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Laplace Transforms Laplace Transform Inverse Laplace transform Dirac delta and unit step function Solution of initial value problems

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  • Laplace Transforms

    Laplace Transform

    Inverse Laplace transform

    Dirac delta and unit step function Solution of initial value problems

  • 2

    Conditions for the Existence of a Laplace Transform of f(t)

    1. f(t) is piecewise continuous on 0 t < .

    2. f(t) is of exponential order as t →.

    where s is a complex constant with real part greater than zero,

    and L is the Laplace Transform operator.

    If s is real then s > 0.

    The Laplace Transform of a function defined on

    is denoted by and is given by( )f t

    0 t

    ( ) ( ) ( ) 0

    stF s f t e dt L f t

    −= =

    ( )F s

    Definition

    Note that conditions 1 and 2 are sufficient, but not necessary

    ( ) for all atf t Ke t T

    That is there exist real constants K and T such that

  • 3

    Example: Find the Laplace transform F(s) of f(t) = A t.

    Solution: The Laplace transform F(s) of f(t) is given by

    ( ) ( ) ( ) stF s L f t f t e dt

    −= = 0

    Integrating by parts

    ( )st ste es s

    F s A t dt− −

    − −

    = − =

    0 0

    1

    ( ) st stF s Ate dt A te dt

    − − = = 0 0

    ( )st

    stAs

    A eA e dt

    s s

    −−− + =

    −0 0

    0 0

    stA e

    s s

    = =−

    0

    A

    s=

    2

  • 4

    Example: Find the Laplace transform F(s) of f(t) = eat.

    Solution: The Laplace transform F(s) of f(t) is given by

    ( ) ( ) ( ) stF s L f t f t e dt

    −= = 0

    ( ) ( )at st s a tF s e e dt e dt

    − − − = = 0 0

    ( )

    0( )

    ts a t

    t

    e

    s a

    =− −

    =

    =− −

    0 1

    ( ) ( )s a s a= −− − − −

    1( ) atF s L es a

    = =−

    (Only if s > a)

  • 5

    Laplace Transforms Table

    ( ) ( ) ( )f t F s L f t=

    s

    11

    !nn

    nt

    s +1

    ts2

    1

    ates a−

    1

    ( )

    attes a−

    2

    1

    ( )( ) Re( ) Re( )

    aTa t T ee a s

    s a

    −−

    sina

    ats a+2 2

    coss

    ats a+2 2

    sinha

    ats a−2 2

    coshs

    ats a−2 2

    ( )

    !n atn

    nt e

    s a+

    −1

    ( ) ( ) ( )f t F s L f t=

  • 6

    for ( )

    for

    delayed unit step function

    sTt T eu t T

    t T s

    −− =

    1

    0

    ( ) unit impulse

    ( )

    ( ) for

    t

    t as t

    t t

    → →

    =

    1

    0

    0 0

    for ( )

    for

    unit step function

    tu t

    t s

    =

    1 0 1

    0 0

    ( ) ( ) ( )f t F s L f t=

  • 7

    Properties of Laplace Transforms

    I. Linearity Property:

    If a and b are constants and f(t), g(t) are two functions having

    Laplace Transforms F(s), G(s) respectively, then

    L{a f(t) ± b g(t)} = a L{f(t)} ± bL{g(t)}=a F(s) ± b G(s)

    By definition, we have

    { ( ) ( )} [ ( ) ( )] stL a f t b g t a f t b g t e dt

    −+ = +

    0

    ( ) ( )st sta f t e dt b g t e dt

    − −= +

    0 0

    { ( )} { ( )}aL f t bL g t= +

    ( ) ( )aF s bG s= +

  • 8

    III.Change of scale Property:

    If L{f(t)} = F(s), then

    By definition, we have

    { ( )} ( ) stL f at f at e dt

    −=

    0

    { ( )} ( )

    su

    a duL f at f u ea

    −=

    0

    sF

    a a

    =

    1

    II. First Shifting Property:

    If L{f(t)} = F(s), then L{eatf(t)} = F(s-a), a < s if real.

    By definition, we have

    { ( )} ( )at at stL e f t e f t e dt

    −=

    0

    ( )( ) s a tf t e dt

    − −=

    0

    ( )F s a= −

    ( ){ ( )} sa aL f at F=1

    Put at = u then a dt = du

    ( )

    su

    af u e dua

    −=

    0

    1

  • 9

    Proof: We have

    ( ) ( )

    ( ) ( ) ( ) ( )22 2(0)

    0 0

    d

    dt

    d

    dt

    L f t sF s f

    L f t s F s sf f

    = −

    = − −

    ( ) ( )std ddt dtL f t e f t dt

    −= 0

    ( ) ( )st ste f t se f t dt

    − −= − −0

    0

    ( ) ( ) f sL f t= − +0 0 ( ) ( )sL f t f= − 0

    ( ) 22 ( )ddtd d

    L f t L f tdt dt

    =

    ( ) (0)

    dsL f t f

    dt

    = −

    ( )( ) (0) (0)s sL f t f f = − − 2 ( ) (0) (0)s L f t sf f = − −

    Laplace Transform of Derivatives

    If and is continuous, show that( ) ( )L f t F s= ( )f t

  • 10

    ( ) nnddtL f t = ( 1)1 2( ) (0) (0) ....... (0)nn n ns L f t s f s f f−− − − − − −

    For nth derivative we have

    ( 1)1 2( ) (0) (0) ....... (0)nn n ns F s s f s f f−− − = − − − −

  • 11

    Example: Find the Laplace transform F(s) of 2( ) cosf t t=

    Solution:

    First Approach: From definition

    2

    0 0

    ( ) ( ) cosst stF s f t e dt t e dt

    − −= =

    0

    1 cos 2

    2

    stt e dt

    −+= 2 2

    1 1

    2 4

    s

    s s

    = +

    +

    Second Approach: Using known results

    2( ) { ( )} {cos }F s L f t L t= =

    1(1 cos 2 )

    2L t

    = +

    We shall solve it by two ways.

    (a)

    2 2

    1 1

    2 4

    s

    s s

    = +

    +

    ( )

    2 2

    2 2

    2

    4

    s

    s s

    +=

    +

  • 12

    2( ) cosf t t=(b) (0) 1f =

    ( ) 2 cos sinf t t t = − sin 2 t = −

    We have

    { ( )} { ( )} (0)L f t sL f t f = −

    { sin 2 } { ( )} 1L t sL f t − = −

    2 2

    2{ ( )} 1

    4sL f t

    s

    − = −

    +

    2 2

    2{ ( )} 1

    4sL f t

    s

    = −

    +

    2 2 2

    2 2

    4 2

    4

    s

    s

    + −=

    +

    2 2

    2 2

    2

    4

    s

    s

    +=

    +

    ( )

    2 22

    2 2

    2{cos }

    4

    sL t

    s s

    +=

    +

  • 13

    Example: Find the Laplace transform F(s) of ( ) coshf t t=

    Solution: We have

    ( ) coshf t t=2

    t te e−+=

    1{ ( )} ( )

    2

    t tL f t L e e−

    = +

    1( { } { })

    2

    t tL e L e−= +

    1 1 1( )

    2 1 1s s= +

    − +

    2

    1 1 1

    2 1

    s s

    s

    + + −=

    − 2 1

    s

    s=

  • 14

    Example: Find the Laplace transform F(s) of ( ) sin 2 cosf t t t=

    Solution: Applying the identity

    2sin cos sin( ) sin( )A B A B A B= + + −

    ( ) sin 2 cosf t t t=1

    (sin 3 sin )2

    t t= +

    1( ) {sin 2 cos } ( {sin 3 } {sin })

    2F s L t t L t L t = = +

    2 2

    1 3 1

    2 9 1s s

    = +

    + +

    2 2

    2 2

    1 3( 1) 9

    2 ( 9)( 1)

    s s

    s s

    + + +=

    + +

    2

    2 2

    2 6

    ( 9)( 1)

    s

    s s

    +=

    + +

    we obtain

  • 15

    Example: Find the Laplace transform F(s) of ( ) sinf t t at=

    ( ) sin (0) 0f t t at f= =Solution:

    2( ) 2 cos ( )L f t L a at a f t = −

    2( ) 2 cos ( )L f t aL at a L f t = −

    2 22 2

    ( ) (0) (0) 2 ( )s

    s L f t sf f a a L f ts a

    − − = −+

    ( ) 2 2 2 22

    ( )as

    s a L f ts a

    + =+

    ( )2

    2 2

    2( ) ( )

    asF s L f t

    s a

    = =

    +

    ( ) sin cos (0) 0f t at at at f = + =

    2 2( ) 2 cos sin 2 cos ( )f t a at a t at a at a f t = − = −

  • 16

    t

    f(t)

    O

    1

    1

    Example: Find the Laplace transform graph of

    Solution: From the graph

    f(t) =1 for 0 ≤ t ≤ 1

    f(t) = 0 for 1 < t

    0

    { ( )} ( ) stL f t f t e dt

    − =

    1

    0 1

    (1) (0)st ste dt e dt

    − −= +

  • 17

    1

    0

    { ( )} stL f t e dt−= 1

    0

    tst

    t

    e

    s

    =−

    =

    =−

    1se

    s s

    = −− −

    1 se

    s

    −−=

    To draw the graph of

    1( ) { ( )}

    seF s L f t

    s

    −−= =

    As 0, ( )s F s→ → 1 As , ( )s F s→ → 0

    For 0 ,s 1 ( ) 0F s

    1

    F(s)

    sO

  • 22

    Proof: We know that

    0

    ( ) { ( )} ( ) stF s L f t f t e dt

    −= =

    Differentiating both sides with respect to s

    0

    ( ) ( ) std d

    F s f t e dtds ds

    −=

    0

    ( ) std

    f t e dtds

    −=

    0

    ( ) sttf t e dt

    −= − { ( )}L tf t= −

    Thus the result holds for n =1.

    Differentiation theorem or Multiplication by

    ( ) ( ) ( ) ( )1 n nnL t f t F s= −nt

    { ( )} ( )d

    L tf t F sds

    = −

  • 23

    ( ) ( ) ( ) ( )1 m mmL t f t F s= −

    Thus the result holds for n =2 also.

    Now assume that the result holds for n = m i.e.

    2{ ( )}L t f t { [ ( )]}L t tf t=

    { ( )}d

    L tf tds

    = − { ( )}d d

    L f tds ds

    = − − =

    2

    2( )

    dF s

    ds

    ( ) 1 ( )m mL t f t L t tf t+ =

    ( ) 1 { ( )}m

    m

    m

    dL tf t

    ds= −

    ( )1 ( )m

    m

    m

    d dF s

    dsds

    = − −

    ( )

    1 ( 1)1 ( )m mF s+ += −

    As the result holds for n = m.

    Hence the result holds for all n= 1, 2, 3, …….. ………...

  • 24

    Integration theorem or Division by t

    ( )( )

    s

    f tL F s ds

    t

    =

    Proof: We know that

    0

    ( ) { ( )} ( ) stF s L f t f t e dt

    −= =

    Integrating both sides with respect to s from s to ∞.

    0

    ( ) ( ) st

    s s

    F s ds f t e dt ds

    =

    0

    ( ) st

    s

    f t e ds dt

    =

    0

    ( ) st

    s

    f t e ds dt

    =

    0

    ( )st

    s

    ef t dt

    t

    =−

    0

    0( )

    stef t dt

    t t

    − = −

    − −

    0

    ( ) stf t e dtt

    −=

    ( )f tL

    t

    =

  • 25

    Laplace Transform of Integrals

    If , show that( ) ( )L f t F s= ( )0

    ( )t

    F sL f u du

    s

    =

    ( )( )

    dg tf t

    dt=Let Then ( )

    0

    ( ) (0)

    t

    f u du g t g= −

    ( ) 0

    ( ) (0)

    t

    L f u du L g t g

    = −

    ( ) (0)L g t L g= − (0)

    ( ) (1)g

    L g ts

    = −

    ( )

    ( )dg t

    L L f tdt

    =

    (0) ( )

    ( ) (2)g F s

    L g ts s

    − =

    ( ) (0) ( )sL g t g F s− =

    Combining (1) and (2) we get ( )0

    ( )t

    F sL f u du

    s

    =

  • 26

    Inverse Laplace Transform

    If the Laplace transform of a function f(t) is F(s) then f(t) is

    Inverse Laplase Transform of F(s).

    Symbolically, if ( ) 1then ( )f t L F s−={ ( )} ( )L f t F s=

    The inverse Laplace transform of F(s) is given by the complex

    integral

    1( ) ( )

    2

    i

    st

    i

    f t F s e dsi

    +

    =

    However in most of cases we can find inverse Laplace transform

    by simplifying and rearranging the function F(s) in terms of

    functions whose inverse transforms are available in tables.

  • 27

    Therefore ( )5 1 3 1 1 1

    4 8 2 8 6F s

    s s s= − +

    + +

    Example 1: Find given that

    Solution: Let

    ( ) 1( )f t L F s−=

    ( 5)( 3)( )

    ( 2)( 6)

    s sF s

    s s s

    + +=

    + +

    31 2( )2 6

    cc cF s

    s s s= + +

    + +

    We determine each constant by setting s equal to the root from

    the corresponding denominator

    ( ) 2 65 3 14 8 8t t

    f t e e− − = − +We have { }L

    s=

    11 atL e

    s a=

    1

  • 28

    Example 2 Find given that ( ) 24 16

    4 5

    sF s

    s s

    +=

    + +( ) ( ) 1f t L F s−=

    Solution: First Approach

    ( ) 24 16

    4 5

    sF s

    s s

    +=

    + +

    4 16

    ( 2 )( 2 )

    s

    s i s i

    +=

    + + + − 2 2

    A B

    s i s i= +

    + + + −

    2

    4 16

    2 s i

    sA

    s i =− −

    +=

    + −

    4( 2 ) 16

    2 2

    i

    i i

    − − +=− − + −

    8 4

    2

    i

    i

    −=

    −4 2i= +

    2

    4 16

    2 s i

    sB

    s i =− +

    +=

    + +

    4( 2 ) 16

    2 2

    i

    i i

    − + +=− + + +

    8 4

    2

    i

    i

    += 2 4i= −

    2 4 2 4( )

    2 2

    i iF s

    s i s i

    + − = +

    + + + −

    (2 ) (2 )( ) (2 4 ) (2 4 )i t i tf t i e i e− + − − = + + −

    atL es a

    =−

    1

    2 [(2 4 ) (2 4 ) ]t it ite i e i e− −= + + −2 [2( ) 4 ( )]t it it it ite e e i e e− − −= + − − +

    2 [4cos 8sin ]te t t−= +

  • 29

    Since denominator is already in this form, we rearrange the

    numerator in F(s) also and get

    Second Approach

    ( ) 24 16

    4 5

    sF s

    s s

    +=

    + + 24 16

    4 4 1

    s

    s s

    +=

    + + +2

    4 16

    ( 2) 1

    s

    s

    +=

    + +

    We know that and 2 2sin ( )atL e t

    s a

    − =+ +

    2 2cos ( )at s aL e t

    s a

    − +=+ +

    2

    4 16( )

    ( 2) 1

    sF s

    s

    +=

    + + 24( 2) 8

    ( 2) 1

    s

    s

    + +=

    + +

    2 2

    2 14 8

    ( 2) 1 ( 2) 1

    s

    s s

    += +

    + + + +

    2( ) [4cos 8sin ]tf t e t t− = +

  • 30

    Some important results used for inverse Laplace transforms

    ( )If { ( )} , thenL f t F s= ( )1 1{ } { ( )} ( )at atL F s a e L F s e f t− − − −+ = =

    ( )If { ( )} and (0) 0, thenL f t F s f= = ( )1{ } ( )d

    L sF s f tdt

    − =

    ( )If { ( )} , thenL f t F s=( )1

    0

    ( )

    tF sL f u du

    s

    =

    ( )If { ( )} , thenL f t F s= 1 ( ) ( )d

    L F s tf tds

    − − =

    ( ) ( )If { ( )} and { ( )} , thenL f t F s L g t G s= =

    1

    0

    ( ) ( ) ( ) ( )

    t

    L F s G s f u g t u du− = −

    Convolution Theorem

  • 31

    Example: Find the inverse Laplace transform of

    1 1

    2 2

    0

    1 1

    ( ) ( )

    t

    L L dts s a s a

    − − = + +

    1

    2

    0

    1

    ( )

    t

    atL te dts s a

    − − = +

    21

    ( )

    atL tes a

    =−

    2

    1

    ( )s s a+

    Solution: We have( )1

    0

    ( )

    tF sL f u du

    s

    =

  • 32

    Example

    Solve the following initial value problem using Laplace Transform

    4 3 6 8, (0) 0, (0) 0y y y t y y − + = − = =

    Solution: Taking the Laplace transform of DE

    { 4 3 } {6 8}L y y y L t − + = −

    { } 4 { } 3 { } 6 { } 8 {1}L y L y L y L t L − + = −

    2

    2

    1 1{ } (0) (0) 4[ { } (0)] 3 { } 6 8s L y sy y sL y y L y

    s s− − − − + = −

    The Laplace transform is linear and we have

    ( 1)( ) 1 2( ) ( ) (0) (0) ....... (0)nn n n nL f t s F s s f s f f−− − = − − − −

    1!

    , 0,1,2,3,.....nn

    nL t n

    s += =

  • 33

    2

    2

    1 1or { } 4 { } 3 { } 6 8s L y sL y L y

    s s− + = −

    2

    2

    1 1( 4 3) { } 6 8s s L y

    s s− + = −

    2 2 2

    1 1{ } 6 8

    ( 4 3) ( 4 3)L y

    s s s s s s= −

    − + − +

    1

    2 2 2

    1 16 8

    ( 4 3) ( 4 3)y L

    s s s s s s

    − = − − + − +

    1 1

    2 2 2

    1 16 8 (1)

    ( 4 3) ( 4 3)y L L

    s s s s s s

    − − = − − + − +

    2 2

    1

    ( 4 3)s s s− + 21

    ( 3)( 1)s s s=

    − − 2 3 1

    A B C D

    s s s s= + + +

    − −

    As (s-3) and (s-1) are linear factors, we have

  • 34

    2

    3

    1

    ( 1)s

    Cs s

    =

    =−

    2

    1

    3 (3 1)=

    1

    18=

    2

    1

    1

    ( 3)s

    Ds s

    =

    =− 2

    1

    1

    1 (1 3)s=

    =−

    1

    2= −

    To determine A and B, we have

    2 2 2 21 ( 4 3) ( 4 3) ( 1) ( 3)As s s B s s Cs s Ds s= − + + − + + − + −

    2 2 2 21 11 ( 4 3) ( 4 3) ( 1) ( 3)18 2

    As s s B s s s s s s= − + + − + + − − −

    Comparing the coefficients of s3 and constant term both sides,

    we get 1 10 ,

    18 2A= + − 1 3B=

    1 1 9 1 4,

    2 18 18 9A

    − = − = =

    1

    3B =

    2 2

    1

    ( 4 3)s s s− + 24 1 1 1 1 1 1 1

    9 3 18 3 2 1s s s s= + + −

    − −

  • 35

    1

    2 2

    1

    ( 4 3)L

    s s s

    − +

    1 1 1 1

    2

    4 1 1 1 1 1 1 1

    9 3 18 3 2 1L L L L

    s s s s

    − − − − = + + − − −

    1!

    , 0nn

    nL t n

    s += atL e

    s a=

    1Using the results

    1

    2 2

    1

    ( 4 3)L

    s s s

    − +

    34 1 1 1 (2)9 3 18 2

    t tt e e= + + −

    2

    1 1

    ( 4 3) ( 3)( 1)s s s s s s=

    − + − − 3 1

    A B C

    s s s= + +

    − −

    As s, (s-3) and (s-1) are linear factors, we have

    2

    0

    1

    4 3 sA

    s s ==

    − +

    1

    3=

    3

    1

    ( 1)s

    Bs s

    =

    =−

    1 1

    3(3 1) 6= =

    1

    1

    ( 3)s

    Cs s

    =

    =−

    1 1

    1(1 3) 2= = −

  • 36

    2

    1 1 1 1 1 1 1

    ( 4 3) 3 6 3 2 1s s s s s s= + −

    − + − −

    1 1 1 1

    2

    1 1 1 1 1 1 1

    ( 4 3) 3 6 3 2 1L L L L

    s s s s s s

    − − − − = + − − + − −

    31 1 1 (3)3 6 2

    t te e= + −

    Using (2) and (3) in (1), we have

    3 34 1 1 1 1 1 16 89 3 18 2 3 6 2

    t t t ty t e e e e

    = + + − − + −

    3 38 1 8 42 3 43 3 3 3

    t t t tt e e e e

    = + + − − + −

    ( )31 4

    2 3 43 3

    t tt e e

    = + − − −

    32 t tt e e= − +

  • 37

    Example: Solve the following problem using Laplace Transform

    2 , ( ) , ( ) 2 24 2 4

    y y t y y

    + = = = −

    Solution: In this problem the initial conditions refer to some

    later instant t = t0.

    Such problems are called Shifted Data Problems.

    As the values y and its derivatives occurring in Laplace transform

    are not readily available, we may proceed to solve such problems in

    two ways:

    First method: Taking Laplace transform of DE we get

    2

    2

    2{ } (0) (0) { }s L y sy y L y

    s− − + =

    2

    2

    2( 1) { } (0) (0)s L y sy y

    s+ = + +

  • 38

    2 2 2 2

    (0) (0) 2{ }

    1 1 ( 1)

    sy yL y

    s s s s

    = + +

    + + +

    1 1 1

    2 2 2 2

    1 2( ) (0) (0)

    1 1 ( 1)

    sy t y L y L L

    s s s s

    − − − = + + + + +

    1 1 1

    2 2 2 2

    1 1 1(0) (0) 2

    1 1 1

    sy L y L L

    s s s s

    − − − = + + − + + +

    ( ) (0)cos (0)sin 2 2siny t y t y t t t = + + −

    ( ) (0)sin (0)cos 2 2cosy t y t y t t = − + + −

    Applying the conditions ( ) , ( ) 2 24 2 4

    y y

    = = −

    1 1 1(0) (0) 2 2

    2 42 2 2y y

    = + + −

    1 1 12 2 (0) (0) 2 2

    2 2 2y y− = − + + −

  • 39

    Solving these equations we get (0) (0) 1y y= =

    ( ) 2 cos siny t t t t = + −

    Second Method: Put 1

    4t t

    = + then

    1 1 14( ) ( ) ( )y t y t y t= + =

    1 1( )( ) dy tdy tydt dt

    = = 1 1 1

    1

    ( )dy t dt

    dt dt= = 1 1 1

    1

    ( )dy ty

    dt= 1y y =

    1for , 04

    t t

    = =

    The IVP takes the form

    ( )1 1 1 142 , (0) , (0) 2 22

    y y t y y

    + = + = = −

    Taking the Laplace transform we get

    2

    1 1 1 1 2

    2{ } (0) (0) { }

    2s L y sy y L y

    s s

    − − + = −

  • 40

    Example: Solve the following simultaneous differential equations

    using Laplace Transform

    , sintdx dy

    y e x tdt dt

    + = + =

    given that x = 1, y = 0 when t = 0.

    Solution: Taking the Laplace Transform of both equations

    2

    1{ } (0) { }

    1

    1{ } { } (0)

    1

    sL x x L ys

    L x sL y ys

    − + =−

    + − =+

    2

    1or { } 1 { }

    1

    1{ } { }

    1

    sL x L ys

    L x sL ys

    − + =−

    + =+ 2

    1or { } { } 1

    1

    1{ } { }

    1

    sL x L ys

    L x sL ys

    + = +−

    + =+

  • 41

    Solving these equations L{x} and L{y}, we get

    2

    1or { } { } 1

    1

    1{ } { }

    1

    sL x L ys

    L x sL ys

    + = +−

    + =+

    2 2

    2 2

    1 1{ }

    1 1 1

    1 1{ } 1

    1 1 1

    sL x s

    s s s

    sL y

    s s s

    = + −

    − − +

    = − −

    − + −

    2 2 2 2

    2 2 2 2

    1{ }

    ( 1)( 1) 1 ( 1)( 1)

    1 1{ }

    ( 1)( 1) ( 1)( 1) 1

    s sL x

    s s s s s

    sL y

    s s s s s

    = + −− − − + −

    = − −− + − − −

  • 42

    2 2 2 2

    1{ }

    ( 1)( 1) 1 ( 1)( 1)

    s sL x

    s s s s s= + −

    − − − + −

    2 2

    1

    ( 1) ( 1) ( 1)( 1) ( 1)( 1)( 1)

    s s

    s s s s s s s= + −

    − + − + + − +

    2

    2

    1 1 1

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

    1 1 1 1 1

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

    s s s

    s s s s s

    = + −− − +

    + + − + +− + − + +

    2 2

    1 1 1 1

    2( 1) 2( 1) 2( 1) 2( 1)s s s s= + + +

    − − + +

    1

    2 2

    1 1 1 1

    2( 1) 2( 1) 2( 1) 2( 1)x L

    s s s s

    − = + + + − − + +

    1

    sin2

    t t tx te e e t−= + + +

  • 43

    2 2 2 2

    1 1{ }

    ( 1)( 1) ( 1)( 1) 1

    sL y

    s s s s s= − −

    − + − − −

    2 2

    1 1

    ( 1)( 1)( 1) ( 1)( 1) ( 1)( 1)

    s

    s s s s s s s= − −

    − + + + − − +

    2

    2

    1 1

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

    1 1 1 1 1

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

    s

    s s s

    s s s s s

    = + −− + +

    − + − − −− − + − +

    2 2

    1 1

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

    s

    s s s= − − −

    + − +

    1

    2 2

    1 1

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

    sy L

    s s s

    − = − − − + − +

    1

    cos2

    t ty t te e−= − + +

  • 44

    Evaluation of Integrals by Laplace transform

    Evaluate the integral

    3

    0

    sintte tdt

    0

    ( ) ( ) stL f t f t e dt

    −= We have

    Therefore 3

    0

    sintte tdt

    3sin sL t t ==

    3

    ( 1) sins

    dL t

    ds == −

    2

    3

    1( 1)

    1 s

    d

    ds s == −

    +

    ( )2

    2

    3

    2

    1s

    s

    s=

    =+

    3

    50=

  • 45

    Unit Step Function or Heaviside’s unit function

    Definition: The unit step function u(t - a) is defined as

    0 for ( )

    1 for

    t au t a

    t a

    − =

    where a ≥ 0.

    Laplace transform of Unit Step Function

    0

    { ( )} ( )stL u t a e u t a dt

    −− = −0

    .0 .1

    a

    st st

    a

    e dt e dt

    − −= + 0st

    a

    e

    s

    = +−

    { ( )}ase

    L u t as

    − =

    This function is used when force or input is turned on and of for

    certain periods of time. When combined with a function it can

    produce varied results.

  • 46

    For example, the function

    ( ) ( ) ( )f t u t a u t b= − − − = 0 for 0

    1 for

    0 for

    t a

    a t b

    b t

    O t

    f(t)

    a

    1

    b

    This function is referred to as Single Box function and represents

    a Single Square Wave.

  • 47

    ( ) 3sin , 0 2f t t t =

    Then the function

    ( ) ( 1)f t u t − = 0 0 1

    ( ) 1 2

    for t

    f t for t

    and the function

    ( 1) ( 1)f t u t− − = 0 0 1

    ( ) 1 2 1

    for t

    f t for t

    +

    Now consider the function

    -4

    -3

    -2

    -1

    0

    1

    2

    3

    4

    0 2 4 6 8

    -4

    -3

    -2

    -1

    0

    1

    2

    3

    4

    0 2 4 6 8

    -4

    -3

    -2

    -1

    0

    1

    2

    3

    4

    0 2 4 6 8

  • 48

    Second Shifting Property

    If , then{ ( )} ( )L f t F s= { ( ) ( )} ( )asL f t a u t a e F s−− − =

    0

    { ( ) ( )} ( ) ( ) stL f t a u t a f t a u t a e dt

    −− − = − −

    ( ) st

    a

    f t a e dt

    −= − Put t – a = u

    ( )

    0

    ( ) s u af u e du

    − += 0

    ( )as sue f u e du

    − −= ( )ase F s−=

    Applications:

    1. Find the Laplace transform of

    2 0

    ( ) 0 2

    sin 2

    t

    f t t

    t t

    =

    ( ) 2 ( ) 2 ( ) ( 2 )sinf t u t u t u t t = − − + −

    2

    2

    2 2 1( ) { ( )}

    1

    s sF s L f t e es s s

    − −= = − ++

  • 49

    2. Find the inverse Laplace transform of 2

    2 2( )

    ssse e

    F ss

    − −+=

    +

    22 2 2 2

    ( )s

    ssF s e es s

    − −= ++ +

    From second Shifting Property

    1 ( ) ( ) ( )asL e F s f t a u t a− − = − −

    Since 1

    2 2cos

    sL t

    s

    − = +

    1

    2 2sinL t

    s

    − = +

    therefore

    1 1 122 2 2 2( ) ( )s

    ssf t L F s L e L es s

    −− − − − = = + + +

    ( ) ( )1 1

    cos sin 1 12 2

    t u t t u t

    = − − + − −

    ( )1

    sin sin 12

    t u t t u t

    = − − −

    ( )1

    1 sin2

    u t u t t

    = − − −

  • 50

    Unit Impulse and Dirac Delta function

    Definition: Unit Impulse is defined as the integral of a large

    force taken over a small time interval for which it acts..

    A large force acting for a small time can be defined as

    1, 0

    ( )

    0 otherwisek

    a t a k kf t a k

    + →

    − =

    0lim ( ) ( )kk

    f t a t a→

    − = −

    The Dirac Delta function. It is not a function in true sense.

    for ( )

    0 otherwise.

    t at a

    =− =

    1

    ( ) [ ( ) ( { })]kf t a u t a u t a kk

    − = − − − +

    0

    ( ) 1t a dt

    − =

    ( )1{ ( )} [ ]as a k skL f t a e eks

    − − +− = −1

    [1 ]as kse eks

    − −= −

    { ( )} asL t a e −− =Taking limit as k → 0, we get

  • 51

    Example: Solve the following initial value problem using Laplace

    Transform

    3 2 ( ), (0) 0, (0) 0

    ( ) ( ) ( 1) ( 2)

    ( ) ( ) ( 1)

    y y y r t y y

    a r t u t u t Square wave

    b r t t Unit impulse

    + + = = =

    = − − −

    = −

    Solution: Laplace transform of the DE is

    2 { } (0) (0) 3[ { } (0)] 2 { } { ( )}s L y sy y sL y y L y L r t− − + − + =

    2( 3 2) { } { ( )}s s L y L r t+ + =

    2

    1{ } { ( )} (1)

    3 2L y L r t

    s s=

    + +

    ( ) ( ) ( 1) ( 2)a r t u t u t= − − −2

    { ( )}s se e

    L r ts s

    − −

    = −

    2 2

    2

    1{ } ( ) ( )( )

    ( 3 2)

    s s s sL y e e F s e es s s

    − − − −= − = −+ +

  • 52

    2

    1( )

    ( 3 2)F s

    s s s=

    + +

    1

    ( 2)( 1)s s s=

    + +

    1 1 1

    2 1 2( 2)s s s= − +

    + +

    1 21 1( ) { ( )}2 2

    t tf t L F s e e− − −= = − +

    1 2( )( ) ( 1) ( 1) ( 2) ( 2)s sy L F s e e f t u t f t u t− − −= − = − − − − −

    0 0 1

    ( 1) 1 2

    ( 1) ( 2) 2

    t

    f t t

    f t f t t

    = − − − −

    ( 1) 2( 1)

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

    0 0 1

    1 11 2

    2 2

    1 12

    2 2

    t t

    t t t t

    t

    y e e t

    e e e e t

    − − − −

    − − − − − − − −

    = − + − + + −

  • 53

    ( ) ( ) ( 1)b r t t= −

    { ( )} sL r t e−=

    2

    1{ } ( )

    3 2

    s sL y e F s es s

    − −= =+ +

    2

    1 1( )

    3 2 ( 1)( 2)F s

    s s s s= =

    + + + +

    1 1

    1 2s s= −

    + +

    2( ) t tf t e e− −= −

    1{ ( ) } ( 1) ( 1)sy L F s e f t u t− −= = − −

    0 0 1

    ( 1) 1

    t

    f t t

    =

    1 2( 1)

    0 0 1

    1t t

    t

    e e t− + − −

    =

  • 54

    Example: Find the current i(t) in the circuit

    if a single square wave with voltage V0 is applied. The circuit is

    supposed to be quiescent before square wave is applied.

    R

    C

    v

    Solution: The equation of the circuit is

    0

    1( ) ( ) ( )

    t

    v t R i t i u dtC

    = +

    0( )

    0 otherwise

    V a t bv t

    =

    0( ) [ ( ) ( )]v t V u t a u t b= − − −

    Taking the Laplace transform

    ( )( ) ( )

    I sV s R I s

    Cs= +

    0( ) [ ]as bse e

    V s Vs s

    − −

    = −

  • 55

    0

    1( ) [ ]

    1

    as bse eI s V

    s sR

    Cs

    − −

    = −

    +0[ ]

    1

    as bse e CsV

    s s RCs

    − −

    = −+

    0 1( ) [ ]1

    as bsVI s e eR

    sRC

    − −= −

    +

    0 [ ] ( )as bsV

    e e F sR

    − −= −

    1 10( ) { ( )} [ ] ( )as bsV

    i t L I s L e e F sR

    − − − −= = −

    1 10 ( ) ( )as bsV

    L e F s L e F sR

    − − − − = −

    0 ( ) ( ) ( ) ( )V

    u t a f t a u t b f t bR

    = − − − − −

    1( )

    1F s

    sRC

    =

    +

    ( )t

    RCf t e−

    =

    0( ) ( ) ( )t a t b

    RC RCV

    i t u t a e u t b eR

    − −− −

    = − − −

  • 56

    ( ) 0 0i t for t a =

    0( )t a

    RCV

    i t e for a t bR

    −−

    =

    0( )t a t b

    RC RCV

    i t e eR

    − −− −

    = −

    0 .a b t

    RC RC RCV

    e e e for t bR

    − = −

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