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DEPARTMENT OF EEE

Subject Name: Complex Variables,Fourier and Laplace


Transformation
Subject Code: MTH-203
Submission Date: 21/06/2023
Assignment No: 01

SUBMITTED BY
SUBMITTED TO
Name: Aminul Haque
Student ID: 2224EEE00222
Mosaddek Hossain Batch: 18th
Department of Semester: 6th
Mathmatics Session: 2020-2024
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Laplace Transform
Laplace transform is named in honour of the great French mathematician,” Pierre
Simon De Laplace”(1749-1827). Like all transforms, the Laplace transform changes
one signal into another according to some fixed set of rules or equations. The best
way to convert differential equations into algebraic equations is the use of Laplace
transformation.

Laplace transformation plays a major role in control system engineering. To


analyze the control system, Laplace transforms of different functions have to be
carried out. Both the properties of the Laplace transform and the inverse Laplace
transformation are used in analyzing the dynamic control system. In this article,
we will discuss in detail the definition of Laplace transform, its formula, properties,
Laplace transform table and its applications in a detailed way.

What is the Laplace Transform?


A function is said to be a piecewise continuous function if it has a finite number of
breaks and it does not blow up to infinity anywhere. Let us assume that the
function f(t) is a piecewise continuous function, then f(t) is defined using the
Laplace transform. The Laplace transform of a function is represented by L{f(t)} or
F(s). Laplace transform helps to solve the differential equations, where it reduces
the differential equation into an algebraic problem.
Laplace Transform Formula:
Laplace transform is the integral transform of the given derivative function with
real variable t to convert into a complex function with variable s. For t ≥ 0, let f(t)
be given and assume the function satisfies certain conditions to be stated later on.
The Laplace transform
of f(t), that is denoted
by L{f(t)} or F(s) is
defined by the Laplace
transform formula:
whenever the improper
integral converges.
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Provided that the integral exists. Where the Laplace Operator, s = σ + jω; will be
real or complex j = √(-1)

Standard notation:
Where the notation is clear, we will use an uppercase letter to indicate the Laplace
transform, e.g, L(f; s) = F(s).

The Laplace transform we defined is sometimes called the one-sided Laplace


transform. There is a two-sided version where the integral goes from −∞ to ∞.

Properties of Laplace Transform


Some of the Laplace transformation properties are:

If f1 (t) ⟷ F1 (s) and [note: ⟷ implies Laplace Transform]


f2 (t) ⟷ F2 (s), then

Laplace Transform Table:


There is always a table that is available to the engineer that contains information
on the Laplace transforms. An example of Laplace transform table has been made
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below. We will come to know about the Laplace transform of various common
functions from the following table

Laplace Transform of Differential Equation


The Laplace transform is a well established mathematical technique for solving a
differential equation. Many mathematical problems are solved using
transformations. The idea is to transform the problem into another problem that is
easier to solve. On the other side, the inverse transform is helpful to calculate the
solution to the given problem.
For better understanding, let us solve a first-order differential equation with the
help of Laplace transformation,
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Consider y’- 2y = e3x and y(0) = -5. Find the value of L(y).
First step of the equation can be solved with the help of the linearity equation:
L(y’ – 2y] = L(e3x)
L(y’) – L(2y) = 1/(s-3) (because L(eax) = 1/(s-a))
L(y’) – 2s(y) = 1/(s-3)
sL(y) – y(0) – 2L(y) = 1/(s-3) (Using Linearity property of the Laplace transform)
L(y)(s-2) + 5 = 1/(s-3) (Use value of y(0) ie -5 (given))
L(y)(s-2) = 1/(s-3) – 5
L(y) = (-5s+16)/(s-2)(s-3) …..(1)
here (-5s+16)/(s-2)(s-3) can be written as -6/s-2 + 1/(s-3) using partial fraction
method
(1) implies L(y) = -6/(s-2) + 1/(s-3)
L(y) = -6e2x + e3x
Step Functions
The step function is often called the Heaviside function, and it is defined as
follows:
The step function can take the values of 0 or 1. It is like an on and off switch. The
notations that represent the Heaviside functions are uc(t) or u(t-c) or H(t-c)
Bilateral Laplace Transform
The Laplace transform can also be defined as bilateral Laplace transform. This is
also known as two-sided Laplace transform, which can be performed by extending
the limits of integration to be the entire real axis. Hence, the common unilateral
Laplace transform becomes a special case of Bilateral Laplace transform, where
the function definition is transformed is multiplied by the Heaviside step function.
The bilateral Laplace transform is defined as:
The other way to represent the bilateral Laplace transform is B{F}, instead of F.
Inverse Laplace Transform
In the inverse Laplace transform, we are provided with the transform F(s) and
asked to find what function we have initially. The inverse transform of the function
F(s) is given by:
f(t) = L-1{F(s)}
For example, for the two Laplace transform, say F(s) and G(s), the inverse Laplace
transform is defined by:
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L-1{aF(s)+bG(s)}= a L-1{F(s)}+bL-1 {G(s)}


Where a and b are constants.
In this case, we can take the inverse transform for the individual transforms, and
add their constant values in their respective places, and perform the operation to
get the result.
Inverse Laplace Transform
If y(a) is a unique function which is continuous on [0, ∞] and also satisfy L[y(a)](b)
= Y(b), then it is an Inverse Laplace transform of Y(b).
You can select a piecewise continuous function, if all other possible functions, y (a)
are discontinuous, to be the inverse transform.
L-1[Y(b)](a)
Definition of Inverse Laplace Transform
An integral defines the laplace transform Y(b) of a function y(a) defined on [0, ∞].
Also, the formula to determine y(a) if Y(b) is given, involves an integral.
Inverse Laplace transform table
To compute the inverse transform, we will use the table:
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Example of Inverse Laplace


Example: Find the inverse transform of each of the following.

Y(b)=

Solution:
Step 1: The first term is a constant as we can see from the denominator of the first
term.
Step 2: Before taking the inverse transform, let’s take the factor 6 out, so the
correct numerator is 6.
Step 3: The second term has an exponential t = 8.
Step 4: The numerator is perfect.
Step 5: The third term is also an exponential, t= 3.
Step 6: Now before taking the inverse transforms, we need to factor out 4 first.
Y(b) = 6

y(a) = 6(1) – e8a +4 (e3t)


= 6 – e8a +4 e3t
Convolution Integrals
If the functions f(t) and g(t) are the piecewise continuous functions on the interval
[0, ∞), then the convolution integral of f(t) and g(t) is given as:
(f * g) (t) =0∫t f(t-T) g(T)dT
As, the convolution integral obey the property, (f*g)(t) = (g*) (t)
We can write, 0∫t f(t-T) g(T)dT = 0∫t f(T) g(t-T)dt
Thus, the above fact will help us to take the inverse transform of the product of
transforms.
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(i.e.) L(f*g) = F(s) G(s)


L-1 {F(s)G(s)} = (f*g)(t).
Laplace Transform in Probability Theory
In pure and applied probability theory, the Laplace transform is defined as the
expected value. If X is the random variable with probability density function, say f,
then the Laplace transform of f is given as the expectation of:
L{f}(S) = E[e-sX], which is referred to as the Laplace transform of random variable X
itself.
Applications of Laplace Transform
 It is used to convert complex differential equations to a simpler form having
polynomials.
 It is used to convert derivatives into multiple domain variables and then
convert the polynomials back to the differential equation using Inverse
Laplace transform.
 It is used in the telecommunication field to send signals to both the sides of
the medium. For example, when the signals are sent through the phone then
they are first converted into a time-varying wave and then superimposed on
the medium.
 It is also used for many engineering tasks such as Electrical Circuit Analysis,
Digital Signal Processing, System Modelling, etc.
Laplace Equation
Laplace’s equation, a second-order partial differential equation, is widely helpful in
physics and maths. The Laplace equation states that the sum of the second-order
partial derivatives of f, the unknown function, equals zero for the Cartesian
coordinates. The two-dimensional Laplace equation for the function f can be
written as:

The Laplace equation for three-dimensional coordinates can be represented as:


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Disadvantages of the Laplace Transformation Method


Laplace transforms can only be used to solve complex differential equations and
like all great methods, it does have a disadvantage, which may not seem so big.
That is, you can only use this method to solve differential equations WITH known
constants. If you do have an equation without the known constants, then this
method is useless and you will have to find another method.

History of Laplace Transforms


Transformation in mathematics deals with the conversion of one function to
another function that may not be in the same domain. The transform method
finds its application in those problems which can’t be solved directly. This
transform is named after the mathematician and renowned astronomer Pierre
Simon Laplace who lived in France.

He used a similar transform on his additions to the probability theory. It became


popular after World War Two. This transform was made popular by Oliver
Heaviside, an English Electrical Engineer. Other famous scientists such as Niels
Abel, Mathias Lerch, and Thomas Bromwich used it in the 19th century.

The complete history of the Laplace Transforms can be tracked a little more to the
past, more specifically 1744. This is when another great mathematician called
Leonhard Euler was researching on other types of integrals. Euler however did not
pursue it very far and left it. An admirer of Euler called Joseph Lagrange; made
some modifications to Euler’s work and did further work. LaGrange’s work got
Laplace’s attention 38 years later, in 1782 where he continued to pick up where
Euler left off. But it was not 3 years later; in 1785 where Laplace had a stroke of
genius and changed the way we solve differential equations forever. He continued
to work on it and continued to unlock the true power of the Laplace transform
until 1809, where he started to use infinity as a integral condition.

Method of Laplace Transform


The Laplace transformation is an important part of control system engineering. To
study or analyze a control system, we have to carry out the Laplace transform of
the different functions (function of time). Inverse Laplace is also an essential tool
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in finding out the function f(t) from its Laplace form. Both inverse Laplace and
Laplace transforms have certain properties in analyzing dynamic control systems.
Laplace transforms have several properties for linear systems. The different
properties are Linearity, Differentiation, integration, multiplication, frequency
shifting, time scaling, time shifting, convolution, conjugation, periodic function.
There are two very important theorems associated with control systems. These
are :
 Initial value theorem (IVT)
 Final value theorem (FVT)

The Laplace transform is performed on a number of functions, which are –


impulse, unit impulse, step, unit step, shifted unit step, ramp, exponential decay,
sine, cosine, hyperbolic sine, hyperbolic cosine, natural logarithm, Bessel function.
But the greatest advantage of applying the Laplace transform is solving higher
order differential equations easily by converting into algebraic equations.

There are certain steps which need to be followed in order to do a Laplace


transform of a time function. In order to transform a given function of time f(t)
into its corresponding Laplace transform, we have to follow the following steps:

 First multiply f(t) by e-st, s being a complex number (s = σ + j ω).


 Integrate this product w.r.t time with limits as zero and infinity. This
integration results in Laplace transformation of f(t), which is denoted by
F(s).

The time function f(t) is obtained back from the Laplace transform by a process
called inverse Laplace transformation and denoted by £-1

Laplace Transform Properties


The main properties of Laplace Transform can be summarized as follows:
Linearity: Let C1, C2 be constants. f(t), g(t) be the functions of time, t, then
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First shifting Theorem:

Change of scale property:

Differentiation:

Integration:

Time Shifting:
If L{f(t) } = F(s), then the Laplace Transform of f(t) after the delay of time, T is equal
to the product of Laplace Transform of f(t) and e-st that is

Where, u(t-T) denotes unit step function.


Product:
If L{f(t) }=F(s), then the product of two functions, f1 (t) and f2 (t) is

Final Value Theorem:


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This theorem is applicable in the analysis and design of feedback control system,
as Laplace Transform gives solution at initial conditions
Initial Value Theorem:

Let us examine the Laplace transformation methods of a simple function f(t) = eαt
for better understanding the matter.

Comparing the above solution, we can write,

Similarly, by putting α = 0, we get,

Similarly, by putting α = jω, we get,

And thus,

Let us examine another example of Laplace transformation methods for the


function
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Again the Laplace transformation form of et is,

This Laplace form can be rewritten as

Now from the definition of power series we get,


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Laplace Transform Examples


Solve the equation using Laplace Transforms,

Using the table above, the equation can be converted into Laplace form:

Using the data that has been given in the question the Laplace form can be
simplified.

Dividing by (s2 + 3s + 2) gives

This can be solved using partial fractions, which is easier than solving it in its
previous form. Firstly, the denominator needs to be factorized.

Cross-multiplying gives:

Next the coefficients A and B need to be found

Substituting in the equation:

Then using the table that was provided above, that equation can be converted
back into normal form.
Examples to try yourself
Calculate and write out the inverse Laplace transformation of the following, it is
recommended to find a table with the Laplace conversions online:

Solutions:
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Let’s dig in a bit more into some worked laplace transform examples:
1) Where, F(s) is the Laplace form of a time domain function f(t). Find the
expiration of f(t).

Solution

Now, Inverse Laplace Transformation of F(s), is

2) Find Inverse Laplace Transformation function of

Solution

Now,
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Hence,

3) Solve the differential equation

Solution
As we know that, Laplace transformation of
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4) Solve the differential equation,

Solution
As we know that,
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5) For circuit below, calculate the initial charging current of capacitor using
Laplace Transform technique.

Solution
The above figure can be redrawn in Laplace form,
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Now, initial charging current,

6) Solve the electric circuit by using Laplace transformation for final steady-state
current

Solution
The above circuit can be analyzed by using Kirchhoff Voltage Law and then we get

Final value of steady-state current is

7) A system is represented by the relation


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Where, R(s) is the Laplace form of unit step function. Find the value of x(t) at t →
∞.
As R(s) is the Laplace form of unit step function, it can be written as
Solution

8) Find f(t), f‘(t) and f“(t) for a time domain function f(t). The Laplace
Transformation form of the function is given as

By applying initial value theorem, we get,


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Applying Initial Value Theorem, we get,

9) The Laplace Transform of f(t) is given by,

Find the final value of the equation using final value theorem as well as the
conventional method of finding the final value.
Solution
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Hence it is proved that from both of the methods the final value of the function
becomes same.
10) Find the Inverse Laplace Transformation of function

Solution
F(s) can be rewritten as,

11) Find the Inverse Laplace transformation of


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Solution
F(s) can be rewritten as,

12) Find the Inverse Laplace transformation of

Solution
F(s) can be rewritten as,

13) Express the differential equation in Laplace transformation form


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Solution

14) Express the differential equation in Laplace transformation form

Solution

Where are Laplace Transforms used in Real Life?


The Laplace Transform is derived from Lerch’s Cancellation Law. In the Laplace
Transform method, the function in the time domain is transformed to a Laplace
function in the frequency domain. This Laplace function will be in the form of an
algebraic equation and it can be solved easily. The solution can be again
transformed back to the time domain by using an Inverse Laplace Transform.
This transform is most commonly used for control systems, as briefly mentioned
above. The transforms are used to study and analyze systems such as ventilation,
heating and air conditions, etc. These systems are used in every single modern day
construction and building.
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Laplace transforms are also important for process controls. It aids in variable
analysis which when altered produce the required results. An example of this can
be found in experiments to do with heat.
Apart from these two examples, Laplace transforms are used in a lot of
engineering applications and is a very useful method. It is useful in both electronic
and mechanical engineering.
The control action for a dynamic control system whether electrical, mechanical,
thermal, hydraulic, etc. can be represented by a differential equation. The system
differential equation is derived according to physical laws governing is a system. In
order to facilitate the solution of a differential equation describing a control
system, the equation is transformed into an algebraic form. This transformation is
done with the help of the Laplace transformation technique, that is the time
domain differential equation is converted into a frequency domain algebraic
equation.
An interesting analogy that may help in understanding Laplace is this. Imagine you
come across an English poem which you do not understand. However, you have a
Spanish friend who is excellent at making sense of these poems. So you translate
this poem to Spanish and send it to him, he then in turn explains this poem in
Spanish and sends it back to you. You understand the Spanish explanation and are
then able to transfer the meaning of the poem back to English and thus
understand the English poem.

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