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LAPLACE TRANSFORM
November 2006
LAPLACE TRANSFORM
Many mathematical problems are solved using transformations. The idea is to
transform the problem into another problem that is easier to solve. Once a
solution is obtained, the inverse transform is used to obtain the solution to the
original problem. The Laplace transform is an important tool that makes
solution of linear constant coefficient differential equations much easier. The
Laplace transform transforms the differential equations into algebraic
equations which are easier to manipulate and solve. Once the solution is
obtained in the Laplace transform domain is obtained, the inverse transform is
used to obtain the solution to the differential equation. Laplace transform is an
essential tool for the study of linear time-invariant systems.
LEARNING OBJECTIVES
A list of learning objectives that students are expected acquire in the course is
listed below. This problem set is not covering all of them. Read the textbook
and make sure that you know all the items below.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
BACKGROUND MATERIAL
EXAMPLE 1:
2
Factor the second order polynomial P ( x) = x + 5 x + 6
Answer:
This is a simple problem. Find two numbers such that their product is six and
their sum is five. They are two and three. P ( x) = x 2 + 5 x + 6 = ( x + 2)( x + 3)
EXAMPLE 2:
Factor the second order polynomial P ( x) = x 2 + 0.9 x 2.52
Answer:
It is not easy to guess two numbers such that their product is 2.52 and
their sum is 0.9 . We can use the formula to find the roots then write the
factors.
roots of ax 2 + bx + c = 0 are
b b 2 4(a )(c)
2( a )
EXAMPLE 3:
Factor the second order polynomial P ( x) = x 2 + 4 x + 13
Answer:
We can use the formula to find the roots then write the factors.
4 4 2 4(1)(13)
roots of x + 4 x + 13 = 0 are
= 2 j 3
2(1)
2
P ( x) = x 2 + 4 x + 13 = ( x + 2 + j 3)( x + 2 j 3)
EXAMPLE 4:
Express the second order polynomial P ( x) = x 2 + 4 x + 13 in the sum of square
form
Answer:
2
2
2
2
4 4
4 4
2
2
P ( s ) = x 2 + 4 x + 13 = x 2 + 4 x + + 13 = x + + 13 = ( x + 2 ) + (3)
2 2
2 2
EXAMPLE 5:
Factor the second order polynomial P ( x) = 2 x 2 + 4 x 6
Answer:
P ( x) = 2 x 2 + 4 x 6 = 2 x 2 + 2 x 3 = 2( x + 3)( x 1)
EXAMPLE 6:
Factor the second order polynomial P ( x) = ( x + 2) 2 + 16
Answer:
This polynomial is expressed as the sum of squares. It has two complex
poles. The real part of the roots is -2 and imaginary parts are 4 .
P ( x) = ( x + 2) 2 + 16 = ( x + 2 + j 4)( x + 2 j 4)
Exercise 1:Factor P ( x) = x 2 + 12 x + 32
Exercise 2:Factor P ( x) = x 2 + 4.4 x + 1.9
Exercise 3:Factor P ( x) = 2 x 2 + 2 x + 11
Exercise 4:Factor P ( x) = x 2 + 2 x + 13
Exercise 5: Express P ( x) = x 2 + 2 x + 17 in sum of squares form.
INTEGRATION
Integration is a large topic. Here we will concentrates on integrals often
used in problems related to Laplace transform. In particular, we
concentrate on integrals involving e ax .
EXAMPLE 1:
2
2x
dx
Answer:
2
e 2x
e
dx
=
0
2
2x
e4 e0 e4 1 1 4
=
= e 1
2
2
2 2 2
EXAMPLE 2:
b
cx
Answer:
b
1
ecx
e
dx
=
= ec b ec a
a
c a c
cx
EXAMPLE 3:
Answer:
e cx
e
dx
=
0
c
cx
=
0
1 c
1
(0 1) = 1
e ec 0 =
c
c
c
EXAMPLE 4:
Answer:
e 2t
5 e dt = 2
2t
e 10
1 2( )
1
2 (5)
10
e
0e
=
e
=
=
2
2
2
EXAMPLE 5:
3
Answer:
Using integration by parts
define u = t
du = dt
dv = e 2t dt
3
te
2t
dt = vu
v=
e 2t
2
3
3e 6 e 2
e 2t
e 2t
vdu =
(.............)
t
dt =
2 1 1 2
2 2
1
3
EXAMPLE 6:
3
Answer:
EXAMPLE 7:
3
Answer:
EXAMPLE 8:
Answer:
EXAMPLE 9:
10
0t 2
2t
f (t )dt where f (t ) =
2t + 5
2 < t 10
Answer:
10
10
f (t )dt = f (t )dt +
10
2t 2
f (t )dt = 2tdt + (2t + 5)dt =
2
0
2
2t 2
+
+ 5t
2
10
= 44
2
LIMITS
EXAMPLE 1:
t 2 + 3t
Evaluate the limit lim 2
.
t t 1
Answer:
t 2 + 3t
=
Dividing by the highest power and taking the limit
lim 2
t t 1
3
t 2 3t
+ 2
1+
2
2
t + 3t
t = 1+ 0 = 1
lim 2
= lim t 2 t = lim
t t 1
t t
t
1
1
1 2 1 0
2
2
t
t
t
EXAMPLE 2:
Evaluate the limit lim sin(10t )e 2t .
t
Answer:
lim sin(10t )e 2t = 0
t
EXAMPLE 3:
Evaluate the limit lim t e 2t .
t
Answer:
lim t e 2t = 0
t
EXAMPLE 4:
Evaluate the limit lim t e3t .
t
Answer:
lim t e 3t =
t
EXAMPLE 5:
t 2 + 3t
Evaluate the limit lim 2
.
t 0 t 1
Answer:
t 2 + 3t
0
=
=0
lim 2
t 0 t 1
1
EXAMPLE 6:
t 2 + 3t
Evaluate the limit lim 2
.
t 0 t t
Answer:
t 2 + 3t 0
lim 2
= using L'Hopital's rule
t 0 t t
0
2
t + 3t
2t + 3 3
lim 2
= lim
=
= 3
t 0 t t
t 0 2t 1
1
EXAMPLE 1:
Evaluate (2 + j 3) + (4 + j 0.3) .
Answer:
(2 + j 3) + (4 + j 0.3) = 2 + j 3.3
EXAMPLE 2:
Evaluate (2 + j 3)(4 + j 0.3) .
Answer:
(2 + j 3)(4 + j 0.3) = 8.9 j11.4
EXAMPLE 3:
2 + j3
.
4 j2
Evaluate
Answer:
2 + j3
= 0 .1 + j 0 .8
4 j2
EXAMPLE 4:
s +1
. Evaluate F (2 + j 3) .
s2
Let F ( s ) =
Answer:
2 + j3 + 1
= 1 j
2 + j3 2
F (2 + j 3) =
EXAMPLE 5:
Let F ( s ) =
s+3
. Evaluate F ( 2 + j 2 )
( s + 2)( s + 1)
Answer:
F ( 2 + j 2) =
2 + j2 + 3
= 0.2615 - j 0.2077
(2 + j 2 + 2)(2 + j 2 + 1)
LONG DIVISION
EXAMPLE 1:
s 2 + 9s + 3
Let F ( s ) =
. Perform long division and determine the quotient
( s + 2)( s + 1)
and the remainder.
Answer:
s + 3s + 2
2
1
s 2 + 9s + 3
s 2 3s 2
6s + 1
F ( s) =
6s + 1
s 2 + 9s + 3
s 2 + 9s + 3
= 1+ 2
= 2
( s + 2)( s + 1) s + 3s + 2
s + 3s + 2
EXAMPLE 2:
3s 3 + 17 s 2 + 33s + 15
Let F ( s ) =
. Perform long division and determine the
s 3 + 6 s 2 + 11s + 6
quotient and the remainder.
Answer:
F ( s) = 3 +
s2 3
s 3 + 6 s 2 + 11s + 6
MISCELLANEOUS PROBLEMS
EXAMPLE 1:
Express the following function as a sum of shifted steps.
-1
Answer:
f (t ) = u (t 1) 2u (t 2) + u (t 1)
EXAMPLE 2:
Express the following function in terms of shifted steps.
t2
1
-1
Answer:
t 2
t [0,1]
f (t ) = 1
t [1,2]
0 otherwise
f (t ) = t 2 (u (t ) t (t 1) + 1(u (t 1) u (t 2))
EXAMPLE 3:
Obtain an analytical expression of the saw function.
-1
Answer:
t
t [0,1)
f (t ) = t n
t [n, n + 1)
0 t<0
EXAMPLE 3:
Obtain an analytical expression of the function.
1
-1
Answer:
EXAMPLE 4:
Obtain an analytical expression of the function.
-2
Answer:
t [0,1)
2t
2
t [1,2)
f (t ) =
2t + 6 t [2,3)
0
otherwise
USEFUL IDENTITIES
Often some problem can be made considerably easier if some identities
are used.
useful identities
e j = cos( ) + j sin( )
e j = cos( ) j sin( )
1 j
e + e j
2
1 j
e e j
sin( ) =
2j
1
sin 2 ( ) = (1 cos(2 ) )
2
cos( ) =
EXAMPLE 1:
LAPLACE TRANSFORM
Computing the Laplace transform using definition
Using Laplace transform Properties
Inverse Laplace transform
F ( s ) = L { f (t )} = f (t )e at dt
0
EXAMPLE 1:
t [0,2]
2
Find the Laplace transform of f (t ) =
0 otherwise
Answer:
F ( s ) = L { f (t )} = f (t )e at dt = 2e at dt + 0e at dt =
2 2 2 s
e
s s
EXAMPLE 2:
Find the Laplace transform of f (t ) = 1 2e 2t
Answer:
1
2
F ( s ) = L { f (t )} = f (t )e at dt = (1 2e 2t )e at dt = e at dt 2 e 2t e at dt =
0
0
0
0
s s+2
EXAMPLE 1:
Find the Laplace transform of f (t ) = t 2 e 2 x cos(3t )
Answer:
For convenience, let us define the following functions
g (t ) = cos(3t )
h(t ) = e 2 x cos(3t ) = e 2 x g (t )
then f (t ) = t 2 h(t )
Let G ( s ) = L{g (t )}, H ( s ) = L{h(t )}, F ( s ) = L{ f (t )}
s
fromTable
s +9
s+2
H ( s) =
( s + 2) 2 + 9
G (s) =
F ( s) =
2
d d
2(s + 2)(s + 4s - 23)
=
(
)
H
s
ds ds
(s 2 + 4s + 13) 3
EXAMPLE 2:
Find the Laplace transform of f (t ) = [cos(3t )]
Answer:
Using the trigonometric identity
1
cos 2 (3t ) = (1 + cos(6t ) )
2
s
1
L{cos 2 (3t )} =
+
2
2 s 2( s + 36)
EXAMPLE 3:
(e 2t 1) 2 = e 4t 2e 2t + 1
1
2
1
L{(e 2t 1) 2 } =
+
s+4 s+2 s
EXAMPLE 4:
Find the Laplace transform of f (t ) = sin( 2t ) cos( 2t )
Answer:
Using the trigonometric identity
1
sin( 2t ) cos( 2t ) = (sin( 4t ) )
2
4
L{sin( 2t ) cos(2t )} =
2
2( s + 16)
EXAMPLE 5:
Find the Laplace transform of f (t ) = t 2
Answer:
Using the multiplication by t property
1
L{t} = 2
s
d 1 2
L{t 2 } = 2 = 3
ds s s
Exercises:
Find the Laplace transform of
3
1. f (t ) = [cos(3t )]
2. f (t ) = sin 2 (3t )
3. f (t ) = sin(3t 4)
EXAMPLE 1:
Find the inverse Laplace transform of F ( s ) =
2
s+k
Answer:
f (t ) = L1 {F ( s )} = 2e kt
EXAMPLE 2:
Find the inverse Laplace transform of F ( s ) =
2
s + 3s + 2
2
Answer:
A first step in the solution is to factor the denominator
s 2 + 3s + 2 = ( s + 2)( s + 1)
Then F(s) can be expressed in terms of the unknown parameters A and B
2
A
B
=
+
F ( s) = 2
s + 3s + 2 s + 2 s + 1
Use the formula to determine A and B
2
= 2
A = ( s + 2) F ( s ) s = 2 =
s + 1 s = 2
B = ( s + 1) F ( s ) s = 1 =
F ( s) =
2
s+2
=2
s = 1
2
2
+
s + 2 s +1
f (t ) = L1 {F ( s )} = 2e 2t + 2e t
for
t0
EXAMPLE 3:
Find the inverse Laplace transform of F ( s ) =
2 bs
e
s+c
Answer:
Let G ( s ) =
f (t ) = L1
2
g (t ) = L1 {G ( s )} = 2e c t
s+c
G ( s )e bs = 2e k (t b ) u (t b)
EXAMPLE 4:
Find the inverse Laplace transform of F ( s ) =
(s + 2)3
Answer:
f (t ) = L1 {F ( s )} =
EXAMPLE 5:
Find the inverse Laplace transform of F ( s ) =
3s + 5
s2 + 7
Answer:
5
3s
+ 2
f (t ) = L1 {F ( s )} = L1 2
s + 7 s + 7
s
5
7
= L1 3
+
2
2
7 s 2 + 7
s 2 + 7
5
= 3 cos 7 t +
sin 7 t
7
( )
( )
EXAMPLE 7:
Find the inverse Laplace transform of F ( s ) =
Answer:
5
s 9
2
B
5
1 A
+
f (t ) = L1 {F ( s )} = L1 2
=L
s 9
s 3 s + 3
A = ( s 3)
5
5
=
( s 3)( s + 3) s =3 6
B = ( s + 3)
5
5
=
( s 3)( s + 3) s =3 6
5 3 t 5 3 t
e e
6
6
EXAMPLE 8:
Find the inverse Laplace transform of F ( s ) =
s +1
s ( s + 2) 3
2
Answer:
A B
C
D
E
+
+
+
+
s 2 s ( s + 2) ( s + 2) ( s + 2)
1
A = s 2 F ( s) =
s =0
8
1
d 2
=
s F (s)
B=
ds
16
s =0
F (s) =
C = ( s + 2) 3 F ( s )
s = 2
1
4
d
=0
( s + 2) 3 F ( s )
s = 2
ds
1
1 d2
=
E=
( s + 2) 3 F ( s )
2
s = 2
16
2! ds
1 1
1
=
+ t + e 2t ????????????
16 8 16
D=
EXAMPLE 1:
What is the steady state value of f(t) if you know that
2
F ( s) =
s ( s + 1)( s + 2)( s + 3)
Answer:
A simple pole at origin and all other poles have negative real part.
2
1
f () = lim s F ( s ) = lim
=
s 0
s 0 ( s + 1)( s + 2)( s + 3)
3
EXAMPLE 2:
What is the steady state value of f(t) if you know that F ( s ) =
1
( s 1)( s + 2)
Answer:
The final value theorem is not applicable because F(s) has a pole s = 1.
EXAMPLE 3:
What is the steady state value of f(t) if you know that F ( s ) =
Answer:
All poles have negative real part.
s
f () = lim s F ( s ) = lim
=0
s 0
s 0 ( s + 2) 2 ( s + 4)
1
( s + 2) 2 ( s + 4)
EXAMPLE 4:
What is the steady state value of f(t) if you know that F ( s ) =
10
s ( s + 1)
2
Answer:
The final value theorem is not applicable because F(s) has two poles at origin.
EXAMPLE 5:
What is the steady state value of f(t) if you know that F ( s ) =
10
( s + 1)( s 2 + 1)
Answer:
The final value theorem is not applicable because F(s) has two poles on the
imaginary axis ( j and j).
EXAMPLE 6:
What is the steady state value of f(t) if you know that
b
F ( s) =
, where a > 0
s ( s + 1)( s + a )
Answer:
sb
b
f () = lim s F ( s ) = lim
= ,
a
s 0
s 0 s ( s + 1)( s + a )
SOLVING ODE
Solving ODE is one important application for Laplace transform. The
general procedure is shown below.
1. Use Laplace transform to convert the ODE into algebraic equation.
2. Solve the algebraic equation for the unknown function
3. Use Partial fraction expansion to express the unknown function as the
sum of first and second order terms
4. Use inverse Laplace transform to obtain the solution to the original
problem
EXAMPLE 1:
&x&(t ) + 4 x& (t ) + 3 x(t ) = 1
x(0) = 0; x& (0) = 0
Answer:
Step1:
Convert to
algebraic
equation
{s
1
s
1
s 2 X ( s ) + 4{sX ( s )} + 3 X ( s ) =
s
1
s 2 + 4s + 3 X (s) =
s
1
X ( s) =
2
s s + 4s + 3
1
A
B
C
= +
+
X ( s) =
2
s s + 4s + 3
s (s + 3) (s + 1)
2
X ( s ) + 4{sX ( s )} + 3 X ( s ) =
(
Step3: Use
partial fraction
expansion
A = (s)
1
s s + 4s + 3
B = ( s + 3)
C = ( s + 1)
Step4:
Inverse
Laplace
Transform
1
s
{s
Step2: Solve
for X(s)
=
s =0
1
s s + 4s + 3
1
s s + 4s + 3
1
s + 4s + 3
s =0
1
1
1
=
=
s (s + 1) s =3 3(2) 6
1
1
1
=
=
s (s + 3) s =1 1(2)
2
1
1
1
1
2
X ( s) =
= 3+ 6 +
2
s (s + 3) (s + 1)
s s + 4s + 3
1 1
1
x(t ) = + e 3t e t
for t 0
3 6
2
1
3
=
s = 3
s = 1
EXAMPLE 2:
&x&(t ) + 4 x& (t ) + 3 x(t ) = 1
x(0) = 1; x& (0) = 2
Answer:
Step1:
Convert to
algebraic
equation
Step2: Solve
for X(s)
{s
{s
{s
X ( s ) s 2 + 4{sX ( s ) 1} + 3 X ( s ) =
1
s
1
1 + s 2 + 3s
2
s + 4s + 3 X (s ) = + s + 3 =
s
s
2
s + 3s + 1
X ( s) =
s s 2 + 4s + 3
1
A
B
C
X ( s) =
= +
+
2
s (s + 3) (s + 1)
s s + 4s + 3
A = ( s)
s 2 + 3s + 1
s s 2 + 4s + 3
B = ( s + 3)
=
s =0
s 2 + 3s + 1
s s 2 + 4s + 3
s + 3s + 1
C = ( s + 1)
s s 2 + 4s + 3
s 2 + 3s + 1
s 2 + 4s + 3
=
s = 3
Step4:
Inverse
Laplace
Transform
1
s
X ( s ) + 4{sX ( s )} + 3 X ( s ) =
(
Step3: Use
partial fraction
expansion
1
s
s = 1
=
s =0
s 2 + 3s + 1
1
1
=
=
s (s + 1) s = 3 3(2) 6
s 2 + 3s + 1
1
1
=
=
=
s (s + 3) s = 1 1(2) 2
1
1
1
1
X ( s) =
= 3+ 6 + 2
2
s (s + 3) (s + 1)
s s + 4s + 3
1 1
1
x(t ) = + e 3t + e t
for t 0
3 6
2
1
3
EXAMPLE 3:
&x&(t ) + 4 x(t ) = 1
x(0) = 0; x& (0) = 0
Answer:
Step1:
Convert to
algebraic
equation
Step2: Solve
for X(s)
&x&(t ) + 4 x(t ) = 1
{s
1
s
(
Step3: Use
partial fraction
expansion
A=s
1
s s +4
s =0
1
s +4
=
s =0
1
4
( Bs + c) s + A s + 4 = 2
A = B, C = 0
Step4:
Inverse
Laplace
Transform
1
0.25 0.25s
=
+ 2
s
s s +4
s +4
x(t ) = 0.25 0.25 cos( 2t )
for t 0
X ( s) =