Lecture Note Chap 3 DE
Lecture Note Chap 3 DE
Lecture Note Chap 3 DE
CHAPTER 3 : LAPLACE TRANSFORM
L ( f ( t ) ) = F ( s ) = ∫ e− st f ( t ) dt
∞
Remember !!!
Example 3.1.1:
3.1.1
Solution:
∞
F ( s) = ∫ e − st f ( t ) dt
0
∞
= ∫ 0
e − st a dt
ae − st ∞
=
−s 0
1 ∞
= − ⎡⎣ ae ⎤⎦− st
s 0
a
= − ⎡⎣ e − s ∞ − e − s 0 ⎤⎦
s
a a
= − [ 0 − 1] ∴ L ( a ) = , s>0
s s
1 3
L (1) = and L ( −3) = − , s > 0
s s
1
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.1.2:
Find F (s ) if f (t ) = e
at
, a is constant
Solution:
∞
F ( s) = ∫ e− st eat dt
0
∞
= ∫ e−( s −a )t dt
0
∞
− ( s − a )t
e
=
− ( s − a) 0
, s > a ∴ L ( eat ) =
1 1 1
=− [0 − 1] , s − a > 0 =
( s − a) s−a s−a
( )
L e −2t =
1
s+2
, s > −2
Example 3.1.3:
Find L ( sin at )
Solution:
∞
L ( sin at ) = ∫ e − st sin at dt
0
∞
⎡ e − st ⎤
=⎢ 2 ( − s sin at − a cos at ) ⎥
⎣s + a
2
⎦0
⎡ e0 ⎤ a
= ⎢0 − 2 ( − s sin 0 − a cos 0 ) ⎥ = , s>0
⎣ s + a2 ⎦ s +a
2 2
3
L ( sin 3t ) =
s2 + 9
2
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.1.4:
(
Find L f ( t ) if )
⎧2 , 0<t <5
⎪
f (t ) = ⎨0 , 5 < t < 10
⎪ e 4t , 10 < t
⎩
Solution:
∞
F ( s) = ∫ e
5 10
− st
2dt + ∫ e − st
0dt + ∫ e− st e4t dt
0 5 10
∞
= 2 ∫ e dt + ∫ e(
5
− st 4 − s )t
dt
0 10
⎤ ⎡ e( 4 − s )t ⎤
∞
⎡ e− st 5
= 2⎢ ⎥+⎢ ⎥
⎦ ⎢⎣ (
⎢⎣ − s 0⎥
4 − s ) 10 ⎥
⎦
⎡ e−5 s e−0 ⎤ ⎡ e10( 4− s ) ⎤
= 2⎢ − ⎥ + ⎢0 − ⎥
⎣ − s − s ⎦ ⎣ ( 4 − s ) ⎦
2 2e−5 s e ( )
−10 s − 4
= − + ,s > 4
s s ( s − 4)
3
CHAPTER 3 : LAPLACE TRANSFORM
L ( f (t )) = F ( s )
f (t ) F ( s) Condition on s
a a
s>0
s
t n , n = 0,1, 2, ... n!
s>0
s n+1
1
eat s>a
s−a
sin at a
s>0
s2 + a2
s
cos at s>0
s2 + a2
sinh at a
s> a
s2 − a2
cosh at s
s> a
s2 − a2
Note:
This table will enable us to obtain the transforms of many other functions.
4
CHAPTER 3 : LAPLACE TRANSFORM
L ( f1 ± f 2 ) = L ( f1 ) ± L ( f 2 )
L ( cf ) = c L ( f )
Example 3.2.1:
Find (
L 1 + 5e4t − 6 sin 2t )
Solution:
( ) ( )
L 1 + 5e4t − 6 sin 2t = L (1) + L 5e4t − L ( 6 sin 2t )
1
( )
= + 5 L e4t − 6 L ( sin 2t )
s
1 5 12
= + − 2
s s−4 s +4
Exercises 3.2.1:
a
1. Show L ( sinh at ) = using the linearity property.
s2 − a2
( 2
2. Find L sin 2t . )
3. Find L ( e )
3t
cosh t .
5
CHAPTER 3 : LAPLACE TRANSFORM
If F ( s ) = L ( f (t )) ,
then ( )
L e at f ( t ) = F ( s − a )
Example 3.3.1:
Find L ( e 2t t ) .
Solution
a=2 , f (t ) = t ( )
∴ L e 2t t = F ( s − 2 )
F ( s ) = L ( f (t )) = L (t ) =
1
where
s2
( )
∴ L e 2t t = F ( s − 2 ) =
1
( s − 2)
2
Exercises 3.3.1:
Find (
L e4t cos t . )
6
CHAPTER 3 : LAPLACE TRANSFORM
If L ( f ( t ) ) = F ( s ) , then
d nF
(
L t f (t )
n
) = (−1)
ds n
, n = 1, 2,3,...
n
Example 3.4.1:
Find L ( t sin 6t ) .
Solution:
6
n =1 , f ( t ) = sin 6t , F (s) =
s 2 + 36
dF
L ( t sin 6t ) = (−1)1
ds
=−
( )
s 2 + 36 ( 0 ) − 6 ( 2s )
(s )
2
2
+ 36
−12 s 12 s
=− =
(s ) (s )
2 2
2
+ 36 2
+ 36
Exercises 3.4.1:
1. Find ( ).
L t et
2. Find L ( e t sin 2t ) .
−t
7
CHAPTER 3 : LAPLACE TRANSFORM
Graph of
F (t )
Example 3.5.1:
⎧0 , t < 4
Draw f ( t ) = H ( t − 4 ) = ⎨
⎩1 , t ≥ 4
F (t )
t
0 4
Exercises 3.5.1:
1. Draw
2. Draw 2
3. Draw 2
8
CHAPTER 3 : LAPLACE TRANSFORM
Effect of the Unit Step Function
1) f ( t ) = H ( t − 3) − H ( t − 6 )
F (t )
⎧0 , t < 0
2) f (t ) = t = ⎨
⎩t , t ≥ 0
F (t )
⎧0 , t < 2
3) f (t ) = t ⋅ H (t − 2) = ⎨
⎩t , t ≥ 2
F (t )
⎧0 , t < 2
4) f (t ) = (t − 2) H (t − 2) = ⎨
⎩t − 2 , t ≥ 2
F (t )
9
CHAPTER 3 : LAPLACE TRANSFORM
Definition: Step Function
, 0
,
,
,
The step functions can be expressed into the unit step functions forms.
0, 0
1,
Example 3.5.2:
Solution:
4 4 2 0 4
4 4 2 4
10
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.5.3:
Express the following unit step functions into the step functions form.
1 1 2 4
Solution:
1 1 2 4
1 1
1 1
2
2
1, 0 2
2, 2 4
2, 4
Laplace Transform of H( t – a )
Theorem: Laplace Transform of Unit Step Functions
, 0
Inverse Laplace Transform of Unit Step Functions
11
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.5.4:
{ }
Find L f ( t ) if f ( t ) = H ( t − 2 ) − H ( t − 4 ) .
Solution:
a) Using the Laplace Transform Table
L { f ( t )} = L { H ( t − 2 ) − H ( t − 4 )}
= L { H ( t − 2 )} − L { H ( t − 4 )}
e −2 s e −4 s
= −
s s
b) Using the Laplace Transform definition
‐ Change the unit step function into the step function
form
H t 2 H t 4 0 1 2 1 4
1 2 1 3 2
· 0 · 1 · 0
12
CHAPTER 3 : LAPLACE TRANSFORM
Laplace Transform of H( t – a ). F( t – a)
Theorem: Second‐shift Property
Inverse Laplace Transform with Second‐shift Property
Example 3.5.5:
{
Find L ( t − 4 ) H ( t − 4 ) .
2
}
Solution
2!
c = 4, f ( t ) = t 2 , F ( s ) =
s3
{ }
L ( t − 4 ) H ( t − 4 ) = F ( s ) e −4 s =
2 2! −4 s
s3
e
{ 2e −4 s
∴ L (t − 4) H (t − 4) = 3
s
2
}
Exercises 3.5.2:
2. Find L e {( t −5)
}
H ( t − 5) .
3. Find cos 2 2 2
13
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.5.6
e −4s
Find the function whose transform is
s2 .
Solution
1 ⎧ e −4 s ⎫
Then 2 = F ( s ) = L {t} ∴ f ( t ) = t ∴ L ⎨ 2 ⎬ = (t − 4) H (t − 4)
−1
s ⎩ s ⎭
Note:
Remember that in writing the final result f ( t ) is replaced by f ( t − c ) .
Exercises 3.5.3:
⎧4 , 0 < t < 2
1. A function ( ) is defined by
f t f ( t ) = ⎨
⎩2t − 3 , t > 2
⎧e − t , 0 < t < 2
f (t ) = ⎨
⎩2t − 1 , t ≥ 2
−2( s +1)
⎛3 2 ⎞ e
L { f ( t )} =
1
Answer: + e −2 s ⎜ + 2 ⎟ −
s +1 ⎝ s s ⎠ s +1
14
CHAPTER 3 : LAPLACE TRANSFORM
3. A function f ( t ) is defined by
⎧6 , 0 < t < 1
⎪
f ( t ) = ⎨8 − 2t , 1 < t < 3
⎪4 , t > 3
⎩
Sketch the graph and find the Laplace transform of the function.
6 2e −2 s 2e −3 s 2e −3 s
Answer: L { f ( t )} = − 2 + 2 +
s s s s
4. Given
⎧0 , 0 < t < 2
⎪
f ( t ) = ⎨t , 2 < t < 5
⎪e 2 t , t > 5
⎩
e −2 s e10 ⋅ e −5 s e −5 s 2e −2 s 5e −5 s
Answer: L { f ( t )} = + − 2 + −
s2 s−2 s s s
3 4e − s 5e −2 s
L { f ( t )} = − 2 + 2 .
s s s
⎧3 , 0 < t < 1
⎪
Answer: f ( t ) = ⎨7 − 4t , 1 < t < 2
⎪t − 3 , t > 2
⎩
15
CHAPTER 3 : LAPLACE TRANSFORM
The Dirac Delta function is defined by
∞,
0,
And
1
THEOREM: Laplace Transform for the Dirac Delta Function
For 0,
and the inverse Laplace Transform is
For 0,
Example 3.6.1:
L {6 ⋅ δ ( t − a )} = 6e− as
Example 3.6.2:
, 0 3
Given
5, 3
16
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.7.1:
Solution:
f ( t ) = sin 2π t
f ( t + T ) = sin 2π ( t + T )
f (t ) = f (t + T )
sin 2π t = sin 2π ( t + T )
= sin 2π t cos 2π T + cos 2π t sin 2π T
cos 2π T = 1, sin 2π T = 0 ⇒ T = 1, 2,3,...
Exercises 3.7.1:
⎧1 , 0 < t < 1
f (t ) = ⎨
⎩ −1 , 1 < t < 2
f (t ) = f (t + 2)
17
CHAPTER 3 : LAPLACE TRANSFORM
{
then L f ( t ) =} 1
e − st f ( t ) dt ; s > 0 .
T
1 − e − sT ∫
0
Example 3.7.2:
Sketch the following periodic function and find its Laplace transform.
⎧3 , 0 < t < 2
f (t ) = ⎨
⎩0 , 2 < t < 4
f (t ) = f (t + 4)
Solution:
f (t)
F (t )
L { f ( t )} =
1
e − st f ( t ) dt
4
−4 s ∫0
1− e
1 ⎡ 2 − st
e − st ⋅ 0 dt ⎤
4
−4 s ⎢ ∫0 ∫
= e ⋅ 3 dt +
1− e ⎣ 2 ⎥⎦
3
=
s (1 + e −2 s )
18
CHAPTER 3 : LAPLACE TRANSFORM
Exercises 3.7.2:
Sketch the following periodic function and find its Laplace transform.
⎧t , 0 < t < 1
f (t ) = ⎨
⎩1 , 1 < t < 2
f (t ) = f (t + 2)
19
CHAPTER 3 : LAPLACE TRANSFORM
Recall that,
If L
−1
( F ( s ) ) = f ( t ) with α as constant, then
L−1 ( F ( s − a ) ) = eat f ( t )
or we can write as L
−1
( F ( s − a ) ) = eat L−1 ( F ( s ) ) .
20
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.8.1:
4 4⎛ 3 ⎞ 4
F (s) = = ⎜ ⎟ ⇒ f ( t ) = sin 3t
s2 + 9 3 ⎝ s2 + 9 ⎠ 3
Example 3.8.2:
1 1 ⎛ 4! ⎞ 1 4
F (s) = = ⎜ 5 ⎟ ⇒ f (t ) = t
s 5
4! ⎝ s ⎠ 24
Example 3.8.3:
6
F (s) =
( s − 1)
4
By shifting property, G ( s − a ) = G ( s − 1) , a = 1 .
6 3!
G (s) = 4
= 4
s s
⇒ g ( t ) = t 3 ⇒ f ( t ) = et t 3
Exercises 3.8.1:
Determine
⎧⎪
−1 2 ⎫⎪
L ⎨ ⎬
⎩⎪ ( s − 2 ) + 9 ⎭⎪
1. 2
⎧⎪
−1 3 ⎫⎪
L ⎨ 3⎬
⎩⎪ ( 2 s + 5 ) ⎭⎪
2.
21
CHAPTER 3 : LAPLACE TRANSFORM
Example 3.8.4:
⎧ s ⎫ -1 ⎧ s ⎫
L-1 ⎨ 2 ⎬ = L ⎨ 2 2 ⎬ = cos 5t
⎩ s + 25 ⎭ ⎩s +5 ⎭
-1 ⎧ 3s + 1 ⎫
But, what about L ⎨ ⎬?
⎩s − s − 6⎭
2
3s + 1 A B
= +
s2 − s − 6 s + 2 s − 3
A ( s − 3 ) + B ( s + 2 ) = 3s + 1
Solution:
3s + 1 3s + 1 1 2 s = 3 : 5B = 10 ⇒ B = 2
= +
s 2 − s − 6 ( s + 2 )( s − 3) = s + 2 s − 3 s = −2 : −5 A = −5 ⇒ A = 1
⎧ 3s + 1 ⎫ −1 ⎧ 1 2 ⎫ 3s + 1
∴ L-1 ⎨ 2 ⎬=L ⎨ + ⎬ =
1
+
2
⎩s − s − 6⎭ ⎩ s + 2 s − 3⎭ s2 − s − 6 s + 2 s − 3
from table: = e −2 t + 2 e 3 t
1 2
The two simpler functions of and are called the partial
s+2 s −3
3s + 1
fractions of .
s −s−6
2
22
CHAPTER 3 : LAPLACE TRANSFORM
Partial Fractions
Ps + Q
4) A quadratic factor ( s + ps + q )
2
gives 2
s + ps + q .
Ps + Q Rs + T
+
s 2 + ps + q ( s 2 + ps + q )2 .
Example 3.8.5:
−1 ⎧ 5s + 1 ⎫
Determine L ⎨ 2 ⎬ . Answer: 3e −3t + 2e 4t
⎩ s − s − 12 ⎭
5s + 1 A B
= +
s 2 − s − 12 s + 3 s − 4
A ( s − 4 ) + B ( s + 3) = 5s + 1
s = −3 : −7 A = −14 ⇒ A = 2; s = 4 : 7 B = 21 ⇒ B = 3
5s + 1 2 3
= +
s 2 − s − 12 s + 3 s − 4
⎧ 5s + 1 ⎫ −1 ⎧ 2 3 ⎫
L−1 ⎨ 2 ⎬=L ⎨ + −3t
⎬ = 2e + 3e
4t
⎩ s − s − 12 ⎭ ⎩s + 3 s − 4⎭
23
CHAPTER 3 : LAPLACE TRANSFORM
Exercises 3.8.2:
Determine
⎧⎪ 4s 2 − 5s + 6 ⎫⎪
−1
1. L ⎨ ⎬ . Answer: 3e − t + cos 2t − 3sin 2t
⎪⎩ ( s + 1) ( s + 4 ) ⎪⎭
2
s +1
2. L { F ( s )} for F (s ) =
−1
s 2 + 2 s + 10
2s − 3
3. L { F ( s )} for F ( s ) =
−1
s2 + s − 2
⎧⎪ 2s + 3 ⎫⎪
−1
L ⎨ −4 t ⎛ 5 2⎞
3⎬ Answer:∴ f (t ) = e ⎜ 2t − t ⎟
4.
⎪⎩ ( s + 4 ) ⎪⎭ ⎝ 2 ⎠
24
CHAPTER 3 : LAPLACE TRANSFORM
Convolution Theorem
L−1 {F ( s ) G ( s )} = ∫ f ( u )g ( t − u ) du
t
Example 3.8.6:
1
Find the inverse Laplace transform for
s ( s 2 + 4 ) using Convolution
theorem.
Solution:
1 1
Let F ( s ) = and G ( s ) = 2 , then
s s +4
1
f ( t ) = 1 , g ( t ) = sin 2t .
2
1
⇒ f ( u ) = 1 , g ( t − u ) = sin 2 ( t − u ) .
2
⎧⎪ 1 ⎫⎪ 1
⎬ ∫0 (1) sin 2 ( t − u ) du
t
L−1 ⎨ =
⎩⎪ s ( s + 4 ) ⎭⎪
2
2
1 ⎡ − cos 2 ( t − u ) ⎤
t
= ⎢ ⎥
2⎣ −2 ⎦0
1
= ⎡cos 2 ( 0 ) − cos 2t ⎤⎦
4⎣
1
= [1 − cos 2t ]
4
25
CHAPTER 3 : LAPLACE TRANSFORM
Exercises 3.8.3:
⎧ ⎫
⎪ s2
−1 ⎪
L ⎨ ⎬ using Convolution theorem.
⎪⎩ ( ) ⎪⎭
Find 2
s 2
+ 4
⎧ ⎫
⎪ 1 ⎪
−1
L ⎨ 2 ⎬ using Convolution theorem.
⎪⎩ ( s + 1) ⎪⎭
Find 2
26
CHAPTER 3 : LAPLACE TRANSFORM
Transforms of Derivatives
L { y′ ( t )} = sY ( s ) − y0
# # #
{ }
L y ( n) ( t ) = s nY ( s) − s n−1 y0 − s n−2 y0′ − " − y0( n−1)
27
CHAPTER 3 : LAPLACE TRANSFORM
Solution of 1st Order Differential equations
Example 3.9.1:
dy
Solve the equation − 2 y = 4 , given that at t = 0, y = 1 .
dt
Solution:
(a) Rewrite the equation in Laplace transforms using the last notation
⎧ dy ⎫ ⎧ dy ⎫
L ⎨ − 2 y ⎬ = L {4} ⇒ L ⎨ ⎬ − 2L { y} = L {4}
⎩ dt ⎭ ⎩ dt ⎭
We have
⎧ dy ⎫
L ⎨ ⎬ = L { y′(t )} = sY ( s ) − y0 ,
⎩ dt ⎭
L { y (t )} = Y ( s ),
.
4
L {4} =
s
4
⇒ ( sY (s) − y0 ) − 2Y (s) =
s.
4
⇒ ( sY ( s) − 1) − 2Y ( s ) =
s
4 4+s 4+ s
⇒ ( s − 2 ) Y ( s) = +1 = ∴ Y (s) =
s s s ( s − 2)
28
CHAPTER 3 : LAPLACE TRANSFORM
(d) Finally we take inverse transforms to obtain x
s+4 A B
= +
s ( s − 2) s s − 2
∴ s + 4 = A ( s − 2) + B ( s )
i) Let s = 2 ⇒ 6 = 2B ∴ B = 3
ii) Let s = 0 ⇒ 4 = A ( −2 ) ∴ A = −2
s+4 3 2
∴ Y ( s) = = −
s ( s − 2) s − 2 s
∴ y (t ) = 3e 2t − 2
Example 3.9.2:
dx
Solve the equation − 4 x = 2e 2t + e 4t given that at t = 0, x = 0 .
dt
Solution:
⎧ dx ⎫
L ⎨ − 4 x ⎬ = L {2 e 2 t + e 4 t }
⎩ dt ⎭
2 1
⇒ ( sX ( s ) − x0 ) − 4 X ( s) = +
s−2 s−4.
29
CHAPTER 3 : LAPLACE TRANSFORM
t = 0, x = 0
2 1
⇒ ( sX ( s) − 0 ) − 4 X ( s) = +
s−2 s−4
2 1
⇒ ( s − 4 ) X ( s) = +
s−2 s−4
2 1
∴ X ( s) = +
(
s − 2 )( s − 4 ) ( s − 4 )2
Partial Fraction
2 A B −1 1
= + = +
( s − 2 )( s − 4 ) s−2 s−4 s−2 s−4
⎧⎪−1 2 1 ⎫⎪ ⎧
−1 ⎪ −1 1 1 ⎫⎪
x(t ) = L ⎨ + 2⎬
=L ⎨ + + 2⎬
⎩⎪ ( s − 2 )( s − 4 ) ( s − 4 ) ⎭⎪ ⎩⎪ s − 2 s − 4 ( s − 4 ) ⎪⎭
∴ x(t ) = −e2t + e4t + te4t
= e4t ( t + 1) − e2t
Exercises 3.9.1:
dx
Solve the equation + 2 x = 10e3t given that at t = 0, x = 6 .
dt
30
CHAPTER 3 : LAPLACE TRANSFORM
Solution of 2nd Order Differential equations
The method is, in effect, the same as before, going through the same
four distinct stages.
Example 3.9.3:
d2y dy
Solve the equation 2
− 3 + 2 y = 2e3t given that y ( 0 ) = 5 and
dt dt
y′ ( 0 ) = 7 .
Solution:
L { y} = Y (s)
L { y′(t )} = sY ( s) − y0
⇒
(
s Y ( s ) − sy − y′ ) − 3 ( sY ( s ) − y ) + 2
2
0 0 0 YN (s) =
2
s −3
⎧ ⎫ ⎧⎪ ⎛ ⎞ ⎫⎪
L⎨⎪⎧ y′′(t )⎬⎪⎫ L⎨⎪ y′⎜⎛ t ⎟⎞⎬⎪
⎪⎩ ⎝ ⎠⎪
L⎨ y ⎜⎝ t ⎟⎠⎬
⎩⎪ ⎭⎪
⎪⎩ ⎪⎭ ⎭
2
⇒ s 2Y ( s ) − 5s − 7 − 3 ( sY ( s) − 5 ) + 2Y ( s ) =
s −3
31
CHAPTER 3 : LAPLACE TRANSFORM
(c) Rearrange to obtain Y (s)
(s 2
− 3s + 2 ) Y ( s ) − 5s − 7 + 15 =
2
s −3
2 2
( s − 1)( s − 2 ) Y ( s) = + 5s + 7 − 15 = + 5s − 8
s −3 s −3
2 5s − 8
Y(s) = +
( s − 3)( s − 1)( s − 2 ) ( s − 1)( s − 2 )
(d) Now for partial fractions
2 5s − 8
+
( s − 3)( s − 1)( s − 2 ) ( s − 1)( s − 2 )
1 1 −2 3 2 4 1
= + + + + = +
( s − 3) ( s − 1) ( s − 2 ) ( s − 1) ( s − 2 ) ( s − 3) ( s − 1)
Therefore, taking inverse transforms
⎪⎧ 2 5s − 8 ⎫⎪ ⎧ 4
−1 ⎪ 1 ⎫⎪
y (t ) = L−1 ⎨ + ⎬ = L ⎨ + ⎬
⎪⎩ ( s − 3)( s − 1)( s − 2 ) ( s − 1)( s − 2 ) ⎭⎪ ⎩⎪ ( s − 3) ( s − 1) ⎪⎭
∴ y (t ) = 4e3t + et
Exercises 3.9.2:
d 2x
1. Solve the equation − 4 x = 24 cos 2t given that at x ( 0 ) = 3 and
dt 2
x′ ( 0 ) = 4 .
2. Solve the boundary value problem equation
y′ − 3 y = δ ( t − 4 ) cosh t , y ( 5) = 0.
32
CHAPTER 3 : LAPLACE TRANSFORM
REFERENCES:
33