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Chapter 1 The Laplace Transform: 1 Learning Outcomes
Chapter 1 The Laplace Transform: 1 Learning Outcomes
The integral is called improper as the one of limits of the integral is infinity, which means that the
limit of the indefinite as the integral tends to infinity must be evaluated.
∞ 𝑘
∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = lim (∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡) 3.2
0 𝑘→∞ 0
Additionally, in order for some integrals to exist, it may be necessary to place some constraints on
the variable 𝑠, see Example 3.1 .
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MTCA4001 | Engineering Mathematics 2
Example 3.2
Find the Laplace Transform of the following functions:
(a) 𝟏
(b) 𝒆−𝒂𝒕
∞ ∞
(a) (b)
L{1} = ∫ 𝑒 −𝑠𝑡 × 1 𝑑𝑡 L{𝑒 −𝑎𝑡 } = ∫ 𝑒 −𝑠𝑡 𝑒 −𝑎𝑡 𝑑𝑡
0 0
𝑘 𝑘
= lim (∫ 𝑒 −𝑠𝑡 𝑑𝑡) = lim (∫ 𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡)
𝑘→∞ 0 𝑘→∞ 0
−𝑠𝑡 𝑘 −(𝑠+𝑎)𝑡 𝑘
𝑒 𝑒
= lim ( | ) = lim ( | )
𝑘→∞ −𝑠 𝑘→∞ −(𝑠 + 𝑎)
0 0
𝑒 −𝑠𝑘 𝑒 −𝑠×0 𝑒 −(𝑠+𝑎)𝑘 𝑒 −(𝑠+𝑎)×0
= lim ( − (− )) = lim ( − (− ))
𝑘→∞ −𝑠 𝑠 𝑘→∞ −(𝑠 + 𝑎) 𝑠+𝑎
1 1
=0+ = , 𝑠>0 1 1
𝑠 𝑠 =0+ = ,
(𝑠 + 𝑎) (𝑠 + 𝑎)
𝑠+𝑎 >0
MATLAB
Calculating the Laplace F (s) transform of a function f(t) is quite simple in Matlab. First you need to
specify that the variable t and s are symbolic ones. This is done with the command
>> syms t s % This is used to define symbolic function with t and s
variables
Some examples
syms x y
f = x^2;
laplace(f, x, y)
ans =
2/y^3
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MTCA4001 | Engineering Mathematics 2
ans =
1/(2 + y)
laplace(f)
ans =
1/(2 + s)
syms a t s
f=exp(-a*t);
F=laplace(f,t,s)
F=1/(a+s)
>> syms t s
>> f= f=1+2*t*exp(-3*t)+4*exp(-3*t);
>> F=laplace(f,t,s)
F =
4/(s + 3) + 2/(s + 3)^2 + 1/s
>> simplify(F)
ans =
(5*s^2 + 20*s + 9)/(s*(s + 3)^2)
>> pretty(ans)
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5 s + 20 s + 9
---------------
2
s (s + 3)
>>F2=laplace(1+2*t*exp(-3*t)+4*exp(-3*t))
These properties are useful to know in order to break complex functions into simpler elements in
order to calculate their Laplace Transform.
4.1 Linearity
The Laplace Transform is simply a definite integral, and so the properties of definite integrals also
apply to them. One of these properties is that of linearity. That the Laplace Transform is a linear
operator has two important consequences:
The Laplace Transform of the sum of two functions is equal to the sum of the Laplace
Transforms of the functions, and
Example 4.1
Use the linear properties of the Laplace Transform in order to transform the following functions:
(a) 𝟑
(b) 𝟓𝒆−𝒂𝒕 + 𝟒𝒆−𝒃𝒕
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(a) L{3} = 3 × L{1} (b) L{5𝑒 −𝑎𝑡 + 4𝑒 −𝑏𝑡 } = 5 × L{𝑒 −𝑎𝑡 } + 4 × L{𝑒 −𝑏𝑡 }
1 1 1
=3×( ) =5×( )+4×( )
𝑠 𝑠+𝑎 𝑠+𝑏
3 5 4
= , 𝑠>0 = + ,
𝑠 (𝑠 + 𝑎) (𝑠 + 𝑏)
𝑠 > −𝑎, 𝑠 > −𝑏
Example 4.2
∞
Given that L{𝒇(𝒕)} = 𝑭(𝒔) = ∫𝟎 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕, prove the First Shift Theorem:
L{𝒆−𝒂𝒕 𝒇(𝒕)} = 𝑭(𝒔 + 𝒂)
∞
L{𝒆−𝒂𝒕 𝒇(𝒕)} = ∫ 𝒆−𝒂𝒕 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕
𝟎
∞
= ∫ 𝒆−𝒔𝒕−𝒂𝒕 𝒇(𝒕)𝒅𝒕
𝟎
∞
= ∫ 𝒆−(𝒔+𝒂)𝒕 𝒇(𝒕)𝒅𝒕
𝟎
= 𝑭(𝒔 + 𝒂)
Ex 4.2(a)
L{𝑒 −4𝑡 𝑡 6 } =?
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Ex 4.2(b)
Find the Laplace transform of the function 𝒇(𝒕) = (𝒕 + 𝟏)𝟐 𝒆𝒕
𝟐! 𝟏! 𝟏
= + + 𝒇𝒓𝒐𝒎 𝒕𝒂𝒃𝒍𝒆
𝒔𝟑 𝒔𝟐 𝒔
So,
𝟐 𝟏 𝟏
L{(𝒕 + 𝟏)𝟐 𝒆𝒕 } = 𝟑
+ 𝟐
+
(𝒔 − 𝟏) (𝒔 − 𝟏) (𝒔 − 𝟏)
Additionally, the function is scaled by the time-shifted Heaviside step function 𝑢(𝑡 − 𝑑), which is
utilized to simply zero the function appropriately.
1, 𝑡≥0
𝑢(𝑡) = { 4.5
0, 𝑡<0
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Proof:
∞
L{𝒖(𝒕 − 𝒂)𝒈(𝒕 − 𝒂)} = ∫ 𝒆−𝒔𝒕 𝒖(𝒕 − 𝒂)𝒈(𝒕 − 𝒂)𝒅𝒕
𝟎
𝒂 𝒂 ∞
−𝒔𝒕
𝟏
= ∫ 𝟎𝒅𝒕 + ∫ 𝒆 𝒈(𝟎)𝒅𝒕 + ∫ 𝒆−𝒔𝒕 𝟏𝒈(𝒕 − 𝒂)𝒅𝒕
𝟎 𝒂 𝟐 𝒂
∞
= 𝟎 + 𝟎 + ∫ 𝒆−𝒔𝒕 𝟏𝒈(𝒕 − 𝒂)𝒅𝒕
𝒂
Let 𝒒 = 𝒕 − 𝒂
𝒅𝒒 = 𝒅𝒕
∞
= ∫ 𝒆−𝒔(𝒒+𝒂) 𝒈(𝒒)𝒅𝒒
𝟎
∞
−𝒔𝒂
=𝒆 ∫ 𝒆−𝒔𝒒 𝒈(𝒒)𝒅𝒒
𝟎
= 𝒆−𝒔𝒂 𝑮(𝒔)
Proof:
L[ f (t a )u (t a )] f (t a )e st
a
0
f ( x)e s ( x a ) dx e as f ( x)e sx dx
0
Example:
Determine the Laplace transform of
𝒖(𝒕 − 𝟒)(𝒕 − 𝟒)
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𝟏
L{𝒖(𝒕 − 𝟒)(𝒕 − 𝟒) } = 𝒆−𝟒𝒔
𝒔𝟐
MATLAB
In MATLAB, dirac(t) represents the Dirac delta function of t [(t)]. And, heaviside(t) is used to
present the unit step (u(t)) function of t.
To represent any constant term in the function, heaviside(t) should be used during Laplace
transform. We know from the table that L{1}=1/s and L{(t)}=1.
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>> laplace(dirac(t))
ans =
>> laplace(heaviside(t))
ans =
1/s
ans =
Example 5.1
Find the Laplace Transform of the following function.
𝒕
𝟏𝟎𝒆−𝟓𝒕 𝐬𝐢𝐧
𝟐
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𝑡
L {10𝑒 −5𝑡 sin }
2
Applying these results together allows us to find the final answer to the original problem:
𝑡 20
L {10𝑒 −5𝑡 sin } =
2 4(𝑠 + 5)2 + 1
20
= 2
4(𝑠 + 10𝑠 + 25) + 1
20
= 2
4𝑠 + 40𝑠 + 101
Determining the Inverse Laplace Transform is not usually calculated typically done by consulting a
table and incorporating various properties. The key property is linearity:
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This allows us to break up complex Inverse Laplace Transform Problems into simpler constituent
problems, which we can manipulate to fit with our table and then solve.
Example 6.1
Determine the Inverse Laplace Transform of the following expression:
𝟑 𝟗𝒔 𝟏
𝑭(𝒔) = + 𝟐 +
𝒔 𝒔 +𝟒 𝒔−𝟐
In order to find a solution, we apply the Inverse Laplace Transform to both sides of the equation
and use the properties of linearity to break the problem up into smaller simpler pieces. We also
inspect the equation to see if some manipulating of the individual expression can lead us to more
closely match our table of Laplace Transforms.
−1 −1 3 9𝑠 1
L {𝐹(𝑠)} = L { + 2 + }
𝑠 𝑠 +4 𝑠−2
−1 1 −1 𝑠 −1 1
𝑓(𝑡) = 3L { } + 9L { 2 }+L { }
𝑠 𝑠 +4 𝑠−2
−1 1 −1 𝑠 −1 1
= 3L { } + 9L { 2 2 }+L { }
𝑠 𝑠 +2 𝑠−2
We now consult the table in order to transform these equations. We see there that:
1 𝑠 1
L{1} = L{cos 𝑏𝑡} = 2 2 L{𝑒 𝑎𝑡 } =
𝑠 𝑠 +𝑏 𝑠−𝑎
Thus:
𝑓(𝑡) = 3 + 9 cos 2𝑡 + 𝑒 2𝑡
Example 6.2
Determine the Inverse Laplace Transform of the following expression:
𝟗𝒔 𝟗
𝑮(𝒔) = 𝟐 + 𝟐
𝒔 + 𝟐𝟓 𝟕𝒔 + 𝟕
Similarly to the last problem, we apply the Inverse Laplace Transform to both sides of the
equation and use the properties of linearity to break the problem up into smaller simpler pieces.
𝟗𝒔 𝟗
L−𝟏 {𝑮(𝒔)} = L−𝟏 { + 𝟐 }
𝒔𝟐
+ 𝟐𝟓 𝟕𝒔 + 𝟕
−𝟏 𝒔 𝟗 −𝟏 𝟏
𝒈(𝒕) = 𝟗L { 𝟐 𝟐 }+ L { 𝟐 }
𝒔 +𝟓 𝟕 𝒔 + 𝟏𝟐
We now consult the table in order to transform these components. We see there that:
𝒔 𝑏
L{𝐜𝐨𝐬 𝒃𝒕} = L{sin 𝑏𝑡} =
𝒔𝟐 + 𝒃𝟐 𝑠2 + 𝑏2
Thus:
𝟗
𝒈(𝒕) = 𝟗 𝐜𝐨𝐬 𝟓𝒕 + 𝐬𝐢𝐧 𝒕
𝟕
Example 6.3
Determine the Inverse Laplace Transform of the following expression:
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𝟑
𝑯(𝒔) =
𝒔𝟐 + 𝟖𝒔 + 𝟐𝟓
In this problem, we will see that the denominator does not have an obvious corresponding entry
in the table. In order to find the inverse transform, we will be required to complete the square
and then to apply the First Shift Theorem in order to find the 𝒕-domain function we are seeking.
𝟑
L−𝟏 {𝑯(𝒔)} = L−𝟏 { }
𝒔𝟐 + 𝟖𝒔 + 𝟐𝟓
𝟑
𝒉(𝒕) = L−𝟏 { 𝟐 }
(𝒔 + 𝟖𝒔 + 𝟏𝟔) + 𝟗
−𝟏 𝟑
=L { }
(𝒔 + 𝟒)𝟐 + 𝟑𝟐
We now consult the table in order to transform these components and remember the First Shift
Theorem. We see there that:
𝒃
L{𝐬𝐢𝐧 𝒃𝒕} = L{𝑒 −𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 + 𝑎)
𝒔𝟐
+ 𝒃𝟐
Combining these results shows us that:
𝒃
L{𝒆−𝒂𝒕 𝐬𝐢𝐧 𝒃𝒕} =
(𝒔 + 𝒂)𝟐 + 𝒃𝟐
Thus:
𝒉(𝒕) = 𝒆−𝟒𝒕 𝐬𝐢𝐧 𝟑𝒕
MATLAB
ilaplace(F) returns the inverse Laplace transform of F using the default independent variable s for
the default transformation variable t.
>>syms t,s
>> F=1/(s-2);
>> ilaplace(F)
ans =
exp(2*t)
>> syms x s
>> F=1/(s-2);
>> ilaplace(F,x)
ans =
exp(2*x)
syms t s
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MTCA4001 | Engineering Mathematics 2
F=(1.25*s^2+2*s-5)/(s^3*(s^2-s)^2);
ft=ilaplace(F,t)
Ft=simplify(ft)
pretty(ft)
ft =
Ft =
2 3 4
53 exp(t) 23 t 7 t exp(t) 39 t 4 t 5 t
--------- - ---- - ---------- - ----- - ---- - ---- - 53/4
4 2 4 8 3 24
Example 6.4
Determine the Inverse Laplace Transform of the following expressions using Partial Fractions:
7s − 6
F(s) = 2
s −s−6
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At first glance this problem seems difficult to determine because it doesn’t fit with any of the
transforms of our table. However, we can see that by factorizing the denominator and separating
into partial fractions, we can find a straightforward solution.
7𝑠 − 6
𝐹(𝑠) =
𝑠2 − 𝑠 − 6
7𝑠 − 6
=
(𝑠 + 2)(𝑠 − 3)
𝐴 𝐵
= +
(𝑠 + 2) (𝑠 − 3)
7𝑠 − 6 𝐴(𝑠 − 3) + 𝐵(𝑠 + 2)
=
(𝑠 + 2)(𝑠 − 3) (𝑠 + 2)(𝑠 − 3)
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6.2 Derivatives
A formula for the Laplace Transform of the derivative of a function f'(t) can be derived using
Integration by Parts.
∞
L{𝑓′(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓′(𝑡)𝑑𝑡
0
∫ 𝑢 𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣 𝑑𝑢
The following example shows how this can be applied to a differential equation.
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Example 0.1
Express the following differential equation as an algebraic equation using the Laplace Transform.
𝒙′′ (𝒕) + 𝒙′(𝒕) + 𝒙(𝒕) = 𝟏
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In order to find a solution, we apply the Laplace Transform to both sides of the equation.
L{𝑥 ′′ (𝑡) + 𝑥′(𝑡) + 𝑥(𝑡)} = L{1}
1
L{𝑥 ′′ (𝑡)} + L{𝑥 ′ (𝑡)} + L{𝑥(𝑡)} =
𝑠
We use the results seen above to evaluate the Laplace Transform of the various derivatives and
function itself.
1
(𝑠 2 𝑋(𝑠) − 𝑠𝑥(0) − 𝑥′(0)) + (𝑠𝑋(𝑠) − 𝑥(0)) + 𝑋(𝑠) =
𝑠
The Laplace Transformation of the solution to the differential equation can then be stated in
terms of 𝑠 and the initial conditions 𝑥(0) and 𝑥 ′ (0) by simply solving this equation for 𝑋(𝑠):
1
𝑠 2 𝑋(𝑠) − 𝑠𝑥(0) − 𝑥′(0) + 𝑠𝑋(𝑠) − 𝑥(0) + 𝑋(𝑠) =
𝑠
2 ′ (0)
1
𝑠 𝑋(𝑠) + 𝑠𝑋(𝑠) + 𝑋(𝑠) = 𝑠𝑥(0) + 𝑥 + 𝑥(0) +
𝑠
2 ′ (0)
𝑠 𝑥(0) + 𝑠𝑥 + 𝑠𝑥(0) + 1
𝑋(𝑠)(𝑠 2 + 𝑠 + 1) =
𝑠
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MATLAB
Laplace transform of differentiation
The Laplace transform of a function is related to the Laplace transform of its derivative:
syms f(t) s
laplace(diff(f(t), t), t, s)
ans =
s*laplace(f(t), t, s) - f(0)
Or,
laplace(diff(sym('f(t)')))
ans =
s*laplace(f(t), t, s) - f(0)
ans =
12*s*(s*laplace(y(t),t,s)-y(0))-12*D(y)(0)
6.3 Integrals
Similarly, the Laplace Transform of the integral of a function with limits from 0 to 𝑡 can be written:
𝑡
1
L {∫ 𝑓(𝑡)𝑑𝑡} = 𝐹(𝑠) 0.3
0 𝑠
Using these tools, we can see that solving certain differential equations is made much easier – the
process of solving them is the same as algebraic equations – however, we do not yet have the tools
to revert the equation back to a function of 𝑡 – the solution is expressed as a function of 𝑠. This
technique we introduce in the next section.
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1. Transform the differential equation using the Laplace Transform. (This step also included
initial conditions due to the Laplace Transform of a derivative, Equation 0.2.)
2. Solve the equation using algebraic rules for the function to be known.
3. Transform the 𝑠-variable solution back to the 𝑡-domain via the Inverse Laplace Transform.
Example 7.1
Solve the following differential equation using the Laplace Transform method.
𝑑𝑦
+ 𝑦 = 1, 𝑦(0) = 0
𝑑𝑡
1. Transform the differential equation using the Laplace Transform
𝑑𝑦
+𝑦 =1
𝑑𝑡
𝑑𝑦
L { + 𝑦} = L{1}
𝑑𝑡
1
𝑠𝑌(𝑠) − 𝑦(0) + 𝑌(𝑠) =
𝑠
2. Solve the equation using algebraic rules for the function to be known.
1
𝑌(𝑠)(𝑠 + 1) =
𝑠
1
𝑌(𝑠) =
𝑠(𝑠 + 1)
3. Transform the 𝑠-variable solution back to the 𝑡-domain via the Inverse Laplace Transform.
1 𝐴 𝐵
= + 𝐴(𝑠 + 1) + 𝐵𝑠 = 1
𝑠(𝑠 + 1) 𝑠 (𝑠 + 1)
𝐴(𝑠 + 1) + 𝐵𝑠 𝑠 = −1 → 𝐵 = −1
= 𝑠=0→𝐴=1
𝑠(𝑠 + 1)
1 1 1
𝑌(𝑠) = = −
𝑠(𝑠 + 1) 𝑠 (𝑠 + 1)
1 1
L {𝑌(𝑠) } = L−1 { −
−1
}
𝑠 (𝑠 + 1)
1 1
𝑦(𝑡) = L−1 { } − L−1 { }
𝑠 (𝑠 + 1)
= 1 − 𝑒 −𝑡
8 Applications
We have seen that the Laplace Transform can be used to solve differential equations. This means
that this technique can be applied where suitable differential equations also appear – as differential
equations are often encountered in engineering, the Laplace Transform can be commonly applied.
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1 𝑡 𝑑𝑖
𝑉𝑅 = 𝑅𝑖 𝑉𝐶 = ∫ 𝑖 𝑑𝑡 𝑉𝐿 = 𝐿
𝐶 −∞ 𝑑𝑡
Kirchoff’s Voltage Law states that all voltages in a circuit loop must sum to zero. These physical laws
lead directly to differential equations which can be solved using the Laplace Transform:
𝑉 − 𝑉𝑅 − 𝑉𝐿 − 𝑉𝑐 = 0
𝑑𝑖 1 𝑡
𝑉 − 𝑅𝑖 − 𝐿 − ∫ 𝑖 𝑑𝑡 = 0
𝑑𝑡 𝐶 −∞
𝑑𝑥 𝑑2 𝑥
𝐹𝐻 = −𝑘𝑥 𝐹𝐵 = −𝐵 𝐹𝑁 = 𝑚
𝑑𝑡 𝑑𝑡 2
As the net force is zero, the following differential equation can be written:
𝐹𝑁 + 𝐹𝐵 + 𝐹𝐻 = 0
2
𝑑 𝑥 𝑑𝑥
𝑚 2 −𝐵 − 𝑘𝑥 = 0
𝑑𝑡 𝑑𝑡
9 MATLAB
Using Matlab with Laplace transform:
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MTCA4001 | Engineering Mathematics 2
4t
Example 9.1 : Use Matlab to find the transform of te
syms t,s
laplace(t*exp(-4*t),t,s)
ans =
1/(s+4)^2
syms s t
ilaplace(s*(s+6)/((s+3)*(s^2+6*s+18)))
ans =
-exp(-3*t)+2*exp(-3*t)*cos(3*t)
10 Exercises
Below is a borderless table where each column is numbered separately. Unfortunately, it won’t
update automatically; the second column’s numbers has to be set to follow on from the first column.
𝑠−1
1. Given 𝐹(𝑠) = 𝑠2 +1 is the Laplace transform of 𝑓(𝑡), find the Laplace Transform of the
following:
5𝑓(𝑡)
a) 2𝑒 −5𝑡 𝑓(𝑡) c) 𝑒 −4𝑡
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MTCA4001 | Engineering Mathematics 2
1 2 5 6𝑠
a) + + c) 𝑠2 +1
𝑠 𝑠+4 𝑠−3
4𝑠−6 𝑠−1
b) d) 𝑠2 +4𝑠+4
8𝑠2 +13𝑠+2
3. Solve the following differential equations using the Laplace Transform method.
𝑑2 𝑦 𝑑𝑦
a) 4 − 2 + 5𝑦 = 3
𝑑𝑡 𝑑𝑡
𝑑2 𝑦 𝑑𝑦
b) 𝑑𝑡
− 𝑑𝑡
+ 5𝑦 = cos 2𝜋𝑡
11 Chapter Summary
This chapter has explained the Laplace Transform and its properties. The Laplace Transform was
applied to many different functions, and it was shown how to perform and Inverse Laplace
Transform.
These techniques culminated with a demonstration of how the Laplace Transform could be used to
solve certain differential equations, including those which occur often in engineering problems.
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