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LAPLACE TRANSFORM
Definition 3.1.1 let 𝑓 be a function defined for all 𝑡 ≥ 0 . The Laplace Transform of 𝑓 𝑡 ,
denoted by 𝐿 𝑓 𝑡 = 𝐹 𝑠 , is defined by
∞ −𝑠𝑡
𝐿𝑓 𝑡 =𝐹 𝑠 = 0
𝑒 𝑓 𝑡 𝑑𝑡 3.1
A function 𝑓 is said to be of exponential order if there exist 𝑐 ≥ 0 and constants for all 𝑇, 𝑀 > 0
such that 𝑓 𝑡 ≤ 𝑀𝑒 𝑐𝑡 for all 𝑡 > 𝑇 3.2
a) 𝑓 𝑡 =1 e) 𝑓 𝑡 = 𝑠𝑖𝑛 𝑎𝑡
b) 𝑓 𝑡 =𝑡 f) 𝑓 𝑡 = 𝑐𝑜𝑠 𝑎𝑡
c) 𝑓 𝑡 = 𝑒 𝑎𝑡 g) 𝑓 𝑡 = 𝑠𝑖𝑛 𝑎𝑡
d) 𝑓 𝑡 = 𝑐𝑜𝑠 𝑎𝑡 h) 𝑓 𝑡 = 𝑡 𝑛 𝑓𝑜𝑟 𝑛 = 0, 1, 2, 3, …
Solution:
𝑘 𝑒 𝑎𝑡 +𝑒 −𝑎𝑡
= lim𝑘→∞ 0
𝑒 −𝑠𝑡 𝑑𝑡
2
1 𝑘 𝑘
= lim𝑘→∞ 0
𝑒 −(s−a)𝑡 𝑑𝑡 + 0
𝑒 −(s+a)𝑡 𝑑𝑡
2
1 1 1
= +
2 𝑠−𝑎 𝑠+𝑎
𝑠
= , 𝑓𝑜𝑟 𝑠 > 𝑎
𝑠 2 −𝑎 2
e) Left as an exercise
1
f) Since 𝐿 𝑒 𝑎𝑡 = , 𝑝𝑢𝑡 𝑎 = 𝑖𝑎 𝑤𝑖𝑡 𝑖 = −1
𝑠−𝑎
1 𝑠+𝑖𝑎 𝑠 𝑎
Then 𝐿 𝑒 𝑖𝑎𝑡 = = = +𝑖
𝑠−𝑖𝑎 𝑠 2 +𝑎 2 𝑠 2 +𝑎 2 𝑠 2 +𝑎 2
Let 𝐿 𝑓 𝑡 = 𝐹 𝑠 and 𝐿 𝑔 𝑡 =𝐺 𝑠
Then
1−𝑒 𝑡
d) 𝑓 𝑡 = h) 𝑓 𝑡 = 𝑒 7+𝑡
𝑡
Solution:
= 𝐿 4𝑒 5𝑡 + 𝐿 6𝑡 3 − 𝐿 3𝑠𝑖𝑛 4𝑡 + 𝐿 2𝑐𝑜𝑠 𝑡
4 3! 4 𝑆
= +6 −3 +2
𝑆−5 𝑆4 𝑆 2 +16 𝑆 2 +1
4 36 12 2𝑆
= + − +
𝑆−5 𝑆4 𝑆 2 +16 𝑆 2 +1
1 𝑆 1 1 3
𝐿 sin(3𝑡) = 𝐹 = 𝑆 2
=
3 3 3 +1 𝑆 2 +9
3
1
f) Let 𝐿 𝑠𝑖𝑛𝑡 = = 𝐹(𝑠) and 𝑛 = 2
𝑠 2 +1
By property 5 we have
2 𝑑2 6𝑠 2 −2
2 𝑑 1 𝑑 −2𝑠
𝐿 𝑡 2 𝑠𝑖𝑛𝑡 = −1 𝐹 𝑆 = = =
𝑑𝑠 2 𝑑𝑠 2 𝑠 2 +1 𝑑𝑠 𝑠 2 +1 2 𝑠 2 +1 3
2𝜋
g) Since 𝑓 is periodic function with period 𝑝 = we have
𝜔
2𝜋 𝜋 2𝜋
1 −𝑠𝑡 1 −𝑠𝑡
𝐿𝑓 𝑡 = 2𝜋𝑠 0
𝜔 𝑒 𝑓 𝑡 𝑑𝑡 = 2𝜋𝑠 0
𝜔 𝑒 𝑓 𝑡 𝑑𝑡 + 𝜋
𝜔
𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
− −
1−𝑒 𝜔 1−𝑒 𝜔 𝜔
𝜋
1
= 2𝜋𝑠 0
𝜔 𝑒 −𝑠𝑡 sin 𝜔𝑡 𝑑𝑡
−
1−𝑒 𝜔
𝜋𝑠
−
𝜔 1+𝑒 𝜔
= 2𝜋𝑠
−
1−𝑒 𝜔
0 𝑓𝑜𝑟 0 ≤ 𝑡 < 3
1) 𝑓 𝑡 = 5) 𝑓 𝑡 = 𝑡 2 𝑒 −3𝑡 cos(4𝑡)
2 𝑓𝑜𝑟 𝑡 ≥ 3
𝑠𝑖𝑛𝑡
2) 𝑓 𝑡 = sin(2𝑡)cos(3𝑡) 6) 𝑓 𝑡 =
𝑡
𝑒 𝑎𝑡 −𝑒 −𝑏𝑡
3) 𝑓 𝑡 = sin(4𝑡 + 5) 7) 𝑓 𝑡 =
𝑡
𝑠𝑖𝑛𝑡 𝑓𝑜𝑟 0 ≤ 𝑡 < 𝜋 cos (𝑎𝑡 )−cos (𝑏𝑡 )
4) 𝑓 𝑡 = 8) 𝑓 𝑡 =
2 𝑓𝑜𝑟 𝜋 < 𝑡 ≤ 2𝜋 𝑡
𝑓 𝑡 = 𝐿−1 𝐹 𝑠 3.3
Let 𝐹(𝑠) and 𝐺(𝑠) are Laplace Transform of 𝑓(𝑡) and 𝑔(𝑡), respectively
Solution:
𝑛!
1) Since 𝑡 𝑛 = 𝐿−1
𝑠 𝑛 +1
We identify 𝑛 + 1 = 5 and 𝑛 = 4, then multiply and divided be 4!
1 1 4! 1
𝐿−1 = 𝐿−1 = 𝑡4
𝑠5 4! 𝑠5 24
𝑎
2) Since 𝑠𝑖𝑛(𝑎𝑡) = 𝐿−1
𝑠 2 +𝑎 2
Here 𝑎 = 8, then we obtain
1 1 8 1
𝐿−1 = 𝐿−1 = sin(8𝑡)
𝑠 2 +64 8 𝑠 2 +64 8
3 𝑠+1 140
= 𝐿−1 2 +20 2 − 𝐿−1
𝑠+1 𝑠+1 2 +20 2
1
Exercise 3.3 Find the inverse Laplace transform of ln 1 + .
s
Where 𝐿 𝑓 𝑡 = 𝐹(𝑠)
Remark: The Laplace Transform of the first and second derivatives of 𝑓 𝑡 satisfies:
a) 𝐿 𝑓 ′ 𝑡 = 𝑠𝐹 𝑠 − 𝑓 0
b) 𝐿 𝑓 ′′ 𝑡 = 𝑠 2 𝐹 𝑠 − 𝑠𝑓 0 − 𝑓 ′ 0
a) 𝑓 𝑡 = 𝑠𝑖𝑛2 (𝑡)
b) 𝑓 𝑡 = 𝑡𝑠𝑖𝑛(𝑎𝑡)
c) 𝑡 = 𝑐𝑜𝑠 2 (𝑡)
Solution:
𝐿 𝑓′ 𝑡 = 𝑠𝐹 𝑠 − 𝑓 0
𝐿 sin 2𝑡 = 𝑠𝐹 𝑠 − 0
2
= 𝑠𝐹(𝑠)
𝑠 2 +4
2
𝐹 𝑠 =
𝑠 𝑠 2 +4
2
Therefore 𝐹 𝑠 = 𝐿[𝑠𝑖𝑛2 (𝑡)] =
𝑠 𝑠 2 +4
a) 𝑦 ′′ + 4𝑦 = 0, 𝑦 0 = 1, 𝑦 ′ 0 = 2
b) 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 𝑒 3𝑡 , 𝑦 0 = 1, 𝑦 ′ 0 = 0
Solution:
By partial fraction
𝑠 2 −6𝑠+10 𝐴 𝐵 𝐶
Let = + +
𝑠−1 𝑠−2 𝑠−3 𝑠−1 𝑠−2 𝑠−3
5 1
Therefore 𝐴 = , 𝐵 = −2, 𝐶 =
2 2
5 1
𝑠 2 −6𝑠+10 −2
𝑌 𝑠 = = 2
+ + 2
𝑠−1 𝑠−2 𝑠−3 𝑠−1 𝑠−2 𝑠−3
5 1
Finally, 𝑌 𝑡 = 𝑒 𝑡 − 2𝑒 2𝑡 + 𝑒 3𝑡
2 2
a) 𝑡𝑦 ′′ − 𝑡𝑦 ′ − 𝑦 = 0, 𝑦 0 = 0, 𝑦 ′ 0 = 3
Solution:
− 𝑠 2 − 𝑠 𝑌 ′ 𝑠 − 2𝑠𝑌 𝑠 = 0
𝑌′ 2
+ 𝑑𝑠 = 0 (𝑆𝑒𝑝𝑎𝑟𝑎𝑡𝑒𝑑)
𝑌 𝑠−1
ln 𝑌 + 2 ln 𝑠 − 1 = 𝑐
𝑠 − 1 2𝑌 = 𝑐
𝑐
𝑌=
𝑠−1 2
𝑦 𝑡 = 𝑐𝑡𝑒 𝑡
𝑦 ′ 0 = 3 To find c, 𝑦 ′ 𝑡 = 𝑐𝑒 𝑡 + 𝑐𝑡𝑒 𝑡
𝑦′ 0 = 𝑐 + 0
𝑐=3
Therefore 𝑦 𝑡 = 3𝑡𝑒 𝑡
1) 𝑦 ′′ − 6𝑦 ′ + 5𝑦 = 0, 𝑦 0 = 1, 𝑦 ′ 0 = −3
2) 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 𝑐𝑜𝑠(𝑡), 𝑦 0 = 1, 𝑦 ′ 0 = 0
3) 2𝑦 ′′ + 𝑡𝑦 ′ − 2𝑦 = 10, 𝑦 0 = 𝑦 ′ 0 = 0
4) 4𝑡𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0, 𝑦 0 = 𝑦 ′ 0 = 0
3.4 Convolution
Definition 3.4.1 If functions 𝑓(𝑡) and 𝑔(𝑡) are piecewise continuous on [0, ∞), then the
convolution of 𝑓(𝑡) and 𝑔(𝑡), denoted by 𝑓 ∗ 𝑔, is defined by the integral
𝑡
𝑓∗𝑔 = 0
𝑓 𝜏 𝑔 𝑡 − 𝜏 𝑑𝜏 (3.5)
a) 𝑒 𝑡 ∗ sin(𝑡)
b) 𝑒 𝑎𝑡 ∗ 1
Solution:
a) By definition , we have
𝑡
𝑒 𝑡 ∗ sin 𝑡 = 0
𝑒 𝜏 𝑠𝑖𝑛 𝑡 − 𝜏 𝑑𝜏
1
= 𝑒 𝑡 − 𝑠𝑖𝑛𝑡 − 𝑐𝑜𝑠𝑡
2
𝑡 1 𝜏=𝑡
b) 𝑒 𝑎𝑡 ∗ 1 = 0
𝑒 𝑎𝜏 𝑑𝜏 = 𝑒 𝑎𝜏 𝜏=0
𝑎
1
= 𝑒 𝑎𝑡 − 1
𝑎
Properties of convolution
1) 𝑓∗𝑔 =𝑔∗𝑓
2) 𝑓∗ 𝑔∗ = 𝑓∗𝑔 ∗
3) 𝑓∗ 𝑔+ = 𝑓∗𝑔 + 𝑓∗
4) 𝑓∗0=0∗𝑓 =0
If functions 𝑓(𝑡) and 𝑔(𝑡) are piecewise continuous on [0 , ∞), and are of exponential order,
Then
𝑡
𝐿 𝑓∗𝑔 =𝐿 0
𝑓 𝜏 𝑔 𝑡 − 𝜏 𝑑𝜏 (3.6)
= 𝐹 𝑠 𝐺(𝑠)
a) 𝐿 𝑡 2 ∗ cos(𝑡)
b) 𝐿 𝑒 −2𝑡 cos(𝑡) ∗ 𝑒 𝑡
Example 3.8 Find the inverse Laplace Transform by using convolution for
1
a)
𝑠−1 2
1
b)
𝑠 2 𝑠 2 +1
1
c)
𝑠 2 +11 2
1 1 1
a) 𝐿−1 2 = 𝐿−1
𝑠−1 𝑠−1 𝑠−1
1 1
= 𝐿−1 ∗ 𝐿−1
𝑠−1 𝑠−1
= 𝑒𝑡 ∗ 𝑒 𝑡
𝑡 𝜏 𝑡−𝜏
= 0
𝑒 𝑒 𝑑𝜏
𝑡 𝑡
= 0
𝑒 𝑑𝜏
= 𝜏𝑒 𝑡 𝜏=𝑡
𝜏=0
= 𝑡𝑒 𝑡
1 1 1
b) 𝐿−1 = 𝐿−1
𝑠 2 𝑠 2 +1 𝑠2 𝑠 2 +1
1 1
= 𝐿−1 ∗ 𝐿−1
𝑠2 𝑠 2 +1
= 𝑡 ∗ sin(𝑡)
𝑡
= 0
𝜏sin(𝑡 − 𝜏)𝑑𝜏
𝜏=𝑡
= 𝜏 cos 𝑡 − 𝜏 + sin(𝑡 − 𝜏) 𝜏=0
= 𝑡 − sin(𝑡)
c) Exercise
𝑡
𝑦 𝑡 = 2𝑒 −𝑡 + 0
sin 𝑡 − 𝜏 𝑦 𝜏 𝑑𝜏
2 𝑡
𝑌 𝑠 = +𝐿 0
sin 𝑡 − 𝜏 𝑦 𝜏 𝑑𝜏
𝑠+1
2 𝑌(𝑠)
𝑌 𝑠 = +
𝑠+1 𝑠 2 +1
𝑠2 2
𝑌 𝑠 =
𝑠 2 +1 𝑠+1
2𝑠 2 +2
𝑌 𝑠 =
𝑠 2 𝑠+1
−2 2 4
𝑌 𝑠 = + +
𝑠 𝑠2 𝑠−1
−2 2 4
𝑦 𝑡 = 𝐿−1 + +
𝑠 𝑠2 𝑠−1
𝑦 𝑡 = −2 + 2𝑡 + 4𝑒 𝑡 for 𝑡 > 0
𝑌(𝑠)
𝑠 2 𝑌 𝑠 − 𝑠 − 0 + 𝑌(𝑠) =
𝑠 2 +1
𝑌(𝑠)
𝑠2 + 1 𝑌 𝑠 − 𝑠 =
𝑠 2 +1
1
𝑠2 + 1 − 𝑌 𝑠 =𝑠
𝑠 2 +1
𝑠 4 +2𝑠 2
𝑌 𝑠 =𝑠
𝑠 2 +1
𝑠 2 +1
𝑌 𝑠 =
𝑠(𝑠 2 +2)
𝑠 2 +1
𝑦 𝑡 = 𝐿−1
𝑠(𝑠 2 +2)
1 1
𝑠
𝑦 𝑡 = 𝐿−1 2
+ 2
2
𝑠 𝑠 +2
Let 𝑓(𝑡) be a piecewise continuous function such that 𝑓(𝑡) ≤ 𝑀𝑒 𝑘𝑡 for 𝑘 > 0 and all 𝑡 ≥ 0.
Then, if 𝐿 𝑓(𝑡) = 𝐹(𝑠),
𝑡 𝐹(𝑠)
𝐿 0
𝑓 𝜏 𝑑𝜏 = 𝑓𝑜𝑟 𝑠 > 𝑘 (3.9)
𝑠
And, conversely,
𝐹(𝑠) 𝑡
𝐿−1 = 0
𝑓 𝜏 𝑑𝜏 (3.10)
𝑠
Solution:
1
−1 1 −1 𝑠 2 +1 1 1
a) 𝐿 =𝐿 , here 𝐹 𝑠 = , 𝐿−1 = sin(𝑡)
𝑠 𝑠 2 +1 𝑠 𝑠 2 +1 𝑠 2 +1
𝑡
= 0
𝑠𝑖𝑛 𝜏 𝑑𝜏
= −cos(𝜏) 𝜏=𝑡
𝜏=0
= 1 − cos(𝑡)
1 1 𝑠
−
−1 1 −1 𝑠 𝑠 2 +1 −1 𝑠 𝑠 2 +1 𝑡
b) 𝐿 =𝐿 =𝐿 = 1 − 𝑐𝑜𝑠 𝜏 𝑑𝜏 = 𝑡 − sin(𝑡)
𝑠 2 𝑠 2 +1 𝑠 𝑠 0
𝑡2
= + cos 𝑡 − 1
2
We can use the Laplace Transforms of functions for evaluating complicated integrals in easy
manner as illustrated by the following examples.
∞ 2 −𝑡
Example 3.12 evaluate 0
𝑡 𝑒 𝑠𝑖𝑛 2𝑡 𝑑𝑡 by using Laplace Transform
2
Solution: we know that 𝐿 sin(2𝑡) = = 𝐹(𝑠)
𝑠 2 +4
𝑑2 2
=
𝑑𝑠 2 𝑠 2 +4
12𝑠 2 −16
=
𝑠 2 +4 3
12𝑠 2 −16
= , when 𝑠 = 1, we have
𝑠 2 +4 3
∞ 2 −𝑡 12−16
𝑡 𝑒 𝑠𝑖𝑛 2𝑡 𝑑𝑡 =
0 1+4 3
4
=−
125
𝑒 −𝑡 −𝑒 −3𝑡 ∞ 1 1
Then 𝐿 = 𝑠
− 𝑑𝑠
𝑡 𝑆+1 𝑆+3
∞
= ln 𝑠 + 1 − ln(𝑠 + 3) 𝑠
s+1
= −ln
s+3
s+3
= 𝑙𝑛
s+1
∞ 𝑒 −𝑡 −𝑒 −3𝑡 s+3
By definition we have 0
𝑒 −𝑠𝑡 𝑑𝑡 = 𝑙𝑛
𝑡 s+1
∞ 𝑒 −𝑡 −𝑒 −3𝑡
0
𝑑𝑡 = ln(3) , when 𝑠 = 0
𝑡
Exercise 3.8
∞ 𝑒 −𝑡 𝑠𝑖𝑛 2 (𝑡) 1
a) Prove that 0
𝑑𝑡 = ln(5)
𝑡 4
∞ 𝑠𝑖𝑛 (𝑚𝑡 )
b) Evaluate 0
𝑑𝑡
𝑡
∞
c) Evaluate 0
𝑡𝑒 −𝑡 𝑠𝑖𝑛4 𝑡 𝑑𝑡