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CONTENTS

1. The Laplace transform


2. Solution of differential equations
Chapter 2 3. Engineering application
4. Step and impulse functions
LAPLACE TRANSFORMS
5. Transfer functions
MSc. Lê Trung Nghĩa

15/03/2016 C01144 - Chapter 2 2

1. THE LAPLACE TRANSFORM

• We define the Laplace transform of function by • The symbol ℒ denotes the Laplace transform
operator. It transforms the function into the
ℒ = = function .
where is a complex variable and is called the • The upper limit in the integral is infinite. Thus the
kernel of the transformation. integral is an improper integral, that is

= lim

• contains information on the behaviour of


only for ≥ 0. We define a function to be
causal if = 0 for all < 0.

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Example 1.1. Determine the Laplace transform of the Definition


function = , where is a constant. A function is said to be of exponential order as
Example 1.2. Determine the Laplace transform of the → ∞ if there exists a real number and positive
ramp function = . constants and such that
Example 1.3. Determine the Laplace transform of the < , ∀ >
exponential function = ( is a constant).
Example 1.4. Determine the Laplace transforms of the
sine and cosine functions
= sin , = cos
where is a constant.

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The linearity property

• The greatest lower bound of the set of possible • If and are functions having Laplace
values of is called the abscissa of convergence of transforms and if and are any constants then
. ℒ + = ℒ + ℒ
Theorem. Existence of Laplace transform • The Laplace transform operator ℒ is a linear
operator.
If the causal function is piecewise-continuous on
0, ∞ and is of exponential order, with abscissa of Example 1.5. Determine ℒ 3 + 2 .
convergence , then its Laplace transform exists, with Example 1.6. Determine ℒ 5 − 3 + 4 sin 2 − 6 .
region of convergence Re > in the domain;
that is
ℒ = = , Re >
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The first shift property

Theorem. The first shift theorem Example 1.7. Determine ℒ .


If is a function having Laplace transform , Example 1.8. Determine ℒ sin 2
with Re > , then the function also has a
Laplace transform, given by
ℒ = − , Re > + Re

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Derivative-of-transform property

Theorem. Derivative of transform Example 1.9. Determine ℒ sin 3 .


If is a function having Laplace transform Example 1.10. Determine ℒ .
=ℒ , Re > Example 1.11. Determine ℒ , where is a positive
then the functions = 1,2, … also have integer.
Laplace transforms, given by
ℒ = −1 , Re >

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Table of Laplace transforms

Region of Region of
ℒ = ℒ =
convergence convergence
= sin
ℒ = Re >0 Re >0
( a constant) ( a real constant) +
1 cos
= ℒ = Re >0 Re >0
( a real constant) +
!
= ℒ = Re >0 sin
Re >−
( , real constants) + +
= 1
ℒ = Re > Re cos +
( a constant) − Re >−
( , real constants) + +
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ℒ = , > and
ℒ = , >
Linearity:
ℒ + = + ,
> max ,
First shift theorem:
ℒ = − , > +
Derivative of transform:
ℒ = −1 , = 1,2, … ,
>
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The inverse transform

• The symbol ℒ denotes a causal function


Slide #13, 14, 15 whose Laplace transform is ; that is
if ℒ = then =ℒ
• This correspondence between the functions
and is called the inverse Laplace transformation.
• is the inverse transform of .
• ℒ is the inverse Laplace transform operator.

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Example 1.12. Find


1


Example 1.13. Find

+
Example 1.14. Find
1

+3 −2
Example 1.15. Find
+1

+9
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using the first shift theorem

ℒ − = Example 1.19. Find


Example 1.16. Find 1

1 +1 +4

+2
Example 1.17. Find
2

+ 6 + 13
Example 1.18. Find
+7

+2 +5

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2. SOLUTION OF DIFFERENTIAL
EQUATIONS
• Transforms of derivatives
ℒ = − 0

• In taking the Laplace transform of a derivative we


have assumed that is continuous at = 0, so
that 0 = 0 = 0 .
• In Section 4, when considering the impulse function,
0 ≠ 0 , we have to revert to a more
generalized calculus to resolve the problem.

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• Transforms of integrals
ℒ = − 0 − 0 1 1
ℒ = ℒ =

= − 0 − 0 −⋯ Example 2.1. Obtain

− 0 = − 0 ℒ + sin 2

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• Consider the general second-order linear differential Example 2.2. Solve the differential equation
equation with constant coefficients
+5 +6 =2 , ≥0
+ + = , ≥0
subject to the initial conditions = 1 and = 0 at
subject to the initial conditions 0 = , ̇ 0 =
= 0.
• Taking Laplace transforms of each term gives
Example 2.3. Solve the differential equation
− 0 − ̇ 0 + − 0 +
= +6 + 9 = sin , ≥0
+ + +
⇒ = subject to the initial conditions = 0 and = 0 at
+ +
= 0.
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Simultaneous differential equations

Example 2.4. Solve the differential equation Example 2.5. Solve for ≥ 0 the simultaneous first-
order differential equations
+5 + 17 + 13 = 1, ≥0
+ +5 +3 =
subject to the initial conditions = = 1 and =0
at = 0. 2 + + + =3
subject to the initial conditions = 2 and = 1 at
= 0.

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3. ENGINEERING APPLICATION

Electrical circuits • The relationship between the flow of current


• Electrical circuits are constructed of three basic and the voltage drops across these elements
elements: resistors , capacitors and inductors . voltage drop across resistor =
1
• The current is related to charge by voltage drop across capacitor = =
C
=
voltage drop across inductors =

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Kirchhoff’s laws
• Law 1. The algebraic sum of all currents entering any
junction (or node) of a circuit is zero.
• Law 2. the algebraic sum of voltage drops any closed
loop (or path) in a circuit is zero.

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Mechanical vibrations

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4. STEP AND IMPULSE FUNCTIONS

• The Heaviside step function is defined by


0, <0
=
1, ≥0
• The Heaviside function is also frequently referred to
simply as the unit step function.
0, <
− =
1, ≥
0, <
− =
, ≥

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• The unit step function may be used to write a concise


formulation of piecewise-continuous functions.
, 0≤ <
= , ≤ <
, ≤
= + − −
+ − −

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• The top hat function is


1, ≤ <
− − − =
0, otherwise

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Example 4.1. Express in term of unit step functions the


• We have piecewise-continuous causal function
, ≤ <
− − − = 2 , 0≤ <3
0, otherwise
= + 4, 3≤ <5
• Hence 9, ≥5
, 0≤ <
= , ≤ <
, ≤
= − −
+ − − −
+ −

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Example 4.2. Express in terms of unit step functions


the piecewise-continuous functions causal function
0, <1
1, 1≤ <3
= 3, 3≤ <5
2, 5≤ <6
0, ≥6

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Laplace transform of unit step


function
Example 4.4. Determine the Laplace transform of the
ℒ − = , ≥0 piecewise-constant function
Example 4.3. Determine the Laplace transform of 0, <1
rectangular pulse 1, 1≤ <3
0, < = 3, 3≤ <5
= , ≤ < constant, > > 0. 2, 5≤ <6
0, ≥ 0, ≥6

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The second shift theorem

• If ℒ = then for a positive constant


ℒ − − =
• This theorem is sometimes referred to as the
Heaviside or delay theorem.

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Inversion using the second shift


theorem
Example 4.5. Determine the Laplace transform of the ℒ = − −
causal function defined by
, 0≤ <
=
0, ≥

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5. TRANSFER FUNCTIONS
• The transfer function of linear time-invariant system • Taking Laplace transforms will lead to
is defined to be the ratio + + ⋯+
The Laplace transform of the system output = + ⋯+
The Laplace transform of the system input
• The system transfer function is defined to be
under the assumption that all the initial conditions
+ ⋯+
are zero. = =
+ ⋯+
• Consider a linear time-invariant system characterized
by the differential equation • In order to make the system physically realizable, the
degrees and must be such that ≥ .
+ + ⋯+

= + ⋯+
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