W10-Laplace Transform Lecture 2
W10-Laplace Transform Lecture 2
LAPLACE TRANSFORMS
PART II
1
Objectives
At the end of this section, students are able to
✓Derive the Laplace transform of an expression by using the
integral definition
✓Obtain inverse Laplace transforms with the help of a table of
Laplace transforms
✓Obtain more Laplace transforms using 3 theorem
✓Derive the Laplace transform of the derivative of an expression
✓Derive further Laplace transforms from known transforms
✓Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
✓Use the Laplace transform to obtain the solution to linear,
constant-coefficient, inhomogeneous differential equations of
second and higher order.
✓ Determine the Laplace transform and its inverse for Heaviside Unit Step
Function
2
Laplace Transform of Derivatives
Let f’(t) denotes the first derivative of f(t) wrt to t.
Let f’’ (t) denotes the second derivative of f(t) wrt to t.
Then by definition L f t ( ) = e − st
f (t )dt
v = f (t )
0
u=e − st
Integrating by parts
u = − se − st
v = f (t )
L f (t ) = e − st f (t ) 0 − − se − st f (t )dt
0
L f (t ) = 0 − f (0 ) + s e f (t )dt
− st
3
Laplace Transform of Derivatives
Then
L f (t ) = sL f (t )− f (0) (1)
4
Laplace Transform of Derivatives
As usual L f (t ) = F (s ) then
L f (t ) = − f (0) + − sf (0) + s F ( s )
2
Finally
L f (t ) = s F ( s) − sf (0) − f (0)
2 (2)
5
Laplace Transform of Derivatives
Based on this
and
L f IV (t ) = s 4 F ( s ) − s 3 f (0) − s 2 f (0) − sf (0) − f (0) (4)
6
Generating new transforms
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
7
Generating new transforms
Example 1: Generate Laplace transform of f (t) = t2
Solution: f (t) = t2, then f ′(t) = 2t and f(0)=0, and
L f (t ) = sL f (t )− f (0), then L2t = sL t 2 − 0,
2 Lt = sL t , 2 = sL t 2 ,
2 2
s
therefore
L t = 3
2
s
2
8
Generating new transforms
Now your turn:
Repeat last example to verify that
Lsin t = 2
1
s +1
9
L f (t ) = s F ( s) − sf (0) − f (0)
2
Solution:
Lsin t = 2
1
s +1
𝑓 𝑡 = 𝑠𝑖𝑛𝑡, 𝑓 0 = 0
𝑓 ′ 𝑡 = 𝑐𝑜𝑠𝑡, 𝑓 ′ 0 = 1
𝑓 ′′ 𝑡 = −𝑠𝑖𝑛𝑡, 𝐿 𝑓 ′′ 𝑡 = 𝐿 −𝑓 𝑡
𝐿 𝑓 ′′ 𝑡 = 𝑠 2 𝐹 𝑠 − 𝑠𝑓 0 − 𝑓′(0)
𝐿 −𝑓 𝑡 = 𝑠 2 𝐿 𝑓 𝑡 − 𝑠 0 − 1
𝑠2𝐿 𝑓 𝑡 + 𝐿 𝑓 𝑡 = 1
𝐿 𝑓 𝑡 𝑠2 + 1 = 1
1
𝐿 𝑠𝑖𝑛𝑡 = 2
𝑠 +1
Summary (Laplace of Derivatives)
0
L f (t ) = F (s )
1
L f (t ) = sF (s ) − f (0)
2
L f (t ) = s 2 F (s ) − sf (0 ) − f (0)
3
11
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
The Laplace transform can be used to solve linear,
constant-coefficient, inhomogeneous differential equations
of the form:
where:
an , an −1 , , a2 , a1 , a0
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.
12
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 1: Solve the following DE
f (t ) + f (t ) = 1 where f(0) = 0
Solution:
1) Take the LT of both sides Recall:
L f (t ) + f (t ) = L1 L f (t ) = F (s )
L f (t ) + L f (t ) = L1 L f (t ) = sF (s ) − f (0)
2) Find an expression F (s) = L{f(t)} in the form of algebraic
fraction
sF (s ) − f (0) + F (s ) =
1
or F (s ) =
1
s s (s + 1)
13
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 1 (cont.)
3) Separate right hand side into partial fractions
1 A B
= + If s = 0 A = 1
s (s + 1) s s + 1
If s = - 1 B = −1
1 = A(s + 1) + Bs
and
F (s ) = −
1 1 1 1 1
= −
s (s + 1) s s + 1 s s +1
14
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 1 (cont.)
15
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
So let’s summarise and generalize this:
To solve linear, constant coefficient, inhomogeneous
differential equations (DE) using the Laplace transform,
follow the following 4 steps:
1) Take the LT of both sides of the DE,
2) Find an expression F (s) = L{f(t)} in the form of
algebraic fractions
3) Separate F(s) into its partial fractions
4) Find the inverse L-1{F(s)} to find the solution f(t) to the DE.
16
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
1
𝑠 2 𝑌 𝑠 − 𝑠𝑦 𝑜 − 𝑦 ′ 0 − 𝑌 𝑠 =
𝑠2
𝑆+1 1 1 1 1
𝑌= + 𝑆 2 (𝑆 2−1) = 𝑠−1 + 𝑆 2−1 − 𝑆 2
(𝑠 2 −1)
17
L f (t ) = sF (s ) − f (0)
Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Solve the pair of following simultaneous DE:
y − x = e t
Given that at t=0, x=0 and y = 0
−t
x + y = e
Solution:
1) Express both equations in LTs
sY (s ) − y(0)− X ( s) = 1
s −1
sX (s ) − x(0)+ Y ( s) = 1
s +1
18
Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
2) Insert the initial conditions: x(0)=0 and y(0) = 0
sY (s ) − X ( s ) =
1 Multiply s to
eliminate X(s)
s −1
1
sX (s ) + Y ( s ) =
1
s +1 Multiply s to
eliminate Y(s)
sY (s ) + s 2 X ( s ) =
s
Eqn (2)
s +1
s 2 − 2s − 1
Eqn (2)-(1) ( 2
)
s + 1 X (s ) =
s
−
1
=
s + 1 s − 1 (s + 1)(s − 1)
s 2 − 2s − 1
X (s ) =
( )
(s + 1)(s − 1) s 2 + 1
20
𝑠 2 − 2𝑠 − 1 𝐴 𝐵 𝐶𝑠 + 𝐷
𝑋 𝑠 = = + +
(𝑠 − 1)(𝑠 + 1)(𝑠 2 + 1) (𝑠 − 1) (𝑠 + 1) (𝑠 2 + 1)
X (s ) = −
1 1 1 1 s 1
− + 2 + 2
2 s −1 2 s + 1 s + 1 s +1
2
Y (s ) + sX ( s ) =
1 Eqn (4)
s +1
s 2 + 2s − 1
Eqn (3)+(4) ( 2
)
s + 1 Y (s ) =
s
+
1
=
s − 1 s + 1 (s + 1)(s − 1)
s 2 + 2s − 1
Y (s ) =
( )
(s + 1)(s − 1) s 2 + 1
22
𝑠 2 + 2𝑠 − 1 𝐴 𝐵 𝐶𝑠 + 𝐷
𝑌 𝑠 = = + +
(𝑠 − 1)(𝑠 + 1)(𝑠 2 + 1) (𝑠 − 1) (𝑠 + 1) (𝑠 2 + 1)
𝑠 2 + 2𝑠 − 1 = 𝐴 𝑠 + 1 𝑠 2 + 1 + 𝐵 𝑠 − 1 𝑠 2 + 1 + (𝐶𝑠 + 𝐷)(𝑠 + 1)(𝑠 − 1)
1 1
A = 2 , 𝐵 = 2 , 𝐶 = −1, 𝐷 = 1
Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
If we express this in partial fractions, we have
Y (s ) =
1 1 1 1 s 1
+ − 2 + 2 3
2 s −1 2 s +1 s +1 s +1
6) Taking the inverse LT of Eq. (3) gives
2 2
8) And finally the results can be expressed as
25
Solve linear, second-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 2: (cont.)
3) Separate RHS into partial fractions
Solving gives:
F (s ) = 2
4 A B C D
= 2+ + +
s (s + 1)(s + 2) s s s +1 s + 2 A=2 B = −3
C=4 D = −1
F (s ) = 2 − +
2 3 4 1
−
s s s +1 s + 2
4) Take the inverse LT
L−1 F (s ) = 2t − 3 + 4e −t − e −2t
or f (t ) = −3 + 2t + 4e −t − e −2t
26
Solve linear, second-order differential homogenous equations
using the Laplace transform
Try this :
s2Y-sy(0)-y’(0)+4[sY-y(0)]+3Y=0
Y(s2+4s+3)-s(3)-1-4(3)=0
Y(s2+4s+3)=3s+1+4(3)
Y(s+3)(s+1)=3s+13
27
Case Study (1)
Capacitor C [F] is charged to an initial voltage Vo. Switch S is
closed to discharge C through the resistor R [Ohms]. What is the
charge on the capacitor after t seconds?
V (t ) = I (t ) R.........(1) I S
V0
dQ(t ) R
I (t ) = − .............(2) C
dt
Q(t )
C= .............(3)
V (t ) Initial condition Q (0) = CV0
28
V (t ) = I (t ) R.........(1)
𝑄(𝑡) −𝑑𝑄(𝑡)
Case Study (1) = . R
𝐶 𝑑𝑡
Initial condition at t = 0, the charge, Q, on the capacitor is
I
Q (0) = CV0 S
dQ Q
+ =0 (4)
dt RC
29
Case Study (1)
Solution by LT Method
dQ Q
+ =0
dt CR
1) Take the LT of both sides of the DE, 𝐿 𝑄′ 𝑡 = 𝑠𝑄ഥ 𝑠 − 𝑄 0
Initial condition Q(0) = CV0
Q
sQ − CV0 + =0
RC
2) Find an expression Q (s) = L{f(t)} in the form of
algebraic fraction
1
𝑄ത 𝑠 𝑠 + = 𝐶𝑉0
𝑅𝐶
CV0
Q ( s) = , where τ = RC
1
s+
30
Case Study (1)
CV0
Solution by LT Method Q ( s) = , where τ = RC
1
s+
3) Separate F(s) into its partial fractions (if required)
4) Find the inverse LT L-1{F(s)} to find the solution f(t) to the DE.
t
−
Q(t ) = CV0 e
31
Case Study (2)
Arise in problems involving Newton’s 2nd Law
of Motion F=ma
d2y
m 2 = −k ( y − l )
k dt
m k kl
y + y =
m m
y(t)
Simple harmonic motion
Trolley released from
of angular frequency
rest at y(0); unextended
k
spring length l =
m
32
L f (t ) = s 2 F (s ) − sf (0 ) − f (0)
Case Study (2)
Example
y + 9 y = 9 y (0) = 10, y (0) = 0
9
s 2 y − sy (0) − y (0) + 9 y =
s
9 9 10 s
s 2 y − 10s − 0 + 9 y = y= + 2
s s ( s + 9) s + 9
2
33
Case Study (2)
9 A Bs + C A( s 2 + 9) + s( Bs + C )
+ 2 =
s( s + 9) s s + 9
2
s( s 2 + 9)
A+ B = 0 C=0 A = 1 B = −1
9 1 s
− 2
s ( s + 9) s s + 9
2
9 10 s 1 s 10 s 1 9s
y= + = − 2 + 2 = + 2
s ( s 2 + 9) s 2 + 9 s s +9 s +9 s s +9
−1 1 −1 s
y (t ) = L { } + L {9 2 } = 1+ 9 cos 3t
s s +9
34
Case Study (2)
y(t ) = 1+ 9 cos 3t
12
10
8
6
4
2
0
-2 0 45 90 135 180 225 270 315 360 405 450 495 540 585 630 675 720
-4
-6
-8
-10
35
Case Study (3)
Harmonic motion with velocity dependent damping
Additional damping force Fd = − y (t )
k Equation as before
m with additional term
in y
37
Case Study (3)
1
y ( s) = 2
s + 2s + 10
Using the method of completing the square
1 1
y= =
s 2 + 2 s + 10 ( s 2 + 2 s + 1) + 9 Perfect square
1 k
= cf
( s + 1) 2 + 9 ( s + a ) 2 + k 2
1 3
=
3 ( s + 1) 2 + 32
1 −t
y (t ) = e sin 3t
3
38
Case Study (3)
1 −t
y (t ) = e sin 3t
3
0.25
0.2
0.15
0.1
0.05
0
0 30 60 90 120 150 180 210 240 270 300 330 360 390 420 450 480 510 540
-0.05
-0.1
39
Heaviside Unit Step Function
Introduction
40
Heaviside Unit Step Function
Introduction
Consider a function that maintains a zero value of t up to t=c and
a unit value for t=c and all value of t ≥0.
c t
This function is Heaviside unit step function and is denoted
by f(t)=H(t-c)
where the c indicates the value of t at which the function
changes from a value 0 to a value 1.
41
Heaviside Unit Step Function
Definition of Heaviside unit step function
For t c, H (t − c) = 0
For t c, H (t − c) = 1
42
Heaviside Unit Step Function
Heaviside unit step function at the origin
At the origin c = 0, then the definition of Heaviside
function is
For t 0, H (t ) = 0 Then we can write
For t 0, H (t ) = 1 f (t ) = H (t )
f(t)
0 t
43
Heaviside Unit Step Function
The effect of the Unit Step Function
If, for example, a function f (t) = t 2 is given and a unit step
function H (t-3) is applied then we can write
f (t ) = H (t − 3).t 2
44
Heaviside Unit Step Function
Laplace Transform of H(t-c)
From definition of Laplace transform
LH (t − c) = e -st .H (t − c)dt
0
e − cs
LH (t − c) =
s
LH (t ) =
1
And if c = 0 (at the origin), then
s
45
Heaviside Unit Step Function
Laplace Transform of H(t-c).f(t-c)
As usual from definition of Laplace transform
LH (t − c) f (t − c ) = e -st .H (t − c) f (t − c )dt
0
L H (t − 4) (t − 4) = e .F (s)
2
-4s
L H (t − 5) e (t − 5 ) e −5 s
s −1
LH (t − 2) (t − 2) 3 6 e −2 s
s4
if
F (s ) = L f (t ), then e − cs .F (s ) = LH (t − c). f (t − c)
This is called the “Second Shift Theorem”
This is important to find the inverse Laplace transforms
of the Heaviside unit step functions.
49
Heaviside Unit Step Function
Inverse Laplace Transform of H(t-c).f(t-c)
−1 e
−4 s
Example: Find L 2
Solution s
The numerator corresponds to e - cs where c = 4 and
therefore indicates H (t-4).
1
Then 2
= F ( s) = L(t ) f (t ) = t
s
−1 e −4 s
L 2 = H (t − 4) (t − 4)
s
You should remember here, having obtained f(t),
the result contains f(t-c) !
50
Heaviside Unit Step Function
52
Heaviside Unit Step Function
Solution (cont.)
f (t ) = 3H (t ) − 4H (t − 1) (t − 1) + 5H (t − 2) (t − 2)
Now to sketch the graph of f (t) we consider the values of the
function within the three sections 0<t<1, 1<t<2, and 2<t.
For 0 < t < 1 → H(t) = 1, but H(t-1)=H(t-2)= 0, then
f (t ) = 3
For 1 < t < 2 → H(t) = 1, H(t-1)=1, but H(t-2)= 0, then
f (t ) = 3 − 4 (t − 1) = 7 − 4t
For t > 2 → H(t) = 1, H(t-1)=1, and H(t-2)= 1, then
f (t ) = 3 − 4 (t − 1) + 5(t − 2) = 7 − 4t + 5t − 10 = t − 3
53
Heaviside Unit Step Function
Solution (cont.)
For 0 < t < 1 f(t) = 3
For 1 < t < 2 f(t) = 7- 4t, [t = 1, f(t)= 3; t = 2, f(t)= -1]
For t > 2 f(t) = t - 3, [t = 2, f(t)= -1; t = 3, f(t)= 0]
Then the sketch of this function is
f(t)
2
0 t
-1 1 3
54
Heaviside Unit Step Function
Sketching the graphs of Heaviside Unit Functions
Example A function f (t) is defined by:
f (t) = 4 for 0<t<2
= 2t -3 for 2<t
Sketch the graph of the function and determine
its Laplace transform. 4 3 − 2 s 2e −2 s
L f (t ) = − e + 2
s s s
f(t)
f (t ) = H (t ).4 − H (t − 2).4 + H (t − 2)(2t − 3)
3
4 = H (t ).4 − H (t − 2).4 + H (t − 2)2(t − )
2
3 3
2 = H (t ).4 − H (t − 2).4 + 2 H (t − 2)(t − − 2 + 2)
1 t 2
0 1
= H (t ).4 − H (t − 2).4 + 2 H (t − 2)(t − 2 + )
1 2 3 2
= H (t ).4 − H (t − 2).4 + 2 H (t − 2)(t − 2) + H (t − 2)
= 4 H (t ) − 3H (t − 2) + 2 H (t − 2)(t − 2)
4 e−2 s e−2 s
F (s) = −3 +2 2
s s s
55
f (t ) = H (t ).4 − H (t − 2).4 + H (t − 2)(2t − 3)
3
= H (t ).4 − H (t − 2).4 + H (t − 2)2(t − )
2
3
= H (t ).4 − H (t − 2).4 + 2 H (t − 2)(t − − 2 + 2)
2
1
= H (t ).4 − H (t − 2).4 + 2 H (t − 2)(t − 2 + )
2
= H (t ).4 − H (t − 2).4 + 2 H (t − 2)(t − 2) + H (t − 2)
= 4 H (t ) − 3H (t − 2) + 2 H (t − 2)(t − 2)
4 e−2 s e−2 s
F (s) = − 3 +2 2
s s s
Heaviside Unit Step Function
Two important notes when we sketch HUS function
1. To “switch on” a function f(t) at t = c we add the term H
(t – c). f (t – c).
2 3e − s 3e −3 s
a) L f (t ) = + 2 − 2
s s s
57
Solution:
2 3e − s 3e −3 s
a) L f (t ) = + 2 − 2
s s s
𝑓 𝑡 = 2𝐻 𝑡 + 𝐻 𝑡 − 1 . 3 𝑡 − 1 − 𝐻 𝑡 − 3 . 3 𝑡 − 3
𝑓 𝑡 = 2, 0<𝑡<1
𝑓 𝑡 = 2 + 3𝑡 − 3 = 3𝑡 − 1, 1<𝑡<3
𝑓 𝑡 = 3𝑡 − 1 − 3𝑡 + 9 =8, 3 < 𝑡
𝑓(𝑡)
8
2
𝑡
1 2 3
The END