CS Lecture_04 Laplace Transform July 16 New
CS Lecture_04 Laplace Transform July 16 New
Laplace Transformation
Solving DEs
Introduction
L ap lace
Tran sfo rm atio n
S o lve
D ifferen tial S o lve
E q u atio n s A lgeb raic
E q u atio n s
In verse
L ap lace
Tran sfo rm
Review of Complex Variables
and Complex functions
s j Re( s ) Im( s )
1
| s | 2 2 s tan
s | s | cos(s ) j sin(s)
?, ?
s j 2
| s | ss
Review of Complex Variables
and Complex functions
G ( s ) Gx ( , ) G y ( , ) j | G ( s ) |?
G ( s ) ?
d G ( s s ) G ( s ) G
G ( s ) lim s 0 lim s 0
ds s s
Review of Complex Variables
and Complex functions
e j e j e j e j
Corollaries cos( ) sin( )
2 2j
Laplace
Transformation
Laplace t
L [ f (t )] f (t )e dt st
Transformation t 0
0, t 0 t
, L [1(t )]
st
1(t ) 1(t )e dt
1, t 0 t 0
t t
L [1(t )] 1(t )e dt e dt
st st
t 0 t 0
t
1 st 1 st 1
e limt e 1
s t 0 s s
Laplace n at An !
L [ At e 1(t )]
Transformation ( s a) n 1
f (t ) A cos( t )1(t ), j t j t
e e
L [ A cos( t )1(t )] L A 1(t )
2
e j t e j t
L A 1(t ) L A 1(t )
2 2
A 1 A 1 A s j ( s j )
2 s j 2 s j 2 s j s j
As
2
s 2
Inverse Laplace Transformation
s 3 Partial fraction Expansion.
F (s)
( s 1)( s 2) “Cover up Rule”
A B
F (s)
s 1 s 2
t 2t
t 2t
f (t ) Ae Be 1(t ) f (t )
2 e ( 1 ) e 1(t )
s 3 A B
A: ( s 1) ( s 1)
( s 1)( s 2) s 1 s 2
s 3
s 3 B A A 2
A ( s 1) ( s 2) s 1
( s 2) s 2
s 3 A B
B: ( s 2) ( s 2)
( s 1)( s 2) s 1 s 2
s 3 A s 3
( s 2) B B B 1
( s 1)
s 1 ( s 1) s 2
Laplace Note:
transform of a Lower case f indicates function
of time.
derivative Upper case F indicates function
of s.
d (Multiplication by s) =
L f (t ) sF ( s ) f (0)
dt (differentiation wrt time)
Primes and dots are often used as alternative notations for the derivative.
In problems with both time and space derivatives, primes are space
derivatives and dots are time derivatives.
Inverse Laplace Transformation
s 3 5s 2 9 s 7 s 3 A B
F (s) s 2 s 2
( s 1)( s 2) ( s 1)( s 2) s 1 s 2
C
f (t ) Ae t Bte t t 2e t 1(t ) f (t ) 2e t t 2 e t 1(t )
2
2
3 s 2s 3 3 A B C
( s 1) 3
( s 1) 2
3
( s 1) s 1 ( s 1) ( s 1)
s 2 2s 3 ( s 1) 2 A ( s 1) B C
s 2 2 s 3 ( s 1) 2 A ( s 1) B C C 2
s 1 s 1
d
B s 2 2s 3 2 s 2 s 1 0
ds s 1
d2 2 d 2
A 2 s 2s 3
ds 2 s 2
2
ds s 1 s 1
Laplace transforms are the
Solving DEs primary tool used to solve DEs in
control engineering.
2
When initial d L d L 2
s 2
s
conditions are zero: dt dt
n
t d L n
L f ( )d ? n
s
0 dt
For non zero d
L y (t ) sY ( s ) y (0)
initial conditions dt
d2 d3 dn
L 2 y (t ) ? L 3 y (t ) ? L n y (t ) ?
dt dt dt
Solving DEs
x 3 x 2 x 0, x(0) a, x(0) b
s X ( s ) sx(0) x (0) 3 sX ( s ) x(0) 2 X ( s) 0
2
s 2 3s 2 X ( s ) sa b 3a
sa b 3a sa b 3a A B
X (s) 2
s 3s 2 ( s 1)( s 2) s 1 s 2
t 2t
t 2t
x(t ) Ae Be 1(t ) (2a b)e (a b)e 1(t )
sa b 3a sa b 3a
A B
s 2 s 1 s 1 s 2
b 2a B b a
Solving DEs
x 2 x 5 x 3, x(0) 0, x(0) 0
2 3
s X ( s ) 2 sX ( s ) 5 X ( s ) A .6
s B .3 .15 j
3
s 2 s 5 X ( s )
2
j 2.6779
s .3354e
3 B .3 .15 j
X (s)
s ( s 1 2 j )( s 1 2 j ) j 2.6779
.3354e
A B B
X (s)
s s 1 2 j s 1 2 j
(1 2 j ) t (1 2 j ) t
x(t ) A Be Be 1(t )
No j’s in final answer.