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Y ( s) = L{y (t )} = e st y (t )dt
0
La transformada de Laplace
Sea f(t) una funcin definida para t 0, su
transformada de Laplace se define como:
L{ f (t )} = F ( s ) =
st
f (t ) e dt
Pierre-Simon Laplace
(1749 - 1827)
st
Notacin:
f (t )dt = lim e
h
st
f (t )dt
L { f (t )} = F ( s ),
L { y (t )} = Y ( s),
L{ f (t )} = F ( s ) =
f (t ) e st dt
| f (t ) | Me , t [0, )
at
b tq lim | f (t )e bt |= 0
t
Entonces:
L{f(t)} = F(s) existe s > a.
Unicidad de la TL
Si f1(t) y f2(t) poseen la misma TL:
L{f1(t) } = L{f2(t) }= F(s),
entonces el teorema de Lerch garantiza que
a
N (t )dt = 0
0
1 (s+1)t
1
L{}
1 = F(s) = 1e dt= e
=
0
s
s
0
st
1
f (t) =1 F(s) =
s
Nota: Obviamente L{a} = a/s y L{0} = 0.
7
{}
L t = F(s) =
n
st
e
t e dt = t
s
n st
nt
0
n1
st
e
dt =
s
{ }
n n1 st
n
= t e dt = L t n1
s 0
s
{}
{ }
n
n1
L t = L t
n!
n
s
L t = n+1
1
s
0
L t =
{}
{}
n!
f (t) =t F(s) = n+1
s
n
{}
(s+1)t
L e = F(s) = e e dt= e
t
t st
dt=
1 (s+1)t
1
e
=
s +1
s +1
0
1
f (t) =e F(s) =
s+1
t
{ }
(sa)t
L Ae = F(s) = Ae e dt= Ae
at
at st
dt=
A (sa)t
A
e
=
, s >a
(s a)
s
a
0
A
f (t) = Ae F(s) =
, s >a
sa
at
10
a2
a2
1 + 2 I = 2 ;
s
s
st
e
sen ( at ) e dt = sen ( at )
s
st
e st a
a
( a ) sen ( at ) dt = 2 2
s s
s
e st
a cos( at )
dt =
s
sen ( at ) e st dt
a
I= 2
s + a2
f ( t ) = sen ( at )
a
F (s) = 2
s + a
e = cos(at) + i sen(at)
iat
{ } = F ( s) =
iat
L e
1
(s +ia )t
e
s + ia
e e dt = e
iat st
(s +ia )t
dt =
1 s + ia s + ia
=
= 2 2=
s ia s + ia s + a
s
a
+ i 2 2 = L{cos(at)}+ iL{sen(at)}
2
2
s +a
s +a
12
0 if t < c
u (t c) =
1 if t c
1
cc
lim s1 e
h
s t h
c
= lim s1 (e
h
s h
s c
s t
dt =
)=e
s c
s
13
f (t )
rea = 1
1/
a a +
1 e as e ( a + ) s
1
e
as
L { f (t )} =
=e
s
s
s
s
1 e
se
as
as
as
lim 0 L{ f (t )} = e lim 0
=
e
lim
=
e
0
s
s
14
L{ (t a)} = e
L{ (t )} = 1
as
(t )
(t a )
15
Funciones peridicas
Supongamos que f (t) es una funcin peridica de periodo T.
Entonces:
1
F ( s ) = L { f (t )} =
F1 ( s )
sT
1 e
donde F1(s) es la transformada de Laplace de la funcin f(t)
sobre el primer periodo y cero fuera.
T
F1 ( s ) = e st f (t )dt
0
T
t
16
Demostracin
F ( s ) = e st f (t )dt
0
= e st f (t )dt + e st f (t )dt
= e st f (t )dt + e s ( +T ) f ( + T )d ,
T
= t T
= e st f (t )dt + e sT e s f ( )d
T
= e
st
f (t )dt + e
sT
F (s)
17
1
F ( s) =
F ( s)
2 as 1
1 e
a
2a
2a
F1 ( s) = e
0
st
2a
1 as 2 as
f (t )dt = e dt = e e
s
a
st
e as e 2 as
1
F ( s) =
=
2 as
s (1 e ) s (1 + e as )
18
1
1
s
1
s2
n!
1
t
tn
e
at
n +1
1
s+a
sent
s2 +2
cost
s
s2 +2
eat sent
eat cost
tneat
2
(s + a) +2
s +a
(s + a) +2
2
n!
(s + a)
n+1
19
20
21
22
23
24
La TF es un caso particular de la TL
F [ f (t )] = F ( ) = f ( ) =
f (t ) e
i t
dt
f ( + i ) =
f (t ) e
i ( + i ) t
dt =
( f (t ) e ) e
t
i t
dt
f (t ) e
1
=
2
f ( + i )e i t d =
25
e
f (t ) =
2
1
f (t ) =
2
f ( + i )e i t d =
f ( + i )e i ( + i ) t d
d = d ( + i ) = d
Llegamos a la integral compleja:
1
f (t ) =
2
f ( )e i t d
Im( ) =
26
1
f (t ) =
2
Im()
Re ()
-
f ( )e i t d
Im( ) =
f ( )e i t es analtica para
todo perteneciente a la
regin en rojo.
27
1 + i
st
L { F ( s )} = f (t ) =
F ( s ) e ds , t 0
2 i i
1
28
Im(s)
1 + i
st
L { F ( s )} = f (t ) =
F
(
s
)
e
ds , t 0
2 i
determina un contorno vertical
(1) lim F ( s ) = 0
s
29
1
2
( s + 1)
i
C ( s + 1)
2
i
2
i
R
C1
1 iR e st
1
e st
ds +
=
2
2
=0
-1
Re(s) 2i iR ( s + 1)
2i C1 ( s + 1)
-R
Haciendo R y utilizando
teora de residuos:
0 por la desigualdad ML
cuando R con t0.
st
2i
e
d st
1
t
1
=
Res
= lim e = te = L
2
2
s
1
s
=
1
2i
ds
( s + 1)
( s + 1)
30
m
| F ( s ) | k
s
Entonces si t > 0:
n
L1{F ( s )} = Res e st F ( s )
k =1
s = sk
Ejemplo, determinar: f (t ) = L1
1
2
( s 2)( s + 1)
st
e
e st F ( s ) =
( s 2)( s + 1) 2
posee dos polos, uno simple y otro doble : s1 = 2 y s 2 = 1.
e st
e st
f (t ) = Res
+ Res
=
2
2
s = 2 ( s 2)( s + 1)
s = 1 ( s 2)( s + 1)
e st
d e st
e 2t 3te t e t
lim
+ lim
=
2
s 2 ( s + 1)
s 1 ds s 2
9
32
Propiedades
1. Linealidad: Si c1 y c2 son constantes, f1(x) y
f2(x) son funciones cuyas transformadas de
Laplace son F1(x) y F2(x), respectivamente;
entonces:
L{c1 f1 (t ) + c 2 f 2 (t )} = c1 F1 ( s ) + c 2 F2 ( s ).
La transformada de Laplace es un operador lineal.
33
Demostracin:
L {c1 f1 (t ) + c2 f 2 (t )} =
[
]
c
f
(
t
)
+
c
f
(
t
)
e
1
1
2
2
0
st
dt =
c1 f1 (t )e dt + c2 f 2 (t )e dt =
0
st
st
c1L { f1 (t )}+ c2 L { f 2 (t )}
34
2. Desplazamiento temporal
st
=
F ( s ) e f (t )dt
f (t t0 ), t > t0
g (t ) = f (t )u (t t0 ) =
, t < t0
0
st
=
X ( s ) e f (t t0 )u (t t0 )dt
0
= e
= t t0 )
st
f (t t0 )dt
t0
L{ f (t )} = F ( s )
L{ f (t )u (t t0 )} = e
st 0
F (s)
= e st0 e s f ( )d
0
= e st0 F ( s )
35
Ejemplo:
3 s
e
1
L 3
s
{ }
2
L t = 3
s
2
L (t 3) u (t 3) = e
2
3 s
2
s3
3 s
1
e
1
L 3 = (t 3) 2 u (t 3)
s 2
t
36
3. Desplazamiento en frecuencias
L{ f (t )} = F ( s )
F (s) = e
st
f (t )dt
L{e
at
f (t )} = F ( s + a )
X (s) = e e
st at
f (t )dt = e
( s + a )t
f (t )dt
= F ( s + a)
Ejemplo:
1
L { t} = 2
s
{ }
L te
at
1
=
2
( s a)
37
F (s) = e
st
f (t )dt
L{ f (t )} = F ( s )
f (at )dt
1 s
L{ f (at )} = F
a a
X (s) = e
st
1 ( s / a )
= e
f ( )d
a0
( = at )
= (1 / a) F ( s / a)
38
F (s) = e
st
f (t )dt
d
d st
F ( s ) = e f (t )dt
ds
ds
= e
st
F ( s ) = L{ f (t )}
F ( s ) = L { tf (t )}
[tf (t )]dt
= L { tf (t )}
39
L{ f ' (t )} = sF ( s ) f ( 0 )
donde f(0) es el valor de f(t) en t = 0.
La transformada de Laplace de la segunda derivada
de una funcin est dada por:
40
En forma similar:
L{ f ( n ) (t )} = s n F ( s ) s n 1 f (0) s n 2 f ' (0) f ( n 1) (0)
lim e st f (t ) = 0
t
Demostracin:
L{ f ' (t )} = e
st
f ' (t )dt = e
= f (0) s e
st
f (t ) se
0
st
) f (t )dt
st
f (t )dt = sF ( s ) f (0)
41
Supongamos que:
L{ f
( n 1)
(t )} = s n 1 F ( s ) s n 2 f ( 0 ) s n 3 f ' ( 0 ) f
(0)
lim e st f ( n 1) (t ) = 0
Entonces:
(n2)
L f ( n ) (t ) = e st f ( n ) (t )dt = e st f ( n 1) (t ) se st f ( n 1) (t )dt
0
43
44
y "+ 3 y ' 4 y = t u (t 1)
y (0) = 1, y '(0) = 2
en una ec. algebraica
Resolver para
y(t)
Resolver para
Y(s)
Ec. Diferencial
Transformada de
Laplace
Ec. Algebraica
( s + 1) ( s e 1) e
Y ( s) =
2
2
s ( s + 3s 4)
2
Ec. Algebraica
Inversa de la
Transformada
de Laplace
Solucin de la
Ec. Diferencial
( s + 1) ( s e 1) e
Y ( s) =
2
2
s ( s + 3s 4)
2
y (t ) = u (t 1)( e +
t
2
5e
3e4
80
t 4
(e ) t )
t 4
u (t )( e (e ) )
2
5
es
3
5
1
4
3
16
De modo que:
y (t ) = u (t 1)( e +
t
2
5e
3e4
80
t 4
(e ) 14 t 163 )
t 4
u (t )( e (e ) )
2
5
3
5
y "+ 3 y ' 4 y = t u (t 1)
y (0) = 1, y '(0) = 2
L {cf (t ) + g (t )} = c L { f (t )} + L { g (t )} ,
L1 {cF ( s ) + G ( s )} = c L1 { F ( s )} + L-1 {G ( s )}
Y segundo, la TF de las derivadas de una
funcin son:
etc...
f ' (t ) + 2 f (t ) = e 3t
(t 0 y f (0) = 4)
f ' (t ) + 2 f (t ) e 3t = 0 ; L{ f ' (t ) + 2 f (t ) e 3t } = 0
L{ f ' (t )} + 2 L{ f (t )} L{e 3t } = 0
1
( sF ( s ) f (0)) + 2 F ( s )
=0
s+3
1
sF ( s ) 4 + 2 F ( s )
=0
s+3
5
1
F (s) =
f (t ) = 5e 2t e 3t
s+2 s+3
Ejemplo
sin t 0 t <
,
Resolver y + y =
t >
0
y (0) = y(0) = 0
s 2Y ( s ) + Y ( s ) = L {sin t u (t ) sin t}
= L {sin t + u (t ) sin(t )}
s
1
e
= 2
+ 2
s +1 s +1
1
e s
Y (s) = 2
+ 2
2
2
( s + 1) ( s + 1)
y (t ) =
=
1
2 cos t
54
Ejemplo:
Resolver y + 3 y + 2 y = (t 1), y(0) = y (0) = 0
s 2Y ( s ) + 3sY ( s ) + 2Y ( s ) = e s
1
1
s 1
Y ( s) = e 2
=e
s + 3s + 2
s
+
1
s
+
2
y (t ) = u (t 1) e (t 1) e 2 (t 1)
]
55
F (s) = e
st
f (t )dt
1
F (s)
f (u )du = L{ f (t )} =
s
s
X ( s ) = e f ( )d dt
0
0
st
1 st
1 st
= f ( )d e + e f (t )dt
0
s
0 s 0
t
1
= F (s)
s
56
F (s)
f (u )du =
s
f (t )
L
= s F (u )du
t
con F ( s ) = L{ f (t )}
Ejemplo:
sen t st
1
sen t
L
e dt ; L{sen t} = 2
=
s +1
t 0 t
sen t
L
du = arctg (u ) s = arctg ( s )
= 2
2
t s u +1
57
9. TF de f(t)cos(at) y f(t)sen(at)
Si g (t ) = f (t ) cos(at )
Si g (t ) = f (t ) sen(at )
Ejemplo:
1
g (t ) = sen(at )
t
F ( s + ia) + F ( s ia)
G( s) =
2
con a
i[F ( s + ia ) F ( s ia )]
G (s) =
2
con a
a
a
i
( s + ia ) 2 + a 2 ( s ia ) 2 + a 2
sen(at ) st
=
G (s) =
e dt =
t
2
0
a
a
i 2
2
2
s + i 2a s i 2a = 2a
2
s 4 + 4a 2
58
limt f (t ) = lim s0 sF ( s )
11. Teorema del valor inicial
El valor inicial f(0) de la funcin f(t) cuya
transformada de Laplace es F(s), es:
f ( 0 ) = lim t 0 + f (t ) = lim s sF ( s )
59
Recordemos que
la operacin
f1 ( ) f 2 (t ) d se conoce
como la convolucin de f1 (t ) y
denota como f1 (t ) * f 2 (t ).
f 2 (t ),
y se
L{ f1 (t ) * f 2 (t )} = F1 ( s ) F2 ( s )
L{ f1 (t ) * f 2 (t )} = L{ f1 (t )} L{ f 2 (t )}
60
t f ( ) g (t )d , t 0
f (t ) * g (t ) = 0
0,
t<0
As que para estas funciones podemos definirla convolucin
como:
f (t ) * g (t ) = f ( ) g (t )d ,
t
(t 0)
61
L{ f1 (t ) * f 2 (t )} = L{ f1 (t )} L{ f 2 (t )}
Ejemplo: Verificar que funciona para f(t) = t y g(t) = e-2t
con valores 0 para t < 0.
f (t ) * g (t ) = f ( ) g (t )d = e
2t
t
1
e
2t
2
e e d = +
0
2 4
4
t
1
1
2t
L{t} = 2 ; L{e } =
s
( s + 2)
1 1
1
= 2
2
s ( s + 2) s ( s + 2)
2 ( t )
d =
t 1 e 2t
L +
=
4
2 4
1
1
1
L{t} L{1} + L{e 2t } =
2
4
4
1 1 11 1 1
+
=
2
2s
4 s 4 ( s + 2)
1
s 2 ( s + 2)62
1
1
1 1
t
L 2
=
L
=
t
s s 1
s ( s 1)
1
= et d = et t 1
0
63
Resolver la ec.integro-diferencial:
t
d
x(t ) 4 (t s ) x( s )ds = et ; x(0) = 1
0
dt
d
d t
d
t
x(t ) 4 (t s ) x( s )ds = e ; L x(t ) 4 L h(t ) = L{et }
0
dt
dt
dt
dt
t*x (t )= h (t )
1
sX ( s ) x(0) 4{sL{h(t )} h(0)} =
s 1
1
sX ( s ) 1 4s L{t * x(t )} 0 =
;
s2
4
1
sX ( s ) 1 X ( s ) =
s
s 1
64
4
1
sX ( s ) 1 X ( s ) =
s
s 1
2
s
X ( s) =
( s 1)( s 2)( s 3)
1 1
1
1 1
X ( s) =
+
+
3 s 1 s 2 3 s + 2
Antitransformando:
1 t
1 2t
2t
x(t ) = e + e + e
3
3
65
N ( s ) an s n + an 1s n 1 + + a0
F (s) =
= m
m 1
D( s)
s + bm 1s + + b0
Races del denominador D(s) o polos de F(s):
Caso I Polos reales simples
Caso II Polos reales mltiples
( s a)
2
( s a)
2
66
( s a)
A
sa
Ejemplo
N (s)
s +1
s +1
F (s) =
= 3 2
=
D( s ) s + s 6s s ( s 2)( s + 3)
A
B
C
= +
+
s s2 s+3
67
s +1
A
B
C
F (s) =
= +
+
s ( s 2)( s + 3) s s 2 s + 3
N (s)
A = ( s a )
D
(
s
)
s =a
A
s +1
s
( s 2)( s + 3) s =0
s +1
B
s2
s ( s + 3) s = 2
s +1
C
s+3
s
(
s
2
)
s = 3
1
=
6
3
=+
10
2
=
15
68
s +1
A
B
C
= +
+
3
2
s + s 6s s s 2 s + 3
A( s 2)( s + 3) + Bs( s + 3) + Cs ( s 2)
=
s ( s 2)( s + 3)
s + 1 = A( s 2)( s + 3) + Bs( s + 3) + Cs ( s 2)
s +1
=A
( s 2)( s + 3) s =0
mtodo
alternativo
s + 1 = A( s 2 + s 6) + B( s 2 + 3s ) + C ( s 2 2s )
= s 2 ( A + B + C ) + s ( A + 3B 2C ) + (6 A)
A + B + C = 0; A + 3B 2C = 1; 6 A = 1
y resolver...
69
s +1
F (s) = 3 2
s + s 6s
A
B
C
= +
+
s s2 s+3
1 1 3 1 2 1
= +
6 s 10 s 2 15 s + 3
1 3 2 t 2 3t
f (t ) = + e e
6 10
15
70
Otro ejemplo
2s 2 + 7 s + 3
2s 2 + 7 s + 3
F (s) = 2
=
( s 1)( s + 2) ( s + 1)( s 1)( s + 2)
A
B
C
1
2
1
=
+
+
=
+
s +1 s 1 s + 2 s +1 s 1 s + 2
2s 2 + 7 s + 3
27+3
A=
=
= +1
( s 1)( s + 2) s = 1 (2)(1)
2s 2 + 7 s + 3
2+7+3
B=
=
= +2
(2)(3)
( s + 1)( s + 2) s = +1
2s 2 + 7 s + 3
8 14 + 3
C=
=
= 1
( s 1)( s + 1) s = 2 (3)(1)
f (t ) = e t + 2et e 2t
71
( s a)
A
B
+
2
( s a) ( s a)
Ejemplo
N (s)
s 4s + 4
A B
C
D
F (s) =
= 2
= 2+ +
+
D( s ) s ( s 2)( s 1) s
s s 2 s 1
3
Polos reales
mltiples
Polos reales
simples
72
2 N (s)
A = ( s a )
D( s) s =a
2 N (s)
B = ( s a)
D ( s ) s = a
ds
s 3 4s 2 + 4
F (s) = 2
s ( s 2)( s 1)
A
s2
B
s
s 3 4s 2 + 4
(
s
2
)(
s
1
)
s =0
d s 3 4 s 2 + 4
ds ( s 2)( s 1) s =0
= 2
= 3
73
s 3 4s 2 + 4
F (s) = 2
s ( s 2)( s 1)
A B
C
D
= 2+ +
+
s
s s 2 s 1
1 1 1 1
= 2 2 + 3
s
s
s
2
s
f (t ) = 2t + 3 e 2t et
74
F (s ) =
D(s ) = (s p1 ) (s p2 ) (s pn )
r
a3
an
br
br 1
b1
a2
+
+
+
+
+
+
+
s p1 s p2 s p3
s pn
(s p1 )r (s p1 )r 1
br = [ F ( s )( s + p1 ) r ]s = p1
d
br 1 = [ F ( s )( s + p1 ) r ]
ds
s = p1
br j
br j
1 d
r
= j F (s )(s p1 )
j! ds
s = p1
ai = [F (s )(s pi )]s = pi
1dj
r
= j [ F ( s )( s + p1 ) ]
j! ds
s = p
1 d r 1
r
b1 =
r 1 [ F ( s )( s + p1 ) ]
(r 1)! ds
s = p
75
conjugados complejos
4
A
B
B*
= +
+
,
2
*
s ( s + 4) s s a s a
4
A= 2
= +1
s + 4 s =0
4
1
B=
=
2
s ( s + 2i ) s = 2i
4
1
B =
=
2
s ( s 2i ) s = 2i
*
( s a)( s a * )
a = 2i
1 1 1
1
=
+
s 2 s a s a *
Transformada inversa de Laplace:
x(t ) = 1 cos(2t )
76
ejemplo
s+4
B
B*
=
+
,
2
*
s + 6s + 25 s a s a
a = 3 + 4i
1
s+4
B=
= (4 i )
8
s + 3 + 4i s = 3+ 4i
1
s+4
*
B =
= (4 + i )
s + 3 4i s = 3 4i 8
f (t ) = 2 B e t cos(t + )
donde
1
17
B = (4 i ), B =
,
8
8
= 3, = 4, = 0.245
17 3t
f (t ) =
e cos(4t 0.245)
4
77
[(s a)(s a )]
*
78