 1 (s + 1)2

Taking the inverse Laplace transform gives the answer.


y(t) = 2 2et tet

Appendix

Formulas and Properties


A.1

Table of Laplace Transforms


f (t)

L {f (t)} = F (s)

f (t)

1
s

eat

1
sa

tn

n!
sn+1

eat tn

n!
(s a)n+1

sin t

s2 + 2

cos t

s
s2 + 2

eat sin t

(s a)2 + 2

eat cos t

sa
(s a)2 + 2

t sin t
sin t t cos t
2 3
(t)

L {f (t)} = F (s)

(s2

2s
+ 2 )2

t cos t

s2 2
(s2 + 2 )2

(s2

1
+ 2 )2

U(t a)

eas
s

(t a)

eas

39

40

APPENDIX A. FORMULAS AND PROPERTIES

A.2

Properties of Laplace Transforms

1. Definition
F (s) = L {f (t)} =

est f (t) dt

2. Linearity
L {f (t) + g(t)} = L {f (t)} + L {g(t)}
3. Time differentiation
L {f 0 (t)} = sF (s) f (0)

L {f 00 (t)} = s2 F (s) sf (0) f 0 (0)

n
o
L f (n) (t) = sn F (s) sn1 f (0) f (n1) (0)
4. Frequency differentiation
L {tn f (t)} = (1)n F (n) (s)
5. Time shift
L {f (t) U(t a)} = eas L {f (t + a)}


L 1 eas F (s) = f (t a) U(t a)
6. Frequency shift


L eat f (t) = F (s a)
7. Convolution
Z

f (t) g(t) =

f ()g(t ) d = L {f (t) g(t)} = F (s)G(s)

8. Integration
L

Z


f () d

F (s)
s

9. Periodic function
f (t) has period T = L {f (t)} =

1
1 esT

10. Scaling
L {f (t)} =

1 s
F

Z
0

est f (t) dt

A.3. TRIGONOMETRIC IDENTITIES

A.3

41

Trigonometric Identities

1. Pythagorean Identities
sin2 + cos2 = 1

1 + tan2 = sec2

1 + cot2 = csc2

2. Symmetry Identities
sin() = sin

tan() = tan

cos() = cos

3. Sum and Difference Identities


sin( + ) = sin cos + cos sin
cos( + ) = cos cos sin sin
tan + tan
tan( + ) =
1 tan tan

sin( ) = sin cos cos sin


cos( ) = cos cos + sin sin
tan tan
tan( ) =
1 + tan tan

4. Double-Angle Identities
cos 2 = cos2 sin2
= 1 2 sin2

sin 2 = 2 sin cos


2 tan
tan 2 =
1 tan2

= 2 cos2 1
5. Power-Reducing Identities
cos2 =

1 + cos 2
2

sin2 =

1 cos 2
2

6. Product-To-Sum Identities

1
sin( ) + sin( + )
2

1
cos( ) cos( + )
sin sin =
2

1
cos cos =
cos( ) + cos( + )
2
sin cos =

42

APPENDIX A. FORMULAS AND PROPERTIES

Appendix

Partial Fractions
B.1

Partial Fractions

Consider a function F (s) expressed as a quotient of two polynomials


F (s) =

P (s)
Q(s)

where Q(s) has a degree smaller than the degree of P (s). The method of partial
fractions can be summarized as follows.
1. Completely factor Q(s) into factors of the form
(ps + q)m

and (as2 + bs + c)n

where as2 + bs + c is an irreducible quadratic.


2. For each factor of the form (ps + q)m , the partial fractions decomposition
must include the following m terms.
A1
A2
Am
+
+ +
.
2
ps + q (ps + q)
(ps + q)m
3. For each factor of the form (as2 + bs + c)n , the partial fractions decomposition must include the following n terms.
B1 s + C1
B2 s + C2
Bn s + Cn
+
+ +
.
2
2
2
as + bs + c (as + bs + c)
(as2 + bs + c)n
4. Find the values of all the constants.
43

44

APPENDIX B. PARTIAL FRACTIONS

B.2

Cover-up Method

There are several different ways to determine the constants in a partial fractions decomposition. When the denominator has distinct roots, we can use the
cover-up method. Lets illustrate it with some examples.
Example 1. Consider
s2 + 5s + 4
A
B
C
=
+
+
(s 1)(s 3)(s + 2)
s1 s3 s+2

(B.1)

To find A, we could use the following two steps.


1. Multiply both sides of equation (B.1) by (s 1)(s 3)(s + 2) to obtain
s2 + 5s + 4 = A(s 3)(s + 2) + B(s 1)(s + 1) + C(s 1)(s 3).
2. Set s = 1 and solve for A.
1 + 5 + 4 = A(2)(3) + 0 + 0 = A =

5
3

The cover-up method combines these two steps in a single one as follows. To
find A, we cover up (s 1) and set s = 1 in the left-hand side of (B.1).


5
s2 + 5s + 4

=
A=



3
(s 
1) (s 3)(s + 2)

s=1

We can find constants B and C in the same way. To find B, we cover up (s 3)


and set s = 3.


s2 + 5s + 4
14

B=
=




5

(s 1) 
(s 3) (s + 2)
s=3

To find C, we cover up (s + 2) and set s = 2.




s2 + 5s + 4

C=


(s 1)(s 3) 
(s 
+
2)

=
s=2

2
15

B.2. COVER-UP METHOD

45

If the denominator includes irreducible quadratics terms, the cover-up method


works if we use complex numbers as in the following examples.
Example 2. Consider
s
A
Bs + C
=
+ 2
.
(s + 1)(s2 + 4)
s+1
s +4
Since s + 1 = 0 if s = 1, then


1
s

=
A=



2
5
(s 
+ 1) (s + 4) s=1

Since s2 + 4 = 0 if s = 2j, then
(Bs + C)|s=2j




=


2

(s + 1) 
(s + 4) s=2j
s

2j
1 + 2j


2j
1 2j
=
(1 + 2j) 1 2j
2j + 4
=
.
5

2Bj + C =

The real and imaginary parts of the complex numbers on both sides are equal.
We conclude that
2
1
2B =
= B =
5
5
and
4
C= .
5

46

APPENDIX B. PARTIAL FRACTIONS

Example 3. Consider
F (s) =

s2
.
(s + 2)(s2 + 6s + 13)

By completing the square, we get


s2 + 6s + 13 = (s + 3)2 + 4.
We can look for a partial fractions decomposition of F (s) in the form
s2
A
B(s + 3) + C
=
+
.
(s + 2)(s2 + 6s + 13)
s+2
(s + 3)2 + 4
Observe that by using B(s + 3) + C instead Bs + C, we make it a little bit easier
since we do not have to solve a linear system to find B and C.
Since s + 2 = 0 if s = 2, then


4

A=
=



2 + 6s + 13)
5

(s
+
2)
(s

s=2
s2

Since s2 + 6s + 13 = (s + 3)2 + 4 = 0 if s = 3 + 2j, then


(B(s + 3) + C)|s=3+2j




=
(
2 ((((
(s (+ 6s + 13) s=3+2j
(s + 2) (
s2

(3 + 2j)2
(3 + 2j) + 2
5 12j
=
1 + 2j


5 12j 1 2j
=
1 + 2j 1 2j
2j 29
2Bj + C =
.
5

2Bj + C =

The real and imaginary parts of the complex numbers on both sides are equal.
We conclude that
2
1
2B =
= B =
5
5
and
29
C= .
5

Bibliography

[1] Johnson W.E., Kohler L., Elementary Differential Equations with Boundary Value Problems, Second Edition, Addison Wesley, (2006).
[2] Simmons George F., Differential Equations with Applications and Historical
Notes, Second Edition, McGraw Hill, (1991).
[3] Wikipedia contributors, Laplace transform, Wikipedia, The Free Encyclopedia, http://en.wikipedia.org/wiki/Laplace transform, (May
2006).
[4] Washington Allyn J., Basic Technical Mathematics with Calculus, Eight
Edition, Addison Wesley, (2005).
[5] Weisstein Eric W., Laplace Transform, From MathWorld A Wolfram
Web Resource, http://mathworld.wolfram.com/LaplaceTransform.
html, (May 2006).
[6] Zill Dennis G., A First Course in Differential Equations, Eight Edition,
Brooks/Cole, (2005).

47