EEF 210E
DIFFERENTIAL EQUATIONS
LECTURE 9
CHAPTER 6
THE LAPLACE TRANSFORM
6.1 Definition of the Laplace Transform
Improper Integrals
where A is a positive real number.
If the integral from a to A exists for each A > a, and if the limit
as A→∞ exists, then the improper integral is said to converge
to that limiting value.
Otherwise the integral is said to diverge, or to fail to exist.
Example Let where c is a real nonzero constant.
Then
It follows that the improper integral converges to the value −1/c
if c < 0 and diverges if c > 0.
If c = 0, the integrand f (t) is the constant function with value 1.
In this case
so the integral again diverges.
Piecewise Continuous Functions
A function f is said to be piecewise continuous on an interval
α ≤ t ≤ β if the interval can be partitioned by a finite number of
points so that
1. f is continuous on each open subinterval .
2. f approaches a finite limit as the endpoints of each subinterval
are approached from within the subinterval.
In other words, f is piecewise continuous on α ≤ t ≤ β if it is continuous
there except for a finite number of jump discontinuities.
The integral of a piecewise continuous function on a finite
interval is just the sum of the integrals on the subintervals created
by the partition points.
Values are assigned to the function f at the endpoints α and β and at
the partition points and .
However, it does not matter whether f (t) is defined at these
points, or what values may be assigned to f (t) at them. The values of
the integrals in remain the same regardless.
If f is piecewise continuous for t ≥ a, the exists for each
A > a.
However, piecewise continuity is not enough to ensure convergence of
the improper integral
Proof will not be given.
Compare the areas and
The Laplace Transform
An Integral Transform is a relation of the form:
transform Kernel function
These are very useful in solving linear differential equations.
The Laplace transform is defined as:
The Kernel is:
In general, the parameter s may be complex, but here we will be
dealing with real s.
The Laplace transform F of a function f exists if f satisfies the
following conditions:
Functions that satisfy the conditions of this theorem are called as
piecewise continuous and exponential order.
To establish this theorem, we must show that
converges for s > a.
Exists by part 1) of the theorem
We have to show the convergence of
The limit converges if
Example
Example
Example
Integate by parts
A second integration by parts yields:
Solve for
Linearity of Laplace Transform
Now let us suppose that and are two functions whose
Laplace transforms exist for and respectively.
Then, for s greater than the maximum of and :
Hence:
Example Find the Laplace transform of
6.2 Solution of Initial Value Problems
Proof: Consider
Assume f’ has points of discontinuity
u dv
Integrating each term on the right by parts yields:
Since f is continuous, the contributions of the integrated terms at
cancel.
Further, the integrals on the right side can be combined into a single
integral, so that we obtain:
0
For we have as
whenever
Second and Higher Order Derivatives
Example
inverse transform
Now we must find the function whose Laplace transform is Y(s) (the
inverse Laplace transform)
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Properties of Laplace Transform
It converts a differential equation into an algebraic equation.
By using Laplace transform method, the solution for an initial
value problem can be automatically found.
Nonhomogeneous equations can be solved in the same way.
It can also be applied to higher order equations.
The inverse Laplace transform is also a linear operator.
Frequently, a Laplace transform F(s) is expressible as a sum of
several terms:
Suppose that
Then the function
has the Laplace transform and:
Example
Example
6.3 Step Functions
To deal effectively with functions having jump discontinuities, it is
very helpful to introduce a function known as the unit step function
or Heaviside function.
Example Sketch the graph of , where
Example Consider the function
Express in terms of
Laplace transform of the unit step function
0 as
Now, consider a function and its translation by c units in the
positive t-direction, :
We can express this function as:
Proof:
Introduce a new integration variable:
Example
Example Find the inverse transform of
This function can also be written as:
Proof
Example Find the inverse transform of
Differentiation of Transforms
If f(t) is piecewise continuous for and as
, then:
for Equivalently;
If you apply it repeatedly, you get:
for
Proof:
Example Find
Example Find
Integration of Transforms
If f(t) is piecewise continuous for and as
, then, provided that
exists and is finite:
It follows that:
for Equivalently;
Proof:
Reverse the order of integration:
Example: Find
Since
