Laplace Transform

Laplace Transform
The Laplace transform is used to solve
linear constant coefficient differential
equations. This is achieved by
transforming them to algebraic equations.
The algebraic equations are solved, then
the inverse Laplace transform is used to
obtain a solution in terms of the original
variables.

Laplace Transform
DEFINITION:
The Laplace transform of f(t) is F(s),
defined by:
{ }
}

= =
0
) ( ) ( ) ( dt t f e s F t f L
st
Laplace Transform
Example 1:
Find the Laplace transforms of
a. f(t) = a where: a = constant
b. f(t) = e
at
c. f(t) = cos(at)
d. f(t) = sinh(at)

Laplace Transform
Example 2:
Find the Laplace transforms of
1. x(t) = -1 0<t<2
= 0 2<t<4
= 1 t>4

2. (t) = 2 0<t<2
= -4t +10 2<t<3
= -2 t>3
Laplace Transform
Seatwork:
Derive the following f(t):
1. sin(at)
2. cosh(at)
3. t
n
4. tcost
Table 1. Laplace Transform of
some common functions:
k
s
k
n
t 1
!
+ n
s
n
at
e

a s
1
bt sin
2 2
b s
b
+
bt cos
2 2
b s
s
+
at n
e t

1
) (
!
+

n
a s
n
f(t) F(s)
(1)
(2)
(3)
(4)
(5)
(6)
Table 1. Laplace Transform of
some common functions:
bt e
at
sin

2 2
) ( b a s
b
+
bt e
at
cos

2 2
) (
) (
b a s
a s
+

bt sinh
2 2
b s
b

bt cosh
2 2
b s
s

bt t sin
2 2 2
) (
2
b s
bs
+
bt t cos
2 2 2
2 2
) ( b s
b s
+

(7)
(8)
(9)
(10)
(11)
(12)
Laplace Transform
Example 4:
Use Table 1 to determine the Laplace transform of each
of the following functions:

|
.
|

\
|

2
cos : ) (
: ) (
4 sin : ) (
: ) (
: ) (
2
7
3
t
e
e d
t c
t b
t a
t
t e j
t e i
t t h
t g
t f
t
t
cos : ) (
2 sin : ) (
4 sin : ) (
5 cosh : ) (
3 sinh : ) (
3

Laplace Transform Property

1. The Laplace transform of the sum or
difference of several functions is equal to the
sum or difference of the Laplace transform of the
individual function.

2. If a function is multiplied by a constant k, then
the corresponding transform is also multiplied by
k.

3. The Laplace transform of the product of
several functions is not equal to the product of
their transform.
{ } { } { } ) ( ) ( ) ( ) ( t g L t f L t g t f L =
{ } { } ) ( ) ( t f kL t kf L =
{ } { } { } ) ( * ) ( ) ( * ) ( t g L t f L t g t f L =
Laplace Transform Property
Example 5:
Find the Laplace transforms of the
following functions:
t
e t b
t a
2 5 : ) (
2 3 : ) (
2

+
Laplace Transform Property
Example 6:
Find the Laplace transforms of the following:
) cos (sin : ) (
6 5 sin 2 3 cos 5 : ) (
2
1
3
t t e b
t t t a
t
+ +
+

Laplace Transform Property

First Shift Theorem:
The Laplace transform of the product of
and f(t) is equal to the transform of
f(t) with s replaced by
at
e

) ( a s
{ } ) ( ) ( a s F t f e L
at
=

Laplace Transform Property

Example 7:
a.) Use Table1 to find the Laplace transform


b.) Use the first shift theorem to write down

t t t f 5 sin ) ( =
{ } t t e L
t
5 sin
3
Laplace Transform Property
Example 8:
The Laplace transform of a function, f(t) is
given by:

State the Laplace transform of
) 1 (
1 2
) (
+
+
=
s s
s
s F
) ( : ) (
) ( : ) (
3
2
t f e b
t f e a
t
t
Laplace Transform Property
Second Shift Theorem:
1. The function, u(t-d) f(t-d), is obtained by
moving u(t) to the right by an amount d as
illustrated in Fig 1.
{ }
0
) ( ) ( ) (
>
=

d
s F e d t f d t u L
sd
Laplace Transform Property
Second Shift Theorem:
Fig 1.

u(t)f(t)








t



u(t-d)f(t-d)






d t
Laplace Transform Property
Example 9:
Given:


Use the second shift theorem with d=2.
{ } { } ) 2 ( ) 2 ( : ,
9
2
) (
+
= t f t L find
s
s
t f L
Laplace Transform Property
Example 10:
The Laplace transform of a function is .
Find the function.
2
3
s
e
s
Laplace Transform Property
Final Value Theorem:
1. The Laplace transform of some functions
exist only for Re(s)>0 and for these
functions taking the limit as is not
sensible. The theorem applies only to real
values of s and for functions, f(t) which
posses a limit
0 s
t
) ( lim ) ( lim
0
t f s sF
t s
=
Laplace Transform Property
Example 11:
Verify the final value theorem for
t
e t f
2
) (

=
Laplace Transform Property
Initial Value Theorem:
It states that if f(t) and its derivative are
laplace transformable then the initial
value is defined by
) ( lim ) ( lim
0
s sF t f
s t
=
Laplace Transform Property
Example 12:
Verify the initial value theorem for
25 ) 2 (
) 2 ( 4
) (
2
+ +
+
=
s
s
s F
Differentiation and Integration of
the Laplace Transform
Differentiation of Laplace transform
Let f be piecewise continuous on [0,]
of exponential order and L{f (t)} = F(s).
Then
) ,...( 3 , 2 , 1 )), ( ) 1 (( ) ( o > = = s n t f t L s F
ds
d
n n
n
n
Differentiation and Integration of
the Laplace Transform
Proof:
)) ( ( ) (
) ( ) (
) ( ) (
) ( ) (
) ( ) (
0
0
0
0
t tf L s F
ds
d
dt t f te s F
ds
d
dt t f e
s
s F
ds
d
dt t f e
ds
d
s F
ds
d
dt t f e s F
st
st
st
st
=
=
c
c
=
=
=
}
}
}
}

Laplace Transform Property
Example 13:
Find the laplace transform of
using differentiation of laplace transform.
t t t f 2 sin ) ( =
Differentiation and Integration of
the Laplace Transform
Integration of Laplace transform
Let f be piecewise continuous on [0,]
of exponential order with F(s) = L{f (t)}
and such that lim
t0
f(t)/t exists. Then
) ( ,
) (
) ( o >
|
.
|

\
|
=
}

s
t
t f
L ds s F
s
Differentiation and Integration of
the Laplace Transform
Proof:
,
) (
) (
) (
lim
) (
) (
) ( lim ) (
) ( lim ) (
) ( lim ) (
) (
) (
0 0
0
0
0
|
.
|

\
|
=
=
(

=
|
.
|

\
|
=
|
.
|

\
|
=
|
.
|

\
|
=
}
} } }
} }
} } }
} } }
}

t
t f
L ds s F
dt
t
t f
e dt
t
t f
e ds s F
dt t f
t
e
ds s F
dt ds t f e ds s F
ds dt t f e ds s F
t
t f
L ds s F
s
wt
w
st
s
w
s
st
w s
w
s
st
w s
w
s
st
w s
s
Laplace Transform Property
LAPLACE TRANSFORM OF DERIVATIVES
Let:
f(t) = a function of t,
f = the first derivative of f
f = the second derivative of f
{ }
{ }
) 0 ( ' ) 0 ( ) ( } " {
) 0 ( ) ( '
) ( ) (
2
f sf s f s f L
f s sF f L
s F t f L
=
=
=
Laplace Transform Property
where:
f(0) and f(0) = initial values of f and f in general
case, the Laplace transform of an
nth derivative is:


Another useful result is:
) 0 ( ) 0 ( ' ) 0 ( ) ( } {
) 1 ( 2 1 ) (
=
n n n n n
f f s f s s F s f L
{ } ) (
1
) (
0
s F
s
dt t f L
t

}
Laplace Transform Property
Example 14:
Given x(0) = 2 and x(0) = -1
Write expressions for the Laplace
transforms of:
(a) 2x 3x + x
(b) -x + 2x + x
Inverse Laplace Transform
Inverse Laplace Transform
Finding a function f(t), given the Laplace
transform F(s). If L{f(t)} = F(s) we write:

f(t) = L
-1
{F(s)}
Inverse Laplace Transform
Example 1:
Find the inverse Laplace transforms of the
following:
1
1
: ) (
1
1
: ) (
1
: ) (
16
: ) (
2
: ) (
2
2
2
3
3
+
+
+
+
s
s
e
s
d
s
s
c
s
b
s
a
Inverse Laplace Transform
Example 2:
Find the inverse Laplace transforms of the
following functions:
9 ) 1 (
15
: ) (
4 ) 1 (
) 1 (
: ) (
) 2 (
10
: ) (
2
2
4

+ +
+
+
s
c
s
s
b
s
a
Inverse Laplace Transform
Example 3:
Find the inverse Laplace transforms of the
following functions:
11 8 2
1
: ) (
13 6
3 2
: ) (
13 6
3
: ) (
2
2
2
+ +

+ +
+
+ +
+
s s
s
c
s s
s
b
s s
s
a
Inverse Laplace Transform using
Partial Fraction Expansion
The inverse Laplace transform of a fraction is
often best found by expressing it as its partial
fraction, and finding the inverse Laplace of
these.
Types of Roots
Case 1. Roots of the Denominator of F(s) are real and
distinct.



Case 2. Roots of the Denominator of F(s) are real and
repeated.



Case 3. Roots of the Denominator of F(s) are complex or
imaginary.


) ( ) ( ) ( ) ( ) (
) (
) (
) ( ) ( ) )( (
) (
) (
) (
) (
2
2
1
1
2 1
n
n
m
m
n m
p s
K
p s
K
p s
K
p s
K
s D
s N
s F
p s p s p s p s
s N
s D
s N
s F
+
+ +
+
+ +
+
+
+
= =
+ + + +
= =


) ( ) ( ) ( ) ( ) (
) (
) ( ) ( ) (
) (
) (
) (
) (
2
1
1
1
2
2
1
1
2 1
n
n r r
r r
n
r
p s
K
p s
K
p s
K
p s
K
p s
K
s F
p s p s p s
s N
s D
s N
s F
+
+ +
+
+
+
+ +
+
+
+
=
+ + +
= =
+

+
+ +
+
+
+
= =
+ + +
= =
) ( ) ( ) (
) (
) (
) )( (
) (
) (
) (
) (
2
3 2
1
1
2
1
b as s
K s K
p s
K
s D
s N
s F
b as s p s
s N
s D
s N
s F
Cover-up Method for Real and
Distinct Roots
Use to find the residue of the partial
fraction expansion with distinct roots.

| |
m
p s
m m
s F p s K
=
+ = ) ( ) (
Cover-up Method for Real and
Repeated Roots
Use to find the residue of the partial
fraction expansion with multiple roots.

| |
1
) ( ) (
)! 1 (
1
1
1
1
p s
r
i
i
i
s F p s
ds
d
i
K
=

=
Inverse Laplace Transform using
Partial Fraction Expansion
Example 4:
Find the inverse Laplace transform of:
2 3
8 6
: ) (
1 4
: ) (
2
2
+ +
+

s s
s
b
s s
s
a
Inverse Laplace Transform using
Partial Fraction Expansion
Example 5:
Find the inverse Laplace transform of:
s s s
s s
2 3
2 6 3
2 3
2
+ +
+ +
Inverse Laplace Transform using
Partial Fraction Expansion
Example 6:
Find the inverse Laplace transform of:
2 3 4
4 5
2
) (
s s s
s F
+ +
=
Inverse Laplace Transform using
Complex Numbers
This method uses partial fractions but all the
factors in the denominator are linear-that is,
there are no quadratic factors.
Inverse Laplace Transform using
Complex Numbers
Example 7:
Find the inverse Laplace transform of :
13 6
3
2
+ +
+
s s
s
Convolution Theorem
Let f(t) and g(t) be piecewise continuous
functions. The convolution of f(t) and g(t).
denoted (f * g)(t), is defined by
}
=
t
dv v g v t f t g f
0
) ( ) ( ) )( * (
Convolution Theorem
Example 8:
Find the convolution of 2t and t
3
.
Convolution Theorem
Example 9:
Show that f*g = g*f
where f(t)=2t and g(t) = t
3
Inverse Laplace Transform using
Convolution Theorem
Let f(t) and g(t) be continuous functions, with
L{f(t) = F(s) and L{g(t)} = G(s). The convolution
theorem allows us to find the inverse Laplace
transforms, F(s)G(s)
{ } ) )( * ( ) ( ) (
1
t g f s G s F L =

Inverse Laplace Transform using

Convolution Theorem
Example 10
Use the convolution theorem to find the inverse
Laplace transform of the following functions:
) 4 (
3
) (
) 3 )( 2 (
1
) (
2
+
+ +
s s
b
s s
a
Solving Linear Constant Coefficient Differential
Equations using Laplace Transforms
Laplace and inverse Laplace transforms are
applied in finding particular solution of
differential equations.

The Laplace transform of the equation will make
the differential equation into an algebraic
equation. The transform of the dependent
variable is found and then the inverse Laplace
transform is calculated to yield the required
particular solution.
Solving Linear Constant Coefficient Differential
Equations using Laplace Transforms
Example 11
Solve the differential equation using Laplace
transform
3 ) 0 ( ,..... 0 = = + x x
dt
dx
Solving Linear Constant Coefficient Differential
Equations using Laplace Transforms
Example 12
Solve the equation using Laplace transform
3 ) 0 ( ,........ 9
2
= = + x e x
dt
dx
t
Electrical Circuits
Definition of Terms
Electricity is a form of energy used for
heating and lighting, and also to provide
power for machines. It is generated by
friction and induction that have magnetic
and radiant effect.
Transient State the rapidly changing
state of an electric circuit.
Steady state the state where the voltage,
current, power, and energy are in their
normal level.
Symbols and Units
Symbol Unit Description
t seconds (s) time
Q coulombs (C) charge on a capacitor
I amperes (A) current
E volts (V) voltage
R ohms () resistance
L henrys (H) inductance
C farads (F) capacitance
Kirchoffs Rules
Kirchoffs Current Law (KCL) the
algebraic sum of the currents into any
branch point is zero.
Kirchoffs Voltage Law (KVL) the
algebraic sum of the potential differences
in any loop must equal to zero.
Circuit Parameters
Resistance the factor that impeded or
resisted the flow of current in a circuit by
the wire and other devices.




where: or
R R
Ri V =
R
V
i
R
R
=
Circuit Parameters
The current and voltage in a purely
resistive circuit can change
instantaneously when the switch is closed
at time t = 0.
Circuit Parameters
when t < 0, i = 0 and when t 0, i = E/R as
shown in the graph
Circuit Parameters
Inductance the property of a circuit that
causes opposition to any change of
current in the circuit. Since the change in
current is only delayed then we can say
that the current lags the voltage
Circuit Parameters
In an inductive circuit, the current cannot
change instantaneously
Circuit Parameters
Note:
Faradays law states that the emf
(electromotive force) induced in a winding
located in a changing magnetic field is
proportional to the number of turns of the
winding and to the time rate of change of
magnetic flux linking the turns of the
winding.
Circuit Parameters
Thus,

likewise,

but which is the flux linkage, hence,



instantaneous voltage

dt
d
N E
|
=
) ( | N
dt
d
e =
Li N = |
dt
di
L Li
dt
d
N
dt
d
e = = = ) ( ) ( |
=
dt
di
L V
L
Circuit Parameters
and to solve for i
L
,






instantaneous current
Li dt V
Ldi dt V
dt
di
L V
L
L
L
=
=
=
}
} }
=
}
dt V
L
i
L L
1
Circuit Parameters
and therefore, the inductive current at t
0, using kirchoffs voltage law


E
dt
di
L Ri = +
Circuit Parameters
which can be shown the relationship in the
graph
Circuit Parameters
Capacitance the property of the circuit
that causes opposition to any change of
voltage



but , thus
C
q
V
C
=
dt
dq
i =
} }
= dq idt
}
= idt q
Circuit Parameters
hence,

and to solve for the instantaneous current
}
= idt
C
V
C
1
q C V
idt C V
idt
C
V
C
C
C
=
=
=
}
}
1
Circuit Parameters
thus,
dt
dV
C i
C V
dt
d
dt
dq
i
C
C
C
=
= = ) (
Circuit Parameters
In a capacitive circuit, the voltage cannot
change instantaneously
Circuit Parameters
at t > 0, by KVL:
and the graph should be,
E idt
C
Ri = +
}
1
Discharging a Capacitor
A capacitor is initially charged to voltage
(V
0
)
Discharging a Capacitor
at t > 0 by KVL:

but , then

forming to homogeneous equation
0 = +Ri V
C
dt
dV
C i
C
= 0 = +
dt
dV
RC V
C
C
0 = +
RC
V
dt
dV
C C
Discharging a Capacitor
getting the laplace transform


then t = 0,
0 ) (
1
) 0 ( ) ( = + s V
RC
V s sV
C C C
0
V V
C
=
0
0
) (
1
) (
0 ) (
1
) (
V s V
RC
s sV
s V
RC
V s sV
C C
C C
= +
= +
Discharging a Capacitor





getting the inverse laplace transform
RC
s
V
s V
V
RC
s s V
C
C
1
) (
1
) (
0
0
+
=
=
(

+
t
RC
C
e V t V
1
0
) (

=
Discharging a Capacitor

Charging a Capacitor
In a capacitive circuit,
Charging a Capacitor
at t > 0 by KVL:

but , then

getting the laplace transform
E Ri V
C
= +
dt
dV
C i = E
dt
dV
RC V
C
= +
s
E
s V V s sV RC = + ) ( )] 0 ( ) ( [
Charging a Capacitor
then t = 0,
0 ) 0 ( = V
) 1 (
) (
) 1 (
) (
] 1 )[ (
) ( ) (
RC s s
RC E
s V
RCs s
E
s V
s
E
RCs s V
s
E
s V s RCsV
+
=
+
=
= +
= +
Charging a Capacitor
thus,

consider
)
`

+
=

) 1 (
) (
1
RC s s
RC E
L t v
E
s
RC E
B
E
RC s
RC E
A
RC s
B
s
A
RC s s
RC E
RC
s
s
= =
=
+
=
+
+ =
+
=
=
1
0
1
1 ) 1 (
Charging a Capacitor
hence
|
|
.
|

\
|
=
=
)
`

+
=

t
RC
t
RC
e E t v
Ee E t v
RC s
E
s
E
L t v
1
1
1
1 ) (
) (
1
) (
Table of Initial Conditions
(for dc circuits only)
Element Equivalent circuit at t = 0
Table of Final Conditions
(for dc circuits only at steady state)
Element Equivalent circuit at t = 0
Example
Find i(t) of the circuit
Example
The network shows that the switch is
closed when t = 0,assume that i(0) = 0;
q(0) = 0. Find i(t)
Example
Find the currents in the network shown
when the switch is closed at t = 0 and the
capacitor carries a charge of 0.03
coulomb.
Seatwork
The switch is closed at t = 0 with the
network is in the steady state prior to t = 0.
Find i(t).