Math3 - Ch01 - Laplace Transform
Math3 - Ch01 - Laplace Transform
Math3 - Ch01 - Laplace Transform
Lecture-1
Laplace Transformation
Definition: Let the function 𝑓(𝑡) be defined for all positive values of 𝑡 , then multiply
𝑓(𝑡)by𝑒 −𝑠𝑡 and integrate it with respect to 𝑡 from zero to infinity. If the resulting integral exists
(i.e., has some finite value), it is a function of 𝑠, 𝑠 may be real or complex, say 𝐹(𝑠).
∞
Important formulae:
𝑐 Some important formulae
1. ℒ{𝑐} = , 𝑐 is any constant, (𝑠 > 0)
𝑠
𝑛! 𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡
2. ℒ{𝑡 𝑛 } = , when 𝑛 = 0,1,2,3, . .. sin 𝑎𝑡 =
𝑠𝑛+1
2𝑖
1 𝑒 + 𝑒 −𝑖𝑎𝑡
𝑖𝑎𝑡
𝑠 𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡
4. ℒ{cosh 𝑎𝑡} = , s a sinh 𝑎𝑡 =
𝑠2 −𝑎2
2
𝑎 𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡
5. ℒ{sinh 𝑎𝑡} = , s a cosh 𝑎𝑡 =
𝑠2 −𝑎2
2
𝑠 𝑒 𝑎𝑡 (𝑎sin 𝑏𝑡 − 𝑏 cos 𝑏𝑡)
6. ℒ{cos 𝑎𝑡} = , s a ∫ 𝑒 𝑎𝑡 sin 𝑏𝑡 𝑑𝑡 =
𝑠2 +𝑎2
𝑎2 + 𝑏 2
𝑎 𝑒 𝑎𝑡 (𝑎cos 𝑏𝑡 + 𝑏 sin 𝑏𝑡)
7. ℒ{sin 𝑎𝑡} = , s a ∫ 𝑒 𝑎𝑡 cos 𝑏𝑡 𝑑𝑡 =
𝑠2 +𝑎2
𝑎2 + 𝑏2
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Complex Variable, Laplace & Z-Transform Mid term
𝑠 𝑎
2. ℒ{cos 𝑎𝑡} = 𝑠2 +𝑎2 if s a and 3. ℒ{sin 𝑎𝑡} = 𝑠2 +𝑎2 if s a .
1 𝑠+𝑖𝑎 𝑠 𝑎
Proof:ℒ{𝑒 𝑖𝑎𝑡 } = 𝑠−𝑖𝑎 = 𝑠2 +𝑎2 = 𝑠2 +𝑎2 + 𝑖 𝑠2 +𝑎2 - - - - - (1)
But, 𝑒 𝑖𝑎𝑡 = cos 𝑎𝑡 + 𝑖 sin 𝑎𝑡
∞ ∞
So, ℒ{𝑒 𝑖𝑎𝑡 } = ∫0 𝑒 −𝑠𝑡 𝑒 𝑖𝑎𝑡 𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 (cos 𝑎𝑡 + 𝑖 sin 𝑎𝑡)𝑑𝑡
∞ ∞
Example: 1 Example: 2
ℒ{(𝑡 2 + 1)2 } ℒ{e−3𝑡 + 5 cosh 𝑡}
= ℒ{𝑡 4 + 2𝑡 2 + 1} = ℒ{e−3𝑡 } + 5 ℒ{cosh 𝑡}
= ℒ{𝑡 4 } + 2ℒ{𝑡 2 } + ℒ{1} 1 s
4! 2! 1 = +5 2
s − (−3) s − 12
= 4+1 + 2 2+1 +
𝑠 𝑠 𝑠 1 5s
24 4 1 = + 2
= 5+ 3+ s+3 s −1
𝑠 𝑠 𝑠
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Complex Variable, Laplace & Z-Transform Mid term
Example: 3 Example: 4
ℒ{(sin 𝑡 − cos 𝑡)2 + cos2 3𝑡} ℒ{3 − e−𝑡 cos 2𝑡 + 𝑡 sinh 3𝑡}
1 = ℒ{3} − ℒ{e−𝑡 cos 2𝑡} + ℒ{𝑡 sinh 3𝑡}
= ℒ {sin2 𝑡 − 2 sin 𝑡 cos 𝑡 + cos2 𝑡 + (1 1 s+1 d 3
2
=3 − 2 2
+ (−1)1 ( 2 )
+ cos 6𝑡)} s (s + 1) + 2 ds s − 32
3 s+1 3.2s
1 1 = − 2 + 2
= ℒ {1 − sin 2𝑡 + + cos 6𝑡)} s s + 2s + 5 (s − 9)2
2 2 3 s+1 6s
3 1 = − 2 + 2
= ℒ { } − ℒ{sin 2𝑡} + ℒ{cos 6𝑡} s s + 2s + 5 (s − 9)2
2 2
31 2 1 𝑠
= − 2 2
+ 2
2𝑠 𝑠 +2 2 𝑠 + 62
3 2 1 𝑠
= − 2 + ( 2 ).
2𝑠 𝑠 +4 2 𝑠 +36
Example: 5 Example: 6
ℒ{𝑡 cos 𝑡 − e−3𝑡 sin 2𝑡 + 𝑡 7 e5𝑡 } ℒ{e2𝑡 𝑡 + e𝑡 cosh 3𝑡}
d s 2 1 s−1
= (−1)1 − = 2
+
ds s + 1 (s + 3)2 + 22
2 (s − 2) (s − 1)2 − 32
7!
+ 1 s−1
(s − 5)8 = (s−2)2 + .
1−s 2
2 5040 s2 −2s−8
=− 2 2
− +
(s + 1) (s + 3) + 4 (s − 5)8
2
Example: 7 Example: 8
ℒ{𝑡 sin 𝑎𝑡} ℒ{𝑡 cos 𝑎𝑡}
𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡 𝑒 𝑖𝑎𝑡 + 𝑒 −𝑖𝑎𝑡
= ℒ {𝑡 } = ℒ {𝑡 }
2𝑖 2
1 1
= ℒ{𝑡𝑒 𝑖𝑎𝑡 − 𝑡𝑒 −𝑖𝑎𝑡 } = ℒ{𝑒 𝑖𝑎𝑡 𝑡 + 𝑒 −𝑖𝑎𝑡 𝑡}
2𝑖 2
1 1! 1! 1 1! 1!
= 2𝑖 [(𝑠−𝑖𝑎)2 − (𝑠+𝑖𝑎)2 ](first Shifting = 2 [(𝑠−𝑖𝑎)2 + (𝑠+𝑖𝑎)2 ](first shifting property)
Property) 𝑎2 − 𝑠 2
2𝑎𝑠 =
= 2 (𝑠 2 + 𝑎2 )2
(𝑠 + 𝑎2 )2 Or
Or ℒ{𝑡 cos 𝑎𝑡}
ℒ{𝑡 sin 𝑎𝑡} 𝑑 𝑠
𝑑 𝑎 = (−1)1 ( 2 )
= (−1)1 ( 2 ) 𝑑𝑠 𝑠 + 𝑎2
𝑑𝑠 𝑠 + 𝑎2 (𝑠 2 + 𝑎2 ). 1 − 𝑠. 2𝑠
(𝑠 2 + 𝑎2 ). 0 − 𝑎. 2𝑠 =−
=− (𝑠 2 + 𝑎2 )2
(𝑠 2 + 𝑎2 )2 𝑠 2 − 𝑎2
−2𝑎𝑠 = 2
=− 2 (𝑠 + 𝑎2 )2
(𝑠 + 𝑎2 )2
2𝑎𝑠
= 2
(𝑠 + 𝑎2 )2
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Complex Variable, Laplace & Z-Transform Mid term
Piecewise function
Example:
0, 0 < 𝑡 < 2
Sketch 𝑓(𝑡) = { and
4, 𝑡 > 2
findℒ{𝑓(𝑡)}.
Solution:
∞
Reference Books:
1. Advanced Engineering Mathematics- Erwin Kreyszig.(10th Edition)
2. Differential Equations- Paul Blanchard, Robert L. Devaney, Glen R. Hall (4th Edition)
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Complex Variable, Laplace & Z-Transform Mid term
Find the Laplace Transforms and also sketch (if free hand sketching is getting complex
then use MATLAB) the following functions (1-20):
1
1. 𝑓(𝑡) = 𝑒 5𝑡 , Ans: 𝐹(𝑠) = 𝑠−5.
1
2. 𝑓(𝑡) = 𝑒 −2𝑡 , Ans: 𝐹(𝑠) = 𝑠+2.
𝜔 cos 𝜃 + 𝑠 sin 𝜃
3. 𝑓(𝑡) = sin(𝜔𝑡 + 𝜃), Ans: 𝐹(𝑠) = .
𝜔 2 + 𝑠2
𝜋 −3𝑠
4. 𝑓(𝑡) = 1.5 sin (3𝑡 − 2 ) , Ans: 𝐹(𝑠) = 2(𝑠2 +9).
1
5. 𝑓(𝑡) = 𝑒 2𝑡 sinh 𝑡, Ans: 𝐹(𝑠) = (𝑠−2)2 −1.
4
6. 𝑓(𝑡) = 𝑒 −𝑡 sinh 4𝑡, Ans: 𝐹(𝑠) = (𝑠+1)2 −16.
𝑠−2
7. 𝑓(𝑡) = 𝑒 2𝑡 cos 3𝑡, Ans: 𝐹(𝑠) = (𝑠−2)2 + 9
.
10 !
8. 𝑓(𝑡) = 𝑡10 𝑒 −7𝑡 , Ans: 𝐹(𝑠) = (𝑠+7)11
.
𝑠−3
9. 𝑓(𝑡) = cosh 5𝑡 𝑒 3𝑡 , Ans: 𝐹(𝑠) = (𝑠−3)2 −25.
Property of multiplication by 𝒕𝒏
𝑑𝑛
If ℒ{𝑓(𝑡)} = 𝐹(𝑠) then ℒ{𝑡 𝑛 𝑓(𝑡)} = (−1)𝑛 [𝐹(𝑠)].
𝑑𝑠𝑛
4𝑠
10. 𝑓(𝑡) = 𝑡 sin 2𝑡, Ans: 𝐹(𝑠) = − (𝑠2 +4)2
.
2 𝑠2 1
11. 𝑓(𝑡) = 𝑡 cos 𝑏𝑡, Ans: 𝐹(𝑠) = (𝑏2 + 𝑠2 )2 − .
𝑏2 + 𝑠2
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Complex Variable, Laplace & Z-Transform Mid term
Piece-wise Function
∞
If 𝑓(𝑡) is a piece-wise function then 𝓛{𝑓(𝑡)} = ∫𝟎 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
𝑡 ;0 ≤ 𝑡 ≤ 4
16. 𝑓(𝑡) = {
1; 𝑡>4
Also sketch 𝑓(𝑡).
𝑒 −4𝑠 + 3𝑠 𝑒 −4𝑠 −1
Ans: 𝐹(𝑠) = − .
𝑠2
1. e at 4. t e
2 at
2. sin 2t 5. e f t
at
ii) Find the Laplace transformation of the following functions (7-26), assuming a, b, ω, π
as constants:
7. f t 3t 12 17 f t e2t sinh t
8. f t a bt
2
18. f t et sinh 4t
9. f t cos t 19. f t sinh t cos t
10. f t cos 2 t 20. f t 12te 3t
11. 1 21. f t t 2e 3t
f t sin t
2
2
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Complex Variable, Laplace & Z-Transform Mid term
Define the function f t and find the Laplace transformation of f t (27-34) by using definition
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Complex Variable, Laplace & Z-Transform Mid term
The value of t = 0 is usually taken as a convenient time to switch on or off the given voltage.
The switching process can be described mathematically by the function called the Unit Step
Function (otherwise known as the Heaviside function after Oliver Heaviside).
The Unit step function or Heaviside’s unit step function, 𝑢(𝑡),is defined as follows:
0, 𝑡 < 0
𝑓(𝑡) = 𝑢(𝑡) = { ,
1, 𝑡 ≥ 0
That is, u is a function of time t, and u has value zero when time is negative (before we flip the
switch); and value one when time is positive or zero (from when we flip the switch).
A function which has value0 up to the time 𝑡 = 𝑎 and thereafter has value 1 is written:
0, 𝑡 < 𝑎
𝑢𝑎 (𝑡) = 𝑢(𝑡 − 𝑎) = { ,
1, 𝑡 ≥ 𝑎
𝑢(𝑡 − 𝑎)
O a t
Rectangular pulse:
A common situation in a circuit is for a voltage𝑉(𝑡) to be applied at a particular time (say t =
a) and removed later, at t = b (say). We write such a situation using unit step functions as:
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Complex Variable, Laplace & Z-Transform Mid term
1, 𝑎≤ 𝑡<𝑏
𝑉(𝑡) = 𝑢(𝑡 − 𝑎) − 𝑢(𝑡 − 𝑏) = { ,
0, otherwise
Example 1 :
The graph of 𝑉(𝑡) = 𝑢(𝑡 − 1.2) − 𝑢(𝑡 − 3.8) is as follows. Here, the duration is 3.8−1.2=2.6
.
Example 2:
Write the following functions in terms of unit step function(s). Sketch each waveform.
Solution:
(i) Since the voltage is turned on at t = 4, we need to use u(t − 4).We multiply by 12 since
that is the voltage.
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Complex Variable, Laplace & Z-Transform Mid term
1, 0< 𝑡<𝑎
(ii)𝑉(𝑡) = { ,
0, t>𝑎
In words, the voltage has value 1until time𝑡 = 𝑎. Then it is turned off.
0, 𝑡 < 3
(iii) 𝑉(𝑡) = {2𝑡 + 8, 3 < 𝑡 < 5 .
0, 𝑡>5
In this example, our function is 𝑉(𝑡) = 2𝑡 + 8which has slope 2 and V-intercept 8.
The signal is only turned on between 𝑡 = 3and𝑡 = 5. The rest of the time it is off.
10
Complex Variable, Laplace & Z-Transform Mid term
Graph of𝑉(𝑡) = (2𝑡 + 8) ⋅ [𝑢(𝑡 − 3) − 𝑢(𝑡 − 5)]. The dashed line is 𝑉(𝑡) = (2𝑡 + 8).
11
Complex Variable, Laplace & Z-Transform Mid term
(i) sketch f t ,
(ii) convert f t to unit step function and,
(iii) find the Laplace transformation of f t .
Solution:
𝐸, 𝑎< 𝑡<𝑏
Example: 5 Given𝑓(𝑡) = { , where E, a and b are positive constants.
0, 𝑡>𝑏
(i) sketch f t ,
(ii) convert f t to unit step function and,
(iii) find the Laplace transformation of f t .
Solution:
(i) 1 𝑎< 𝑡<𝑏
(ii) 𝑓(𝑡) = 𝐸 {
0 𝑡>𝑏
= 𝐸[𝑢(𝑡 − 𝑎) − 𝑢(𝑡 − 𝑏)]
𝑡 − 1, 1 < 𝑡 < 2
Example: 6 Given𝑓(𝑡) = { ,
3 − 𝑡, 2 < 𝑡 < 3
(i) sketch f t ,
(ii) convert f t to unit step function and,
(iii) find the Laplace transformation of f t .
Solution:
(i) (ii) f t t 1 u t 1 u t 2 3 t u t 2 u t 3
= (𝑡 − 1)𝑢(𝑡 − 1) − (𝑡 − 1)𝑢(𝑡 − 2) + (3 − 𝑡)𝑢(𝑡 − 2) −
(3 − 𝑡)𝑢(𝑡 − 3)
= (𝑡 − 1)𝑢(𝑡 − 1) − 2(𝑡 − 2)𝑢(𝑡 − 2) + (𝑡 − 3)𝑢(𝑡 − 3)
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Complex Variable, Laplace & Z-Transform Mid term
1 −𝑠
= (𝑒 − 2 𝑒 −2𝑠 + 𝑒 −3𝑠 ).
𝑠2
Example: 7
9, 0< 𝑡<2
−6, 2≤𝑡<6
Given𝑓(𝑡) = { ,
25, 6≤𝑡<9
7, 𝑡>9
(i) sketch f t ,
(ii) convert f t to unit step function and,
(iii) find the Laplace transformation of f t .
Solution:
(i) (ii) 𝑓(𝑡) = 9[𝑢(𝑡 − 0) − 𝑢(𝑡 − 2)] + (−6)[𝑢(𝑡 − 2) −
𝑢(𝑡 − 6)] + 25[𝑢(𝑡 − 6) − 𝑢(𝑡 − 9)] +
7[𝑢(𝑡 − 9)]
= 9𝑢(𝑡 − 0) − 15𝑢(𝑡 − 2) + 31𝑢(𝑡 − 6)
− 18𝑢(𝑡 − 9)
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Complex Variable, Laplace & Z-Transform Mid term
14
Complex Variable, Laplace & Z-Transform Mid term
15
Complex Variable, Laplace & Z-Transform Mid term
Sketch the following functions and find their Laplace transforms (21-25):
𝑒 −𝑠 𝑒 −𝑠
21. 𝑓(𝑡) = 𝑡 𝑢(𝑡 − 1), Ans: 𝐹(𝑠) = + .
𝑠 𝑠2
𝑒 −𝑠
22. 𝑓(𝑡) = (𝑡 − 1) 𝑢(𝑡 − 1), Ans: 𝐹(𝑠) = .
𝑠2
2 𝑒 −𝑠
23. 𝑓(𝑡) = (𝑡 − 1)2 𝑢(𝑡 − 1), Ans: 𝐹(𝑠) = .
𝑠3
𝑒 −6 𝑒 −3𝑠
24. 𝑓(𝑡) = 𝑒 −2𝑡 𝑢(𝑡 − 3), Ans: 𝐹(𝑠) = .
𝑠+2
4𝑠 𝑒 −𝜋𝑠
25. 𝑓(𝑡) = 4 cos 𝑡 𝑢(𝑡 − 𝜋), Ans: 𝐹(𝑠) = − .
𝑠2 + 1
Sketch the following functions. Write 𝒇(𝒕) in terms of unit step function and hence find
their Laplace transforms: (26-27)
𝑡 ;0 < 𝑡 < 1
26. 𝑓(𝑡) = {
2; 𝑡>1
𝑡2 , 0 ≤ 𝑡 < 1
27. 𝑓(𝑡) = { ,
𝑡 − 3, 𝑡≥1
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Complex Variable, Laplace & Z-Transform Mid term
Using the following graphs write 𝒇(𝒕) in terms of unit step function and hence find the
Laplace transforms of 𝒇(𝒕): (28-29)
28.
29.
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Complex Variable, Laplace & Z-Transform Mid term
Sketch the following functions and find their Laplace transforms: (30-32)
Ans:
𝐹(𝑠) = 𝑒 −2𝑠 .
Ans:
𝐹(𝑠) = 2 𝑒 −3𝑠 .
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Complex Variable, Laplace & Z-Transform Mid term
Ans:
Problems from Book: ( Ref: Advanced Engineering Mathematics – Erwin Kreyszig - 10th
edition; Page#-223, 230, 251, 252)
iii). Convert 𝒇(𝒕) (35-47) to Unit step function and find the Laplace transformations of 𝒇(𝒕):
3
35. f t t 0 t 2 42. f t t 2 t
2
36. f t t 2 t 2 43. f t sinh t 0 t 2
37. f t cos 4t 0 t 44. f t sin t t
2
1
38. f t et 0 t 45. f t 16t 2u t
2 4
39. f t sin t 2 t 4 46. f t e t 2u t 3
40. f t e t 2 t 4 47. f t u t 2 sin t
f t t 2 1 t 2
41.
19