Chapter 5 Lapalce Transform
Chapter 5 Lapalce Transform
y
y x P
x
y x P
where P(x,y) = Temperature for thermal potential or electric charge
Laplacian differential operator:
2
2
2
2
2
2
2
z y x
=
, and
( ) [ ] ( )dx x F e x F L
sx
x
=
0
or ( ) [ ] ( )dt t f e t f L
st
t
=
0
where F(x) is a function of variable x and f(t) is a function of variable t, and s = parameter
Laplace Transform in Engineering Analysis
Laplace transforms is a mathematical operation that is used to transform
a variable (such as x, or y, or z, or t) to a parameter (s).
Mathematically, it can be expressed as:
( ) [ ] ( ) ( ) s F dt t f e t f L
st
t
= =
0
(5.1)
In a laymans term, Laplace transform is used to transform a variable in a function
into a parameter
So, after the transformation that variable is no longer a variable anymore,
but should be treated as a parameter, i.e a constant under a specific condition
This specific condition for Laplace transform stipulates that:
Laplace transform can only be used to transform variables that cover a range from
zero (0) to infinity, (), that is: 0 < t <
Any variable that does not vary within this range cannot be transformed using
Laplace transform
Lapalce transform is a valuable tool in solving:
Differential equations for example: electronic circuit equations, and
in feedback control systems for example, in stability and control of aircraft systems
Because time variable t is most common variable that varies from (0 to ), functions with
variable t are commonly transformed by Laplace transform
where F(s) = expression of Laplace transform of function f(t) involving parameter s
Laplace transform of simple functions:
For f(t) = t
2
with 0 < t < :
[ ] ( ) ) (
2 2 2
2
2
) (
3 0 3 2
2
2
0
s F
s s s
t
s
t
e dt t e t f L
st st
= =
= =
(a)
For f(t) = e
at
with a = constant and 0 < t < :
( ) [ ] ( )
( ) ( )
( ) s F
a s
e
a s
dt e dt e e t f L
a s t a s at st
=
=
+
= = =
+
1 1
0
0 0
(b)
For f(t) = Cost with = constant and 0 < t < :
[ ] ( )
( )
( ) ( ) s F
s
s
t Sin t Cos s
s
e
dt t Cos e t Cos L
st
st
=
+
= +
+
= =
2 2
0
2
2
0
(c)
Appendix 1 of the printed notes provides a Table of Laplace transforms of simple functions
For example, L[f(t)] of polynomial t
2
in Equation (a) is in Case 3 with n = 3 in the Table,
exponential function e
at
in Equation (b) in Case 7, and
trigonometric function Cost in Equation (c) in Case 18
Properties of Laplace Transform
Laplace transform of functions by integration:
( ) [ ] ( ) ( ) s F dt t f e t f L
st
t
= =
0
is not always easy.
(5.1)
Laplace transform (LT) Table in Appendix 1 is useful, but does not always have the
required answer for the specific functions
Following properties will be useful in finding the Laplace transform for specific functions:
1. Linear operators:
L[a f(t) + b g(t)] = a L[f(t)] + b L[g(t)]
where a, b = constant coefficients
Example 5.4:
Find Laplace transform of function: f(t) = 4t
2
3Cos t + 5e
-t
with 0 < t < :
By using the linear operator, we may break up the transform into three individual
transformations:
L(4t
2
3Cos t + 5e
-t
) = 4L[t
2
] 3L[Cos t] + 5L[e
-t
] = F(s)
Case 3 with n = 3 Case 18 with =1 Case 7 with a =-1 from the LT Table
Hence
1
5
1
3 8
) (
2 3
+
+
+
=
s s
s
s
s F
Properties of Laplace Transform Contd
2. Shifting property:
If the Laplace transform of a function, f(t) is L[f(t)] = F(s) by integration or from
the Laplace Transform (LT) Table, then the Laplace transform of G(t) = e
at
f(t) can be
obtained by the following relationship:
L[G(t)] = L[e
at
f(t)] = F(s-a)
(5.6)
where a in the above formulation is the shifting factor, i.e. the parameter s in
the transformed function f(t) has been shifted to (s-a) from s
Example 5.5:
Perform the Laplace transform on function: F(t) = e
2t
Sin(at), where a = constant
We may use the Laplace transform integral to get the solution, or we could get the solution
by using the LT Table using the shifting property:
Since we can find
2 2
] [ )] ( [
a s
a
at Sin L t f L
+
= = (Case 17)
We may use the shifting property to get the Laplace transform of
F(t) = e
2t
Sin(at), by
shifting the parameter s by 2, or
2 2
2
) 2 (
] [ )] ( [
a s
a
at Sin e L t F L
t
+
= =
3. Change of scale property:
If we know L[f(t)] = F(s) either from the LT Table, or by integral, we may find the
Laplace transform of function f(at) by the following expression:
=
a
s
F
a
at f L
1
)] ( [
(5.7)
Example 5.6:
Perform the Laplace transform of function F(t) = Sin3t.
Since we know the Laplace transform of f(t) = Sint from the LP Table as:
) (
1
1
] [ )] ( [
2
s F
s
t Sin L t f L =
+
= =
We may find the Laplace transform of F(t) using the Change scale property to be:
9
3
1
3
1
3
1
] 3 [
2 2
+
=
+
=
s
s
t Sin L
where a = scale factor for the change
Inverse Laplace Transform
( ) [ ] ( ) ( ) s F dt t f e t f L
st
t
= =
0
We define the Laplace transform of a function f(t) to be:
From here
There are times we need to do:
( ) [ ] ( ) s F t f L
t
= = ..... ...... ..........
From there
to here
to there
Laplace transform
Inverse Laplace transform
There are 3 ways to inverse Laplace transform:
Use LP Table by looking at F(s) in right column for corresponding f(t) in middle column
- chance of success is not very good
Use partial fraction method for F(s) = rational function (i.e. fraction functions
involving polynomials), and
The convolution theorem involving integrations
The Partial Fraction Method for Inverse Laplace Transform
The expression of F(s) to be inversed should be in partial fractions as:
n
n
a s
A
a s
A
a s
A
s Q
s P
s F
+ +
= = ...... ..........
) (
) (
) (
2
2
1
1
) (
) (
) (
s Q
s P
s F =
where polynomial P(s) is at least one order less than the order of polynomial Q(s)
Break up the above rational function into summation of simple fractions:
(5.8)
where A
1
, A
2
,..A
n
, and a
1
, a
2
, .a
n
are constants to be determined by
comparing coefficients of terms on both sides of the equality:
.
n
n
a s
A
a s
A
a s
A
s Q
s P
+ +
= ...... ..........
) (
) (
2
2
1
1
The inverse Laplace transform of P(s)/Q(s) becomes:
( ) [ ]
( )
( )
+ +
=
n
n
a s
A
L
a s
A
L
a s
A
L
s Q
s P
L s F L
1
2
2
1
1
1
1 1 1
......
A fraction
A sum of partial fractions
Example 5.7:
Perform the inverse Laplace transform of the function:
( )
( ) 3 2
7 3
) (
2
+
= =
s s
s
s Q
s P
s F
( ) ( )
( )( ) 1 3
3 1
1 3 ) 1 )( 3 (
7 3
3 2
7 3
) (
2
+
+ +
=
+
+
=
+
+
=
+
=
s s
s B s A
s
B
s
A
s s
s
s s
s
s F
3s + 7 = A(s+1) + B(s-3) = (A + B)s + (A 3B)
t t
e e
s
L
s
L
s s
s
L
=
+
+
3 1 1 1
4
1
1
3
1
4
) 1 )( 3 (
7 3
Solution:
We may express F(s) in the following partial fraction form:
where A and B are constant coefficients
After expanding the above rational function and equating the terms in numerator:
We may solve for A and B from the simultaneous equations:
A + B = 3 and A 3B = 7
yield A = 4 and B = -1
Thus we have:
1
1
3
4
3 2
7 3
2
+
=
+
s s s s
s
The required Laplace transform is:
Example 5.8:
Perform the inverse Laplace transform:
[ ]
( )
( )
+
+
=
=
1
1 3
) (
2 3
1 1 1
s s s
s
L
s Q
s P
L s F L
Solution:
We may break up F(s) in the above expression in the form:
( )
( ) 1 1 ) 1 )( 1 (
1 3
2 2
+
+
+
=
+
+
=
s
C Bs
s
A
s s
s
s Q
s P
The polynomial in numerator
is always one order less
that in the denominator
By following the same procedure, we have coefficients A = 2, B = -2 and C = 1, or:
1
1
1
2
1
2
) 1 )( 1 (
1 3
2 2 2
+
+
+
=
+
+
s s
s
s s s
s
We will thus have the inversed Laplace transform function f(t) to be:
[ ] t Sin t Cos e
s
L
s
s
L
s
L
s s s
s
L s F L t f
t
+ =
+
+
+
+
= =
2 2
1
1
1
2
1
2
1
1 3
) ( ) (
2
1
2
1 1
2 3
1 1
Inverse Laplace Transform by Convolution Theorem
This method involves the use of integration of expressions involving LT parameter s
There is no restriction on the form of the expression of s they can be rational functions,
or trigonometric functions or exponential functions
The convolution theorem works in the following way for inverse Laplace transform:
If we know the following:
L
-1
[F(s)] = f(t) and L
-1
[G(s)] = g(t), with
dt t f e s F
st
) ( ) (
0
= and
dt t g e s G
st
) ( ) (
0
=
most likely from the LP Table
Then the desired inverse Laplace transformed: Q(s) = F(s) G(s) can be obtained by
the following integrals:
[ ] [ ] d t g f s G s F L s Q L
t
) ( ) ( ) ( ) ( ) (
0
1 1
= =
OR
[ ] [ ] d g t f s G s F L s Q L
t
) ( ) ( ) ( ) ( ) (
0
1 1
= =
(5.9)
(5.10)
Example 5.9:
Find the inverse of a Laplace transformed function with:
( )
2
2 2
) (
a s
s
s Q
+
=
Solution:
We may express Q(s) in the following expression of the product of two functions:
( )
2 2 2 2 2
2 2
1
) (
a s a s
s
a s
s
s Q
+
+
=
+
=
It is our choice to select F(s) and G(s) from the above expression for the integrals in
Equation (5.9) or (5.10).
Let us choose:
( ) ( )
2 2 2 2
1
a s
s G and
a s
s
s F
+
=
+
=
From the LT Table, we have the following:
( ) [ ] ( ) ( ) ( ) [ ]
( )
( ) t g
a
at Sin
s G L and t f at Cos s F L = = = =
1 1
The inverse of Q(s) = F(s)G(s) is obtained by Equation (5.9) as:
( )
a
at Sin t
d
a
t a Sin
a Cos
a s
s
L
t
2
) (
0 2
2 2
1
=
One will get the same result by using another convolution integral in Equation (5.10), or
using partial fraction method in Equation (5.8)
Example 5.11:
Use convolution theorem to find the inverse Laplace transform:
) 4 )( 1 (
1
) (
2
+ +
=
s s
s Q
We may express Q(s) in the following form:
4
1
1
1
) 4 )( 1 (
1
) (
2 2
+
+
=
+ +
=
s s s s
s Q
We choose F(s) and G(s) as:
( ) t f e
s
s F
t
= =
+
=
1
1
) (
and
( ) t g t Sin
s
s G = =
+
= 2
2
1
4
1
) (
2
Let us use Equation (5.10) for the inverse of Q(s) in Equation (a):
d Sin e e d Sin e d G t F t q
t
t
t t
t
2
2
1
2
2
1
) ( ) ( ) (
0 0 0
) (
=
= =
After the integration:
( )
t
t
t
e t Cos t Sin
Cos Sin e
e t q
+ =
=
5
1
2
5
1
2
10
1
2 1
2 2 2
2
1
) (
0
2
(a)
Laplace Transform of Derivatives
We have learned the Laplace transform of function f(t) by:
( ) [ ] ( ) ( ) s F dt t f e t f L
st
t
= =
0
(5.1)
We realize the derivative of function f(t):
dt
t df
t f
) (
) (
'
= is also a FUNCTION
So, there should be a possible way to perform the Laplace transform of the derivatives
of functions, as long as its variable varies from zero to infinity.
By following the mathematical expression for Laplace transform of functions shown in
Equation (5.1), we have:
[ ] dt
dt
t df
e dt t f e t f L
st st
= =
) (
) ( ' ) ( '
0 0
(5.11)
The above integration in Equation (5.11) can be performed by Integration-by-parts:
If we let:
( )
= =
dt
t df
dv and e u
st
dt se du
st
=
v = f(t)
=
0
0
0
vdu uv udv
Laplace transform of derivatives is necessary steps in solving DEs using Laplace transform
Let:
[ ] dt
dt
t df
e dt t f e t f L
st st
= =
) (
) ( ' ) ( '
0 0
(5.11)
=
0
0
0
vdu uv udv
By substituting the above u, du, dv and v into the following:
We will have:
[ ] ( )dt se t f t f e dt
dt
t df
e dt t f e t f L
st st st st
= =
) ( ) (
) (
) ( ' ) ( '
0 0 0 0
leading to:
[ ] ( ) [ ] ) ( ) 0 ( ) ( ) 0 ( ) ( ) ( ) ( ' ) ( '
0 0 0 0
t f sL f dt t f e s f dt se t f t f e dt t f e t f L
st st st st
+ = + = = =
or in a simplified form:
L[f(t)] = s L[f(t)] f(0)
(5.12)
Likewise, we may find the Laplace transform of second order derivative of function f(t) to be:
L[f(t)] = s
2
L[f(t)] sf(0) f(0)
(5.13)
A recurrence relation for Laplace transform of higher order (n) derivatives of function f(t)
may be expressed as:
L[f
n
(t)] = s
n
L[f(t)] - s
n-1
f(0) s
n-2
f(0) s
n-3
f(0) - .f
n-1
(0) (5.14)
Example 5.12:
Find the Laplace transform of the second order derivative of function: f(t) = t Sint
The second order of derivative of f(t) meaning n = 2 in Equation (5.14), or as in
Equation (5.13):
L[f(t)] = s
2
L[f(t)] sf(0) f(0)
(5.13)
We thus have:
( )
( ) [ ] ( ) ( ) 0 0
' 2
2
2
f sf t f L s
dt
t f d
L =
Since
( )
( ) ( )
t Sin t Cos t
dt
t Sin t d
dt
t df
t f + = = =
'
We thus have:
[ ] [ ] [ ]
[ ] t Sin t L s
t Sin t Cos t t Sin t s t Sin t L s f f s t f L s t f L
t
t
2
0
0
2 2
) ( ) ( ) 0 ( ' ) 0 ( ) ( ) ( "
=
+ = =
=
=
Solution of DEs Using Laplace Transform
One common application of Laplace transform is solving differential equations
However, such application MUST satisfy the following two conditions:
The variable(s) in the function for the solution, e.g., x, y, z, t must cover
the range of (0, ).
That means the solution function, e.g., u(x) or u(t) MUST also be VALID
for the range of (0, )
ALL appropriate conditions for the differential equation MUST be available
The solution procedure is as follows:
(1) Apply Laplace transform on EVERY term in the DE
(2) The Laplace transform of derivatives results in given conditions, such as f(0),
f(0), f(0), etc. as shown in Equation (5.14)
(3) After apply the given values of the given conditions as required in Step (2),
we will get an ALGEBRAIC equation for F(s) as defined in Equation (5.1):
( ) [ ] ( ) ( ) s F dt t f e t f L
st
= =
0
(5.1)
(4) We thus can obtain an expression for F(s) from Step (3)
(5) The solution of the DE is the inverse of Laplace transformed F(s), i.e.,:
f(t) = L
-1
[F(s)]
Example 5.13:
= + +
t t Sin e t y
dt
t dy
dt
t y d
t
0 ) ( 5
) (
2
) (
2
2
Solve the following DE with given conditions:
(a)
where y(0) = 0 and y(0) =1
(b)
Solution:
(1) Apply Laplace transform to EVERY term in the DE:
[ ] [ ] t Sin e L t y L
dt
t dy
L
dt
t y d
L
t
= +
) ( 5
) (
2
) (
2
2
where
[ ]
= =
0
) ( ) ( ) ( s Y dt e t y t y L
st
(c)
Use Equation (5.12) and (5.13) in Equation (c) will result in:
[ ] [ ]
2 2
1
1 ) 1 (
1
) ( 5 ) 0 ( ) ( 2 ) 0 ( ' ) 0 ( ) (
2 2
2
+ +
=
+ +
= + +
s s s
s Y y s sY y sy s Y s
(2) Apply the given conditions in Equation (b) in Equation (d)
(d)
[ ] [ ]
2 2
1
1 ) 1 (
1
) ( 5 ) 0 ( ) ( 2 ) 0 ( ' ) 0 ( ) (
2 2
2
+ +
=
+ +
= + +
s s s
s Y y s sY y sy s Y s
= 0
= 1 = 0
(3) We can obtain the expression:
( )( ) 5 2 2 2
3 2
) (
2 2
2
+ + + +
+ +
=
s s s s
s s
s Y
(e)
(4) The solution of the DE in Equation (a) is the inverse Laplace transform of
Y(s) in Equation (e), i.e. y(t) = L
-1
[Y(s)], or:
( ) ( ) [ ]
( )( )
+ + + +
+ +
= =
5 2 2 2
3 2
2 2
2
1 1
s s s s
s s
L s Y L t y
(5) The inverse Laplace transform of Y(s) in Equation (e) is obtained by using either
Partial fraction method or convolution theorem. The expression of Y(s) can be
shown in the following form by Partial fractions:
5 2
1
3
2
2 2
1
3
1
5 2
3
2
2 2
3
1
) (
2 2 2 2
+ +
+
+ +
=
+ +
+
+ +
=
s s s s s s s s
s Y
The inversion of Y9s) in the above form is:
+ +
+
+ +
=
+ +
+
+ +
= =
4 ) 1 (
1
3
2
1 ) 1 (
1
3
1
5 2
1
3
2
2 2
1
3
1
)] ( [ ) (
2
1
2
1
2
1
2
1 1
s
L
s
L
s s
L
s s
L s Y L t y
Leading to the solution of the DE in Equation (a) to be:
[ ] ( ) t Sin t Sin e t Sin e t Sin e s Y L t y
t t t
2
3
1
2
2
1
3
2
3
1
) ( ) (
1
+ = + = =