ODE: Assignment-8:Solutions
1. Let F (s) be the Laplace transform of f (t). Find the Laplace transform of f (at) (a > 0).
Solution:
Z ∞ Z ∞
−st 1 1
e−(s/a)τ f (τ ) dτ = F (s/a)
L f (at) = e f (at) dt =
0 a 0 a
2. Find the Laplace transforms:
(a) [t] (greatest integer function), (b) tm cosh bt (m ∈ non-negative integers),
(
t
e sin at sin t cosh t sin 3t, 0 < t < π,
(c) et sin at, (d) , (e) , (f) f (t) =
t t 0, t > π,
Solution:
(a)
Z 2 Z 3 Z 4
−st −st
e−st dt + · · ·
L [t] = e dt + 2 e dt + 3
1 2 3
e−s e−s
= (1 + e−s + e−2s + e−3s + · · · ) = (s > 0 =⇒ 0 < e−s < 1)
s s(1 − e−s )
(b)
m! 1
L(tm ) = =⇒ L(tm
cosh bt) = L(ebt tm + e−bt tm )
sm+1
2
m! 1 1
= +
2 (s − b)m+1 (s + b)m+1
(c)
a t a
L(sin at) = =⇒ L(e sin at) =
s 2 + a2 (s − 1)2 + a2
R∞
(d) Use L f (t)/t = s F (s) ds. Now
a
L(sin at) = 2
s Z+ a2
∞
sin at ds π
=⇒ L = a 2 2
= − tan−1 (s/a)
t s s +a 2
t
e sin at π −1 s−1
=⇒ L = − tan
t 2 a
(e) Using result of the previous question
1 et sin t e−t sin t
sin t π −1 cosh t sin t
L = − tan (s) =⇒ L = +
t 2 t 2 t t
1
π − tan−1 (s − 1) − tan−1 (s + 1)
=
2
(f)
∞ π
3(1 + e−πs )
Z Z
−st
e−st sin 3t dt =
L f (t) = e f (t) dt =
0 0 s2 + 9
1. Find the Laplace transforms (Hint: use second shifting theorem):
1,
0 < t < π,
(a) f (t) = 0, π < t < 2π,
cos t, t > 2π,
0,
0 < t < 1,
(b) f (t) = cos(πt), 1 < t < 2,
0, t>2
Solution:
(a) Consider g(t) = u(t)−u(t−π)+u(t−2π) cos t = u(t)−u(t−π)+u(t−2π) cos(t−2π)
1 1 s
L f (t) = L g(t) = − e−πs + e−2πs 2
s s s +1
(b) Consider g(t) = u(t−1)−u(t−2) cos(πt) = −u(t−1) cos π(t−1)−u(t−2) cos π(t−2)
s s
L f (t) = L g(t) = − e−s + e−2s 2
2
s +π 2 s + π2
2. Find the inverse Laplace transforms of
s2 + 1 s+2 se−πs (1 − e−2s )(1 − 3e−2s )
(a) tan−1 (a/s), (b) ln , (c) , (d) , (e) .
(s + 1)2 (s2 + 4s − 5)2 s2 + 4 s2
Solution:
(a) Use L − tf (t) = F 0 (s). Thus,
a sin at
F 0 (s) = − −1 0
2 2
=⇒ L F (s) = − sin at =⇒ f (t) =
s +a t
(b)
2s 2 2(e−t − cos t)
F 0 (s) = −1 0 −t
− =⇒ L F (s) = 2(cos t − e ) =⇒ f (t) =
s2 + 1 s + 1 t
(c)
s+2 1 1 1
F (s) = 2 = −
(s + 4s − 5)2 12 (s − 1)2 (s + 5)2
t2 e−5t − t2 et
0 1 2 2 −1 0
F (s) = − =⇒ L F (s) =
12 (s + 5)3 (s − 1)3 12
Thus,
et − e−5t
f (t) = t
12
(d)
se−πs
= e−πs L(cos 2t) = L u(t − π) cos 2(t − π)
2
s +4
Thus,
se−πs
−1
L = u(t − π) cos 2t
s2 + 4
(e)
(1 − e−2s )(1 − 3e−2s ) 1 4e−2s 3e−4s
= − + 2
s2 s2 s2 s
Thus,
f (t) = t − 4u(t − 2)(t − 2) + 3(t − 4)u(t − 4)
3. Using convolution, find the inverse Laplace transforms:
1 2 1 1
(a) 2 , (b) 2 , (c) 2 2 , (d) .
s − 5s + 6 s −1 s (s + 4) (s − 1)2
Solution:
(a)
1 1
F (s) = =
s2 − 5s + 6 (s − 3)(s − 2)
Now
1 1
L(e3t ) = , L(e2t ) = .
s−3 s−2
Hence, Z t Z t
3τ 2(t−τ ) 2t
f (t) = e e dτ = e eτ dτ = e3t − e2t
0 0
(b)
2 2
F (s) = =
s2 −1 (s + 1)(s − 1)
Now
1 1
L(et ) = , L(e−t ) = .
s−1 s+1
Hence, Z t Z t
τ −(t−τ ) −t
f (t) = 2 e e dτ = 2e e2τ dτ = et − e−t = 2 sinh t
0 0
(c)
1 11 2
F (s) = =
s2 (s2 + 4) 2 s2 s2 + 4
Now
1 2
L(t) = , L (sin 2t) = .
s2 s2 +4
Hence,
t
2t − sin 2t
Z
1
f (t) = (t − τ ) sin(2τ )dτ =
2 0 8
(d)
1 1 1
F (s) = 2
=
(s − 1) s−1s−1
Now
1
L(et ) = .
s−1
Hence, Z t Z t
τ t−τ t
f (t) = e e dτ = e dτ = tet
0 0
6. Use Laplace transform to solve the initial value problems:
(a) y 00 + 4y = cos 2t, y(0) = 0, y 0 (0) = 1.
(
4t if 0 < t < 1
(b) y 00 + 3y 0 + 2y = y(0) = y 0 (0) = 0
8 if t > 1
(
8 sin t if 0 < t < π
(c) y 00 + 9y = y(0) = 0, y 0 (0) = 4
0 if t > π
Z t
(d) y10 + 2y1 + 6 y2 (τ ) dτ = 2u(t), y10 + y20 = −y2 , y1 (0) = −5, y2 (0) = 6
0
Solution:
(a) Taking Laplace Transform on both sides and simplifying (Y(s)=L[y(t)])
Y (s) = s/(s2 + 4)2 + 1/(s2 + 4)
Using convolution [or any other technique]
1 t
Z
sin 2t
y(t) = sin(2τ ) cos(2(t − τ ))dτ +
2 0 2
t sin 2t sin 2t
= +
4 2
(b) Let r(t) = 4 u(t) − u(t − 1) t + 8u(t − 1) = 4u(t − 0)t + 4u(t − 1)(1 − (t − 1)). Taking
Laplace Transform on both sides of the ODE, we get
4 4(s − 1)
(s2 + 3s + 2)Y (s) = R(s) =⇒ Y (s) = + e−s 2
s2 (s + 1)(s + 2) s (s + 1)(s + 2)
Using partial fraction and shifting theorem we get
3 2 4 1 −s 5 2 8 3
Y (s) = − + 2 + − +e − − +
s s s+1 s+2 s s2 s + 1 s + 2
−t −2t −(t−1) −2(t−1)
=⇒ y(t) = −3 + 2t + 4e − e + u(t − 1) 5 − 2(t − 1) − 8e + 3e
(c) Let r(t) = 8(u(t) − u(t − π)) sin t = 8u(t) sin t + u(t − π) sin(t − π). Taking Laplace
Transform on both sides of the ODE, we get
4 R(s)
(s2 + 9)Y (s) = R(s) + 4 =⇒ Y (s) = + 2
s2 +9 s +9
We can explicitly write R(s) and then use partial fraction technique.
4 −πs 8 4 −πs 1 1
Y (s) = 2 + (1 + e ) 2 = 2 + (1 + e ) 2 −
s +9 (s + 1)(s2 + 9) s +9 s + 1 s2 + 9
This gives
4 1 1
y(t) = sin 3t + sin t − sin 3t + u(t − π) sin(t − π) − sin 3(t − π)
3 3 3
1
= sin t + sin 3t + u(t − π) sin 3t − sin t
3
Otherwise, use convolution as follows
Z t
4 1
y(t) = sin 3t + r(τ ) sin 3(t − τ ) dτ
3 3 0
Thus for 0 < t < π, we get
8 t
Z
4 4 1
y(t) = sin 3t + sin τ sin 3(t − τ ) dτ = sin 3t + sin t − sin 3t = sin 3t + sin t
3 3 0 3 3
and for t > π, we get [since r(t) = 0]
8 π 1 t
Z Z
4 4
y(t) = sin 3t + sin τ sin 3(t − τ ) dτ + 0 sin 3(t − τ ) dτ = sin 3t
3 3 0 3 π 3
This solution matches with that obtained earlier.
(d) Taking Laplace transform, we get
6Y2 2
(s + 2)Y1 + = −5
s s
sY1 + (s + 1)Y2 = 1
Solving
1 12 1 18 1
Y1 (s) = − −
s 5 s−1 5 s+4
6 1 24 1
Y2 (s) = +
5s−1 5 s+4
Thus,
12 t 18 −4t
y1 (t) = 1 − e − e
5 5
6 t 24 −4t
y2 (t) = e + e
5 5
7. Solve the integral equations:
Z t
(a) y(t) + y(τ ) dτ = u(t − a) + u(t − b)
0
Z t
−t
(b) e = y(t) + 2 cos(t − τ )y(τ ) dτ
0
Z t
(c) 3 sin 2t = y(t) + (t − τ )y(τ ) dτ
0
Solution:
(a) Taking Laplace Transform, we get
e−as e−bs
Y (s) = + =⇒ y(t) = u(t − a)e−(t−a) + u(t − b)e−(t−b)
s+1 s+1
(b) Taking Laplace Transform, we get
s2 + 1 1 2 2
Y (s) = 3
= − 2
+
(s + 1) 1 + s (s + 1) (s + 1)3
Thus,
y(t) = e−t (t − 1)2
(c) Taking Laplace Transform, we get
2 8
Y (s) = − 2 + 2 =⇒ y(t) = −2 sin t + 4 sin 2t
s + 1 (s + 4)
8. Sketch the following functions and find their Laplace transforms:
( (
u(t) − 2u(t − 1), 0 ≤ t < 2, t[u(t) − u(t − 1)], 0 ≤ t < 2,
(a) f (t) = (b) f (t) =
f (t − 2), t > 2, f (t − 2), t > 2,
(
tu(t) − 2(t − 1)u(t − 1), 0 ≤ t < 2,
(c) f (t) =
f (t − 2), t > 2.
Solution:
We can use the following result: For a function f (x) with period a,
Z a
1
F (s) = e−st f (t) dt
1 − e−as 0
1 2 3 4 5 6
Figure 1: Q 8(a)]
(a) Use the above formula to get
Z 1 Z 2
1 − e−s
1 −st −st 1
F (s) = −2s
e dt − e dt = −s
= tanh(s/2)
1−e 0 1 s(1 + e ) s
(b) Using the above formula,
1
1 − e−s − se−s
Z
1
F (s) = te−st dt =
1 − e−2s 0 s2 (1 − e−2s )
(c) Using the above formula,
Z 1 Z 2
1 −st −st 1
F (s) = −2s
te dt + (2 − t)e dt = 2 tanh(s/2)
1−e 0 1 s
1
1 2 3 4 5 6
Figure 2: Q 8(b)]
1 2 3 4 5 6
Figure 3: Q 8(c)]