Beruflich Dokumente
Kultur Dokumente
Chapter 2
LAPLACE TRANSFORMS
Dr. Hanafy M. Omar
Transformation Definition
problem
in original
form
solution
in original
form
transform
solution
in transform
way of
thinking
inverse
transform
Laplace Transform
problem
in time
domain
solution
in time
domain
Laplace
transform
solution
in
s domain
Other transforms
Fourier
z-transform
wavelets
inverse
Laplace
transform
L(f(t))
Laplace Domain
Differential
Equation
f(t)
Algebraic
Equation
f(s)
Time Domain
Non
Differential
Equation
f(t)
L-1(f(s))
Algebraic
Manipulation
Algebraic
Equation
f(s)
Laplace Transform
L[ f (t )] F ( s ) f (t )e dt
st
Complex Number
Real axis
y
x
| u | r | u | x y
u tan
u x jy
u x jy
(complex) conjugate
L[ f1 (t ) f 2 (t )] L[ f1 (t )] L[ f 2 (t )]
F1 (s) F2 (s)
L[ f1 (t ) f 2 (t )] F1 ( s) F2 ( s)
F (s ) f (t ) e dt
st
f(t) = u(t) = 1
F ( s ) (1)e dt
st
e 1
e
F ( s)
0
s 0
s s
st
Exponential Function
f (t ) e
F (s ) e
at
at
e dt e
st
( a s )t
dt
e
e
(s a ) 0
(s a )
( s a )t
s a
at
f (t )
G (s ) e f (t ) e dt f (t ) e
at
st
F (s ) s s a F (s a)
Example
1
1
L [1*e ]
s s s a s a
at
(a s )t
dt
j t
L [ cos t )] L e
e
2
1
1
j t
j t
L [e ] L [e
]
2
2
1
1
1
1
2 s j 2 s j
s
2
2
s
In general
d
L [t f (t )] (1)
F (s )
n
ds
n
example
d 1 1
L [t *1] 1
2
ds s s
f(t)
1
f (t )
0
F(s)
t 0
t 0
Step
f (t ) 1
1
s
Ramp
f (t ) t
1
s2
Exponential
f (t ) e at
1
sa
Sine
f (t ) sin(t )
1
2 s2
a is +ve
Example
f (t ) 50 u (t )
50
F (s)
s
Example
v(t ) 5e
2 t
sin 4t
4
V ( s) L[v(t )] 5
2
2
( s 2) (4)
20
20
2
2
s 4s 4 16 s 4s 20
Example
p(t ) 5cos 2t 3e
4 t
s
1
P( s) L[ p(t )] 5 2
3
2
s (2)
s4
5s
3
2
s 4 s4
Example
5 12
8
F (s) 2
s s
s3
f (t ) 5 12t 8e
3t
Example
200
V (s) 2
s 100
10
V ( s) 20 2
2
s (10)
v(t ) 20sin10t
s1,2 3 2i
Example 8. Continuation.
s 6s 13
2
s 6s (3) 13 (3)
2
s 6s 9 4
2
( s 3) (2)
2
Example, Cont.
8( s 3)
4 24
V (s)
2
2
2
2
( s 3) (2) ( s 3) (2)
8( s 3)
10(2)
2
2
2
2
( s 3) (2) ( s 3) (2)
v(t ) 8e
3t
cos 2t 10e
3t
sin 2t
LAPLACE TRANSFORMS
PARTIAL FRACTION
EXPANSION
Definition
breaking
complex
fractions
into
simpler
( s 2) ( s 3) s 2 s 3
s 1
A( s 3) Bs 2)
( s 2) ( s 3)
( s 2) ( s 3)
3 A 2 B 1
s 1
1
2
( s 2) ( s 3) s 2 s 3
A B 1
Example
s6
s6
F ( s) 2
s 3s 2 ( s 1)( s 2)
A1
A2
s6
F ( s)
( s 1)( s 2) s 1 s 2
s 6
1 6
A1 ( s 1) F ( s) s 1
5
s 2 s 1 1 2
Example, cont.
A2 ( s 2) F ( s) s 2
s 6
2 6
s 1 s 2 2 1
5
4
F (s)
s 1 s 2
t
f (t ) 5e 4e
2 t
Example
50( s 3)
F (s)
2
( s 1)( s 2)( s 2 s 5)
A1
A2
F1 ( s )
s 1 s 2
Example, Cont.
50( s 3)
(50)(2)
A1
25
2
( s 2)( s 2s 5) s 1 (1)(4)
50( s 3)
(50)(1)
A2
10
2
( s 1)( s 2s 5) s 2 (1)(5)
t
f1 (t ) 25e 10e
2t
Example, Cont.
To get A and B, substitute by any two convenient
numbers, (i.e. s=0 and s=1)
50( s 3)
25
10
As B
2
2
( s 1)( s 2)( s 2s 5) s 1 s 2 s 2s 5
50(3)
25 10 B
(1)(2)(5) 1 2 5
50(4)
25 10 A B
(2)(3)(8) 2 3
8
B 25
A 15
25
10
15s 25
F (s)
2
s 1 s 2 s 2s 5
Example, cont.
15s 25
F2 ( s ) 2
s 2s 5
s 2s 5 s 2s 1 5 1 ( s 1) (2)
2
15s 25
15( s 1)
5(2)
F2 ( s )
2
2
2
2
( s 1) (2)
( s 1) (2) ( s 1) 2 (2) 2
f (t ) f1 (t ) f 2 (t )
t
25e 10e
2t
C1
C2
60
A
F (s)
2
2
s ( s 2)
s ( s 2) ( s 2)
A sF ( s)s 0
60
60
15
2
2
( s 2) s 0 (0 2)
C1 ( s 2) F ( s)
2
s 2
60
60
30
s s 2 2
Example, Cont.
C2
60
15
30
F (s)
2
2
s( s 2)
s ( s 2) s 2
Let s=1, and solve for C2
C2
60
15
30
2
2
(1)(1 2)
1 (1 2) (1 2)
C2 15
60
15
30
15
F (s)
2
2
s ( s 2)
s ( s 2) s 2
f (t ) 15 30te
2 t
15e
2 t
2 t
15 15e (1 2t )
B( s) K s z1 ) s z2 ) s zm )
F ( s)
,
n
A( s)
s p)
It can be expressed as
for m n
bn
b1
b2
B( s )
F ( s)
...
1
2
n
A( s) s p ) s p )
s p)
n B( s)
bn
s p ) A( s )
s p
d
n B( s)
bn 1
s p)
ds
A( s ) s p
1
d n 1
n B (s )
s p)
b1
n 1
A (s ) s p
n 1)! ds
L[ f '(t )] sF ( s ) f (0)
L[ f "(t )] s F ( s) sf (0) f '(0)
2
L [f (t )] s F (s ) s
n
n 1
f (0) s
n 2
f '(0)....f
d f (t )
dt
f (t )
Note: s is called
Differentiation Operator
n 1
(0)
L f (t )dt
0
s
t
1
s
f (t ) dt
s 2 s ( s 2)
Example
Solve the following differential equation
dy
2 y 12sin 4t
dt
y (0) 10
12(4)
sY ( s ) 10 2Y ( s ) 2
s 16
10
48
Y ( s)
s 2 ( s 2)( s 2 16)
B1s B2
48
A
2
2
( s 2)( s 16) s 2 s 16
Example, cont.
48
48
A 2
2.4
s 16 s 2 20
48
2.4 B1s B2
2
2
( s 2)( s 16) s 2 s 16
48
2.4 B2
(2)(16)
2 16
48
2.4 B1 B2
(1)(17)
1
17
B2 4.8
B1 2.4
Example, Cont.
10
2.4
2.4 s
4.8
Y (s)
2
2
s 2 s 2 s 16 s 16
y (t ) 12.4e
2 t
Example
2
d y
dy
3 2 y 24
2
dt
dt
y (0) 10 and y '(0) 0
24
s Y ( s ) 10 s 0 3 sY ( s ) 10 2Y ( s )
s
2
24
10 s 30
Y (s)
2
2
s ( s 3s 2) s 3s 2
24
10 s 30
s ( s 1)( s 2) ( s 1)( s 2)
Example, Cont.
24
12 24
12
s ( s 1)( s 2) s s 1 s 2
10s 30
20
10
( s 1)( s 2) s 1 s 2
12
4
2
F (s)
s s 1 s 2
t
f (t ) 12 4e 2e
2 t
Example
2
d y
dy
2 5 y 20
2
dt
dt
y (0) 0 and y '(0) 10
20
s Y ( s ) 0 10 2 sY ( s) 0 5Y ( s)
s
2
20
10
Y ( s)
2
2
s ( s 2s 5) s 2s 5
Example, Cont.
20
4
As B
2
2
s ( s 2s 5) s ( s 2 s 5)
20
4
A B
(1)(1 2 5) 1 (1 2 5)
20
4
A B
(1)(1 2 5) 1 (1 2 5)
A 4
B 8
Example, Cont.
4
4 s 8
10
4
4 s 2
Y (s) 2
2
2
s s 2s 5 s 2s 5 s s 2s 5
s 2s 5 s 2s 1 5 1 ( s 1) (2)
2
4
4( s 1)
3(2)
Y ( s)
2
2
s ( s 1) (2) ( s 1) 2 (2) 2
t
y (t ) 4 4e cos 2t 3e sin 2t
For the given differential equations find the initial and final
value of y(t)
y ( t ) 6 y ( t ) 8 y ( t ) 2u ( t )
Summary
Steps for Solving an ODE
d2y
dy
6
8 y 2 y (0) y ' (0) 0 ODE w/initial conditions
2
dt
dt
s 2 Y ( s) 6s Y ( s) 8 Y ( s) 2 / s
2
Y ( s)
s ( s 2) ( s 4)
1
1
1
Y ( s)
4s 2 ( s 2) 4 ( s 4)
1 e 2t
e 4t
y (t )
4
2
4
y ( t ) 6 y ( t ) 8 y ( t ) 2u ( t )
2
Y ( s)
s ( s 2) ( s 4)
2 (0)
1
limt f (t )
(0) (0 2) (0 4) 4
2 ()
limt 0 f (t )
0
() ( 2) ( 4)
Laplace
transform of the
function.
Apply final-value
theorem