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8/12/2017

CE50P – CO1: Laplace Transform

The Laplace Transform

Specific Objectives:

At the end of the lesson, the students are


expected to:
CE50P: Advanced
Engineering Mathematics  define Laplace Transforms and its properties
ENGR. CHARITY HOPE A. GAYATIN  findthe Laplace Transforms of different functions
 determine the Inverse Laplace Transform
 solve initial value problems using Laplace Transforms

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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Laplace Transform The Laplace Transform


Let f(t) be a function of t defined for each positive
values of t. Then the Laplace transform of f(t), ∞
donated by 𝐿 𝑓 𝑡 , is defined by 𝐿 𝑓 𝑡 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
∞ 0
𝐿 𝑓 𝑡 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 Example Find the Laplace transforms of the following:
0
1
provided that the integral exists. s is a parameter, a. 𝑓(𝑡) = 1 Ans.
𝑠
which may be a real or complex number. 𝐿 𝑓 𝑡 1
being clearly a function of s is briefly written as b. 𝑓 𝑡 = 𝑒𝑎𝑡 Ans.
𝑠−𝑎
𝐹(𝑠). That is, c. 𝑓 𝑡 = 𝑡 Ans.
1
∞ 𝑠2
𝐿 𝑓 𝑡 = 𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠) d. 𝑓 𝑡 = cos 𝜔𝑡 Ans.
𝑠
0 𝑠 2+𝑤 2
where 𝐿 𝑓 𝑡 or 𝐹(𝑠)– Laplace Transform of 𝑓(𝑡).

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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Laplace Transform The Laplace Transform


Transforms of Elementary Functions Linearity Property of Laplace Transforms
The Laplace transforms of some exponential,
trigonometric, polynomials and hyperbolic functions If 𝑎, 𝑏, 𝑐 be any constants and 𝑓, 𝑔, ℎ be any
are: functions of 𝑡, then
𝐿 𝑎𝑓 𝑡 + 𝑏𝑔 𝑡 − 𝑐ℎ 𝑡 = 𝑎𝐿 𝑓 𝑡 + 𝑏𝐿 𝑔 𝑡 − 𝑐𝐿 ℎ 𝑡

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8/12/2017

CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Laplace Transform The Laplace Transform


First Shifting Property of Laplace Transforms
Example Find the Laplace transform of The Laplace Transform of 𝑒 −𝑘𝑡 times 𝑓(𝑡) equals the
Laplace transform of 𝑓(𝑡) with 𝑠 replaced by 𝑠 + 𝑘.
𝐿 𝑒 −𝑘𝑡 𝑓 𝑡 = 𝐿 𝑓 𝑡 𝑠→𝑠+𝑘 = 𝑓 𝑠 + 𝑘
𝑓 𝑡 = 2𝑒 2𝑡 + 5𝑡 3 − 3 sin 3𝑡 + 7 cos 3𝑡
The first shifting theorem provides a convenient way
of calculating the Laplace transforms of functions that are
of the form
𝑓 𝑡 = 𝑒 −𝑘𝑡 𝑓 𝑡
Where 𝑎 is a constant and 𝑔 is a given function. If 𝐹 𝑠 =
𝐿 𝑓 𝑡 then
𝐿 𝑒 −𝑘𝑡 𝑓 𝑡 = 𝐹 𝑠 + 𝑘
𝐿−1 𝐹 𝑠 + 𝑘 = 𝑒 −𝑘𝑡 𝑓 𝑡
Usually a little bit of the algebraic manipulation is required
to use the theorem. Observe that 𝑠 is simply replaced
with 𝑠 + 𝑘 in the transform.

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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Laplace Transform The Laplace Transform


The Unit Step Function
Example Find the Laplace transforms of the following:
0 𝑡<𝑐
a. 𝐿 𝑓 𝑡 = 𝐿 𝑡 + 1 2𝑒 𝑡 𝜇𝑐 𝑡 = graph
1 𝑡≥𝑐
b. 𝐿 𝑓 𝑡 = 𝐿 𝑡 6𝑒 4𝑡
c. 𝐿 𝑓 𝑡 = 𝐿 𝑒 −3𝑡 sin 4𝑡
1

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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Laplace Transform The Laplace Transform


The Unit Step Function The Unit Step Function

0 𝑡<𝑐 0 𝑡<𝑐
𝜇𝑐 𝑡 = graph 2 𝜇𝑐 𝑡 = graph
1 𝑡≥𝑐 1 𝑡≥𝑐
2
1

𝜋 2𝜋
𝑓 𝑡 = 2 − 2𝜇𝜋 𝑡
𝑓 𝑡 = 2 − 2𝜇𝜋 𝑡 + 2𝜇2𝜋 𝑡

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8/12/2017

CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Laplace Transform The Laplace Transform


The Unit Step Function

0 𝑡<𝑐
𝜇𝑐 𝑡 = graph
1 𝑡≥𝑐 Example
1. Derive the formula 𝑳 𝝁𝒄 𝒕 𝒇 𝒕 − 𝒄 = 𝒆−𝒔𝒄𝑳 𝒇 𝒕
2 𝒇 𝒕
2. Solve for 𝐿 𝜇𝜋 𝑡 sin 𝑡 − 𝜋
𝒇 𝒕−𝒄
1

𝜇𝑐 𝑡 𝑓 𝑡 − 𝑐

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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

Transforms of Derivatives Transforms of Derivatives


If 𝑓(𝑡) be a continuous function for 𝑡 ≥ 0 and
Specific Objectives: all its derivatives up to the nth order are at least
sectionally continuous over every finite interval, then

At the end of the lesson, the 𝐿 𝐹 𝑛 𝑡


students are expected to:
𝑛
=𝑠 𝐿 𝑓 𝑡
- find the Laplace transform of the − 𝑠 𝑛−1𝑓 0 + 𝑠 𝑛−2𝑓 ′ 0
derivative of a function + 𝑠 𝑛−3 𝑓 ′′ 0 + . . . +𝑓 𝑛−1 0

𝑛−1
𝐿 𝐹 𝑛 𝑡 = 𝑠𝑛𝐿 𝑓 𝑡 − 𝑠 𝑛−1−𝑘 𝑓 0
𝑘=0

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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

Transforms of Derivatives Laplace Transform


Example
Example
1. Derive the formula 𝐿 𝑓′ 𝑡 = 𝑠𝐹 𝑠 − 𝑓 0
1. Show that 𝐿 𝑡𝑓 𝑡 = −𝐹′ 𝑠
2. Derive the formula for higher order 2. Solve for the 𝐿 𝑡 sin 𝑡
derivatives
3. Solve for the 𝐿 𝑓 ′′ − 2𝑓 ′ + 𝑓 = 1
𝑠
4. Derive the formula for 𝐿 𝑐𝑜𝑠 𝑎𝑡 = 2 2
𝑠 +𝑎
𝑛!
5. Derive the formula for 𝐿 𝑡 𝑛 = 𝑛+1
𝑠
6. Find 𝐿 𝑓’’’ 𝑒 2𝑡
7. Find 𝐿 𝑓’’ 𝑠𝑖𝑛 2 𝑡

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8/12/2017

CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Inverse Laplace Transform The Inverse Laplace Transform


Specific Objectives:
If represents the Laplace transform of a
At the end of the lesson, the students are function 𝑓(𝑡), that is 𝐿 𝑓 𝑡 = 𝐹(𝑠), then 𝑓(𝑡) is
expected to: the inverse Laplace transform of 𝐹(𝑠), that is,
𝐿−1 𝐹 𝑠 .
- define Inverse Laplace Transform
- find the inverse Laplace transforms of a 𝐿−1 𝐹 𝑠 = 𝑓(𝑡)
function

Note:

The Table of Laplace transform can be


used to find the inverse Laplace transforms
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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Inverse Laplace Transform The Inverse Laplace Transform


Table of Inverse Laplace Transform: When evaluating inverse transforms, it often
happens that a function of s under consideration
does not match exactly the form of a Laplace
transform 𝐹(𝑠) given in a table. It may be necessary
to “fix up” the function of s by multiplying and dividing
by an appropriate constant.
Linearity Property 𝐿−1: is a Linear Transform, that is, for
constants and β:
𝐿−1 ∝ 𝑓 𝑠 + 𝛽𝑔(𝑠) = 𝐿−1 𝑓(𝑠) + 𝛽𝐿−1 𝑔(𝑠)
Partial fractions play an important role in finding
Laplace transforms when the denominator of 𝑓(𝑠) is
factorable into distinct linear factors.

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CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

The Inverse Laplace Transform Transforms of Differential Equations


Example: Evaluate the following

1
Specific Objectives:
1. 𝐿−1
𝑠5
At the end of the lesson, the
2. 𝐿−1
1 students are expected to:
𝑠 2+7

- Evaluate differential equations by


𝑠 2 +6𝑠+9
3. 𝐿−1
𝑠−1 𝑠−2 𝑠+4
Laplace transforms

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8/12/2017

CE50P – CO1: Laplace Transform CE50P – CO1: Laplace Transform

Transforms of Differential Equations Laplace Transform


The Laplace operator will transform a Solve for the following differential equations
linear D.E. with constant coefficients into an
algebraic equation in the transformed 1. 𝐿 𝑓 ′′ − 2𝑓 ′ + 𝑓 = 1
function (Raindille + Bedient). 2. 𝑦 ′′ − 3𝑦 + 2𝑦 = 𝑒 3𝑡 ; 𝑦 0 = 𝑦 ′ 0 = 0
3. 𝑦 ′′ + 𝑦 ′ − 2𝑦 = −4; 𝑦 0 = 2, 𝑦 ′ 0 = 3
If this algebraic equation is solved and
an inverse transform is obtained, then this is
a solution of the original differential
equation.
This method is easily used if the initial
conditions are given.

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