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CE50P Lecture 1

The Laplace transform is an integral transform that takes a function of time and outputs a new function involving complex numbers, done by integrating the time function after multiplying it by e−st. This document outlines the definition of the Laplace transform and gives examples of finding the transform of basic functions like 1, t

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233 views19 pages

CE50P Lecture 1

The Laplace transform is an integral transform that takes a function of time and outputs a new function involving complex numbers, done by integrating the time function after multiplying it by e−st. This document outlines the definition of the Laplace transform and gives examples of finding the transform of basic functions like 1, t

Uploaded by

John Alex Blancaflor
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© © All Rights Reserved
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ADVANCED ENGINEERING

MATHEMATICS
LECTURE 1
PREPARED BY: ENGR. KIMUEL SUYAT
CIVIL/STRUCTURAL ENGINEER
LAPLACE TRANSFORM
 The Laplace Transform, when applied to a function, changes that
function into a new function by using a process that involves
integration.

 If 𝑓(𝑡) is a function defined for all 𝑡 ≥ 0, its Laplace transform is


the integral of 𝑓(𝑡) times 𝑒 −𝑠𝑡 from 𝑡 = 0 to ∞. It is a function of s,
say, 𝐹(𝑠), and is denoted by ℒ(𝑓); thus
∞
𝐹 𝑠 = ℒ 𝑓 = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

 Here we must assume that 𝑓(𝑡) is such that the integral exists (that
is, has some finite value).
 Not only is the result 𝐹(𝑠) called the Laplace Transform, but the operation
just described, which yields 𝐹(𝑠) from a given 𝑓(𝑡), is also called Laplace
Transform. It is an “integral transform”.

∞
𝐹 𝑠 = න 𝑘(𝑠, 𝑡)𝑓 𝑡 𝑑𝑡
0

 with “kernel” 𝒌 𝒔, 𝒕 = 𝒆−𝒔𝒕


 Note that the Laplace Transform is called an integral transform because it
transforms (changes) a function in one space to a function in another space by
a process of integration that involves a kernel. The kernel or kernel function
is a function of the variables in the two spaces and defines the integral
transform.
NOTATION

 Original functions depend on 𝑡 and their transforms on 𝑠. Original


functions are denoted by lowercase letters and their transforms by
the same letters in capital, so that 𝐹 𝑠 denotes the transform of 𝑓 𝑡 ,
and 𝑌 𝑠 denotes the transform of 𝑦(𝑡), and so on.
EXAMPLE

 Let 𝑓 𝑡 = 1 when 𝑡 ≥ 0. Find 𝐹(𝑠).


EXAMPLE

 Let 𝑓 𝑡 = 𝑡 when 𝑡 ≥ 0. Find 𝐹(𝑠).


EXAMPLE

 Let 𝑓 𝑡 = 𝑡 2 when 𝑡 ≥ 0. Find 𝐹(𝑠).


EXAMPLE

 Let 𝑓 𝑡 = 𝑒 𝑎𝑡 when 𝑡 ≥ 0 where 𝑎 is a constant.


Find ℒ(𝑓).
EXAMPLE

 Let 𝑓 𝑡 = sin 𝑘𝑡 where 𝑘 is a constant. Find ℒ(𝑓).


BOARD WORK

 Let 𝑓 𝑡 = cos 𝑘𝑡 where 𝑘 is a constant. Find ℒ(𝑓).


EXAMPLE

 Let 𝑓 𝑡 = cosh 𝑘𝑡 where 𝑘 is a constant. Find


ℒ(𝑓).
BOARD WORK

 Let 𝑓 𝑡 = sinh 𝑘𝑡 where 𝑘 is a constant. Find


ℒ(𝑓).
LINEARITY PROPERTY OF THE LAPLACE
TRANSFORM
 The Laplace Transform is a linear function; that is, for any functions
𝑓(𝑡) and 𝑔(𝑡) whose transform exist and any constants 𝑎 and 𝑏 the
transform of 𝑎𝑓(𝑡) + 𝑏𝑔(𝑡) exists, and

ℒ 𝑎𝑓 𝑡 + 𝑏𝑔 𝑡 = 𝑎ℒ 𝑓 𝑡 + 𝑏ℒ 𝑔 𝑡
𝑠 −Shifting: Replacing 𝑠 by 𝑠 − 𝑎 in the
Transform
 The Laplace Transform has a very useful property that, if we know the
transform of f(t), we can immediately get that of 𝑒 𝑎𝑡 𝑓(𝑡), as follows.

 First shifting Theorem, 𝑠 −Shifting

 If 𝑓(𝑡) has the transform 𝐹(𝑠) (where 𝑠 > 𝑘 for some 𝑘), then 𝑒 𝑎𝑡 𝑓 𝑡
has the transform 𝐹(𝑠 − 𝑎) (where 𝑠 − 𝑎 > 𝑘). In formulas,

ℒ 𝑒 𝑎𝑡 𝑓 𝑡 = 𝐹(𝑠 − 𝑎)
TABLE OF LAPLACE TRANSFORMS
𝑓(𝑡) 𝐹 𝑠 = ℒ(𝑓) 𝑓(𝑡) 𝐹 𝑠 = ℒ(𝑓)
1
𝑒 𝑎𝑡
𝑠−𝑎
𝑛! 𝑛!
𝑡𝑛 𝑡 𝑛 𝑒 𝑎𝑡
𝑠 𝑛+1 (𝑠 − 𝑎)𝑛+1
𝑘 𝑘
sin 𝑘𝑡 𝑒 𝑎𝑡 sin 𝑘𝑡
𝑠2 + 𝑘2 (𝑠 − 𝑎)2 +𝑘 2
𝑠 𝑠−𝑎
cos 𝑘𝑡 𝑒 𝑎𝑡 cos 𝑘𝑡
𝑠2 + 𝑘2 (𝑠 − 𝑎)2 +𝑘 2
𝑘 𝑘
sinh 𝑘𝑡 𝑒 𝑎𝑡 sinh 𝑘𝑡
𝑠2 − 𝑘2 (𝑠 − 𝑎)2 −𝑘 2
𝑠 𝑠−𝑎
cosh 𝑘𝑡 𝑒 𝑎𝑡 cosh 𝑘𝑡
𝑠2 − 𝑘2 (𝑠 − 𝑎)2 −𝑘 2
INVERSE LAPLACE TRANSFORM

 The function f(t) is called the inverse function of F(s) and is denoted by

𝑓 𝑡 = ℒ −1 (𝐹)
EXAMPLE

 Find the inverse of the transform

3𝑠 − 137
ℒ 𝑓 = 2
𝑠 + 2𝑠 + 401
EXAMPLE

 Find the inverse of the transform

0.2𝑠 + 1.8
ℒ 𝑓 = 2
𝑠 + 3.24
BOARD WORK

 Find the inverse of the transform

5𝑠 + 1
ℒ 𝑓 = 2
𝑠 − 25

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