2.

3 Laplace Transform
Why do we need Laplace Transform?

Initial-Value Problems
Laplace Transform Algebra Problems
ODE's or PDE's

DIFFICULT ! VERY EASY !

Solutions of Inverse Laplace Transform Solutions of

ODE's or PDE's Algebra Problems

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Solution by Undetermined Coefficients (1)

Example: x& + 0.01x = 4
x(0) = 70

Step 1: Solve “homogeneous equation” to get “complimentary solution” Xc

Homogeneous Equ. x& + 0.01x = 0

λt
Assume xc = Ce (harmonic motion)

Then x&c = Cλe λt = λxc

&x&c = Cλ2 e λt = λ2 xc
From substitution (λ + 0.01)Ce λt = 0

Characteristic Equ. λ + 0.01 = 0

Characteristic root (eigenvalue) λ = −0.01

Complementary solution: xc = Ce −0.01t

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 Solution by Undetermined Coefficients (2)
Step 2: Solve “non-homogeneous equation” to get “particular solution” Xp

Non-Homogeneous Equ. x& + 0.01x = 4

Assume xp = D (Xp takes the form of forcing function and all of its derivatives)

Substitution 0.01D = 4

Particular solution: x p = 400

Step 3: Total solution=Xc+Xp, Using IC to determine constants.

Total solution: x = 400 − 330e −0.01t

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How Solution by Laplace Transform Works (1)?

Example: x& + 0.01x = 4
x(0) = 70

Step 1: Taking Laplace Transformation on both sides

L (x& + 0.01x ) = L (4)

Notice: L ( x& ) = sX s − x(0) = sX s − 70 (IC has been applied)
L (0.01x ) = 0.01X s

L (4) =
4
will be studied in “Lapalce Transformation”
s
4
The original ODE will be an algebraic equ: sX s − 70 + 0.01X s =
s
4 + 70s
Solution in s-domain: Xs =
s ( s + 0.01)

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 How Solution by Laplace Transform Works (2)?

Step 2: Taking Inverse Laplace Transformation on X(s) to get x(t)

4 + 70s 400 330 Why? How? See “PFE”

Xs = = −
s ( s + 0.01) s s + 0.01

⎛ 400 330 ⎞ -1 ⎛ 400 ⎞ -1 ⎛ 330 ⎞

x(t ) = L-1 ( X s ) = L-1 ⎜ − ⎟=L ⎜ ⎟−L ⎜ ⎟
⎝ s s + 0.01 ⎠ ⎝ s ⎠ ⎝ s + 0.01 ⎠

⎛ 400 ⎞
Notice: L-1 ⎜ ⎟ = 400
⎝ s ⎠ will be studied in “Inverse Lapalce
⎛ 330 ⎞ − 0.01t
Transformation”
L-1 ⎜ ⎟ = 330e
⎝ s + 0.01 ⎠

Solution in time-domain: x = 400 − 330e −0.01t

Same!

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What Should be Studied For Laplace Transform?

1 Laplace Transformation of constants, variables, functions, derivatives ……

L (C ) = ? L ( x ) = ? L (&x&) = ? L (sin ωt ) = ?

2 Partial Fraction Expansion (PFE), which will be helpful for inverse Laplace

bs + c A B
Xs = = −
s( s + a) s s + a

3 Inverse Laplace Transformation (solution from s-domain to time-domain)

⎛ A⎞ ⎛ B ⎞
L−1 ( X s ) = ? L−1 ⎜ ⎟ = ? L−1 ⎜ ⎟=?
⎝s⎠ ⎝s+a⎠
4 Application of Laplace Transform to solve ODE

Notice:

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 Definition of the Laplace Transform

For a function defined on , its Laplace transform is

denoted as obtained by the following integral:

Where: is a complex variable

is called the Laplace Transform Operator.

Note: The function (or problem) has been transformed

from t (time) domain
into s domain !

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Lapalce of Unit Step Function

Example 1 Unit step function
f(t)
⎧0 t < 0
f (t ) = u (t ) = ⎨ 1
⎩1 t > 0
t

⎛ 1⎞ ∞
L [u (t )] = ∫ e − st (1)dt = ⎜ − ⎟ ∫ e − st d (− st ) =
∞

0
⎝ s⎠ 0
⎛ 1⎞
( ) ⎛ 1⎞
( ) ⎛ 1⎞
= ⎜ − ⎟ e − st = ⎜ − ⎟ e − s ( ∞ ) − e − s ( 0 ) = ⎜ − ⎟(0 − 1) =
∞ 1
⎝ s⎠ 0
⎝ s⎠ ⎝ s⎠ s

L [u (t )] =
1
s

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 Lapalce of Derivatives
Example 2 First order derivative

f (t ) = x&

L [x& ] = ∫ e − st x&dt
∞ get rid of x-dot? Need “integration by parts”
0 b b
∫ udv = (uv) − ∫ vdu
b
a a a
u = e − st → du = − se − st dt
v=x ← dv = x&dt

(
L[x& ] = e − st x ) − ∫ x(− se )dt
∞

0
∞

0
− st

∞
= − x(0) + s ∫ e − st xdt = sX s − x(0)
0

L [x& ] = sX s − x(0)
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Lapalce of Derivatives
Example 3 Second order derivative

f (t ) = &x&

L [&x&] = s 2 X s − sx(0) − x& (0)

See more examples on blackboard !

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 Summary on Laplace Transformation (1)
• Basic Laplace pairs must remember these for HW and Test

ω
↔
1 (7) harmonic sin(ωt ) ↔
(1) unit step u (t ) s2 + ω 2
s
s
cos(ωt ) ↔
1 s2 + ω 2
(2) unit ramp t ↔
s2 1
(8) exponential e − at ↔
s+a
(3) impulse δ (t ) ↔ 1 1
e at ↔
s−a

(4) x(t ) ↔ Xs (9) exponential decay (growth) of harmonic

ω
e − at sin(ωt ) ↔
(5) x& (t ) ↔ sX s − x(0) (s + a )2 + ω 2
s+a
e − at cos(ωt ) ↔
(6) &x&(t ) ↔ s 2 X s − sx(0) − x& (0) (s + a )2 + ω 2

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Summary on Laplace Transformation (2)

• Useful Formulas also important and very helpful

(1) L [Cf (t )] = CL[ f (t )] (C is constant)

(2) L[ f1 (t ) + f 2 (t )] = L[ f1 (t )] + L [ f 2 (t )]

b b
∫ udv = (uv) − ∫ vdu
b
(3) a
a a

(4) Principle of Superposition

[ ]
(5) L e − at f (t ) = F ( s + a)

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 Four Theorems of Laplace Transform
(1) Differential Theorem

[ ]
L f& (t ) = sF ( s ) − f (0) we know this!

(2) Integration Theorem

[ ]
L ∫ f (t )dt =
F ( s ) f -1( 0 )
s
+
s will be used in CH. 6 EE
where f −1 (0) = ∫ f (t )dt
t =0

(3) Final Value Theorem

f (∞) = lim f (t ) = lim sF(s) may be used in future

t →∞ s →0

(4) Initial Value Theorem

f (0 + ) = lim f (t ) = lim sF(s) may be used in future

t →0 s →∞

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MATLAB-Symbolic Solution-Laplace

>> syms a s t w x >> laplace (t)

>> laplace (sin(w*t))
ans =
ans =
1/s^2
w/(s^2+w^2)
>> laplace (t^4)
>> laplace (cos(w*t))
ans =
ans =
24/s^5
s/(s^2+w^2)
>> laplace (1)
>> laplace (exp(a*t)) ??? No appropriate methods for
function laplace.
ans = >> laplace (1*t/t)

1/(s-a) ans =

1/s

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