Laplace Transforms — Question 6

PDF ↗

Question 6

A variable coefficient makes the transform satisfy a differential equation. Seek a real-analytic solution at t=0t=0 of ty‴+3y″+ty′+y=0,y(0)=1,y′(0)=0,t y'''+3y''+t y'+y=0,\qquad y(0)=1,\quad y'(0)=0, for t≥0t\geq 0, with a Laplace transform. A third initial value is not specified.

Tasks

  1. Determine the only compatible value of y″(0)y''(0). Explain why the usual three-free-data theorem for a regular third-order equation does not apply at the origin.

  2. Use ℒ{tf(t)}=−F′(s)\mathcal L\{tf(t)\}=-F'(s) to derive and solve an equation for Y(s)Y(s) on real s>0s>0. Fix the integration constant from the behavior as s→∞s\to\infty.

  3. Invert the result by writing it as an integral of elementary cosine transforms. Extend the answer to t=0t=0 and verify the original differential equation.

  4. Derive the power-series coefficient recurrence and prove uniqueness among analytic solutions with the prescribed data. Check the first three terms of the large-ss expansion of YY against the initial derivatives.

Original worksheet page 1: question and worked solution for 7-5-006
Show solutionHide solution

Question 6 – Solution

Strategy. Use the singular-endpoint constraint before transforming; the transform’s boundary condition replaces its integration constant.

Step 1: Enforce compatibility. At t=0t=0, continuity of the equation gives 3y″(0)+1=03y''(0)+1=0, so y″(0)=−1/3\boxed{y''(0)=-1/3}. The leading coefficient tt vanishes at the origin; normalizing by it would produce singular coefficients there.

Step 2: Transform carefully. Writing c=y″(0)c=y''(0), the four transforms are −dds(s3Y−s2−c),3(s2Y−s),−dds(sY−1),Y.-\frac{d}{ds}(s^3Y-s^2-c),\quad 3(s^2Y-s),\quad -\frac{d}{ds}(sY-1),\quad Y. Their sum is −(s3+s)Y′−s=0-(s^3+s)Y'-s=0. Thus Y′=−1/(1+s2)Y'=-1/(1+s^2) for s>0s>0. Because the transform of a continuous exponential-order function tends to zero as s→∞s\to\infty, the constant is fixed: Y(s)=∫s∞dv1+v2=arctan⁡(1/s),s>0.\boxed{Y(s)=\int_s^\infty\frac{dv}{1+v^2}=\arctan(1/s),\qquad s>0.}

Step 3: Invert an integral representation. Since Y(s)=∫01s/(s2+u2)duY(s)=\int_0^1 s/(s^2+u^2)\,du, absolute convergence for Re⁡s>0\operatorname{Re}s>0 permits interchange of integrals. Therefore y(t)=∫01cos⁡(ut)du=sin⁡tt(t>0),y(0)=1.\boxed{y(t)=\int_0^1\cos(ut)\,du=\frac{\sin t}{t}\ (t>0),\qquad y(0)=1.} For t>0t>0, this function satisfies ty″+2y′+ty=0t y''+2y'+t y=0. Differentiating gives the required third-order equation; its analytic extension satisfies the equation at zero too.

Step 4: Prove analytic uniqueness. For y=∑n≥0cntny=\sum_{n\geq 0}c_nt^n, coefficient matching gives (n+1)((n+2)(n+3)cn+2+cn)=0(n≥0).(n+1)\bigl((n+2)(n+3)c_{n+2}+c_n\bigr)=0\quad(n\geq 0). The seeds c0=1,c1=0c_0=1,c_1=0 uniquely give c2k=(−1)k/(2k+1)!c_{2k}=(-1)^k/(2k+1)! and c2k+1=0c_{2k+1}=0, an everywhere convergent series. Ordinary uniqueness on t>0t>0 extends local uniqueness to the whole positive axis. Finally Y=s−1−(3s3)−1+(5s5)−1+O(s−7)Y=s^{-1}-(3s^3)^{-1}+(5s^5)^{-1}+O(s^{-7}), agreeing with y(0)=1y(0)=1, y″(0)=−1/3y''(0)=-1/3, and y(4)(0)=1/5y^{(4)}(0)=1/5 in Y∼∑y(j)(0)/sj+1Y\sim\sum y^{(j)}(0)/s^{j+1}.

Original worksheet page 2: question and worked solution for 7-5-006

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