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CALL

Mtthntn's ffijjnBQtnyhs an
General Editor:

B. L. WORSNOP, B.Sc., Ph.D.

INTRODUCTION TO THE
LAPLACE TRANSFORMATION

METHUEN'S MONOGRAPHS ON PHYSICAL SUBJECTS


General Editor: B. L.

WORSNOP,

B.So., Ph.D.

APPLETON, E. V. ARNOT, F. L. SEECHING, R. BRAILSFORD, F.

THERMIONIC VACUUM TUBES

CHAPMAN. S. CHILDS, W. H.
DINGLE, H.

ELECTRON DIFFRACTION MAGNETIC MATERIALS THE EARTH'S MAGNETISM


PHYSICAL CONSTANTS

COLLISION PROCESSES IN GASES

J.

EMELEUS, K,

G.

FEVRE, R. J. W. LE FLINT, H. T. FRASER, R. G. J.

THE SPECIAL THEORY OF RELATIVITY THE CONDUCTION OF ELECTRICITY THROUGH GASES DIPOLE MOMENTS

HAGUE,

B.
E.

HIRSCHLAFF,

JACKSON, L. C. JACKSON, L. C. JACKSON, WILLIS


JACOB, L.

JAEGER,

J. C.

WAVE MECHANICS MOLECULAR BEAMS ,,~TCS AN INTRODUCTION TO VECTOR ANALYSIS FOR PHYSICISTS AND ENGINEERS FLUORESCENCE AND PHOSPHORESCENCE LOW TEMPERATURE PHYSICS WAVE FILTERS ._HIGH FREQUENCY TRANSMISSION LINES _ HIGH VOLTAGE PHYSICS A INTRODUCTION TO THE LAPLACE TRANS-

JAMES, R.

W.
C.
J.

JOHNSON. R.

JONES, T. J. JOSEPHS, H.

KNUDSEN, MARTIN LAMONT, H. R. L.


'

MoCREA, W. H. McVITTIE, G. C.

MANN, W. B. OATLEY, C. W. OWEN, D. PORTER, A. W. PORTER, A. W. RATCLIFFE, J. A.


SAS, R. K., and PIDDUCK, F. B. SCHONLAND, B. F. J.

FORMATION X-RAY CRYSTALLOGRAPHY ATOMIC SPECTRA THERMIONIC EMISSION ___. HEAVISIDE'S ELECTRIC CIRCUIT THEORY THE KINETIC THEORY OF GASES WAVE GUIDES RELATIVITY PHYSICS COSMOLOGICAL THEORY THE CYCLOTRON WIRELESS RECEIVERS _.., ALTERNATING CURRENT MEASUREMENTS THE METHOD OF DIMENSIONS

THERMODYNAMICS

THE PHYSICAL PRINCIPLES OF WIRELESS THE M.K.S. SYSTEM OF ELECTRICAL UNITS


ATMOSPHERIC ELECTRICITY PHOTOELECTRIC CELLS MAGNETISM PHOTOCHEMISTRY INFRA-RED AND RAMAN SPECTRA

,,_

SOMMER,

A.
C.

STYLE, D. W. G.

STONER, E.

SUTHERLAND,
TEAGO, F.
J.,

G. B. B. M,

and

GILL, J. F.

TEAGO, F. J. TEMPLE, G.

MERCURY ARCS THE COMMUTATOR MOTOR THE GENERAL PRINCIPLES OF THEORY

QUANTUM
SPECTRA.

TOLANSKY,
F.

S.

W. G. WHITE, WILLIAMS, W. E. WORSNOP, B. L., and CHALKLIN, F. O,

HYPERFINE STRUCTURE IN LINE AND NUCLEAR SPIN ELECTROMAGNETIC WAVES


X-RAYS

APPLICATIONS OF INTERFEROMETRY

An

Introduction to the

LAPLACE TRANSFORMATION
With Engineering Applications

by
J.

C.

JAEGER

M.A., D.Sc., F.lNST.P.

LECTURER IN MATHEMATICS IN TUB UNIVERSITY OF TASMANIA

WITH 31 DIAGRAMS

METHUEN

& CO. LTD.

LONDON
IIA Lib.,
Illill

36 Essex Street, Strand, W.C.2

Hill II III! I Illll

Illl

nil

First published in

1949

CATALOGUE NO. 4045 /U

PRINTED JN GREAT BRITAIN

PREFACE
THIS book
contains the substance of a course of lectures

engineers and physicists at the National Standards Laboratory, Sydney, in 1944, when the author to the Radiophysics Laboratory of the Council for Scientific and Industrial Research. A mimeowas produced by the C.S.I.R. in 1945 edition graphed
delivered to

was seconded

for circulation in Australia.

There

is

an increasing

demand

for

operational

methods by engineers

a knowledge of and physicists who

but whose mathematical equipment is restricted to that of an ordinary engineering course. Of the many books available, the older ones use " the rather suspect and certainly obscure operational methods ", while the newer ones require a knowledge of the theory of functions of a complex variable, and some comparatively advanced mathematics. Here I have atencounter transient problems,

tempted to go as far as possible using no mathematics beyond ordinary calculus, but at the same time catering for

who wishes to acquire the manipulative skill necessary to solve his own problems to this end, the book it is, in fact, contains as little theory as possible largely a collection of worked examples illustrating the methods of solution of the various types of problem commonly arising a handful of problems, with answers, in circuit theory has been added to enable the reader to test his skill. For problems on ordinary linear differential equations, and thus on electric circuits with lumped constants, the use of the theory of functions of a complex variable is
the reader
: ; ;

but it is needed for a complete study quite unnecessary of partial differential equations, and in the higher parts The engineer who wishes to go deeply of the subject.
;

into these matters

must study

this theory,

and since quite

sophisticated points in it do arise, he must study it fully and carefully, and so before he starts he is entitled to

VI

know what types of problem he will be able to solve, and how useful the solutions will be. I have therefore in Chapter IV discussed the Equations of the transmission
^

line

from the point of view of the


only
;

earlier chapters,
all

using

calculus

this

treatment covers

the

common,

problems, and will enable the reader to follow published work on the subject. It is to be understood that solutions obtained in this way are correct, and that the algebra is the same as it would be if the complex variable were used the latter merely changes the point of view, and allows ^

complete mathematical discussion of the validity


solutions.

of the

reasons for the notation used here for the transform roo
e-**y(t)dt
.

The

Laplace
v
.

(*)

Jo
of y(t) may be given briefly. Any notation should three conditions it must be short, and easy to (i)
:

satisfy

write

must be applicable to any symbols not be used in any other connection. notation of all'would be to write a capital
(ii)

it

(iii)

it

should

letter

The simplest Y for the

; Laplace transform of the corresponding small letter but this may be most inconvenient since it is not applicable to many symbols, in particular to capital and many A " star ", y*, is not much used in other conletters.

Greek

nections

notation, y,

bar but is rather clumsy to write. The used here, was originally used by Le"vy can reintrodueed by Carslaw it is easy to write, and be applied to any symbols, but it has the disadvantage of

"

and

being employed in other senses, these, however, rarely occur in those fields where the Laplace transformation
is

most

useful,

and ease of writing


If preferred
difficult
it

is

most important:

desideratum.

can be replaced by
is

y used

by Millman.

A much

more

merits of the form

that of the question " (i) and of the "_ -multiplied


fOO ept

relative

form

v(t}dt

PREFACE
Both notations have
their

Vll

advantages, but the essential point is that form (2) gives an exact correspondence with the large body of work done by the older operational methods, while (i) corresponds with the newer books, with most of the theoretical work, and with corresponding work on the Fourier transform. Finally, it is a pleasure to acknowledge the assistance given to me by many officers of the C.S.I.R., in particular that of the Secretary in making available the drawings for the text-figures.

own minor

REFERENCES
following are recommended for further reading and are occasionally referred to below. They all use the complex variable. The first four use the form (i) of the Laplace transform, and the last three the form (a).

The

Carslaw and Jaeger, Operational Methods in Applied Mathematics (Oxford, 1941). This is referred to in the text as C. and J. Churchill, Modern Operational Mathematics in Engineering

(McGraw
Doetsch,

Hill, 1944).

Theorie

und Anwendung der Laplace Transformation


Transients
in
in

(Springer, 1937). Gardner and Barnes,


.(Wiley, 1942). Jeffreys, Operational bridge, 1931).

Linear

Systems,

Vol.

Methods

Mathematical Physics

(Cam-

McLachlan. Complex Variable and Operational Calculus (Cambridge, 1939).

Wagner, Operatorenrechnung (Leipzig, 1940).

CONTENTS
CHAPTER
I.

PAGE
.
.

FUNDAMENTAL THEORY

II.

ELECTRIC CIRCUIT THEORY

.....
.
.

26

III.

FURTHER THEOREMS AND THEIR APPLICATIONS


.
.
.

82

IV. PARTIAL DIFFERENTIAL EQUATIONS

.100
131

INDEX

CHAPTER

FUNDAMENTAL THEORY
i.

The Laplace transform

In this book we shall primarily be concerned with problems on the behaviour of 'dynamical or electrical systems which are started in a given way at some instant, o. Mathematiwhich we take to be the zero of time, t " initial value problems ", and may be cally, these are called a of as the solution of differential system equaexpressed o. tions with given initial values at the instant t Negative values of the time do not arise in either the specification of

The Laplace transthe problems or in their solution. formation is a mathematical device which is useful for a if is specified for all function such solving problems positive values of the time, we can (in the simple cases needed here) write down a related quantity called its conversely, if the Laplace transform Laplace transform is known, the value of the function can be found from it. The importance of the method arises from the fact that, for the types of problem we are interested in, it is easy to write down the Laplace transform of the solution, and from this the solution itself is then easily found. We suppose y(f) to be a known function of t for values Then the Laplace transform y(p) of y(t] is of f> o.
:

defined as

y(p)

f*rf\

poo
.
.

(i.i)

Jo

where p
(i.i)

is

number

sufficiently large to
if

make
i

the integral

convergent.

For .example,
a

y(t)

any positive

Of course p may be

sufficiently large to

make
a

of the theory,
positive

it is

little

Laplace transform

formed

as in (i.i)

number, and " " is one of a number of integral transforms by multiplying a function of t by a chosen

real part is (i.i) convergent, but, in the early parts more definite to think of p as a real nothing is lost by this restriction. The

complex number whose

THE LAPLACE TRANSFORMATION


is

e 2t permissible, but if y(t] Apart from this p is unrestricted,

of
in

just as y(f) is of t. full in this way to

shall occasionally write emphasize this dependence,

We

2* we must have p and y(p] is a function

>

them
but

usually shall write


respectively.

y for the Laplace transform of y, it and t being understood that these. are functions of p
need first a collection of the Laplace transforms few common functions. For example, if y where a may be real or complex,
of a

We

= eS

p
where p must be greater than the Again, if a is real and
real part

(1.2)

of a.

y
using (1.2)

= sin at =

iat
.(e

~e- iai ),

we have
2i\p
ia

+ iaj

+ a*

JX

Proceeding in this way, or quoting the results from known definite integrals, we can build up the Table I of Laplace transforms which contains all the -transforms needed in the first three chapters. This Table, and Theorems I to III below, provide the whole of the theory

needed

in

Chapters I and

II.

In (1.6), as remarked above, p has to be greater than the real part of a, while in (1.7) to (1.12) a is real, and in
(1.9) and (i.io) p must be greater than* results of Table I are elementary integrals
\a\.

All

the

except (i.il)

and
in

(1.12), which have been included because they arise cases of resonance. The simplest way of deriving

function of t and p, and integrating with respect to t. The Fourier transform (26.1), is another example. Each integral transform has characteristic properties, but those of the Laplace transform which are proved below make it the moat suitable for the solution of initial value problems. * If a is = a, if a o. o real, \a\ a, if a |a|

>

<

If

we

differentiate *

as if a

both sides of this with respect to were a variable, we get


t

* This technique of differentiating under the integral sign with respect to a parameter is a powerful weapon of pure mathematics naturally its use needs justification, and this can usually be supplied when, as here, it is employed in deducing new Laplace transforms from known ones.
;

THE LAPLACE TRANSFORMATION


is

which

Treating (1.7) in the equivalent to (i.n). way gives (1.12). The collection of transforms in Table I can be greatly extended by the use of the following Theorem.

same

THEOREM I. If y(p) is the Laplace transform of and a is any number, real or complex, then y(p a) is at Laplace transform of e~ y(t). This follows immediately, since the Laplace transform

of e~ aty(t)
f

is

V*

e~ aty(t}dt

=
Jo
\

er<*+*)ty (t)dt

= y(p + a).

Jo

of the use of this (1.5) that the transform of

As an example

Theorem, we see from.

Similarly from transform of

!)!"(# Theorem I and


e~vt cos at
is

(-

+ fl)'
(1.8)
it

follows that

the

(p

+ b) + a
.

N2 z

s, ' 2

and from Theorem


.
.

I
,

and

(1.7) that
.

the transform of
5. 2

e~u sin at
2.

is

O + *) +

...

To j^c?

the function y(t)


in

which has a given

Laplace

transform.
It will

be seen

that the Laplace transformation,

method

with constant

of solving an ordinary linear differential equation coefficients and given initial conditions down an algebraic equation for the transform y(p] of the solution y(t}. This transform will to found have the form be usually
consists of writing

'

2 (ail ( -*>

where f(p] and g(p)

g(t). are polynomials in

p which have

no
of

common

factor,

the degree off(p) being lower than that

THEORY 5 of the labour * of the solution consists of finding the y(t) corresponding to a y(p) given in this form. This is done by looking up y(p) in the Table I of transforms, It is shown at the possibly combined with Theorem I. end of this secton that the y(t) found in this way is the has which function for transform. only y(p]
Most
For example,
if

FUNDAMENTAL

=
p

+2
;

it

follows from (1.6) that J y v '


-

= e~

2t
.

Similarly,

from

(1.7)
-f-

and

(1.8), if

y
If the

= 2*
p*

6
A>

z cos 2t

+3

sm

2t.

denominator of y is a general quadratic in p, we complete the square, and use Theorem I and the Table. For example, if

#
it

P+7
follows

P+7
I

j>

from Theorem

and the Table that


-f-

e~* cos it

3e~* sin

2Jf.

Notice that both numerator and denominator of y have to be expressed in terms of p -f- a (in the case above, p -\- i) before Theorem I is used. If the denominator of y is of higher degree than the second, we have first to find its factors,f then we express

partial fractions by the usual algebraic methods, finally write down the function of t corresponding each fraction using Table I. Alternatively, Theorem II below may be used when it is applicable.

in

and
to

The student is particularly advised to make himself skilful Labour can be saved by the in the processes of this section. use of a more extensive table of transforms than that given here, but transforms not included in the tables at present available a case solid background of manipulative frequently arise, and in any skill is extremely useful. t For the method of doing this in problems where they are
not obvious see
12.

THE LAPLACE TRANSFORMATION

Assume *
Then
Equating

P+-IS* A(p
coefficients

+ 4^ + 8) + p(Bp + C)
A+

(2.2)

of p^, p,

and the constant term,

respectively,

we have

= o, 8A =
B
i!

Solving these for A, B, and C,

we

find
-

P-4
~^j
I

(2-3)

find Then from Theorem e~ 2i{cos 22 3 sin 2t}. y= The process of equating coefficients used above

and the Table, we

is

always available, but the results can often be obtained more o in the quickly otherwise. For example, if we put p Then, putting 1/8 identity (2.2) we find A 1/8.
in (2.2), this

becomes Bp

= +C
+

A=

(4

p),

and we get the

result (3.3) obtained before.

=
(p

+ 4)

Then

m
coefficients

Equating

we

find

* It is shown in text-books on algebra that if we assume a fraction with a constant numerator corresponding to each linear factor of the denominator, and a fraction with a linear numerator corresponding to each quadratic factor (or squared linear factor) of the denominator, and so on, we shall always have just the right number of equations to determine the unknown constants in these fractions.

FUNDAMENTAL THEORY
Then, using the Table and Theorem

y
There

I,

we

is

%-* %te~* a simple general


:

$ cos 2t

get -^ sin 2i.

Theorem

applicable to

many

important cases

where f(p) and g(p) are polynomials in p, the degree off(p) being less than that of
II.

THEOREM
and
if

If y(p}

= f(p)/g(p),

%(p),

(P) ($ ^(P a z) - - (P where a^ a z an are constants, which ., complex but must all be different, then
, .

an \

(24)

may

be real or

" ~ = Y L_ P(P ^I^- r' L


^fl

(2.7)

the function y(t)

whose Laplace transform

is

y(p)

is

S-5?f\ eV

(2-8)

(2-9)

(2.8)

is

Theorem
follow

in

the form taken by the present method.*

Heaviside's

Expansion
.

Since (2.8)
(2.7),

(2.10)

respectively, by " * In Heaviside's form of notation, and in the "^-multiplied the Laplace transformation, in which (in order to have an exact correspondence with the Heaviside notation) the Laplace transform is denned as p times the integral in (i.i), an additional term appears arising from this extra factor, p, and the simplicity
directly
(2.5)
.
. .

from

of (2.8)

is lost.

8
1 appears that the essential content of Theorei"* (27) for putting? simply the formulae (3.5) f(p}(g(p) into partial fractions in the case in which g(p) no repeated factors. This is a well-known result,* fon~t for completeness we give a proof below.

using
II

(1.6), it

is

has

All of (2.5) to (2.10) are useful (2.6) is easily renaen*ar ) is bered by noticing that the coefficient of i/(p ar in f(p)lg(p), omitting the facto** result of putting p
;

tn^

ar ) of g(p] (p (2.7) is simply another way of writing? this statement. Similar remarks apply to (2.9) and (3.10);

partial fraction formulae (2.5) and (2.6) are themselves very useful, cf. Example 4, below. With regard to (^.8) and (2.9), it is usually better to use (2.9) when g(p) has

The

&

few simple factors, as in the examples of this section It sometimes happens that g(p) has complicated factors, which need not even be set out explicitly, as in the problems of 1 6, and then (2.8) is the more useful.

To

derive (2.6)

we

put y(p) into partial fractions by

methods discussed

earlier,

by assuming

Then

Putting

ar

in this gives
.
. .

f(ar }-=^(ar -a^

(^-^-O^-flH-i)
r

(r
i, 2,
. .

n)
., -,

and substituting
(2.5),

this value in (2.1 1) gives (2.6).

To deduce

p by

we notice that differentiating (2.4) with respect the ordinary rule for differentiating a product gives

to

Putting p

=a

in this, gives
.
.

g'(ar}=(ar -a^

(ar

-0r-i)K-r+i)

(r-^)-

(2.

Using
*

(2.12) in (2.6) gives (2.5).


120.

Cf. Gibson, Treatise on the Calculus, edn. a (1906),

FUNDAMENTAL THEORY

Before proceeding further it is desirable to settle some questions of terminology. Firstly, suppose y(p) is given in the form (2.1). The simplest case is that of (24) in which g(p) is a product of n different factors,

an are the roots of the equation be spoken of as the zeros of g(p), since they are the values of p for which g(p) is zero. are the values of p for which the function Finally, they y(p] is infinite, and in this sense are described as the poles of y(p). In the more general case in which g(p] has n factors such as (p a^ a: is called a multiple (or more
,

g(P}

The numbers a: 2 They may


,
-

.,

also

precisely an

g(p\ or

w-ple) root a pole of order

of g(p)

o,

an

n-ple zero of

n of

tion

Secondly, there is the quesof the notation for a complex number. If

z
is

=x

-f-

iy

complex
x the
real

number,

we

part of z, y the imaginary part of z, and x the iy conjugate of z. _


call

The number may be


by
its

represen ted on the Argand diagram of Fig. i, and may also be


specified
(f>

<

FIG.

i.

modulus, \s\ defined * by any two of

\X(#
SC

the angle

sn

V
cos

= -'
<j>

tan

*V

shall call this angle the argument of x, written other names for it are the amplitude of s, (amp #), arg z or the phase of z.
;

We

*'This definition still leaves undetermined by 'an integral this does not matter in the applications made multiple of z-rr If desired, here. can be restricted to the range it IT, when it is called the Principal Value of arg x.
<j)

<f>

>

<

>

10

THE LAPLACE TRANSFORMATION


With the
notation. (2. 1 3),

any complex number x

-\-

may be
where

written in the form

arg (x iy). importance of this in the present connection is when y(t) is found from y(p) by the use of (2.9), it frequently involve products or quotients of co numbers, and the most rapid way of reducing suclrx expressions .to a real form is by using (2.14) for each
<

ar+^V^+yy*, =
+

(2.

1 4-)

The

the complex numbers

(cf.

Example

5,

below).

pitfall of some importance must be the definition of </> in (2-13) is equivalent to *


1
tft

One

mentioned
,-

thus, if
is

= arg( + iy) = tanr ^/*), x> /. T 5 \ ^ ^ = + tan-^/a), * < o\ oj we had written = tan~ (y/w) in (2-14) (and this
if
if
TT
,

<j>

very frequently done), there might be an error of argument of as.-}- iy, leading to an error in sign the final result. This point is particularly important Tables of transforms, and in problems such as Example below, where numerical values of some parameters not specified and thus may be taken with either sign. We now give some examples on the use of Theorem IIin the

Ex AMPLE
By
(2.6),

3. 6

V y

Xp + iXP+ *)(P +
;
;

TT

TT

-.

3)

<

and

3;

follows from (1.6).


?
l

Or, using (2.9),


-

-t:..

* tan tangent

is

defined as the angle between

Jir

and

TT

whose

is x.

II

EXAMPLE
Using
(2.6)

4.

y '

a,

a
_|_

2(^2

!)(2

+ 4)

*.

on y, regarded as a function ofp z we find


,

Thus

= -t
4
3

sin

t -\

sin zt.

24

Problems on resistanceless circuits often lead to transforms which can be conveniently treated, as above, as functions
ofp*.

EXAMPLE

5.

y
(P
~\~

-\1

a
2 ~l~
1
j

fy[(P H~ *)

^ 2]
(*'

^
(P

+ b)(p + n- in)(p +/* + in).

l6)

This is a generalization of Example i, and could be dealt with either by resolving into partial fractions with
real

denominators, as was done in Example i, or by resolving into partial fractions with linear complex denominators, that is, by using one of the forms of Theorem II. Thus applying (2.9) to (2. 16) gives *

yy

- by +
-|j & Conjugate) j

(2. \

17) /y

Then

writing

* o give in (2.9) the sum of a pair of conjugate roots of g(p} pair of conjugate terms, of which only one need be written down. The method used below for reducing such a pair of terms to real

form

will be

found very convenient.

12

THE LAPLACE TRANSFORMATION


in

and using (2.14)


find

the complex

numbers

in

(2.17),

we

(a *

wV
B r 2

re*(*+* l-#.)
e
i
=

J
7 .. 01

--2z

-k

^ Conjugate J

V J

- b)

/>

Theorem II covers the case * in which g(p} has no repeated factors ; for example, it is not applicable to Examples 2 or 4 above. It is easy to generalize the theorem to the case of repeated factors. Theorem II may be stated in
the

form that, to each linear factor (p ator ofy(p) there corresponds a term

<z

r)

of the denomin"

fgf*
in the solution.

(MS)

The
2

(p
(

Z>)

to each squared factor generalization is that, of the denominator ofy(p) there corresponds a term

L
i^e solution.
*

In

(3. i ) it
:

factors

was stated that/() and g(p) were to have no common this is desirable but not essential. With complicated

expressions (such as those of 16) it would greatly increase the labour to separate out such a factor, and, in fact, if f(p) and g(p) at both _have the same factor (p a), the term in e corresponding to this in Theorem II has zero coefficient, and so the application of Theorem II gives the correct result. If g(p) contained a
factor (p
2

a)

and

f(p} a factor (p

a),

Theorem

II could

be applied after cancelling the factor (p a), whereas a cursory inspection would suggest that it is not applicable and that (2.18) would have to be used (this, also, would give the correct result).

FUNDAMENTAL THEORY
each m-ple factor (p ofy(p) there corresponds a term
to

13

And

c)

of the denominator

in #ze solution.

As an example, above, in which

__ ~

(P

__ __
consider the problem of
i

Example 2

*)*(P

_ + 4)~(P +
(2.18)

*Y(P

- 2i)(p + aty

Then by

(2.19)

and

+
leading to the same result as before. " " Finally, the question of uniqueness

must be

dis-

corresponds Given y(p) we have sometimes only a single function y(t). been able to find a function y(t) which has y(p) for transform by looking up y(p) in the Table of transforms but there is so far no reason why the function of t found this way should be the only function which has y(p) for transform. The same question arises in the integral calculus when we seek a function which has a given function for differential coefficient, and there it is found that there are infinitely 'many such functions (differing by additive constants). In the present case the matter is settled definitely by Lerch's Theorem* which states that, if two continuous
;

To a given function y(t) there corresponds a cussed. It is not clear, single transform y(p) defined by (i.i). however, that to a given transform y(p) there

* For a proof see C. and J., Appendix I. The actual theorem a great deal wider than that stated above, and includes also the useful result that if two functions y^t") and y z (f) are continuous except at a number of ordinary discontinuities (i.e. jumps in value), and have the same Laplace transform, they must have the same points of discontinuity and can differ only at these points.
is

14

THE LAPLACE TRANSFORMATION

functions have the same Laplace transform they must be identical. Thus, if we find a continuous function y(t) from a given y(p), for example by the processes described above which use the Table of transforms, this is the

continuous function which has y(p) for transform. It follows also from Lerch's Theorem that, if k
constant,

only
is

and

2r ) is not continuous provided y(t] is it can only differ from zero at isolated points.
> .

y(P)

then y(t) o, continuous and if y(t)

>

k,

t>

2 (

3.

Some

additional theorems
III.

THEOREM
y(f),
\

// y(p)

is

the Laplace

and y(t] is continuous f and tends to y as t-> o, then the Laplace transform of dyjdt is py(p) y . (3.1) in If, addition, dyfdt is continuous and tends to y: as t-+ o>
then
the Laplace transform of
is

transform

of

-^

p y(p\ -py

- ^.

3>2)

Andifd y/dt
r

3
. .

~ z>3>

-,

dny/dt n are continuous and dy/dF -> yr>


i,

as t-^- o, then

the Laplace transform of -J J dt n

P -y
These
parts.
f
o

- ... -pyn^ - yn_,.


-100

(3.3)

results

follow

To

prove (3.1) r .dy


dt =

we have

immediately by integration

by

dt
t

the concerned have Laplace ? f* functions of such as for which the


-

10

esu
not likS to
fs us 1
,

t c01

Ve
-

T L

t6

pla e transform s.

Verge h wever lar S e

',

# is ch ^n, and Such functions are pr blem to which the

ra terms arise extra

^'

is> S in value > at ]"* jUmP corresponding to these points.

FUNDAMENTAL THEORY
since ye~ Fi ->y
as

15
as

t-^-o,

and ye~ vt ~^-o


have

;-

oo,

provided p

is sufficiently large. Similarly, to prove (3.2), we

Repeating the process w times gives

(3.3).

THEOREM
y(t), then

IV.

If y(p)

is

the
f

Laplace transform
i

of

the transform of

Jo

y(t'}dt' is -y(p).

(3-4)

For
roo

ft
Jo"

ft
\

-too

Jo

e-^dt \y(f)dt'= \--e-v*

Jo

y(t')dt'

Jo

+-

PJO

<r**y(t)dt

since the integrated part vanishes at both limits. The results of Theorems III and IV can often be used as a simple example it follows to obtain new transforms
:

from

XP +*)
and
a) is

13

a
f

(1.7)

and Theorem IV that


the transform of
f*
1
.

57 is

sin at dt

= ~(i
i

Jo
// y(p)
is

cos at).

THEOREM V.

the Laplace transform of y(t),

a positive constant, then

is
)

the transform of y(ajt).

(3.5)

"
For
e-**y(ti>t)dt

=
is

Jo

useful when it is desired to arrange For an the algebra of a problem in dimensionless form. of its use see 14. example

This simple result

4.

The solution of ordinary with constant coefficients.

linear

differential

equations

l6

THE LAPLACE TRANSFORMATION


Writing

D ny

for

dnyjdt n the problem


,

is

to solve the

differential equation

(4.1)

where clt cn ., of and j, Dy,


.
.

if,

are constants, /() is a given function 1 ., D"" ^ are to take the given values
t

yw y
t

-,

We

yn ~i when

= o.

from o to
J

multiply (4.1) by e~^ and integrate with respect to oo. This gives
. .
.

V*{Dy + cj)-*y +
/(j>)
is

+ cny} dt = /(#),

(4.2)

where

written

down* from Table I and Theorem I for common types of function which usually occur. On the left-hand side of (4.2) we use Theorem
'

the Laplace transform of /(*),

which can be
the
III,

which gives

Or

i}-

(4-3)

equation (4.3) is called the subsidiary equation corresponding to the differential equation (4.1) and the given initial conditions. It is formed from the differential r equation (4.1) by replacing o, ...,, on the y, r left-hand side, by fry- on the right-hand side, f(t) is

The

replaced by its transform f(p), and terms containing the initial conditions are added according to the rule
:

for for
for

Dy we
D*y

add

y
py

+ yi

foTWy

D^

ptyo+pfr+yt
.

p'-iy,

+ y-^ + ....+ y^.

*The solution for a function whose Laplace transform is not known, or even which has no Laplace transform, can be obtained by the use of Theorem IX, 24.

FUNDAMENTAL THEORY
The

17

subsidiary equation (4.3) gives y(p), the transform To find y(t) from of the solution y(t) of the problem. methods of 2 are used. Since, by the uniquethe y(p), ness theorem of 2, only one continuous function y(t) corresponds to a given y(p), it follows that this will be the

unique solution of the problem.

EXAMPLE
with

i.

(D

= o, > o + = y Dy = y when =
2

1)3;

Q,

ly

o.

The

subsidiary equation

is

Thus

And
EXAMPLE
with
2.

(D
3>

= y cos -f y\ sin >o + 4D -f B)y = = o, Dy = when = o.


y
Q t
f.

i,

i,

Since the transform of

is

ifp, the subsidiary

equation

is

The
2, 2,

function

Ex. Ex.

i,

y corresponding to this has been found in and for a similar but more general case in
(D

5.

EXAMPLE
with

3.

i)

y
zero

sin zt,

y and Dy
subsidiary equation

when

> o, = o.

The

is

The
2,

function

3;

corresponding to this

y
i

has been found in

Ex.

2.

EXAMPLE
with
2

4.

(D
.y

n z )y
D^v

=
==

cos

/,

>
t

o,
o.

==

3/0,

^ 1; when

l8

THE LAPLACE TRANSFORMATION


subsidiary equation is

The

Thus

=
=
5.

__+ ^+
t
2

+7Z

2 2
)

Using (i.n),

(1.7), (1.8), it
t

follows that

y
EXAMPLE
with

sm
(D

;rf

3>

cos nf

+
t *

v,

sin

+
y

i)y

=
0>

= y when
.

t*e-*,

> =

o,

o.

is

Using (1,5) and Theorem I, the transform of t ze-t 3 found to be 2/(p Thus the subsidiary equation is i)

(7TT?
2
,
.

y*

Then, using

(1.5)

and Theorem

I,

we

find

y
5.

= $t*e-*+ yop-4.
as in 4, using the transformation of the equations in turn, gives a equations, the subsidiary equations, the solutions. for

Simultaneous ordinary linear differential equations with


constant coefficients.

Here, proceeding procedure on each system of algebraic for the transforms of


it is

Suppose,

required to solve a system of n second order equations

example,

where the
T
'
'

i, 2, ., n, t> o, (5.1) given functions of t, and y r and r, take the values ur and w when o. r 7/1 Multiplying the equations (5.1) by -*, integrating with respect to t from o to oo, and using (3.1) and (7.2) gives the system of n subsidiary equations
. .

r=

/,(*) are
''

W> are to

Dy =

FUNDAMENTAL THEORY

in

+
j-i

K(M + w + M
)

S],

=
.

i,

...,.
<y n)

(5.2)

These have

ylt

.,

be solved for ylt yn are determined as in 2.


to

.,

an d then

EXAMPLE.

(D

+ z)x
tf
,

D^-h(D 2
to be solved with * =

= = D = y = Dy =

Dj/

2)3;

when

o.

The

subsidiary equations are

px
Solving

+ (p 2 + z)y =

we

find

2X
4) 3
i)

Thus

V+
+ ^(2

+ 4/
cos zt

4- &(2tf

cos

;?

i)

6.

Comparison with the ordinary method of solving differential equations, and with Heaviside's operational calculus.

The ordinary method of solving the


equation of order n, n =
<j>(D}y

linear differential

(D

cjD""

+ cn )y =/(*)>
.
.

(^

consists of ^finding

the complementary function

4**',
r-l
I

(6.2)

where Aj,
.
.

are arbitrary constants, and the <%, an are the roots of <j>(p) o (provided these are all ., function different, if they are not the complementary takes a slightly different form provided for by the theory)
. .

.,

An

20

THE LAPLACE TRANSFORMATION

and adding to this a particular integral determined from This gives the general </>(D) and /() by certain rules.
solution of
initial
(6.1).

To

find the solution

satisfying given

conditions, it is necessary to solve ., equations for the constants 1? n

algebraic

In the Laplace transformation method, the subsidiary


equation
(4.3) is

y = T7J(f(p} + terms involving the initial conditions}.

(6.3)

To
an

determine^ from

(6.3)

we have to put

the right-band
.
.

side into partial fractions,* and for this the roots a^ ., of <j)(p) o are needed thus these must be calculated in either method, but when they have been found, the

work by
shorter
;

the

Laplace transformation
. .

method

is

much

for example, if a^ an are all different, ., y can be -written down by (2.8), while with the older method of solution the n algebraic equations for the constants A n of (6.2) still have to be solved. Thus the ., Aj, advantage of the Laplace transform method over the ordinary one increases enormously as the order of the equation to be solved increases. The same remark applies to simultaneous linear differential equations the greater the number and order of
.
.

these, the greater

is

the advantage of the Laplace trans-

formation method.

The
(6.3)
is

_
(6.1),

part of y(t] derived from the term /(p) /</>(/>) of a particular integral of but it may differ from

the particular integral found by the rules of the older theory by terms of the complementary function. To see the connection between the present method and Heaviside's operational method, we again discuss Heaviside usually considered only the case in which (6.1). " the initial conditions were zero, and unit f(t) was his function ", which is zero for t o and unity for t o,

<

>

* If /CO is not one of the simple functions dealt with hitherto, it may not be possible to put /()/<() into partial fractions, but the solution can always be found as in 24.

FUNDAMENTAL THEORY
and
is

21

represented by the symbol 1. On the left-hand side is replaced by p ; this is regarded as an of (6.1), operator as a number as in the Laplace transformation method). (not

Thus

(6.1)

leads to

'

'

'

(6<4)

the operational expression for the solution y. The solution itself is then derived from (6.4) by Heaviside's expansion theorem which is similar in type to (2.8). For this problem, the Laplace transform of the solution is

which

is

(6 s)

'

and

this differs

from
In

(6.4)
all

the denominator.
expression transform.
is

only by the extra factor p in cases the Heaviside operational


the

just
in

times
i,

corresponding

Laplace

the Laplace transformation procedure is designed for, and applies immediately to, the " " of dynamics and electric circuit initial value problems theory, in which differential equations have to be solved o with given initial conditions at t o. for times t " In other fields, such as the theory of elasticity, boundary " in a differential which value problems arise, equation x and the has to be solved in a region, say o /, solution has to satisfy some conditions at the boundary at x the L The some older x boundary o, and method of solution, as the sum of a complementary

As remarked

>

< <

a particular integral, applies equally (6.2) and both types, since, in a boundary value problem, still be n conditions, some at x o, and some A n The Laplace to determine the A 15 at x ., I, transformation can still be used, since the initial values be regarded as arbitrary constants some ., y n may ylt of these may be fixed by the conditions at x o, and the from at x the conditions can be determined / remainder function
well to

there will

22

THE LAPLACE TRANSFORMATION


As an example, we consider the
deflection * of a uniform,

uniformly loaded, beam of length


origin,

at the Z, freely hinged L horizontally at the other end, x== for differentiation with respect to x, the differWriting ential equation for the deflection is

and clamped

where E, with x

This has to be solved D# = o at x I. o at x o, and x We solve (6.6) with values o, y^, o, y3 of y, Dy, D zy, D 3;y, as unknown respectively, at x=.o, regarding y^ and y 3 Iconstants to be determined from the conditions at x

= DV=

I,

and

EID 4jy = to, o < w are constants.

< =

I,

(6.6)

Writing
to

the

y for the Laplace transform of y with respect present independent variable x, the subsidiary
is

equation

Thus

mi

The

conditions

= Dy = o at x =
'

I,

give

24EI

mr

Thus
and
7.

TAe justification of the solutions of 4, 5 /row pure-mathematical point of view. In deriving the subsidiary equations of 4 and 5 some assumptions were made, which, from the point of view
method is well suited to problems of this type, parwith concentrated or variable loads. For other examples Jaeger, Math. Gazette, 23 (1939), 62 Pipes, Journ App. Phys., 14 (1943), 486.
; ;

* This

ticularly see 21

FUNDAMENTAL THEORY
of
strict

33

pure mathematics, would have to be defended. For example, it was assumed that y and its derivatives had Laplace transforms. To make the solution quite rigorous further discussion would be needed, but this can be avoided by checking the results obtained by the methods above, that is to say verifying that they do satisfy the differential equations and initial conditions of their problems. This can be done quite generally, and since the process itself is purely algebraical and adds nothing to the theory of the subject it is sufficient to state the
results here.

For the problem of 4, the ordinary linear differential equation of order n with constant coefficients, it can be that the solution obtained by the Laplace transformation method does satisfy the differential equation
verified *

and initial conditions. For the problem of


differential equations,

verification

5, simultaneous ordinary linear it is possible to give a similar general that the solutions obtained by the Laplace

transformation method satisfy the differential equations, and that they satisfy the initial conditions, provided that the determinant of the coefficients of the highest powers of in the terms does not vanish. This restriction is required, not because of a flaw in the method of solution, but because of a fault in the specification of the problem. To see what it implies, consider the system of equations in this case the determinant in question is (5.1)

it is possible, by adding together appropriate constant multiples of, the equations (5.1), to form at least one equation containing no second derivatives. Thus, instead of having a system of n second order equations, which could be solved with 2n initial conditions, we have i (or less) second order equations, in fact a system of n

If this vanishes

* C. and

J.,

34, 35

Doetsch,

loc. cit.,

Kap.

18.

24

THE LAPLACE TRANSFORMATION

and some

first order or algebraic equations, and for such. a system only zn i, or less, arbitrary initial conditions can be prescribed. If the problem is stated with initial conditions, there must be relations between these or there will not be a solution. Problems of this type occasionally arise in practical also similar difficulties occur in switching

applications,

problems
in
20.

in circuit theory.

These questions are discussed

EXAMPLES ON CHAPTER
i.

Verify the following Laplace transforms

z.
3>o>

yi,

Solve the following differential equations with of y, Dy, etc.


,

initial

values

(i)

(D

M)y

i.

fy =
L,

-+
f*

fyo\

A1

(ii)

(D 2

+ 5D +

6)3;

i.

(iii)

(D

n*)y

(iv)

(D

i)

FUNDAMENTAL THEORY - sin -M Sm nt +y C S" = sin


o>f.
2 )
.
.

25
i

."1
'
'

ttn

f.

3-

If
3;

d*yldx*

x,

with

dy/dw
2

=
3

o at

< x< = o and


2

/,

I,

show that

zl

~ sZ

).

28
series

THE LAPLACE TRANSFORMATION


\

with a leaky condenser of capacity C and leakage conductance i/G, the subsidiary equations are

initial

Returning to (8.6), we remark that it involves the current in the inductance and the initial charge on the condenser (these are related to the initial kinetic and potential energies, respectively, of the current).
Further, since the terms involving them appear in the right-hand side added to the transform V of the applied on voltage, it follows that the effect of initial charge the condenser is the same as that of an applied voltage whose transform is ( Q/Cp), that is of a constant voltage in the ( similarly, the effect of initial current 1 Q/C) inductance is the same as that of an applied voltage whose transform is Ll, this will be found in 19 to be an im-

pulsive voltage LlS(f). The same remark is true in. general that initial conditions may be treated as voltage sources of the appropriate types.
9.

Examples on L, R,

circuits.

EXAMPLE

o Constant voltage, E, applied at t R, C in series,* with zero initial current and charge. Here the subsidiary equation (8.6) is
i.

to

Thus,
T

= + (R/L)p + (i/LC)) R _ _
2

f '
'

~LC

^~LC
later.

The
*

notation (9.3) will frequently be used

For the exceptional case


20.

L=R=

o and related problems,

see

ELECTRIC CIRCUIT THEORY


From
(9.2),

29
(1.5),

using

Theorem
find
if

and

(1.7),

and

(1.9), respectively,

we

p = -^-e-P* sin nt,


nLi
TT

n2 n
n
2

> = =

=r

flr' *,

if

o kz

JL

= Tf-e-M sinh fe,


RL,

if

< o.
C

EXAMPLE
voltage

2.

is

condenser discharged at t
.4

of capacity charged to o through an inductive re-

sistance L,

R.

Here

Q=

CE,

o,

V=

o,

and

(8.6)

becomes

which

is the same as (9.1) except for the negative sign. This implies that the current starts flowing away from the positive side of the condenser. Using (8.5) and (9.4), the transform of the charge on the condenser is found to be
'

CE

CE
Then,
in the

where the notation (9.3) has been used. case n z > o, we have

Q.= CEfi-Wcos
EXAMPLE

nt 4-

sin nt\.

3. Steady current E/R is flowing from a battery of voltage, Ej through a parallel combination of condenser and inductive resistance L, o the (Fig. 3), when at t switch S is opened. It is required to find the potential across the condenser terminals.

After the switch S has been opened, the circuit consists of L, R, C in series. The initial charge on the condenser

30
is

is CE, and the initial current 1 in the inductance the minus sign being chosen, since, from the conditions the from P os1 of the problem, this is flowing away With these initial values (8.0) side of the condenser.

becomes

=
(9.3)

where the notation

has been used.


o,

Hence, con-

2 sidering only the case n

>

nt

+-

sin nt\

FIG.

3.

If v

= Q/C
it

is

the voltage across the condenser ter

minals,

follows from (8.5) that

__Q_E_ v
c~p

R)

i)

(p
cos nt
-( -=

ju)

n\zL

-rr^

RC

sn

ELECTRIC CIRCUIT THEORY


This
is

3!

the simplest type of circuit breaker restriking problem in which it is required to find the voltage across the contacts of a switch after they have been opened. v. In this case the voltage across the switch S is E Anothe-r method of solving this problem is given in Ex. 2
at the

end of

this

Chapter.

EXAMPLE
at
t

=o

4.

to

an L, R,
(wt

sin (o>t -f- <) applied Alternating voltage circuit with %ero initial current

and

charge.
sin
is

Since

transform

+ 0) = sin cos p sin + w cos +


tot
<^>

-f cos

wt

sin

<^,

its

,
<j>

*
'

o>

'

'

'

(9 5)

Thus, using the notation


(8.6) gives in this case
.

(9.3),

the subsidiary equation


tap cos
'

_E
L

2
j>
'

sin

-{-

<ft
*

,.
'

(9
2

We
Here

consider

only the most interesting case w


either

>

o.

to find I

we may

put

(9.6) into partial fractions

with real quadratic denominator is


(p
i(jo)(p

denominators,

or

notice

that

its

+ iot)(p +
latter
2
t

M-

in)(P

and use
, I

(2.9).
o)
a

The
sin<^
i

method
.

gives
.

*
.

LI E ""LI
f

=H

EC

+ ia> cos<j> ^}V 1 r~fv +n & Conjugate + W)\8 + w sr - + m sin + a>- + cos ut+tni
ico
*

3zo)[(ju,

<>

Conjugatej

(9.7)

* Notice that if only the steady state part of I is required, only the terms of (2.9) arising from the zeros i<a of the denominator of (9.6) need be written down. The other zeros in give transient terms. See also 13.
/u,

32

THE LAPLACE TRANSFORMATION


To reduce
this to real

form, -we use (2.14)

as

iti

2,

Ex.

5.

Thus, writing
-[a/to)
O)
2

(/i

+ i(u>* -V?- n = Z", +w + atjun = Z^,


z

)]

(9- 8 )

2 [(/x

2
)

sin

|u,aj

cos <j

-+-

i[no)

cos

<

2^n

sin ^>]

2>2^

*|

(9.7)

becomes
S 2 ),

(9.9)

where Z and 8 may be written out explicitly as the mo d.xilus and argument of the complex number on the left of C9*^)i and similarly Zlt B lt Z 2 8 2
, .

10. Electrical networks


It is convenient to

work

as built

up of

regard a complicated electrical number of circuit elements

netth<

of

M rs

*^OT^

W
FIG. 4.
,

type studied in 8, with their terminals connected in som< Let Lr R r Cr be the inductance specified manner. resistance, and capacity in the r-th of these elements thf (Fig. 4), let Vr be the voltage drop over it, o let I r current in the element, with initial value I r and let be the charge on the condenser, with initial value <!$,. To he quite general mutual inductance must be included
,

be

ELECTRIC CIRCUIT THEORY

33

* between the r-th so let Ta be the mutual inductance and s-th elements. Then the equations for the r-ih circuit element are JT
rk

L. _> r ^

M
iVJ.

j-r

rs

=V

v r,

do i.} ^IU.A;
(10.2)

dt

=I

r.

Proceeding as in y-th circuit element

8,
is

the subsidiary equation for the

found to be
4-

#1 4-2-s
where

="V
r

Li

4-

5!

1-

=L +R + = M p *rt
zr
r

--,
^"rP

(10.4) (10.5)

ra

the form of the network, further equations can be written down connecting the 1 T and r in different circuit elements. Firstly we have Kirchhoffs First

From

V
.

Law

f
]^]

= o,
= o,

at a junction.

(10.6)

This leads to

^
Kirchhoff's Second in the network, the

at a junction.

(10.7)

externally applied voltages, V, in the closed circuit, equals the sum of the voltage drops, Vr over the circuit elements included in the closed
,

Law states sum of the

that, for

any closed circuit

circuit.

That

is,

writing

^
o

to

denote summation round

* r , will have a sign depending on the way in which the coils are wound, and on the convention of sign we set up for the Currents in the different circuit elements.
t

either: directly or

Usually labour can be saved by specifying the currents, by the 'use of mesh currents, so that they satisfy
3

(10.6) automatically.

34

THE LAPLACE TRANSFORMATION

a closed circuit

Vy

and thus

V CO ZV
r

y,
'
'

= ]T?.

Using

(10.8) in conjunction

with (10.3)

we have

By choosing suitable closed circuits, sufficient equations of types (10.9) and (10.7) can be found to give all the I r When voltage V, applied' to the terminals of any network with zero initial conditions, produces at the terminals current I given by
.

V,

(10.10)

we

of the network s the generalized impedance viewed from these terminals * for example, %r defined in (10.4) is the generalized impedance of an iir R r> C r circuit. Now for a single circuit element of a network with no mutual inductance and with zero initial conditions, (10.3) becomes
call
; ,

"

"

*r I r

=V

f.

(io.ii)

That

and zr are connected in the same way as current, voltage, and resistance in direct current theory. Thus in this case the generalized impedance of the network can be written down by combining the zr of the circuit elements which comprise it according to the ordinary laws for combining resistances in direct current theory. For example, the generalized impedance of a combination of n generalized impedances z1} z2 zn in parallel is ., given by
is,

Ir ,

Vr

1
*
*
2(10))
is

= 1 + 1 + ...+JL.
impedance
of

^ (10.13)

the ordinary complex current theory.

alternating

ELECTRIC CIRCUIT THEORY

35

Again, the generalized impedance of the ladder network, Fig. 5, can, by repeated application of the result for two resistances in parallel, be written down as the continued
fraction

*==*!+-

-1
,

(10.13)

FIG.
It

5.

the same way from the remarks at the end of 8, that the current in any branch of a network, due to initial current 1 in an inductance and initial charge on a condenser in that branch, is given by
follows in

= Ll - (QfCp)

(10.14)

where z(p) is the generalized impedance of the network viewed from a pair of terminals in the branch.

Fig. 6 are coupled by Voltage V(t) is applied to the o with zero initial conditions. It is reprimary at t quired to find the secondary current (the primary resistance

n. Examples on electrical networks EXAMPLE i. The two circuits of

mutual inductance

M.

is

neglected).

Here the subsidiary equations

(10.3) give

Mpl,

4-

L^ + R + JLl a =
2

o.

36
(LX L 2

M
FIG. 6.

If

V = E,

constant, so that

V = E/p,

this

becomes

ME
and
where

ME
a

sin

a".

The

case

LA L 2 =
2.

is

discussed in

20.
Z/ze

EXAMPLE

Ira Z/ze

circuit of Fig.
t

charged to voltage E, when, at

= o,

condensers are both

the switch

is

closed.

We

choose the currents


first

Kirchhoff's
(10.9) respectively,

for

the

law. closed

as shown Then the

circuits

ABD

in Fig. 7 to satisfy subsidiary equation

and

BGHD

are,

CE

CE

ELECTRIC CIRCUIT THEORY


Solving for
I,

37

T= ~

'

we find Zjr 2n *
f

E
where
2

+ VS
n 2 /'

i/LC.

Therefore

EXAMPLE
the

current

current

In the circuit of Fig. 8 it is required to find 3. I in the inductance L caused by prescribed o I supplied at the terminals AB, starting at t

with zero

initial conditions.

FIG.

8.

follows that the generalized impedance of the combination of L, R, C in parallel is


(10.12)
it

From

^ R ^ Lp

RLp

RLC

+ Lp + R.
L

i? Also the generalized impedance of the inductance hav Lp. Since the same potential is applied to both we

38

THE LAPLACE TRANSFORMATION


if I

For example

i,

for

i>

o,

so that I

i/p,

and,

if

^>
-

p(RLCp
o,

+ Lp + R)'
(/ft

er** sin

+^
1

where a

4.

JL

_a

2
,

= tan"

(]8/a).

Bridge networks. We consider a general bridge network represented by to be the scheme of Fig. 9, and suppose known voltage

EXAMPLE

-Is

H
FIG.
9.

o with zero initial conditions. It is required applied at i to find I 5 which is the galvanometer current in most Choosing the currents as shown in Fig. 9 applications. to satisfy KirchhofFs first law, the subsidiary equations for the closed circuits ABDHA, ABFA, BDFB, re,

spectively, are

ELECTRIC CIRCUIT THEORY


Solving for I 5

39

we

find *
1

+#2
*!

-*a
%A

*a

("4)
where

z^

#
# #

the bridge can be used for measurein (11.4) ments is determined by the form of zz s3 si-jjs^ as a function of p. If, by suitable choice of the circuit constants, this can be made to vanish for all p, we have
15

The way in which

o,

and thus, by (2.21),

whatever the applied voltage V.


case consider the bridge in

As an example
x

of this

which

consists of inductance

and

resistance

Rx

resistance
parallel.

R3> and Here


!#

in series, zz of resistance 2 #4 of capacity and resistance

#3 of

R4

in

*!

+R

15

#2

=R %=R
2,

3,

#4

R4 Q>"

TTniQ JL J..LU.O

***2

y y3

y14 y

Then
and

if

we have
voltage

I5

o for

>

o,

whatever the form of the applied

may

be.

is

* It is hardly necessary to point out the advantage of using determinants, particularly when, as here, only one of the currents needed.

40
,As

THE LAPLACE TRANSFORMATION

an example of a bridge whiqh cannot be balanced in this way, consider the case in which z1 K-2) #3 RS> ltp -\- RI, #2 and #4 consists of resistance ^ in series with a parallel

combination of resistance rz

and capacity C,

so that

and 2 2#3

r"

Q>+1

(i i. 6)

all values of p Clearly (11.6) cannot be made to vanish for by choice of the circuit constants. However, we rnay use the circuit as an alternating current bridge by requiring that the steady state part of I 5 is to vanish when the applied Anticis sinusoidal and of frequency o>/27r. voltage

and 13, this requires that the real ipating the results of imaginary parts of the numerator of (n.6), with j& replaced is that shall both vanish, by ioi,
and

Lfa + ra ) 2 LCr^co

= (R R - Vi) = Rj^ + r - R R \ J
2
2

'

" x~\ (T x/ v
.

a)

Alternatively the bridge may be used as a ballistic at bridge ; in this case a battery of voltage E is applied o with zero initial conditions, so that t E/p in and the that total is the charge requirement passed (11.4), through the galvanometer is to be zero, that is

V=

TOO Ldt 5'


i

= o.

'0

By Theorem

VIII,

22, this requires

lim 1 5
p->0
^

= o.

(n.8)

It is easy to verify from (11.5) that when p o, so from (11.4) with

V=
rzY

does not
E/p,

vanish and (u.6),

it

follows that for (n.8) to be satisfied

we must have

R 2 R3 =

R^ +

ELECTRIC CIRCUIT THEORY

41

In practice, instead of applying a battery to an initially dead circuit, it is usual to open the battery circuit when steady current is flowing from the battery. In that case the impedances %, #4 of Fig. 9 must be precisely ., specified, and the circuit of Fig. 9 (with the arm removed so that I 2 Ij) has to be studied with known initial values of the currents in the inductances and the on the condensers. charges
.
.

AHD

12.

The natural frequencies and damping

factors of a circuit
.
.

I n in the transforms of the currents, say I l5 ., various branches of an electrical network are found by the solution of equations of types (10.9) and (10.7), and always take the form
,

The

t
r

_ ~~'
fr(P)

_
,

T
'

'

'

"

'

'

'

(,~ ,\
(

where

the same for all l r it is in fact the determinant of the coefficients of the l r in the equations and depends on the circuit only. The numerators fr(J>] depend on r, and involve the initial conditions and the applied voltages. " Before we can find the I r we need the roots of the period
<3>(p) is

"

equation
o,
. .

(12.2)

of (12.2) there corresponds a term e~^ sin (vt -j- 8) in the I r , that is, a term 1 of period 2w/v and damping factor er **. The essential point is that the period equation (12.2),

and

we know

that to a root

ft

*"

whose roots

give the natural frequencies and damping factors of the circuit, is always found in the course of the calculation -of any of the l r but the I r contain in addition the complete solution of the transient problem. Thus in it follows from the first expression for 1 that Ex.
,

ir,

2,

the natural frequencies of the circuit are n[(3 Vs)]*/ 377 In demonstration problems, such as most of the examples linear obvious have to solved here, 3>(p) is usually arranged In practice $(p) may be a polyor quadratic factors. nomial in p of degree n with coefficients given numerically,
-

42

we

Here an example of such a problem is given in 14. give some references on the methods available for the
solution of algebraic equations.

For cubic and

quartic equations algebraic

methods are
1

For the available, described in text books on algebra.* cubic, some tables and charts are given in Jahnke-Emde.'j

Numerical methods can be used for cubic and quartic equations, and must be used for equations of higher degree. Real roots can be found from first principles, using a graph and improving the rough values obtained in this way,
or

14) by interpolation (an example of this is given in cubic has by Newton's method (W. & R., 44). always one real root which can be found in this way dividing by the corresponding factor leaves a quadratic. The more sophisticated methods for finding real roots are
either

Homer's -method (C. S., 475, W..and R., 53) and the root squaring method (W. & R., 54), the latter is preferin

Problems on resistanceless circuits lead to equations z p with real (negative) roots which are easily solved by the above methods. For equations having several pairs of complex roots, the modified root squaring method seems the most satisfactory J another method, and also a method of successive approximation to a complex root, is given, by Frazer and Duncan. If any of the roots of the period equation have positive real parts, the solution will contain terms which increase in this case the system is exponentially with the tune said to be unstable. If all the roots have negative real parts the system is stable. Clearly it will be useful to
able.
; ;

have a result which

will indicate

whether a system

is

stable

* Charles Smith, Treatise on Algebra, Edn. 5 (1921), referred to as C. S. ; Turnbull, Theory of .Equations (Oliver and Boyd, 1939)- Whittaker and Robinson, Calculus of Observations (Blackie, 1924), referred to as W. & R. t Tables of Functions (Edn. 2, Teubner, 1933). I Brodetskyand Smeal.Proc. Cambridge Phil. Soc., 22 (1934), 83. Note that when there are several pairs of complex roots the method given in W. & R. is unsatisfactory. Proc. Roy. Soc., A 125 (1929), 68.

ELECTRIC CIRCUIT THEORY

43

or unstable, without the labour of solving the period equaOne such criterion is Hurwitz's * which states that tion. the roots of the equation

all

have negative real parts


a*
a*
a, a* a*

if all

the determinants

are positive,

ar

is

where, in writing n. put equal to zero if r

down

>

the determinants,

Steady state alternating currents 12 that if voltage V is applied to was remarked in o, the transform of the current I r in any any circuit at t branch of the circuit will always take the* form
13.

It

(13-1)

where fr (p) and $(_) depend on the


gr (p) involves the
initial conditions.
</>,)

circuit

only,

and

Now
d>

suppose

so that

V = E sin (cat + cos V=


becomes
cos ^

d> -\-

sin

and

(13.1)

+ p sin

<f>)fr ( p) _j_

gr(p)
'

JJ

o If the system is a dissipative one, the roots of <(p) have negative real parts, and thus will give rise to If only the steady state altern ating current transient teams.
will all
* Frank- v. Mises, Differentialgleichungen der Physik (Edn. 2, Vol. i, p. i6a. This is equivalent to Routh's Rule, 4, 1884), Chap. vi.

Advanced Rigid Dynamics (Macmillan, Edn.

1930),

44
is

THE LAPLACE TRANSFORMATION


required,

we need only evaluate the two terms of f P* Ctj2 *<*> These corresponding to the zeros

(^ - 9)

Conjugate!
2icu$(i(a) '
J

where
^Thus,
if

circuit due to applied voltage V and any initial conditions has been found, the steady state alternating current be deduced immediately. An example has been given in As another we find the steady state alternating (11.7). current in the secondary of Fig. 6 due to the primary

the transform of the current in any part

can

voltage

(p*

_
sin (cot
a

+ 0).

Here (n.i) and

(13.3) give

Mj>E

The

+ o^KI^L,
+

(a)

cos

My

<f>

+ p sin + R L^ +
2
,
,

steady state alternating part of I 2 is icof *'a> sin Mi'a>E(o) cos ft </>)g
'

^
.

\ J
.

COS

(ait

where and
If
^

= {R - (LaL 2 - M +[(La /C - w^L, - M + 8 = arg {[(L^C,)


a 2)

+
,

S),
2 2
]

SN

)^

}*

)]

the generalized impedance of a dissipative 60 * circuit looking in at a pair of terminals, and voltage Ee* is applied at these terminals with zero initial conditions, the transform of the input current will be
5f(p)
is

E
y
'

(p-io>}z(p)

and the steady

state current will

be

ELECTRIC CIRCUIT THEORY

45

treatment of more complicated circuits 14. Numerical In the problems previously considered, the denominators of the transforms of the solutions have had obvious linear or quadratic factors, so that explicit expressions for the In more solutions could be written down immediately. the denominators may contain excomplicated circuits, of the third or higher degree in p which have
pressions

no simple

If the circuit constants are given. factors. the denominator can be found numerically, the zeros of mentioned in ra, and the solution methods the of one by constants are unspecified, families completed if the circuit the behaviour of curves can be obtained which will show of the circuit under any circumstances.
;

+L
FIG. 10.

from both these points In this section we study, due to unit I in the circuit of Fig 10, view, the current In o with zero mitial conditions. at t volTage applied the usual way we find

of

(14-1)

;*Xi
becomes

As an example

in

which

th

^ c=
10
)

,
-

10

*='.oO +i
4
2

ohms

Then

.1)

(14.2)

To

evalulte l!

tCoots

^t^^^.

46

THE LAPLACE TRANSFORMATION


Putting

are needed.

io 5 # in

this,

gives the

more
(14-4)

manageable equation 2 x 3 -f i-4* /(a)

+ x + 0-4 = o.

This cubic can be solved by any of the methods of jj 12, but it is very simple to work entirely from first principles. From a graph it is found that there is a real root at This root can be found approximately x 0-77. more precisely as follows we find /( 0-00353, 0-77) between /( 0-78) 0-00279, so tnat tne root ^ es between ran if and further, linearly 0-77 /(#) 0-78 at its values at these two 0-776points it would vanish
:

By

as repeating this process, as many places of decimals desired can be found. Working with three places of

decimals only,
f(x)

we

divide f(x)
2

by

(x -f 0-776),

and obtain
a ) ].

+ 0-624*: + 0-516) = (* + 77 6)[(* + o- 3 i2) + (o-647


(x -f o'776)(;x;
o3

(i4'5)

Returning to (14-2) we find, u'sing Theorem II as in 2, Ex. 5, that the function whose Laplace transform is

where

V)

8= ar g (P+a-7j +2^)+arg(a-^+^). (14.7) 5 Using the values a = 0-776 X io 5 ^ = 0-312 X io 5 a = io 10 found above, and writing 0-647 X io
2
,
,

io-6 T, so that

T is

and

the time in micro-seconds, (14.2)


sin

(14.6) give finally


.

6 47

T- 1-485)
(14.8) =
to
77/8

To
when

T=

plot I

from (14.8) we notice that o-o647T

6-07, so that steps of 6-07 in

correspond

ELECTRIC CIRCUIT THEORY

47

increases of 22^ in the argument of the sine, and only the sine need to be looked up. The caleight values of and B being the first culation may be set out as follows,

and second terms on the right hand side of

(14.8),

the It very frequently happens in practice that it is not transient behaviour of a circuit for given numerical values
of the circuit constants

which

is

needed, but a general

the transient behaviour for any values of description of The circuit of Fig. 10 will the circuit constants. The first thing to this point of view. from be studied do is to express (14.1) in a form involving only simple ratios, dimensionless and fundamental quantities, such as time constants of parts of the circuit, etc. Thus, writing

now

(IA. 1} V

becomes

^-pt+dp*..
terms of
of nit by

(i4-io)
.

so that the solution A = p/i, V. Thus writing Theorem k = nln = we have jRI +A ^
i?T

u A further simplification comes from expressing (14.1) in terms


is

obtained

i,

(14-")

The

right

sionless,

parameters

the two dimenhand side of (14.12) contains to study the general behaviour b and k
;

48

THE LAPLACE TRANSFORMATION


we can
regard one of these as fixed at some

of the circuit

arbitrary value, and see how the solution changes 'as the other takes all possible values. shall give b fixed values, and for each of these allow k to run from o to oo, that is,

We

say,

decrease from oo to zero. First we have to study the position of the roots of the

R to

period equation

x
for constant b

+k=

(14-13)

could give k a number of values and solve (14.13) for each of these, but this would be very laborious, and also we could not be sure that the values of k chosen would fairly represent all types of behaviour in the circuit. Both these difficulties can be avoided by the following procedure the cubic (14.13) has always one negative real root, call this a, and

and k >o.

We

db if\ suppose that it has also a pair of complex roots of modulus r. Then we know that * the sum of the roots at two of (14.13) equals kb, the sum of their products k, a time equals i, and the product of the roots equals

Or, written in

full,

ocr

where
for

r2

= k, = +
.

(i4 l6 )
(14-1?)

2
r)
. .

If we regard a as a parameter, and solve (14.14) to (14.16) r z and k in terms of it, we find
,

'

That and

is,

3 the values of r a, i^/(r ), with given by (14.18), are the roots of (14.13) with the
2 2

* Charles Smith, Treatise on Algebra.


roots of

If

au
an

...,

oc n

are

the

xn

then

Zoc!

+ a^- + + = a Zoc^ = a
1
. . .

_!*
z,

i}

ajoc,

an

Sa^ocs = (-)*.

a a>

.,

ELECTRIC CIRCUIT THEORY


,

49

value of k given by (14-18). If the value of given by turns out to be greater than r z the same (14.18) argument three are real roots, shows that there

<x,

and

-j-

^/ (2

_r

for the corresponding value

of k.

Naif

5um

of roots

FIG. ii.
$ -\- ii) In Fig. 1 1 the position of the complex root of (14.13) is plotted as a function of the parameter a, When <x o this root is for the values 2, 4, 8, 9, 10 of &. curves shown i for all values of b, and as <x increases the The positions of the roots for the values are traced out. of a are marked by successive crosses 0-2, 0-4, 0-6, i-o, 2-0 on the curves, k is given by (14.18), and, when there is

50

THE LAPLACE TRANSFORMATION

a complex root, increases as a increases, that is, as we move round the curves. If b 9 there is always a pair of complex roots of If b (14.13). 9 there is a real triple root for k == i/(3V3) at a i/Vs for all other values of k there is a If b pair of complex roots. 9 there are three real roots for some values of k these are indicated

<

>

by

plotting (dotted in Fig. n) half the sum of the real roots other than a as abscissa, and half their difference as ordinate, measured below the axis. T^us a diagram su ch as Fig. gives an immediate indication of the way in which the roots of (14.13) "vary
.

FIG. 12.

with k and

study the way in which the current I derived from (14.12) varies with k and b, we select typical values of b from Fig. 11, for example, the transition value b than 9. 9, a value of b less than 9, and a value On each of these curves we choose a few greater
b.

To

points and calculate I for these using (14.6). In Fig. 12 the resulting set of curves for the case b
is

representative

shown.

Here RI
0-2,

is

0-05,

o%

i/V3,

2,

plotted against n^t for the 4, 8, 16, 32 of a, to

values

which

correspond the values 0-049, '93> 'i52, 0-192, 0-270, 0-469 0-901, 1-784, 3-558 of k. Clearly these curves, together with two or three such sets for other values oi 1 give a fairly comP lete indication of the way in V^J the which transient behaviour of the circuit on

k and

depends

b.

ELECTRIC CIRCUIT THEORY


15.

51

Circuits which include

vacuum

tubes

Transient problems in valve circuits are easily treated of course, by the Laplace transformation method, provided,

that the valves are operated in linear parts of their characteristics. Only triodes are considered here, but similar considerations apply to other valves. The characteristic equation of the triode supplies a linear relation between the anode current, I a , and the

anode, grid, and cathode voltages

namely

(15.1) c ), tfV, pi (V a ) where p is the anode slope resistance, and fj, the amplificaIn transient problems, the quantities a tion factor.
.
ffl

-V +

Va

V,,

-V

respectively,

V V
,

FIG. 13.

Vc

the variable parts of the appearing in (15.1) are the transient behaviour voltages and current caused by the constant volthey are superposed on being studied caused current and anode by the anode, and grid bias,
,

tages

batteries.

The grid current is negligible in normal cirIn to be zero. cumstances, and here is always assumed whether the interelectrode any problem it must be decided if not, itself can be neglected capacities in the valve below. By virtue of they are easily included as shown an valve the to equivalent by replace (15.1) it is possible circuit element consisting of resistance p and a voltage V ) inserted between anode and cathode ; ^(V but it is a little more fundathis is the common

mental

to

As

first

work directly from (15.1) as will be done here. that example we consider the type of problem
:

practice,

in the circuit occurs in the amplification of transients of Fig. 13 interelectrode capacities are neglected, and

52

THE LAPLACE TRANSFORMATION

steady conditions prevail due to grid bias and plate batteries t o a known addi(not shown in the figure), when at it is required to is applied- to the grid tional voltage Since and find the change, l a in the anode current. the changes in currents and voltages it causes are superto know the need not do we the on steady values, posed latter, and need only write down equations for the changes, o. All the currents and voltages all of which vanish at t

ff

ff

13-16 are to be understood in this sense. We notice that (15.1) implies a convention of sign, namely, I is flowing in the direction of the arrow in if a the same current I a also flows from the cathode. Fig. 13

marked

in Figs.

V >V
;

FIG. 14.

The
are

subsidiary equations for the impedances z a and

the signs being determined by the convention stated above. Also the transform of (15.1) is
pi.

= VB + /*?. - (x + /OV
we
find
8

(15-4)

Solving (15.2), (15.3) and (15.4)


{p

+ * + (i + /*>

= /*?,,

ta-S)

and from this l a can be found if V g is known. As a more definite problem we take the case of resistance-

ELECTRIC CIRCUIT THEORY

53

value of 2 (which capacity coupling, Fig. 14, and find the would be the grid voltage of a second valve) corresponding o to the grid of the t to constant voltage E applied at Here we have, in the notation of Fig. 13, first valve.

E
*
i

+ C (R
2

Also

R 1Ra C aj)I a

(iS-6)

la

FIG. 15.

where (15.5) has been used in the last line of (15.6). Since the denominator of (15.6) is a quadratic in p, it is easy to
write

down

of inter-electrode capacity and more complicated system, we consider the circuit Here grid-plate capacity is included in s 3 of Fig. 15. anode-cathode capacity grid-cathode capacity in z, and We seek the anode voltage V a due to voltage V in *2

To

illustrate the effect

a rather

applied at

at

the terminals

AB when

steady con-

ditions prevail.

54

THE LAPLACE TRANSFORMATION


Choosing currents as shown

in Fig. 15 to give zero grid current, the subsidiary equations are

*& +

'*A = ?-? - a = V. * (I, - l a = V. - V,


1,
l )
8

(15-7)

(15-8)
(15-9)

.* a l a

=-V
is,

a,

(15-10)

and the transform of

(15.1),

which

in this case,

FIG. 16.

Solving
^^ V =
*
n.

we

find
(I5-I2)

whence

can be found if the impedances z are known. Finally we treat an oscillator circuit (Fig. 16) from the in present point of view. Here there is a closed system which the grid voltage is not prescribed from outside, but currents As always, there are steady is free to adjust itself. and voltages due to plate and grid bias batteries, and the
I,l a
is
,

Va

Va V
,

ff

to

have

all

this solution

are departures from these clearly one solution of these zero, and the problem is to find how behaves if the system is disturbed. To fix
:

ELECTRIC CIRCUIT THEORY


ideas *

55

suppose there is a change of current I in the inductance L at t o, then the subsidiary equations are

Rl = ? +

Li

(15.15)

The equations (15.13) to (15.16) can be solved for All I, I a) a g in terms of 1 and the circuit constants. the solutions will have for denominator

V V
,

o
i

Cp
i

Cp
o
,

1,

(15.17)
2, 3,

and the solution contains terms in

ef***,

where a r r=i,
,

have negative real are the zeros of (15.17). parts the disturbance dies out gradually and the system is stable if any of the oc r has a positive real part the system
If all the
oc r
;

is

theoretically unstable, actually it executes an oscillation of amplitude determined by the limits to tshe linearity of the characteristic. The condition for this, which is the condition for the circuit to act as an oscillation generator, is obtained by applying Hurwitz's criterion, (12.3), to

(15.17);

it is

C[p(L
1 6.

+ LO + (i + ^(RLt + LRa)]

Filter circuits

essential feature of such circuits is that a number of precisely similar circuit elements are arranged to form a

The

* This

is

the determinant

done solely as an illustration, all that is needed is A which does not involve the initial disturbance.

S^

THE LAPLACE TRANSFORMATION

we repeating pattern. Mathematically this implies that can write down a general relation, called a difference equation, connecting the transforms of the currents in successive elements, and by solving this we get a general expression for the current at any point. As a definite example which includes many cases of Here practical interest we consider the circuit of Fig. 17. %', there are i impedances impedances z, and m

arranged as shown. Yoltage V is applied at the beginning through impedance ss{> and the whole is terminated by We require the current Ir at any point due impedance # to the voltage o with zero initial conditions.* applied at t
.

t
I

_f~*

vi;

VUf
T

FIG. 17.

m"

T
"

The

subsidiary equations for the successive

meshes

of

Fig. 17 are

The equations (16.2) which connect the transforms of any three consecutive currents are a system of difference
equations.

where
gives

We
z

seek a solution of
r.

is

independent of

them of type Substituting this in (16.2)


2&

Ae^,

(2$ -f #')0

+ #e
/

= o,
.

that

is

cosh

Q= i +

-.

(16.4)

not zero, as in the discharge of a. filter circuit, there -will be terms on the right hand sides of the subsidiary equations which depend on the particular
initial conditions are

* If the charged

impedances z and

z' in the circuit.

ELECTRIC CIRCUIT THEORY


.

57

Thus,

if

is

defined

by

in fact the general solution

(16.4), a solution of (16.2),

and

* Of

it, is

It

both signs of
positive sign

follows from (16.4) that sinh 2 \Q


6

occur in

= #74*,

and, since

may be taken,
sinh

(16.5), the square root -which gives

with the
(16.6)
-*

40

(l\*.

22

2z

FIG. 18 (a),

FIG. 18 (6).

To

find the constants

substituted in (16.1) and B, namely for

and B in (16.5), this must be and (16.3), which give two equations

(*,

A(#

-f

+ * *e)A + (*< + *- %<T*yB = "^ - *<r )e + B(* + a - ar^X"* == o.


e

Solving these and substituting in (16.5) gives finally

=
)

sinh (?n g sinh (OT r)fl sinh wi^^Csfa+^-f-a^) sinh (wi

1)0
a

i)ff+2

sinh (/w

a)0

(16.7)
This general expression simplifies greatly when_ and % i have values corresponding to the common terminaThe network of Fig. 17 may be regarded as built up tions. of either T elements (Fig. i&z) or ff elements (Fig. 180) e ta (16.3) corresponds to the c differential equations. jT functions of r on the right hand function, and, if there had been to be includetj, had have would a integral of side (16.3), particular in Differential Piaggio, brief reference to the theory is given be The Laplace transformation method can Equations, p. 315. ^ ctt. cf. Gardner and Barnes, loc. applied to difference equations,

*The

theory of difference equations

is

analogous to that of

mPl^

58

THE LAPLACE TRANSFORMATION

connected

way

in. tandem, and the general expression (16.7) takes specially simple forms when circuits built up in this are open or short circuited. For

z{ o : Fig. 17 with no (i) #o short circuited at the far end,


T
r

example
series

impedance,

V
ss

cosh

(ii)

zz sinh (m
t

(m-r^ )0 - 1)6 sinh 0'


/
\/i

'

Ol0 '
at

oo,

o.
r?-

The
i.

the far end,

same, but open circuit


'

I r ~~
(iii)

#o

=z

V sinh (m r}d = 2z cosh (m - i)0 sinh = A circuit of T


*'.
01,

0'

9'

sections,

with

.no additional series impedance far end. we Here, using


(16.4)
T Lr
(iv)

and short circuited


get
r)9
'

at the

V cosh

*4

Jar',

~z sinh 6 sinh mB' = oo. The same as


_ ~ "V sinh (m
z sinh
r)9

(m

'

(l6 IO)
'

(iii),

but with

open

circuit at the far end,

jr
(

'

'

) %i

8 cosh mff

sections, circuited at the far end,


T
r

^ *' zx> A circuit of m i, ff with no additional series impedance, and open


%'>

= V sinh (-r + i)g 2^ cosh (m + i)0 sinh &


known

/
'

,
'

I2)

If

"9",

cosh cosh

z, z', z , zt are 9 as a function of

functions of p, (16.4) gives p, and using the formulas

a"' 1 f cosh 5
\
.
.

- cos
(cosh \

\ fcosh an/ \

an

cos

- cos (2n ~
cos

an
l)?rN
)

(J6.I7) *'
v

sinh w0

= 2"- 1 sinh
.
.

(cosh
\
.

-\

nj\

("cosh

- cos

0- cos (cosh

^^,

\ n J

(16.14)

59
appears that (16.7) can always be expressed as a quotient ^or of polynomials in p. Both (16.13) and (16.14) no any positive integer n, even or odd. It is often advisable to use them to see the exact form of the denominators of the transforms of the currents, though actual evaluations of the currents I r are best carried out by working in terms of 6 as in the examples below.
it

applied to a circuit R, % i/Cp, with no additional series impedance, and open circuit at the far end.
i.

EXAMPLE

Constant voltage

of m,

sections in

which

%'

Here

(16.4) gives

cosh 6

= +
i

|RQ>.

(16.15)

And, using

(16.11),

CE
T

sinh (m

- r)9
^

sinh

cosh mQ

To evaluate I r we need to know the zeros of the denominator of (16.16). These can be found from (16.13) with the value (16.15) of cosh 6, or by noticing that cosh mQ
is

zero

when

Taking more values of

than those in (16.17) would


again.

result in counting the sinh 9 is a common


in using

same zeros over


factor
9

By

(16.14),

nominator of (16.16) so

of the numerator and deo need not be considered


to the values of 6 given

The
by

values of
>

Theorem II. p corresponding

(16.17) are using (16.15),


5

i,

.,

OT-I.

(16.18)

To
II,

evaluate

I r it is

best to use the form (2.8) of

Theorem

and

for this

we need

60

THE LAPLACE TRANSFORMATION


cosh
mff)

rd
I

j- (sinh

-^
\_dd

(sinh
v

cosh m0)

-5-

cosh

cosh

md
i)tn-

-\-

dpjp^a,, sinh

sinh

L*
sinh
)

sinh

......
using (16.19),
OT

(16.19)

Then, applying
,
lr

(2.8) to (16.16),

sE^=J -

>

e*s*

( sin ^

-- r^ )(2s

&

EXAMPLE
to a
filter

2.

of m,

with open

sections, in which *' circuit at the far end.

Voltage

V=

sin tat is

applied at
L#>,

i/Cp,

Here

(16.4)

gives

cosh

And from

= +
i

LQ>

2
..
.

(16.21)

(16.11) T
r

Cpa) sinh (m y)0 ~(> a co a ) sinh cosh mff

'

l6

'

s2

zeros of the denominator of (16.22) and the values of p corresponding to ( 2S a i)*w

The

are

+ ico,
(16.23)

^-

'

'

'

*>

'

'

m~

Using (16.21) these are seen

P
where
and
it is

= =

to

ip,,

....
be
to.

(16.34)

\* f i

- cos c &Ltl ^r

assumed

that

none of these equals

ELECTRIC CIRCUIT THEORY


Proceeding as in
-r-

6l

Example
0)T

we

find
a+1
( )

(sinh 6 cosh

LCwz/33

(16.26)

J*P

And
Ir

Jp^ip* thus from (2.8) and (16.22)


s 2

mL *~ t~
o

-=- "S*
o> C

B zy a

==-

cos rs fl.i cos ^


.

-2m
.

+ U sinh 0(to>)
,

Ceo sinh (m
.

fl/

-rWzty) *V1 g \ cosh L- \


,

_,

,.

"I

-f-

Conjugate J te

i0(ia>)

V J

(16.27)

where
period

0(zo>)

is

the value of 6 corresponding to

= uo.
.

The second term of (16.27) * s To evaluate it, we 27r/co.


cosh 0(w)

=
1

tne steady state part of see from (16.21) that

JLCoj
:

2
,

(16.28)

and
(i)

this gives rise to


if
o>
2

two

where and in

< 4/LC, 0(to>) = = cos- (i -|LCa>


L
.

possibilities

z'S,

2
),

this case the part of

of period 27r/co
^ o>t.
.

is
,

~
Ceo
(ii)

sin (wz
\,

sin 8
if a;
2

~ cos cos mo
r) S

.,

(16.29)

where and in
,

A=
( v Nr ) '

>

4/LC,

0(co)
2

ZTT -(-

A,

cosh- 1

(LCa>

i),
is
/ u \ (16.30) J J \

this case the part of I r of period 277/co

-1 1r Coj
,

sinh (m r)A cos cot = : sinh A cosh wzA


.

As

on the other hand (16.29) oscillates. That is, if to 2 > 4/LC the term of period 27r/co dies out exponentially as we move 2 along the circuit, while if to 4/LC this term oscillates The circuit is, of course, a low pass trigonometrically. filter, and we have found both its transient and steady state

r is increased, (16.30) decreases exponentially,

while

<

behaviour for applied voltage sin


17.

cof.

Vibrations of mechanical systems Problems on the motion of bodies of concentrated inertia, connected by shafts or springs of negligible inertia, lead

62

THE LAPLACE TRANSFORMATION

very readily to systems of ordinary differential equations which have to be solved with given initial conditions. In order tp make these differential equations linear, the dissipative forces are restricted to the case of resistance to motion proportional to the velocity, though in some

problems Coulomb friction (constant and opposite to the direction of motion) can be treated. Rotating systems only will be considered here, since 'they are of perhaps a little more interest than the corresponding problems in linear motion, and lead to precisely similar equations.

We

inertia of a

ment from

write throughout this section, J for the moment of wheel about its axis, 9 for its angular displacea standard position, for differentiation with

respect to time,

D9

>

.^

(l?>l)

for angular velocity, kca for resistance to motion proportional to angular velocity, for torque, and A for the stiffness of a shaft, that is the torque required to produce unit relative

angular displacement between its ends. The equation of motion of a wheel of moment of inertia J, acted on by torque T, and with resistance to motion
ka) '
is

(JD-M)o,

T.

(17.2)

Also the torque T required to produce a relative displacement 6 between the ends of a shaft of stiffness A is

T=

A0.

..

(17.3)

Using these equations we can write down differential equations for the motion of any combination of wheels

connected by shafts of known stiffness. A number of examples of the differential equations which arise in such problems is given below clearly these can be solved just as in 5 with given initial values of the o> and 9.
:

EXAMPLE i. A shaft of stiffness A has one end fixed, and on the other a wheel of moment of inertia J (Fig. 19(0)). Torque T, a given function of time, is applied to the wheel, and there is resistance ku> to its motion. If 9 is the displacement of the wheel from its equilibrium

ELECTRIC CIRCUIT THEORY


position, the retarding torque

63

due to twist of the shaft is A0, and the differential equation for the motion of the wheel is T A0. (174) *) (JD

ir
FIG. 19
(a).

T
-

FIG. 19

(&).

Equations (17.1) and (17.4) can be solved with given If preferred, initial values of 6 and co in the usual way. this gives the second order equation CD can be eliminated
;

(JD

+ 6D + A)0 - T.

(17-5)

a)

B*
EXAMPLE
stiffness
J\

Bi
FIG. 20
(6).

B2

B,

2. Three wheels are connected by shafts of and Ax as shown in Fig. 20(0), in which the

64

THE LAPLACE TRANSFORMATION


,

symbols used all have the same meanings as before, 6, #a a being displacements of the wheels from a reference position in which the shafts are unstrained. Torque T is applied to the wheel J. Here the differential equations for the motions of the
wheels
J, J15 J 2 , respectively, are

CJiD

(J^
and
a)

+ ^K = - Aft - 6) + M*. + ^K^-A^-^), = D0, ^ = D^, = D0


.

(17.7)

(17.8)

a> z

(17.9)

This system can be solved


initial

in

the usual
.

way with given

values of 6, 8^ 2> u>, o^, o 2 Clearly the problem of any number of wheels connected by shafts of given stiffnesses can be solved in the same way if all the wheels have the same moment of inertia and the same resistance to motion, and all the shafts the same stiffness, the sub16 sidiary equations form a chain of the type met hi and are treated in the same way.
;

EXAMPLE
First
it is

3.

^4

geared system.

necessary to study the type of complication introduced into the system by gearing. Suppose a gear of radius r drives a gear of radius
r a> tne i r angular velocities being wj and cu 2 in the directions of Then the arrows in Fig. 21. if #! and disa are the angular placements of the two gears

from

their original positions

p*
FIG. 21.

(17-")

At the point of contact of


the wheels there is a driving force P on the wheel r a and
,

ELECTRIC CIRCUIT THEORY

65

an equal, oppositely directed, reaction force P on the wheel rv Then if T 2 is the driving torque on the wheel rz and T! is the reaction torque on the wheel ^
,

and thus

(17.12)

FIG. 32

FIG. 22

(6).

form a pair of linear connections between the angular velocities and torques in the two
(17.11) and (17.12)
shafts.

More complicated

systems,

such as

differential

gears, give rise to linear connections in the

same way.

of Fig. 22 (a) in which torque is applied to the wheel J which drives a gear of radius rx and moment of inertia J^ through a

As an example we consider the system

66

THE LAPLACE TRANSFORMATION


,

The gear Jj meshes with a gear of radius rz and moment of inertia J 2 which drives a wheel of moment of inertia J s through a shaft of stiffness Ar With T! and 2 defined as in (17.12) the equations of motion are
shaft of stiffness A.

T + A^-fl)
(J 2

(17.13)

(J 3

D+ D+

> >

2 3

= Ai(0 - + T = -A^ 8

--A(0 l

-.0)--T1
a)
2 2 ).

(17.14)

(17.15)

(17.16)

These equations, together with

(17.1), (17.10), (17.11),


initial"

(17.12) are sufficient to give the motion for any conditions consistent * with (17.10) and (17.11).

In many cases it is possible to set up an electric circuit which corresponds f to a given mechanical vibration problem, in the sense that both lead to precisely the same systems of differential equations. This does not make the problem any easier to solve, but it gives an interesting physical insight into it, also the corresponding

problem

electrical

system may be

set up

and studied

in

the laboratory,

finally, since the theory of electric circuits is more highly developed than that of mechanical systems, it may be useful in suggesting further developments in that

and

field.

To see the
mechanical

sort of correspondence J

which

exists

between

and

circuit

problems,

compare

equations

(17.2), (17.3), (17.1), respectively, from which the differential equations for mechanical problems were built up,

with the fundamental equations from which the

differ-

* Initial conditions inconsistent with these correspond to o a pair of gears inconsistently moving forcing into mesh at t or displaced. t For a large number of such equivalent problems, cf. Olson,

Dynamical analogies (van Nostraoad, 1943).


J

The

thus, instead of (17.17) we a leaky condenser, namely

correspondence described here is not the only one ; might have used the equation for

(CD

G)V
;

I,

and

in this

way

another, equally useful, system arises Sac. America, 14 (1943), 183.

cf.

Miles, Journ. Acoust.

ELECTRIC CIRCUIT THEORY


ential equations of circuit

67'
:

problems are built up, namely V, (LD-|-R)I (17.17)

for an inductive resistance with applied voltage,

for a condenser with applied voltage,

and
.
.

DQ =

I,

(17.19)

for the connection between charge and current. It appears that (17.2), (17.3), a nd (17.17) to (17.19) are the (17.1). same sets of equations in terms of different quantities, the correspondence between these being set out in the

Table below,
Electrical.

in

linear motion of a

which the corresponding quantities mass are added for completeness.


Rotational.

for

Linear Motion.

Charge, Q. Current, I. Inductance, L. Resistance, R. Capacity, C. Voltage, V.

Displacement, 6. Angular velocity, w.

Moment

of inertia, J.
coefficient, k.
i /A.

Displacement. Linear velocity. Mass.

Damping

Damping

Reciprocal stiffness,

Torque, T.

Reciprocal Force.

coefficient. stiffness.

correspondence we can now set up electric differential equations as the mechanical examples considered earlier. For example the circuit of Fig. 19 (b) with inductance J, resistance k, and capacity i/A, with current o>, charge 9 on the condenser, and applied voltage T, gives the same differential equation (17.4) as the mechanical problem of Fig. 19 (a). * to Similarly Fig. 20 (b) is the equivalent circuit Fig.

Using

this

circuits

which have the same

(a), so that the differential equations found by applying Kirchhoff's second law to the closed circuits B 1 B, 1 AjAaBjjB!, and A 2 A 3 B 3 B 2 are (17.6) to (17.8) respectively, where 6, 6^ 6 Z are the amounts of charge which have passed through the inductances J, J 1; J 2 at time t, so that

20

AA

Leaky condensers in Fig. zo(b) correspond to resistance motion proportional to the relative velocities of the wheels Fig. 20 (a).

to in

68
0J
i

THE LAPLACE TRANSFORMATION


and
X
2

are the charges

on the condensers

and i/Ax respectively. Finally we consider the equivalent of the geared system The linear connections (17.11) and (17.12), Fig. 22 (a).
/A
i.e.
<DI _i
COo,

To = _2 =r
"

-?,
'

(17.20)

become

in the electrical case

r ^2
On

^=7> M.
vl

(*?)

which are the connections between currents and voltages in an ideal * transformer of r 2 secondary and rx primary
turns.
this

understanding the equivalent circuit to

Fig. 22 (a} is Fig. 22 (b), and it is easy to check that these lead to the same differential equations.
1 8.

Servomechanisms

ideas involved f may be illustrated by considering a rotation control system in wmch a massive body of moment of inertia J has to be driven so that its displacement follows as closely as possible the prescribed displacement 9i(t) of a pointer. To do this, voltage f is fed into an amplifier-motor system which applies torque This torque ) to the body, where k is a constant. k(6t " " tends always to bring the output displacement " " into agreement with the and is input i5 displacement " " error To provide proportional to the " f " feed-back into damping for the system, it is usual to the amplifier a voltage depending on the output velocity D0 or on the error velocity D0. The simplest arrangement is to mount a generator on the output shaft which

The

provides voltage k^Dd^ which


p. 128. t Cf.
Inst.,

is

fed back to the amplifier

* Cf. Starr, Electric Circuits and

Wave

Filters (Pitman, 1934),

Hazen,

"

232

(1934), 279 (1941), 451, 519.

218

Theory of servo-mechanisms "


;

Minorsky,

", Journ. Franklin Control Problems ", ibid.,

ELECTRIC CIRCUIT THEORY


-

69

with negative sign. The torque supplied by the motor is 6 then k(6 t &iD0 ), and the equation of motion of
the body
is

JD 2
is

k(e t

If the motion

started at

- 8 - &,D0 = o from
Q

).

(18.1)

rest at zero dis-

placement, the subsidiary equation

is
.
.

kfa^kei,

(18.2)

where
starting at
t

co

fc/J.

...

(18.4)

Suppose the input


o,

is

given a uniform motion 9 t

= Q,

t,

so that

then (18.3) gives

~O
It follows that

feff

0(^42

~"~

+
2

cos ni

+ -(^
oj
2

^> 2

4
.

i) sin

nt\

(18.7)

where

l^ ^

6 t in this 9 It is seen from (18.7) that the error 6 case is composed of a constant lag, k]Q together with transient terms. If instead of feedback ,p0 the feedback is arranged to be proportional to the error velocity, kjDd, the equation
,
,

of motion

is

JD 2 JD
2

or

If the motion is the subsidiary equation


2

kk^pe + kd = started from rest


is
co 2

k(-

k^Dd)

(18.8)

JD 2 ^.
_
z

at zero displacement,

(p

+ k^p +

)0"=

-p

et

(18.9)

70

THE LAPLACE TRANSFORMATION

where w 2

= &/J.
x

If,

as

before,

8t

Q,t,

this

gives

-O

and

0=

--*-**!"*
w

sin

*.

(18.10) N

In this case the error (18.10) consists of transient terms only and there is no permanent lag as in (18.7). In practice the voltage kjl)6 or kj^d is usually not fed back directly to the, amplifier, but applied to some
circuit,

circuit

and voltage is tapped off from some part of this and fed to the amplifier. In this way rather more

complicated transforms arise. Another complication of practical importance is the presence of time lag in some part of the system. To illustrate the effect of this suppose that, in the first case considered above, the voltage 6 t 9Q k^Dd^ instead of being fed directly to the amplifier, is applied to an inductance L and resistance R in series, and that the voltage across the resistance is fed to the amplifier as before. Here there is a time delay determined by the time constant of the L, R system. The subsidiary equation for the current I in the L, R circuit, with zero initial conditions is
6t (Lp (i8.ii) R)I krffa, (i and the voltage V across the resistance R is given by
.

+
.

V=

RI.

(i8.ia)

Also the subsidiary equation for the motion of the body of moment of inertia J, with applied torque KV is
=

kV.

(18.13)

From

(i8.ii) to (18.13)

it:

follows that

where

o>

= kj],

The

error

may

c^ R/L. be evaluated, for given


.

(18.15)

<)

when the

roots of the period equation

7*
are known,. Hurwitz's criterion (12.3) for the roots of this equation to have negative real parts, that is for the system to be stable, requires

^>iK.
Thus
if
^

(18.17)

there is time delay in the system it is necessary for the amount of feedback to be greater than the minimum amount (18.17) or tn e system will not be stable. The way in which the roots of (18.16) and the values of

vary as k^ is increased method of 14.

may

conveniently be studied by the

19. The impulsive function In dynamics the idea of a very large force acting for a very short time and such that the time integral of the force is finite is extremely useful, and the "impulsive " of dynamical systems is extensively studied. motion In circuit theory the ideas of an impulsive voltage (that is, a very great voltage applied for a very short time and such

that its time integral are equally fruitful.*


It is

is

finite)

or an impulsive current,

convenient to have a symbolic representation of such a function and this may be obtained as follows. Consider the function </>() defined f by

=o

(19.1)
t

>e

* For an interesting account of impulsive functions and their applications see van der Pol, jfourn. Inst. Elect. Eng., 81 (1937), 381. t Many other functions have the same properties, e.g. the

triangular function, Fig. 23 (&), or the function

except that the latter has its maximum at t ~ o. to choose a function symmetrical about t = o, (c), but there is some advantage in the present applications in being able to think of, say, an applied voltage o and becomes very large immediately after which is zero at t
Fig.

23

(c),

It is

more usual

such as Fig. 23

this instant.

72

THE LAPLACE TRANSFORMATION

where

This is very large in a very small e is very small. region to the right of the origin (Fig. 23 (#)) and zero

O 2
FIG. 23
(a).

FIG. 23

(5).

FIG. 23
is,

(c),

elsewhere, and,

no matter how
f

small e

J-oo
Also,
if

<j)(f)dt

i.

(19-2)

a f(t) is
TOO

continuous function
/-<H a+e j f

J-oo

eja

= /(*) + O(e),
where O(e) is written for a term involving and thus which tends to zero as e -^- o.

(I9-3)

e as a factor,

now define the " impulsive " function 8(i) to possess the properties of (j>(t) as e ^ o that is

We

S(t)

except for o vanishingly small region to the right of t


t
t

= o for < o,

and for

>

o,

a"|

/'

poo

J-OO
fco

8(t)dt

=i,

(1.9.5)

f(t}^(t
J
if /(i) is
oo

a)dt=-f(a\

(19.6)

a continuous function.

ELECTRIC CIRCUIT THEORY


It follows

73

from

(19.6) that
i,
o
.
.
.

(19.7)

that

the Laplace transform of the 8 function is unity. may now regard a blow of impulse P as a force an impulsive voltage whose time integral is E, ; PS() and an impulsive current which transfers as a voltage ES(i) as a current QS(), and proceed to solve problems charge the validity of the in the usual way them involving solutions so obtained is discussed later.
is,

We

EXAMPLE
oj
2

is set in

position

attached to a spring of stiffness A mass o from rest in its equilibrium motion at t by a blow of impulse P. The equation of
i.

motion

is

and, using (19.7), the subsidiary equation a 2 o) P. M( )

is

Thus

x
2.

(P/Mco) sin

tat.

(19.8)

impulsive voltage ES(i) is applied at o to an L, R, C circuit with zero initial conditions. t Here the subsidiary equation (8.6) is, using (19.7), and the

EXAMPLE

An

notation (9.3),

_
2

Ej>

Thus,

in the case n
I

> E =_ e
Ljfi

o,

-A*<{

w cos nt
i

ju,

sin nt}.

(19.9)

The

solutions of

Examples

and z above have been

obtained by the ordinary Laplace transformation procedure, using (19.7) for the transform of S(), and, since any use of the 8 function must be regarded as symbolical only,*
* The S function was denned as the limit of some function as -> o. Any mathematical operations on this function, such as differentiation or integration, would involve the interchange of order of two limiting processes and be very difficult to justify.
e

74

THE LAPLACE TRANSFORMATION

we must inquire whether these solutions are mathematically The simplest way to do this is to verify that justifiable.
they do in fact satisfy the differential equations and initial conditions of their problems. Consider the solution (19.8) from this point of view: it satisfies the differential
equation
for the
in

o also as t -+ o for t motion of the mass Now P/M is the velocity (19.8), x -> o, and Dx -> P/M.
;

MD # + Mco * = M
2

o,

*>

o,

(19.10)

>

with which, according to the theory of impulsive motion in dynamics, the mass would be started by a blow of impulse P. Thus the solution obtained by the formal Laplace transformation procedure applied to Example i does in fact giye the complete solution of the dynamical problem correctly, and in addition it avoids the necessity of evaluating the initial velocity due to the blow. It can

easily

be

verified * that the

same

is

true for a general


set in

dynamical system of n degrees of freedom

motion

by blows.
Precisely the

same
as

is
t

Example

2.

Here,

true for the electrical case in -> o the value of I given by

(19.9) tends to E/L, and we need an electrical analogue of the theory of impulsive motion in dynamics to show that an impulsive voltage ES(), applied to an L, R, C circuit in which no current is flowing, will instantaneously produce a current of this magnitude. This can be deduced from the differential equation for current and charge in the circuit, namely

(LD
as

+ R)I +
:

= E8().
we

(I9-")

Proceeding dynamical theory, integrate this over a very small time, T the integral of S(i) over this time is i that of the finite quantities I and Q is very small ; and that of DI is the difference between the final
in
;

*
loc.

By an
cit.,

easy extension of the method in Carslaw and Jaeger,


35.

Jaeger, Phil,
all

complete verification for


section

Mag. (7), 36 (1945), 644, gives a the types of problem arising in this

and

20.

ELECTRIC CIRCUIT THEORY


value,
ly.,

75
I.

and the

initial

value (zero) of the current

Thus

LI,

= E,

(19.12)

and the theory of impulsive motion gives the current I/ E/L, to which the solution obtained by the Laplace transformation procedure was found to tend as t -> o.

is easy to verify that (19.9) satisfies the differential o, so it does in fact give equation of the problem for t the correct solution of the physical problem. It can be proved in general that for a complicated circuit with various impulsive applied voltages, the solutions obtained by the Laplace transformation procedure, treating B(t) as having (19.7) for transform, do satisfy the equations of circuit theory, and, as t > o, the currents tend to the values which would be found from the equations of impulsive motion.

It

>

20. Justification

of

the

solutions

of

electrical

network

problems
It was remarked in 7 that, for a system of linear differential equations, a general verification could be given that the solutions obtained by the Laplace transformation
satisfied the differential equations and initial conditions, provided a certain determinant did not vanish. of circuit theory often give rise to a system of differential equations to which this verification applies immediately. In general, however, they give a combina-

method

The problems

tion of differential or algebraic equations (10.1) and algeit may happen that the specified braic equations (10.6)
;

initial

some of these

values of the currents and charges do not satisfy equations, and in that case there will be an It is in impulsive readjustment of these initial values. fact true * in all cases that the solutions obtained by the 10, giving Laplace transformation method, used as in each inductance its own initial current, and each condenser its own initial charge, in the subsidiary equations, do in fact give solutions of the equations of the problems
* Jaeger, loc.
cit.

76
for
t

THE LAPLACE TRANSFORMATION

>

o,

which

as

-$ o tend to the values

which

exist

in the circuit after the

impulsive readjustment of initial The general theory will conditions, if this takes place. not be given here, but only examples illustrating the different cases which can arise.
i. Steady current E/R is flowing in of Fig. 24 with the switch S closed. At t the switch is opened.

EXAMPLE

circuit

the o

innf^L,
i,

FIG. 24.

and

Since the initial current is E/R in L, and zero in L 2 the subsidiary equations are
,

(20.1)

Solving we find

Rp

R{(LL!

+ LL +
2

H- L.,)}

(20-2)

And

thus

As

E(LLX

-|-

LL

2)

ELECTRIC CIRCUIT THEORY

77

and, since this does not equal E/R, it appears that there has been an impulsive readjustment of current between the three inductances just after the switch was opened.

To investigate what happens in this case, and to verify this result, consider the equations of the system for t o,

>

namely

(LD

+ R)I
L 2 DI 2

4-

L DI - E, - LjDIi = I + l!=I.
2
a

(20.5)

o,

(20.6)

(20.7)

values E/R, o, o, which the currents I, I I 2 had 1} before the switch S was opened, do not satisfy (20.7). Suppose that these change to I<), 1^) and I 2() in a very short time r following the opening of S at } o, then,

The

o to integrating (20.5) and (20.6) from t =r,'and neglecting the integrals of the finite quantities E, I, l lt I 2 over this very small time, we find
L{I<>

(E/R)}

L 2 I 2W

+ L I C> = o, - L^W = o.
2

(20.8) (20.9)

Also

I<), I^o)

and

I 2 () satisfy (20.7),

that

is
m
.

KO)

^(0)

yo).

20 10 )
.

Solving (20.8) to (20.10) gives the new values of the currents, and, in particular, I<) is found to have the value If the voltage drops across the inductances were (20.4). evaluated in the usual way, they would be found to contain S functions, that is, the finite changes of current may be

regarded as being produced by impulsive voltages. EXAMPLE 2. The condenser C in the circuit of Fig. 25 is un(p. 78) is charged to potential E, and the condenser o the switch S is closed. charged, when at t

Here the subsidiary equations

are

(20.11)

78

THE LAPLACE TRANSFORMATION


Solving
.

we

find

_
R(C
-f'

_ _ ECQ
Thus

EC 2
-

I=-

ECCj
R(C

(30.12

FIG. 25.

-f C^)]8(t) in (20.12) represents impulsive current which instantaneously exchanges charge ECC1 /(C -(- Qi) between the two condensers the second term represents the subsequent discharge of the condensers through the resistance. Whenever a network includes a closed circuit containing condensers only, there will be an instantaneous exchange of charge in, this way between the condensers if these are incompatibly charged. If we had used the subsidiary equations for charge instead of those for current, this finite change of charge would have been found (in the same way as the finite change of current in Example i) but as we have worked with current, the impulsive current which transfers this amount of charge has appeared. The result (20.12) can be verified by writing down the differential equations for the charges on the condensers and proceeding as in
[

The term

ECC^C

an

>

Example

i.

ELECTRIC CIRCUIT THEORY


EXAMPLE
primary of
3.

79

Steady current
transformer,
Fig.

E/^
26,

flowing in the and the secondary


is

1
current
is

M
FIG. 26.

o the switch S is opened. Writing Ij and I 2 for the primary and secondary currents, the subsidiary equation for the secondary is
zero,
at
it

when

Also

Mpl x + L = o,
(20.13)

(Lap
for
t

+ R )I = ME/Rj > o, so = o.
2 2

(20.13)

Thus- from

Ia

K
EXAMPLE 4. L]L 2

(20.14)

Here as t -> o, I 2 -> ME/RjL^ There was a sudden change in the currents when the switch was opened which could have been studied as in Example i.
case of

The problem
2

of

n, Example
.

i,

for the

(perfect coupling).

Here
.

In

ME
:

(11.2)
'

becomes
,

and thus
It is

ME
.

(20.16)

known from general theory that LjL 2 > 2 is of interest for two limiting case L]L 2 =
firstly
it

secondly,
in 1 2

M may be very nearly approached L L = M the degree of the


v

2 the reasons
;

in

practice

if

denominator

and

is reduced by one, here a quadratic has become linear similarly a cubic becomes a quadratic, and the algebra is greatly simplified.

8o

THE LAPLACE TRANSFORMATION


The

significance of perfect coupling from the theoretical * is best seen by considering the differential point of view these are equations of the circuit of Fig. 26
:

(LJ>
If LjL.2 the second by

+ ROIi + MDI = E
2
(

7)

=M

2
,

multiplying the
subtracting,
a a

first

M, and

we

of (20.17) obtain
.

by

L2

L a Rj!
Thus
in this case

- MR I = LaE.

(20.18)

algebraic equation by elimination from the given differential equations, and if the given initial currents do not satisfy (20.18) they will change suddenly to hew values which can be calculated
as in

we can form an

Example i. The examples above illustrate the types of problem in which there may be sudden changes of charges or currents on closing switches, and the way in which these could have been found has been sketched briefly. A general discussion along these lines can be given, which shows
that the Laplace transformation procedure, applied in the usual way, does in fact always give the correct solution of

the physical problem.


/

EXAMPLES ON CHAPTER
1.

II

o to Alternating voltage E sin (nt -f- e) is applied at t and capacity C in series. n z inductance i/LC. If the initial current and charge are zero, show, using (i.u) and (1,12), that the current at any time is

(E/2ttL){n sin (nt

e)

sin

sin nt}.

2. Constant current (E/R) is supplied for f > o to a parallel combination of inductive resistance L, R and capacity C with zero initial conditions. Show that the voltage drop across the condenser is

E* This
is

Ear*" {cos nt

[(R/anL)

(i/RC)]

sin nt},

an example of the exceptional case referred to in 2 for 7, since the determinant discussed there is LjL 2 the system of equations (20.17).

ELECTRIC CIRCUIT THEORY


where
9,
3. first
/*

8l

and n

are defined in (9,3).

Deduce

the solution of

Ex.

3.

,In the problem of

n, Ex.
*

2,

show

that the charge

on the

condenser

is

(CE/aVs){(i

VS)

cos

(i

VS)

cos wi[i(3

4. Regarding an imperfect condenser as capacity C in series with resistance R1} the whole being shunted by conductance G, show that the subsidiary equation for voltage V applied to such a condenser in series with an inductive resistance L, R is

_-r T ? ~ V+ LI
,

In the bridge of Fig. 9, z\ consists of resistance Rj. and capacity C x in parallel, z z consists of resistance R s and capacity C 3 in parallel, and st a and #4 consist of resistances R a and R 4
5.
,

respectively. voltage if

Show

that there

is

a balance for -all types of applied

CI/CB

R4/Ra

a 6. In the circuit of Fig. 6, LaL 2 steady-state conditions prevail due to alternating voltage of peak value E and frequency W/ZTT in the primary. At the instant of zero secondary current the condenser is instantaneously discharged, show that at time t after this instant the secondary current is
,

= RB/RI> = M and

R Ca
a

In the resistance-capacity coupled amplifier of Figs. 13, = o, show that if the grid voltage is changed by 14, with # E at t o, the change in grid voltage of the next valve is
7.

mass when the mass


8.

a At t o, hangs by a spring of stiffness is at rest in its equilibrium position, the other end Show that of the spring is given a downwards motion a sin a>t. the displacement of the mass from its equilibrium position at
.

V A

*=

time

t is

wa

nn Uft

-i

n4

;[w sin nt
is

n sin
at
t

eat].

o to a condenser of 9. Constant|voltage applied capacity Cj in series with a leaky condenser of capacity C and Show that, if the initial charges are leakage conductance G.
zero, the current
is

CHAPTER

III

21. Heaviside's shifting theorem THEOREM VI. // y(p) is the is the then e~ ap

>

o,

y(p]

transform of transform of
a),
.

y(t),

and

y(t

where *

H(t)

= o, < o\ = t> of
t
i,

a)H(*

(ai.i)

(21.2)

y(t-aV H(t-a)

FIG. 27

(a).

Since H(i function y(t


its
is

a)

is

zero

if

<a

and unity

if t

a, a, and for a) is zero for t o, shifted to the graph exactly that of y(t) for f hence the right through a distance a, as in Fig. 27 (tf) name " shifting theorem ". * This is Heaviside's unit function; the notation (21.2) will be found very useful in many problems. It has not appeared earlier in the present treatment, since problems have been stated " hitherto in the, form of, say, unit voltage applied to a circuit " " at t = o ", instead of it voltage H(f) applied to a circuit must be noticed that these statements are identical only for t > o ; for t o the first does not specify the voltage but the second makes it zero. 82

a)H(i

< >

>

fl,

the

>

<

THEOREMS AND THEIR APPLICATIONS


prove (21.1)
a)H(t

83

To
poo

we have only
foo

to notice that
(co

JO

erv*y(t

a)dt=\ er**y(ta)dt=\- e~^eJa Jo

Using
a large

this

theorem

we

number of

useful step

can build up the transforms of and broken functions.

O.
FIG. 37
x-,-

EXAMPLE
i.e.

i.

XO = E{i

= E, o < < = o, >a - H(* - a)}, cf. Fig. 27 (6), = !(* -*-*)
y(f)
t
ff\
'

I J

J"

(21-3)

7W
FIG. 27
(c).

EXAMPLE

2.

A half sine
a>t,

wave, Fig. 27
7T/W
/'

(c),

y
i.e.

= E sin = 0, y = E sin
Eo>
jy

o
*

<t < 7r/o>\

>

wt

+E

sin cj(

84

THE LAPLACE TRANSFORM AT


EXAMPLE

y
i.e.
3;

= E, rT < < (r + i)T \ = - E, (r + i)T < < (r + a)TJ = E{H() - 2H(* - T) + 2H(i - 2
t *

3.

"

"

square

wave, Fig. 27

3T

FIG. 27 (d).

y=

p =tanh

T
FIG. 27

2T
(e).

EXAMPLE

4.

A
rT),

"

saw-tooth

"

wave, Fig.
i)T,
a

y=P

k(t

rT

< < (r +
t

EXAMPLE
f(t

f(P)

if r + rT) = fooe~#f(t)dt =

THEOREMS AND THEIR APPLICATIONS A function f(t) of period T, so 5.

85
that

= /(),

is

any integer.
e-Ptf(t)dt

pT

Jo

Jo

+ JT e

f2T

Jo

f *-**/(*>&

+ <r*TJo eI*

(21-5)

and

(21.6) can of course


6.

be deduced from

this result.

EXAMPLE
3 to 5

all involved hyperbolic functions. A technique of great importance both here and in connection is that for differential with partial equations, finding the function which has a given transform of this type. To do this we expand the transform by the Binomial Theorem for example if in a series of negative exponentials

The transforms of the fun ctions in Examples

have
is

which

Ei _
_
E
.2V
1

e~ 2^ T

~P''

X1

~r e

_E
~^'
Then, by Theorem VI, Ei 2E(* y(t)

+ 2 E(* - 4T)H(i - 4T) in Fig.

.,

(21.8)

the function

y
7.

is

shown

27 (/)

(p. 86).

EXAMPLE
to an L, R,
t

= T the battery is

circuit

o battery of voltage E is applied at t with zero initial conditions, and at


short-circuited.

86

THE LAPLACE TRANSFORMATION


is

Here the voltage in the circuit by Example i its transform is

EH(i

T), and

Then, as

in (9.2), the
-

transform of the current -

is

and,
I

by Theorem VI,
-X*TlLj

= -{e-# sin nt 2

T)

sin n(t

- T)},

(21.9)

for the case

>

o.

2T
The
solution for

4T
FIG. 27 (/).

applied

voltages

such

as

those of

Examples 3 and 4 is found in the same way (cf. Example 5 at the end of this Chapter). An alternative form for the solution in these cases can be obtained by using the expansion formula of
33.
8. To find the deflection y at any point of a uniform beam of length /, which is clamped horio and x l, zontally at the same level at its ends, x and carries a concentrated load at x a.

EXAMPLE

light

Using the S-function defined in 19, a concentrated load at x a may be treated as a distributed load

Then, proceeding as in a). the differential equation

WS(#

6,

we have

to solve

with

= Dy =

o,

EID*y = W8( - a), when x = o and x =

(21,10)
I.

The

&7 THEOREMS AND THEIR APPLICATIONS VI, subsidiary equation is, by (19.7) and Theorem

and thus, from (21.11) and Theorem VI,

where
3>2

6EI
^s are

an

the conditions

= Dy =*

unknown
o,

constants to

at

be found from.

Z.

these Solving for

we

get finally,

6/
22. Heaviside's series expansion

EI

This is a useful method for determining the behaviour solutions of the solution for small values of the time the or obtained previously are equally suitable for all values small for are this section useful those of only the time obtained values of the time, but are much more quickly than the general solutions. been have II I and in transforms Most of the Chapters found to take the form
:

where g(p)

f(J>) is a polynomial in p degree n, we divide numerator and polynomial of lower degree. If n and in ascending of expand p by denominator (22.!) find an exof ifp by the Binomial Theorem, we
,

of

and

powers

the pression of

form
.

5+

++
. .

(22.2)
( 2-' 2 \' "^)

and thus

y
and y

= % + oj + a^ +
is

by

(i-S),

obtained as a series of

ascending

powers

oft.

88

THE LAPLACE TRANSFORMATION


i.

EXAMPLE

In

9,

Example

i,

we had

i/c

TV
EXAMPLE
2.

\ ;

In the problem of

14, (14.1) gives

Therefore,
If

= in,

we letp ->

oo

(32.2),

we

find

and

-> o, we since, by (22-3), ! is the value of y when have proved, /or the form (22.1) o/y, the following Theorem.

THEOREM VII.

t-*0

Ify(p) is the transform ofy(t), then lim y(t) lim py(p). (22.4)

p-^-ao

true under fairly general conditions. The following theorem, of the same type as (22.4), may often be used to determine the behaviour of a function for large values of the time
:

This result

is in fact

// y(p) =f(p}jg(p\ where f(p) and g(p) are polynomials in p, the degree of f(p) being less than that of g(p), and if the roots of g(p) o are either zero or

THEOREM

VIII.

THEOREMS AND THEIR APPLICATIONS


have negative real parts * then
transform
is

89

if y(t] is the function

whose

y(p)

limy(t)
t--co

p*Q

limpy(p)

(22.5)

and, under the same conditions,


poo

y(t}dt
J

= lim y(p)
p-+Q

(22.6)

The

result follows

immediately from

the formulae of

2 for expressing y(p) in partial fractions. of (22.6) has been given in (n.8).
23. Network theorems

An

application

Many of the general theorems of steady state network theory have immediate generalizations in terms of Laplace transforms. Here we mention only TheVenin's theorem because of its importance in simplifying the algebra in complicated networks. A special case of this theorem, which is ademany purposes, may be stated as follows Suppose AB and CD are two pairs of terminals of a let Z be the generalized impedance of the netnetwork
quate for
:

work looking

in at CD with AB short-circuited also let v be the transform of the open -circuit voltage drop across CD due to voltage V() applied for t o at AB with zero Then the transform of the current I initial conditions. in an impedance # connected across CD, due to voltage t o with zero initial conditions, V(;f) applied at AB for
;

>

>

As an example, suppose
of
in,

the network

is

a filter circuit

sections [Fig. 18 (a)].

Z denned

above

is,

In this case the quantity o, by (16.10) with r Z % sinh 9 tanh mO (23.2)

* This Theorern_ is frequently stated in the literature with no conditions on y(p~). Clearly it does not hold, for example,
if y(t)

sin

ait.

90

and
r

=m
is

the quantity v defined above


i,

is,

by
.

(16.11) with
.

= V sech mO

(23.3)

Thus, by
SQ

(23.1), the current I in

an output impedance

given by

2 sinh 9 sinh

m6

+#

cosh

tnff

This agrees with (16-7), but the calculation is simpler, since The'venin's theorem allows the result for any terminal impedance to be deduced from the solutions for open and
short-circuited terminations and these are often and in any case are easy to calculate ab initio.

known

* theorem 24. The superposition THEOREM IX. If y^p} is the transform of y^t), and the transy t (p) is the transform of y z (t}, then yi(p)y z (p)

form of
ft
n(

(24.1)

not particularly difficult, but is omitted here as it depends on the transformation of double integrals, and involves only routine pure mathematics.
is

The proof f

* Also referred to as the Composition, Convolution, or Faltung

Theorem, and sometimes as Borel's or as Duhamel's Theorem. t C. and J., 33 Doetsch, loc. cit., p. 161. The essential steps, which require justification and some conditions on the
;

functions, are as follows

f-**yjfyi)du\

Jo

=
f

^e-

where the double


v

>

o.
t,

up

to

integral is taken over the quadrant u o, f In this put u v t, v t', then t can take all values and t all values up to ro, and the double integral becomes

>

"-'

Jo

THEOREMS AND THEIR APPLICATIONS


As
a first application consider the differential

91

equation

to be solved with

==

Dy

=o

when

= o.

The sub-

sidiary equation gives

Clearly, any system of ordinary linear differential equations with constant coefficients and with arbitrary functions on the right hand side can be treated in the same

way.
present point of view, the chief use the following suppose we require current I at some place in a network due to voltage In at with some conditions.* zero initial point applied

From the Theorem IX

or

is

the

usual way we find

where

z(p) is a known function of p. function, found in the usual way,

Then if x(i) is the whose transform is

!/#()> Theorem
I

IX

gives

= fv(*')*(* - t'}dt' = f V(t - t'}x(t'}dt'


Jo
Jo

(24-3)

plicated

Thus for any applied voltage V, which may be so comthat we cannot evaluate its transform, or which

may be we can
in

an oscillogram, given numerically, for example by a definite integral always express the current by which may be evaluated numerically. In the same way, if the current in any part of a circuit is known, the current

any other part can be determined.


* For non-zero

on

terms initial conditions there will be additional I. the right of (24.2) which can be dealt with as in Chapter

92
with zero

THE LAPLACE TRANSFORMATION


For example, for
T

voltage

V applied to
we have

an L, R,

circuit

initial conditions,

as in (9.2)

and thus,
I

if

>

o,

= 4" f V(* W-LJo

*'){

cos

*'

/it

sin

*'}*-**'

<fc'

(24.4)

The function #() used above whose transform was the current due to a unit impulsive i/#Q>) is, by (24.2), This is an interesting i. applied voltage, 8(), V(p) transient in its own right, and the present result shows

V=

that if

it is

known, the current due


as

V, may be evaluated

simple and interesting current Ij due to unit applied voltage, (24.2) has the transform
transient

to any applied voltage, a definite integral. The other in the circuit is the

V=

I,

which, by

If

IJL

may

an integral involving

has been found as a function of t from (24.5), we express the current due to any applied voltage V as I 1} by writing (24.2) in the form
' '

(34 6)
'

Now, by Theorem
is

IX, the function

whose transform

is

&'

(24-7)

Then

it

follows

from

(24.6)

and Theorem III that

since (24,7) vanishes when t o. formations of (24.8) are possible.


Finally,
it

t'}dt' y

(24.8)

Clearly various trans-

should be remarked that the importance of

THEOREMS AND THEIR APPLICATIONS


Theorem IX
is

93

in the study of difficult or arbitrary funcif tions, or functions given numerically by oscillograms is a simple exponential or trigonometric function, it is to evaluate I directly by the methods used earlier

simpler

than

to evaluate the integrals (24.3) or (24.8).

25. The
This

inversion theorem
is a

general theorem* which gives y(t) from y(p}> subject, of course, to conditions on y(t] or y(p}. Omitting these conditions, it states that if

y(P)

=
f J o
j

o,

(25-1)

ry+tco

y(t)=-.\
Z7TZJ

eKy(X)dX,

>

o.

y_oo

(25-2)

complex variable, 'and the integral is to be interpreted and evaluated by the theory of functions of a complex variable. If this theory, and in particular the calculus of residues, is known, (25.2) provides an important method for finding the function which has a given transform. For the problems of Chapters I and II
In
(25.2),

is

which led to ordinary linear differential equations, this gives an alternative method for finding y(f), which, however, is no shorter than those used earlier, so that for such problems there is no necessity to learn the technique of complex variable. For a thorough study of the applications of the method to partial differential equations, the use of
theorem is necessary. the point of view of the historical development of the subject the correspondence between (25.1) and (25.2) Carson -f regarded (25.1) as an is of great importance. integral equation from which the solution of the problem could be obtained. Bromwich, and to a certain extent

the

in version

From

to

* C. and Doetsch, loc. cit., Kap. 6. The result 29, 30. J., It is related is sometimes called the Fourier-Mellin Theorem. Fourier's and Mellin's inversion formulae, cf. Doetsch, loc. cit. f Electric Circuit Theory and Operational Calculus (McGraw
Hill, 1926).

94

THE LAPLACE TRANSFORMATION


Jeffreys,

Wagner,

and McLachlan, regard an

-integral of

the type (25.2), with y(X) found from the usual subsidiary equation, as the solution of the problem. The Laplace transformation and its inversion theorem provides the link between these two ideas this point of view is largely
;

due to Doetsch.
26.

The connection with Parseval's theorem


on
y(t), if oj is real ro TOO

Fourier's

integral

theorem and

Fourier's integral
ditions

theorem* and

states that, subject to con-

e imty(t)dt,

(26.1)

then

y (t)

= -L
277-J_co

e- i(otY(a>)daj.

(26.2)

The

simplest of the essential conditions on y(t)


pCQ
,

is

that

J-OO

1X01^

be convergent.

(26.3)

Parseval's theoremf states that, roughly provided these integrals exist,

dt^

r
ZTTJ _oo

|Y(o>)i

^o>.

(26.4)

For comparison with the problems previously discussed, suppose that y(f) is real, and is zero J when t < o. Then (26.1) and (26.2) become
:

a proof see Carslaw, Fourier Series and Integrals, edn. 3, the result (26.2), (26.1) follows from his on using the 119 exponential form for the cosine. See also Titchmar'sh, Theory i.i, 1.2. of Fourier Integrals, The theorem is often referred 2.1. t Titchmarsh, loc. cit., to as Rayleigh's theorem, and its use in physical applications is due to him [Phil. Mag., 27 (1889), 466]. J It is frequently stated that the Laplace transformation method contemplates only functions of this type. In the method as developed in Chapters I and II the problem was to find the solution of a differential equation for t o, which satisfied certain conditions at t o, and in fact the solutions found would also hold

For
;

>

THEOREMS ANP THEIR AP PL I C AT I O NS


if

95

then*
and

-Rfi-**Ya)Xa>=XO>
f Jo
|

(26.6)

iR^'YOXo. = o,
Jo

if *

provided
-

JXOI*
from

is

convergent.
case,

To -deduce

(26.6)

(26.2) in this

we

notice

that the right-hand side of the latter is

equal to

and, since y(t) is real, Y( the result (26.6) follows.


Also, in this case (26.4)

CD) is

the conjugate

of

Y(OJ),

and

becomes

of y(t). Y(u) in (26.5) is called the Fourier transform Since (26.5) is precisely the same as the equation defining with the Laplace transform y(p) of y,(t), p replaced by
(
z'o>),

it

follows that, if

Y(w)

exists,
.
.

Y(w)=.y(-*co),

(26.9)

Thus

the Fourier transform

the Laplace transform if imaginary, also (26.6) is


for

the degenerate form of the latter exists when p is pure the degenerate form of (25.2) if
is

y
t

o with i)>" o; for example, the solution of (D e~* for either t > o or t = o is found to be y though we are only interested in the former case. In this section and in 25 there is a difference in principle (though not in the results obtained for t > o) since a solution, la sought for example the solution of the differwhich is zero for t < o ential equation above, found from (25.2), would be y(t) ** o, = i, t = o y(t) = e"*, t > o. t < o y(t)

t<
i

when

<

o,

R is

written for

"

the real part of ".

96

THE LAPLACE TRANSFORMATION


zero.

y can be taken

The Laplace transform

exists for

many

functions for which the Fourier transform does not (for example, I, e* or sin f) but, if the latter does exist, it can be found from (26.9) and previous results.

For example,*
so that

if

y(t)

e~ at sm

fit

(26.10)

_-_,
.

(26.Il)

In this case (26.8) gives


,. ^
' (26.12)

the point of view of electric circuit theory the great importance of Fourier's integral theorem lies in its The Laplace transform has no physical interpretation. obvious physical significance it is a purely mathematical device for finding a solution this is not altogether a as it that difficulties can be formdisadvantage implies any ulated and treated mathematically, while it was on points of interpretation that the old operational method was obscure. On the other hand (26.6) expresses y(t] as a combination (that is the integral) of harmonic terms e~ imt , each with its own amplitude Y(o>)Ja), in the same way that a periodic quantity is expressed by Fourier's theorem as a sum of fundamental and harmonics, each with its
;

From

amplitude. Now suppose a voltage y(f) is applied to a circuit with zero initial conditions, and the current I in any branch of it is calculated, then, proceeding as in Chapter II we find

own

* Fourier transforms of many functions of this type, with numerical illustrations and applications, are given in Burch and

Bloemsma,

Phil.

Mag.

(6),

49 (1935), 480.

THEOREMS AND THEIR APPLICATIONS


where z(p)
if
is

^
l(t]

known and depends on

the circuit.

y(t] has a Fourier transform, this will

be

j7(

(26.9),

and (26.13) gives for the Fourier transform of

'Then z'o>), by

Thus, by

(26-6)

-,
since e- imt ]z(

,>o.

(.6,5)

This expression has a simple physical interpretation,


the steady state current in the circuit z'co) is to voltage e~ i(at Thus (26.15) may be interpreted the statement that the current due to voltage y(t) is by obtained by superposing the effects of all the component frequencies of y(t), each with its appropriate

due

That is, we have an extension of the results ia>)d<a. y( of steady state alternating current theory to non-periodic applied voltages, although, for the solution of specific problems, this is inferior to the Laplace transformation methods described earlier. One application of (26.14), however, is new and of great importance. Applying Parseval's theorem (26.8) to
(26.14) gives
""

amplitude

TTJO

<""'

dot.

(26.16) V '

quantity on the left gives the energy absorbed in the branch of the circuit, alternatively it is the total response of a square law detector, which is of considerable practical interest, and (26-16) gives this as a real infinite integral without having actually to evaluate the current. For example, if voltage e~ a< is applied at t o to an inductive resistance R, L we have

The

o
03

(R
2 2

Lzo>)(a

ia>)

dw

(t0

-f

a
jB

)(w

2
(X

[continued overleaf

THE LAPLACE TRANSFORMATION


_!

~a tan

~ _!
'a Jo

where

j8

= R/L.

In more complicated problems the integral (26.16) may be evaluated numerically, and approximations can be introduced, for example, with a selective circuit, \z(ioj}\ is a certain range of values of cu, and very large except in over this range. (26.16) need be evaluated only

i.

2T <

t If y(f) is i, a, 3,.. .. in the regions o T, " " t function) 3T, and so on (a staircase

< <

T< <
t

aT,

<

2. If y(t)
is

two

t i, o repeated with period staircase functions)

< <

tt

y(t)

o,

ta

< <T
t

and

this

(a

repeated pulse, or the difference of

3.

If y(f)

=
|

sin

cat

|,

(full

wave
(

rectified alternating voltage)

y(p}
4.

=
is

,^ ?

1,'

uniform
$1

beam
/.

carries a distributed load

and zero in

<x<

w (constant)

clamped horizontally at both ends. It per unit length in o < x < JZ Show that the deflection at any point is

24EI
If the square-wave voltage of 21, Ex. 3, is applied at to an L, R, circuit with zero initial current and charge, show that the current in the circuit at time t t' t where asT
f

5. = o

is

an integer and

t'

<

T,

is

z o. Deduce that using the notation (9.3) and assuming n in the steady state due to a square wave voltage, the current at ' a the is t after of time cycle beginning

THEOREMS AND THEIR APPLICATIONS >


2.E e-tf' sin nt'
e-f(T+t') s j n

99

n(T

t')

nL
6.

ze-pT cos

nT + e~W
2,

In the problem of
I ~~

n,

Ex.

show
*^ 60

that for small values

of the time

_ _ E / _ nW + LV 6

'

'

'

In the circuit of Fig. 7, an unknown voltage is applied at o with zero initial currents and charges. If the voltage S at f drop across the first condenser is *;(), show that the voltage drop across the second condenser is
7.

r*

n
8.

JQ
If y(i)

v(t') sin n(t

t'}dt'.

(e~**

e'P),

>

o,

show

that

its

Fourier trans-

form

Y()

is

(a

u)(/J

z'o))'

Show
L/,

R from

that the total energy absorbed by an inductive resistance this voltage is

RQ3
where
p.

q)'(q

jg

^)
a)'

R/L.

CHAPTER

IV

PARTIAL DIFFERENTIAL EQUATIONS


27. Introductory

In the preceding chapters it has been found that problems be leading to ordinary linear differential equations could ^n solved with only the elementary apparatus of 1-3that the study of partial differential equations it will appear the of solution, it is still easy to find the transform Laplace but, since this usually involves more complicated functions of p than those considered in Chapter I, it is rather more The, Table of difficult to derive the solution from it.

Transforms can of course be enlarged, but the most powergeneral method is the application of the inversion theorem, 25, combined with the use of contour integration to evaluate the complex integral which occurs in (z$-2)>
ful

For a complete study of the subject, particularly in its theoretical aspects, a knowledge of this technique is essential but it is possible to go far without it, for example most results on finite transmission lines, and some on infinite lines, can be obtained, in some cases rigorously, and in others with the proviso that for a complete treatment the complex variable would have to be used, although the actual process of writing down the solution would be
;

precisely the

same

as that

used here.

differential equations for a uniform electric transmission line will be found in 28, and, for shortness, only these will be studied, although many of the problems

The

considered are problems in wave motion or conduction of heat in one dimension, with a slightly altered notation.
28.

The
line

differential equations of the uniform

transmission

We

suppose the

capacity C,

line to have resistance R, inductance L, and leakage conductance G, per unit length.

PARTIAL DIFFERENTIAL EQUATIONS


Also
at
let I

IOI

be the current in the direction of increasing x the point x of the line, and let V be the voltage

will be funcdrop across the line at this point. I and to tions of both distance x along the line and time t emphasize this they will sometimes be written I(x, f) and
;

V(x V ^"V,

ft

lj,

To
B
at

find the differential equations satisfied


in

and voltage
x
at
-|-

the line, consider the points


at

Sx.

The current and voltage

A at x, and A will be I and V,

by the current

and

they will be I

$x and

The
A

portion of the line between

V + -Sx, respectively. A and B can be represented


RSx
,

A->.
I

H
.

LSx
T37T

"W^

""-^~

> "---T

K
FIG. 28.

*.fSoc

by the equivalent circuit of Fig. 28. Here the voltage drop from A to B over the series portion of the line is

-dtf

Bx,

and the current in

it

is

-Sx + d#

neglecting

terms in (S#) 2 this gives

Also the voltage drop over the parallel portion


the line
is

HK

of

V, and the current in

it is

ox

S#,

thus

102

THE LAPLACE TRANSFORMATION


'(28.1)

From

and

equations for I and

V are

(2,B\2)

it

follows that the differential

These are a pair of simultaneous partial differential o wish to solve them for t equations for I and V. with given initial values of I and V, which we shall write t(x) and V(x) to emphasize that they are functions of x. Explicitly these initial conditions are

We

>

>-

1(#), as t

>

V(#), as

i
(

-> o for -> o for

fixed x,

(28.5)

fixed x.

(38.6)

boundary conditions to be satisfied at the ends of the line; these depend on the particular problem. For example, if the line is short-circuited at * o o for x a and all t a, we must have V = o for if there is open circuit at a, the condition is I x a and all t o if the voltage is prescribed at x a, o V(#, t) must be this prescribed function of t for t
also

There are

= =

= =

>

if

the line

is

joined to some other impedance at

> = > x = a,
; ;

there will be a condition involving both the current a. voltage at x

and

29.

of partial differential equations by the Laplace transformation We consider first the system of equations (28.3), o with initial con(28.4) which have to be solved for t ditions (28.5) and (28. 6), 'and with boundary conditions
solution

The

>

to

be

specified.
t

Proceeding
to oo.

precisely as in Chapter I,

4,

we multiply
III,

the equations

by e~^ and

respect to

from o

Then,

integrate with just as in the proof of

Theorem
* As
and,
iii

Chapter

strictly,

I assumptions about the function the solution should be verified.

I are

implied,

PARTIAL DIFFERENTIAL EQUATIONS

103
t)dt

vWx
u=o

=*-!(*)+ pi

(39.1)

where I is now a function of x and jp, to emphasize this, it is written I(x, p).

and,

when we wish

where we

of

differentiation

have assumed that the orders of integration, a'nd with respect to the parameter x, may be

interchanged. Using these results, and the corresponding ones for V, obtain from (28.3) and (28.4) and the initial conditions,

we

the

"

"

subsidiary equations

(Lp

R)I(*. p)

= -^

+ Ll(*)
+ CVW

(29.3)

(Cp

+ G)?(*. p) = I

(29.4)

Eliminating

gives the ordinary differential equation

for?,

where

q*

= (Lp +

R)(C#>
is

+ G)

(29.6)
is,

When V

has been found, 1


1

given by (29.3), that


'

by

=~
Lp

+ R"^ +

Lp+.R'

It appears that the effect of the Laplace transformation with respect to t is to reduce a partial differential equation in x and t to an ordinary differential equation in x. This

lias to be solved with boundary conditions which are the are Laplace transforms of those originally prescribed they "best written down as they arise in specific problems. The quantity q which appears in (29.6) is, in the general

104
case, the

THE LAPLACE TRANSFORMATION


:

square root of a quadratic function of p, but in three important cases it takes a simpler form. These are " The lossless line ", R (i) o, for which
q = p]c,
(ii)

= G= where c =

(LC)-*
"
in

(29.8)

Heaviside's

"

distortionless line

which

L
and thus
(iii)
-

R_G_ ~ ~p
C
p)]c,

'

-f-

where

= (LC)~*.
== o, for
. .

(29.9)

The

ideal

submarine cable,
q

L=G

which
(29.10)

= -\/(RCp).

Another
the

partial differential equation of importance is equation of linear flow of heat (v temperature, K

diffusivity)

to

be solved with v

= v(x), when
is

o.

The

subsidiary

equation, found as above,

dv
-j9 Z

dx

p_ -v
K

i., -v(x)
,

,
.
.

'

(29.12) ' ^

and thus
of

L=G

is

= o.

of the same type as (29.5) in the case (29.10)


is

The

equation of wave motion hi one dimension

where y

is

the displacement.

This has

to

be solved with

y
The

= y(x\
d zv
i)

^
z

= Y(),
is
-b

when

o.

subsidiary equation

2-=-)-),
T
.

(2 9 .14)

PARTIAL DIFFERENTIAL EQUATIONS


which

105

R=G=

is

of the same type as (29.5) for the case (29.8) of


0.

When the subsidiary equation (29.5) with its boundary conditions has been solved,* we know the transform For problems on semi*V(x, f) of the solution V(x, t). infinite lines we rely on the Table of Transforms to find the solution from its transform. For problems on finite an extension of the lines two methods are available (i) expansion theorem (2.8), which gives the solution in the or (ii) an expansion in form of a trigonometric series terms of the solutions for the semi-infinite line, which has a physical interpretation in terms of direct and multiply reflected waves. Both these methods will be used, treating the latter first.
:

30. The semi-infinite line

We
x
t

consider the

First, suppose o, with zero initial current and charge. the end x o to be maintained at constant voltage E for

>

problem of the

semi-infinite

line,

>

o.

In this case the subsidiary equation (29.5) becomes

___
The boundary
line are

conditions to be satisfied at the ends of the

V = E, * = o, t > o, V to be finite as x -> oo


V=E/p, x = o, V to be finite as x ->
.

(30.2)
(30.3)

The

transforms of (30.2) and (30.3) are


.

(304)
(30.5)

oo.

6, solve it by the Laplace transformation could, as in method, but, for the simple problems arising here, it is just as easy to write down the particular integral and complementary function in the usual way.
(

We

106

THE LAPLACE TRANSFORMATION


general solution of (30.1)
is

The
and

V
(30.5) requires

= Ae-<* + Be, B = o, and then (30.4)


q,
-p

gives

= E/p.

Thus, using the value (29.6) of

In the general case the transform involved in (30.6) is quite different from anything previously encountered, and in fact turns out, after a difficult calculation which will

not be given here, to be a complicated integral involving Bessel functions (cf. In the important special cases 35). mentioned in 29, however, V can be evaluated simply. o (30.6) becomes For the lossless line, R

where

=G= p V = -e-vl6, P c = (LC)-*.

(30.7)

(30.8)

Then

it

follows from (21.1), with y(t)

E, that
.
.

V:=EH[*
that
is
:

-(*/<:)],

(30.9)

is

zero

up

to the time x/c, at

travelling

with velocity

the point x, and

c from the origin has the constant value

which a wave would arrive at

at this

point

for greater times. For the distortionless line (29.9)

we have
.

^=
and'

p
e-(:P-t-P)/fl }
. .

(30.10)
'(30.11)

V = Eg-"/H(*

xjc)

velocity
line.

In this case the disturbance is still propagated with c, but there is attenuation as we move along the

Some problems on
will

the submarine cable,


instead

= G ==
a

o,

be studied in

35.

Suppose,

now,

that

of applying

constant

PARTIAL DIFFERENTIAL EQUATIONS


voltage

107
cot.

at

o,

we apply
is

a sinusoidal voltage

E sin

The

only modification

that in place of (30.6)

we have

this

In the case of the distortionless becomes

line,

(p

+ p)/c,

and
Still

V=
more

Ee-p*>/

sin to(t
\

- -W* - -)
c/ \
c /

(30.14)

generally, for

any applied voltage, /(), we

have

in place of (30.6)

V =/(>>-.
For the
distortionless line this
17

(30.15)

becomes
)
.

=^)e-(i'+p)/c

(30.16)

and, again using (21.1),


.

(30.17)

This may be interpreted by the statement that the voltage at x is zero up to time x/c, and subsequently follows that at x o with a time lag of x/c, and a reduction in

magnitude by the factor


lines of the solutions

e~i> a l c .

In the next section the application to problems on found above will be studied.

finite

31,

The
line

travelling

wave

solutions for the finite transmission

As an example of the method we consider the problem of the finite transmission line o x <l, with zero initial o is to be earthed, and current and charge. The end * o. the end x / maintained at constant voltage E for t

< =

>

IO8

THE LAPLACE TRANSFORM ATI ON


this case subsidiary equation (29-5) becomes in

The

^_
The boundary
The

V=

o,

o<x<L
/,

'

(3

conditions are

V = E, V = o,

* *

= = o,

t>o, t>o.

transforms of (31.2) and (31.3) are

The

solution of (31.1)

which

satisfies (31.4)

and (31.5)
.

is

y=
Here q
is

E
m '

sinh g* sinh ql

'

(31.6)

denned by (29.6) so that V is a complicated One method of proceeding is suggested function of p. by the device of expanding in a series of negative exwas used in 21, Example 6. We write which ponentials and (31.6) in a form involving negative exponentials, the denominator by the binomial theorem. This expand
gives

E J T? _ e-e(z-*)( I
'

_ g-2a)(i

-j-

(29.8),
"^

In the special case of the lossless p/c, (31.7) becomes q

line,

for which,
'

by

E Jr

e -V(l-x)lc

e -j>(l+as)/c

_|_

e -D(3Z-aO/o

"\
^ <

I.

^1 .8)

PARTIAL DIFFERENTIAL EQUATIONS


And, using
(21.1)

109

The graph of the function (31.9) The voltage at x is zero up to time


wave
travelling direct

is

shown
I

in Fig. 29.

(/

from the end x

x)/c, at

which a would reach the

E up point x. The voltage then has the constant value a wave travelling from the to the time (I x)/c, at which x o would end the and from x I reflected back end From this time up to the time of arrival of a arrive. twice reflected wave, it has the value zero, and so on.

FIG. 29.

Returning to the general expression (31.7), it is seen 5 which that the terms of this are all of the form (i/p)efor the .appeared in (30.6) in the corresponding problem for this case is semi-infinite line. Thus, if the solution
,

known, the solution


terms of
it.

for a finite line can

be expressed

in

As

a second example,

we

consider a lossless line of

length /, initially o the end x t

charged to
o
is

constant voltage E. At I earthed, the end x being left

insulated.

In this case the subsidiary equation (LC)~*, writing c

(29.5)

becomes,

110

THE LAPLACE TRANSFORMATION

which has to be solved with

?=o,
I

o,

= o, =L

(31-")
(31.12)

Also

it

follows from (29.7) that


1

'f. Lpdx
'
'

(3

,r 3 )
is
v

The solution p

of (31.10) which satisfies (31.11) and (3 1. 1 2)


' '

cos
g-J"/c[ I
i.

_Ef =

j>V p
{l

e-pa>/C

Thu,

^j-Hfi-^E \ c)
k

.:.
Also by (31.13)

(31.15)

The most
At
this point

interesting quantity

is

the current at

= o.

(3I- 1 ?)

that

is,

a square wave of amplitude E-\/(C/L) and period

PARTIAL DIFFERENTIAL EQUATIONS


32. The finite
with terminal impedances I, where the voltage Suppose that at x
line

III

current

is

I r,

the line

is

and the is z terminated by impedance z^


I

Then, for zero initial boundary condition at x


is just

conditions in this impedance, the

^..Q

y.*
...

the subsidiary equation for the impedance z^ namely

Al^

Similarly,

if

voltage v
at

is

applied

through
the
line

ZQ

to

impedance x o

;,

writing V for the voltage at o of the line and the point x the boundary condition at * ==

IGl

"

for the current there, o, for zero initial conI

ditions in the impedance % Q

is

that a lossless line of length / o it is charged to voltage E, and that at t o, the end discharged through a resistance R at x x I being insulated. In this case the*subsidiary equation
is

As an example, suppose
initially

(29.5) becomes

where

= =

(LC)~*.

At x
I

/,

we have
x

= o,
I

1,

(32.4)

and

at x

o the boundary condition (32.2)

is
. .

R
Also

= -?..
..

(32.5)

we know from

(29.7) that

1=-^^,
and thus
(32.5)

.-

(32-6)

becomes

= 0.

112

THE LAPLACE TRANSFORMATION


general solution of (32.3) which satisfies (32.4)
is

The

V = ? + A cosh p(l-x)lc.
Substituting this in (32:7) gives

(32.8)

.R A=4
Lc
Using

sinh

pi

A pi -+A cosh-ic c
,

H-

E T
p

o.

this value of

in (32.8),

we

find

p
The
current
is

sinh (p//c)

+ Lc cosh (p//

obtained from (32.6) which gives

jp{R sinh (pile)

+R

'

cosl

'

where

x V(L/C). For shortness we evaluate o. In this case, expressing (3 2 only the current at x I in negative exponentials, and writing a=(Ri

R =

Lc =

^)

we

find

E(r
.

-*

+ RO)(I
E
(a

Therefore

so that the current has a series of constant values, diminishRx -\/(L/C), (the charactering in magnitude. If R istic impedance), there is a E/aR single pulse of current for time zljc, and zero current subsequently.

PARTIAL DIFFERENTIAL EQUATIONS

113

Clearly any terminal impedances can be discussed in the same way, but since the coefficients of the later exare usually rather complicated functions of p, ponentials the method is most suitable for use when the solution is needed for fairly small values of the time.

33. The expansion formula for finite lines In chapters I and II the transforms of the solutions of problems on ordinary differential equations were usually found to be of the form
<p(p)

...
,

r^^.i)

g(p] were polynomials in p. The solution was found from (j>(p] by expressing (33.1) in partial ff>(f) or fractions, by the equivalent technique of Theorem II, for example, by the result (2.8) that if a^ . ., n are the zeros ofg(p), and these are all different, then

where f(p) and

finite lines in this chapter, rather complicated transforms have appeared. The new feature of these is the occurrence of quotients of hyperbolic functions of q. For example, the expression

In the problems on

more

'

pcohpl/c
in (31.14). Since cosh % represented by the infinite products *

(33-3)

appeared

and sinh % can be

>

(33-4)

;nb)
*
Carslaw, Plane Trigonometry, edn.
3,

>

(33-5)

168.

a quotient of hyperbolic functions such as (33.3) be regarded as being of the type

may

still

C33-)
except that nov?f(p) and g(p) may have an infinite number Then of factors, instead of a finite number as in (33.1). if a lt a 2 are the zeros of g(p), and if these are all exbe can it is to that assume different, (33.2) plausible tended to this case that is, if $(p) is given by (33.6),
, .
.

'

'

(33 ' 7)

to the case in which 2 (33.7) Just as in applies only if it has, the corresponding g(p) has no repeated zeros extensions (2.19) or (2.20) must be used. The result (33.7) will be referred to as the expansion
;

formula

it

has not been proved, and

is

merely suggested

as a possible extension to the case of an infinite number of zeros, of the result (2.8) which was proved for the case of a finite number of zeros. - That is precisely the approach which was, used by Heaviside. The justification for the

use of (33.7)

method

is as follows the rigorous pure mathematical of finding </)(t) from (33.6) consists of the application of the inversion theorem (25.2), followed by contour integration and a certain amount of pure mathematical
:

discussion, and, in the case of finite lines,* the final step in procedure is equivalent to the use of (33.7). Thus it may be taken that there is a solid theoretical foundation for results on finite lines (or on wave motion, or conduction
this

of heat, in a finite region) obtained by the use of (33.7) this remark does not apply to semi-infinite lines,^ for example (33.7) must not be applied to (30.6).
J

Any

of Table
acteristic

applied voltages must be combinations of the functions I, and the lines must not be terminated by their char-

impedance.

t Or to lines terminated by their characteristic impedance in .this case the transforms encountered are of the same type as those for semi-infinite lines.

PARTIAL DIFFERENTIAL EQUATIONS


As
a
first

115

example of the use of (33.7), we apply it to find (j)(t) from (33.3). First the zeros of the denominator must be found. This could be done by putting * z plfc in (33.4), but, from the point of view of the subsequent

calculation,
clearly

=^=
costu
\,

the following alternative method is a zero, and the others are

is

better

We (in + ___
i

n==0>

I(

2,..,,

(33:8)

since, for these values of p, . pi c(zn 4- i


,

cosh

--~We
21

l\ V CJ

= cos (zn 4v
!

iW

= o.
/

To

apply (33.7) to (33.3)


-j-

we need
,

d f* P smh ^P l \ \.P l 4- 1 \P l (p cosh )= cosh c c c cJ dpY


'

(33.9) ^' VJJ

Thus

__(*cosh UA

o Also, since cosh (pl/c] (33.8), we find from (33.9)

cjj f=0 when p

i.

(33.10) ** '

has one of the values

f d ( cosh pl\~\ -5- (p


)

(zn rf =-

i>'77

(zn smh.

\_dp\

^/Jj)=(2n+l)Mro/2Z

-+
2

i)zV

Using these

results, (33.7) gives

from

(33.3)

Conjugate
I

COS

jc -

cos

(2M+ L I)TTC<
,

-y
aZ

(33. iz)

* (33.4) and (33.5) can be used to show the actual factors of numerator and denominator this is often useful in cases where a factor can be cancelled between them, or where some exceptional
:

factor arises.

Il6

THE LAPLACE TRANSFORMATION


i

where the term


denominator,

has arisen from the zero

o of the

Using

this result in (31.14) gives


00
.
-

(33 I3)

solution of the same problem, expressed in terms of The successively reflected waves, was given in (31.15). connection between this and (33.13) is of course that at

any point x, the solution (31.15) is a periodic function of t' with period 4//c, and if this function is expressed as a Fourier series, the result is (33.13). As another example of the application of (33.7) we deterfor the first problem of mine 3 1 from its transform

(31.6),

namely
,

,
'

'

(33 I4)
in

considering various forms


(29.6)

of

g-,

which was defined


G).
.

by
?
2

= (Lp + R)(Q> +
is,

(33-15)

The

first

point to notice

that if

we use
get
.

the infinite

product (33.5) for sinh % in (33.14),

gl

Vl

we

'g V

t33
. .

although V, as given in (33.14), appears to be a function of q (which is the square root of a function of p), it in fact involves only 2 and thus is a function of q p which does not involve square roots. The same result holds for all transforms which arise in on finite problems
,

It follows that

lines.

The
below
;

general case of (33.14) will be studied in Example 3 special cases are given in Examples i and 2.

PARTIAL DIFFERENTIAL EQUATIONS


c

117

EXAMPLE
(LC)-i

i.

The

'"

lossless

"
line,

= pjc,
.

where

In this case (33.14) becomes

V=
.

E sinh pxlc
.

p
One

sinh pi c
is

.,

-.

(33.17)

zero of the denominator

o,

and the others are


.

p=inirc[l,
.

ni,
=
.
.

2...

(33.18)

since

sinh

fimrc
<

{I

1} V c)

sm mr = o.

Also

AI

-j-

sinh

T.

==
C/Jp=iTaa>ll n imT,

LC
n

cosh
i,

Cjj,
2,
iwtc //

|_0p\

= (}

...

(33.19)

o of the denominator is clearly exceptional since the numerator of (33.17) also vanishes for this value. The simplest way to see what happens in such a case, and to evaluate the corresponding term in the expansion formula, is to use the series for sinh z and cosh z, namely
zero
j>

The

=s

+-J+TJ +

%3

z5

-.

(33-20)

(33- 21 )

in (33.17),

(33.17)

and cancel any becomes

common
. .

factor. ctor.

Using

(33.20),

+ (pWI^} +

.]

does not vanish when and, in this form, the numerator of o, and the denominator has only a single zero there.

n8
Using
(33.18),
this

result for

we

formula (33.7)

p o, and (33.19) for the zeros get finally from UJ (33.17) and the expansion F

"

F*
.-:

--

__ sn
difficulty

e nxo

__

Conjugatej
.

(33-24)

The minor

which was encountered above


it is

at

o arises in

many

to see precisely what happens at such a point by substituting the series (33.20), (33.21), or the products (33.4), (33.5) for

problems, and

always advisable

the

tactor.

hyperbolic functions, and cancelling any common In calculating the contribution from such a point, instead of using a term of the a type [f(ar ]e ^/g'(ary\ which occurred in (33.7) and (2.8), one of the equivalent type
(2.10),

namely

could have been used.

In the problem above, this gives

which is the first term of (33.24). Note also that if, after cancelling

as in (33.22), the denominator of has a multiple zero, a term of the type (2.20) must be used for this zero.

any

common

factors

EXAMPLE

2. The submarine cable, q i /RC. In this case (33.14) becomes

(p/ic)*,

where

'

'

''

an exceptional value at Example both numerator and denominator vanish. Usin we find
i,

As

in

p= o

p*mhlV(PlK)'
is

which
.20

PARTIAL DIFFERENTIAL EQUATIONS

and

The

other zeros of the denominator of (33.26) are

p
since

= - KM//
l(

a
,

i, 2,

.,

(33-28)

sinh

^-

db sinh imr

o.

Also

\~
.

(33.39)

-KnWIP

Thus we have from


(33.39)

(33.26) and

(33.7), using (33.27)

and

v=

+f5y
3.

*w|
(33-30)

EXAMPLE
(33.15).

The

Here p

general case of (33.14) with q given by o is a zero of the denominator, and

r^-(psinh?oT
\_dp

[sinh

gZ]j,

=o

=
;

sinh Z(RG)i

(33-30

Jcp=Q

other zeros of the denominator are found from the o and these are q values of q which make sinh ql zero

The

need not be considered, since a factor and denominator in q has cancelled between numerator Using the value (33.15) of q, (33.32) gives (33.16).

The

zero

q = = 9

-j-

//,

i,

.,

(33-3 2 )

(Lp

+ R)(Cp + G) +

f-

= o,

i,

.,

(33-33)

130

THE LAPLACE TRANSFORMATION


is

This

a quadratic

ing to each value of

which gives two values of p correspondn it could also have been deduced
;

from
P

(33.16).

(R/aL)

+ (G/aC), a = (R/aL) - (G/aC),


c

Using the notation

(LC)-*,

(33-34)

(33-33)

becomes

+ 2pp + p

o-

+ ^
,

=o,

1,2

(33-35)

The
where
of

roots of this are

vn

=
Z

-Pivn
[(wW/Z
a2
;

(33-,3
.

6)

2
)

-a

]*,

(33-3?)

and we suppose for simplicity


n,

that

is (TTC[I)

>

if this

that vn is feal for all values is not the case (33.35)

will

have

real negative roots for

some low values

of n, and

these
Si

must be

treated separately.

As usual we need

-j-(p sinh ql

Lfy

*J P =- P +. n

= \lp-

cosh

L'dp

ql tf

J,
cos

P4 *

W!s
Using
_T

V = Esinh*(RG)* ^ -n-Ec 2
x

_
sinh
'

(33.38)

(33.31),

we have
'
,

finally
2
.

by

(33.7)

-\

-Z

p-pt

sinh/(RG)i

Conj.j
"

where

tan Sn

= p/vn

(33-39)

PARTIAL DIFFERENTIAL EQUATIONS


The examples above seem
finite

121

sufficient indication of the

method of applying the expansion formula

to problems

on

lines. From the results (33.13), (33.24), (33.30), (33.39) it appears that the expansion formula gives the solution as an infinite series, whose terms are products of

trigonometric terms in x and exponential or trigonometric t. These are quite different in form to those in 31, 32 in terms of multiply reflected waves. Each type of solution has its own advantages, so that it is

terms in obtained

hard

to give any general indication of which method better to use preferably both should be tried in
:

it is

any

However, the position as seen from the specific problem. results of the examples worked out above is as follows
For the lossless and distcfrtionless lines with simple (i) terminations, both methods are available, but the solution in terms of multiply reflected waves gives the actual wave form of the disturbance with a simple physical interpretaion,
(ii)

and thus is preferable. For more general lines the solution by the expansion
is

very little more complicated than that for the while the solutions in terms, of multiply waves involve much more complicated functions (not given here). For lines with terminal impedances, the solution in .(iii) terms of multiply reflected waves is useful in general only for the first few waves, that is, for not too large values of the time, while the solution obtained by the expansion formula (discussed in 34) is available for all values of the it is often difficult to determine the zeros of time,

formula
lossless

line,

reflected

though

the denominator of
34.

its

transform.
to the finite

The application of the expansion formula

impedances. Problems of this type are treated precisely as in 33, the only new feature being that the transforms have more to complicated denominators whose zeros may be difficult find. As a specific example we consider a lossless line of o a at t that and at x insulated I, suppose length /,

line zoith terminal

122

THE LAPLACE TRANSFORMATION


,

condenser of capacity C into the line at x o.

charged to voltage E,
is,

is

discharged

The subsidiary equation for the line

writing c

= (LC)-*,
.

<*</,
=

(34-1)
/I A >2 -9^ \34 -J

dx
If

= O,
'

'

'

'

is

the point o ot the line, the subsidiary equation' for the condenser ^
at

and

are the voltage

and current

_.JLi_ ? c
oP
that
*
is,

_E
p'

,
'

( ^34'S;

using (29.7),
i

dV

^L

T <n +.% -T-L/V^np Q.X

E
,

when x

= o.

i)

(34.4) \<J~ TV

boundary condition to be satisfied at * ihe solution of is (34.1) which satisfies

This

is

the

= o.

V = A cosh [p(l - x)/c)].


Substituting this in (34.4) gives

(34.2)

A
Thus

(L(f^
'

V=
The

1^2
Cc

cosh j>(/
sinn (pi/c)

x)/c

+ (pC
n=

/Cc) cosh (pljc)'

zeros of the denominator of (34.5)

P=
where the

arep
.

=
.

o,

and
(34.6)

^ocn //,

i,

.,

n are the positive roots of


sin

+ ka. cos a =
p //C /in *-C
.

o,

where
is

(34.7)
/

n\

(34.8)

the ratio of the terminal capacity

to the capacity

of

these line. Approximate values of be found from the intersections of the curves

the whole

roots can

and
as

y y
in Fig. 31,

= tan a

ka.f'

shown

and these values can be improved by

interpolation.

,y^
FIG. 31.

**

To find V we need

from

(34.5)

by the expansion formula

(33.7),

=
where k
is

(l/c)[k

Hh

A:

a]

cos

a,

(34.9)

given by (34.8).

Also
.

(34.-)

124

THE LAPLACE TRANSFORMATION


(34.9)

Using

and

(34.10), the

expansion formula gives

cos
35. Further discussion of semi-infinite
lines

In 30 the transforms of the solutions of problems semi-infinite lines were found to contain the factor
.
.

on

J (35- )

where
and
lines
in

q =
31,

*/{(Lp

R)(Cj> +

G)},

(35- 2)
finite

for 32 the travelling wave solutions


to involve similar factors. It is

were found

thus

very important to know the functions which correspond to transforms of these types. In the case of the lossless and distortionless lines these can be found by the use of Theorem VI in all other cases, either the inversion
;

theorem, or a table of transforms, must be used. Perhaps the most useful collection of transforms is given in Campbell ' and Foster x* " Fourier Integrals for Practical Applications in the relevant part of which, Part 8, most of the results f can be read as Laplace transforms, p being our p, and g being written for our t. Many results for the general case (35.2) are given in their Nos. 860.5 onwards, and, for the submarine cable case, L o, earlier. Here we consider only the submarine cable case, which exalso to linear flow of heat, and give an corresponds tension of our table of transforms which will cover a
,

=G=

number

of problems of this type. The simplest and most important results follow from the known definite integral
f

V&*u3-<a*/4w) fa

= ?Le- a
20
le

i>,

(35-3)
also symbolique

JO
*Bell

System Technical Monograph, McLachlan and Humbert, Formulaire pour


(Gauthier-Villars, 1941).
f Namely, those stated for g > o. j Gibson, Treatise on the Calculus, edn.

8-584.
calcul

See

2, p.

470.

PARTIAL DIFFERENTIAL EQUATIONS


where a and b are positive. Putting = \/t in this, gives stituting M
,

125

bz

= p,
.

and sub-

*-W^ = j-'*

(354)
a,

* Integrating (35.4) with respect to the parameter from a to oo, gives

for the error function (numerical values of erf

x are given

in

most books of

tables) (35.5)

becomes

-e

-ai>*

(35 8)
-

In Table 2 the results (354) and (35.8) are given, together with some others which are useful in more complicated transforms can be deduced from these problems. Other Theorems' I, III, IV, IX, also by differentiating or

by

to a parameter, just as (35.8) was integrating with respect deduced from (354). For example (35.9) follows from

with respect to the parameter a be derived independently from Also (35.11) may be deduced u t~*). (3S-3) by putting from (35.9) by Theorem IV. The results (35.12)^0 a rather more elaborate discussion (35.14) may be proved by
(35.10) by differentiating it may (or alternatively
of the
*

same type.

under the processes of differentiating or integrating most useful, since integral sign with respect to a parameter are as (35.9) to (35.11), they often allow a chain of transforms (such or (35.12) to (35-14)) to be deduced from a single transform. It must always be understood that the use of these processes needs justification, but this is usually readily supplied for integrals of the types considered here.

The

126

THE LAPLACE TRANSFORMATION


v

Finally, the Laplace transform of t restricted to be a positive integer as in

where v is not Table I, must be


,

mentioned.

This

is

P
TABLE 2

Jo

In this Table a and b are positive or zero

y(P).

y(t).

(35-9)

erfc (Jflfi)

-^ +
e al>+W erfc
_)_
.

(35.13) (35.I4)

P(b
.

(35-15)

If

v>

i,

by P(v
Its

i)

values of the

most

are given in important properties are

F function

the integral in (35.16) exists and this gives the result (35.15).

is denoted Numerical

most books of tables.

and
Also

r(ri)

= (n
is

so that (1.5)

i) !, if n is a positive integer, (35.17) a special case of (35.15), as it should be.

so that the special case a

= o of (35.10) agrees with (35.15)-

PARTIAL DIFFERENTIAL EQUATIONS

127

As examples of the use of Table 2 we consider the following problems on the semi-infinite submarine cable.

= o with zero L = G = o,
t

EXAMPLE

i.

Constant voltage
initial

conditions.

o at applied at x Here, from (30.6) with

V=je-*(Pl"*
where
K
it

(35.19)
(35.20)

i/RC.

Then

follows

from

(35.11) that

Using

(29.7),
T T

the current
,

I is to

be found from
.

dV = EC*
dx
(Rp)*

, .1

g-^WK)*

fac.22)
v

Thus, from

(35.10),

If

we had

only required the current I at x =^o, (35.22)

becomes

in this case

(35 24)
'

and, from (35.15) and

(35.18),
' ' '

(35 2S)
'

EXAMPLE
voltage
is

2.

As

in

an impedance * applied to the line through for the line is 30, the subsidiary equation

The problem

of

Example

i,

except that the


-

= fj_V K ax*
V

o,

*>o,
The

'.

(35.26)

where K is denned in (35.20). which remains finite as x -> oo is

solution of (35.26)

= Ae-V(*M.

(35.27)

128
Also,

THE LAPLACE TRANSFORMATION


by
(29.7),

The

constant

is

found from the boundary condition


T

**l

rr'

=p-~>
JVK "

That

is,

P.

Thus
If

V=
is

^
R,,, it

e-V(p/)

(35.29)

a resistance,
.

follows

from

(35.14) that
r

V = E erfc
where k
Again,

-^

Ee**+* a|rf erfcf

-f

k-\/(i<f)

=
if

(35-30)

is

a condenser of capacity

(35.13) gives

v=
1 (35-3 )

For other values of # the expression i/feop^ R*) /n (35.29) must be expressed in partial fractions whose denominators are linear in^>*.
,

EXAMPLES ON CHAPTER IV
sistance

sin (<at o through a rea) is applied at t o, with zero initial RQ to a semi-infinite lossless line x Show that the voltage in the line is current and charge.
1.

Voltage

>

T7"D

r*/
Bfc[
(*

R ^7R

**\

*j

+ajH (i

**\ *
,

where c = (LC)~*, Rj = V(L/C). 2. Constant voltage E is applied at t of a lossless line of length /, the end x

=
/

o at the end x being insulated.

o
If

PARTIAL DIFFERENTIAL EQUATIONS


the
at
initial

I2Q

current and charge are zero, show that the voltage any point of the line is

~
(zn

z)l

At

I to x = a, 3. A lossless transmission line extends from x the end x a being insulated, and the end / being earthed. t o there is no current in the line, the portion o < x < a is charged to voltage E, and the portion I < x < o is uncharged. Show that the current at x == I at time t is

zn(l

a}

+
-]

(2tt

i)(Z

a)

L
where
4. c (LC)~*. Constant voltage

is

resistance

the end x and charge.

L R
,

applied at
o

to the

end x

o'f

being insulated, and there being zero Show that the current at w = o .is

o through an inductive a lossless line of length Z, initial current

aERi

= (LC)-i, Rt = (L/C)*, and a = (R + RJLp. submarine cable (L = G = o, and K= i/RC in (29.10)) The end x = o I has zero initial current and charge. is insulated, and a constant voltage E is applied at x = I, show that the voltage at any point is
where
5.
c

of length

7T

6.

A lossless
is

and
for
t

>

line of length Z has zero initial current and charge, o /. insulated at x Voltage E sin wt is applied at x o, show that the voltage at any point is

cos

[tu(Z

x)jc] sin <of

8E<0/C

^2.

(zn

13
tor

THE LAPLACE TRANSFORMATION


'

3nd w

is

any

not to be e 1 ual to
Z

(2

7-

and constant voltage E is ditions bhow, using the method of x o is


._

submarine cable of length

has the end x = I earthed, o with zero initial conapplied at x

31, that the current at

INDEX
Algebraic equations behaviour of roots
:

Error function, 125


of,

48

Expansion formula, 113


Filter circuits, 55

HURWITZ'S
solution
of,

criterion for, 43

42

Amplifier circuits, 52

FOURIER transforms, 95
connection

with

LAPLACE

Behaviour of solutions for large


or small values of the time, 88 Boundary value problems, 21

transforms, 95

FOURIER'S Integral Theorem, 94

FOURIER-MELLIN Theorem, 93
Functions of a complex variable,
uses
of,

Bridge networks, 38 BROMWICH, 93

93

Generalized impedance, 34

CARSON'S integral equation, 93


Circuit breaker, 3 1 Conduction of heat, 104

HEAVISIDE

Deflection of beams, 22, 86 Delta (8) function, 72 Difference equations, 57 HURWITZ'S criterion, 43 Differential equations ordinary linear with constant Impulsive function, 71 coefficients, 16, 91 Integral transforms, i partial, 102 simultaneous ordinary linear, Inversion theorem, 93
:

expansion theorem, 7 operational method, 20 series expansion, 87 shifting theorem, 82 unit function, 20, 28

18 Distortionless line, 104

KIRCHOFF'S Laws, 33

DUHAMEL'S Theorem, 90
Electrical circuits with

Ladder network, 35, 56 lumped LAPLACE transformation


definition,
i

constants

examples on, 28,


32
Electric

^35,'

45

notations

for, vi.

subsidiary equations for, 27,

theorems on,
88, 90, 93

4, 7, 14,
:

15, 82,

submarine cable,
:

104,

LAPLACE transforms
Tables
of, 3,

124
Electric transmission line
differential equations, 101 line with terminal impedances,

126
13

of the 8 function, 73

LERCH'S Theorem,
Lossless
line,

104

III, 121 series solutions, 113 travelling wave solutions, 105 types of solution, 121

Mechanical analogies, 67 Mechanical systems, vibrations


of,

61

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