4.6.27Ordinary Differential Equations

Properties — linearity, first - second shift theorems, scaling

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1. Linearity

WHY it's true (derive from scratch): The Laplace transform is an integral, and integration is linear.

L{af+bg}=0est(af(t)+bg(t))dt=a0estfdtF(s)+b0estgdtG(s).\mathcal{L}\{af+bg\}=\int_0^\infty e^{-st}\big(af(t)+bg(t)\big)\,dt =a\underbrace{\int_0^\infty e^{-st}f\,dt}_{F(s)}+b\underbrace{\int_0^\infty e^{-st}g\,dt}_{G(s)}.

Why this step? Pull constants out and split the sum — both are legal because the integral operator is linear. Done.


2. First Shift Theorem (s-shift / "frequency shift")

WHY / HOW (derive):

L{eatf(t)}=0esteatf(t)dt=0e(sa)tf(t)dt.\mathcal{L}\{e^{at}f(t)\}=\int_0^\infty e^{-st}e^{at}f(t)\,dt =\int_0^\infty e^{-(s-a)t}f(t)\,dt.

Why this step? Combine the exponentials: esteat=e(sa)te^{-st}e^{at}=e^{-(s-a)t}. Now this integral is exactly the definition of FF but with ss replaced by sas-a. Hence F(sa)F(s-a).


3. Second Shift Theorem (t-shift / Heaviside delay)

WHY / HOW (derive):

L{f(ta)u(ta)}=0estf(ta)u(ta)dt=aestf(ta)dt.\mathcal{L}\{f(t-a)u(t-a)\}=\int_0^\infty e^{-st}f(t-a)u(t-a)\,dt =\int_a^\infty e^{-st}f(t-a)\,dt.

Why this step? The step function kills everything below t=at=a, so the integral starts at aa. Now substitute τ=ta\tau=t-a (so t=τ+at=\tau+a, dt=dτdt=d\tau, limits 00\to\infty):

=0es(τ+a)f(τ)dτ=eas0esτf(τ)dτ=easF(s).=\int_0^\infty e^{-s(\tau+a)}f(\tau)\,d\tau=e^{-as}\int_0^\infty e^{-s\tau}f(\tau)\,d\tau=e^{-as}F(s).

Why this step? The substitution rewrites the delayed ff as the original ff times the factor ease^{-as} pulled outside.

Figure — Properties — linearity, first - second shift theorems, scaling

4. Scaling (time scaling)

WHY / HOW (derive):

L{f(ct)}=0estf(ct)dt.\mathcal{L}\{f(ct)\}=\int_0^\infty e^{-st}f(ct)\,dt.

Substitute τ=ct\tau=ct (t=τ/ct=\tau/c, dt=dτ/cdt=d\tau/c, limits unchanged since c>0c>0):

=0esτ/cf(τ)dτc=1c0e(s/c)τf(τ)dτ=1cF ⁣(sc).=\int_0^\infty e^{-s\tau/c}f(\tau)\,\frac{d\tau}{c}=\frac1c\int_0^\infty e^{-(s/c)\tau}f(\tau)\,d\tau=\frac1c F\!\left(\frac sc\right).

Why this step? Squeezing time by cc stretches the ss-axis by 1/c1/c and rescales amplitude by 1/c1/c — a reciprocal trade-off, just like Fourier.


Forecast-then-Verify drill

Recall Predict before peeking:

L{ett3}=?\mathcal{L}\{e^{-t}t^3\}=? Forecast: L{t3}=3!s4=6s4\mathcal{L}\{t^3\}=\dfrac{3!}{s^4}=\dfrac{6}{s^4}. First shift with a=1a=-1ss+1s\to s+1. Verify: 6(s+1)4\dfrac{6}{(s+1)^4}. ✔


Common mistakes (Steel-manned)


Flashcards

Statement of linearity of Laplace transform
L{af+bg}=aF(s)+bG(s)\mathcal{L}\{af+bg\}=aF(s)+bG(s); true because integration is linear.
First shift theorem
L{eatf(t)}=F(sa)\mathcal{L}\{e^{at}f(t)\}=F(s-a) — multiply by eate^{at} in time ⇒ replace ss by sas-a.
Second shift theorem
L{f(ta)u(ta)}=easF(s)\mathcal{L}\{f(t-a)u(t-a)\}=e^{-as}F(s) — delay by aa ⇒ multiply transform by ease^{-as}.
Scaling property
L{f(ct)}=1cF(s/c)\mathcal{L}\{f(ct)\}=\frac1c F(s/c) for c>0c>0.
Why does the second shift need a unit step?
u(ta)u(t-a) makes the integral start at t=at=a, enabling substitution τ=ta\tau=t-a to factor out ease^{-as}.
L{e3tcos2t}\mathcal{L}\{e^{3t}\cos 2t\}
s3(s3)2+4\dfrac{s-3}{(s-3)^2+4}.
Key difference between first and second shift
First shifts in ss-domain (F(sa)F(s-a)); second tags a delay in tt-domain (easF(s)e^{-as}F(s)).
L{(t2)2u(t2)}\mathcal{L}\{(t-2)^2u(t-2)\}
e2s2s3e^{-2s}\cdot\frac{2}{s^3}.

Recall Feynman: explain to a 12-year-old

Imagine a machine that turns wiggly time-pictures into simple s-recipes. Linearity: if you add two pictures, the machine just adds their recipes. First shift: if you make a picture grow with eate^{at}, the recipe just slides sideways. Second shift: if you start a picture late by aa seconds, the recipe is the same but wears a sticker ease^{-as} saying "I came late." Scaling: if you fast-forward the picture, the recipe stretches the other way and shrinks a bit. No re-integrating needed — just remember the four tricks.

Connections

Concept Map

is linear operator

combine exponentials

step limits + substitute tau

shortcuts avoid

scale and split terms

multiply by e^at gives F of s-a

substitute s to s-a

delay by unit step u of t-a

build table entries

build table entries

build table entries

no re-integration needed

Laplace transform integral

Linearity

First Shift Theorem

Second Shift Theorem

Turn ODEs into algebra

L of 3 sin2t - 4

s-domain shift

L of e^3t cos2t

e^-as F of s

Laplace tables

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Dekho, Laplace transform ek machine hai jo time-domain ke functions ko ss-domain ke algebra mein badal deti hai. Har baar integral karna mushkil hai, isliye ye chaar properties — linearity, first shift, second shift, scaling — shortcuts hain. Inse 80% table-entries banti hain bina naya integral kiye.

Linearity simple hai: integration linear hota hai, isliye L{af+bg}=aF+bG\mathcal{L}\{af+bg\}=aF+bG. Add karo, scale karo, alag-alag handle karo. First shift mein agar time mein eate^{at} se multiply karo, to ss-domain mein bas ssas\to s-a kar do — function side mein khisak jaata hai. Yaad rakho: e3tcos2te^{3t}\cos 2t ke liye cos2t\cos 2t ka transform lo aur har ss ko s3s-3 se replace kar do.

Second shift thoda alag hai — yahan function ko late start karaate hain unit step u(ta)u(t-a) ke saath. Tab shape same rehta hai par transform pe ek sticker ease^{-as} lag jaata hai. Important trick: function ko poori tarah (ta)(t-a) ke form mein likhna padta hai, warna rule galat lagega. Scaling mein f(ct)f(ct) ka transform 1cF(s/c)\frac1c F(s/c) hota hai — 1c\frac1c bhoolna mat, woh substitution ke Jacobian se aata hai.

Sabse common galti: pehla aur doosra shift mix karna. Dono mein exponential dikhta hai, isliye confusion hoti hai. Bas yaad rakho — first shift = ss shift (F(sa)F(s-a)), second shift = ease^{-as} tag with delay. Mnemonic "L-Eat-Late-Squeeze" se sab order mein aa jaata hai.

Go deeper — visual, from zero

Test yourself — Ordinary Differential Equations

Connections