Laplace transform

5.6. Laplace transform#

Example: Laplace transform

Solve the initial value problem

(5.44)#\[\begin{equation} y' =-ky, \quad y(0) =2 \end{equation}\]

Rearrange, apply Laplace transform \(Y = L[y]\), and solve for \(Y\):

(5.45)#\[\begin{align} y'+ ky &= 0 \\ L[y'+ky] &= L[0] \\ L[y']+kL[y] &= L[0] \\ sY - y(0) + k Y &= 0 \\ (s+k) Y - 2 &= 0 \\ Y &= \frac{2}{s+k} \end{align}\]

Invert Laplace transform:

(5.46)#\[\begin{equation} y = L^{-1}\left[\frac{2}{s+k}\right] = 2L^{-1}\left[\frac{1}{s+k}\right] = 2 e^{-kt} \end{equation}\]

Example: Laplace transform with partial fractions

Solve the initial value problem:

(5.47)#\[\begin{equation} y'-y = t, \quad y(0) = 1 \end{equation}\]

Rearrange, apply Laplace transform \(Y = L[y]\), and solve for \(Y\):

(5.48)#\[\begin{align} L[y'-y] &= L[t]\\ L[y']-L[y] &= L[t]\\ sY - y(0) - Y &= \frac{1}{s^2}\\ (s-1) Y - 1 &= \frac{1}{s^2}\\ Y &= \frac{1}{s-1} + \frac{1}{s^2(s-1)} \end{align}\]

These terms do not immediately correspond to the Laplace transform table, but we can separate them using partial fraction decomposition:

(5.49)#\[\begin{equation} \frac{1}{(s-1) s^2} = \frac{A_1}{s-1} + \frac{A_2}{s} + \frac{A_3}{s^2} \end{equation}\]

\(A_1\) and \(A_3\) can be found using the coverup method:

(5.50)#\[\begin{align} A_1 &= \frac{1}{1^2} = 1 \\ A_3 &= \frac{1}{0-1} = -1 \end{align}\]

To find \(A_2\), substitute and cross multiply:

(5.51)#\[\begin{equation} 1 = s^2 + A_2(s-1)s - (s-1) \end{equation}\]

then compare the coefficient of the \(s^2\) terms on either side:

(5.52)#\[\begin{equation} 1 + A_2 = 0 \to A_2 = -1 \end{equation}\]

So, all together:

(5.53)#\[\begin{equation} Y = \frac{2}{s-1} - \frac{1}{s} - \frac{1}{s^2} \end{equation}\]

Solve for \(y\) by applying the inverse Laplace transform

(5.54)#\[\begin{align} y &=L^{-1}[Y]\\ &=2L^{-1}\left[\frac{1}{s-1}\right]-L^{-1}\left[\frac{1}{s}\right]-L^{-1}\left[\frac{1}{s^2}\right]\\ &=2e^t-1-t \end{align}\]

Example: Skill Builder 1

Solve the initial value problem using Laplace transforms

(5.55)#\[\begin{equation} y' + 4y = e^{4x} \quad y(0) = 0 \end{equation}\]

(5.56)#\[\begin{align} L[y' + 4y] &= L[e^{4x}] \\ sY - y(0) + 4Y &= \frac{1}{s-4} \\ (s+4) Y &= \frac{1}{s-4} \\ \end{align}\]

Use partial fractions:

(5.57)#\[\begin{align} Y &= \frac{1}{(s-4)(s+4)} \\ &= \frac{A_1}{s-4} + \frac{A_2}{s+4} \\ \end{align}\]

Cover up to find \(A_1\) and \(A_2\):

(5.58)#\[\begin{align} A_1 &= \frac{-1}{8} \\ A_2 &= \frac{1}{8} \\ \end{align}\]

Solve using Laplace transforms:

(5.59)#\[\begin{align} Y &= \frac{-1}{8} \frac{1}{s+4} + \frac{1}{8} \frac{1}{s-4} \\ y &= L^{-1}[Y] \\ &= \frac{-1}{8}L^{-1}\left[\frac{1}{s+4}\right] + \frac{1}{8}L^{-1}\left[\frac{1}{s-4}\right] \\ &= \frac{-1}{8}e^{-4x} + \frac{1}{8}e^{4x} \\ y &= \frac{1}{8}(e^{4x} - e^{-4x}) \\ \end{align}\]

Example: Skill Builder 2

Solve the initial value problem using Laplace transforms

(5.60)#\[\begin{equation} y' + 2y = 8 \quad y(0) = 1 \end{equation}\]

(5.61)#\[\begin{align} L[y' + 2y] &= L[8] \\ sY(s) - y(0) + 2Y &= \frac{8}{s} \\ (s+2) Y - 1 &= \frac{8}{s} \\ \end{align}\]

Use partial fractions and the “cover-up” method:

(5.62)#\[\begin{align} Y &= \frac{1}{s+2} + \frac{8}{(s)(s+2)} \\ &= \frac{1}{s+2} + \frac{A_1}{s} - \frac{A_2}{s+2} \\ A_1 = 4 \\ A_2 = -4 \\ \end{align}\]

Solve using Laplace transforms:

(5.63)#\[\begin{align} Y &= \frac{1}{s+2} - \frac{4}{s+2} \\ &= \frac{4}{s} - \frac{3}{s+2} \\ y &= L^{-1}[Y] \\ &= 4L^{-1}[\frac{1}{s}] - 3L^{-1}[\frac{1}{s+2}] \\ &= 4 - 3e^{-2x} \\ y = 4 - 3e^{-2x} \\ \end{align}\]