20 3 FRTHR Laplce Trnsforms

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Further Laplace

Transforms

20.3

Introduction
In this Section we introduce the second shift theorem which simplifies the determination of Laplace
and inverse Laplace transforms in some complicated cases.
Then we obtain the Laplace transform of derivatives of causal functions. This will allow us, in the
next Section, to apply the Laplace transform in the solution of ordinary differential equations.
Finally, we introduce the delta function and obtain its Laplace transform. The delta function is often
needed to model the effect on a system of a forcing function which acts for a very short time.

'

be able to find Laplace transforms and inverse


Laplace transforms of simple causal functions

Prerequisites
Before starting this Section you should . . .

Learning Outcomes
On completion you should be able to . . .

24

understand what an initial-value problem is


have experience of the first shift theorem

&
'

&

be familiar with integration by parts

%
$

use the second shift theorem to obtain


Laplace transforms and inverse Laplace
transforms
find the Laplace transform of the derivative
of a causal function
HELM (2008):
Workbook 20: Laplace Transforms

1. The second shift theorem


The second shift theorem is similar to the first except that, in this case, it is the time-variable that
is shifted not the s-variable. Consider a causal function f (t)u(t) which is shifted to the right by
amount a, that is, the function f (t a)u(t a) where a > 0. Figure 13 illustrates the two causal
functions.

f (t)u(t)

f (t a)u(t a)

Figure 13
The Laplace transform of the shifted function is easily obtained:
Z
L{f (t a)u(t a)} =
est f (t a)u(t a) dt
Z0
=
est f (t a) dt
a

(Note the change in the lower limit from 0 to a resulting from the step function switching on at
t = a). We can re-organise this integral by making the substitution x = t a. Then dt = dx
and when t = a, x = 0 and when t = then x = .
Therefore
Z
Z
st
e f (t a) dt =

es(x+a) f (x) dx
0
Z
sa
= e
esx f (x) dx

The final integral is simply the Laplace transform of f (x), which we know is F (s) and so, finally, we
have the statement of the second shift theorem:

Key Point 8
Second Shift Theorem
If

L{f (t)} = F (s) then L{f (t a)u(t a)} = esa F (s)

HELM (2008):
Section 20.3: Further Laplace Transforms

25

Obviously, this theorem has its uses in finding the Laplace transform of time-shifted causal functions but it is also of considerable use in finding inverse Laplace transforms since, using the inverse
formulation of the theorem of Key Point 8 we get:

Key Point 9
Inverse Second Shift Theorem
If

L1 {F (s)} = f (t) then L1 {esa F (s)} = f (t a)u(t a)

Task
Find the inverse Laplace transform of

e3s
.
s2

Your solution

Answer
You should obtain (t 3)u(t 3) for the following reasons. We know that the inverse Laplace
transform of 1/s2 is t.u(t) (Table 1, Rule 3) and so, using the second shift theorem (with a = 3),
we have


1
3s 1
= (t 3)u(t 3)
L
e
s2
This function is graphed in the following figure:

(t 3)u(t 3)

45
3

26

HELM (2008):
Workbook 20: Laplace Transforms

Task
Find the inverse Laplace transform of

s2

s
2s + 2

Your solution

Answer
You should obtain et (cos t + sin t).
To obtain this, complete the square in the denominator: s2 2s + 2 = (s 1)2 + 1 and so
s2

s
s
(s 1) + 1
s1
1
=
=
=
+
2
2
2
2s + 2
(s 1) + 1
(s 1) + 1
(s 1) + 1 (s 1)2 + 1

Now, using the first shift theorem




s1
1
L
= et cos t.u(t)
2
(s 1) + 1

since L

s
2
s +1


= cos t.u(t)

(Table 1, Rule 6)

= sin t.u(t)

(Table 1. Rule 5)

and
1

1
(s 1)2 + 1

= e sin t.u(t)

since L

1
2
s +1

Thus
1

s
s2 2s + 2

= et (cos t + sin t)u(t)

2. The Laplace transform of a derivative


df d2 f
,
, . . . (which are also
dt dt2
causal.) The Laplace transform of derivatives will be invaluable when we apply the Laplace transform
to the solution of constant coefficient ordinary differential equations.
df
If L{f (t)} is F (s) then we shall seek an expression for L{ } in terms of the function F (s).
dt
Now, by the definition of the Laplace transform
  Z
df
df
L
=
est dt
dt
dt
0
Here we consider not a causal function f (t) directly but its derivatives

HELM (2008):
Section 20.3: Further Laplace Transforms

27

This integral can be simplified using integration by parts:

e
0


 Z
st
(s)est f (t) dt
dt = e f (t)
dt
0
Z 0
est f (t) dt
= f (0) + s

st df

(As usual, we assume that contributions arising from the upper limit, t = , are zero.) The integral
on the right-hand side is precisely the Laplace transform of f (t) which we naturally replace by F (s).
Thus
 
df
L
= f (0) + sF (s)
dt
As an example, we know that if f (t) = sin t u(t) then
1
= F (s)
(Table 1, Rule 5)
s2 + 1
and so, according to the result just obtained,
L{f (t)} =

 
df
L
= L{cos t u(t)} = f (0) + sF (s)
dt


1
= 0+s 2
s +1
s
= 2
s +1
a result we know to be true.
We can find the Laplace transform of the second derivative in a similar way to find:
 2 
df
L
= f 0 (0) sf (0) + s2 F (s)
dt2
(The reader might wish to derive this result.) Here f 0 (0) is the derivative of f (t) evaluated at t = 0.

Key Point 10
Laplace Transforms of Derivatives
If

28

L{f (t)} = F (s) then


 
df
L
= f (0) + sF (s)
dt
 2 
df
L
= f 0 (0) sf (0) + s2 F (s)
2
dt

HELM (2008):
Workbook 20: Laplace Transforms

Task

d2 f
df
= 3t with initial conditions

2
dt
dt
0
f (0) = 0, find the explicit expression for F (s).

If L{f (t)} = F (s)


f (0) = 1,

and

 
 2 
df
df
, L
and L{3t}:
Begin by finding L
2
dt
dt
Your solution

Answer
L{3t} = 3/s2
 
df
= f (0) + sF (s) = 1 + sF (s)
L
dt
 2 
df
L
= f 0 (0) sf (0) + s2 F (s) = s + s2 F (s)
2
dt

Now complete the calculation to find F (s):


Your solution

Answer
You should find

F (s) =

s3 s2 + 3
s3 (s 1)

since, using the transforms we have found:

3
s2
3
s3 s2 + 3
F (s)[s2 s] = 2 + s 1 =
s
s2

s + s2 F (s) (1 + sF (s)) =
so
leading to F (s) =

s3 s2 + 3
s3 (s 1)

HELM (2008):
Section 20.3: Further Laplace Transforms

29

Exercises
1. Find the Laplace transforms of
(a) t3 e2t u(t) (b) et sinh 3t.u(t) (c) sin(t 3).u(t 3)
2. If F (s) = L{f (t)} find expressions for F (s) if
d2 y
dy
y(0) = 1, y 0 (0) = 0
(a) 2 3 + 4y = sin t
dt
dt
dy
(b) 7 6y = 3u(t)
y(0) = 0,
dt
3. Find the inverse Laplace transforms of
6
3s2 + 11s + 14
15
(a)
(c) 3
(b) 2
(s + 3)4
s 2s + 10
s + 2s2 11s 52

e3s
(d) 4
s

e2s2 (s + 1)
(e) 2
s + 2s + 5

Answers
1. (a)

6
(s + 2)4

2. (a)

s3 3s2 + s 2
(s2 + 1)(s2 3s + 4)

(b)

3
(s 1)2 9
(b)

(c)

e3s
s2 + 1

3
s(7s 6)

3. (a) e3t t3 u(t) (b) 5et sin 3t.u(t) (c) (2e4t + e3t cos 2t)u(t)
(e) et cos 2(t 2).u(t 2)

(d) 16 (t 3)3 u(t 3)

3. The delta function (or impulse function)


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. The function we have
in mind could have the graphical representation (when a is small) shown in Figure 14.
f (t)

d+a

Figure 14
This can be represented formally using step functions; it switches on at t = d and switches off at
t = d + a and has amplitude b:
30

HELM (2008):
Workbook 20: Laplace Transforms

f (t) = b[u(t d) u(t {d + a})]


The effect on the system is related to the area under the curve rather than just the amplitude b. Our
aim is to reduce the time interval over which the forcing function acts (i.e. reduce a) whilst at the
same time keeping the total effect (i.e. the area under the curve) a constant. To do this we shall
take b = 1/a so that the area is always equal to 1. Reducing the value of a then gives the sequence
of inputs shown in Figure 15.

f (t)

decreasing a

1
a

d+a
Figure 15

As the value of a decreases the height of the rectangle increases (to ensure the value of the area
under the curve is fixed at value 1) until, in the limit as a 0, the function becomes a spike at
t = d. The resulting function is called a delta function (or impulse function) and denoted by
(t d). This notation is used because, in a very obvious sense, the delta function described here is
located at t = d. Thus the delta function (t 1) is located at t = 1 whilst the delta function
(t) is located at t = 0.
If we were defining an ordinary function we would write
1
(t d) = lim [u(t d) u(t {d + a})]
a0 a
However, this limit does not exist. The important property of the delta function relates to its integral:
Z

(t d) dt = lim

a0

1
[u(t d) u(t {d + a})] dt = lim
a0
a

d+a

1
dt
a
d


d+a d
= lim

=1
a0
a
a

which is what we expect since the area under each of the limiting curves is equal to 1.
A more technical discussion obtains the more general result:

HELM (2008):
Section 20.3: Further Laplace Transforms

31

Key Point 11
Sifting Property of the Delta Function
Z
f (t)(t d) dt = f (d)

This is called the sifting property of the delta function as it sifts out the value f (d) from the
function f (t). Although the integral here ranges from t = to t = + in fact the same result
is obtained for any range if the range of the integral includes the point t = d. That is, if d
then
Z
f (t)(t d) dt = f (d)

Thus, as long as the delta function is located within the range of the integral the sifting property
holds. For example,
Z 2
Z
sin t (t 1.1) dt = sin 1.1 = 0.8112
et (t 1) dt = e1 = 0.3679
1

Task
Write expressions for delta functions located at t = 1.7 and at t = 2.3

Your solution
Answer
(t + 1.7) and (t 2.3)

Task

(sin t (t + 2) cos t (t)) dt

Evaluate the integral


1

Your solution

32

HELM (2008):
Workbook 20: Laplace Transforms

Answer
You should obtain the value 1 since the first delta function, (t + 2), is located outside the range
of integration and thus
Z 3
Z 3
(sin t (t + 2) cos t (t)) dt =
cos t (t) dt = cos 0 = 1
1

The Laplace transform of the delta function


Here we consider L{(t d)}. From the definition of the Laplace transform:
Z
est (t d) dt = esd
L{(t d)} =
0

by the sifting property of the delta function. Thus

Key Point 12
Laplace Transform of the Sifting Function
L{(t d)} = esd

and, putting d = 0,

L{(t)} = e0 = 1

Exercise
Find the Laplace transforms of 3(t 3).
Answer
3e3s

HELM (2008):
Section 20.3: Further Laplace Transforms

33

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