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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)            [Graphics:Images/LaplaceInverseMod_gr_1.gif]  

where [Graphics:Images/LaplaceInverseMod_gr_2.gif] and [Graphics:Images/LaplaceInverseMod_gr_3.gif] are polynomials that have no common factors.  The inverse of [Graphics:Images/LaplaceInverseMod_gr_4.gif] 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 [Graphics:Images/LaplaceInverseMod_gr_5.gif] be a polynomial of degree at most [Graphics:Images/LaplaceInverseMod_gr_6.gif].  If [Graphics:Images/LaplaceInverseMod_gr_7.gif] has degree n, and has distinct complex roots  [Graphics:Images/LaplaceInverseMod_gr_8.gif],  then equation (12.36) becomes   

(12.37)            [Graphics:Images/LaplaceInverseMod_gr_9.gif].  

Proof.

 

Theorem 12.20 (A Repeated Linear Factors).  If [Graphics:Images/LaplaceInverseMod_gr_10.gif] are polynomials of degree [Graphics:Images/LaplaceInverseMod_gr_11.gif], respectively and [Graphics:Images/LaplaceInverseMod_gr_12.gif]  and  [Graphics:Images/LaplaceInverseMod_gr_13.gif],  then equation (12.36) becomes   

(12.38)            [Graphics:Images/LaplaceInverseMod_gr_14.gif][Graphics:Images/LaplaceInverseMod_gr_15.gif],  

where  [Graphics:Images/LaplaceInverseMod_gr_16.gif]  is the sum of all partial fractions that do not involve factors of the form  [Graphics:Images/LaplaceInverseMod_gr_17.gif].  Furthermore, the coefficients  [Graphics:Images/LaplaceInverseMod_gr_18.gif]  can be computed with the formula  [Graphics:Images/LaplaceInverseMod_gr_19.gif].  

Proof.

 

Example 12.24.  Let  [Graphics:Images/LaplaceInverseMod_gr_20.gif].  Find  [Graphics:Images/LaplaceInverseMod_gr_21.gif].

Solution.

From Equations (12.37) and (12.37) we write

            [Graphics:Images/LaplaceInverseMod_gr_22.gif]

We calculate the coefficient [Graphics:Images/LaplaceInverseMod_gr_23.gif] by  

            [Graphics:Images/LaplaceInverseMod_gr_24.gif]   

We find the coefficients [Graphics:Images/LaplaceInverseMod_gr_25.gif], [Graphics:Images/LaplaceInverseMod_gr_26.gif], and [Graphics:Images/LaplaceInverseMod_gr_27.gif] by using Theorem 12.20.  

In this case [Graphics:Images/LaplaceInverseMod_gr_28.gif] and   [Graphics:Images/LaplaceInverseMod_gr_29.gif], and we get

            [Graphics:Images/LaplaceInverseMod_gr_30.gif]
            

            [Graphics:Images/LaplaceInverseMod_gr_31.gif]
            

            [Graphics:Images/LaplaceInverseMod_gr_32.gif]

Now substitute these values into the formula  [Graphics:Images/LaplaceInverseMod_gr_33.gif], and get the partial fraction representation for [Graphics:Images/LaplaceInverseMod_gr_34.gif]:  

            [Graphics:Images/LaplaceInverseMod_gr_35.gif],


The solution [Graphics:Images/LaplaceInverseMod_gr_36.gif] is found with the computation

            [Graphics:Images/LaplaceInverseMod_gr_37.gif]

Explore Solution 12.24.

 

 

Theorem 12.21 (Irreducible Quadratic Factors).  Let [Graphics:Images/LaplaceInverseMod_gr_68.gif] be polynomials with real coefficients such that the degree of [Graphics:Images/LaplaceInverseMod_gr_69.gif] is at most 1 larger than the degree of [Graphics:Images/LaplaceInverseMod_gr_70.gif].   If  [Graphics:Images/LaplaceInverseMod_gr_71.gif]  does not have a factor of the form  [Graphics:Images/LaplaceInverseMod_gr_72.gif],  then  

            [Graphics:Images/LaplaceInverseMod_gr_73.gif],  
where  

(12.21)            [Graphics:Images/LaplaceInverseMod_gr_74.gif].  

Proof.

 

Example 12.25.  Let  [Graphics:Images/LaplaceInverseMod_gr_75.gif].  Find  [Graphics:Images/LaplaceInverseMod_gr_76.gif].

Solution.

    This solution is a little tedious and illustrates how Theorem 12.21 is applied to obtain the partial fraction expansion of [Graphics:Images/LaplaceInverseMod_gr_77.gif] when two irreducible quadratic factors are involved.

Here we have [Graphics:Images/LaplaceInverseMod_gr_78.gif] and [Graphics:Images/LaplaceInverseMod_gr_79.gif],  and the roots of [Graphics:Images/LaplaceInverseMod_gr_80.gif] occur at [Graphics:Images/LaplaceInverseMod_gr_81.gif] and [Graphics:Images/LaplaceInverseMod_gr_82.gif].  The derivative of   [Graphics:Images/LaplaceInverseMod_gr_83.gif]  is [Graphics:Images/LaplaceInverseMod_gr_84.gif].  Computing the residues at  at [Graphics:Images/LaplaceInverseMod_gr_85.gif] and [Graphics:Images/LaplaceInverseMod_gr_86.gif] yields

            [Graphics:Images/LaplaceInverseMod_gr_87.gif],  
        and
            [Graphics:Images/LaplaceInverseMod_gr_88.gif].

The above residues are used to determine the values in Equation (12.21), and we get

            [Graphics:Images/LaplaceInverseMod_gr_89.gif]  
        and
            [Graphics:Images/LaplaceInverseMod_gr_90.gif]

We find that [Graphics:Images/LaplaceInverseMod_gr_91.gif] and [Graphics:Images/LaplaceInverseMod_gr_92.gif], which correspond to [Graphics:Images/LaplaceInverseMod_gr_93.gif] and [Graphics:Images/LaplaceInverseMod_gr_94.gif],  respectively.  Applying the formula in Theorem 12.21 we obtain

            [Graphics:Images/LaplaceInverseMod_gr_95.gif]  
            
which becomes        

            [Graphics:Images/LaplaceInverseMod_gr_96.gif]
            
and is simplified as

            [Graphics:Images/LaplaceInverseMod_gr_97.gif].
            
Finally   [Graphics:Images/LaplaceInverseMod_gr_98.gif]is found with the calculation

            [Graphics:Images/LaplaceInverseMod_gr_99.gif]

Explore Solution 12.25.

 

Example 12.26.  Let  [Graphics:Images/LaplaceInverseMod_gr_128.gif].  Find  [Graphics:Images/LaplaceInverseMod_gr_129.gif].

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 [Graphics:Images/LaplaceInverseMod_gr_130.gif].

The partial fraction expression for [Graphics:Images/LaplaceInverseMod_gr_131.gif] has the form

            [Graphics:Images/LaplaceInverseMod_gr_132.gif].  

First, we calculate the coefficient [Graphics:Images/LaplaceInverseMod_gr_133.gif].  In the denominator of [Graphics:Images/LaplaceInverseMod_gr_134.gif] the linear factor [Graphics:Images/LaplaceInverseMod_gr_135.gif] is nonrepeated, so we have

            [Graphics:Images/LaplaceInverseMod_gr_136.gif]

Second, we calculate the coefficients [Graphics:Images/LaplaceInverseMod_gr_137.gif], and [Graphics:Images/LaplaceInverseMod_gr_138.gif] by using Theorem 12.20.  In this case [Graphics:Images/LaplaceInverseMod_gr_139.gif] and   [Graphics:Images/LaplaceInverseMod_gr_140.gif].   In the denominator of [Graphics:Images/LaplaceInverseMod_gr_141.gif] the term [Graphics:Images/LaplaceInverseMod_gr_142.gif] is a repeated factor, so we have  

            [Graphics:Images/LaplaceInverseMod_gr_143.gif]

    
            [Graphics:Images/LaplaceInverseMod_gr_144.gif]  

Third, we calculate the coefficients [Graphics:Images/LaplaceInverseMod_gr_145.gif] and [Graphics:Images/LaplaceInverseMod_gr_146.gif]  by using Theorem 12.21.  Here we have [Graphics:Images/LaplaceInverseMod_gr_147.gif],  [Graphics:Images/LaplaceInverseMod_gr_148.gif],  and  [Graphics:Images/LaplaceInverseMod_gr_149.gif].  In the denominator of [Graphics:Images/LaplaceInverseMod_gr_150.gif] the factor [Graphics:Images/LaplaceInverseMod_gr_151.gif] is an irreducible quadratic, with roots [Graphics:Images/LaplaceInverseMod_gr_152.gif], so that

            [Graphics:Images/LaplaceInverseMod_gr_153.gif]   

Hence we have [Graphics:Images/LaplaceInverseMod_gr_154.gif].  Or if you prefer taking limits then we can use the calculation

            [Graphics:Images/LaplaceInverseMod_gr_155.gif]

Either way, we obtain [Graphics:Images/LaplaceInverseMod_gr_156.gif] and [Graphics:Images/LaplaceInverseMod_gr_157.gif].  

Now substitute these values into the formula  [Graphics:Images/LaplaceInverseMod_gr_158.gif], and get the partial fraction representation for [Graphics:Images/LaplaceInverseMod_gr_159.gif]:  

            [Graphics:Images/LaplaceInverseMod_gr_160.gif]

Now we use Table 12.2 to get  

        [Graphics:Images/LaplaceInverseMod_gr_161.gif]

Explore Solution 12.26.

 

Example 12.27.  Use Laplace transforms to solve the system

            [Graphics:Images/LaplaceInverseMod_gr_187.gif]   

        

[Graphics:Images/LaplaceInverseMod_gr_188.gif]


                A graph of the solution.

Solution.

We let [Graphics:Images/LaplaceInverseMod_gr_189.gif] and [Graphics:Images/LaplaceInverseMod_gr_190.gif] denote the Laplace transforms of [Graphics:Images/LaplaceInverseMod_gr_191.gif] and [Graphics:Images/LaplaceInverseMod_gr_192.gif], respectively.  Taking the transforms of the two differential equations gives  

            [Graphics:Images/LaplaceInverseMod_gr_193.gif]

which can be written as  

            [Graphics:Images/LaplaceInverseMod_gr_194.gif]  

We use Cramer's rule to solve for [Graphics:Images/LaplaceInverseMod_gr_195.gif] and [Graphics:Images/LaplaceInverseMod_gr_196.gif] :

            [Graphics:Images/LaplaceInverseMod_gr_197.gif]
        
            [Graphics:Images/LaplaceInverseMod_gr_198.gif]

We obtain the desired solution by computing the inverse transforms:

            [Graphics:Images/LaplaceInverseMod_gr_199.gif]
        
            [Graphics:Images/LaplaceInverseMod_gr_200.gif]

Explore Solution 12.27.

 

 

    According to Equation (12.29), the inverse Laplace transform is given by the integral formula  

            [Graphics:Images/LaplaceInverseMod_gr_209.gif],  

where [Graphics:Images/LaplaceInverseMod_gr_210.gif] is any suitably chosen large positive constant.  This improper integral is a contour integral taken along the vertical line [Graphics:Images/LaplaceInverseMod_gr_211.gif] in the complex [Graphics:Images/LaplaceInverseMod_gr_212.gif] 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 [Graphics:Images/LaplaceInverseMod_gr_213.gif], where [Graphics:Images/LaplaceInverseMod_gr_214.gif] are polynomials of degree m and n, respectively, and  [Graphics:Images/LaplaceInverseMod_gr_215.gif].  The inverse Laplace transform of  [Graphics:Images/LaplaceInverseMod_gr_216.gif]  is given by  

        [Graphics:Images/LaplaceInverseMod_gr_217.gif][Graphics:Images/LaplaceInverseMod_gr_218.gif],  

where the sum is taken over all the residues of the complex function  [Graphics:Images/LaplaceInverseMod_gr_219.gif].  

Proof.

 

    Using the residue calculus, the English mathematician Oliver Heaviside discovered a method for inverting the Laplace transform.

 

Theorem 12.23 (Heaviside Expansion Theorem).  Let [Graphics:Images/LaplaceInverseMod_gr_220.gif] and [Graphics:Images/LaplaceInverseMod_gr_221.gif] be polynomials of degree m and n, respectively, where [Graphics:Images/LaplaceInverseMod_gr_222.gif]. If [Graphics:Images/LaplaceInverseMod_gr_223.gif] has n distinct simple zeros at the points  [Graphics:Images/LaplaceInverseMod_gr_224.gif],  then  [Graphics:Images/LaplaceInverseMod_gr_225.gif]  is the Laplace transform of the function  [Graphics:Images/LaplaceInverseMod_gr_226.gif]  given by

(12.44)        [Graphics:Images/LaplaceInverseMod_gr_227.gif].  

Proof.

 

Example 12.28.  Let  [Graphics:Images/LaplaceInverseMod_gr_228.gif].  Find  [Graphics:Images/LaplaceInverseMod_gr_229.gif].

Solution.

Here we have  [Graphics:Images/LaplaceInverseMod_gr_230.gif]  and  [Graphics:Images/LaplaceInverseMod_gr_231.gif]  so that [Graphics:Images/LaplaceInverseMod_gr_232.gif] has simple zeros located at the points  [Graphics:Images/LaplaceInverseMod_gr_233.gif], [Graphics:Images/LaplaceInverseMod_gr_234.gif], and [Graphics:Images/LaplaceInverseMod_gr_235.gif].  When we use  [Graphics:Images/LaplaceInverseMod_gr_236.gif],  calculation reveals that

        [Graphics:Images/LaplaceInverseMod_gr_237.gif]


        [Graphics:Images/LaplaceInverseMod_gr_238.gif]


        [Graphics:Images/LaplaceInverseMod_gr_239.gif]

Applying Equation (12.44) in Theorem 12.23 gives [Graphics:Images/LaplaceInverseMod_gr_240.gif] as

        [Graphics:Images/LaplaceInverseMod_gr_241.gif]  

Explore Solution 12.28.

 

Exercises for Section 12.9.  The Laplace Transform: Inverting the Laplace Transform

 

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Laplace Transform

 

 

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(c) 2006 John H. Mathews, Russell W. Howell