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Laplace Transforms

Laplace transforms are invaluable for any engineer’s mathematical


toolbox as they make solving linear ODEs and related initial value
problems, as well as systems of linear ODEs, much easier.

 Applications abound: electrical networks, springs,


mixing problems, signal processing, and other areas of
engineering and physics.

 The process of solving an ODE using the Laplace transform


method consists of three steps, shown schematically in Fig.1:
Fig. 1. Solving an IVP by Laplace transforms

 The key motivation for learning about Laplace transforms is


that the process of solving an ODE is simplified to an
algebraic problem (and transformations). This type of
mathematics that converts problems of calculus to
algebraic problems is known as operational calculus.
1.Definition of the Laplace transform:
Definition: Given a function f(t), t > 0, its Laplace transform
F(s) = Lf(t) is defined as:

We say the transform converges if the limit exists,


and diverges if not. Next we will give examples on
computing the Laplace transform of given functions
by definition.
First Shifting Theorem (s-Shifting)

Notation
Original functions depend on t and their transforms
on s—keep this in mind! Original functions are
denoted by lowercase letters and their transforms
by the same letters in capital, so that 𝐹(𝑠) denotes
the transform of 𝑓(𝑡) , and 𝑌(𝑠) denotes the
transform of 𝑦(𝑡), and so on.
Example 1: Find Laplace transformation for f(t) = 1
for t > 0.
Example 2: Find Laplace transformation for
f(t) = 𝒆𝒂𝒕 for t > 0.
Example3: Find Laplace transformation for f(t)= 𝒕𝒏
for n ≥ 1(integer).
Solution:
So we get a recursive relation
Example 4: Find the Laplace transform of
sin at and cos at.
Solution:
Method 1. Compute by definition, with
integration-by-parts, twice.
Method 2. Use the Euler's formula

eiat = cos at + i sin at L{eiat} = L{cos at} + i L{sin at}


By Example 2 we have

Comparing the real and imaginary parts, we get


Example 5: Find the Laplace transform of
We do this by definition:
Properties of Laplace transform

1- Linearity: L{c1f(t) + c2g(t)} = c1L{f(t)} + c2L{g(t)}.

2- First derivative: L{f '(t)} = s L{f(t)} - f(0).

3-Second derivative: L{f "(t)} = s2L{f(t)} – s f(0) – f '(0).


4-Higher order derivative :
Example 6:
Example 7:
Exercises
1. Find the Laplace transform of the following
functions. (a) f(t) = 4t2 − 2t + 3
(b) f(t) = 3 sin 5t − 2 cos 3t
(c) f(t) = 3e2t + 5e−3t
(d) f(t) = e−2t (4 cos 5t + 3 sin 5t)
(e) f(t) = t3e2t + 2te−t
(f) f(t) = (1 + e3t)2
(g) L{cos2 t}
(g) L{sin 2t cos 2t}
(i)-L{sin 3t cos 4t}

2- Evaluate both L{sinh 9t} and L{cosh 7t}.

3- Evaluate both:

a) L(t e2t sin 3t) (b) L(t e−3t cos 2t)


Inverse Laplace transform
Definition:

-1
L {F(s)} = f(t) ; if F(s) = L{f(t)}
There are four main ways to evaluate inverse
Laplace transformation :

1- Direct method

2-Completed square method


3-Partial fraction method
4-Convolution theorem

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