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LAPLACE TRANSFORMATION

Introduction

Laplace was a French Mathematician, astronomer and physicist . Laplace Transform is widely used in engineering application especially where the driving force is discontinuous. It is also used in process control.

The Laplace transform can be used to solve dierential equations. Besides being a

dierent and ecient alternative to variation of parameters and undetermined

coecients, the Laplace method is particularly advantageous for input terms that are

piecewise-defined, periodic or impulsive.

What does the Laplace Transform do? In order to solve differential equations, Laplace Transforms will transfers the equations in “t-space” to one in “s-space”. This makes the problems much easier to solve. If needed, we can find the inverse Laplace transform, which gives us the solution back in “t-space”.

Definition

The direct Laplace transform or the Laplace integral of a function f (t) defined for

t > 0 is the ordinary calculus integration problem

t 0

f te

st

dt

succinctly denoted by Lf tFsin science and engineering literature. The L

notation recognizes that integration always proceeds over t = 0 to t = and that the

integral involves an integrator e st dt instead of the usual dt. The constant parameter s is

assumed to be positive and large enough to ensure that the product

converges to zero as t  , for most common functions f (t) . These minor

differences distinguish Laplace integrals from the ordinary integrals found on the inside covers of calculus texts.

f

( )

t

e

st

Note : The general definition of Laplace Transforms

 L f  ( ) t   f ( ) t e 
L f
( )
t
f
( )
t
e
 st
dt
F
(
s
)
0

Example : Find the Laplace transforms of the following functions.

1.

2.

3.

4.

5.

6

7.

f (t) a

f (t) e

at

;

a is a constant.

 

;

a is a constant.

f f (t) (t)   sinatcosat

;

a is a constant.

; a is a constant.

f (t) t

n

;

n is a positive integer.

f f (t) (t)   sinhatcoshat

; a is a constant.

; a is a constant.

Exercise : Find the Laplace transforms of the following functions.

1.

4.

7.

8.

f (t) 5

f (t) cos(10t)

t   

( )    sin

3

0

 

t

1

f

( )

f

t

t

2 1

e

t

t

0  

t

2.

5.

f

( )

t

e 5

t

f (t) sinh(2t)

3.

6.

f (t) sin(3t)

f (t) t

5

Tabular Method.

Example

1.

2

x

sin(

x

)

dx

2

x

cos

x

(2

x

)

sin(

x

)

 

d

 

dx

dx

 

2

   
 

x

sin(x)

 
 

2x

cos( x ) cos(x)

 
 

2

sin( x ) sin(x)

 
 

0

  0   cos( x )  
 

cos(x)

 

2cos(3 )

x

0

dx

C

.

Multiply diagonally except the last row and alternate the sign (starting with +).

2.

sin(

x

)

e

2

x

dx

sin(

x

)

1

  2

e

2

x

 

cos( )

x

1

4

e

2

x

d

dx

dx

sin(x)

e

2

x

cos( x )

cos(x)

1

e

2

x

2

2

sin(x)

 sin( x )

1

e

2

x

4

sin(

x )



1

  4

e

2

x

   dx

C

Multiply diagonally except the last row and alternate the sign (starting with +).

PROPERTIES OF LAPLACE TRANSFORMS.

1. Linearity property.

If Lf tLf F(s) (t) g(t) and LLf tgtLg(t)G(s) then F(s) G(s) If Lf tF(s) If Lf tF(s) then If Lf tF(s) and U(t a)

is a unit step function, then

2. First-shift property.

Le

at

f t

then

F(s

a)

.

3. Derivatives of Laplace Transform Property - Multiplication by t n .

4. Second-shift property.

L

t

n

f



t

(

1)

n

d

n

dt

n

L f

( )

t

  1

L

f t

aUt

a

e

at

Lf

t

e

as

F(s)

.

Note :

L

U t

a



e

at

L



1

e as

s

.

n

d

n

ds

n

F(s)

.

5. Laplace Transform for derivatives of f (t) .

If Lf tF(s) then

L

f

(

n

)

( )

t

s

n

F

(

s

)

s

n

1

f

(0)

s

n

2

f

'

(0)

6. Laplace transform for Integral

If Lf tF(s) then

L

f

(

u

)

du

s

n

3

f

''

(0)

L f

( )

t

F

(

s

)

s

s

Laplace Transform of a piecewise continuous function.

Unit Step function ( Heavyside unit step function )

Def : A unit step function is defined as



U t

   1 0

if

if

t

t

0

0

 

U t

c

 

0

1

if

if

t

t

c

c

 

   

if

t

c

 

f

 

t U t

c

   0 f



t

 

if

t

c

 

a)

t

2

U t

3

 

b)

c)

e Ut 1

t

sin(t )U t

 

2

 

cs

1

 
 

L

U t

c



e

st

U t

c

dt

e

 

0

 

s

se

cs

 

0

if

t

a

 

a < b

then

U t

a

U t

b

1

0

if

if

a

t

t

 

b

b

1

0

 

if

a

Def : A unit step function at t c is defined as

So, the product

Example :

Laplace transform for unit step function.

Proof : Use the definition of Laplace transformation.

t

 

Now, if

otherwise

This function is called “ Top Hat ” function.

b

Hence,

f

 

t

U t

a

U t

b

 

f

0 otherwise

 



t

if

a

t

b

.

Next, we would like to express a piecewise continuous function in terms of unit function .

Let

f

 

t

f

1

f

2

f

3







t

t

t

for

for

for

0   t b

t

t

a

 

a

b

Applying the “top hat” function , f(t) can be written in terms of unit function as

f t= f f

1

1

tUt tUt

0 Ut a

f

2

ttUt tUt

f

1

f

2

aUt btUt f tUt b b

f

3

t

f

2

3

a

Example :

a)

b)

f

 

t



g t

   t 2

2

2

t

8

t

if

0

t

 

2

if

t

2

if

0

t

3

4

if

3

t

4

if

t

4

Second Shift property

If

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

then

L { f(t-c)U(t-c) } = e -cs F(s) = e -cs L{ f(t)}

Proof : Use the definition of Laplace transformation.

Example :

a)

L { sin(t-3)U(t-3) }

π) }

 

d)

L { f(t) }

where

b) L { (t-4) 2 U(t-4) }

f

t    t 2

 

if

if

c) L { cos 2(t-π)U(t-

0

t

t 2

2

e) L { g(t) }

where

 

g t

3

t

9

2

t

4

if

if

if

0

3

t

t

t

4

3

4