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for
Inverting the Laplace Transform
Chapter 12 Fourier Series and the Laplace Transform
12.9 Inverting the Laplace Transform
This section is a continuation of our development of the Laplace Transforms in Section 12.5, Section 12.6, Section 12.7 and Section 12.8.
So far, most of the applications involving
the Laplace transform involves a transform (or part of a transform)
that is expressed by
(12.36)
where
and
are polynomials that have no common factors. The inverse
of
is found by using its partial fraction representation and referring
to Table 11.2. We now show how the theory of complex
variables can be used systematically to find the partial fraction
representation. Theorem 11.19 is an extension of Example
8.7 to n linear
factors. We leave the proof to you.
Theorem 12.19 (Nonrepeated Linear
Factors). Let
be a polynomial of degree at most
. If
has degree n, and has distinct
complex roots
, then
equation (12.36) becomes
(12.37)
.
Theorem 12.20 (A Repeated Linear
Factors). If
are polynomials of degree
,
respectively and
and
, then
equation (12.36) becomes
(12.38) ![]()
,
where
is
the sum of all partial fractions that do not involve factors of the
form
. Furthermore,
the coefficients
can
be computed with the formula
.
Example
12.24. Let
. Find
.
Solution.
From Equations (12.37) and (12.37) we write
![]()
We calculate the coefficient
by
We find the coefficients
,
,
and
by using Theorem 12.20.
In this case
and
,
and we get
![[Graphics:Images/LaplaceInverseMod_gr_30.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_30.gif)
![[Graphics:Images/LaplaceInverseMod_gr_31.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_31.gif)
![[Graphics:Images/LaplaceInverseMod_gr_32.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_32.gif)
Now substitute these values into the formula
,
and get the partial fraction representation for
:
,
The solution
is found with the computation
![[Graphics:Images/LaplaceInverseMod_gr_37.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_37.gif)
Theorem 12.21 (Irreducible Quadratic
Factors). Let
be polynomials with real coefficients such that the degree of
is at most 1 larger than the degree of
. If
does
not have a factor of the form
, then
,
where
(12.21)
.
Example
12.25. Let
. Find
.
Solution.
This solution is a little tedious and
illustrates how Theorem 12.21 is applied to obtain the partial
fraction expansion of
when two irreducible quadratic factors are involved.
Here we have
and
, and
the roots of
occur at
and
. The
derivative of
is
. Computing
the residues at at
and
yields
,
and
.
The above residues are used to determine the values in Equation
(12.21), and we get
and
![]()
We find that
and
,
which correspond to
and
, respectively. Applying
the formula in Theorem 12.21 we obtain
which becomes
![]()
and is simplified as
.
Finally
is
found with the calculation
![[Graphics:Images/LaplaceInverseMod_gr_99.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_99.gif)
Example
12.26. Let
. Find
.
Solution.
This solution is a little tedious and
illustrates how Theorems 12.20 and 12.21 are applied to obtain the
partial fraction expansion of
.
The partial fraction expression for
has the form
.
First, we calculate the coefficient
. In
the denominator of
the linear factor
is nonrepeated, so we have
![[Graphics:Images/LaplaceInverseMod_gr_136.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_136.gif)
Second, we calculate the coefficients
,
and
by using Theorem 12.20. In this case
and
. In
the denominator of
the term
is a repeated factor, so we have
![[Graphics:Images/LaplaceInverseMod_gr_143.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_143.gif)
Third, we calculate the coefficients
and
by
using Theorem 12.21. Here we have
,
, and
. In
the denominator of
the factor
is an irreducible quadratic, with roots
,
so that
Hence we have
. Or
if you prefer taking limits then we can use the calculation
![[Graphics:Images/LaplaceInverseMod_gr_155.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_155.gif)
Either way, we obtain
and
.
Now substitute these values into the formula
,
and get the partial fraction representation for
:
![[Graphics:Images/LaplaceInverseMod_gr_160.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_160.gif)
Now we use Table 12.2 to get
![[Graphics:Images/LaplaceInverseMod_gr_161.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_161.gif)
Example 12.27. Use
Laplace transforms to solve the system
![[Graphics:Images/LaplaceInverseMod_gr_188.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_188.gif)
A
graph of the solution.
Solution.
We let
and
denote the Laplace transforms of
and
,
respectively. Taking the transforms of the two
differential equations gives
![[Graphics:Images/LaplaceInverseMod_gr_193.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_193.gif)
which can be written as
We use Cramer's rule to solve for
and
:
![[Graphics:Images/LaplaceInverseMod_gr_197.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_197.gif)
![[Graphics:Images/LaplaceInverseMod_gr_198.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_198.gif)
We obtain the desired solution by computing the inverse
transforms:
![[Graphics:Images/LaplaceInverseMod_gr_199.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_199.gif)
![[Graphics:Images/LaplaceInverseMod_gr_200.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_200.gif)
According to Equation (12.29), the inverse
Laplace transform is given by the integral formula
,
where
is any suitably chosen large positive constant. This
improper integral is a contour integral taken along the vertical line
in the complex
plane. We use the residue theory in Section
8.1 to evaluate it. We leave the cases in which the
integrand has either infinitely many poles or branch points for you
to research in advanced texts. We state the following more
elementary theorem.
Theorem 12.22 (Inverse Laplace
Transform). Let
,
where
are polynomials of degree m and
n, respectively,
and
. The
inverse Laplace transform of
is
given by
![]()
,
where the sum is taken over all the residues of the complex
function
.
Using the residue calculus, the English mathematician Oliver Heaviside discovered a method for inverting the Laplace transform.
Theorem 12.23 (Heaviside Expansion
Theorem). Let
and
be polynomials of degree m and
n, respectively, where
.
If
has n distinct simple zeros at the
points
, then
is
the Laplace transform of the function
given
by
(12.44)
.
Example
12.28. Let
. Find
.
Solution.
Here we have
and
so
that
has simple zeros located at the points
,
,
and
. When
we use
, calculation
reveals that
![]()
![[Graphics:Images/LaplaceInverseMod_gr_238.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_238.gif)
![[Graphics:Images/LaplaceInverseMod_gr_239.gif]](laplacetransform/LaplaceInverseMod/Images/LaplaceInverseMod_gr_239.gif)
Applying Equation (12.44) in Theorem 12.23 gives
as
Exercises for Section 12.9. The Laplace Transform: Inverting the Laplace Transform
The Next Module is
Convolution for the Laplace Transform
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