6.laplace Transforms
6.laplace Transforms
1. L {1} = , s > 0.
Proof:
2.
Proof:
3.
Proof:
4.
Proof:
5.
Proof:
6.
Proof:
7.
Proof:
Proof:
Application of this property leads to the following results.
1.
2.
3.
4.
5.
where in each case s > a.
Examples:
Find the Laplace transform of the following.
1. Sin32t
Solution:
2.
Solution:
3.
Solution:
4.
Solution:
Exercises:
Find the Laplace transform of
1. 2. 3.
4. 5.
Transforms of integrals
Proof:
Multiplication by tn
Proof:
We have
which proves the theorem for n = 1.
Now assume the theorem to true for n = m(say), so that
This shows that if the theorem is true for n = m, it is also true for n = m+1. But
it is true for n = 1. Hence it is true for n = 1+1 = 2, n = 2+1 = 3 and so on.
Thus the theorem is true for all positive integral values of n.
Division by t
Proof:
Examples:
Find the Laplace transform of
1. tcosat
Solution:
2. te-tsin3t
Solution:
3.
Solution:
Exercises:
Find the Laplace transforms of the following functions.
1. tsin2t 2. te2tsin3t 3.
4. 5.
Periodic functions:
Suppose that the function is periodic with period . Then its Laplace
transform is given by
But , we get
Theorem
If has a Laplace Transform and if
Example (a)
Example (b)
Find the transform of the square-wave function
Exercise:
A Step Function:
Applications frequently deal with situations that change abruptly at specified
times. We need a notation for a function that will suppress a given term up
to a certain value of t and insert the term for all larger t. The function we are
about to introduce leads us to a powerful tool for constructing inverse
transforms.
Theorem
If if and if be assigned values (no matter what
ones) for
Example (a):
Find where
Example (b) :
g(t)
3
t
1 3
Exercises:
1. Sketch the graph of the given function for
-5
(i)
(ii)
2. Express in terms of the function and find .
(i)
(ii)
(iii)
4. Evaluate
Introduction:
Let L{f(t)} = F(s). Then f(t) is defined as the inverse Laplace transform of F(s) and is denoted
by L-1 {F(s)}.
Thus L-1 F(s) = f(t) ……………..(1)
L-1 is known as the inverse laplace transform operator and is such that
−1 −1
LL =L L=1
In the inverse problem (1), F(s) is given (known) and f(t) is to be determined.
4) Division by s
If L-1{F(s)}=f(t) then
F(s) −1
f (t )=L F( s)
1 1
, s >0
s
1 at
, s >a e
s−a
s Cos at
, s>0
s +a2
2
1 Sin at
, s>0
s 2 +a2 a
1
, s>|a|
Sin h at
s −a2
2
a
s
, s>|a|
s −a2
2
Cos h at
1 t
n
n+1
, s>0
s n!
n = 0, 1, 2, 3, . . .
1 t
n
n+1
, s>0
s Γ ( n+1 )
n > -1
Examples
1. Find the inverse Laplace transforms of the following:
1 s +b 2 s−5 4 s−9
(i) (ii) (iii) +
2 s−5 s 2 +a 2 4 s 2 +25 9−s 2
Solution:
5t
−1 1 1 1 1
(i) L = L−1 = e2
2 s−5 2 5 2
s−
2
s+ b s 1 b
( ii) L−1 = L−1 2 2 +b L−1 2 2 = cos at + sin at
2
s +a 2
s +a s +a a
5 9
s− s−
( iii ) L−1
[ 2 s−5 4 s−8 2 −1
+
4 s 2 +25 9−s 2
= L
4 ]2
2 25
s +
−4 L−1 2
s
2
−9
4
=
1
2[ 5t
cos −sin
2
5t
2
3
] [
−4 cos h 3 t− sin h 3 t
2 ]
Exercise:
Find the inverse Laplace transform of the following
s +2 4 s−1 ( s +2)
3
3 s+5 √ 2 1 3
+ 2 −
8
(i ) +
(iv) s √ s s √ s √ s
2 2 6 2
s + 36 s + 25 (ii) s (iii) s +8
Evaluation of L-1 F(s – a)
We have, if L{ f(t)} = F(s), then L[eat f(t)] = F(s – a), and so
L-1 F(s – a) = eat f(t) = e at L-1 F(s)
Examples
3 s+1
1. Evaluate : L−1
( s+1 )4
3 ( s +1-1 ) +1 1 1
Given = L-1 4
=3 L−1 3
−2 L−1
( s+1 ) ( s+1 ) ( s+1 ) 4
= L
-1 s+2
( s−1 )2 + 4
= L
[
−1 ( s−1 )+ 3
( s−1 )2 +4
=L
−1 s−1
( s−1 )2 + 4 ]
+3 L
−1 1
( s−1 )2 + 4
s 1
= et L−1 2
+3 et L−1 2
s +4 s +4
3
= et cos 2 t+ et sin 2 t
2
2 s +1
: L−1 2
(3)Evaluate s +3 s +1
= 2L -1
( s+ 32 )−1
3 2 5
( 2) 4
s+ −
=2
[ L −1
( s + 32 )
( s + 32 ) −5 4
2
−L−1
1
( s+ 32 ) −5 4
2
]
[ ]
−3 t −3t
2 −1 s 2 1
=2 e L −e L−1
5 5
s2− s2 −
4 4
[ ]
−3t
=2 e 2
cos h
√ 5 t 2 sin h √ 5 t
2 √5 2
Exercise
s+5 7 s+ 4 e
−4 s
(s+2)e−s
2 4
(iii) (s−2 ) (iv) (s+1)
2 2
(i) s −6 s+13 (ii) 4 s + 4 s+ 9
INVERSE LAPLACE TRANSFORM OF e-as F(s)
Here
( 2) Evaluate : L−1
[ e−πs se− 2 πs
s2 +1
+ 2
s +4
Given =f 1 ( t −π ) H ( t − π ) + f 2 ( t −2 π ) H ( t −2 π )
]
( 1)
1
Here f 1 ( t )= L−1 =sin t
s2 + 1
s
f 2 ( t )= L−1 =cos 2t
s2 + 4
= −cos t H ( t −π )+ cos ( 2 t ) H ( t− 2 π )
Exercise:
Find the inverse Laplace transform of the following
(i)
[ 3 2 e−s 3 e−2 s
s2
+
s 3
−
s ] (ii)
cosh 2 s
e3 s s2
−s
−3 s
1+ e se
2
+ πe
−s
s2 (iv) s2+ π 2
(iii)
Examples
1
(1) (s+1)( s−2)
1
Let F(s)= (s+1)( s−2)
By applying partial fraction we get
1 A B A( s−2)+B(s+1)
+ =
(s+1)( s−2) = (s +1) (s−2 ) ( s+1 )( s−2 )
1= A ( s−2)+B (s +1)
1
⇒1=3 B ⇒ B=
put s=2 3
1
⇒1=−3 A ⇒ A=−
put s=-1 3
Therefore
−1 1
3 3
+
F(s)= (s+1) (s−2 )
1 1 1 1
−
F(s)= 3 (s−2 ) 3 (s+1)
Taking inverse laplace transform, we get
1 −1 1 1 1 1 2t 1 −t
−1 L − L−1 e − e
L {F (s)}= 3 (s−2 ) 3 ( s+1 ) = 3 3
2 s 2 +5 s−4
2. Evaluate :
s3 +s 2 −2 s
we have
2 s 2 +5 s−4 2 s2 +5 s−4 2 s2 + 5 s−4 A B C
= = = + +
3 2
s + s −2 s s ( s + s−2 ) s ( s+2 ) ( s−1 )
2 s s+2 s−1
2 s2 +5 s−4
L−1 2 2
=2−e−2 t +et
s + s −25
4 s +5
3 . Evaluate : L−1
( s+1 )2 + ( s +2 )
Consider
4 s +5 A B C
= + +
( s+1 )2 + ( s +2 ) ( s+1 )2 s+1 s+2
Then
4s + 5 = A(s + 2) + B(s + 1) (s + 2) + C (s + 1)2
For s = -1, we get A = 1, for s = -2, we get C = -3
Comparing the coefficients of s2, we get B + C = 0, so that B = 3. Using these values in (1), we
get
4 s+ 5 1 3 3
= + −
2
( s +1 ) + ( s+2 ) ( s +1 ) 2
( s+1 ) s+2
Hence
4 s+5 1 1 1
L−1 =e−t L−1 2 +3 e−t L−1 −3 e−2 t L−1
2
( s+1 ) + ( s+2 ) s s s
−t −t −2t
=te +3e −3e
−1 s3
4 . Evaluate : L 4 4
s −a
Let
3
s A B Cs+ D
= + + 2 (1)
4
s −a 4 s− a s+a s + a2
Hence
s3 = A(s + a) (s2 + a2) + B (s-a)(s2+a2)+(Cs + D) (s2 – a2)
For s = a, we get A = ¼; for s = -a, we get B = ¼; comparing the constant terms, we get
D = a(A-B) = 0; comparing the coefficients of s3, we get
1 = A + B + C and so C = ½. Using these values in (1), we get
[ ]
3
s 1 1 1 1 s
= + + 2 2
s −a 4 s−a s+ a 2 s +a
4 4
Consider
s
= 2
s
=
1 2s
[
s +s +1 ( s + s+1 ) + ( s 2 −s+1 ) 2 ( s 2 +s+1 )( s2 −s+1 )
4 2 ]
=
1
2 [ ( s 2 + s+1 ) −( s 2 −s +1 ) 1 1
( s + s+1 ) ( s −s +1 )
2 2
= 2 ] [ 1
− 2
2 ( s −s +1 ) ( s + s+1 ) ]
[ ]
1 1 1
= −
2 1 2 3 1 2 3
( 2 ) 4 ( 2 ) +4
s− + s+
[ ]
1 1
−1 s 1 t 1 1
− t
L 4 2 = e 2 L−1 −e 2 L−1
s +s +1 2 s2+
3
s2 +
3
4 4
[ ]
1 sin
√3 t 1 sin
√3 t
1 2
t 2 − t
2 2
= e −e
2 √3 √3
2 2
=
2
√3
sin
2( ) ()
√3 t sin h t
2
Let F (s )=log ( )
s+a
s+b
=log ( s +a )−log ( s +b )
d
Then − F ( s )=−
ds
1
[ −
1
s +a s +b ]
[ d
]
So that L−1 − F ( s ) =− [ e−at −e−bt ]
ds
or t f ( t )=e −e−at
−bt
e−bt −e−at
Thus f ( t )=
b
(2) Evaluate L
−1 tan−1 ( as )
Let F (s )=tan −1 (as )
Inverse transform of [ ]
F ( s)
s
Then −
d
ds [ ]
a
F ( s )= 2 2
s +a
t
L∫ f ( t ) dt=
F (s )
s
[
−1 d
]
or L − F ( s ) = sin at so that
ds
Since 0 or t f ( t )=sin at
[ ]
t
F (s ) sin at
L−1
=∫ f ( t ) dt f ( t )=
a
we have
s 0
Examples:
(1) Evaluate : L
−1
[ ( )] 1
s s 2 +a2
1
Let us denote F ( s )= so that
s2 + a2
sin at
f (t )=L−1 F ( s )=
a
t
1 F ( s) sin at
Then L−1 = =L−1 =∫ dt
s (s + a )
2 2 s 0 a
( 1−cos at )
=
a2
(2) Evaluate : L
−1
[ 1
s 2 ( s +a )2 ]
1
we have L−1 2
=e−at t
( s +a )
t
−1 1
Hence L 2
=∫ e−at t dt
s ( s+a ) 0
1
2 [
= 1−e−at ( 1+at ) ] , on integration by parts .
a
t
−1 1 1
L 2 2
= 2 ∫ [ 1−e−at ( 1+at ) ] dt
s ( s+a ) a 0
1
3 [
= at ( 1+e−at ) +2 ( e−at −1 ) ]
a
The convolution of two functions f(t) and g(t) denoted by f(t) ¿ g(t) is defined as
t
Property:
f(t) ¿ g(t) = g(t) ¿ f(t)
Proof :- By definition, we have
t
CONVOLUTION THEOREM:
L[f(t) ¿ g(t)] = L{f(t)}.L{g(t)}
Proof: Let us denote
t
Consider
∞ t
L[ φ(t )]=∫ e [∫ f (t−u )g(u)]dt
−st
0 0
∞ t
∫∫ e−st f (t−u)g (u)du
= 0 0 (1)
We note that the region for this double integral is the entire area lying between the lines u =0 and
u = t. On changing the order of integration, we find that t varies from u to and u varies from 0
to .
u
u=t
t=u t=
0 u=0 t
Hence (1) becomes
∞ ∞
∫ ∫ e−st f (t−u)g(u)dtdu
L[(t)] = u=0 t=u
{ }
∞ ∞
∫e −su
g(u) ∫ e
−s( t−u )
f (t−u )dt du
= 0 u
{∫ }
∞ ∞
∫e −su
g(u) e−sv f (v)dv du
= 0 0 , where v = t-u
∞ ∞
∫e −su
g(u)du ∫ e−sv f (v )dv
= 0 0
= L g(t) . L f(t)
Thus
L f(t) . L g(t) = L[f(t) ¿ g(t)]
This is desired property.
Examples:
1. Verify Convolution theorem for the functions f(t) and g(t) in the following cases :
(i) f(t) = t, g(t) = sint (ii) f(t) =t, g(t) = et
(i) Here,
t t
∫ uet−u du
(ii) Here f ¿ g= 0
1
= L f(t) . L g(t) = L f(t) . s
Thus
t
1
L∫ f (t )dt= Lf (t )
0 s
This is the result as desired.
3. Using Convolution theorem, prove that
t
1
L∫ e−u sin (t−u)du=
0 (s+1)( s2 +1 )
Let us denote, f(t) = e-t g(t) = sin t, then
t t
L∫ e sin (t−u)du=L∫ f (u) g(t−u )du
−u
0 0 = L f(t) . L g(t)
1 1 1
⋅ 2 2
= (s +1) (s +1 ) = (s+1)( s +1)
This is the result as desired.
4 ) Employ Laplace Transform method to solve the integral equation .
t
f (t )=l+∫ f ( u ) sin ( t−u ) du
0
t
1
L f (t )= +L∫ f ( u ) sin ( t−u ) du
s 0
By using convolution theorem, here, we get
1 1 L f (t )
L f (t )= +Lf (t )⋅L sin t= + 2
s s s +1
Thus
s 2 +1
( )
2
−1 s +1 t2
L f (t )= 3 or f (t )=L 3 =1+
s s 2
Exercise:
Solve the following problems
t
1
L∫ (t−u)ue−au du=
(ii) 0 s ( s+a )2
2
t
3) f (t ) =1+2∫ f ( t−u ) e−2u du
0
t
4 ) f '(t ) =t+∫ f ( t−u ) cos u du , f (0 )=4
0
t
L−1
[ F ( s) G( s)]=f (t )∗ g (t )=∫ f ( t−u ) g ( u ) du
0
This expression is called the convolution theorem for inverse Laplace transform
Examples
Employ convolution theorem to evaluate the following :
1
(1) L−1
( s+a )( s+b )
1 1
Let us denote F( s)= , G( s)=
s+a s+b
-at -bt
Taking the inverse, we get f (t )= e , g (t )= e
t t
−1 1
=∫ e ∫ e( a−b) u du
−a (t−u ) −bu −at
L e du =e
( s+a ) ( s+b ) 0 0
[ ]
( a−b ) t
−at e −1 e−bt −e−at
=e =
a−b a−b
s
(2) L−1
( s2 +a2 )2
1 s
Let us denote F ( s )= 2 2
, G ( s )= 2 Then
s +a s + a2
sin at
f (t )= , g( t )= cos at
a
t
s 1
L−1 =∫ sin a ( t −u ) cos au du
(s + a )
2 2 2
0 a
t
1 sin at +sin ( at −2 au )
=
a
∫2 du , by using compound angle formula
0
[ ]
t
1 cos ( at− 2au ) t sin at
= u sin at − =
2a −2 a 0 2a
s
(3) L−1
( s−1 ) ( s 2 +1 )
Here
1 s
F( s )= , G( s )= 2
s−1 s +1
Therefore
f (t )= et , g(t )=sin t
[ ]
−u t
−1 1 e
L =∫ e t−u
sin u du =e t
(−sin u−cos u )
( s−1 ) ( s2 +1 ) 2 0
t
e 1
¿ [ e−t (−sin t−cos t )−(−1 ) ] = [ et −sin t−cos t ]
2 2
s 1
(2) L−1 (5 ) L−1
( s+ 1 )2 ( s 2 +1 ) s2 ( s+1 )2
1 4 s+5
(3) L−1 (6 ) L−1
2 2 ( s−1 )2 ( s +2 )
(s + a )
2
1.
2.
3. and so on.
Problems:
,
1. Solve given when .
2. Solve , given
Solution: Taking Laplace transforms,
Exercises :-
Solve the following:
1.
2.
Electrical circuits:
If is the emf (volts) applied to an circuit, then the current (amperes) in the circuit at time is
governed by the differential equation,
Here is the charge(coulomb) is related to through the relation . If then the above
equation can be rewritten as,
Examples:
1. A circuit carries an emf of voltage , where and are constants. Find the
or,
Taking Laplace transforms on both sides,
, where
Find the current in terms of , given that the emf is constant when the switch is on.
Solution:
, where
Exercises:
current at time is .
2. A simple electrical circuit consists of resistance and inductance in a series with constant
emf . If the switch is closed when , find the current at any time .
Consider a spring of length , tied at one end to a support and the other end is tied to a fixed mass
which is free. If is the force acting on the object, then from Newton’s second law of motion,
Suppose the medium through the setup is worked is resisting with a velocity of we have,
Here is the stiffness of the spring and can be given by the weight of the object per unit total length of
1. A spring can extend when of mass is attached to it. It is suspended vertically from a
support and set into vibration by pulling it down and imparting a velocity of
vertically upwards. Find the displacement from its equilibrium.
Solution: Let be the displacement from its equilibrium.
Here
2. A spring of stiffness has a mass attached to one end. It is acted upon by external force
1. A spring is stretched inches by a pound weight. Let the weight be attached to the spring and
pulled down inches below the equilibrium point. If the weight id started with an upward
velocity of feet per second, describe the motion. No damping or impressed force is present.
2. A spring is such that 4 lb weight stretches it 6 inches. An impressed force is acting on the
spring. If the 4 pound weight is started from the equilibrium point with an upward velocity of 4
feet per second, describe the motion.