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Chapter 5
Chapter Outline
Introduction
Introduction
Laplace, Pierre-Simon (1749-1829)
- a French mathematician, astronomer
and statistician.
2 P ( x, y ) 2 P ( x, y )
+
=0
x 2
y 2
or
Lx [F ( x )] =
Lt [ f (t )] =
, and
e sx F ( x ) dx
e st f (t ) dt
where F(x) is a function of variable x and f(t) is a function of variable t, and s = parameter
Lt [ f (t )] =
e st f (t ) dt = F (s )
(5.1)
L[ f (t )] =
st
(t )dt = e
2
st
2t 2 2t 2
2 3
s
2s s
2
= F (s)
3
s
(a)
1
1
e ( s + a ) =
= F (s )
s+a
sa
0
(b)
L[ f (t )] =
( )
e st e at dt =
e ( s + a )t dt =
st
e
s
(
)
s
Cos
t
Sin
t
+
=
= F (s )
2
2
s
+
( s )2 + 2
0
(c)
Appendix 1 of the printed notes provides a Table of Laplace transforms of simple functions
For example, L[f(t)] of polynomial t2 in Equation (a) is in Case 3 with n = 3 in the Table,
exponential function eat in Equation (b) in Case 7, and
trigonometric function Cost in Equation (c) in Case 18
Lt [ f (t )] =
e st f (t ) dt = F (s )
(5.1)
Laplace transform (LT) Table in Appendix 1 is useful, but does not always have the
required answer for the specific functions
Following properties will be useful in finding the Laplace transform for specific functions:
1. Linear operators:
L[a f(t) + b g(t)] = a L[f(t)] + b L[g(t)]
where a, b = constant coefficients
Example 5.4:
Find Laplace transform of function: f(t) = 4t2 3Cos t + 5e-t with 0 < t < :
By using the linear operator, we may break up the transform into three individual
transformations:
L(4t2 3Cos t + 5e-t) = 4L[t2] 3L[Cos t] + 5L[e-t] = F(s)
Case 3 with n = 3
Hence
Case 18 with =1
F (s) =
8
3s
5
+
s3 s2 +1 s +1
(5.6)
where a in the above formulation is the shifting factor, i.e. the parameter s in
the transformed function f(t) has been shifted to (s-a) from s
Example 5.5:
Perform the Laplace transform on function: F(t) = e2t Sin(at), where a = constant
We may use the Laplace transform integral to get the solution, or we could get the solution
by using the LT Table using the shifting property:
a
L[ F (t )] = L[e 2t Sin at ] =
a
( s 2) 2 + a 2
1 s
F
a a
where a = scale factor for the change
L[ f (at )] =
(5.7)
Example 5.6:
Perform the Laplace transform of function F(t) = Sin3t.
Since we know the Laplace transform of f(t) = Sint from the LP Table as:
L[ f (t )] = L[ Sint ] =
1
= F (s)
s2 +1
We may find the Laplace transform of F(t) using the Change scale property to be:
L[ Sin 3t ] =
1
1
3
=
3 s 2
s2 + 9
+1
3
From here
Lt [ f (t )] =
to there
e st f (t ) dt = F (s )
Lt [ f (t )] = ..................... = F (s )
From there
to here
P( s)
Q( s)
where polynomial P(s) is at least one order less than the order of polynomial Q(s)
Break up the above rational function into summation of simple fractions:
F ( s) =
An
A1
A2
P( s)
=
+
+ ................ +
Q( s) s a1 s a 2
s an
(5.8)
where A1., A2,..An, and a1, a2, .an are constants to be determined by
comparing coefficients of terms on both sides of the equality:
An
P( s)
A1
A2
=
+
+ ................ +
Q( s ) s a1 s a2
s an
The inverse Laplace transform of P(s)/Q(s) becomes:
A
A
A
P(s )
= L1 1 + L1 2 + ...... + L1 n
L1 [F (s )] = L1
Q (s )
s a1
s a2
s an
A fraction
Example 5.7:
Perform the inverse Laplace transform of the function:
F (s) =
3s + 7
P (s )
= 2
Q (s ) s 2 s 3
Solution:
We may express F(s) in the following partial fraction form:
F (s) =
A
B
A(s + 1) + B (s 3)
3s + 7
3s + 7
=
=
+
=
(s 3)(s + 1)
s 2 2 s 3 ( s 3)( s + 1) s 3 s + 1
3s + 7
4
1
=
s 2 2s 3 s 3 s + 1
3s + 7
1 1
1 1
3t
t
L
L
=
4
e
e
L1
4
s 3
s +1
( s 3)( s +1)
Example 5.8:
Perform the inverse Laplace transform:
Solution:
P (s )
3s + 1
1
L1 [F ( s )] = L1
L
=
s 3 s 2 + s 1
Q (s )
3s + 1
P (s )
A
Bs + C
=
+
=
Q(s ) ( s 1)( s 2 + 1) s 1
s2 +1
By following the same procedure, we have coefficients A = 2, B = -2 and C = 1, or:
3s + 1
2
2s
1
=
+
( s 1)( s 2 + 1) s 1
s2 +1 s2 +1
We will thus have the inversed Laplace transform function f(t) to be:
3s + 1
1
1 2
1 2 s
1
t
f (t ) = L1 [F ( s )] = L1 3
L
L
L
+
=
= 2e 2 Cos t + Sin t
2
2
2
s + 1
s + 1
s s + s 1
s 1
st
F ( s) = e st f (t ) dt and G ( s) = 0 e g (t ) dt
f ( ) g (t ) d
(5.9)
OR
f (t ) g ( ) d
(5.10)
Example 5.9:
Find the inverse of a Laplace transformed function with:
Q( s ) =
(s
s
2
+ a2
Solution:
We may express Q(s) in the following expression of the product of two functions:
Q( s) =
(s
s
2
+ a2
s
1
s2 + a2 s2 + a2
It is our choice to select F(s) and G(s) from the above expression for the integrals in
Equation (5.9) or (5.10).
s
1
(
)
and
G
s
F (s ) = 2
=
Let us choose:
s + a2
s2 + a2
From the LT Table, we have the following:
Sin(at )
= g (t )
a
s
L1
s 2 + a 2
Sin a(t )
t Sin at
t
=
=
Cos
a
d
0
2
a
2a
One will get the same result by using another convolution integral in Equation (5.10), or
using partial fraction method in Equation (5.8)
Example 5.11:
Use convolution theorem to find the inverse Laplace transform: Q ( s ) =
1
( s + 1)( s 2 + 4)
Q( s) =
1
1
1
=
( s + 1)( s 2 + 4) s + 1 s 2 + 4
(a)
F ( s) =
1
= e t = f (t )
s +1
and
G (s) =
1
1
=
Sin 2t = g (t )
s2 + 4 2
Let us use Equation (5.10) for the inverse of Q(s) in Equation (a):
q (t ) =
F (t ) G ( ) d =
1
1
e (t ) Sin 2 d = e t
2
2
e Sin 2 d
q (t ) =
1 t e (Sin 2 2 Cos 2 )
1
1
1 t
2
2
e
=
Sin
t
Cos
t
+
e
2
2
1+ 2
5
5
0 10
Lt [ f (t )] =
e st f (t ) dt = F (s )
f ' (t ) =
(5.1)
df (t )
is also a FUNCTION
dt
So, there should be a possible way to perform the Laplace transform of the derivatives
of functions, as long as its variable varies from zero to infinity.
Laplace transform of derivatives is necessary steps in solving DEs using Laplace transform
By following the mathematical expression for Laplace transform of functions shown in
Equation (5.1), we have:
L[ f ' (t )] =
e st f ' (t ) dt =
Let:
df (t )
e st
dt
dt
udv = uv
(5.11)
vdu
0
u = e st
du = se st dt
and
df (t )
dv =
dt
v = f(t)
L[ f ' (t )] =
e st f ' (t ) dt =
df (t )
dt
e st
dt
udv = uv
(5.11)
vdu
0
We will have:
L[ f ' (t )] =
e st f ' (t ) dt =
df (t )
st
st
e st
dt
=
e
f
(
t
)
f
(
t
)
se
dt
0
0
dt
leading to:
L[ f ' (t )] =
e st f ' (t ) dt = e st f (t )
or in a simplified form:
L[f(t)] = s L[f(t)] f(0)
(5.12)
Likewise, we may find the Laplace transform of second order derivative of function f(t) to be:
(5.13)
L[f(t)] = s2 L[f(t)] sf(0) f(0)
A recurrence relation for Laplace transform of higher order (n) derivatives of function f(t)
may be expressed as:
L[fn(t)] = snL[f(t)] - sn-1 f(0) sn-2f(0) sn-3f(0) - .fn-1(0)
(5.14)
Example 5.12:
Find the Laplace transform of the second order derivative of function: f(t) = t Sint
The second order of derivative of f(t) meaning n = 2 in Equation (5.14), or as in
Equation (5.13):
L[f(t)] = s2 L[f(t)] sf(0) f(0)
We thus have:
d 2 f (t )
2
'
[
(
)
]
(
)
(0)
L
=
s
L
f
t
sf
0
2
dt
f ' (t ) =
Since
(5.13)
df (t ) d (t Sin t )
=
= t Cos t + Sin t
dt
dt
We thus have:
L[ f " (t )] = s 2 L[ f (t )] s f (0) f ' (0) = s 2 L[t Sin t ] s(t Sin t ) t =0 (t Cos t + Sin t ) t =0
= s 2 L[t Sin t ]
e st f (t ) dt = F (s )
(4) We thus can obtain an expression for F(s) from Step (3)
(5) The solution of the DE is the inverse of Laplace transformed F(s), i.e.,:
f(t) = L-1[F(s)]
(5.1)
Example 5.13:
Solve the following DE with given conditions:
d 2 y (t )
dy (t )
t
+
2
+
5
y
(
t
)
=
e
Sin t
2
dt
dt
where
y(0) = 0
and
0t
(a)
(b)
y(0) =1
Solution:
(1) Apply Laplace transform to EVERY term in the DE:
d 2 y (t )
dy (t )
t
[
]
+
2
5
(
)
L
L
+
L
y
t
=
L
e
Sin t
2
dt
dt
where
L[ y (t )] =
(c)
y (t ) e st dt = Y ( s )
Use Equation (5.12) and (5.13) in Equation (c) will result in:
[s
1
1
=
( s + 1) 2 + 1 s 2 + 2 s + 2
[s
=0
=1
=0
1
1
=
( s + 1) 2 + 1 s 2 + 2 s + 2
(d)
s 2 + 2s + 3
Y (s) = 2
s + 2s + 2 s 2 + 2s + 5
)(
(e)
(4) The solution of the DE in Equation (a) is the inverse Laplace transform of
Y(s) in Equation (e), i.e. y(t) = L-1[Y(s)], or:
s 2 + 2s + 3
y (t ) = L [Y (s )] = L 2
2
s
2
s
2
s
2
s
5
+
+
+
+
)(
(5) The inverse Laplace transform of Y(s) in Equation (e) is obtained by using either
Partial fraction method or convolution theorem. The expression of Y(s) can be
shown in the following form by Partial fractions:
1
2
1
1
2
1
Y (s) = 2 3
+ 2 3
= 2
+ 2
3 s + 2s + 2 3 s + 2s + 5
s + 2s + 2 s + 2s + 5
1 1
1
2 1
1
1
2 1
1
1 1
L 2
L
L
L
+
=
+
2
2
2
s + 2s + 5 3
3 s + 2s + 2
3
3
( s + 1) + 4
( s + 1) + 1
y (t ) = L1 [Y ( s )] =
1 t
2 1 t
1
e Sin t +
e Sin 2t = e t (Sin t + Sin 2t )
3
3 2
3