6.2/6.

3 Laplace transform, derivatives, integrals,

ODE

Yurii Lyubarskii, NTNU

August 24, 2016

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Remind the definition:
Z ∞
F (s) = Lf (s) = f (t)e −st dt
0
Capital letters will always denote the Laplace transforms of
functions denoted by the corresponding small letters

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Rules for derivatives:

L{f 0 } = sL{f } − f (0),

L{f 00 } = s 2 L{f } − sf (0) − f 0 (0),
L{f (n) } = s n L{f } − s n−1 f (0) − s n−2 f 0 (0) − ... − f (n−1) (0)
Assuming all derivatives exist and grow at most exponentially

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Proof for the first derivative

Just integration by parts:

Z ∞
(Lf 0 )(s) = f 0 (t)e −st dt =
0
Z ∞
0
−st ∞
f (t) e −st dt =


f (t)e |0 −
0
Z ∞
s f (t)e −st dt − f (0).
0

Exercise: Prove yourself for the second derivative.

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Rules for integrals :

Z t 
1
L f (τ )dτ (s) = F (s).
0 s
Proof: Rt
Denote: g (t) = 0 f (τ )dτ . We have g 0 (t) = f (t) and g (0) = 0.
Then

F (s) = L(g 0 )(s) = sG (s) − g (0) = sG (s).

This is what we need

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Example, inverse Laplace transform :

 
1
Find L−1
s(s 2 + 4)
ω
Solution: Table formula: L(sin ωt) = s 2 +ω 2 ⇒
 
−1 1 1
L (t) = sin 2t.
(s 2 + 4) 2
Integral rule:
  Z t
−1 1 1 1 1
L = sin 2τ dτ = − cos 2t.
s(s 2 + 4) 2 0 4 4

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Applications to ODE

Solve the initial value problem

ay 00 + by 0 + cy = g , y (0) = K0 , y 0 (0) = K1

Apply the Laplace transform

(as 2 + bs + c)Y − (as + b)K0 − aK1 = G

Then
G (s) (as + b)K0 + aK1
Y (s) = +
as 2 + bs + c as 2 + bs + c
We can find L{(as 2 + bs + c)−1 } and use the inverse Laplace
transform to compute y .

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Physical interpretation

G (s) (as + b)K0 + aK1

Y (s) = +
as 2
| +{z
bs + c} 2
| as +{zbs + c }
contribution of the right handside contribution of the initial conditions

Transfer function
1
Q(s) =
as 2 + bs + c

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Example 1

y 00 − 9y = 1, y (0) = 1, y 0 (0) = 0

1
I Apply the Laplace transform s 2 Y − s − 9Y = s
I Solve for Y and use partial fractions to write down the answer

s2 + 1 1 5 5
Y (s) = =− + +
s(s 2 − 9) 9s 9(s − 3) 9(s + 3)
I Find y by performing the inverse transform
y (t) = −1/9 + 5/9e 3t + 5/9e −3t

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Example 2

y 00 + y 0 − 2y = sin t, y (0) = 0, y 0 (0) = 1

1.
1
s 2 Y − 1 + sY − 2Y =
s2 +1
2.
s2 + 2
Y (s) =
(s 2 + 1)(s 2 + s − 2)
We want to decompose it using partial fractions (see next slide):

s 1 1 1
Y (s) = −0.1 − 0.3 2 + 0.5 − 0.4
s2 +1 s +1 s −1 s +2
3. Applying the inverse transform we get

y (t) = −0.1 cos t − 0.3 sin t + 0.5e t − 0.4e −2t

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Partial fractions: example

We look for the representation

as + b c d
Y (s) = 2
+ + ,
s +1 s −1 s +2
where
s 2 + 2 = (as + b)(s − 1)(s + 2) + c(s 2 + 1)(s + 2) + d(s 2 + 1)(s − 1).
Now we either open the brackets, compare the coefficients and
solve a system of linear equations or we substitute s = 1, 2, i and
find the constants a = −0.1, b = −0.3, c = 0.5, d = −0.4.
 
Exercise: Find L−1 s(s 21+4) by applying partial fraction
expansion.

Yurii Lyubarskii, NTNU TMA4120, Lecture 2

Laplace transform of discontinuous functions
The building block for discontinuous functions is the step function
(Heaviside’s function) uc :

1 uc (t)
(
0, t < c
uc (t) = t
1, t ≥ c c
For c ≥ 0 we compute its Laplace transform:
Z ∞
e −cs
L{uc }(s) = e −st dt = , s > 0.
c s
Further, the change of variables gives the second shift rule
L{uc (t)f (t − c)}(s) = e −cs L{f }(s), c ≥ 0.
We use it to evaluate the Laplace transform of piecewise defined
functions.
Yurii Lyubarskii, NTNU TMA4120, Lecture 2
Example
Find the Laplace transform of the function

0,
 t<1
f (t) = t − 2, 1 ≤ t ≤ 3

0, t>3


First we look at the graph of And rewrite the function as

this function
f (t) = (t − 2)(u3 (t) − u1 (t))
= (t − 3)u3 (t) + u3 (t)
1 −(t − 1)u1 (t) + u1 (t)

0 t Then, using the rules above, we

1 2 3
compute
-1
e −3s e −3s e −s e −s
Lf (s) = + − 2 +
s2 s s s
Yurii Lyubarskii, NTNU TMA4120, Lecture 2
Inverse Laplace transform: Example
An important step in the application of the Laplace transform to
ODE is to find the inverse Laplace transform of the given function.
Find f (t) such that L{f } = F is
e −2s
F (s) =
s 2 + 2s − 3
First, using the partial functions
 
1 1 1 1
2
= − .
s + 2s − 3 4 s −1 s +3
Then we write
1 e −2s e −2s
 
F (s) = −
4 s −1 s +3
and using the second shift rule and the table to get
u2 (t) t−2
L−1 (F )(t) = (e − e −3(t−2) )
4
Yurii Lyubarskii, NTNU TMA4120, Lecture 2