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ENS 181 Laplace Transform Lecture

The document provides an introduction to the Laplace Transform, explaining its necessity for solving differential equations more efficiently than classical methods. It defines the Laplace Transform and presents several examples, demonstrating its application and properties, such as linearity and shifting. Additionally, it discusses the Inverse Laplace Transform, which is used to revert solutions back to the time domain after applying the Laplace Transform.

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0% found this document useful (0 votes)
10 views10 pages

ENS 181 Laplace Transform Lecture

The document provides an introduction to the Laplace Transform, explaining its necessity for solving differential equations more efficiently than classical methods. It defines the Laplace Transform and presents several examples, demonstrating its application and properties, such as linearity and shifting. Additionally, it discusses the Inverse Laplace Transform, which is used to revert solutions back to the time domain after applying the Laplace Transform.

Uploaded by

dukegrey12
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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ENS 181

Laplace Transform Lecture

Why do we need the Laplace Transform? We already know how to solve di9erential
equations using methods like undetermined coe9icients and variation of parameters, right?

The answer is: yes, those classical methods work well- but only under very specific
conditions. Undetermined coe9icients only apply when the right-hand side of the equation
has a simple form – like exponentials, polynomials, or sine and cosine functions. Variation
of parameters is more general, but let’s get honest- it can get messy and slow, especially
when you’re dealing with complicated integrals.

The Laplace Transform doesn’t just help us solve di9erential equations – it transforms the
problem entirely. It moves us from the time domain, where things happen moment by
moment, into the frequency domain, where everything is easier to manage. It turns
di9erential equations into algebraic ones.

Definition of Laplace Transform:


Suppose we have a function 𝑓(𝑡) be defined on 𝑡 ≥ 0. Its Laplace transform, denoted by
ℒ{𝑓} is a new function 𝐹(𝑠), given by:
$
𝐹(𝑠) = ℒ {𝑓(𝑡)} = - 𝑒 !"# 𝑓(𝑡)𝑑𝑡
%

Example 1: Let 𝑓(𝑡) = 1. Find ℒ{𝑓}. By definition,


$
ℒ{𝑓 } = - 𝑒 !"# 𝑓(𝑡)𝑑𝑡
%
$
ℒ {1} = - 𝑒 !"# 1𝑑𝑡
%

Let:

𝑢 = −𝑠𝑡
𝑑𝑢 = −𝑠𝑑𝑡
𝑑𝑢
= 𝑑𝑡
−𝑠
So,
$
𝑑𝑢
ℒ {1} = - 𝑒 &
% −𝑠
$
1
ℒ {1} = 4− 𝑒 !"# 5
𝑠 %

1
ℒ {1} =
𝑠
Example 2: Let 𝑓(𝑡) = 𝑒 '# . Find ℒ{𝑓}. By definition,
$
'# }
ℒ {𝑒 = - 𝑒 !"# 𝑓(𝑡)𝑑𝑡
%
$
ℒ{𝑒 '# } = - 𝑒 !"# 𝑒 '# 𝑑𝑡
%
$
ℒ {𝑒 '# } = - 𝑒 ('!")# 𝑑𝑡
%

Let:

𝑢 = (𝑎 − 𝑠)𝑡
𝑑𝑢 = (𝑎 − 𝑠)𝑑𝑡
𝑑𝑢
= 𝑑𝑡
𝑎−𝑠
$
1
ℒ{𝑒 '# } = - 𝑒 & 𝑑𝑢
𝑎−𝑠 %
$
'# }
1 ('!")#
ℒ {𝑒 =4 𝑒 5
𝑎−𝑠 %

1
ℒ {𝑒 '# } =
𝑠−𝑎
Example 3: Let 𝑓(𝑡) = 𝑡. Find ℒ{𝑓}. By definition,
$
'# }
ℒ {𝑒 = - 𝑒 !"# 𝑓(𝑡)𝑑𝑡
%
$
ℒ {𝑒 '# } = - 𝑒 !"# 𝑡𝑑𝑡
%
Using integration by parts:

𝑢=𝑡 𝑑𝑣 = 𝑒 !"# 𝑑𝑡
*
𝑑𝑢 = 𝑑𝑡 𝑣 = − " 𝑒 !"#

- 𝑢𝑑𝑣 = 𝑢𝑣 − - 𝑣𝑑𝑢

$ $
𝑡 1 !"#
ℒ {𝑒 '# } = 4− 𝑒 !"# 5 + - 𝑒 𝑑𝑡
𝑠 % % 𝑠

The first term becomes 0 when t approaches infinity.

Evaluating the second term


$
'# }
1 !"#
ℒ {𝑒 =- 𝑒 𝑑𝑡
% 𝑠
11
ℒ {𝑒 '# } =
𝑠 𝑠
1
ℒ {𝑒 '# } =
𝑠+
Example 4: Solve for ℒ{𝑠𝑖𝑛𝑡}

From Euler’s formula

𝑒 ,# − 𝑒 !,# 𝑒 ,# + 𝑒 !,#
𝑠𝑖𝑛𝑡 = 𝑐𝑜𝑠𝑡 =
2𝑖 2

$
ℒ {𝑠𝑖𝑛𝑡 } = - 𝑒 !"# 𝑓(𝑡)𝑑𝑡
%

$
𝑒 ,# − 𝑒 !,#
ℒ {𝑠𝑖𝑛𝑡 } = - 𝑒 !"# 𝑑𝑡
% 2𝑖

1 $ (,!")#
ℒ {𝑠𝑖𝑛𝑡} = - 𝑒 − 𝑒 (!,!")# 𝑑𝑡
2𝑖 %
1 1 1
ℒ {𝑠𝑖𝑛𝑡} = > − ?
2𝑖 𝑠 − 𝑖 𝑠 + 𝑖
1 (𝑠 + 𝑖) − (𝑠 − 𝑖)
ℒ {𝑠𝑖𝑛𝑡} = @ A
2𝑖 (𝑠 − 𝑖)(𝑠 + 𝑖)
1 2𝑖
ℒ {𝑠𝑖𝑛𝑡} = > + ?
2𝑖 𝑠 + 1
1
ℒ {𝑠𝑖𝑛𝑡 } =
𝑠+ +1

General Properties:

1. Linearity property – for any two functions 𝑓 and 𝑔 for which the Laplace transform
is defined, and two constant a, b we have

ℒ {𝑎𝑓 + 𝑏𝑔} = 𝑎ℒ {𝑓 } + 𝑏ℒ {𝑔}

Example 5: Solve for the Laplace transform of {5 − 3𝑡 + 𝜋𝑠𝑖𝑛𝑡 }

ℒ {5 − 3𝑡 + 𝜋𝑠𝑖𝑛𝑡} = 5ℒ{1} − 3ℒ {𝑡} + 𝜋ℒ {𝑐𝑜𝑠𝑡}


1 1 𝑠
ℒ{5 − 3𝑡 + 𝜋𝑠𝑖𝑛𝑡} = 5 > ? − 3 > + ? + 𝜋 G + H
𝑠 𝑠 𝑠 +1
5 3 𝜋𝑠
ℒ {5 − 3𝑡 + 𝜋𝑠𝑖𝑛𝑡} = − ++ +
𝑠 𝑠 𝑠 +1
2. Shifting property – if ℒ {𝑓} = 𝐹(𝑠) then ℒ {𝑒 '# 𝑓(𝑡)} = 𝐹(𝑠 − 𝑎)

Example 6: Solve for the Laplace transform of {𝑒 -# 𝑠𝑖𝑛𝑡}

Since,
1
ℒ {𝑠𝑖𝑛𝑡} =
𝑠+ + 1
So,
1
ℒ{𝑒 '# 𝑠𝑖𝑛𝑡 } =
(𝑠 − 𝑎)+ + 1
1
ℒ{𝑒 -# 𝑠𝑖𝑛𝑡} =
(𝑠 − 3)+ + 1
* "
3. Time Scaling – if ℒ{𝑓 } = 𝐹(𝑠) then ℒ{𝑓(𝑎𝑡)} = ' 𝐹(')

Example 7: Find ℒ {𝑠𝑖𝑛3𝑡}

By previous definition,
1
ℒ {𝑠𝑖𝑛𝑡} =
𝑠+ +1
So,
1 1
ℒ {𝑠𝑖𝑛3𝑡} = +
3 𝑠
G3H + 1

3
ℒ{𝑠𝑖𝑛3𝑡} =
𝑠+ +9
4. DiFerentiation of the frequency - if ℒ{𝑓} = 𝐹(𝑠) then ℒ {𝑡 . 𝑓(𝑡)} = (−1). 𝐹 . (𝑠)

Example 8: Solve ℒ {𝑡 - (1)}

The equation can be equated to,

-
1 ///
ℒ{𝑡 (1)} = (−1)- > ?
𝑠
−6
ℒ{𝑡 - (1)} = (−1)-
𝑠0
6
ℒ{𝑡 - (1)} =
𝑠0
5. DiFerentiation. if ℒ{𝑓 } = 𝐹(𝑠) then ℒ{𝑓′(𝑡)} = 𝑠𝐹(𝑠) − 𝑓(0)

Example 9: Let 𝑓(𝑡) = 𝑒 -# , Find ℒ {𝑓′(𝑡)}

ℒ{𝑓′(𝑡)} = 𝑠𝐹(𝑠) − 𝑓(0)

ℒ {𝑓 } = 𝐹(𝑠)
1
ℒ {𝑒 -# } = = 𝐹(𝑠)
𝑠−3
𝑓(0) = 𝑒 -(%) = 1
1
ℒ{𝑓′(𝑡)} = 𝑠 −1
𝑠−3
𝑠−𝑠+3
ℒ{𝑓′(𝑡)} =
𝑠−3
3
ℒ {𝑓′(𝑡)} =
𝑠−3
Inverse Laplace Transform

The Inverse Laplace Transform is a mathematical operation that takes a function 𝐹(𝑠) in
the frequency (𝑠) domain and returns the original function 𝑓(𝑡) in the time domain.

We write this as:

𝑓(𝑡) = ℒ !* {𝐹(𝑠)}

After applying the Laplace transform to a di9erential equation and solving 𝑌(𝑠), we use
the Inverse Laplace Transform to bring the solution back to the time domain.

Without this step, we’d only have a solution in the frequency domain, which isn’t useful
for understanding how the system behaves over time.

Example 10:

𝑦 // + 3𝑦 / + 2𝑦 = 𝑠𝑖𝑛𝑡, 𝑦(0) = 0, 𝑦 / (0) = 1


Take the Laplace transform of both sides:

𝑦 // + 3𝑦 / + 2𝑦 = 𝑠𝑖𝑛𝑡

ℒ{𝑦 // } + 3ℒ{𝑦 / } + 2ℒ {𝑦} = ℒ{𝑠𝑖𝑛𝑡}

Use:

ℒ {𝑦 // (𝑡)} = 𝑠 + 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦′(0)

ℒ {𝑦 / (𝑡)} = 𝑠𝑌(𝑠) − 𝑦(0)

ℒ {𝑦(𝑡)} = 𝑌(𝑠)
1
ℒ {𝑠𝑖𝑛𝑡 } =
𝑠+ +1
Substitution:

ℒ{𝑦 // } + 3ℒ{𝑦 / } + 2ℒ {𝑦} = ℒ{𝑠𝑖𝑛𝑡}


1
𝑠 + 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 / (0) + 3[𝑠𝑌(𝑠) − 𝑦(0)] + 2𝑌(𝑠) =
𝑠+ + 1
Substitute initial conditions 𝑦(0) = 0, 𝑦 / (0) = 1:
1
𝑠 + 𝑌(𝑠) − 1 + 3𝑠𝑌(𝑠) + 2𝑌(𝑠) =
𝑠+ +1
1
(𝑠 + + 3𝑠 + 2)𝑌(𝑠) = +1
𝑠+ + 1
1 + (𝑠 + + 1)
(𝑠 + + 3𝑠 + 2)𝑌(𝑠) =
𝑠+ + 1
(𝑠 + + 2)
(𝑠 + + 3𝑠 + 2)𝑌(𝑠) =
𝑠+ + 1
(𝑠 + + 2)
𝑌(𝑠) =
(𝑠 + + 1)(𝑠 + + 3𝑠 + 2)

(𝑠 + + 2)
𝑌(𝑠) =
(𝑠 + + 1)(𝑠 + 1)(𝑠 + 2)

We use Partial Fraction to decompose the right side

(𝑠 + + 2) 𝐴𝑠 + 𝐵 𝐶 𝐷
+
= + + +
(𝑠 + 1)(𝑠 + 1)(𝑠 + 2) 𝑠 + 1 𝑠 + 1 𝑠 + 2

Multiply both sides by the denominator

𝑠 + + 2 = (𝐴𝑠 + 𝐵)(𝑠 + 1)(𝑠 + 2) + 𝐶(𝑠 + + 1)(𝑠 + 2) + 𝐷(𝑠 + + 1)(𝑠 + 1)

Choose values for s to eliminate terms

Let 𝑠 = −1

3 = 0 + 2𝐶 + 0
3
𝐶=
2
Let 𝑠 = −2

6 = 0 + 0 − 5𝐷
6
𝐷=−
5
Let 𝑠 = 0

2 = 2𝐵 + 2𝐶 + 𝐷
1 6
2 = 2𝐵 + 2 > ? −
3 5
19
𝐵=
15
Let 𝑠 = 1

3 = 6(𝐴 + 𝐵) + 6𝐶 + 4𝐷
19 1 −6
3 = 6 >𝐴 + ?+ 6> ? + 4> ?
15 3 5
3
𝐴=−
10
Inverse Laplace Transform
3 19
− 10 𝑠 + 15 3 1 6 1
𝑌(𝑠) = + > ?− > ?
𝑠+ +1 2 𝑠+1 5 𝑠+2
−3 s 19 1 3 1 6 1
𝑌(𝑠) = G + H+ > + ?+ > ?− > ?
10 s + 1 15 𝑠 + 1 2 𝑠+1 5 𝑠+2
Now apply inverse transforms:
𝑠
ℒ !* X Y = 𝑐𝑜𝑠𝑡
𝑠+ + 1
1
ℒ !* Z + [ = 𝑠𝑖𝑛𝑡
𝑠 +1
1
ℒ !* Z [ = 𝑒 !#
𝑠+1
1
ℒ !* Z [ = 𝑒 !+#
𝑠+2
3 19 1 6
𝑦(𝑡) = − 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡 + 𝑒 !# − 𝑒 !+#
10 15 3 5

Exercise:

𝑦 // + 5𝑦 / + 4𝑦 = cos(2𝑡) + 𝑒 !# , 𝑦(0) = 1, 𝑦 / (0) = −1


Laplace Transform Table

𝒇(𝒕) 𝑳(𝒇)
1
1
𝑠
1
𝑒 '#
𝑠−𝑎
𝑛!
𝑡.
𝑠 .1*
𝜔
𝑠𝑖𝑛𝜔𝑡
𝑠 + 𝜔+
+
𝑠
𝑐𝑜𝑠𝜔𝑡
𝑠 + 𝜔+
+
𝜔
𝑠𝑖𝑛ℎ𝜔𝑡
𝑠+ − 𝜔+
𝑠
𝑐𝑜𝑠ℎ𝜔𝑡
𝑠 − 𝜔+
+
𝜔
𝑒 '# 𝑠𝑖𝑛𝜔𝑡
(𝑠 − 𝑎)+ + 𝜔 +
𝑠
𝑒 '# 𝑐𝑜𝑠𝜔𝑡
(𝑠 − 𝑎)+ + 𝜔 +
𝜔
𝑒 '# 𝑠𝑖𝑛ℎ𝜔𝑡
(𝑠 − 𝑎)+ − 𝜔 +
𝑠
𝑒 '# 𝑐𝑜𝑠ℎ𝜔𝑡
(𝑠 − 𝑎)+ − 𝜔 +
2𝜔𝑠
𝑡𝑠𝑖𝑛𝜔𝑡
(𝑠 + + 𝜔 + )+
𝑠 + − 𝜔+
𝑡𝑐𝑜𝑠𝜔𝑡
(𝑠 + + 𝜔 + )+
𝑛!
𝑡 . 𝑒 '#
(𝑠 − 𝑎).1*

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