mth 256 – sec 6.4 sample problems -...

22
MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution of the initial value problem y + y = u 2π (t ), y (0) = 1, y (0) = 0, where u 2π (t ) is the unit step function (Heaviside function) with jump discontinuity at t =2π, using the method of Laplace Transforms. Prof. Gibson (Math 256) Section 6.4 Fall 2011 1/9

Upload: dinhtuyen

Post on 14-Jul-2018

219 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

MTH 256 – Sec 6.4 Sample Problems

Ex. Find the solution of the initial value problem

y ′′ + y = u2π(t), y(0) = 1, y ′(0) = 0,

where u2π(t) is the unit step function (Heaviside function) with jumpdiscontinuity at t = 2π, using the method of Laplace Transforms.

Sol.Tranform both sides of the ODE which results in

s2Y (s)− sy(0)− y ′(0) + Y (s) =e−2πs

s.

Substitute in the initial conditions to get

s2Y (s)− s + Y (s) =e−2πs

s.

Prof. Gibson (Math 256) Section 6.4 Fall 2011 1 / 9

Page 2: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

MTH 256 – Sec 6.4 Sample Problems

Ex. Find the solution of the initial value problem

y ′′ + y = u2π(t), y(0) = 1, y ′(0) = 0,

where u2π(t) is the unit step function (Heaviside function) with jumpdiscontinuity at t = 2π, using the method of Laplace Transforms.

Sol.Tranform both sides of the ODE which results in

s2Y (s)− sy(0)− y ′(0) + Y (s) =e−2πs

s.

Substitute in the initial conditions to get

s2Y (s)− s + Y (s) =e−2πs

s.

Prof. Gibson (Math 256) Section 6.4 Fall 2011 1 / 9

Page 3: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

MTH 256 – Sec 6.4 Sample Problems

Ex. Find the solution of the initial value problem

y ′′ + y = u2π(t), y(0) = 1, y ′(0) = 0,

where u2π(t) is the unit step function (Heaviside function) with jumpdiscontinuity at t = 2π, using the method of Laplace Transforms.

Sol.Tranform both sides of the ODE which results in

s2Y (s)− sy(0)− y ′(0) + Y (s) =e−2πs

s.

Substitute in the initial conditions to get

s2Y (s)− s + Y (s) =e−2πs

s.

Prof. Gibson (Math 256) Section 6.4 Fall 2011 1 / 9

Page 4: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Substitute in the initial conditions to get

s2Y (s)− s + Y (s) =e−2πs

s.

Solve for Y (s)

Y (s) =s

s2 + 1+ e−2πs 1

s(s2 + 1).

Re-write it in a “useable” form to prepare for an inverse Laplacetransform. In particular,

1

s(s2 + 1)=

A

s+

Bs

s2 + 1=

As2 + A + Bs2

s(s2 + 1)

which is true for A = 1 and B = −1. This allows us to rewrite

Y (s) =s

s2 + 1+ e−2πs

(1

s− s

s2 + 1

). (1)

Prof. Gibson (Math 256) Section 6.4 Fall 2011 2 / 9

Page 5: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Substitute in the initial conditions to get

s2Y (s)− s + Y (s) =e−2πs

s.

Solve for Y (s)

Y (s) =s

s2 + 1+ e−2πs 1

s(s2 + 1).

Re-write it in a “useable” form to prepare for an inverse Laplacetransform. In particular,

1

s(s2 + 1)=

A

s+

Bs

s2 + 1=

As2 + A + Bs2

s(s2 + 1)

which is true for A = 1 and B = −1. This allows us to rewrite

Y (s) =s

s2 + 1+ e−2πs

(1

s− s

s2 + 1

). (1)

Prof. Gibson (Math 256) Section 6.4 Fall 2011 2 / 9

Page 6: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Substitute in the initial conditions to get

s2Y (s)− s + Y (s) =e−2πs

s.

Solve for Y (s)

Y (s) =s

s2 + 1+ e−2πs 1

s(s2 + 1).

Re-write it in a “useable” form to prepare for an inverse Laplacetransform. In particular,

1

s(s2 + 1)=

A

s+

Bs

s2 + 1=

As2 + A + Bs2

s(s2 + 1)

which is true for A = 1 and B = −1. This allows us to rewrite

Y (s) =s

s2 + 1+ e−2πs

(1

s− s

s2 + 1

). (1)

Prof. Gibson (Math 256) Section 6.4 Fall 2011 2 / 9

Page 7: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Invert the Laplace transform. To use the formula

L−1{e−csF (s)} = uc(t)f (t − c),

where in our case c = 2π and

F (s) =1

s− s

s2 + 1,

means that we need the inverse Laplace transform of F (s),

f (t) = 1− cos(t).

Therefore

L−1

{e−2πs

(1

s− s

s2 + 1

)}= u2π(t)(1− cos(t − 2π)).

Finally, adding in the inverse Laplace transform of the first term inEquation (1) gives the solution to the IVP to be

y(t) = cos(t) + u2π(t)(1− cos(t − 2π)).

Prof. Gibson (Math 256) Section 6.4 Fall 2011 3 / 9

Page 8: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Invert the Laplace transform. To use the formula

L−1{e−csF (s)} = uc(t)f (t − c),

where in our case c = 2π and

F (s) =1

s− s

s2 + 1,

means that we need the inverse Laplace transform of F (s),

f (t) = 1− cos(t).

Therefore

L−1

{e−2πs

(1

s− s

s2 + 1

)}= u2π(t)(1− cos(t − 2π)).

Finally, adding in the inverse Laplace transform of the first term inEquation (1) gives the solution to the IVP to be

y(t) = cos(t) + u2π(t)(1− cos(t − 2π)).

Prof. Gibson (Math 256) Section 6.4 Fall 2011 3 / 9

Page 9: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

y(t) = cos(t) + u2π(t)(1− cos(t − 2π)).

Note that this function could be written

y(t) =

{cos(t), 0 ≤ t ≤ 2π

1, t > 2π

0 1 2 3 4 5 6 7 8 9 10

−1

−0.5

0

0.5

1

t

cos(t)+(t>2 π) (1−cos(t))

Prof. Gibson (Math 256) Section 6.4 Fall 2011 4 / 9

Page 10: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

3. Find the solution of the initial value problem

y ′′ + 4y = sin(t)− u2π(t) sin(t − 2π), y(0) = 0, y ′(0) = 0

using the method of Laplace Transforms.

Sol.Tranform both sides of the ODE which results in

s2Y (s)− sy(0)− y ′(0) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1

Substitute in the initial conditions to get

s2Y (s) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1.

Prof. Gibson (Math 256) Section 6.4 Fall 2011 5 / 9

Page 11: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

3. Find the solution of the initial value problem

y ′′ + 4y = sin(t)− u2π(t) sin(t − 2π), y(0) = 0, y ′(0) = 0

using the method of Laplace Transforms.

Sol.Tranform both sides of the ODE which results in

s2Y (s)− sy(0)− y ′(0) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1

Substitute in the initial conditions to get

s2Y (s) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1.

Prof. Gibson (Math 256) Section 6.4 Fall 2011 5 / 9

Page 12: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

3. Find the solution of the initial value problem

y ′′ + 4y = sin(t)− u2π(t) sin(t − 2π), y(0) = 0, y ′(0) = 0

using the method of Laplace Transforms.

Sol.Tranform both sides of the ODE which results in

s2Y (s)− sy(0)− y ′(0) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1

Substitute in the initial conditions to get

s2Y (s) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1.

Prof. Gibson (Math 256) Section 6.4 Fall 2011 5 / 9

Page 13: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Substitute in the initial conditions to get

s2Y (s) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1.

Solve for Y (s)

Y (s) =1

(s2 + 1)(s2 + 4)− e−2πs 1

(s2 + 1)(s2 + 4).

Re-write it in a “useable” form to prepare for an inverse Laplacetransform. In particular,

1

(s2 + 1)(s2 + 4)=

A

s2 + 1+

B

s2 + 4=

As2 + 4A + Bs2 + B

(s2 + 1)(s2 + 4)

which is true for A = 1/3 and B = −1/3. This allows us to rewrite

Y (s) =

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)− e−2πs

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)(2)

Prof. Gibson (Math 256) Section 6.4 Fall 2011 6 / 9

Page 14: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Substitute in the initial conditions to get

s2Y (s) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1.

Solve for Y (s)

Y (s) =1

(s2 + 1)(s2 + 4)− e−2πs 1

(s2 + 1)(s2 + 4).

Re-write it in a “useable” form to prepare for an inverse Laplacetransform. In particular,

1

(s2 + 1)(s2 + 4)=

A

s2 + 1+

B

s2 + 4=

As2 + 4A + Bs2 + B

(s2 + 1)(s2 + 4)

which is true for A = 1/3 and B = −1/3. This allows us to rewrite

Y (s) =

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)− e−2πs

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)(2)

Prof. Gibson (Math 256) Section 6.4 Fall 2011 6 / 9

Page 15: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Substitute in the initial conditions to get

s2Y (s) + 4Y (s) =1

s2 + 1− e−2πs 1

s2 + 1.

Solve for Y (s)

Y (s) =1

(s2 + 1)(s2 + 4)− e−2πs 1

(s2 + 1)(s2 + 4).

Re-write it in a “useable” form to prepare for an inverse Laplacetransform. In particular,

1

(s2 + 1)(s2 + 4)=

A

s2 + 1+

B

s2 + 4=

As2 + 4A + Bs2 + B

(s2 + 1)(s2 + 4)

which is true for A = 1/3 and B = −1/3. This allows us to rewrite

Y (s) =

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)− e−2πs

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)(2)

Prof. Gibson (Math 256) Section 6.4 Fall 2011 6 / 9

Page 16: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Invert the Laplace transform.Consider the first term in parenthesis, re-written as follows,

F (s) =1

3

1

s2 + 1− 1

6

2

s2 + 4.

The inverse Laplace transform is

f (t) = L−1{F (s)} =1

3sin(t)− 1

6sin(2t).

For the second term in Equation (2), we wish to use the formula

L−1{e−csF (s)} = uc(t)f (t − c),

where in this case c = 2π and F (s) is as above.Therefore

L−1

{e−2πs

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)}=

u2π(t)

(1

3sin(t − 2π)− 1

6sin(2(t − 2π))

).

Prof. Gibson (Math 256) Section 6.4 Fall 2011 7 / 9

Page 17: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Invert the Laplace transform.Consider the first term in parenthesis, re-written as follows,

F (s) =1

3

1

s2 + 1− 1

6

2

s2 + 4.

The inverse Laplace transform is

f (t) = L−1{F (s)} =1

3sin(t)− 1

6sin(2t).

For the second term in Equation (2), we wish to use the formula

L−1{e−csF (s)} = uc(t)f (t − c),

where in this case c = 2π and F (s) is as above.Therefore

L−1

{e−2πs

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)}=

u2π(t)

(1

3sin(t − 2π)− 1

6sin(2(t − 2π))

).

Prof. Gibson (Math 256) Section 6.4 Fall 2011 7 / 9

Page 18: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Invert the Laplace transform.Consider the first term in parenthesis, re-written as follows,

F (s) =1

3

1

s2 + 1− 1

6

2

s2 + 4.

The inverse Laplace transform is

f (t) = L−1{F (s)} =1

3sin(t)− 1

6sin(2t).

For the second term in Equation (2), we wish to use the formula

L−1{e−csF (s)} = uc(t)f (t − c),

where in this case c = 2π and F (s) is as above.

Therefore

L−1

{e−2πs

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)}=

u2π(t)

(1

3sin(t − 2π)− 1

6sin(2(t − 2π))

).

Prof. Gibson (Math 256) Section 6.4 Fall 2011 7 / 9

Page 19: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Invert the Laplace transform.Consider the first term in parenthesis, re-written as follows,

F (s) =1

3

1

s2 + 1− 1

6

2

s2 + 4.

The inverse Laplace transform is

f (t) = L−1{F (s)} =1

3sin(t)− 1

6sin(2t).

For the second term in Equation (2), we wish to use the formula

L−1{e−csF (s)} = uc(t)f (t − c),

where in this case c = 2π and F (s) is as above.Therefore

L−1

{e−2πs

(1

3

1

s2 + 1− 1

3

1

s2 + 4

)}=

u2π(t)

(1

3sin(t − 2π)− 1

6sin(2(t − 2π))

).

Prof. Gibson (Math 256) Section 6.4 Fall 2011 7 / 9

Page 20: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Finally, subtracting these two inverse Laplace transforms gives thesolution to the IVP to be

y(t) =1

3sin(t)−1

6sin(2t)−u2π(t)

(1

3sin(t − 2π)− 1

6sin(2(t − 2π))

).

This answer is sufficient, however, if we wish to simplify terms tomatch more closely with the answer in the back of the book, note thatsin(t − 2π) = sin(t), thus we really have

y(t) =

(1

3sin(t)− 1

6sin(2t)

)(1− u2π(t)) .

Prof. Gibson (Math 256) Section 6.4 Fall 2011 8 / 9

Page 21: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

Finally, subtracting these two inverse Laplace transforms gives thesolution to the IVP to be

y(t) =1

3sin(t)−1

6sin(2t)−u2π(t)

(1

3sin(t − 2π)− 1

6sin(2(t − 2π))

).

This answer is sufficient, however, if we wish to simplify terms tomatch more closely with the answer in the back of the book, note thatsin(t − 2π) = sin(t), thus we really have

y(t) =

(1

3sin(t)− 1

6sin(2t)

)(1− u2π(t)) .

Prof. Gibson (Math 256) Section 6.4 Fall 2011 8 / 9

Page 22: MTH 256 – Sec 6.4 Sample Problems - math.oregonstate.edumath.oregonstate.edu/.../MTH256H-001S18/Supplements/sec6-4pres.pdf · MTH 256 – Sec 6.4 Sample Problems Ex. Find the solution

y(t) =

(1

3sin(t)− 1

6sin(2t)

)(1− u2π(t)) .

0 1 2 3 4 5 6 7 8 9 10

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

t

(sin(t)/3−sin(2 t)/6) (1−(t>2 π))

g(t)y(t)

Prof. Gibson (Math 256) Section 6.4 Fall 2011 9 / 9