Laplace transform

5.6. Laplace transform#

Example: Laplace transform

Solve the initial value problem

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

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

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

Invert Laplace transform:

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

Example: Laplace transform with partial fractions

Solve the initial value problem:

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

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

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

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

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

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

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

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

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

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

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

So, all together:

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

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

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