Books
in black and white
Main menu
Share a book About us Home
Books
Biology Business Chemistry Computers Culture Economics Fiction Games Guide History Management Mathematical Medicine Mental Fitnes Physics Psychology Scince Sport Technics
Ads

Elementary Differential Equations and Boundary Value Problems - Boyce W.E.

Boyce W.E. Elementary Differential Equations and Boundary Value Problems - John Wiley & Sons, 2001. - 1310 p.
Download (direct link): elementarydifferentialequations2001.pdf
Previous << 1 .. 163 164 165 166 167 168 < 169 > 170 171 172 173 174 175 .. 609 >> Next

302
Chapter 6. The Laplace Transform
This can be done most easily by expanding the right side of Eq. (11) in partial fractions. Thus we write
y (s) = s — 1_______= -a. + -A. =a(s +1> +b(s -2), (12)
(s — 2)(s + 1) s — 2 s + 1 (s — 2)(s + 1)
where the coefficients a and b are to be determined. By equating numerators of the second and fourth members ofEq. (12), we obtain
s — 1 = a(s + 1) + b(s — 2),
an equation that must hold for all s. In particular, if we set s = 2, then it follows that a = 3. Similarly, if we set s =— 1, then we find that b = 3. By substituting these values for a and b, respectively, we have
1/3 2/3
Y(s) = -4: + -L~. (13)
s — 2 s + 1
Finally, if we use the result of Example 5 of Section 6.1, it follows that | e2t has the transform 1 (s — 2)—x; similarly, |e— has the transform |(s + 1)—x. Hence, by the linearity of the Laplace transform,
y = ๔(1) = 1 e2t + 3 e—‘
has the transform (13) and is therefore the solution of the initial value problem (4), (5). Of course, this is the same solution that we obtained earlier.
The same procedure can be applied to the general second order linear equation with constant coefficients,
ay" + by + cy = f (t). (14)
Assuming that the solution y = ๔^) satisfies the conditions of Corollary 6.2.2 for n = 2, we can take the transform ofEq. (14) and thereby obtain
a[s2 Y (s) — sy(0) — ำ(0)] + b[sY (s) — y(0)] + cY (s) = F(s), (15)
where F(s) is the transform of f (t). By solving Eq. (15) for Y(s) we find that
(as + b) y(0) + ay(0) F(s)
y (s) =-------------2—:-----------+ ——:----------------------------------. (!6)
as2 + bs + c as2 + bs + c
The problem is then solved, provided that we can find the function y = ๔(t) whose transform is Y(s).
Even at this early stage of our discussion we can point out some of the essential features of the transform method. In the first place, the transform Y(s) of the unknown function y = ๔() is found by solving an algebraic equation rather than a differential equation, Eq. (10) rather than Eq. (4), or in general Eq. (15) rather than Eq. (14). This is the key to the usefulness of Laplace transforms for solving linear, constant coefficient, ordinary differential equations—the problem is reduced from a differential equation to an algebraic one. Next, the solution satisfying given initial conditions is automatically found, so that the task of determining appropriate values for the arbitrary constants in the general solution does not arise. Further, as indicated in Eq. (15), nonhomogeneous equations are handled in exactly the same way as homogeneous ones; it is not necessary to solve the corresponding homogeneous equation first. Finally, the method can be applied in the same way to higher order equations, as long as we assume that the solution satisfies the conditions of the corollary for the appropriate value of n.
6.2 Solution of Initial Value Problems
303
Observe that the polynomial as2 + bs + c in the denominator on the right side of Eq. (16) is precisely the characteristic polynomial associated with Eq. (14). Since the use of a partial fraction expansion of Y(s) to determine ๔(t) requires us to factor this polynomial, the use of Laplace transforms does not avoid the necessity of finding roots of the characteristic equation. For equations of higher than second order this may be a difficult algebraic problem, particularly if the roots are irrational or complex.
The main difficulty that occurs in solving initial value problems by the transform technique lies in the problem of determining the function y = ๔ (t) corresponding to the transform Y(s). This problem is known as the inversion problem for the Laplace transform; ๔(ณ) is called the inverse transform corresponding to Y(s), and the process of finding ๔(t) from Y (s) is known as inverting the transform. We also use the notation C~l{Y (s)} to denote the inverse transform of Y (s). There is a general formula for the inverse Laplace transform, but its use requires a knowledge of the theory of functions of a complex variable, and we do not consider it in this book. However, it is still possible to develop many important properties of the Laplace transform, and to solve many interesting problems, without the use of complex variables.
In solving the initial value problem (4), (5) we did not consider the question of whether there may be functions other than the one given by Eq. (8) that also have the transform (13). In fact, it can be shown that if f is a continuous function with the Laplace transform F, then there is no other continuous function having the same transform. In other words, there is essentially a one-to-one correspondence between functions and their Laplace transforms. This fact suggests the compilation of a table, such as Table 6.2.1, giving the transforms of functions frequently encountered, and vice versa. The entries in the second column of Table 6.2.1 are the transforms of those in the first column. Perhaps more important, the functions in the first column are the inverse transforms of those in the second column. Thus, for example, if the transform of the solution of a differential equation is known, the solution itself can often be found merely by looking it up in the table. Some of the entries in Table 6.2.1 have been used as examples, or appear as problems in Section 6.1, while others will be developed later in the chapter. The third column of the table indicates where the derivation of the given transforms may be found. While Table 6.2.1 is sufficient for the examples and problems in this book, much larger tables are also available (see the list of references at the end of the chapter). Transforms and inverse transforms can also be readily obtained electronically by using a computer algebra system.
Previous << 1 .. 163 164 165 166 167 168 < 169 > 170 171 172 173 174 175 .. 609 >> Next