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Laplaceb

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Laplaceb

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Laplace Transform

The inverse of the Laplace transform

Definition 1 If L[f (t)] = F (s), then the inverse Laplace


transform of F (s) is f (t) and is denoted by
f (t) = L−1[F (s)]

This correspondence between the functions F (s) and


f (t) is called the inverse Laplace transformation, f (t)
being the inverse transform of F (s), and L−1 being re-
ferred to as the inverse Laplace transform operator.

Example 1 Since
1
L[eat] = ,
s−a
it follows that
 
1
L−1 = eat .
s−a

Example 2 Since
a
L[sin at] = ,
s2 + a2
it follows that
 
a
L−1 = sin at.
s2 + a2
The properties of the inverse of the Laplace trans-
form

• If α and β are any constants, then


L[αf (t) + βg(t)] = αL[f (t)] + βL[g(t)]

= αF (s) + βG(s)
It then follows from the above definition that
L−1 [αF (s) + βG(s)] = αf (t) + βg(t)

= αL−1[F (s)] + βL−1[G(s)]


so that the inverse Laplace transform operator L−1
is also a linear operator.

• Variable transform
if L−1[F (s)] = f (t),

then L−1 [F (s/a)] = af (at).


This will allow us to compute L−1 [F (s/a)], if we
know L−1 [F (s)].

• The shifting theorem can also be useful when look-


ing for inverse Laplace transforms. We restate it
using the current terminology:
if L−1[F (s)] = f (t),

then L−1[F (s − a)] = eatf (t).


This allow us to find L−1 [F (s − a)], if we know
L−1[F (s)].
Example 3 Find the inverse Laplace transform of the
following:
16 s+1 3
(a) 3
, (b) (c)
s s2 + 1 s2 + 2

Solution:

   
16 −1 2
(a) L−1 3
= 8L 3
= 8t2.
s s

   
s+1 s 1
(b) L−1 = L −1
+ 2
s2 + 1 s2 + 1 s +1

   
s 1
= L−1 + L −1
s2 + 1 s2 + 1

= cos t + sin t.
   √ 
3 3 2
(c) L−1 2 = L−1 √ √
s +2 2 s + ( 2)2
2

3 √
= √ sin( 2t)
2
Example 4
 
1
L−1
s2 + 4s + 9

Solution:
At first sight, this does not seem to agree with any-
thing in our list of standard transforms. However, if we
complete the square in the denominator we get
1 1
=
s2 + 4s + 9 (s + 2)2 + 5
a
and this is now very much like 2 2
with s replaced
√ s + a
by (s + 2) and with a = 5.
Using the first shift theorem, if F (s) is the Laplace trans-
form of f (t), then F (s + a) is the transform of e−at f (t),
hence, we have


   
−1 1 1 −1 5 1 −2t
L =√ L =√ e sin( 5t)
s2 + 4s + 9 5 (s + 2)2 + 5 5
Example 5 Find the inverse Laplace transform of

6s + 8 3s2 + 6s + 2
(a) 2 , (b) 3
s + 3s + 2 s + 3s2 + 2s
by partial fractions

Solution:
(a) We express it in a form of partial fractions
6s + 8 6s + 8
=
s2 + 3s + 2 (s + 1)(s + 2)

2 4
= +
s+1 s+2

The inverse Laplace transform of each partial fraction


is
 
2
L−1 = 2e−t
s+1
 
4
L−1 = 4e−2t
s+2

and so
 
6s + 8
L−1 = 2e −t
+ 4e −2t
s2 + 3s + 2
(b) Following the previous example, we have

3s2 + 6s + 2 3s2 + 6s + 2
=
s3 + 3s2 + 2s s(s2 + 3s + 2)

1 1 1
= + +
s s+1 s+2

The inverse Laplace transform of the partial fractions is


easily found.
 2     
3s + 6s + 2 1 1
L−1 3 = L −1
+ L −1
s + 3s2 + 2s s s+1

 
1
+ L−1
s+2

= 1 + e−1 + e−2t
The convolution theorem

Definition 2 Let f (t) and g(t) be two picewise con-


tinuous functions. The convolution of f (t) and g(t),
denoted (f ∗ g)(t), is defined by
Z t
(f ∗ g)(t) = f (t − x)g(x)dx
0

Example 6 Find the convolution of 2t and t3.

Solution:

f (t) = 2t, g(t) = t3 , f (t − x) = 2(t − x), g(x) = x3


Z t Z t
2t ∗ t3 = 2(t − x)x3 dx = 2 (tx3 − x4 )dx
0 0
 4 t
x5 t5 t5 t5
  
tx
=2 − =2 − =
4 5 0 4 5 10

Theorem Convolution theorem:


Let f (t) and g(t) be continuous and L[f (t)] = F (s) and
L[g(t)] = G(s), then

L−1[F (s)G(s)] = (f ∗ g)(t) ⇔ L[f (t) ∗ g(t)] = F (s)G(s)

The convolution theorem allows us to find the inverse


Laplace transform of a product of transforms, F (s)G(s).
Example 7 Use the convolution theorem to find the
inverse Laplace transform of
3
s(s2 + 4)

Solution:
Let
3 1
F (s) = , and G(s) =
s s2 + 4
Then
1
f (t) = L−1[F (s)] = 3, and g(t) = L−1[G(s)] = sin 2t
2

 
3
L−1 = L −1
[F (s)G(s)]
s(s2 + 4)
= (f ∗ g)(t)

t   t
sin 2v 3
Z Z
= 3 dv = sin 2tdv
0 2 2 0

 t
3 − cos 2v
=
2 2 0

3
= (1 − cos 2t)
4
Solving linear differential equations
The basic idea is that using the Laplace transform to
make the differential equation into an algebraic equa-
tion.

Example 8 Using the Laplace transform to solve

dy
+ y = 9e2t, y(0) = 3.
dt

Solution:
The Laplace transform of both sides of the equation is
found
9
sY (s) − y(0) + Y (s) =
s−2
Using the initial condition y(0) = 3, we have
9
sY (s) − 3 + Y (s) =
s−2
9 3(s + 1)
(s + 1)Y (s) = +3=
s−2 s−2
3
Y (s) =
s−2
Taking the inverse Laplace transform yields
 
3
y(t) = L−1[Y (s)] = L−1 = 3e2t
s−2
Example 9 (RL circuit with ramp input) Use the
Laplace transform to solve
di
iR + H = t, i(0) = 0, t ≥ 0.
dt

Solution: Let L[i(t)] = I(s) and take the Laplace trans-


form of both sides of the equation
1
I(s)R + H(sI(s) − i(0)) = .
s2
Note that i(0) = 0 and so
1
I(s)(R + Hs) =
s2
1 A B C
I(s) = = + +
s2(R + Hs) s s2 R + Hs
Evaluating the constants A, B and C by partial fractions
gives
H 1 H2
I(s) = − 2 + + 2
R s Rs2 R (R + Hs)

−H 1 H
= + + R
R2 s Rs2

R2 H +s
Taking the inverse Laplace transform yields

H t H −Rt/H
i(t) = − + + e
R2 R R2

t H
= + 2 (e−Rt/H − 1), ; t ≥ 0
R R

Example 10 Solve the system of differential equa-
tions
x′ = x − 2y,
y ′ = 5x − y,
subject to the initial conditions x(0) = −1 and y(0) = 2.
Solution:
If we apply the Laplace transform to both sides of these
equations, we obtain
L[x′] = L[x − 2y],
L[y ′] = L[5x − y].
Using the initial condition, we transform this system into
sX(s) + 1 = X(s) − 2Y (s),
(1)
sY (s) − 2 = 5X(s) − Y (s).
where X(s) = L[x(t)] and Y (s) = L[y(t)].

We may solve for Y (s) from the top equation,


1
Y (s) = ((1 − s)X(s) + 1)
2
and substitute the result into the bottom equation to
find
 
s+5
X(s) = − (2)
s2 + 9
If we rewrite this expression as
s 5 3
X(s) = − −
s2 + 9 3 s2 + 9
we see that x(t) is
5
x(t) = − cos 3t − sin 3t (3)
3
We have two choices for determining y(t):

One is to substitute the expression for X(s) form (2)


into the equation in (1) to obtain an expression for Y (s),
and then find its inverse Laplace transform.

However, here it is easier simply to use the explicit so-


lution for x(t) from (3) in the first of our original differ-
ential equations in (1) to obtain
1
y(t) = (x − x′ )
2
 
1 5
= − cos 3t − sin 3t − 3 sin 3t + 5 cos 3t
2 3

7
= 2 cos 3t − sin 3t
3
Transfer Functions

Example 11 Find the transform function of the fol-


lowing equation assume that x(t) is the input and y(t)
is the output.
dy(t)
− 4y(t) = 3x(t), y(0) = 0
dt

Solution:
Taking Laplace transform of the differential equation
gives
sY (s) − y(0) − 4Y (s) = 3X(s)
(s − 4)Y (s) = 3X(s) (since y(0) = 0)
Y (s) 3
G(s) = =
X(s) s−4
Theorem (The second shift theorem) Let
L[f (t)] = F (s)
and a is a constant, then

L[f (t − a)u(t − a)] = e−as F (s)


(4)
L−1 [e−asF (s)] = f (t − a)u(t − a)

Example 12 Determine the inverse Laplace trans-


form
5e−3s
(s + 2)2

Solution:
Removing the e−3s term from the expression leaves
 
5
L−1 2
= 5te−2t u(t)
(s + 2)
Using the second shift theorem, the inverse Laplace
transform of the original expression is
−3s
 
5e
L−1 2
= 5(t − 3)e−2(t−3) u(t − 3)
(s + 2)


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