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Solving Systems of Differential Equation Using Laplace Transform
                .


                   Solution. The Laplace transform is

                                                                  
                                                                6
                                                                s 3
                                                L[y(t)] =      1    , s > 1.
                                                                s
                                                                1
                                                               s−1
               . . . .

                   The linearity property of the Laplace transform can be used to establish the
               following result.
                   Theorem 5.1È


                   If A is a constant n × n matrix and B is an n × p matrix-valued function
                   then
                                                   L[AB(t)] = AL[B(t)].
               . . . . . . .

                                                                                             ∑  n
                  PROOF. Let A = (a ) and B(t) = (b (t)). Then AB(t) = (                        k=1  a b ).
                                             ij
                                                                                                      ik kp
                                                                  ij
                  Hence,
                                               (            )
                                                   n                 n
                                                 ∑                 ∑
                             L[AB(t)] = [L            a b      ] =      a L(b ) = AL[B(t)].
                                                       ik kp
                                                                         ik
                                                                                kp
                                                 k=1                k=1
               . . . .
                   Theorem 5.2È

                    (a) Suppose that y(t) is continuous for t ≥ 0 and let the components
                        of the derivative vector y be members of PE. Then
                                                        ′

                                                   L[y(t)] = sL[y(t)] − y(0).


                               ′
                                                                                                    ′′
                    (b) Let y (t) be continuous for t ≥ 0, and let the entries of y (t) be
                        members of PE. Then
                                                           2
                                                 ′′
                                                                                   ′
                                             L[y (t)] = s L[y(t)] − sy(0) − y (0).
                     (c) Let the entries of y(t) be members of PE. Then


                                                          t              L[y(t)]
                                                     {∫            }
                                                   L       y(s)ds     =           .
               . . . . . . .                             0                   s

                        PROOF. (a) We have

                                                                                         
                                                      L[y (t)]          sL[y (t)] − y (0)
                                                          ′
                                                          1                  1         1
                                                      L[y (t)]          sL[y (t)] − y (0)
                                                         ′                               
                                           ′             2                2         2    
                                      L[y (t)] =         . .   =               . .       
                                                         .                     .         
                                                          ′
                                                     L[y (t)]           sL[y (t)] − y (0)
               . . . .                                    n                  n         n
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