تحليلات محمد كريم زهير

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Contents:

1. Overview
2. Definition
3. How to Calculate Laplace Transform?
4. Table of Laplace transform
5. Properties
A. Linearity property
B. First translation or shifting property
C. Second translation or shifting property
D. Change of scale property
E. Laplace transforms of derivatives
F. Laplace transforms of integrals
G. Multiplication by 𝑡 𝑛
H. Division by t
I. Periodic functions.
J. Behavior of f(s) as s→ ∞
K. Initial-value theorem
L. Final-value theorem
M. Generalization of initial-value theorem
N. Generalization of final-value theorem
6. Inverse Laplace Transform
7. DEFINITION OF INVERSE LAPLACE TRANSFORM
8. TABLE OF SOME INVERSE LAPLACE TRANSFORMS
9. METHODS OF FINDING INVERSE LAPLACE TRANSFORMS
a. Partial fractions method
b. Series methods
c. Method of differential equations
d. Differentiation with respect to a parameter
e. Miscellaneous methods using the above theorems
f. Use of Tables
g. The Complex Inversion formula
10. Property of inverse Laplace transform
i. Linearity property
ii. First translation or shifting property
iii. Second translation or shifting property
iv. change of scale property
v. inverse Laplace transforms of derivatives
vi. Inverse Laplace transforms of integrals
vii. Multiplication by sn
viii. Division by s
ix. The Convolution property
11. Application of Laplace Transform
12. Application of Laplace Transform in Signal Processing
13. Application of Laplace Transform in Control Systems
14. Characterization Linear Time-Invariant Systems
15. Differential Equations
16. Examples
17. Conclusion
18. Reference
Overview

Laplace transform is named in honor of the great French mathematician, Pierre


Simon De Laplace (1749-1827). Like all transforms, the Laplace transform
changes one signal into another according to some fixed set of rules or
equations. The best way to convert differential equations into algebraic
equations is the use of Laplace transformation. In this section, students get a
step-by-step explanation for every concept and will find it extremely easy to
understand this topic in a detailed way

Definition

The Laplace transform is an operator that transforms a function of time, f(t),


into a new function of complex variable, F(s), where s = σ+jω, as illustrated in
Figure 1. The operator ℒ denotes that the time function f(t) has been
transformed to its Laplace transform, denoted F(s). The Laplace transform is
very useful in solving linear differential equations and hence

How to Calculate Laplace Transform?

Laplace transform makes the equations simpler to handle. When a higher order
differential equation is given, Laplace transform is applied to it which converts
the equation into an algebraic equation, thus making it easier to handle. Then
we calculate the roots by simplification of this algebraic equation. Now inverse
Laplace transform of simpler expression is found which solves the given higher
order differential equation.
𝑓(𝑡) 𝐹 (𝑠) = ℒ(𝑓 (𝑡))

Figure 1: Schematic representation of the Laplace transform operator.

in analyzing control systems. To obtain the Laplace transform of the given


function of time, f(t),

1. multiply f(t) by a converging factor e −st. This is a factor that decreases to


zero as time increases to infinity;
2. Integrate f(t)e −st with respect to time between the limits -0 and ∞ to obtain
the Laplace transform of f(t),

F(s) = ℒ(f(t)) = ∫0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
The lower limit of integration is 0−, rather than 0, to account for the effect
of “instantaneous energy transfer”.

𝐹(𝑠) 𝑓 (𝑡) = ℒ −1(𝐹 (𝑠))


ℒ −1

Figure 2: Schematic representation of the inverse Laplace


transform operation.
The above definition of the Laplace transform is also referred to as the one-
sided or unilateral Laplace transform. In the two-sided, or bilateral, Laplace
transform, the lower limit is −∞. For our purposes the one-sided Laplace
transform is sufficient. If we want to reverse the operation and take the
inverse transform, back to the time domain, we write

ℒ −1 (𝐹(𝑠 )) = 𝑓(𝑡 )

Taking the inverse Laplace transform is illustrated in Figure 2. Because we are


using the one-sided Laplace transform, we define all functions, whose Laplace
transforms we compute, to be zero for t < 0 −. To proceed, we recall the
definition of the unit step function, u(t),

1 𝑖𝑓 𝑡 ≥ 0
𝑢(𝑡 ) = {
0 𝑖𝑓 𝑡 < 0

The unit step function is also called the Heaviside function.

Example 1: Find ℒ for f(t)=1 for 𝑡 ≥ 0

∞ 1 ∞ 1
Sol: F(s) = ∫0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑒 −𝑠𝑡 ] 0 =
𝑠 𝑠
Table of Laplace transform
Properties of Laplace transform

1- Linearity property

Theorem 1-1

If C1 and C2 are any constants while F1 (t) and F2 (t) are functions with Laplace
transform f1(s) and f2(s) respectively, then

ℒ {𝐶1𝐹1 (𝑡) + 𝐶2𝐹2(𝑡)} = 𝐶1ℒ {𝐹1(𝑡)} + 𝐶2ℒ (𝐹2(𝑡)}

The result is easily extended to more than two functions

Example

ℒ {4𝑡 2 − 3 cos(2𝑡) + 5𝑒 −𝑡 } = 4ℒ {𝑡 2 } − 3ℒ {cos(2𝑡)} + 5ℒ {𝑒 −𝑡 }

2! 𝑠 1
= 4 ( 3) − 3 ( 2 )+ 5( )
𝑠 𝑠 +4 𝑠+1

8 3𝑠 5
ℒ{4𝑡 2 − 3 𝑐𝑜𝑠(2𝑡) + 5𝑒 −𝑡 } = − +
𝑠3 𝑠2 + 4 𝑠 + 1

2- First translation or shifting property

Theorem 1-2

If ℒ {𝐹(𝑡)} = 𝑓 (𝑠) then

ℒ {𝑒 𝑛𝑡 𝐹 (𝑡)} = 𝑓 (𝑠 − 𝑎)

Example:

𝑠
Since ℒ {cos 2𝑡} = 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 2 +4

𝑠+1 𝑠+1
ℒ {𝑒 −𝑡 cos 2𝑡 } = =
(𝑠 + 1)2 + 4 2𝑠 + 𝑠 2 + 5
3- Second translation or shifting property

Theorem 1-3

𝐹 (𝑡 − 𝑎 ) 𝑡 > 𝑎
// if ℒ {𝐹 (𝑡)} = 𝑓 (𝑠) and G(t) = { 𝑡ℎ𝑒𝑛
0 𝑡<𝑎

ℒ𝐺 (𝑡) = 𝑒 −𝑎𝑠 𝑓 (𝑠)

Example

3! 6
𝑆𝑖𝑛𝑐𝑒 ℒ {𝑡 3 } = = 𝑡ℎ𝑒 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
𝑠4 𝑠4

( )3
𝐺 (𝑡) = { 𝑡 − 2 𝑡 > 2
0 𝑡<2
2𝑠

𝑖𝑠 6𝑒 𝑠4

4- Change of scale property

Theorem 1-4

If ℒ {𝐹 (𝑡)} = 𝑓 (𝑠), 𝑡ℎ𝑒𝑛

1 𝑠
ℒ {𝐹 (𝑎𝑡)} = 𝑓( )
𝑎 𝑎

Example:

1
since ℒ {sin 𝑡} =
𝑠 2 +1

1 1 3
ℒ {sin 3𝑡 } = =
3 (𝑠/3)2 + 1 𝑠 2 + 9
5- Laplace transform of derivatives

Theorem 1-5

If ℒ {𝐹′ (𝑡)} = 𝑠 𝑓 (𝑠) − 𝐹 (0)

If F(t) is continuous for N ≥ 𝑡 ≥ 0 and of exponential order for t> N

Sectionally continuous for N ≥ 𝑡 ≥ 0

Example:
𝑠
if F(t) = cos 3t, then ℒ {𝐹 (𝑡)} =
𝑠 2 +9

𝑠 −9
ℒ {𝐹′ (𝑡)} = ℒ {−3 sin 3𝑡} = 𝑠 ( 2 )−1= 2
𝑠 +9 𝑠 +9

The method is useful in finding Laplace transforms without integration

Theorem 1-6.

If in theorem 1-6, F(t) fails to be continuous at t=0 but

lim 𝐹 (𝑡) = 𝐹 (0)𝑒𝑥𝑖𝑠𝑡𝑠 (𝑏𝑢𝑡 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑞𝑢𝑎𝑙 𝑡𝑜 𝐹 (0)𝑤ℎ𝑖𝑐ℎ 𝑚𝑎𝑦 𝑜𝑟 𝑚𝑎𝑦 𝑛𝑜𝑡 𝑒𝑥𝑖𝑠𝑡), 𝑡ℎ𝑒𝑛
𝑡→0

ℒ {𝐹′ (𝑡)} = 𝑠 𝑓(𝑠) − 𝐹 (0)

Theorem 1-7.

If in theorem 1-6, F(t) fails to be continuous at t=a then

ℒ {𝐹′ (𝑡)} = 𝑠 𝑓 (𝑠) − 𝐹 (0) − 𝑒 −𝑎𝑠 {𝐹 (+𝑎) − 𝐹 (𝑎 −)}

Where F(a+) – F(a-) is sometimes called the jump at the discontinuity t=a for

More than one discontinuity, appropriate modifications can be modifying


Theorem 1-8.

ℒ {𝐹 (𝑡)} = 𝑓 (𝑠) then

ℒ {𝐹′′ (𝑡)} = 𝑠 2 𝑓 (𝑠) − 𝑠 𝐹 (0) − 𝐹′(0)

If F(t) and F'(t) are continuous for N ≥ 𝑡 ≥ 0 𝑎𝑛𝑑 𝑜𝑓 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑜𝑟𝑑𝑒𝑟 𝑓𝑜𝑟 𝑡 > 𝑁

While F''(t) is sectionally continuous for N ≥ 𝑡 ≥ 0

If F(t) and F'(t) have discontinuities, appropriate modification of (9) can be made as in
theorems 1-7 and 1-8

Theorem 1-9

if ℒ {𝐹 (𝑡)} = 𝑓 (𝑠)

ℒ {𝐹 (𝑛)(𝑡)} = 𝑠 𝑛 𝑓(𝑠) − 𝑠 𝑛−1𝐹 (0) − 𝑠 𝑛−2𝐹′(0) … 𝑠𝐹 (𝑛−2)(0) − 𝐹 (𝑛−1) (0)

If F(t), F'(t),𝐹 (𝑛−1)(𝑡)𝑎𝑟𝑒 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 for N ≥ 𝑡 ≥ 0 and of exponential order

For t>N while 𝐹 (𝑛) (𝑡) 𝑖𝑠 𝑠𝑒𝑐𝑡𝑖𝑜𝑛𝑎𝑙𝑙𝑦 𝑐𝑜𝑛𝑡𝑖𝑛𝑢𝑜𝑢𝑠 𝑓𝑜𝑟 𝑁 ≥ 𝑡 ≥ 0

6-Laplace transforms of integrals

Theorem 1-10

𝑡 𝑓(𝑠)
𝑖𝑓 ℒ {𝐹 (𝑡)} = 𝑓(𝑠) 𝑡ℎ𝑒𝑛 ℒ {∫0 𝐹 (𝑢)𝑑𝑢 } =
𝑠

𝑬𝒙𝒂𝒎𝒑𝒍𝒆
1
𝑠𝑖𝑛𝑐𝑒 ℒ{sin 𝑡} = 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 2 +1

1 1 3
ℒ {sin 3𝑡 } = =
3 𝑠 2 𝑠2 + 9
( ) +1
3
7-Multiplication by 𝒕𝒏

Theorem 1-11

𝑖𝑓 ℒ {𝐹 (𝑡)} = 𝑓 (𝑠), 𝑡ℎ𝑒𝑛

𝑛
𝑑𝑛
ℒ {𝑡 𝐹 (𝑡)} = (−1 )𝑛 𝑛 𝑓 (𝑠) = (−1)𝑛 𝑓 𝑛 (𝑠)
𝑑𝑠

Example

1
𝑆𝑖𝑛𝑐𝑒 ℒ {𝑒 2𝑡 } = 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠−2

𝑑 1 1
ℒ {𝑡𝑒 2𝑡 } = − ( )=
𝑑𝑠 𝑠 − 2 (𝑠 − 2)2

𝑑2 1 2
ℒ {𝑡 2 𝑒 2𝑡 } = ( ) =
𝑑𝑠 2 𝑠 − 2 (𝑠 − 2)3

8-Division by t

Theorem 1-12

𝑖𝑓 ℒ {𝐹 (𝑡)} = 𝑓 (𝑠), 𝑡ℎ𝑒𝑛



𝑓 (𝑡) 𝐹 (𝑡)
ℒ{ } = ∫ 𝐹 (𝑢)𝑑𝑢 𝑝𝑟𝑜𝑣𝑖𝑑𝑒𝑑 lim 𝑒𝑥𝑖𝑠𝑡𝑠
𝑡 𝑠 𝑡→0 𝑡

Example

1 sin 𝑡
𝑆𝑖𝑛𝑐𝑒 ℒ {sin 𝑡} = 𝑎𝑛𝑑 lim =1 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠2 + 1 𝑡→0 𝑡

𝑠𝑖𝑛 𝑡 ∞ 𝑑𝑢 1
ℒ{ }=∫ 2 = tan−1 ( )
𝑡 𝑠 𝑢 +1 𝑠
9-Periodic functions.

Theorem 1-13

Let F(t) have period T > 0 so that F (t + T) = F(t) [see Fig. 1-2].

𝑓° 𝑒 − " 𝐹(𝑡) 𝑑𝑡

𝑇
∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
ℒ {𝐹 (𝑡)} =
1 − 𝑒 −𝑆𝑇

Then

10-Behavior of f(s) as s→ ∞

Theorem 1-14

𝑖𝑓 ℒ {𝐹 (𝑡)} = 𝑓 (𝑠), 𝑡ℎ𝑒𝑛

lim 𝑓(𝑠) = 0
𝑠→∞

11- Initial-value theorem

Theorem 1-15

If the indicated limits exist, then


lim 𝐹 (𝑡) = 𝑙𝑖𝑚 𝑠𝑓 (𝑠)
𝑡→0 𝑠→∞
12- Final-value theorem

Theorem 1-16.

If the indicated limits exist, then

lim 𝐹 (𝑡) = 𝑙𝑖𝑚 𝑠𝑓(𝑠)


𝑡→∞ 𝑠→0

13- Generalization of initial-value theorem

If lim 𝐹 (𝑡)/𝐺(𝑡) = 1, then we say that for values of t near t=0 (small t), F(t) is
𝑡→0

Close to G(t) and we write F(t)~G(t) as t→0

𝑓(𝑠)
Similarly if lim = 1 then we say that for large values of s, f(s) is
𝑠→∞ 𝐺(𝑠)

Close to G(s) and we write F(s)~G(s) as s → ∞

With this notation we have the following generalization of theorem 1-15

Theorem 1-17

if F(t) ~ G(t) as t→ 0, then f(s) ~ g(s) as s →∞

where f(s)= ℒ {𝐹 (𝑡)} and g(s)= ℒ {𝑔(𝑡)}

14- Generalization of final-value theorem

𝑓(𝑡) 𝑓(𝑠)
If lim = 1, we write F(t) ~ G(t) as t→ ∞ similarly if lim = 1,
𝑡→∞ 𝐺(𝑡) 𝑠→0 𝐺(𝑠)

we write F(s) ~ G(s) as s→ 0 then we have the following generalization of


theorem1-16

theorem 1-17

if F(t) ~ G(t) as t→ ∞, then F(s) ~ G(s) as s→ 0

where f(s) = ℒ {𝐹 (𝑡)} and g(s)= ℒ {𝑔 (𝑡)}


Inverse Laplace Transform

Due to convergence characteristic Laplace transform also have an inverse


transform. Laplace transforms exhibit one-to-one mapping from one function
space to another. The formula for Inverse Laplace transform is;

DEFINITION OF INVERSE LAPLACE TRANSFORM

If the Laplace transform of a function F(t) is f(s),

i.e. if ℒ {(F(t)} = f(s), then F(t) is called an inverse Laplace transform of f(s) and we
write symbolically F(t) = ℒ-1 {f(s)} where ℒ-1 is called the inverse Laplace
transformation operator.

Example.
1
Since ℒ {e-3t} = we can write
𝑠+3

1
ℒ-1 { } = e-3t
𝑠+3

UNIQUENESS OF INVERSE LAPLACE TRANSFORMS. LERCH'S THEOREM

Since the Laplace transform of. a null function 𝒩(t) is zero [see Chapter 1, Page
9), it is clear that if ℒ {F(t)} = f(s) then also ℒ {F(t) + 𝒩(t)} = f(s). From this it follows
that we can have two different functions with the same Laplace transform.

Example.

0 𝑡=1
The two different funetions F1(t) = e-3t and F2(t) = { −3𝑡 have the
𝑒 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
same Laplace transform, i.e. 1/(s+3).

If we allow null functions, we see that the inverse Laplace transform is not
unique. It is unique, however, if we disallow null functions [which do not in
Theorem 2-1. Lerch's theorem. If we restrict ourselves to functions F(t) which
are sectionally continuous in every finite interval 0 ≤ t ≤ N and of

exponential order for t>N, then the inverse Laplace transform of f(s), i.e. ℒ −1
{f(s)} = F(t) , is unique. We shall always assume such uniqueness unless
otherwise stated.

SOME INVERSE LAPLACE TRANSFORMS

Table of Inverse Laplace Transform

f(s) ℒ-1 {f(s)} = F(t)


1 1
1 3

1 t
2 82
1 𝑡𝑛
3 8𝑛+1
n = 0,1,2,…
𝑛!

1 𝑒 𝑎𝑡
4 8−𝑎

1 𝑠𝑖𝑛 𝑎𝑡
5 82+𝑎
2
𝑎

8 cos at
6 82+𝑎2

1 𝑠𝑖𝑛ℎ 𝑎𝑡
7 82−𝑎
2
𝑎

8 cosh at
8 82−𝑎
2
METHODS OF FINDING INVERSE LAPLACE TRANSFORMS

Various means are available for determining inverse Laplace transforms

1. Partial fractions method

Any rational function P(8)/Q(s) where P(s) and Q(s) are polynomials, with the
degree of P(s) less than that of Q(s), can be written as the sum of rational
functions [called partial fractions| having the form

𝐴 𝐴𝑠+𝐵
,
(𝑎𝑠+𝑏)𝑟 (𝑎𝑠 2 + 𝑏𝑠+𝑐)𝑟

where r = 1,2, 3, …. By finding the inverse Laplace transform of each of the


partial fractions, we can find ℒ-1{P(s)/Q(s)}

28 −5 𝐴 𝐵 𝐶 𝐷
Example = + + +
(38 −4)(28 +1)3 38 −4 (28 +1)3 (28 +1)2 (28 +1)

2𝟖 𝟐 − 28 +𝟐 𝐴𝑠+𝐵 𝐶8 +𝐷 𝐸
Example (82 + 28 +4)2 (8−5)
= + +
(82 + 28 +4)2 2
8 +28 +4 8−5

𝐸𝑥𝑎𝑚𝑝𝑙𝑒

3𝑠 + 7
𝑓𝑖𝑛𝑑
82 − 2𝑠 − 3
3𝑠 + 7 3𝑠 + 7 𝐴 𝐵
= = +
82 − 2𝑠 − 3 (8 − 3)(8 + 1) 8 − 3 𝑠 + 1

3𝑠 + 7 = 𝐴(8 + 1) + 𝐵(8 − 3) = (𝐴 + 𝐵)𝑠 + 𝐴 − 3𝐵

+𝐵 = 3and𝐴 − 3𝐵 = 7; then𝐴 = 4, 𝐵 = −1

38 + 7 4 1
= −
(8 − 3)(8 + 1) 8 − 3 8 + 1

= 4𝑒 3𝑡 − 𝑒 −𝑡
2. Series methods

If f(s) has a series expansion in inverse powers of s given by

𝑎𝑣 𝑎1 𝑎2 𝑎3
f(s) = + 2+ 3+ +…
𝑠 8 8 84

then under suitable conditions we can invert term by term to obtain

𝑎2 𝑡 2 𝑎3 𝑡 3
f(t) = 𝑎0 + 𝑎1 𝑡 + + +…
2! 3!

Example
1

𝑒 𝑠
: Find ℒ −1 { }
𝑠

Using infinite series, we find

1 1 1 1 1
𝑒 −1/𝑠 = {1 − + − + ⋯}
8 8 8 2!82 31𝑠 3

1 1 1 1
= − 2+ − +⋯
𝑠 𝑠 2! 𝑠 3 3! 𝑠 4

Inverting term by term

1 −1/𝑠 𝑡2 𝑡3
ℒ{ 𝑒 }= 1−𝑡+ − +⋯
𝑠 (2!)2 (3!)2

𝑡2 𝑡3
= 1−𝑡+ − +⋯
12 22 12 22 32
1 2 1 4 1 6
(2𝑡 2 ) (2𝑡 2 ) (2𝑡 2 )
= 1− + − +⋯
22 22 42 22 42 62

= 𝐽0 (2√𝑡)
3. Method of differential equations

Example

Find 𝓛−𝟏 {𝒆−√𝒔}

𝒆−√𝒔 𝒆−√𝐬 𝒆√𝒔


𝒍𝒆𝒕 𝒚 = 𝒆−√𝒔 ; 𝒚′ = − 𝟏 , 𝒚′′ = + ⋅ thus
𝟒𝟖 𝟒𝒔𝟑/𝟐
𝟐𝒔𝟐

𝟒𝟖𝒚′′ + 𝟐𝒚′ − 𝒚 = 𝟎

𝒅 𝟐
Now 𝒚′′ = 𝓛{𝒕𝟐 𝒀}so that 𝒔𝒚′′ = 𝓛{ [𝒕 𝒀]} = 𝓛{𝒕𝟐 𝒀′ + 𝟐𝒕𝒀}.Also,𝒚′ = 𝓛{−𝒕𝒀}.Thus
𝒅𝒕

𝟒𝓛{𝒕𝟐 𝒀′ + 𝟐𝒕𝒀} − 𝟐𝓛{𝒕𝒀} − 𝓛{𝒀} = 𝟎

4. Differentiation with respect to a parameter

Example

𝑠
Find ℒ −1 { }
(𝑠 2 +𝑎2 )2

𝑑 1 −2𝑠 8 1𝑑 1
We have { 2 } = .Thus = − ( )
𝑑𝑠 𝑠 + 𝑎2 (𝑠 2 + 𝑎2 )2 (𝑠 2 + 𝑎2 )2 2 𝑑𝑠 𝑠 2 + 𝑎2
5. Miscellaneous methods using the above theorems

6. Use of Tables

7. The Complex Inversion formula

This formula, which supplies a powerful direct method for finding inverse
Laplace transforms, uses complex variable theory.

Property of inverse Laplace transform

1- Linearity property

ℒ −1{𝑐1𝑓1(𝑠) + 𝑐2𝑓2 (𝑠)} = 𝑐1ℒ −1{𝑓1 (𝑠)} + 𝑐2ℒ 1 {𝑓2(𝑠)} = 𝑐1𝐹1(𝑡) + 𝑐2𝐹2 (𝑡)

Example

4 3𝑠 5
ℒ −1 { − 2 + 2 }
8 − 2 𝑠 + 16 𝑠 + 4
1 𝑠 1
= 4𝛼 −1 { } − 3ℒ −1 { 2 } + 5ℒ −1 { 2 }
𝑠−2 𝑠 + 16 𝑠 +4
5
= 4𝑒 2𝑡 − 3cos 4𝑡 + sin 2𝑡
2
2- First translation or shifting property

Ifℒ −1 {𝑓(𝑠)} = 𝐹(𝑡),then


ℒ −1 {𝑓(8 − 𝑎)} = 𝑒 𝑎𝑡 𝐹(𝑡)

Example

1 1
sinceℒ −1{ } = sin 2𝑡,we have
82 + 4 2

1 1 1 𝑡
ℒ −1{ } = ℒ −1
{ } = 𝑒 ⋅ sin 2𝑡
𝑠 2 − 2𝑠 + 5 (𝑠 − 1)2 + 4 2

3- Second translation or shifting property

Ifℒ −1 {𝑓(𝑠)} = 𝐹 (𝑡),then


𝐹 (𝑡 − 𝑎 ) 𝑡 > 𝑎
ℒ −1 {𝑒 −𝛼𝑥 𝑓(𝑠)} = {
0 𝑡<𝑎
Example

1
ℒ − 1{ } = sin 𝑡,
𝑠2 + 1

−1
𝑒 −𝜋𝑠/3 sin (𝑡 − 𝜋/3) if𝑡 > 𝜋/3
ℒ { 2 }={
𝑠 +1 0 if𝑡 < 𝜋/3

4- change of scale property

Ifℒ ′ {𝑓(𝑠)} = 𝐹(𝑡),then


1 𝑡
ℒ −1 {𝑓(𝑘𝑠)} = 𝐹( )
𝑘 𝑘

Example

𝑠
ℒ −1 { } = cos 4𝑡 , 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 2 + 16

2𝑠 1 4𝑡 1
ℒ −1{ } = cos = cos 2𝑡
(2𝑠)2 + 16 2 2 2
5- inverse Laplace transforms of derivatives

If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡), 𝑡ℎ𝑒𝑛

−1 (𝑛) −1
𝑑𝑛
ℒ {𝑓 (𝑠)} = ℒ { 𝑛 𝑓(𝑠)} = (−1)𝑛 𝑡 𝑛 𝐹(𝑡)
𝑑𝑠

Example

1 𝑑 1 −2𝑠
since ℒ −1 { } = sin 𝑡and ( ) = ,we have
𝑠2 + 1 𝑑𝑠 𝑠 2 + 1 (𝑠 2 + 1)2
−2𝑠
ℒ −1 { 2 } = − tsin 𝑡
(𝑠 + 1)2
𝑠 1
ℒ −1 { 2 } = tsin 𝑡
(𝑠 + 1)2 2

6- Inverse Laplace transforms of integrals

Ifℒ −1 {𝑓(𝑠)} = 𝐹(𝑡),then



−1
𝐹(𝑡)
ℒ {∫ 1 𝑓(𝑢)𝑑𝑢} =
𝑠 𝑡

Example

1 1 1
: 𝑠𝑖𝑛𝑐𝑒 ℒ −1 { } = ℒ −1 { − } = 1 − 𝑒 −𝑡 , 𝑤𝑒ℎ𝑎𝑣𝑒
𝑠(𝑠+1) 𝑠 𝑠+1


−1
1 1 −1
1 1 − 𝑒 −𝑡
ℒ {∫ ( − ) 𝑑𝑢} = 𝛼 {ln (1 + )} =
𝑠 𝑢 𝑢 + 1 𝑠 𝑡
7- Multiplication by sn

𝑖𝑓 ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡)and𝐹(0) = 0,then


ℒ −1 {𝑠𝑓(𝑠)} = 𝐹 ′ (𝑡)

Thus, multiplication by s has the effect of differentiating F(t)

If F(0) ≠ 0, then

ℒ −1 {𝑠𝑓(𝑠)} = 𝐹 ′ (𝑡) + 𝐹(0)𝛿(𝑡)

where S(t) is the Dirac delta function or unit impulse function

Example

1
𝑠𝑖𝑛𝑐𝑒 ℒ −1 { } = sin 𝑡andsin 0 = 0,then
𝑠2 +1

𝑠 𝑑
ℒ −1 { } = (sin 𝑡) = cos 𝑡
𝑠2 + 1 𝑑𝑡
Generalizations toℒ 1 {𝒔𝑛 𝒇(𝒔)}, 𝒏 = 𝟐, 𝟑, … ,are possible.

8- Division by s

If ℒ 1 {𝑓(𝑠)} = 𝐹(𝑡),then

𝑓(𝑠) 𝑡
−1
ℒ { } = ∫ 1 𝐹(𝑢)𝑑𝑢
𝑠 0

Thus, division by s (or multiplication by 11s) has the effect of integrating F(t)
from 0 to t.

1 1
ℒ −1 { 2 } = sin 2𝑡 , 𝑤𝑒 ℎ𝑎𝑣𝑒
𝑠 +4 2
𝑡
1 1 1
ℒ −1 { } = ∫ sin 2𝑢𝑑𝑢 = (1 − cos 2𝑡)
𝑠(𝑠 2 + 4) 0 2 4

ℒ −1 {𝑓(𝑠)/𝑠 𝑛 }, 𝑛 = 2,3, …,
9- The Convolution property

If ℒ −1 {𝑓(𝑠)} = 𝐹(𝑡)andℒ 1 {𝑔(𝑠)} = 𝐺(𝑡),then


𝑡
−1
ℒ {𝑓(𝑠)𝑔(𝑠)} = ∫ 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢 = 𝐹 ∗ 𝐺
0

We call F * G the convolution or faltung of F and G, and the theorem is called the
convolution theorem or property.

Example

1 1
sinceℒ −1 { } = 𝑒 𝑡 andℒ −1 { } = 𝑒 2𝑡 ,we have
𝑠−1 𝑠−2
𝑡
1
ℒ −1 { } = ∫ 𝑒 𝑢 𝑒 2(𝑡−𝑢) 𝑑𝑢 = 𝑒 2𝑡 − 𝑒 𝑡
(𝑠 − 1)(𝑠 − 2) 0

Application of Laplace Transform

• Analysis of electrical and electronic circuits.


• Breaking down complex differential equations into simpler polynomial
forms.
• Laplace transform gives information about steady as well as transient
states.
• In machine learning, the Laplace transform is used for making predictions
and making analysis in data mining.
• Laplace transform simplifies calculations in system modeling.

• Applications to Partial Differential Equations

The Laplace transformations can be very useful in the solution of partial


differential equations. A basic class of partial differential equations is
applicable to a wide range of problems. However, the form of the solution in a
given case is critically dependent on the boundary conditions that apply in any
particular case. In consequence, the steps in the solution often will call on
many different mathematical techniques. Generally, in such problems the
resulting inverse transforms of more complicated functions of s occur than
those for most linear systems problems. Often the inversion integral is useful
in the solution of such problems. The following examples will demonstrate the
approach to typical problems

Application of Laplace Transform in Signal Processing

Laplace transforms are frequently opted for signal processing. Along


with the Fourier transform, the Laplace transform is used to study
signals in the frequency domain. When there are small frequencies in
the signal in the frequency domain then one can expect the signal to
be smooth in the time domain. Filtering of a signal is usually done in
the frequency domain for which Laplace acts as an important tool for
converting a signal from time domain to frequency domain.

Application of Laplace Transform in Control Systems

Control systems are usually designed to control the behavior of other


devices. Example of control systems can range from a simple home
heating controller to an industrial control system regulates the
behavior of machinery.

Generally, control engineers use differential equations to describe


the behavior of various closed loop functional blocks. Laplace
transform is used here for solving these equations without the loss of
crucial variable information.
Characterization of Linear Time-Invariant Systems Using Laplace Transform

For a casual system ROC associated with the system, the function is
the right half plane. A system is anti-casual if its impulse response
h(t) =0 for t > 0. If ROC of the system functions H(s) includes the jω
axis then the L.T.I. the system is called a stable system. If a casual
system with rational system functions H(s) have negative real parts
for all of its poles then the system is stable.

Differential Equations

ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Example Solve 𝑌 ′′ + 2𝑌 ′ + 5𝑌 = 𝑒 −𝑡 sin 𝑡 , 𝑌(0) = 0, 𝑌 ′ (0) = 1

We have ℒ{𝑌 ′′ } + 2ℒ{𝑌 ′ } + 5ℒ {𝑌} = ℒ{𝑒 𝑡 sin 𝑡}


1 1
{𝑠 2 𝑦 − 8𝑌(0) − 𝑌 ′ (0)} + 2{𝑠𝑦 − 𝑌(0)} + 5𝑦 = =
(𝑠 + 1)2 + 1 𝑠 2 + 2𝑠 + 2

1
{82 𝑦 − 𝑠(0) − 1} + 2{𝑠𝑦 − 0} + 5𝑦 =
𝑠 2 + 2𝑠 + 2
1
(𝑠 2 + 2𝑠 + 5)𝑦 − 1 =
𝑠 2 + 2𝑠 + 2
1 1
𝑦= +
𝑠 2 + 2𝑠 + 5 (𝑠 2 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5)

82 + 2𝑠 + 3
= 2
(𝑠 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5)

−1
𝑠 2 + 2𝑠 + 3 1 −𝑡
𝑌=ℒ { 2 } = 𝑒 (sin 𝑡 + sin 2𝑡)
(𝑠 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5) 3
Example

Solve: 𝑌 ′′′ − 3𝑌 ′′ + 3𝑌 ′ − 𝑌 = 𝑡 2𝑒 𝑡 , 𝑌(0) = 1, 𝑌 ′ (0) = 0, 𝑌 ′′ (0) = −2

We have ℒ{𝑌 ′′′ } − 3ℒ{𝑌 ′′ } + 3ℒ{𝑌 ′ } − ℒ{𝑌} = ℒ{𝑡 2 𝑒 𝑡 }

{𝑠 3𝑦 − 82 𝑌(0) − 𝑠𝑌 ′ (0) − 𝑌 ′′ (0)} − 3{𝜀 2 𝑦 − 𝜀𝑌(0) − 𝑌 ′ (0)} + 3{𝜀𝑦


2
− 𝑌(0)} − 𝑦 =
(𝑠 − 1)3

2
(𝑠 3 − 3𝑠 2 + 3𝑠 − 1)𝑦 − 𝑠 2 + 3𝑠 − 1 =
(𝑠 − 1)3

𝑠 2 − 3𝑠 + 1 2
𝑦= +
(𝑠 − 1)3 (𝑠 − 1)6

𝑠 2 − 2𝑠 + 1 − 𝑠 2
= +
(𝑠 − 1)3 (𝑠 − 1)6

(𝑠 − 1)2 − (𝑠 − 1) − 1 2
= 3
+
(𝑠 − 1) (𝑠 − 1)6

1 1 1 2
= − − +
𝑠 − 1 (𝑠 − 1)2 (𝑠 − 1)3 (𝑠 − 1)6

𝑡
𝑡 2𝑒 𝑡 𝑡 5 𝑒 𝑡
𝑡
𝑌 = 𝑒 − 𝑡𝑒 − +
2 60
Example

Solve 𝑌 ′′ + 9𝑌 = cos 2𝑡if𝑌(0) = 1, 𝑌(𝜋/2) = −1

Since Y'(0) is not known, let Y'(0) = c. Then

ℒ {𝑌 ′′ } + 9𝒮 {𝑌} = ℒ {cos 2𝑡 }
𝑠
𝑠 2𝑦 − 𝑠𝑌 (0) − 𝑌 ′ (0) + 9𝑦 =
𝑠2 + 4

(𝑠 2 + 9)𝑦 − 𝑠 − 𝑐 = 𝑠/(𝑠 2 + 4)

𝑠+𝑐 𝑠
𝑦= +
𝑠 2 + 9 (𝑠 2 + 9)(𝑠 2 + 4)
𝑠 𝑐 𝑠 𝑠
= + + −
𝑠 2 + 9 𝑠 2 + 9 5(𝑠 2 + 4) 5(𝑠 2 + 9)

4 𝑠 𝑐 𝑠
= ( 2 )+ 2 +
5 𝑠 +9 𝑠 + 9 5(𝑠 2 + 4)

4 𝑐 1
𝑌= cos 3𝑡 + sin 3𝑡 + cos 2𝑡
5 3 5

To determine c, note that

𝑌(𝜋/2) = −1 so that -1=-c/3 – 1/5

C=12/5

4 4 1
𝑌 = cos 3𝑡 + sin 3𝑡 + cos 2𝑡
5 5 5
Example :

Solve the typical heat conduction equation

𝜕𝜑 𝜕𝜑
= , 0<x<∞ , t≥ 0
𝜕𝑥 2 𝜕𝑥

subject to the conditions

1. ϕ (x, 0) = f(x), t = 0
𝜕𝜑
2. = = 0, ϕ (x, t) = 0 x=0
𝜕𝑥

Multiply both sides by e –s x dx and integrate from 0 to ∞



Φ(s,t)= ∫0 𝑒 −𝑠𝑥 𝜑(𝑥, 𝑡)𝑑𝑥

Also

𝜕𝜑 −𝑠𝑥 2 (
𝜕𝜑
∫ 𝑒 𝑑𝑥 = 𝑠 Φ 𝑠, 𝑡 ) − 𝑠𝜑 (0) − (0)
0 𝜕𝑥 2 𝜕𝑥

𝜕𝜑
− 𝑠 2Φ = 0
𝜕𝑡
2𝑡
The solution to this equation is Φ = A𝑒 𝑠

By an application of condition 1, in transformed form, we have



Φ = A= ∫0 𝑓 (𝜆)𝑒 −𝑠𝜆 𝑑𝜆

The solution, subject to condition 1, is then


2𝑡 ∞
Φ(s,t)=𝑒 +𝑠 ∫0 𝑓(𝜆)𝑒 −𝑠𝜆 𝑑𝜆
Now apply the inversion integral to write the function in terms of x from s
1 ∞ 2 ∞
Φ(x,t) = ∫−∞
𝑒 𝑠 𝑡 [∫0 𝑓 (𝜆)𝑒 −𝑠𝜆 𝑑𝜆]𝑒 𝑠 𝑥 𝑑𝑠
2𝜋𝑗

1 ∞ ∞ 2 𝑡−𝑠𝜆+𝑠𝑥
= ∫ 𝑓(𝜆)𝑑𝜆 ∫0 𝑒 𝑠
2𝜋𝑗 −∞
𝑑𝑠

Note that we can write

(𝑥−𝜆) 2 (𝑥−𝜆)2
S2t-s(x-λ) ={𝑠√𝑡 − } −
2√𝑡 4𝑡

Also write
(𝑥−𝜆)
s√𝑡 − =𝑢
2 √𝑡

Then

1 ∞ (𝑥−𝜆)2 ∞ 2 𝑑𝑢
Φ(x,t)= ∫ 𝑓 (𝜆)𝑒𝑥𝑝 − [ ] 𝑑𝜆 ∫0 𝑒 −𝑢
2𝜋𝑗 −∞ 4𝑡 √𝑡

But the integral



2
∫ 𝑒 −𝑢 𝑑𝑢 = √𝜋
0

Final Solution is

(𝑥−𝜆) 2
1 ∞ − 4𝑡
Φ(x,t)= ∫ 𝑓 (𝜆 )𝑒 𝑑𝜆
2√𝜋𝑡 −∞
Conclusion

Mathematics plays a decisive role to understand the behavior and working


of electrical and electronic systems. Polynomials, Algebra, Probability,
Integrations, and Differentiations etc…forms a significant part of the tools
used to solve the systems. With the increasing complexity of systems, very
sophisticated methods are required. Differential equations are prominently
used for defining control systems. These equations are simple to solve. But
complexity arises while solving higher order differential equations. To
solve such complex higher order differential equations, the mathematical
method that proved to be effective is Laplace Transform. As this transform
is widely employed, it is useful to know what they really meant for and how
do they work.

Reference

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