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The Laplace Transform
The Laplace Transform
The Laplace Transform
ENERGY Program
Lecture : (THE LAPLACE TRANSFORM)
Let 𝑓𝑓(𝑡𝑡) be a real function of a real variable 𝑡𝑡 defined for 𝑡𝑡 > 0. Then
𝑇𝑇 ∞
ℒ[𝑓𝑓(𝑡𝑡)] ≡ 𝐹𝐹(𝑠𝑠) ≡ lim � 𝑓𝑓(𝑡𝑡)𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = � 𝑓𝑓(𝑡𝑡)𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 0 < 𝜖𝜖 < 𝑇𝑇
𝑇𝑇→∞
c 0+
𝑡𝑡→0
∞ ∞
−1 1
ℒ 𝑒𝑒 −𝑡𝑡 =� 𝑒𝑒 −𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = 𝑒𝑒 −(𝑠𝑠+1)𝑡𝑡 � = for Re(𝑠𝑠) > −1
0+ (𝑠𝑠 + 1) 0+
𝑠𝑠 + 1
THE INVERSE LAPLACE TRANSFORM
The Laplace transform transforms a problem from the real variable time
domain into the complex variable s-domain. After a solution of the
transformed problem has been obtained in terms of s, it is necessary to
"invert" this transform to obtain the time domain solution. The
transformation from the s-domain into the t-domain is called the inverse
Laplace transform.
Let 𝐹𝐹(𝑠𝑠) be the Laplace transform of a function 𝑓𝑓(𝑡𝑡), 𝑡𝑡 > 0. The contour integral
𝑐𝑐+𝑗𝑗∞
1
ℒ −1 [𝐹𝐹(𝑠𝑠)] ≡ 𝑓𝑓(𝑡𝑡) = � 𝐹𝐹(𝑠𝑠)𝑒𝑒 𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
2𝜋𝜋𝜋𝜋 𝑐𝑐−𝑗𝑗∞
where 𝑗𝑗 = −1 and 𝑐𝑐 > 𝜎𝜎0 �𝜎𝜎0 as given in Definition 4.2), is called the inverse
Laplace transform of 𝐹𝐹(𝑠𝑠).
𝑓𝑓(𝑡𝑡) = a function of time 𝑡𝑡 such that 𝑓𝑓(𝑡𝑡) = 0 for 𝑡𝑡 < 0
𝑠𝑠 = a complex variable
ℒ= an operational symbol indicating that the quantity that it prefixes
∞
is to be transformed by the Laplace integral � 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0
𝐹𝐹(𝑠𝑠) = Laplace transform of 𝑓𝑓(𝑡𝑡)
Then the Laplace transform of 𝑓𝑓(𝑡𝑡) is given by
∞ ∞
ℒ[𝑓𝑓(𝑡𝑡)] = 𝐹𝐹(𝑠𝑠) = � 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑[𝑓𝑓(𝑡𝑡)] = � 𝑓𝑓(𝑡𝑡)𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0 0
THE INVERSE LAPLACE TRANSFORM
The reverse process of finding the time function 𝑓𝑓(𝑡𝑡) from the Laplace transform
𝐹𝐹(𝑠𝑠) is called the inverse Laplace transformation. The notation for the inverse Laplace
transformation is ℒ −1 , and the inverse Laplace transform can be found from 𝐹𝐹(𝑠𝑠) by
the following inversion integral:
𝑐𝑐+𝑗𝑗∞
1
ℒ −1 [𝐹𝐹(𝑠𝑠)] = 𝑓𝑓(𝑡𝑡) = � 𝐹𝐹(𝑠𝑠)𝑒𝑒 𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑, for 𝑡𝑡 > 0
2𝜋𝜋𝜋𝜋 𝑐𝑐−𝑗𝑗∞
Exponential function. Consider the exponential function
𝑓𝑓(𝑡𝑡) = 0, for 𝑡𝑡 < 0
= 𝐴𝐴𝑒𝑒 −𝑎𝑎𝑎𝑎 , for 𝑡𝑡 ≥ 0
where 𝐴𝐴 and 𝛼𝛼 are constants. The Laplace transform of this exponential function can be obtained as follows:
∞ ∞
𝐴𝐴
ℒ 𝐴𝐴𝑒𝑒 −𝛼𝛼𝛼𝛼 = � 𝐴𝐴𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = 𝐴𝐴 � 𝑒𝑒 −(𝛼𝛼+𝑠𝑠)𝑡𝑡 𝑑𝑑𝑑𝑑 =
0 0 𝑠𝑠 + 𝛼𝛼
where 𝐴𝐴 is a constant. Note that it is a special case of the exponential function 𝐴𝐴𝑒𝑒 −𝑎𝑎𝑎𝑎 , where 𝛼𝛼 = 0. The step
function is undefined at 𝑡𝑡 = 0. Its Laplace transform is given by
∞
−𝑠𝑠𝑠𝑠
𝐴𝐴
ℒ[𝐴𝐴] = � 𝐴𝐴𝑒𝑒 𝑑𝑑𝑑𝑑 =
0 𝑠𝑠
Ramp function. Consider the ramp function
𝑓𝑓(𝑡𝑡) = 0, for 𝑡𝑡 < 0
= 𝐴𝐴𝐴𝐴, for 𝑡𝑡 ≥ 0
where 𝐴𝐴 is a constant. The Laplace transform of this ramp function is obtained as
∞
∞ −𝑠𝑠𝑠𝑠 ∞ −𝑠𝑠𝑠𝑠
𝑒𝑒 𝐴𝐴𝑒𝑒
ℒ[𝐴𝐴𝐴𝐴] = � 𝐴𝐴𝐴𝐴𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = 𝐴𝐴𝐴𝐴 � −� 𝑑𝑑𝑑𝑑
0 −𝑠𝑠 0 −𝑠𝑠
0
𝐴𝐴 ∞ −𝑠𝑠𝑠𝑠 𝐴𝐴
= � 𝑒𝑒 𝑑𝑑𝑑𝑑 = 2
𝑠𝑠 0 𝑠𝑠
Real differentiation theorem. The Laplace transform of the derivative of a function
𝑓𝑓(𝑡𝑡) is given by
𝑑𝑑
ℒ 𝑓𝑓(𝑡𝑡) = 𝑠𝑠𝑠𝑠(𝑠𝑠) − 𝑓𝑓(0)
𝑑𝑑𝑑𝑑
Similarly, we obtain the following relationship for the second derivative of 𝑓𝑓(𝑡𝑡) :
𝑑𝑑 2
ℒ 𝑓𝑓(𝑡𝑡) = 𝑠𝑠 ˙
2 𝐹𝐹(𝑠𝑠) − 𝑠𝑠𝑠𝑠(0) − 𝑓𝑓(0)
𝑑𝑑𝑡𝑡 2
Real-integration theorem. If 𝑓𝑓(𝑡𝑡) is of exponential order, then the Laplace
transform of ∫ 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 exists and is given by
𝐹𝐹(𝑠𝑠) 𝑓𝑓 −1 (0)
ℒ � 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 = +
𝑠𝑠 𝑠𝑠
Partial-fraction expansion when 𝐹𝐹(𝑠𝑠) involves distinct poles only. Consider 𝐹𝐹(𝑠𝑠) written in the factored form
where 𝑝𝑝1 , 𝑝𝑝2 , … , 𝑝𝑝𝑛𝑛 and 𝑧𝑧1 , 𝑧𝑧2 , … , 𝑧𝑧𝑚𝑚 are either real or complex quantities, but for each complex 𝑝𝑝𝑖𝑖 or 𝑧𝑧𝑖𝑖 there will
occur the complex conjugate of 𝑝𝑝𝑖𝑖 or 𝑧𝑧𝑖𝑖 , respectively. If 𝐹𝐹(𝑠𝑠) involves distinct poles only, then it can be expanded
into a sum of simple partial fractions as follows:
where 𝑎𝑎𝑘𝑘 (𝑘𝑘 = 1,2, … , 𝑛𝑛) are constants. The coefficient 𝑎𝑎𝑘𝑘 is called the residue at the pole at 𝑠𝑠 = −𝑝𝑝𝑘𝑘 . The value
of 𝑎𝑎𝑘𝑘 can be found by multiplying both sides of Equation (2-14) by 𝑠𝑠 + 𝑝𝑝𝑘𝑘 and letting 𝑠𝑠 = −𝑝𝑝𝑘𝑘 , which gives
𝐵𝐵(𝑠𝑠) 𝑎𝑎 𝑎𝑎 𝑎𝑎 𝑎𝑎
𝑠𝑠 + 𝑝𝑝𝑘𝑘 = �𝑠𝑠+𝑝𝑝1 𝑠𝑠 + 𝑝𝑝𝑘𝑘 + 𝑠𝑠+𝑝𝑝2 𝑠𝑠 + 𝑝𝑝𝑘𝑘 + ⋯ + 𝑠𝑠+𝑝𝑝𝑘𝑘 𝑠𝑠 + 𝑝𝑝𝑘𝑘 + ⋯ + 𝑠𝑠+𝑝𝑝𝑛𝑛 𝑠𝑠 + 𝑝𝑝𝑘𝑘 � = 𝑎𝑎𝑘𝑘
𝐴𝐴(𝑠𝑠) 𝑠𝑠=−𝑝𝑝 1 2 𝑘𝑘 𝑛𝑛 𝑠𝑠=−𝑝𝑝𝑘𝑘
𝑘𝑘