Application of LT

Omar Mokhtar

Contents:
SEC:4 • IVP(ODE)
• IVP(ODE) with variable coefficients
• Integral equation
• System ODE
• Improper Integrals
 Application

𝑳𝑻
𝑃𝑟𝑜𝑏𝑙𝑒𝑚(𝑡) 𝐴𝑙𝑔𝑒𝑏𝑟𝑖𝑐 𝑒𝑞. (𝑠)

𝑳𝑻−𝟏
𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛(𝑡) 𝑆𝑖𝑚𝑝𝑙𝑓𝑦 𝑜𝑟 𝑆𝑜𝑙𝑣𝑒

(6) 𝑳𝑻 𝒐𝒇 𝒅𝒆𝒓𝒊𝒗𝒂𝒕𝒊𝒗𝒆.

𝐿𝑇{𝑓 ′ (𝑡))} = 𝑠 𝐹 (𝑠) − 𝑓(0), Where 𝐿𝑇{𝑓(𝑡)} = 𝐹(𝑠)

𝐿𝑇{𝑓′′ (𝑡))} = 𝑠 2 𝐹 (𝑠) − 𝑠𝑓 (0) − 𝑓′(0), Where 𝐿𝑇{𝑓(𝑡)} = 𝐹(𝑠)

𝐿𝑇{𝑓′′′ (𝑡)} = 𝑠 3 𝐹 (𝑠) − 𝑠 2 𝑓(0) − 𝑠𝑓 ′ (0) − 𝑓 ′′ (0), 𝐿𝑇{𝑓(𝑡)} = 𝐹(𝑠)

1
Exercises 1
Solve the following differential equation using Laplace transform

𝑦̈ (𝑡) + 2𝑦̇ (𝑡) + 𝑦(𝑡) = 3𝑡𝑒 −𝑡 , 𝑦(0) = 4, 𝑦 ̇(0) = 2

1-Laplace Transform

𝑓(𝑡) 𝐹(𝑠)
2
𝑦̈ (𝑡) 𝑠 𝑌 − 𝑠𝑦(0) − 𝑦 ̇(0)
= 𝑠 2 𝑌 − 4𝑠 − 2
𝑦̇ (𝑡) 𝑠𝑌 − 𝑦(0) = 𝑠𝑌 − 4
𝑦(𝑡) 𝑌
3
3𝐿𝑇{𝑡 } = 2 → 1𝑠𝑡 𝑠ℎ𝑖𝑓𝑡𝑖𝑛𝑔 𝑇ℎ.
𝑠
3𝑡𝑒 −𝑡 3
(𝑠 + 1)2
2-Simplify the algebraic system

3 3
𝑠 2 𝑌 − 4𝑠 − 2 + 2(𝑠𝑌 − 4) + 𝑌 = 2
⇒ (𝑠 2 + 2𝑠 + 1)𝑌 = + 4𝑠 + 10
(𝑠 + 1) (𝑠 + 1)2

3 3 4𝑠 + 10
(𝑠 + 1)2 𝑌 = + 4𝑠 + 10 ⇒ 𝑌 = +
(𝑠 + 1)2 (𝑠 + 1)4 (𝑠 + 1)2

3-Laplace Inverse

3 4𝑠 + 10
𝑌= 4
+ 2
→ 𝐿−1
(𝑠 + 1) (𝑠 + 1)
3 2×3 6 = 3! 10
= = 4𝑠 + 10 𝑠+
(𝑠 + 1)4 2(𝑠 + 1)4 2(𝑠 + 1)4 =4 4 = 4 𝑠 + 1 + 1.5
(𝑠 + 1) 2 (𝑠 + 1)2 (𝑠 + 1)2
1 −𝑡 −1 3! 1 𝑠+1 1.5 1 1.5
𝑒 𝐿 { 4} = 𝑡 3 𝑒𝑡 4( 2
+ 2
) = 4( + )
2 𝑠 2 (𝑠 + 1) (𝑠 + 1) 𝑠 + 1 (𝑠 + 1)2
Making 𝐿−1
1 1.5
4𝐿−1 {( + 2
)} = 4𝑒 −𝑡 + 6𝑡𝑒 −𝑡
𝑠+1 ( 𝑠+1 )
1
𝑦(𝑡) = 𝑡3 𝑒−𝑡 + 4𝑒−𝑡 + 6𝑡𝑒−𝑡 #
2

2
Exercises 2
Solve the following differential equation using Laplace transform
𝜋
𝑦̈ (𝑡) + 𝑦(𝑡) = 𝑓(𝑡), 𝑦(0) = 0, 𝑦̇ (0) = 1, 𝑓(𝑡) = 1, 0 ≤ 𝑡 ≤
2
1-Laplace Transform

𝑓(𝑡) 𝐹(𝑠)
2
𝑦̈ (𝑡) 𝑠 𝑌 − 𝑠𝑦(0) − 𝑦 ̇(0)
= 𝑠2𝑌 − 1
𝑦(𝑡) 𝑌
𝜋
1 𝑒−2𝑠
𝑓 (𝑡 ) = 1 = 𝑢0 (𝑡 ) − 𝑢𝜋 (𝑡) −
2 𝑠 𝑠
𝑢0(𝑡) = 1
2-Simplify the algebraic equation
𝜋 𝜋
2
1 𝑒−2𝑠 2
1 𝑒 −2𝑠
𝑠 𝑌−1+𝑌 = − ⇒ (𝑠 + 1)𝑌 = 1 + −
𝑠𝜋 𝑠 𝑠 𝑠
− 𝑠
1 1 𝑒 2 1 1 1 𝜋
− 𝑠
𝑌= 2 + − ⇒ 𝑌 = + − 𝑒 2
𝑠 + 1 𝑠(𝑠 2 + 1) 𝑠(𝑠 2 + 1) 𝑠 2 + 1 𝑠 (𝑠 2 + 1) 𝑠 (𝑠 2 + 1)

3-Laplace Inverse
1 1 1 𝜋
− 𝑠
𝑌= + − 𝑒 2
𝑠 2 + 1 𝑠 (𝑠 2 + 1) 𝑠 (𝑠 2 + 1)

1
𝐿−1 { } = sin 𝑡
𝑠2 + 1

1
1 (𝑠 2 + 1) 𝐹 (𝑠 )
= = → 𝐿𝑇 𝑜𝑓 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑙
𝑠 (𝑠 2 + 1) 𝑠 𝑠
1
2 + 1) 𝑡
( 𝑠
𝐿−1 { } = ∫ sin 𝑧 𝑑𝑧 = −[cos 𝑧]𝑡0 = 1 − cos 𝑡
𝑠 0

Apply 2nd shifting Th.

𝜋
(1 − cos (𝑡 − )) 𝑢𝜋 (𝑡)
2 2
𝜋
𝑦(𝑡 ) = sin 𝑡 + 1 − cos 𝑡 − (1 − cos (𝑡 − )) 𝑢𝜋 (𝑡) #
2 2

3
Exercises 3
Solve the following differential equation using Laplace transform

𝑡𝑦̈ (𝑡) + (1 − 𝑡)𝑦̇ (𝑡) + 𝑦(𝑡) = 0, 𝑦(0) = 1, 𝑦̇ (0) = −1

1-Laplace Transform

𝑓(𝑡) 𝐹(𝑠)
2
𝑦̈ (𝑡) 𝑠 𝑌 − 𝑠𝑦(0) − 𝑦 ̇(0)
= 𝑠2𝑌 − 𝑠 + 1
𝑑 2
− (𝑠 𝑌 − 𝑠 + 1) = −2𝑠𝑌 − 𝑠 2 𝑌 ′ + 1
𝑡 𝑦̈ (𝑡) 𝑑𝑠
𝑦̇ (𝑡) 𝑠𝑌 − 𝑦(0) = 𝑠𝑌 − 1
𝑡𝑦̇ (𝑡) 𝑑
− (𝑠𝑌 − 1) = −(𝑌 + 𝑠𝑌 ′ )
𝑑𝑠
𝑦(𝑡) 𝑌
2-Simplify the algebraic equation

−2𝑠𝑌 − 𝑠 2 𝑌 ′ + 1 + 𝑠𝑌 − 1 + (𝑌 + 𝑠𝑌 ′ ) + 𝑌 = 0 ⇒ (𝑠 − 𝑠 2 )𝑌 ′ + (2 − 𝑠)𝑌
= 0[𝐵𝑦 𝑢𝑠𝑖𝑛𝑔 𝑠𝑒𝑝𝑒𝑟𝑎𝑡𝑖𝑜𝑛]

𝑑𝑦 𝑠−2 𝑑𝑌 𝑠−1−1 1 1
=− →∫ = −∫ 𝑑𝑠 → ln 𝑌 = − ∫ ( − ) 𝑑𝑠
𝑌 𝑠 (𝑠 − 1) 𝑌 𝑠 (𝑠 − 1) 𝑠 𝑠 (𝑠 − 1)

1 𝐴 𝐵 1 1
= + →𝐴=[ ] = −1, 𝐵 = [ ] =1
𝑠 (𝑠 − 1) 𝑠 𝑠 − 1 𝑠 − 1 𝑠=0 𝑠 𝑠=1

1 2
ln 𝑌 = ∫ ( − ) 𝑑𝑠 = ln(𝑠 − 1) − 2 ln 𝑠 + 𝑐 → 𝑡𝑎𝑘𝑒 𝑒 𝑓𝑜𝑟 𝑏𝑜𝑡ℎ 𝑠𝑖𝑑𝑒𝑠
𝑠−1 𝑠
−2 +𝑐] −2 𝑠−1 1 1
𝑌 = 𝑒 [ln(𝑠−1)+ln 𝑠 = 𝑒 ln(𝑠−1) 𝑒 ln 𝑠 𝑒𝑐 ⇒ 𝑌 = 𝑐∗ [ 2 ] = 𝑐∗ [ − 2]
𝑠 𝑠 𝑠
3-Laplace Inverse
1 1
𝑌 = 𝑐∗ [ − ] → 𝐿−1 ⇒ 𝑦(𝑡) = 𝑐 ∗ (1 − 𝑡)
𝑠 𝑠2

At 𝑦(0) = 1, 1 = 𝑐 ∗ (1 − 0) → 𝑐 ∗ = 1, 𝑠𝑜 𝑦(𝑡) = 1 − 𝑡

4
Exercises 4
Solve the following Fredholm integral equation
𝑡
2
𝑦(𝑡) = 𝑡 + ∫ 𝑦(𝑧) sin(𝑡 − 𝑧) 𝑑𝑧
0

1-Laplace Transform

𝑓(𝑡) 𝐹(𝑠)
𝑦(𝑡) 𝑌
𝑡2 2
𝑠3
By using convolution Th.
1
𝑡 𝑌
𝑠2 + 1
∫ 𝑦(𝑧) sin(𝑡 − 𝑧) 𝑑𝑧
0

2-Simplify the algebraic equation

1 2 1 2 𝑠2 2
𝑌− 𝑌 2 = 3 ⇒ (1 − 2 )𝑌 = 3 ⇒ 2 𝑌= 3
𝑠 +1 𝑠 𝑠 +1 𝑠 𝑠 +1 𝑠

2(𝑠 2 + 1) 2 2
𝑌= = +
𝑠5 𝑠3 𝑠5

3-Laplace Inverse
2 2 4!
𝑌= + → 𝐿−1
𝑠 3 4! 𝑠 5
1 4
𝑦(𝑡) = 𝑡 2 + 𝑡 #
12

5
Exercises 5
Solve the following Fredholm integral equation
𝑡
𝑦̇ (𝑡) = 𝑡 + ∫ 𝑦(𝑡 − 𝜏) cos 𝜏 𝑑𝜏 , 𝑦(0) = 4
0
1-Laplace Transform

𝑓(𝑡) 𝐹(𝑠)
𝑦 ̇(𝑡) 𝑠𝑌 − 𝑦(0) = 𝑠𝑌 − 4
𝑡 1
𝑠2
By using convolution Th.
𝑠
𝑌
𝑡 𝑠2 +1
∫ 𝑦(𝑡 − 𝜏) cos 𝜏 𝑑𝜏
0

2-Simplify the algebraic equation

1 𝑠 𝑠 1 𝑠3 + 𝑠 − 𝑠 1
𝑠𝑌 − 4 = 2 + 𝑌 2 ⇒ (𝑠 − 2 )𝑌 = 2 + 4 ⇒ 𝑌 = +4
𝑠 𝑠 +1 𝑠 +1 𝑠 𝑠2 + 1 𝑠2

𝑠3 1 𝑠2 + 1 1 1 1 1
𝑌 = + 4 ⇒ 𝑌 = ( + 4) = ( + ) ( + 4)
𝑠2 + 1 𝑠2 𝑠3 𝑠2 𝑠 𝑠3 𝑠2

3-Laplace Inverse

1 1 1 1 4 1 4 5 2 4 1 4!
𝑌 = ( + 3 ) ( 2 + 4) = 3 + + 5 + 3 = 3
+ + 5
→ 𝐿−1
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 2𝑠 𝑠 4! 𝑠

5 1
𝑦(𝑡) = 𝑡 2 + 4 + 𝑡 4 #
2 4!

6
Exercises 6
Solve the following system using Laplace transform
𝑢̇ (𝑡) = 3𝑢(𝑡) − 2𝑣(𝑡), → (𝐼)
𝑣̇ (𝑡) = 2𝑢(𝑡) − 2𝑣(𝑡) → (𝐼𝐼)
𝑢(0) = −1, 𝑣(0) = 1
1-Laplace Transform
𝑓(𝑡) 𝐹(𝑠)
𝑢̇ (𝑡) 𝑠𝑈 − 𝑢(0) = 𝑠𝑈 + 1
𝑢(𝑡) 𝑈
𝑣(𝑡) 𝑉
𝑣̇ (𝑡) 𝑠𝑉 − 𝑣(0) = 𝑠𝑉 − 1
2-Simplify&Solve the algebraic system

𝑠𝑈 + 1 = 3𝑈 − 2𝑉 ⇒ (𝒔 − 𝟑)𝑼 + 𝟐𝑽 = −𝟏 → (1)
𝑠𝑉 − 1 = 2𝑈 − 2𝑉 ⇒ −𝟐𝑼 + (𝒔 + 𝟐)𝑽 = 𝟏 → (2)
To eliminate U times eq.1 by2 and eq.2 (𝑠 − 3)

(𝟒 + (𝒔 + 𝟐)(𝒔 − 𝟑))𝑽 = −𝟐 + 𝒔 − 𝟑 = 𝒔 − 𝟓 → (3)

(𝒔𝟐 − 𝒔 − 𝟐)𝑽 = 𝑠 − 5 → (4)

(𝑠 − 5)
(𝑠 − 2)(𝑠 + 1)𝑉 = 𝑠 − 5 ⇒ 𝑉 =
(𝑠 − 2)(𝑠 + 1)

3-Laplace Inverse
(𝑠 − 5)
𝑉= → 𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛𝑠 (𝑐𝑎𝑠𝑒 1)
(𝑠 − 2)(𝑠 + 1)
(𝑠 − 5) 𝐴 𝐵
= +
(𝑠 − 2)(𝑠 + 1) 𝑠 − 2 𝑠 + 1
(𝑠 − 5) (𝑠 − 5)
𝐴=[ ] = −1, 𝐵 = [ ] =2
𝑠 + 1 𝑠=2 𝑠 − 2 𝑠=−1

−1 2
𝑣(𝑡) = 𝐿−1 { + } = −𝑒 2𝑡 + 2𝑒 −𝑡 #
𝑠−2 𝑠+1
Substitute with𝑣(𝑡)in Eq. 2

−2𝑒 2𝑡 − 2𝑒 −𝑡 = 2𝑢(𝑡) − 2(−𝑒 2𝑡 + 2𝑒 −𝑡 ) ⇒ 𝑢(𝑡) = −2𝑒 2𝑡 + 𝑒 −𝑡 #

7
‫‪Exercises 7‬‬
‫‪Evaluate:‬‬
‫∞‬
‫𝑡 ‪𝑒 −𝑡 sin2‬‬
‫∫‬ ‫𝑡𝑑‬
‫‪0‬‬ ‫𝑡‬
‫∞‬
‫𝑡𝑠‪sin2 𝑡 −‬‬ ‫)𝑡(𝑓‬
‫∫ = )‪𝐼(𝑠 → 1‬‬ ‫𝑒‬ ‫{ 𝑇𝐿 = 𝑡𝑑‬ ‫‪} → 𝐼𝑛𝑡𝑔𝑒𝑟𝑎𝑙 𝑜𝑓 𝐿𝑇 𝑇ℎ.‬‬
‫‪0‬‬ ‫𝑡‬ ‫𝑡‬

‫‪1‬‬ ‫‪1 1‬‬ ‫𝑠‬

‫‪𝐿𝑇{sin2 𝑡} = 𝐿𝑇{1 − cos 2𝑡} = ( − 2‬‬ ‫)‬
‫‪2‬‬ ‫‪2 𝑠 𝑠 +4‬‬

‫∞‬
‫‪1 ∞ 1‬‬ ‫𝑧‬ ‫‪1‬‬ ‫‪1‬‬ ‫‪2‬‬
‫‪𝐼(𝑠) = ∫ ( − 2‬‬ ‫])‪) 𝑑𝑧 = [ln 𝑧 − ln(𝑧 + 4‬‬
‫‪2 𝑠 𝑧 𝑧 +4‬‬ ‫‪2‬‬ ‫‪2‬‬ ‫𝑠‬

‫‪1‬‬ ‫𝑧‬ ‫∞‬ ‫‪1‬‬ ‫𝑠‬

‫‪𝐼(𝑠) = [ln‬‬ ‫𝑛𝑙 ‪] = [ln 1 −‬‬ ‫]‬
‫‪2‬‬ ‫𝑠 ‪√𝑧 2 + 4‬‬ ‫‪2‬‬ ‫‪√𝑠 2 + 4‬‬

‫𝑧‪𝑧/‬‬
‫‪lim‬‬ ‫في حاله ايجاد قيمه النهايه عند∞‪,‬انا بقسم علي اعلي درجه ل 𝑧 في المقام‪= 1 .‬‬
‫‪𝑧→∞ √𝑧2‬‬ ‫‪4‬‬
‫‪+‬‬
‫‪𝑧2 𝑧2‬‬

‫‪−1‬‬ ‫𝑠‬ ‫‪1‬‬ ‫‪1‬‬

‫= )‪𝐼(𝑠 → 1‬‬ ‫‪ln‬‬ ‫) ( ‪= − ln‬‬ ‫‪#‬‬
‫‪2‬‬ ‫‪√𝑠 2 + 4‬‬ ‫‪2‬‬ ‫‪√5‬‬

‫‪8‬‬
Exercises 8
Evaluate:
∞ ∞
cos 𝑥 cos 𝑥𝑡
∫ 2 𝑑𝑥 ⇒ 𝑖(𝑡) = ∫ 2 𝑑𝑥 ⇒ 𝐿𝑇
0 𝑥 + 1 0 𝑥 + 1

∞ ∞ ∞ ∞
−𝑠𝑡
cos 𝑥𝑡 1
𝐼 (𝑠 ) = ∫ ∫ 𝑒 𝑑𝑥𝑑𝑡 = ∫ (∫ 𝑒 −𝑠𝑡 cos 𝑥𝑡 𝑑𝑡) 𝑑𝑥
0 0 𝑥2 + 1 0 𝑥 2+1
0

∞
1 𝑠
𝐼 (𝑠 ) = ∫ 𝑑𝑥 ⇒ (𝑈𝑠𝑒 𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝐹𝑟𝑎𝑐𝑡𝑖𝑜𝑛𝑠 − 𝐶𝑎𝑠𝑒 3)
0 𝑥2 + 1 𝑠2 + 𝑥2

1 𝑠 𝐴𝑥 + 𝐵 𝐶𝑥 + 𝐷
= 2 +
𝑥2 2
+ 1𝑠 + 𝑥 2 𝑥 + 1 𝑥2 + 𝑠2

𝑠 = (𝐴𝑥 + 𝐵)(𝑥 2 + 𝑠 2 ) + (𝐶𝑥 + 𝐷)(𝑥 2 + 1)

Coeff. Eq. Coeff. Eq.
0 2 1
𝑥 𝑠 =𝑠 𝐵+𝐷 𝑥 0 = 𝑠2𝐴 + 𝐶
𝑥2 0=𝐵+𝐷 𝑥3 0=𝐴+𝐶
𝑠 𝑠 𝐴 = 0, 𝐶 = 0
𝐵= , 𝐷=−
𝑠2 − 1 𝑠2 − 1
𝑠 𝑠
1 𝑠 2 2
2 2 2
= 𝑠 2 − 1 − 𝑠2 − 12
𝑥 + 1𝑠 + 𝑥 𝑥 +1 𝑥 +𝑠
∞
𝑠 1 1
𝐼(𝑡) = ∫ ( − ) 𝑑𝑥
(𝑠 2 − 1) 0 𝑥 2 + 1 𝑥 2 + 𝑠 2

𝑠 −1
1 −1
𝑥 ∞ 𝑠 𝜋 𝜋1
𝐼(𝑠) = 2 [tan 𝑥 − tan ( )] = 2 ( − )
(𝑠 − 1) 𝑠 𝑠 0 (𝑠 − 1) 2 2 𝑠

𝜋 𝑠 1 𝜋
𝐼(𝑠) = [ 2 − 2 ] → 𝐿−1 , 𝑖(𝑡) = [cosh 𝑡 − sinh 𝑡]
2 (𝑠 − 1) (𝑠 − 1) 2
𝜋
𝑖(𝑡 = 1) = [cosh 1 − sinh 1] #
2