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Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

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346 LESSON 32. THE LAPLACE TRANSFORM<br />

The Laplace Transform of the step function is easily calculated,<br />

L[U(t − a)] =<br />

=<br />

∫ ∞<br />

0<br />

∫ ∞<br />

a<br />

= e−as<br />

s<br />

U(t − a)e −st dt (32.113)<br />

e −st dt (32.114)<br />

(32.115)<br />

We will also f<strong>in</strong>d the Laplace Transforms of shifted functions to be useful:<br />

L[f(t)U(t − a)] =<br />

=<br />

Here we make a change of variable<br />

∫ ∞<br />

0<br />

∫ ∞<br />

a<br />

f(t)U(t − a)e −st dt (32.116)<br />

f(t)e −st dt (32.117)<br />

x = t − a (32.118)<br />

so that<br />

L[f(t)U(t − a)] =<br />

∫ ∞<br />

0<br />

f(x + a)e −s(x+a) dx (32.119)<br />

∫ ∞<br />

= e −sa f(x + a)e −sx dx (32.120)<br />

0<br />

= e −sa L[f(t + a)] (32.121)<br />

A similar result is obta<strong>in</strong>ed for<br />

L[f(t − a)U(t − a)] =<br />

=<br />

Now def<strong>in</strong>e<br />

so that<br />

∫ ∞<br />

0<br />

∫ ∞<br />

L[f(t − a)U(t − a)] =<br />

a<br />

f(t − a)U(t − a)e −st dt (32.122)<br />

f(t − a)e −st dt (32.123)<br />

x = t − a (32.124)<br />

∫ ∞<br />

0<br />

f(t)e −s(x+a) dx (32.125)<br />

∫ ∞<br />

= e −sa f(t)e −sx dx (32.126)<br />

0<br />

= e −as F (s) (32.127)

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