Problem Set 7, Jacobian, Laplace Transform-Differential Equations-Assignment Solution, Exercises of Differential Equations

Differentiation Equations course is one of basic course of science study. Its part of Mathematics, Computer Science, Physics, Engineering. This is assignment solution to help students for exercising problem. It includes: Problem, Set, Jacobian, Laplace, Transform, Convergence, Region, Plane, Unit, Ramp, Response, Roots, Coefficients, Cross-multiplication

Typology: Exercises

2011/2012

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18.03 Problem Set 7: Part II Solutions
Part I points: 26. 6, 27. 10, 28. 12.
I.26. et sin(3t) = 1 e(1+3i)t (13i)t , so L[et sin(3t)] =
2i e
1 1 1=1 (s + 1 + 3i) (s + 1 3i)= 3.
2i s (1+3i) s (1 3i) 2i (s + 1)2 + 9 (s + 1)2 + 9
26. (a) [10] G(s) = f(at)est dt. To make this look more like F (s) = f(t)est dt,
0 0
make the substitution u = at. Then du = a dt and
f(u)esu/a du 1
f(u)e(s/a)u du =1 s
G(s) = = F .
0 a a 0 a a
n! ann!
For example, take f(t) = tn, so F (s) = sn+1 , g(t)=(at)n = antn
, G(s) = sn+1 . Now
n+1 n
1 s 1 n! a n! a n!
compute F = = = = G(s).
a a a (s/a)n+1 a sn+1 sn+1
(b) [10] Compute F (s)G(s) =
f(x)esx
g(y)esy dxdy = f(x)g(y)es(x+y) dxdy,
0 0 R
where R is the first quadrant. The suggested substitution is x = t τ, y = τ . To convert
∂x ∂x
to these coordinates, note that the Jacobian is det ∂t τ = det 1 1 = 1 For
∂y ∂y 0 1
∂t ∂τ
fixed t, τ ranges over numbers between 0 and t, and t ranges over positive numbers. Since
t
x + y = t, F (s)G(s) = f(t τ)g(τ)est dτdt
0 0
t
= f(t τ)g(τ) est dt = (f(t) g(t)) est dt = h(t)est dt = H(s).
0 0 0 0
1
(c) [6] F (s) = f(t)est = f(t)est + 0est . The improper integral
0 0 1
converges for any s; the region of convergence is the whole complex plane. Continuing,
1
1 est
1 es
F (s) = s
0
= s . [Why doesn’t this blow up when s 0? The numerator
goes to zero too, then, and the limit of the quotient (by l’Hopital for example) is 1.]
27. (a) [4] The Laplace transform of the equation aw˙ + bw = δ(t) is asW (s)+bW (s) = 1.
Solve: W (s) = 1= 1/a This is the Laplace transform of w(t) = a
1 u(t)ebt/a.
as + b s + (b/a)
(b) This is called the “unit ramp response.”
(i) [6] xp = c1t+c0, ac1+b(c1t+c0) = t, c1 = 1
b (as long as b = 0), ac1+bc0 = 0 so c0 = b
a
2 ,
xp = 1 t a x(t) = xp +cebt/a, so 0 = x(0) = b
a
2 +c and x(t) = u(t)(1 t a (1ebt/a)).
b b2 . b b2
If b = 0 then ax˙ = t, which has general solution x(t) = 2
1
a t2 + c. 0 = x(0) = c, so
x(t) = u(t)2
1
a t2
.
t t
1 1
(ii) [6] If b = 0: w(t) t =
0 aeb(tτ )/a τ = aebt/a
0 ebτ/a τ . Do this by parts:
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18.03 Problem Set 7: Part II Solutions

Part I points: 26. 6, 27. 10, 28. 12.

I.26. e

−t sin(3t) =

1 e

(−1+3i)t (− 1 − 3 i)t , so L[e

−t sin(3t)] = � 2 i^

− e � 1 1 1 =

1 (s + 1 + 3i) − (s + 1 − 3 i)

2 i s − (−1 + 3i)

s − (− 1 − 3 i) 2 i (s + 1)

2

  • 9 (s + 1)

2

  • 9

∞ ∞

  1. (a) [10] G(s) = f (at)e

−st dt. To make this look more like F (s) = f (t)e

−st dt,

0 0

make the substitution u = at. Then du = a dt and

f (u)e

−su/a du 1

f (u)e

−(s/a)u du =

s

G(s) = = F.

0 a a 0 a a

n! a

n n!

For example, take f (t) = t

n , so F (s) = s

n+

, g(t) = (at)

n = a

n t

n , G(s) = s

n+

. Now

� � (^) n+1 n 1 s 1 n! a n! a n!

compute F = = = = G(s).

a a a (s/a)

n+ a s

n+ s

n+

(b) [10] Compute F (s)G(s) =

∞ ∞

f (x)e

−sx g(y)e

−sy dxdy = f (x)g(y)e

−s(x+y) dxdy,

0 0 R

where R is the first quadrant. The suggested substitution is x = t − τ , y = τ. To convert

∂x ∂x

to these coordinates, note that the Jacobian is det ∂t ∂τ = det

= 1 For ∂y ∂y 0 1 ∂t ∂τ

fixed t, τ ranges over numbers between 0 and t, and t ranges over positive numbers. Since

∞ t

x + y = t, F (s)G(s) = f (t − τ )g(τ )e

−st dτ dt

� �� 0 �^0 � �

∞ t ∞ ∞

= f (t − τ )g(τ ) dτ e

−st dt = (f (t) ∗ g(t)) e

−st dt = h(t)e

−st dt = H(s).

0 0 0 0 � � 1

∞ ∞

(c) [6] F (s) = f (t)e

−st dτ = f (t)e

−st dτ + 0 e

−st dτ. The improper integral

0 0 1

converges for any s; the region of convergence is the whole complex plane. Continuing, � 1 1 e

−st

1 − e

−s

F (s) =

−s

0

s

. [Why doesn’t this blow up when s → 0? The numerator

goes to zero too, then, and the limit of the quotient (by l’Hopital for example) is 1.]

  1. (a) [4] The Laplace transform of the equation aw˙ +bw = δ(t) is asW (s)+bW (s) = 1.

Solve: W (s) =

1 /a This is the Laplace transform of w(t) = a

1 u(t)e

−bt/a . as + b s + (b/a)

(b) This is called the “unit ramp response.”

(i) [6] xp = c 1 t+c 0 , ac 1 +b(c 1 t+c 0 ) = t, c 1 =

1 b

(as long as b =� 0), ac 1 +bc 0 = 0 so c 0 = − b

a 2 ,

xp =

1 t−

a x(t) = xp +ce

−bt/a , so 0 = x(0) = − b

a 2 +c^ and^ x(t) =^ u(t)(

1 t−

a (1−e

−bt/a )). b b^2

b b^2

If b = 0 then ax˙ = t, which has general solution x(t) = 2

1 a

t

2

  • c. 0 = x(0) = c, so

x(t) = u(t) 2

1 a

t

2 .

t t 1 1

(ii) [6] If b �= 0: w(t) ∗ t =

0 a

e

−b(t−τ )/a τ dτ = a

e

−bt/a

0

e

bτ /a τ dτ. Do this by parts:

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� �^ t

u = τ , du = dτ , dv = e

bτ /a dτ , v =

a b

e

bτ /a , w(t) ∗ t = a

e

−bt/a τ

a

b

e

bτ /a �

t

0

0

a

b

e

bτ /a dτ =

a

1 e

−tb/a t

a b

e

bt/a a b^2

2 (e

bt/a − 1) =

1 b

t − b

a 2 (1^ −^ e

−bt/a − ).

t 1 1 t

2

If b = 0, w(t) ∗ t = τ dτ =.

0 a a 2

1 A B C

(iii) [6] ax˙ +bx = t has Laplace transform asX+bX =

1 s^2 ,^ so^ X^ =^ =^ +^ + s 2 (as + b) s s 2 as + b

Coverup: Multiply by s

2 and set s = 0 to get B =

1

. Multiply by as + b and set s = −

b b a 2

to get C =

a b^2

. Here’s a clean way to get A: multiply through by s and then take s very

a/b

2 1 /b a/b

2

large in size. You find 0 = A +

C a

, or A = − b

a 2.^ So^ X^ =^ −^ s

s

2

s + b/a

, which

is the Laplace transform of x = −

a

1 t + b

a 2 e

−bt/a . b^2 b

If b = 0, ax˙ = t has Laplace transform asX = so X = , and x = u(t)

1 1 t

2

2 3 a^2 s a s

  1. (a) [6] w(t) has Laplace transform W (s) =

3 s

2

  • 6s + 6

3 (s + 1)

2

  • 1

. L[sin t] =

1 , so by s-shift w(t) =

1 u(t)e

−t sin t. s^2 +1 3

(b) [14] W (s) =. To use partial fractions we need to factor s

4

  • 1, which is to say s

4

  • 1

we need to find its roots. They are the fourth roots of −1, which are r, r, −r, and −r where

1 1 a b c d

r = √

1

2

(1+i). Now s

4

  • 1

(s − r)(s − r)(s + r)(s + r)

s − r

s − r

s + r

s + r

Coverup or cross-multiplication will lead to the coefficients. This is not pretty, and (per

the web) I don’t expect more.

[What I intended to ask was for the weight function for D

4 −I. Now the roots are ± 1 and

1 a b c d

±i, so we can write = + + +. Coverup gives easily a =

s 4 s + 1 s + i 1 i i b = 4

, c = 4

, d = − 4

. So

w

(t)

s

=

u

(t)

1 4

(e

t

  • e

−t

s

ie

i it − ie

−it ) = u(t)

1 2

(sinh(t) − sin(t)).

I apologize for the mistake.]

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