1.
Introduction The Laplace transform provides a useful method of solving certain types of differential equations when certain initial conditions are given, especially when the initial values are zero The Laplace transform is also very useful in the area of circuit analysis. It is often easier to analyse the circuit in its Laplace form, than to form differential equations. The techniques of Laplace transform are not only used in circuit analysis, but also in
Proportional-Integral-Derivative (PID) controllers DC motor speed control systems DC motor position control systems Second order systems of differential equations (underdamped, overdamped and critically damped)
Before we start with the definition of the Laplace transform we need to get another definition out of the way. 2. Piecewise Continuous A function is called piecewise continuous on an interval if the interval can be broken into a finite number of subintervals on which the function is continuous on each open subinterval (i.e. the subinterval without its endpoints) and has a finite limit at the endpoints of each subinterval. Below is a sketch of a piecewise continuous function. In other words, a piecewise continuous function is a function that has a finite number of breaks in it and doesnt blow up to infinity anywhere.
Now, lets take a look at the definition of the Laplace transform. 3. Definition of Laplace Transform of f(t) The Laplace transform of a function f(t) for t > 0 is defined by the following integral defined over 0 to :
{ f(t)} =
The resulting expression is a function of s, which we write as F(s). In words we say The Laplace Transform of f(t) equals function F of s and write:
{f(t)} = F(s)
Similarly, the Laplace transform of a function g(t) would be written:
{g(t)} = G(s). Conditions for the Existence of a Laplace Transform of f(t) = F(s)
2
is piecewise continuous on is of exponential order as constants , , and such that
. . That is, there exist real
for all
4. Table of Laplace Transformations
The following Table of Laplace Transforms is very useful when solving problems in science and engineering that require Laplace transform. Each expression in the right hand column (the Laplace Transforms) comes from finding the infinite.
Time Function f(t) Laplace Transform of f(t)
f(t) =
1
-1
{F(s)}
F ( s) =
{ f(t)}
s>0 s>0
t (unit-ramp function) tn (n, a positive integer) eat sin t cos t tng(t), for n = 1, 2, ...
s>0 s>a s>0 s>0
t sin t s > || t cos t s > ||
g(at) eatg(t) eattn, for n = 1, 2, ...
Scale property
G(s a) Shift property
s>a
te-t 1 e-t/T eatsin t eatcos t u(t)
s > -1 s > -1/T s>a s>a s>0 s>0
e-asG(s) Time-displacement theorem
u(t a) u(t a)g(t a)
g'(t) g''(t) g(n)(t)
sG(s) g(0) s2 G(s) s g(0) g'(0) sn G(s) sn-1 g(0) sn-2 g'(0) ... g(n-1)(0)
Property 1. Constant Multiple If a is a constant and f(t) is a function of t, then
{a f(t)} = a
Example:
{f(t)}
{7 sin t} = 7
{sin t}
Property 2. Linearity Property
If a and b are constants while f(t) and g(t) are functions of t, then
{a f(t) + b g(t)} = a
Example:
{f(t)} + b
{g(t)}
{3t + 6t2 } = 3
{t} + 6
{t2}
Property 3. Change of Scale Property
If
{f(t)} = F(s) then
Example:
Property 4. Shifting Property (Shift Theorem)
{eatf(t)} = F(s a)
Example:
{e3tf(t)} = F(s 3)
Property 5.
Example:
(1) f(t) = 4t2
Answer
We use:
and the Constant Multiple property from above, to obtain: .
(2) v(t) = 5 sin 4t
Answer
We use:
Clearly, = 4.
(3) g(t) = t cos 7t
Answer
We use
It is simple to obtain
(OR) For example (3), we could have also used Property 5:
with f(t) = cos 7t. Now
So
So
(4) f(t) = e2 sin 3t
Answer
We use
and simple substitution yields:
(OR) For example (4) we could have used:
{eatg(t)} = G(s a)
Let g(t) = sin 3t
So
This is the same result we obtained before for example (4).
(5) f(t) = t4e
-jt
Answer
From the Laplace table, we have:
So
(6) f(t) = te cos 4t
-t
Answer
We will use:
Let
Now
So
(7) f(t) = t2 sin 5t
Answer
We will use
, with Now
10
Now for the second derivative:
For the formula, we need:
So
.
(h) f(t) = t3 cos t = t2(t cos t)
Answer
So we are letting . This time we need the 2nd derivative of
First derivative:
Second derivative:
11
Now . So
(i)
f(t) = cos23t, given that
Answer
For this one, we need to apply the Scale Property:
Here, a = 3 so
12
5. Laplace Transforms of the Unit Step Function
We saw some of the following properties in the Table of Laplace Transforms. 1. 2.
3. Time Displacement Theorem: If then
6. Laplace Transform of a Periodic Function f(t)
If function f(t) is: Periodic with period p > 0, so that f(t + p) = f(t), and f1(t) is one period (i.e. one cycle) of the function, written using Unit Step functions, then
NOTE: In English, the formula says: The Laplace Transform of the periodic function f(t) with period p, equals the Laplace Transform of one cycle of the function, divided -sp by (1 e ).
13
EXAMPLES Find the Laplace transforms of the periodic functions shown below: (1)
From the graph, we see that the first period is given by: and that the period p = 2.
Now
So
14
Hence, the Laplace transform of the periodic function, f(t) is given by:
(2) Saw-tooth waveform:
15
We can see from the graph that
and that the period, p = b.
So we have
So the Laplace Transform of the periodic function is given by
7. Laplace Transform of Integrals
16
We first saw the following properties in the Table of Laplace Transforms. 1. If G(s) =
{g(t)}, then
2. For the general integral, if
is the value of the integral when t = 0, then:
EXAMPLES Use the above information and the Table of Laplace Transforms to find the Laplace transforms of the following integrals: (1) In this example, g(t) = cos at and from the Table of Laplace Transforms, we have:
G(s) =
cos at = s / (s2 + a2)
Now, applying the first rule above, we have:
17
(2) We find the transform of the function g(t) = e cos bt, then divide by s, since we are finding the Laplace transform of the integral of g(t) evaluated from 0 to t.
at
(3) This follows the same process as examples (1) and (2). Find the Laplace transform of the function g(t) = te
-3t
then divide by s.
8. The Inverse Laplace Transform
Definition: If G(s) =
-1
{g(t)}, then the inverse transform of G(s) is defined as:
G(s) = g(t)
18
Some Properties of Inverse Laplace Transform Property 1: Linearity Property
-1
{a G1(s) + b G2(s)} = a g1(t) + b g2(t)
Property 2: Shifting Property If
-1
G(s) = g(t), then
-1
G(s - a) = eatg(t)
Property 3 :
-1
If
G(s) = g(t), then
Property 4 : If
-1
G(s) = g(t), then
-1
{e-asG(s)} = u(t - a) g(t - a)
EXAMPLES: Find the inverse of the following transforms and sketch the functions so obtained. (1)
The Table of Laplace Transforms has:
19
(There is no need to use Property (3) above. ) So
So the inverse Laplace Transform is given by:
g(t) = 2(u(t 3) u(t 4))
The graph of g(t) is given by:
(2)
20
Using the Table of Laplace Transforms, we have:
For
we think of it as
and use rule (4) from above:
Now,
so
Similarly,
So
21
= 2u(t 2) + (t 2) u(t 2) 3u(t 3) (t 3) u(t 3) = 2u(t 2) + t u(t 2) 2 u(t 2) 3 u(t 3) t u(t 3) + 3 u(t 3) = t [u(t 2) u(t 3)]
So
g(t) = t (u(t 2) u(t 3))
9. Examples Involving Partial Fraction: We first met Partial Fractions in the Methods of Integration section. You may wish to revise partial fractions before attacking this section. Obtain the inverse Laplace transforms of the following functions: (1)
22
gives gives gives
gives gives gives
So
Using Inverse Laplace Transforms to Solve Differential Equations.
23
10. Laplace Transform of Derivaties
We use the following notation: (a) If we have the function g(t), then G(s) = G = (b) g(0) is the value of the function g(t) at t = 0. (c) g'(0), g''(0),... are the values of the derivatives of the function at t =
{g(t)}.
0.
If g(t) is continuous and g'(0), g''(0),... are finite, then
(1) (2)
{g''(t)} = s2G s g(0) g'(0)
NOTE: If instead of g(t) we have a function y of x, then Equation (2) would simply become:
{y''(x)} = s2Y s y (0) y'(0)
Likewise, if we have an expression for current i and it is a function of t, then the equation would become:
{i''(t)} = s2I s i(0) i'(0)
(3) For the n-th derivative,
24
NOTE: If we have y and it is a function of t, then the notation would become:
11. Subsidiary Equation The subsidiary equation is the equation in terms of s, G and the coefficients g'(0), g''(0),... etc ,obtained by taking the transforms of all the terms in a linear differential equation. The subsidiary equation is expressed in the form G = G(s).
EXAMPLES: Write down the subsidiary equations for the following differential equations and hence solve them. (1) , given that y = 0 when t = 0. Taking Laplace transform of both sides gives:
(since y(0) = 0)
25
Solving for Y and finding the partial fraction decomposition gives:
gives gives gives
gives gives gives
So
Finding the inverse Laplace tranform gives us the solution for y as a function of t:
2) Solve
26
, given that
y = 1,
, when t = 0.
Taking Laplace transform of both sides and appying initial conditions of y(0) = 1 and y'(0) = 0 gives:
Solving for Y and completing the square on the denominator gives:
Now, finding the inverse Laplace Transform gives us the solution for y as a function of t:
27