Study Guide Block 2: Ordinary Differential Equations. Unit 9: The Laplace Transform, Part Overview

Similar documents
Study Guide Block 2: Ordinary Differential Equations. Unit 4: Linear Differential Equations. Overview

The Double Sum as an Iterated Integral

DIFFERENTIAL EQUATIONS

DIFFERENTIAL EQUATIONS

DIFFERENTIAL EQUATIONS

DIFFERENTIAL EQUATIONS

reason is that from a gaametrical point of view, as we shall show in the exercises, tha study of complex functions of a

Study Guide Block 3: Selected Topics in Linear Algebra. Unit 8: Fourier Series

CALCULUS REVIS ITED PART 2 A Self-study Course

DIFFERENTIAL EQUATIONS

MATH 251 Examination II April 3, 2017 FORM A. Name: Student Number: Section:

Honors Differential Equations

MATH 251 Final Examination August 14, 2015 FORM A. Name: Student Number: Section:

Honors Differential Equations

a (x,y,z) dvs. a (u,v,w)

MITOCW MITRES18_006F10_26_0501_300k-mp4

20.6. Transfer Functions. Introduction. Prerequisites. Learning Outcomes

20.5. The Convolution Theorem. Introduction. Prerequisites. Learning Outcomes

Lecture 21: Stochastic Differential Equations

Midterm Exam, Thursday, October 27

Examples 2: Composite Functions, Piecewise Functions, Partial Fractions

MITOCW MITRES_18-007_Part3_lec5_300k.mp4

1. (Optional) Read Thomas, Section (See Preface to ~xercise for an explanation.)

DEVELOPMENT OF THE COMPLEX NUMBERS

MATH 2554 (Calculus I)

Permutations and Polynomials Sarah Kitchen February 7, 2006

Math 308 Week 8 Solutions

Chapter 4. Higher-Order Differential Equations

What if There Were No Law of Large Numbers?

DIFFERENTIATION RULES

MATH 251 Final Examination December 16, 2015 FORM A. Name: Student Number: Section:

MATH 1902: Mathematics for the Physical Sciences I

Differential Equations

Introduction to Differential Equations

Existence Theory: Green s Functions

d n dt n ( Laplace transform of Definition of the Laplace transform

MITOCW MITRES18_006F10_26_0601_300k-mp4

CALCULUS Exercise Set 2 Integration

Metric Spaces. Exercises Fall 2017 Lecturer: Viveka Erlandsson. Written by M.van den Berg

D(f/g)(P ) = D(f)(P )g(p ) f(p )D(g)(P ). g 2 (P )

then the substitution z = ax + by + c reduces this equation to the separable one.

1 The Derivative and Differrentiability

JUST THE MATHS UNIT NUMBER LAPLACE TRANSFORMS 3 (Differential equations) A.J.Hobson

Diagnostic quiz for M337 Complex analysis

Optimisation and optimal control 1: Tutorial solutions (calculus of variations) t 3

Course roadmap. ME451: Control Systems. Example of Laplace transform. Lecture 2 Laplace transform. Laplace transform

z x = f x (x, y, a, b), z y = f y (x, y, a, b). F(x, y, z, z x, z y ) = 0. This is a PDE for the unknown function of two independent variables.

Solutions to Problem Sheet for Week 8

The main aim of this exercise is to stress the structure of matrix arithmetic. a. If we had been given the equation

MA 201, Mathematics III, July-November 2016, Laplace Transform

F(p) y + 3y + 2y = δ(t a) y(0) = 0 and y (0) = 0.

6.2 Their Derivatives

6.041/6.431 Fall 2010 Quiz 2 Solutions

Laplace Theory Examples

a_n x^(n) a_0 x = 0 with initial conditions x(0) =... = x^(n-2)(0) = 0, x^(n-1)(0) = 1/a_n.

Midterm 1 Review. Distance = (x 1 x 0 ) 2 + (y 1 y 0 ) 2.

Functions of Several Variables

From Lay, 5.4. If we always treat a matrix as defining a linear transformation, what role does diagonalisation play?

Calculus for Engineers II - Sample Problems on Integrals Manuela Kulaxizi

Chapter 4 Notes, Calculus I with Precalculus 3e Larson/Edwards

ENGIN 211, Engineering Math. Laplace Transforms

Vector Functions & Space Curves MATH 2110Q

Lecture 15: Algebraic Geometry II

Section 3.6 The chain rule 1 Lecture. Dr. Abdulla Eid. College of Science. MATHS 101: Calculus I

22.2. Applications of Eigenvalues and Eigenvectors. Introduction. Prerequisites. Learning Outcomes

Mathematical Methods and its Applications (Solution of assignment-12) Solution 1 From the definition of Fourier transforms, we have.

MATH 251 Final Examination May 3, 2017 FORM A. Name: Student Number: Section:

Ex. 1. Find the general solution for each of the following differential equations:

Leplace s Equations. Analyzing the Analyticity of Analytic Analysis DEPARTMENT OF ELECTRICAL AND COMPUTER ENGINEERING. Engineering Math 16.

2.12: Derivatives of Exp/Log (cont d) and 2.15: Antiderivatives and Initial Value Problems

Section 15.5: The Chain Rule. 1 Objectives. 2 Assignments. 3 Maple Commands. 1. Apply all forms of the chain rule. (3,5,9,11,13,19,21)

Differential Equations DIRECT INTEGRATION. Graham S McDonald

AP Calculus Chapter 3 Testbank (Mr. Surowski)

Formulas that must be memorized:

Conformal maps. Lent 2019 COMPLEX METHODS G. Taylor. A star means optional and not necessarily harder.

Laplace Transforms and use in Automatic Control

Section 3.6 The chain rule 1 Lecture. Dr. Abdulla Eid. College of Science. MATHS 101: Calculus I

7.1. Calculus of inverse functions. Text Section 7.1 Exercise:

The Laplace Transform

Math 651 Introduction to Numerical Analysis I Fall SOLUTIONS: Homework Set 1

Formal Groups. Niki Myrto Mavraki

2.2 Separable Equations

Computational Science and Engineering I Fall 2008

3. Identify and find the general solution of each of the following first order differential equations.

Introduction to Topology

3. Identify and find the general solution of each of the following first order differential equations.

4.9 Anti-derivatives. Definition. An anti-derivative of a function f is a function F such that F (x) = f (x) for all x.

APPLICATIONS OF DIFFERENTIATION

Notes on uniform convergence

MATH 251 Examination II April 4, 2016 FORM A. Name: Student Number: Section:

Vectors, dot product, and cross product

Problem 1 (Equations with the dependent variable missing) By means of the substitutions. v = dy dt, dv

UNIVERSITY OF SOUTHAMPTON. A foreign language dictionary (paper version) is permitted provided it contains no notes, additions or annotations.

C3 Revision Questions. (using questions from January 2006, January 2007, January 2008 and January 2009)

Slope Fields and Differential Equations. Copyright Cengage Learning. All rights reserved.

Fourier Transform 4: z-transform (part 2) & Introduction to 2D Fourier Analysis

Linear DifferentiaL Equation

MATH 307: Problem Set #7

This lecture is a review for the exam. The majority of the exam is on what we ve learned about rectangular matrices.

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.436J/15.085J Fall 2008 Lecture 8 10/1/2008 CONTINUOUS RANDOM VARIABLES

Transcription:

Unit 9: The Laplace Transform, Part 1 1. Overview ~ The Laplace transform has application far beyond its present role in this block of being a useful device for solving certain types of linear differential equations (usually ones in which we have constant coefficients) for prescribed initial conditions. In this unit, we introduce the concept in our lecture and we then divide the exercises into two categories. The first five exercises are designed just to help you become more familiar with the definition itself, and the last three exercises illustrate how the concept is used to solve differential equations. Additional fine points concerning the Laplace transform are left for the next unit (a unit which is optional since it is not necessary for the student who for one reason or another prefers not to study this concept in any more depth at this time). 2. Lecture 2.070

Unit 9: The Laplace Transform, Part 1 Lecture 2.070 continued

Unit 9: The Laplace Transform, Part 1 3. Exercises : a. Use the linear properties of the Laplace transform to compute at (s > a). 2'(cosh bt), knowing that X(e ) = -s - a b. Prove that if ~ ((t))= f i(s) then X'[eatf (t)1 = f(s - a). c. Use the results of (a) and (b) to compute Z-l[(s s - a - a 2 - b2]' That is, determine g(t) if z(g(t)) = s - a (s - a12 - b 2 - a. Use the identity that sinh 3t = f (e3t - e 3t) to determine dqsinh 3t). b. Use (a) together with (b) of the previous exercise to determine a. Compute f(cos bx) by using the fact that 1 ibx + e-ibx cos bx = - 2 (= 1. b. Determine f(x) if f is continuous and

Unit 9: The Laplace Transform, Part 1 2.9.4(L) By writing s2-4s + 20 in the form (s - ai2 + b2, use the tables at the end of the solution of the previous exercise to find f(t) if f is continuous and Determine f(t) if it is known that f is continuous and that ic(f(t)) is 2.9.6(L) Use the Laplace transform method to find the particular solution of y" + 2y' + y = et which satisfies the initial conditions y(0) = y' (0) = 0. 2.9.7 Use Laplace transforms to find the solution of which satisifes the initial conditions y(0) = 0 and y'(0) = 1. Use Laplace transforms to find the solution of y"' - 2t y' = e 2.9.4 which satisfies y(0) = 0, y' (0) = 0, and y" (0) = 0.

Unit 10: The Laplace Transform, Part 2 Overview As far as defining the Laplace transform and seeing how it is used to solve linear differential equations with constant coefficients, our task is satisfactorily completed in the previous unit. Yet Laplace transform and other related forms occur very often both in theory and in application. For this reason we have elected to supply additional exercises involving the Laplace transform. The exercises were chosen not only to give you drill in canputing transforms, but also because they bring up important new areas of discussion. 2. Exercises: a. Compute X lua(t)l where b. ~f &'(f (t ) = I(s), show that [ua(t) f (t - a) 1 = e-as f (s) 2 c. Determine f (t)if f is continuous and (f (t ) = e-3s/s + 4s + 5. 2.10.2 Suppose there exists a positive number p such that f(t) = f(t + p) for all t [in this case, f is said to be periodic with period pl. a. Show that (Continued on next page)

Unit.10: The Laplace Transform, Part 2 2.10.2 continued b. Compute (f(t)) if and f has period 2. 2.10.3 a. By computing show that if 3 (s) exlsts, then 2 [tf(t)1 = -de (s)/ds. Extend this result inductively to obtain a formula for [tnf(t)i for any positive integer n. b. Use the result of part (a) to determine (s) if y (t)satisfies 2.10.4 Recalling that r (x) is defined by develop a formula for computing g(xn) where n is any real number greater than -1. 2.lo. 5 (To reinforce the definition of I' (x)) a. Compute I' ($1. b. Use the fact that I' (n + I) = nr (n) to compute r 3 5 and T.

Unit 10: The Laplace Transform, Part 2 2.10.6 a. By making appropriate use of the fact that the product of two integrals may be viewed as a double integral, show that b. Use (a) to determine h(t) if 2.10.7 (Checking some of the properties of convolution) Define the convolution of f and g, written f*g by Show that a. f*g = g*f b. f* (g i-h) = (f*g) f (f*h) -~- Make appropriate use of convolution to determine h(t) if (continued on next page)

Unit 10: The Laplace Transform, Part 2 2.10.8 continued e. Use the results of parts (a), (b), (c), and (dl to find the solution of the system subject to the initial conditions that x(0) = 1 and y(0) = 0. [Actually (el can be tackled by the transform method without doing (a), (b), (c) and (d). What happens, however, is that to solve (e) we ultimately wind up having to solve these four parts anyway. I

1. Find the general solution of each of the following differential equations: 2xy (where not both x and y equal 0). 2. (a) Find the envelope of the family of lines where c is an arbitrary (real) constant. (b) Find the first order differential equation which is satisfied 2 by both the family y = cx - 2c and its envelope. (c) The curve C satisfies the equation Describe the curve C if it is known that C passes through the point 3. Let L (y) = y" + 4y' - 21y. Find the general solution of L (y) = f(x) if: (b) f (x) = sin x (c) f (x) = 3eX + 5 sin x

Quiz 4. The curve C satisfies the differential equation (where C doesn't intersect the line x = -1). Find the equation of C. 5. The curve C satisfies the differential equation y" - 3xy' - 3y = 0. It passes through the point (0,l) and has its slope equal to 0 at that point. Use the series technique to find the equation of C. (Write the series explicitly through the term involving x7.) 6. A particle moves along the x-axis according to the rule dt2 %+5x =.8 sin t + 4 cos t. dx At time t = 0, the particle is at x = 1 and has speed = 3. Use the Laplace transform method to determine x explicitly as a function of t.

MIT OpenCourseWare http://ocw.mit.edu Resource: Calculus Revisited: Complex Variables, Differential Equations, and Linear Algebra Prof. Herbert Gross The following may not correspond to a particular course on MIT OpenCourseWare, but has been provided by the author as an individual learning resource. For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.