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Laplace Transform

Laplace Transform
Book: Advanced Engineering Mathematics
(10th Edition) by Ervin Kreyszig

• Chapter: 6
• Sections: 6.4, 6.5
Book: Differential Equations and Boundary value problems
(7th Edition) by Dennis G. Zill & Michael R. Cullen

• Chapter: 7
• Sections: 7.2, 7.3, 7.4
The Laplace Transform
The Laplace Transform of a function, 𝑓(𝑡), is
defined as;

L[ f (t )] F ( s) st
f (t )e dt
0

We plug one function in and get another


function out.
The new function is in a different domain.
Pierre-Simon Laplace
TABLE OF LAPLACE TRANSFORMS
Linearity Property:

ℒ −1 𝑎𝐹 𝑠 ± 𝑏𝐺 𝑠 = 𝑎ℒ −1 𝐹 𝑠 ± 𝑏ℒ −1 𝐺 𝑠

Theorem: If ℒ −1 𝐹 𝑠 = 𝑓 𝑡 , then
1. ℒ −1 𝐹 𝑠 − 𝑎 = 𝑒 𝑎𝑡 𝑓(𝑡)
1 𝑡
2. ℒ −1 𝐹 𝑐𝑠 = 𝑓 ,𝑐 > 0
𝑐 𝑐
3. ℒ −1 𝐹 (𝑛) 𝑠 = −1 𝑛 𝑡 𝑛 𝑓 𝑡
−1 𝐹 𝑠 𝑡
4. ℒ
𝑠
= 0
𝑓 𝑢 𝑑𝑢
5. ℒ −1 −𝑐𝑠
𝑒 𝐹 𝑠 = 𝑢 𝑡 − 𝑐 𝑓 𝑡 − 𝑐 , where 𝑢 𝑡 − 𝑐 is the unit step
function.
Examples:
Find Inverse Laplace Transform of the following functions.
5𝑠
1. 𝐹 𝑠 = 2
𝑠 +5
3𝑠+17
2. 𝐹 𝑠 = 2
𝑠 +8𝑠+25
1
3. 𝐹 𝑠 = 2
𝑠 +2𝑠−15
𝑒 −2𝑠
4. 𝐹 𝑠 = 3
𝑠
1
5. 𝐹 𝑠 = 2 2 2
𝑠 (𝑠 −𝑎 )
Convolution:
Let 𝑓(𝑡) and 𝑔(𝑡) be piecewise continuous functions on [0, ∞[. The
convolution of 𝑓 and 𝑔, denoted by 𝑓 ∗ 𝑔, is defined by:
𝑡

𝑓 ∗ 𝑔 (𝑡) = 𝑓 𝑡 − 𝑢 𝑔 𝑢 𝑑𝑢.
0
It can be easily verified that
1. 𝑓 ∗ 𝑔 = 𝑔 ∗ 𝑓
2. 𝑓 ∗ 𝑔 + 𝑕 = 𝑓 ∗ 𝑔 + 𝑓 ∗ 𝑕
3. 𝑓 ∗ 0 = 0
Theorem:
Let 𝑓(𝑡) and 𝑔(𝑡) be piecewise continuous functions on [0, ∞) and of
exponential order and ℒ 𝑓 𝑡 = 𝐹 𝑠 , ℒ 𝑔 𝑡 = 𝐺 𝑠 . Then

1. ℒ 𝑓∗𝑔 𝑡 =𝐹 𝑠 𝐺 𝑠
𝑡
2. ℒ −1 𝐹 𝑠 𝐺 𝑠 = 𝑓∗𝑔 𝑡 = 0
𝑓 𝑡 − 𝑢 𝑔 𝑢 𝑑𝑢.
Examples:
1. Let 𝑓 𝑡 = 𝑡 and 𝑔 𝑡 = cos 𝑡. Evaluate 𝑓 ∗ 𝑔 and show that

i. ℒ 𝑓∗𝑔 𝑡 =𝐹 𝑠 𝐺 𝑠

ii. ℒ −1 𝐹 𝑠 𝐺 𝑠 = 𝑓∗𝑔 𝑡 .

−1 2𝑎2
2. Calculate ℒ
𝑠2 +𝑎2 2
Practice Questions
Book: Differential Equations and Boundary value problems (7th Edition)
by Dennis G. Zill & Michael R. Cullen
Chapter: 7
Exercise: 7.2
Q # 1 to Q # 30.
Control systems

Applications of Laplace
transforms
Nuclear Physics Electrical circuit
analysis
Digital Signal Processing

Deflection in
beams
Solving ODE’s using Laplace Transform
Laplace Transform is applicable to Linear first and higher order ODE’s with
constant coefficients subject to the initial conditions given at 𝒕 = 𝟎.

Method:
1. Apply Laplace transform on both sides of ODE.
2. Solve the resultant algebraic equation.
3. Take inverse Laplace transform to find solution of the given ODE.

Note: This method is applicable to both homogeneous and non-


homogeneous ODE’s. However, for non-homogeneous ODE’s the function
𝑓 𝑡 on the right hand side of the equation in standard form must possess
Laplace transform.
I.V.P Algebraic Expression

Inverse
Laplace
Laplace transform transform

Solution to
Algebraic Equation I.V.P.
Examples & Exercise
𝑑𝑦
1. + 𝑦 = sin 3𝑡 ; 𝑦 0 = 2
𝑑𝑡

𝑑2 𝑦 𝑑𝑦
2. + 5 + 6𝑦 = 1 + 𝑒 −𝑡 ; 𝑦 0 = 0, 𝑦 ′ 0 = 0
𝑑𝑡 2 𝑑𝑡

𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
3. 2 3 + 3 2 −3 − 2𝑦 = 𝑒 −𝑡 ; 𝑦 0 = 0, 𝑦 ′ 0 = 0, 𝑦 ′′ 0 = 1
𝑑𝑡 𝑑𝑡 𝑑𝑡
Practice Questions
Book: Differential Equations and Boundary value problems (7th Edition)
by Dennis G. Zill & Michael R. Cullen
Chapter: 7
Exercise: 7.2
Q # 31 to Q # 42.

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