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امثلة لابلاس مهمة جدا PDF
امثلة لابلاس مهمة جدا PDF
LAPLACE TRANSFORM
November 2006
LAPLACE TRANSFORM
The second part is directly related to the material covered in this course. Read
the text book for more details. The intension here is not to replace the
textbook but rather to give supplementary material to improve the student
understanding.
LEARNING OBJECTIVES
A list of learning objectives that students are expected acquire in the course is
listed below. This problem set is not covering all of them. Read the textbook
and make sure that you know all the items below.
Topics:
EXAMPLE 1:
Answer:
This is a simple problem. Find two numbers such that their product is six and
their sum is five. They are two and three. P ( x) = x 2 + 5 x + 6 = ( x + 2)( x + 3)
EXAMPLE 2:
EXAMPLE 3:
EXAMPLE 4:
P ( s ) = x 2 + 4 x + 13 = x 2 + 4 x + − + 13 = x + − + 13 = ( x + 2 ) + (3)
2 2
2 2 2 2
EXAMPLE 5:
EXAMPLE 6:
Exercise 1:Factor P ( x) = x 2 + 12 x + 32
Exercise 2:Factor P ( x) = x 2 + 4.4 x + 1.9
Exercise 3:Factor P ( x) = 2 x 2 + 2 x + 11
Exercise 4:Factor P ( x) = − x 2 + 2 x + 13
Exercise 5: Express P ( x) = x 2 + 2 x + 17 in sum of squares form.
INTEGRATION
Integration is a large topic. Here we will concentrates on integrals often
used in problems related to Laplace transform. In particular, we
concentrate on integrals involving e ax .
EXAMPLE 1:
2
∫e
2x
Evaluate the integral dx
0
Answer:
2 2
e 2x e4 e0 e4 1 1 4
∫0 e 2x
dx =
2
=
2
−
2
= − = e −1
2 2 2
( )
0
EXAMPLE 2:
b
∫e
cx
Evaluate the integral dx where a, b and c are constants and c is not zero.
a
Answer:
b b
∫a e cx
dx =
ecx 1
(
= ec b − ec a
c a c
)
EXAMPLE 3:
∞
Evaluate the integral ∫ e − cx dx where c is a positive constant.
0
Answer:
∞ ∞
e − cx
∫0 e − cx
dx =
−c
=
−c
(
1 −c ∞
e − e−c 0 =
1
−c
)
(0 − 1) = 1
c
0
EXAMPLE 4:
∞
Evaluate the integral ∫ e − 2t dt .
5
Answer:
∞ ∞
e − 2t e −10
∫5 e dt = − 2
− 2t
=
−2
e (
1 −2( ∞)
−e − 2 (5)
=
1
−2
0−e )
−10
= (
2
)
5
EXAMPLE 5:
3
Evaluate the integral ∫ te − 2t dt .
1
Answer:
Using integration by parts
define u = t ⇒ du = dt
e −2t
dv = e − 2t dt ⇒ v=
−2
3 3
e −2t e − 2t 3e −6 e − 2
3 3 3
∫ te
−2t
dt = vu − ∫ vdu = t −∫ dt = − − (.............)
1 1 1
−2 1 1 −2 −2 −2
EXAMPLE 6:
3
Evaluate the integral ∫ t 2e − 2t dt .
1
Answer:
EXAMPLE 7:
3
Evaluate the integral ∫ sin(5t ) e − 2t dt .
1
Answer:
EXAMPLE 8:
∞
Evaluate the integral ∫ sin(5t ) e − ct dt where c is a positive constant.
0
Answer:
EXAMPLE 9:
10
2t 0≤t ≤2
Evaluate the integral ∫
0
f (t )dt where f (t ) =
2t + 5 2 < t ≤ 10
Answer:
10 2 10 2 10 2 10
2t 2 2t 2
∫ f (t )dt = ∫ f (t )dt + ∫
0 0 2
f (t )dt = ∫ 2tdt + ∫ (2t + 5)dt =
0 2
2
+
2
+ 5t = 44
0 2
LIMITS
EXAMPLE 1:
t 2 + 3t
Evaluate the limit lim 2 .
t →∞ t − 1
Answer:
t 2 + 3t ∞
lim 2 = Dividing by the highest power and taking the limit
t →∞ t − 1 ∞
t 2 3t 3
+ 2 1+
t + 3t
2 2
t = 1+ 0 = 1
lim 2 = lim t 2 t = lim
t →∞ t − 1
1− 2 1− 0
t →∞ t 1 t → ∞ 1
2
− 2
t t t
EXAMPLE 2:
Answer:
lim sin(10t )e −2t = 0
t →∞
EXAMPLE 3:
Answer:
lim t e −2t = 0
t →∞
EXAMPLE 4:
Answer:
lim t e 3t = ∞
t →∞
EXAMPLE 5:
t 2 + 3t
Evaluate the limit lim 2 .
t →0 t − 1
Answer:
t 2 + 3t 0
lim 2 = =0
t →0 t − 1 −1
EXAMPLE 6:
t 2 + 3t
Evaluate the limit lim 2 .
t →0 t − t
Answer:
t 2 + 3t 0
lim 2 = using L'Hopital's rule
t →0 t − t 0
t + 3t
2
2t + 3 3
lim 2 = lim = = −3
t →0 t − t t → 0 2t − 1 −1
COMPLEX NUMBER MANIPULATION
EXAMPLE 1:
Evaluate (2 + j 3) + (−4 + j 0.3) .
Answer:
(2 + j 3) + (−4 + j 0.3) = −2 + j 3.3
EXAMPLE 2:
Evaluate (2 + j 3)(−4 + j 0.3) .
Answer:
(2 + j 3)(−4 + j 0.3) = −8.9 − j11.4
EXAMPLE 3:
2 + j3
Evaluate .
4 − j2
Answer:
2 + j3
= 0 .1 + j 0 .8
4 − j2
EXAMPLE 4:
s +1
Let F ( s ) = . Evaluate F (2 + j 3) .
s−2
Answer:
2 + j3 + 1
F (2 + j 3) = = 1− j
2 + j3 − 2
EXAMPLE 5:
s+3
Let F ( s ) = . Evaluate F ( 2 + j 2 )
( s + 2)( s + 1)
Answer:
2 + j2 + 3
F ( 2 + j 2) = = 0.2615 - j 0.2077
(2 + j 2 + 2)(2 + j 2 + 1)
LONG DIVISION
EXAMPLE 1:
s 2 + 9s + 3
Let F ( s ) = . Perform long division and determine the quotient
( s + 2)( s + 1)
and the remainder.
Answer:
1
s + 3s + 2
2
s 2 + 9s + 3
− s 2 − 3s − 2
6s + 1
s 2 + 9s + 3 s 2 + 9s + 3 6s + 1
F ( s) = = 2 = 1+ 2
( s + 2)( s + 1) s + 3s + 2 s + 3s + 2
EXAMPLE 2:
3s 3 + 17 s 2 + 33s + 15
Let F ( s ) = . Perform long division and determine the
s 3 + 6 s 2 + 11s + 6
quotient and the remainder.
Answer:
− s2 − 3
F ( s) = 3 +
s 3 + 6 s 2 + 11s + 6
MISCELLANEOUS PROBLEMS
EXAMPLE 1:
Express the following function as a sum of shifted steps.
1 2 3 4
-1
Answer:
f (t ) = u (t − 1) − 2u (t − 2) + u (t − 1)
EXAMPLE 2:
Express the following function in terms of shifted steps.
1
t2
1 2 3 4
-1
Answer:
t 2 t ∈ [0,1]
f (t ) = 1 t ∈ [1,2]
0 otherwise
f (t ) = t 2 (u (t ) − t (t − 1) + 1(u (t − 1) − u (t − 2))
EXAMPLE 3:
Obtain an analytical expression of the saw function.
1 2 3 4
-1
Answer:
t t ∈ [0,1)
f (t ) = t − n t ∈ [n, n + 1)
0 t<0
EXAMPLE 3:
Obtain an analytical expression of the function.
1 2 3 4
-1
Answer:
EXAMPLE 4:
Obtain an analytical expression of the function.
1 2 3 4
-2
Answer:
2t t ∈ [0,1)
2 t ∈ [1,2)
f (t ) =
− 2t + 6 t ∈ [2,3)
0 otherwise
USEFUL IDENTITIES
Often some problem can be made considerably easier if some identities
are used.
useful identities
e jθ = cos(θ ) + j sin(θ )
e − jθ = cos(θ ) − j sin(θ )
cos(θ ) =
2
(
1 jθ
e + e − jθ )
sin(θ ) =
1 jθ
2j
(
e − e − jθ )
1
sin 2 (θ ) = (1 − cos(2θ ) )
2
EXAMPLE 1:
LAPLACE TRANSFORM
The Laplace transform converts a function of real variable f(t) into a function
of complex variable F(s). The Laplace transform is defined1 as
∞
F ( s ) = L { f (t )} = ∫ f (t )e − at dt
0−
EXAMPLE 1:
2 t ∈ [0,2]
Find the Laplace transform of f (t ) =
0 otherwise
Answer:
∞ ∞ 2 2 −2 s
F ( s ) = L { f (t )} = ∫ f (t )e − at dt = ∫ 2e − at dt + ∫ 0e − at dt =
2
− e
0− 0 2 s s
EXAMPLE 2:
∞ ∞ ∞ ∞ 1 2
F ( s ) = L { f (t )} = ∫ f (t )e − at dt = ∫ (1 − 2e − 2t )e − at dt = ∫ e − at dt − 2 ∫ e − 2t e − at dt = −
0− 0 0 0 s s+2
USING LAPLACE TRANSFORM PROPERTIES
Often it is possible to obtain Laplace Transforms of complicated functions
using one or more of the Laplace transform properties. Some other problems
can be made easy by applying trigonometric identities. In this section several
examples are shown.
EXAMPLE 1:
s+2
H ( s) =
( s + 2) 2 + 9
d d 2(s + 2)(s + 4s - 23)
2
F ( s) = − − H ( s ) =
ds ds
(s 2 + 4s + 13) 3
EXAMPLE 2:
Answer:
Using the trigonometric identity
1
cos 2 (3t ) = (1 + cos(6t ) )
2
1 s
L{cos 2 (3t )} = +
2 s 2( s + 36)
2
EXAMPLE 3:
Answer:
Using the trigonometric identity
(e −2t − 1) 2 = e −4t − 2e −2t + 1
1 2 1
L{(e − 2t − 1) 2 } = − +
s+4 s+2 s
EXAMPLE 4:
Find the Laplace transform of f (t ) = sin( 2t ) cos( 2t )
Answer:
Using the trigonometric identity
1
sin( 2t ) cos( 2t ) = (sin( 4t ) )
2
4
L{sin( 2t ) cos(2t )} =
2( s + 16)
2
EXAMPLE 5:
Exercises:
2. f (t ) = sin 2 (3t )
3. f (t ) = sin(3t − 4)
INVERSE LAPLACE TRANSFORM
The formula for computing the Laplace transform is well known. A simple way
to compute the inverse transform is split the function as the sum of first and
second order terms then obtain the inverse for each term alone and finally
add them together. Standard Laplace transform tables can be used to obtain
inverse transforms for simple terms.
EXAMPLE 1:
2
Find the inverse Laplace transform of F ( s ) =
s+k
Answer:
f (t ) = L−1 {F ( s )} = 2e − kt
EXAMPLE 2:
2
Find the inverse Laplace transform of F ( s ) =
s + 3s + 2
2
Answer:
A first step in the solution is to factor the denominator
s 2 + 3s + 2 = ( s + 2)( s + 1)
Then F(s) can be expressed in terms of the unknown parameters A and B
2 A B
F ( s) = 2 = +
s + 3s + 2 s + 2 s + 1
Use the formula to determine A and B
2
A = ( s + 2) F ( s ) s = −2 = = −2
s + 1 s = −2
2
B = ( s + 1) F ( s ) s = −1 = =2
s+2 s = −1
−2 2
F ( s) = +
s + 2 s +1
f (t ) = L−1 {F ( s )} = −2e −2t + 2e −t for t≥0
EXAMPLE 3:
2 −bs
Find the inverse Laplace transform of F ( s ) = e
s+c
Answer:
2
Let G ( s ) = ⇒ g (t ) = L−1 {G ( s )} = 2e −c t
s+c
f (t ) = L−1 { }
G ( s )e −bs = 2e −k (t −b ) u (t − b)
EXAMPLE 4:
1
Find the inverse Laplace transform of F ( s ) =
(s + 2)3
Answer:
f (t ) = L−1 {F ( s )} =
EXAMPLE 5:
3s + 5
Find the inverse Laplace transform of F ( s ) =
s2 + 7
Answer:
3s 5
f (t ) = L−1 {F ( s )} = L−1 2 + 2
s + 7 s + 7
s 5 7
= L−1 3 + 2
s 2 + 7 ( )
2
7 s 2 + 7 ( )
(
= 3 cos 7 t + ) 5
7
(
sin 7 t )
EXAMPLE 7:
5
Find the inverse Laplace transform of F ( s ) =
s −9
2
Answer:
5 −1 A B
f (t ) = L−1 {F ( s )} = L−1 2 =L +
s − 9 s − 3 s + 3
5 5
A = ( s − 3) =
( s − 3)( s + 3) s =3 6
5 5
B = ( s + 3) =
( s − 3)( s + 3) s =−3 − 6
5 3 t 5 −3 t
= e − e
6 6
EXAMPLE 8:
s +1
Find the inverse Laplace transform of F ( s ) =
s ( s + 2) 3
2
Answer:
A B C D E
F (s) = + + + +
s 2 s ( s + 2) ( s + 2) ( s + 2)
1
A = s 2 F ( s) =
s =0 8
−1
B=
d 2
ds
(
s F (s) )=
16
s =0
1
C = ( s + 2) 3 F ( s ) =
s = −2 4
D=
d
ds
(
( s + 2) 3 F ( s )
s = −2
=0)
E=
1 d2
2! ds 2
(
( s + 2) 3 F ( s )
s = −2
)
=
1
16
−1 1 1
= + t + e −2t ????????????
16 8 16
EXAMPLE 9:
3( s + 3)
Find the inverse Laplace transform of F ( s ) =
s + 6s + 8
2
Answer:
EXAMPLE 10:
1
Find the inverse Laplace transform of F ( s ) =
s ( s + 34.5s + 1000)
2
Answer:
EXAMPLE 12:
e −3 s
Find the inverse Laplace transform of F ( s ) =
s ( s 2 + 3s + 2)
Answer:
1
LetG ( s ) = ⇒ F ( s ) = G ( s ) e −3 s
s ( s + 3s + 2)
2
A B C
g (t ) = L−1 {G ( s )} = L−1 + +
s s + 2 s + 1
A = 0.5, B = 0.5, C = −1
g (t ) = 0.5 + 0.5e −2t − e −t
{ }
f (t ) = L−1 {F ( s )} = 0.5 + 0.5e −2( t −3) − e −(t −3) u (t − 3)
FINAL VALUE THEOREM
The final value theorem can provide the steady state value of a time-domain
function from its Laplace transform without going through the inverse Laplace
transform procedure.
EXAMPLE 1:
What is the steady state value of f(t) if you know that
2
F ( s) =
s ( s + 1)( s + 2)( s + 3)
Answer:
A simple pole at origin and all other poles have negative real part.
2 1
f (∞) = lim s F ( s ) = lim =
s →0 s →0 ( s + 1)( s + 2)( s + 3) 3
EXAMPLE 2:
1
What is the steady state value of f(t) if you know that F ( s ) =
( s − 1)( s + 2)
Answer:
The final value theorem is not applicable because F(s) has a pole s = 1.
EXAMPLE 3:
1
What is the steady state value of f(t) if you know that F ( s ) =
( s + 2) 2 ( s + 4)
Answer:
All poles have negative real part.
s
f (∞) = lim s F ( s ) = lim =0
s →0 s → 0 ( s + 2) 2 ( s + 4)
EXAMPLE 4:
10
What is the steady state value of f(t) if you know that F ( s ) =
s ( s + 1)
2
Answer:
The final value theorem is not applicable because F(s) has two poles at origin.
EXAMPLE 5:
10
What is the steady state value of f(t) if you know that F ( s ) =
( s + 1)( s 2 + 1)
Answer:
The final value theorem is not applicable because F(s) has two poles on the
imaginary axis ( j and –j).
EXAMPLE 6:
What is the steady state value of f(t) if you know that
b
F ( s) = , where a > 0
s ( s + 1)( s + a )
Answer:
sb b
f (∞) = lim s F ( s ) = lim = ,
s →0 s →0 s ( s + 1)( s + a ) a
SOLVING ODE
{s 2
} 1
X ( s ) + 4{sX ( s )} + 3 X ( s ) =
s
Step2: Solve
for X(s) { }
s 2 X ( s ) + 4{sX ( s )} + 3 X ( s ) =
1
s
(s 2 + 4s + 3 X (s) = ) 1
s
1
X ( s) =
(
s s + 4s + 3
2
)
Step3: Use 1 A B C
X ( s) = = + +
partial fraction (
s s + 4s + 3
2
)
s (s + 3) (s + 1)
expansion
1 1 1
A = (s) = =
(
s s + 4s + 3
2
) s =0
(s + 4s + 3
2
) s =0
3
1 1 1 1
B = ( s + 3) = = =
(
s s + 4s + 3
2
) s = −3
s (s + 1) s =−3 − 3(−2) 6
1 1 1 1
C = ( s + 1) = = =−
(
s s + 4s + 3
2
) s = −1
s (s + 3) s =−1 − 1(2) 2
Step4: 1 1 1
Inverse −
1
X ( s) = = 3+ 6 + 2
Laplace
Transform
(
s s + 4s + 3
2
)
s (s + 3) (s + 1)
1 1 1
x(t ) = + e −3t − e −t for t ≥ 0
3 6 2
EXAMPLE 2:
&x&(t ) + 4 x& (t ) + 3 x(t ) = 1
x(0) = 1; x& (0) = 2
Answer:
{s 2
}
X ( s ) − s − 2 + 4{sX ( s ) − 1} + 3 X ( s ) =
1
s
Step2: Solve
for X(s) {s 2
} 1
X ( s ) + 4{sX ( s )} + 3 X ( s ) =
s
1 + s 2 + 3s
( )
1
s + 4s + 3 X (s ) = + s + 3 =
2
s s
s + 3s + 1
2
X ( s) =
(
s s 2 + 4s + 3 )
Step3: Use 1 A B C
X ( s) = = + +
partial fraction (
s s + 4s + 3
2
)
s (s + 3) (s + 1)
expansion
s 2 + 3s + 1 s 2 + 3s + 1 1
A = ( s) = =
(
s s 2 + 4s + 3 ) s =0
(s 2 + 4s + 3 ) s =0
3
s 2 + 3s + 1 s 2 + 3s + 1 1 1
B = ( s + 3) = = =
(
s s 2 + 4s + 3 ) s = −3
s (s + 1) s = −3 − 3(−2) 6
s + 3s + 1 2
s 2 + 3s + 1 −1 1
C = ( s + 1) = = =
s s 2 + 4s + 3( ) s = −1
s (s + 3) s = −1 − 1(2) 2
Step4: 1 1 1
Inverse 1
X ( s) = = 3+ 6 + 2
Laplace
Transform
(
s s + 4s + 3
2
)
s (s + 3) (s + 1)
1 1 1
x(t ) = + e −3t + e −t for t ≥ 0
3 6 2
EXAMPLE 3:
&x&(t ) + 4 x(t ) = 1
x(0) = 0; x& (0) = 0
Answer:
{ }
s 2 X (s) + 4 X (s) =
1
s
Step2: Solve
for X(s) { }
s 2 X (s) + 4 X ( s) =
1
s
( )
s 2 + 4 X (s) =
1
s
1
X ( s) =
s s +4
2
( )
Step3: Use 1 A Bs + C
X ( s) = = + 2
partial fraction s s +4
2
( s s +4 ) ( )
expansion
1 1 1
A=s = =
(
s s +4 2
) s =0
(
s +42
) s =0
4
( Bs + c) s + A s + 4 = 2 ( 2
)
⇒ A = − B, C = 0