Lect9-Laplace Dan Aplikasi

LAPLACE METHOD AND
APPLICATION
Riswanti Sigalingging, STP, M.Si, Ph.D Teknik Simulasi dan Pemodelan CODE :TEP 4 222 1
Ch 6.1: Definition of Laplace Transform
• Many practical engineering problems involve mechanical or electrical systems acted

upon by discontinuous or impulsive forcing terms.
• In this chapter we use the Laplace transform to convert a problem for an unknown
function f into a simpler problem for F, solve for F, and then recover f from its
transform F.
• Given a known function K(s,t), an integral transform of a function f is a relation of the
form

F (s)   K (s, t ) f (t )dt,       

Riswanti Sigalingging, STP, M.Si, Ph.D Teknik Simulasi dan Pemodelan CODE :TEP 4 222
The Laplace Transform
• Let f be a function defined for t  0, and satisfies certain conditions to be named
later.
• The Laplace Transform of f is defined as

L f (t )  F ( s)   e  st f (t )dt
0
• Thus the kernel function is K(s,t) = e-st.

• Since solutions of linear differential equations with constant coefficients are based
on the exponential function, the Laplace transform is particularly useful for such
equations.
• Note that the Laplace Transform is defined by an improper integral, and thus must be
checked for convergence.
• On the next few slides, we review examples of improper integrals and piecewise
continuous functions.
Piecewise Continuous Functions
• A function f is piecewise continuous on an interval [a, b] if

this interval can be partitioned by a finite number of points
a = t0 < t1 < … < tn = b such that
(1) f is continuous on each (tk, tk+1)
(2) lim f (t )  , k  0,, n  1

t t k
(3) lim f (t )  , k  1,, n

t t k 1
• In other words, f is piecewise continuous on [a, b] if it is

continuous there except for a finite number of jump
discontinuities.
Example 3
• Consider the following piecewise-defined function f.
t 2 , 0  t 1

f (t )  3  t , 1  t  2
t  1 2  t  3

• From this definition of f, and from the graph of f below, we
see that f is piecewise continuous on [0, 3].
Example 4
• Consider the following piecewise-defined function f.
t 2  1, 0  t 1

f (t )  2  t  , 1  t  2
1
4, 2t 3

• From this definition of f, and from the graph of f below, we
see that f is not piecewise continuous on [0, 3].
Theorem 6.1.2
• Suppose that f is a function for which the following hold:

(1) f is piecewise continuous on [0, b] for all b > 0.
(2) | f(t) |  Keat when t  M, for constants a, K, M, with K, M > 0.
• Then the Laplace Transform of f exists for s > a.

L f (t )  F (s)   est f (t )dt finite
0
• Note: A function f that satisfies the conditions specified

above is said to to have exponential order as t  .
Example 5
• Let f (t) = 1 for t  0. Then the Laplace transform F(s) of f

is:

L1    e  st dt
0
b
 lim  e  st dt
b  0
 st b
e
  lim
b  s 0
1
 , s0
s
Example 6
• Let f (t) = eat for t  0. Then the Laplace transform F(s) of f

is:
  
L e at

0
e  st e at dt
b
 lim  e ( s a )t dt
b  0
( s  a ) t b
e
  lim
b  s  a
0
1
 , sa
sa
Example 7
• Let f (t) = sin(at) for t  0. Using integration by parts twice,

the Laplace transform F(s) of f is found as follows:

F ( s )  L sin( at)    e sin atdt  lim  e  st sin atdt
b
 st
0 b  0
 s b  st 
 lim  (e cos at) / a   e cos at 
 st b
b 
 0 a 0 
  lim  e  st cos at 

1 s b
a a b  0 
1 s   st s b  st 
  lim (e sin at) / a   e sin at 
b
a a b   0 a 0 
1 s2 a
  2 F ( s)  F (s)  2 , s0
a a
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Teknik Simulasi dan Pemodelan
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Linearity of the Laplace Transform
• Suppose f and g are functions whose Laplace transforms

exist for s > a1 and s > a2, respectively.
• Then, for s greater than the maximum of a1 and a2, the
Laplace transform of c1 f (t) + c2g(t) exists. That is,
L c1 f (t )  c2 g (t )    est c1 f (t )  c2 g (t )dt is finite


0
with
 
L c1 f (t )  c2 g (t )   c1  e  st
f (t )dt  c2  e  st g (t )dt
0 0
 c1 L f (t )  c2 Lg (t )
Example 8
• Let f (t) = 5e-2t - 3sin(4t) for t  0.

• Then by linearity of the Laplace transform, and using results
of previous examples, the Laplace transform F(s) of f is:
F ( s)  L{ f (t )}
 L5e  2t  3 sin( 4t ) 
 5Le  2t  3L sin( 4t ) 
5 12
  2 , s0
s  2 s  16
Ch 6.2: Solution of Initial Value Problems (IVP)
• The Laplace transform is named for the French mathematician Laplace, who studied
this transform in 1782.
• The techniques described in this chapter were developed primarily by Oliver Heaviside
(1850-1925), an English electrical engineer.
• In this section we see how the Laplace transform can be used to solve initial value
problems for linear differential equations with constant coefficients.
• The Laplace transform is useful in solving these differential equations because the
transform of f ' is related in a simple way to the transform of f, as stated in Theorem
6.2.1.
Theorem 6.2.1

(1) f is continuous and f ' is piecewise continuous on [0, b] for all b > 0.
(2) | f(t) |  Keat when t  M, for constants a, K, M, with K, M > 0.
• Then the Laplace Transform of f ' exists for s > a, with
L f (t )  sL f (t ) f (0)
• Proof (outline): For f and f ' continuous on [0, b], we have
lim  e f (t )dt  lim e f (t )   ( s)e  st f (t )dt 


b b b
 st  st
b  0 b  
 0 0 
 lim e f (b)  f (0)  s  e  st f (t )dt 

 b
 sb
b  
 0 
• Similarly for f ' piecewise continuous on [0, b], see text.
The Laplace Transform of f '
• Thus if f and f ' satisfy the hypotheses of Theorem 6.2.1, then
L f (t )  sL f (t ) f (0)
• Now suppose f ' and f '' satisfy the conditions specified for f and f ' of Theorem
6.2.1. We then obtain
L f (t )  sL f (t ) f (0)
 ssL f (t ) f (0)  f (0)
 s 2 L f (t ) sf (0)  f (0)
• Similarly, we can derive an expression for L{f (n)}, provided f and its derivatives
satisfy suitable conditions. This result is given in Corollary 6.2.2
Corollary 6.2.2

(1) f , f ', f '' ,…, f (n-1) are continuous, and f (n) piecewise continuous, on [0, b] for all b > 0.
(2) | f(t) |  Keat, | f '(t) |  Keat , …, | f (n-1)(t) |  Keat for t  M, for constants a, K, M, with K,
M > 0.
Then the Laplace Transform of f (n) exists for s > a, with
 
L f ( n ) (t )  s n L f (t ) s n 1 f (0)  s n2 f (0)    sf ( n 2) (0)  f ( n 1) (0)
Example 1: Chapter 3 Method (1 of 4)
• Consider the initial value problem

y  5 y  6 y  0, y0  2, y0  3
• Recall from Section 3.1:
y(t )  e rt  r 2  5r  6  0  r  2r  3  0
• Thus r1 = -2 and r2 = -3, and general solution has the form
y (t )  c1e 2 t  c2 e 3t
• Using initial conditions:
c1  c2  2
  c1  9, c2  7
 2c1  3c2  3 
• Thus
y (t )  9e 2 t  7e 3t
• We now solve this problem using Laplace Transforms.
y  5 y  6 y  0, y0  2, y0  3
Example 1: Laplace Tranform Method (2 of 4)
• Assume that our IVP has a solution  and that '(t) and ''(t) satisfy the conditions of
Corollary 6.2.2. Then
L{ y  5 y  6 y}  L{ y}  5L{ y}  6L{ y}  L{0}  0
and hence
s L{ y}  sy(0)  y(0) 5sL{ y}  y(0) 6L{ y}  0
2
• Letting Y(s) = L{y}, we have

s 2

 5s  6 Y ( s)  s  5 y (0)  y(0)  0
• Substituting in the initial conditions, we obtain
s 2  5s  6Y (s)  2s  5  3  0
• Thus 2s  13
L{ y}  Y ( s) 
s  3s  2
Example 1: Partial Fractions (3 of 4)
• Using partial fraction decomposition, Y(s) can be rewritten:
2 s  13 A B
 
s  3s  2 s  3 s  2
2 s  13  As  2   Bs  3
2 s  13  ( A  B) s  (2 A  3B)
A  B  2, 2 A  3B  13
A  7, B  9
• Thus
7 9
L{ y}  Y ( s)   
s  3 s  2
Example 1: Solution (4 of 4)
• Recall from Section 6.1:
   F ( s)  
L e at
0

0

e e dt   e ( s a )t dt 
 st at 1
sa
, sa
• Thus
7 9
Y ( s)     7 L{e 3t }  9 L{e 2t }, s  2,
s  3 s  2
• Recalling Y(s) = L{y}, we have
L{ y}  L{7e 3t  9e 2t }
and hence
y(t )  7e 3t  9e 2t
Inverse Problem
• The main difficulty in using the Laplace transform method is determining the
function y = (t) such that L{(t)} = Y(s).
• This is an inverse problem, in which we try to find  such that (t) = L-1{Y(s)}.
• There is a general formula for L-1, but it requires knowledge of the theory of
functions of a complex variable, and we do not consider it here.
• It can be shown that if f is continuous with L{f(t)} = F(s), then f is the unique
continuous function with f (t) = L-1{F(s)}.
• Table 6.2.1 in the text lists many of the functions and their transforms that are
encountered in this chapter.
Linearity of the Inverse Transform
• Frequently a Laplace transform F(s) can be expressed as

F ( s)  F1 ( s)  F2 ( s)    Fn ( s)
• Let
f1 (t )  L1F1 (s),, f n (t )  L1Fn (s)
• Then the function
f (t )  f1 (t )  f 2 (t )    f n (t )
has the Laplace transform F(s), since L is linear.
• By the uniqueness result of the previous slide, no other continuous function f has the
same transform F(s).
• Thus L-1 is a linear operator with f (t )  L1F (s)  L1F1 (s)   L1Fn (s)
Example 2
• Find the inverse Laplace Transform of the given function.

2
Y ( s) 
s
• To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
2 1
Y ( s )   2 
s s
• Using Table 6.2.1,
2 1  1 
L Y ( s)  L    2 L    21  2
1 1
s s
• Thus
y (t )  2
Example 3

3
Y ( s) 
s 5
3  1 
Y (s)   3 
s 5  s 5

 3  1  1 
L Y ( s )  L 
1 1
  3 L    3e 5t
 s  5   s  5 
• Thus
y (t )  3e5t
Example 4

6
Y ( s) 
s4
6 3!
Y ( s)  4  4
s s
 3! 
L1Y ( s )  L1  4   t 3
s 
• Thus
y(t )  t 3
Example 5

8
Y ( s)  3
s
8  8  2!   2 ! 
Y ( s )  3    3   4 3 
s  2!  s   s 

  2 !   2!
L1Y ( s )  L1 4 3   4 L1  3   4t 2
  s  s 
• Thus
y (t )  4t 2
Example 6

4s  1
Y ( s)  2
s 9
4s  1  s  1 3 
Y ( s)   4    2
s 9  s  9  3  s  9 

2 2

 s  1 1  3 
L Y ( s)  4 L  2
1 1 1
 L  2   4 cos3t  sin 3t
s  9 3 s  9 3
• Thus y(t )  4 cos3t  1 sin 3t

3
Example 7

4s  1
Y ( s)  2
s 9
4s  1  s  1 3 
Y ( s)   4    2
s 9  s  9  3  s  9 

2 2

1  s  1 1  3 
L Y ( s)  4 L  2
1 1
 L  2   4 cosh3t  sinh 3t
s  9 3 s  9 3
• Thus 1
y(t )  4 cosh3t  sinh 3t
3
Example 8

10
Y (s)  
s  13
10 10  2!   2! 
Y (s)     3
 5 3
s  13
2!  s  1   s  1 

 2! 
L Y ( s )  5 L 
1 1
  5t 2 t
e
 s  1 
3
• Thus
y (t )  5t 2e t
Example 9
• For the function Y(s) below, we find y(t) = L-1{Y(s)} by using a

partial fraction expansion, as follows.
3s  1 3s  1 A B
Y ( s)  2   
s  s  12 ( s  4)( s  3) s  4 s  3
3s  1  A( s  3)  B( s  4)
3s  1  ( A  B) s  (4 B  3 A)
A  B  3, 4 B  3 A  1
A  11 / 7, B  10 / 7
11  1  10  1  11  4t 10 3t
Y ( s)        y (t )  e  e
7  s  4  7  s  3 7 7
Ch 6.3: Step Functions
• Some of the most interesting elementary applications of the Laplace Transform

method occur in the solution of linear equations with discontinuous or impulsive
forcing functions.
• In this section, we will assume that all functions considered are piecewise
continuous and of exponential order, so that their Laplace Transforms all exist, for s
large enough.
Step Function definition
• Let c  0. The unit step function, or Heaviside function, is

defined by
0, t  c
uc (t )  
1, t  c
• A negative step can be represented by
1, t  c
y (t )  1  uc (t )  
0, t  c
Example 1
• Sketch the graph of
h(t )  u (t )  u2 (t ), t  0
• Solution: Recall that uc(t) is defined by
0, t  c
uc (t )  
1, t  c
• Thus
0, 0  t  

h(t )  1,   t  2
0 2  t  

and hence the graph of h(t) is a rectangular pulse.
Laplace Transform of Step Function
• The Laplace Transform of uc(t) is
 
Luc (t )   e uc (t )dt   e  st dt
 st
0 c
 1  st b

 lim  e dt  lim   e
b
 st
b  c b 

 s c

 e bs e cs 
 lim   
b 
 s s 
e cs

s
Translated Functions
• Given a function f (t) defined for t  0, we will often want to consider the related
function g(t) = uc(t) f (t - c):
 0, tc
g (t )  
 f (t  c), t  c
• Thus g represents a translation of f a distance c in the positive t direction.
• In the figure below, the graph of f is given on the left, and the graph of g on the right.
Example 2
• Sketch the graph of
g (t )  f (t  1)u1 (t ), where f (t )  t 2 , t  0.
• Solution: Recall that uc(t) is defined by
0, t  c
uc (t )  
1, t  c
• Thus
0, 0  t 1
g (t )  
(t  1) 2
, t 1
and hence the graph of g(t) is a shifted parabola.

Theorem 6.3.1
• If F(s) = L{f (t)} exists for s > a  0, and if c > 0, then
Luc (t ) f (t  c)  ecs L f (t )  ecs F (s)
• Conversely, if f (t) = L-1{F(s)}, then


uc (t ) f (t  c)  L1 ecs F (s) 
• Thus the translation of f (t) a distance c in the positive t direction
corresponds to a multiplication of F(s) by e-cs.
Theorem 6.3.1: Proof Outline
• We need to show
Luc (t ) f (t  c)  ecs F (s)
• Using the definition of the Laplace Transform, we have

L uc (t ) f (t  c)   e  st uc (t ) f (t  c)dt
0

  e  st f (t  c)dt
c
u t  c 
 
0
e  s (u  c ) f (u )du


 cs
e e  su f (u )du
0
 e cs F ( s)
Example 3
• Find the Laplace transform of
0, 0  t 1
f (t )  
(t  1) 2
, t 1
• Solution: Note that

f (t )  (t  1) 2 u1 (t )
• Thus 2e  s
 2

L f (t )  L u1 (t )(t  1)  e L t  3
s
s

2
Example 4
• Find L{ f (t)}, where f is defined by
sin t , 0t  /4
f (t )  
sin t  cos(t   / 4), t   / 4
• Note that f (t) = sin(t) + u/4(t) cos(t - /4), and

L f (t )  Lsin t Lu / 4 (t ) cos(t   / 4)
 Lsin t e  s / 4 Lcos t
1 s
 2  e  s / 4 2
s 1 s 1
1  se  s / 4

s2 1
Example 5
• Find L-1{F(s)}, where

3  e 7 s
F ( s) 
s4
• Solution:
 3  1  e 
7 s
1
f (t )  L  4   L  4 
s   s 
1 1  3!  1 1  7 s 3! 
 L  4   L e  4 
2 s  6  s 
 t 3  u7 (t )t  7 
1 1 3
2 6
Theorem 6.3.2
• If F(s) = L{f (t)} exists for s > a  0, and if c is a constant,
then
Lect f (t )  F ( s  c), s  a  c
• Conversely, if f (t) = L-1{F(s)}, then
ect f (t )  L1F ( s  c)

• Thus multiplication f (t) by ect results in translating F(s) a
distance c in the positive t direction, and conversely.
• Proof Outline:
   
L e f (t )   e e f (t )dt   e( s c )t f (t )dt  F (s  c)
ct
0
 st ct
0
Example 4
• Find the inverse transform of
s 1
G( s) 
s 2  2s  5
• To solve, we first complete the square:
G( s)  2
s 1
 2
s 1

s  1

s  2s  5 s  2s  1  4 s  12  4
• Since
 s 
f (t )  L F ( s)  L  2
1 1
  cos2t 
s  4
it follows that
L1G( s)  L1F ( s  1)  e t f (t )  e t cos2t 
Example 10
• For the function Y(s) below, we find y(t) = L-1{Y(s)} by completing the square in the
denominator and rearranging the numerator, as follows.
4s  10 4s  10 4s  12  2
Y ( s)   
 
s 2  6s  10 s 2  6s  9  1 s  32  1
4s  3  2  s 3   1 
  4   2
s  3  1  s  3  1  s  32  1
2 2
• Using Table 6.1, we obtain

y(t )  4e3t cost  2e3t sin t
Example 11: Initial Value Problem (1 of 2)

y  8 y  25 y  0, y0  0, y0  6
• Taking the Laplace transform of the differential equation, and assuming the
conditions of Corollary 6.2.2 are met, we have
s L{ y}  sy(0)  y(0) 8 sL{ y}  y(0) 25L{ y}  0
2

s 2

 8s  25 Y ( s)  s  8 y(0)  y(0)  0
s 2

 8s  25 Y ( s)  6  0
• Thus 6
L{ y}  Y ( s) 
s 2  8s  25
• Completing the square, we obtain
6 6
Y ( s)  

s 2  8s  25 s 2  8s  16  9 
• Thus
 3 
Y ( s)  2  
  s  4 2
 9 
• Using Table 6.2.1, we have
L1Y ( s)  2 e 4t sin 3t
• Therefore our solution to the initial value problem is

y (t )  2 e sin 3t
4t
Example 12: Nonhomogeneous Problem (1 of 2)

y  y  sin 2t, y0  2, y0  1
• Taking the Laplace transform of the differential equation, and assuming
the conditions of Corollary 6.2.2 are met, we have
s L{ y}  sy(0)  y(0) L{ y}  2 /(s
2 2
 4)
s 2

 1 Y ( s)  sy (0)  y(0)  2 /( s 2  4)
s 2

 1 Y ( s)  2s  1  2 /( s 2  4)
• Thus 2 s 3  s 2  8s  6
Y ( s)  2
( s  1)( s 2  4)
• Using partial fractions,

2s 3  s 2  8s  6 As  B Cs  D
Y ( s)  2  2  2
( s  1)( s  4)
2
s 1 s  4
• Then
  
2s 3  s 2  8s  6   As  B  s 2  4  Cs  D  s 2  1
 ( A  C ) s 3  ( B  D) s 2  (4 A  C ) s  (4 B  D)
• Solving, we obtain A = 2, B = 5/3, C = 0, and D = -2/3. Thus

2s 5/3 2/3
Y ( s)  2  2  2
s 1 s 1 s  4
• Hence 5 1
y(t )  2 cost  sin t  sin 2t
3 3
Ch 6.4: Differential Equations with Discontinuous Forcing
Functions
• In this section, we focus on examples of nonhomogeneous initial value
problems in which the forcing function is discontinuous.
ay  by  cy  g (t ), y0  y0 , y0  y0
Example 1: Initial Value Problem (IVP) (1 of 12)
• Find the solution to the initial value problem

2 y  y  2 y  g (t ), y (0)  0, y(0)  0
where
1, 5  t  20
g (t )  u5 (t )  u20 (t )  
0, 0  t  5 and t  20
• Such an initial value problem might model the response of a damped oscillator subject
to g(t), or current in a circuit for a unit voltage pulse.
2 y  y  2 y  u5 (t )  u20 (t ), y (0)  0, y(0)  0
Example 1: Laplace Transform (2 of 12)

• Assume the conditions of Corollary 6.2.2 are met. Then
2 L{ y}  L{ y}  2 L{ y}  L{u5 (t )}  L{u20 (t )}
or
 
2s L{ y}  2sy (0)  2 y(0)  sL{ y}  y(0)  2 L{ y} 
2 e 5 s  e 20s
s
• Letting Y(s) = L{y},
2s 2
 
 s  2 Y ( s)  2s  1 y(0)  2 y(0)  e 5 s  e 20s s 
2s 2
 
 s  2 Y ( s)  e 5 s  e 20s s 
• Thus
Y ( s) 
e  e  5 s 20s
s2s  s  2 2
Example 1: Factoring Y(s) (3 of 12)
• We have
Y ( s) 
e  e   e
5 s 20s
5 s

 e 20s H ( s)
s2s  s  2
2
where
1
H ( s) 

s 2s 2  s  2 
• If we let h(t) = L-1{H(s)}, then
y   (t )  u5 (t )h(t  5)  u20 (t )h(t  20)
by Theorem 6.3.1.
• Thus we examine H(s), as follows.

1 A Bs  C
H ( s)    2

s 2s  s  2
2

s 2s  s  2
• This partial fraction expansion yields the equations

(2 A  B) s 2  ( A  C ) s  2 A  1
 A  1 / 2, B  1, C  1 / 2
• Thus
1/ 2 s 1/ 2
H ( s)   2
s 2s  s  2
Example 1: Completing the Square (5 of 12)
• Completing the square,

1/ 2 s 1/ 2
H (s)   2
s 2s  s  2
1/ 2 1  s 1/ 2 
   2
s 2  s  s / 2  1
1/ 2 1  s 1/ 2 
   2
s 2  s  s / 2  1 / 16  15 / 16 
1/ 2 1  s 1/ 2 
   
s 2  s  1 / 42  15 / 16 
1 / 2 1  s  1 / 4   1 / 4 
   
s 2  s  1 / 42  15 / 16 
• Thus
1 / 2 1  s  1 / 4  1 / 4 
H ( s)    
s 2  s  1 / 42  15 / 16 

1/ 2 1 
 
s  1 / 4  1  15 / 4 
  
s 2  s  1 / 4  15 / 16  2 15  s  1 / 42  15 / 16 
2
and hence
1 1 t / 4  15  1  15 
h(t )  L {H ( s)}   e cos
1
t   e sin 
t / 4
t 
2 2  4  2 15  4 
• For h(t) as given above, and recalling our previous results, the solution to the initial
value problem is then
 (t )  u5 (t )h(t  5)  u20 (t )h(t  20)
Example 1: Solution Graph (7 of 12)
• Thus the solution to the initial value problem is

 (t )  u5 (t )h(t  5)  u20 (t )h(t  20), where
1 1 t / 4
h(t )   e cos 15t 4 
2 2
 1
2 15

e t / 4 sin 15t 4  
• The graph of this solution is given below.

y  4 y  g (t ), y (0)  0, y(0)  0
where
0, 0t 5
t 5 t  10 
g (t )  u5 (t )  u10 (t )  t  5 5 5  t  10
5 5 1,
 t  10
• The graph of forcing function

g(t) is given on right, and is
known as ramp loading.
t 5 t  10
y  4 y  u5 (t )  u10 (t ) , y(0)  0, y(0)  0
5 5
• Assume that this ODE has a solution y = (t) and that '(t)
and ''(t) satisfy the conditions of Corollary 6.2.2. Then
L{ y}  4 L{ y}  L{u5 (t )t  5} 5  L{u10 (t )t  10 } 5

or
s L{ y}  sy (0)  y(0)  4 L{ y} 
2

e 5 s  e 10s
5s 2
• Letting Y(s) = L{y}, and substituting in initial conditions,

s 2

 4 Y ( s)  e  5 s
e 10s
 5s 2
• Thus Y ( s) 
e 5 s
 e 10s 

5s 2 s 2  4 
• We have
Y ( s) 
e 5 s
 e 10s


e 5 s  e 10s

5s s  4
2 2
 5
H ( s)
where
1
H ( s) 

s2 s2  4 
y   (t )  u5 (t )h(t  5)  u10 (t )h(t  10)

1
5
by Theorem 6.3.1.

A B Cs  D
1
H ( s)  2 2   2 2
s s 4 s s s 4
( A  C ) s 3  ( B  D) s 2  4 As  4 B  1
 A  0, B  1 / 4, C  0, D  1 / 4
• Thus
1/ 4 1/ 4
H ( s)  2  2
s s 4
Ch 6.4: Differential Equations with Discontinuous Forcing
Functions
• In this section, we focus on examples of nonhomogeneous
initial value problems in which the forcing function is
discontinuous.
ay  by  cy  g (t ), y0  y0 , y0  y0

2 y  y  2 y  g (t ), y (0)  0, y(0)  0
where
1, 5  t  20
g (t )  u5 (t )  u20 (t )  
0, 0  t  5 and t  20
• Such an initial value problem might model the response of a
damped oscillator subject to g(t), or current in a circuit for a
unit voltage pulse.
2 y  y  2 y  u5 (t )  u20 (t ), y (0)  0, y(0)  0
• Assume the conditions of Corollary 6.2.2 are met. Then

2 L{ y}  L{ y}  2 L{ y}  L{u5 (t )}  L{u20 (t )}
or
 
2s L{ y}  2sy (0)  2 y(0)  sL{ y}  y(0)  2 L{ y} 
2 e 5 s  e 20s
s
• Letting Y(s) = L{y},
2s 2
 
 s  2 Y ( s)  2s  1 y(0)  2 y(0)  e 5 s  e 20s s 
2s 2
 
 s  2 Y ( s)  e 5 s  e 20s s 
• Thus
Y ( s) 
e  e  5 s 20s
Riswanti Sigalingging, STP, M.Si, Ph.D s2s  s  2 2

Teknik Simulasi dan Pemodelan CODE :TEP 4 222
• We have
Y ( s) 
e  e   e
5 s 20s
5 s

 e 20s H ( s)
s2s  s  2
2
where
1
H ( s) 

s 2s 2  s  2 
y   (t )  u5 (t )h(t  5)  u20 (t )h(t  20)
by Theorem 6.3.1.

1 A Bs  C
H ( s)    2

s 2s  s  2
2

s 2s  s  2

(2 A  B) s 2  ( A  C ) s  2 A  1
 A  1 / 2, B  1, C  1 / 2
• Thus
1/ 2 s 1/ 2
H ( s)   2
s 2s  s  2
Example 1: Completing the Square (5 of 12)
• Completing the square,

1/ 2 s 1/ 2
H (s)   2
s 2s  s  2
1/ 2 1  s 1/ 2 
   2
s 2  s  s / 2  1
1/ 2 1  s 1/ 2 
   2
s 2  s  s / 2  1 / 16  15 / 16 
1/ 2 1  s 1/ 2 
   
s 2  s  1 / 42  15 / 16 
1 / 2 1  s  1 / 4   1 / 4 
   
s 2  s  1 / 42  15 / 16 
• Thus
1 / 2 1  s  1 / 4  1 / 4 
H ( s)    
s 2  s  1 / 42  15 / 16 

1/ 2 1 
 
s  1 / 4  1  15 / 4 
  
s 2  s  1 / 4  15 / 16  2 15  s  1 / 42  15 / 16 
2
and hence
1 1 t / 4  15  1  15 
h(t )  L {H ( s)}   e cos
1
t   e sin 
t / 4
t 
2 2  4  2 15  4 
• For h(t) as given above, and recalling our previous results,

the solution to the initial value problem is then
 (t )  u5 (t )h(t  5)  u20 (t )h(t  20)
Example 1: Solution Graph (7 of 12)

 (t )  u5 (t )h(t  5)  u20 (t )h(t  20), where
1 1 t / 4
h(t )   e cos 15t 4 
2 2
 1
2 15

e t / 4 sin 15t 4  

y  4 y  g (t ), y (0)  0, y(0)  0
where
0, 0t 5
t 5 t  10 
g (t )  u5 (t )  u10 (t )  t  5 5 5  t  10
5 5 1,
 t  10
• The graph of forcing function

g(t) is given on right, and is
known as ramp loading.
t 5 t  10
y  4 y  u5 (t )  u10 (t ) , y(0)  0, y(0)  0
5 5
• Assume that this ODE has a solution y = (t) and that '(t)
and ''(t) satisfy the conditions of Corollary 6.2.2. Then
L{ y}  4 L{ y}  L{u5 (t )t  5} 5  L{u10 (t )t  10 } 5

or
s L{ y}  sy (0)  y(0)  4 L{ y} 
2

e 5 s  e 10s
5s 2
• Letting Y(s) = L{y}, and substituting in initial conditions,

s 2

 4 Y ( s)  e  5 s
e 10s
 5s 2
• Thus
Y ( s) 
e 5 s
 e 10s 
5 s 
2 2
s 4 
Teknik Simulasi dan Pemodelan CODE :TEP 4 222
• We have
Y ( s) 
e 5 s
 e 10s


e 5 s  e 10s

5s s  4
2 2
 5
H ( s)
where
1
H ( s) 

s2 s2  4 
y   (t )  u5 (t )h(t  5)  u10 (t )h(t  10)

1
5
by Theorem 6.3.1.

A B Cs  D
1
H ( s)  2 2   2 2
s s 4 s s s 4
( A  C ) s 3  ( B  D) s 2  4 As  4 B  1
 A  0, B  1 / 4, C  0, D  1 / 4
• Thus
1/ 4 1/ 4
H ( s)  2  2
s s 4
• Thus
1/ 4 1/ 4
H (s)   2
s 2
s 4
1 1  1 2 
  2  2
4  s  8  s  4 
and hence
h(t )  L1{H ( s)}  t  sin 2t 
1 1
4 8
• For h(t) as given above, and recalling our previous results,

the solution to the initial value problem is then
y   (t )  u5 (t )h(t  5)  u10 (t )h(t  10)
1
5 Teknik Simulasi dan Pemodelan CODE :TEP 4 222
Example 2: Graph of Solution (6 of 12)

1
 (t )  u5 (t )h(t  5)  u10 (t )h(t  10), where
5
h(t )  t  sin 2t 
1 1
4 8
• Thus
1/ 4 1/ 4
H (s)  2  2
s s 4
1 1  1 2 
  2  2
4  s  8  s  4 
and hence
h(t )  L1{H ( s)}  t  sin 2t 
1 1
4 8
• For h(t) as given above, and recalling our previous results, the solution to the initial
value problem is then
y   (t )  u5 (t )h(t  5)  u10 (t )h(t  10)
1
5
Example 2: Graph of Solution (6 of 12)

1
 (t )  u5 (t )h(t  5)  u10 (t )h(t  10), where
5
h(t )  t  sin 2t 
1 1
4 8
Ch 6.6: The Convolution Integral
• Sometimes it is possible to write a Laplace transform H(s) as

H(s) = F(s)G(s), where F(s) and G(s) are the transforms of
known functions f and g, respectively.
• In this case we might expect H(s) to be the transform of the
product of f and g. That is, does
H(s) = F(s)G(s) = L{f }L{g} = L{f g}?
• On the next slide we give an example that shows that this
equality does not hold, and hence the Laplace transform
cannot in general be commuted with ordinary multiplication.
• In this section we examine the convolution of f and g, which
can be viewed as a generalized product, and one for which
the Laplace transform does commute.
Example 1
• Let f (t) = 1 and g(t) = sin(t). Recall that the Laplace

Transforms of f and g are
L f (t )  L1   , L g (t )   Lsin t   2
1 1
s s 1
• Thus
L f (t ) g (t )  Lsin t  
1
s2 1
and
L f (t ) L g (t )   2
1

s s 1 
• Therefore for these functions it follows that
L f (t ) g (t )  L f (t ) L g (t ) 
Theorem 6.6.1
• Suppose F(s) = L{f (t)} and G(s) = L{g(t)} both exist for
s > a  0. Then H(s) = F(s)G(s) = L{h(t)} for s > a, where
t t
h(t )   f (t   ) g ( )d  f ( ) g (t   )d
0 0
• The function h(t) is known as the convolution of f and g and

the integrals above are known as convolution integrals.
• Note that the equality of the two convolution integrals can be

seen by making the substitution u = t - .
• The convolution integral defines a “generalized product”
and can be written as h(t) = ( f *g)(t). See text for more
details.
Example 2
• Find the Laplace Transform of the function h given below.

t
h(t )   (t   ) sin 2d
0
• Solution: Note that f (t) = t and g(t) = sin2t, with

1
F ( s )  L{ f (t )}  L{t}  2
s
2
G ( s )  L{g (t )}  L{sin 2t}  2
s 4
• Thus by Theorem 6.6.1,

Lh(t )  H ( s)  F (s)G( s) 
2

s2 s2  4 
Example 3: Find Inverse Transform (1 of 2)
• Find the inverse Laplace Transform of H(s), given below.

2
H ( s)  2
s ( s  2)
• Solution: Let F(s) = 2/s2 and G(s) = 1/(s - 2), with
f (t )  L1F ( s )  2t
g (t )  L1G ( s )  e 2t
• Thus by Theorem 6.6.1,

L H ( s)  h(t )  2 (t   )e 2 d
t
1
0
Example 3: Solution h(t) (2 of 2)
• We can integrate to simplify h(t), as follows.

t t t
h(t )  2 (t   )e d  2 t  e d  2  e 2 d
2 2
0 0 0

  e   e 2 d 
t
2 t 2 t
 te
0  0 0 
  1
 t e 2t  1  t e 2t  e 2t  1 


 2 
1 1
 te 2t  t  t e 2t  e 2t 
2 2
1 2t 1
 e t 
2 2
Input-Output Problem (1 of 3)
• Consider the general initial value problem

ay  by  cy  g (t ), y (0)  y0 , y(0)  y0
• This IVP is often called an input-output problem. The coefficients a, b, c describe
properties of physical system, and g(t) is the input to system. The values y0 and y0'
describe initial state, and solution y is the output at time t.
• Using the Laplace transform, we obtain
 
a s 2Y ( s)  sy (0)  y(0)  bsY ( s)  y(0)  cY ( s)  G( s)
or
(as  b) y0  ay0 G( s)
Y ( s)    Φ( s )  Ψ ( s )
as  bs  c
2
as  bs  c
2
ay  by  cy  g (t ), y (0)  y0 , y(0)  y0
Laplace Transform of Solution (2 of 3)
• We have
(as  b) y0  ay0 G( s)
Y ( s)    Φ( s )  Ψ ( s )
as  bs  c
2
as  bs  c
2
• As before,  (s) depends only on system coefficients and initial conditions, while  (s)
depends only on system coefficients and forcing function g(t).
• Further, (t) = L-1{ (s)} solves the homogeneous IVP
ay  by  cy  0, y(0)  y0 , y(0)  y0
while (t) = L-1{ (s)} solves the nonhomogeneous IVP
ay  by  cy  g (t ), y(0)  0, y(0)  0
Transfer Function (3 of 3)
• Examining  (s) more closely,

G( s ) 1
Ψ ( s)  2  H (s)G(s), where H (s)  2
as  bs  c as  bs  c
• As before, H(s) is the transfer function, and depends only on system coefficients, while
G(s) depends only on external excitation g(t) applied to system.
• Thus if G(s) = 1, then g(t) = (t) and hence h(t) = L-1{H(s)} solves the nonhomogeneous
IVP
ay  by  cy   (t ), y(0)  0, y(0)  0
• Thus h(t) is response of system to unit impulse applied at t = 0, and hence h(t) is called
the impulse response of system, with
 (t )  L H ( s)G(s)   h(t   ) g ( )d
t
1
0
Aplikasi pada Elastisitas Balok
Laplace Transform
 
 f (t )dt  lim  e  st f (t )dt
 st
e
0 0
t0
L f (t )  F ( s)
Laplace Transform
Problem 1:

L1   e  st (1) dt  lim e  st dt
b
0 0
b 
b
 e  st
 lim
b  s 0
 e  sb  1
 lim
b  s
1
 s0
s
Linear Transform
L f (t )   g (t )   L  f (t )  L g (t )
  F ( s)   G( s)
Laplace Transform
Problem 2: Evaluate L{t}

Lt   e  st (t ) dt
0
 st 
 te 1   st
 lim   e
b  s 0
s 0
11

1
1   
s ss
1
 2 s0
s
Transformation Laplace
Problem 3: Evaluate L{e-3t}
 
L{e }   e e
 3t  st 3t
dt   e ( s 3)t dt
0 0
 ( s  3) t 
e 1
  s  3
s3 0
s3
Problem 4: Evaluate L{sin2 t}
1  cos 2t  1
L{sin 2 t}  L    L1 
1
Lcos 2t
 2  2 2
11 1 s 2
  
2 s 2 s 2  4 s( s 2  4)
Problem 2:
L1 
1
s

L tn 
n!
s n 1
n  1, 2, 3, 
 
L e at 
sa
1
Lsin kt  
k
s2  k 2
Lcos kt   2
s
s  k2
Lsinh kt   2
k
s  k2
Lcosh kt   2
s
s  k2
Inverse Transform
f (t )  L-1F ( s )
1 
1  L-1  
s
 n! 
t n  L-1  n 1  n  1, 2, 3, 
s 
 1 
e at  L-1  
s  a
 k 
sin kt  L-1  2 2
s  k 
 s 
cos kt  L-1  2 2
s  k 
 k 
sinh kt  L-1  2 2
s  k 
 s 
cosh kt  L-1  2 2
s  k 
Linear Transform
L-1 F ( s)   G( s)   L-1F ( s)  L-1G( s)
Inverse Transform
Problem 1:
1
Evaluate L1  5 
s 
1 1  4!  1
n  4  L1  5   L1  5   t 4
 s  4!  s  24
Inverse Transform
Problem 2:
 1 
 s  64 
 1  1 1  8  1
k 2  64  L1  2  L  2   sin 8t
 s  64  8  s  64  8
Inverse Transform
Problem 3:
 3s  5 
s  7
 3s  5  1  s  5 1  7  5
L1  2   3L  2  L  2   3 cos 7t  sin 7t
s  7 s  7 7  s  7  7
Applications
Deflection of Beams
Axis of symmetry
Deflection of curve
Beam is assumed as a homogeneous, and has

uniform cross sections along its length
Deflection curve can be derived from
differential equation based on elasticity
concept.
Applications
Deflection of Beams
0 L
x
y(x)
y
Elasticity theory: bending moment M(x) at a point x along the

beam is related to the load per unit length w(x)
d 2M
 w( x)
dx2
M ( x)  EI
E  Young' s Modulus of elasticity
I  Moment inertia of cross section of the beam
Applications
Deflection of Beams
d 2M
2
 w( x)
dx
0 L
x M ( x)  EIk
y(x) y
k
y  
1  ( y) 2
3/ 2
E  Young' s Modulus of elasticity

I  Moment inertia of cross section of the beam

y ( x) is small  y  0  1  ( y) 2 
3/ 2
1
k  y  M  EIy
d 2M d2 d4y
2
 EI 2 y  EI 4
dx dx dx
4
d y
EI 4  w( x)
dx
Applications
Deflection of Beams
• y(0) = 0 at embedded end.

0 L • y’(0) = 0 (deflection curve is
x tangent to the x-axis at
y(x)
embedded end)
y
• y”(L) = 0, bending moment at free
end is zer0.
• y”’(L) = 0, shear force is zero at a
free end. EIy’’’ = dM/dx is the
shear force.
Applications
Determining deflection of a Beam
using Laplace Transform
w0
Wall x
L
y
A beam of length L is embedded at both ends. In this case the deflection y(x)
must satisfy: 4
d M
EI  w( x)
dx4
y (0)  0, y( L)  0, y(0)  0, y( L)  0
w( x)  w0 0 x L
Applications
 
EI s 4Y ( s )  s 3 y (0)  s 2 y ' (0)  sy(0)  y(0) 
w0
s
w0
s 4Y ( s)  sy(0)  y(0) 
EIs
c2  y(0)  Y s  
c1 c2 w0
c1  y(0)  
s 3 s 4 EIs5
 2!  c  3!  w  4! 
y x   1 L-1  3   2 L-1  4   0 L-1  5 
c
2!  s  3!  s  4! EI  s 
c c w
y ( x)  1 x 2  2 x 3  0 x 4
2 6 24 EI
Applications
y ( L)  0 y( L)  0
c c w
 1 L2  2 L3  0 L4  0
2 6 24 EI
c w
c1 L  2 L2  0 L3  0
2 6 EI
c1  w0 L / 12 EI
c2   w0 L / 2 EI
w0 L2 2 w0 L 3
x  0 x 4  0 x 2 x  L 
w w
 y ( x)  x 
2
24 EI 12 EI 24 EI 24 EI

Lect9-Laplace Dan Aplikasi

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LAPLACE METHOD AND

• Many practical engineering problems involve mechanical or electrical systems acted

• Thus the kernel function is K(s,t) = e-st.

• A function f is piecewise continuous on an interval [a, b] if

(2) lim f (t )  , k  0,, n  1

(3) lim f (t )  , k  1,, n

• In other words, f is piecewise continuous on [a, b] if it is

• Suppose that f is a function for which the following hold:

• Note: A function f that satisfies the conditions specified

• Let f (t) = 1 for t  0. Then the Laplace transform F(s) of f

• Let f (t) = eat for t  0. Then the Laplace transform F(s) of f

• Let f (t) = sin(at) for t  0. Using integration by parts twice,

• Suppose f and g are functions whose Laplace transforms

L c1 f (t )  c2 g (t )    est c1 f (t )  c2 g (t )dt is finite

• Let f (t) = 5e-2t - 3sin(4t) for t  0.

• Suppose that f is a function for which the following hold:

L f (t )  sL f (t ) f (0)

• Proof (outline): For f and f ' continuous on [0, b], we have

lim  e f (t )dt  lim e f (t )   ( s)e  st f (t )dt 

 lim e f (b)  f (0)  s  e  st f (t )dt 

• Suppose that f is a function for which the following hold:

• Consider the initial value problem

Example 1: Laplace Tranform Method (2 of 4)

• Letting Y(s) = L{y}, we have

• Frequently a Laplace transform F(s) can be expressed as

• Find the inverse Laplace Transform of the given function.

• Find the inverse Laplace Transform of the given function.

• Using Table 6.2.1,

• Find the inverse Laplace Transform of the given function.

• Find the inverse Laplace Transform of the given function.

• Using Table 6.2.1,

• Find the inverse Laplace Transform of the given function.

• Using Table 6.2.1,

• Thus y(t )  4 cos3t  1 sin 3t

• Find the inverse Laplace Transform of the given function.

• Using Table 6.2.1,

• Find the inverse Laplace Transform of the given function.

• Using Table 6.2.1,

• For the function Y(s) below, we find y(t) = L-1{Y(s)} by using a

• Some of the most interesting elementary applications of the Laplace Transform

• Let c  0. The unit step function, or Heaviside function, is

• A negative step can be represented by

and hence the graph of g(t) is a shifted parabola.

• Conversely, if f (t) = L-1{F(s)}, then

• Find the Laplace transform of

• Solution: Note that

• Note that f (t) = sin(t) + u/4(t) cos(t - /4), and

• Find L-1{F(s)}, where

ect f (t )  L1F ( s  c)

• Using Table 6.1, we obtain

• Consider the initial value problem

• Letting Y(s) = L{y}, we have

• Therefore our solution to the initial value problem is

• Consider the initial value problem

• Using partial fractions,

• Solving, we obtain A = 2, B = 5/3, C = 0, and D = -2/3. Thus

ay  by  cy  g (t ), y0  y0 , y0  y0

• Find the solution to the initial value problem

Example 1: Laplace Transform (2 of 12)

• Thus we examine H(s), as follows.

• This partial fraction expansion yields the equations

• Completing the square,

• Thus the solution to the initial value problem is