Engineering Mathematics 1
Questions ?
Transform Functions
B.Eng(Hons) in Aerospace Engineering
B.Eng(Hons) in Mechanical Engineering
A differential equation involving an unknown function f (t)
and its derivatives is said to be initial-valued if the values
of f (t) and its derivatives are given for t = 0. These initial
values are used to evaluate the integration constants that
appear in the solution to the differential equation.
The Laplace transform is employed to solve certain initial-
valued differential equations. The method uses algebra
rather than the calculus and incorporates the values of the
integration constants from the beginning.
Given a function f (t) defined for values of the variable t > 0
then the Laplace transform of f (t), denoted by:
Frequency domain
𝐹 𝑠 = 𝐿 𝑓(𝑡)
is defined to be: Time domain
∞
𝐿 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0
where s = s +iw is a complex variable whose values are
chosen so as to ensure that the semi-infinite integral
converges.
∞
1
𝑓 𝑡 = 𝐿−1 𝐹(𝑠) = න 𝑒 𝜎+𝑖𝜔 𝐹( 𝜎 + 𝑖𝜔)𝑑𝜔
2𝜋
−∞
The Laplace transform of f ( t ) = 2 for t ≥ 0 is:
∞ ∞
𝐿 𝑓 𝑡 = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = න 𝑒 −𝑠𝑡 2𝑑𝑡
0 0
−𝑠𝑡 ∞
𝑒 1 2
=2 =2 0− =
−𝑠 0
−𝑠 𝑠
2 Note that s > 0 is required since if s = 0,
𝐿 𝑓 𝑡 = for s > 0 the L{2} is not defined while if s < 0,
−st
then e will tend to infinity as t tends
𝑠 to infinity.
Similarly we can say that for any constant k:
𝑘
𝐿 𝑘 = provided s > 0
𝑠
Obtain the Laplace transform of f (t) = e−kt for t ≥ 0
Obtain the Laplace transform of f (t) = sint and f(t) = cos2t
Properties of Laplace Transforms
1. Linearity – both the Laplace transform and its inverse
are linear transforms
i. The transform of a sum (or difference) is the sum (or difference) of the
transforms. L f (t ) g (t ) = L f (t ) L g (t )
L−1 F ( s ) G ( s) = L−1 F ( s) L−1 G ( s)
ii. The transform of an expression that is multiplied by a constant is the constant
multiplied by the transform.
L kf (t ) = kL f (t ) and L−1 kF ( s) = kL−1 F ( s)
2. First shift – if f(t) is a function with Laplace transform
F(s) with Re(s) > sc then eatf(t) also has Laplace
Multiplying f(t) by the
transform given by: exponential in the time
domain is equivalent to
𝐿 𝑒 𝛼𝑡 𝑓 𝑡 =𝐹 𝑠−𝛼 𝑤𝑖𝑡ℎ 𝑅𝑒 𝑠 > 𝜎𝑐 + 𝑅𝑒(𝛼) right shifting its Laplace
transform F(s) by a in
the s-domain
Properties of Laplace Transforms
3. Derivative of transform – if f(t) is a function with
Laplace transform F(s) with Re(s) > sc then tnf(t) also
has Laplace transform given by:
𝑑 𝑛 𝐹(𝑠)
𝐿 𝑡𝑛𝑓 𝑡 = −1 𝑛 𝑛
𝑓𝑜𝑟 𝑅𝑒 𝑠 > 𝜎𝑐
𝑑𝑠
WORKED EXAMPLE
Determine 𝐿{𝑒 −3𝑡 𝑠𝑖𝑛2𝑡}
Determine 𝐿 𝑡 2 𝑒 𝑡 𝑎𝑛𝑑 𝐿 𝑡 𝑛
The Laplace transform is an expression involving variable s
and can be denoted as such by F (s). That is:
F ( s ) = L f (t )
It is said that f(t) and F(s) form a transform pair.
This means that if F(s) is the Laplace transform of f(t) then
f(t) is the inverse Laplace transform of F(s):
∞
1
𝑓 𝑡 = 𝐿−1 𝐹(𝑠) = න 𝑒 𝜎+𝑖𝜔 𝐹( 𝜎 + 𝑖𝜔)𝑑𝜔
2𝜋
−∞
WORKED EXAMPLE
−1 4
Find 𝐿 { }
𝑠
−1 1
Find 𝐿 { }
𝑠−1
There are several ways to calculate the inverse Laplace
transforms:
1. Make use of Laplace transform tables
f(t) = L−1{F(s)} F(s) = L{f(t)}
k 𝑘
for s > 0
𝑠
e−kt 1
for s > −k
𝑠+𝑘
te−kt 1
for s > −k
𝑠+𝑘 2
2. Apply partial fraction techniques
3. Use Laplace transformation theorems
i. First shift theorem
ii. Transform of derivatives and integrals
Given some expression f (t) and its Laplace transform F (s)
where:
F ( s ) = L f (t ) = e f (t )dt
− st
t =0
Integrating by parts
then:
∞ ∞
∞
𝐿 𝑓′ 𝑡 = න 𝑒 −𝑠𝑡 𝑓 ′ 𝑡 𝑑𝑡 = 𝑒 −𝑠𝑡 𝑓 𝑡 0 + 𝑠 න 𝑒 −𝑠𝑡 𝑡 𝑑𝑡
0 0
That is: L f (t ) = sF ( s) − f (0)
The Laplace transform of the derivative of f(t) is
given in terms of the Laplace transform of f(t)
itself and the value of f(t) when t = 0
WORKED EXAMPLE
−1 𝑠+1
Find 𝐿 {2 2 }
𝑠 𝑠 +9
1
Find 𝐿−1 { }
𝑠+1 2 𝑠2 +4
−1 𝑠+7
Find 𝐿 {2 }
𝑠 +2𝑠+5
Solve the differential equation:
f (t ) + f (t ) = 1 where f (0) = 0
take the Laplace transform of both sides:
L f (t ) + f (t ) = L 1 so that L f (t )} + L{ f (t ) = L 1
Since the transform of a sum is the sum of the transforms:
1 1
sF ( s) − f (0) + F ( s) = which means that ( s + 1) F ( s) =
s s
1
Resulting in: F (s) =
s ( s + 1)
Separating into partial fractions to give:
1 1
F ( s) = −
s s +1
From the table of transforms it is then seen that:
−1 1 1
f (t ) = L −
s s + 1 The inverse Laplace transform of a
difference is the difference of the
−1 1 −1 1
inverse transforms
= L − L
s s + 1
= 1 − e−t
−t
f (t ) = 1 − e
We can now summarise the procedures for solving linear
differential equations of the form:
af’(t) + bf(t) = g(t) with f(0) = k
1. Take the Laplace transforms on both sides of the
equation and substitute the initial conditions – this
will convert the differential equation into an
algebraic equation.
2. Solve the algebraic equation for the Laplace
transform of the unknown function.
3. Perform the inverse Laplace transform on the result
to obtain the unknown function.
WORKED EXAMPLE
Solve f’(t) – f(t) = 2 where f(0) = 0
Solve f’(t) - f(t) = e2t where f(0) = 1
Solve 3f’(t) – 2f(t) = 4e−t +2 where f(0) = 0
Deriving the Laplace transform of f (t ) often requires
integration by parts. However, this process can sometimes
be avoided if the transform of the derivative is known. For
example, if f(t) = t then f ′(t) = 1 and f (0) = 0 so that, since:
L f (t ) = sL{ f (t )} − f (0) then L{1} = sL{t} − 0
That is:
1 1
= sL{t} therefore L{t} = 2
s s
WORKED EXAMPLE
What is the Laplace transform of f(t) = t2
1
Show that 𝐿 𝑡𝑒 −𝑡 =
𝑠+1 2
We have already seen that F(s) = L{f(t)} and G(s) = L{g(t)}
such that L{f’(t)} = sF(s) – f(0) and L{g’(t)} = sG(s) – g(0)
Now let g(t) = f’(t) hence L{g(t)} = L{f’(t)}. Since g’(t) = f”(t)
this means that:
L{g’(t)} = L{f”(t)}= sG(s) – g(0) = s[sF(s) – f(0)] – f’(0)
so that: L{f”(t)}= s2F(s) – sf(0) – f’(0)
By similar process can show that:
𝐿 𝑓𝑛 𝑡 = 𝑠 𝑛 𝐹 𝑠 − 𝑠 𝑛−1 𝑓 0 − 𝑠 𝑛−2 𝑓′ 0 − 𝑠 𝑛−3 𝑓" 0 − … − 𝑠𝑓 𝑛−2 (0) − 𝑓 𝑛−1 0
The Laplace transform can be used to solve linear, constant-
coefficient, inhomogeneous differential equations of the
form:
an f ( n ) (t ) + an −1 f ( n −1) (t ) + + a2 f (t ) + a1 f (t ) + a0 f (t ) = g (t )
Where aN are known constants, g(t) is a known expression in
t and the values of f(t) and its derivatives are known at t = 0.
WORKED EXAMPLE
Find the solution of f”(t) + 3f’(t) + 2f(t) = 4t where f(0) = f’(0)
=0
