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Learning Material 3 - Laplace Transformation
Learning Material 3 - Laplace Transformation
Learning Material 3 - Laplace Transformation
LAPLACE TRANSFORMATION
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) =∫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.
The original function shall be denoted by a lower case letter and its
transform by the same letter in' capital.
2
PROBLEM 1:
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:
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
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
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 )
1) LINEARITY PROPERTY
Theorem: If a and b are constants while f1(t) and f2(t) are
functions whose Laplace transforms exist, then
= 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:
Solution:
= 2 ℒ (𝑡 ) + 3 ℒ (1)
1 1
= 2 (𝑠2 ) + 3 ( 𝑠 )
2+3𝑠
= 𝑠2
1
ℒ(2𝑡 + 3) = (2 + 3𝑠)
𝑠2
PROBLEM 2:
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
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