Prog 26 Introduction To Laplace Transforms
Prog 26 Introduction To Laplace Transforms
Prog 26 Introduction To Laplace Transforms
INTRODUCTION
TO LAPLACE
TRANSFORMS
Given a function f (t ) defined for values of the variable t > 0 then the Laplace
transform of f (t ), denoted by:
L f (t )
is defined to be:
L f (t ) e st f (t )dt
t 0
Where s is a variable whose values are chosen so as to ensure that the semi-
infinite integral converges.
e
st
2dt
t 0
e st
2
s t 0
2(0 ( 1/ s ))
2
provided s > 0
s
F ( s) L f (t )
This means that if F (s) is the Laplace transform of f (t) then f (t) is the inverse
Laplace transform of F (s).
That is:
f (t ) L1 F ( s )
L1 F ( s ) f (t ) 4
To assist in the process of finding Laplace transforms and their inverses a table
is used. For example:
f (t ) L1{F ( s )} F ( s ) L{ f (t )}
k
k s0
s
1
e kt s k
sk
1
te kt s k
(s k ) 2
Given some expression f (t) and its Laplace transform F (s) where:
F ( s) L f (t ) e st f (t )dt
then: t 0
L f (t ) e st f (t )dt
t 0
e st
f (t ) s e st f (t )dt
t 0
t 0
(0 f (0)) sF ( s )
That is:
L f (t ) sF ( s) f (0)
The Laplace transform and its inverse are linear transforms. That is:
(1) The transform of a sum (or difference) of expressions is the sum (or
difference) of the transforms. That is:
L f (t ) g (t ) L f (t ) L g (t )
L1 F ( s ) G ( s ) L1 F ( s ) L1 G ( s )
take the Laplace transform of both sides of the differential equation to yield:
L f (t ) f (t ) L 1 so that L f (t )} L{ f (t ) L 1
That is:
1 1
sF (s) f (0) F (s) which means that ( s 1) F ( s)
s s
Resulting in:
1
F (s)
s ( s 1)
Given that: 1
F (s)
s ( s 1)
The right-hand side can be separated into its partial fractions to give:
1 1
F ( s)
s s 1
From the table of transforms it is then seen that:
1 1
f (t ) L1
s s 1
1 1
L1 L1
s s 1
1 et
Thus, using the Laplace transform and its properties it is found that the
solution to the differential equation:
That is:
1 1
sL{t} therefore L{t}
s s2
Similarly:
Therefore if:
f (t ) L1{F ( s )} F ( s ) L{ f (t )} f (t ) L1{F ( s )} F ( s ) L{ f (t )}
k k
k s0 sin kt s2 k 2 0
s s k
2 2
1 s
e kt s k cos kt s2 k 2 0
sk s k
2 2
1
te kt s k
(s k )2
where:
an , an1, , a2 , a1, a0
are known constants, g(t ) is a known expression in t and the values of f (t ) and
its derivatives are known at t = 0.
Obtain inverse Laplace transforms with the help of a table of Laplace transforms