How Do You Solve a Second Order Differential Equation Using Laplace Transforms?

In summary: And the convolution should not involve sinh(t), because that is the inverse Laplace transform of 1/(s2+1), not 1/(s2+1) e-t.
  • #1
PiRho31416
19
0
[Solved] Laplace Transform

Homework Statement


[tex]\frac{d^{2}y}{dt^{2}}+4y=sin(t),\quad y(0)=0,\quad\frac{dy}{dt}(0)=0[/tex]



Homework Equations


Laplace transform is defined as:
[tex]\mathcal{L}\{f(t)\} = \int_{-\infty}^{\infty}f(t)e^{st}dt[/tex]


The Attempt at a Solution


[tex]
\frac{d^{2}y}{dt^{2}}+4y=sin(t),\quad y(0)=0,\quad\frac{dy}{dt}(0)=0 [/tex]
[tex]s^{2}\mathcal{L}\{y\}-sy'(0)-y(0)-4\mathcal{L}\{y\}=\frac{1}{s^{2}+1}[/tex]
[tex] \mathcal{L}\{y\}(s^{2}-4)=\frac{1}{s^{2}+1} [/tex]
[tex] \Rightarrow \frac{1}{s^{2}+1}\cdot \frac{1}{s^{2}-4}=\frac{As+B}{s^2+1}\cdot\frac{Cs+D}{s^2-4} [/tex]
[tex] 1 = (As+B)(s^2-4)\cdot(Cs+D)(s^2+1)[/tex]
[tex] 1 = As^3-4As+Bs^2-4B+Cs^3+Cs+Ds^2+D[/tex]
[tex] 1 = s^3(A+C)+s^2(B+D)+s(C-4A)+D-4B[/tex]
[tex]\begin{bmatrix}
1 & 0 & 1 & 0\\
0 & 1 & 0 & 1\\
-4 & 0 & 1 & 0\\
0 & -4 &0 & 1
\end{bmatrix}
\begin{bmatrix}
A\\
B\\
C\\
D
\end{bmatrix}
=\begin{bmatrix}
0\\
0\\
1\\
0
\end{bmatrix}
\\\
\begin{bmatrix}
A\\
B\\
C\\
D
\end{bmatrix} =
\begin{bmatrix}
-1/5 \\
0 \\
1/5 \\
0
\end{bmatrix}[/tex]


[tex]\mathcal{L}\{Y\}=\frac{1}{5}\frac{1}{s^2-1}-\frac{1}{5}\frac{1}{s^2+1} [/tex]
[tex]\mathcal{L}\{Y\}=\frac{1}{5}\frac{1}{s^2-1}-\frac{1}{5}\frac{1}{s^2+1}[/tex]
[tex]\Rightarrow\mathcal{L}\{\frac{1}{5}\frac{1}{s^2+1}\}=\frac{1}{5}sin(t) [/tex]
[tex]\Rightarrow\mathcal{L}\{\frac{-1}{5}\frac{1}{s^2-1}\}=\mathcal{L}\{\frac{-1}{5}\frac{1}{(s+1)(s-1)}\} [/tex]
So this is where I get stuck using convolution. Since we know
[tex]\Rightarrow \mathcal{L}^{-1}\{\frac{1}{s+1}\} = e^{-t}[/tex]
[tex]\Rightarrow \mathcal{L}^{-1}\{\frac{1}{s-1}\} = e^{t}[/tex]
[tex]f(t)=e^{t}[/tex]
[tex]g(t)=e^{t}[/tex]
[tex]f(t) \ast g(t) = \int_{0}^{t}f(\tau)g(\tau-t)\,\,d\tau[/tex]
[tex]\frac{1}{5}\int_{0}^{t}e^{-\tau}e^{\tau-t}\,\,d\tau
= \frac{1}{5}\int_{0}^{t}e^{-\tau+\tau-t},\,\,d\tau
= \frac{1}{5}\int_{0}^{t}e^{-t}\,\,d\tau \\
=\frac{1}{5}\tau e^{-t} \bigg|_{\tau=0}^{\tau=t} = \frac{1}{5}te^{-t}
[/tex]
 
Last edited:
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  • #2
PiRho31416 said:

Homework Statement


[tex]\frac{d^{2}y}{dt^{2}}+4y=sin(t),\quad y(0)=0,\quad\frac{dy}{dt}(0)=0[/tex]



Homework Equations


Laplace transform is defined as:
[tex]\mathcal{L}\{f(t)\} = \int_{-\infty}^{\infty}f(t)e^{st}dt[/tex]


The Attempt at a Solution


[tex]
\frac{d^{2}y}{dt^{2}}+4y=sin(t),\quad y(0)=0,\quad\frac{dy}{dt}(0)=0 [/tex]
[tex]s^{2}\mathcal{L}\{y\}-sy'(0)-y(0)-4\mathcal{L}\{y\}=\frac{1}{s^{2}+1}[/tex]
[tex] \mathcal{L}\{y\}(s^{2}-4)=\frac{1}{s^{2}+1} [/tex]
[tex] \Rightarrow \frac{1}{s^{2}+1}\cdot \frac{1}{s^{2}-4}=\frac{As+B}{s^2+1}\cdot\frac{Cs+D}{s^2-4} [/tex]
[tex] 1 = (As+B)(s^2-4)\cdot(Cs+D)(s^2+1)[/tex]
[tex] 1 = As^3-4As+Bs^2-4B+Cs^3+Cs+Ds^2+D[/tex]
[tex] 1 = s^3(A+C)+s^2(B+D)+s(C-4A)+D-4B[/tex]
[tex]\begin{bmatrix}
1 & 0 & 1 & 0\\
0 & 1 & 0 & 1\\
-4 & 0 & 1 & 0\\
0 & -4 &0 & 1
\end{bmatrix}
\begin{bmatrix}
A\\
B\\
C\\
D
\end{bmatrix}
=\begin{bmatrix}
0\\
0\\
1\\
0
\end{bmatrix}
\\\
\begin{bmatrix}
A\\
B\\
C\\
D
\end{bmatrix} =
\begin{bmatrix}
-1/5 \\
0 \\
1/5 \\
0
\end{bmatrix}[/tex]


[tex]\mathcal{L}\{Y\}=\frac{1}{5}\frac{1}{s^2-1}-\frac{1}{5}\frac{1}{s^2+1} [/tex]
[tex]\mathcal{L}\{Y\}=\frac{1}{5}\frac{1}{s^2-1}-\frac{1}{5}\frac{1}{s^2+1}[/tex]
[tex]\Rightarrow\mathcal{L}\{\frac{1}{5}\frac{1}{s^2+1}\}=\frac{1}{5}sin(t) [/tex]
[tex]\Rightarrow\mathcal{L}\{\frac{-1}{5}\frac{1}{s^2-1}\}=\mathcal{L}\{\frac{-1}{5}\frac{1}{(s+1)(s-1)}\} [/tex]
So this is where I get stuck using convolution. Since we know
[tex]\Rightarrow \mathcal{L}^{-1}\{\frac{1}{s+1}\} = e^{-t}[/tex]
[tex]\Rightarrow \mathcal{L}^{-1}\{\frac{1}{s-1}\} = e^{t}[/tex]
[tex]f(\tau)=e^{-\tau}[/tex]
[tex]g(\tau-t)=e^{\tau-t][/tex]
[tex]\frac{1}{5}\int_{0}^{t}e^{-\tau}e^{\tau-t}\,\,d\tau
= \frac{1}{5}\int_{0}^{t}e^{-\tau+\tau-t},\,\,d\tau
= \frac{1}{5}\int_{0}^{t}e^{-t}\,\,d\tau \\
=\frac{1}{5}\tau e^{-t} \bigg|_{\tau=0}^{\tau=t} = \frac{1}{5}te^{-t}
[/tex]

Why not use 1/[(s+1)(s-1)] = (1/2)[1/(s-1) - 1/(s+1)]?

RGV
 
  • #3
Uhm. The Laplace transform of +4y is not -4Y.
 
  • #4
Ray Vickson said:
Why not use 1/[(s+1)(s-1)] = (1/2)[1/(s-1) - 1/(s+1)]?

RGV

Thanks! Duh!
 
  • #5
Wingeer said:
Uhm. The Laplace transform of +4y is not -4Y.

Pretty sure it is.
 
  • #6
Pretty sure it's NOT!
If
[tex]\mathcal{L}(y)= \int_0^\infty e^{-st}y(t)dt[/tex]
then
[tex]\mathcal{L}(4y)= \int_0^\infty e^{-st}4y(t)dt= 4\int_0^\infty e^{-st}y(t)dt= 4\mathcal{L}(y)[/tex]
not [itex]-4\mathcal{L}(y)[/itex].
 
  • #7
Oh crap. The negative sign! Sorry it was late last night and somehow I thought he was saying [tex]\mathcal{L}\{y(t)\}\neq Y[/tex]

Sorry about that. He even says it's +4y not -4y. Geez :-(

HallsofIvy said:
Pretty sure it's NOT!
If
[tex]\mathcal{L}(y)= \int_0^\infty e^{-st}y(t)dt[/tex]
then
[tex]\mathcal{L}(4y)= \int_0^\infty e^{-st}4y(t)dt= 4\int_0^\infty e^{-st}y(t)dt= 4\mathcal{L}(y)[/tex]
not [itex]-4\mathcal{L}(y)[/itex].
 
  • #8


For what it's worth: the convolution of exp(t) and exp(-t) is sinh(t), not c*t*exp(-t) or c*t*exp(t). You made an error in your convolution integral.

RGV
 
  • #9


Ray Vickson said:
Why not use 1/[(s+1)(s-1)] = (1/2)[1/(s-1) - 1/(s+1)]
Ray Vickson said:
For what it's worth: the convolution of exp(t) and exp(-t) is sinh(t), not c*t*exp(-t) or c*t*exp(t). You made an error in your convolution integral.
The OP made several mistakes. There should be no 1/(s2-1) term in the problem in the first place.
 

1. What is the Laplace Transform?

The Laplace Transform is a mathematical tool used to convert a function of time into a function of complex frequency. It is particularly useful in solving differential equations and analyzing systems in engineering and physics.

2. How is the Laplace Transform different from the Fourier Transform?

The Laplace Transform and Fourier Transform are both used to convert functions from the time domain to the frequency domain. However, the Laplace Transform is more general and can handle a wider range of functions, including those with exponential growth or decay.

3. What is the significance of the s variable in the Laplace Transform?

The s variable in the Laplace Transform represents the complex frequency, which is used to describe the behavior of a system in the frequency domain. It is a combination of the real frequency and the damping factor, which determines the rate of decay of a system.

4. How is the Laplace Transform used in solving differential equations?

The Laplace Transform can be used to convert a differential equation into an algebraic equation, making it easier to solve. This is because the transform changes the equation from a time-based representation to a frequency-based representation, which is often simpler to manipulate.

5. What are some applications of the Laplace Transform?

The Laplace Transform has many applications in engineering and physics, including analyzing electronic circuits, control systems, and mechanical systems. It can also be used in signal processing, image filtering, and solving boundary value problems.

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