MA 201: Lecture - 20

Laplace Transform (Contd.)

MA201(2017):PDE
Inverse Laplace transform by method of residue

If s is considered as complex, then the inverse Laplace

transform F (t) of f (s) is given by
Z a+i
1
F (t) = f (s)e st ds,
2i ai

where the integration is along Re(s) = a is a vertical line.

We can use the method of residues to find inverse Laplace
transform.

MA201(2017):PDE
Inverse Laplace transform by method of residue
The following theorem is to be used for evaluating inverse Laplace
transform.
Theorem
If the Laplace transform f (s) of F (t) is an analytic function of s, except at a
finite number of singular points-the poles-each of which lies to the left of the
vertical line Re(s) = a and if sf (s) is bounded as s approaches infinity
through the half-plane Re(s) a, then
Z a+i
1
L1 {f (s)} = f (s)e st ds
2i ai
X
= Residues of f (s)e st at all poles
= R1 + R2 + R3 + (1)

where
limsak {(s ak )f (s)e st },

k = 1, 2, . . . , n; ak simple pole
Rk = dr
limsak r1! ds r {(s ak )r +1 f (s)e st }, a multiple pole of order r + 1.
k
(2)

MA201(2017):PDE
Example : Evaluate

s2 s + 3
 
L1 .
s + 6s 2 + 11s + 6
3

Solution : We can see that lim sf (s) = 1 which is bounded. The poles
s
are found to be s = 1, 2, 3 which are all simple poles. In order to
evaluate the inverse Laplace transform using (2), we need to calculate
the residues of the function due to the poles. We get

5
R1 = (residue at s = 1) = e t ,
2
R2 = (residue at s = 2) = 9e 2t ,
15
R3 = (residue at s = 3) = e 3t .
2
Therefore
s2 s + 3
 
5 15
L1 = e t 9e 2t + e 3t .
s 3 + 6s 2 + 11s + 6 2 2

MA201(2017):PDE
 Example: Evaluate
 
1
L1 .
(s + 1)(s 2)2

Solution E: Here s = 1 is a simple pole whereas s = 2 is a double pole.

e t
R1 = (residue at s = 1) = ,
9
t 1
R2 = (residue at s = 2) = ( )e 2t
3 9
Therefore
e t
 
1 t 1
L1 = + ( )e 2t .
(s + 1)(s 2)2 9 3 9

MA201(2017):PDE
Application of Laplace transform in solving PDEs
The Laplace transform of a function u(x, t) with respect to t is defined
as Z
L{u(x, t)} = u(x, s) = e st u(x, t) dt. (3)
0
The Laplace transforms of the partial derivatives
2 2
u(x, t), u(x, t), u(x, t), u(x, t) are as follows:
t x t 2 x 2
 

L u(x, t) = s u(x, s) u(x, 0), (4)
t
 
d
L u(x, t) = u(x, s), (5)
x dx
 2 

L u(x, t) = s 2 u(x, s) su(x, 0) ut (x, 0), (6)
t 2
 2
d2


L u(x, t) = u(x, s). (7)
x 2 dx 2

MA201(2017):PDE
Example: (First order PDE) Find a bounded solution of the
following problem
u u
=2 +u subject to u(x, 0) = 6 e 3x , x > 0, t > 0.
x t
Solution : Taking Laplace transform on both sides of the
given PDE and using the initial condition,

d u
(2s + 1)u = 12e 3x .
dx
After finding the integrating factor,
6
u(x, s) = e 3x + C e (2s+1)x .
s +2

MA201(2017):PDE
Now u(x, t) should be bounded when x, t .
Note that limt0 u(x, t) = lims s u(x, s).
Thus boundedness of u(x, t) at t = 0 implies that s u(x, s)
should also be bounded as s and we take C = 0.

6
u(x, s) = e 3x .
s +2
Taking the inverse transform

u(x, t) = 6e (2t+3x) .

MA201(2017):PDE
Example: (Second order PDE: Heat Equation) Consider the
following one-dimensional heat conduction equation
u 2u
= , 0 < x < 1, t > 0
t x 2
subject to the following conditions:
u(0, t) = 1, u(1, t) = 1, t > 0; u(x, 0) = 1+sin x, 0 < x < 1.
Solution : Taking Laplace transform on both sides and
applying the given initial condition,

d2
u(x, s) s u(x, s) = (1 + sin x).
dx 2
The complementary function and the particular integral of the
above equation can be derived as

uc (x, s) = Ae sx + Be sx
,
1 sin x
up (x, s) = + ,
s s + 2
MA201(2017):PDE
Now as u(x, s) = uc (x, s) + up (x, s), we get
1 sin x
u(x, s) = Ae sx
+ Be sx
+ + . (8)
s s + 2
Convert the boundary conditions in u(x, t) to boundary conditions in
1
u(x, s): u(0, t) = 1 u(0, s) = ,
s
1
u(1, t) = 1 u(1, s) =
s.
Using these in (8)

1 1
= A+B + A + B = 0,
s s
1 1
= Ae s
+ Be s + Ae s + Be s = 0.
s s
Both these conditions together imply A = 0 = B.

1 sin x
u(x, s) =
+ . (9)
s s + 2
Solution is obtained by taking the inverse
2
u(x, t) = 1 + e t sin x. (10)

MA201(2017):PDE
Example : (Second order PDE-Wave equation)
 x 
Utt = c 2 Uxx + sin sin(at), 0 < x < L, t > 0, a R is a constant
L
U(0, t) = 0, U(L, t) = 0, t > 0,
U(x, 0) = 0, Ut (x, 0) = 0, 0 < x < L.

Taking Laplace transform on the equation, it gets reduced to

d2 s2 a sin(x/L)
2
u(x, s) 2
u(x, s) = 2 2
dx c c (s + a2 )

the solution of which can be obtained as

s s a sin(x/L)
u(x, s) = A(s)e c x + B(s)e c x +
c 2 (s 2 + a2 )( s 22 + 2
)
c L2

which can be simplified to

!
s
x cs x a sin(x/L) 1 1
u(x, s) = A(s)e c + B(s)e + 2 2 2 2
2 2
( c L2 a2 ) s +a s + c L2
2

MA201(2017):PDE
Taking transforms on the boundary conditions

u(0, s) = 0, u(L, s) = 0

A(s) = 0 = B(s)
Reducing u(x, s) simply to
!
L2 a 1 1
u(x, s) = 2 2 2 2 sin(x/L)
c a2 L2 2
s +a 2
s 2 + c L2
Inverting
L2 a
 
1 L ct
U(x, t) = 2 2 sin at sin( ) sin(x/L)
c a2 L2 a c L
That is
L2
 
La ct
U(x, t) = sin at sin( ) sin(x/L)
c 2 2 a2 L2 c L

MA201(2017):PDE