7: The Laplace Transform
- Page ID
- 203345
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)The Laplace transform can also be used to solve differential equations and reduces a linear differential equation to an algebraic equation, which can then be solved by the formal rules of algebra.
- 7.1: Introduction to the Laplace Transform
- This section defines the Laplace transform and develops its properties.
- 7.2: The Inverse Laplace Transform
- This section deals with the problem of finding a function that has a given Laplace transform.
- 7.3: The Laplace Transform
- The Laplace transform turns out to be a very efficient method to solve certain ODE problems. In particular, the transform can take a differential equation and turn it into an algebraic equation. If the algebraic equation can be solved, applying the inverse transform gives us our desired solution.
- 7.4: Solution of Initial Value Problems
- This section applies the Laplace transform to solve initial value problems for constant coefficient second order differential equations on (0,∞).
- 7.5: Transforms of derivatives and ODEs
- The procedure for linear constant coefficient equations is as follows. We take an ordinary differential equation in the time variable t . We apply the Laplace transform to transform the equation into an algebraic (non differential) equation in the frequency domain. We solve the equation for X(s) . Then taking the inverse transform, if possible, we find x(t). Unfortunately, not every function has a Laplace transform, not every equation can be solved in this manner.
- 7.6: Convolution
- The Laplace transformation of a product is not the product of the transforms. Instead, we introduce the convolution of two functions of t to generate another function of t.
- 7.7: The Unit Step Function
- In this section we’ll develop procedures for using the table of Laplace transforms to find Laplace transforms of piecewise continuous functions, and to find the piecewise continuous inverses of Laplace transforms. This section also introduces the unit step function.
- 7.8: Constant Coefficient Equations with Piecewise Continuous Forcing Functions
- This section uses the unit step function to solve constant coefficient equations with piecewise continuous forcing functions.
- 7.9: Dirac Delta and Impulse Response
- Often in applications we study a physical system by putting in a short pulse and then seeing what the system does. The resulting behavior is often called impulse response.
- 7.10: Constant Coefficient Equations with Impulses
- This section introduces the idea of impulsive force, and treats constant coefficient equations with impulsive forcing functions. We we consider initial value problems where the forcing function represents a force that is very large for a short time and zero otherwise. Impulsive forces occur when two objects collide. Since it is not feasible to represent such forces as continuous or piecewise continuous functions, we need a different mathematical model to deal with them.
- 7.11: Solving PDEs with the Laplace Transform
- The Laplace transform comes from the same family of transforms as does the Fourier series, to solve partial differential equations (PDEs). It is therefore not surprising that we can also solve PDEs with the Laplace transform.
- 7.12: A Brief Table of Laplace Transforms
- This section is a brief table of Laplace transforms.
- 7.E: The Laplace Transform (Exercises)
- These are homework exercises to accompany Libl's "Differential Equations for Engineering" Textmap. This is a textbook targeted for a one semester first course on differential equations, aimed at engineering students. Prerequisite for the course is the basic calculus sequence.
Contributors and Attributions
- Jiří Lebl (Oklahoma State University).These pages were supported by NSF grants DMS-0900885 and DMS-1362337.