ODE - Chapter 05-03 (May 2013)
ODE - Chapter 05-03 (May 2013)
[FCM 1023]
Chapter 5
LAPLACE TRANSFORM
Overview
5.1. Definition and Basic Properties
5.2. Inverse Laplace Transform
5.3. Method of Solution
Learning Outcome
At the end of this section, you should be able
to:
Solve the differential equation (IVP) by using
Laplace transform
Transform of a Derivatives
If is continuous for 0 , by using integration by
parts, it gives
() =
=
() +
= 0 + ()
() = ()
() =
() =
=
() +
= 0 + ()
= (0) (0)
() = ()
By using the same procedure, ()
() = ()
Theorem
If , , , "# are continuous on $0, ) and are of
exponential order and if
" () is a piecewise
continuous on $0, ) then
(&) ()
= &
&'
where = ()
&
= + * 0
) *
) + * 0 * (0)
=
)
, *
, + ) * 0 * 0 * (0)
=
,
DE
Apply Laplace
Transform,
Solution *
of the IVP
Apply inverse
transform, #
Transformed DE
becomes algebraic
equation in +()
Solve transformed
equation for +()
Example 1
Use the Laplace Transform to solve the initial-value problem
*
+ 3* = 13 sin 2 ,
* 0 =6
Solution:
Step 1: Transform the DE
*
+ 3* = 13sin 2
*
+ 3 * = 13 sin 2
+ 3 * = 13 sin 2
2
+ * 0 +3+ = 13 )
+4
26
+ * 0 + 3+ = )
+4
+ 3 * = 13 sin 2
2
+ * 0 +3+ = 13 )
+4
26
+ * 0 + 3+ = )
+4
26
+ 6 + 3+ = )
+4
26
+3 + =6+ )
+4
6
26
+ =
+
+3
+ 3 ( ) + 4)
6 ) + 50
=
+ 3 ( ) + 4)
6 ) + 50
+() =
+ 3 ( ) + 4)
We are looking for * = # +()
7
8 + 9
6 ) + 50
=
+ )
)
+ 3 ( + 4)
+3
+4
8
2 + 6
=
+ )
+3
+4
8 #
6 ) + 50
+ 3 ( ) + 4)
8
2 + 6
+ )
+3
+4
8
2
6
)
+ )
+3
+4
+4
1
1
#
#
2
+ 6
)
+3
+4
) + 4
* = 8 , 2 cos 2 + 3 sin 2
Example 2
Use the Laplace Transform to solve the initial-value problem
* 3* + 2* = = ,
* 0 = 1 , * 0 = 5
Solution:
Step 1: Transform the DE
* 3* + 2* = =
* 3 * + 2 * = =
1
* 0
+ * 0 +2+() =
+4
1
)
+ * 0 * (0) 3+ + 3* 0 + 2+ =
+4
)+
* (0) 3
* (0) 3
+ * 0
) + * 0 * (0) 3+ + 3* 0
) + 1 5 3+ + 3 1
) + 3+ + 2+
1
+2+() =
+4
1
+ 2+ =
+4
1
+ 2+ =
+4
1
2=
+4
1
3+ + 2+ 2 =
+4
1
)
3 + 2 + =
++2
+4
1
+2
+ =
+ )
)
( + 4)( 3 + 2) ( 3 + 2)
) + 6 + 9
=
( + 4)( ) 3 + 2)
) + 6 + 9
=
( + 4)( 1) 2
) + 6 + 9
+() =
( + 4)( 1) 2
We are looking for * = # +()
)@
#
#?
) + 6 + 9
@
?
=
+
+ ,
( + 4)( 1) 2
1
2
( + 4)
)@
#
#?
?
@
+
+ ,
1
2
( + 4)
16 # 1
25 # 1
1 # 1
* =
+
+
5
1
6
2
30
+4
16 25 )
1 =
= + +
5
6
30
Exercise
Use the Laplace Transform to solve the following IVPs
1) * + 2* = 0 , * 0 = 3
2) * 7* + 10* = 4 , , * 0 = 1 , * 0 = 2
3) * + 9* = , * 0 = 0 , * 0 = 0