Transcript
Page 1: The Laplace Transform

The Laplace Transform

CHAPTER 4

Page 2: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_2

Chapter Contents

4.1 Definition of the Laplace Transform4.2 The Inverse Transform and Transforms of Derivat

ives4.3 Translation Theorems4.4 Additional Operational Properties4.5 The Dirac Delta Function4.6 Systems of Linear Differential Equations

Page 3: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_3

4.1 Definition of Laplace Transform

Basic DefinitionIf f(t) is defined for t 0, then

(1)

b

bdttftsKdttftsK

00)(),(lim)(),(

If f(t) is defined for t 0, then(2)

is said to be the Laplace Transform of f.

Definition 4.1.1 Laplace Transform

0)()}({ dttfetf stL

Page 4: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_4

Evaluate L {1}

Solution: Here we keep that the bounds of integral are 0 and in mind.From the definition

Since e-st 0 as t , for s > 0.

Example 1 Using Definition 4.1.1

sse

se

dtedte

sb

b

bst

b

b st

b

st

11limlim

lim)1()1(

0

00

L

Page 5: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_5

Evaluate L {t}

Solution:

Example 2 Using Definition 4.1.1

2

00

111}1{

1

1}{

ssss

dtess

tet st

st

L

L

Page 6: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_6

Evaluate L {e-3t}

Solution:

Example 3 Using Definition 4.1.1

3,3

1

3

}{

0

)3(

0

)3(

0

33

ss

se

dtetdeee

ts

tststtL

Page 7: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_7

Evaluate L {sin 2t}

Solution:

Example 4 Using Definition 4.1.1

00

0

2cos22sin

2sin}{sin2

dttess

te

dttet

stst

stL

00,2cos

2sdtte

sst

Page 8: The Laplace Transform

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Example 4 (2)

}2{sin4222 t

ssL

0,4

2}2{sin 2

s

stL

00

2sin22cos2

dttess

tes

stst

0,02coslim ste st

t Laplace transform of sin 2t↓

Page 9: The Laplace Transform

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L is a Linear Tramsform

We can easily verify that

(3) )()(

)}({)}({

)}()({

sGsF

tgtf

tgtf

LL

L

Page 10: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_10

(a)

(b) (c)

(d) (e)

(f) (g)

Theorem 4.1.1 Transform of Some Basic Functions

s1

}1{ L

,3,2,1,!

}{ 1 nsn

t nnL

ase ta

1

}{L

22}{sinks

ktk

L 22}{cos

kss

tk

L

22){sinks

ktk

L

22}{coshks

stk

L

Page 11: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_11

Fig 4.1.1 Piecewise-continuous function

Page 12: The Laplace Transform

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A function f(t) is said to be of exponential order,

if there exists constants c, M > 0, and T > 0, such that

|f(t)| Mect for all t > T. See Fig 4.1, 4.2.

Definition 4.1.2 Exponential Order

Page 13: The Laplace Transform

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Fig 4.1.2 Function f is of exponential order

Page 14: The Laplace Transform

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Fig 4.1.3 Functions with blue graphs are of exponential order

tet ||tet 2cos2 tt ee ||

Page 15: The Laplace Transform

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Page 16: The Laplace Transform

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If f(t) is piecewise continuous on [0, ) and of

exponential order c, then L {f(t)} exists for s > c.

Theorem 4.1.2 Sufficient Conditions for Existence

Page 17: The Laplace Transform

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Example 5

Find L {f(t)} for

Solution:

0 ,22

20)}({

3

3

3

3

0

s

se

se

dtedtetf

sst

ststL

3,2

30,0)(

t

ttf

Page 18: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_18

Fig 4.1.5 Piecewise-continuous function in Ex 5

Page 19: The Laplace Transform

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4.2 The Inverse Transform and Transform of Derivatives

(a)

(b) (c)

(d) (e)

(f) (g)

Theorem 4.2.1 Some Inverse Transform

s1

1 1L

,3,2,1,!1

1

nsn

t nn L

ase ta 11L

221sin

ksk

tk L

221cos

kss

tk L

221sinh

ksk

tk L

221cosh

kss

tk L

Page 20: The Laplace Transform

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Example 1 Applying Theorem 4.2.1

Find the inverse transform of

(a) (b)

Solution:(a)

(b)

51 1

sL

71

21

sL

45

15

1

241!4

!411

tss

LL

tss

7sin7

17

77

17

12

12

1

LL

Page 21: The Laplace Transform

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L -1 is also linear

We can easily verify that

(1))}({)}({

)}()({11

1

sGsF

sGsF

LL

L

Page 22: The Laplace Transform

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Find

Solution:

(2)

Example 2 Termwise Division and Linearity

462

21

ss

L

462

21

ss

L

42

26

42

46

42

21

21

221

sss

sss

LL

L

tt 2sin32cos2

Page 23: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_23

Example 3 Partial Fractions and Linearity

Find

Solution:Using partial fractions

Then

(3)

If we set s = 1, 2, −4, then

)4)(2)(1(962

1

sssss

L

)4)(2)(1(962

sssss

)2)(1()4)(1()4)(2(

962

ssCssBssA

ss

421

sC

sB

sA

Page 24: The Laplace Transform

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(4) Thus

(5)

30/1,6/25,5/16 cBA

Example 3 (2)

)4)(2)(1(962

1

sssss

L

ttt eee 42

301

625

516

41

301

21

625

11

516 111

sssLLL

Page 25: The Laplace Transform

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Transform of Derivatives

(6)

(7)(8)

)}({ tf L

000)()()( dttfestfedttfe ststst

)}({)0( tfsf L

)0()()}({ fssFtf L

)}({ tf L

000)()()( dttfestfedttfe ststst

)}({)0( tfsf L)0()]0()([ ffssFs

)0()0()()}({ 2 fsfsFstf L)0()0()0()()}({ 23 ffsfssFstf L

Page 26: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_26

If are continuous on [0, ) and are of

exponential order and if f(n)(t) is piecewise-continuous

On [0, ), then

where

Theorem 4.2.2 Transform of a Derivative

)1(,,, nfff

.)}({)( tfsF L

)0()0()0()(

)}({)1(21

)(

nnnn

n

ffsfssFs

tf

L

Page 27: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_27

Solving Linear ODEs

Then

(9)

(10)

)(01

1

1 tgyadt

yda

dtyd

a n

n

nn

n

n

1)1(

10 )0(,)0(,)0( n

n yyyyyy

)}({}{01

1

1 tgyadt

yda

dtyd

a n

n

nn

n

n LLLL

)]0()0()([ )1(1 nnnn yyssYsa

)(

)(

)]0()0()([

0

)2(211

sG

sYa

yyssYsa nnnn

Page 28: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_28

We have

(11)

where

)()()()( sGsQsYsP

)()(

)()(

)(sPsG

sPsQ

sY

01

1)( asasasP nn

nn

Page 29: The Laplace Transform

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Find unknown that satisfies a DE and Initial condition

)(tyTransformed DE becomes an algebraic equation In )(sY

Apply Laplace transform L

Solve transformed equation for )(sY

Solution of original IVP

)(ty Apply Inverse transform 1L

Page 30: The Laplace Transform

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Solve

Solution:

(12)

(13)

Example 4 Solving a First-Order IVP

6)0(,2sin133 ytydtdy

}2{sin13}{3 tydtdy

LLL

426

)(36)( 2

ssYssY

426

6)()3( 2

ssYs

)4)(3(506

)4)(3(26

36

)( 2

2

2

sss

ssssY

Page 31: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_31

We can find A = 8, B = −2, C = 6Thus

43)4)(3(506

22

2

sCBs

sA

sss

)3)(()4(506 22 sCBssAs

462

38

)4)(3(506

)( 22

2

ss

ssss

sY

42

34

23

18)( 2

12

11

sss

sty LLL

ttety t 2sin32cos28)( 3

Example 4 (2)

Page 32: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_32

Example 5 Solving a Second-Order IVP

Solve

Solution:

(14)

Thus

5)0(',1)0(,2'3" 4 yyeyyy t

}{}{23 42

2tey

dtdy

dtyd

LLLL

41

)(2)]0()([3)0()0()(2

ssYyssYysysYs

41

2)()23( 2

sssYss

)4)(2)(1(96

)4)(23(1

232

)(2

22

sssss

ssssss

sY

ttt eeesYty 421

301

625

516

)}({)( L

Page 33: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_33

4.3 Translation Theorems

Proof:L {eatf(t)} = e-steatf(t)dt = e-(s-a)tf(t)dt = F(s – a)

If L {f} = F(s) and a is any real number, then

L {eatf(t)} = F(s – a)

Theorem 4.3.1 First Translation Theorem

assat tftfe )}({)}({ LL

Page 34: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_34

Fig 4.3.1 Shift on s-axis

Page 35: The Laplace Transform

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Evaluate (a) (b)

Solution:

(a) (b)

Example 1 Using the First Translation Theorem

}{ 35 te tL }4cos{ 2 te tL

45

45335

)5(6!3

}{}{

sstte

ssss

t LL

16)2(2

16

}4{cos}4cos{

22

2

)2(2

ss

ss

tte

ss

sst LL

Page 36: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_36

Inverse Form of Theorem 4.3.1

(1)

where

)(})({)}({ 11 tfesFasF atass

LL

.)}({)( 1 sFtf L

Page 37: The Laplace Transform

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Evaluate (a) (b)

Solution:(a)

we have A = 2, B = 11

(2)

Example 2 Partial Fractions and Completing the square

21

)3(52

ss

L

643/52/

21

sss

L

22 )3(3)3(52

sB

sA

ss

BsAs )3(52

22 )3(11

32

)3(52

ssss

Page 38: The Laplace Transform

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Example 2 (2)

And

(3)

From (3), we have

(4)

211

21

)3(1

113

12

)3(52

ssss

LLL

teess tt 33

21 112

)3(52

L

tess

t

ss

3

32

12

1 1)3(

1

LL

Page 39: The Laplace Transform

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Example 2 (3)

(b) (5)

(6)

(7)

2)2(3/52/

643/52/

22

ss

sss

2)2(1

32

2)2(2

21

643/52/

21

21

21

sss

sss

LL

L

22

1

22

1

22

232

221

ssss sss

LL

tete tt 2sin32

2cos21 22

Page 40: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_40

Solve

Solution:

Example 3 IVP

17)0(',2)0(,9'6 32 yyetyyy t

)(9)]0()([6)0()0()(2 sYyssYysysYs 3)3(2s

)()96( 2 sYss3)3(

252

ss

)()3( 2 sYs3)3(

252

ss

)(sY52 )3(

2)3(52

sss

Page 41: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_41

Example 3 (2)

(8)

52 )3(2

)3(11

32

)(

sss

sY

51

211

)3(!4

!42

)3(1

113

12

)(

sss

ty

LLL

,1 3

32

1 t

ss

tes

L t

ss

ets

34

35

1 !4

L

ttt etteety 3433

121

112)(

Page 42: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_42

Example 4 An IVP

Solve

Solution:

0)0(',0)0(,164 yyeyyy t

)(6)]0()([4)0()0()(2 sYyssYysysYs1

11

ss

)()64( 2 sYss)1(

12

sss

)(sY)64)(1(

122

sssss

643/52/

13/16/1

)( 2

sss

sssY

Page 43: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_43

Example 4 (2)

tetee ttt 2sin32

2cos21

31

61 22

2)2(2

232

2)2(2

21

11

311

61

)(

21

21

11

sss

sssY

LL

LL

Page 44: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_44

The Unit Step Function U (t – a) is

Definition 4.3.1 Unit Step Function

at

atat

,1

0,0)(U

See Fig 4.3.2.

Page 45: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_45

Page 46: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_46

Page 47: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_47

Also a function of the type

(9)is the same as

(10)Similarly, a function of the type

(11)

can be written as (12)

atth

attgtf

),(

0),()(

)()()()()()( atthattgtgtf UU

bt

btatg

at

tf

,0

),(

0,0

)(

)]()()[()( btattgtf UU

Page 48: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_48

Express

in terms of U (t).Solution:From (9) and (10), with a = 5, g(t) = 20t, h(t) = 0

f(t) = 20t – 20tU (t – 5)

Consider the function

(13) See Fig 4.3.5.

Example 5 A Piecewise-Defined Function

5,0

50,20)(

t

tttf

atatf

atatatf

),(

0,0)()( U

Page 49: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_49

Page 50: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_50

Fig 4.3.6 Shift on t-axis

Page 51: The Laplace Transform

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Proof:

If F(s) = L {f}, and a > 0, then L {f(t – a)U (t – a)} = e-asF(s)

Theorem 4.3.2 Second Translation Theorem

dtatatfedtatatfea

sta st )()()()(

0UU

)}()({ atatf UL

0)( dtatfe st

Page 52: The Laplace Transform

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Theorem 4.3.2 proof

Let v = t – a, dv = dt, then

If f(t) = 1, then f(t – a) = 1, F(s) = L {1} = 1/s,

(14)eg: The L.T. of Fig 4.3.4 is

0

)( )( dvvfe avs )}({)(0

tfedvvfee assvas L

se

atas

)}({UL

se

se

s

tttfss 32

31

2

)}3({)}2({3}1{2)}({

ULULLL

)}()({ atatf UL

Page 53: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_53

Inverse Form of Theorem 4.7

(15))()()}({1 atatfsFe as UL

Page 54: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_54

Example 6 Using Formula (15)

Evaluate (a) (b)

Solution:(a) then

(b) then

se

s21

41

L

2/

21

9se

ss L

tesFssFa 41 )}({),4/(1)(,2 L

)2(4

1 )2(421

tee

sts UL

tsFsssFa 3cos)}({),9/()(,2/ 12 L

223cos

92/

21 tte

ss s UL

Page 55: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_55

Alternative Form of Theorem 4.3.2

Since , then

The above can be solved. However, we try another approach.Let u = t – a,

That is,

(16)

4)2(4)2( 22 ttt

)}2(4)2()2(4)2()2{(

)}2({2

2

ttttt

tt

UUUL

UL

0

)( )()()}()({ duaugedttgeattg aus

a

stUL

)}({)}()({ atgeattg as LUL

Page 56: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_56

Find

Solution:With g(t) = cos t, a = , then

g(t + ) = cos(t + )= −cos tBy (16),

Example 7 Second Translation Theorem – Alternative Form

)}({cos ttUL

ss es

stett

1}{cos)}({cos 2LUL

Page 57: The Laplace Transform

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Solve

Solution:We find f(t) = 3 cos tU (t −), then

(17)

Example 8 An IVP

tt

ttf

,sin3

0,0)(

5)0(,)(' ytfyy

)()0()( sYyssY ses

s

13 2

)()1( sYs ses

s

13

5 2

sss e

ss

es

ess

sY

111

11

23

15

)( 22

Page 58: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_58

Example 8 (2)

It follows from (15) with a = , then

Thus

(18)

See Fig 4.3.7.

)()sin(1

1,)(

11

21)(1

tte

stee

ssts ULUL

)()cos(12

1

tte

ss s UL

)()cos(23

)()sin(23

)(23

5)( )( ttttteety tt UUU

)(]cossin[23

5 )( tttee tt U

tttee

tett

t

,cos2/3sin2/32/35

0,5)(

Page 59: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_59

Fig 4.3.7 Graph of function (18) in Ex 8

Page 60: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_60

Remember that the DE of a beam is

(19)

Beams

)(4

4

xwdx

ydEI

Page 61: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_61

A beam of length L is embedded at both ends as Fig 4.3.8. Find the deflection of the beam when the load is given by

Solution:We have the boundary conditions: y(0) = y(L) = 0, y’(0) = y’(L) = 0. By (10),

Example 9

LxL

LxxL

wxw

2/,0

2/0,2

1)( 0

22

12

1)( 00

Lxx

Lwx

Lwxw U

222

2 0 Lx

Lxx

LL

wU

Page 62: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_62

Fig 4.3.8 Embedded beam with a variable load in Ex 9

Page 63: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_63

Example 9 (2)

Transforming (19) into

where c1 = y”(0), c3 = y(3)(0)

2

220 1122 Lse

sssL

L

w

2665

043

31

222

0)3(4

1122)(

1122)0()0(")(

Ls

Ls

esss

LEIL

w

s

c

sc

sY

esss

LEIL

wysysYs

)0()0()0()0()( 234 yysysyssYsEI

Page 64: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_64

Thus

412

311 !3

!3!2

!2

)(

sc

sc

xy

LL

2/

61

61

510 !5

!51!5

!51!4

!42/2 Lse

sssL

EILw

LLL

2225

6062

55403221 L

xL

xxxL

EIL

wx

cx

cU

Example 9 (3)

Page 65: The Laplace Transform

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Example 9 (4)

Applying y(L) = y’(L) = 0, then

Thus

01920

49

62

40

3

2

2

1 EI

LwLc

Lc

0960

85

2

302

21 EI

LwLcLc

EILwcEILwc 40/9,960/23 022

01

2225

60

803

192023

)(

5540

3022

0

Lx

Lxxx

LEIL

w

xEILw

xEILw

xy

U

Page 66: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_66

4.4 Additional Operational Properties

Multiplying a Function by tn

that is, Similarly,

)}({)()]([

)(

00

0

ttfdtttfedttfes

dttfedsd

dsdF

stst

st

L

)}({)}({ tfdsd

ttf LL

)}({)}({

)}({)}({)}({

2

2

2

tfdsd

tfdsd

dsd

ttfdsd

ttfttft

LL

LLL

Page 67: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_67

If F(s) =L {f(t)} and n = 1, 2, 3, …, then

Theorem 4.4.1 Derivatives of Transform

)()1()}({ sFdsd

tft n

nnn L

Page 68: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_68

Example 1 Using Theorem 4.4.1

Find L {t sin kt}

Solution:With f(t) = sin kt, F(s) = k/(s2 + k2), then

22222 )(2

}{sin}sin{

ksks

ksk

dsd

ktdsd

ktt

LL

Page 69: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_69

Different approaches

Theorem 4.3.1:

Theorem 4.4.1:

23

233

)3(11

}{}{

sstte

ssss

t LL

2233

)3(1

)3(3

1}{}{

ss

sdsd

edsd

te tt LL

Page 70: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_70

Solve

Solution:

or

From example 1,

Thus

Example 2 An IVP

1)0(,0)0(,4cos16 xxtxx

222

22

)16(161

)(

161)()16(

ss

ssX

ss

sXs

kttks

kssin

)(2

2221

L

ttst

ss

stx

4sin81

sin41

)16(8

81

164

41

)( 221

21

LL

Page 71: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_71

Convolution

A special product of f * g is defined by

(2)and is called the convolution of f and g. The convolution is a function of t, eg:

(3)

Note: f * g = g * f

t

dtgfgf0

)()(*

)cossin(21

)sin(sin0

ttt ettdtete

Page 72: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_72

Proof:

If f(t) and g(t) are piecewise continuous on [0, ) and

of exponential order, then

Theorem 4.4.2 Convolution Theorem

)()()}({)}({}{ sGsFtgtfgf LLL

0

)(

0

0 0

)(

00

)()(

})()(

)()()()(

dgedf

ddgfe

dgedfesGsF

s

ss

Page 73: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_73

Theorem 4.4.2 proof

Holding fixed, let t = + , dt = d

The integrating area is the shaded region in Fig 4.4.1.Changing the order of integration:

dttgedfsGsF st )()()()(0

}{

)()(

)()()()(

00

00

gf

dtdtgfe

dtgfdtesGsF

tst

tst

L

Page 74: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_74

Fig 4.4.1 Changing order of integration from t first to first

Page 75: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_75

Example 3 Transform of a Convolution

Find

Solution:Original statement = L {et * sin t}

t

dte0

)sin( L

)1)(1(1

11

11

22

ssss

Page 76: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_76

Inverse Transform of Theorem 4.9

L -1{F(s)G(s)} = f * g(4)

Look at the table in Appendix III,

(5)

222

3

)(2

}cos{sinks

kktktkt

L

Page 77: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_77

Example 4 Inverse Transform as a Convolution

Find

Solution:Let

then

(6)

22

21

)(1ks

L

22

1)()(

kssGsF

ktkks

kk

tgtf sin11

)()( 221

L

t

dtkkkks 02222

1 )(sinsin1

)(1 L

Page 78: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_78

Example 4 (2)

Now recall thatsin A sin B = (1/2) [cos (A – B) – cos (A+B)]

If we set A = k, B = k(t − ), then

3

02

022221

2cossin

cos)2(sin21

21

]cos)2([cos21

)(1

kktktkt

kttkkk

dkttkkks

t

t

L

Page 79: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_79

Transform of an Integral

When g(t) = 1, G(s) = 1/s, then

(7)

(8)

ssF

dft )(

)(0

L

s

sFdf

t )()( 1

0L

Page 80: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_80

Examples:

ttdss

ttdss

tdss

t

t

t

cos121

)sin()1(

1

sin)cos1()1(

1

cos1sin)1(

1

2

0231

0221

021

L

L

L

Page 81: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_81

Volterra Integral Equation

t

dthftgtf0

)()()()( (9)

Page 82: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_82

Example 5 An Integral Equation

Solve

Solution:First, h(t-) = e(t-), h(t) = et. From (9)

Solving for F(s) and using partial fractions

)(for )(3)(0

2 tfdefettft tt

11

)(1

123)( 3

s

sFss

sF

12166

)( 43

sssssF

tett

sssstf

213

11

21!3!2

3)(

32

114

13

1 LLLL

Page 83: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_83

Series Circuits

From Fig 4.4.2, we have

(10)

which is called the integrodifferential equation.

)()(1

)(0

tEdiC

tRidtdi

Lt

Page 84: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_84

Example 6 An Integrodifferential Equation

Determine i(t) in Fig 4.4.2, when L = 0.1 h, R = 2 , C = 0.1 f, i(0) = 0, and

E(t) = 120t – 120tU (t – 1)

Solution:Using the data, (10) becomes

And then

)1(120120)(10)(21.00

ttditidtdi t

U

ss e

se

ssssI

sIssI111

120)(

10)(2)(0.1 22

Page 85: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_85

Example 6 (2)

sss

s

ss

es

es

es

essss

es

essss

sI

22

2

222

)10(1

)10(10/1

10100/1

100/1)10(

10/110

100/11/1001200

)10(1

)10(1

)10(1

1200)(

)1()1(1080120

)]1([12)]1(1[12)()1(1010

)1(1010

tette

teettitt

tt

U

UU

Page 86: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_86

Example 6 (3)

Written as a piecewise- defined function

(11)

1 ,)1(10801201212

10 ,1201212)(

)1(1010)1(1010

1010

tetteee

tteeti

tttt

tt

Page 87: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_87

Fig 4.4.3

Page 88: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_88

Post Script – Green’s Function Redux

By applying the Laplace transform to the initial-value problem

where a and b are constants, we find that the transform of y(t) is

where F(s) = L {f(t)}. By rewriting the foregoing transform as the product

,0)0( ,0)0( ),( yytfbyyay

basssF

sY

2

)()(

)(1

)( 2 sFbass

sY

Page 89: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_89

We can use the inverse form of the convolution theorem (4) to write the solution of the IVP as

(12)

where and On the other hand, we know from (9) of Section 3.10

that the solution of the IVP is also given by

(13)where G(t, ) is the Green’s function for the differential equation.

t

dftgty0

)()()(

)(1

21 tg

bass

L ).()}({1 tfsF L

t

dftGty0

)() ,()(

Page 90: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_90

By comparing (12) and (13) we see that the Green’s function for the differential equation is related to by

(14)For example, for the initial-value problem y(0) = 0, y’(0) = 0 we find

Thus from (14) we see that the Green’s function for the DE is G(t, ) = g(t - ) = 1/2 sin 2(t - ). See Example 4 in Section 3.10.

)(1

21 tg

bass

L

)() ,( tgtG),(4 tfyy

)(4 tfyy

)(2sin21

41

21 tgt

s

L

Page 91: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_91

Periodic Function

f(t + T) = f(t)

If f(t) is piecewise continuous on [0, ), of exponential order, and periodic with period T, then

Theorem 4.4.3 Transform of a Periodic Function

T st

sT dttfee

tf0

)(1

1)}({L

Page 92: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_92

Use the same transform method

T

stT st dttfedttfetf )()()}({0

L

Theorem 4.4.3 proof

T stsT

sTT st

sT

T

st

dttfee

tf

tfedttfetf

tfedttfe

0

0

)(1

1)}({

)}({)()}({

)}({)(

L

LL

L

Page 93: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_93

Find the L. T. of the function in Fig 4.4.4.

Solution:We find T = 2 and

From Theorem 4.4.3,

(15)

Example 7

21 ,0

10 ,1)(

t

tTE

)1(

111

101

11

)}({ 2

1

02 s

s

sst

s esse

edte

etE

L

Page 94: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_94

Fig 4.4.4

Page 95: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_95

Example 8 A Periodic Impressed Voltage

The DE

(16)Find i(t) where i(0) = 0, E(t) is as shown in Fig 4.4.4.

Solution:

or

(17)

Because and

)(tERidtdi

L

s

s

eLRssL

sI

essRIsLsI

11

)/(/1

)(

)1(1

)()(

sss-s eee

e321

11

LRsRL

sRL

LRss ///

)/(1

Page 96: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_96

Then i(t) is described as follows and see Fig 4.4.5:

(15)

...1111

)( 2

ss eeLRssR

sI

43 ,

32 ,1

21 ,

10 ,1

)(

)3()2()1(

)2()1(

)1(

teeee

teee

tee

te

ti

tttt

ttt

tt

t

Example 8 (2)

Page 97: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_97

Fig 4.4.5

Page 98: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_98

4.5 The Dirac Delta Function

Unit ImpulseSee Fig 4.5.1(a). Its function is defined by

(1)

where a > 0, t0 > 0.

For a small value of a, a(t – t0) is a constant function of large magnitude. The behavior of a(t – t0) as a 0, is called unit impulse, since it has the property . See Fig 4.5.1(b).

1)(0 0 dttt

att

attata

att

tta

0

00

0

0

,0

,21

0 ,0

)(

Page 99: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_99

Fig 4.5.1 Unit impulse

Page 100: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_100

The Dirac Delta Function

This function is defined by (t – t0) = lima0 a(t – t0)(2)The two important properties:

(i)

(ii) , x > t0

The unit impulse (t – t0) is called the Dirac delta function.

1)(0 0 x

dttt

0

00 ,0

,)(

tt

tttt

Page 101: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_101

Proof:

The Laplace Transform is

(4)

For t0 > 0, (3)

Theorem 4.5.1 Transform of the Dirac Delta Function

0)}({ 0stett L

))](()(([21

)( 000 attatta

tta UU

saee

e

se

se

att

sasast

atsats

a

2

21

)}({

0

00 )()(

0L

Page 102: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_102

When a 0, (4) is 0/0. Use the L’Hopital’s rule, then (4) becomes 1 as a 0.Thus ,

Now when t0 = 0, we have

00

2lim)(lim)(

00

00

stsasa

a

sta

ae

saee

etttt

LL

1)( tL

Page 103: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_103

Example 1 Two Initial-Value Problems

Solve subject to (a) y(0) = 1, y’(0) = 0(b) y(0) = 0, y’(0) = 0Solution:(a) s2Y – s + Y = 4e-2s

Thusy(t) = cos t + 4 sin(t – 2)U (t – 2)

Since sin(t – 2) = sin t, then

(5)See Fig 4.5.2.

),2(4" tyy

14

1)( 2

2

2

se

ss

sYs

2 ,sin4cos

20,cos)(

ttt

ttty

Page 104: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_104

Fig 4.5.2

Page 105: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_105

Example 1 (2)

(b)

Thus y(t) = 4 sin(t – 2)U (t – 2)and

(6)

14

)( 2

2

se

sYs

2 ,sin4

20,0

)2()2sin(4)(

tt

t

ttty U

Page 106: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_106

Fig 4.5.3

Page 107: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_107

4.6 Systems of Linear DEs

Coupled StringsIn example 1, we will deal with

(1))(

)(

12222

1221111

xxkxm

xxkxkxm

Page 108: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_108

Example 1 Example 4 of Section 3.12 Revised

Use L.T. to solve

(2)where x1(0) = 0, x1’(0) = 1, x2(0) = 0, x2’(0) = −1.

Solution: s2X1(s)– sx1(0) – x1’(0) + 10X1(s) – 4X2(s) = 0 −4X1(s) + s2X2(s) – sx2(0) – x2’(0) + 4X2(s) = 0

Rearrange:(s2 + 10)X1(s) – 4 X2(s) = 1 −4X1(s) + (s2 + 4)X2(s) = −1 (3)

044

04 10

221

211

xxx

xxx

Page 109: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_109

Example 1 (2)

Solving (3) for X1:

Use X1(s) to get X2(s)

tttx

sssss

sX

32sin53

2sin10

2)(

125/6

25/1

)12)(2()(

1

2222

2

1

tttx

sssss

sX

32sin10

32sin

52

)(

125/3

25/2

)12)(2(6

)(

2

2222

2

2

Page 110: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_110

Example 1 (3)

Then

(4)tttx

tttx

32sin10

32sin

52

)(

32sin53

2sin10

2)(

2

1

Page 111: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_111

Networks

From Fig 4.6.1, we have

(5) 0

)(

122

2

uidtdi

RC

tERidtdi

L

Page 112: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_112

Solve (5) where E(t) = 60 V, L = 1 h, R = 50 ohm, C = 10-4 f, i1(0) = i2(0) = 0.

Solution:We have

Then sI1(s) + 50I2(s) = 60/s−200I1(s) + (s + 200)I2(s) = 0

Example 2 An Electric Network

0)10(50

6050

1224

21

iidtdi

idtdi

Page 113: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_113

Example 2 (2)

Solving the above

Thus

222

221

)100(120

1005/65/6

)100(12000

)(

)100(60

1005/65/6

)100(1200060

)(

ssssssI

ssssss

sI

tt

tt

teeti

teeti

1001002

1001001

12056

56

)(

6056

56

)(

Page 114: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_114

Double Pendulum

From Fig 4.6.2, we have

(6)

0)()( 1121221212

121 glmmllmlmm

022212122222 glmllmlm

Page 115: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_115

Please verify that when

the solution of (6) is

(7)

See Fig 4.6.3.

Example 3 Double Pendulum

,1)0(,1)0(,16,1,3 212121 llmm

0)0(',0)0(' 21

ttt

ttt

2cos23

32

cos21

)(

2cos43

32

cos41

)(

2

1

Page 116: The Laplace Transform

Copyright © Jones and Bartlett;滄海書局 Ch4_116

Fig 4.6.3

Page 117: The Laplace Transform

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