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Laplace Transform Iit
Laplace Transform Iit
f (t) = 1, 0 ≤ t < ∞.
Solution: � ∞ � ∞
F (s) = e−ts
f (t) dt = −ts
e (1) dt
0 0
� b
= lim e −ts
dt
b→+∞ 0
−ts b
� �
e
= lim provided s �= 0.
b→+∞ −s 0
e0
� �
e−bs
= lim −
b→+∞ −s −s
� �
e−bs 1
= lim −
b→+∞ −s −s
Hence,
�
e−bs 0 if s > 0
lim = .
b→+∞ −s +∞ if s < 0
Thus,
1
F (s) = , s > 0.
s
In this case the domain of the transform is the set of
all positive real numbers.
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Table of Transforms
f (t) = 1, t ≥ 0 F (s) = 1s , s ≥ 0
f (t) = t , t ≥ 0
n
F (s) = n!
sn+1 , s≥0
1
f (t) = eat , t ≥ 0 F (s) = s−a , s>a
k
f (t) = sin(kt), t ≥ 0 F (s) = s2 +k2
s
f (t) = cos(kt), t ≥ 0 F (s) = s2 +k2
k
f (t) = sinh(kt), t ≥ 0 F (s) = s2 −k2 , s > |k|
s
f (t) = cosh(kt), t ≥ 0 F (s) = s2 −k2 , s > |k|
L−1 s7!8 = t7 .
� �
Partial Fractions
Consider the rational expressions
3s + 5 3s + 5
=
s2 − 3s − 10 (s − 5)(s + 2)
Hence, 20 1
A= , and B = .
7 7
A + B = 0, −2B + D = 3, and 7A − 2D = 4.
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Hence,
10 10 13
A= , B = −A = − , D = .
11 11 11
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Transforms of Derivatives
Given a function y=y(t), the transform of its
derivative y´ can be expressed in terms of the
Laplace transform of y: L(y � ) = sL(y) − y(0).
The corresponding formula for y´´ can be obtained
by replacing y by y´ (equation 1 below).
L(y � )� = sL(y � ) − y � (0) (1)
�
= s(sL(y) − y(0)) − y (0) (2)
= s2 L(y) − sy(0) − y � (0). (3)
Hence, �� 2
L(y ) = s L(y) − sy(0) − y (0). �
10
s2 L(y) − sy(0) − y � (0) + 7L(y) = s−2
0 3
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Whence, 2
(s + 7)L(y) − 3 = 10
s−2
2 10 3(s−2)+10
(s + 7)L(y) = 3 + s−2 = s−2
3s+4
L(y) = (s−2)(s2 +7)
� �
3s+4
Then, y = L −1
(s−2)(s2 +7) . Now using the
partial fraction decomposition in slide # 15 and 16,
� � � � � �
10 −1 1 10 −1 s 13 −1 1
y= 11 L s−2 − 11 L s2 +7 + 11 L s2 +7 .
10 2t 10 13
√ √
y = 11 e − 11 cos( 7t) + 11√7 sin( 7t).
Example 1 L(cos(kt)) = s
s2 +k2 . To find L(eat cos(kt))
we replace s by s-a. Hence,
at s−a
L(e cos(kt)) = (s−a)2 +k2 .
� �
4s+1
Find: L −1
s2 +10s+34 .
Here the denominator does not factor over the reals.
Hence complete the square.
2
s + 10s + 34 = s + 10s + 25 −25 + 34 = (s + 5)2 + 9.
2
� �� �
this s must now be
� � � �
4s+1 4s+1
L−1
s2 +10s+34 = L
−1
(s+5)2 +9
made into (s+5).
� � � �
−1 4(s+5)−20+1 −1 4(s+5)−19
=L 2
(s+5) +9
= L (s+5)2 +9
� � � �
(s+5) 1
= 4L −1
− 19L
(s+5)2 +9
−1
(s+5)2 +9
� �
= 4e−5t cos(3t) − 19
3 L−1 3
(s+5)2 +9
19 −5t
= 4e −5t
cos(3t) − 3 e sin(3t).
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1 1 1 1
L(tf (t)) = −( − )= − .
s+2 s−3 s−3 s+2
1 1
Hence, tf (t) = L
−1
( )−L (
−1
)
s−3 s+2
3t −2t
=e −e .
3t
e −e −2t
Hence, f (t) = , t > 0.
t
a
The unit function can be used to express piecewise
functions.
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Truncating a Function
y=f(t) y=g(t)
Truncating a Function
y=f(t) y=g(t)
y=g
a b a b
0
if 0 ≤ t < a
g(t) = f (t)
if a ≤ t < b . g(t) = f (t)U (t − a) − f (t)U (t − b).
0 if b ≤ t
c
a b a b
The graph of g has been obtained translating the
graph of f by c units to the right and then
truncating it.
0
if 0 ≤ t < a
g(t) = f (t − c) if a ≤ t < b .
0 if b ≤ t
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y=f(a) �
0 if 0 ≤ t < a
y(t) = f (t − a)U (t − a) = .
f (t − a) if a ≤ t
a
Proposition 1 Let a ≥ 0 and L(f (t)) = F (s). Then
L(f (t − a)U (t − a)) = e−as F (s).
Example 3: Determine
� �
L sin( 2 t)U (t − 3) .
π
� �
L sin( 2 t)U (t
π
− 3) = e−3s 2
s
π2
.
s + 4
Let L −1
(F (s)) = f (t). Then
L−1 (e−as F (s)) = U (t − a)f (t − a).
� �
s
Example 1: Recall L −1
2
= cos(2t).
s +4
� �
s
Hence L−1
e−7s
= cos(2(t − 7))U (t − 7).
s2 + 4
� −7s
�
e
Example 2: Determine L −1
.
(s − 5)2 + 4
Convolutions
Let f and g be functions. The convolution of f with
g is defined by
� �� � � t
f ∗ g(t) = f (τ )g(t − τ ) dτ.
0
5t
�t 5(t−τ )
sin 3t ∗ e = 0
sin(3τ ) �e �� � dτ.
� �� �
the τ factor the t − τ factor
�t 2
�t 2
�t 3
= 0
τ (2t + 3 − τ ) dτ = (2t + 3) 0
τ dτ − 0
τ dτ
3 t 4 t
� � � �
t3 t4
= (2t + 3) τ
3 − τ
4 = (2t + 3) 3 − 4
0 0
5t4 3
= +t .
12
Example 2:
Express the following integral as a convolution.
� t
3
τ cos(t − τ ) dτ.
0
‘τ ’ factor ‘t − τ ’ factor
Replace τ by t to Replace t − τ by t to
get the first factor get the second factor
of the convolution of the convolution
� t
3 3
τ cos(t − τ ) dτ = t ∗ cos(t)
0
�t
Example 3: 0
e2(t−τ ) τ 3 dτ = t3 ∗ e2t .
Example 4:
In the following example ‘t − τ ’ factor is missing.
That is because the second factor of the convolution
was a constant. �t 3 3
τ dτ = t ∗ 1.
� t t−2τ � t −τ t−τ
0
Example 5: 0 e dτ = 0 e e t
dτ = e ∗ e .
−t
�� �
t
Example 2: L 0
et+τ sin(t − τ ) dτ
�� �
t
=L 0
et eτ sin(t − τ ) dτ
� � �
t t τ
= L e 0 e sin(t − τ ) dτ
� t t �
= L e (e ∗ sin t)
Now L(et
∗ sin t) = L(e t
)L(sin t) = 1 1
s−1 s2 +1 , s > 1.
s–1. Hence
1 1 1
� t t �
L e (e ∗ sin t) = (s−1)−1 (s−1)2 +1 = (s−2)((s−1)2 +1) , s > 2.
�� �
t
Example 3: Find L 0
t sin(τ ) dτ .
Solution:
�� �
� � �
t t
L 0
t sin(τ ) dτ = L t 0 sin(τ ) dτ
= L (t(sin t ∗ 1))
3s2 +1
= − s2 (s2 +1)2 , s > 0.
Integro-differential Equations
�t
Example: Solve: f (t) = t + 0
sin(τ )f (t − τ ) dτ. input to f
Solution: Notice that f (t) = t + sin t ∗ f (t). Now use the
Laplace transform to convert the convolution product
to regular products.
1 1
L(f (t)) = L(t) + L(sin t ∗ f (t)) = s2 + s2 +1 L(f (t).
Hence, (1 − 1
s2 +1 )L(f (t)) = 1
s2
s2 +1−1 1 s2
( s2 +1 )L(f (t)) = s2 i.e., ( s2 +1 )L(f (t)) = 1
s2
�t
Solve: (t) = 1 − sin t −
y �
0
y(τ ) dτ, y(0) = 0. Take Laplace
�� �
t
transforms to get L(y (t)) = L(1) − L(sin t) − L 0 y(τ ) dτ ,
�
1 1
sL(y(t)) − y(0) = s − s2 +1 − L(y(t) ∗ 1),
1 1
sL(y(t)) = s − s2 +1 − L(y(t))L(1),
1 1 L(y(t))
sL(y(t)) = s − s2 +1 − s ,
L(y(t)) 1 1
sL(y(t)) + s = s − s2 +1 ,
(s + 1s )L(y(t)) = 1
s − 1
s2 +1 ,
(s2 +1) 1 1
s L(y(t)) = s − s2 +1 , Next Slide
1 1
L(y(t)) = s
(s2 +1) s − 2
s
2
(s +1) s +1 ,
1
L(y(t)) = (s2 +1) − 2
s
(s +1) 2 ,
� � � �
1
y(t) = L −1
(s2 +1) −L−1 s
(s2 +1)2 ,
1
y(t) = sin t − 2 t sin t �
1 e −4(t−2)
y(t) = 6e −4t
+ U (t − 2) − U (t − 2).
4 4
1 − s−1
s s+3
s−1
s−1
− s
L(x) = , L(y) =
s2 + 3s − s2 +s s2 + 3s − s2 + s
1− s
s−1
s+3
s−1 − s−1
s
L(x) = , L(y) =
4s 4s
1 1 s+3 s−1
L(x) = − , L(y) = −
4s 4(s − 1) 4s(s − 1) 4s2
L(y) = − 1s + 1
s−1 + 1
4s2 . Hence, y = −1 + e + t 1
4 t.
Periodic Functions
This part is repeated
0 t T T+t 2T 2T+t 3T
1
2a 4a 6a
-1
�� a 2a �
1
�
= e −ts
f (t) dt + e
−ts
f (t) dt
1 − e−2as 0 a
�� a � 2a �
1
= e −ts
dt − e−ts
dt
1 − e−2as 0 a
�� �
−ts a −ts 2a
� � �
1 e e
= −
1 − e−2as −s 0 −s a
� �
1 e−as
1 e e −2as −as
= − − +
1 − e−2as −s −s −s −s
1 1
= (1 − 2e −as
+ e−2as
)
(1 − e−2as ) s
1 1
= (1 − e )(1 − e )
−as −as
s (1 − e )(1 + e )
−as −as
1 (1 − e−as ) 2x=as
= , s > 0
s (1 + e−as )
Recall
(e − e )
x −x
e (e − e ) (1 − e
−x
) x −x −2x
tanh(x) = x = −x x =
(e + e )
−x e (e + e )
−x (1 + e−2x )
Whence,
tanh( 2 )
as
L(f )(s) = , s > 0.
s