Laplace Transforms — Question 5

PDF ↗

Question 5

For real ss, write ℒ{f}(s)=F(s)=∫0∞e−stf(t)dt\mathcal L\{f\}(s)=F(s)=\int_0^\infty e^{-st}f(t)\,dt where the integral converges.

Let f(t)=e−t(1+t)f(t)=e^{-t}(1+t). A student claims that the second derivative has transform s2F(s)s^2F(s), without any initial terms.

Tasks

  1. Derive the first- and second-derivative transform formulas using integration by parts on a finite interval before taking the limit.

  2. Compute F(s)F(s), f′(t)f'(t) and f″(t)f''(t), and obtain their transforms explicitly.

  3. Identify the omitted term in the student’s claim and verify the corrected result independently from the expression for f″f''.

  4. Evaluate the transforms of f′f' and f″f'' at s=0s=0 and check them using endpoint differences. Explain how a nonzero second derivative can have zero total signed integral.

Original worksheet page 1: question and worked solution for 4-2-005
Show solutionHide solution

Question 5 – Solution

Strategy. Differentiation in time creates boundary terms. Keep them until the initial data and exponential decay have been used.

Step 1: Retain the boundaries. Integration by parts on [0,R][0,R] gives ∫0Re−stf′(t)dt=e−sRf(R)−f(0)+s∫0Re−stf(t)dt.\int_0^R e^{-st}f'(t)\,dt=e^{-sR}f(R)-f(0)+s\int_0^R e^{-st}f(t)\,dt. Repeating for f″f'' and then taking R→∞R\to\infty yields ℒ{f′}=sF−f(0),ℒ{f″}=s2F−sf(0)−f′(0),\mathcal L\{f'\}=sF-f(0),\qquad \mathcal L\{f''\}=s^2F-sf(0)-f'(0), provided the upper boundary terms vanish. Here they do for every s>−1s>-1, since f,f′f,f' are polynomials times e−te^{-t}.

Step 2: Compute the functions and transforms. Using elementary exponential integrals, F(s)=1s+1+1(s+1)2=s+2(s+1)2.F(s)=\frac 1{s+1}+\frac 1{(s+1)^2}=\frac{s+2}{(s+1)^2}. Direct differentiation gives f′=−te−tf'=-te^{-t} and f″=(t−1)e−tf''=(t-1)e^{-t}, with f(0)=1f(0)=1 and f′(0)=0f'(0)=0. Hence ℒ{f′}=−1(s+1)2,ℒ{f″}=−s(s+1)2,s>−1.\boxed{\mathcal L\{f'\}=-\frac 1{(s+1)^2},\qquad \mathcal L\{f''\}=-\frac{s}{(s+1)^2},\quad s>-1.} These intervals are exact: at or below −1-1, the resulting polynomial or growing exponential tails do not have convergent improper integrals.

Step 3: Repair and check the claim. The omitted initial contribution is −sf(0)−f′(0)=−s-sf(0)-f'(0)=-s. Thus the corrected expression is s2F−s=−s/(s+1)2s^2F-s=-s/(s+1)^2. Independently, transforming (t−1)e−t(t-1)e^{-t} gives 1(s+1)2−1s+1=−s(s+1)2.\frac 1{(s+1)^2}-\frac 1{s+1}=-\frac{s}{(s+1)^2}. This agreement verifies both the boundary terms and the algebra.

Step 4: Check zero-parameter integrals. At zero, the first-derivative transform equals −1-1, consistent with ∫0∞f′=f(∞)−f(0)=0−1\int_0^\infty f'=f(\infty)-f(0)=0-1. The second-derivative transform is zero, consistent with ∫0∞f″=f′(∞)−f′(0)=0\int_0^\infty f''=f'(\infty)-f'(0)=0. The function f″f'' is negative before t=1t=1 and positive afterward; its two signed contributions cancel. Zero integral is not the same as a zero function.

Original worksheet page 2: question and worked solution for 4-2-005

Original worksheet layout. Use Enlarge or open the PDF for a closer view.