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ATILIM University
2022-2023 Spring Semester
1
LAPLACE TRANSFORM
• The Laplace transform are used to solve Linear Differential Equations easily.
• Initial Conditions at t=0 must be given and term of s must be constant, not variable.
ℒ 𝑓(𝑡) = 𝐹 𝑠
∞
ℒ 𝑓(𝑡) = 0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 where s = 𝜎 + 𝑗𝜔, a complex variable,
𝜎 (real part of s)
𝑗𝜔 (imaginery part of s)
EXAMPLE : Let’s find the Laplace Transform of f(t)=1 (Unit Step function).
∞ 1𝑒 −𝑠𝑡 ∞ 1𝑒 −∞ 1𝑒 0 1
Solution : ℒ 2 = 0 1𝑒 −𝑠𝑡 𝑑𝑡 = ቚ0 = − =
𝑠 −𝑠 −𝑠 𝑠
• When Laplace Transforming, integral method of f(t) function is not easy task.
• Instead of directly transforming of a function to Laplace, Laplace Transform tables and Laplace Transform
Theorems are used.
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BASIC LAPLACE TRANSFORMS – I
2. Laplace Transform of a Step Function (of a constant value) at t=0, 𝑓 𝑡 = 𝑎. 𝑢(𝑡), (𝑢(t) : unit step function)
𝑎
ℒ 𝑎. 𝑢(𝑡) = 𝑠 , a: a constant value
Examples :
1 5 100 −50 1 1
ℒ 𝑢(𝑡) = ℒ 1 = 𝑈𝑛𝑖𝑡 𝑆𝑡𝑒𝑝 𝐹𝑢𝑛𝑐𝑡𝑖𝑜𝑛 , ℒ 5 = 𝑠 , ℒ 100 = , ℒ −50 = ,ℒ = 4𝑠
𝑠 𝑠 𝑠 4
1 5
ℒ 𝑡+5 =ℒ 𝑡 + ℒ 5 = +
𝑠2 𝑠
3 4
ℒ 3𝑡 − 4 = ℒ 3. 𝑡 + ℒ −4 = 2 −
𝑠 𝑠
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BASIC LAPLACE TRANSFORMS -II
4. Laplace Transform of 𝑓 𝑡 = 𝑡 𝑛
𝑛!
ℒ 𝑡 𝑛 = (𝑛+1)
𝑠
Examples :
2! 2 3! 6 5.2! 4.1! 3 10 4 3
ℒ 𝑡 2 = 𝑠(2+1) = 𝑠3 , ℒ 𝑡 3 = 𝑠(3+1) = 𝑠4 , ℒ 5𝑡 2 − 4𝑡 + 3 = 𝑠(2+1) - 𝑠(1+1) + 𝑠 = 𝑠3 - 𝑠2 + 𝑠
8. Laplace Transform of 𝑓 𝑡 = 𝑒 𝑎𝑡 𝑔 𝑡 .
If we multiply a g(t) function with 𝑒 𝑎𝑡 , at the Laplace Transform, we have to put (s-a) everywhere in the
equation instead of s.
𝑛!
ℒ 𝑒 𝑎𝑡 𝑡 𝑛 =
(𝑠 − 𝑎)(𝑛+1)
𝜔
ℒ 𝑒 𝑎𝑡 . sin(𝜔𝑡) =
𝑠 − 𝑎 2 + 𝜔2
(𝑠 − 𝑎)
ℒ 𝑒 𝑎𝑡 . cos(𝜔𝑡) =
𝑠 − 𝑎 2 + 𝜔2
Examples :
1 120 3 (𝑠+5)
ℒ 𝑒 2𝑡 . 𝑡 = (𝑠−2)2 , ℒ 𝑒 −3𝑡 . 𝑡 5 = (𝑠+3)6, ℒ 𝑒 4𝑡 . sin(3𝑡) = 𝑠−4 2+9 , ℒ 𝑒 −5𝑡 . cos(7𝑡) = 𝑠+5 2+49
𝑑𝑛 𝜔
ℒ 𝑡 𝑛 . sin(𝜔𝑡) = 𝑛
(−1) . 𝑑𝑠𝑛(𝑠2+𝜔2)
𝑑𝑛 𝑠
ℒ 𝑡 𝑛 . cos(𝜔𝑡) = 𝑛
(−1) . 𝑛( 2 2)
𝑑𝑠 𝑠 +𝜔
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BASIC LAPLACE TRANSFORMS –IV
Examples :
1 2
𝑑 5 0. 𝑠 + 25 − 2. 𝑠. 5 10𝑠
ℒ 𝑡. sin(5𝑡) = (−1)1 . 1 ( 2 ) = −1 . =
𝑑𝑠 𝑠 + 25 𝑠 2 + 25 𝑠 2 + 25
𝑑 1 𝑠 1. 𝑠 2 + 9 − 2. 𝑠. 𝑠 𝑠 2−9
ℒ 𝑡. cos(3𝑡) = −1 1 . 1 2 = −1 . = 2
𝑑𝑠 𝑠 + 9 𝑠2 + 9 𝑠 +9
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LAPLACE TRANSFORM TABLE
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LAPLACE TRANSFORM PROPERTIES
• ℒ 𝐴. 𝑓 𝑡 = 𝐴. 𝐹 𝑠
1 𝑠
• ℒ 𝑓 𝑎𝑡 = 𝑎𝐹 𝑎
, 𝑤ℎ𝑒𝑟𝑒 𝑎 > 0
• ℒ 𝑓1 𝑡 ± 𝑓2 𝑡 = 𝐹1 𝑠 + 𝐹2 𝑠
𝑑
• ℒ± 𝑑𝑡
𝑓 𝑡 = 𝑠. 𝐹 𝑠 − 𝑓 0±
𝑑2
• ℒ ± 𝑑𝑡 2 𝑓 𝑡 = 𝑠 2 . 𝐹 𝑠 − 𝑠. 𝑓 0± − 𝑓ሶ 0±
𝑑𝑛 𝑑𝑘−1
• ℒ± 𝑓 𝑡 =𝑠 𝑛 . 𝐹 𝑠 − σ𝑛𝑘=1 𝑠 𝑛−𝑘 𝑓 𝑡
𝑑𝑡 𝑛 𝑑𝑡 𝑘−1
𝑡 1
• ℒ[0 𝑓 𝜏 𝑑𝜏] = 𝑠 𝐹(𝑠)
𝑑𝑛
• ℒ[𝑡 𝑛 . 𝑓(𝑡)] = 𝑛
(−1) . 𝑑𝑡 𝑛 𝐹 𝑠 (𝑛 = 1,2,3 … )
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INVERSE LAPLACE TRANSFORM with PARTIAL-FRACTION EXPANSION
1 𝜎+𝑗∞
• ℒ −1 𝐹(𝑠) = 2𝜋𝑗 𝜎−𝑗∞ 𝐹 𝑠 𝑒 𝑠𝑡 𝑑𝑠 = 𝑓 𝑡 . 𝑢(𝑡) 𝑢 𝑡 =1 𝑡>0
𝑢 𝑡 =0 𝑡<0
• To find the Inverse Laplace Transform of a complicated function, we can convert the function to a sum of
simpler terms for which we know the Laplace transform of each term.
𝑠 3 +2𝑠 2 +6𝑠+7
Example : Find the f(t) function from below Laplace equation 𝐹 𝑠 = 𝑠 2 +𝑠+5
.
𝑠 3 + 2𝑠 2 + 6𝑠 + 7 𝑠 2 + 𝑠 + 5 𝑠. (𝑠 2 + 𝑠 + 5) 2 2
𝐹 𝑠 = = + + = 𝑠 + 1 +
𝑠2 + 𝑠 + 5 𝑠2 + 𝑠 + 5 𝑠2 + 𝑠 + 5 𝑠2 + 𝑠 + 5 𝑠2 + 𝑠 + 5
2 ⅆ𝛿 t 2
𝐹 𝑠 =𝑠+1+ 𝑠 2 +𝑠+5
⇒𝑓 𝑡 = ⅆ𝑡
+ 𝛿 t + ℒ −1 𝑠 2 +𝑠+5
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INVERSE LAPLACE TRANSFORM with PARTIAL-FRACTION EXPANSION-II
2
𝐹 𝑠 =
(𝑠 + 1)(𝑠 + 2)
Solution :
𝐾1 𝐾2 𝐾1 𝑠 + 2 + 𝐾2 (𝑠 + 1)
𝐹 𝑠 = + =
(𝑠 + 1) (𝑠 + 2) (𝑠 + 1)(𝑠 + 2)
𝐾1 𝑠 + 2 + 𝐾2 𝑠 + 1 = 2 → 𝐾1 + 𝐾2 = 0 → 2𝐾1 + 𝐾2 = 2 → 𝐾1 = 2 𝑎𝑛𝑑 𝐾2 = −2
2 2
𝐹 𝑠 = −
(𝑠 + 1) (𝑠 + 2)
𝑓 𝑡 = 2𝑒 −𝑡 − 2𝑒 −2𝑡 𝑢(𝑡)
10
Laplace Transform Solution of a Differantial Equation
Example : Given the following differential equation, solve for y(t) if all initial conditions are zero. Use Laplace
Transform.
𝑑 2 𝑦(𝑡) 𝑑𝑦(𝑡)
+ 12 + 32𝑦 𝑡 = 32𝑢 𝑡
𝑑𝑡 2 𝑑𝑡
Solution:
Take the Laplace Transform of terms of differential equation separately.
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32 32 32
𝑠 𝑌 𝑠 + 12𝑠𝑌 𝑠 + 32𝑌 𝑠 = ⇒𝑌 𝑠 = =
𝑠 𝑠(𝑠 2 + 12𝑠 + 32) 𝑠(𝑠 + 4)(𝑠 + 8)
32 𝐾1 𝐾2 𝐾3
𝑌 𝑠 = = + +
𝑠(𝑠 + 4)(𝑠 + 8) 𝑠 (𝑠 + 4) (𝑠 + 8)
32 32 32
𝐾1 = (𝑠+4)(𝑠+8)ቚ 𝑠→0 = 1 𝐾2 = 𝑠(𝑠+8)ቚ 𝑠→−4 = −2 𝐾3 = ቚ =1
𝑠(𝑠+4) 𝑠→−8
1 2 1
𝑌 𝑠 = − + ⇒ 𝑦 𝑡 = 1 − 2𝑒 −4𝑡 + 𝑒 −8𝑡 𝑢(𝑡)
𝑠 𝑠+4 𝑠+8
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