Laplace transform of partial derivatives.

Applications
of the Laplace transform in solving partial differential
equations.


Laplace transform of partial derivatives.


Theorem 1. Given the function U(x, t) defined for a x b, t > 0. Let the Laplace transform of U(x, t) be





We then have the following:


1. Laplace transform of U/t. The Laplace transform of U/t is given by





Proof




2. Laplace transform of U/x. The Laplace transform of U/x is given by





Proof




3. Laplace transform of
2
U/t
2
. The Laplace transform of U
2
/t
2
is given by






where






Proof




4. Laplace transform of
2
U/x
2
. The Laplace transform of U
2
/x
2
is given by










Extensions of the above formulas are easily made.




Example 1. Solve





which is bounded for x > 0, t > 0.


Solution. Taking the Laplace transform of both sides of the equation with respect to t, we obtain





Rearranging and substituting in the boundary condition U(x, 0) = 6e
-3x
, we get





Note that taking the Laplace transform has transformed the partial differential equation into an ordinary differential
equation.


To solve 1) multiply both sides by the integrating factor





This gives





which can be written





Integration gives





or





Now because U(x, t) must be bounded as x , we must have u(x, s) also bounded as x . Thus we must
choose c = 0. So





and taking the inverse, we obtain








Example 2. Solve






with the boundary conditions


U(x, 0) = 3 sin 2x
U(0, t) = 0
U(1, t) = 0


where 0 < x < 1, t > 0.


Solution. Taking the Laplace transform of both sides of the equation with respect to t, we obtain





Substituting in the value of U(x, 0) and rearranging, we get





where u = u(x, s) = L[U(x, t]. The general solution of 1) is






We now wish to determine the values of c
1
and c
2
. Taking the Laplace transform of those boundary conditions that
involve t, we obtain

3) L[U(0, t)] = u(0, s) = 0

4) L[U(1, t)] = u(1, s) = 0


Using condition 3) [u(0, s) = 0] in 2) gives


5) c
1
+ c
2
= 0


Using condition 4) [u(1, s) = 0] in 2) gives





From 5) and 6) we find c
1
=0, c
2
= 0. Thus 2) becomes





Inversion gives








For more examples see Murray R. Spiegel. Laplace Transforms. (Schaum). Chap. 3, 8.