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Application of Laplace Transform
                .


                    2. The wave equation

                                                                        2
                                                            2
                                                           ∂ u        ∂ u
                                                                = a  2
                                                           ∂t 2       ∂x 2
                        is hyperbolic.
                    3. The Laplace equation


                                                           2
                                                                    2
                                                          ∂ u     ∂ u
                                                               +       = 0
                                                          ∂x 2    ∂y 2
                        is elliptic.
               . . . . .
               We consider the function u = u(x, t), where t ≥ 0 is a time variable. Denote by
               U(x, s) the Laplace transform of u with respect to t, that is to say

                                                                   ∫
                                                                      ∞
                                       U(x, s) = L(u(x, t)) =            e −st u(x, t)dt.
                                                                     0
                .
               Here x is the “untransformed variable.”

                   Example 5.18,
                                                                     e ax
                                                    L(e  a(x+t) ) =       .
                                                                    s − a
               . . . . .
                   We will assume that derivatives and limits pass through the transform.
                   Assumption (1).

                      (     )     ∫  ∞                           ∫  ∞
                        ∂u                   ∂                ∂                           ∂
                   L           =       e −st   u(x, t)dt =             e −st u(x, t)dt =     U(x, s).     (5.9)
                        ∂x         0        ∂x               ∂x    0                      ∂x
                   In other words, “the transform of the derivative is the derivative of the
               transform.”

                   Assumption (2).
                                           ∫                       ∫
                                              ∞                       ∞
                                      lim        e −st u(x, t)dt =       e −st u(x , t)dt,               (5.10)
                                                                                  0
                                      x→x 0
                                             0                       0
               that is,
                                                  lim U(x, s) = U(x , s).
                                                                        0
                                                 x→x 0
               In (5.9) it is convenient to write

                                              ∂               d              dU
                                                 U(x, s) =       U(x, s) =       ,
                                             ∂x              dx               dx
               since our parameter s can be treated like a constant with respect to the

               differentiation involved.         A second derivative version of (5.9) results in the
               expression
                                                       (   2  )       2
                                                          ∂ u       d U
                                                     L           =       .
                                                          ∂x 2       dx 2

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