LAPLASOVA TRANSFORMACIJA

1. Osnovni pojmovi

L
f (t) → F (s), t ∈ R, s ∈ C :
∞
def R −st
L(f (t)) = F (s) = e f (t)dt
0

∞ RT −st
−st
R
Napomena: e f (t)dt = lim e f (t)dt
0 T →∞ 0

Oblast definisanosti funkcije F (s): skup vrednosti

∞
R −st
s ∈ C za koje e f (t)dt konvergira.
0

2
∞ 2
Primer: L(et ) ne postoji jer e−stet dt divergira
R
0
∀s ∈ C.

Klasa E(a) : f (t) ∈ E(a) ako važi:

 1◦ f (t) je definisana na [0, ∞)
2◦ f (t) ima najviše konačno mnogo prekida prve vrste
na svakom konačnom podintervalu intervala [0, ∞)
3◦ f (t) je eksponencijalnog reda rasta:
∃M > 0, a ∈ R t.d. |f (t)| ≤ M eat, ∀t ∈ [0, ∞)
Primer: f (t) = sin t
1◦ definisana je na [0, ∞)
2◦ neprekidna je na [0, ∞)
3◦ | sin t| ≤ 1 (M = 1, a = 0)

Teorema (dovoljni uslovi za egzistenciju L(f (t)): Neka

f (t) ∈ E(a). Tada je F (s) = L(f (t)) definisana za
Re s > a.

Re s >a

x
0 a
Dokaz: Teoreme o nesvojstvenim integralima:

T1: Ako je 0 ≤ f1(x) ≤ f2(x), x ≥ a, tada

Z∞ Z∞
f2(x)dx konvergira ⇒ f1(x)dx konvergira
a a

Z∞ Z∞
T2: |f1(x)|dx konvergira ⇒ f1(x)dx konvergira
a a
Prema T2 dovoljno je ispitati konvergenciju integrala
∞
R −st
|e f (t)|dt. Kako je
0
0 ≤ | e−stf (t) | ≤ |e−st|M eat = |e−(α+iβ)t|M eat =
| {z }
f1
= e−αtM eat = M (a−α)t
| e {z },
f2
Prema T1 dovoljno je ispitati konvergenciju
∞
R M e(a−α)t|∞ =
M e(a−α)tdt = a−α 0
0
M [ lim e(a−α)t −1] = − M , a − α < 0, tj. za
= a−α a−α
| →∞ {z
T }
=0 za a−α<0
Re s > a.
∞
M e(a−α)tdt ⇒ konvergira
R
Za Re s > 0 konvergira
0
∞ ∞
|e−stf (t)|dt ⇒ konvergira e−stf (t)dt, tj. F (s)
R R
0 0
je definisana za Re s > a.

2. Laplasova transformacija nekih funkcija

∞ ∞ it +e−it
1◦ L(cos t) =
R
e−st cos tdt =
R
e −st e dt =
2
0 0
∞ ∞

Z Z
1
= e(−s+i)tdt + e(−s−i)tdt =
2
0 ∞0 ∞ 
1 1 (−s+i)t
 1 (−s−i)t

= e  + e  =
2 −s + i 
0 −s − i 
0

1 1
= ( lim e(−s+i)T − 1)+
2 −s + i T →∞ 
1
+ ( lim e(−s−i)T − 1)
−s − i T →∞
 s = α + iβ : e(−s+i)T = e(−α−iβ+i)T = e−αT ei(1−β)T =

= e| −αT
{z } [cos(1 − β)T +i sin(1 − β)T ] → 0,
| {z } | {z }
→0,α>0 ogran. ogran.
T → ∞, α > 0
Slično: e(−s−i)T → 0, T → ∞, α > 0
 
1 1 1 s
L(cos t) = + = 2 , α = Re s > 0
2 s−i s+i s +1

Domaći: L(sin t) = 1 , α = Re s > 0. Dokazati.

s2 +1

∞
2◦ L(tn) = e−sttn dt = In
R
0
n=0: ∞
∞ 
I0 =L(1)= e−stdt=− s e−st =− 1s ( lim e−sT −1)
1
R 
0  T →∞
0
s = α + iβ :

e−sT = e−αT (cos βT − i sin βT ) → 0,

T → ∞, α = Re s > 0
 1
I0 = , Re s > 0
s
n≥1:
Z∞ −st
u = tn
 
dv = e dt
In = e−sttn dt = =
du = ntn−1dt v = − 1s e−st
0
∞
tne−st ∞

=− n R −st n−1
+s e t dt = ns In−1, Re s > 0
s 
0 0
 
lim T ne−sT = 0, Re s > 0
T →∞
Sledi:
n n−1 1 n! 1 n!
In = · · · · I0 = n · = n+1 , Re s > 0
s s s s s s


0, t < b
3◦ U (t−b) = jedinična odskočna funkcija
1, t ≥ b
 y

U(t-b)
1

x
0 b

Z∞ Zb
L(U (t − b)) = e−stU (t − b)dt = e−st · 0 dt +
0 0
Z∞ ∞
−st 1 −st 1 −sb e−sb
+ e · 1 dt = − e  = − [0 − e ]= ,
s b s s
b
Re s > 0.

1
Domaći: Dokazati da je L(eat) = s−a
3. Osobine Laplasove transformacije

1◦ f1(t) ∈ E(a1), f2(t) ∈ E(a2) ⇒

L(c1f1 + c2f2) = c1L(f1) + c2L(f2) linearnost

Dokaz:
Z∞ Z∞ Z∞
e−st(c1f1+c2f2)dt = c1 e−stf1dt+c2 e−stf2dt,
0 0 0
Re s > max{a1, a2}.

Primer:
3 3 3! 1 1
L(4t −t+1) = 4L(t )−L(t)+L(1) = 4· 4 − 2 + .
s s s
2◦ f (t) ∈ E(a), L(f (t)) = F (s), Re s > a, b > 0 ⇒

L(f (bt)) = 1b F ( sb ) , Re s > ab

∞
e−stf (bt) dt =
R
Dokaz: L(f (bt)) =
0

(t0 = bt ⇒ dt0 = bdt)

 Z∞
1 − sb t0 0 0 1 s s Re s
= e f (t )dt = F ( ), Re ( ) = > a.
b b b b b
0
Primer: L(sin t) = = F (s) 1
s2 +1
" #
1 1 b
b > 0 : L(sin bt) = = 2
b ( sb )2 + 1 s + b2
−b b
b < 0 : L(sin bt) = −L(sin(−bt)) = − 2 =
s + b2 s2 + b2
3◦ f (t) ∈ E(a), L(f (t)) = F (s), Re s > a ⇒

L(ebtf (t)) = F (s − b) , Re s > a + b

Dokaz:
Z∞ Z∞
L(ebtf (t)) = e−stebtf (t)dt = e−(s−b)tf (t)dt =
0 0

= F (s − b), Re (s − b) = Re s − b > a
Primeri:
1 1
L(ebt) = L(ebt · 1) = , Re s > b (F (s) = )
s−b s
 a a
L(ebt sin at) = 2 2
, Re s > b (F (s) = 2 2
)
(s − b) + a s +a

s−b s
L(ebt cos at) = 2 2
, Re s > b (F (s) = 2 2
)
(s − b) + a s +a

4◦ f (t) ∈ E(a), L(f (t)) = F (s), Re s > a ⇒

L(f (t − b)U (t − b)) = e−bsF (s) , Re s > a

Rb −st
Dokaz: L(f (t − b)U (t − b)) = e f (t − b) · 0 dt+
0

Zb Z∞
0
+ e−stf (t−b)·1 dt = e−s(t +b)f (t0)· dt0 = e−bsF (s).
0 0
(t0 = t − b ⇒ dt0 = dt)

Primer: L(sin 2t) = 2

s2 +4
2e−s
L(sin 2(t − 1)U (t − 1)) = 2 (b = 1)
s +4
5◦ f (t), f 0(t) ∈ E(a), L(f (t)) = F (s), Re s > a ⇒
L(f 0(t)) = sF (s) − f (0) , Re s > a
Dokaz:
Z∞
u = e−st dv = f 0(t)dt
 
L(f 0(t))= e−stf 0(t)dt= =
du = −se−stdt v = f (t)
0
∞
−st
 ∞ R −st
=e f (t) 0 +s e f (t)dt=F (s)−f (0), Re s > a

0

( lim e−sT f (T ) = 0, Re s > a).

T →∞
Dokazuje se (indukcijom):
L(f (n)(t)) = sn − sn−1f (0) − · · · − f (n−1)(0)
Primer:
y 00 − 2y 0 + y = sin t
L(y(t)) = Y (s) ⇒
1
s2Y (s)−sY (0)−y 0(0)−2(sY (s)−y(0))+Y (s) = 2
s +1
Diferencijalna jednačina prevedena je u algebarsku!

6◦ f (t) ∈ E(a), L(f (t)) = F (s), Re s > a ⇒

Rt F (s)
L( f (x)dx) = s , Re s > a
0
 Rt ∞ Rt
e−st(
R
Dokaz: L( f (x)dx) = f (x)dx)dt =
 0 0 0

Rt ∞
 u= f (x)dx dv = e−stdt 
1

−st f (x)dx +
Rt
= 0  =− s e
du = f (t)dt 1
v = −se −st 0 
0
∞
1 R −st F (s)
+ s e f (t)dt = s , Re s > a
0

ZT
( lim e−sT f (x)dx = 0)
T →∞
0
Dokazuje se (indukcijom):
Zt Zt
F (s)
L( dt · · · f (t)dt) = n
, Re s > a
s
|0 {z 0 }
n

Zt
def
7◦ f1(t)∗f2(t) = f1(x)f2(t−x)dx konvolucija
0
Komutativnost konvolucije: f1 ∗ f2 = f2 ∗ f1
 Rt R0
f2∗f1 = f2(x)f1(t−x)dx = − f2(t−x0)f1(x0)dx0 =
0 t
(t − x = x0 ⇒ dx = −dx0) = f1 ∗ f2

Slika konvolucije: f1 ∈ E(a1), f2 ∈ E(a2) ⇒

L(f1 ∗ f2) = L(f1) · L(f2) , Re s > max{a1, a2}

Dokaz:
Z∞ Zt
L(f1 ∗ f2) = e−st( f1(x)f2(t − x)dx)dt =
0 0
∞
R Rt
= e−stf1(x)f2(t − x)dxdt
0 0
Promenom poretka integracije (slika!)

x
x=t

t=x
x

t
0 x=0
dobija se
∞ ∞
e−stf1(x)f2(t − x)dt) =
R R
L(f1 ∗ f2) = dx(
0 x
∞ ∞
e−stf2(t − x)dt)
R R
= f1(x)dx(
0 x
Smenom t − x = t0, dt = dt0 u unutrašnjem integralu
dalje se dobija
∞ ∞
R −s(x+t0)
f2(t0)dt0) =
R
L(f1 ∗ f2) = f1(x)dx( e
0 0
∞ ∞ 0
e−sxf1(x)dx( e−st f2(t0)dt0) = L(f1)L(f2).
R R
=
0 0

8◦ f (t) ∈ E(a), L(f (t)) = F (s), Re s > a ⇒

L(tf (t)) = −F 0(s) , Re s > a
Dokaz:
∞ ∞
0 d R −st R −st
F (s) = ds e f (t)dt = − te f (t)dt = −L(tf (t)).
0 0

d 1
Primer: L(t sin t) = − ds = 2s
2 s +1 (s2 +1)2

Dokazuje se (indukcijom):
L(tnf (t)) = (−1)nF (n)(s)
9◦ f (t), f (t)/t ∈ E(a), L(f (t)) = F (s), Re s > a ⇒
  ∞
f (t) R
L t = F (p)dp , Re s > a
s

Dokaz:
Z∞
F (p) = e−ptf (t)dt
0
  Z∞
f (t)
f (t)
G(p) = L dt ⇒= e−pt
t t
0
Z∞  Zs

0 −pt

G (p) = − e f (t)dt = −F (p) 

0 S
Zs Zs ZS
G0(p)dp = − F (p)dp ⇒ G(s) − G(S) = F (p)dp
S S s
Z∞
lim G(S) = 0 ⇒ G(s) = F (p)dp.
S→∞
s
 TABLICA LAPLASOVE TRANSFORMACIJE
a) Tablica osobina:

f (t) F (s)
n
P n
P
cifi(t) ciFi(s)
i=1 i=1
f (bt) 1 F ( s ), b > 0
b b
ebtf (t) F (s − b)
f (t − b)U (t − b) e−bsF (s)
f 0(t) sF (s) − f (0)
f (n)(t) snF (s) − sn−1f (0) − · · · − f (n−1)(0)
Rt F (s)
f (x)dx s
0
Rt Rt F (s)
dt · · · f (t)dt sn
0 0
f1 ∗ f2 F1(s)F2(s)
tf (t) −F 0(s)
tnf (t) (−1)nF (n)(s)
∞
f (t) R
t F (p)dp
s
b) Laplasova transformacija nekih funkcija:

f (t) F (s)
1 1
s
tn n!
sn+1
ebt 1
s−b
sin bt b
s +b2
2
cos bt s
s2 +b2
U (t − b) e−bs
s
tneat n!
(s−a)n+1
eat sin bt b
(s−a)2 +b2
eat cos bt s−a
(s−a)2 +b2
δ(t) 1

Napomena: δ(t) je Dirakova funkcija:


0, t 6= 0
δ(t) =
∞, t = 0
∞
R
Osobina: δ(t)dt = 1 !!!
−∞
4. Inverzna Laplasova transformacija

f (t) = L−1(F (s)) ⇔ F (s) = L(f (t))

f (t), g(t) ∈ E(a); f (t)=L−1(F (s)), g(t)=L−1(F (s))





(∗)

 Ne postoji interval (c, d), c < d na kome je
f (t) 6= g(t), t ∈ (c, d)



1, t 6= 2
Primer: f (t) = 1, g(t) =
3, t = 2
)
1
L(f (t)) = s
 
1
⇒ L−1 nije jednoznačno definisana
L(g(t)) = 1s s

S obzirom na (∗), različite inverzne slike funkcije F (s)

ne mogu se "mnogo" razlikovati izmedju sebe. U
praksi se L−1(F (s)) odredjuje iz tabele.

Primeri:
 
n!
L−1 = tn
sn+1
  
s
L−1 2 = cos t
s +1
 −s 
−1 e
L = U (t − 1) sin(t − 1)
s2 + 1

P (s)
1◦ F (s) = Q(s) , st P < st Q;
Q(s) = (s−s1) · · · (s−sn) pol. sa realnim koeficijentima

P (s) A1 Ak
Q(s)
= + · · · + k
+···+
s−a (s − a)
| {z }
s=a koren reda k
M1 s + N1 Mr s + Nr
+ + ··· +
(s − α)2 + β 2 ((s − α)2 + β 2)r
| {z }
s=α±iβ koren reda r

h i h i
A1 1
a) L−1 s−a = A1L−1 s−a = A1eat

h i h i
Ak Ak (k−1)1 Ak
b) L−1 = (k−1)! L−1 = e at tk−1
(s−a)k (s−a) k (k−1)!
 h i h i
c) L−1 M1s+N 1 = L−1 M1 (s−α)+M1 α+N1 =
(s−α)2h+β 2 i (s−α)2 +β 2h i
s−α M α+N β
= M1L−1 2 2 + 1 β 1 L−1 =
(s−α) +β (s−α)2 +β 2
= M1eαt cos βt + M1α+N β
1 eαt sin βt

Primer: F (s) = 1 =A + Bs+C

s(s2 +1) s 2s +1

A+B =0
As2 + A + Bs2 + Cs=1 ⇒ C = 0 ⇒ B = −1
A=1
F (s) = 1s − 2s ⇒ f (t) = L−1(F (s)) = 1 − cos t
s +1
h i
d) L−1 Mr s+Nr odredjuje se primenom osobina:
((s−α)2 +β 2 )r

izvod slike: L−1(F 0(s)) = −tf (t)

konvolucija: L−1(F1(s)F2(s)) = f1(t) ∗ f2(t)
ili pomoću Melinove formule.

Primer: G(s) = s = F 0(s)

(s2 +1)2
G(s)ds = 12 (s2+1)−2d(s2+1) = − 12 · 21
R R
F (s) =
s +1
L−1(F (s)) = − 12 sin t ⇒ L−1(F 0(s)) = −t(− 12 sin t) =
= 21 t sin t
 
Primer: L−1 s
2 2 =
(s +1)
     
1 s 1 s
= L−1 · = L−1 ∗L −1 =
s2 + 1 s2 + 1 s2 + 1 s2 + 1

Zt Zt
1
= sin t∗cos t = sin x cos(t−x)dx = [sin(x+t−x)+
2
0 0

Zt Zt
1
+ sin(x−t+x)]dx = [ sin tdx+ sin(2x−t)dx] =
2
0 0
t t
1  1  1
= [sin t · x − cos(2x − t) ] = t sin t
 
2 0 2 0 2
 
Domaći: Odrediti L −1 1
2 2 (s +1)
4. Melinova formula

Teorema: Neka je:

1◦ F (s) analitička u oblasti Re s = x > a
2◦ lim F (s) = 0 uniformno po arg s
|s|→∞
x+i∞
Z
3◦ ∀x > a : |F (s)|dy konvergira
x−i∞
Tada je za Re s > a funkcija F (s) Laplasova trans-
formacija funkcije f (t) i za t > 0 je
x+i∞
1
f (t) = 2πi
R
estF (s)ds
x−i∞

(vrednost integrala ne zavisi od x, x > a !)

Teorema: Neka su ispunjeni uslovi 1◦, 2◦, 3◦. Neka

je, osim toga, F (s) analitička za Re s ≤ a osim u
tačkama s1, . . . , sk . Tada je
k
Res[estF (s), si]
P
f (t) =
i=1
Dokaz:

C’R
s1 R

a x
sk

CR

Z x+iR
Z
estF (s)ds =
R
+
+
CR 0 x−iR
CR | {z }
|{z} prečnik
polukrug
S druge strane,
Z k
estF (s)ds = 2πi Res[estF (s), si] ⇒
X

+ i=1
CR

Z x+iR
Z k
estF (s)ds+ estF (s)ds = 2πi Res[estF (s), si]
X

0 x−iR i=1
CR
Prelaskom na lim dobija se
R→∞
x+i∞
Z k
1 st Res[estF (s), si]
X
e F (s)ds =
2πi
x−i∞ i=1
| {z }
f (t)
R
jer → 0, R → ∞.
0
CR

Primer: F (s) = s , s = ±i polovi reda 2

(s2 +1)2

f (t) = Res[estF (s), i] + Res[estF (s), −i]

0
sest

1
Res[estF (s), i] = lim (s − i)2 2 2
=
1! s→i (s − i) (s + i)
(est + stest)(s + i)2 − 2(s + i)sest
= lim =
s→i (s + i)4
(eit + iteit)2i − 2ieit −2teit 1 1
= = = t sin t − it cos t
(2i)3 −8i 4 4
0
sest

1
Res[estF (s), −i]= lim (s + i)2 =
1! s→−i (s − i)2(s + i)2
 (est + stest)(s − i)2 − 2(s − i)sest
= lim =
s→−i (s − i)4
(e−it − ite−it)(−2i) + 2ie−it −2te−it
= 3
= =
(−2i) 8i
1 1
= it cos t + t sin t
4 4
1
f (t) = t sin t
2
Primer: F (s) = 2
s(s−1)(s2 +1)

f (t) = Res[estF (s), 0] + Res[estF (s), 1]+

+ Res[estF (s), i] + Res[estF (s), −i]

st 2est 2
Res[e F (s), 0] = lim s 2
= = −2
s→0 s(s − 1)(s + 1) (−1) · 1

st 2est 2et t
Res[e F (s), 1] = lim (s−1) = = e
s→1 s(s − 1)(s2 + 1) 1·2
 2e st
Res[estF (s), i] = lim (s − i) =
s→i s(s − 1)(s − i)(s + i)

2eit cos t + i sin t + i cos t − sin t

= =
i(i − 1)2i 2
Res[estF (s), −i] = cos t−i sin t−i
2
cos t−sin t

f (t) = −2tet + cos t − sin t

5. Primene Laplasove transformacije

1◦ Linearna diferencijalna jednačina sa konstantnim

koeficijentima sa početnim uslovom u 0:

a0x(n) + a1x(n−1) + · · · + an−1x0 + anx = f (t)

(n−1)
x(0) = x0, x0(0) = x00, . . . , x(n−1)(0) = x0

L(x(t)) = X(s) ⇒
(n−1)
a0(snX(s)−sn−1x0−· · ·−x0 )+· · ·+anX(s) = F (s)
X(s) (a0sn + · · · + an) = F (s) + P (s), st P ≤ n − 1
| {z }
Q(s)

F (s) + P (s)
X(s) = , x(t) = L−1(X(s))
Q(s)
Primer: x00 + x = 1, x(0) = x0(0) = 0
2 1 1
s X(s) + X(s) = ⇒ X(s) =
s s(s2 + 1)

x(t) = Res[estX(s), 0]+Res[estX(s), i]+Res[estX(s), −i]

st est
Res[e X(s), 0] = lim s 2 =1
s→0 s(s + 1)

st est eit
Res[e X(s), i] = lim (s − i) = 2=
s→i s(s − i)(s + i) 2i
1
= − (cos t + i sin t)
2
st est e−it
Res[e X(s), −i] = lim (s + i) = 2 =
s→i s(s − i)(s + i) 2i
1
= − (cos t − i sin t)
2
x(t) = 1 − cos t
2◦ Sistemi linearnih jednačina (prvog i višeg reda) sa
konstantnim koeficijentima sa početnim uslovom u 0:

Primer:

x0 − y = 0 x(0) = 1
y0 + x = 0 y(0) = 0

sX(s) − 1 − Y (s) = 0
⇒
sY (s) + X(s) = 0

X(s) = −sY (s)

1
Y (s) = − 2 ⇒ y(t) = − sin t
s +1
s
X(s) = 2 ⇒ x(t) = cos t
s +1

Formalni zapis:
dX
= AX + b(t), X(0) = X0
dt
 
L(x1(t))
X(s) = L(X(t)) =  ... 
L(xn(t))
 dX
L( ) = sX(s)−X0 ⇒ sX(s)−X0 = AX(s)+B(s) ⇒
dt
(sI − A)X = B(s) + X0

X(s) = (sI − A)−1(B(s) + X0)

X(t) = L−1((sI − A)−1(B(s) + X0))

Rt A(t−x)
X(t) = e b(x) dx + eAtX0
0

Primer: x00 − y 00 + y 0 − x = et − 2
2x00 − y 00 − 2x0 + y = −t

x(0) = y(0) = x0(0) = y 0(0) = 0

)
1 −2
s2X(s) − s2Y (s) + sY (s) − X(s) = s−1 s ⇒
2 2 1
2s X(s) − s Y (s) − 2sX(s) + Y (s) = − 2
s
1 2s − 1
X(s) = 2
, Y (s) = 2 2
⇒
s(s − 1) s (s − 1)

x(t) = 1 − et + tet, y(t) = −t + tet

3◦ Integro-diferencijalne jednačine:

Zt
Primer: y(t) + 4 ex−t(t − x)y(x)dx = e−3t
|0 {z }
te−t∗y(t)

L(y(t)) = Y (s), L(te−t) = 1 , L(e−3t) = 1

(s+1)2 s+3

1 1
Y (s) + 4 · 2
Y (s) = ⇒
(s + 1) s+3

Y (s) = s2 +2s+1
(s2 +2s+5)(s+3)

Domaći: Odrediti y(t)