Computing inverse Laplace Transforms.

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1 Review Exam 3. Sections in Lecture Notes. 60 minutes. 7 problems. 70 grade attempts. (0 attempts per problem. No partial grading. (Exceptions allowed, ask you TA. Integration table included. Complete Laplace Transform table included. Computing inverse Laplace Transforms. Find the inverse Laplace Transform of F (s = Solution: We start rewriting function F, F (s = e 2s e 2s s (s s [(s (s 3 2 = e 2s + 52 (s F (s = e 2s (s 3 (s e 2s 5 5 (3 (s F (s = e 2s L[cos(5t(s e 2s L[sin(5t(s 3 Recall (4: L[f (t(s c = L[e ct f (t. F (s = e 2s L[e 3t cos(5t e 2s L[e 3t sin(5t.

2 Computing inverse Laplace Transforms. Find the inverse Laplace Transform of F (s = e 2s s (s Solution: Recall: F (s = e 2s L[e 3t cos(5t e 2s L[e 3t sin(5t. Recall (3: e cs L[f (t = L[u(t c f (t c. F (s = L[u(t 2 e 3(t 2 cos(5(t L[u(t 2 e3(t 2 sin(5(t 2. f (t = u(t 2 e 3(t 2 [ cos(5(t sin(5(t 2. Computing Laplace Transforms of discontinuous functions. t 0 t 6, Find the LT of f (t = 2. 3 t 6. Solution: We need to rewrite the function f in terms of functions that apear in the LT table. We need a box function for the first part, and a step function for the second part. f (t = t 2[ u(t u(t u(t 6. f (t = t ( 2 u(t + t u(t 6 = t 2 u(t + ( t + 6 u(t 6. 2 f (t = 2[ t u(t (t 6 u(t 6.

3 Computing Laplace Transforms of discontinuous functions. t 0 t 6, Find the LT of f (t = 2. 3 t 6. Solution: Recall: f (t = 2[ t u(t (t 6 u(t 6. L[f (t = 2( L[t u(t L[(t 6 u(t 6, L[f (t = 2( L[t e 6s L[t, L[f (t = 2 ( s 2 e 6s s 2, We conclude that L[f (t = 2s 2 ( e 6s. Solving IVP with generalized sources. Use Laplace Transform to find y solution of y 2y + 2y = δ(t 2, y(0 =, y (0 = 3. Solution: Compute the LT of the equation, L[y 2 L[y + 2 L[y = L[δ(t 2 = e 2s L[y = s 2 L[y s y(0 y (0, L[y = s L[y y(0. (s 2 2s + 2 L[y s y(0 y (0 + 2 y(0 = e 2s L[y = (s 2 2s + 2 L[y s = e 2s (s + (s 2 2s (s 2 2s + 2 e 2s.

4 Solving IVP with generalized sources. Use Laplace Transform to find y solution of y 2y + 2y = δ(t 2, y(0 =, y (0 = 3. Solution: Recall: L[y = (s + (s 2 2s (s 2 2s + 2 e 2s. s 2 2s + 2 = 0 s ± = 2[ 2 ± 4 8, complex roots. s 2 2s + 2 = (s 2 2s = (s 2 +. L[y = s + (s (s 2 + e 2s L[y = (s + + (s (s 2 + e 2s Solving IVP with generalized sources. Use Laplace Transform to find y solution of y 2y + 2y = δ(t 2, y(0 =, y (0 = 3. Solution: Recall: L[y = L[y = (s + 2 (s (s 2 + e 2s, (s (s (s e 2s (s 2 +, L[cos(at = s s 2 + a 2, L[sin(at = a s 2 + a 2, L[y = L[cos(t (s + 2 L[sin(t (s + e 2s L[sin(t (s.

5 Solving IVP with generalized sources. Use Laplace Transform to find y solution of y 2y + 2y = δ(t 2, y(0 =, y (0 = 3. Solution: Recall: L[y = L[cos(t (s + 2 L[sin(t (s + e 2s L[sin(t (s and L[f (t (s c = L[e ct f (t. Therefore, L[y = L[e t cos(t + 2 L[e t sin(t + e 2s L[e t sin(t. Also recall: e cs L[f (t = L[u c (t f (t c. Therefore, L[y = L[e t cos(t + 2 L[e t sin(t + L[u 2 (t e (t 2 sin(t 2. y(t = [ cos(t + 2 sin(t e t + u 2 (t sin(t 2 e (t 2. Solving IVP with discontinuous sources. 0, t < 2, y + 3y = g(t, y(0 = y (0 = 0, g(t = e (t 2, t 2. Solution: Express g using step functions, e t g ( t g(t = u 2 (t e (t 2. u ( t 2 L[u c (t f (t c = e cs L[f (t. Therefore, 2 t L[g(t = e 2s L[e t. We obtain: L[g(t = e 2s (s.

6 Solving IVP with discontinuous sources. 0, t < 2, y + 3y = g(t, y(0 = y (0 = 0, g(t = e (t 2, t 2. Solution: Recall: L[g(t = e 2s (s. (s L[y = e 2s (s H(s = L[y + 3 L[y = L[g(t = e 2s (s. L[y = e 2s (s (s (s (s = a (s = a(s (bs + c(s + (bs + c (s Solving IVP with discontinuous sources. 0, t < 2, y + 3y = g(t, y(0 = y (0 = 0, g(t = e (t 2, t 2. Solution: Recall: = a(s (bs + c(s. = as 2 + 3a + bs 2 + cs bs c = (a + b s 2 + (c b s + (3a c a + b = 0, c b = 0, 3a c =. a = b, c = b, 3b b = b = 4, a = 4, c = 4. H(s = 4 [ s s + s

7 Solving IVP with discontinuous sources. 0, t < 2, y + 3y = g(t, y(0 = y (0 = 0, g(t = e (t 2, t 2. Solution: Recall: H(s = [ 4 s s + s 2, L[y = e 2s H(s. + 3 H(s = [ 4 s s s s 2, + 3 H(s = 4 [ L[e t L [ cos ( 3 t 3 L [ sin ( 3 t. [ H(s = L e 4( t cos ( 3 t 3 sin ( 3 t. Solving IVP with discontinuous sources. 0, t < 2, y + 3y = g(t, y(0 = y (0 = 0, g(t = e (t 2, t 2. [ Solution: Recall: H(s = L e 4( t cos ( 3 t 3 sin ( 3 t. h(t = 4 ( e t cos ( 3 t 3 sin ( 3 t, H(s = L[h(t. L[y = e 2s H(s = e 2s L[h(t = L[u 2 (t h(t 2. We conclude: y(t = u 2(t 4 y(t = u 2 (t h(t 2. Equivalently, [ e (t 2 cos ( 3 (t 2 3 sin ( 3 (t 2.

8 Laplace Transform and convolutions. Use convolutions to find f satisfying L[f (t = Solution: One way to solve this is with the splitting L[f (t = e 2s (s (s = 3 e 2s 3 (s L[f (t = e 2s 3 L[sin ( 3 t L[e t e 2s (s (s L[f (t = 3 L[u 2 (t sin ( 3 (t 2 L[e t. (s, f (t = 3 t 0 u 2 (τ sin ( 3 (τ 2 e (t τ dτ. Definition of the Laplace Transform. Use the definition of the LT to find the LT of f (t = cosh(t. Solution: Recall that cosh(t = (e t + e t /2, and that L[cosh(t = 0 e st (et + e t 2 dt L[cosh(t = lim N 2 L[cosh(t = lim N 2 N 0 ( e (s t + e (s+t dt. [ e (s t (s e (s+t (s + L[cosh(t = [ 2 (s + = (s + 2 We conclude: L[cosh(t = s s 2. N 0. (s + + (s (s 2.

9 Solving IVP with impulsive forces. (Sect 6.5, Probl.7 Find the solution to the initial value problem y + y = δ(t π cos(t, y(0 = 0, y (0 = 0. Solution: Compute the Laplace Transform of the equation, L[y + L[y = L[δ(t π cos(t To compute the right-hand side above, we need the definition of the LT. Given any smooth function f and a constant c, holds L[δ(t cf (t = 0 e st f (t δ(t c dt = [ e st f (t t=c We have used that c+ɛ c ɛ δ(t c g(t dt = g(c. We obtain the formula: L[δ(t cf (t = f (c e cs. Solving IVP with impulsive forces. (Sect 6.5, Probl.7 Find the solution to the initial value problem y + y = δ(t π cos(t, y(0 = 0, y (0 = 0. Solution: Recall: L[δ(t cf (t = f (c e cs. Hence s 2 L[y + L[y = L[δ(t π cos(t = cos(πe πs = e πs L[y = e πs s 2 + = e πs L [ sin(t. Recall the property (3: e cs L[f (t = L [ u(t c f (t c ; L[y = L [ u(t π sin(t π y(t = u(t π sin(t π.

10 Laplace Transform and convolutions. Given any function g(t with Laplace transform G(s = L[g(t, find the function f satisfying L[f (t = e 2s (s G(s. Solution: One way to solve this is with the splitting L[f (t = e 2s (s G(s = e 2s 3 3 (s G(s, L[f (t = e 2s 3 L[sin ( 3 t L[g(t L[f (t = 3 L[u 2 (t sin ( 3 (t 2 L[g(t. f (t = 3 t 0 u 2 (τ sin ( 3 (τ 2 g(t τ dτ. Solving IVP with step functions in the source. y 6y = g(t, y(0 = y (0 = 0, g(t = 0, t < π, sin(t π, t π. Solution: Express g using step functions, sin ( t u ( t pi g ( t g(t = u π (t sin(t π. L[u c (t f (t c = e cs L[f (t. pi t Therefore, L[g(t = e πs L[sin(t. We obtain: L[g(t = e πs s 2 +.

11 Solving IVP with step functions in the source. 0, t < π, y 6y = g(t, y(0 = y (0 = 0, g(t = sin(t π, t π. Solution: L[g(t = e πs s 2 +. (s 2 6 L[y = e πs s 2 + H(s = L[y 6 L[y = L[g(t = e πs s 2 +. L[y = e πs (s 2 + (s 2 6. (s 2 + (s 2 6 = (s 2 + (s + 6(s 6 H(s = a (s b (s 6 + (cs + d (s 2 +. Solving IVP with step functions in the source. y 6y = g(t, y(0 = y (0 = 0, g(t = Solution: H(s = a (s b (s 6 0, t < π, + (cs + d (s 2 +. (s 2 + (s + 6(s 6 = a (s b (s 6 sin(t π, t π. + (cs + d (s 2 + = a(s 6(s b(s + 6(s (cs + d(s 2 6. The solution is: a = 4 6, b = 4 6, c = 0, d = 7.

12 Solving IVP with step functions in the source. y 6y = g(t, y(0 = y (0 = 0, g(t = Solution: H(s = [ 4 6 (s , t < π, sin(t π, t π. (s (s 2 + H(s = [ 4 L [ e 6 t + L [ e 6 t 2 6 L[sin(t 6 [ H(s = L 4 6 ( e 6 t + 6 t e 2 6 sin(t. h(t = [ 4 e 6 t + 6 t e 2 6 sin(t 6. H(s = L[h(t. Solving IVP with step functions in the source. y 6y = g(t, y(0 = y (0 = 0, g(t = Solution: Recall: 0, t < π, sin(t π, t π. L[y = e πs H(s, where H(s = L[h(t, and h(t = [ 4 e 6 t + 6 t e 2 6 sin(t. 6 L[y = e πs L[h(t = L[u π (t h(t π y(t = u π (t h(t π. Equivalently: y(t = u π(t 4 6 [ e 6 (t π + e 6 (t π 2 6 sin(t π.

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