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AdvMath (Unit 2)
AdvMath (Unit 2)
The Laplace transforms and its inverse has many important applications in mathematics, physics,
economics, engineering, and probability theory. Pierre Simon Marquis de Laplace originally developed the
integral transform for his work on the probability theory. However, the powerful, practical Laplace transform
techniques were developed only a century later by Oliver Heaviside.
The Laplace transform, because of its properties, makes solving ordinary differential equations much easier
by making operations in calculus algebraic. Moreover, compared to other transform techniques (such as
Fourier transform), the Laplace transform virtually exists to almost all kinds of functions, subject to certain
restrictions. It is then ideal to use Laplace transform to analyze systems modeled by differential equations
and are causal in nature.
Let ft be a causal function, so ft = 0 for t < 0. The Laplace transform Fs of ft is the complex
function defined for s ∈ ℂ by
Fs =
e ft dt (2.1)
The Laplace transform basically maps the function ft, which is in t-domain (in applications, time-domain)
into s-domain (which we will call later as the complex frequency domain). We shall use the following
notation
read as the Laplace transform of the function ft is the function Fs, and
which denotes the inverse Laplace transform of the function Fs is the function ft. Also take note that
the original functions ft depend on t and their transforms Fs depend on s. We shall use lowercase
letter for the original functions and the same letter in upper case to denote their transforms.
In Eq. 2.1 we need to evaluate the integral from zero to infinity; such integrals are called improper integrals.
Improper integrals are evaluated according to the rule
e ft dt = lim
e ft dt
→
(2.3)
Note that the function ft must be causal, that is its value is ft when t 0 and 0 when t < 0.
Example 2.1
(a) ft = 1
Using the Laplace integral, find the Laplace transform of the following:
(a) Fs =
Answers:
(b) Fs =
(c) Fs = $
A function ft has a Laplace transform if it does not grow too fast, say, if for all t ≧ 0 and some constants
M and k it satisfies the growth restriction
The function ft also need not to be continuous in the whole interval, rather it should be piecewise
continuous. A function is piecewise continuous on a finite interval a - t - b where f is defined, if this
interval can be divided into finitely many subintervals in each of which f is continuous and has finite limit as
t approaches either endpoint of such a subinterval from the interior.. Figure 2.1 illustrates a piecewise
continuous function as an example.
We can now state the existence of the Laplace transform in the following manner: if ft is defined and
piecewise continuous on every finite interval on the semi-axis t 0 and satisfies the growth restriction
(Eq. 2.4) for all t 0 and some constants M and k then the Laplace transform ℒ f exists for all s / k.
It can also be seen that when the Laplace transform of a given function exists, it is uniquely determined. In
the same manner, the inverse of a given transform is essentially unique.
2.2 General Properties of Laplace Transform: Linearity, s-shifting. Table of Laplace Transform.
Because of some basic properties and the uniqueness of Laplace transform, we can deviate from using the
Laplace integral to all functions. All we need is to derive the Laplace transform of basic functions then apply
the properties. At the end of this section, a table of Laplace transform is presented.
is for any functions ft and gt whose transforms exist and any constants a and b, the transform of
Linearity Just as differentiation and integration are linear, Laplace transform is also a linear operation, that
Example 2.2
Using the linearity theorem, and the previously obtained Laplace transform pairs, find the Laplace
(a) cosh at
transforms of
(b) sinh at
(c) cos ωt
(d) sin ωt
if we know the transform of ft , we can immediately get that of e ft , as follows: If ft has the
First shifting theorem: Shifting in the s-domain The Laplace transform has the very useful property that
transform Fs (where s / k for some k), then e ft has the transform Fs − a (where s − a / k for
some k). Thus,
Example 2.3
Apply the shifting theorem and the previously obtained Laplace transform pairs to obtain the Laplace
The table below shows the Laplace transform pairs we have obtained in the previous examples.
Formulas 1 thru 3 are special cases of formula 4 (note that 0! = 1, which applies for formula 1).
We haven’t proved formulas 3, 4 and 5 yet, however, they can be obtained from formula 2 by induction.
Find the Laplace transform of the following functions using the table (variables other than t are considered
Example 2.4
(a) t 8 − 2t
constants)
−
8 8
Answers
> $
(a)
$ %?@$
(b)
8
8$
(c)
A>B
%8<
(d)
Find the inverse Laplace transform of the following functions using the table (variables other than s are
Example 2.5
constants)
?;@
$ % @$
(a)
H ;$ %8
I
(b)
J
$ %?%8K
(c)
L
$ %?
(d)
M √;OM%√JO
(e)
(b) 1 − 8 t 8 + 8 t ?
;
Find the Laplace transform of the following functions. Variables other than t are constants.
Drill Problem 2.1
1. t 8 − 38
2. sin8 4t
3. e sinh 5t
4. sin U3t − 8V
5. −8 sin 0.2t
6. sin t cos t
7. t + 1;
8. 3.8te8.?
9. −3t ? e.J
10. 5e sin ωt
Find the inverse Laplace transform of the following functions. Variables other than s are constants.
−
$ %J %J
11.
8%Y
$ Y
12.
8% √8
13.
G@Z
Z$ $ % G$ @$
14.
8
%%;
15.
L8
K$
16.
%%<
17.
?8
$ Y%L
18.
@
$ %@%8?@$
19.
8JY
$ ?8
20.
The power of Laplace transform underlies in the fact that it can transform calculus operations into algebraic
operations. This is due to its differentiation and integration properties. Thus, it is a very useful tool in solving
initial value problems in ordinary differential equations.
provided ft is continuous for all t 0 and satisfies the growth restriction and f′t is piecewise
continuous on every finite interval on the semi-axis t 0. The Laplace transform of the second derivative
of ft is
provided ft and f′t are continuous for all t 0 and satisfy the growth restriction and f′′t is
piecewise continuous on every finite interval on the semi-axis t 0. By induction, we can then have the
Laplace transform of the n-th derivative of ft as
ℒ\f G t] = s G Fs − s G f0 − s G8 f ^ 0 − ⋯ − f G 0 (2.7c)
provided f up to f G are continuous for all t 0 and satisfy the growth restriction and f G be
piecewise continuous on every finite interval on the semi-axis t 0 .
Example 2.6
(a) te,
Find the Laplace transform of the following using the differentiation property:
(b) t sin ωt
(c) sin 8 ωt
Answers:
,$
(a)
8&
$ % &$ $
(b)
8&$
$ %?&$
(c)
Integration Property For a function ft that is piecewise continuous for t 0 and satisfies the growth
restriction, then for s / 0, s / k, and t / 0,
1
ℒ `
fτ dτb = Fs
s
(2.8)
Example 2.7
Find the inverse Laplace transform of the following using the integration property.
$ % &$
(a)
$ $ % &$
(b)
−
FG &
& $ &>
(b)
Take note that multiplication by s in s-domain is differentiation in t-domain and division by s in s-domain is
integration in t-domain. This is the very useful property of the Laplace transform that makes it an ideal tool
in solving differential equations and initial value problems.
In illustrating how Laplace transform can solve initial value problem, consider the examples below:
Example 2.8
(b) y = e + sinh t − t
The Laplace transform method of solving differential equations has the following advantages:
• Solving a nonhomogenous ODE does not require first solving the homogenous ODE.
Complicated Rt (right sides of linear ODEs) can be handled very efficiently.
• Initial values are automatically taken care of.
•
1. t cos 5t
A. Use the differentiation property to find the Laplace transform of the following:
2. cos8 πt
3. sinh8 at
4. cosh8 t
8
5. sin? t
B. Use the integration property to find the inverse Laplace transform of the following:
> @$
6.
H % $
7.
J
> J
8.
H ?$
9.
8
> %K
10.
The unit step function or the Heaviside function ut − a is 0 for t < a, has a jump size of 1 at t = a, and
is 1 for t / a or in a formula,
0, t<a
ut − a = i
1, t/a
(2.9)
The special case of step function ut for which a = 0 and the general case ut − a for an arbitrary
positive constant a is shown in the figures below.
Figure 2.3. The unit step function u(t) and its shifted version u(t-a)
The transform of ut − a can be found using the Laplace transform integral and is given as
e
ℒ 2ut − a3 =
s (2.10)
often involve functions that are either off or on. Multiplying functions ft with ut − a can produce all
The unit step function is typical engineering functions made to measure for engineering applications which
Figure 2.4. Illustration of the effect of multiplication of the unit step function to a given function
The second-shifting theorem: t-shifting If ft has the transform Fs , then the shifted function
ft − a ut − a has the transform e Fs, that is
Example 2.8
2 , 0 < t < 1
Write the following function using unit step functions and find its transform
n1
l t 8 , 1 < t < 1 π
f t = 2 2
m 1
lcos t t / π
k 2
2 2e 1 1 1 1 π π8 1
Answer:
ℒ f = − + o ; + 8 + p e − q ; + 8 + r e@/8 − 8 e@/8
s s s s 2s s 2s 8s s +1
Example 2.9
0 0 < t < 1
Answer
n
l − sin πt 1 < t < 2
ft = π
m 0 1 < t < 2
l
k t − 3e8; t / 3
1. t 0 < t < 1
2. sin 3t 0 < t < π
3. t 8 t / 3
4. 1 − e 0 < t < π
5. sin ωt t / 6π/ω
ATt
$ %&$
6.
7. s 8 − s8 + s e
ATut
$ %8%8
8.
ATtvw
,
9.
10. 2.5
AT>.xt AT$.yt
Phenomena of an impulsive nature, such as the action of forces or voltages over short intervals of time,
such as the action of forces or voltages over short intervals of time, arise in various applications. Such
impulses can be modeled using the Dirac’s delta function and can be solved very efficiently using Laplace
transform.
1
f, t − a = zk ,
a-t -a+k
0, otherwise
(2.13)
This function represents, for instance, a force of magnitude 1/k acting from t = a to t = a + k, where k
is positive and small. In mechanics, the integral of a force acting over a time interval a - t - a + k is
called the impulse of the force. The area bounded by this function (which is its integral with respect to t) is
unity.
which is called the Dirac delta function or the unit impulse function. The Laplace transform of δt − a is
given as
The unit step and unit impulse functions can model several situations in electric and mechanical systems,
thus, knowing its Laplace transform is of great value to us.
Example 2.10
Determine the response of a system described by the differential equation
y ^^ + 3y ^ + 2y = rt
Answers:
0 0 < t < 1
(a)
n1
l − e + 1 e88 1 < t < 2
yt = 2 2
m 1 1
l −e + e8 + e8 − e88 t / 2
k 2 2
0 0 < t < 1
yt = i
(b)
e − e8 t / 1
The spring, within certain elastic limits, will obey the Hooke’s law: If a spring is stretched or compressed, its
change in length will be proportional to the force exerted upon it and when this force is removed, the spring
that will cause the spring to stretch or compress x unit of length will be
will return to its original position with its length and other physical properties unchanged. Thus, the force
F = kx (2.17)
where k is a spring constant which is related to the ratio of the force applied per unit length of
displacement.
Let a body of weight w be attached at the lower end of the spring, and brought to the point of equilibrium
where it can remain at rest. Once the weight is moved from the point of equilibrium, its motion will be
determined by a differential equation and associated initial conditions.
We have the following assumptions to simplify our analysis of the system. First the motion takes place
three dimensions results in nonlinear equations. Second, the displacement x of the object is measured
entirely in a vertical line, so that this will result in a linear equation. Spring motion taking place in two or
In addition to the spring force (Hooke’s law), there will, in general be a retarding force caused by the
resistance of the medium in which the motion takes place or by friction. This retarding force, or drag, will be
assumed to be proportional to the velocity of the object. We assumed it is that way so that we make our
differential equation linear, as a drag force proportional to the square or cube of the velocity leads to
nonlinear equation.
• The force due to the mass, which is proportional to the acceleration of the object (by Newton’s
second law of motion,
w ^^
F = x t
g
(2.18a)
the motion of the object, and is proportional to the velocity of the object (the constant b is the
• The retarding force, or the drag force, whether applied or caused by the medium, which opposes
F = bx ^ t (2.18b)
• The force applied on the spring by the object when it is moving, determined by Hooke’s law
F = kxt (2.18c)
• A time varying external force which is proportional to the acceleration F
t that it alone would
impart on the object,
w
F = F t
g
(2.18d)
From these, the differential equation that describes the motion of the object can be written as
problem, x0 and x ^ 0 refer to the initial position of the object with respect to the equilibrium point and
which is a second-order, nonhomogenous linear differential equation. The initial conditions required for this
the initial velocity of the object respectively. As previously done, equations of this type can be solved using
Laplace transform techniques.
Undamped Motion. When the parameter γ = 0 the differential equation of 2.19 becomes
Example 2.11
(b) no input, but with non-zero initial conditions (x0 = x ^ 0 ≠ 0).
(c) sinusoidal driving force A sin ωt with ω ≠ β, x0 = x ^ 0 ≠ 0.
(d) sinusoidal driving force A sin ωt with ω = β, x0 = x ^ 0 ≠ 0
(c) xt = x0 cos βt + sin βt − $ &$ sin βt + $ &$ sin ωt
&
Example 2.12
1. A spring is such that a 5-lb weight stretches it 6 in. The 5-lb weight is attached, the spring reaches
equilibrium, then the weight is pulled down 3 in below the equilibrium point and started off with an upward
velocity of 6 ft/sec. Find an equation giving the position of the weight at all subsequent times.
2. (a) A spring is stretched 1.5 in by a 2-lb weight. Let the weight be pushed up 3 in above the equilibrium
point and then released. Describe the motion. (b) For the same mass-spring system, let the weight be
pulled down 4 in below the equilibrium point and given a downward initial velocity of 8 ft/sec. Describe the
motion.
and below the equilibrium point and the frequency of vibration is still f = @ Hz.
?
The parameter γ is a factor related to damping; it represents the energy lost by the object because of
retarding force while moving.
Damped Motion. When the parameter γ is non-zero, the motion that results is a damped one. Thus from
the equation
result of damping. When the parameter β / γ, the quantity β8 − γ8 = ω8 is a positive number and in
Case 1: Underdamped Motion. This motion is characterized by an oscillation but eventually dies out as a
The term ϕ t represents the particular solution for the external input F t.
oscillating. When β / γ, the quantity β8 − γ8 = σ8 is a negative number, and the general solution of the
Case 3: Overdamped Motion. This motion is characterized by a slower decay of motion without
As the equation indicates, this motion decays slower than the critical damped motion case.
Example 2.13
Derive the general solutions of Equation 2.19 for the three cases mentioned above.
Example 2.14
An iron ball whose weight is 98 N stretches a spring 1.09 m. Determine the equation of motion of the object
(a) b = 0
when it is pulled down 16 cm from its equilibrium and for the following damping parameters:
(b) b = 10 kg/sec
(c) b = 60 kg/sec
(d) b = 100 kg/sec
(b) xt = e.J 0.16 cos 2.96t + 0.027 sin 2.96t; underdamped motion
(c) xt = 0.16 + 0.48te; ; critically damped motion
(d) xt = 0.18e − 0.02eK ; overdamped motion
1. A spring is such that a 4-lb weight stretches it 6 in. An impressed force 8 cos 8t is acting on the spring. If
the 4-lb weight is started from the equilibrium point with an imparted upward velocity of 4 ft/sec, determine
the position of the weight as a function of time.
equilibrium point and then released. If there is an impressed force of magnitude 9 sin 4t, describe the
2. A spring is such that it is stretched 6 in by a 12-lb weight. The 12-lb weight is pulled down 3 in below the
motion.
3. A spring is such that a 2-lb weight stretches it 8 ft. An impressed force ? sin 8t is acting upon the spring.
If the 2-lb weight is released from a point 3 in below the equilibrium point, determine the equation of motion.
equilibrium point and given an initial downward velocity of 4 ft/sec. An impressed force of 360 cos 4t lb is
4. A spring is such that a 16-lb weight stretches it 1.5 in. The weight is pulled down to a point 4 in below the
applied. Find the position and velocity of the weight at time t = π/8 sec.
5. A 20-lb weight stretches a certain spring 10 in. Let the spring first be compressed 4 in, and then the 20-lb
weight and then the 20-lb weight attached and given an initial downward velocity of 8 ft/sec. Find how far
the weight would drop.
6. Consider an underdamped motion of a body of mass m = 2 kg. If the time between two consecutive
maxima is 2 sec and the maximum amplitude decreases to ? of its initial value after 15 cycles, what is the
d8 x dx
7. A certain straight line motion is determined by the differential equation
+ 2γ + 169x = 0
dt 8 dt
and the conditions that when t = 0, x = 0 and x = 8 ft/sec. (a) Find the value of γ that leads to critical
^
damping and determine x in terms of t. (b) Use γ = 12. Find x in terms of t. (c) Use γ = 14. Find x in
terms of t.
8. A spring is such that a 2-lb weight stretches it ft. An impressed force sin 8t and a damping force of
8 ?
magnitude |F | = |v| (v is the velocity of the object) are both acting on the spring. The weight starts ft
?
below the equilibrium point with an imparted upward velocity of 3 ft/sec. Find a formula for the position of
the weight at time t.
9. A spring is such that a 4-lb weight stretches the spring 0.4 ft. The 4-lb weight is attached to the spring
(suspended from a fixed support) and the system is allowed to reach equilibrium. Then the weight is started
from the equilibrium position with an imparted upward velocity of 2 ft/sec. Assume that the motion takes
place in a medium that furnishes a retarding force of magnitude numerically equal to the speed in feet per
second of the moving weight. Determine the position of the weight as a function of time.
d8 x dx
10. A particle is moving along the x-axis according to the law
+ 6 + 25x = 0
dt 8 dt
If the particle started at x = 0 with an initial velocity of 12 ft/sec to the left, determine (a) x in terms of t, (b)
times at which stops occur, and (c) the ratio between the numerical values of x at successive stops.
An inductor is a passive electrical component that can store energy in a magnetic field created by the
electric current passing through it. An inductor’s ability to store magnetic energy is measured by its
inductance, in units of henries (henry in singular).
The effect of an inductor in a circuit is to oppose changes in current through it by developing a voltage
across it proportional to the rate of change of current. Thus, the time-varying voltage across the inductor is
di
vZ = L
dt (2.24)
q t 1
v = =
iτ dτ + vt
C C (2.25)
By Kirchhoff’s voltage law (KVL), we can derive an expression for current at any time t. We first consider
the case when the input voltage is a dc source (a battery).
Find an expression for the current at any time t for the series RLC circuit shown in Figure 2.13 when the
Example 2.14
(a) is positive.
(b) is zero.
(c) is negative.
Answers:
In this example, notice that the answers are also consistent with the results of the damped mass-spring
system with constant input force. The first case is an underdamped system, the second one is a critically
damped system, and the last one is an overdamped case.
Note that for a series RLC circuit with a constant voltage source, the steady-state output (or response)
current, that is the output as time approaches infinity, is zero. This is due to the fact the capacitor becomes
open as time increases.
Find the current it in a series RLC circuit with R = 11 Ω, L = 0.1 H, C = 108 F which is connected
Example 2.15
to a source voltage Et = 100 sin 400t. Assume that current and charge are zero when t = 0.
The transient response is the output that tapers off as time goes to infinity. In the example above, the first
two terms represent the transient response, while the last two terms represent the steady-state response.
Note that the steady state response of the circuit is a harmonic oscillation. The last two terms can be
written as
Hz.
8
@
Thus, the oscillation has an amplitude of 2.4246 A and frequency of
The Laplace transform is very useful in the analysis of various circuits including filters, transistor networks,
operational amplifiers, etc.
One of the interesting properties of the models for the mass-spring system and the electric circuits is their
similarity. In fact, if one will observe, the mass-spring model
w ^^ w
x t + bx ^ t + kxt = F
t
g g
(2.19)
1
Li^^ t + Ri^ t + it = E′t
C
(2.26)
has the same form, and a quantitative analogy can be deduced from such similarity. The following table
summarizes that analogy.
1. Find the current of a series LC circuit when L = 0.2 H, C = 0.05 F and E = sin t , assuming zero
Drill Problems 2.6
2. What are the conditions for an RLC circuit to be overdamped, critically damped and underdamped?