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EN2090 – Engineering Analysis 3: Laplace

Dr Phil Anderson
Room E/3.10
andersonpi1@cf.ac.uk

Contents
Why learn about “Laplace Transforms”? .......................................................................................... 3
Outline syllabus of “Laplace Transforms” ........................................................................................ 3
Section 1: The Laplace Transform .................................................................................................... 4
Aims of this section ...................................................................................................................... 4
Objectives of this section .............................................................................................................. 4
1.1 The Laplace Transform ......................................................................................................... 4
1.2 The convergence of the Laplace transform ............................................................................ 5
1.3 Laplace Transforms of constants and exponentials ................................................................ 5
1.4 Linearity of the Laplace transform .......................................................................................... 6
1.5 The first shift theorem ............................................................................................................ 6
1.6 The derivative theorem (aka “multiply by t theorem”) .......................................................... 7
1.7 Laplace transforms of piecewise continuous waveforms ........................................................ 8
1.8 Table of standard LTs and Summary of Section 1 .................................................................. 9
1.9 Section 1 Problems................................................................................................................ 10
Section 2: The Inverse Laplace Transform .................................................................................... 11
Aims of this section .................................................................................................................... 11
Objectives of this section ............................................................................................................ 11
2.1 The Inverse Laplace Transform ........................................................................................... 12
2.2 Completing the square of the denominator ............................................................................ 12
2.3 Using first shift and derivative theorems .............................................................................. 12
2.4 Partial fractions as an aid to finding the inverse LT ............................................................. 14
2.5 Some for you to try ............................................................................................................... 15
2.6 Summary of Section 2 ........................................................................................................... 18
2.7 Problems for Section 2 .......................................................................................................... 19
Section 3: Solution of Ordinary Differential Equations ................................................................. 20
Aims of this section .................................................................................................................... 20
Objectives of this section ............................................................................................................ 20
3.1 The Laplace transform of a derivative .................................................................................. 21
3.2 The Laplace transform of an integral .................................................................................... 22
3.3 Recap of ordinary differential equations (ODEs) ................................................................. 22
3.4 Solution of ordinary differential equations using the LT ...................................................... 23
3.5 Some for you try ................................................................................................................... 24
3.6 Summary of Section 3 ........................................................................................................... 27
3.7 Problems for Section 3 .......................................................................................................... 28
Section 4: Analysing Circuits with Laplace Transforms ................................................................ 29
Aims of this section .................................................................................................................... 29
Objectives of this section ............................................................................................................ 29
4.1 Resistors ............................................................................................................................... 30
4.2 Inductors .............................................................................................................................. 30
4.3 Capacitors ............................................................................................................................. 31
4.4 Impedance in the S Domain .................................................................................................. 32
4.5 Voltage and Current Sources ................................................................................................. 32
4.6 Mesh Analysis....................................................................................................................... 33
4.7 Nodal Analysis ...................................................................................................................... 35
4.8 Try for yourself ..................................................................................................................... 36
4.9 Problems for Section 4 .......................................................................................................... 38
Why learn about “Laplace Transforms”?
Laplace Transforms are closely related to Fourier transforms and are essential tools in Engineering
analysis. They are used to provide a systematic method to solve ordinary differential equations. More
generally, they are used extensively in control theory to describe the response of linear dynamical
systems.

Outline syllabus of “Laplace Transforms”

Section 1: Introduction to the Laplace Transform


Section 2: The Inverse Laplace Transform
Section 3: Solving Ordinary Differential Equations
Section 4: Circuit Analysis using the Laplace Transform
Section 1: The Laplace Transform

Aims of this section


To introduce the Laplace transform of f (t ) , i.e. L( f (t )) = F (s ) , and some important associated
theorems

Objectives of this section


After completing this section you should be able to
• Calculate, from first principles, the Laplace transform (LT) of a number of common functions
• Determine the convergence condition for any given LT
• Derive the first shift theorem and apply it to simple examples
• Derive the derivative theorem and apply it to simple examples

1.1 The Laplace Transform


The Laplace and Fourier transforms (LT and FT) of the time domain waveform f (t ) are limiting
forms of the bilateral integral transform

F (s ) = F ( + j ) =  e −( + j )t f (t ) dt
−
The FT is the case when  = 0 , opening up the physically-meaningful notion of the -domain to
describe the waveform.

We restrict our definition of Laplace transforms to those of causal waveforms (i.e. f (t ) is non-zero
only for t  0 ). This is often the case in practice, e.g. when dealing with the response of a system due
to some stimulus at t = 0 . The Laplace transform (LT) of f (t ) is then the unilateral integral
transform (i.e. limits of 0 to )

L( f (t )) = F (s ) =  e − st f (t ) dt , with s =  + j
0

Whereas the FT transforms a waveform from the t-domain into the -domain, the LT transforms a
waveform from the t-domain into the so-called s-domain. The LT exists for many waveforms whose
FT doesn’t, a simple example being f (t ) = t n ( n  0 ).

Historically, Fourier and Laplace laid down the mathematical foundations of their methods around
1800. The engineering applications of the LT were pioneered by Oliver Heaviside around 100 years
later, who used it to solve electrical engineering problems involving differential equations.

Nowadays, the LT is used extensively in the analysis of signals and systems. In EN2070 we’ll apply it
to solve differential equations and to provide the mathematical basis for control theory, two of its
most common (and useful) applications.
1.2 The convergence of the Laplace transform

First recall the basic


properties of e − st as
t is varied (> 0), with
s as a purely real
constant.

When s  0 , for most common functions (


lim e − st f (t ) = 0
t →
)
If this is the case and if there are no singularities in f (t ) elsewhere that may cause divergence (e.g. at
t = 0 ), then L( f (t )) converges to a finite value (i.e. the area under the curve shown) and L( f (t ))
exists.

We must ensure that the range of s is such that the LT


converges. Depending on f(t), this can include values of s
less than zero.

1.3 Laplace Transforms of constants and exponentials

Let us start by calculating the Laplace transforms of (i) f (t ) = A and (ii) f t ( ) = Ae at , where A and
a are constants. We must remember to comment on the convergence of the LT.

  
(i) L( f (t )) =  e− st f (t ) dt → L( A) =  e− st A dt = A e− st dt
0 0 0

A
 
= − e − st
s

0 = − (0 − 1) =
A
s
A
s
( s  0 for convergence)
  
(
(ii) L Ae at
)= e − st
f (t ) dt =  e Ae dt = A e −( s −a )t dt
− st at

0 0 0

=−
A
s−a

e −( s − a )t 

0 =
A
s−a
( s  a for convergence)

Further examples of the application of these two standard results are:

s s
( )
L(2) = , L − 5 = − , L 4e3t =
2 5 4
s −3
, L 2e−6t = ( )
2
s+6
( )
1.4 Linearity of the Laplace transform
If f (t ) and g (t ) are any two functions for which the LT exits, then for any two constants  and 

L(f (t ) + g (t )) = L( f (t )) + L( g (t ))

Let’s use this rule to find the LTs of (i) 1 + 2et + e 2t , (ii) cosh at and (iii) sinh at

(i) ( ) ( ) ( ) = 1s + s 2− 1 + s −1 2
L 1 + 2et + e 2t = L(1) + 2L et + L e 2t (s  2 )

(ii) cosh at =
2
(
e + e → L(cosh at ) = 
1 at −at
)
1 1
+
1  s
= 2 2
2 s −a s +a s −a
1 at −at
(iii) sinh at = e − e
2
( )
1 1
→ L(sinh at ) =  −
1  a
= 2 2
2 s−a s+a s −a
For both L(cosh at ) and L(sinh at ) to converge we must have s a.

Further examples: L(2 cosh 5t ) =


2s
s − 25
2
( 3 2
, L 3sinh 2t = 2
s −2
)

We can also use the same method to find the Laplace transforms of cos at and sin at

1 1 1 
cos at =
2
( )
e + e → L(cos at ) = 
1 jat − jat
+ =
s
2  s − ja s + ja  s 2 + a 2
1  1 1 
sin at =
2j
(
1 jat − jat
e −e )
→ L(sin at ) =  −  = 2
a
2 j  s − ja s + ja  s + a 2
e.g. L(cos 2t ) = , L(4 sin 3t ) = 2
s 12
. For convergence, s  0 .
s +42
s +9

1.5 The first shift theorem


This states that if L( f (t )) = F (s ) , then ( )
L ebt f (t ) = F (s − b ) .
The proof of this is a one-liner:
 
( )
L ebt f (t ) =  ebt f (t )e− st dt =  f (t )e−( s −b )t dt = F (s − b )

( )
0 0

The convergence condition for L e f (t ) = F (s − b ) is that s  b .


bt
As an example let’s find the Laplace transforms of e − kt cos at and e − kt sin at

The first shift theorem states that we replace s with s − (− k ) = s + k

s+k
(
L e−kt cos at = ) , L e−kt sin at = ( a
) (s  − k )
(s + k ) + a
2 2
(s + k )2 + a 2

1.6 The derivative theorem (aka “multiply by t theorem”)


This states that if L( f (t )) = F (s ) , then for any positive integer n

d n F (s )
( )
L t n f (t ) = (− 1)
n

ds n
derivative theorem

Use the derivative theorem to find the Laplace transforms of t cos 2t , t 2e3t and t 5 . Also determine
the region of convergence in each case.

Since L(cos 2t ) = F (s ) =
s
, then using the derivative theorem
s +42

d 1 F (s ) dF (s )
( )
L t1 cos 2t = (− 1)
1

ds 1
=−
ds
d  s 
=−  2 
ds  s + 4 

=−
(s 2
)
+ 4 1 − 2s  s
=
s2 − 4
(s 2
+4 )
2
(s 2
+4 )
2

The convergence condition is the same as for L(cos 2t ) , i.e. s  0

( )
Since L e3t = F (s ) =
1
s −3
, by the derivative theorem

2 d F (s ) d  1 
( ) d2  1 
2
= (− 1)
2
L t 2e3t = + 2   = −  =
2 
ds 2
ds  s − 3  ds  (s − 3)  (s − 3)3

The convergence condition is the same as for L e 3t ( ) , i.e. s  3


Since L(1) = F (s ) = s −1 , by the derivative theorem
d F (s )
( ) ( )
5 5
L t = (− 1) = (− 1) 5 s −1
5 5 5 d
5
ds ds
= (− 1)  −1  −2  −3  −4  −5  s −6 = (− 1) (− 1) 5!s −6 = +
5 5 5 5!
s6
The convergence condition is the same as for L(1) , i.e. s0

We can generalise this result to find ( ), where n is an integer (> 0)


L tn
( )
n d n −1
ds
n
( )
L t = (− 1) n s = (− 1)  −1  −2  −3   −(n − 1)  −n  s −(n +1)
n

= (− 1) n!s −(n+1) = n +1
2n n!
s
The convergence condition is the same as for L(1) , i.e. s  0

Some more examples:

( )
L 2t 4 =
2  4! 48
s5
= 5,
s
( )
L − 3t 7 = −
3  7!
s8
= −
5040 3
s8
, etc.

1.7 Laplace transforms of piecewise continuous waveforms


This is best illustrated by worked example.

Calculate the Laplace Transforms of the Waveforms shown.


  ( )
a
(i) F (s ) =  e − st f (t ) dt =  e − st 1dt = −
1 − st a 1
e 0 = 1 − e − sa
0 0
s s

  ( )
b
(ii) F (s ) =  e − st 1dt = −
1 − st b 1 − sa
e a = e − e− sb
a
s s
a
1 1 
( )
a
F (s ) =  e dt = − te− st + e− st  = 2 1 − as + 1e− sa
− st t 1
(iii)
0
a as  s  0 as
1.8 Table of standard LTs and Summary of Section 1

f (t ) F (s ) = L( f (t )) f (t ) F (s ) = L( f (t ))
1 1 (s  0 ) cos at s (s  0 )
s s + a2
2

t (n  0)
n n! (s  0 ) sin at a (s  0 )
s n +1 s + a2
2

e at 1 (s  a ) e − kt cos at s+k (s  − k )
s−a (s + k )2 + a 2
cosh at s (s  a ) e − kt sin at a (s  − k )
s − a2
2 (s + k )2
+a 2

sinh at a (s  a )
s − a2
2

First shift theorem: ( )


L ebt f (t ) = F (s − b )
d n F (s )
Derivative theorem: ( n
)
L t f (t ) = (− 1)
n

ds n
1.9 Section 1 Problems

1.1 From first principles, find the Laplace transforms of f (t ) = 5, − 2 , e


−2t
and 6e t , and in each
case write down the region of convergence for s.

1.2 Using the standard results derived in worked example 1.1, write down the Laplace transforms of
f (t ) = 3.5, − 8, e 5t and − 3e −2t .

1.3 Write down the Laplace transforms of f (t ) = 4 cosh 2t , − sinh 5t

1.4 Write down the Laplace transforms of f (t ) = cos 2 t , 3 sin 2 2t (Hint: use trig formulae to reduce

these to standard forms, e.g. for the first one, use cos 2t = 2 cos 2 t − 1 , etc.)
1.5 Use the first shift theorem to find the Laplace transforms of the following waveforms:
f (t ) = e−t cosh t , 3e2t sinh 4t , 2e2t cos 3t

1.6 Use the derivative theorem to find the Laplace transforms of the following waveforms:
f (t ) = t sin t , te−t , 6t 3e4t

1.7 Find the Laplace transforms of the following waveforms, also sketching the waveform in the t-
domain in each case:
(a) f (t ) = 2 when 0  t  3 , zero otherwise.
(b) f (t ) = 2 when 3  t  6 , zero otherwise,
(c) f (t ) = 1 when 0  t  1 and 2  t  3 , zero otherwise
Section 2: The Inverse Laplace Transform

Aims of this section

To introduce the inverse Laplace transform of F (s ) , i.e. L −1(F (s )) = f (t ) , and the methods of its
determination

Objectives of this section


After completing this section you should be able to
• Find simple inverse LTs using a table of standard forms
• Write a LT in terms of its partial fractions using the rules for partial fractions developed in
year 1 (and reviewed again here)
• Find simple inverse LTs by first converting to partial fractions then using a table of standard
forms
2.1 The Inverse Laplace Transform
The inverse LT reconstructs the time domain waveform f (t ) from its s-domain representation F (s ) ,
( ( ))
−1
()
i.e. L F s = f t . In most cases this is a difficult process and we have to rely heavily on F (s )
having one of the standard forms listed in tables such as that of section 1.7. Then finding the inverse
LT is straightforward.

Use the table of section 1.7 to find the following inverse LTs:
 3  −1 8  −1 3  −1 1 3  −1 2s 
L −1 − , L 
 , L   , L  − , L  2 
 s   s − 4   s 4
  s − 2 s + 2   s +5

 3  8  3  1 3!  t
3
L −1 −  = − 3 , L −1  = 8e
 s−4
4t
, L −1 4  = L −1  4  =
s  2 s  2
 s 

 1 3  2t  2s 
L −1 −  = e − 3e
 s −2 s+2
−2 t
, L −1 2  = 2 cos 5t
 s +5

2.2 Completing the square of the denominator


If the denominator of F (s ) is the quadratic s 2 + s +  (which doesn’t factorise) then we
( )2
“complete the square” by writing it as s + s + c = s − a + b and equate coefficients to find a
2

and b. Then F (s ) should have a standard form to enable its inversion.

2
Find the inverse Laplace transform of
s +s+2
2

s 2 + s + 2 = (s + a ) + b = s 2 + 2as + a 2 + b
2
Completing the square,
Equating coefficients of s 1 gives 1 = 2a → a = 12
Equating coefficients of s 0 gives 2 = a 2 + b → b = 74
 2  4 −1 7  4 − t / 2  7t 
=
 L −1 2  = 2  L 4
e sin  

 s + s+2 7  (s + 1 ) + 7 
2
2
 2 4  7  
 standard form

2.3 Using first shift and derivative theorems


We can re-write the first shift theorem as

L−1 (F (s − b )) = ebt f (t ) (with L( f (t )) = F (s ) )

Similarly we can re-write the derivative theorem as

 d n F (s ) 
L−1  n
 = (− 1)n t n f (t ) (with L( f (t )) = F (s ) )
 ds 

4
(s − 3)5
Find the inverse Laplace transform of

Writing F (s ) = t4 t4
4
→ f (t ) = L −1
( F (s )) = 4 = (from table 1.7)
s5 4! 6

Therefore, by the first shift theorem L−1 (F (s − 3)) = e3t f (t ) =


1 3t 4
e t
6
2.4 Partial fractions as an aid to finding the inverse LT
Usually F (s ) = p(s ) / q(s ) , where q (s ) is a polynomial in s of higher degree than p (s ) . Hence,
expressing F (s ) in terms of its partial fractions often reduces each part to one of the standard
tabulated forms, thus making inversion easy; this is illustrated below.

2s − 8
Find the inverse Laplace transform of F (s ) = .
s − 8s + 15
2

2s − 8 2s − 8
F (s ) =
A B
= = +
s − 8s + 15 (s − 3)(s − 5) s − 3 s − 5
Write 2

 2s − 8 = A(s − 5) + B(s − 3) ; use the “cover-up” method to find A, B

When s = 3, − 2 = − 2 A → A = 1, when s = 5 : 2 = 2 B → B = 1

 F (s ) = 2
2s − 8
=
1
+
1 −1
→ L F s = f t =e +e ( ( ))
3t 5t
()
s − 8s + 15 s − 3 s − 5
(using table of section 1.7)

The following rules cover most cases; learn them well:

• If numerator is higher degree than the denominator, divide out.

• Factorise the denominator into its prime factors.

A
• The factor (s + a ) gives a partial fraction
s+a

• (s + a )2 gives A B
s + a (s + a )
The repeated factor + 2

• (s + a )3 givesA B
+
C
s + a (s + a ) (s + a )
The repeated factor + 2 3

Ds + E
• The quadratic factor s 2 + as + b gives 2
s + as + b
Ds + E Fs + G
• (
The factor s + as + b
2
)2
+
( )
gives
s + as + b s 2 + as + b 2
2
2.5 Some for you to try
Find the inverse Laplace transform of :

s −1
F (s ) =
s (s + 3)
2

4 s 2 − 5s + 6
F (s ) =
(
(s + 1) s 2 + 4 )
2s 2 + 4s + 9
F (s ) =
(
(s + 2) s 2 + 3s + 3 )

Worked solutions on the following pages.


s −1
F (s ) =
s (s + 3)
Find the inverse Laplace transform of 2

Write F (s ) = s −1
→ s − 1 = As (s + 3) + B(s + 3) + Cs 2
A B C
= + 2+
s (s + 3) s s
2
s+3
“Cover –up” method: when s = −3, − 4 = 9C → C = − 94
when s = 0, − 1 = 3B → B = − 13
when s = 1, 0 = 4 A + 4 B + C → A = 94

If you are uncertain of this method then the method of “equating the coefficients” always works but is
sometimes more time consuming:

Equate coeffs of s 2 on both sides → 0 = A+C


Equate coeffs of s on both sides → 1 = 3A + B
Equate coeffs of s 0 on both sides → − 1 = 3B (gives same answers)
4
− 13 −4
 F (s ) = → L −1(F (s )) = f (t ) =
4 1 4
9
+ + 9 − t − e −3 t
s s 2
s+3 9 3 9

4 s 2 − 5s + 6
Find the inverse Laplace transform of F (s ) =
(s + 1) s 2 + 4 ( )
First write F (s ) in terms of its partial fractions:

4 s 2 − 5s + 6 A Bs + C

( =
) + 2
(s + 1) s + 4 s + 1 s + 4
2
( ) ( )
→ 4s 2 − 5s + 6 = A s 2 + 4 + (Bs + C )(s + 1)
Use the cover-up method to find A: s = −1 → 15 = 5 A → A = 3

Now equate coefficients to find B and C:


Equate coeffs of s 2 → 4 = A + B → B = 4 − A = 1
Equate coeffs of s 0 → 6 = 4 A + C → C = 6 − 4 A = −6

s−6
 F (s ) =
3 3 s 6
+ 2 = + 2 − 2
s +1 s + 4 s +1 s + 4 s + 4

Using the table of section 1.7, we obtain the final result:

L −1(F (s )) = f (t ) = 3e−t + cos 2t − 3 sin 2t


2s 2 + 4s + 9
Find the inverse Laplace transform of F (s ) =
(
(s + 2) s 2 + 3s + 3 )
2s 2 + 4s + 9 Bs + C
First write F (s ) =
A
= + 2
( )
(s + 2) s + 3s + 3 s + 2 s + 3s + 3
2

( )
→ 2s + 4s + 9 = A s + 3s + 3 + (Bs + C )(s + 2)
2 2

It’s easy to show that A = 9 , B = −7 and C = −9 , so that


2s 2 + 4s + 9 9 7s + 9 9 7s 9
= − 2 = − 2 − 2
( )
(s + 2) s + 3s + 3 s + 2 s + 3s + 3 s + 2 s + 3s + 3 s + 3s + 3
2

We need to get the last 2 terms into the standard forms of the table of section 1.7. We start by
completing the square for the denominator
7(s + 32 ) 3 23
 F (s ) =
9 7s 9 9
− − = − +
s + 2 (s + 32 )2 + 34 (s + 32 )2 + 34 s + 2 (s + 32 )2 + 34 (s + 32 )2 + 34
( )
→ L −1(F (s )) = 9e−2t − 7e−3t / 2 cos 3t / 2 + 3e−3t / 2 sin 3t / 2( )
2.6 Summary of Section 2

The inverse LT reconstructs the time domain waveform f (t ) from its s-domain representation F (s ) ,

i.e. L −1(F (s )) = f (t ) .

If F (s ) exists then so does its inverse L −1(F (s )) = f (t ) .

Calculating L −1(F (s )) is hard if it isn’t already in a standard form.

p(s ) (s − a )(s − b)


F (s ) = =
q(s ) (s −  )(s −  )(s −  )
Often we can write

We can then attempt to express F (s ) in terms of its partial fractions.

L −1(F (s )) is found if each of the partial fractions is a standard form.


2.7 Problems for Section 2
2.1 Calculate:

4  2  −1 4  −1 2  −1 7s 


L −1 , L −1 , L  , L  2 , L  
s  s+4  7s + 3   s +5  0.4s + 2 
2

2.2 Complete the square for:


s 2 + s + 2; s 2 + 6s − 1; s 2 − 4s + 4; 2s 2 + 4s − 7

2.3 Calculate:
 s +1  −1 3  −1 6s + 7 
L −1 2 , L  2 , L  2 
 s + 2s + 4   s + s + 2  3s − 4s + 9 

2.4 Use the result of the first shift theorem to calculate:

 1  −1 − 3  −1 7 
L −1 ,L    
( − )2   (s + 3)3 , L  (2s + 1)2 
 s 1     

2.5 Use partial fractions to find the inverse Laplace transforms of the following:

1 s +1 4s − 1 s +1 2s 2 + s − 10
, 2
(s + 1)(s + 2) s + 8s + 16
, , ,
(
(s − 1)(s + 1)(s + 2) (s − 1)(s + 2)2 (s − 4) s 2 + 1 )
Section 3: Solution of Ordinary Differential Equations

Aims of this section


To show how Laplace transforms can be used to solve ordinary differential equations.

Objectives of this section


After completing this section you should be able to
• Derive the formulae for the Laplace transforms of the first and second derivatives of a
function, and the integral of a function
• Be able to transform any given differential equation of first or second order into the s-domain
• Find the solution of the differential equation (given the initial conditions) by transforming
back into the t-domain
3.1 The Laplace transform of a derivative
Assuming L ( f (t )) = F (s ) in the usual manner, the LT of the first derivative of f (t ) is
 df (t )  − st df (t )

L  = e dt
 dt  0 dt

We can integrate this by parts by writing


df
u = e−st , dv =
dt
dt → du = − se −st dt , v = f and udv = uv − vdu  
 df (t )  − st df (t )
 
 L  = e  

dt = e−st f (t ) 0 + s  e−st f (t )dt
 dt  0 dt 0

( )
For L ( f (t )) = F (s ) to converge lim e− st f (t ) = 0 , so this simplifies to
t →

 df (t ) 
L  = sF (s ) − f (0) (1)
 dt 

We can extend this to the second derivative of f (t ) by writing

df (t )  df (t ) 
g (t ) = where G(s ) = L   = sF (s ) − f (0)
dt  dt 
Applying (1) to g (t ) gives

 d2 f   dg  df (0)
L  2  = L   = sG (s ) − g (0) = s(sF (s ) − f (0)) −
 dt   dt  dt
 d2 f 
 L  2  = s 2 F (s ) − sf (0) − f ' (0) (2)
 dt 

Note carefully the following points:

• f (0 ) is the value of f (t ) evaluated at t=0


df (t )
• f ' (0 ) is the value of f ' (t )  evaluated at t = 0
dt
• We repeat exactly the same process for higher order derivatives
3.2 The Laplace transform of an integral
t
Suppose g (t ) =  f ( )d , i.e. g (0 ) = 0 and f (t ) = g ' (t )
0

t  F (s )
F (s ) = sG (s ) − g (0) = sG (s ) → L  f ( )d  = G(s ) =
0  s

t t
Find the Laplace transforms of (a) 4  3d and (b) q(t ) =  i( )d
0 0

 t 3  1 4  3! 24
()
3!
(a) Since L t = 4 → L 4  d  =  4 = 5
3

s  0  s s s
t
I (s )
(b) q(t ) =  i ( )d → L(q(t ))  Q(s ) =
0
s
(This is the important relationship between charge and current)

3.3 Recap of ordinary differential equations (ODEs)


All physical systems are governed by differential equations. In EN2070 we’ll consider linear ordinary
differential equations such as
+ p(t )x = q(t )
dx
(A)
dt
d 2x
+ p(t ) + q(t )x = r (t )
dx
2 (B)
dt dt
The word ordinary means that the solution x is a function of t only, or else we’d need partial
differential equations of more than 1 variable.

(A) is an example of a first order ODE (highest derivative of x is 1).


(B) is an example of a second order ODE (highest derivative is 2).

Both (A) and (B) are called nonhomogeneous since their right hand sides (often called forcing or
driving terms) are non-zero. The homogeneous (i.e. unforced) forms of (A) and (B) are:
d 2x
dx
+ p(t )x = 0 , + p (t ) dx
+ q(t )x = 0
dt dt 2 dt
3.4 Solution of ordinary differential equations using the LT
To solve an ODE using the LT we follow these rules:

• Use the LT to transform the equation from the t- to s-domain


• Insert the initial conditions, one for each order of the ODE
• Rearrange to find F (s ) (the equation’s s-domain solution)
• Find the equation’s t-domain solution f (t ) by taking the inverse LT of F (s ) , i.e.
f (t ) = L −1(F (s ))
We’ll illustrate these rules with a number of worked examples. In these we’ll replace f (t ) with the
unknown x(t ) , of LT X (s ) .

dx
As an example let us solve + 2 x = 6et subject to the initial condition of x(0) = −1 .
dt
This is an example of an ODE of the first order (highest derivative is 1) and first degree (highest
power of x' is 1).
() ()
First take LT of both sides: sX s − x 0 + 2 X (s ) = 6L(et ) = 6(s − 1)−1
Insert initial conditions and solve for X (s ) :
7−s
sX (s ) + 1 + 2 X (s ) =
6 → X (s ) =
s −1 (s + 2)(s − 1)
Finally, to find x(t ) we take the inverse LT of X (s ) . Since X (s ) is not of any standard form, we
attempt to split into standard forms using partial fractions, i.e. we write

7−s
X (s ) = → 7 − s = A(s − 1) + B(s + 2)
A B
= +
(s + 2)(s − 1) s + 2 s − 1
Using the cover-up method:

s = 1 gives 6 = 3B, i.e. B = 2 ;


s = −2 gives 9 = −3 A, i.e. A = −3

 X (s ) = −
3 2
+
s + 2 s −1

 x(t ) = L −1( X (s )) = 2et − 3e−2t


Now let’s look at a second order example

d 2x
Solve + 16 x = 0 with initial conditions x(0 ) = 2, x ' (0 ) = −12 .
dt 2
This is our first example of a second order ODE. This equation describes an unforced, undamped
harmonic oscillator. We’ll solve it using the LT method:

LT both sides of equation → s 2 X (s ) − sx(0) − x' (0) + 16 X (s ) = 0


Insert initial conditions 2s − 12
→ X (s ) =
s 4
and solve for X (s ) 2 2 −3 2
s + 16
2
s + 16 s + 16

These are already standard forms:

→ x(t ) = 2 cos 4t − 3 sin 4t

3.5 Some for you try

dx
Solve − 3x = te2t subject to the initial condition of x (0 ) = 0 .
dt

d 2 x dx
Solve
dt 2
+ 3 + 2 x = 4t 2 with x(0) = 0, x' (0) = 0
dt
.
d 2x
Solve + 16 x = sin 3t with x(0) = 0, x' (0 ) = 1
dt 2

Solutions on following pages


dx
Solve − 3x = te2t subject to the initial condition of x (0 ) = 0 .
dt

Take LT: ( )
sX (s ) − x(0) − 3 X (s ) = L te2t =
1
(s − 2)2
Inserting the initial condition and solving gives X (s ) =
1
(s − 3)(s − 2)2
To find x(t ) we take the inverse LT of X (s ) using partial fractions
→ 1 = A(s − 2) + B(s − 2)(s − 3) + C (s − 3)
1 A B C
= + +
2

(s − 3)(s − 2)2 s − 3 s − 2 (s − 2)2


Using the cover-up method:
s = 2 → C = −1 ; s = 3 → A = 1 ;

Coeff of s 2 is A + B = 0 → B = −1
 X (s ) =
1 1 1
− −
s − 3 s − 2 (s − 2)2
 x(t ) = e3t − e2t − te2t

d 2 x dx
Solve
dt 2
+ 3 + 2 x = 4t 2 with x(0) = 0, x' (0) = 0
dt
.
Take LT of both sides:
s 2 X (s ) − sx(0) − x' (0) + 3sX (s ) − 3x(0) + 2 X (s ) = 4
2!
s3

→ X (s ) =
8
s (s + 1)(s + 2)
Insert initial conditions and re-arrange: 3

Express in partial fractions:

X (s ) =
A B C D E
+ 2+ 3+ +
s s s s +1 s + 2
7 6 4 8 1
= − 2+ 3− +
s s s s +1 s + 2

Finally, take the inverse LT:

→ x(t ) = 7 − 6t + 2t 2 − 8e−t + e−2t


d 2x
Solve
dt 2
+ 16 x = sin 3t with x(0) = 0, x' (0 ) = 1 .
This is a forced, undamped harmonic oscillator with a driving term sin 3t . Take the LT of both sides,
insert the initial conditions, solve for X (s ) and convert it to standard forms using partial fractions,
i.e.
( )
s 2 X (s ) − sx(0) − x' (0) + 16 X (s ) = s 2 + 16 X (s ) − 1 = 2
3
s +9
s 2 + 12
→ X (s ) =
1 4 1 3
= 2 + 2
( )( )
s + 16 s + 9 7 s + 16 7 s + 9
2 2

 x(t ) = 17 (sin 3t + sin 4t )


3.6 Summary of Section 3
The Laplace transforms of the first and second derivatives of f (t ) are

 df (t ) 
L  = sF (s ) − f (0)
 dt 
 d2 f 
L  2  = s 2 F (s ) − sf (0) − f ' (0)
 dt 

We use these to solve ODEs by the following process:

• Transform the equation from the t- to s-domain


• Insert the initial conditions, one for each order of the ODE
• Rearrange to find F (s ) (the equation’s s-domain solution)
• Find the equation’s t-domain solution f (t ) by taking the inverse LT of F (s ) , i.e.
f (t ) = L −1(F (s ))
3.7 Problems for Section 3

3.1 Solve the following first order differential equations:

dx
(a) + 4 x = 0, i.e. x + 4 x = 0, with initial condition x (0 ) = 3 .
dt
−2t
(b) x + 3 x = e , with x (0 ) = 0 .
(c) x + x = t , with x(0) = −1 .
(d) x + 0.2 x = 0.01t , with x(0 ) = 0.05 .
(e) x + 3 x = 10 sin t , with x (0 ) = 0 .

3.2 Solve the following second order ODEs using Laplace transforms:

d 2x
(a) + 2 x = 0, i.e. x + 2 x = 0, with initial conditions x(0) = 0, x(0) = 3 .
dt 2
(b) 7 x  − 16 x = 0, with x(0 ) = −1, x(0 ) = 3 .
(c) 3 x + 4 x = 9 cos t , with x(0) = 0, x(0 ) = 1 .
(d) x + x − 2 x = 0, with x(0) = 6, x(0) = 0 .
−t
(e) x + 5 x + 6 x = 2e , with x(0 ) = 1, x(0 ) = 0 .
(f) x  − 4 x + 3 x = 6 t − 8, with x(0 ) = 0, x(0 ) = 0 .
(g) x − 3 x + 2 x = 4 t , with x(0 ) = 1, x(0 ) = −1 .
−2t
(h) x + 2 x − 3 x = 6e , with x(0 ) = 2, x(0 ) = −14 .
(i) x + x − 6 x = 1, with x(0 ) = 0, x(0 ) = 1 .
(j) x + 6 x + 9 x = sin t , with x(0 ) = 0, x(0 ) = 0 .
Section 4: Analysing Circuits with Laplace Transforms

Aims of this section


To show how Laplace transforms can be used to analyse RLC circuits.

Objectives of this section


After completing this section you should be able to
• Replace circuit components with their Laplace equivalent
• Account for initial conditions
• Derive and solve circuit equations in the frequency domain and convert back to the time
domain
4.1 Resistors
From Ohm’s Law

The Laplace transform of this is:

4.2 Inductors
The time domain voltage for an inductor is defined by:

di
v(t ) = L
dt

From section 3, we can do the Laplace transform of this differential equation.

The initial conditions can be thus modelled as a voltage source, taking care of its polarity, of
magnitude Li(0)

Alternatively, the Laplace Transform for inductor can be rearranged:

Thus, the initial conditions can be modelled as a current source (again note the polarity).
4.3 Capacitors
The time domain current for a capacitor is defined by:
dv
i (t ) = C
dt

In a Laplace transform this will be:

The initial condition – modelled as a current source can be represented as follows:

Again, this can be re-arranged to be modelled as a voltage source:


4.4 Impedance in the S Domain
Resistance in the S domain can be treated in the same way as in the time domain. i.e. V(s)=RI(s)

Reactance requires the Laplace transform. i.e.

1
V (s) = I ( s)
V ( s ) = LsI ( s ) sC

We define the impedance in the s-domain as the ratio of the voltage transform to the current
transform under zero initial conditions

4.5 Voltage and Current Sources


The main advantage of using Laplace to analyse circuits is that voltage and current sources can be
simply represented for a range of excitation conditions as shown in the table below.

By using these representations, RLC circuits can be analysed using the described below.
STEP 1 - Transform the circuit from TIME DOMAIN – S DOMAIN
• Assume zero initial conditions implicit if is not mentioned

STEP 2 – Solve the circuit using


• Nodal analysis
• Mesh analysis
• Or any circuit analysis techniques

STEP 3 - Take inverse transform of the solution to obtain the solution in the time domain

4.6 Mesh Analysis


STEP 1
• Replace resistor with impedance R
• Replace inductor with impedance sL, in series with its voltage source
• Replace capacitor with impedance 1/sC in series with its voltage source
• Transform voltage source into s- domain
STEP 2
• Sketch the transform diagram
STEP 3
• Use Kirchhoff Voltage Law (KVL) at respective loops
STEP 4
• Inverse transform
Example: Given the circuit below. Assume zero initial conditions.
(i) Transform the circuit in s domain.
(ii) Find vo(t) in the circuit, assuming zero initial conditions.
4.7 Nodal Analysis
Given the circuit below.
(i) Transform the circuit in s domain.
(ii) Find v2(t) when S is closed for t>0.

For the initial conditions assume the voltage source, V c1(0-)=2V and Vc2(0-)=1V

Transform initial conditions, Vc1(0-)=2V and Vc2(0-)=1V, to current source for nodal analysis
4.8 Try for yourself
Given the circuit below. Assume zero initial conditions.
(i) Transform the circuit in s domain.
(ii) Use Laplace to find vc(t).
4.9 Problems for Section 4
1. Find the current in the circuit below when Vc(0-)=10V and i(0)=0.

3 1H

i
+
20V 500mF
-

2. Find the current in the inductor in the circuit below when Vc(0-)=8V and iL(0)=4A.

1 1

i
+
12V 1F 1H
-

3. Find the voltage across the capacitor in the circuit below after the switch closes.

4 2

+
10V 2H 125 mF
-

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