Transform Calculus Module 1: Laplace Transform: Basic Concepts
Transform Calculus Module 1: Laplace Transform: Basic Concepts
Transform Calculus Module 1: Laplace Transform: Basic Concepts
July 2012
1 Introduction
The Laplace transform is an example of a class called \integral transforms",
and it takes a function F (t) of one variable t (which we shall refer to as time)
into a function f (s) of another variable s (the complex frequency). An-
other integral transform widely used by engineers is the \Fourier Transform",
which is dealt with in the coming modules. The attraction of the Laplace
transform is that it transforms dierential equations in the t (time) domain
into algebraic equations in the s (frequency) domain. Solving the dierential
equations in the t domain therefore reduces to solving algebraic equations in
the s domain.
nnrao [email protected]
1
F (t)
t t t
1 2 3 t
and
lim
!0
F (t2 ) = F (t2 0) = F (t2 )
respectively, where is positive.
Example 1: Consider the function F that has the values
8
< x 0 < x < 1,
F (x) = 1 1 x < 2,
:
1 2<x<3
and F (3) = 0. Although F is discontinuous at the points x = 1 and x = 2
in the interval 0 < x < 3, it is nevertheless piecewise continuous on that
interval. This is because the one-sided limits from the interior exist at the
end points of each of the three open subintervals on which F is continuous.
Note, for instance, that the right-hand limit at x = 0 is F (0+) = 0 and that
the left-hand limit at x = 1 is F (1 ) = 1.
2
Example 2: The function F (x) = 1=x is continuous on the interval
0 < x < 1, but it is not piecewise continuous there since F (0+) fails to exist.
Function of exponential order: A function F (t) is said to be of expo-
nential order a as t ! 1 if
t!1
lim e at
F (t) = nite quantity
i.e., if a given positive integer n0 , there exists a real number M > 0 such that
je at
F (t)j < M 8t n0
or jF (t)j < M eat 8t n0
Brie
y we say that F (t) is of exponential order. Sometimes we write F (t) =
O(eat ); t ! 1
t2
lim t2 e
t!1
at
= tlim
!1 eat
2
= tlim
!1
=0 for a > 0
a eat
2
2 Laplace transform
Suppose F (t) is a real valued function over the interval ( 1; 1) such that
F (t) = 0 8t < 0
The Laplace transform of F (t), denoted by LfF (t)g, is dened as
Z 1
LfF (t)g = e st
F (t)dt or
0
Z 1
f (s) = LfF (t)g = e st
F (t)dt (2)
0
4
number
The Laplace transform is said to be exist if the integral (2) is convergent
for some value of s.
The operation of multiplying F (t) by e st and integrating form 0 to 1 is
called Laplace transformation.
Notation:
5
2.
n!
Lftng =
sn+1
when n = 0; 1; 2; 3; or
;
(n + 1)
Lftng =
sn+1
Z 1
Lftng = e st n
t dt
0
put st = z; sdt = dz at t = 0; z = 0 and t = 1; z = 1
Z 1 z n dz
= e z
0 s s
Z 1
1
= e z z n dz
sn+1 0
(n + 1) n!
= = ; if n > 1; s > 0
sn+1 r
sn+1
1
In particular Lft g
1
2 = 2
1 =
s
3
2
ps
Lft g
1
2 = 2
3 = 3
s 2 2s 2
3.
Z 1
Lfe gat
= e st
eatdt
Z0 1
= e(a s )t
dt
0
Z 1
= e (s a)t
dt
0
a)t 1
(s
e
=
a s 0
1
= 0
a s
1
) Lfeat g =
s a
6
4.
Z 1
Lfsin(at)g = e st
sin(at)dt
0
Z
eax (a sin(bx) b cos(bx))
recall eax sin(bx) =
a2 + b2
1
e st
= ( s sin(at ) a cos( at ))
s2 + a2 0
a
Lfsin(at)g = s2 + a2
5.
Z 1
Lfsinh(at)g = e st
sinh(at)dt
0
Z 1
eat e at
= e st
dt
0 2
Z 1 e (s a)t e (s+a)t
= dt
2 0
1 1 1
=
2 s a s+a
a
= 2 2 for s > jaj
s a
6. If F (t) = [t] where [t] denotes the greatest integer t Then LfF (t)g
can be obtained as
Z 1 Z 2 Z 3 Z 4
LfF (t)g = 0e dt + st
1e dt + st
2e dt + st
3e st dt +
0 1 2 3
st 2
3 4
e e st e st
= 0+
s 1
+2
s 2
+3
s 3
+
2s s 3s 2s 4s 3s
e e e e e e
= +2 2 +3 3 +
s s s s s s
e s
= 1 e s + 2e s
2e 2s
+ 3e 2s
3e 3s
+
s
e s
= 1+e s+e 2s
+e 3s
+
s
e s
=
s(1 e s )
1
=
s( es 1)