The Laplace Transform and the IVP (Sect. 6.2).

Similar documents
Computing inverse Laplace Transforms.

(f g)(t) = Example 4.5.1: Find f g the convolution of the functions f(t) = e t and g(t) = sin(t). Solution: The definition of convolution is,

The Laplace Transform (Sect. 4.1). The Laplace Transform (Sect. 4.1).

Find the Fourier series of the odd-periodic extension of the function f (x) = 1 for x ( 1, 0). Solution: The Fourier series is.

Chapter DEs with Discontinuous Force Functions

Laplace Theory Examples

Ch 6.2: Solution of Initial Value Problems

Laplace Transform. Chapter 4

MathQuest: Differential Equations

Math Shifting theorems

Sample Quiz 8, Problem 1. Solving Higher Order Constant-Coefficient Equations

Math 308 Exam II Practice Problems

APPM 2360: Midterm exam 3 April 19, 2017

Math 216 Second Midterm 16 November, 2017

Math 216 Second Midterm 19 March, 2018

Math 307 Lecture 19. Laplace Transforms of Discontinuous Functions. W.R. Casper. Department of Mathematics University of Washington.

f(t)e st dt. (4.1) Note that the integral defining the Laplace transform converges for s s 0 provided f(t) Ke s 0t for some constant K.

Math 216 Second Midterm 20 March, 2017

Generalized sources (Sect. 6.5). The Dirac delta generalized function. Definition Consider the sequence of functions for n 1, Remarks:

The Laplace transform

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

Math 353 Lecture Notes Week 6 Laplace Transform: Fundamentals

Section 6.4 DEs with Discontinuous Forcing Functions

3.5 Undetermined Coefficients

SOLUTIONS FOR HOMEWORK SECTION 6.4 AND 6.5

Name: Solutions Exam 3

Ordinary Differential Equations. Session 7

Solutions of the Sample Problems for the Third In-Class Exam Math 246, Fall 2017, Professor David Levermore

Differential Equations, Math 315 Midterm 2 Solutions

Lecture 29. Convolution Integrals and Their Applications

Solutions to Homework 3

+ + LAPLACE TRANSFORM. Differentiation & Integration of Transforms; Convolution; Partial Fraction Formulas; Systems of DEs; Periodic Functions.

Differential Equations

Ordinary Differential Equations

Solutions to Math 53 Math 53 Practice Final

Name: Solutions Final Exam

37. f(t) sin 2t cos 2t 38. f(t) cos 2 t. 39. f(t) sin(4t 5) 40.

On linear and non-linear equations.(sect. 2.4).

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

Math Laplace transform

Modeling with first order equations (Sect. 2.3). The mathematical modeling of natural processes.

e st f (t) dt = e st tf(t) dt = L {t f(t)} s

CHAPTER 8 Laplace Transforms

Review Sol. of More Long Answer Questions

Third In-Class Exam Solutions Math 246, Professor David Levermore Thursday, 3 December 2009 (1) [6] Given that 2 is an eigenvalue of the matrix

Math 216 Second Midterm 17 November, 2016

Example. Mathematics 255: Lecture 17. Example. Example (cont d) Consider the equation. d 2 y dt 2 + dy

{ sin(t), t [0, sketch the graph of this f(t) = L 1 {F(p)}.

Chapter 6: The Laplace Transform 6.3 Step Functions and

Lecture 23 Using Laplace Transform to Solve Differential Equations

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

HIGHER-ORDER LINEAR ORDINARY DIFFERENTIAL EQUATIONS IV: Laplace Transform Method David Levermore Department of Mathematics University of Maryland

Warm-up: What is the Laplace transform of f(t) = e^{-t} cos(3t)? We could do this by writing it as (1/2)( e^{(-1+3i)t} + e^{(-1-3i)t} )

HIGHER-ORDER LINEAR ORDINARY DIFFERENTIAL EQUATIONS IV: Laplace Transform Method. David Levermore Department of Mathematics University of Maryland

4. Higher Order Linear DEs

Math Exam 3 Solutions

Linear Variable coefficient equations (Sect. 2.1) Review: Linear constant coefficient equations

Exam 2 Study Guide: MATH 2080: Summer I 2016

Solutions to Homework 5, Introduction to Differential Equations, 3450: , Dr. Montero, Spring y 4y = 48t 3.

ENGIN 211, Engineering Math. Laplace Transforms

Partial Fractions and the Coverup Method Haynes Miller and Jeremy Orloff

On linear and non-linear equations. (Sect. 1.6).

we get y 2 5y = x + e x + C: From the initial condition y(0) = 1, we get 1 5 = 0+1+C; so that C = 5. Completing the square to solve y 2 5y = x + e x 5

6. Linear Differential Equations of the Second Order

Differential Equations Class Notes

Honors Differential Equations

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

Ma 221 Final Exam Solutions 5/14/13

APPM 2360: Midterm 3 July 12, 2013.

Chapter 4. The Laplace Transform Method

CHEE 319 Tutorial 3 Solutions. 1. Using partial fraction expansions, find the causal function f whose Laplace transform. F (s) F (s) = C 1 s + C 2

MA 266 Review Topics - Exam # 2 (updated)

Section 2.1 (First Order) Linear DEs; Method of Integrating Factors. General first order linear DEs Standard Form; y'(t) + p(t) y = g(t)

Nonhomogeneous Linear Equations: Variation of Parameters Professor David Levermore 17 October 2004 We now return to the discussion of the general case

A First Course in Elementary Differential Equations: Problems and Solutions. Marcel B. Finan Arkansas Tech University c All Rights Reserved

Solution: Homework 3 Biomedical Signal, Systems and Control (BME )

Non-homogeneous equations (Sect. 3.6).

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

Laplace Transform Problems

Stability. X(s) Y(s) = (s + 2) 2 (s 2) System has 2 poles: points where Y(s) -> at s = +2 and s = -2. Y(s) 8X(s) G 1 G 2

Section 7.4: Inverse Laplace Transform

Matemáticas II: Segundo del Grado en Ingeniería Aeroespacial

Math 3313: Differential Equations Laplace transforms

Chapter 4: Higher Order Linear Equations

Review for Exam #3 MATH 3200

Applied Differential Equation. October 22, 2012

The formulas for derivatives are particularly useful because they reduce ODEs to algebraic expressions. Consider the following ODE d 2 dx + p d

MATH 307: Problem Set #7

Short Solutions to Review Material for Test #2 MATH 3200

Laplace Transform of Discontinuous Functions

Week #9 : DEs with Non-Constant Coefficients, Laplace Resonance

Math 333 Qualitative Results: Forced Harmonic Oscillators

( ) f (k) = FT (R(x)) = R(k)

The Laplace Transform

REVIEW FOR MT3 ANSWER KEY MATH 2373, SPRING 2015

HIGHER-ORDER LINEAR ORDINARY DIFFERENTIAL EQUATIONS II: Nonhomogeneous Equations. David Levermore Department of Mathematics University of Maryland

Math 215/255: Elementary Differential Equations I Harish N Dixit, Department of Mathematics, UBC

Mathematics for Engineers and Scientists 4 Notes for F1.8XD2

2. First Order Linear Equations and Bernoulli s Differential Equation

Ch 6.4: Differential Equations with Discontinuous Forcing Functions

Transcription:

The Laplace Transform and the IVP (Sect..2). Solving differential equations using L ]. Homogeneous IVP. First, second, higher order equations. Non-homogeneous IVP. Recall: Partial fraction decompositions. Solving differential equations using L ]. Remark: The method works with: Constant coefficient equations. Homogeneous and non-homogeneous equations. First, second, higher order equations. Idea of the method: ] differential eq. L for y(t). () Algebraic eq. for Ly(t)]. (2) (2) Solve the algebraic eq. for Ly(t)]. (3) Transform back to obtain y(t). (Using the table.)

Solving differential equations using L ]. Idea of the method: ] differential eq. L for y(t). (2) Solve the algebraic eq. for Ly(t)]. () (3) Algebraic eq. for Ly(t)]. Transform back to obtain y(t). (2) (Using the table.) Recall: (a) La f (t) + b g(t)] = a Lf (t)] + b Lg(t)]; (b) L y (n)] = s n Ly] s (n ) y(0) s (n 2) y (0) y (n ) (0). The Laplace Transform and the IVP (Sect..2). Solving differential equations using L ]. Homogeneous IVP. First, second, higher order equations. Non-homogeneous IVP. Recall: Partial fraction decompositions.

Homogeneous IVP. y y 2y = 0, y(0) =, y (0) = 0. Solution: Compute the L ] of the differential equation, Ly y 2y] = L0] Ly y 2y] = 0. The L ] is a linear function, so Ly ] Ly ] 2 Ly] = 0. Derivatives are transformed into power functions, ] ] s 2 Ly] s y(0) y (0) s Ly] y(0) 2 Ly] = 0, We the obtain (s 2 s 2) Ly] = (s ) y(0) + y (0). Homogeneous IVP. y y 2y = 0, y(0) =, y (0) = 0. Solution: Recall: (s 2 s 2) Ly] = (s ) y(0) + y (0). Differential equation for y Introduce the initial condition, L ] Algebraic equation for Ly]. (s 2 s 2) Ly] = (s ). We can solve for the unknown Ly] as follows, Ly] = (s ) (s 2 s 2).

Homogeneous IVP. y y 2y = 0, y(0) =, y (0) = 0. Solution: Recall: Ly] = (s ) (s 2 s 2). The partial fraction method: Find the zeros of the denominator, { s 2 s 2 = 0 s ± = ] s+ = 2, ± + 8 2 s =, Therefore, we rewrite: Ly] = Find constants a and b such that (s ) (s 2)(s + ). (s ) (s 2)(s + ) = a s 2 + b s +. Homogeneous IVP. Solution: Recall: y y 2y = 0, y(0) =, y (0) = 0. A simple calculation shows (s ) (s 2)(s + ) = a s 2 + (s ) (s 2)(s + ) = a s 2 + b s + b s +. a(s + ) + b(s 2) = (s 2)(s + ) (s ) = s(a + b) + (a 2b) { a + b =, a 2b = Hence, a = 3 and b = 2 3. Then, Ly] = 3 (s 2) + 2 3 (s + ).

Homogeneous IVP. y y 2y = 0, y(0) =, y (0) = 0. Solution: Recall: Ly] = 3 (s 2) + 2 3. From the table: (s + ) Le at ] = s a s 2 = Le2t ], s + = Le t ]. So we arrive at the equation Ly] = 3 Le2t ] + 2 3 Le t ] = L e 3( 2t + 2e t)] We conclude that: y(t) = 3( e 2t + 2e t). Homogeneous IVP. y 4y + 4y = 0, y(0) =, y (0) =. Solution: Compute the L ] of the differential equation, The L ] is a linear function, Ly 4y + 4y] = L0] = 0. Ly ] 4 Ly ] + 4 Ly] = 0. Derivatives are transformed into power functions, ] ] s 2 Ly] s y(0) y (0) 4 s Ly] y(0) + 4 Ly] = 0, Therefore, (s 2 4s + 4) Ly] = (s 4) y(0) + y (0).

Homogeneous IVP. y 4y + 4y = 0, y(0) =, y (0) =. Solution: Recall: (s 2 4s + 4) Ly] = (s 4) y(0) + y (0). Introduce the initial conditions, (s 2 4s + 4) Ly] = s 3. Solve for Ly] as follows: Ly] = (s 3) (s 2 4s + 4). The partial fraction method: Find the roots of the denominator, s 2 4s +4 = 0 s ± = 2 We obtain: Ly] = (s 3) (s 2) 2. 4± ] s + = s = 2. Homogeneous IVP. y 4y + 4y = 0, y(0) =, y (0) =. Solution: Recall: Ly] = (s 3) (s 2) 2. This expression is already in the partial fraction decomposition. Idea: Rewrite the right-hand side in terms of function in the table. Ly] = (s 2) + 2 3 (s 2) 2 = From the Laplace transforms table: Le at ] = s a Lt n e at n! ] = (s a) (n+) (s 2) (s 2) 2 (s 2) 2 = s 2 (s 2) 2. s 2 = Le2t ], (s 2) 2 = Lte2t ].

Homogeneous IVP. y 4y + 4y = 0, y(0) =, y (0) =. Solution: Recall: Ly] = s 2 (s 2) 2 and s 2 = Le2t ], (s 2) 2 = Lte2t ]. So we arrive at the equation Ly] = Le 2t ] Lte 2t ] = L e 2t te 2t]. We conclude that y(t) = e 2t te 2t. The Laplace Transform and the IVP (Sect..2). Solving differential equations using L ]. Homogeneous IVP. First, second, higher order equations. Non-homogeneous IVP. Recall: Partial fraction decompositions.

First, second, higher order equations. Use the Laplace Transform to find the solution of y (4) 4y = 0, y(0) =, y (0) =, y (0) = 2, y (0) = 0. Solution: Compute the L ] of the equation, L y (4)] 4 Ly] = 0. s 4 Ly] s 3 y(0) s 2 y (0) s y (0) y (0) ] 4 Ly] = 0. s 4 Ly] s 3 + 2s ] 4 Ly] = 0 (s 4 4) Ly] = s 3 2s, We obtain, Ly] = s3 2s (s 4 4). First, second, higher order equations. Use the Laplace Transform to find the solution of y (4) 4y = 0, y(0) =, y (0) =, y (0) = 2, y (0) = 0. Solution: Recall: Ly] = Ly] = s3 2s (s 4 4). s(s 2 2) (s 2 2)(s 2 + 2) Ly] = s (s 2 + 2). The last expression is in the table of Laplace Transforms, Ly] = s ( s 2 + 2 ] 2) = L cos( 2 t) ]. We conclude that y(t) = cos( 2 t).

The Laplace Transform and the IVP (Sect..2). Solving differential equations using L ]. Homogeneous IVP. First, second, higher order equations. Non-homogeneous IVP. Recall: Partial fraction decompositions. Non-homogeneous IVP. y 4y + 4y = 3 sin(2t), y(0) =, y (0) =. Solution: Compute the Laplace transform of the equation, Ly 4y + 4y] = L3 sin(2t)]. The right-hand side above can be expressed as follows, L3 sin(2t)] = 3 Lsin(2t)] = 3 2 s 2 + 2 2 = Introduce this source term in the differential equation, Ly ] 4 Ly ] + 4 Ly] =

Non-homogeneous IVP. y 4y + 4y = 3 sin(2t), y(0) =, y (0) =. Solution: Recall: Ly ] 4 Ly ] + 4 Ly] = Derivatives are transformed into power functions, s 2 Ly] s y(0) y (0) Rewrite the above equation, ] 4 s Ly] y(0) ] + 4 Ly] = (s 2 4s + 4) Ly] = (s 4) y(0) + y (0) + Introduce the initial conditions, (s 2 4s + 4) Ly] = s 3 + Non-homogeneous IVP. y 4y + 4y = 3 sin(2t), y(0) =, y (0) =. Solution: Recall: (s 2 4s + 4) Ly] = s 3 + Therefore, Ly] = (s 3) (s 2 4s + 4) + (s 2 4 + 4)(s 2 + 4). From an above: s 2 4s + 4 = (s 2) 2, Ly] = s 2 (s 2) 2 + (s 2) 2 (s 2 + 4). From an above we know that Le 2t te 2t ] = s 2 (s 2) 2.

Non-homogeneous IVP. y 4y + 4y = 3 sin(2t), y(0) =, y (0) =. Solution: Recall: Ly] = Le 2t te 2t ] + (s 2) 2 (s 2 + 4). Use Partial fractions to simplify the last term above. Find constants a, b, c, d, such that (s 2) 2 (s 2 + 4) = as + b s 2 + 4 + c (s 2) + d (s 2) 2 (s 2) 2 (s 2 + 4) = (as + b)(s 2)2 + c(s 2)(s 2 + 4) + d(s 2 + 4) (s 2 + 4)(s 2) 2 = (as + b)(s 2) 2 + c(s 2)(s 2 + 4) + d(s 2 + 4). Non-homogeneous IVP. y 4y + 4y = 3 sin(2t), y(0) =, y (0) =. Solution: = (as + b)(s 2) 2 + c(s 2)(s 2 + 4) + d(s 2 + 4). = (as + b)(s 2 4s + 4) + c(s 3 + 4s 2s 2 8) + d(s 2 + 4) = a(s 3 4s 2 +4s)+b(s 2 4s +4)+c(s 3 +4s 2s 2 8)+d(s 2 +4). We obtain the system = (a + c)s 3 + ( 4a + b 2c + d)s 2 + (4a 4b + 4c)s + (4b 8c + 4d). a + c= 0, 4a + b 2c + d= 0, 4a 4b + 4c= 0, 4b 8c + 4d =.

Non-homogeneous IVP. y 4y + 4y = 3 sin(2t), y(0) =, y (0) =. Solution: The solution for this linear system is a = 3 8, b = 0, c = 3 8, d = 3 4. (s 2) 2 (s 2 + 4) = 3 8 s s 2 + 4 3 8 Use the table of Laplace Transforms (s 2) + 3 4 (s 2) 2. (s 2) 2 (s 2 + 4) = 3 8 Lcos(2t)] 3 8 Le2t ] + 3 4 Lte2t ]. (s 2) 2 (s 2 + 4) = L 3 8 cos(2t) 3 8 e2t + 3 4 te2t]. Non-homogeneous IVP. y 4y + 4y = 3 sin(2t), y(0) =, y (0) =. Solution: Summary: Ly] = Le 2t te 2t ] + (s 2) 2 (s 2 + 4), (s 2) 2 (s 2 + 4) = L 3 8 cos(2t) 3 8 e2t + 3 4 te2t]. Ly(t)] = L ( t) e 2t + 3 8 ( + 2t) e2t + 3 8 cos(2t) ]. We conclude that y(t) = ( t) e 2t + 3 8 (2t ) e2t + 3 8 cos(2t).