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Notes LT1 PDF
Notes LT1 PDF
st
L {f (t)} = F ( s ) = e f (t ) dt .
0
Provided that this (improper) integral exists, i.e. that the integral is
convergent.
The Laplace transform is an operation that transforms a function of t (i.e., a
function of time domain), defined on [0, ), to a function of s (i.e., of
frequency domain)*. F(s) is the Laplace transform, or simply transform, of
f (t). Together the two functions f (t) and F(s) are called a Laplace transform
pair.
For functions of t continuous on [0, ), the above transformation to the
frequency domain is one-to-one. That is, different continuous functions will
have different transforms.
The kernel of the Laplace transform, est in the integrand, is unit-less. Therefore, the unit of s is the
reciprocal of that of t. Hence s is a variable denoting (complex) frequency.
C-1 - 1
1
,
s
L{f (t)} =
e st f (t ) dt = e st dt =
0
s > 0.
1 st
e
s
1
1
1
0 e0 =
( 1) = = F ( s ) .
s
s
s
1
,
s2
s > 0.
L{f (t)} =
1
,
sa
e st e at dt = e ( a s )t dt =
0
s > a.
1 ( as )t
e
as
1
1
1
0 e0 =
( 1) =
= F ( s) .
as
as
sa
C-1 - 2
Note: The above theorem gives a sufficient condition for the existence of
Laplace transforms. It is not a necessary condition. A function does not
need to satisfy the two conditions in order to have a Laplace transform.
Examples of such functions that nevertheless have Laplace transforms are
logarithmic functions and the unit impulse function.
C-1 - 3
1. L {0} = 0
2. L {f (t) g(t)} = L {f (t)} L {g(t)}
3. L {c f (t)} = c L {f (t)}, for any constant c.
Properties 2 and 3 together means that the Laplace transform is linear.
or, equivalently
Example: L {t } = (L {t}) =
2
L {t f (t)} = F (s)
d 1
2 2
=
= 3
ds s 2
s3
s
at
1
,
sa
1
2 at
to deduce that L {t e } =
2 . (b) What will L {t e } be?
( s a)
at
C-1 - 4
Exercises C-1.1:
1 5 Use the (integral transformation) definition of the Laplace transform
to find the Laplace transform of each function below.
2
6t
1. t
2. t e
3. cos 3t
4. e sin 2t
it
e ( s +7 ) t dt
7.
t 2 e ( s 3) t dt
4e st sin 6t dt
Answers C-1.1:
1.
2
s3
s
s +9
s
+i 2
5. 2
2
s +
s + 2
3.
1
( s 6) 2
2
4. 2
s + 2s + 5
2.
it
Note: Since the Eulers formula says that e = cos t + i sin t, therefore,
L{e it} = L{cos t + i sin t}. That is, the real part of its Laplace transform
corresponds to that of cos t, the imaginary part corresponds to that of sin t.
(Check it for yourself!)
6.
1
s+7
7.
2
( s 3) 3
8.
24
s + 36
2
C-1 - 5
(n 3)
(0) s f
(n 2)
(0) f
(n 1)
(0).
C-1 - 6
The nice thing is that the same 3-step procedure works whether or not the
differential equation is homogeneous or nonhomogeneous. The first two
steps in the procedure are rather mechanical. The last step is the heart of the
process, and it will take some practice. Lets get started.
C-1 - 7
C-1 - 8
y 6y + 5y = 0,
Example:
y(0) = 1, y(0) = 3
s 9
L{y} = 2
s 6s + 5
[Step 3] Find the inverse transform y(t)
Use partial fractions to simplify,
s9
a
b
=
+
L{y} = s 2 6 s + 5 s 1 s 5
s 9
a ( s 5)
b( s 1)
=
+
s 2 6 s + 5 ( s 1)( s 5) ( s 5)( s 1)
s 9 = a ( s 5) + b( s 1) = ( a + b) s + ( 5a b)
C-1 - 9
1=a+b
9 = 5a b
Hence,
s9
a=2
b = 1
2
L{y} = s 2 6 s + 5 = s 1 s 5 .
The last expression corresponds to the Laplace transform of
2e t e 5t. Therefore, it must be that
y(t) = 2e t e 5t.
C-1 - 10
y + 2y = 4t e2t,
Example:
y(0) = 3.
2t
}=
4
( s + 2) 2
(s + 2) L{y} + 3 =
(s + 2) L{y} =
4
( s + 2) 2
4
( s + 2) 2
4
3
( s + 2) 2
4
3
4 3( s + 2) 2 3s 2 12 s 8
L{y} = ( s + 2) 3 s + 2 = ( s + 2) 3 =
( s + 2) 3
3s 2 12 s 8
a
b
c
=
+
+
L{y} =
( s + 2) 3
( s + 2) 3 ( s + 2) 2 s + 2 .
C-1 - 11
3s 2 12 s 8
a
b( s + 2) c ( s + 2) 2
=
+
+
( s + 2) 3
( s + 2) 3 ( s + 2) 3 ( s + 2) 3
a + bs + 2b + cs 2 + 4cs + 4c cs 2 + (b + 4c ) s + ( a + 2b + 4c )
=
=
( s + 2) 3
( s + 2) 3
3 = c
12 = b + 4c
8 = a + 2b + 4c
a=4
b=0
c = 3
3s 2 12 s 8
4
3
=
L{y} =
( s + 2) 3
( s + 2) 3 s + 2 .
This expression corresponds to the Laplace transform of
2t2 e2 t 3e 2t. Therefore,
n!
Note: L {t e } =
( s a ) n +1
n
at
C-1 - 12
y 3y + 2y = e3t,
Example:
y(0) = 1, y(0) = 0
(s 3 s + 2) L{y} s + 3 = 1 / (s 3)
2
1
(
s
3
)
+1
2
=
(s 3 s + 2) L{y} = s 3 +
s 3
s 3
s 2 6 s + 10
s 2 6 s + 10
L{y} = ( s 2 3s + 2)( s 3) = ( s 1)( s 2)( s 3)
[Step 3] Find the inverse transform y(t)
By partial fractions,
s 2 6 s + 10
5 1
1
1 1
=
2
+
L{y} = ( s 1)( s 2)( s 3) 2 s 1
.
s2 2 s3
Therefore, y (t ) =
5 t
1
e 2e 2 t + e 3 t .
2
2
C-1 - 13
For the next example, we will need the following Laplace transforms:
s
L {cos bt} = 2
s + b2
s>0
b
L {sin bt} = s 2 + b 2
s>0
sa
L {e cos bt} = ( s a ) 2 + b 2
s>a
b
L {e sin bt} = ( s a ) 2 + b 2
s>a
at
at
Note: The values of a and b in the last two expressions denominators can
be determined without using the method of completing the squares. Any
irreducible quadratic polynomial s2 + Bs + C can always be written in the
required from of (s a)2 + b2 by using the quadratic formula to find
(necessarily complex-valued roots) s. The value a is the real part of s, and
the value b is just the absolute value of the imaginary part of s. That is, if
s = i, then a = and b = .
C-1 - 14
y 2y + 2y = cos(t),
Example:
y(0) = 1, y(0) = 0
2
)(
s
+ 1) + s
2
=
(s 2 s + 2) L{y} = s 2 + 2
s +1
s2 +1
s3 2s 2 + s 2 + s
s 3 2s 2 + 2s 2
L{y} = ( s 2 + 1)( s 2 2 s + 2) = ( s 2 + 1)( s 2 2 s + 2)
[Step 3] Find the inverse transform y(t)
By partial fractions,
s 3 2s 2 + 2s 2
1 s2
4s 6
+
=
L{y} = ( s 2 + 1)( s 2 2 s + 2) 5 s 2 + 1 s 2 2 s + 2
1 s
2
4( s 1)
2
= 2
2
+ 2
2
5 s + 1 s + 1 s 2 s + 2 s 2 s + 2
which corresponds to
y (t ) =
1
cos( t ) 2 sin( t ) + 4e t cos( t ) 2e t sin( t )
5
]
C-1 - 15
2s 5
s 2 + 4s + 8
F (s) =
2s 5
2( s + 2)
9
2
=
( s + 2) 2 + 2 2 ( s + 2) 2 + 2 2 2 ( s + 2) 2 + 2 2
2t
Answer: f (t ) = 2e cos( 2t )
9 2t
e sin( 2t )
2
s+4
F
(
s
)
=
(ii)
( s 2) 3
Use partial fractions to rewrite F(s) as:
F ( s) =
1
6
+
( s 2) 2 ( s 2) 3
2t
2 2t
Answer: f (t ) = te + 3t e
C-1 - 16
Appendix A
Some Additional Properties of Laplace Transforms
I. Suppose f (t) is discontinuous at t = 0, then the Laplace transform of its
derivative becomes
f (t ) .
L {f (t)} = s L {f (t)} tlim
0
II. Suppose f (t) is a periodic function of period T, that is, f (t + T) = f (t), for
all t in its domain, then
L {f (t)} =
1
1 e sT
e st f (t ) dt .
s
c
L {f (c t)} = F ( ).
IV. We have known that L {t f (t)} = F (s). Taking the inverse transforms
on both sides yields t f(t) = L 1{F (s)}. Therefore,
f (t) =
1 1
L {F (s)}.
t
C-1 - 17
That is, if we know how to invert the function F (s), then we also know how
to find the inverse of its anti-derivative F(s). Formally,
f (t )
L{
}=
t
F (u ) du .
L { 0 f (u ) du } =
F (s)
.
s
L { 0 f ( ) g (t ) d } = L{f (t)}L{g(t)}.
The integral on the left is called convolution, usually denoted by f * g (the
asterisk is the convolution operator, not a multiplication sign!). Hence,
L{f * g} = L{g * f }.
C-1 - 18
4t
f *g=
1 4 ( t ) t 1 t 4 ( t )
e
+ e
d
0
4 0
4
e 4 ( t ) d =
4 ( t ) 1 4 ( t )
=
e
e
4
16
g *f =
=
0
1
1
1
t
+ e 4t
4
16 16
t 4
(t ) e 4 d =
e
4
t 4 1 4
=
e + e
4
16
=
0
t
0
1 t 4
e d
4 0
1
1
1
t + e 4t
4
16
16
f ( ) g (t ) d = L 1{L{f (t)}L{g(t)}}.
F (s) =
1
.
s ( s 2 + 4)
1
1
1
F (s) = 2
= L{1}L{sin 2t}
s s +4 2
C-1 - 19
1 t
1
t
=
sin
2
(
)
cos 2(t )
2 0
4
1 1
= cos 2t .
4 4
t
0
1
(cos( 0) cos( 2t ) )
4
The answer can be easily verified using the usual inverse technique.
F (s) =
1
.
( s + 2)( s 1)
2 t
t 3
f (t) = e2t * e t = 0 e e d = 0 e d
1 t 3
=
e
3
=
0
1 2t
1
1
e e t = e t e 2 t .
3
3
3
C-1 - 20
Exercises C-1.2:
1 9 Find the Laplace transform of each function below.
1. f (t) = t3 t2 + 5t + 2
2. f (t) = 2cos 6t + 5sin 6t
3. f (t) = 3et 4e2t + 2e4t
4. f (t) = 7t + 6et 2et 10
5. (a) f (t) = sin 2t sin 3t
8. f (t) = t3 cos 2t
9. (a) f (t) = cos (t + )
3s 7
4s 2 + 1
1
14. F ( s ) = 4
s 81
16. F ( s ) =
10
s s3
18. F ( s ) =
1
( s )( s )
13. F ( s ) =
s2 + s 6
s 3 + 2s 2 + s
s3
15. F ( s ) = 4
s 16
17. F ( s ) =
12
s 8
3
C-1 - 21
y(0) = 2
21. y 6y = 2sin 3t ,
y(0) = 1
22. y + 2y = t e t ,
y(0) = 6,
23. y + 4y 5y = 0,
y(0) = 5, y(0) = 1
24. y 2y + y = 2t 3,
y(0) = 5, y(0) = 11
y(0) = 1, y(0) = 18
26. y + 6y + 34y = 0,
y(0) = 1,
y(0) = 2, y(0) = 0
y(0) = 0,
y(0) = 1
29. y 4y 5y = 3t3,
y(0) = 3,
y(0) = 3
30. y + 3 y + 3 y + y = 0,
31. y + 4 y 5 y = 0,
32. y y + 4y 4y = 26e3t,
y(0) = 1
y(0) = 13
1
t
n = a positive integer
C-1 - 22
Answers C-1.2:
2 s 3 + 5s 2 2 s + 6
1. F ( s ) =
s4
s 2 12 s 4
3. F ( s ) =
( s 1)( s 2)( s + 4)
s
s
5. (a) F ( s ) =
2
2
2( s + 1) 2( s + 25)
2 s + 30
s 2 + 36
6 s 3 + 15 s 2 + 10 s 7
4. F ( s ) =
s4 s2
2
(b) F ( s ) = 2
s + 16
2. F ( s ) =
s
1 1
6. (a) F ( s ) = + 2
,
2 s s + 100
1 1
s 2 100
(b) F ( s ) = 2 + 2
2 s
( s + 100) 2
( s a) 2 b 2
7. (a) F ( s ) =
,
(( s a ) 2 + b 2 ) 2
(b) F ( s ) =
2b( s a )
(( s a ) 2 + b 2 ) 2
(b) F ( s ) =
s sin( ) + cos( )
s2 + 2
6 s 4 144 s 2 + 96
8. F ( s ) =
( s 2 + 4) 4
s cos( ) sin( )
9. (a) F ( s ) =
,
s2 + 2
e
19. y = +
10 50 500 500
20. y = t et et + 3e2t
C-1 - 23
13 6 t 2
4
e cos 3t sin 3t
15
15
15
t
y = t e + 6
y = 4et + e5t
y = 4et + 5t et + 2t + 1
y = 2 e4t cos 3t + 4 e4t sin 3t + e2t
y = e 3t cos 5t + 2e 3t sin 5t
y = cos 2t sin 2t + 2t sin 2t e2t
y = t e2t + 2t2
y = e5t + 2et + 3t3
y = 7e t + 2t2 e t
y = 5 2e t + e 5t
y = 4et + e3t + cos 2t + 2sin 2t
21. y =
22.
23.
24.
25.
26.
27.
28.
29.
30.
31.
32.
C-1 - 24