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OPERATIONAL PROPERTIES II
Derivatives of a Transform
If F (s ) = { f (t )} and n = 1,2,3,... , then
i.e.
{ t n f (t )} = (1)n
dn
F ( s)
ds n
{ t n f (t )} = (1)n
dn
{ f (t )}
ds n
The above is the general formula for the Laplace transform of the product of a function
f (t ) with t n .
The table of Laplace transform gives some specific formulas involving the Laplace
transforms of the product of t with sin kt , cos kt , sinh kt and cosh kt (Formulas 15
18).
Examples : Evaluate
(1) {t sin kt} = (1)1
d1
{sin kt}
ds1
d k
ds s 2 + k 2
( s 2 + k 2 ).0 k .2 s
=
(s 2 + k 2 )2
2ks
(s + k 2 )2
2
d1
= (1) 1 {t sin kt}
ds
1
d 2ks
ds ( s 2 + k 2 ) 2
(s 2 + k 2 )4
( s 2 + k 2 )[2k ( s 2 + k 2 ) 8ks 2 ]
=
(s 2 + k 2 )4
2k 3 6ks 2
= 2
2 3
(s + k )
6ks 2 2k 3
( s 2 + k 2 )3
s
(3) 1
s 2 + 16
Transforms of Integrals
Convolution
If functions f (t ) and g (t ) are piecewise continuous on [0, ) , then the convolution of
f (t ) and g (t ) , denoted by f (t ) g (t ) , is defined by the integral
f (t ) g (t ) =
t
0
f ( ) g (t ) d
note:
Example :
(4) Find t sin t .
t sin t = sin(t ) d
u =
du = d
dv = sin(t ) d
v = sin(t ) d
= cos(t )
= cos(t ) cos(t ) d
= [ cos(t ) + sin(t )] 0
t
(Transform of a Convolution)
Convolution Theorem
{ f (t ) g (t )} = { f (t )} { g (t )} = F ( s )G ( s )
Since, f (t ) g (t ) =
t
0
f ( ) g (t ) d , then
{ f (t ) g (t )} =
t
0
f ( ) g (t )d = { f (t )} { g (t )} = F ( s )G ( s )
that is,
t
0
f ( ) g (t )d = { f (t )} { g (t )} = F ( s )G ( s )
(formula 25 from the table of LT)
Examples: Evaluate
(5)
t
0
{ }
e sin ( t ) d = et {sin t}
1
1
2
s 1 s +1
1
( s 1)( s 2 + 1)
(6)
(7)
(8)
s
1
2
s +1 s +1
2
(s
+1
{ }
e d = et {1}
=
1 1
s 1 s
1
s ( s 1)
(9) t sin d
0
2s
1
2
( s + 1) s
2
( s + 1) 2
ds
d
[ {sin t} {1}]
ds
d 1 1
ds s 2 + 1 s
sin d
sin d )
d
1
2
ds s ( s + 1)
d 1
ds s 3 + s
( s 3 + s ).0 1.(3s 2 + 1)
=
( s3 + s )2
3s 2 + 1
= 3
( s + s )2
OR:
{F (s)G (s)} = 0
f ( ) g (t ) d
f (t ) g ( ) d
{F (s)G (s)} = 0
(10)
1
1 3
1
=
s ( s + 1)
s ( s + 1)
where
F (s) =
1
3
and G ( s ) =
s
( s + 1)
therefore,
f (t ) = 3
and
g (t ) = e t
implying that
f (t ) = 3 and
g ( ) = e
= 3e d
0
= 3 e d
0
= 3 e
= 3 e t (e0 )
= 3(1 e t )
(11)
1
1
1
1
= 1
2
( s + 1)
( s + 1) ( s + 1)
where
F ( s) =
1
1
and G ( s ) =
( s + 1)
( s + 1)
therefore,
f (t ) = e t
and
g (t ) = e t
implying that
f ( ) = e
and
g (t ) = e ( t )
= e e (t ) d
0
= e t + d
0
t
= e t d
0
= e t d
0
= e t [ ] 0
t
= e t [t 0 ]
= te t
(12)
1
1
1
1
= 1 2
2
2
2
( s + 1) ( s + 1)
( s + 1)
where
F ( s) =
1
1
and G ( s ) = 2
s +1
s +1
2
therefore,
f (t ) = sin t
and
g (t ) = sin t
implying that
f ( ) = sin and g (t ) = sin(t )
t
= sin sin(t )d
0
1
[ cos( A B) cos( A + B)]
2
Let A = and B = t
1 t
[cos( (t )) cos( + (t ))] d
2 0
1 t
[cos(2 t ) cos t ] d
2 0
1 sin(2 t )
=
cos t
2
2
0
=
1 sin(2t t )
sin(0 t )
t cos t
0.cos t
2
2
2
1 sin t
sin(t )
t cos t
2 2
2
1 sin t
sin t
t cos t +
2 2
2
1
[sin t t cos t ]
2
(13)
f (t ) = 2t 4 0 sin f (t ) d
(integral equation)
(14)
dy
t
+ 6 y (t ) + 9 0 y () d = 1,
dt
(integrodifferential equation)
y ( 0) = 0
A periodic function is a function that repeats its values in regular intervals or periods.
The graph of a periodic function is obtained by periodic repetition of its graph on any
interval.
If a function f satisfies the equation f (t + T ) = f (t ) for all t 0 and for some fixed
number T , then f is called periodic, with period T .
Suppose
g (t ), 0 t < a
f (t ) =
k (t ), a t < 2a
and
f (t + 2a ) = f (t ) for all t 2a .
The above expression implies that the graph f (t ) is a piecewise continuous function on
g (t ), 0 t < a
h(t ) =
k (t ), a t < 2a
{ f (t )} =
1
{h(t )}
1 e sT
Example:
(15) Find the Laplace transform of the periodic function whose graph is given by
f (t )
3
0
-3
Solution:
The periodic function f (t ) has a period of T = 2 .
Firstly, express f (t ) in piecewise form, on the interval [0, ) .
3, 0 t <
f (t ) =
3, t < 2
f (t + 2 ) = f (t ) for all t 2 .
Secondly, define h(t ) as the function f (t ) specified over one period only.
3, 0 t <
h(t ) =
3, t < 2
10
= 3[ 1 U (t )] 3[ U (t ) U (t 2 )]
= 3 3 U (t ) 3 U (t ) + 3 U (t 2 )
= 3 6 U (t ) +3 U (t 2 )
{h(t )} = {3 6 U (t ) +3 U (t 2 )}
3 6e s 3e2 s
=
+
s
s
s
Secondly, find the { f (t )} :
{ f (t )} =
=
1
{h(t )}
1 e sT
3 6e s 3e2 s
1
+
1 e 2 s s
s
s
Solution:
It is noted that the given function f (t ) is a periodic function, with period T = 4 .
Firstly, define h(t ) as the function f (t ) specified over one period only:
2t , 0 t < 2
h(t ) =
4, 2 t < 4
11
2 2e 2 s 4e 4 s
2
s
s2
s
{ f (t )} =
1
{h(t )}
1 e sT
2 2e 2 s 4e 4 s
1
=
2
1 e 4 s s 2
s
s
12