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Chapter 2
Laplace Transform
A. Bazoune
2.1 INTRODUCTION
Laplace Transform is one of the most important mathematical tools available for
modeling and analyzing linear systems.
Complex Numbers
Using
the
notation
j = 1 ,
one
can
z = x + jy
where
jy
and
z
y
x
Fig. 2-1 Complex plane representation of a complex number
z.
Magnitude of z = z = x 2 + y 2
The angle of z is the angle that the directed line segment makes with the positive
real axis. A counterclockwise rotation is defined as the positive direction for
the measurement of angles.
1/36
angle of z = = tan
(y x)
z ( cos + j sin )
z = x + jy
z=
rectangular form
z = z
z= ze
polar form
z= z =
= tan
1
x +y ,
2
x = z cos ,
y = z sin
Complex Conjugate.
defined as
z = x + jy is
z = x jy
The complex conjugate of z thus has the same real part as z and an imaginary
part that is the negative of the imaginary part of z as shown in Fig. 2-2. Notice
that
x
y
z
Fig. 2-2 Complex number
2/36
z.
z = x + jy = z = z ( cos + j sin )
z = x jy = z ( ) = z ( cos j sin )
The power series expansions of cos
Eulers Theorem.
cos = 1
2!
and
sin =
3!
Thus
cos + j sin = 1 + j +
4!
5
Since
e = 1+ x +
x
it follows that
+L
( j )
2!
+L
7!
6!
5!
( j )
( j )
3!
2!
and
4!
+L
+L
3!
cos + j sin = e
Using the above relation, one can express the sine and cosine in complex form.
Noting that
e j
e j
and that
e = cos + j sin
e
= cos j sin
cos =
e +e
2
while by subtracting the second expression above from the first one, we obtain
j
sin =
3/36
e e
2j
Complex Algebra.
Equality of complex numbers.
z1
and
z2
are said to be equal if and only if their real parts are equal and their imaginary parts
are equal. So if two complex numbers are written
z1 = x1 + jy1 ,
Then
z1 = z2
if and only if
x1 = x2
and
and
z2 = x2 + jy 2
y1 = y 2 .
z1
and
z2
added by adding the real parts and the imaginary parts separately:
z1 + z2 = ( x1 + jy1 ) + ( x2 + jy 2 ) = ( x1 + x2 ) + j ( y1 + y 2 )
Subtraction.
Subtracting one complex number from another can be
considered as adding the negative of the former:
z1 z2 = ( x1 + jy1 ) ( x2 + jy 2 ) = ( x1 x2 ) + j ( y1 y 2 )
Multiplication. If a complex number is multiplied by a real number, the
result is a complex number whose real and imaginary parts are multiplied by that
real number:
az = a ( x + jy ) = ax + jay ,
( a = real number)
If two complex numbers appear in rectangular form and we want the product in
rectangular form, multiplication is accomplished by using the fact that j = 1 . Thus,
2
z1 = x1 + jy1 ,
z2 = x2 + jy 2
Then
4/36
z1 = z1 1 ,
then
z2 = z2 2
z1z2 = z1 z2 (1 + 2 )
Multiplication by j.
90o.
is
For example, if
z = x + jy
then
jz = j ( x + jy ) = jx + j 2 y = y + jx
j = 1 90 , if
z = z
then
jz = 1 90 z = z ( + 90 )
by
by
j.
j.
z
jz
Division.
complex number
If a complex number
z2 = z2 2
z1
z2
z1 = z1 1
, then
z1 1
z2 2
z1
z2
5/36
(1 2 )
is divided by another
That is, the result consists of the quotient of the magnitudes and the difference of
the angles. Division in rectangular form can be done by multiplying the denominator
and numerator by the complex conjugate of the denominator. For instance,
z1
z2
( x + jy )
( x + jy )
1
(x
(x
+ jy1 )( x 2 jy 2 )
+ jy 2 ) ( x 2 jy 2 )
1
424
3
complex Conjugate of z 2
(x x
1
(x x
1
(x
Division by j.
90o.
2
2
+ y1 y 2 ) + j ( x 2 y1 x1 y 2 )
(x
z
j
+j
(x y
Division by
For example, if
then
+ y1 y 2 )
+ y2
+ y2
2
2
(x
x1 y 2 )
+ y2
z = x + jy
( x + jy ) ( x + jy ) j
=
jj
jx y
1
= y jx
or,
z
j
z
1 90
= z 90
by
j.
by
j.
z/ j
Fig. 2-4 Division of a complex number
6/36
Multiplying
by
times, we obtain
z = ( z ) = z n
n
Extracting the
1/ n th power.
z1 n = ( z )
1n
(8.66 j5)
=z
1n
=?
Remember :
The real part = x = 8.66
The imaginary part = y = 5
The magnitude = z =
The angle = = tan
Therefore,
( 8.66 j 5 )
()
y
= 10 30
x +y
2
= tan
8 .66 + 5 = 10
2
( )
5
8.66
= 30
zw = z w
z+w z + w
Complex Variable.
s = + j
where
and
are real.)
Complex Function.
has a real part and an imaginary part, or
7/36
A complex function
F ( s ) , a function of s
F ( s ) = Fx + jFy
where
Fx
and
Fy
F ( s ) = F ( s ) = Fx2 + Fy2
Magnitude of
Angle of
F ( s ) = = tan 1 Fy Fx
The angle is measured counterclockwise from the positive real axis. The complex
conjugate of
F (s)
is
F ( s ) = Fx jFy .
Complex functions commonly encountered in linear systems analysis are singlevalued functions of s and are uniquely determined for a given value of s . Typically,
such functions have the form
F (s) =
Points at which
Points at which
K ( s + z1 )( s + z2 )L ( s + zm )
( s + p1 )( s + p2 )L( s + pn )
F (s)
involves
Example
G( s) =
K ( s + 2 )( s + 10 )
s ( s + 1)( s + 5 )( s + 15 )
G ( s ) are values of s
s = 2, s = 10
Zeros of
Poles of
G (s)
are values of
which make
G ( s ) = 0 , that is
which make
G ( s ) = , that is
s = 0 , s = 1, s = 5
8/36
(when
s )
G (s) =
G (s)
k
s3
( s = 0, 1, 5, 15, 15)
9/36
L 1
Definition
The Laplace Transform
F ( s) of f (t ) is defined as
10/36
where
Exponential Function:
in Fig. 2-5:
f (t)
for t < 0
0
f (t ) = t
Ae
for t 0
Ae t
t
Fig. 2-5. Exponential function
A
+s t
F ( s ) = L Ae t = Ae t e st dt = A e ( ) dt =
s +
0
0
0
f (t ) =
A
where
for t < 0
f (t )
for t > 0
t
Fig. 2-6. Step function
A
F (s ) = L f (t ) = L [ A ] = Ae st dt =
s
0
The step function whose height is unity is called a unit-step function. The unit step
11/36
for t < 0
for t > 0
0
1(t ) =
1
is
1
F (s ) = L 1(t ) = 1e st dt =
s
0
0
f (t ) =
At
for t < 0
for t 0
f (t )
f (t ) = At
slope = tan = A
F (s ) = L [ At ] = A te st dt
To evaluate the above integral we use the formula for the integration by parts
udv = uv | vdu
u = At
du = A
1
v = e st
s
dv = e st dt
Substituting these expressions into equation the above integral leads to the
following expression:
Ate st
Ae st
|0 +
dt
F (s ) = L [ At ] = Ate dt =
s
s
0
0
st
( Ae ) |
= (0 0) +
st
s2
12/36
=0
( A ) = A
s2
s2
for t < 0
0
f (t ) =
A sin ( t ) for t 0
where
and
e j t = cos t + j sin t
sin t
and
and
e j t = cos t j sin t
sin t =
1 j t
e e j t )
(
2j
and
cos t =
1 j t
e + e j t )
(
2
Hence
A
A 1
A 1
L [ A sin t ] = ( e j t e j t ) e st dt =
2j 0
2 j s j 2 j s + j
=
A s + j s + j A 2 j
A
= 2
= 2
2
2
2
2
s +
2j
2 j s + s +
Similarly
A
A 1
A 1
L [ A cos t ] = ( e j t + e j t ) e st dt =
+
20
2 s j 2 s + j
=
A s + j + s j A 2 s
As
= 2
= 2
2
2
2
2
2
s +
2 s + s +
13/36
f (t )
from
Remark:
f (t )
to
by
e st
f (t )
each time.
Laplace Transform Tables can conveniently be used to find the transform of a given
function
f (t ) .
0t <
f ( t )1( t )
where
0.
of the
t < .
f (t )1(t )
f (t )1(t )
t
0
Fig. 2-9 Function
f ( t )1( t )
f ( t )1( t )
f ( t )1( t )
is
L f (t )1(t ) = f (t )1(t )e st dt
0
Let
= t , then
t = 0 =
, t and dt = d
and
f ( t )1( t )e
st
dt =
f ( )1( ) = 0
for
< 0,
s ( + )
Noting that
f ( )1( )e
Thus
14/36
to
0.
f ( )1( )e
d = f ( )1( ) e
s ( + )
=e
f ( )e
d = f ( )e s e s d
s ( + )
d = e s F (s )
where
F ( s ) = L f (t ) = f (t ) e st dt
0
and also
L f (t )1(t ) = e s F (s )
f (t ) = t 0
0
where
and
t0
f (t )
A
t0
A t0
by
that begins at
negative
beginning at
t =0
step
function
of
height
t = t0 ; that is ,
A t0
t0
f (t ) =
t0
1( t )
A
t0
1( t t 0 )
f (t )
A
1( t )
t0
A
1( t t0 )
t0
A
t0
t0
f (t ) = L 1(t ) L
t0
t0
f (t )
t0
is obtained as
A
A 1 A 1 st 0 A
1
t
t
1 e st 0
(
)
0 =
e =
t 0s
t0
t0 s t0 s
15/36
lim A
f ( t ) = t 0 t0
0
f (t )
t0 0
t0
t
Fig. 2-11. Impulse function
A / t0
As the duration
A.
t0
A / t0
approaches infinity, but the area under the impulse remains equal to A. Notice that
the magnitude of the impulse is measured by its area. Referring to the transformed
equation previously derived for the pulse function, i.e.,
L [ f ( t )] = A (1 e )
ts
s t0
A (1 e
[ f ( t )] = lim
ts
t0 0
s t0
) = lim
t0 0
d
dt0
A (1 e
d
dt 0
s t0
)
= lim
(t s )
t0 0
A ( se
s t0
(s)
) = A
Thus the Laplace Transform of the impulse function is equal to the area under the
impulse. The impulse function whose area is equal to unity is called the unit
impulse function or the Dirac delta function. The unit impulse function occurring
at
t = t0
is usually denoted by
( t t ) = 0
0
( t t0 ) =
( t t0 ) = 1
16/36
for
t t0
for
t = t0
(t )
u s (t )
u r (t )
1.0
1.0
Time
Time
L (t ) = 1
L u s (t ) =
1
s
1.0
Time
L u r (t ) =
1
s2
synthesize a transient function from a sum of singularity functions; for example, Fig.
()
()
u (t )
u (t )
2 u t
s ( )
1
1
2
u r (t 2 )
1 2 3 4
2
1
t
u r (t 3)
2u s (t 1)
1
2
1 2
3 4
u ( t ) = u s ( t ) 2u s ( t 1) + ur ( t 2 ) ur ( t 3 )
17/36
Multiplication of f ( t ) by e
If
f (t )
Laplace transform of
f (t )
f (t ) = e
Example
F (s) ,
is
f (t ) e dt = f (t )e
st
( s + )t
dt = F ( s + )
+ 2
= F (s)
and
e t sin t
L [cos t ] =
s
and
s
= G (s)
2
+ 2
e t cos t
Solution
e t sin t = F ( s + ) =
2
(s + ) + 2
e t cos t = G ( s + ) =
s +
and
2
(s + ) + 2
L
L
dt f ( t ) = sF ( s ) f ( 0 )
d2
2
&
dt 2 f ( t ) = s F ( s ) sf ( 0 ) f ( 0 )
then the
L [sin t ] =
s
f ( t ) , we obtain
( n 1)
dn
n
n 1
n 2 &
dt n f (t ) = s F (s ) s f (0) s f (0) L f (0)
18/36
( n 1)
f ( t ) , df ( t ) / dt , L, d
Example
n 1
f ( t ) / dt
f ( 0 ) , f& ( 0 ) , L, f ( 0 )
n 1
respectively, evaluated at
t = 0.
Given
Solution
leads to:
Using the definition of the Laplace transform on the remaining term gives:
From these results, the Laplace transform F(s) of the given equation can be
expressed as:
19/36
lim [ f (t ) ] = lim s F ( s )
t
Example
s 0
Given:
Solution
lim [ f (t ) ] = lim s F ( s )
t
s 0
Substituting the given expression into this equation leads to the solution:
f (0+ ) = lim s F ( s )
s
Example
Given:
Solution To solve this problem, use the Initial Value Theorem (IVT):
Substituting the given expression into this equation leads to the solution:
20/36
For this example, as "s" goes to infinity, all terms involving "s" in the numerator and
denominator cancel. (Note that if there was one extra "s" term in the denominator
than there was in the numerator, this extra term would not be cancelled out and the
entire expression would go to zero.)
Integration Theorem
Example
t
F (s )
f (t )dt =
s
0
Given:
Find Laplace transform of the given expression. (Hint: Let f(t) = At)
Solution
Substituting the result for F(s) obtained in the previous example leads to
the solution:
Use of MATLAB
Example
21/36
f ( t ) = t cos(3t )
Matlab Solution
>>
>>
syms t s
f = t*cos(3*t);
F
F
F
F
= laplace(f)
=1/(s^2+9)*cos(2*atan(3/s))
= simplify(expand(F))
=(s^2-9)/(s^2+9)^2
F (s) =
Example
Matlab Solution
>>
>>
syms t s
f=3*t-5*sin(2*t);
s2 9
(s
+ 9)
f ( t ) = 3t 5cos(2t )
7 s 2 + 12
F (s) = 2 2
s ( s + 4)
f (t ) = L
[ F (s ) ]
Several methods are available for finding the inverse Laplace transforms
22/36
Partial-Fraction
Transforms
Expansion
for
Finding
Inverse
Laplace
F ( s ) = F1 ( s ) + F2 ( s ) + F3 ( s ) + L
+F
(s)
( s ) , are readily
available then
L 1 [ F (s )] = L 1 F1 ( s ) + L 1 F2 ( s ) + L
= f 1 (t ) + f 2 (t ) + L
+ f n (t )
+ L 1 F
( s )
L, F
( s ) , respectively.
F (s ) =
N (s )
, m = deg N ( s ) < deg D ( s ) = n
D (s )
F (s ) =
N ( s ) K ( s + z 1 )( s + z 2 )L ( s + z n )
=
D (s )
( s + p1 )( s + p 2 )L ( s + p n )
Notice that if the degree of the numerator is greater than (or equal to) that of the
denominator, then polynomial division must be performed so that the remainder
polynomial is of a lower degree than D ( s ) . For instance,
23/36
s3 +2
s + 2
,
=s + 2
2
s +1
s +1
Case I.
F (s ) =
N (s )
r1
r2
rn
=
+
+L+
D ( s ) ( s + p1 ) ( s + p 2 )
(s + pn )
pole at
equation
( s + pk )
r ( s + pk ) r2 ( s + pk )
N (s)
r ( s + pk )
r ( s + pk )
= 1
+
+L+ k
+L+ n
= rk
( s + pk )
D ( s ) s = p ( s + p1 )
s + p2 )
s + pk )
s + pn ) s = p
(
(
(
k
k
We see that all the expanded terms drop out with the exception of
residue
rk is found from
N (s )
rk = ( s + p k )
D ( s ) s = p
(2.6)
Since
rk
p t
L1
= rk e k
(s + pk )
f ( t ) is obtained as
Example
F (s) =
rk .Thus the
Solution
s+3
( s + 1)( s + 2 )
F (s) =
s+3
r
r2
= 1 +
( s + 1)( s + 2 ) ( s + 1) ( s + 2 )
24/36
t 0
( s + 3) = ( s + 3) = 1 + 3 = 2
r1 = ( s + 1)
( s + 1) ( s + 2 ) s =1 ( s + 2 ) s =1 1 + 2
( s + 3) = ( s + 3) = 2 + 3 = 1
r2 = ( s + 2 )
( s + 1) ( s + 2 ) s =2 ( s + 1) s =2 2 + 1
Thus
F (s) =
s+3
2
1
=
+
( s + 1)( s + 2 ) ( s + 1) ( s + 2 )
2
1
1
t
2t
f (t ) = L 1 [ F (s ) ] = L 1
+L
= 2e e
( s + 1)
(s + 2)
t 0
Use of MATLAB: Use MATLAB to find the inverse Laplace Transform of the above
example
F (s) =
s+3
( s + 1)( s + 2 )
>> syms t s
>> F = (s+3)/((s+1)*(s+2))
Then the inverse Laplace transform of f
(t )
is given by
>> F = ilaplace(f)
f =2*exp(-t)-exp(-2*t)
>> pretty(f)
2 exp(-t) - exp(-2 t)
Thus we obtain the Laplace transform
f ( t ) = L1 [ F ( s ) ] = 2e t e 2t
Example
t0
F (s) =
s 3 + 5s 2 + 9 s + 7
( s + 1)( s + 2 )
25/36
Solution
Since the degree of the numerator is higher than that of the denominator
polynomial, we must divide the numerator by the denominator
F (s ) = s + 2 +
s +3
2
1
= s + 2+
+
1) ( s + 2 )
( s + 1)( s + 2 )
( s +4
144
2444
3
previous example
Notice that
F (s)
L (t ) = 1
and
d (t )
= s , so the inverse Laplace transform of
dt
is given by
f (t ) =
Case II.
d
( t ) + 2 ( t ) + 2e t e2t
dt
t0
s 2 + as + b in the
denominator. If this quadratic factor has a pair of complex conjugate poles, then it is
better not to factor this term in order to avoid complex numbers. For example, if
F ( s ) is given as
F ( s) =
where a 0 and b 0 , and
p(s)
s ( s 2 + as + b )
s 2 + as + b = 0
F ( s) =
Example
c
ds + e
+ 2
s s + as + b
F ( s) =
2 s + 12
s + 2s + 5
2
s1,2 =
Therefore
F (s )
F (s ) =
b b 2 4ac 2 4 4 1 5 2 16
=
=
= 1 j 2 .
2a
2
2
can be written as
2s + 12
2s + 12
=
=
+
s 2 + 2s + 5 ( s + 1 + j 2 )( s + 1 j 2 ) s + 1 + j 2 s + 1 j 2
and
( s + 1 + j 2 ) ( 2s + 12 )
( 2 ( 1 j 2 ) + 12 ) = 10 j 4 = 1 j 5
=
2
( s + 1 + j 2 ) ( s + 1 j 2 ) s =1 j 2 ( 1 j 2 + 1 j 2 ) j 4
( s + 1 j 2 ) ( 2s + 12 )
(s + 1 + j 2) (s + 1 j 2)
Notice that
=
s = 1+ j 2
( 2 ( 1 + j 2 ) + 12 ) = 10 + j 4 = 1 + j 5
( 1 + j 2 + 1 + j 2 )
+j4
F (s )
5
5
j
1
+
2s + 12
2 +
2
F (s ) = 2
=
s + 2s + 5 s + 1 + j 2 s + 1 j 2
1 j
and
5 1+ j 2 t
5 1 j 2 t
f (t ) = L 1 [ F (s ) ] = 1 j e ( ) + 1 + j e ( )
2
2
5
5
= e t e j 2t j e t e j 2t + e t e j 2t + j e t e j 2t
2
2
j 2t
j 2t
j 2t
e j 2t
+e
t e
t e
= 2e
+ j 5e
2
2
j 2t
e j 2t + e j 2t
e j 2t
t e
5
e
= 2e t
2j
2
144244
3
144244
3
cos( 2t )
= 2e t cos ( 2t ) 5e t sin ( 2t )
27/36
sin ( 2t )
and
The expression of
F (s)
F (s) =
cs + d
s + 2as + a 2 + 2
2
where a and are positive real. It is clear that the denominator in the above
expression is a complete square, i.e., it can be written as
s 2 + 2as + a 2 + 2 = ( s 2 + a 2 ) + 2
c(s + a)
d ca
c(s + a)
(s + a) + 2 (s + a) + 2 (s + a) + 2
2
d ca
2
(s + a) + 2
( s + a ) d ca -1
+
L
2
2
2
2
s
a
s
a
+
+
+
+
(
)
(
)
d ca at
= ce at cos t +
e sin t
f (t ) = L
[ F ( s)] = c L
-1
-1
F (s) =
2 s + 12
2 s + 12
2 s + 12
= 2
=
2
2
s + 2s + 5 1
s4
+24
2s +
31 + 4{ ( s + 1) + 2
2
=( s +1)
Thus we have
f (t )
22
28/36
d ca a t
f ( t ) = L 1 [ F ( s ) ] = ce a t cos t +
e sin t
12 2 1 t
= 2e t cos 2t +
e sin 2t
2 3
1424
=5
Case III.
Multiple Poles
F (s)
has poles
of multiplicity 3 . Hence
F (s) =
where
( s + 1)
( s + 1)
B(s)
b3
b2
b1
=
+
+
3
2
A ( s ) ( s + 1) ( s + 1) ( s + 1)
( s + 1)
Then, letting
( s + 1)
s 2 + 2s + 3
b1 , b2 , and b3
equation by
F (s)
F (s) =
s 2 + 2s + 3
s = 1,
B(s)
2
= b3 + b2 ( s + 1) + b1 ( s + 1)
A( s )
(2.7)
3 B(s)
= b3
( s + 1)
A
s
(
)
s =1
Also differentiation of both sides of Equation (2.7) gives
If we let
d
3 B(s)
s
+
1
(
)
= b2 + 2b1 ( s + 1)
ds
A( s )
s = 1, in Equation (2.8), then
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(2.8)
d
3 B(s)
s
+
1
= b2
(
)
ds
A ( s ) s =1
By differentiating both sides of Equation (2.8) with respect to
s , we obtain
d2
1 d2
3 B(s)
3 B(s)
s
+
=
b
b
=
s
+
1
2
1
(
)
(
)
1
1
ds 2
A( s )
A( s )
2! ds 2
Therefore
3 B(s)
3 s + 2s + 3
b3 = ( s + 1)
= ( s + 1)
A ( s ) s =1
( s + 1)
= ( 1) + 2 ( 1) + 3 = 2
2
s =1
2
d
d
3 B(s)
3 s + 2s + 3
b2 = ( s + 1)
=
( s + 1)
3
ds
A ( s ) s =1 ds
( s + 1) s=1
d
= s 2 + 2 s + 3
= [ 2 s + 2]s =1 = 2 ( 1) + 2 = 0
s =1
ds
2
1 d2
1 d2
3 B(s)
3 s + 2s + 3
b1 =
s + 1)
s + 1)
=
2 (
2 (
3
A ( s ) s =1 2! ds
2! ds
( s + 1) s=1
1 d
1
=
[ 2s + 2]s=1 = [ 2]s=1 = 1
2! ds
2!
Therefore
F (s) =
and
( s + 1)
( s + 1)
1
( s + 1)
f (t ) = L 1 [ F (s ) ] = t 2e t + 0 + e t
t 0
The Laplace transform method yields the complete solution (complementary solution
and particular solution) of linear, time invariant, differential equations. Classical
methods for finding the complete solution of a differential equation require the
evaluation of integration constants from the initial conditions. In the case of Laplace
transform method, however, this requirement is unnecessary because the initial
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Example
y "+ y = t ,
Solve:
y ( 0 ) = 1,
y '( 0) = 1
Solution
y (t )
as
L y (t ) =Y ( s ) , we obtain
L y& (t ) = sY ( s ) y ( 0 )
L y&& (t ) = s 2Y ( s ) s y ( 0 ) y& ( 0 )
y ( 0 ) = y& ( 0 ) = 0 , the above transforms become
L y& (t ) = sY ( s )
L y&& (t ) = s 2Y ( s )
Step 1:
s 2 Y (s ) sy (0) y '(0) + Y{
(s ) = 1/
s2
{
1444
424444
3
L y L t
L y "
or
(s
Step 2:
Let
Solving for Y
(s )
+ 1) Y (s ) =
1
+ s +1
s2
gives
Y (s ) =
1
s
1
+ 2
+ 2
2
s ( s + 1) ( s + 1) ( s + 1)
Q (s ) =
1
1
1
= 2 2
2
s
s ( s + 1)
( s + 1)
Therefore
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Y (s ) =
Step 3:
1
1
s
1
1
s
2
+ 2
+ 2
= 2+ 2
2
s
( s + 1) ( s + 1) ( s + 1) s ( s + 1)
Solving
y (t ) = L
1
s 2 + L
s
2
= t + cos(t )
( s + 1)
y "+ y =t ,
y ( 0) =1, y '( 0) =1
y (t ) = L
1
s 2 + L
s 2 Y (s ) sy (0) y '(0) + Y{
(s ) = 1/
s2
{
1444
424444
3
L y L t
L y "
L 1
s
2
( s + 1)
Y (s ) =
y (t ) = t + cos(t )
Example
x (t )
1
s
+ 2
2
s
( s + 1)
Problem (IVP)
&&
x + 3 x& + 2 x = 0,
x ( 0 ) = a,
x& ( 0 ) = b
Solution
Step 1: Take LT of both sides of the given equation to obtain an algebraic equation
X(s)
By writing the Laplace transform of
x (t )
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as
L x (t ) = X ( s ) , we obtain
L x& (t ) = sX ( s ) x ( 0 )
L x&& (t ) = s 2 X ( s ) s x ( 0 ) x& ( 0 )
Take Laplace transform of both sides of the given equation
s 2 X ( s ) s x ( 0 ) x& ( 0 ) + 3 sX ( s ) x ( 0 ) + 2 X ( s ) = 0
1442443
1
424
3
14444244443
L x& (t )
L x&&(t )
x ( 0 ) = a,
L x (t )
x& ( 0 ) = b
one obtains
s 2 X ( s ) a s b + 3 sX ( s ) a + 2 X ( s ) = 0
or
s 2 + 3s + 2 X ( s ) = as + b + 3a
X ( s ) , we obtain
X (s) =
as + b + 3a
K
K
= 1 + 2
2
s14
3s +32 s + 1 s + 2
+24
=( s +1)( s + 2 )
since
X (s)
K1
and
K2
K1 =
( s + 1) ( as + b + 3a )
( a ( 1) + b + 3a )
=
( 1 + 2 )
( s + 1) ( s + 2 ) s=1
K2 =
( s + 2 ) ( as + b + 3a )
( a ( 2 ) + b + 3a )
=
( 2 + 1)
( s + 2 ) ( s + 1) s=2
Thus
X (s) =
Step 3: Take
= 2a + b
= ( a + b)
2a + b a + b
s +1 s + 2
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2a + b
1 a + b
x (t ) = L 1 X ( s ) = L 1
L
s + 2
s + 1
t 0
= ( 2a + b )e t ( a + b )e 2t
Example
x (t )
Problem (IVP)
&&
x + 2 x& + 5 x = f (t ),
where
x ( 0 ) = 0,
x& ( 0 ) = 0
f (t )
Solution
t
f (t )
equals to 3. and
L [u (t )] = L [3] = 3 s
Step 2: Take LT of both sides of the given equation to obtain an algebraic equation
X (s )
Remember that we have zero initial conditions. For zero initial conditions, i.e.,
L x& (t ) = sX ( s )
L x&& (t ) = s 2 X ( s )
Take Laplace transform of both sides of the given equation
s 2 X ( s ) + 2 sX ( s ) + 5 X ( s ) =
Solving for
X ( s ) , we obtain
X (s) =
where
K1 , K 2
and
K3
3
s
3
K1
cs + d
=
+
2
s ( s 2 + 2s + 5) s s + 2s + 5
34/36
3 = K1 ( s 2 + 2 s + 5 ) + ( cs + d ) s
or
3 = ( K1 + c ) s 2 + ( 2 K1 + d ) s + 5 K1
By comparing coefficients of the
equation respectively, we obtain
s2 , s
s 0 terms: 5K1 = 3
and
s0 ,
K1 = 3/ 5
s1 terms: 2 K1 + d = 0 d = 2 K1 = 2(3/ 5) = 6 / 5
s 2 terms: K1 + c = 0 c = K1 = 3/ 5
Thus
X (s) =
( 3/ 5) + ( 3/ 5) s + ( 6 / 5) = ( 3/ 5) + ( 3/ 5) s + ( 6 / 5)
3
=
2
2
s
s1
+24
2 s +35
s
s ( s 2 + 2s + 5)
( s + 1) + 22
4
= s 2 + 2 s +1+ 4
3/
5
3/
5
s
6
/
5
(
)
(
)
(
)
1
x (t ) = L 1 X ( s ) = L 1
+L
2
+
+
s
2
s
5
s
14
24
3
=s 2 + 2 s +1+ 4
1 ( 3/ 5 )
1 ( 3/ 5 ) s + ( 6 / 5 )
=L
+L
2
2
s
( s + 1) + 2
42444
3
144
G (s )
The second term of the last equation can be written according to the completing the
square rule. Thus we have a = 1, = 2, c = 3 / 5, d = 6 / 5. Therefore substitute into
the expression of
f (t )
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d ca at
G (t ) = L 1 [G (s ) ] = ce at cos t +
e sin t
3 6
5 5
3 t
144244
3
=
3
5
Hence
3/
5
s
6
/
5
(
)
(
)
1
2
s
2
s
5
+
+
14
24
3
=s 2 + 2 s +1+ 4
3 3
3
= e t cos 2t e t sin 2t
5 5
10
( 3/ 5 )
x (t ) = L 1 X ( s ) = L 1
+L
s
36/36