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Lect 22

The document discusses the convolution theorem and differentiating and integrating the Laplace transform. The convolution theorem is used to find the inverse Laplace transform of the product of two functions where the inverse transforms of the factors are known. Differentiating the Laplace transform of a function f(t) involves taking the derivative of F(s) and subtracting terms involving the initial values of f(t) and its derivatives. Integrating involves dividing the Laplace transform F(s) of the integrated function g(t) by s.

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itsprime747
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23 views

Lect 22

The document discusses the convolution theorem and differentiating and integrating the Laplace transform. The convolution theorem is used to find the inverse Laplace transform of the product of two functions where the inverse transforms of the factors are known. Differentiating the Laplace transform of a function f(t) involves taking the derivative of F(s) and subtracting terms involving the initial values of f(t) and its derivatives. Integrating involves dividing the Laplace transform F(s) of the integrated function g(t) by s.

Uploaded by

itsprime747
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 26

LECTURE TWENTY TWO

January 26, 2022


Overview

Laplace Transform
Convolution Theorem
Differentiation of Laplace Transform
Integration of Laplace Transform
Convolution Theorem

I The convolution theorem is used to find


the inverse Laplace transform of the
product of two functions with known
inverse Laplace transform of the factors of
the product.
Convolution Theorem

I The convolution theorem is used to find


the inverse Laplace transform of the
product of two functions with known
inverse Laplace transform of the factors of
the product.
I Let F (s ) and G (s ) be two functions with
known inverse Laplace transforms off f (t )
and g (t ) respectively.
Convolution Theorem

I The convolution theorem is used to find


the inverse Laplace transform of the
product of two functions with known
inverse Laplace transform of the factors of
the product.
I Let F (s ) and G (s ) be two functions with
known inverse Laplace transforms off f (t )
and g (t ) respectively.
I The convolution theorem would help us
to find the inverse Laplace transformation
of the product F (s ) and G (s ).
Convolution Theorem

I F (s )G (s ) is given by the function


Rt
0
f (T )g (t − T )dT of t .
Convolution Theorem

I F (s )G (s ) is given by the function


Rt
0
f (T )g (t − T )dT of t .
I This integral is called the convolution of
the functions f and g and it is denoted
by f ∗ g .
Convolution Theorem

I F (s )G (s ) is given by the function


Rt
0
f (T )g (t − T )dT of t .
I This integral is called the convolution of
the functions f and g and it is denoted
by f ∗ g .
I This is given by
Z t
(f ∗ g )(t ) = f (T )g (t − T )dT (1)
0
Convolution Theorem

I Let f (t ) and g (t ) be functions such that


their Laplace transforms exist, then
L(f ∗ g ) = L(f )L(g )
Convolution Theorem
Convolution Theorem
Convolution Theorem
Laplace Table
Differentiation of Laplace Transform

I Let F (s ) = L(f (t )) where f is


0
continuous on [0, ∞). If f is at least
piecewise continuous on (0, ∞), then
0
L(f (t )) = sF (s ) − f (0)
Differentiation of Laplace Transform

I Let F (s ) = L(f (t )) where f is


0
continuous on [0, ∞). If f is at least
piecewise continuous on (0, ∞), then
0
L(f (t )) = sF (s ) − f (0)

I Extending these identities to formulas for


the higher derivatives is easy. For second
order is
00 0
L(f (t )) = s 2F (s ) − sf (0) − f (0).
Differentiation of Laplace Transform

I For the third order is


000 0 00
L(f (t )) = s 3F (s ) − s 2f (0) − sf (0) − f (0)
Differentiation of Laplace Transform

I For the third order is


000 0 00
L(f (t )) = s 3F (s ) − s 2f (0) − sf (0) − f (0)

I Therefore, generally for n order is


0
L(f (n)(t )) = s n F (s ) − s n−1f (0) − s n−2f (0)
00
− s n−3f (0) − · · · − sf (n−2)(0)
− f (n−1)(0).
Differentiation of Laplace Transform

Example:
Consider the initial value problem
dy
− 3y = 0, with y (0) = 4.
dx
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Differentiation of Laplace Transform

Example:
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Integration of Laplace Transform

Let g be the running integral of a signal f ,


that is
Z t
g (t ) = f (T )dT (2)
0
then

1
G (s ) = F (s ). (3)
s
The time domain becomes division by
frequency of variable s .

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