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AY2022 - Module 05 - Laplace Transform
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Polytechnic University of the Philippines Sta. Mesa, Manila ADVANCED MATHEMATICS FOR M.E. 2ND SEMESTER AY: 2021 - 2022 MODULE 05 Comers _ the syllabus’ topio(s) in a digestible and organized approach. It includes the topic ove module guides you, the student, to lear the course you are taking by discussing each of ow, its objectives or learning outcomes, supplementary course material to aid you on your studies, content, and activities & assessments, 5.0.1 Overview The Laplace transform is a very powerful mathematical tool applied in various areas of engineering and science. With the increasing complexity of engineering problems, Laplace transforms help in solving complex problems with a very simple approach; the transform is an integral transform method which is particularly useful in solving linear ordinary differential equations. It has very wide applications in various areas of physics, electrical engineering, mechanical engineering, control engineering, optics, signal processing. The Laplace transform is also a valuable tool in solving differential equations, such as in electronic circuits, and in feedback control systems, such as in stability and control of aircraft systems. 5.0.2 Module Objectives After working through this module, you will be able to: 1. Define a Laplace transform. 2. Recognize common notations used for the Laplace transform. 3. Derive Laplace transforms of elementary functions. 4. Use a standard list of Laplace transforms to determine the transform of common functions 5. Derive the Laplace transform of e f(t). 6. Use a standard list of Laplace transforms to determine transforms of the form e% f(t), 7. Derive the Laplace transforms of derivatives. 8. State and use the initial and final value theorems. 515.0.3 Course Materials To complement this leariing module, the students are advised to read, or watch the following resources listed below. Reading Materials: Chapter 6; Laplace Transforms Kreyszig, E., Kreyszig, H., and Norminton, E.J. (2011). Advanced Engineering Mathematics, 10th Edition. John Wiley & Sons, United States of America Chapter 3: Laplace Transforms Potter, M.C., Lessing, J.L., and Aboufadel, E.F. (2019). Advanced Engineering Mathematics, Fourth Edition. Springer Nature, Switzerland Online Resources: Laplace Transform Explained and Visualized Intuitively hitps:/www.youtube.com/watch?v=6MXMDrs6ZmA Lesson 01 - Laplace Transform Definition (Engineering Math) httos:/www. youtube comiwatch?v=80E 1shAX96U Lesson 02 - Deriving the Essential Laplace Transforms, Part 1 htts:/www.voutube,com/watch?v=CERKIuu27ul Laplace Transform Practice https:/www.youtube.comiwatch?v=RDtITuZDZi4 Initial Value and Final Value Theorems https:/www.voutube,com/watch?v=5nQO3xrxkVw 5.0.4 Topics Introduction to Laplace transform and its properties * Definition of Laplace transform, Linearity property of Laplace transform, and Laplace transform of elementary functions, Laplace transform of e% f(t) and the form e* f(t) , Laplace transform of derivatives, the initial and final value theorems 525.1 Introduction to Laplace transform The solution of most electrical circuit problems can be reduced ultimately to the solution of differential equations. The use of Laplace transforms provides an alternative method for solving linear differential equations. 5.1.1 Definition of a Laplace transform The Laplace transform of the function f(¢) is defined by the integral J,” e~** f(e) dt , where s is @ parameter assumed to be a real number. ‘Common notations used for the Laplace transform There are various commonly used notations for the Laplace transform of f(t) and these include: 1. Lf] or UFO] 24) of of 3. 7s) or F(s) Also, the letter p is sometimes used instead of s as the parameter. The notation adopted in this module will be f(¢) for the original function and £[ f(¢)] for its Laplace transform. Hence, zifol= [eso ae O 5.1.2 Linearity property of the Laplace transform The Laplace transform is termed a linear operator because of the properties as shown below: zLf@)= [emt kro ae o =k/ etfad [re f(t) dt Then, Lk FO] = k LL FO] where k is any constant. Similarly, Hla fo + bao] = [ema fo + ba olae 53zal es(pae+b | e*g(oa afve 'f(e) ae + fe g(t) de Then, La f() +b gO] = aL[fO]+b £19] where a and b are any constants Pec! ENE Using the definition of Laplace transform, a number of elementary functions may be transformed such as: 5.2.1 Laplace of a constant (a) f=1, (b) f(O=k, Since Lk] = k£[ 1] _k os 5.2.2 Laplace of a function (c) f(0) = e% , where ais a real constant + 0. ze} = [ererac= [Veo ae 0 lo ene 1 , =e-9°"? ()_ f(t) = cos at , where a is a real constant. {cos at| = [ “e*"(cos at)ae 0 54gu (asin at — s cos at)| lo eae eX) “sta? _is “sa [asin a(os) — s cos a(o)} (fe) fae [OF () f(0) =e", where n = 0,1,2,3,.... By a similar method to (e) it may be shown that, @e@)_3 ele 5 5 and ge] These results can be extended to n being any positive integer. Thus, # £1) = et (9) f(@ = sinh at , where a is a real constant. Since sinh at = 3(e' — e~**), then £[sinh at] = 3 almal-a a) “2ls-a s a 55.a F(t) ond EERO Consider the definition of Laplace transform of f(t), cipol= [enso ae = f ele f()] dt lo = [emergent 0 Hence the substitution of (s — a) for s in the transform shown corresponds to the multiplication of the original function f(t) by e% . This is known as a shift theorem. £Le% f(0)] = F(s—a) 5.3.1 Laplace transform of the form e* f(¢) Based on the shift theorem above, the Laplace transform of the form e" f(t) may be deduced: {a) Ll e** | Since £[ e"] =" , then £[ e en | =" (b) £[ e* sin we] Since £| sin wt ] = "5, then £[ e sin wt] = —S— (©) £[e* cosh wt | Since £[ cosh wt | = 3, then £[e“ cosh wt ] = A summary of the Laplace transforms of the form et f(t) is shown below: Cece ce First derivative Let the first derivative of f(¢) be f"(C) then, from the definition of the Laplace transform, apeol= [era lo Since, dy du ugg tea uv ge ae 56When evaluating fy" e™*tf'(t) de, Letu=e- and & = fie), then au ast =[paae= a7 et and v= [rae fo Hence, [esrear= te sore - [10 ses ae o lo =[0-s(0)]+ sf" at o =-f(0) +s L1f(O) Assuming e-** f(t) + 0 as t + , and f(0) is the value of f(t) att = 0. Thus, AIP l= s41f01- £0) 5.4.2 Second derivative Let the first derivative of f(@) be f(t) then, from the definition of the Laplace transform, ALF") = f etp"(o de Integrating by parts gives: I em prae a sf est pat =f) +s FO) Substituting £[ f’(¢)] and assuming e-* f'(t) > 0 as t > © , and f'(0) is the value of f’(t) at t=0. Thus, L1F"(O) = s? LL f(O)] — sf(0) — sf) The equations for the Laplace transform of derivatives are used in the solution of differential equations and simultaneous differential equations. EERE Ornren nee ror There are several Laplace transform theorems used to simplify and interpret the solution of certain problems. Two such theorems are the initial value theorem and the final value theorem. 75.5.1 The I value theorem The initial value theorem states that, img [/(0)] = lim (8 £LFO13 For example, if f(t) = 3e* then By the initial value theorem, byte = pe st-9(55) 3-3 Which illustrates the initial value theorem. 5.5.1 The final value theorem The final value theorem states that, lim (s £[f(01} For example, if f(t) = By the final value theorem, Which illustrates the final value theorem. ‘The initial and final value theorems are used in pulse circuit applications where the response of the circuit for small periods of time, or the behavior immediately after the switch is closed, are of interest. The final value theorem is particularly useful in investigating the stability of systems (such as in automatic aircraft-anding systems) and is concemed with the steady state response for large values of time ¢ , i.., after all transient effects have died away. 58Laplace transforms Function £0 aipol= [ews(oae 1| Unit impulse 8(¢) 1 1 2] unitstep 1(¢) 1 5 1 3 t z et 1 4 i Di’ where n = 1,2,3,... Y 5] t, wheren=1,2,3, aon 3 6 = E ing 1 7 te oe tae 1 1 ity - 8 @-t e , where n= 1,2,3, 9 te , where n= 1,2,3,.. 10 sin wt any cos wt 12 sinh wt 13 14 + sta) 15 1 (s+a)(s +b) 7 16 G¥ajs +b) 591 uF s(t ajs+b) 1 _ seta? 1 : 1 19) Gylat-1 +e) F@+a) 20| e*sinwt GraP rot 21| et cos wt 22| 1-coswt 23| wt—sinwe 24) sina@t—at cos wt 1 25| 5 tsin wt 26| tcoswe i 27| —Gi Joy (Sin wt + cot cos aot) 1 - oe a 28 g-gn cos @zt) , where w? # w} Grae 29 ent sin on V1— Gt , where 0<%<1 oh 1-@ 32+ Wars + wo? 1 = ent sin (wnVt — 7 t— Ae (on/t-#e-9) . 30 me = where = tan™ = + lo, + 0
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