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Programme 26

Introduction to
Frames
1 33

Laplace transforms
Learning outcomes
When you have completed this Programme you will be able to:
. Derive the Laplace transform of an expression by using the integral
definition
. Obtain inverse Laplace transforms with the help of a Table of Laplace
transforms
. Derive the Laplace transform of the derivative of an expression
. Solve first-order, constant-coefficient, inhomogeneous differential equa-
tions using the Laplace transform
. Derive further Laplace transforms from known transforms
. Use the Laplace transform to obtain the solution to linear, constant-
coefficient, inhomogeneous differential equations of second and higher
order

1097
1098 Engineering Mathematics

The Laplace transform


1 All the differential equations you have looked at so far have had solutions
containing a number of unknown integration constants A, B, C etc. The values
of these constants have then been found by applying boundary conditions to
the solution, a procedure that can often prove to be tedious. Fortunately, for a
certain type of differential equation there is a method of obtaining the
solution where these unknown integration constants are evaluated during the
process of solution. Furthermore, rather than employing integration as the way
of unravelling the differential equation, you use straightforward algebra.
The method hinges on what is called the Laplace transform. If f …x† represents
some expression in x defined for x  0, the Laplace transform of f …x†, denoted
by Lff …x†g, is defined to be:
…1
Lff …x†g ˆ e sx f …x† dx
xˆ0

where s is a variable whose values are chosen so as to ensure that the semi-
infinite integral converges. More will be said about the variable s in Frame 3.
For now, what would you say is the Laplace transform f …x† ˆ 2 for x  0?
Substitute for f …x† in the integral above and then perform the integration.
The answer is in the next frame

2 2
Lf2g ˆ provided s > 0
s

Because:
…1
sx
Lff …x†g ˆ e f …x† dx
xˆ0

so
…1
sx
Lf2g ˆ e 2 dx
xˆ0
 
sx 1
e
ˆ2
s xˆ0
ˆ 2…0 … 1=s††
2
ˆ
s
Notice that s > 0 is demanded because if s < 0 then e sx ! 1 as x ! 1 and if
s ˆ 0 then Lf2g is not defined (in both of these two cases the integral
diverges), so that
2
Lf2g ˆ provided s > 0
s
Introduction to Laplace transforms 1099

By the same reasoning, if k is some constant then


k
Lfkg ˆ provided s > 0
s
kx
Now, how about the Laplace transform of f …x† ˆ e , x  0 where k is a
constant?
Go back to the integral definition and work it out.
Again, the answer is in the next frame

1
3
kx
Lfe gˆ provided s > k
s‡k

Because
…1
kx sx kx
Lfe gˆ e e dx
…xˆ0
1
…s‡k†x
ˆ e dx
xˆ0
 …s‡k†x 1
e
ˆ
…s ‡ k† xˆ0
  
1 s ‡ k > 0 is demanded to ensure that the
ˆ 0
…s ‡ k† integral converges at both limits
1
ˆ provided s ‡ k > 0, that is provided s > k
…s ‡ k†
These two examples have demonstrated that you need to be careful about the
finite existence of the Laplace transform and not just take the integral
definition without some thought. For the Laplace transform to exist the
integrand
sx
e f …x†
must converge to zero as x ! 1 and this will impose some conditions on the
values of s for which the integral does converge and, hence, the Laplace
transform exists. In this Programme you can be assured that there are no
problems concerning the existence of any of the Laplace transforms that you
will meet.
Move on to the next frame

The inverse Laplace transform 4


The Laplace transform is an expression in the variable s which is denoted by
F…s†. It is said that f …x† and F…s† ˆ Lff …x†g form a transform pair. This means
that if F…s† is the Laplace transform of f …x† then f …x† is the inverse Laplace
transform of F…s†. We write:
f …x† ˆ L 1 fF…s†g
1100 Engineering Mathematics

There is no simple integral definition of the inverse transform so you have to


find it by working backwards. For example:
4
if f …x† ˆ 4 then the Laplace transform Lff …x†g ˆ F…s† ˆ
s
so
4
if F…s† ˆ then the inverse Laplace transform L 1 fF…s†g ˆ f …x† ˆ 4
s
It is this ability to find the Laplace transform of an expression and then reverse
it that makes the Laplace transform so useful in the solution of differential
equations, as you will soon see.
1
For now, what is the inverse Laplace transform of F…s† ˆ ?
s 1
To answer this, look at the Laplace transforms you now know.
The answer is in the next frame

5 L 1 fF…s†g ˆ f …x† ˆ ex

Because you know that:


 
kx 1 1 1 kx
Lfe you can say that L
gˆ ˆe
s‡k s‡k
 
1
so when k ˆ 1, L 1 ˆe … 1†x
ˆ ex
s 1
To assist in the process of finding Laplace transforms and their inverses a table
is used. In the next frame is a short table containing what you know to date.

6 Table of Laplace transforms

f …x† ˆ L 1 fF…s†g F…s† ˆ Lff …x†g

k
k s>0
s
kx 1
e s> k
s‡k

Reading the table from left to right gives the Laplace transform and reading
the table from right to left gives the inverse Laplace transform.
Use these, where possible, to answer the questions in the Revision exercise that
follows. Otherwise use the basic definition in Frame 1.
Introduction to Laplace transforms 1101

Revision summary 7
1 The Laplace transform of f …x†, denoted by Lff …x†g, is defined to be:
…1
Lff …x†g ˆ e sx f …x† dx
xˆ0
where s is a variable whose values are chosen so as to ensure that the semi-
infinite integral converges.
2 If F…s† is the Laplace transform of f …x† then f …x† is the inverse Laplace
transform of F…s†. We write:
f …x† ˆ L 1 fF…s†g
There is no simple integral definition of the inverse transform so you have
to find it by working backwards using a Table of Laplace transforms.

Revision exercise 8
1 Find the Laplace transform of each of the following. In each case f …x† is
defined for x  0 :
(a) f …x† ˆ 3 (b) f …x† ˆ e (c) f …x† ˆ e2x
3x
(d) f …x† ˆ 5e (e) f …x† ˆ 2e7x 2

2 Find the inverse Laplace transform of each of the following:


1 1 3
(a) F…s† ˆ (b) F…s† ˆ (c) F…s† ˆ
s s 5 s‡2
3 1
(d) F…s† ˆ (e) F…s† ˆ
4s 2s 3
Solutions in next frame

1 (a) f …x† ˆ 3 9
k 3
Because Lfkg ˆ provided s > 0, Lf 3g ˆ provided s > 0
s s
(b) f …x† ˆ e
k e
Because Lfkg ˆ provided s > 0, Lfeg ˆ provided s > 0
s s
(c) f …x† ˆ e2x
kx 1 1
Because Lfe gˆ provided s > k, Lfe2x g ˆ provided s > 2
s‡k s 2
3x
(d) f …x† ˆ 5e
…1 …1
3x sx 3x sx 3x 3x
Lf 5e gˆ e … 5e † dx ˆ 5 e e dx ˆ 5Lfe g
xˆ0 xˆ0
3x 5
Lf 5e gˆ provided s > 3
s‡3
(e) f …x† ˆ 2e7x 2
…1 …1
Lf2e7x 2 g ˆ e sx
…2e7x 2 † dx ˆ 2e 2
e sx 7x
e dx ˆ 2e 2 Lfe7x g
xˆ0 xˆ0
2
2e
Lf2e7x 2 g ˆ provided s > 7
s 7
1102 Engineering Mathematics

1
2 (a) F…s† ˆ
s      
k 1 1
Because L 1 ˆ k, L 1 ˆL 1 ˆ 1
s s s
1
(b) F…s† ˆ
s 5   
1 1
Because L 1 ˆ e kx , L 1 ˆ e … 5†x ˆ e5x
s‡k s 5
3
(c) F…s† ˆ
s‡2
 
1 3
Because L 1 ˆ e 2x and Lf3e 2x g ˆ 3Lfe 2x g ˆ so
s‡2 s‡2
 
3
L 1 ˆ 3e 2x
s‡2
3
(d) F…s† ˆ
4s    
3 … 3=4† 3 3=4
F…s† ˆ ˆ so that L 1 ˆL 1 ˆ 3=4
4s s 4s s
1
(e) F…s† ˆ
2s 3
8 9
1   > 1 >
1 1 < = 1 3
F…s† ˆ ˆ 2 so that f …x† ˆ L 1 ˆL 1 2 ˆ e2x
2s 3 3 2s 3 >
:s 3 >
; 2
s
2 2
Next frame

10 Laplace transform of a derivative


Before you can use the Laplace transform to solve a differential equation you
need to know the Laplace transform of a derivative. Given some expression
f …x† with Laplace transform Lff …x†g ˆ F…s†, the Laplace transform of the
derivative f 0 …x† is:
…1
Lff 0 …x†g ˆ e sx f 0 …x† dx
xˆ0

This can be integrated by parts as follows:


…1
Lff 0 …x†g ˆ e sx f 0 …x† dx
xˆ0
…1
ˆ u…x†dv…x†
xˆ0
 1 …1
(the Parts formula ± see
ˆ u…x†v…x† v…x†du…x†
xˆ0 xˆ0 Programme 15, Frame 21)
sx sx
where u…x† ˆ e so du…x† ˆ se dx and where dv…x† ˆ f 0 …x†dx so v…x† ˆ f …x†.
Introduction to Laplace transforms 1103

Therefore, substitution in the Parts formula gives:


 1 …1
Lff 0 …x†g ˆ e sx f …x† ‡s e sx f …x†dx
xˆ0 xˆ0
sx
ˆ …0 f …0†† ‡ sF…s† assuming e f …x† ! 0 as x ! 1
That is:
Lff 0 …x†g ˆ sF…s† f …0†
So the Laplace transform of the derivative of f …x† is given in terms of the
Laplace transform of f …x† itself and the value of f …x† when x ˆ 0. Before you
use this fact just consider two properties of the Laplace transform in the next
frame.

Two properties of Laplace transforms 11


Both the Laplace transform and its inverse are linear transforms, by which is
meant that:
(1) The transform of a sum (or difference) of expressions is the sum (or difference) of
the individual transforms. That is:
Lff …x†  g…x†g ˆ Lff …x†g  Lfg…x†g
and L 1 fF…s†  G…s†g ˆ L 1 fF…s†g  L 1 fG…s†g

(2) The transform of an expression that is multiplied by a constant is the constant


multiplied by the transform of the expression. That is:
Lfkf …x†g ˆ kLff …x†g and L 1 fkF…s†g ˆ kL 1 fF…s†g where k is a constant

These are easily proved using the basic definition of the Laplace transform in
Frame 1.
Armed with this information let's try a simple differential equation. By using
Lff 0 …x†g ˆ sF…s† f …0†
take the Laplace transform of both sides of the equation
f 0 …x† ‡ f …x† ˆ 1 where f …0† ˆ 0
and find an expression for the Laplace transform F…s†.
Work through this steadily using what you know;
you will find the answer in Frame 12
1104 Engineering Mathematics

12 1
F…s† ˆ
s…s ‡ 1†

Because, taking Laplace transforms of both sides of the equation you have
that:
The Laplace transform of the left-hand side equals
Lff 0 …x† ‡ f …x†g ˆ Lf1g
the Laplace transform of the right-hand side

That is:
The transform of a sum is the sum of the
Lff 0 …x†g ‡ Lff …x†g ˆ Lf1g
transforms.

From what you know about the Laplace transform of f …x† and its derivative
f 0 …x† this gives:
1
‰sF…s† f …0†Š ‡ F…s† ˆ
s
That is:
1
…s ‡ 1†F…s† f …0† ˆ and you are given that f …0† ˆ 0 so
s
1 1
…s ‡ 1†F…s† ˆ , that is F…s† ˆ
s s…s ‡ 1†
Well done. Now, separate the right-hand side into partial fractions.
You have done plenty of this before in Programme F.7; the answer is in Frame 13

13 1 1
F…s† ˆ
s s‡1

Because
1 A B
Assume that ˆ ‡ then, 1 ˆ A…s ‡ 1† ‡ Bs from which you
s…s ‡ 1† s s ‡ 1
1 1
find that A ˆ 1 and B ˆ 1 so that F…s† ˆ
s s‡1
That was straightforward enough. Now take the inverse Laplace transform and
find the solution to the differential equation.
The answer is in Frame 14
Introduction to Laplace transforms 1105

f …x† ˆ 1 e x 14

Because
f …x† ˆ L 1 fF…s†g
 
1 1 1
ˆL
s s‡1
   
1 1 The inverse Laplace transform of a difference
ˆL 1 L 1
s s‡1 is the difference of the inverse transforms
x
ˆ1 e Using the Table of Laplace transforms in Frame 6
You now have a method for solving a differential equation of the form:
af 0 …x† ‡ bf …x† ˆ g…x† given that f …0† ˆ k
where a, b and k are known constants and g…x† is a known expression in x:
(a) Take the Laplace transform of both sides of the differential equation
(b) Find the expression F…s† ˆ Lff …x†g in the form of an algebraic fraction
(c) Separate F…s† into its partial fractions
(d) Find the inverse Laplace transform L 1 fF…s†g to find the solution f …x† to
the differential equation.
Now you try some but before you do just look at the Table of Laplace
transforms in the next frame. You will need them to solve
the equations in the Revision exercise that follows.

Table of Laplace transforms 15


f …x† ˆ L 1 fF…s†g F…s† ˆ Lff …x†g

k
k s>0
s
kx 1
e s> k
s‡k

kx 1
xe s> k
…s ‡ k†2

We will derive this third transform later in the Programme.


For now, use these to answer the questions that follow the Revision summary in
the next frame
1106 Engineering Mathematics

16 Revision summary
1 If F…s† is the Laplace transform of f …x† then the Laplace transform of
f 0 …x† is:
Lff 0 …x†g ˆ sF…s† f …0†

2 (a) The Laplace transform of a sum (or difference) of expressions is the


sum (or difference) of the individual transforms. That is:
Lff …x†  g…x†g ˆ Lff …x†g  Lf…g…x†g
and L 1 fF…s†  G…s†g ˆ L 1 fF…s†g  L 1 fG…s†g

(b) The transform of an expression multiplied by a constant is the


constant multiplied by the transform of the expression. That is:
Lfkf …x†g ˆ kLff …x†g and L 1 fkF…s†g ˆ kL 1 fF…s†g
where k is a constant.
3 To solve a differential equation of the form:
af 0 …x† ‡ bf …x† ˆ g…x† given that f …0† ˆ k
where a, b and k are known constants and g…x† is a known expression in x:
(a) Take the Laplace transform of both sides of the differential equation
(b) Find the expression F…s† ˆ Lff …x†g in the form of an algebraic fraction
(c) Separate F…s† into its partial fractions
(d) Find the inverse Laplace transform L 1 fF…s†g to find the solution f …x†
to the differential equation.

17 Revision exercise
Solve each of the following differential equations:
(a) f 0 …x† f …x† ˆ 2 where f …0† ˆ 0
(b) f 0 …x† ‡ f …x† ˆ e x where f …0† ˆ 0
(c) f 0 …x† ‡ f …x† ˆ 3 where f …0† ˆ 2
0 2x
(d) f …x† f …x† ˆ e where f …0† ˆ 1
0 x
(e) 3f …x† 2f …x† ˆ 4e ‡ 2 where f …0† ˆ 0

Solutions in next frame

18 (a) f 0 …x† f …x† ˆ 2 where f …0† ˆ 0


Taking Laplace transforms of both sides of this equation gives:
2 2 2 2
sF…s† f …0† F…s† ˆ so that F…s† ˆ ˆ ‡
s s…s 1† s s 1
The inverse transform then gives the solution as
f …x† ˆ 2 ‡ 2ex ˆ 2…ex 1†
Introduction to Laplace transforms 1107

(b) f 0 …x† ‡ f …x† ˆ e x where f …0† ˆ 0


Taking Laplace transforms of both sides of this equation gives:
1 1
sF…s† f …0† ‡ F…s† ˆ so that F…s† ˆ
s‡1 …s ‡ 1†2
x
The Table of inverse transforms then gives the solution as f …x† ˆ xe
(c) f 0 …x† ‡ f …x† ˆ 3 where f …0† ˆ 2
Taking Laplace transforms of both sides of this equation gives:
3
sF…s† f …0† ‡ F…s† ˆ so that
s
2 3 3 2s 3 5
F…s† ˆ ‡ ˆ ˆ
s ‡ 1 s…s ‡ 1† s…s ‡ 1† s s ‡ 1
x
The inverse transform then gives the solution as f …x† ˆ 3 5e
(d) f 0 …x† f …x† ˆ e2x where f …0† ˆ 1
Taking Laplace transforms of both sides of this equation gives:
1 1
sF…s† f …0† F…s† ˆ giving …s 1†F…s† 1 ˆ
s 2 s 2
1 1 1
so that F…s† ˆ ‡ ˆ
s 1 …s 1†…s 2† s 2
The inverse transform then gives the solution as f …x† ˆ e2x
(e) 3f 0 …x† 2f …x† ˆ 4e x ‡ 2 where f …0† ˆ 0
Taking Laplace transforms of both sides of this equation gives:
4 2 6s ‡ 2
3‰sF…s† f …0†Š 2F…s† ˆ ‡ ˆ so that
s ‡ 1 s s…s ‡ 1†
   
6s ‡ 2 27 1 1 4 1
F…s† ˆ ˆ
s…s ‡ 1†…3s 2† 5 3s 2 s 5 s‡1
0 1
 
27 B 1 C 1 4 1
ˆ @ A
15 2 s 5 s‡1
s
3
The inverse transform then gives the solution as:
9 4 x
f …x† ˆ e2x=3 e 1
5 5
On now to Frame 19
1108 Engineering Mathematics

19 Generating new transforms


Deriving the Laplace transform of f …x† often requires you to integrate by parts,
sometimes repeatedly. However, because Lff 0 …x†g ˆ sLff …x†g f …0† you can
sometimes avoid this involved process when you know the transform of the
derivative f 0 …x†. Take as an example the problem of finding the Laplace
transform of the expression f …x† ˆ x. Now f 0 …x† ˆ 1 and f …0† ˆ 0 so that
substituting in the equation:
Lff 0 …x†g ˆ sLff …x†g f …0†
gives
Lf1g ˆ sLfxg 0
that is
1
ˆ sLfxg
s
therefore
1
Lfxg ˆ
s2
That was easy enough, so what is the Laplace transform of f …x† ˆ x2 ?
The answer is in the next frame

20 2
s3

Because
f …x† ˆ x2 , f 0 …x† ˆ 2x and f …0† ˆ 0
Substituting in
Lff 0 …x†g ˆ sLff …x†g f …0†
gives
Lf2xg ˆ sLfx2 g 0
that is
2
2Lfxg ˆ sLfx2 g so ˆ sLfx2 g
s2
therefore
2
Lfx2 g ˆ
s3
Just try another one. Verify the third entry in the Table of Laplace transforms
in Frame 15, that is:
1
Lfxe x g ˆ
…s ‡ 1†2
This is a littler harder but just follow the procedure laid out in the previous two
frames and try it. The explanation is in the next frame
Introduction to Laplace transforms 1109

Because 21
f …x† ˆ xe x , f 0 …x† ˆ e x
xe x
and f …0† ˆ 0
Substituting in
Lff 0 …x†g ˆ sLff …x†g f …0†
gives
x
Lfe xe x g ˆ sLfxe x g 0
that is
Lfe x g Lfxe x g ˆ sLfxe x g
therefore
Lfe x g ˆ …s ‡ 1†Lfxe x g
giving
1 1
ˆ …s ‡ 1†Lfxe x g and so Lfxe x g ˆ
s‡1 …s ‡ 1†2
On now to Frame 22

Laplace transforms of higher derivatives 22


The Laplace transforms of derivatives higher than the first are readily derived.
Let F…s† and G…s† be the respective Laplace transforms of f …x† and g…x†. That is
Lff …x†g ˆ F…s† so that Lff 0 …x†g ˆ sF…s† f …0†
and
Lfg…x†g ˆ G…s† and Lfg 0 …x†g ˆ sG…s† g…0†
Now let g…x† ˆ f 0 …x† so that Lfg…x†g ˆ Lff 0 …x†g where
g…0† ˆ f 0 …0† and G…s† ˆ sF…s† f …0†
0
Now, because g…x† ˆ f …x†
g 0 …x† ˆ f 00 …x†
This means that
Lfg 0 …x†g ˆ Lff 00 …x†g ˆ sG…s† g…0† ˆ s‰sF…s† f …0†Š f 0 …0†
so
Lff 00 …x†g ˆ s2 F…s† sf …0† f 0 …0†
By a similar argument it can be shown that
Lff 000 …x†g ˆ s3 F…s† s2 f …0† sf 0 …0† f 00 …0†
and so on. Can you see the pattern developing here?
The Laplace transform of f iv …x† is . . . . . . . . . . . .
Next frame
1110 Engineering Mathematics

23 Lff iv …x†g ˆ s4 F…s† s3 f …0† s2 f 0 …0† sf 00 …0† f 000 …0†

Now, using Lff 00 …x†g ˆ s2 F…s† sf …0† f 0 …0† the Laplace transform of
f …x† ˆ sin kx where k is a constant is . . . . . . . . . . . .
Differentiate f …x† twice and follow the procedure that you used in Frames 19 to 21.
Take it carefully, the answer and working are in the following frame

24 k
Lfsin kxg ˆ
s2 ‡ k2

Because
f …x† ˆ sin kx, f 0 …x† ˆ k cos kx and f 00 …x† ˆ k2 sin kx.
Also f …0† ˆ 0 and f 0 …0† ˆ k:
Substituting in
Lff 00 …x†g ˆ s2 F…s† sf …0† f 0 …0† where F…s† ˆ Lff …x†g
gives
Lf k2 sin kxg ˆ s2 Lfsin kxg s:0 k
that is
k2 Lfsin kxg ˆ s2 Lfsin kxg k
so
k
…s2 ‡ k2 †Lfsin kxg ˆ k and Lfsin kxg ˆ
s2 ‡ k2
And Lfcos kxg ˆ . . . . . . . . . . . .
It's just the same method

25 s
Lfcos kxg ˆ
s2 ‡ k 2

Because
f …x† ˆ cos kx, f 0 …x† ˆ k sin kx and f 00 …x† ˆ k2 cos kx.
Also f …0† ˆ 1 and f 0 …0† ˆ 0:
Substituting in
Lff 00 …x†g ˆ s2 F…s† sf …0† f 0 …0† where F…s† ˆ Lff …x†g
gives
Lf k2 cos kxg ˆ s2 Lfcos kxg s:1 0
that is
k2 Lfcos kxg ˆ s2 Lfcos kxg s
so
s
…s2 ‡ k2 †Lfcos kxg ˆ s and Lfcos kxg ˆ
s2 ‡ k2
The Table of transforms is now extended in the next frame.
Introduction to Laplace transforms 1111

Table of Laplace transforms 26


f …x† ˆ L 1 fF…s†g F…s† ˆ Lff …x†g

k
k s>0
s
kx 1
e s> k
s‡k

kx 1
xe s> k
…s ‡ k†2
1
x s>0
s2
2
x2 s>0
s3
k
sin kx s2 ‡ k 2 > 0
s2 ‡ k2
s
cos kx s2 ‡ k 2 > 0
s2 ‡ k2

Linear, constant-coefficient, inhomogeneous


27
differential equations
The Laplace transform can be used to solve equations of the form:
an f …n† …x† ‡ an 1 f …n 1†
…x† ‡    ‡ a2 f 00 …x† ‡ a1 f 0 …x† ‡ a0 f …x† ˆ g…x†
where an , an 1 , . . . , a2 , a1 , a0 are known constants, g…x† is a known expression
in x and the values of f …x† and its derivatives are known at x ˆ 0. This type of
equation is called a linear, constant-coefficient, inhomogeneous differential
equation and the values of f …x† and its derivatives at x ˆ 0 are called boundary
conditions. The method of obtaining the solution follows the procedure laid
down in Frame 14. For example:
To find the solution of:
f 00 …x† ‡ 3f 0 …x† ‡ 2f …x† ˆ 4x where f …0† ˆ f 0 …0† ˆ 0

(a) Take the Laplace transform of both sides of the equation


Lff 00 …x†g ‡ 3Lff 0 …x†g ‡ 2Lff …x†g ˆ 4Lfxg
 2  4
to give s F…s† sf …0† f 0 …0† ‡ 3‰sF…s† f …0†Š ‡ 2F…s† ˆ 2
s
1112 Engineering Mathematics

(b) Find the expression F…s† ˆ Lff …x†g in the form of an algebraic fraction
Substituting the values for f …0† and f 0 …0† and then rearranging gives
4
…s2 ‡ 3s ‡ 2†F…s† ˆ
s2
so that
4
F…s† ˆ
s2 …s ‡ 1†…s ‡ 2†

(c) Separate F…s† into its partial fractions


4 A B C D
ˆ ‡ ‡ ‡
s2 …s ‡ 1†…s ‡ 2† s s2 s ‡ 1 s ‡ 2
Adding the right-hand side partial fractions together and then equating
the left-hand side numerator with the right-hand side numerator gives
4 ˆ As…s ‡ 1†…s ‡ 2† ‡ B…s ‡ 1†…s ‡ 2† ‡ Cs2 …s ‡ 2† ‡ Ds2 …s ‡ 1†
Let s ˆ 0 4 ˆ 2B therefore B ˆ 2
sˆ 1 4 ˆ C… 1†2 … 1 ‡ 2† ˆ C
sˆ 2 4 ˆ D… 2†2 … 2 ‡ 1† ˆ 4D therefore D ˆ 1
Equate the coefficients of s:
0 ˆ 2A ‡ 3B ˆ 2A ‡ 6 therefore A ˆ 3
Consequently:
3 2 4 1
F…s† ˆ ‡ ‡
s s2 s ‡ 1 s‡2
(d) Use the Tables to find the inverse Laplace transform L 1 fF…s†g and so find the
solution f …x† to the differential equation
x 2x
f …x† ˆ 3 ‡ 2x ‡ 4e e
So that was all very straightforward even if it was involved. Now try your hand at the
differential equations in the next frame

28 Revision summary
1 If F…s† is the Laplace transform of f …x† then:
Lff 00 …x†g ˆ s2 F…s† sf …0† f 0 …0†
and Lff 000 …x†g ˆ s3 F…s† s2 f …0† sf 0 …0† f 00 …0†

2 Equations of the form:


an f …n† …x† ‡ an 1 f …n 1†
…x† ‡    ‡ a2 f 00 …x† ‡ a1 f 0 …x† ‡ a0 f …x† ˆ g…x†
where an , an 1 , . . . , a2 , a1 , a0 are constants are called linear, constant-
coefficient, inhomogeneous differential equations.
Introduction to Laplace transforms 1113

3 The Laplace transform can be used to solve constant-coefficient,


inhomogeneous differential equations provided an , an 1 , . . . , a2 , a1 , a0
are known constants, g…x† is a known expression in x, and the values of
f …x† and its derivatives are known at x ˆ 0.
4 The procedure for solving these equations of second and higher order is
the same as that for solving the equations of first order. Namely:
(a) Take the Laplace transform of both sides of the differential equation
(b) Find the expression F…s† ˆ Lff …x†g in the form of an algebraic fraction
(c) Separate F…s† into its partial fractions
(d) Find the inverse Laplace transform L 1 fF…s†g to find the solution f …x†
to the differential equation.

Revision exercise 29
Use the Laplace transform to solve each of the following equations:
(a) f 0 …x† ‡ f …x† ˆ 3 where f …0† ˆ 0
(b) 3f 0 …x† ‡ 2f …x† ˆ x where f …0† ˆ 2
(c) f 00 …x† ‡ 5f 0 …x† ‡ 6f …x† ˆ 2e x where f …0† ˆ 0 and f 0 …0† ˆ 0
(d) f 00 …x† 4f …x† ˆ sin 2x where f …0† ˆ 1 and f 0 …0† ˆ 2
Answers in next frame

(a) f 0 …x† ‡ f …x† ˆ 3 where f …0† ˆ 0 30


Taking Laplace transforms of both sides of the equation gives
3
Lff 0 …x†g ‡ Lff …x†g ˆ Lf3g so that ‰sF…s† f …0†Š ‡ F…s† ˆ
s
3 3 3 3
That is …s ‡ 1†F…s† ˆ so F…s† ˆ ˆ
s s…s ‡ 1† s s ‡ 1
giving the solution as f …x† ˆ 3 3e x ˆ 3…1 e x †
(b) 3f 0 …x† ‡ 2f …x† ˆ x where f …0† ˆ 2
Taking Laplace transforms of both sides of the equation gives
1
Lf3f 0 …x†g ‡ Lf2f …x†g ˆ Lfxg so that 3‰sF…s† f …0†Š ‡ 2F…s† ˆ 2
s
1 1 6s2
That is …3s ‡ 2†F…s† … 6† ˆ 2 so F…s† ˆ 2
s s …3s ‡ 2†
The partial fraction breakdown gives
3 1 1 1 15 1 3 1 1 1 5 1
F…s† ˆ : ‡ : : ˆ : ‡ : :
4 s 2 s2 4 …3s ‡ 2† 4 s 2 s2 4 …s ‡ 23†
giving the solution as
2x=3
3 x 5e
f …x† ˆ ‡
4 2 4
1114 Engineering Mathematics

(c) f 00 …x† ‡ 5f 0 …x† ‡ 6f …x† ˆ 2e x where f …0† ˆ 0 and f 0 …0† ˆ 0


Taking Laplace transforms of both sides of the equation gives
Lff 00 …x†g ‡ Lf5f 0 …x†g ‡ Lf6f …x†g ˆ Lf2e x g
2
so that ‰s2 F…s† sf …0† f 0 …0†Š ‡ 5‰sF…s† f …0†Š ‡ 6F…s† ˆ
s‡1
2
That is …s2 ‡ 5s ‡ 6†F…s† ˆ
s‡1
2 1 2 1
so F…s† ˆ ˆ ‡
…s ‡ 1†…s ‡ 2†…s ‡ 3† s ‡ 1 s‡2 s‡3
giving the solution as
x 2x 3x
f …x† ˆ e 2e ‡e
(d) f 00 …x† 4f …x† ˆ sin 2x where f …0† ˆ 1 and f 0 …0† ˆ 2
Taking Laplace transforms of both sides of the equation gives
Lff 00 …x†g Lf4f …x†g ˆ Lfsin 2xg
2
so that ‰s2 F…s† sf …0† f 0 …0†Š 4F…s† ˆ
s2 ‡ 22
2
That is …s2 4†F…s† s:1 … 2† ˆ
s2 ‡ 22
2 s 2
so F…s† ˆ ‡ 2
…s2 2 2
4†…s ‡ 2 † s 4
15 1 1 1 1 2
ˆ: ‡ : : 2
16 s ‡ 2 16 s 2 8 s ‡ 22
giving the solution as
15 2x 1 2x sin 2x
f …x† ˆ e ‡ e
16 16 8
So, finally, the Can You? checklist followed by the Test exercise and Further
exercises
Introduction to Laplace transforms 1115

Can You?
Checklist 26 31
Check this list before and after you try the end of Programme test.

On a scale of 1 to 5 how confident are you that you can: Frames

. Derive the Laplace transform of an expression by using the


integral definition? 1 3
Yes No
. Obtain inverse Laplace transforms with the help of a Table of
Laplace transforms? 4 9
Yes No
. Derive the Laplace transform of the derivative of an
expression? 10
Yes No
. Solve first-order, constant-coefficient, inhomogeneous
differential equations using the Laplace transform? 11 18
Yes No
. Derive further Laplace transforms from known transforms? 19 26
Yes No
. Use the Laplace transform to obtain the solution to linear,
constant-coefficient, inhomogeneous differential equations of
higher order than the first? 27 30
Yes No

Test exercise 26
1 Using the integral definition, find the Laplace transforms for each of the 32
following:
(a) f …x† ˆ 8 (b) f …x† ˆ e5x (c) f …x† ˆ 4e2x‡3
2 Using the Table of Laplace transforms, find the inverse Laplace transforms
of each of the following:
5 2e3
(a) F…s† ˆ 2
(b) F…s† ˆ 3
…s 2† s
3 2s 5
(c) F…s† ˆ (d) F…s† ˆ
s2 ‡9 s2 ‡ 3
1116 Engineering Mathematics

kx 1
3 Given that the Laplace transform of xe is F…s† ˆ derive the
…s ‡ k†2
Laplace transform of x2 e3x without using the integral definition.
4 Use the Laplace transform to solve each of the following equations:
(a) f 0 …x† ‡ 2f …x† ˆ x where f …0† ˆ 0
(b) f 0 …x† f …x† ˆ e x where f …0† ˆ 1
(c) f 00 …x† ‡ 4f 0 …x† ‡ 4f …x† ˆ e 2x where f …0† ˆ 0 and f 0 …0† ˆ 0
(d) 4f 00 …x† 9f …x† ˆ 18 where f …0† ˆ 0 and f 0 …0† ˆ 0

Further exercises 26
33 1 Find the Laplace transform of each of the following expressions (each
being defined for x  0):
(a) f …x† ˆ akx , a > 0 (b) f …x† ˆ sinh kx (c) f …x† ˆ cosh kx
(
k for 0  x  a
(d) f …x† ˆ
0 for x > a
2 Find the inverse Laplace transform of each of the following:
2 1 3s 4
(a) F…s† ˆ (b) F…s† ˆ 2 (c) F…s† ˆ 2
3s 4 s 8 s ‡ 16
7s2 ‡ 27 4s s2 6s ‡ 14
(d) F…s† ˆ 3 (e) F…s† ˆ 2
(f) F…s† ˆ 3
s ‡ 9s …s2 1† s s2 ‡ 4s 4
…1
3 Show that if F…s† ˆ Lff …x†g ˆ e sx f …x† dx then:
xˆ0
0
(a) (i) F …s† ˆ Lfxf …x†g (ii) F00 …s† ˆ Lfx2 f …x†g
Use part (a) to find
(b) (i) Lfx sin 2xg (ii) Lfx2 cos 3xg
(c) What would you say the nth derivative of F…s† is equal to?
4 Show that if Lff …x†g ˆ F…s† then Lfekx f …x†g ˆ F…s k† where k is a
constant.
Hence find:
(a) Lfeax sin bxg
(b) Lfeax cos bxg where a and b are constants in both cases.
Introduction to Laplace transforms 1117

5 Solve each of the following differential equations:


(a) f 00 …x† 5f 0 …x† ‡ 6f …x† ˆ 0 where f …0† ˆ 0 and f 0 …0† ˆ 1
00 0
(b) f …x† 5f …x† ‡ 6f …x† ˆ 1 where f …0† ˆ 0 and f 0 …0† ˆ 0
(c) f 00 …x† 5f 0 …x† ‡ 6f …x† ˆ e2x where f …0† ˆ 0 and f 0 …0† ˆ 0
(d) 2f 00 …x† f 0 …x† f …x† ˆ e 3x
where f …0† ˆ 2 and f 0 …0† ˆ 1
0 00 x
(e) f …x† ‡ f …x† 2f …x† ˆ xe where f …0† ˆ 0 and f 0 …0† ˆ 1
(f) f 00 …x† ‡ 16f …x† ˆ 0 where f …0† ˆ 1 and f 0 …0† ˆ 4
00 0
(g) 2f …x† f …x† f …x† ˆ sin x cos x where f …0† ˆ 0 and f 0 …0† ˆ 0

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