CALENG3 - Lecture 6 - Laplace Transforms-1
CALENG3 - Lecture 6 - Laplace Transforms-1
Differential
Equations
Lecture 6
Laplace Transforms
The Engineered Century
Neil A. Armstrong
National Press Club
February 22, 2000
∞
𝑘 ∞ 𝑘
∫𝑒 − 𝑠𝑡
𝑘 𝑑𝑡 =−
𝑠
[𝑒
− 𝑠𝑡
¿ ] =−
0 𝑠
¿¿
0
𝑘
− ¿
𝑠
Only if s>0
Table of Laplace Transforms
Validity
k s>0
s>a
s>0
integer n>0
s>0
s>0
Some Properties of Laplace
Transforms
Example
Find the Laplace Transform
− 7𝑡 3
𝐹 ( 𝑡 )=3 − 4 𝑒 +6 𝑡
−7𝑡 3
( )
ℒ {𝐹 𝑡 }= ℒ {3 }− 4 ℒ {𝑒 }+6 ℒ {𝑡 }
a = -7 n=3
3
ℒ { 𝐹 ( 𝑡 ) }= − 4
𝑠 [ 1
𝑠 − (− 7 ) ]3!
+ 6 3+1
𝑠
3
ℒ { 𝐹 ( 𝑡 ) }= −
𝑠 [ ]
4
𝑠 +7
36
+ 4
𝑠
Example
Find the Laplace Transform
𝐹 ( 𝑡 )=3 sin (5 𝑡 ) − 26 cos (2 𝑡)
5 𝑠
ℒ { 𝐹 ( 𝑡 ) }=3 2 2 −26 2 2
𝑠 +5 𝑠 +2
15 26 𝑠
ℒ { 𝐹 ( 𝑡 ) }= 2 − 2
𝑠 +25 𝑠 + 4
Example
Find the Laplace Transform
2
( ) ( ) ( )
𝐹 𝑡 =4 sin 2 𝑡 cos 2𝑡 − cos 3 𝑡
]
4 1 𝑠 1
ℒ { 𝐹 ( 𝑡 ) }=2 2 2 − [ 2 + ]
𝑠 +4 2 𝑠 + 36 s
8 1 𝑠 1
ℒ { 𝐹 ( 𝑡 ) }= 2 2 − −
𝑠 +4 2 𝑠 + 36 2 s
2
Example
Find the Laplace Transform
𝐹 ( 𝑡 )=cosh (3 𝑡)
3𝑡 − 3𝑡
𝑒 +𝑒
𝐹 ( 𝑡 )=
2
1 1 1 1
ℒ { 𝐹 ( 𝑡 ) }= +
2 𝑠 −3 2 𝑠 +3
Inverse Laplace Transforms
𝐿
−1
{ 𝑓 ( 𝑠 ) }= 𝐹 ( 𝑡 )
+
Example
Find the Inverse Laplace Transform of f(s), F(t)
7 8 3 3 𝑠
𝑓 ( 𝑠 )= − 3 + + + 2
𝑠 𝑠 𝑠 + 4 4 𝑠 +9 𝑠 +2
2
3
7 2! 3 1 2 𝑠
𝑓 ( 𝑠 )= − 4 2 +1 + + +
𝑠 𝑠 −(− 4 ) 2
( )
2 2
𝑠 𝑠 +( √ 2 )
2
2 3
𝑠 +
2
t)
Example
Find the Inverse Laplace Transform of f(s), F(t)
3𝑠
𝑓 ( 𝑠 )= 2
𝑠 +5 𝑠+ 6
by partial fractions
3𝑠 9 6
𝑓 ( 𝑠 )= = −
( 𝑠 +3)( 𝑠+ 2) 𝑠+3 𝑠+2
− 3𝑡 −2 𝑡
( )
𝐹 𝑡 =9 𝑒 −6 𝑒
Example
Find the Inverse Laplace Transform of f(s), F(t)
2
− 𝑠 − 6 𝑠+1
𝑓 ( 𝑠 )= 3 2
𝑠 + 3 𝑠 + 𝑠 +3
2
− 𝑠 − 6 𝑠 +1 1 2𝑠
= −
3 2
𝑠 +3 𝑠 + 𝑠+ 3 𝑠 +3 2
𝑠 +1
−3 𝑡
𝐹 ( 𝑡 )=𝑒 − 2 cos ( 𝑡 )
Example
Find the Inverse Laplace Transform of f(s), F(t)
3
5 𝑠 −6 𝑠 − 3
( )
𝑓 𝑠= 5 4 3
𝑠 +2𝑠 +𝑠
3
5 𝑠 − 6 𝑠 −3 3 3 3 2
= − − +
5 4
𝑠 +2 𝑠 +𝑠
3
𝑠 𝑠
3
𝑠+1 ( 𝑠+ 1 )2
𝐹 (𝑡 )= ℒ
−1
{ 3
𝑠
3
− 3−
𝑠
3
𝑠+1
+
2
( 𝑠 +1 )2 }
𝐹 ( 𝑡 )=3 −
3 2
2
−𝑡
𝑡 −3 𝑒 + ℒ
−1 2
{
( 𝑠 +1 )2 }
Functions of the form eatF(t)
k
Example
Find the Laplace Transform
3 −𝑡 −3 𝑡
( )
𝐹 𝑡 =3 𝑡 𝑒 − 4 𝑒 cos (5 𝑡)
n=3 k=5
a = -1 a = -3
3 4 [ 𝑠 − ( −3 ) ]
ℒ { 𝐹 ( 𝑡 ) }= 3 +1
− 2
( 𝑠 −(− 1)) [ 𝑠 − ( −3 ) ] +5
2
3 4 [ 𝑠 +3 ]
ℒ { 𝐹 ( 𝑡 ) }= 4
− 2
( 𝑠 +1 ) [ 𝑠 +3 ] + 25
Example
Functions of the form eatF(t)
If what is ?
1 1
𝐿 {𝑒 𝐽 0 (𝑡 ) }=
3𝑡
=
√ ( 𝑠 − 3 ) +1 √ 𝑠
2 2
−6 𝑠+10
Example
Functions of the form eatF(t)
Find the inverse Laplace Transform
𝑠
𝑓 ( 𝑠 )= 2
𝑠 +6 𝑠+ 13 roots are complex
3 −3t
𝐹 𝑡 = ℒ { f s } =e cos 2 t − e sin ( 2 t )
−1 −3 t
( ) ( ) ( )
2
Functions of the form tnF(t)
Given a function F(t) and assuming that its Laplace transform is
known such that L{F(t)} = f(s),
Table of Laplace Transforms
Examples
( 𝑠2 − 3 2 ) 𝑎= 2
ℒ { 𝑡𝑐𝑜𝑠( 3 𝑡 ) }= 2
[ 𝑠2 +3 2 ]
𝑘= 3
( ( 𝑠 − 2 ) 2 − 32 )
ℒ {𝑡 𝑒 2𝑡
cos ( 3 𝑡 ) } = 2
[ ( 𝑠 − 2 )2 +3 2 ]
(𝑠2 − 4 𝑠 − 5)
ℒ { 𝑡 𝑒 cos ( 3 𝑡 ) } = 2
2𝑡
2
( 𝑠 − 4 𝑠 +13 )
Example Find the inverse Laplace Transform
2
𝑠 − 𝑠 𝑘= 3
𝑓 ( 𝑠 )= 2 2
( 𝑠 + 9)
add 9 so function
subtract 9 to make it does not change
fit tcos(kt)
- +
=-
=-
Laplace Transform of Derivatives
Examples
Solving Initial Value Problems using Laplace Transforms
Insert initial
conditions
2
𝑠2 ℒ { 𝑥 } +2( 𝑠+ 1) ℒ { 𝑦 } = +𝑠 (2a)
𝑠 −1
2
𝑠 ℒ { 𝑥 } +2( 𝑠+ 1) ℒ { 𝑦 } =
2
+𝑠 (2a)
multiply 1a by s and subtract 𝑠 −1
from 2a -
𝑠 ℒ { 𝑥 } +2 𝑠 ℒ { 𝑦 }=𝑠
2
(1a)
2
2 ℒ { 𝑦 }=
𝑠 −1
1
ℒ { 𝑦 }= 𝑦 =𝑒
𝑡
𝑠−1
𝑠 −3
ℒ {𝑥 }= 𝑥=3 − 2𝑒 𝑡
𝑠 (𝑠 − 1)
Piecewise-continuous functions
y(t)
0 a b c
{
𝑓 1 (𝑡) ¿ 𝑎< 𝑡 ≤ 𝑏
𝑦 ( 𝑡 )= 𝑓 2 ( 𝑡 ) ¿ 𝑏<𝑡 ≤ 𝑐
𝑓 3 (𝑡) ¿ 𝑐< 𝑡 ≤ ∞
1
0 c
Heaviside Step Function
0 t 0 0 t c
u t u t c
1 t 0 1 t c
2.5
0 t0
y 2.5 u t
2.5 t 0
4
-2 0 2
0 t0
y t u t 2
2
t t0
4
-2 0 2
0 t2
y t u t 2 2
2
t t2
4
-2 0 2
y t 2
2
4
-2 0 2
y t 2 u t 2
2
2.5
2.5 t 0
y 2.5 2.5 u t
0 t 0
4
-2 0 2
t 2 t 1
y t t u t 1
2 2
0 t 1
Express the following function in terms of the
Heaviside function
𝐹 ( 𝑡 )=
4𝑡 0≤𝑡≤2
8 {
𝑡≥2
𝐹 ( 𝑡 )=4 𝑡 − 4 𝑡𝑢 (𝑡 − 2 ) +8 𝑢 (𝑡 −2)
simplification
Express the following function in terms of the
Heaviside function
{
2 0≤𝑡≤3
𝐹 ( 𝑡 )= 𝑡 +5 3≤𝑡 ≤ 4
𝑡2 𝑡 >4
𝐹 ( 𝑡 )=2 −2 𝑢 ( 𝑡 −3 ) + ( 𝑡 +5 ) 𝑢 ( 𝑡 − 3 ) − ( t +5 ) u ( t − 4 ) +t 2 u (t − 4 )
first function subtract 2 from add t+5 when t ≥ 3 subtract t+5 from add t2 when
itself when t ≥ 3 itself when t ≥ 4 t≥4
simplification
𝐹 ( 𝑡 )=2+ ( 𝑡 +5 −2 ) 𝑢 ( 𝑡 −3 ) + ( t 2 −t − 5 ) u ( t − 4 )
𝐹 ( 𝑡 )=2+ ( 𝑡 +3 ) 𝑢 ( 𝑡 −3 ) + ( t 2 −t − 5 ) u ( t − 4 )
Express the following functions in terms of the
Heaviside function
Obtain the equation of first given curve
y=0 when t=0 and y=6 when t=3,
y=2t
y=1
𝑦 =2 𝑡 −2 𝑡𝑢 ( 𝑡 − 3 ) +1 𝑢(𝑡 − 3)
𝑦 =2 𝑡 −(2 𝑡 −1)𝑢 ( 𝑡 − 3 )
F(t)
Given the function, F(t), shown
to the right, express the
functions illustrated below in
terms of the Heaviside function
t
a b
𝑦 =𝐹 ( 𝑡 ) − 𝐹 ( 𝑡 ) 𝑢(𝑡 − 𝑏)
y y 𝑦 =𝐹 ( 𝑡 ) 𝑢 (𝑡 −𝑎 )
1 2
t a t
a b
𝑦 =𝐹 ( 𝑡 ) 𝑢 ( 𝑡 − 𝑎 ) − 𝐹 ( 𝑡 ) 𝑢(𝑡 −𝑏) 𝑦 =𝐹 ( 𝑡 − 𝑏 ) 𝑢(𝑡 − 𝑏)
y y
3 4
a b t
a b t
Laplace Transform of the Heaviside This is a new
Step Function function for which
we need to get
the Laplace
transform
• For a given function g(t),
ℒ { 𝑔 ( 𝑡 ) 𝑢 ( 𝑡 −𝑐 ) } =𝑒 −𝑐𝑠
ℒ { 𝑔 (𝑡 +𝑐 ) }
•
Identify the function Look for “c” in the c gets
multiplied by the Heaviside function. inserted here
Heaviside function Always positive.
Review of functions
• If g(t) = 5, 5,
• If g(t) = t2, ,
Find the Laplace Transform
(This is the same function as Slide 41)
𝐹 ( 𝑡 )=
4𝑡 0≤𝑡≤2
8 {
𝑡≥2
𝐹 ( 𝑡 )=4 t − 4 ( t −2 ) u (t − 2)
ℒ { 𝑔 ( 𝑡 ) 𝑢 ( 𝑡 −𝑐 ) } =𝑒−𝑐𝑠 ℒ { 𝑔 (𝑡 +𝑐 ) }
4
ℒ { 𝐹 ( 𝑡 ) }= ℒ { 4 t }− ℒ {4 ( t − 2 ) u ( t −2 ) }= 2
− e
−2 s
ℒ { 4 ( t + 2− 2 ) }
s
−2 s
4 4 4 e
𝐿 { 𝐹 ( 𝑡 ) }= 2 − e− 2 s L { 4 t }= 2 − g(t+2) = 4(t-2+2) =4t
s s s2
no need to simplify further
Find the Laplace Transform
(This is the same function as Slide 42)
{
2 0≤𝑡≤3 Lg t u t c e cs Lg t c
𝐹 ( 𝑡 )= 𝑡 +5 3 ≤ 𝑡 ≤ 4
2
𝑡 𝑡 >4
𝐹 ( 𝑡 )=2+ ( 𝑡 +3 ) 𝑢 ( 𝑡 −3 ) + ( t 2 −t − 5 ) u ( t − 4 )
2 −3𝑠
𝐿 { 𝐹 ( 𝑡 ) }= + 𝑒 𝐿{𝑡 +3 +3 }+𝑒 𝐿{ ( t + 4 ¿¿ ¿ 2 − ( t +4 ) −5 ) }
−4𝑠
𝑠
2
𝐿 { 𝐹 𝑡 }= + 𝑒− 3 𝑠 𝐿{𝑡 +6 }+ 𝑒− 4 𝑠 𝐿{t 2 +7 t +7 } simplification
( )
𝑠
2
𝐿 { 𝐹 ( 𝑡 ) }= + 𝑒
𝑠
−3𝑠 1 6
𝑠
2
+
𝑠(+𝑒
−4𝑠 2
𝑠
3 )
+ further
𝑠
2
+
𝑠 (
7no need7to simplify
)
Find the Laplace Transform
(This is the same function as Slide 43)
Lg t u t c e cs Lg t c
𝑦 =2 𝑡 −2 𝑡𝑢 ( 𝑡 − 3 ) +1 𝑢(𝑡 − 3)
𝑦 =2 𝑡 −(2 𝑡 −1)𝑢 ( 𝑡 − 3 )
=
Find the Laplace Transform
{
−𝑡
𝑒 0≤𝑡≤2
𝐹 ( 𝑡 )=
0 𝑡≥2 Lg t u t c e cs Lg t c
−𝑡 −𝑡
𝐹 ( 𝑡 )=𝑒 −𝑒 𝑢 ( 𝑡 −2 )
−𝑡
𝑔 (𝑡 )= 𝑒 c=2
1 1
𝐿 { 𝐹 ( 𝑡 ) }= − 𝑒 𝐿{e }= −𝑒 𝑒 𝐿 { e }
−2𝑠 − ( t +2 ) −2 𝑠 − 2 −t
𝑠 +1 𝑠+ 1
𝑔 (𝑡 + 2)
=
Find the Laplace Transform
Lg t u t c e cs Lg t c
𝐹 ( 𝑡 )=cos ( 2𝑡 ) 𝑢 (𝑡 − 𝜋 )
𝑔(𝑡)=cos ( 2𝑡 ) c=π
−𝜋 𝑠
𝑠𝑒
𝐿 { 𝐹 𝑡 }= 2
( )
𝑠 +4
Inverse Laplace Transform of the Heaviside Step Function
• If F t L1f s then
1
L e cs
f s F t c u t c
Get c
Identify f(s),
the function that is
multiplied by e-cs
Obtain
c=1 c=3
L1 e cs f s F t c u t c
−𝑠 −3 𝑠
3 4 𝑒 4 𝑒
𝑓 ( 𝑠 )= − +
𝑠 𝑠2
𝑠2
Same function.
The inverse Laplace transform is changed by c.
𝐿
−1
{ }
4
𝑠
2
=4 𝑡 =𝐹 ( 𝑡 ) 𝐹 ( 𝑡 − 1 )= 4( 𝑡 −1)
𝐹 ( 𝑡 − 3 )=4 (𝑡 − 3)
𝐿
−1
{ 𝑓 ( 𝑠 ) }= 𝑦=3 − 4 ( 𝑡 −1 ) 𝑢 ( 𝑡 −1 ) + 4 ( 𝑡 −3 ) 𝑢 (𝑡 −3)
Plot the function from previous slide
𝐿
−1
{ 𝑓 ( 𝑠 ) }= 𝑦=3 − 4 ( 𝑡 −1 ) 𝑢 ( 𝑡 −1 ) +4 ( 𝑡 −3 ) 𝑢(𝑡 −3)
Points of interest are t=1 and t=3, these are
where there are potential discontinuities.
Because u(t-1) = 0
{
and u(t-3) = 0, if t<1
3 𝑡 <1
𝑦= 3 − 4 (𝑡 − 1) 1 ≤ 𝑡 <3
3 − 4 ( 𝑡 − 1 ) + 4 ( 𝑡 − 3 ) 𝑡 ≥ 3 Because u(t-1) = 1 and
u(t-3) = 0, if 1 ≤ t < 3
{
3 𝑡 <1
𝑦 = 7 − 4 𝑡 1 ≤ 𝑡 <3
−5 𝑡≥3
{
3 𝑡 <1
Plot of 𝑦 = 7 − 4 𝑡 1 ≤ 𝑡 <3
−5 𝑡≥3
y=3
y = 7-4t
y = -5
Find the Inverse Laplace Transform
−4 𝑠
𝑒 c=4
𝑔 ( 𝑠 )=
( 𝑠 +2 )3
1
𝑓 ( 𝑠 )=
( 𝑠+2 ) 3
𝐿 −1
{ 𝑓 ( 𝑠 ) }= 𝐿−1
{ 1
}
( 𝑠+ 2 ) 3
1 2 −2𝑡
= 𝑡 𝑒 =F (t )
2
1 2 −2 (𝑡 −4 )
𝐹 (𝑡 − 4)= (𝑡 − 4) 𝑒
2
{ }
−4𝑠
𝑒 1 2 − 2 ( 𝑡 −4 )
𝐿
−1
{ 𝑔 ( 𝑠 ) }= 𝐿 −1
3
= ( 𝑡 − 4 ) 𝑒 u( t − 4)
( 𝑠+2 ) 2
Find the Inverse Laplace Transform. Plot the resulting function
c = 3, c = 1
−3𝑠 −𝑠
( ) 5𝑒 𝑒
𝑔 𝑠= −
𝑠 𝑠
𝐿 −1 { 𝑓 ( 𝑠 ) }= 𝐿−1 {}
1
𝑠
=1𝑦 =𝐿 −1 { 𝑔 ( 𝑠 ) }=5 𝑢 ( 𝑡 − 3 ) − 𝑢(𝑡 − 1)
{
5 ( 0 ) − 0=0 𝑡 <1 Because u(t-1) = 0 and u(t-3) = 0, if t<1
𝑦 = 5 ( 0 ) − 1=− 1 1 ≤ 𝑡 <3 Because u(t-1) = 1 and u(t-3) = 0, if 1 ≤ t < 3
5 ( 1 ) − 1= 4 𝑡 ≥ 3 Because u(t-1) = 1 and u(t-3) = 1, if t≥ 3
{
0 𝑡 <1
Plot of 𝑦 = − 1 1 ≤ 𝑡 <3
4 𝑡 ≥3
y=4
y=0
y = -1
Initial Value Problem with the Heaviside Function
Find y 𝑦 +2 𝑦 ′+ 𝑦 = 𝐹 ( 𝑡 ), 𝑦 (0)=0, 𝑦 ′(0)=
𝐹 ( 𝑡 )= { 4
𝑡+2
0≤𝑡 ≤2
𝑡≥2
Define F(t) in terms of
the Heaviside function 𝐹 ( 𝑡 )=4 − 4 𝑢 ( 𝑡 − 2 ) + ( 𝑡+2 ) 𝑢 ( 𝑡 −2 )=4+ (𝑡 − 2 ) 𝑢(𝑡 −2)
Obtain the Laplace
Transform of both sides }
of the equation
𝑠 ℒ { 𝑦 } − 𝑠 𝑦 { 0 } − 𝑦 ( 0 ) + 2 { 𝑠 ℒ { 𝑦 } − 𝑦 ( 0 ) } + ℒ { 𝑦 } = ℒ {4 + ( 𝑡 − 2 ) 𝑢 ( 𝑡 −2 ) }
2 ′
4
𝑠 ℒ { 𝑦 } −0 − 0+2 { 𝑠 ℒ { 𝑦 } − 0 } + ℒ { 𝑦 }= +𝑒 ℒ {𝑡 + 2− 2 }
2 −2 𝑠
Insert initial
conditions 𝑠
Solve for the Laplace
Transform
2
{ } { }
𝑠 ℒ 𝑦 +2 𝑠 ℒ 𝑦 + ℒ 𝑦 = + 𝑒 { }
4
𝑠
−2𝑠 1
𝑠( )
2
4
( 𝑠¿ ¿ 2+2 𝑠 +1) ℒ { 𝑦 }= + 𝑒
𝑠
−2𝑠 1
( )
𝑠
2
−2 𝑠
¿
4 𝑒
ℒ { 𝑦 }= 2
+ 2 2
𝑠 ( 𝑠 +1 ) 𝑠 ( 𝑠+ 1)
Initial Value Problem with the Heaviside Function (cont’d)
−2 𝑠
4 𝑒
ℒ { 𝑦 }= 2
+ 2 2
Find the inverse 𝑠 ( 𝑠+1 ) 𝑠 ( 𝑠+ 1 )
Laplace Transform
4 4 4 4
partial fractions =− − +
𝑠 ( 𝑠+ 1 )
2
𝑠 +1 ( 𝑠+1 )2 𝑠
{ } { }
−2 𝑠 − 2𝑠 −2 𝑠 −2𝑠
−1 4 4 4 −1 𝑒 2𝑒 𝑒 2𝑒
𝑦 =ℒ − − + + ℒ + + −
𝑠+ 1 ( 𝑠 +1 )2 𝑠 𝑠
2
𝑠 +1 ( 𝑠 +1 )2 𝑠