The Laplace Transform (1) (2018 - 11 - 08 23 - 40 - 22 UTC)

Dr.
Mohamed Morsy - Prince Mohammad Bin Fahd University 1
THE LAPLACE TRANSFORM

(REVIEW)
Dr. Mohamed Morsy
Advanced Applied Mathematics
6.1
2

6.1
6.1 Laplace
Laplace Transform.
Transform. Linearity.
Linearity.
First
First Shifting
Shifting Theorem
Theorem (s-Shifting)
(s-Shifting)
Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Why learning laplace?
3
The key motivation for learning about Laplace transforms is that

The key motivation for learning about Laplace transforms is that
the
theprocess
processof ofsolving
solvingan anODE
ODEisissimplified
simplifiedto toan
analgebraic
algebraic
problem
problem(and (andtransformations).
transformations).This Thistype
typeof
ofmathematics
mathematics
that converts problems of calculus to algebraic problems is
that converts problems of calculus to algebraic problems is
known
knownas asoperational
operationalcalculus.
calculus.TheTheLaplace
Laplacetransform
transformmethod
method
has
hastwo
twomain
mainadvantages
advantagesover overthethemethods
methodsdiscussed
discussedinin
Chaps. 1–4:
Chaps. 1–4:
I.I.Problems
Problemsare aresolved
solvedmore moredirectly:
directly:Initial
Initialvalue
valueproblems
problemsare are
solved without first determining a general solution.
solved without first determining a general solution.
Nonhomogenous
NonhomogenousODEs ODEsare aresolved
solvedwithout
withoutfirst
firstsolving
solvingthe
the
corresponding
correspondinghomogeneous
homogeneousODE. ODE.
II. More importantly, the use of the unit step function
II. More importantly, the use of the unit step function
(Heaviside
(Heavisidefunction
functionin inSec.
Sec.6.3)
6.3)andandDirac’s
Dirac’sdelta
delta(in
(inSec.
Sec.6.4)
6.4)
make
makethe themethod
methodparticularly
particularlypowerful
powerfulfor forproblems
problemswithwith
inputs (driving forces) that have discontinuities or represent
inputs (driving forces) that have discontinuities or represent
Definition of the Laplace
4
Transform
 Integral Transforms are among the tools that are very
useful for solving linear differential equations.
Where
K(s,t) is the kernel of the transformation (, ): The integration limits
This relation transforms the function f into another function F, which is called the
transform of f .
Use this relation to transform a problem for a function f into a simpler problem
for F, then solve this simpler problem to find F, and finally recover the desired
function f from its transform F. This last step is known as “inverting the
transform.”
5
Transform
 If f(t) is a function defined for all t  0, its Laplace
transform1 is the integral of f(t) times e-st from t = 0
to . It is a function of s, say, F(s), and is denoted
by £(f); thus
 The function f(t) is called the inverse Laplace

transform of F(s) and is given by:

6
Transform
If f(t) is a function defined for all t ≥ 0, its Laplace transform is the integral of
If f(t) is a function defined for all t ≥ 0, its Laplace transform is the integral of
f(t) times e−st−stfrom t = 0 to ∞. It is a function of s, say, F(s), and is denoted by
f(t) times e from t = 0 to ∞. It is a function of s, say, F(s), and is denoted by
L(f); thus
L(f); thus 
(1)
(1) 
F( s)  L ( f )  e  st f (t )dt.
0
Here we must assume that f(t) is such that the integral exists (that is, has some
Here we must assume that f(t) is such that the integral exists (that is, has some
finite value). This assumption is usually satisfied in applications—we shall
finite value). This assumption is usually satisfied in applications—we shall
discuss this near the end of the section.
discuss this near the end of the section.

7
Transform
 Furthermore,
 Furthermore,the thegiven
givenfunction
functionf(t)
f(t)in
in(1)
(1)isis
called
calledthe
theinverse
inversetransform
transformofofF(s)
F(s)and
andisis
denoted L
denoted by L −1(f);
by −1
(f);that
thatis,
is,we
weshall
shallwrite
write

 (1*)
(1*) f(t) = L
f(t) = L −1(F).
−1
(F).

 Note
Note that (1) and (1*) together imply L −1(L
that (1) and (1*) together imply L −1
(L(f))
(f))
==ffand L
and L (L −1(F))
(L −1
(F))==FF..

Notation
8
 Original
 Originalfunctions
functionsdepend
dependon onttand
andtheir
their
transforms
transformsonons—keep
s—keepthisthisin
inmind!
mind!Original
Original
functions
functionsare
aredenoted
denotedby bylowercase
lowercaseletters
lettersand
and
their
theirtransforms
transformsbybythe
thesame
sameletters
lettersinincapital,
capital,
so
sothat
thatF(s)
F(s)denotes
denotesthethetransform
transformof off(t),
f(t),and
and
Y(s)
Y(s)denotes
denotesthe
thetransform
transformof ofy(t),
y(t),and
andso soon.
on.

Example 1
9
Solution

Example 2
10
Solution

Linearity of the Laplace transform
11
 THEOREM 1
The Laplace transform is a linear operation; that is, for any functions
f(t) and g(t) whose transforms exist and any constants a and b the
transform of af(t)+bg(t) exists, and
Proof:

Laplace transform of hyperbolic functions
12
 Find the transforms of cosh(at) and sinh(at).

Solution:

Laplace Transform of sine and cosine
13

Laplace Transform of sine and cosine
14
 Another method that may be used to find the Laplace

transform of cosine (t)

S-shifting: Replacing S by s-a in a transform
15
 THEOREM 2: The Laplace transform has the very

useful property that if we know the transform of
f(t),we can immediately get that of eatf(t), as
follows:

Examples on s- shifting
16
 t2 e5t
Applying first shifting rule: we have L(t2)=2/s3, so L(t2 e5t)=2/(s-5)3
 eat sin(bt)
We know that L(sin(bt))=b/(s2+b2), then L(sin(bt) eat)=b/((s-a)2+b2)

Table of Laplace Transform
17

Example
18
 Find the Laplace transform of:

(a) (t2-3)2
(b) sin2(4t)
(c) Sin(3t-0.5)

Examples
19
Find Laplace transform of the following:



Example
20
 Find the inverse Laplace transform of:



Example
21
 Find the inverse Laplace transform of:



Example
22
Find the inverse Laplace transform of:



Example
23
Find the inverse Laplace transform of:



Transforms of Derivatives
24
Proof:

Example (using the derivative formula to derive L.T)
25
Let f(t)= t sin(wt). Then f(0)=0.
f (t )  sin wt  wt cos wt , f (0)  0, f (t )  2 w cos wt  w 2t sin wt

Laplace transform of integral
26
Using the transform of integral find the inverse of

Differential equations, initial value problem
27
We shall discuss how the Laplace transform solves ODEs

and initial value problems. We consider an initial value
problem.
Where a and b are constant. r(t) is the given input and y(t) is the output
To find y(t) using Laplace transform, we use three steps
Step 1: setting up the subsidiary equation

Differential equations, initial value problem
28
Step 2: Solution of the subsidiary equation
We divide by s2 + as + b and use the so-called transfer function.
Q depends neither on r(t) nor on the initial conditions (but only on a and
b)

Differential equations, Example
29
Step 3: Inversion of Y to obtain
We reduce Y(s) (usually by partial fractions as in calculus) to a sum of terms

whose inverses can be found from the tables.
Example
Step 1
Finding the subsidiary equation

30
Example
Step 2 Finding the subsidiary function Q

31
Example
Step 3

Summary of the example
32

Examples
33
 Using Laplace derivative’s transforms, find Laplace transform of the

following:
 t cos(5t)

Example (solve by Laplace transform)
34

Unit step function (Heaviside Function) u(t-a)
35
 The unit step function or Heaviside function u(t-a) is 0 for t

< a, has a jump of size 1 at t = a (where we can leave it
undefined), and is 1 for t > a, in a formula:

The transform of u(t-a)
36

Second shifting theorem; time shifting
37
 Prove
To make the right side into a Laplace transform, we must have an integral
from 0 to , not from a to . But this is easy. We multiply the integrand by
u(t- a). Then for t from 0 to a the integrand is 0

Example
38
 Write the following function using unit step functions and find its
transform.
Solution

Example(Continued)
39

Example (Continued)(Another solution)
40
 If the conversion of f(t) to f(t-a) is inconvenient, replace it by

Example
41
Without the exponential functions in the numerator the three terms of F(s) would have
the inverses (sin t)/, (sin t)/, and te2t because 1/s2 has the inverse t, so that(s+ 2)2 has
the inverse te2t by the first shifting theorem in Sec. 6.1. Hence by the second shifting
theorem (t-shifting),

Example
42
 Find the Laplace transform of:

Short Impulses. Dirac's Delta Function
43
 Phenomena of an impulsive nature, such as the action of forces or voltages

over short intervals of time, arise in various applications, for instance, if
an airplane makes a "hard" landing, a ship is hit by a single high wave, or
we hit a tennis ball by a racket, and so on.
 To model situations of that type, we consider the function
(and later its limit as k 0). This function represents, for instance, a force of magnitude
1/K acting from r = a to t = a + k, where k is positive and small.

44
To find out what will happen if k becomes smaller and smaller, we take the limit of fk
As k0(k> 0). This limit is denoted by (t - a), that is,
(t — a) is called the Dirac delta function or the unit impulse function

45
We take the limit k0, then

Example
46
 Determine the response of the system below:

Example
47

Example
48
 Find y(t)
Solution:

Partial fractions
49
 Partial fractions can only be done if the degree of the numerator is strictly less than
the degree of the denominator.
So, once we’ve determined that partial fractions can be done we factor the denominator as
completely as possible. Then for each factor in the denominator we can use the following
table to determine the term(s) we pick up in the partial fraction decomposition.

Example
50
 Find the partial fractions of:
The next step is to actually add the right side back up
Now, we need to choose A and B so that the numerators of these two are equal for
every x. To do this we’ll need to set the numerators equal.

Example
51
 Find the partial fraction decomposition of:
As with the previous example it looks like we can just pick a few values of x and
find the constants so let’s do that.

Example
52

Example
53

Convolution
54
 The transform of a product is generally different from the

product of the transforms of the factors
 is the transform of the convolution of f and g,

denoted by the standard notation f * g and defined by the
integral

Example
55

Properties of convolution
56

Example
57

Differentiation of Transforms
58
 The derivative F'(s) = dF/ds of the transform can can

be obtained by differentiating F(s) under the integral sign with
respect to s. Therefore,

Example
59
 Find the Laplace transform of t sin(3t). Here, we

have:

Differentiation of Transforms
60
 Deriving corresponding identities involving higher order

derivatives and higher powers of t is straightforward.

Integration of Transforms
61
 The formula of integration of transforms is

obtained by:
Example

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Dr.

Mohamed Morsy - Prince Mohammad Bin Fahd University 1

THE LAPLACE TRANSFORM

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

The key motivation for learning about Laplace transforms is that

 The function f(t) is called the inverse Laplace

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 Find the transforms of cosh(at) and sinh(at).

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 Another method that may be used to find the Laplace

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 THEOREM 2: The Laplace transform has the very

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 Find the Laplace transform of:

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Find Laplace transform of the following:

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 Find the inverse Laplace transform of:

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 Find the inverse Laplace transform of:

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Find the inverse Laplace transform of:

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Find the inverse Laplace transform of:

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Let f(t)= t sin(wt). Then f(0)=0.

f (t )  sin wt  wt cos wt , f (0)  0, f (t )  2 w cos wt  w 2t sin wt

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Using the transform of integral find the inverse of

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

We shall discuss how the Laplace transform solves ODEs

To find y(t) using Laplace transform, we use three steps

Step 1: setting up the subsidiary equation

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Step 2: Solution of the subsidiary equation

We divide by s2 + as + b and use the so-called transfer function.

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Step 3: Inversion of Y to obtain

We reduce Y(s) (usually by partial fractions as in calculus) to a sum of terms

Finding the subsidiary equation

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Step 2 Finding the subsidiary function Q

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 Using Laplace derivative’s transforms, find Laplace transform of the

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

 The unit step function or Heaviside function u(t-a) is 0 for t

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University

Dr. Mohamed Morsy - Prince Mohammad Bin Fahd University