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Oct 27
We learnd Laplace transformation, which can be used to solve diff eq.
Let f(t) be a function defined for t>0, and we recall the following
F(p)=[LT(f)](p)=∫0∞f(t)e−ptdt.
and the inverse Laplace transformation is
f(t)=(1/2πi)∫c−i∞c+i∞F(p)eptdp.
for c≫1.
For derivatives, we have
LT(Df)=pLT(f)−f(0)=pF(p)−f(0).
and we can repeatedly use it to get
LT(DDf)=pLT(Df)−Df(0)=p(pLT(f)−f(0))−Df(0)=p2F(p)−pf(0)−f′(0).
Example
solve equation
(D−1)(D−2)f(t)=0
with condition f(0)=0,f′(0)=1.
We may apply Laplace transform to the equation and get
LT[(D2−3D+2)f]=0
which says
p2F(p)−pf(0)−f′(0)−3[pF(p)−f(0)]+2F(p)=0
plug in the initial condition for f(0),f′(0), we get
F(p)[p2−3p+2]=1
thus
F(p)=1/(p2−3p+2)=(p−1)(p−2)1
Now we can either look up the inverse Laplace transformation table, or do the inverse Laplace transformation integral, to get
f(t)=(1/2πi)∫c−i∞c+i∞F(p)eptdp=p∑Resp(F(p)ept)
we have two poles,
one is at
p=1, with residue
e1t/(1−2)=−et and
another at
p=2 with residue
e2t/(2−1)=e2t
so the answer is
f(t)=e2t−et.
We may check that they indeed satisfies the initial condition.
Inhomogenous term