Chapter 4 (Laplace 17)

Dr.N.
Magaji DE (Laplace Transform)
EGR 3301
Chapter 4
Laplace Transform
Dr.N. Magaji DE (Laplace Transform)
Table of content
Introduction
Laplace from first Principle
Using table
Properties of Laplace transform
Inverse laplace Transform
Solution of differential equation

Introduction
What are Laplace transforms?


F ( s )  L{ f (t )}   f (t )e dt  st
1   j
f (t )  L1{F ( s )}   F ( s ) e st
ds
2 j   j
• t is real, s is complex!
• Inverse requires complex analysis to solve
• Note “transform”: f(t)  F(s), where t is integrated and s is
variable
• Conversely F(s)  f(t), t is variable and s is integrated
• Assumes f(t) = 0 for all t < 0
Evaluating F(s) = L{f(t)} from first principle

• Example 1

1 1
f (t )  1  F ( s )   e dt   (0  1) 
 st
0 s s
•Example 2
 
1
f (t )  e  at
 F ( s )   e e dt   e
 at  st ( sa )t
dt 
0 0 sa
•Example 3

f (t )  sin t  F ( s )   e  st sin(t ) dt
0
Integrate by parts
Evaluating F(s) = L{f(t)} from first principle
 udv  uv   vdu
u  e  st , du   se  st dt
dv  sin(t )dt , v   cos(t )
 

  e  st cos(t )dt [e  st sin(t )]0  s  e  st sin(t )dt
0 0

 e (0)  s  e sin(t )dt

 st  st
0
 
 se  st
sin(t ) dt  1  s 2
 sin(t )dt 
e  st
0 0

(1  s 2 )  e  st sin(t )dt 1
0 It only gets worse…

1
 e sin(t )dt 
 st
2
Evaluating F(s)=L{f(t)}- By
integration(cont.)
Example 3(second method)
eit  e  it
sin(t ) 
Use 2i
Verify the result
let
Evaluating F(s) = L{f(t)} using Table
• This is the easy way ...

• Recognize a few different transforms
• See table 4.1.
• Learn a few different properties
• Do a little math
Table 4.1 Laplace Transforms
f (t )  L1 F ( s) F ( s )  L f (t ) f (t )  L1 F ( s) F ( s )  L f (t )

a a e at sin bt b
s s  a 2  b 2
t n , n  1,2,3,... n! e at cos at sa
s n 1
s  a 2  b 2
e at 1 t n e at n!
sa s  a n 1
sin at a t n f (t ) dn
s2  a2
(1) n
F ( s)
ds n
cos at s e at f (t ) F (s  a)
s2  a2
sinh at a y ' (t ) sY ( s)  y (0)
s2  a2
cosh at s y ' ' (t ) s 2 Y ( s)  sy (0)  y ' (0)
s2  a2
Properties of Laplace Transforms
• Linearity√
• Scaling in time √
• Time shift √
• “frequency” or s-plane shift √
• Multiplication by tn √
• Differentiation √I
• ntegration
• etc
Properties: Linearity
L{c1 f1 (t )  c2 f 2 (t )}  c1 F1 ( s )  c2 F2 ( s )
L{sinh(t )} 
Example 5 : 1 t 1 t
y{ e  e } 
2 2
1 1
L{e }  L{e  t } 
t
2 2
1 1 1
(  )
2 s 1 s 1
1 ( s  1)  ( s  1) 1
( ) 2
2 s 1
2
s 1
Properties: Scaling in Time

1 s
L{ f (at )}  F ( )
Example 6 a a
1 s
L{ f (at )}  F ( )
a a
L{sin(t )}
1 1
(  1) 
 (s ) 2

1 2
( 2 )
 s  2

2 2
Properties: Time Shift

L{ f (t  t0 )u (t  t0 )}  e F ( s )  st0
Example 7:
L{e  a ( t 10) u (t  10)} 
e 10 s
sa
Properties: S-plane (frequency) shift

L{e f (t )}  F ( s  a )
 at
Example 8 :
Properties: Multiplication by tn
d n
L{t f (t )}  ( 1)
n
F (
n
s )
ds n
d n
1 n!
Example L{t u (t )}  ( 1)
n n
( )  n1
9: ds s
n
s
Limiting Values
I. Initial-Value Theorem
lim f(t) = lim s F(s)
t0 s
II. Final-Value Theorem
lim f(t) = lim s F(s)
t s0
Laplace Transform of a Derivative
Before we apply Laplace transform to solve a

differential equation, we need to know the Laplace
transform of a derivative. Given some expression f (t ) with
Laplace transform Lf (t )  F ( s) , the Laplace transform of the
derivative f ' (t ) is

L f ' (t )   e  st
f ' (t ) dt
t 0
This can be integrated by parts as follows:

L f ' (t )  e
 st
f ' (t ) dt where u  e  st v '  f ' (t )
t 0
u'   se  st v  f ' (t )  f (t )

L f ' (t )  e   st
f (t ) 

t 0 s e
 st
f (t ) dt
t 0
 0  f (0)   sF ( s )
Assuming e  st f (t )  0 as t 
That is: L f ' (t )  sF ( s )  f (0)
Laplace Transform of a Derivative
Laplace Transforms of Higher Derivatives
The Laplace transforms of derivatives higher than the first are readily derived. To
find higher derivative, understand the following formula
First order L f ' (t )  sF ( s )  F (0)

Second order L f ' ' (t )  s 2 F ( s )  sf (0)  f ' (0)
Third order L f ' ' ' (t )  s 3 F ( s )  s 2 f (0)  sf ' (0)  f ' ' (0)
Forth order 
L f iv

(t )  s 4 F ( s )  s 3 f (0)  s 2 f ' (0)  sf ' ' (0)  f ' ' ' (0)
Example 10
Find the solution of f ' ' (t )  3 f ' (t )  2 f (t )  4t where f (0)  f ' (0)  0.
Solution
i. Take the Laplace transform of both sides of the operation

L f ' ' (t )  3L f ' (t )  2 L f (t )  4 Lt 
s 2

F ( s )  sF (0)  f ' (0)  3sF ( s )  F (0)  2 F ( s ) 
4
s2
Properties: Integrals
If f(t) is piecewise continuous and | f(t) |  M et ,

then
t 0
1 1
L{  f() d } = s L{ f(t) } + s  f() d
a a
Property Original Function Transformed Function
t 1
 0
f ( ) d
s
F ( s)
Integration
1 
t
f (t )  s
F ( s )ds
t
Convolution
 0
f ( ) g (t  )d F(s)G(s)
Dr.N. Magaji DE (Laplace Transform) Inverse Laplace Transform
If F (s) is the Laplace transform of f (t ) then f (t ) is the
inverse Laplace transform of F (s) . We write as
f (t )  L1 F ( s ) or L1 F ( s )  f (t )
The operator L is known as the operator for inverse
1
Laplace transform. There is no simple integral definition

of the inverse transform so you have to find it by working
backwords.
Example 11, if f (t )  2 then the Laplace transform
2 2
L f (t )  F ( s )  so if F (s)  then the inverse Laplace
s s
transform L F ( s )  f (t )  2
1
1
Example Find the inverse Laplace transform of F (s)  .
s 1
Solution
1
L  f (e ) 
 kt
sk
 1   kt
e
1
Thus, we can say that L 
s  k 
so when k  1,
 1   ( 1) t
1
L    e  e t
 s  1
Inverse Laplace Transform
Case 1: F(s) has all non repeated simple roots:

Example 12 Given:
4( s  2) A1 A2 A3
F ( s)    
( s  1)( s  4)( s  10) ( s  1) ( s  4) ( s  10)
Find A1, A2, A3 from Heavyside
( s  1)4( s  2) ( s  4)4( s  2)
A1  |  4 27 A2  | 49
( s  1)( s  4)( s  10) s  1 ( s  1)( s  4)( s  10) s  4
( s  10)4( s  2)
A3  |   16 27
( s  1)( s  4)( s  10) s  10

f ( t )  (4 27 )e  t  (4 9)e  4 t  ( 16 27 )e 10 t u( t ) 
Inverse Laplace Transform
Case 2: F(s) has repeated poles :

Example 12 Given:
( s  1) A1 K1 K2
F ( s)    
s( s  3) 2 s ( s  3) ( s  3) 2
A1 
K1 
K2 
 
f (t )  A1   _ K1 _____e 3t  _ K 2 _______te 3t u (t )
Inverse Laplace Transform(cont.)
Case 3: Complex Roots

P (s) k k*
F (s)  1  1  1  ... 
Q ( s )( s    j )( s    j ) s    j s    j )
1
( s    j ) P1 ( s )
K1  |
Q1 ( s ) ( s    j )( s    j ) s    j
j
K 1  | K 1 |   | K 1 | e
j  j
K1 K 1* | K1 | e | K 1e
  
s    j s    j s    j s    j
 | K | e j | K | e
 j 
1  1 1   j t jt  j t  jt 
L   | K | e e e e e e 
 s    j s    j  1  
 
 e j ( t   )  e j ( t   ) 
 j t jt  j t  jt   at  
| K | e e e e e e   2 | K1 | e
1   2 
 
Example 13
For the given

Example F(s) find f(t)
12 Given:
( s  1) ( s  1)
F ( s)  
s( s 2  4 s  5) s( s  2  j )( s  2  j )
A K1 K 1*
F ( s)   
s s2 j s2 j
( s  1) 1
A  | 
( s 2  4 s  5) | s  0 5
( s  1) 2 j 1
K1  || s   2  j   0.32  108o
s( s  2  j ) ( 2  j )( 2 j )
Example 13(cont.)
0.2 0.32  108o 0.32  108o

F ( s)   
s s2 j s2 j

f (t )  0.2  0.64 e  2t cos(t  108 ) u (t )
o
 
Solution of differential equations using
Laplace transform
Example14
Solve the following fird order diffrential equations
a) f ' (t )  f (t )  2 where f (0)  0
b) f ' (t )  f (t )  e t where f(0)  0
c) f ' (t )  f (t )  e 2t where f (0)  1
d) 3 f ' (t )  2 f (t )  4e t  2 where f (0)  0
Solution [Hint: refer to Table 4.1]

Laplace transform
a) f ' (t )  f (t )  2 where f (0)  0
Taking Laplace transform s of both sides of the equation gives :
2
sF ( s )  f (0)  F ( s ) 
s
2
F ( s )s  1 
s
2 2
F ( s)   s  1  solve using partial fraction
s s ( s  1)
2 A B
  solve for A and B where A  2 and B  2
s ( s  1) s s 1
2 2
F ( s)   
s s 1
The inverse transform sthen gives the solution as

f (t )  2  2e kt  2 1  e kt 
Laplace transform(cont.)
d) 3 f ' (t )  2 f (t )  4e t  2 where f (0)  0
4 2
3sF ( s)  f (0) 2 F ( s)  
s 1 s
6s  2
3sF ( s)  3 f (0)  2 F ( s) 
s( s  1)
6s  2
F ( s)(3s  2) 
s( s  1)
6s  2 4 27
F ( s)  solve using partial fractions for A  -1, B  - , and C 
s( s  1)(3s  2) 5 5
 
1 4  1  27  1  1 4  1  27 1  
F ( s)            
s 5  s  1  15  3s  2  s 5  s  1  15  s  2 
 
 3
The inverse transform then gives the solution as :
2
4 t 27 3 t
f (t )  1  e  e
5 15
Laplace transform(cont.)
Example 15
Use the Laplace transform to solve each of the following
equations
a. y ' ' (t )  5 y ' (t )  6 y (t )  2e  t where y (0)  0 and y ' (0)  0

b. y ' ' (t )  4 y (t )  sin 2t where y(0)  1 and y ' (0)  2
Solution
a. y (t )  e  t  2e 2t  e 3t
15 1 sin 2t
b. y (t )  e  2t  e 2t 
16 16 8
Inverse Laplace Transforms(Convolution Integral)(cont.)
Convolution Integral:
In the time domain we can write the following:
 t  t
y( t )  x ( t )  h( t )   x ( t   )h( )d   h( t   ) x( )d
 0  0
In this case x(t) and h(t) are said to be convolved and the
integral on the right is called the convolution integral.
It can be shown that,
Lx ( t )  h( t )  Y ( s )  X ( s ) H s 
This is very important
* note
Example using the convolution integral.
u(t)=unit input
x(t) y(t) = ?
h(t)=e -4t
1 1
x(t) = u(t) X ( s)  h(t) = e-4tu(t) H ( s) 
s s4
t t t
 4(t  )
y (t )  x(t ) * h(t )   x(t ) * h(t   )d   e d  e  4t  e 4 d
0 0 0
t
 4t 4  4t 1 4   t  1 1  4 t 
y( t )  e  e d  e e |  0    e  u( t )
0 4 4 4 
Same example but using Laplace.

1
x(t) = u(t) X ( s) 
s
h(t) = e-4tu(t) 1
H ( s) 
s4
1 A B 14 14
Y ( s)     
s( s  4) s s  4 s s4
1
y( t )  1  e 4 t u( t )
4
Example 16
 1  1  1 1  1
L1  2
 L   2
 L [ F ( s )  G ( s )]
 s ( s  4)   s ( s  4) 
1 
1 1  1 
L    1  f (t ), L  2
 te 4t
 g (t )
s  ( s  4) 
 1 1 
L  2
 f (t ) * g (t )  1* te 4t
 s ( s  4) 
t
   e 4 d  te 4t / 4  e 4t / 16  1 / 16
0
End
Thanks

Chapter 4 (Laplace 17)

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Chapter 4 (Laplace 17)

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Dr.N.

Magaji DE (Laplace Transform)

Laplace from first Principle

Properties of Laplace transform

Inverse laplace Transform

Solution of differential equation

What are Laplace transforms?

Evaluating F(s) = L{f(t)} from first principle

 e (0)  s  e sin(t )dt

Verify the result

Evaluating F(s) = L{f(t)} using Table

• This is the easy way ...

f (t )  L1 F ( s) F ( s )  L f (t ) f (t )  L1 F ( s) F ( s )  L f (t )

Properties of Laplace Transforms

Properties: Scaling in Time

Properties: Time Shift

Properties: S-plane (frequency) shift

Before we apply Laplace transform to solve a

Laplace Transforms of Higher Derivatives

First order L f ' (t )  sF ( s )  F (0)

i. Take the Laplace transform of both sides of the operation

If f(t) is piecewise continuous and | f(t) |  M et ,

Laplace transform. There is no simple integral definition

Case 1: F(s) has all non repeated simple roots:

Find A1, A2, A3 from Heavyside

Case 2: F(s) has repeated poles :

Case 3: Complex Roots

For the given

0.2 0.32  108o 0.32  108o

Solution [Hint: refer to Table 4.1]

a. y ' ' (t )  5 y ' (t )  6 y (t )  2e  t where y (0)  0 and y ' (0)  0

It can be shown that,

Same example but using Laplace.

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