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P. 87

Application of Laplace Transform


               for y(t) piecewise continuous on [0, ∞) and of exponential order α.

                   Hence, for n = 1,
                                                    L(ty(t)) = −F (s).
                                                                      ′
               Suppose further that y (t) satisfies the hypotheses of the theorem.
                                          ′
                   Then

                                         d                  d
                             ′                  ′                                         ′
                       L(ty (y)) = −        L(y (t)) = −      (sF(s) − y(0)) = −sF (s) − F(s).
                                         ds                ds
               Similarly, for y (t),
                                 ′′

                              d                 d
                     ′′              ′′              2                  ′            2  ′
               L(ty )= −        L(y (t))=−        (s F(s)−sy(0)−y (0)) = −s F (s)−2sF(s)+y(0).
                             ds                ds
               In many cases these formulas for L(ty(t)), L(ty (t)), and L(ty (t)) can be used
                                                                                           ′′
                                                                         ′
               to solve linear differential equations whose coefficients are (first-degree)
                .
               polynomials.

                   Example 5.14, Solve


                                               ′
                                      y + ty − 2y = 4, y(0) = −1, y (0) = 0.
                                        ′′
                                                                               ′
               . . . . .
                .
                   Solution. Taking the Laplace transform of both sides yields
                                                                                       4
                                       2
                                                           ′
                                     s F(s) + s − (sF (s) + F(s)) − 2F(s) − ,
                                                                                       s
                   or
                                                     (       )
                                                       3                     4
                                             ′
                                           F (s) +       − s F(s) = −          + 1.
                                                       s                    s 2
                   The integrating factor is

                                                          ∫  3              2
                                                                       3 −s /2
                                               µ(s) = e    ( −s)ds  = s e      .
                                                            s
                   Therefore,
                                      (             2  ) ′      4       2            2
                                               3 −s /2
                                                                                3 −s /2
                                                                    3 −s /2
                                        F(s)s e           = −     s e       + s e       ,
                                                                s 2
                   and
                                                          ∫                 ∫
                                                                   2
                                          3 −s /2
                                                                                3 −s /2
                                   F(s)s e     2   = −4      se −s /2 ds +     s e   2  ds.
                                           2
                   Substituting u = −s /2 into both integrals gives
                                                            ∫             ∫
                                                                                 u
                                              3 −s /2
                                                                 u
                                       F(s)s e     2   = 4     e du + 2       ue du =
                                        (  −s 2                  )
                                                   2
                                                                                 2
                                                              2
                                2
                                                                                         2 −s /2
                        = 4e  −s /2  + 2        e −s /2  − e −s /2  + C = 2e   −s /2  − s e   2   + C.
               . . . .                      2
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