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Chapter 3 Laplace Transform

Let g(t) = t^3. Then, G(s) = 3!/s^4 = 6/s^4 Using the first shifting property: L{e^{2t} t^3} = G(s-2) = 6/(s-2)^4  f t = e −3t cos 5t

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0% found this document useful (0 votes)
319 views77 pages

Chapter 3 Laplace Transform

Let g(t) = t^3. Then, G(s) = 3!/s^4 = 6/s^4 Using the first shifting property: L{e^{2t} t^3} = G(s-2) = 6/(s-2)^4  f t = e −3t cos 5t

Uploaded by

afiq
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 3 : Laplace Transform

𝑑2𝑦 𝑑𝑦
𝑎 2 +𝑏 + 𝑐𝑦 = 𝑓 𝑡
𝑑𝑡 𝑑𝑡

Method of undetermined coefficients and Variation of


parameters are suitable only for equations where a,b and c are
constants and f(t) is a continuous function.

𝑡, 0≤𝑡<1
What if 𝑓 𝑡 = a piecewise continuous
1 − 𝑡, 𝑡≥1
function?
The methods discussed in Chapter 2 fail to apply.
We note that most engineering problem involve f(t) in the form
of piecewise functions, periodic functions, steps function and
delta function.
The French Newton
Pierre-Simon Laplace

 Developed mathematics in astronomy,


physics, and statistics

 Began work in calculus which led to


the Laplace Transform

 Focused later on celestial mechanics

 One of the first scientists to suggest


the existence of black holes
Laplace Transform

Properties of Inverse Laplace


Definition
Laplace Transform Transform

Linearity First Shifting

First Shifting Completing


Square
Unit Step Function
Partial Fraction
Second Shifting
Convolution
Theorem

Solving of initial- Transfer


value problem Functions
problem solution in
in time time
domain inverse domain
Laplace solution Laplace
transform in transform
s domain

• Other transforms
• Fourier
• z-transform
• wavelets
Laplace Transform - Definition
 Laplace Transform is an integral transform which has the
property of translating certain complicated operations in
time domain into a simple algebraic operations in the
image (Laplace ) space ( s domain ).
 By Definitions of Laplace Transform:

ℒ 𝑓 𝑡 =𝐹 𝑠 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0
Laplace Transform
Ex: Find the Laplace transform for 𝑓 𝑡 = 3 by using the definition.
Sol:

𝐹 𝑠 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

𝐹 𝑠 =ℒ 3 = 3𝑒 −𝑠𝑡 𝑑𝑡
0

3𝑒 −𝑠𝑡
=
−𝑠
0
3 −𝑠 ∞
=− 𝑒 − 𝑒 −𝑠 0
𝑠
3
=− 0−1
𝑠
3
𝐹(𝑠) =
𝑠
Laplace Transform
 Ex: Find the 𝐹(𝑠) if 𝑓 𝑡 = 𝑒 3𝑡 .
Sol:

𝐹 𝑠 = ℒ 𝑓(𝑡) = 𝑒 −𝑠𝑡 ∙ 𝑒 3𝑡 𝑑𝑡
0

𝐹 𝑠 = 𝑒 (3−𝑠)𝑡 𝑑𝑡
0

1
𝐹 𝑠 = 𝑒 3−𝑠 𝑡
3−𝑠 0
1
𝐹 𝑠 = 𝑒 3−𝑠 (∞) − 𝑒 0
3−𝑠
1
𝐹 𝑠 = 0−1
3−𝑠
1
𝐹 𝑠 =
𝑠−3
Laplace Transform
 How to find the Laplace Transform of 𝑓 𝑡 = 𝑡 4 , 𝑓 𝑡 =
sin 4𝑡 , 𝑓 𝑡 = 𝑒 2𝑡 using Laplace transform by
∞ −𝑠𝑡
that ℒ 𝑓 𝑡 = 𝐹 𝑠 = 0 𝑒 𝑓 𝑡 𝑑𝑡 ??
Too messy and
time consuming
using that…

 We have summarized the form of the Laplace Transform


in the table:
Bil 𝒇(𝒕) ℒ 𝒇(𝒕) = 𝑭(𝒔)
1 𝑘 𝑘
𝑠
2 𝑡𝑛, 𝑛 = 1,2,3, … 𝑛!
𝑠 𝑛+1
3 𝑒 𝑎𝑡 1
Table of 𝑠−𝑎
Laplace 4 cos 𝑎𝑡 𝑠
Transform 𝑠 2 + 𝑎2
5 sin 𝑎𝑡 𝑎
𝑠 2 + 𝑎2
6 cosh 𝑎𝑡 𝑠
•Wide variety of
𝑠 2 − 𝑎2
function can be 𝑎
transformed 7 sinh 𝑎𝑡
𝑠 2 − 𝑎2
8 𝑒 𝑎𝑡 𝑓(𝑡) 𝐹(𝑠 − 𝑎)
9 𝑡 𝑛 𝑓 𝑡 , 𝑛 = 1,2,3, … 𝑛
𝑑𝑛 𝐹 𝑠
−1
𝑑𝑠 𝑛
10 𝑢(𝑡 − 𝑎) 𝑒 −𝑎𝑠
More Laplace Transform 𝑠
Table refer here: 11 𝑓 𝑡 − 𝑎 𝑢(𝑡 − 𝑎) 𝑒 −𝑎𝑠 𝐹(𝑠)
Link 12 𝑦 𝑛
(𝑡) 𝑠 𝑛 𝑌 𝑠 − 𝑠 𝑛−1 𝑦 0 − 𝑠 𝑛−2 𝑦 ′ 0 − ⋯
− 𝑦 𝑛−1 (0)
Laplace Transforms of Common Functions

Name f(t) F(s)


1 t0
Impulse f (t )   1
0 t0
1
Step f (t )  1
s
1
Ramp f (t )  t
s2
1
Exponential f (t )  e at
sa
1
Sine f (t )  sin(t )
 2  s2
Exercises:
 Find the Laplace transform of 𝑓 𝑡 = 𝑡 by using the
definition of Laplace Transform.
 Find the Laplace transform for the following functions
(refer table of Laplace Transform)
 𝑓 𝑡 = 𝑒 4𝑡
 𝑓 𝑡 = 4𝑡 3
 𝑓 𝑡 = sin 4𝑡
 𝑓 𝑡 = cos 4𝑡
 𝑓 𝑡 = sinh 2𝑡
 𝑓 𝑡 = cosh 2𝑡
Properties of the Laplace Transform
 Here is the properties of Laplace transform:
 Linearity
 First Shifting Property/ First Translation Property
 Derivatives
Properties of Laplace Transform(Linearity)
 Given 𝑓1 , 𝑓2 , 𝑓3 are the functions if take those in the
Laplace transform becomes:
 ℒ 𝑓1 + 𝑓2 = ℒ 𝑓1 + ℒ 𝑓2
 ℒ 𝑐𝑓3 = 𝑐ℒ 𝑓3

 Or in other form, we have


ℒ 𝑎𝑓1 + 𝑏𝑓2 = 𝑎ℒ 𝑓1 + 𝑏ℒ 𝑓2
Example:
Find the Laplace transform for 𝑓 𝑡 = 3𝑡 3 + 𝑒 −𝑡 +
4𝑐𝑜𝑠 2𝑡 + 8𝑐𝑜𝑠ℎ 2.
Sol:
𝐹 𝑠 = ℒ 3𝑡 3 + 𝑒 −𝑡 + 4cos 2𝑡 + 8 cosh 2
= 3ℒ 𝑡 3 + ℒ 𝑒 −𝑡 + 4ℒ cos 2𝑡 + 8ℒ cosℎ 2𝑡
3 ∗ 3! 1 4𝑠 8𝑠
= 4 + + 2 + 2
𝑠 𝑠+1 𝑠 +2 𝑠 −2
18 1 4𝑠 8𝑠
= 4+ + 2 + 2
𝑠 𝑠+1 𝑠 +2 𝑠 −2
Exercises:
 Find the Laplace Transform for the following functions:
 𝑓 𝑡 = 3𝑡 2 + 𝑒 −3𝑡 − sin 2𝑡 + cos 2𝑡 + ln 2
 𝑓 𝑡 = 4𝑡 5 + 𝑒 4−2𝑡 + ln 2 − cosh 2𝑡
 𝑓 𝑡 =3 𝑡+1 2
(First Translation Property)
Properties (First Shift Property)
 If noticed that given function like 𝑓 𝑡 = 𝑒 𝑎𝑡 𝑔(𝑡), the
Laplace transform is given by:
ℒ 𝑒 𝑎𝑡 𝑔(𝑡) = 𝐺(𝑠 − 𝑎)

Notes: ℒ 𝑔(𝑡) = 𝐺(𝑠)


Step to obtain solution

 Find the Laplace transform for 𝑓 𝑡 = 𝑒 2t sin 4𝑡


Sol:
𝐹 𝑠 = ℒ 𝑒 2t sin 4𝑡
4
take 𝑔 𝑡 = sin 4𝑡 ⇒ 𝐺 𝑠 =
𝑠2 +16
ℒ 𝑒 2t sin 4𝑡 = 𝐺 𝑠 − 2
4
=
𝑠 − 2 2 + 16

Find our 𝑔 𝑡 from ℒ 𝑔(𝑡) ⇒ 𝐺(𝑠) find 𝐺(𝑠 − 𝑎)


ℒ{eat 𝑔 𝑡 }
Examples:
 Find the Laplace transform for the following functions:
 𝑓 𝑡 = 𝑒 2𝑡 𝑡 3
1 3
 𝑓 𝑡 = 𝑡2 + 𝑡 𝑒 2𝑡
6
 𝑓 𝑡 = 𝑒 2𝑡 𝑡 3
Solution:
Given
𝑓 𝑡 = 𝑒 2𝑡 𝑡 3
Implies that
3!
𝑔 𝑡 = ⇒𝐺 𝑠 = 4 𝑡3
𝑠
6
𝐹 𝑠 =𝐺 𝑠−2 = 2
𝑠−2

Find our 𝑔 𝑡 from ℒ 𝑔(𝑡) ⇒ 𝐺(𝑠) find 𝐺(𝑠 − 𝑎)


ℒ{eat 𝑔 𝑡 }
1 3
 𝑓 𝑡 = 𝑡2 + 𝑡 𝑒 2𝑡
6
Solution:
Given
1 3 2𝑡
2
𝑓 𝑡 = 𝑡 + 𝑡 𝑒
6
Implies that
1 3 2 1
𝑡2
𝑔 𝑡 = + 𝑡 ⇒𝐺 𝑠 = 3+ 4
6 𝑠 𝑠
2 1
𝐹 𝑠 =𝐺 𝑠−2 = 3
+
(𝑠 − 2) (𝑠 − 2)4

Find our 𝑔 𝑡 from ℒ 𝑔(𝑡) ⇒ 𝐺(𝑠) find 𝐺(𝑠 − 𝑎)


ℒ{eat 𝑔 𝑡 }
Exercises
 Find the Laplace transform for the following functions:
 𝑓 𝑡 = 𝑒𝑡𝑡2
 𝑓 𝑡 = cos 3𝑡 𝑒 2𝑡
Properties-Derivatives
If ℒ 𝑓(𝑡) = 𝐹(𝑠), then
𝑑 𝑛𝐹
ℒ 𝑡 𝑛 𝑓(𝑡) = −1 𝑛 𝑛
𝑑𝑠

Laplace transform Using the


𝑑𝑛𝐹 Differentiate
for 𝑓(𝑡) formula, −1 𝑛 𝑑𝑠𝑛
Step to finding solution
Find the Laplace transform for 𝑓 𝑡 = 𝑡 2 sin 2𝑡
2
ℒ sin 2𝑡 = 2
𝑠 +4
2
2 2
𝑑 2
ℒ 𝑡 sin 2𝑡 = −1
𝑑𝑠 2 𝑠 2 + 4
𝑑 2
= − 2 2
∗ 2𝑠
𝑑𝑠 𝑠 +4
4 3𝑠 2 − 4
=
𝑠2 + 4 3

Laplace transform Using the


𝑑𝑛𝐹 Differentiate
for 𝑓(𝑡) formula, −1 𝑛 𝑑𝑠𝑛
Examples:
 Find the Laplace transform using the derivatives
properties for the following functions:
 𝑓 𝑡 = 𝑡 2 sin 2𝑡
 𝑓 𝑡 = 𝑡 2 𝑒 2𝑡
Exercises
 Find the Laplace Transform for the following functions:
 𝑓 𝑡 = 𝑒 2 + ln 𝜋 cos 2𝑡 + 𝑒 2𝑡
1 2
 𝑓 𝑡 = +𝑒 3𝑡
𝑒 2𝑡
 𝑓 𝑡 = 𝑡𝑒 2𝑡 sin 𝑡
 𝑓 𝑡 = 𝑒 −𝑡 𝑡 sin 2𝑡 cos 2𝑡
 𝑓 𝑡 = 2 𝑒 −4 + 𝑡 cos2 2𝑡 − sin2 2𝑡
Unit Step (Heaviside) Functions

 It is defined by
0, 𝑡<𝑎
𝑓 𝑡 =𝑢 𝑡−𝑎 =
1, 𝑡≥𝑎
𝑓 𝑡

𝑓 𝑡 =𝑢 𝑡−𝑎
1

𝑡
𝑎
Laplace Transform for Unit Step Functions
𝑒 −𝑎𝑠
 ℒ 𝑢 𝑡−𝑎 =
𝑠
 If 𝐹 𝑠 = ℒ 𝑓 𝑡 and 𝑎 > 0, then
ℒ 𝑓 𝑡 − 𝑎 𝑢 𝑡 − 𝑎 = 𝑒 −𝑎𝑠 ℒ 𝑓 𝑡
= 𝑒 −𝑎𝑠 𝐹(𝑠)
(second shifting theorem)
Second Translation Property
Steps to Get Solution

Laplace Transform
of the equation,
𝑓(𝑡)
Shift 𝑓 𝑡 − 𝑎 →
𝑓(𝑡) with
𝑒 −𝑎𝑠 ℒ 𝑓(𝑡)

Determine the
𝑓(𝑡 − 𝑎) if
applicable else apply
the substitution 𝑡 =
𝑡 − 𝑎 + 𝑎 and
determine 𝑎
Example Sketch graph
 Sketch the step function for graphs. Hence, express it in the
form of unit step function and find it Laplace transform.
𝑡, 0≤𝑡<2
𝑓 𝑡 = 4 − 𝑡, 2 ≤ 𝑡 < 4
0, 𝑡≥4
Sol:

𝑓 𝑡

𝑡
2 4
Unit Step Function
 Way to express the step function into unit step function:
𝑓1 , 0≤𝑡<𝑎
𝑓 𝑡 = 𝑓2 , 𝑎≤𝑡<𝑏
𝑓3 , 𝑡≥𝑏
𝑓 𝑡 = 𝑓1 + 𝑓2 − 𝑓1 𝑢 𝑡 − 𝑎 + 𝑓3 − 𝑓2 𝑢(𝑡 − 𝑏)
Cont.
Using the formula for finding unit step function
𝑓 𝑡 = 𝑓1 + 𝑓2 − 𝑓1 𝑢 𝑡 − 𝑎 + 𝑓3 − 𝑓2 𝑢 𝑡 − 𝑏
Hence, our 𝑓(𝑡) becomes
𝑓 𝑡 = 𝑡 + 4 − 2𝑡 𝑢 𝑡 − 2 + 𝑡 − 4 𝑢(𝑡 − 4)
ℒ 𝑓(𝑡) = ℒ 𝑡 + 4 − 2𝑡 𝑢 𝑡 − 2 + 𝑡 − 4 𝑢(𝑡 − 4)
= ℒ 𝑡 + ℒ 4 − 2𝑡 𝑢 𝑡 − 2 + ℒ 𝑡 − 4 𝑢(𝑡 − 4)
1
= − 2 ℒ 𝑡 − 2 𝑢 𝑡 − 2 + 𝑒 −4𝑠 ℒ 𝑡
𝑠2
1 −2𝑠 −4𝑠
1
= 2 − 2𝑒 ℒ 𝑡 + 𝑒
𝑠 𝑠2
1 𝑒 −2𝑠 𝑒 −4𝑠
= 2−2 2 + 2
𝑠 𝑠 𝑠
Exercises
 Sketch the following step function graph. Hence, express it in the form of
unit step function
1
2−𝑡 ; 0≤𝑡 <2
 𝑓 𝑡 = 2
0; 𝑡 ≥ 2
𝜋
0; 0 ≤ 𝑡 < 2
 𝑔 𝑡 = 𝜋
cos 𝑡 ; 𝑡 ≥
2

𝑡; 0 ≤ 𝑡 < 2
 𝑃 𝑡 = 4 − 𝑡; 2 ≤ 𝑡 < 4
0; 𝑡≥4
1
𝑡; 0≤𝑡<3
3
1
 𝑚 𝑡 = 𝑡 − 3 ;3 ≤ 𝑡 < 6
3
1
𝑡 − 6 :𝑡 ≥ 6
3
 Find the Laplace Transforms of the following expression
 2 𝑡−1 𝑢 𝑡−1 − 𝑡−2 𝑢 𝑡−2
 𝑒 − 𝑡−2 𝑢 𝑡 − 2
 𝑡 − 3 2𝑢 𝑡 − 3
 2𝑡 2 + 3𝑡 − 1 𝑢 𝑡 − 3
1
 cos 2𝑡 𝑢 𝑡 − 𝜋
2
Answer
1
ℒ cos 2𝑡 𝑢 𝑡 − 𝜋
2 Using substitution 𝑡 =
Solution 𝑡−𝑎 +𝑎
1 1
Using the substitution 𝑡 = 𝑡 − 𝜋 + 𝜋 into the given equation.
2 2
1 1 1 1
ℒ cos 2𝑡 𝑢 𝑡 − 𝜋 = ℒ cos 2 𝑡 − 𝜋 + 𝜋 𝑢 𝑡 − 𝜋
2 2 2 2
Notes:
1 1 1 1 Expand it in the form of
cos 2 𝑡 − 𝜋 + 𝜋 = cos 2 𝑡 − 𝜋 cos 𝜋 − sin 2 𝑡 − 𝜋 sin 𝜋
2 2 2 2
(𝑡 − 𝑎)
1
= − cos 2 𝑡 − 𝜋
2
1 1 1
ℒ cos 2𝑡 𝑢 𝑡 − 𝜋 = −ℒ cos 2 𝑡 − 𝜋 𝑢 𝑡 − 𝜋
2 2 2 Apply 2nd shifting properties
1
= − 𝜋𝑠
−𝑒 2 ℒ cos 2𝑡 ℒ 𝑓 𝑡−𝑎 𝑢 𝑡−𝑎
1 = 𝑒 −𝑎𝑠 𝐹(𝑠)
𝑠𝑒 −2𝜋𝑠
=− 2
𝑠 +4
Inverse Laplace Transform
Introductions
ℒ 𝑓(𝑡) = 𝐹 𝑠 ⇒ ℒ −1 𝐹(𝑠) = 𝑓(𝑡)
 Skills required for finding inverse Laplace transform.
 Standard/ straight forwards (from table)
 First shifting method
 Partial fractions
 Completing square
 Convolution theorem
Standard/ straight forwards (from table)
−1 4
 ℒ =4
𝑠
−1 6 −1 3! 3
 ℒ = ℒ = 𝑡
𝑠4 𝑠4
−1 1
 ℒ = 𝑒 4𝑡
𝑠−4
1
−1 2 −1 1 −2𝑡
 ℒ =ℒ 1 = 𝑒
2𝑠+1 𝑠+
2
First shifting method
 From the table,
ℒ −1 𝐹 𝑠 = 𝑓 𝑡 ⇒ ℒ −1 𝐹(𝑠 − 𝑎) = 𝑒 𝑎𝑡 𝑓(𝑡)
Example:
−1
6 𝑡 −1
6 𝑡 −1
2
ℒ 2
=𝑒 ℒ 2
=𝑒 3 ℒ
𝑠−1 +4 𝑠 +4 𝑠2 + 4
= 3𝑒 𝑡 sin 2𝑡
Obtain the
𝐹 𝑠 − 𝑎 form

Shift 𝐹 𝑠 − 𝑎 →
𝐹 𝑠 with 𝑒 𝑎𝑡 𝐹(𝑠)

Find 𝑓(𝑡)

End
Partial fractions
 Example:
Find the inverse Laplace transform for
𝑠+1
𝐹 𝑠 =
𝑠 2 − 4𝑠
Sol:
𝑠+1
ℒ −1
𝑠 2 − 4𝑠
By using the Partial Fractions, Perform Partial
𝑠+1 𝑠+1 𝐴 𝐵 fractions on the
= = + equation
𝑠 2 − 4𝑠 𝑠(𝑠 − 4) 𝑠 𝑠 − 4
𝑠+1=𝐴 𝑠−4 +𝐵 𝑠
1
𝑠=0 ⇒ 𝐴=−
4
5
𝑠=4 ⇒ 𝐵=
4
𝑠+1 1 5
ℒ −1 = ℒ −1
− + ℒ −1
𝑠 2 − 4𝑠 4𝑠 4 𝑠−4
Inverse Laplace
1 1 5 1
= − ℒ −1 + ℒ −1 Transform
4 𝑠 4 𝑠−4
1 5
= − + 𝑒 4𝑡
4 4
Partial Fraction Expansions
s 1 A B
   Expand into a term for each
( s  2) ( s  3) s  2 s  3 factor in the denominator.
 Recombine RHS
s 1 A( s  3)  Bs  2

( s  2) ( s  3) ( s  2) ( s  3)
 Equate terms in s and
constant terms. Solve.
A  B 1 3 A  2 B 1
 Each term is in a form so
that inverse Laplace
s 1 1 2
  transforms can be applied.
( s  2) ( s  3) s  2 s  3
Completing Square

Completing Square on the equation

Do substitution on 𝑠 = 𝑠 + 𝑎 −
𝑎 on the denominator if applicable

Perform the first shifting method


𝐹 𝑠 − 𝑎 → 𝐹(𝑠)

Inverse Laplace transform


Example (Completing Square)
2𝑠
 Find the inverse Laplace transform for 𝐹 𝑠 = 2
𝑠 +4𝑠+6
Sol:
2𝑠
𝑓 𝑡 = ℒ −1 2
𝑠 + 4𝑠 + 6
2𝑠 2𝑠
Since, 2 = and we have
𝑠 +4𝑠+6 𝑠+2 2 +2
−1
2𝑠
𝑓 𝑡 =ℒ
𝑠+2 2+2
And notice that top (𝑠)and bottom (𝑠 + 2) not equal, then use 𝑠 =
𝑠+2 −2
2 𝑠+2 −2
= ℒ −1
𝑠+2 2+2
−2𝑡 −1
2𝑠 − 4 −2𝑡 −1
2𝑠 −1
4
=𝑒 ℒ 2
=𝑒 ℒ 2
−ℒ
𝑠 +2 𝑠 +2 𝑠2 + 2
= 𝑒 −2𝑡 2 cos 2𝑡 − 2 2 sin 2𝑡

𝐹(𝑠 − 𝑎) 𝐹(𝑠) 𝑓(𝑡)

𝑒 𝑎𝑡 ℒ −1 ? ?
Exercise
 Find the inverse Laplace transform of the following
equation:
3
 𝐹 𝑠 =
𝑠 2 +2𝑠+5
2𝑠+16
 𝐺 𝑠 =
𝑠 2 +4𝑠+13
6
 𝑃 𝑠 =
(𝑠−2)(𝑠−3)
Answer
3
𝐹 𝑠 = 2
𝑠 + 2𝑠 + 5
Solution:
3
𝑓 𝑡 = ℒ −1
𝑠 2 + 2𝑠 + 5
−1
3
=ℒ
𝑠+1 2+4
−𝑡 −1
3
=𝑒 ℒ
𝑠2 + 4
3 −𝑡
= 𝑒 sin 2𝑡
2
Answer
2𝑠 + 16
𝐺 𝑠 =
𝑠 2 + 4𝑠 + 13
Solution:
2𝑠 + 16
𝑔 𝑡 = ℒ −1
𝑠 2 + 4𝑠 + 13
2𝑠 + 16
= ℒ −1
𝑠+2 2+9
Since the denominator(𝑠 + 2) and numerator (𝑠) not the same, use
substitution, 𝑠 = 𝑠 + 2 − 2
−1
2 𝑠 + 2 − 2 + 16
=ℒ
𝑠+2 2+9
−1
2(𝑠 + 2) + 12
=ℒ
𝑠+2 2+9
2𝑠 + 12
= 𝑒 −2𝑡 ℒ −1 2
𝑠 +9
2𝑠 12
= 𝑒 −2𝑡 ℒ −1 2
+ℒ −1
𝑠 +9 𝑠2 + 9
𝑠 3
= 𝑒 −2𝑡 2ℒ −1 2
+ 4ℒ −1
𝑠 +9 𝑠2 + 9
= 𝑒 −2𝑡 2 cos 3𝑡 + 4 sin 3𝑡
Answer
6
𝑃 𝑠 =
(𝑠 − 2)(𝑠 − 3)
Solution:
6
𝑝 𝑡 = ℒ −1
(𝑠 − 2)(𝑠 − 3)
6 𝐴 𝐵
By using partial fraction, (𝑠−2)(𝑠−3) = 𝑠−2 + 𝑠−3
6 𝐴 𝑠−3 +𝐵 𝑠−2
=
(𝑠 − 2)(𝑠 − 3) (𝑠 − 2)(𝑠 − 3)
6=𝐴 𝑠−3 +𝐵 𝑠−2
Take 𝑠 = 3 → 𝐵 = 6
𝑠 = 2 → 𝐴 = −6
−1
−6 6
𝑝 𝑡 =ℒ +
𝑠−2 𝑠−3
1 1
= −6ℒ −1 + 6ℒ −1
𝑠−2 𝑠−3
2𝑡
= −6𝑒 + 6𝑒 3𝑡
Quiz 3
 Determine the inverse Laplace Transform of the following
expression:
3𝑠 + 5
𝑠 𝑠2 + 𝑠 − 6
Convolution theorem
 This theorem is used for finding the inverse Laplace
transform for function that is in the form of 𝐹 𝑠 𝐺(𝑠)
𝑡
ℒ −1 𝐹 𝑠 ∗ 𝐺(𝑠) = 𝑓 𝑢 𝑔(𝑡 − 𝑢) 𝑑𝑢
0
Where ℒ −1 𝐹 𝑠 = 𝑓(𝑡) and ℒ −1 𝐺 𝑠 =𝑔 𝑡 .
Step to obtain solution by using
Convolution Theorem

 Step 1: Determine the 𝐹(𝑠) and 𝐺 𝑠 and perform the


inverse Laplace Transform to get 𝑓(𝑡) and 𝑔(𝑡).
 Step 2: Change the notation of function in term of 𝑡 → 𝑢
or 𝑡 → 𝑡 − 𝑢 for 𝑓(𝑢) and 𝑔(𝑡 − 𝑢).
 Step 3: Substitute the functions into the convolution
theorem and integrate to find the solution
Example
 By using convolution theorem, find the inverse Laplace transforms for
1
𝐹 𝑠 =
(𝑠 + 1)(𝑠 − 2)
Sol:
The expression is rewritten as:
1 1 1
= ∗
(𝑠 + 1)(𝑠 − 2) 𝑠 + 1 𝑠 − 2
1 1
Take that 𝐹 𝑠 = 𝑠+1 and 𝐺 𝑠 = 𝑠−2
1
𝐹 𝑠 = 𝑠+1 ⇒ 𝑓 𝑡 = 𝑒 −𝑡 ⇒ 𝑓 𝑢 = 𝑒 −𝑢
1
𝐺 𝑠 = ⇒ 𝑔 𝑡 = 𝑒 2𝑡 ⇒ 𝑔 𝑡 − 𝑢 = 𝑒 2 𝑡−𝑢
𝑠−2
𝑡
−1
1
ℒ = 𝑒 −𝑢 . 𝑒 2 𝑡−𝑢 𝑑𝑢
(𝑠 + 1)(𝑠 − 2) 0
𝑡
= 𝑒 2𝑡 𝑒 −3𝑢 𝑑𝑢
0
𝑡
1 1 2𝑡
= 𝑒 2𝑡 − 𝑒 −3𝑢 = 𝑒 − 𝑒 −𝑡
3 0 3
Inverse Laplace Transform( Second Shifting
Method)
 If 𝐹 𝑠 = ℒ 𝑓 𝑡 and 𝑎 > 0, then
ℒ 𝑓 𝑡 − 𝑎 𝑢 𝑡 − 𝑎 = 𝑒 −𝑎𝑠 ℒ 𝑓 𝑡
Conversely,
ℒ −1 𝑒 −𝑎𝑠 𝐹(𝑠) = 𝑓 𝑡 − 𝑎 𝑢(𝑡 − 𝑎)
Example:
−1 𝑒 −2𝑠
Determine ℒ
𝑠2
Solution:
𝑒 −2𝑠
ℒ −1 2
= ℒ −1 −2𝑠
𝑒 𝐹 𝑠 , 𝑎=2
𝑠
1
𝐹 𝑠 = 2⇒𝑓 𝑡 =𝑡
𝑠
From the translation property,
𝑒 −2𝑠
ℒ −1 2
= 𝑓 𝑡 − 2 𝑢(𝑡 − 2)
𝑠
= 𝑡 − 2 𝑢(𝑡 − 2)
Example:
−1 𝑒 −4𝑠
Determine ℒ (𝑠+2)3
Solution:
𝑒 −4𝑠
ℒ −1 3
= ℒ −1 𝑒 −4𝑠 𝐹 𝑠 , 𝑎=4
(𝑠 + 2)
1
𝐹 𝑠 =
(𝑠 + 2)3
1
𝑓 𝑡 = ℒ −1
(𝑠 + 2)3
−2𝑡 −1
1
=𝑒 ℒ
𝑠3
𝑒 −2𝑡 2
= 𝑡
2
From the translation property,
−1
𝑒 −4𝑠
ℒ = 𝑓 𝑡 − 4 𝑢(𝑡 − 4)
(𝑠 + 2)3
𝑒 −2(𝑡−4)
= 𝑡 − 4 2 𝑢(𝑡 − 4)
2
Initial Value Problems
Solve
𝑥 ′′ 𝑡 + 4𝑥 ′ 𝑡 = 𝑔 𝑡 , 𝑥 0 = 0, 𝑥′ 0 = 0
Where
1, 0≤𝑡<1
𝑔 𝑡 = −1, 1≤𝑡<2
0, 𝑡≥2

𝑔 𝑡 = 𝑔1 + 𝑔2 − 𝑔1 𝑢 𝑡 − 𝑎 + 𝑔3 − 𝑔2 𝑢 𝑡 − 𝑏
𝑔 𝑡 = 1 − 2𝑢 𝑡 − 1 + 𝑢 𝑡 − 2

1 1 1 1 1 1
[Answer: 𝑥 𝑡 = 4
− 4 cos 2𝑡 − 2
− 2 cos 2 𝑡 − 1 𝑢 𝑡−1 + 4
− 4 cos 2 𝑡 − 2 𝑢(𝑡 − 2)]
Therefore, the second order ODE becomes
𝑥 ′′ 𝑡 + 4𝑥 ′ 𝑡 = 𝑔 𝑡 = 1 − 2𝑢 𝑡 − 1 + 𝑢 𝑡 − 2
ℒ 𝑥 ′′ 𝑡 + 4𝑥 ′ 𝑡 = ℒ 1 − 2𝑢 𝑡 − 1 + 𝑢 𝑡 − 2
𝑠 2 𝑋 𝑠 − 𝑠𝑋 0 − 𝑋 ′ 0 + 4 𝑠𝑋 𝑠 − 𝑋 0
1 2𝑒 −𝑠 𝑒 −2𝑠
= − + [1]
𝑠 𝑠 𝑠
Next substitute the initial conditions, 𝑥 0 = 0; 𝑥 ′ 0 = 0
into [1] gets
−𝑠 −2𝑠
1 2𝑒 𝑒
𝑠 2 𝑋 𝑠 + 4𝑠𝑋(𝑠) = − +
𝑠 𝑠 𝑠
1 2𝑒 −𝑠 𝑒 −2𝑠
𝑠 2 + 4𝑠 𝑋 𝑠 = − +
𝑠 𝑠 𝑠
1 2𝑒 −𝑠 𝑒 −2𝑠
𝑋 𝑠 = 2 − 2 + 2 Part A
𝑠 𝑠+4 𝑠 𝑠+4 𝑠 𝑠+4 +
1 Part B
ℒ −1
𝑠2 𝑠 + 4 +
1 𝐴 𝐵 𝐶 Part C
2
= + 2+
𝑠 𝑠+4 𝑠 𝑠 𝑠+4
1 = 𝐴𝑠 𝑠 + 4 + 𝐵 𝑠 + 4 + 𝐶(𝑠 2 )
1
Let 𝑠 = 0, ⇒ 𝐵 =
4
1
𝑠 = −4, ⇒ 𝐶 =
16
1
𝑠 = 1, 𝐴=−
16
1 1 1 1 1 1 1
ℒ −1 = ℒ −1 − ∙ + ℒ −1 ∙ 2 + ℒ −1 ∙
𝑠 2 𝑠+4 16 𝑠 4 𝑠 16 𝑠+4
1 1 1 −4𝑡
=− + 𝑡+ 𝑒
16 4 16
𝑒 −𝑠
ℒ −1 2
= ℒ −1 𝑒 −𝑠 𝐹 𝑠
𝑠 𝑠+4
1
Where 𝐹 𝑠 = ,𝑎 = 1. Find 𝑓 𝑡 . Notice that 𝐹 𝑠 is equal to the first
𝑠 2 (𝑠+4)
1
part, i.e ℒ −1 2 .
𝑠 𝑠+4
1 1 1 1 −4𝑡
𝑓 𝑡 = ℒ −1 == − + 𝑡+ 𝑒
𝑠2 𝑠 + 4 16 4 16
𝑒 −𝑠
ℒ −1 = ℒ −1 𝑒 −𝑠 𝐹 𝑠 =𝑓 𝑡−1 𝑢 𝑡−1
𝑠2 𝑠 + 4
1 1 1 −4(𝑡−1)
= − + (𝑡 − 1) + 𝑒 𝑢(𝑡 − 1)
16 4 16
𝑒 −2𝑠
ℒ −1 = ℒ −1 𝑒 −2𝑠 𝐹 𝑠
𝑠2 𝑠 + 4
1
Where 𝐹 𝑠 = ,𝑎 = 2. Find 𝑓 𝑡 . Again, we notice
𝑠2 (𝑠+4)
1
that 𝐹 𝑠 is equal to the first part, i.e ℒ −1 .
𝑠2 𝑠+4
1 1 1 1 −4𝑡
𝑓 𝑡 = ℒ −1 == − + 𝑡 + 𝑒
𝑠2 𝑠 + 4 16 4 16
𝑒 −2𝑠
ℒ −1 = ℒ −1 𝑒 −2𝑠 𝐹 𝑠 = 𝑓 𝑡 − 2 𝑢 𝑡 − 2
𝑠2 𝑠 + 4
1 1 1 −4(𝑡−2)
= − + (𝑡 − 2) + 𝑒 𝑢(𝑡 − 2)
16 4 16
1 𝑒 −𝑠 𝑒 −2𝑠
Hence, 𝑥 𝑡 = ℒ −1 − 2ℒ −1 + ℒ −1
𝑠 2 𝑠+4 𝑠 2 𝑠+4 𝑠 2 𝑠+4
𝑥 𝑡
1 1 1 −4𝑡 1 1 1 −4 𝑡−1
=− + 𝑡+ 𝑒 −2 − + 𝑡−1 + 𝑒 𝑢 𝑡−1
16 4 16 16 4 16
1 1 1 −4 𝑡−2
+ − + 𝑡−2 + 𝑒 𝑢 𝑡−2
16 4 16
[Notes: we make summation for part A,B,C]
Simplify,
𝑥 𝑡
1 1 1 −4𝑡 1 1 1
=− + 𝑡+ 𝑒 + − 𝑡 − 1 − 𝑒 −4(𝑡−1) 𝑢(𝑡 − 1)
16 4 16 8 2 8
1 1 1 −4(𝑡−2)
+ − + (𝑡 − 2) + 𝑒 𝑢(𝑡 − 2)
16 4 16
Exercise
Solve
𝑥 ′′ 𝑡 + 16𝑥 𝑡 = 𝑔 𝑡 , 𝑥 0 = 0, 𝑥 ′ 0 = 1
Where
cos 4𝑡 , 0≤𝑡<𝜋
𝑔 𝑡 =
0, 𝑡≥𝜋

1 1 1
[Answer: 𝑥 𝑡 = sin 4𝑡 + 𝑡 sin 4𝑡 − 𝑡 − 𝜋 sin 4 𝑡 − 𝜋 𝑢(𝑡 − 𝜋)]
4 8 8
Dirac Delta Function [Extra TOPIC]
 The Dirac Delta function 𝛿(𝑡 − 𝑎) is defined by
∞, 𝑖𝑓 𝑡 = 𝑎
𝛿 𝑡−𝑎 =
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
And

𝛿 𝑡 − 𝑎 𝑑𝑡 = 1
0
 Problem involving short impulses (a very large value over a
very short interval) can be describe by the delta functions.
 Applications: a vibrating airplane wing struck by a bolt of
lightning, an airplane make a hard landing, a tennis ball is hit, a
ship is hit by a single wave, etc.
[Extra TOPIC]
Laplace transform
For 𝑎 > 0, ℒ 𝛿(𝑡 − 𝑎) = 𝑒 −𝑎𝑠 , conversely, ℒ −1 𝑒 −𝑎𝑠 =
𝛿(𝑡 − 𝑎).
ℒ 𝑓(𝑡)𝛿(𝑡 − 𝑎) = 𝑒 −𝑎𝑠 𝑓(𝑎)
Initial Value Problem [ Laplace
Transform]
Laplace transformation
time domain

linear time
differential domain
equation solution

Laplace transform
inverse Laplace
transform
Laplace algebra Laplace
transformed
solution
equation

Laplace domain or
complex frequency domain
4. Laplace transforms
Solution to initial value problem
 Use the Laplace transform for solving the second order
linear differential equation.
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑓(𝑡)
 Laplace transform for derivatives
ℒ {𝑦 𝑛 𝑡 }
= 𝑠 𝑛 𝑌 𝑠 − 𝑠 𝑛−1 𝑦 0 − 𝑠 𝑛−2 𝑦 ′ 0 − ⋯ − 𝑦 𝑛−1 (0)
Hence,
ℒ {𝑦 ′′ } = 𝑠 2 𝑌 𝑠 − 𝑠𝑌 0 − 𝑦 ′ 0
ℒ {𝑦 ′ } = 𝑠𝑌 𝑠 − 𝑦(0)
Steps to solving the initial value problem

Laplace transform the ODE


ℒ 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = ℒ 𝑓 𝑡

Insert the given initial conditions,


𝑦(0) & 𝑦 ′ 0 and rearrange 𝑌(𝑠)
equation algebraically. [𝑌 𝑠 =? ? ?]

Inverse Laplace transform


ℒ −1 𝑌(𝑠)
Solving of initial-value problem
Example:
Solve the initial value problem
𝑦 ′′ + 4𝑦 = 𝑒 −𝑡 , 𝑦 0 = 2, 𝑦 ′ 0 = 1.
Sol: [Note ℒ 𝑦 𝑡 = 𝑌(𝑠)]
Take the Laplace transform for the 2nd order ODE above
ℒ 𝑦′′ + 4ℒ 𝑦 = ℒ 𝑒 −𝑠
2
1
𝑠 𝑌 𝑠 − 𝑠𝑦 0 − 𝑦′(0) + 4𝑌 𝑠 =
𝑠+1
Substituting the initial conditions to obtain
1
𝑠 2 𝑌 𝑠 − 𝑠 2 − 1 + 4𝑌 𝑠 =
𝑠+1
1
𝑠 2 + 4 𝑌 𝑠 = 2𝑠 + 1 +
𝑠+1
2𝑠 + 1 𝑠 + 1 + 1 2𝑠 2 + 3𝑠 + 2
𝑌 𝑠 = = 2
(𝑆 2 + 4)(𝑠 + 1) (𝑆 + 4)(𝑠 + 1)
By using partial fraction, we get
1 1 1 9𝑠 + 6
𝑦 𝑠 = +
5 𝑠+1 5 𝑠2 + 4
The solution 𝑦(𝑡) obtained by taking the inverse Laplace Transform of 𝑌 𝑠 ;
1 9 3
𝑦 𝑡 = e−t + cos 2t + sin 2t
5 5 5
Exercise
 Solve the initial value problems below:
 𝑦 ′′ + 𝑦 ′ = 3𝑡; 𝑦 0 = 0 and 𝑦 ′ 0 = 1
 𝑦 ′′ + 6𝑦 ′ + 5𝑦 = 12𝑒 𝑡 , 𝑦 0 = 2 and 𝑦 ′ 0 = 7.
1
′′ ′ 3 𝑡
 2𝑦 − 2𝑦 + 5𝑦 = 3 sin 𝑡 + 9𝑒 ,
2 𝑦 0 = 0; 𝑦 0 = 2
2
Transfer Functions
 Transfer function is the method to represent system
dynamics, 𝑠-domain representation from Laplace
transform.
 Transfer function is ratio of output 𝑥 to input 𝑓 in s-
domain.
𝑋(𝑠) 𝑜𝑢𝑡𝑝𝑢𝑡
𝐻 𝑠 = =
𝐹(𝑠) 𝑖𝑛𝑝𝑢𝑡

Input, 𝑓 𝑡 Output, 𝑥 𝑡
Transfer
Functions/𝐻(𝑠)
𝐹 𝑠 𝑋 𝑠
Example
 Find the output function of the give below transfer
function:

𝑓 𝑡 =3 Output, 𝑥 𝑡
1
𝐻 𝑠 =
2𝑠 − 3
𝑋 𝑠
Solution:
We have the formula
𝑋(𝑠) 𝑜𝑢𝑡𝑝𝑢𝑡
𝐻 𝑠 = =
𝐹(𝑠) 𝑖𝑛𝑝𝑢𝑡
1 𝑋 𝑠
=
2𝑠 − 3 3
𝑠
3 𝐴 𝐵
𝑋 𝑠 = = +
𝑠(2𝑠 − 3) 𝑠 2𝑠 − 3
𝐴 2𝑠 − 3 + 𝐵𝑆 = 3
Let 𝑠 = 0
𝐴 −3 + 𝐵(0) = 3 ⇒ 𝐴 = −1
3
Let 𝑠 = ;
2
3
𝐴 0 +𝐵 =3
2
⇒𝐵=2
1 2
𝑋 𝑠 =− +
𝑠 2𝑠 − 3
1 2 3
𝑋 𝑡 =ℒ −1
− + = −1 + 𝑒 2𝑡
𝑠 2(𝑠 − 3)
2
Examples
 Find the transfer function 𝐻(𝑠) for the system that
governed by the differential equation
𝑦 ′′ + 4𝑦 ′ + 20𝑦 = 𝑓(𝑡)
where 𝑓(𝑡) and 𝑦(𝑡) are the input and the output of the
system, respectively. Hence, find the impulse response
function ℎ(𝑡).

 Find the output response, 𝑥(𝑡), for the system shown


below 2
X(s)
𝑠3
Exercise
1
 Given the transfer function, 𝐻 𝑠 = and the input
𝑠2 +4
function, ℎ 𝑡 = 2 and hence obtain the output function,
𝑥(𝑡).
END

LAST EDITING : Wednesday, November 09, 2016

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