Saturday, January 8, 2022

Working with Laplace Transforms

Working with Laplace Transforms


Using Laplace Transforms to solve various differential equations


Table of Laplace Transforms

Function:  y(t)
Transformed Function:  f(s)

f(s) = ℒ( y(t) )
= ∫ y(t) ∙ exp(-s ∙ t) dt from t = 0 to t = ∞,  s is a complex number

a1, a2, and a are constants

ℒ( a1 ∙ y1(t) + a2 ∙ y2(t) ) = a1 ∙ f1(s) + a2 ∙f2(s)

ℒ ( y'(t) ) = s ∙ f(s) - y(0)

ℒ( t ∙ y(t) ) = -f'(s)

ℒ( 1 ) = 1 ÷ s

ℒ( a ) = a ÷ s

ℒ( t^n ) = n! ÷ (s^(n+1))

ℒ( t^n ÷ n! ) = 1 ÷ (s^(n+1))

ℒ( e^(a ∙ t) ) = 1 ÷ (s - a)

ℒ( sin(a ∙ t) ) = a ÷ (s^2 + a^2)

ℒ( cos(a ∙ t) ) = s ÷ (s^2 + a^2)


All the problems presented today will have the initial condition y(0) = 0.  



Problem 1:  y'(t) + a ∙ y(t) = b with y(0) = 0


Note: y'(t) = dy/dt.   All of the problems this weekend will have an initial condition.

 y'(t) + a ∙ y(t) = b

Applying the Laplace Transform:

s ∙ f(s) - y(0) + a ∙ f(s) = b ÷ s

f(s) ∙ (s + a) = b ÷ s

f(s) = b ÷ (s ∙ (s + a))



Partial fractions:

b ÷ (s ∙ (s + a)) = G ÷ s + H ÷ (s + a)

Simplifying and considering the numerator:

b + 0 ∙ s = a ∙ G + s ∙ (G + H)

Then:

b = a ∙ G
0 = G + H

G = b/a,  H = -G, H = -b/a


f(s) = (b/a) ÷ s - (b/a) ÷ (s + a)

Reverse the Laplace Transform:

y(t) = b/a - b/a ∙ e^(a ∙ t)

y(t) = b/a ∙ (1 - e^(a ∙ t))



Problem 2:  y'(t) + a ∙ y(t) = e^(b ∙ t) with y(0) = 0

y'(t) + a ∙ y(t) = e^(b ∙ t)

Applying the Laplace Transform:

s ∙ (f(s) - y(0) + a ∙ f(s) = 1 ÷ (s - b)

(s + a) ∙ f(s) = 1 ÷ (s - b)

f(s) = 1 ÷ ((s - b) ∙ (s + a))


Partial fractions:

1 ÷ ((s - b) ∙ (s + a)) = E ÷ (s - a) + F ÷ (s + a)

Simplifying and considering the numerator:

1 = E ∙ (s + a) + F ∙ (s - b)

0 ∙ t + 1 = E ∙ (s + a) + F ∙ (s - b)

Solving for E and F:

1 = a ∙ E - b ∙ F
0 = E + F

E = -F;  F = -1 ÷ (a + b), E = 1 ÷ (a + b)


f(s) = (1/(a + b)) ÷ (s - b) - (1/(a - b)) ÷ (s + a)

Reverse the Laplace Transform:

y(t) = e^(b ∙ t) ÷ (a + b) - e^(-a ∙ t) ÷ (a + b)

y(t) = (e^(b ∙ t) - e^(-a ∙ t)) ÷ (a + b)



Problem 3:  y'(t) + a ∙ y(t) = b ∙ t + c with y(0) = 0


y'(t) + a ∙ y(t) = b ∙ t + c

Applying the Laplace Transform:

s ∙ f(s) - y(0) + a ∙ f(s) = (b ∙ 1!) ÷ (s^(1 + 1)) + c ÷ s

s ∙ f(s) + a ∙ f(s) = b ÷ s^2 + c ÷ s

f(s) = (b + c ∙ s) ÷ (s^2 ∙ (s + a))


Partial fractions:

(b + c ∙ s) ÷ (s^2 ∙ (s + a)) = G ÷ (s + a) + (s ∙ H + J) ÷ s^2

= G ÷ (s + a) + H ÷ s + J ÷ s^2

Simplifying and considering the numerator:
 
b + c ∙ s + 0 ∙ s^2  = G ∙ s^2 + H ∙ s^2 + H ∙ a ∙ s + J ∙ s + J ∙ a

b = a ∙ J
c = a ∙ H + J
0 = G + H

H = -G; J = b/a, H = (a ∙ c - b) ÷ a^2, G = (b - a ∙ c) ÷ a^2


f(s) = ((b - a ∙ c) ÷ a^2) ÷ (s + a) + ((a ∙ c - b) ÷ a^2) ÷ s + (b/a) ÷ s^2

Reverse the Laplace Transform:

y(t) = ((b - a ∙ c) ÷ a^2) ∙ e^(-a ∙ t) + ((a ∙ c - b) ÷ a^2)  + (b/a) ∙ t





Problem 4:  y'(t) + a ∙ y(t) = b ∙ t^2 with y(0) = 0


y'(t) + a ∙ y(t) = b ∙ t^2

Applying the Laplace Transform:

s ∙ f(s) - y(0) + a ∙ f(s) = 2 ∙ b ÷ s^3

f(s) = (2 ∙ b) ÷ (s^3 ∙ (s + a))


Partial fractions:

(2 ∙ b) ÷ (s^3 ∙ (s + a)) = (F ∙ s^2 + G ∙ s + H) ÷ s^3 + K ÷ (s + a)

(2 ∙ b) ÷ (s^3 ∙ (s + a)) = F ÷ s + G ÷ s^2 + H ÷ s^3 + K ÷ (s + a)

Simplifying and considering the numerator:

0 ∙ s^3 + 0 ∙ s^2 + 0 ∙ s + 2 ∙ b = F ∙ s^3 + G ∙ s^2 + H ∙ s + F ∙ a ∙ s^2 + G ∙ a ∙ s + H ∙ a + K ∙ s^3

2 ∙ b = a ∙ H
0 = H + a ∙ G
0 = G + a ∙ F
0 = F + K

F = -K; K = (-2 ∙ b) ÷ a^3 ; F = (2 ∙ b) ÷ a^3; H = (2 ∙ b) ÷ a; G = (-2 ∙ b) ÷ a


f(s) = (2 ∙ b)/a^3 ÷ s - (2 ∙ b)/a^2 ÷ s^2 + (2 ∙ b)/a ÷ s^3 - (2 ∙ b)/a^3 ÷ (s + a)

I use Wolfram Alpha and CAS calculators to help verify whether the work is done correctly.  Sometimes I have deal with problems in parts.  

Reverse the Laplace Transform:

y(t) = (2 ∙ b)/a^3 - (2 ∙ b)/a^2 ∙ t + (b/a) ∙ t^2 - (2 ∙ b)/a^3 ∙ e^(-a ∙ t)

Note:  ℒ( t^n ÷ n! ) = 1 ÷ (s^(n+1)), ℒ( t^2 ÷ 2) = 1 ÷ (s^2)


Eddie



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