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Note: 2 lectures, §7.2–7.3 in [EP], §6.2 and §6.3 in [BD]

Let us see how the Laplace transform is used for diﬀerential equations. First let us try to ﬁnd the Laplace transform of a function that is a derivative. Suppose is a diﬀerentiable function of exponential order, that is, for some and . So exists, and what is more, when . Then

We repeat this procedure for higher derivatives. The results are listed in Table 6.2. The procedure also works for piecewise smooth functions, that is functions that are piecewise continuous with a piecewise continuous derivative.

Exercise 6.2.1: Verify Table 6.2.

Notice that the Laplace transform turns diﬀerentiation into multiplication by . Let us see how to apply this fact to diﬀerential equations.

Example 6.2.1: Take the equation

We will take the Laplace transform of both sides. By we will, as usual, denote the Laplace transform of .

We plug in the initial conditions now—this makes the computations more streamlined—to obtainWe solve for ,

We use partial fractions (exercise) to write

Now take the inverse Laplace transform to obtain

The procedure for linear constant coeﬃcient equations is as follows. We take an ordinary diﬀerential equation in the time variable . We apply the Laplace transform to transform the equation into an algebraic (non diﬀerential) equation in the frequency domain. All the , , , and so on, will be converted to , , , and so on. We solve the equation for . Then taking the inverse transform, if possible, we ﬁnd .

It should be noted that since not every function has a Laplace transform, not every equation can be solved in this manner. Also if the equation is not a linear constant coeﬃcient ODE, then by applying the Laplace transform we may not obtain an algebraic equation.

Before we move on to more general equations than those we could solve before, we want to consider the Heaviside function. See Figure 6.1 for the graph.

This function is useful for putting together functions, or cutting functions oﬀ. Most commonly it is used as for some constant . This just shifts the graph to the right by . That is, it is a function that is 0 when and 1 when . Suppose for example that is a “signal” and you started receiving the signal at time . The function should then be deﬁned as

Using the Heaviside function, can be written as

Similarly the step function that is 1 on the interval and zero everywhere else can be written as

The Heaviside function is useful to deﬁne functions deﬁned piecewise. If you want to deﬁne such that when is in , when is in , and otherwise, then you can use the expression

Hence it is useful to know how the Heaviside function interacts with the Laplace transform. We have already seen that

This can be generalized into a shifting property or second shifting property.

(6.1) |

Example 6.2.2: Suppose that the forcing function is not periodic. For example, suppose that we had a mass-spring system

where if and zero otherwise. We could imagine a mass-spring system, where a rocket is ﬁred for 4 seconds starting at . Or perhaps an RLC circuit, where the voltage is raised at a constant rate for 4 seconds starting at , and then held steady again starting at .

We can write . We transform the equation and we plug in the initial conditions as before to obtain

We solve for to obtain

We leave it as an exercise to the reader to show that

In other words . So using (6.1) we ﬁnd

Similarly

Hence, the solution is

The plot of this solution is given in Figure 6.2.

Laplace transform leads to the following useful concept for studying the steady state behavior of a linear system. Suppose we have an equation of the form

where is a linear constant coeﬃcient diﬀerential operator. Then is usually thought of as input of the system and is thought of as the output of the system. For example, for a mass-spring system the input is the forcing function and output is the behavior of the mass. We would like to have a convenient way to study the behavior of the system for diﬀerent inputs.

Let us suppose that all the initial conditions are zero and take the Laplace transform of the equation, we obtain the equation

Solving for the ratio we obtain the so-called transfer function .

In other words, . We obtain an algebraic dependence of the output of the system based on the input. We can now easily study the steady state behavior of the system given diﬀerent inputs by simply multiplying by the transfer function.

Example 6.2.3: Given , let us ﬁnd the transfer function (assuming the initial conditions are zero).

First, we take the Laplace transform of the equation.

Now we solve for the transfer function .

Let us see how to use the transfer function. Suppose we have the constant input . Hence , and

Taking the inverse Laplace transform of we obtain

A feature of Laplace transforms is that it is also able to easily deal with integral equations. That is, equations in which integrals rather than derivatives of functions appear. The basic property, which can be proved by applying the deﬁnition and doing integration by parts, is

It is sometimes useful (e.g. for computing the inverse transform) to write this as

Example 6.2.5: An equation containing an integral of the unknown function is called an integral equation. For example, take

where we wish to solve for . We apply the Laplace transform and the shifting property to get

where . Thus

We use the shifting property again

Exercise 6.2.2: Using the Heaviside function write down the piecewise function that is 0 for , for in and for .

Exercise 6.2.7: Show the diﬀerentiation of the transform property. Suppose , then show

Hint: Diﬀerentiate under the integral sign.

Exercise 6.2.10: Let us think of the mass-spring system with a rocket from Example 6.2.2. We noticed that the solution kept oscillating after the rocket stopped running. The amplitude of the oscillation depends on the time that the rocket was ﬁred (for 4 seconds in the example). a) Find a formula for the amplitude of the resulting oscillation in terms of the amount of time the rocket is ﬁred. b) Is there a nonzero time (if so what is it?) for which the rocket ﬁres and the resulting oscillation has amplitude 0 (the mass is not moving)?

a) Sketch the graph of . b) Write down using the Heaviside function. c) Solve , , using Laplace transform.