Professional Documents
Culture Documents
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.
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
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)
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
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.
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
( )
0 0
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
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
( )
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
= (− 1) n!s −(n+1) = n +1
2n n!
s
The convergence condition is the same as for L(1) , i.e. s 0
( )
L 2t 4 =
2 4! 48
s5
= 5,
s
( )
L − 3t 7 = −
3 7!
s8
= −
5040 3
s8
, etc.
( )
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 + 1e− 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
ds n
1.9 Section 1 Problems
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 .
1.4 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
To introduce the inverse Laplace transform of F (s ) , i.e. L −1(F (s )) = f (t ) , and the methods of its
determination
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
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
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
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
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)
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 )
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:
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
s−6
F (s ) =
3 3 s 6
+ 2 = + 2 − 2
s +1 s + 4 s +1 s + 4 s + 4
( )
→ 2s + 4s + 9 = A s + 3s + 3 + (Bs + C )(s + 2)
2 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 ) .
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
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
( )
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
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
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)
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:
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:
X (s ) = −
3 2
+
s + 2 s −1
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:
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
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
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
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
df (t )
L = sF (s ) − f (0)
dt
d2 f
L 2 = s 2 F (s ) − sf (0) − f ' (0)
dt
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
4.2 Inductors
The time domain voltage for an inductor is defined by:
di
v(t ) = L
dt
The initial conditions can be thus modelled as a voltage source, taking care of its polarity, of
magnitude Li(0)
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
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
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 3 - Take inverse transform of the solution to obtain the solution in the time domain
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
-