Math151 Unit-3 Slides
Math151 Unit-3 Slides
Tech – II
Latha N
Department of Science and Humanities
B.Tech - I
Unit-3
Laplace Transform
Topics in the Module
• Laplace transforms, Advantages and sufficient conditions for
Existence of Laplace transform
• Laplace transform of standard functions
• General properties of Laplace transforms and problems based on it.
• Laplace transform of periodic function: Statement and problems.
• Laplace transform of Unit step function
• Second shifting property
• Laplace transform of unit impulse function
B.Tech - I
CLASS-1
f(t) F(s)
t- space s- space
What does Laplace transformation do?
Laplace Transform
• Laplace transforms
1
H( s ) 2
y2 t y1 t yt xt Laplace s 3s 2
transform
X t
1
x t 1
s
s
Solve algebraic equation
yt e e
1 t 1 2t Inverse Laplace 1 1
2 2 transform s s 2 3s 2
9
Existence of Laplace Transforms
• Do every function has a Laplace transform?
∞ 2
• 0
𝑒 −𝑠𝑡 𝑒 𝑡
𝑑𝑡 = ∞ for very real number 𝑠. Hence, for the
𝑡 2
function 𝑓 𝑡 = 𝑒 does not have a Laplace transform.
• Our next objective is to establish conditions that ensure the existence
of the Laplace transform of a function
Piecewise Continuous Functions
• A function f is piecewise continuous on an interval [a, b] if this interval can be partitioned
by a finite number of points
a = t0 < t1 < … < tn = b such that
(1) f is continuous on each (tk, tk+1)
( 2) lim f (t ) , k 0, , n 1
t t k
(3) lim
f (t ) , k 1, , n
t t k 1
• In other words, f is piecewise continuous on [a, b] if it is continuous there except for a finite
number of jump discontinuities.
Note that a piecewise continuous function is a function that
has a finite number of breaks in it and doesnt blow up to
infinity anywhere 11
Example
• Consider the following piecewise-defined function f.
t 2 , 0 t 1
f (t ) 3 t , 1 t 2
t 1 2t 3
• From this definition of f, and from the graph of f below, we see that f is piecewise
continuous on [0, 3].
12
.
∞ 𝑇
−𝑠𝑡 𝑡2 −𝑠𝑡 𝑡2
𝑒 𝑒 𝑑𝑡 = lim 𝑒 𝑒 𝑑𝑡
0 𝑇→∞ 0
• do piecewise continuity alone does not guarantee that the improper
integral converges
∞ −𝑠𝑡 𝑡2 𝑡2
•I 0
𝑒 𝑒 𝑑𝑡 = ∞. this occurs because 𝑒 increases too rapidly
as 𝑡 → ∞. The next definition provides a constraint on the growth of a
𝑡 2
function 𝑒 that guarantees convergence of its Laplace transform
for 𝑠 in some interval (𝑠0, ∞).
Exponential order
• A function 𝑓 is said to be of exponential order 𝑠0 if there are
constants 𝑀 and t0 such that
• 𝑓(𝑡) ≤ 𝑀𝑒 𝑠0𝑡 , 𝑡 > 𝑡0
• In situations where the specific value of 𝑠0 is irrelevant we say simply
that 𝑓 is of exponential order.
Condition for Laplace transform to exists
• If 𝑓 is piecewise continuous on [0,∞)and of exponential order
𝑠0 , then 𝐿(𝑓) is defined for 𝑠 > 𝑠0
• The above theorem gives a sufficient condition for the existence of
Laplace transforms.
Exponential order(Bounded)…
𝑡 2
𝑓 𝑡 = 𝑒 is not of exponential order since its graph grows faster
.
Thanks all
B-Tech- II
UNIT 3
Laplace transform
3
Definition and results of Gamma function
• Gamma function (n) e x x n 1dx
0
n!
• Hence L[t n ]
s n 1
1
•
2
/2 /2
-
a
-
19
Example:
Find the Laplace transform of
f (t) = 5e-2t - 3sin(4t) for t 0.
Solution:
F ( s ) L{ f (t )}
L 5e 2 t 3 sin( 4t )
5 Le 2t
3L sin( 4t )
5 12
2 , s 0
s2 s 16
20
THANK YOU
CLASS-3
CLASS-4
2 6 1 1 2
𝐿𝑓 𝑡 = +5 +4 + 10 +
𝑠 𝑠4 𝑠+3 𝑠−1 𝑠 2 +4
Problems on Linearity property…
2. sin 2𝑡 cos 3𝑡
Let 𝑓 𝑡 = sin 2𝑡 cos 3𝑡
𝐿𝑓 𝑡 = 𝐿 sin 2𝑡 cos 3𝑡
1 1 5 1
= 𝐿 sin 5𝑡 − sin 𝑡 = −
2 2 𝑠 2 +25 𝑠 2 +1
1 3 1 9 7
3. 𝐿 sin 𝑡 sin 3𝑡 sin 5𝑡 = − − +
4 𝑠 2 +9 𝑠 2 +1 𝑠 2 +81 𝑠 2 +49
1
4. 𝐿 cos 2 4𝑡 = 1 + cos 8𝑡
2
1 1 𝑠
= + 2
2 𝑠 𝑠 +64
Problems on Linearity property…
t
2
5/ 4
5. Find the Laplace transform of 5/ 4
t
2
5/ 4
Let f (t ) t 5/ 4
t t 5/ 2 t 5/ 2 2
5 5
1 1
L f (t ) 7/ 2 3/ 2
2 2 2
s s s
Problems on Linearity property…
Consider
5 5 5 5 3 5 3 3 15 1 15 1 1 15
1 1 1
2 2 2 2 2 2 2 2 4 2 4 2 2 8
3 1
1 1
5 3
1
2 2 1 2 2 4
2 2 ( 3 / 2) 3 2 3 ( 1 / 2) 3
15 4 2
L f (t ) 7/ 2 3/ 2
Therefore 8s 3s s
Problems on Frequency shift property
1. L e at cos wt
s
F (s) 2
s w2
( s a)
and F ( s a )
( s a ) 2 w2
at ( s a)
L[e cos( wt )]
( s a ) 2 ( w) 2
Illustration of Frequency shift property
1.
L e at t n n!
( s a ) n 1
2. L e at cosh bt sa
( s a) 2 b 2
3.
L e at sinh bt b
( s a) 2 b 2
4.
L e cos bt
at sa
( s a) 2 b 2
5.
L e at sin bt b
( s a) 2 b 2
Laplace transform of derivatives…
𝐿 𝑦 ′′ − 10𝐿 𝑦 ′ + 9𝐿 𝑦 = 𝐿[5𝑡]
2 ′
5
𝑠 𝑌 𝑠 − 𝑠𝑦 0 − 𝑦 0 − 10 𝑠𝑌 𝑠 − 𝑦 0 + 9𝑌 𝑠 = 2
𝑠
2. Find the Laplace transform of 𝑥 ′′ − 3𝑥 ′ + 2𝑥 = 𝑒 −4𝑡
𝐿 𝑥 ′′ − 3𝐿 𝑥 ′ + 2𝐿 𝑥 = 𝐿[𝑒 −4𝑡 ]
1
𝑠2𝑋 𝑠 − 𝑠𝑥 0 − 𝑥′ 0 − 3 𝑠𝑋 𝑠 − 𝑥 0 + 2𝑋(𝑠) =
𝑠+4
Problem on Transform of integral of a function
4t t
Find L e t sin 3tdt
0
Lt sin 3t
6s
( s 2 9) 2
t 6
L t sin 3tdt 2
0 ( s 9) 2
4t t 6
L e t sin 3tdt
0 s 4
2
9
2
THANK YOU
EXAMPLE
PERIOD OF PERIODIC FUNCTION
HOW DO WE TAKE LAPLACE TRANSFOR FOR
PERIODIC FUNCTION
THEOREM
PROOF
Proof continued
Thanks all
B. Tech – II
CLASS 8
reason for development
WHY NAME HEAVISIDE ?
UNIT STEP FUNCTION
SHIFTED UNIT STEP FUNCTION
.
.
‘.
LAPLACE TRANSFORM UNIT STEP AND
SHIFTED UNIT STEP FUNCTION
Note that u(t) is also denoted as h(t) and u(t-a) as ua(t) or h(t-a)
Standard results
.
• .
..
• .
.
• .
.
Thanks all
B. Tech – II
The function
(t a)
Behavior of 𝛿𝜀 as ε → 0
Characterization of Unit Impulse function
• By the definition
if t a
(t a)
and 0 otherwise
(t a) dt 1
0
Laplace Transform of Unit Impulse function
1
we have 𝛿𝜀 𝑡 − 𝑎 = 𝑢 𝑡 − 𝑎 − 𝑢 𝑡 − (𝑎 + 𝜀 )
𝜀
1
𝐿 𝛿𝜀 t − 𝑎 = 𝐿 𝑢 𝑡 − 𝑎 − 𝑢 𝑡 − (𝑎 + 𝜀 )
𝜀
1 − 𝑒 −𝜀𝑠 𝑠𝑒 −𝜀𝑠
𝐿 𝛿 𝑡−𝑎 = 𝑒 −𝑎𝑠 𝑙𝑖𝑚 = 𝑒 −𝑎𝑠 𝑙𝑖𝑚 = 𝑒 −𝑎𝑠
𝜀→0 𝜀𝑠 𝜀→0 𝑠
Property of Unit Impulse function
1 ∞ 1
= 𝑓 𝑡 𝑢 𝑡 − 𝑎 − 𝑢 𝑡 − 𝑎 − 𝜀 𝑑𝑡
𝜀 0 𝜀
1 ∞ 1 ∞
= 𝑓 𝑡 𝑢 𝑡 − 𝑎 𝑑𝑡 − 𝑓 𝑡 𝑢(𝑡 − 𝑎 − 𝜀) 𝑑𝑡
𝜀 0 𝜀 0
Property of Unit Impulse function...
1 ∞ ∞ 1 ∞ ∞
= 𝑎
𝑓 𝑡 𝑑𝑡 − 𝑎+𝜀
𝑓 𝑎 𝑑𝑡 = 𝐹 𝑡 0 −𝐹 𝑡 𝑎+𝜀
𝜀 𝜀
1
= [𝐹 ∞ − 𝐹 𝑎 − 𝐹 ∞ − 𝐹 𝑎 + 𝜀 ]
𝜀
1
= [𝐹 𝑎+𝜀 −F a ]
𝜀
∞ ∞
𝑓 𝑡 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑙𝑖𝑚 𝑓(𝑡)𝛿𝜀 𝑡 − 𝑎 𝑑𝑡
0 𝜀→0 0
1
= 𝑙𝑖𝑚 [𝐹 𝑎 + 𝜀 − F a ] [by L’Hospital’s rule]
𝜀→0 𝜀
∞
0
𝑓 𝑡 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑙𝑖𝑚𝐹 ′ 𝑎 + 𝜀 = 𝑙𝑖𝑚𝑓 𝑎 + 𝜀 = 𝑓(𝑎)
𝜀→0 𝜀→0
Problems on Unit Impulse function
NOTE
L f (t ) (t a) e st f (t ) (t a)dt g (t ) (t a)dt g (a) e sa f (a)
0 0
2 (t 3) 3 (t 2) 2 (t 3) 3 (t 2) 2e
3 s
3e 2 s
3. L L L
t t t 3 2
thanks