Advanced Engineering

Mathematics
Chapter 6

Wonyoung Lee

Spring, 2015
Sungkyunkwan University
1
6.1 Laplace transform

Process steps to solve an ODE using Laplace transform method

IVP 1 AP 2 3
Solving AP Solution
Initial value Algebraic
by algebra of the IVP
problem problem

Step 1: The given ODE is transformed into an algebraic equation, called subsidiary
equation.
Step 2: The subsidiary equation is solved by purely algebraic manipulation.
Step 3: The solution in Step 2 is transformed back, resulting in the solution of the given
problem.

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6.1 Laplace transform

st
Laplace transform F(s) = L( f ) = f (t)dt
e
0

Inverse transform f (t) = L1 (F)

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6.1 Laplace transform

Linearity of the Laplace transform

L {af (t) + bg(t)} = aL { f (t)} + bL {g(t)}

s-Shi(ing

L {e at f (t)} = F ( s a ) e at f (t) = L1 {F ( s a )}

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6.1 Laplace transform

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6.2 Derivative

Laplace transform of derivatives

L { f ' } = sL { f } f (0)

L { f '' } = s 2 L { f } sf (0) f ' (0)

L { f (n) } = s n L { f } s n1 f (0) s n2 f ' (0) f (n1) (0)

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6.2 Derivative

f (t) = t sin t

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6.2 Integral

Laplace transform of integral

"t % 1 t
#1 &
L # f ( )d & = F(s) 1
f ( )d = L $ F(s)'
$0 ' s 0
%s (

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6.2 Integral

" 1 %
L1 # 2 2
&
$ s + '

"$ &$
1
L1 # 2 '
$% s ( s + ) $(
2

"$ &$
1
L1 # 2 2 '
$% s ( s + ) $(
2

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6.2 ODE
y'' + ay' + by = r(t), y(0) = K 0 , y' (0) = K1

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6.2 ODE
y'' y = t, y(0) = 1, y'(0) = 1

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6.3 Unit step function (Heaviside function)

Unit step function (or Heaviside function)

"
$ 0 if t < a
u (t a ) = # eas
L {u (t a )} =
$ 1 if t > a s
%

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6.3 t-shifting

"
$ 0 if t < a
f (t) = f (t a ) u (t a ) = #
$ f (t a ) if t > a
%

L { f (t a ) u (t a )} = eas F(s)

f (t a ) u (t a ) = L1 {eas F(s)}

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6.3 Shifting

s-Shifting

L {e at f (t)} = F ( s a )

e at f (t) = L1 {F ( s a )}

t-Shifting

L { f (t a ) u (t a )} = eas F(s)

f (t a ) u (t a ) = L1 {eas F(s)}

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6.3 Unit function & t-shifting
!
# 2 if 0 < t < 1
#
# t2
f (t) = " if 1 < t <
# 2 2
#
# cost if t >
$ 2

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6.3 Unit function & t-shifting

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6.3 Unit function & t-shifting

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6.3 Unit function & t-shifting
es e2s e3s
F(s) = 2 2
+ 2 2
+ 2
s + s + ( s + 2)

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6.3 Dirac delta function

#
% 1 k a t a+k
fk ( t a ) = $
% 0 otherwise
&

(t a ) = lim fk (t a )
k0

#
% t=a
(t a ) = $ (t a) dt = 1
0
% 0 otherwise
&

L { (t a )} = eas

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6.3 Dirac delta function

y'' + 3y' + 2y = r(t) = u(t 1) u(t 2)

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6.3 Dirac delta function

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6.3 Dirac delta function

y'' + 3y' + 2y = (t 1)

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6.5 Convolution

t t
h(t) = ( f * g) (t) = 0
f ( )g(t )d = 0
f (t )g( )d

H = L ( f * g) = L ( f ) L ( g) = FG

f *g = g* f
f * (g1 + g2 ) = f * g1 + f * g2
( f * g)* v = f * (g * v)
f *0 = 0* f = 0

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6.5 Convolution
y'' + 3y' + 2y = r(t), r(t) = 1 1 < t < 2 and 0 otherwise

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6.5 Convolution

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6.5 Integral equation
t
y(t) o
y( )sin(t )d = t

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6.6 Differentiation/integration of transforms

Differentiation of transforms

L {tf (t)} = F ' (s) L1 {F ' (s)} = tf (t)

Integration of transforms
! f (t) $ f (t)
L"
# t &
%= 0
F(s )ds L1
{ 0 }
F(s )ds =
t

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6.6 Differentiation/integration of transforms
( " 2 %
1
" s 2 + 2 %+
L ) ln $1+ 2 ' = ln $ 2 ',
* # s & # s &-

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6.7 Systems of ODEs

A first-order linear system with constant coefficients

y1' = a11 y1 + a12 y2 + g1 (t) !' ! !
y = Ay + g
y2' = a21 y1 + a22 y2 + g2 (t)

Laplace transform

sY1 y1 (0) = a11Y1 + a12Y2 + G1 (s)

sY2 y2 (0) = a21Y1 + a22Y2 + G2 (s)

( a11 s) Y1 + a12Y2 = y1 (0) G1 (s)

a21Y1 + ( a22Y2 s ) Y2 = y2 (0) G2 (s)

( A sI ) Y = y(0) G

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6.7 Systems of ODEs

Tank T1 initially contains 100 gal of pure water. Tank T2 initially contains 100
gal of water in which 150 lb of salt are dissolved. The inflow into T1 is 2 gal/
min from T2 and 6 gal/min containing 6 lb of salt from the outside. The inflow
into T2 is 8 gal/min from T1. The outflow from T2 is 2+6=8 gal/min. The
mixture are kept uniform by stirring. Find and plot the salt contents y1(t) and
y2(t) in T1 and T2, respectively.

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6.7 Systems of ODEs

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6.7 Systems of ODEs

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6.7 Systems of ODEs

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6.7 Systems of ODEs

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