CEE 104 - SIM - ULO 4a

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ULO-4a.

learn and solve about Laplace Transforms of Functions

Metalanguage
In this section, Laplace transform will be a tool for you to solve for IVP’s which will be
discussed in the next learning outcomes. Under this section will be the definition,
transforms of Elementary functions, transforms of 𝑒 −𝛼𝑡 𝑓(𝑡) – Theorem, and transforms
of 𝑡 𝑛 𝑓(𝑡) – Derivatives of Transforms. Being an engineer, you must contain this basic
knowledge to practice your field.

Please proceed immediately to the “Essential Knowledge” part since the first lesson
is also definition of essential terms.

Essential Knowledge
Laplace transforms are important for any engineer’s mathematical toolbox as they make
unraveling linear ODEs and related initial value problems, as well as systems of linear
ODEs, much easier. Such applications include: electrical networks, springs, mixing
problems, signal processing, and other areas of engineering and physics.

Laplace transform reduces the problem of solving a differential equation to an algebraic


problem.

Definition: Let f(t) be a given of function which is defined for all positive values y = t. We
multiply f(t) by 𝑒 −𝑠𝑡 and integrate with respect to t from zero to infinity. Then, if the resulting
integral exists, it is a function of s, say F(s); where s is a parameter which may be real or
complex.


𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
0

The function F(s) is the Laplace transform of the original function f(t) and will be denoted
by ℒ(𝑓). The symbol ℒ, which transforms f(t) into F(s) is called the Laplace transformation
operator. Thus,

𝐹(𝑠) = ℒ(𝑓) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0
The original function f(t) is called the inverse transform or inverse of F(s) and will be
denoted by ℒ −1 (𝐹). That is, f(t) = ℒ −1 (𝐹).

Example 1: Find the Laplace transform of f(t) = 1, when t > 0



𝐹(𝑠) = ℒ(𝑓) = ∫ 𝑒 −𝑠𝑡 (1)𝑑𝑡
0
𝑢 = −𝑠𝑡
𝑑𝑢 = −𝑠 𝑑𝑡

= ∫ 𝑒 𝑢 𝑑𝑢
0
1
= − (𝑒 𝑢 )∞0
𝑠
1
= − (𝑒 −𝑠𝑡 )∞0
𝑠
1
= − [𝑒 −𝑠(∞) − 𝑒 −𝑠(0) ]
𝑠
1
= − (0 − 1)
𝑠
1
𝐹(𝑠) = ; 𝑠 > 0
𝑠

Example 1: Find the Laplace transform of 𝑓(𝑡) = 𝑒 𝛼𝑡 , when t > 0



𝐹(𝑠) = ℒ(𝑓) = ∫ 𝑒 −𝑠𝑡 (𝑒 𝛼𝑡 )𝑑𝑡
0

= ∫ 𝑒 𝑡(𝑎−𝑠) 𝑑𝑡
0
𝑢 = 𝑡(𝑎 − 𝑠)
𝑑𝑢 = (𝑎 − 𝑠) 𝑑𝑡

𝑑𝑢
= ∫ 𝑒𝑢
0 𝑎−𝑠
1
= (𝑒 𝑢 )∞
0
𝑎−𝑠

1 ∞
= (𝑒 𝑡(𝑎−𝑠) )0
𝑎−𝑠
1
= (𝑒 ∞(𝑎−𝑠) − 𝑒 0(𝑎−𝑠) )
𝑎−𝑠
1
= (0 − 1)
𝑎−𝑠
−1
=
𝑎−𝑠
−1
=
−(−𝑎 − 𝑠)
1
𝐹(𝑠) = ; 𝑠>0
𝑠 − 𝑎

Table 6.1 Some functions f(t) and their Laplace Transforms

PROPERTIES OF LAPLACE TRANSFORM


1. LINEARITY PROPERTY:
If a and b are constants while f(t) and g(t) are functions of t, then

Example 1: Find the Laplace transform of 𝑓(𝑡) = 7𝑠𝑖𝑛𝑡.


ℒ(𝑓) = 7 ℒ(𝑠𝑖𝑛𝑡)
𝟕
𝑭(𝒔) = 𝟐
𝒔 +𝟏
Example 2: Find the Laplace transform of 𝑓(𝑡) = 2𝑡 + 3
ℒ(𝑓) = 2 ℒ(𝑡) + 3

𝐹(𝑠) = 2 ℒ(𝑡) + 3
1 1
𝐹(𝑠) = 2( 2 ) + 3( )
𝑠 𝑠
𝟐 + 𝟑𝒔
𝑭(𝒔) =
𝒔𝟐

2. FIRST SHIFTING PROPERTY:

Example 3: Find the Laplace transform of 𝑓(𝑡) = 𝑒 −3𝑡 𝑐𝑜𝑠5𝑡


𝑠
ℒ(𝑓) = 2 ; (𝑤ℎ𝑒𝑟𝑒 𝑠 = 𝑠 + 3)
𝑠 + 52
𝒔+𝟑
𝓛(𝒇) =
(𝒔 + 𝟑)𝟐 + 𝟐𝟓
Example 4: Find the Laplace transform of 𝑓(𝑡) = 𝑡 3 𝑒 5𝑡
3!
ℒ(𝑓) = 3+1 ; (𝑤ℎ𝑒𝑟𝑒 𝑠 = 𝑠 − 5)
𝑠
𝟔
𝓛(𝒇) =
(𝒔 − 𝟓)𝟒

3. CHANGE OF SCALE PROPERTY

Example 5: Find the Laplace transform of 𝑓(𝑡) = 𝑐𝑜𝑠3𝑡


𝑠
Remember that, ℒ(cost) = 𝑠 2+12
𝑠
1 3
ℒ(cos3t) = 3 ( 𝑠 2
)
( ) +1
3
𝑠
1 3
ℒ(cos3t) = 3 ( 𝑠2
)
+1
9
𝑠
1
ℒ(cos3t) = 3 ( 𝑠23+9 )
9
1 𝑠 9
ℒ(cos3t) = 3 ⌊(3)(𝑠 2+9)⌋
𝒔
ℒ(cos3t) = 𝒔𝟐+𝟗

𝑠 2 − 𝑠+1
Example 6: Find the Laplace transform of 𝑓(2𝑡)𝑤ℎ𝑒𝑛 ℒ[f(t)]=(2𝑠+1)2 (𝑠−1)
𝑠 2 𝑠
1 ( ) − +1
2 2
ℒ[f(2t)]=2 [ 𝑠 𝑠 ]
(2( )+1)2( −1)
2 2
𝑠2 𝑠
1 − +1
4 2
ℒ[f(2t)]=2 [ 𝑠−2 ]
(𝑠+1)2( )
2

𝑠2 −2𝑠+4
1 4
ℒ[f(2t)]=2 [ 𝑠−2 ]
(𝑠+1)2( )
2
1 𝑠 2−2𝑠+4 2
ℒ[f(2t)]=2 [( ) ((𝑠+1)2 (𝑠−2))]
4
𝟏 𝒔𝟐−𝟐𝒔+𝟒
ℒ[f(2t)]=𝟒 ((𝒔+𝟏)𝟐(𝒔−𝟐))

4. MULTIPLICATION BY POWER OF t
If ℒ[f(t)] = F(s), then
𝑑𝑛
ℒ[𝑡 𝑛 𝑓(𝑡)] = (−1)𝑛 𝐹(𝑠)
𝑑𝑠 𝑛
Example 7: Find the Laplace transform of 𝑓(𝑡) = 𝑡𝑠𝑖𝑛(𝑡)
By looking at the exponent of t, we have n=1.
𝑑𝑛
ℒ[𝑡 𝑛 𝐹(𝑡)] = (−1)𝑛 𝑑𝑠 𝑛 𝐹(𝑠)
𝑑1 1
1
= (−1) ( )
𝑑𝑠1 𝑠 2 + 12
(𝑠 2 + 1)(0) − (1)(2𝑠)
= (−1) ( )
(𝑠 2 + 1)2
−2𝑠
= (−1) ( 2 )
(𝑠 + 1)2
𝟐𝒔
= 𝟐
(𝒔 + 𝟏)𝟐
Example 8: Find the Laplace transform of 𝑓(𝑡) = 𝑡(3𝑠𝑖𝑛2𝑡 − 2𝑐𝑜𝑠2𝑡)
2 𝑠
ℒ[3tsint2t] - ℒ[2tcos2t] = 3(−1)1 𝑑 [𝑠 2+4] − 2(−1)1 𝑑 [𝑠 2+22 ]
(𝑠 2+4)(0) − (2)(2𝑠) (𝑠 2+4)(1) − (𝑠)(2𝑠)
= −3 [ ]+ 2[ ]
(𝑠 2+4)2 (𝑠 2+4)2
−4𝑠 −𝑠 2+4
= −3 [(𝑠 2+4)2 ] + 2 [(𝑠 2+4)2 ]
12𝑠 − 2𝑠 2+8
= (𝑠 2+4)2
𝟐(𝟔𝒔 − 𝒔𝟐+𝟒)
= (𝒔𝟐+𝟒)𝟐

5. DIVISION BY t
If ℒ[f(t)] = F(s), then
𝑓(𝑡) ∞
ℒ[ ] = ∫𝑠 𝐹(𝑢)𝑑𝑢
𝑡
𝑓(𝑡)
Provided lim [ ]
𝑡−0 𝑡
𝑠𝑖𝑛 2 𝑡
Example 9: Find the Laplace transform of 𝑓(𝑡) = 𝑡
𝑠𝑖𝑛 2 𝑡 1 − 𝑐𝑜𝑠2𝑡
By identity: 𝑓(𝑡) = =
𝑡 2
1 − 𝑐𝑜𝑠2𝑡 1 1 𝑠
ℒ[ ]= − 2 (𝑠 2+4)
2 2𝑠

1 1 𝑠
= ( − 2 )
2 𝑠 𝑠 +4
𝑠𝑖𝑛 2 𝑡 ∞1 1 𝑠
Thus, ℒ ( ) = ∫𝑠 ( − 𝑠 2+4) 𝑑𝑠
𝑡 2 𝑠
∞ ∞
1 1 𝑠
=∫ 𝑑𝑠 − ∫ ( 2 ) 𝑑𝑠
𝑠 2𝑠 𝑠 2 𝑠 +4

𝑙𝑒𝑡 𝑢 = 𝑠 2 + 4; 𝑑𝑢 = 2𝑠𝑑𝑠
∞ ∞
1 1 𝑑𝑢
=∫ 𝑑𝑠 − ∫ ( )
𝑠 2𝑠 𝑠 2 2𝑢

∞ ∞
1 1
= [ 𝑙𝑛(𝑠)] − [ 𝑙𝑛 𝑠 2 + 4]
2 𝑠 4 𝑠

∞ ∞
1 1
= [ [𝑙𝑛(∞) − 𝑙𝑛(𝑠)]] − [ [𝑙𝑛 (∞2 + 4) − 𝑙𝑛 (𝑠 2 + 4)] ]
2 0
4 0

1 1
= [(∞) − 𝑙𝑛(𝑠)] − [ ∞ − 𝑙𝑛 (𝑠 2 + 4)]
2 4
1 1
= ∞ − 𝑙𝑛(𝑠) − ∞ + 𝑙𝑛(𝑠)
2 4
1
= [−2𝑙𝑛(𝑠) + 𝑙𝑛(𝑠 2 + 4)]
4
1
= [−𝑙𝑛(𝑠 2 ) + 𝑙𝑛(𝑠 2 + 4)]
4

𝟏 𝒔𝟐 + 𝟒
= 𝒍𝒏 ( 𝟐 )
𝟒 𝒔

6. LAPLACE TRANSFORMS OF DERIVATIVES


If f(t) is continuous and f'(t) is piecewise continuous for 0 t ≥, then
ℒ{ f'(t) } = s ℒ{f(t) } − f(0)
[Proof]

ℒ[𝑓′′(𝑡) = ∫ 𝑓′(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0
Integration by parts by letting
u = e-st dv = f'(t) dt
-st
du= -se dt v = f(t)

ℒ[𝑓′′(𝑡) = [𝑒 −𝑠𝑡 𝑓 (𝑡)]∞ ′
0 + 𝑠 ∫ 𝑓 (𝑡 )𝑒
−𝑠𝑡
𝑑𝑡 = −𝑓(0) + 𝑠ℒ [𝑓 (𝑡)]
0
= ℒ[𝑓′(𝑡) = 𝑠ℒ[𝑓(𝑡)] − 𝑓(0)

Theorem: f(t), f'(t), . . ., f(n-1)(t) are continuous functions for t ≥ 0, and f (n)(t) is
piecewise continuous function, then

EXAMPLE 10: Find the Laplace Transform of f(t) = sin at.

EXAMPLE 11: Find the Laplace Transform of f(t) =𝑡 2 .


𝑓(𝑡) = 𝑡 2 𝑓(0) = 0
𝑓′(𝑡) = 2𝑡 𝑓′(0) = 0
𝑓′′(𝑡) = 2 𝑓′′(0) = 2
2
ℒ(𝑓′′) = 𝑠 ℒ(𝑓) − 𝑠𝑓(0) − 𝑓′(0)
ℒ(2) = 𝑠 2 ℒ(𝑓) − 𝑠(0) − 0
2
= 𝑠 2 ℒ(𝑓)
𝑠
2
ℒ(𝑓) = 3
𝑠
Self-Help: You can also refer to the sources below to help you further
understand the lesson.

Source
Kreyszig, E.(2011), Advance Engineering Mathematics.

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