Transformada de Laplace: Definições e Teoremas
Transformada de Laplace: Definições e Teoremas
Exemplos:
1) Mostre que a TL é linear, ou seja, mostre que é verdadeira a igualdade
{ ⋅ f (t ) + ⋅ g(t )} = ⋅ {f (t )} + ⋅ {g(t )} , onde , ≡ constantes .
2) Verifique as igualdades:
1
a) { 1} = ; s > 0 .
s
b) { }
e at =
1
s−a
; s>a.
a
c) {sen (at )} = 2 ; s>0.
s + a2
s
d) {cos(at )} = 2 ; s > 0.
s + a2
e) { } n!
t n = n +1 ; s > 0 .
s
a
f) {senh (at )} = 2 ; s> a .
s − a2
s
g) {cosh (at )} = 2 ; s> a.
s − a2
ex − e−x
OBS: Nos itens f e g, trabalhe com as igualdades senh (x ) = e
2
ex + e−x
cosh (x ) = .
2
4) Sabendo-se que −1
{F(s )} = f (t ) ,
verifique que a transformada inversa
−1 2 4 8 5
também é linear e determine + − 2 + 3 .
s s−3 s + 4 s
EQUAÇÕES DIFERENCIAIS APLICADAS 75
Valéria Zuma Medeiros & Mihail Lermontov
Teorema:
{ }
f ( n ) (t ) = s n ⋅ {f (t )}− s n −1 ⋅ f (0) − s n − 2 ⋅ f ′(0) + − s ⋅ f (n − 2 ) (0) − f (n −1) (0) .
Teorema: { t }= s n ! .
n
n +1
Exemplos:
1) Determine {3y′′ − 2y′ + y}.
2) Resolva os PVI´s, utilizando TL:
a) y′′ − 3y′ + 2y = e3t ; y(0) = 1 e y′(0) = 0 .
b) y′′ − y = 1 ; y(0) = 0 e y′(0) = 1 .
c) y′′ + y = t ; y(0) = 1 e y′(0) = 3 .
d) y′′ − y′ − 2 y = t 2 ; y(0) = 1 e y′(0) = 3 .
−1 8s 2 − 4s + 12
3) Determine
(
s s2 + 4 ) .
d
Propriedade 1: Se {f (t )}= F(s ) então { − t ⋅ f (t )} = F(s ) .
ds
Exemplos: Determine:
1) { t ⋅ e }.
t
3) −1
−
4s
.
2) −1
−
1
. (s 2
+4 )
2
(s − 2)2
−1 1
Exemplo: Determine .
(s − 4)3
0 c t
Exemplos:
1) Desenhe os gráficos de:
a) 3u 2 (t )
b) u 2 (t ) − u 4 (t )
c) 2u1 (t ) + ⋅ u 3 (t ) − 3u 2 (t )
e −sc
2) Mostre que {u c (t )} = ; s > 0.
s
EQUAÇÕES DIFERENCIAIS APLICADAS 77
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0 ; t≤c
Seja a função f (t ) , tal que u c (t ) ⋅ f (t − c ) = . Esta expressão
f (t − c ) ; t > c
descreve a função que se obtém ao deslocar f (t ) c unidades para a direita e depois
anulando a porção à esquerda de c.
f(t) u c (t ) ⋅ f (t − c )
0 t 0 c t
2º Teorema do deslocamento:
Se {f (t )}= F(s ) então { u c (t ) ⋅ f (t − c )} = e −sc ⋅ F(s ) .
Demonstração:
+ ∞ − st + ∞ − st
{ u c (t ) ⋅ f (t − c )} = e ⋅ u c (t ) ⋅ f (t − c ) dt = e ⋅ f (t − c ) dt =
0 c
w = t −c
+ ∞ − s ⋅( w + c ) + ∞
= e ⋅f (w ) dw = e −sc e −sw ⋅ f w ( ) dw = e−sc ⋅ F(s )
0 0
0 ; t<2
c) {f (t )}, f (t ) =
(t − 2 ) ; t ≥ 2
2
d) {t − u1 (t ) ⋅ (t + 3)}
−1 e −3s
e)
s 2 + 6s + 10
0 ; t < ou 2 ≤ t < 3
t ; ≤t<2
f) {f (t )}, f (t ) =
t −3 ; 3 ≤t<4
2t − 2 ; t≥4
1 ; t<2
4t + 1 ; 2≤t<3
g) {f (t )}, f (t ) =
3t − 2 ; 3≤ t <6
1 − 8t ; t≥6
EQUAÇÕES DIFERENCIAIS APLICADAS 78
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h) Resolva o PVI:
1 ; 0 ≤ t <1
0 ; 1≤ t < 2
1 ; 2≤t<3
y′′ − 3y′ + 2y = ; y(0) = y′(0) = 0
0 ; 3≤ t < 4
1 ; 4≤t<5
0 ; t≥5
Seja o PVI:
y′′ + y = t 2 + 1 ; y(0) = y′(0 ) = 0 .
Aplicando a TL dos dois lados da equação, temos:
{y′′ + y}= {t + 1} 2
s 2 Y(s ) − y(0 ) − y′(0 ) + Y(s ) =
2
s 3
+
1
s
=0 =0
(s + 1)Y(s) = s2 + 1s
2
3
Y(s ) = 2
s +1
1
⋅
2
s 3
+
1
s
{y(t )}= {sen (t )} ⋅ { t + 1}
2
+ ∞ − su + ∞ − sv
{h(t )} = e ⋅ f (u ) du ⋅ e ⋅ g(v ) dv =
0 0
+∞ + ∞ − s (u + v )
= e ⋅f (u ) ⋅ g(v ) du dv =
0 0
= e − s(u + v ) ⋅ f (u ) ⋅ g(v ) dA =
A
t =u+ v
= e − st
⋅ f (t − v ) ⋅ g(v ) dA′
A′
a qual pode ser reescrita, em termos de integrais repetidas, como:
+ ∞ − st t
e ⋅ f (y ) ⋅ g (t − y ) dy dt =
0 0
h (t )
t
f (y ) ⋅ g (t − y ) dy = {h(t )}
0
t
Daí, h (t ) = f (y ) ⋅ g(t − y ) dy .
0
EQUAÇÕES DIFERENCIAIS APLICADAS 79
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h (t ) = y(t ) =
t
0
f (y ) ⋅ g(t − y ) dy =
0
t
[
sen (y ) ⋅ t 2 − 2ty + y 2 + 1 dy = ]
t t t 2 t
= t2 sen (y ) dy − 2t y ⋅ sen (y ) dy + y ⋅ sen (y ) dy + sen (y ) dy =
0 0 0 0
= = t 2 + cos(t ) − 1
Propriedades:
1) {(f ∗ g )(t )}= {f (t )}⋅ {g(t )}
2) f ∗ g = g ∗ f
3) (f ∗ g ) ∗ h = f ∗ (g ∗ h )
4) f ∗ (g + h ) = (f ∗ g ) + (f ∗ h )
p − st 2p − st 3p − st
= e ⋅ f (t ) dt + e ⋅ f (t ) dt + e ⋅ f (t ) dt + +
0 p 2p
(n +1)p
+ e −st ⋅ f (t ) dt +
np
⊕
(n +1)p p − s ( x + np ) p − sx
⊕ e −st ⋅ f (t ) dt = e ⋅f (x + np) dt = e −snp ⋅ e ⋅ f (x ) dx
np 0 0
= f (x )
x = t − np
+ ∞ − st
{f (t )} = e ⋅ f (t ) dt =
0
p − sx p − sx p − sx
= e ⋅ f (x ) dx + e −sp e ⋅ f (x ) dx + e − 2sp e ⋅ f (x ) dx + =
0 0 0
(
= 1 + e −sp + e − 2sp + ) p − sx
0
e ⋅ f (x ) dx =
PG de razão q = e −sp
1 p − sx
= ⋅ e ⋅ f (x ) dx = {f (t )}
1 − e −sp 0
Exemplos:
I) Determine a TL das seguintes funções:
1) f (t )
1
0 1 2 3 4 5 6 7 ... t
2) f (t )
a
0 a 2a 3a ... t
3) f (t ) = sen (t )
1
2a
0 t0 − a t0 t0 + a t
A última expressão, que na verdade não é uma função, pode ser caracterizada
por duas propriedades:
+ ∞ ; t = t0 +∞
i) (t − t 0 ) = ii) (t − t 0 ) dt = 1
0 ; t ≠ t0 0
=
e − st 0
⋅ lim
(
s ⋅ esa + e −sa)=
e − st 0
⋅ 2s = e −st 0
2s a → 0 1 2s
1) {1} = 1 ; s>0
s
2) {e }= s −1 a
at
; s>a
a
3) {sen (at )} = ; s>0
s2 + a 2
s
4) {cos(at )} = ; s>0
s2 + a 2
5) {senh (at )} = 2 a 2 ; s > a
s −a
6) {cosh (at )} = 2 s 2 ; s > a
s −a
7) {} n!
t n = n +1 ; s > 0
s
{ }
n
8) (− t )n f (t ) = d n F(s )
ds
9) { }
e f (t ) = F(s − a )
at
−sc
10) {u c (t )} = e ; s>0
s
11) {u c (t ) ⋅ f (t − c)} = e −sc ⋅ F(s ) ; s > 0
12) {f (ct )} = 1 F s
; c>0
c c
13) {f ( )(t )}= s F(s) − s
n n n −1
f (0) − s n − 2f ′(0) + − sf (n − 2 ) (0) − f (n −1) (0)
p − st
e f t ( ) dt
14) {f (t )} = 0
− sp
; f (t + p ) = f (t )
1− e
15) {δ (t − t 0 )} = e −st 0 ; s > 0
+∞
16) (t − t 0 ) ⋅ f (t ) dt = f (t 0 )
−∞
t
17) (f ∗ g )(t ) = f (y ) ⋅ g (t − y ) dy
0
EQUAÇÕES DIFERENCIAIS APLICADAS 84
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4.7 Exercícios
e bt + e − bt e bt − e − bt
2) Sabendo-se que cosh (bt ) = e senh (bt ) = , mostre que:
2 2
i) { e at ⋅ cosh (bt ) = }s−a
(s − a )2 − b 2
, s−a > b
3s 9 6
ii) 2 R: e 3t + e − 2t
s −s−6 5 5
2s − 3 3
iii) 2 R: 2cosh (2t ) − senh (2t )
s −4 2
2s + 1
iv) 2 R: 2e t cos(t ) + 3e t sen (t )
s − 2s + 2
8s 2 − 4s + 12
R: 3 + 5cos(2t ) − 2sen (2t )
v)
(
s ⋅ s2 + 4 )
1 − 2s
vi) 2 R: − 2e −2t cos(t ) + 5e −2t sen (t )
s + 4s + 5
EQUAÇÕES DIFERENCIAIS APLICADAS 85
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R: 2e t cosh 3t − ( ) 1
3
senh 3t ( )
1
vi) y′′ + 2y′ + 5y = 0 ; y(0) = 2 , y′(0) = −1 R: e − t 2cos(2t ) + sen (2t )
2
vii) y (iv ) − 4y′′′ + 6y′′ − 4y′ + y = 0 ; y(0) = y′′(0 ) = 0 , y′(0) = y′′′(0) = 1
2
R: te t 1 − t + t 2
3
viii) y (iv ) − y = 0 ; y(0) = y′′(0) = 1 , y′(0) = y′′′(0 ) = 0 R: cosh (t )
ix) y (iv ) − 4y = 0 ; y(0) = 1 , y′(0) = y′′′(0) = 0 , y′′(0) = −2 R: cos 2 t ( )
x) y′′ + w 2 y = cos(2t ) , w 2 ≠ 4 ; y(0 ) = 1 , y′(0) = 0
(
R: w 2 − 4 ) [(
−1
)
w 2 − 5 ⋅ cos(wt ) + cos(2t ) ]
xi) y′′ − 2y′ + 2y = cos(t ) ; y(0) = 1 , y′(0) = 0
1
[( ) (
R: 1 + 4e t ⋅ cos(t ) − 2 1 + e t ⋅ sen (t )
5
) ]
xii) y′′ − 2y′ + 2y = e − t ; y(0) = 0 , y′(0) = 1 R:
5
{
1 −t
e − e t [cos(t ) − 7sen (t )] }
xiii) y′′ + 2y′ + y = 4e − t ; y(0) = 2 , y′(0) = −1 (
R: e − t 2 + t + 2t 2 )
6) Determinar {y} = Y(s ) :
1; 0 ≤ t < s 1 − e− s
i) y′′ + 4y = ; y(0) = 1 , y′(0) = 0 R: +
0; t ≥ s2 + 4 (
s s2 + 4 )
ii) y′′ + y =
t ; 0 ≤ t <1
; y(0) = y′(0) = 0 R:
1
−
e −s
(s + 1)
0 ; t ≥1 (
s2 s2 + 1 ) (
s2 s2 + 1 )
t ; 0 ≤ t <1 1 − e −s
iii) y′′ + 4y = ; y(0) = y′(0) = 0 R:
1; t ≥ 1 (
s2 s2 + 4 )
7) Desenhar a curva dada, para t ≥ 0 :
i) f (t ) = u1 (t ) + 2u 3 (t ) − 6u 4 (t )
ii) f (t ) = (t − 3) ⋅ u 2 (t ) − (t − 2) ⋅ u 3 (t )
iii) f (t ) = g(t − ) ⋅ u (t ) ; g(t ) = t 2
iv) f (t ) = g(t − 3) ⋅ u 3 (t ) ; g(t ) = sen (t )
EQUAÇÕES DIFERENCIAIS APLICADAS 86
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v) f (t ) = g(t − 1) ⋅ u 2 (t ) ; g(t ) = 2t
vi) f (t ) = (t − 1) ⋅ u1 (t ) − 2(t − 2) ⋅ u 2 (t ) + (t − 3) ⋅ u 3 (t )
ii) f (t ) =
0 ; t <1
R:
e −s s 2 + 2( )
2
t − 2t + 2 ; t ≥ 1 s3
iii) f (t ) =
0 ; t < ou t ≥ 2
R:
e− s
−
e −2 s
(1 + s)
t− ; ≤t<2 2 2
s s
−s −3s
e + 2e − 6e −4s
iv) f (t ) = u1 (t ) + 2u 3 (t ) − 6u 4 (t ) R:
s
v) f (t ) = (t − 3) ⋅ u 2 (t ) − (t − 2) ⋅ u 3 (t ) R:
(1 − s )e −2s
− (1 + s )e −3s
s2
1 − e −s
vi) f (t ) = t − (t − 1) ⋅ u1 (t ) R:
s2
v) F(s ) =
(s − 2)e −s R: f (t ) = u1 (t ) ⋅ e 2(t −1) ⋅ cosh (t − 1)
2
s − 4s + 3
e −s + e −2s − e −3s − e −4s
vi) F(s ) = R: f (t ) = u1 (t ) + u 2 (t ) − u 3 (t ) − u 4 (t )
s
10) Suponhamos que L {f (t )} = F(s ) exista para s > a ≥ 0 . Mostrar que, se c for
1 s
uma constante positiva, então L {f (ct )} = F ; s > ac .
c c
1; ≤ t < 2
ii) y′′ + 2y′ + 2y = ; y(0) = 0 , y′(0) = 1
0 ; 0 ≤ t < ou t ≥ 2
1
[
R: y = e − t sen (t ) + u (t )1 + e − (t − ) (cos(t ) + sen (t )) +
2
]
1
[
− u 2 (t ) 1 − e − (t − 2 ) (cos(t ) − sen (t ))
2
]
iii) y′′ + 4y = sen (t ) − u 2 (t ) ⋅ sen (t − 2 ) ; y(0) = y′(0) = 0
1
R: y = [ 1 − u 2 (t )]⋅ [2sen (t ) − sen (2t )]
6
iv) y + 4y = sen (t ) + u (t ) ⋅ sen (t − ) ; y(0) = y′(0) = 0
′′
1
R: y = [2sen (t ) − sen (2t ) − u (t ) ⋅ (2sen (t ) + sen (2t ))]
6
1 ; 0 ≤ t < 10
v) y′′ + 3y′ + 2y = ; y(0) = y′(0) = 0
0 ; t ≥ 10
R: y =
1
2
( ) 1
(
1 + e − 2t − e − t − u10 (t ) ⋅ ⋅ 1 + e − 2(t −10 ) − e − (t −10 )
2
)
vi) y′′ + 3y′ + 2y = u 2 (t ) ; y(0) = 0, y′(0) = 1
1
[
R: y = e − t − e − 2t + u 2 (t ) ⋅ 1 − e − (t − 2 ) + e − 2(t − 2 )
2
]
vii) y′′ + y = u 3 (t ) ; y(0) = 1, y′(0) = 0
R: y = cos(t ) + u 3 (t ) ⋅ [ 1 − cos(t − 3 )]
5
viii) y′′ + y′ + y= t−u (t ) ⋅ t− ; y(0 ) = y′(0 ) = 0
4 2 2
4 −t
R: y = h (t ) − u (t ) ⋅ h t− ; h (t ) = − 4 + 5t + e 2 (4cos(t ) − 3sen (t ))
2 2 25
t ; 0≤t<6
ix) y′′ + y = 2 ; y(0 ) = 0 , y′(0 ) = 1
3 ; t≥6
1
R: y = { sen (t ) + t − u 6 (t ) ⋅ [ t − 6 − sen (t − 6)] }
2
5 sen (t ) ; 0 ≤ t <
x) y′′ + y′ + y = ; y(0) = y′(0) = 0
4 0 ; t≥
R: y = h (t ) + u (t ) ⋅ h (t − ) ;
4 −t
h (t ) = − 4cos(t ) + sen (t ) + e 2 (4cos(t ) + sen (t ))
17
xi) y′′ + 4y = u (t ) − u 3 (t ) ; y(0) = y′(0 ) = 0
1 1
R: y = u (t ) ⋅ (1 − cos(2t − 2 )) − u 3 (t ) ⋅ (1 − cos(2t − 6 ))
4 4
xii) y (iv ) − y = u1 (t ) − u 2 (t ) ; y(0) = y′(0) = y′′(0) = y′′′(0) = 0
cos(t ) + cosh (t )
R: y = u1 (t ) ⋅ h (t − 1) − u 2 (t ) ⋅ h (t − 2 ) ; h (t ) = −1 +
2
EQUAÇÕES DIFERENCIAIS APLICADAS 88
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12) Achar a solução dos PVI´s e fazer seus gráficos (da solução):
i) y′′ + 2y′ + 2y = (t − ) ; y(0) = 1 , y′(0) = 0
R: y = e − t [cos(t ) + sen (t )] + u (t ) ⋅ e −(t − ) ⋅ sen (t − )
ii) y′′ + 4y = (t − ) − (t − 2 ) ; y(0) = y′(0) = 0
1
R: y = ⋅ [u (t ) ⋅ sen (2t − 2 ) − u 2 (t ) ⋅ sen (2t − 4 )]
2
iii) y′′ + 3y′ + 2y = (t − 5) + u10 (t ) ; y(0 ) = 0 , y′(0 ) = 1
2
1
2
( ) (1
2
) 1
R: y = e − t − e − 2t + e5 − t ⋅ u 5 (t ) ⋅ 1 − e 2 + u10 (t ) + e10 − t ⋅ e 2 − 1
2
iv) y′′ − y = −20 ⋅ (t − 3) ; y(0) = 1 , y′(0) = 0
R: y = cosh (t ) − 20 ⋅ u 3 (t ) ⋅ senh (t − 3)
v) y′′ + 2y′ + 3y = sen (t ) + (t − 3 ) ; y(0 ) = y′(0) = 0
1
[
R: y = sen (t ) − cos(t ) + e − t ⋅ cos 2 t +
4
( )]
+
1
2
u 3 (t ) ⋅ e − (t −3 ) ⋅ sen 2 (t − 3 ) ( )
vi) y′′ + 4y = (t − 4 ) ; y(0 ) = 1 , y′(0) = 0
2
1
R: y = [cos(2t ) + u 4 (t ) ⋅ sen (2(t − 4 ))]
2
vii) y′′ + y = (t − 2 ) ⋅ cos(t ) ; y(0) = 0 , y′(0) = 1
R: y = sen (t ) + u 2 (t ) ⋅ sen (t − 2 )
viii) y′′ + 4y = 2 ⋅ t − (4
)
; y(0) = y′(0) = 0
R: y = u (t ) ⋅ sen 2t −
4 2
( )
ix) y′′ + y = u (t ) + 3 ⋅ t − 3
2 2
( )
− u 2 (t ) ; y(0) = y′(0) = 0
3
R: y = u (t ) ⋅ 1 − cos t − + 3u 3 (t ) ⋅ sen t − +
2 2
2 2
− u 2 (t ) ⋅ [ 1 − cos(t − 2 )]
x) 2y′′ + y′ + 4y = t − ( 6
)⋅ sen(t ) ; y(0) = y′(0) = 0
1
− t−
1 31
R: y = u (t ) ⋅ e 4 6
⋅ sen t−
31 6 4 6
EQUAÇÕES DIFERENCIAIS APLICADAS 89
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− t−
+u (t ) ⋅ e 2
⋅ sen t −
2
2
xii) y (iv ) − y = (t − 1) ; y(0) = y′(0) = y′′(0) = y′′′(0) = 0
1
R: y = u1 (t ) ⋅ [senh (t − 1) − sen (t − 1)]
2
t s
ii) h (t ) = sen (t − ) ⋅ cos( ) d R: H(s ) =
0
(s + 1)
2 2
t
17) Considerando a equação f (t ) = (t ) = k (t − )⋅ ( ) d , na qual f e k são
0
funções conhecidas e deve ser determinada. Em virtude da função desconhecida
aparecer sob o sinal de integral, a equação dada é uma equação integral; em
particular, pertence a classe de equações integrais conhecidas como equações
integrais de Volterra. Tomar a Transformada de Laplace da equação integral e
conseguir uma expressão para { (t )} em termos das Transformadas de {f (t )} e
{k(t )} das funções conhecidas f e k. A Transformada inversa de { (t )} é a
solução da equação integral original.
F(s )
R: { (t )} =
1 + K (s )