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Laplace transform applied to differential equations
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Laplace transform applied to differential equations : ウィキペディア英語版
Laplace transform applied to differential equations
The Laplace transform is a powerful integral transform used to switch a function from the time domain to the s-domain. The Laplace transform can be used in some cases to solve linear differential equations with given initial conditions.
First consider the following property of the Laplace transform:
:\mathcal\=s\mathcal\-f(0)
:\mathcal\=s^2\mathcal\-sf(0)-f'(0)
One can prove by induction that
:\mathcal\=s^n\mathcal\-\sum_^s^f^(0)
Now we consider the following differential equation:
:\sum_^a_if^(t)=\phi(t)
with given initial conditions
:f^(0)=c_i
Using the linearity of the Laplace transform it is equivalent to rewrite the equation as
:\sum_^a_i\mathcal\=\mathcal\
obtaining
:\mathcal\\sum_^a_is^i-\sum_^\sum_^a_is^f^(0)=\mathcal\
Solving the equation for \mathcal\ and substituting f^(0) with c_i one obtains
:\mathcal\=\frac+\sum_^\sum_^a_is^c_}a_is^i}
The solution for ''f''(''t'') is obtained by applying the inverse Laplace transform to \mathcal\.
Note that if the initial conditions are all zero, i.e.
:f^(0)=c_i=0\quad\forall i\in\
then the formula simplifies to
:f(t)=\mathcal^\left\\over\sum_^a_is^i}\right\}
==An example==
We want to solve
:f''(t)+4f(t)=\sin(2t)
with initial conditions ''f''(0) = 0 and ''f′''(0)=0.
We note that
:\phi(t)=\sin(2t)
and we get
:\mathcal\=\frac
The equation is then equivalent to
:s^2\mathcal\-sf(0)-f'(0)+4\mathcal\=\mathcal\
We deduce
:\mathcal\=\frac
Now we apply the Laplace inverse transform to get
:f(t)=\frac\sin(2t)-\frac\cos(2t)

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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