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Module 9 - Laplace Transform of Derivatives - Integrals

The document discusses the Laplace transform of derivatives and integrals. It provides formulas for taking the Laplace transform of derivatives and inverse Laplace transform of integrals. Examples are worked through, including finding the Laplace transform of a function and its derivatives, and taking the inverse Laplace transform to solve differential equations.

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Kejeindrran
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0% found this document useful (0 votes)
41 views17 pages

Module 9 - Laplace Transform of Derivatives - Integrals

The document discusses the Laplace transform of derivatives and integrals. It provides formulas for taking the Laplace transform of derivatives and inverse Laplace transform of integrals. Examples are worked through, including finding the Laplace transform of a function and its derivatives, and taking the inverse Laplace transform to solve differential equations.

Uploaded by

Kejeindrran
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Laplace Transform of

Derivatives & Integrals


 Laplace Transform is defined as:

𝑠 = ℒ{𝑓 𝑡 } = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝜕𝑡
0

𝒇(𝒕) 𝑭(𝒔) 𝒇(𝒕) 𝑭(𝒔)


1 1 cos 𝜔𝑡 𝑠
𝑠 𝑠2 + 𝜔2
𝑡 1 sin 𝜔𝑡 𝜔
𝑠2 𝑠2 + 𝜔2
𝑡2 2! cosh 𝜔𝑡 𝑠
𝑠3 𝑠2 − 𝑤 2
𝑡𝑛 𝑛! s𝑖𝑛ℎ 𝜔𝑡 𝜔
𝑠 𝑛+1 𝑠2 − 𝜔2
𝑒 𝑎𝑡 1
𝑠−𝑎
 If
ℒ 𝑓 𝑡 = 𝐹(𝑠)

 Then Laplace Transform of the derivatives:


ℒ 𝑓 ′ (𝑡) = 𝑠𝐹 𝑠 − 𝑓(0)

Whilst
ℒ 𝑓 ′ ′(𝑡) = 𝑠ℒ 𝑓 ′ (𝑡) − 𝑓′(0)

ℒ 𝑓 ′ ′(𝑡) = 𝑠{𝑠𝐹 𝑠 − 𝑓 0 } − 𝑓′(0)

ℒ 𝑓 ′ ′(𝑡) = 𝑠 2 𝐹 𝑠 − 𝑠𝑓 0 − 𝑓′(0)
 Given the function:
𝑓 𝑡 = 𝑒𝑡
derive the Laplace transform for its first derivative ℒ 𝑓 ′ 𝑡 .
 Solution:
𝑓 ′ (𝑡) = 𝑒 𝑡 = 𝑓(𝑡)
 Thus…
1
ℒ 𝑓′ 𝑡 =ℒ 𝑓 𝑡 =
𝑠−1
 We prove this through the formula:

1
ℒ 𝑓 (𝑡) = 𝑠𝐹 𝑠 − 𝑓 0 = 𝑠 − 𝑒0
𝑠−1
𝑠 s−1 1
ℒ 𝑓 ′ (𝑡) = − =
𝑠−1 𝑠−1 𝑠−1
 Derive the Laplace transform for the following function:
𝑓 𝑡 = 𝑡 sin 𝜔𝑡

 We only know that:


𝜔 𝑠
ℒ{sin 𝜔𝑡} = 2 and ℒ{cos 𝜔𝑡} = 2
𝑠 + 𝜔2 𝑠 + 𝜔2

 If
𝑓 𝑡 = 𝑡 sin 𝜔𝑡

lets find the derivative(s) of the function:


𝑓 ′ (𝑡) = 𝜔𝑡 cos 𝜔𝑡 + sin 𝜔𝑡
𝑓 ′′ 𝑡 = (−𝜔2 𝑡 sin 𝜔𝑡 + 𝜔 cos 𝜔𝑡) + ωcos 𝜔𝑡 = 2ω cos 𝜔𝑡 − 𝜔2 𝑡 sin 𝜔𝑡

By now you should be very familiar with


𝜕 𝜕𝑢 𝜕𝑣
derivation 𝜕𝑥 𝑢𝑣 = 𝑣 𝜕𝑥 + 𝑢 𝜕𝑥
 If we want to use thus formula:
ℒ 𝑓 ′ ′(𝑡) = 𝑠 2 𝐹 𝑠 − 𝑠𝑓 0 − 𝑓′(0)
we need to find 𝑓 0 and 𝑓 ′ 0 .
 If
𝑓 𝑡 = 𝑡 sin 𝜔𝑡
…then: 𝑓 0 =0
 If
𝑓 ′ (𝑡) = 𝜔𝑡 cos 𝜔𝑡 + sin 𝜔𝑡
…then: 𝑓′ 0 = 0

 Substitute back in the formula:


ℒ 𝑓 ′ ′(𝑡) = 𝑠 2 𝐹 𝑠 − 𝑠𝑓 0 − 𝑓 ′ 0
ℒ 𝑓 ′ ′(𝑡) = 𝑠 2 𝐹 𝑠 − 𝑠 0 − 0 = 𝑠 2 𝐹 𝑠
 Given:
𝑓 ′′ (𝑡) = 2ω cos 𝜔𝑡 − 𝜔2 𝑡 sin 𝜔𝑡
…then:
ℒ 𝑓 ′ ′(𝑡) = ℒ 2ω cos 𝜔𝑡 − 𝜔2 𝑡 sin 𝜔𝑡 = 𝑠 2 𝐹 𝑠 − 𝑠𝑓 0 − 𝑓 ′ 0
ℒ 2ω cos 𝜔𝑡} − ℒ{𝜔2 𝑡 sin 𝜔𝑡 = 𝑠 2 𝐹 𝑠
𝑠
2𝜔 2 2
− 𝜔2 ℒ 𝑓 𝑡 = 𝑠 2 𝐹 𝑠
𝑠 +𝜔
𝑠 2 𝐹(𝑠) = 𝑠 2 𝐹 𝑠
2𝜔 2 − 𝜔
𝑠 + 𝜔2
𝑠 2 + 𝜔2 )𝐹 𝑠
2𝜔 2 = (𝑠
𝑠 + 𝜔2
2𝜔𝑠
𝐹 𝑠 = 2
(𝑠 + 𝜔 2 )2
In a nutshell…
We do not derive the F(s) directly.
Instead, we use the formula of Laplace for
derivatives to derive F(s)!! SMART!!!
 Based on the following circuit, derive the Laplace
transform of the current:
𝑑𝑖
𝑅𝑖 + 𝐿 = 𝑉, 𝑤ℎ𝑒𝑟𝑒 𝑅 = 4Ω, 𝐿 = 2𝐻 𝑎𝑛𝑑 𝑉 𝑡 = 10 sin 5𝑡
𝑑𝑡
 Given:
𝑑𝑖
𝑅𝑖 + 𝐿 = 𝑉, 𝑤ℎ𝑒𝑟𝑒 𝑅 = 4Ω, 𝐿 = 2𝐻 𝑎𝑛𝑑 𝑉 𝑡 = 10 sin 5𝑡
𝑑𝑡
 We substitute R, L and V:
𝑑𝑖
4𝑖 + 2 = 10 sin 5𝑡
𝑑𝑡
 We then solve the equation in the Laplace domain:
5
4𝐼 + 2[𝑠𝐼 + 𝑖 0 ] = 10[ 2 2
]
𝑠 +5
Remember:
• in time domain it is Use Laplace for derivatives
small letter i (i.e. i(t)) 𝑑𝑖
ℒ = ℒ 𝑖 ′ (𝑡) = 𝑠𝐼 𝑠 − 𝑖(0)
• In the Laplace domain 𝑑𝑡
it is capital I (i.e. I(s))
 Assume the initial current is null (i.e. 𝑖 0 = 0), thus…
50
4𝐼 + 2𝑠𝐼 =
𝑠 2 + 52
25
2+𝑠 𝐼 = 2
𝑠 + 52
25
𝐼= 2
𝑠 + 52 (2 + 𝑠) 𝑖 𝑡 ???

Think…
If we inverse transform the
Laplace equation, we basically
solve the current equation from
the given original problem
𝑑𝑖
𝑅𝑖 + 𝐿 𝑑𝑡 = 𝑉
 If
ℒ 𝑓 𝑡 = 𝐹(𝑠)

 Then Laplace Transform of the integrals:


𝜏
1
ℒ න 𝑓(𝑡) 𝜕𝑡 = 𝐹 𝑠
0 𝑠

Whilt the inverse…


𝜏
1
න 𝑓(𝑡)𝜕𝑡 = ℒ −1 𝐹 𝑠
0 𝑠
 Find the inverse of:
1
ℒ −1
𝑠(𝑠 2 + 𝜔 2 )

 We know that:
𝜔
ℒ{sin 𝜔𝑡} = 2
𝑠 + 𝜔2
 Thus…
sin 𝜔𝑡 1
𝐹 𝑠 = ℒ{ }= 2
𝜔 𝑠 + 𝜔2
 Substitute back in the overall equation…
𝜏
1 1 sin 𝜔𝑡 1
ℒ −1 2 2
= ℒ −1 𝐹 𝑠 = න 𝜕𝑡 = 2
[− cos 𝜔𝜏 − (− cos 0)]
𝑠(𝑠 + 𝜔 ) 𝑠 0 𝜔 𝜔
−1
1 1
ℒ = 2 [1 − cos 𝜔𝜏]
𝑠(𝑠 2 + 𝜔 2 ) 𝜔
 Find the inverse of:
1
ℒ −1
𝑠 2 (𝑠 2 + 𝜔 2 )

 We know that:
𝜔
ℒ{sin 𝜔𝑡} =
𝑠2 + 𝜔2
 Thus…
sin 𝜔𝑡 1
𝐹 𝑠 = ℒ{ }= 2
𝜔 𝑠 + 𝜔2

 Substitute back in the overall equation…


1 1
ℒ −1 =ℒ −1 𝐹 𝑠
𝑠 2 (𝑠 2 + 𝜔 2 ) 𝑠2
 Recaps from the solution of example 3:
1 1
ℒ −1 = 2 [1 − cos 𝜔𝜏]
𝑠(𝑠 2 + 𝜔 2 ) 𝜔

 Thus…
𝜏
1 1 𝑡 sin 𝜔𝑡 𝜏
ℒ −1 = න 2 [1 − cos 𝜔𝜏] 𝜕𝑡 = 2 − |0
𝑠 2 (𝑠 2 + 𝜔 2 ) 0 𝜔 𝜔 𝜔 3

−1
1 𝜏 sin 𝜔𝜏 0 sin 0
ℒ 2 2 2
= 2− 3
− 2− 3
𝑠 (𝑠 + 𝜔 ) 𝜔 𝜔 𝜔 𝜔
−1
1 𝜏 sin 𝜔𝜏
ℒ = 2−
𝑠 2 (𝑠 2 + 𝜔 2 ) 𝜔 𝜔3
 To derive Laplace transform  To derive inverse Laplace
through its derivatives (i.e. transform through its integrals
what is ℒ 𝑓 𝑡 = 𝐹 𝑠 = ? ) : (i.e. what is ℒ −1 𝐻 𝑠 = ℎ 𝑡 = ? ) :
• First – derive 𝒇′ 𝒕 or 𝒇′ ′ 𝒕 • First – factorize equation into
• Second – derive 𝓛{𝒇′ 𝒕 } or familiar form of 𝑭(𝒔) (i.e. H s =
1
𝓛{𝒇′ ′ 𝒕 } through theorem 𝐹 𝑠
𝑠
Laplace of derivatives = 1
Equation (1) or H s = 𝑠2 𝐹(𝑠))
• Third – derive 𝓛{𝒇′ 𝒕 } or • Second – derive 𝒇 𝒕 from the
𝓛{𝒇′ ′ 𝒕 } through Laplace given 𝑭(𝒔)
transform of its algebraic • Third – use
equation of the 1st step = theorem Laplace
Equation 2 of integrals
• Derive 𝑭(𝒔) through
to derive 𝒉 𝒕
Equation 1 == Equation 2
 Use the Theorem of Laplace Transform of derivatives to find
the Laplace Transform for the following equation:
• 𝑓(𝑡) = 𝑡𝑒 𝑎𝑡
• 𝑓 𝑡 = 𝑐𝑜𝑠 2 𝜔𝑡
 Use Theorem of Laplace Tranform of integrals to derive the
inverse transform of the following equation
2
• ℒ −1
(𝑠 2 +𝑠/3)
1
• ℒ −1
𝑠(𝑠 2 +𝜔2 /4)
𝑠+8
• ℒ −1 4 2
𝑠 +4𝑠

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