Chap 4 Laplace Transform

Fall 2002
Outline
Basic Concepts
Laplace Transform
Definition, Theorems, Formula
Inverse Laplace Transform
Definition, Theorems, Formula
Solving Differential Equation
Solving Integral Equation
Page 2
Basic Concepts

Laplace Transform

Differential L{ f(t)} = F(s) Algebra

Equation f(t) Equation F(s)

Inverse Laplace Transform

Solution of L-1{F(s)} = f(t) Solution of
Differential Algebra
Equation f(t) Equation F(s)

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Basic Concepts

Laplace Transform

y 3 y 2 y 4t L{ f(t)} = F(s)
s3 4s 2 4
F ( s) 4
y (0) 1, y(0) 1 s 3s 2 s
3 2

Inverse Laplace Transform

y f (t ) L-1{F(s)} = f(t) 3 2 1 1
F ( s) 2
3 2t e t e 2 t s s s 1 s 2

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Laplace Transform
Definition
The Laplace transform of a function f(t)
is defined as

F ( s) L{ f (t )} e f (t )dt
st
0

Converges: L{f(t)} exists

Diverges: L{f(t)} does not exist
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Laplace Transform

s=0.125
e-st
s=0.25

s=0.5
s=1
s=2
s=4
s=8

t
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Laplace Transform

Example : Find L{ 1 }


Sol: L{1} st
e 1dt
0


( s )t
e dt
0

( s )t
e

s 0

1

s
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Laplace Transform

Example : Find L{ eat }

Sol: L{e } e e dt
at st at
0

e ( s a ) t
dt
0

( s a ) t
e

(s a) 0
1

sa
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Laplace Transform

Example 4-2 : Find L{ tt }

Sol:

L{t } e t dt
t st t
0

L{ tt } does not exist

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Laplace Transform

Exercise 4-1 :

Find L{2t 6}

Find L{sin t}

Find L{( at b)2 }

Find L{eatb }

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Laplace Transform
Theorems
Theorem Description

Definition of Laplace Transform L{ f (t )} est f (t )dt F ( s)
0
Linear Property L{af (t ) bg (t )} aF ( s ) bG ( s )

Derivatives L{ f ( n ) (t )} sn F ( s) sn1 f (0) f ( n1) (0)

1
Integrals L{ f ( )d } F ( s)
0 s
First Shifting Property L{eat f (t )} F ( s a)
Second Shifting Property L{ f (t a)u(t a)} eas F ( s)
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Laplace Transform
Theorems
Theorem Description
1 s
Change of Scale Property L{ f ( at )} F ( )
a a
Multiplication by tn L{t n f (t )} ( 1)n F ( n ) ( s)
f (t )
Division by t L{
t
} F (u )du
s

Unit Impulse Function L{ (t a)} e as

1 p
Periodic Function L{ f (t )}
1 e ps
0
e st f (t )dt

Convolution Theorem L{ f (t ) g (t )} F ( s)G( s)

Page 12
Linearity of Laplace
Transform
L{af (t ) bg (t )} a L{ f (t )} bL{ f (t )} aF ( s) bG( s)
Proof:

L{af (t ) bg (t )} e st af (t ) bg (t )dt

0

e af (t )dt e stbg (t )dt
st
0 0

a e f (t )dt b e st g (t )dt
st
0 0

aF ( s ) bG ( s)
Page 13
Application for Linearity of Laplace
Transform

s w
L( e ) 2
iwt
i 2
s w 2
s w2
s
L(coswt) 2
s w2
w
L(sinwt) 2
s w2

Page 14
First Shifting Theorem

If f(t) has the transform F(s) (where s > k),

then eatf(t) has the transform F(s-a), (where
s-a > k), in formulas,

L{eat f (t )} F ( s a )
or, if we take the inverse on both sides

eat f (t ) L1{F ( s a )}

Page 15
Examples for First Shifting Theorem

s a
L( e at
coswt)
(s a) w
2 2

w
L( e at sinwt)
( s a ) 2 w2

Page 16
Excises sec 5.1

#1, #7, #19, #24, #29,#35, #37,#39

Page 17
Laplace of Transform the
Derivative of f(t)
Prove L{ f (t )} sF ( s) f (0)
Proof:

L{ f (t )} e f (t )dt
st
0

e st
f (t ) ( s )e st f (t )dt
0 0

s e st f (t )dt f (0)
0

sF ( s ) f (0)
Page 18
Laplace transorm of the derivative of
any order n

L( f " ) sL( f ' ) f ' (0) s L( f ) sf (0) f ' (0)

2

n 1 n2 ( n 1)
L( f ) s L( f ) s f (0) s f ' (0) .... f
(n) n
(0)

Page 19
Examples

Example 1:
Let f(t)=t2, Derive L(f) from L(1)
Example 2:
Derive the Laplace transform of cos wt

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Differential Equations, Initial Value
Problem
How to use Laplace transform and Laplace inverse
to solve the differential equations with given initial
values
y ay by r (t ) y(0) k0 , y ' (0) k1
y ay by r ( t )
Let Y L{ y ( t )}
s
Y sy ( 0) y ( 0) a sY y ( 0) bY R ( s )
2

( s 2 as b)Y ( s a ) y ( 0) y ( 0) R ( s )
( s a ) y ( 0) y ( 0) R( s)
Y
( s 2 as b) ( s 2 as b)
1
Assume Q ( s )
( s 2 as b)
Y ( s a ) y ( 0) y ( 0Q ( s ) R ( s )Q ( s )
Page 21
Example : Explanation of the Basic
Concept
Examples

y" y t , y (0) 1, y ' (0) 1

t
y"2 y' y e , y (0) 1, y' (0) 1

Page 22
Laplace Transform of the Integral of
a Function
Theorem : Integration of f(t)
Let F(s) be the Laplace transform of f(t). If f(t) is
piecewise continuous and satisfies an inequality of
the form (2), Sec. 5.1 , then
t 1
L{ f ( )d } F ( s)
0 s
or, if we take the inverse transform on both sides of
above form
t 1
f ( )d L { F ( s )}
1
0 s
Page 23
An Application of Integral Theorem

Examples

1
L( f ) , find f (t )
s( s w )
2 2

1
L( f ) 2 2 , find f (t )
s (s w )
2

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Laplace Transform

Unit Step Function (also called Heavisides

Function)
0, t a
u(t a )
1, t a

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f (t ) 5 sin t ,
f (t )u (t 2), f (t 2)u (t 2)

f (t ) k ,
k (u(t 1) 2u(t 4) u(t 6))

Page 26
Second Shifting Theorem; t-shifting

IF f(t) has the transform F(s), then the

shifted function

~ 0, t a
f ( t ) f ( t a )u ( t a )
f (t a ), t a
has the transform e-asF(s). That is

L{ f (t a)u(t a)} eas F ( s)

Page 27
The Proof of the T-shifting
Theorem
Prove L{ f (t a)u(t a)} eas F ( s)
Proof:
L{ f (t a )u(t a )} e st f (t a )u(t a )dt
0
a
e f (t a )( 0)dt e st f (t a )(1)dt
st
0 a
a
e s ( v a ) f (v )dv, Let v t-a
a a


as
e e sv f (v )dv
0

e as F ( s )
Page 28
Application of Unit Step Functions

Note e as
L{u(t a )}
s

L{ f (t a)u(t a)} e as F ( s)

Find the transform of the function

2 0 t

f (t ) 0 , t 2
sin t t 2

Page 29
 Example :
Find the inverse Laplace transform f(t) of

2 2e2 s 4e2 s se s
F ( s) 2 2 2
s s s s 1

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Short Impulses. Diracs Delta
Function

1 / k , a t a k
f k (t a )
0, otherwise

1 Area = 1
k

a ak t
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Laplace Transform

Unit Impulse Function (also called Dirac Delta

Function) (t a ) lim f k (t a )
k 0

, t a
(t a ) L{ (t a)} e as
0, t a

(t a )
Area = 1

a t
Page 32
Laplace Transform

Example 4-6 : Prove L{ (t a)} e as

Proof
1
f k (t a ) [u (t a ) u (t ( a k ))]
k
ks
1 1 e
L{ f k (t a )} [e as e ( a k ) s ] e as
ks ks
(t a ) lim f k (t a )
k 0

L{ (t a )} L{lim f k (t a )} lim L{ f k (t a )}
k 0 k 0

1 e ks
lim e as e as
k 0 ks
Page 33
 Example

y"3 y '2 y r (t ), y (0) 0, y ' (0) 0

case A r (t ) u(t 1) u(t 2)
case B r (t ) (t 1)

Page 34
Homework

section 5-2
#4, #7, #9, #18, #19
Section 5-3
#3, #6, #17, #28, #29

Page 35
Differentiation and Integration of
Transforms
Differentiation of transforms


st
F ( s ) L{ f (t )} e f (t )dt
0

F ' ( s ) e [t f (t )]dt
st
0

L{tf (t )} F ' ( s )
1
L {F ' ( s )} tf (t )
Page 36
 Example
t
g(t) t,L{g} ?
sin
2

Page 37
Integration of Transform

f (t )
L{
t
}
s
F (~
s )d~
s
f (t )
L { F ( s )ds }
-1 ~ ~
s t

Page 38
 Example
Find the inverse transform of the function

2
w
ln( 1 2
)
s

Page 39
Convolution. Integration
Equation
Convolution
t
f (t ) g (t ) f ( )g (t )d
0

Properties
f g g f
f ( g1 g2 ) f g1 f g2
( f g ) h f ( g h)

f 0 0 f 0
Page 40
 Example1
Using the convolution, find the inverse h(t) of
1
H ( s)
(s2 1) 2

Example 2 1
H ( s)
s3

Example 3
1
H ( s) , find h(t )
s (s a)
2

Page 41
Laplace Transform

Example 4-7 : Prove L{ f (t ) g (t )} F ( s )G ( s )

Proof: t
L{ f (t ) g (t )} e st
f ( )g (t )ddt
0 0
t
e st f ( )g (t )ddt
0 0

e s ( v )
f ( )g ( v )ddv, Let v t
0 0

e f ( )d e g ( v )dv


s sv
0 0
F ( s )G ( s )
Page 42
Differential Equation

y ay by r(t ) y (0) 0, y ' (0) 0

( s as b) L( y ) L( r )
2

let Q ( s ) 1 /( s as b), R( s ) L( r )
2

L( y ) Q ( s ). R( s )
t
y (t ) q(t )r( )d
0

Page 43
Integration Equations
t
Example y (t ) t 0
y ( ) sin( t )d

t
y (t ) t y ( ) sin( t )d t y sin t
0

Y L{ y (t )} L{t y sin t}
1 1
2 Y 2
s s 1
s2 1 1 1
Y 4
2 4
s s s
3
1 1 t
y (t ) L-1 {Y } L-1 { 2 } L-1 { 4 } t
s s 6
Page 44
Homeworks

Section 5-4
#1,#13
Section 5-5
#7, #14, #27

Page 45
Laplace Transform
Formula
f(t) F(s) = L {f(t)}
1
1 s
n!
t n , n 1,2,3, s n 1
( p 1)
t , p 1
p
s p 1
1
e at sa

cos t
s
s2 2

sin t s2 2

Page 46
Laplace Transform
Formula
f(t) F(s) = L {f(t)}
s
cosh t s2 2

sinh t s2 2
sa
e cos t
at
( s a )2 2

e at sin t ( s a )2 2
n!
t e , n 1,2,
n at
( s a )n 1
( p 1)
t p eat , p 1 ( s a ) p 1
Page 47
Inverse Laplace Transform
Definition
The Inverse Laplace Transform of a
function F(s) is defined as

1 a i st

-1
f (t ) L {F ( s )} e F ( s )ds
2i a i

Page 48
Inverse Laplace Transform
Theorems
Theorem Description
1 a i st

-1
Inverse Laplace Transform f (t ) L {F ( s )} e F ( s )ds
2i a i

Linear Property L-1{aF ( s) bG( s)} af (t ) bg (t )

Derivatives L-1{sn F ( s) sn1 f (0) f ( n1) (0)} f ( n ) (t )
1 t
f ( )d
-1
Integrals L { F ( s )}
s 0

First Shifting Property L-1{F ( s a)} eat f (t )

Second Shifting Property L-1{e as F ( s)} f (t a)u(t a)
Page 49
Inverse Laplace Transform
Theorems
Theorem Description
s
-1
Change of Scale Property L {F ( )} af ( at )
a
Multiplication by tn L-1{F ( n ) ( s)} ( 1)n t n f (t )
f (t )
Division by t L { F (u )du}
-1
s t
Unit Impulse Function L-1{e as} (t a )
-1 e as
Unit Step Function L { } U(t a )
s
Convolution Theorem L-1{F ( s)G( s)} f (t ) g (t )
Page 50
Inverse Laplace Transform
Formula
F(s) f(t) = L -1 {F(s)}
1
s 1
1
s2
t
1 tn
n 1
, n 0,1,2,
s n!
1 at
sa e
cos t
s
s2 2

s2 2 sin t
Page 51
Inverse Laplace Transform
Formula
F(s) f(t) = L -1 {F(s)}
s
s2 2 cosh t

s2 2 sinh t
sa
( s a )2 2 e cos t
at

( s a )2 2 e at sin t
n!
( s a )n 1 t e , n 1,2,
n at

( p 1)
( s a ) p 1 t p eat , p 1
Page 52
Solving Differential Equation

y ay by r (t )
Let Y L{ y (t )}
s Y sy (0) y(0) asY y (0) bY
2
R( s )
( s 2 as b)Y ( s a ) y (0) y (0) R ( s )
( s a ) y (0) y (0) R( s)
Y 2
( s as b)
2
( s as b)
1
Assume Q ( s ) 2
( s as b)
Y ( s a ) y (0) y (0Q ( s ) R ( s )Q ( s )
Page 53