Laplace Transforms and Applications
Laplace Transforms and Applications
1 LAPLACE TRANSFORMS
1 3 s t 1
st 3t
e e dt e(3 s )t dt e 0 1
3 s 0 3 s
0 0
1
s 3
1 1 1 1 1 1 1
L t te dt te st e st dt te st 0 2 e st 0 0 0 2 0 1 2
st
0 s 0 s 0 s s s s s
ii) Consider n = 2:
1 1
L t t e dt t 2e st 2te st dt 0 0 te st dt 0 * 2 3
2 2 st 1 2 2 1 2
0 s 0 s 0 s s0 s s s
Continuing this process we have, in general,
n!
L {t } e st t n dt
n
n 0,1, 2,....
s n 1
0
If C1 and C2 are any constants, while f1(t) and f2(t) are functions with
Laplace transforms F1(s) and F2(s) respectively, then
L C1 f1 (t ) C2 f 2 (t ) C1 L f1 (t ) C2 L f 2 (t ) C1 * F1 ( s ) C2 * F2 ( s ) )
6. f(t) = sinh at
eat e at 1 1 1 1 1 2a
L e L e
a
L sinh at L at at
2 2
2
2 2 2 s a s a 2 s a s a2
7. f(t) = cosh at
eat e at 1 1 1 1 1 2s
L e + L e
s
L cosh at L at at
2 2
2
2 2 2 s a s a 2 s a s a2
d s
(b) L t cosh 3t 1 2
s 2 9 2s3
ds s 9 s2 9
2
e2t 1
(c) L{ } (1) ds ln s 2
t s2
f t L 1 F ( s)
The inverse Laplace transforms may be obtained from the same table of
transforms.
Example :
1 1 3t
If L f (t ) then f (t ) L 1 e
s3 s 3
Example :
3s 3s 1 s
If L y y L 1 2 3L 2 3cos 2t
s 4
2
s 4 s 4
2s 5 2s 5 1 2 s 5
Example : If L y 2 y L 1 2 L 2 2
s 9 s 9 s 9 s 9
s 5 1 3 5
2 L 1 2 L 2 2 cosh 3t sinh 3t
s 9 3 s 9 3
s 1 A Bs C
Example : L { y} 2 2
s( s 6s 13) s s 6s 13
s - 1 = A(s2 + 6s + 13) + s(Bs + C)
put s = 0 : -1 = 13 A A = -1/13
1 1 1 1 1 s 3 1 8 1 2 1 e 3t
y L L L cos 2t 8sin 2t
13 s 13 s 3 4 13 s 3 4 13 13
L f '(t ) e st
f (t ) se st f (t )dt f (0) s L f (t )
0
0
ie.,
L {f(t)} = s2 L {f(t)} - s f(0) - f(0)
similarly,
L {f’’’(t)} = s3 L {f(t)} - s2f(0) - s f(0) - f(0)
and
L {fiv(t)} = s4 L {f(t)} - s3f(0) - s2f(0) - s f(0) - f’’’(0)
We can now apply the results obtained thus far to solve a differential
equations having initial conditions for the function and its derivatives.
d 2x
Example : Solve 9x 2 such that when t = 0, x = 0 and
dt 2
dx
0.
dt
2
x(t ) L1
s s 9
2
2
ie., x(t) is the inverse Laplace transform of To obtain this in a
s s 9
2
equate coefficients of s: 0 = C C = 0
2
" " " s2: 0 = A + B B = -
9
2
2 1 1 s 2
x(t ) L 1 2 L 2 1 cos 3t
s s 9 9 s s 9 9
Example : Solve y - 4y = 0 where y(0) = 1 and y(0) = 2
L y 4 L y 0
''
s2 s2 2t
Y ( s) y (t ) L 1 e
s 4 s 2 s 2
2
6. (D + 4)y = 1 ; y = 2 at t = 0
dy 4
9. (D2 + 5D + 6)y = 2x - 1 ; y = 0 and at x = 0
dx 3
d 2x dx dx
10. 3 2
-2 - x = 2t - 1 ; x = 7 and = -2 at t = 0
dt dt dt
4
Example : Use convolution theorem to find L 1
s( s 1)
4 1 2 2 2 2
L 1 L F ( s) f (t ) 2 and G( s) g (t ) 2et
s( s 1) s s 1 s s 1
4
t t
et d 4 et 4 1 et 4et 4
t t
L 1 2 2e d 4
s( s 1) 0 0
0
9
Example : Use convolution theorem to find L 1 2
( s 81)
2
9 1 1 9
t
1
L 1 2
L 2 sin 9 sin 9 t d
( s 81) s 81 s 81 0 9
2 2
t
1 1
t
1
= cos 18 9t cos 9t d sin 18 9t cos 9t
18 0 18 18 0
1 1 1
=
18 9
sin 9 t t cos t 162 sin 9t 9t cos t
Exercise 4.4:
Use convolution to evaluate:
1 4 2s
1. L 1 2
2. L 1 3. L 1 2
4.
( s a) s ( s 4) ( s 1)
2 2 2
2 s
L 1 2 2
(s )
2
1 9 1 e as
1
5. L 6. L 2 2 2
7. L 8.
s ( s 3) s (s ) s( s 2)
40,5
L 1
s ( s 9)
240 18s se 6 s
9. L 1 10. L 1 11. L 1 2
12.
s 1 ( s 25) ( s 36) s 5
2 2 2
4e3s s 1 e s 2e s 4
2 s
1 1 1
L 13. L 14. L 15.
s( s 1) s 4 s 2 s 1 ( s 5)
2 2 2 3
s 5 e 3 s
L 1
s 4 s 5
2
0 t a
The function is defined as U (t a ) where a is a constant and
1 t a
a0
a
Heaviside unit step function
0 0 0 0 t a
From the definition, f (t ) 1 0 1 a t b
1 1 0 t b
Hence,
f(t)
t
a b
Exercise 4.5: Sketch the following graphs for t > 0
3. f(t) = t2 - (t - 2)2U(t - 2)
6. f(t) = t2 - t2U(t - 2)
f1 (t ) 0 t a
In general, if f (t ) f 2 (t ) a t b then in terms of the Heaviside
f (t ) t b
3
function, we have f(t) = f1(t) [U(t - 0) - U(t - a)] + f2(t) [U(t -
a) - U(t - b)] + f3(t) U(t - b)
= f1(t) [1] + [f2(t) - f1(t)] U(t - a) + [f3(t) - f2(t)] U(t - b)
= f1(t) + [f2(t) - f1(t)] U(t - a) + [f3(t) - f2(t)] U(t - b)
t 2 0 t 2
Example : Express the function f (t ) in terms of the
3 t 2
Heaviside function.
0 0 a 0 a
s
as as
0e e
s s
[See no. 13 in the table of Laplace transforms]
e as
L U (t a)}
s
The Heaviside unit step function is also useful in shifting a function to
the right a distance of a units. For example, the function y = f(t) is shown
below while the function y = f(t - a) U(t - a) also shown below represents a
shifting of f (t ) a distance a in the positive direction of t.
We now introduce the new variable x t a , ie., dx dt d and the limits for
t from a to change to limits for x from a to .
s x a
e
0
f ( x)dx e sa e sx f ( x)dx e sa e sx f ( x)dx
0 0
But
0 0
L { f (t a)U (t a)} e as L { f (t )}
[See no. 14 in the table of Laplace transforms]
t 0 t 2
Example : Find the Laplace transform of f (t )
2 t 2
Writing the function in Heaviside form, we have
f (t ) t 2 3 t 2 U t 2
1 e2 s
F ( s) L t e2 s L t
s2 s2
t 2 0 t 2
Example : Find the Laplace transform of f (t )
3 t 2
From the example in the previous section, f(t) = t2 + (3 - t2) U(t - 2)
Using transform no. 15,
F ( s) L t 2 e2 s L 3 t 2
2
s2 e L t
3
2 s 2
4t 1
2
s 3
1 4 1
e 2 s 3 2
s s s
Exercise 4.7:
1. Find the Laplace transforms for the Heaviside unit step
functions in the previous exercise.
Now, f (t ) f1 t U (t 0) U t f 2 (t )U t
2 2
=sint U (t 0) U t 0U t sin t sin tU t
2 2 2
s
L f (t ) L sin t e 2
L sin t U t
2 2
1 s 1 s 1 s s
= e 2
L sin t cos cos t sin e 2
L cos t e 2
s 1
2
2 2 s 1
2
s 1
2
s 1
2
s 2 1 Y ( s ) sy (0) 0 2
1 s s
e 2 2
s 1 s 1
1 s s
Y ( s) 2 e 2
s 1 s 2 1 s 2 1 s 2 1
1
s s
y (t ) L 1 2 e 2
s 1 s 1 s 2 1 s 2 1
2
The delta function is defined as (t a) 0, t a (t a )dt
The Laplace transform for the delta function is given in the table as no.
16, ie.,
L (t a) e as
Example : Solve the initial value problem
This equation could represent the damped motion of a mass on a spring which
is initially at rest, but which is set in motion at time t = 1 by a unit
impulse.
1. y + 3y = δ(t - 2) ; y(0) = 0
2. y - 3y = δ(t - 1) + 2U(t - 2) ; y(0) = 0
3. y + 9y = δ(t - π) - δ(t - 3π) ; y(0) = y(0) = 0
4. y + 2y + 2y = δ(t - π) ; y(0) = y(0) = 0
5. y + 2y + y = δ(t) + U(t - 2π) ; y(0) = 0, y(0) = 1
d2y dy
m 2 c ky F (t )
dt dt
dy
where c = damping force proportional to the velocity of m,
dt
ky = restoring force and F(t) = an external force exerted vertically on m.
dy
When there is no damping or external force present, c 0 and/or F(t) = 0.
dt
If y ' (0) A s 2 2 Y ( s) 2
6
A
s 1
6 As 2 A
Y ( s) 2
s 1 s 2 2
By using partial fraction we get
6 A6
Y (s) 2
s 1 s 2
2
1 A 1 2 6 1 2 A 6
y (t ) 6 L 1 2 L 2 L 2 6sin t sin 2t sin 2t
s 2 2 s 2 2 s 2 2 2
Since y(t) = 1 when t , differentiate the above equation with respect
2
to t
y(t) = 6 cos + A cos 2 - 6 cos 2 = 1
2 2 2
A cos 2 - 6 cos 2 = 1 A = 4,35
2 2
y(t) = 6 sin t + 3,075 sin 2t - 4,243 sin 2t = 6 sin t - 1,17 sin 2t
AC E
d 2q dq
Now, 2
6 10q 20sin 2t and the initial conditions are q(0) = q(0) =
dt dt
0.
Applying Laplace transforms, we get
40
s 2 q ( s ) sq (0) q ' (0) 6 sq ( s ) 6q (0) 10q ( s )
s 4
2
s 2 6 s 10 q ( s )
40
s 4
2
40
q( s)
s 4 s 2 6s 10
2
d 2q dq dq
2
16 30q 250 where i
dt dt dt
u (t ) PROCESSOR x(t )
The process depends on the rate at which the input is used up to give the
output. The rate includes the acceleration, velocity and displacement if
each function. All this components are related and described by the
differential equation
ax '' bx ' cx du ' fu
The equation for the input has the lower degree to indicate the productive
system. If both equations have the same degree, the system is not
productive. If take the Laplace transforms of the differential equation we
will get the processor and we will called it as a transfer factor. The
symbol use for the transfer factor is 𝑮(𝒔) or𝑻(𝒔).
Example
Consider input – output system of differential equation which is initially
at rest
Solution
L x '' 4 x ' 4 x L 4u ' 8u
s 2 X ( s) sx(0) x(0) 4 sX ( s) x(0) 4 X ( s) 4 sU ( s) u (0) 8U ( s)
s 2
4s 4 X ( s ) 4s 8 U ( s )
X ( s) 4s 8 4 s 2 4
2
U ( s) s 4s 4 s 2 2
s2
1 2t 1
then U ( s ) L u (t ) L e 2t
1
Since u (t ) e
4 4 4 s 2
4
4 1 1 1 1
x(t ) L 1 U ( s) L 1 . L .
s 2 s 2 4 s 2
s 2 s 2
By applying convolution theorem
t
t
2 t
t
e4 2t e2t e2t
x(t ) e e 2
d e 4 2 t
d
0 0 4 0 4
Example 2
Find the output function x (t ) of the differential equation
3 x ''' x '' 4 x ' 6u '' 2u ' 8u
if the input function is
u (t ) 2sin t , x ''(0) x '(0) x(0) u '(0) u (0) 0
Solution
X ( s ) 6 s 2 2 s 8 2 3s s 4 2
2
U ( s ) 3s 3 s 2 4 s s s 2 s 4 s
2
X ( s) U ( s)
s
But
2
U ( s) L 2sin t
s 1
2
𝟐
𝑼(𝒔) = 𝓛[𝒖(𝒕)] = 𝓛[𝟐𝒔𝒊𝒏 𝒕] =
𝒔𝟐 +𝟏
Therefore
2 2
t t
x(t ) L 1 . 2 2.2sin(t )d 4 sin t.cos sin .cos t d 4 sin t.sin cos .sin t o
t
s s 1 0 0
5. 3 x ''' x '' 4 x ' 6u '' 2u ' 8u; x ''(0) x '(0) x(0) u (0) 0
6. Find the 𝑥(𝑡) in the following system which are initially at rest
1
t
a. x '' 6 x ' 13x 2u ' u if u (t ) e 2