Learning Material 3 - Laplace Transformation

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 13

LEARNING MATERIAL 3

LAPLACE TRANSFORMATION

The knowledge of Laplace transforms has in recent years become


a necessary and essential part of the mathematics background required
for engineering students taking Advanced Engineering Mathematics.
This is because the transform methods provide an easy and effective
means for the solution of many problems arising in different areas of
engineering.

The Laplace transformation is a useful and powerful method for


solving linear differential equations arising in engineering mathematics.
It consists essentially of three steps. In the first step, the given
differential equation is transformed into an algebraic equation, which
is also called a subsidiary equation. Then the latter is solved by purely
algebraic manipulations or simplifications. Finally, the solution of the
subsidiary equation in transformed back so that it becomes the required
solution of the original differential equation.

In this way, the Laplace transformation reduces the problem of


solving a differential equation to an algebraic problem. Another
advantage is that it takes care of initial conditions so that in initial value
problems, the determination of a general solution is avoided. Similarly,
if we apply the Laplace transformation to a non-homogeneous equation,
we can obtain the solution directly, that is, without first solving the
corresponding homogeneous equation.

1
DEFINITION. Let f(t) be a given function which is defined for all positive
values of t. We multiply f(t) by e-st and integrate with respect to t
from zero to infinity. Then, if the resulting integral exists, it is a
function of s, say F(s); where s is a parameter which may be real or
complex.

F(s) = e-st f(t) dt

The function F(s) is called the LAPLACE TRANSFORM of the original


function f(t), and will be denoted by g(f). The symbol g, which transforms
f(t) into F(s) is called the Laplace transformation operator. Thus,


𝐹(𝑠) =∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡
The described operation of f(t) is called the Laplace transformation. Also,
the Laplace transform F(s) is said to exist if the integral converge for
Some values of s; otherwise, it does not exist.

Furthermore, the original function f(t) is called the INVERSE


TRANSFORM or INVERSE of F(s) and will be denoted by ℒ-1(F); that is,
f(t) = ℒ-1(F)

The original function shall be denoted by a lower case letter and its
transform by the same letter in' capital.

2
PROBLEM 1:

Find the Laplace transform of f(t) = 1 when t > 0

Solution:


ℒ (𝑓) = ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡 )𝑑𝑡

Hence,

ℒ (1) = ∫0 𝑒 −𝑠𝑡 (1)𝑑𝑡


ℒ (1) = ∫0 𝑒 −𝑠𝑡 𝑑𝑡 𝑙𝑒𝑡 𝑢 = −𝑠𝑡 𝑑𝑢 = −𝑠𝑑𝑡

Then,

1 ∞
ℒ (1) = − 𝑠 ∫0 𝑒 𝑢 𝑑𝑢

1
ℒ (1) = − 𝑠 [𝑒 𝑢 ]∞
0

1
ℒ (1) = − [𝑒 −𝑠𝑡 ]∞
0
𝑠

1 1 ∞
ℒ (1) = − 𝑠 [𝑒 𝑠𝑡]
0

1 1 1 ∞
ℒ (1) = − 𝑠 [∞ − 𝑒 0 ]
0

1
ℒ (1) = − 𝑠 (0 − 1)

1
ℒ (1) = 𝑠

3
PROBLEM 2:

Find the Laplace transform of f(t) = eat

Solution:


ℒ (𝑓) = ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡 )𝑑𝑡

Hence,

ℒ (𝑒 𝑎𝑡 ) = ∫0 𝑒 −𝑠𝑡 (𝑒 𝑎𝑡 )𝑑𝑡


ℒ (𝑒 𝑎𝑡 ) = ∫0 𝑒 𝑎𝑡−𝑠𝑡 𝑑𝑡


ℒ (𝑒 𝑎𝑡 ) = ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡

𝑙𝑒𝑡 𝑢 = −(𝑠 − 𝑎)𝑡 𝑑𝑢 = −(𝑠 − 𝑎)𝑑𝑡

So that,

1 ∞
ℒ (𝑒 𝑎𝑡 ) = − (𝑠−𝑎) ∫0 𝑒 𝑢 𝑑𝑢

1
ℒ (𝑒 𝑎𝑡 ) = − ( [𝑒 𝑢 ]∞
0
𝑠−𝑎)

1 ∞
ℒ (𝑒 𝑎𝑡 ) = − (𝑠−𝑎) [𝑒 −(𝑠−𝑎)𝑡 ]0

1 1 ∞
ℒ (𝑒 𝑎𝑡 ) = − (𝑠−𝑎) [𝑒 (𝑠−𝑎)𝑡]
0

1 1 1
ℒ (𝑒 𝑎𝑡 ) = − ( )
[ − ]
𝑠−𝑎 ∞ 1

4
1
ℒ (𝑒 𝑎𝑡 ) = − (𝑠−𝑎) [0 − 1]

1
ℒ (𝑒 𝑎𝑡 ) = (𝑠−𝑎) ; 𝑠 − 𝑎 > 0

𝑆𝑜𝑚𝑒 𝐸𝑙𝑒𝑚𝑒𝑛𝑡𝑎𝑟𝑦 𝐹𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 𝑓 (𝑡 )𝑎𝑛𝑑 𝑡ℎ𝑒𝑖𝑟 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑠 ℒ (𝑓)

𝑓 (𝑡 ) (𝑓)

1) 1 1/𝑠
2) 𝑡 1⁄𝑠 2
3) 𝑡2 2!⁄𝑠 3
4) 𝑡 𝑛 (𝑛 = 1,2 … ) 𝑛!⁄𝑠 𝑛+1
5) 𝑡 𝑎 (𝑎 𝑖𝑠 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 ) (𝑎 + 1)⁄𝑠 𝑎+1
6) 𝑒 𝑎𝑡 1⁄(𝑠 − 𝑎)
7) cos 𝑏𝑡 𝑠⁄(𝑠 2 + 𝑏 2 )
8) sin 𝑏𝑡 𝑏 ⁄ (𝑠 2 + 𝑏 2 )
9) cosh 𝑎𝑡 𝑠 ⁄ (𝑠 2 − 𝑎 2 )
10) sinh 𝑎𝑡 𝑎 ⁄ (𝑠 2 − 𝑎 2 )

PROPERTIES OF LAPLACE TRANSFORMS

1) LINEARITY PROPERTY
Theorem: If a and b are constants while f1(t) and f2(t) are
functions whose Laplace transforms exist, then

ℒ[𝑎 𝑓1 (𝑡 ) + 𝑏 𝑓2 (𝑡 )] = 𝑎 ℒ𝑓1 (𝑡 ) + 𝑏 ℒ𝑓2 (𝑡 )


= 𝑎 ℒ(𝑓1 ) + 𝑏 ℒ (𝑓2 )
Proof:
By definition,

ℒ [𝑎 𝑓1 (𝑡 ) + 𝑏 𝑓2 (𝑡 )] = ∫0 𝑒 −𝑠𝑡 [𝑎 𝑓1 (𝑡 ) + 𝑏 𝑓2 (𝑡 )]
∞ ∞
= 𝑎 ∫0 𝑒 −𝑠𝑡 𝑓1 (𝑡 )𝑑𝑡 + 𝑏 ∫0 𝑒 −𝑠𝑡 𝑓2 (𝑡 )𝑑𝑡

= 𝑎 ℒ(𝑓1 ) + 𝑏 ℒ (𝑓2 )

5
The result is easily extended to more than two functions.
Because of the above property, Laplace transform is also called a linear
operator and it has linearity property.

PROBLEM 1:

Find the Laplace transform of f(t) = 2t + 3

Solution:

ℒ (2𝑡 + 3) = ℒ (2𝑡 ) + ℒ (3)

= 2 ℒ (𝑡 ) + 3 ℒ (1)

1 1
= 2 (𝑠2 ) + 3 ( 𝑠 )

2+3𝑠
= 𝑠2

1
ℒ(2𝑡 + 3) = (2 + 3𝑠)
𝑠2

PROBLEM 2:

Find the Laplace transform of f(t) = cosh at using linearity property

Solution:


ℒ (𝑓) = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡

∞ 𝑒 𝑎𝑡 +𝑒 −𝑎𝑡
ℒ (cosh 𝑎𝑡 ) = ∫0 𝑒 −𝑠𝑡 (cosh 𝑎𝑡 )𝑑𝑡 ; 𝑏𝑢𝑡 cosh 𝑎𝑡 = 2

6
∞ 𝑒 𝑎𝑡 +𝑒 −𝑎𝑡
ℒ (cosh 𝑎𝑡 ) = ∫0 𝑒 −𝑠𝑡 ( ) 𝑑𝑡
2

1 ∞ 1 ∞
ℒ (cosh 𝑎𝑡 ) = 2 ∫0 𝑒 −𝑠𝑡 (𝑒 𝑎𝑡 )𝑑𝑡 + 2 ∫0 𝑒 −𝑠𝑡 (𝑒 −𝑎𝑡 )𝑑𝑡

1 1
ℒ (cosh 𝑎𝑡 ) = 2 ℒ(𝑒 𝑎𝑡 ) + 2 ℒ (𝑒 −𝑎𝑡 )

1 1
𝑏𝑢𝑡: ℒ (𝑒 𝑎𝑡 ) = 𝑠−𝑎 𝑎𝑛𝑑 ℒ (𝑒 −𝑎𝑡 ) = 𝑠+𝑎

Hence,

1 1 1 1
ℒ (cosh 𝑎𝑡 ) = 2 (𝑠−𝑎) + 2 (𝑠+𝑎)

1 1 1
ℒ (cosh 𝑎𝑡 ) = 2 (𝑠−𝑎 + 𝑠+𝑎)

1 𝑠+𝑎+𝑠−𝑎
ℒ (cosh 𝑎𝑡 ) = 2 ( )
𝑠 2 −𝑎2

1 2𝑠
ℒ (cosh 𝑎𝑡 ) = 2 (𝑠2 −𝑎2 )

Therefore,

𝑠
ℒ (cosh 𝑎𝑡 ) = 𝑠2 −𝑎2

7
2.) FIRST SHIFTING PROPERTY
Theorem: If ℒ (𝑓) = 𝐹 (𝑠) when s > a, then ℒ[𝑒 𝑎𝑡 𝑓(𝑡 )] =
𝐹 (𝑠 − 𝑎); that is, the substitution of (s – a) in the transform
corresponds to the multiplication of the original function by eat.

By definition,

𝐹(𝑠) =∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡
and therefore,

𝐹(𝑠 − 𝑎) =∫0 𝑒 −(𝑠−𝑎)𝑡 𝑓 (𝑡 )𝑑𝑡

𝐹(𝑠 − 𝑎) =∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓 (𝑡 )𝑑𝑡
𝐹 (𝑠 − 𝑎) = ℒ [𝑒 𝑎𝑡 𝑓 (𝑡 )]

PROBLEM 1:
Find the Laplace transform of f(t) = eat tn
Solution:
𝑛!
Since ℒ(𝑡 𝑛 ) = 𝑠𝑛+1 , replace s by ( s – a )
𝑛!
Then, ℒ (𝑒 𝑎𝑡 𝑡 𝑛 ) = (𝑠−𝑎)𝑛+1

PROBLEM 2:
Find the Laplace transform of f(t) = e-3t cos 5t
Solution:
𝑠
Since ℒ(cos 5𝑡 ) = 𝑠2 +(5)2
𝑠+3
Then, ℒ (𝑒 −3𝑡 cos 5𝑡 ) = (
𝑠+3)2 +(5)2

8
𝑠+3
ℒ (𝑒 −3𝑡 cos 5𝑡 ) = 𝑠2 +6𝑠+34

PROBLEM 3:
Find the Laplace transform of f(t) = t3 e5t
Solution:
3! 3!
Since ℒ(𝑡 3 ) = 𝑠3+1 = 𝑠4
Then, using a = 5
3!
ℒ (𝑡 3 𝑒 5𝑡 ) = (𝑠−5)4
6
ℒ (𝑡 3 𝑒 5𝑡 ) = (𝑠−5)4

PROBLEM 4:
Find the Laplace transform of f(t) = e-2t sin t
Solution:
1
Since ℒ(sin 𝑡 ) = 𝑠2 +1
Then, using a = -2
1
ℒ (𝑒 −2𝑡 sin 𝑡 ) = (𝑠+2)2 +1
1
ℒ (𝑒 −2𝑡 sin 𝑡 ) = 𝑠2 +4𝑠+5

PROBLEM 5:
Find the Laplace transform of f(t) = et cosh 2t
Solution:
𝑠
Since ℒ(cosh 2𝑡 ) = 𝑠2 −(2)2

Then, using a = 1

9
𝑠−1
ℒ (𝑒 𝑡 cosh 2𝑡 ) = (𝑠−1)2 −(2)2
𝑠−1
ℒ (𝑒 𝑡 cosh 2𝑡 ) = 𝑠2 −2𝑠−3

3.) SECOND SHIFTING PROPERTY


𝑓 (𝑡 − 𝑎) 𝑡 > 𝑎
Theorem: If ℒ (𝑓) = 𝐹 (𝑠) 𝑎𝑛𝑑 𝑔(𝑡 ) =
0 𝑡<𝑎
then, ℒ [𝑔(𝑡 )] = 𝑒 −𝑎𝑠 𝐹 (𝑠)
Proof:
∞ 𝑓 (𝑡 − 𝑎 ) 𝑡 > 𝑎
ℒ [𝑔(𝑡 )] = ∫0 𝑔(𝑡 )𝑑𝑡 ; 𝑔(𝑡 ) =
0 𝑡<𝑎
𝑎 ∞
= ∫0 𝑒 −𝑠𝑡 (0)𝑑𝑡 + ∫𝑎 𝑒 −𝑠𝑡 𝑓 (𝑡 − 𝑎)𝑑𝑡

= ∫𝑎 𝑒 −𝑠𝑡 𝑓 (𝑡 − 𝑎)𝑑𝑡
𝑙𝑒𝑡: 𝑢 = 𝑡 − 𝑎 𝑤ℎ𝑒𝑛: 𝑡 = 𝑎, 𝑢 = 0
𝑡 = 𝑢+𝑎 𝑡 = ∞, 𝑢 = ∞
𝑑𝑡 = 𝑑𝑢

= ∫𝑎 𝑒 −𝑠(𝑢+𝑎) 𝑓(𝑢)𝑑𝑢

= ∫𝑎 𝑒 −𝑠𝑢 𝑒 −𝑎𝑠 𝑓 (𝑢)𝑑𝑢

= 𝑒 −𝑎𝑠 ∫𝑎 𝑒 −𝑠𝑢 𝑓 (𝑢)𝑑𝑢
= 𝑒 −𝑎𝑠 ℒ𝑓 (𝑢) ; 𝑤ℎ𝑒𝑟𝑒: 𝑢 𝑖𝑠 𝑎 𝑑𝑢𝑚𝑚𝑦 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
= 𝑒 −𝑎𝑠 ℒ𝑓 [𝑓(𝑡 − 𝑎)]
ℒ [𝑔(𝑡 )] = 𝑒 −𝑎𝑠 𝐹 (𝑠)

10
PROBLEM 1:
( )2
Find the Laplace transform of g(t) = 𝑓 𝑡 − 1 𝑡>1
0 𝑡<1
Solution:
ℒ [𝑔(𝑡 )] = 𝑒 −𝑎𝑠 𝐹 (𝑠)
Since,
2
ℒ (𝑡 2 ) = 𝑠3 𝑎𝑛𝑑 𝑎 = 1
Hence,
2
ℒ [𝑔(𝑡 )] = 𝑒 −𝑠 (𝑠3 )
2𝑒 −𝑠
ℒ [𝑔(𝑡 )] = 𝑠3

PROBLEM 2:
( )3
Find the Laplace transform of g(t) = 𝑓 𝑡 − 2 𝑡>2
0 𝑡<2
Solution:
ℒ [𝑔(𝑡 )] = 𝑒 −𝑎𝑠 𝐹 (𝑠)

Since,
3!
ℒ (𝑡 3 ) = 𝑠4 𝑎𝑛𝑑 𝑎 = 2
Hence,
3!
ℒ [𝑔(𝑡 )] = 𝑒 −2𝑠 (𝑠4 )
6𝑒 −2𝑠
ℒ [𝑔(𝑡 )] = 𝑠4

11
PROBLEM 3:
𝜋 𝜋
𝑠𝑖𝑛 (𝑡 − 3 ) 𝑡>3
Find the Laplace transform of g(t) = 𝜋
0 𝑡<3
Solution:

ℒ [𝑔(𝑡 )] = ∫0 𝑒 −𝑠𝑡 𝑔(𝑡 )𝑑𝑡
𝜋
∞ 𝜋
= ∫0 𝑒 −𝑠𝑡 (0)𝑑𝑡 + ∫𝜋 𝑒 −𝑠𝑡 𝑠𝑖𝑛 (𝑡 − 3 ) 𝑑𝑡
3
3

∞ 𝜋
ℒ [𝑔(𝑡 )] = ∫𝜋 𝑒 −𝑠𝑡 𝑠𝑖𝑛 (𝑡 − 3 ) 𝑑𝑡
3
𝜋 𝜋
𝑙𝑒𝑡: 𝑢 = 𝑡 − 3 ; 𝑤ℎ𝑒𝑛: 𝑡 = 3
,𝑢 = 0
𝜋
𝑡=𝑢+3 𝑡 = ∞ ,𝑢 = ∞

𝑑𝑡 = 𝑑𝑢

Hence,
𝜋

ℒ [𝑔(𝑡 )] = ∫0 𝑒 −𝑠(𝑢+3 ) sin 𝑢 𝑑𝑢
𝑠𝜋

= ∫0 𝑒 −𝑠𝑢 𝑒 − 3 sin 𝑢 𝑑𝑢
𝑠𝜋
− ∞
=𝑒 3 ∫0 𝑒 −𝑠𝑢 sin 𝑢 𝑑𝑢
𝑠𝜋
= 𝑒 − 3 ℒ (sin 𝑢)
𝑠𝜋
1
= 𝑒− 3 ( )
𝑠 2 +1
𝑠𝜋
−3
𝑒
ℒ [𝑔(𝑡 )] = 𝑠2 +1

12
PROBLEM 4:
2𝑡 0≤𝑡 ≤1
Find the Laplace transform of f(t) =
𝑡 𝑡>1
Solution:

ℒ [𝑓(𝑡 )] = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡
1 ∞
ℒ [𝑓(𝑡 )] = ∫0 𝑒 −𝑠𝑡 (2𝑡 )𝑑𝑡 + ∫1 𝑒 −𝑠𝑡 (𝑡 )𝑑𝑡
Using integration by parts,
𝑙𝑒𝑡: 𝑢 = 𝑡 𝑑𝑉 = 𝑒 −𝑠𝑡
1
𝑑𝑢 = 𝑑𝑡 𝑉 = − 𝑠 𝑒 −𝑠𝑡
1 ∞
2𝑡𝑒 −𝑠𝑡 2 1 𝑡𝑒 −𝑠𝑡 1 ∞
ℒ [𝑓(𝑡 )] = − [ 𝑠
] + ∫ 𝑒 −𝑠𝑡 𝑑𝑡
𝑠 0
+ −[ 𝑠
] + ∫1 𝑒 −𝑠𝑡 𝑑𝑡
𝑠
0 1
1 ∞
2𝑡𝑒 −𝑠𝑡 2 1 𝑡𝑒 −𝑠𝑡 1 1
= −[ ] + (− ) [𝑒 −𝑠𝑡 ]10 − [ ] + (− ) [𝑒 −𝑠𝑡 ]1∞
𝑠 0 𝑠 𝑠 𝑠 1 𝑠 𝑠
1 1 ∞
2𝑡𝑒 −𝑠𝑡 2 𝑡𝑒 −𝑠𝑡 1
= −[ ] + [− 2 𝑒 −𝑠𝑡 ] −[ ] − 2 [𝑒 −𝑠𝑡 ]1∞
𝑠 0 𝑠 0 𝑠 1 𝑠

2𝑡 1 2 1 𝑡 ∞ 1 ∞
= − [𝑠𝑒 𝑠𝑡 ] − [𝑠2 𝑒 𝑠𝑡] − [𝑠𝑒 𝑠𝑡] − [𝑠2 𝑒 𝑠𝑡]
0 0 1 1
2( 1 ) 2 ( 0) 2 2 ∞ 1
= − [𝑠𝑒 𝑠(1) − 𝑠𝑒 𝑠(0)] − [𝑠2 𝑒 𝑠(1) − 𝑠2 𝑒 𝑠(0) ] − [𝑠𝑒 ∞ − 𝑠𝑒 𝑠(1)] −
1 1
[ − 𝑠2 𝑒 𝑠(1) ]
𝑠2𝑒 ∞
2 0 2 2 ∞ 1 1 1
ℒ [𝑓(𝑡 )] = − [𝑠𝑒 𝑠 − 𝑠𝑒 𝑠(0)] − [𝑠2 𝑒 𝑠 − 𝑠2 𝑒 0 ] − [𝑠𝑒 ∞ − 𝑠𝑒 𝑠 ] − [𝑠2 𝑒 ∞ − 𝑠2 𝑒 𝑠 ]
2 0 2 2 ∞ 1 1 1
ℒ [𝑓(𝑡 )] = − + − + − + − +
𝑠𝑒 𝑠 𝑠 𝑠2𝑒 𝑠 𝑠2 𝑠 ∞)
( 𝑠𝑒 𝑠 𝑠 2 (∞) 𝑠2𝑒 𝑠
2 2 2 1 1
ℒ [𝑓(𝑡 )] = − 𝑠𝑒 𝑠 + 0 − 𝑠2 𝑒 𝑠 + 𝑠2 − 0 + 𝑠𝑒 𝑠 − 0 + 𝑠2 𝑒 𝑠
2 1 2 1 2
ℒ [𝑓(𝑡 )] = − 𝑠𝑒 𝑠 + 𝑠𝑒 𝑠 − 𝑠2 𝑒 𝑠 + 𝑠2 𝑒 𝑠 + 𝑠2
1 1 2
ℒ [𝑓(𝑡 )] = − 𝑠𝑒 𝑠 − 𝑠2 𝑒 𝑠 + 𝑠2
2 𝑒 −𝑠 𝑒 −𝑠
ℒ [𝑓(𝑡 )] = 𝑠2 − −
𝑠 𝑠2

13

You might also like