Laplace Transform I It
Laplace Transform I It
Laplace Transform I It
ts
f (t) dt.
Solution:
F (s)
ts
=
=
=
=
lim
b+
lim
b+
lim
b+
lim
b+
f (t) dt =
ts
(1) dt
ts
ts b
e
s
dt
provided s = 0.
e0
ebs
s
s
1
ebs
s
s
Hence,
Thus,
0
+
0
ebs
=
lim
b+ s
+
if x +
.
if x
if s > 0
.
if s < 0
1
F (s) = , s > 0.
s
Table of Transforms
f (t) = 1, t 0
F (s) = 1s , s 0
f (t) = t , t 0
F (s) =
sn+1 ,
f (t) = eat , t 0
F (s) =
s0
1
sa ,
s>a
f (t) = sin(kt), t 0
f (t) = cos(kt), t 0
f (t) = sinh(kt), t 0
f (t) = cosh(kt), t 0
n!
F (s) =
k
s2 +k2
F (s) =
s
s2 +k2
F (s) =
F (s) =
k
s2 k2 ,
s
s2 k2 ,
s > |k|
s > |k|
5
(1)
(2)
360
5!
5
5
L(3t ) = 3L(t ) = 3 6 = 6 , s > 0.
s
s
s
1
+ 2
, s > 5.
L(e + cos(3t)) = L(e ) + L(cos(3t)) =
s5 s +9
5t
5t
As an example, we determine
L(3 + e )
6t 2
=
=
=
=
6t
6t
12t
(F ) = f.
6
s2 + 36
= sin(6t).
8
n!
sn+1
L1 s7!8 = t7 .
5
L1 s11 .
8
s
Now consider
Here n+1=11. Hence n=10.
Now, we need to make the numerator to be 10!.
1
5
s11
1
= 5L
s11
5 1 10!
L
=
10!
s11
5 10
t .
=
10!
1
s +k
2,
7s + 15
s2 + 2
7s
15
1
= L
+L
2
s +2
s2 + 2
s
1
1
1
+ 15L
= 7L
2
s +2
s2 + 2
2
15 1
= 7 cos( 2t) + L
2+2
s
2
15
= 7 cos( 2t) + sin( 2t)
2
1
10
Partial Fractions
Consider the rational expressions
3s + 5
3s + 5
=
s2 3s 10
(s 5)(s + 2)
(s
5)(s
+
2)
=
(s
5)(s
+
2)
+
(s
5)
(s
+
2).
(s
5)(s + 2)
(s
5)
(s
+ 2)
2A 5B
5
12
3
det
5
A=
1
det
2
1 3
1
det
2 5
5
, and B =
.
1
1 1
det
5
2 5
a
det
c
Hence,
b
d
= ad cb.
1
20
, and B = .
A=
7
7
13
3s + 5
(s 5)(s + 2)
B
A
= L
+
s5 s+2
1
1
1
1
+BL
= AL
s5
s+2
20 5t 1 2t
e + e .
=
7
7
1
3s+4
(s2)(s2 +7)
in partial fractions.
A
s2
Bs+D
s2 +7
3s + 4
A
Bs + D
2
2
2
(s
2)(s + 7) =
(s + 7)
(s 2)(s +7)+ 2 (s2)
s +7
s2
(s
2)(s + 7)
Then,
2A + D = 3
(1)
7A 2D = 4
(2)
2 3
3 1
det
det
7 4
4 2
10
13
=
, and D =
.
A=
11
11
2 1
2 1
det
det
7 2
7 2
Hence,
10
13
10
, B = A = , D =
.
A=
11
11
11
16
Transforms of Derivatives
Given a function y=y(t), the transform of its
derivative y can be expressed in terms of the
Laplace transform of y: L(y ) = sL(y) y(0).
(1)
Hence,
(2)
(3)
17
2t
y
5y
=
e
, y(0) = 3.
Example 1: Solve the IVP
L(y ) 5L(y) =
s+2
1
sL(y) y(0) 5L(y) =
s+2
1
(s 5)L(y) 3 =
s+2
1
3s + 5
(s 5)L(y) =
+3=
s+2
s+2
3s + 5
L(y) =
(s 5)(s + 2)
(1)
(2)
(3)
(4)
(5)
(6)
18
3s + 5
(s 5)(s + 2)
20 5t 1 2t
=
e + e .
7
7
2t
10
s2
3
19
Whence,
(s + 7)L(y) 3 =
10
s2
(s + 7)L(y) = 3 +
10
s2
2
2
Then, y = L
L(y) =
3(s2)+10
s2
3s+4
(s2)(s2 +7)
3s+4
(s2)(s2 +7)
10 1
11 L
10 2t
11 e
1
s2
10
11
10 1
11 L
cos( 7t) +
s
s2 +7
13
11 7
13 1
11 L
1
s2 +7
sin( 7t).
20
s
s2 +k2 .
sa
(sa)2 +k2 .
sa
(sa)2 +k2
= eat cos(kt).
k
(sa)2 +k2
= e sin(kt).
at
21
Find: L
4s+1
s2 +10s+34
1 4(s+5)19
1 4(s+5)20+1
=
L
=L
2
(s+5)2 +9
(s+5) +9
2
= 4L
= 4e
cos(3t)
(s+5)
(s+5)2 +9
19L
3
1
= 4e5t cos(3t) 19
L
3
(s+5)2 +9
1
5t
19 5t
3 e
1
(s+5)2 +9
sin(3t).
22
Lemma:
at
Now
L(e
)=
Example 1:
s = a.
1
1
at
Hence, L(te ) = sa = (sa)2 , s = a.
1
at
=
te
In other words, L1 (sa)
.
2
s+2
1
).
Example 2: Find f (t) = L (ln
s3
s+2
Solution: Now L(f (t)) = ln
. Then by the Lemma,
s3
s+2
L(tf (t)) = ln
= (ln(s + 2) ln(s 3))
s3
1
sa ,
Next Slide
23
1
1
1
1
)=
.
L(tf (t)) = (
s+2 s3
s3 s+2
Hence,
tf (t) = L
1
1
1
)L (
)
(
s3
s+2
=e e
Hence,
3t
2t
3t
2t
e e
f (t) =
t
, t > 0.
24
1
U (t a) =
0
if t a
.
if 0 t < a
1
a
The unit function can be used to express piecewise
functions.
25
4
6
if 0 t < 8
.
if t 8
4 + (6 4)U (t 8) = 4.
Then
4 + (6 4)U (t 8) = 4 + 6 4 = 6.
f (t) = 4 + 2U (t 8).
26
t
f (t) = t2
3
t
if 0 t < 2
if 2 t < 6 .
if 6 t
27
Truncating a Function
y=f(t)
y=g(t)
a
The graph of g has been obtained by truncating that of f.
g(t) =
0
f (t)
if 0 t < a
.
if t a
28
Truncating a Function
y=f(t)
y=g(t)
y=g
0
g(t) = f (t)
if 0 t < a
if a t < b .
if b t
29
y=g
y=g(t)
a b
The graph of g has been obtained translating the
graph of f by c units to the right and then
truncating it.
0
g(t) = f (t c)
if 0 t < a
if a t < b .
if b t
30
y=f(a)
0
y(t) = f (t a)U (t a) =
f (t a)
if 0 t < a
.
if a t
a
Proposition 1 Let a 0 and L(f (t)) = F (s). Then
L(f (t a)U (t a)) = eas F (s).
f (t + 2 2) = (t + 2) = t + 4t + 4
f (t) = t2 + 4t + 4
F (s) = L(t2 ) + 4L(t) + 4L(1)
2
4
4
=
+ 2 + , s > 0.
3
s
s
s
2
L(t
U (t 2)) =
Thus
2
s3
4
s2
4
s
e2s , s > 0.
32
L
sin(
Example 3: Determine
2 t)U (t 3) .
sin( 2 (t
+ 3)) =
sin( 2 t
2 3)).
sin( 2 t)U (t
3) = e3s
s
2
2
s + 4
.
33
Let
(F (s)) = f (t).
Then
s
1
= cos(2t).
Example 1: Recall L
2
s +4
Hence
s
7s
e
s2 + 4
34
Example 2: Determine L
7s
e
(s 5)2 + 4
Thus,
1
7s
1
(s 5)2 + 4
e
(s 5)2 + 4
= e sin(2t).
5t
Replace t by t7.
5(t7)
=e
sin(2(t 7)) U (t 7).
35
Convolutions
Let f and g be functions. The convolution of f with
g is defined by
t
f ( )g(t ) d.
f g(t) =
0
5t
t
0
sin(3 ) e d.
5(t )
Solution:
f g(t) =
=
t
0
t
0
f (t)g(t ) d =
t
0
2 (2(t ) + 3) d.
(2t + 3 ) d = (2t + 3)
2
= (2t + 3)
5t4
3
+t .
=
12
3 t
4 t
t
0
= (2t +
d
t3
3) 3
t
0
t4
4
37
Example 2:
Express the following integral as a convolution.
cos(t ) d.
3
factor
Replace by t to
get the first factor
of the convolution
t factor
Replace t by t to
get the second factor
of the convolution
cos(t ) d = t cos(t)
3
38
Example 3:
t
0
e2(t ) 3 d = t3 e2t .
Example 4:
In the following example t factor is missing.
d = t 1.
t t
t t2
t
t
d = 0 e e
d = e e .
Example 5: 0 e
0
t
0
et2 d =
t
0
t 2
t t 2
ee
d = e 0 e
d = et (e2t 1).
39
t 2(t ) 3
e
d .
t 2(t ) 3
e
3!
s4 (s2) ,
s > 2.
40
Example 2: L
=L
t t+
e
0
sin(t ) d
t t
ee
0
sin(t ) d
t t
= L e 0 e sin(t ) d
= L et (et sin t)
t
t
L(e
sin
t)
=
L(e
)L(sin t) =
Now
1
1
s1 s2 +1 ,
s > 1.
L e (e sin t) =
t
1
1
(s1)1 (s1)2 +1
1
(s2)((s1)2 +1) ,
s > 2.
41
Example 3: Find L
Solution:
t
0
t sin( ) d .
t
t
t sin( ) d = L t 0 sin( ) d
0
= L (t(sin t 1))
1 1
s2 +1 s ,
, s>0
1
s(s2 +1)
3s2 +1
s2 (s2 +1)2 ,
s > 0.
s > 0.
42
Integro-differential Equations
Example: Solve: f (t) = t +
sin(
)f
(t
)
d.
input to f
0
Solution: Notice that f (t) = t + sin t f (t). Now use the
Hence, (1
1
s2 +1 )L(f (t))
1
s2
s2 +11
( s2 +1 )L(f (t))
1
s2
s2 +1
s4
1
s2
i.e.,
1
s4 .
1
s2
1
s2 +1 L(f (t).
s2
( s2 +1 )L(f (t))
1
s2
Hence,
1 1 3!
3! L
s4 = t +
t3
6.
43
y
Solve: (t) = 1 sin t
y(
)
d,
y(0)
=
0.
Take Laplace
0
1
s
1
s2 +1
L(y(t) 1),
sL(y(t)) =
1
s
1
s2 +1
L(y(t))L(1),
sL(y(t)) =
1
s
1
s2 +1
L(y(t))
s
1
s
1
s2 +1 ,
(s + 1s )L(y(t)) =
1
s
1
s2 +1 ,
(s2 +1)
L(y(t))
s
1
s
1
s2 +1 ,
sL(y(t)) +
L(y(t))
,
s
Next Slide
44
L(y(t)) =
s
1
(s2 +1) s
L(y(t)) =
1
(s2 +1)
y(t) = L
s
1
,
2
2
(s +1) s +1
s
,
2
2
(s +1)
1
(s2 +1)
y(t) = sin t
1
t
sin
t
2
s
(s2 +1)2
45
y + 4y = (t 2), y(0) = 6.
2s
e
sL(y) y(0) +4L(y) =
s
2s
2s
e
e
=6+
(s + 4)L(y) = y(0) +
s
s
e2s
6
e2s
e2s
6
+
=
+
L(y) =
(s + 4) s(s + 4)
(s + 4)
4s
4(s + 4)
y(t) = 6e
4t
e
1
+ U (t 2)
4
4(t2)
U (t 2).
46
x x+y
(1)
t
= e , x(0) = 0, y(0) = 0.
(2)
By taking the Laplace Transforms, we will solve for x and
y by converting the equations into two in L(x) and L(y).
From (1)
From (2)
(3)
(4)
1
s
1
.
s1
47
1
(s 1)L(x) + sL(y) =
s1
s+3
det
det
s1
, L(y) =
L(x) =
s+3 s
s+3 s
det
det
s1 s
s1 s
L(x) =
1
s
1
s1
s
s
s
1 s1
s2 + 3s s2
+s
, L(y) =
1
s
1
s1
s+3
s1
s2 +
s1
s
3s s2 +
48
L(x) =
s
s1
4s
, L(y) =
s+3
s1
s1
s
4s
1
s+3
s1
1
, L(y) =
L(x) =
4s 4(s 1)
4s(s 1)
4s2
3
1
1
to get L(y) = 4s
+ s1
4s
4s12 .. Hence,
L(y) = 1s +
1
s1
1
4s2 .
Hence, y = 1 + e +
t
1
4 t.
4A + 4B = 1
A
s
B
s1
and
s + 3 = 4A(s 1) + 4Bs.
4A = 3..
Hence,
Periodic Functions
This part is repeated
f(t)
f(2T+t)
f(T+t)
2T
T+t
2T+t
3T
ts
f (t) dt.
0
50
-1
4a
6a
1
1
if 0 t < a
.
if a t < 2a
1
L(f (t))(s) =
1 e2as
2a
ts
f (t) dt,
0
51
1
=
1 e2as
1
=
1 e2as
ts
f (t) dt +
ts
1
=
1 e2as
1
=
1 e2as
2a
ts
f (t) dt
dt
2a
ts
e
a
ts a
ts 2a
e
e
s 0
s a
dt
1
e
e
e
+
s
s
s
s
as
2as
as
1
1
as
2as
(1
2e
=
+
e
)
(1 e2as ) s
52
1
1
as
as
(1 e )(1 e )
=
as
as
s (1 e )(1 + e )
2x=as
1 (1 eas )
,
s
>
0
=
s (1 + eas )
Recall
)
e (e e )
(1 e
(e e )
= x x
=
tanh(x) = x
x
x
(e + e )
e (e + e )
(1 + e2x )
x
Whence,
L(f )(s) =
as
tanh( 2 )
2x
, s > 0.
53