20 3 FRTHR Laplce Trnsforms
20 3 FRTHR Laplce Trnsforms
20 3 FRTHR Laplce Trnsforms
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.
'
Prerequisites
Before starting this Section you should . . .
Learning Outcomes
On completion you should be able to . . .
24
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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
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
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
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
HELM (2008):
Section 20.3: Further Laplace Transforms
27
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
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).
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
Answer
You should find
F (s) =
s3 s2 + 3
s3 (s 1)
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+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)
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
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
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