2065 S 08 Review 2 A
2065 S 08 Review 2 A
2065 S 08 Review 2 A
The syllabus for Exam II is Sections 3.2 – 3.6 and 3.8 of Chapter 3 and Sections 4.1 and 4.3
of Chapter 4. You should review all of the assigned exercises in these sections. In addition,
Section 3.1 contains the main formulas for computation of Laplace transforms, and hence, while
not explicitly part of the exam syllabus, it will be necessary to be completely conversant with
the computational techniques of Section 3.1. For this reason, some of the exercises related to
this section from the last review sheet are repeated here. A Laplace transform table and table
of convolution products will be provided with the test. Following is a brief list of terms, skills,
and formulas with which you should be familiar.
• Know how to use all of the Laplace transform formulas developed in Section 3.1 to be able
to compute the Laplace transform of elementary functions.
• Know how to use partial fraction decompositions to be able to compute the inverse Laplace
transform of any proper rational function. The key recursion algorithms for computing
partial fraction decompositions are Lemma 3 (Page 100) for the case of a real root in the
denominator, and Lemma 1 (Page 110) for a complex root in the denominator. Here are
the two results:
Theorem 1 (Real Root Partial Fraction). Let P0 (s) and Q(s) be polynomials. Assume
that a is a number such that Q(a) 6= 0 and n is a positive integer. Then there is a unique
number A1 and polynomial P1 (s) such that
P0 (s) A1 P1 (s)
= + .
(s − a)n Q(s) (s − a)n (s − a)n−1 Q(s)
The number A1 and polynomial P1 (s) are computed as follows:
¯
P0 (s) ¯¯ P0 (s) − A1 Q(s)
A1 = ¯ and P1 (s) = .
Q(s) s=a s−a
Theorem 2 (Complex Root Partial Fraction). Let P0 (s) and Q(s) be polynomials.
Assume that a + bi is a complex number with nonzero imaginary part b 6= 0 such that
Q(a + bi) 6= 0 and n is a positive integer. Then there is a unique linear term B1 s + C1
and polynomial P1 (s) such that
P0 (s) B1 s + C1 P1 (s)
= + .
((s − a)2 + b2 )n Q(s) ((s − a)2 + b2 )n ((s − a)2 + b2 )n−1 Q(s)
The linear term B1 s + C1 and polynomial P1 (s) are computed as follows:
¯
P0 (s) ¯¯ P0 (s) − (B1 s + C1 )Q(s)
B1 s + C1 |s=a+bi = ¯ and P1 (s) = .
Q(s) s=a+bi (s − a)2 + b2
1
• Know how to apply the basic differentiation formula (Theorem 6, Page 133) to compute
the solution of an initial value problem for a constant coefficient linear differential equation
with elementary forcing function.
• Know how to use the characteristic polynomial to be able to solve constant coefficient
homogeneous linear differential equations. (See Algorithm 3, Page 181.)
The following is a small set of exercises of types identical to those already assigned.
1. (a) Complete the following definition: Suppose f (t) is a continuous function of exponen-
tial type defined for all t ≥ 0. The Laplace transform of f is the function F (s)
defined as follows
Z ∞
F (s) = L(f (t))(s) = e−st f (t) dt
0
2. Compute the Laplace transform of each of the following functions using the Laplace trans-
form Tables (See Pages 158–161). (A Laplace Transform tables will be provided to you on
the exam.)
2
(a) f (t) = 3t3 − 2t2 + 7
3! 2! 7 18 4 7
F (s) = 3 4
−2 3 + = 4 − 3 + .
s s s s s s
√
(b) g(t) = e−3t + sin 2t
√
1 2
G(s) = + 2 .
s+3 s +2
8 2 8 4s
H(s) = − + 2 =− + 2 .
s s + 1/4 s 4s + 1
3. Compute the Laplace transform of each of the following functions. You may use the
Laplace Transform Tables.
7s 10
F (s) = − .
(s − 2) + 9 (s − 7)2 + 25
2
I Solution. Use formula 21, Page 160: L {tf (t)} (s) = −F 0 (s). Apply this formula
to the function f (t) = 3 sin 2t so that F (s) = 6/(s2 + 4). Since g(t) = tf (t), formula
21) gives:
−12s 12s
G(s) = −F 0 (s) = − 2 2
= 2 .
(s + 4) (s + 4)2
J
I Solution. Use the shifting theorem (Formula 18, Page 160). Then
2 2
H(s) = − .
s + 5 (s + 5)3
4. Find the inverse Laplace transform of each of the following functions. You may use the
Laplace Transform Tables.
3
7
(a) F (s) =
(s + 3)3
7
f (t) = t2 e−3t .
2
s+2
(b) G(s) =
s2 − 3s − 4
I Solution. Use partial fractions to write
µ ¶
s+2 1 6 1
G(s) = 2 = − .
s − 3s − 4 5 s−4 s+1
¡ ¢
Thus g(t) = 6e4t − e−t /5 . J
s
(c) H(s) =
(s + 4)2 + 4
I Solution. Since
s (s + 4) − 4 s+4 2
H(s) = 2
= 2
= 2
−2 ,
(s + 4) + 4 (s + 4) + 4 (s + 4) + 4 (s + 4)2 + 4
(a) t2 e−9t
2
(s + 9)3
(c) t cos 6t
µ ¶
d s s2 − 36
− =
ds s2 + 36 (s2 + 36)2
4
(e) e−5t sin 6t
6
(s + 5)2 + 36
2s2 − 6sa2
F 00 (s) = .
(s2 + a2 )3
J
2s − 18
(b) 2 cos 3t − 6 sin 3t
s2 + 9
2s + 18
(c) 2 2 cos 5t + (18/5) sin 5t
s + 25
s+3 √ √ √
(d) 2 cos 5t + (3/ 5) sin 5t
s +5
s−3
(e) 2
s − 6s + 25
J
1
(f)
s(s2 + 4)
5
I Solution. Use Formula 25, Page 160, with F (s) = 1/(s2 + 4) so that f (t) = sin 2t.
Then
½ ¾ Z t
−1 1 1
L 2
= sin 2v dv = (1 − cos 2t) .
s(s + 4) 0 2
J
1
(g)
s2 (s + 1)2
I Solution. Use Formula 25 (Page 160) R twice, starting with F (s) = 1/(s + 1)2 (so
f (t) = te−t ). Using the integral formula ueau du = a12 (au − 1)eau + C (which can be
found in a table of integrals or derived by integration by parts, we find using Formula
25: ½ ¾ Z t
1 ¯t
L −1
2
= ve−v dv = (−v − 1)e−v ¯0 = −te−t − e−t + 1.
s(s + 1) 0
Now integrating the right hand side a second time from 0 to t gives (after some
algebraic simplification:
½ ¾
−1 1
L = −te−t + 2e−t + t − 2.
s (s + 1)2
2
This exercise can also be solved by partial fraction expansion and by use of the
convolution product formula. J
3 30 3s 3
(b) g(t) = 5t3 − 3 cos 5t + 5 G(s) = 4
− 2 +
s s + 25 5s
8. Solve each of the following differential equations by means of the Laplace transform:
I Solution. If Y (s) = L(y(t)) then applying L to both sides of the equation gives:
2 1 1
sY (s) − 1 + 3Y (s) = 3
+ 2
+ 2;
(s + 3) (s + 2) s
6
Using partial fractions:
1 1 1 1
= − +
(s + 3)(s + 2)2 s + 3 s + 2 (s + 2)2
µ ¶
1 1 1 1 3
= − +
s2 (s + 3) 9 s + 3 s s2
Therefore, combining like terms in Y (s) gives
18 2 1 1 1 1
Y (s) = + 4
− + 2
− + 2,
9(s + 3) (s + 3) s + 2 (s + 2) 9s 3s
which gives
18 −3t 1 3 −3t 1 t
y(t) = e + t e − e−2t + te−2t − + .
9 3 9 3
J
2s2 − 3s + 4
Y (s) =
s(s − 2)(s − 1)
A B C
= + +
s s−1 s−2
2 3 3
= − + ,
s s−1 s−2
where the last two lines represent the decomposition of Y (s) into partial fractions.
Taking the inverse Laplace transform gives
7
Taking the inverse Laplace transform gives
I Solution. Letting Y (s) = L(y(t)) and taking the Laplace transform of both sides
of the equation gives:
2
s3 Y (s) − 4s2 − 4s − 4 − (sY (s) − 4) = ;
s
solving for Y (s) and expanding in partial fractions gives
4s3 + 4s2 + 2
Y (s) =
s4 − s2
A B C D
= + 2+ +
s s s+1 s−1
−2 1 5
= 2
− + .
s s+1 s−1
Now taking the inverse Laplace transform gives
9. Using the Laplace transform, find the solution of the following differential equations with
initial conditions y(0) = 0, y 0 (0) = 0:
(b) y 00 + 2y 0 = 5y y(t) = 0
8
(h) y 00 + y = 2 + 2 cos t y(t) = 2 − 2 cos t + t sin t
I Solution.
Z t
3
t∗t = τ (t − τ )3 dτ
0
Z t
= τ (t3 − 3t2 τ + 3tτ 2 − τ 3 ) dτ
0
Z t¡ ¢
= t3 τ − 3t2 τ 2 + 3tτ 3 − τ 4 dτ
0
µ 2 ¶¯t
3τ 2 3 3 4 τ 5 ¯¯
= t − t τ + tτ −
2 4 5 ¯0
µ ¶
1 3 1
= t5 −1+ −
2 4 5
t 5
= .
20
J
11. Using the table of convolutions, compute each of the following convolutions:
I Solution.
9
12. Solve each of the following homogeneous linear differential equations, using the techniques
of Chapter 4 (Characteristic and/or indicial equation).
(a) y 00 + 3y 0 + 2y = 0
(b) y 00 + 6y 0 + 13y = 0
(c) y 00 + 6y 0 + 9y = 0
(d) y 00 − 2y 0 − y = 0
(e) 8y 00 + 4y 0 + y = 0
(f) 2y 00 − 7y 0 + 5y = 0
(g) 2y 00 + 2y 0 + y = 0
(h) y 00 + .2y 0 + .01y = 0
(i) y 00 + 7y 0 + 12y = 0
(j) y 00 + 2y 0 + 2y = 0
(k) y 000 + 2y 00 − 15y 0 = 0
(l) y 000 + 2y 00 − 8y 0 = 0
(m) y 000 − 2y 00 − 3y 0 = 0
(n) y 000 − 7y 0 + 6y = 0
(o) y 000 − 3y 00 − y 0 + 3y = 0
(p) 4y 000 − 10y 0 + 12y = 0
(q) y (4) − 5y 00 + 4y = 0
Answers
10
(n) y = c2 et + c2 e2t + c3 e−3t
(o) y = c1 e3t + c2 et + c3 e−t
(p) y = c1 e−2t + c2 et/2 + c3 e3t/2
(q) y = c1 e2t + c2 e−2t + c3 et + c4 e−t
13. Find the general solution of the constant coefficient homogeneous linear differential equa-
tion with the given characteristic polynomial p(s).
Answers
14. Solve each of the following initial value problems. You may (and should) use the work
already done in exercise 12.
11
√
(d) y 00 − 2y 0 − y = 0, y(0) = 0, y 0 (0) = 2.
(e) y 00 + 2y 0 + 2y = 0, y(0) = 0, y 0 (0) = 2
Answers
15. Find a second order linear homogeneous differential equation with constant real coefficients
that has the given function as a solution, or explain why there is no such equation.
Answers
(a) y 00 + 4y 0 + 3y = 0
(b) y 00 + 2y 0 + 5y = 0
(c) Not possible since et t−2 is not included in the list of functions in Theorem 3.3.1 (Page 146).
(d) 2y 00 − y 0 − 3y = 0
(e) 4y 00 − 24y 0 + 37y = 0
12