Chapter 4 : Laplace Transforms
In this chapter we will be looking at how to use Laplace transforms to solve differential equations. There are many kinds of transforms out there in the world. Laplace transforms and Fourier transforms are probably the main two kinds of transforms that are used. As we will see in later sections we can use Laplace transforms to reduce a differential equation to an algebra problem. The algebra can be messy on occasion, but it will be simpler than actually solving the differential equation directly in many cases. Laplace transforms can also be used to solve IVP’s that we can’t use any previous method on.
For “simple” differential equations such as those in the first few sections of the last chapter Laplace transforms will be more complicated than we need. In fact, for most homogeneous differential equations such as those in the last chapter Laplace transforms is significantly longer and not so useful. Also, many of the “simple” nonhomogeneous differential equations that we saw in the Undetermined Coefficients and Variation of Parameters are still simpler (or at the least no more difficult than Laplace transforms) to do as we did them there. However, at this point, the amount of work required for Laplace transforms is starting to equal the amount of work we did in those sections.
Laplace transforms comes into its own when the forcing function in the differential equation starts getting more complicated. In the previous chapter we looked only at nonhomogeneous differential equations in which \(g(t)\) was a fairly simple continuous function. In this chapter we will start looking at \(g(t)\)’s that are not continuous. It is these problems where the reasons for using Laplace transforms start to become clear.
We will also see that, for some of the more complicated nonhomogeneous differential equations from the last chapter, Laplace transforms are actually easier on those problems as well.
Here is a brief rundown of the sections in this chapter.
The Definition – In this section we give the definition of the Laplace transform. We will also compute a couple Laplace transforms using the definition.
Laplace Transforms – In this section we introduce the way we usually compute Laplace transforms that avoids needing to use the definition. We discuss the table of Laplace transforms used in this material and work a variety of examples illustrating the use of the table of Laplace transforms.
Inverse Laplace Transforms – In this section we ask the opposite question from the previous section. In other words, given a Laplace transform, what function did we originally have? We again work a variety of examples illustrating how to use the table of Laplace transforms to do this as well as some of the manipulation of the given Laplace transform that is needed in order to use the table.
Step Functions – In this section we introduce the step or Heaviside function. We illustrate how to write a piecewise function in terms of Heaviside functions. We also work a variety of examples showing how to take Laplace transforms and inverse Laplace transforms that involve Heaviside functions. We also derive the formulas for taking the Laplace transform of functions which involve Heaviside functions.
Solving IVPs' with Laplace Transforms - In this section we will examine how to use Laplace transforms to solve IVP’s. The examples in this section are restricted to differential equations that could be solved without using Laplace transform. The advantage of starting out with this type of differential equation is that the work tends to be not as involved and we can always check our answers if we wish to.
Nonconstant Coefficient IVP’s – In this section we will give a brief overview of using Laplace transforms to solve some nonconstant coefficient IVP’s. We do not work a great many examples in this section. We only work a couple to illustrate how the process works with Laplace transforms.
IVP’s with Step Functions – This is the section where the reason for using Laplace transforms really becomes apparent. We will use Laplace transforms to solve IVP’s that contain Heaviside (or step) functions. Without Laplace transforms solving these would involve quite a bit of work. While we do work one of these examples without Laplace transforms, we do it only to show what would be involved if we did try to solve one of the examples without using Laplace transforms.
Dirac Delta Function – In this section we introduce the Dirac Delta function and derive the Laplace transform of the Dirac Delta function. We work a couple of examples of solving differential equations involving Dirac Delta functions and unlike problems with Heaviside functions our only real option for this kind of differential equation is to use Laplace transforms. We also give a nice relationship between Heaviside and Dirac Delta functions.
Convolution Integral – In this section we give a brief introduction to the convolution integral and how it can be used to take inverse Laplace transforms. We also illustrate its use in solving a differential equation in which the forcing function (i.e. the term without any y’s in it) is not known.
Table of Laplace Transforms – This section is the table of Laplace Transforms that we’ll be using in the material. We give as wide a variety of Laplace transforms as possible including some that aren’t often given in tables of Laplace transforms.