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Notes On Laplace Transform
Notes On Laplace Transform
∞
L {f (t)} = F ( s ) = ∫ e f (t ) dt .
− st
0
Provided that this (improper) integral exists, i.e. that the integral is
convergent.
*
The kernel of the Laplace transform, e−st 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.
∞ ∞ − 1 − st ∞
L{f (t)} = ∫ 0
e − st f (t ) dt = ∫ e − st dt =
0 s
e
0
−1 −1 1
s
(
0 − e0 =
s
)
( −1) = = F ( s ) .
s
1
Example: Let f (t) = t, then F ( s ) = , s > 0.
s2
1
Example: Let f (t) = e , then F ( s) =
at
, s > a.
s−a
∞ ∞ 1 ( a−s )t ∞
L{f (t)} = ∫ 0
e − st e at dt = ∫ e ( a − s )t dt =
0 a−s
e
0
1 1 1
a−s
(
0 − e0 =
a−s
)
( −1) =
s−a
= F ( s) .
Then the Laplace transform, F(s) = L{f (t)}, exists for s > a.
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.
1. L {0} = 0
at
1
Exercise: (a) Use property 4 above, and the fact that L { e } = ,
s−a
1
at 2 at
to deduce that L {t e } = 2 . (b) What will L {t e } be?
( s − a)
∞
8. ∫
0
4e − st sin 6t dt
∞
F (0) = ∫ f (t ) dt = A .
0
We now shall meet “the new System”: how the Laplace transforms can be
used to solve linear differential equations algebraically.
We are now ready to see how the Laplace transform can be used to solve
differentiation equations.
3. Find the inverse transform of Y(s). (Or, rather, find a function y(t)
whose Laplace transform matches the expression of Y(s).) This
inverse transform, y(t), is the solution of the given differential
equation.
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. Let’s get started.
(s2 − 6 s + 5) L{y} − s + 9 = 0
(s2 − 6 s + 5) L{y} = s − 9
s −9
L{y} = 2
s − 6s + 5
s−9 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)
1=a+b a=2
−9 = −5a − b b = −1
Hence,
s−9 2 1
L{y} = s 2 − 6 s + 5 = s − 1 − s − 5 .
y(t) = 2e t − e 5t.
−2t
4
(sL{y} − y(0)) + 2L{y} = L{4t e }=
( s + 2) 2
4
(sL{y} − (−3)) + 2L{y} =
( s + 2) 2
4
(s + 2) L{y} + 3 =
( s + 2) 2
4
(s + 2) L{y} = −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
By partial fractions,
− 3s 2 − 12 s − 8 a b c
L{y} = = + +
( s + 2) 3 ( s + 2) 3 ( s + 2) 2 s + 2 .
a + bs + 2b + cs 2 + 4cs + 4c cs 2 + (b + 4c ) s + ( a + 2b + 4c )
= =
( s + 2) 3 ( s + 2) 3
−3 = c a=4
−12 = b + 4c b=0
−8 = a + 2b + 4c c = −3
− 3s 2 − 12 s − 8 4 3
L{y} = = −
( s + 2) 3 ( s + 2) 3 s + 2 .
n
n!
at
Note: L {t e } =
( s − a ) n +1
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)
By partial fractions,
s 2 − 6 s + 10 5 1 1 1 1
=
L{y} = ( s − 1)( s − 2)( s − 3) 2 s − 1 − 2 + .
s−2 2 s−3
5 t 1
Therefore, y (t ) = e − 2e 2 t + e 3 t .
2 2
s
L {cos bt} = 2 , s>0
s + b2
b
L {sin bt} = s 2 + b 2 , s>0
s−a
at
L {e cos bt} = ( s − a ) 2 + b 2 , s>a
b
at
L {e sin bt} = ( s − a ) 2 + b 2 , s>a
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 = λ ± µ i, then a = λ and b = µ.
2
s ( s − 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)
By partial fractions,
s 3 − 2s 2 + 2s − 2 1 s−2 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
5
[
cos( t ) − 2 sin( t ) + 4e t cos( t ) − 2e t sin( t ) ]
2s − 5
(i) F ( s ) =
s 2 + 4s + 8
2s − 5 2( s + 2) 9 2
F (s) = = −
( s + 2) 2 + 2 2 ( s + 2) 2 + 2 2 2 ( s + 2) 2 + 2 2
−2t 9 −2t
Answer: f (t ) = 2e cos( 2t ) − e sin( 2t )
2
s+4
(ii) F ( s ) =
( s − 2) 3
1 6
F ( s) = +
( s − 2) 2 ( s − 2) 3
2t 2 2t
Answer: f (t ) = te + 3t e
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
1 T
L {f (t)} =
1 − e − sT ∫ 0
e − st f (t ) dt .
1 s
L {f (c t)} = F ( ).
c c
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,
− 1 −1
f (t) = L {F ′(s)}.
t
f (t ) ∞
L{
t
}= ∫
s
F (u ) du .
t F (s)
L { ∫0 f (u ) du } = .
s
VI. After learning the fact that L {f (t) g(t)} ≠ L{f (t)} L{g(t)}, one might
have wondered whether there is an operation of two functions f and g whose
result has a Laplace transform equal to the product of the individual
transforms of f and g. Such operation does exist:
t
L { ∫0 f (τ ) g (t − τ ) dτ } = L{f (t)}L{g(t)}.
t − 1 4 ( t −τ ) t 1 t 4 ( t −τ )
f *g= ∫
0
τ e 4 ( t −τ ) dτ =
4
τe 0
+ ∫ e
4 0
dτ
t
− τ 4 ( t −τ ) 1 4 ( t −τ ) −1 1 1
= e − e = t− + e 4t
4 16 0 4 16 16
t t − τ 4τ t 1 t 4τ
g *f = ∫ 0
(t − τ ) e 4τ dτ =
4
e
0
+ ∫ e dτ
4 0
t
t − τ 4τ 1 4τ −1 1 1
= e + e = t + e 4t −
4 16 0 4 16 16
The answer can be easily verified using the usual inverse technique.
t t
f (t) = e −2t
* e = ∫0
t e − 2τ e t −τ d τ = ∫ e t −3τ d τ
0
t
− 1 t −3τ − 1 −2t 1 1
=
3
e =
3
( 3
)
e − e t = e t − e −2t .
3
0
8. f (t) = t3 cos 2t
3s − 7 s2 + s − 6
13. F ( s ) = 14. F ( s ) =
4s 2 + 1 s 3 + 2s 2 + s
1 s3
15. F ( s ) = 4 16. F ( s ) = 4
s − 81 s − 16
10 12
17. F ( s ) = 18. F ( s ) =
s − s3
4 3
s −8
1
19. F ( s ) =
( s − α )( s − β )
2 s 3 + 5s 2 − 2 s + 6 − 2 s + 30
1. F ( s ) = 2. F ( s ) =
s4 s 2 + 36
s 2 − 12 s − 4 − 6 s 3 + 15 s 2 + 10 s − 7
3. F ( s ) = 4. F ( s ) =
( s − 1)( s − 2)( s + 4) s4 − s2
s s 2
5. (a) F ( s ) = 2
− 2 (b) F ( s ) = 2
2( s + 1) 2( s + 25) s + 16
1 1 s 1 1 s 2 − 100
6. (a) F ( s ) = + 2 , (b) F ( s ) = 2 + 2
2 s s + 100 2 s ( s + 100) 2
( s − a) 2 − b 2 2b( s − a )
7. (a) F ( s ) = , (b) F ( s ) =
(( s − a ) 2 + b 2 ) 2 (( s − a ) 2 + b 2 ) 2
6 s 4 − 144 s 2 + 96
8. F ( s ) =
( s 2 + 4) 4
s cos( β ) − α sin( β ) s sin( β ) + α cos( β )
9. (a) F ( s ) = , (b) F ( s ) =
s2 +α 2 s2 +α 2
48
10. F ( s ) = 4
s + 40 s 2 + 144