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Laplace Transform PDF
Laplace Transform PDF
Laplace Transform
And
Applications
Building the Case…
Definition
problem in solution in
time time
domain inverse domain
Laplace solution Laplace
transform in transform
s domain
- Other Transforms
• Fourier Transform
• Z-transform
• Wavelet-Transform
Laplace Transformation
time domain
linear time
differential domain
equation solution
Laplace transform
inverse Laplace
transform
Laplace algebra Laplace
transformed
solution
equation
Laplace domain or
complex frequency domain
The Laplace Transform
The Laplace Transform of a function, f(t), is defined as;
L[ f (t )] F ( s) f (t )e dt
st
where s j
The Laplace Transform
1 st
L[u(t )] 1e dt e |
st
0
s 0
1
L[u(t )]
s
The Laplace Transform of a unit step is:
1
s
The Laplace Transform
The Laplace transform of a unit impulse:
0 t0
Mathematically:
t 0
t2
f (t 0 ) t1 t 0 t 2
t1
f (t ) (t t 0 )dt
0 t 0 t1 , t 0 t 2
The Laplace Transform
L[ (t )] (t )e dt e
st 0 s
1
0
The Laplace Transform
f (t ) F ( s )
st
e 1
L[e u( t )]
at
|0
(s a) sa
at 1
A transform e u(t )
pair sa
The Laplace Transform
Building transform pairs:
L[tu (t )] te dt
st
0
u=t
udv uv | vdu
0
0
0
dv = e-stdt
1 A transform
tu(t ) 2 pair
s
The Laplace Transform
Building transform pairs:
(e jwt e jwt ) st
L[cos( wt )] e dt
0
2
1 1 1
2 s jw s jw
s
2
s w2
s
cos(t )u (t ) A transform
s2 2 pair
The Laplace Transform
Time Shift
L[ f (t a )u(t a )] f (t a )e st
a
0
f ( x )e s ( x a ) dx e as f ( x )e sx dx
0
as
L[ f (t a)u(t a)] e F ( s)
The Laplace Transform
Frequency Shift
L[e at
f (t )] [e at
f (t )]e dt st
0
f ( t )e
( s a ) t
dt F ( s a )
0
at
L[e f (t )] F ( s a)
The Laplace Transform
Example: Using Frequency Shift
Find the L[e-atcos(wt)]
In this case, f(t) = cos(wt) so,
s
F ( s) 2
s w2
(s a)
and F ( s a )
(s a)2 w 2
( s a)
L[e at
cos(t )]
( s a) 2 ( ) 2
The Laplace Transform
Time Integration:
and
st 1 st
dv e dt , v e
s
The Laplace Transform
Time Integration:
1
L f (t )dt f (t )e st dt
0 s0
1
F ( s)
s
The Laplace Transform
Time Differentiation:
df (t )
L[ ] sF ( s) f (0)
dt
Integrate by parts:
u e , du se dt and
st st
df ( t )
dv dt df ( t ), so v f ( t )
dt
The Laplace Transform
Time Differentiation:
0
0 f (0) s f (t )e st dt
0
So we have shown:
df (t )
L sF ( s) f (0)
dt
The Laplace Transform
Time Differentiation:
We can extend the previous to show;
df (t ) 2 2
L 2
s F ( s ) sf (0) f ' (0)
dt
df (t ) 3
L 3
s 3
F ( s ) s 2
f (0) sf ' (0) f ' ' (0)
dt
general case
df (t ) n n 1 n2
L n
s n
F ( s ) s f ( 0) s f ' ( 0)
dt
... f ( n1) (0)
The Laplace Transform
Transform Pairs:
f(t) F(s)
(t ) 1
1
u( t ) ____________________________________
f ( t ) F ( s )
s
st 1
e
sa
1
t
s2
n n!
t
s n 1
The Laplace Transform
Transform Pairs:
f(t) F(s)
at 1
te
s a 2
n at n!
t e
( s a )n 1
w
sin( wt )
s2 w2
s
cos(wt )
s2 w2
The Laplace Transform
Transform Pairs:
f(t) F(s)
w
e at sin( wt )
(s a)2 w 2
at sa
e cos( wt )
(s a) w
2 2
s sin w cos
sin( wt )
s2 w2
s cos w sin
cos( wt )
s w
2 2
The Laplace Transform
Common Transform Properties:
f(t) F(s)
t s
f (t t )u (t t ), t 0 e o F (s)
0 0 0
t s
f (t )u (t t ), t 0 e o L[ f (t t )]
0 0
e at f (t ) F ( s a)
d n f (t )
s n F ( s ) s n 1 f (0) s n 2 f ' (0) ... s 0 f n 1 f (0)
dt n
dF ( s )
tf (t )
ds
t
1
f ( )d
s
F ( s)
0
The Laplace Transform
Theorem: Initial Value Theorem:
If the function f(t) and its first derivative are Laplace transformable and f(t)
Has the Laplace transform F(s), and the lim sF ( s ) exists, then
s
The utility of this theorem lies in not having to take the inverse of F(s)
in order to find out the initial condition in the time domain. This is
particularly useful in circuits and systems.
The Laplace Transform
Example: Initial Value Theorem:
Given;
( s 2)
F ( s)
( s 1)2 5 2
Find f(0)
( s 2) s 2 2s
f (0) lim sF ( s ) lim s lim 2
s ( s 1) 5
s 2 s 1 25
s 2 2 s
s2 s2 2 s s2
lim 1
s 2
s s 2 s s ( 26 s )
2 2 2
The Laplace Transform
Theorem: Final Value Theorem:
If the function f(t) and its first derivative are Laplace transformable and f(t)
has the Laplace transform F(s), and the lim sF ( s ) exists, then
s
Again, the utility of this theorem lies in not having to take the inverse
of F(s) in order to find out the final value of f(t) in the time domain.
This is particularly useful in circuits and systems.
The Laplace Transform
Example: Final Value Theorem:
Given:
( s 2) 2 3 2
note F 1 ( s ) te 2 t cos 3t
F ( s)
( s 2) 2
32
Find f ( ) .
( s 2) 2 3 2
f ( ) lim sF ( s ) lim s
s0 s0 ( s 2) 2
3 2
0
Apply Initial- and Final-Value Theorems to
this Example
2 • Laplace transform
F ( s)
s ( s 2) ( s 4) of the function.
• Apply final-value
lim t f (t )
2 (0) 1
theorem
(0) (0 2) (0 4) 4
• Apply initial-value
2 ( ) theorem
lim t 0 f (t ) 0
() ( 2) ( 4)
The Inverse Laplace Transform
j
Definition: 1
1
L [ F ( s)] f (t ) F ( s ) e ts
ds
2 j j
F(s) is generally a ratio of two polynomials:
N ( s)
F ( s)
D( s )
Finding the inverse Laplace transform of F(s) involves two
steps:
1. Decompose F(s) into simple terms using partial fraction
expansion.
2. Find the inverse of each term by matching entries in
Laplace Transform Table. 31
Partial Fraction Expansions
s 1 A B
• Expand into a term for each
( s 2) ( s 3) s 2 s 3 factor in the denominator.
• Recombine RHS
s 1 A( s 3) Bs 2
( s 2) ( s 3) ( s 2) ( s 3)
• Equate terms in s and
constant terms. Solve.
A B 1 3 A 2 B 1
• Each term is in a form so
that inverse Laplace
s 1 1 2
transforms can be applied.
( s 2) ( s 3) s 2 s 3
The Inverse Laplace Transform
Example:
Find the inverse Laplace transform of
2s 3 9s 2 8s 18
F ( s)
s( s 2 4)( s 1)
Solution:
3 5 6
F ( s) 2
s s 1 s 4
3 5 1 6
f (t ) L1 L1 L 2
s s 1 s 4
(3 5e t 3 sin(2t ))u (t ), t 0 33
Example of Solution of an ODE
d2y dy
2
6 8 y 2 y(0) y ' (0) 0 • ODE w/initial conditions
dt dt
40
Solution:
Transform the circuit from the time domain to the s-
domain, we have
1
u (t )
s
1H sL s
1 1 3
F
3 sC s
41
Solution:
Apply mesh analysis, on solving for V0(s)
3 2
V0 ( s)
2 ( s 4) 2 ( 2 ) 2
3 4t
v0 (t ) e sin( 2t ) V, t 0
2
42
Example:
Determine v0(t) in the circuit shown below, assuming zero
initial conditions.
44
Example:
The switch shown below has been in position b for a long
time. It is moved to position a at t=0. Determine v(t) for t
> 0.
46
Solution:
Transform the circuit from time-domain (a) into s-
domain (b) using Laplace Transform. On rearranging the
terms, we have
35 30
V1
s 1 s 2
48
Example:
The output of a linear system is y(t)=10e-tcos4t when the input is equal to
x(t)=e-tu(t). Find the transfer function of the system and its impulse
response.
Solution:
Transform y(t) and x(t) into s-domain and apply H(s)=Y(s)/X(s), we get
Y ( s) 10( s 1) 2 4
H ( s) 10 40
X ( s) ( s 1) 2 16 ( s 1) 2 16
49
Example :
The transfer function of a linear system is
2s
H ( s)
s6
Find the output y(t) due to the input e-3tu(t) and its impulse
response.
50