Maths Transform Methods

Topic 00 : TOPIC NAME

Lectures 1326 : Laplace Transforms
Dr Kieran Murphy
Department of Computing and Mathematics,
Waterford Institute of Technology.
([email protected])

Autumn Semester, 2014

Credits:
This module and these
notes were developed
by Dr Pardaig Kirwan
with only minor modifications on my part.

Outline
Definition and properties of the Laplace transforms.
Convert a function in time domain (t) to a function in frequency domain (s), and back.
Solving constant linear, constant coefficient ODEs using Laplace transforms.

1 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Laplace transforms provide a method for representing and analyzing linear

systems using algebraic methods.
The main idea behind the Laplace Transform is that we can solve an equation
(or a system of equations) containing differential and integral terms by
transforming the equations in t-space to one in s-space.
This makes the problem much easier to solve.
If needed we can find the inverse Laplace transform which gives us the
solution back in t-space.
This can be illustrated as follows:
.
Differential
Problems

Equation

Laplace Transform

Very Easy

Difficult

Solution of Differential
Equation

Algebra Problems

Inverse Laplace Transform

Solution of
Problems

Algebra

2 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Pierre Simone de Laplace (1749-1827)

Laplace was a French mathematician, astronomer and physicist who applied the
Newtonian theory of gravitation to the solar system (an important problem of his
day). He played a leading role in the development of the metric system. Napolean
Bonaparte was his student for a year.

Definition 1
The Laplace transform of a function f (t) is denoted by L[f (t)] and is defined as
follows:
Z
L[f (t)] =

f (t)est dt

3 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Note:
When the limits are inserted the result will become a function of s.
Z
L[f (t)] =
f (t)est dt = F(s)
0

We use lower-case f for the function in t while we use upper-case (capital) F

for the function in s.

Example 2
Use the definition above to determine the Laplace transform of
f (t) = a (constant)
Hence determine
(a) L[3]

(b) L[7]

(c) L[2]
4 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Example 3
Use the definition above to determine the Laplace transform of
f (t) = eat
Hence determine
(a) L[e2t ]

(c) L[e3t ]

(b) L[e7t ]

Class Exercise
Use the definition of the Laplace transform to determine
L[e8t ]

5 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Example 4
Use the definition of the Laplace transform to determine
(a) L[e2t + e3t ]

(b) L[7e3t ]

The linearity property of the Laplace Transform

If f (t) and g(t) are one-sided functions and c is a constant then


 


L f (t) + g(t) = L f (t) + L g(t) = F(s) + G(s)


 
L c f (t) = c L f (t) = c F(s)

6 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

We recall Eulers formula

ejat = cos(at) + j sin(at)

Example 5
Determine the Laplace transform of
f (t) = ejat
Hence, determine the Laplace transform of
(a) f (t) = cos(at)
(b) f (t) = sin(at)

7 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Example 6
Determine the Laplace transform of
e3t + e3t
f (t) =
2

In a similar manner we find the following.

Other Transforms
a
s2 a2
s
L[cosh(at)] = 2
s a2
L[sinh(at)] =

Class Exercise
Determine the laplace transform of f (t) = sinh(7t).
8 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Example 7
Determine the Laplace transform of f (t) = 4t3

In General
n

L[t ] =

n!
sn+1

Example 8
Determine the Laplace transform of
(a) f (t) = t2
(b) f (t) = 7t6
(c) f (t) = 3t2 + 6t 4
9 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Summary
f (t)
a
eat
cos(at)
sin(at)
cosh(at)
sinh(at)
tn

F(s) = L[f (t)]

a
s
1
sa
s
s2 + a2
a
s2 + a2
s
s2 a2
a
s2 a2
n!
sn+1
10 of 40

Introduction to Laplace Transforms

Introduction to Laplace Transforms

Lecture 13

Class Exercises
Determine the Laplace transforms of the following.
(a) sin(7t)
(b) e2t 3e4t

(c) cosh(7t) + sinh(7t)

(d) 3t6 + 4t2 6

11 of 40

Shift Theorems

Shift Theorems

Lecture 14

Multiplication by eat (the first shift theorem)

If L[f (t)] = F(s) then

L[eat f (t)] = F(s + a)

Example 9
Determine the Laplace transforms of
(a) sin(2t)
(b) e3t sin(2t)

Example 10
Determine the Laplace transforms of
(a) t2
(b) e5t t2
12 of 40

Shift Theorems

Shift Theorems

Lecture 14

The following result is similar to the first shift theorem except that, in this case, it is
the time-variable that is shifted not the s-variable.

Translation of the t-variable (the second shift theorem)

If L(f (t)) = F(s) then
L(f (t a))
L1 (eas F(s))

= eas F(s)
= f (t a)

Example 11
Determine the Laplace transform of
(a) t2
(b) (t 3)2
13 of 40

Shift Theorems

Shift Theorems

Lecture 14

Class Exercises
Determine the Laplace transforms of
(a) f (t) = e2t cosh(4t)
(b) g(t) = 3t2 e4t
(c) h(t) = sin(t + 3)
(d) k(t) = 6et3

14 of 40

Multiplication and Division by t

Multiplication and Division by t

Lecture 15

Multiplication by t
If L[f (t)] = F(s) then

d[F(s)]
L[tf (t)] =
ds

Example 12
Determine the Laplace transforms of
(a) sin(2t)
(b) t sin(2t)

Example 13
Determine the Laplace transforms of
(a) e2t
(b) 3te2t
15 of 40

Multiplication and Division by t

Multiplication and Division by t

Lecture 15

Division by t
If L[f (t)] = F(s) then

f (t)
L
=
t

F(s)ds
s

Note:


f (t)
This rule is only applicable if the limit of
exists as t 0. But to test this,
t
when we put t = 0 we get division by zero. So we use lHopitals rule. This states
that
f (x)
f 0 (x)
lim
= lim 0
xa g(x)
xa g (x)

16 of 40

Multiplication and Division by t

Multiplication and Division by t

Lecture 15

Example 14
(a) Determine the Laplace transform of f (t) = sin(2t).
sin(2t)
(b) Determine whether the limit lim
exists or not.
t0
t
sin(2t)
.
(c) Determine the Laplace transform of f (t) =
t

Class Exercises
Determine the Laplace transform of the following
(a) f (t) = 3t cos(2t)

(c) f (t) = t cosh(4t)

1 cos(2t)
(b) f (t) =
t

e3t 1
(d) f (t) =
t

17 of 40

Inverse Laplace Transforms

Inverse Laplace Transforms

Lecture 16

Definition 15
If L[f (t)] = F(s) then the inverse Laplace Transform is
f (t) = L1 [F(s)]

L
f (t)

F(s)
L1

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Inverse Laplace Transforms

Inverse Laplace Transforms

Lecture 16

Recall that the Laplace transform of a function f (t) is defined by an integral

from t = 0 to t = as follows:
Z
L[f (t)] =
f (t)est dt
0

Hence the value of a function f (t) for negative t is immaterial to the Laplace
transform.
This is reflected in the inverse Laplace transform by the use of the Heaviside
step function.
Consequently we can write


7
L1 2
= sin(7t)U(t)
s + 49
 
6
L1 3
= 3t2 U(t)
s
The importance of U(t) will be seen later, however we note this by means of
the following table.
19 of 40

Inverse Laplace Transforms

Inverse Laplace Transforms

Lecture 16

Summary
f (t)
aU(t)
eat U(t)
cos(at)U(t)
sin(at)U(t)
cosh(at)U(t)
sinh(at)U(t)
tn U(t)

F(s) = L[f (t)]

a
s
1
sa
s
s2 + a2
a
s2 + a2
s
s2 a2
a
s2 a2
n!
sn+1
20 of 40

Inverse Laplace Transforms

Inverse Laplace Transforms

Lecture 16

The summary table can be used backwards. For example



a
a
1
L[sin(at)U(t)] = 2
implies that L
= sin(at)U(t)
2
2
2
s +a
s +a
L
a
s2 + a2

sin(at)U(t)
L1

Example 16
Determine


7
1
(a) L
s2 + 49

(b) L

6
s3

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Inverse Laplace Transforms

Inverse Laplace Transforms

Lecture 16

Because the Laplace transform is a linear operator it follows that the inverse
Laplace transform is also linear.

The Linearity Property of the Inverse Laplace Transform

If c is a constant then
L1 (F(s) + G(s)) = L1 (F(s)) + L1 (G(s))
L1 (cF(s)) = cL1 (F(s))

Example 17
1

(a) L

9s
s2 + 16


(b) L

1
2
+
s+2 s3

3
4
+
s+6 s7

Class Exercise
(a) L1

18
s2

(b) L1

22 of 40

Partial Fractions

Partial Fractions

Lecture 17

Example 18
(a) Show that

1
2
3s + 1
+
= 2
s+2 s3
s s6

(b) Determine
1

3s + 1
s2 s 6

This is not one of the standard transforms.

1
2
3s + 1
The problem is how did we get
+
from 2
.
s+2 s3
s s6

23 of 40

Partial Fractions

Partial Fractions

Lecture 17

Partial Fractions
To determine constants A and B such that
cs + d
A
B
=
+
(s a)(s b)
sa sb
we multiply both sides by (s a)(s b) to leave us with
cs + d = A(s b) + B(s a)
By letting s = a and then s = b we obtain values for A and B respectively.

Example 19
Determine
L

4s + 1
s2 s 12

24 of 40

Partial Fractions

Partial Fractions

Lecture 17

Example 20
Determine
1

s + 14
2s2 + 7s + 3

Class Exercises
Determine


8s 6
(a) L1 2
s 2s


s
1
(b) L
3s2 + 14s + 8

25 of 40

Completing the Square

Completing the Square

Lecture 18

Previously we noted that the Laplace transform of a function multiplied by eat is

given by
L(eat f (t)) = F(s + a) where L(f (t)) = F(s)
Reversing this we get that
1

F(s + a) = eat f (t) where L(f (t)) = F(s)

Example 21
Determine the inverse Laplace transform of
3
(s 1)2 + 9

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Completing the Square

Completing the Square

Lecture 18

If we expand the denominator in the previous example then we can rewrite it as

3
3
= 2
2
(s 1) + 9
s 2s + 10
The process of writing s2 2s + 10 as (s 1)2 + 9 is called completing the
square.
If the denominator of the function of s is an irreducible quadratic then
completing the square and the first shift theorem allows us to determine the
inverse Laplace transform of it.

Example 22
Complete the square in the denominator, and determine the inverse Laplace
transform of
s3
(a) 2
s 6s + 13

6s
(b) 2
s + 8s + 17
27 of 40

Completing the Square

Completing the Square

Lecture 18

Class Exercise
Complete the square in the denominator, and determine the inverse Laplace
transform of
6
(a) 2
s + 4s + 13

2s
(b) 2
s + 10s + 29

28 of 40

Solving ODEs using Laplace Transforms1

Solving ODEs using Laplace Transforms1

Lecture 19

Method:
This involves 4 distinct stages:
(1) Determine the Laplace transform of the differential equation.
(2) Insert the given initial conditions.
(3) Rearrange the equation algebraically to give the transform of the solution.
(4) Determine the inverse transform to obtain the solution of the differential
equation.
This can be modelled as follows:
.
Differential
Problems

Equation

Laplace Transform

Very Easy

Difficult

Solution of Differential
Equation

Algebra Problems

Inverse Laplace Transform

Solution of
Problems

Algebra

29 of 40

Solving ODEs using Laplace Transforms1

Solving ODEs using Laplace Transforms1

Lecture 19

Example 23
If L[x(t)] = X(s) then show that


dx(t)
= sX(s) x(0)
L
dt

Transforms of derivatives:
If L[x(t)] = X(s) then

L
"

dx(t)
dt

d x(t)
L
dt2

= sX(s) x(0)
= s2 X(s) sx(0) x0 (0)

30 of 40

Solving ODEs using Laplace Transforms1

Solving ODEs using Laplace Transforms1

Lecture 19

Example 24
Solve the following differential equation using Laplace transforms.
dy(t)
+ 2y(t) = 10e3t
dt
given that y = 6 when t = 0.

Class Exercise
Solve the following differential equation using Laplace transforms.
di(t)
4i(t) = 10
dt
given that i = 0 when t = 0.

31 of 40

Solving ODEs using Laplace Transforms2

Solving ODEs using Laplace Transforms2

Lecture 20

The following example uses partial fractions where the denominator is a

product of distinct linear factors such as as + b. These result in partial
fractions of the form
A
as + b
Inverting the Laplace transform will be straightforward from the table of
transforms.

Example 25
Solve the following differential equation using Laplace transforms.
d2 x(t)
dx(t)
+3
+ 2x(t) = 0
2
dt
dt
dx(t)
given that x(t) = 6 and
= 3 when t = 0.
dt
32 of 40

Solving ODEs using Laplace Transforms2

Solving ODEs using Laplace Transforms2

Lecture 20

The following example uses partial fractions where the denominator contains a
product of repeated linear factors such as (as + b)2 . These results in two
partial fractions of the form
A
B
+
as + b (as + b)2
Inverting the Laplace transform will require the firstshift theorem and the
table of transforms.

Example 26
Solve the following differential equation using Laplace transforms.
d2 x(t)
dx(t)
+6
+ 9x(t) = 0
dt2
dt
dx(t)
given that x(t) = 0 and
= 1 when t = 0.
dt
33 of 40

Solving ODEs using Laplace Transforms2

Solving ODEs using Laplace Transforms2

Lecture 20

Class Exercise
Solve the following differential equation using Laplace transforms.
d2 x(t)
dx(t)
0
(a)
+
10x(t)
=
0,
x(0)
=
1,
x
(0) = 0
+
8
2
dt
dt
dy(t)
+ 10y(t) = 10 cos(2t),
y(0) = 1, y0 (0) = 0
(b) 4
dt
d2 x(t)
dx(t)
0
+
10
+
25x(t)
=
10,
x(0)
=
0,
x
(0) = 0
(c)
2
dt
dt

34 of 40

Solving ODEs using Laplace Transforms3

Solving ODEs using Laplace Transforms3

Lecture 21

The following example uses partial fractions where the denominator contains a
quadratic factor which cannot be factored such as as2 + bs + c. This results in
a partial fraction of the form
As + B
as2 + bs + c
Inverting the Laplace transform will require completing the square, the
firstshift theorem and the table of transforms.

Example 27
Solve the following differential equation using Laplace transforms.
d2 x(t)
dx(t)
+4
+ 9x(t) = sin(4t)
dt2
dt
dx(t)
given that x(t) = 0 and
= 0 when t = 0.
dt
35 of 40

Solving ODEs using Laplace Transforms3

Solving ODEs using Laplace Transforms3

Lecture 21

Example 28
Use Laplace transforms to solve
d2 x(t)
+ x(t) = 2t
dt2

x(0) = 0, x0 (0) = 5

Class Exercise
Solve the following differential equation using Laplace transforms.
d2 x(t) dx(t)
2t

2x(t)
=
e
dt2
dt
given that x(t) = 4 and

dx(t)
= 1 when t = 0.
dt

36 of 40

Electrical Circuits

Electrical Circuits

Lecture 22

Example 29
Consider the following electrical circuit.

10

20V

0.004F

0.1H

i(t)

Determine expressions for

1

the charge on the capacitor after t seconds,

the current in the circuit after t seconds.

Assume that there is no initial charge on the capacitor.

37 of 40

Electrical Circuits

Electrical Circuits

Lecture 22

Example 30
Consider the following electrical circuit.

CF

cos(t)

LH

i(t)

Determine expressions for

1
the charge on the capacitor after t seconds,
2

the current in the circuit after t seconds.

Assume that there is no initial charge on the capacitor.

38 of 40

Electrical Circuits

Electrical Circuits
q(t)

q(t) =

Lecture 22

cos(t) cos( 1LC t)

L 2 C

1
6=
LC

39 of 40

Electrical Circuits

Electrical Circuits
q(t)

q(t) =

t sin(t) cos(t)
2 2

Lecture 22
1
=
LC

This is the result of Resonance where the applied voltage has the frequency as
the systems natural frequency.
The derivation of the above solution is much easier using the Convolution
Theorem (next section).
40 of 40

The Convolution Theorem

The Convolution Theorem

Lecture 23

In this Section we introduce the convolution of two functions f (t), g(t) which
we denote by (f g)(t).
The convolution is an important construct because of the convolution theorem
which allows us to find the inverse Laplace transform of a product of two
transformed functions:
L1 (F(s)G(s)) = (f g)(t)

Definition 31
If f (t) and g(t) are one-sided functions then their convolution is defined by:
Z t
(f g)(t) =
f (t x)g(x)dx
0

The rationale for this peculiar definition when we look at its discrete version,
i.e. the convolution of sequences.
41 of 40

The Convolution Theorem

The Convolution Theorem

Lecture 23

This is an odd looking definition but it turns out to have considerable use both
in Laplace transform theory and in the modelling of linear engineering
systems.
One should note that the variable of integration is x.
As far as the integration process is concerned the t-variable is (temporarily)
regarded as a constant.

Example 32
Let f (t) = t and g(t) = t2 . Determine
(a) (f g)(t)

(b) (g f )(t)

42 of 40

The Convolution Theorem

The Convolution Theorem

Lecture 23

The above result is true in general

Commutativity Property of Convolution

(f g)(t) = (g f )(t)
The convolution of f (t) with g(t) is the same as the convolution of g(t) with f (t).

Example 33
Determine the Laplace transforms of
(a) f (t) = t
(b) g(t) = t2
(c) (f g)(t)

43 of 40

The Convolution Theorem

The Convolution Theorem

Lecture 23

The Convolution Theorem

If L(f (t)) = F(s) and L(g(t)) = G(s) then it can be shown that
L((f g)(t))

= F(s)G(s)

L1 (F(s)G(s))

= (f g)(t)

The second version will be particularly useful.

Example 34
Use the convolution theorem to determine the inverse Laplace transform of
3s
(s2 + 9)(s2 + 4)

44 of 40

The Convolution Theorem

The Convolution Theorem

Lecture 23

Class Exercise
Use partial fractions to determine the inverse Laplace transform of
7
(s 1)(s + 4)

45 of 40

The Convolution TheoremApplication

The Convolution TheoremApplication

Lecture 24

Example 35
Consider the following electrical circuit.

0.001F

20 cos(100t)

0.1H

i(t)

Determine expressions for

1

the charge on the capacitor after t seconds,

the current in the circuit after t seconds.

Assume that there is no initial charge on the capacitor.

46 of 40

The Convolution TheoremApplication

The Convolution TheoremApplication

Lecture 24

Class Exercise
Consider the following electrical circuit.

0.001F

20 cos(25t)

0.1H

i(t)

Determine expressions for

1

the charge on the capacitor after t seconds,

the current in the circuit after t seconds.

Assume that there is no initial charge on the capacitor.

47 of 40

The Impulse Function

The Impulse Function

Lecture 25

There is often a need for considering the effect on a system (modelled by a

differential equation) by a forcing function which acts for a very short time
interval.
For example, how does the current in a circuit behave if the voltage is switched
on and then very shortly afterwards switched off?
How does a cantilevered beam vibrate if it is hit with a hammer (providing a
force which acts over a very short time interval)?
Both of these engineering systems can be modelled by a differential equation.
There are many ways the kick or impulse to the system can be modelled.

48 of 40

The Impulse Function

The Impulse Function

Lecture 25

The three most important input signals in engineering applications are

Step functions - U(t)
Oscillation input - R cos(t + )
Impulse - very large for a very short time.
Let us define

(
ga (t) =

1
2a

a < t < a
otherwise

1
2a

t
49 of 40

The Impulse Function

The Impulse Function

Lecture 25

Clearly the area under the graph is equal to 1, i.e.

Z
ga (t)dt = 1

As we let a 0 the graph of ga (t) gets taller and narrower, but always with an area
of 1.

Definition 36
The impulse function is given by
(t) = lim ga (t)
a0

50 of 40

The Impulse Function

The Impulse Function

Lecture 25

Properties
1

(t) = 0 when t 6= 0
Z
(t) dt = 1

Z
(t)f (t) dt = f (0)

Z
(t c)f (t) dt = f (c)

Consequently the Laplace transform of the impulse function is

Z
L((t)) =
est (t)dt = es0 = e0 = 1
0

51 of 40

The Impulse Function

The Impulse Function

Lecture 25

It is also worth noting that

dU(t)
= (t)
dt

Example 37
Determine the solution of
d2 y(t)
dy(t)
+
2
+ 10y(t) = (t 5)
2
dt
dt
subject to y(0) = y0 (0) = 0.

52 of 40

Transfer Functions

Transfer Functions

Lecture 26

In this section we introduce the concept of a transfer function and then use this
to obtain a Laplace transform model of a linear engineering system.
We shall also see how to obtain the impulse response of a linear system and
hence to construct the general response by use of the convolution theorem.
Linear engineering systems are those that can be modelled by linear
differential equations.
We shall only consider those systems that can be modelled by constant
coefficient ordinary differential equations.

53 of 40

Transfer Functions

Transfer Functions

Lecture 26

Consider a system modelled by the second order differential equation.

d2 y
dy
a 2 + b + cy = f (t)
dt
dt
in which a, b, c are given constants and f (t) is a given function.
In this context f (t) is often called the input signal or forcing function and the
solution y(t) is often called the output signal.
We shall assume that the initial conditions are zero (in this case
y(0) = 0, y0 (0) = 0).
Now, taking the Laplace transform of the differential equation, gives:
(as2 + bs + c)Y(s) = F(s)
where we have designated L(y(t)) = Y(s) and L(f (t)) = F(s).
54 of 40

Transfer Functions

Transfer Functions

Lecture 26

Definition 38
We define the transfer function of a system to be the ratio of the Laplace
transform of the output signal to the Laplace transform of the input signal with
the initial conditions as zero.
The transfer function (a function of s), is denoted by H(s).
In this case
H(s)

Y(s)
1
= 2
F(s)
as + bs + c

Now, in the special case in which the input signal is the delta function,
f (t) = (t), we have F(s) = 1 and so, H(s) = Y(s).
We call the solution to the differential equation in this special case the unit
impulse response function and denote it by h(t)U(t).
We include the step function U(t) to emphasize its one-sidedness.
55 of 40

Transfer Functions

Transfer Functions

Lecture 26

So
h(t)U(t) = L1 (H(s)) when f (t) = (t)
Now, keeping this in mind and returning to the general case in which the input
signal f (t) is not necessarily the impulse function (t), we have:
Y(s) = H(s)F(s)

The solution for the output signal is, as usual, obtained by taking the inverse
Laplace transform:
y(t)

= L1 (Y(s))
= L1 (H(s)F(s))
= (h f )(t)

using the convolution theorem.

56 of 40

Transfer Functions

Transfer Functions

Lecture 26

Linear System Solution

The solution to a linear system, modelled by a constant coefficient ordinary
differential equation, is given by the convolution of the unit impulse response
function h(t)U(t) with the input function f (t).

Example 39
Determine the impulse response function h(t) to a linear engineering system
modelled by the differential equation:
d2 y
+ 9y = cos(3t)
dt2

y(0) = 0, y0 (0) = 0

and hence solve the system.

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