AERO III/IV Mathematics Tutorial Sheet 4: Laplace

Transform

(1) Using the convolution theorem (of course partial fractions works too) show that

1 − e−at
 
−1 1
L = .
p(p + a) a

Hence obtain the solution of the ODE

x00 (t) + ax0 (t) = f (t)

with the initial value x(0) = x0 , x0 (0) = x1 and f (t) is an arbitrary function. Show that the
steady-state value of x is given by
Z ∞
1 x1
x(∞) = lim x(t) = f (u)du + x0 + ,
t→∞ a 0 a
when a > 0.

(2) Using the convolution theorem, show that if

then Y (p) = F (p)/(1−G(p)), where Y (p), F (p), G(p) are the Laplace transforms of y(x), f (x), g(x).
Hence solve the integral equation
Z x
y(x) = sin 3x + sin(x − u)y(u)du.
0

R∞ g(u) 1
Rp
(3) (i) Show that if f (t) = t u
du, then F (p) = p 0
G(q)dq . Here F (p) and G(p) are
the Laplace transform of f (t) and g(t), respectively.
(ii) Show that the Laplace transform of

∞
e−u
Z
f (t) = du
t u
1
is F (p) = p
ln(p + 1).

1
(4) Solve the PDE
∂u ∂u
+x = x, u(x, 0) = 0, u(0, t) = 0;
∂t ∂x
for u(x, t) (with x > 0, t > 0) by taking the Laplace transform with respect to t.
(5)

(a) By using the residue theorem and the complex inversion formula for the Laplace trans-
form, prove that

√ e−t √
   
−1 1 1 −t
L = 1 − e cos 2t − √ sin 2t
p(p2 + 2p + 3) 3 2

(b) By taking a Laplace transform and using the result of (a) solve

∂ 2u ∂u ∂u ∂u
+ 2 + x = x3 ; u(x, 0) = (x, 0) = u(0, t) = 0.
∂t2 ∂t ∂x ∂t

Answer:
1 t
Z
x1
(1) x(t) = f (u)(1 − e−a(t−u) du + x0 + (1 − e−at ),
a 0 a
x 8
(2) y(t) = + sin 3x;
3 9
(4) x(1 − e−t )
x3 √ e−t √
 
−t
(5) (b) u(x, t) = 1 − e cos t − √ sin 2t
3 2