Laplace
Laplace
Laplace
Définition
La transformée de Laplace monolatérale d’une fonction f d’une
variable réelle t, est la fonction F de la variable complexe s, définie
par: Z +∞
F(s) = L{f }(s) = e−st f (t)dt
0
f (t) = L−1 (F)(t)
Exemple 1:
Z +∞
1
f (t) = 1 ⇒ L{f }(s) = e−st dt =
0 s
Remarque:
Z +∞ Z T
e−st f (t)dt = lim e−st f (t)dt
0 T→∞ 0
Théorème
L{f ′ (t)} = sF(s) − f (0)
L{f ′′ (t)} = s2 F(s) − sf (0) − f ′ (0)
L{f n (t)} = sn F(s) − sn−1 f (0) − sn−2 f ′ (0) − ... − sf n−2 (0) − f n−1 (0)
Exemple
f (t) = t2
f (0) = 0, f ′ (0) = 0, f ′′ (t) = 2
L{f ′′ (t)} = L{2} = s2 F(s) =⇒ 2
s = s2 F(s)
2
L{f (t)} =
s3
Z t
1
L−1 ( F(s))(t) = f (τ )dτ
s 0
Exemple
1
L(f ) = s(s2 +ω 2 )
Rt
L−1 ( s2 +ω2 = ω1
1
sin ωt) L−1 ( s(s2 +ω
1
2) ) =
1
ω 0
sin ωτ dτ = 1
ω2
(1 − cos ωt)
Théorème
L{eat f (t)} = F(s − a)
L−1 (F(s − a))(t) = eat f (t)
Exemples 1:
f (t) L{f }
n!
eat tn (s−a)n+1
at s−a
e cos(ωt) (s−a)2 +ω 2
ω
eat sin(ωt) (s−a)2 +ω 2
Exemple 2:
2(s + 1) 2
y′′ +2y′ +5y = 0, y(0) = 2, y′ (0) = 4 =⇒ Y(s) = 2 2
+3
(s + 1) + 2 (s + 1)2 + 22
s 2
L−1 ( ) = cos 2t, L−1 ( 2 ) = sin 2t =⇒ y(t) = e−t (2 cos 2t+3 sin 2t)
s2 + 22 s + 22
Fonction Heaviside:
0 si t<a
u(t − a) = L{f (t − a)u(t − a)} = e−as F(s)
1 si t>a
Exemple 3:
1 0<t<π
f (t) = 0 π<t<2π
sin(t) t>2π
1 e−πs e−2πs
f (t) = u(t)−u(t−π)+u(t−2π) sin(t−2π) L{f (t)} = − + 2
s s s +1
Exemple 4:
1/k si a>t<a + k
fk (t) =
0 sinon
fk (t) = [u(t − a) − u(t − (a + k)]
1 h −as i 1 − e−ks
L{fk (t)} = e − e−a(a+k)s = e−as
ks ks
δ(t − a) = lim fk (t)
k→0
Théorème
L{δ(t − a)} = e−as
∞ si t=a
δ(t − a) =
0 sinon
Exercice:
Dérivées
R∞
F(s) = L{f (t)} = 0 e−st f (t)dt
R∞
F ′ (s) = − 0 e−st [tf (t)]dt
L{tf (t)} = −F ′ (s)
Intégrales
R∞
L{f (t)/t} = s
F(s)ds
Exemple
h i
ω2
L−1 ln(1 + s2
) = 2t (1 − cos ωt)
Exemple 1
1 1
H(s) = s2 (s−a)
, h(t) = a2
a2 eat − at − 1
Exemple 2
p
my′′ + ky = k0 sin pt, ω0 = k/m, hk = k0 /m, y(0) = yi′ (0) = 0
kp k p
Y(s) = (s2 +ω02 )(s2 +p2 )
, y(t) = p2 −ω02 ω0 sin ω0 t − sin pt
Exemple 3
Rt
y(t) = t + 0
y(τ ) sin(t − τ )dτ , y(t) = t + t3 /6
√
s 3k
Y1 (s) = s2 +k
+ 2 +3k
s√
s 3k
Y2 (s) = s2 +k
− s2 +3k
√ √
y1 (t) = cos √kt + sin √3kt
y2 (t) = cos kt − sin 3kt
at m−1 m−2
e Am t /(m − 1)! + Am−1 t /(m − 2)! + . . . + A2 t + A1
k = 1, . . . , m − 1
a = α + iβ
A αA + B αC + D
eαt t sin βt + (sin βt − βt cos βt) +eαt
C cos βt + sin βt
2β 2β 3 β
Si f est une fonction nulle pour t < 0 et, pour t > 0 , périodique de
période T, f (t + T) = f (t), alors pour T > 0:
Z T
1
L{f }(s) = e−st f (t) dt
1 − e−Ts 0