Using Laplace Transform to Solve Differential Equations

In summary, the homework statement asks for a solution to a DE using Laplace transform. The initial conditions are y(0)=0 and the DE has the following equation: s^2 Y(s)-sy(0)-\dot y(0)+\omega ^2 Y(s)=F(s). The problem is that the inverse Laplace transform of \left ( \frac{1}{s^2+\omega ^2} \right ) is not in any table, so the student must perform the integral \frac{1}{2\pi i }\int _{\sigma -i \infty}^{\sigma + i \infty }e^{st}\frac{1}{s
  • #1
fluidistic
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Homework Statement


I'd like to solve a DE using Laplace transform.
[itex]\ddot y (t)+\omega ^2 y(t)=f(t)[/itex] for all t>0.
Initial conditions: [itex]y(0)=\dot y (0)=0[/itex]. The dot denotes the derivative with respect to t.

Homework Equations



[itex]\mathbb{L}( \dot y )=s\mathbb{L}( y )-y(0)[/itex].
Convolution: if [itex]h=f*g[/itex] then [itex]H(s)=G(s)F(s)[/itex].

The Attempt at a Solution


I apply the LT on the DE: [itex]s^2 Y(s)-sy(0)-\dot y(0)+\omega ^2 Y(s)=F(s)[/itex]. Therefore [itex]Y(s)=\frac{F(s)}{s^2+\omega ^2 }[/itex]. Now I can use the convolution property: [itex]y(t)=f(t)*\mathbb{L ^{-1}} \left ( \frac{1}{s^2+\omega ^2} \right )[/itex].
Unfortunately I do not find the inverse Laplace transform of [itex]\left ( \frac{1}{s^2+\omega ^2} \right )[/itex] in any table.
So it means I must perform the integral [itex]\frac{1}{2\pi i }\int _{\sigma -i \infty}^{\sigma + i \infty }e^{st}\frac{1}{s^2+\omega ^2 }ds[/itex]. Any help for this is appreciated.

Edit: Let [itex]f(z)=\frac{e^{zt}}{z^2+\omega ^2}[/itex]. I need to employ the residue theorem. The denominator can be rewritten into [itex](z-i \omega )(z+i \omega)[/itex]. So the residue at [itex]z=i\omega[/itex] is worth [itex]\lim _{z \to i \omega } \frac{e^{zt}}{z+i \omega }=\frac{e^{i \omega t }}{2i \omega}[/itex]. While the residue at [itex]z=-i \omega[/itex] is worth [itex]-\frac{e^{-i \omega t}}{2i \omega }[/itex].
 
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  • #2
fluidistic said:

Homework Statement


I'd like to solve a DE using Laplace transform.
[itex]\ddot y (t)+\omega ^2 y(t)=f(t)[/itex] for all t>0.
Initial conditions: [itex]y(0)=\dot y (0)=0[/itex]. The dot denotes the derivative with respect to t.

Homework Equations



[itex]\mathbb{L}( \dot y )=s\mathbb{L}( y )-y(0)[/itex].
Convolution: if [itex]h=f*g[/itex] then [itex]H(s)=G(s)F(s)[/itex].

The Attempt at a Solution


I apply the LT on the DE: [itex]s^2 Y(s)-sy(0)-\dot y(0)+\omega ^2 Y(s)=F(s)[/itex]. Therefore [itex]Y(s)=\frac{F(s)}{s^2+\omega ^2 }[/itex]. Now I can use the convolution property: [itex]y(t)=f(t)*\mathbb{L ^{-1}} \left ( \frac{1}{s^2+\omega ^2} \right )[/itex].
Unfortunately I do not find the inverse Laplace transform of [itex]\left ( \frac{1}{s^2+\omega ^2} \right )[/itex] in any table.
It is in the table. Look for ##\frac{\omega}{s^2+\omega^2}##. Remember ω is just a constant here.
So it means I must perform the integral [itex]\frac{1}{2\pi i }\int _{\sigma -i \infty}^{\sigma + i \infty }e^{st}\frac{1}{s^2+\omega ^2 }ds[/itex]. Any help for this is appreciated.

Edit: Let [itex]f(z)=\frac{e^{zt}}{z^2+\omega ^2}[/itex]. I need to employ the residue theorem. The denominator can be rewritten into [itex](z-i \omega )(z+i \omega)[/itex]. So the residue at [itex]z=i\omega[/itex] is worth [itex]\lim _{z \to i \omega } \frac{e^{zt}}{z+i \omega }=\frac{e^{i \omega t }}{2i \omega}[/itex]. While the residue at [itex]z=-i \omega[/itex] is worth [itex]-\frac{e^{-i \omega t}}{2i \omega }[/itex].
So what do you get when you sum those and simplify?
 
  • #3
vela said:
It is in the table. Look for ##\frac{\omega}{s^2+\omega^2}##. Remember ω is just a constant here.
Ok thanks! I'd rather look when I'm done, just for the surprise of getting a good result.
So what do you get when you sum those and simplify?

What I had done is [itex]\mathbb{L ^{-1}} \left ( \frac{1}{s^2+\omega ^2} \right )=\frac{1}{2\pi i }\int _{\sigma -i \infty}^{\sigma + i \infty }e^{st}\frac{1}{s^2+\omega ^2 }ds[/itex]. When performing the complex integral, I had that it's worth [itex]2\pi i \sum _i res f(z)[/itex]. So that the [itex]2 \pi i[/itex]'s terms cancel out. So that the inverse LT of [itex]\frac{1}{s^2+\omega^2}[/itex] should be just what you said, the sum of the residues. This gave me [itex]\frac{i}{2\omega } (e^{i\omega t }-e^{-i \omega t })=\frac{i \sin (\omega t)}{\omega}[/itex].

Therefore [itex]y(t)=f(t)*\frac{i\sin (\omega t )}{\omega}=\int _0 ^t f(t-\tau )i \frac{\sin (\omega \tau)}{\omega}d\tau[/itex].
Does this look possible? I'm going to check out the table.

Edit: I'm wrong it seems. I should have found [itex]\frac{\sin (\omega t )}{\omega}[/itex]?
 
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  • #4
Yeah, sine has an i in the denominator, so you should have just left it down there. Other than that extra factor of i, your results look good.
 
  • #5
vela said:
Yeah, sine has an i in the denominator, so you should have just left it down there. Other than that extra factor of i, your results look good.

Thank you vela, I found out the mistake.
 

FAQ: Using Laplace Transform to Solve Differential Equations

What is a Laplace transform?

A Laplace transform is a mathematical operation that transforms a function of time into a function of complex frequency. It is often used in solving differential equations in the field of engineering and physics.

Why is the Laplace transform used in solving differential equations?

The Laplace transform is used in solving differential equations because it can convert a complex differential equation into a simpler algebraic equation, making it easier to solve. It also allows for the use of algebraic methods such as partial fraction decomposition and polynomial division.

What are the advantages of using the Laplace transform?

The advantages of using the Laplace transform include simplification of differential equations, the ability to solve differential equations with initial conditions, and the use of algebraic methods to solve otherwise complex equations.

What is the inverse Laplace transform?

The inverse Laplace transform is the process of converting a function of complex frequency back into a function of time. It is the reverse operation of the Laplace transform and is used to obtain the original function after solving a differential equation using the Laplace transform.

How is the Laplace transform applied to differential equations?

The Laplace transform is applied to differential equations by first taking the Laplace transform of both sides of the equation. This results in an algebraic equation which can be solved for the transformed function. The inverse Laplace transform is then used to obtain the solution in terms of the original function of time.

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