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Ghorai
Lecture XIX
Laplace Transform of Periodic Functions, Convolution, Applications
f (t)est dt
F (s) =
0
Z
X
(n+1)T
f (t)est dt
nT
=
=
n=0
Z T
X
f (u + nT )esusnT du
n=0
snT
f (u)esu du
n=0
T
Z
su
f (u)e
X
esnT
du
Z
=
u = t nT
n=0
f (u)esu du
1 esT
esnT
n=0
st
F (s) =
e
sin(t)
dt
=
= 2
2s/
2
2
2s/
1e
s + 1e
s + 2
0
Example 2. Consider a saw-tooth function (see Figure 1)
t,
0 t < 1,
f (t) =
f (t 1),
t 1.
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1 es 0
s2 (1 es
s2 s(1 es )
Example 3. Consider the following function (see Figure 2)
0 t < 1,
t,
2 t,
1 t < 2,
f (t) =
f (t 2),
t 2.
f(t)
1
o
(1 es )2
1 es
1
=
= 2 tanh(s/2)
2
2s
2
s
s (1 e )
s (1 + e )
s
1,
0 < t < 1,
1,
1 < t < 2,
f (t) =
f (t 2),
t > 2.
0
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Since f 0 is piecewise continuous and is of exponential order, its Laplace transform exist.
Also, f 0 is periodic with period T = 2. Hence,
Z 1
Z 2
Z 2
1
(1 es )2
1
0
st
st
st
0
f
(t)e
dt
=
e
dt
+
e
dt
=
.
L f =
1 e2s 0
1 e2s
s(1 e2s )
0
1
Hence,
1
1
1
L f 0 = tanh(s/2) = sF (s) f (0) = tanh(s/2) = F (s) = 2 tanh(s/2)
s
s
s
Comment: Is it possible to do similar calculations (like in aliter) in Example 2? If
not, why not?
Convolution
Supposewe know
H(s) can be written as H(s) = F (s)G(s),
that a Laplace
transform
where L f (t) = F (s) and L g(t) = G(s). We need to know the relation of h(t) =
1
L
H(s) to f (t) and g(t).
Definition 1. (Convolution) Let f and g be two functions defined in [0, ). Then
the convolution of f and g, denoted by f g, is defined by
Z t
(f g)(t) =
f ( )g(t ) d
(2)
0
(3)
L (f g)(t)
(f g)(t)est dt
Z0 Z t
=
f ( )g(t ) d est dt
=
The region of integration is the area in the first quadrant bounded by the t-axis and
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=t
0110
1 1
0
10
1010
2
00000000
11111111
000000001010
11111111
0000000010
11111111
t
Z Z
su
e g(u) du f ( )es d,
t =u
=
0
0
Z
Z
s
su
e g(u) du
e f ( ) d
=
0
= F (s)G(s)
Example 4. Consider the same problem as given in Example 4 of Lecture Note 18,
i.e. find inverse Laplace transform of 1/s(s + 1)2 .
Solution: We write H(s) = F (s)G(s), where F (s) = 1/s and G(s) = 1/(s + 1)2 . Thus
f (t) = 1 and g(t) = tet . Hence, using convolution theorem, we find
Z t
Z t
h(t) =
f (t )g( ) d =
e d = 1 (t + 1)et .
0
Note: We have used f (t )g( ) in the convolution formula since f (t) = 1. This helps
a little bit in the evaluation of the integration.
Example 5. Find inverse Laplace transform of 1/(s2 + 2 )2 .
Solution: Let H(s) = F (s)G(s), where F (s) = 1/(s2 + 2 ) and G(s) = 1/(s2 + 2 ).
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t
cos(t)
.
=
2 3
Applications
y(0) = 0, y 0 (0) = 2
1
2
1
=
Y
=
+
s2
s2 (s2 + 1) s2 + 1
1
1
+
= y(t) = t + sin t
s2 s2 + 1
2
G(s)
+ 2
2
s +1 s +1
y(0) = 0, y 0 (0) = 4.
Solution: Consider g(t) = 8 u0 (t) u (t) sin t. Then Laplace transform of the
nonhomogeneous term is the same as that of g(t). Now we write g(t) as
g(t) = 8u0 (t) sin t + +8u (t) sin(t ).
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1
8
es
4
1
s
+8
=
Y
=
+8
+8e
s2 + 1 s2 + 1
s2 + 9 (s2 + 1)(s2 + 9)
(s2 + 1)(s2 + 9)
+e
.
Y = 2
s +9
s2 + 1 s2 + 9
s2 + 1 s2 + 9
Now
1
1
1
L sin t sin 3t = 2
2
.
3
s +1 s +9
sin 3t + sin t,
y(t) =
4 sin 3t,
3
0 t ,
t ,
y(0) = 1, y 0 (0) = 0
Ys e
OR
OR
1
=
2
s3 es
2 /4
ds + C
2
s2 4
es /4
Y =
+
C
s3
s3
2
1
4
es /4
Y = 3 +C 3 .
s s
s
Now it can be shown by Bromwich integral method (not in the syllabus) that
2
2
x
1
es /4
L
=
2
4
s3
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Hence, we find
y(t) = (1 2x ) + C
x2 1
2
4
.
OR
y(t) = (1 C/4) + (C/2 2)x2
Now y(0) = 1 = C = 4. Hence
y(x) = (1 2x2 )
Comment: If we expand es
2 /4
es /4
1
1
+ non-negative power of s.
=
s3
s3 4s
If we assume L1 (sk ) = 0, k = 0, 1, 2, , then we find
L
x2 1
2
4
es /4
=
s3
y(0) = 1.
Y
1
s+2
2
1
=
= Y =
= Y =
s+2
s
s(s + 1)
s s+1
Hence,
y(t) = 2 et