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Basic Laplace Theory - L

This document provides an overview of basic Laplace theory including: 1) Definitions of the Laplace integral and direct Laplace transform. 2) Tables of Laplace transforms of common functions like 1, t, t^2, e^at, cos(bt), and sin(bt). 3) Rules for using the Laplace transform to solve differential equations like using integration by parts and Lerch's cancellation law. 4) An example of using the Laplace method to solve the initial value problem y' = -1, y(0) = 0, obtaining the solution y(t) = -t.

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111 views15 pages

Basic Laplace Theory - L

This document provides an overview of basic Laplace theory including: 1) Definitions of the Laplace integral and direct Laplace transform. 2) Tables of Laplace transforms of common functions like 1, t, t^2, e^at, cos(bt), and sin(bt). 3) Rules for using the Laplace transform to solve differential equations like using integration by parts and Lerch's cancellation law. 4) An example of using the Laplace method to solve the initial value problem y' = -1, y(0) = 0, obtaining the solution y(t) = -t.

Uploaded by

Teferi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Basic Laplace Theory

Laplace Integral
Direct Laplace Transform
A First LaPlace Table
A Minimal LaPlace Table
Forward LaPlace Table
Backward LaPlace Table
Some Transform Rules
Lerchs Cancelation Law and the Fundamental Theorem of Calculus
Illustration in Calculus Notation
Illustration Translated to Laplace L-notation
Laplace Integral
The integral Z
g(t)estdt
0
is called the Laplace integral of the function g(t). It is defined by
Z Z N
g(t)estdt lim g(t)estdt
0 N 0

and it depends on variable s. The ideas will be illustrated for g(t) = 1, g(t) = t and
g(t) = t2. Results appear in Table 1 infra.
Laplace Integral or Direct Laplace Transform
The Laplace integral or the direct Laplace transform of a function f (t) defined for
0 t < is the ordinary calculus integration problem
Z
f (t)estdt.
0

The Laplace integrator is dx = est dt instead of the usual dt.

A Laplace integral is succinctly denoted in science and engineering literature by the symbol

L(f (t)),
which abbreviates Z
(f (t))dx,
E
with set E = [0, ) and Laplace integrator dx = est dt.
A First LaPlace Table
R t=
0 (1)estdt = (1/s)est|t=0 Laplace integral of g(t) = 1.
= 1/s Assumed s > 0.
R R d
0 (t)estdt = 0 ds (est)dt Laplace integral of g(t) = t.
d
R
= ds 0 (1)estdt Use
R d d
R
ds
F (t, s)dt = ds
F (t, s)dt.
d
= ds (1/s) Use L(1) = 1/s.
= 1/s2 Differentiate.
R R d
0 (t2)estdt = 0 ds (test)dt Laplace integral of g(t) = t2 .
d
R
= ds 0 (t)estdt
d
= ds (1/s2) Use L(t) = 1/s2 .
= 2/s3
Summary
R
Table 1. Laplace integral 0 g(t)estdt for g(t) = 1, t and t2.

R 1 R 1 R 2
0 (1)est dt = , 0 (t)est dt = , 0 (t2)est dt = .
s s2 s3
n
n!
In summary, L(t ) =
s1+n
A Minimal Laplace Table
Solving differential equations by Laplace methods requires keeping a smallest table of
Laplace integrals available, usually memorized. The last three entries will be verified later.

Table 2. A minimal Laplace integral table with L-notation


R n! n!
0
(tn )est dt = L(tn ) =
s1+n s1+n
R 1 1
0
(eat )est dt = L(eat ) =
sa sa
R s s
0
(cos bt)est dt = L(cos bt) =
s2 + b2 s2 + b2
R b b
0
(sin bt)est dt = L(sin bt) =
s2 + b2 s2 + b2
Forward Laplace Table
The forward table finds the Laplace integral L(f (t)) when f (t) is a linear combinations
of atoms. The Laplace calculus rules apply to find the Laplace integral of f (t) when it is
not in this short table.

Table 3. Forward Laplace integral table

Function f (t) Laplace Integral L(f (t))


1
1
s
n!
tn
s1+n
1
eat
sa
s
cos bt
s2 + b2
b
sin bt
s2 + b2
Backward Laplace Table
The backward table finds f (t) from a Laplace integral L(f (t)) expression. Always,
f (t) is a linear combinations of atoms. The Laplace calculus rules apply to find f (t)
when it is does not appear in this short table.

Table 4. Backward Laplace integral table

Laplace Integral L(f (t)) f (t)


1
1
s
1 tn
s1+n n!
1
eat
sa
s
cos bt
s2 + b2
1 sin bt
s2 + b2 b
Some Transform Rules
L(f (t) + g(t)) = L(f (t)) + L(g(t)) The integral of a sum is the sum
of the integrals.
L(cf (t)) = cL(f (t)) Constants c pass through the in-
tegral sign.
L(y 0(t)) = sL(y(t)) y(0) The t-derivative rule, or integra-
tion by parts.
Lerchs Cancelation Law and the Fundamental Theorem of Calculus

L(y(t)) = L(f (t)) implies y(t) = f (t) Lerchs cancelation law.

Lerchs cancelation law in integral form is


Z Z
(1) y(t)estdt = f (t)estdt implies y(t) = f (t).
0 0

Quadrature Methods
Lerchs Theorem is used last in Laplaces quadrature method. In Newton calculus, the
quadrature method uses the Fundamental Theorem of Calculus first. The two theorems
have a similar use, to isolate the solution y of the differential equation.
An illustration
Laplaces method will be applied to solve the initial value problem

y 0 = 1, y(0) = 0.
Illustration Details

Table 5. Laplace method details for y 0 = 1, y(0) = 0.

y 0(t)estdt = estdt Multiply y 0 = 1 by


estdt.
R R
0 y 0(t)estdt = 0 estdt Integrate t = 0 to
t = .
R
0 y 0(t)estdt = 1/s Use Table 1.
R
s 0 y(t)estdt y(0) = 1/s Integrate by parts on
the left.
R
0 y(t)estdt = 1/s2 Use y(0) = 0 and
divide.
R R
0 y(t)estdt = 0 (t)estdt Use Table 1.
y(t) = t Apply Lerchs can-
celation law.
Translation to L-notation
Table 6. Laplace method L-notation details for y 0 = 1, y(0) = 0 translated
from Table 5.

L(y 0(t)) = L(1) Apply L across y 0 = 1, or multiply y 0 =


1 by estdt, integrate t = 0 to t = .
L(y 0(t)) = 1/s Use Table 1 forwards.
sL(y(t)) y(0) = 1/s Integrate by parts on the left.
L(y(t)) = 1/s2 Use y(0) = 0 and divide.
L(y(t)) = L(t) Apply Table 1 backwards.
y(t) = t Invoke Lerchs cancelation law.
1 Example (Laplace method) Solve by Laplaces method the initial value problem
y 0 = 5 2t, y(0) = 1 to obtain y(t) = 1 + 5t t2.
Solution: Laplaces method is outlined in Tables 5 and 6. The L-notation of Table 6 will
be used to find the solution y(t) = 1 + 5t t2 .
L(y 0(t)) = L(5 2t) Apply L across y 0 = 5 2t.
= 5L(1) 2L(t) Linearity of the transform.
5 2
= 2 Use Table 1 forwards.
s s
5 2
sL(y(t)) y(0) = 2 Apply the t-derivative rule.
s s
1 5 2
L(y(t)) = + 2 3 Use y(0) = 1 and divide.
s s s
L(y(t)) = L(1) + 5L(t) L(t2) Use Table 1 backwards.
= L(1 + 5t t2) Linearity of the transform.
y(t) = 1 + 5t t2 Invoke Lerchs cancelation law.
2 Example (Laplace method) Solve by Laplaces method the initial value problem
y 00 = 10, y(0) = y 0(0) = 0 to obtain y(t) = 5t2.
Solution: The L-notation of Table 6 will be used to find the solution y(t) = 5t2 .
L(y 00(t)) = L(10) Apply L across y 00 = 10.
sL(y 0(t)) y 0(0) = L(10) Apply the t-derivative rule to y 0 .
s[sL(y(t)) y(0)] y 0(0) = L(10) Repeat the t-derivative rule, on y .
s2L(y(t)) = 10L(1) Use y(0) = y 0 (0) = 0.
10
L(y(t)) = 3 Use Table 1 forwards. Then divide.
s
L(y(t)) = L(5t2) Use Table 1 backwards.
y(t) = 5t2 Invoke Lerchs cancelation law.

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