Chap 7 老師講義

2016年9月19日 下午 06:33

微分方程式
Chapter 7
管傑雄
台大電機系
Chapter 7 Laplace Transform

7.1 Definition of Laplace Transform

Linearity Property

Integral Transform

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transforms a function f(t) into a function F(s) of a variable s. We are particularly interested in
the integral transform where the interval of integration is [0, ).

Basic Definition
Let f(t) be defined for t  0; then the integral

is said to be the Laplace Transform of f, provided the limit exists. Symbolically the Laplace
transform of f is denoted by

L is a linear transform.
L{f(t) + g(t)} = L{f(t)} + L{g(t)}

Sufficient conditions for existence of L{f(t)}

Let f(t) be piecewise continuous on the interval [0, ) and of exponential order for t >
T; then L{f(t)} exist for s > c.
Note 1: piecewise continuous

Note 2: Exponential order

A function f is said to be of exponential order if there exist numbers c, M > 0, and T >
0, such that |f(t)|  Mect for t > T. For example, et is not of exponential order.
2

Proof:

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Now I1 is a finite constant, and

for s > c

Example 1: Transforms of some basic functions

(a)

(b)

(c)

(d)

(e)

(f)

(g)

Note:

Example 2: Evaluate L{f(t)} for

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Solution:

, s>0

Example 3: Prove that

where

and find

.
Solution:

7.2 Inverse Transform and Transforms of Derivatives

Given F(s), find the function f(t) corresponding to this transform. We say that f(t) is the
inverse Laplace transform of F(s) and write
f(t) = L-1{F(s)}

L-1 is a linear transform

L-1{F(s) + G(s)} = L-1{F(s)} + L-1{G(s)}
The inverse Laplace transform is actually another integral. We will discuss it latter.

The inverse Laplace transform of a function F(s) may not be unique. It is possible that
L{f1(t)} = L{f2(t)} and yet f1 f2. For our purposes this is not as bad as it appears. If f1
and f2 are piecewise continuous on [0, ) and of exponential order for t > 0 and if L{f1(t)}
= L{f2(t)}, then it can be proved that the functions f1 and f2 are essentially the same; that
is, they can differ only at points of discontinuity. However, if f1 and f2 are continuous on
[0, ) and L{f1(t)} = L{f2(t)}, then f1 = f2 on the interval.

Example 1: Inverse transforms of some basic functions

(a)

(b)

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 (c)

(d)

(e)

(f)

(g)

Example 2: Evaluate

Solution:

Partial fractions to find the inverse Laplace transform

Example 3: Evaluate

Solution: Assume

so that
1 = A(s + 2)(s + 4) + B(s - 1)(s + 4) + C(s - 1)(s + 2)
from which we find A = 1/15, B = -1/6, and C = 1/10.

Example 4: Evaluate

Solution: Assume
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Solution: Assume

so that
3s - 2 = As2(s2 + 4) + Bs(s2 + 4) + C(s2 + 4) + (Ds + E)s3
from which we obtain A = 1/8, B = 3/4, C = -1/2, D = -1/8, and E = -3/4. Hence,

Behavior of F(s) as s 

Let f(t) be piecewise continuous on [0, ) and of exponential order for t > T; then

Proof: Since f(t) is piecewise continuous on 0  t  T, it is necessarily bounded on this

interval:
|f(t)|  M1 = M1e0t
Also |f(t)| M2et
for t > T. If M denotes the maximum of {M1, M2} and c denotes the maximum of {0, }, then

Example: The functions s2 and s/(s + 1) are not the Laplace transform of piecewise
continuous functions of exponential order.

Transforms of Derivatives
If f(t), f'(t), f"(t), ... , f(n-1)(t) are continuous on [0, ) and are of exponential order and if
f(n)(t) is piecewise continuous on [0, ), then
L{f(n)(t)} = snF(s) - s(n-1)f(0) - s(n-2)f'(0) - ... - f(n-1)(0)
where F(s) = L{f(t)}.
Proof: If f'(t) is piecewise continuous and f(t) is continuous for t  0, then

Here, we have assumed that e-stf(t)  0 as t  since f(t) is of exponential order, Mect.
When s > c, the approach becomes true.

Note: consideration of continuity of f(t)

If f(t) is piecewise continuous, i.e., f'(t) approaches infinity at the discontinuous points,
the above formula is still true. For example, if f(t) has only one discontinuous point at t
= td, we define
f'(t) = f'c(t) + f'n(t)
where f'c represents the piecewise continuous part of f'(t) while f'n(t) represents the infinite
value at t = td and zero elsewhere. That is, f'(t) = f'c(t) except t = td. For the piecewise
continuous part,

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If we can prove that

then the formula for derivatives is still true. The proof can be done in terms of the unit step
function and delta function.

Unit Step Function

For a  0, the function U(t - a) is defined to be

The unit step function is also known as the Heaviside function.

Example 1: U(t) and its graph

Unit impulse

The area under the function a(t-t0) is 1:

Dirac Delta Function

and its properties are

(1)

(2)

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(2)

It is possible to find the Laplace Transform of Dirac Delta function. We first find the Laplace
transform of a(t-t0) and then allow
.

Hence,

In particular,

Other important Properties:

1.

2. A piecewise-defined function

,
i.e., f(t) = g(t) - g(t)U(t - a) + h(t)U(t - a). Then its first derivative is
f'(t) = g'(t) - g'(t)U(t - a) + h'(t)U(t - a) - g(t)(t - a) + h(t)(t - a)
= [g'(t) - g'(t)U(t - a) + h'(t)U(t - a)] + [h(a) - g(a)](t - a)

The derivative of the piecewise continuous function can be represented by the

Dirac Delta function, and we can define f'(t) = f'c(t) + f'n(t) where f'c(t) = [g'(t) -
g'(t)U(t - a) + h'(t)U(t - a)] (piecewise continuous part) and f'n(t) = [h(a) - g(a)](t -
a) (infinite-value part). The Lapalce transform of the latter part is

Even as td approaches zero, the formula for the Laplace transform of the derivatives is still
correct if we regard f(0) as f(0-). For example, consider [0+, ), f(t) = cost, f’(t) = -sint, and
then L{f'(t)} = -1/(s2 + 1) = s2/(s2 + 1) -1. Consider [0-, ), f(t) = cost U(t), f'(t) = -sintU(t) +
(t), and then L{f'(t)} = -1/(s2 + 1) +1 = s2/(s2 + 1) - 0. Please note that f(0) = f(0-) = 0.

Similarly,
L{f"(t)} = s2F(s) - sf(0) - f'(0)
For the nth derivative, we can get the formula of
L{f(n)(t)} = snF(s) - s(n-1)f(0) - s(n-2)f'(0) - ... - f(n-1)(0)

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7.3 Translation Theorems
First Translation (Shifting) Theorem
If a is any real number, then

and

where F(s) = L{f(t)}.

Proof:

Example 1: (a) Evaluate (a) L{e5tt3} and (b)

Solution:
(a) L{e5tt3} =

(b)

Example 2: Evaluate

Solution: Assume

so that
s + 1 = As(s + 2)3 + B(s + 2)3 + Cs2(s + 2)2 + Ds2(s + 2) + Es2
Seting s = 0 and -2 gives B = 1/8 and E = -1/4, respectively. by equating coefficients of s4, s3,
and s, we obtain
0=A+C
0 = 6A + B + 4C + D
1 = 8A + 12B
from which it follows that A = -1/16, C = 1/16, and D = 0. Hence,

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Example 3 Evaluate

Solution:

Unit Step Function

For a  0, the function U(t - a) is defined to be

The unit step function is also known as the Heaviside function.

Example 1: U(t) and its graph

Example 2: Use the unit step function to rewrite the piecewise continuous function of

Solution: f(t) = g(t)U(t) - g(t)U(t - a) + h(t)U(t - a)

Second Translation Theorem

If a > 0, then
L{f(t - a)U(t - a)} = e-asL{f(t)} = e-asF(s)
where F(s) = L{f(t)}.

Proof:

Example 1: Evaluate L{sintU(t - 2)}

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Example 1: Evaluate L{sintU(t - 2)}
Solution:
L{sintU(t - 2)} = L{sin(t - 2)U(t - 2)} =

Example 2: Find the Laplace Transform of the function shown in the graph.

Solution: The function of the straight line is

ys = 2t - 3.
Hence, the function for the graph is
y = U(t - 1)(2t - 3)
and its Laplace transform is
L{y} = L{U(t - 1)[2(t - 1) - 1]} = e-sL{2t - 1} =

Inverse Form of the Second Translation Theorem

L-1{e-asF(s)} = f(t - a)U(t - a)

Example 3: Evaluate

Solution:

Example 4: Find the Laplace transform of the function shown in the graph.

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Solution: The function f(t) can be written as

and the Laplace transform is

7.4 Additional Operational Properties

Derivatives of Transforms
For n = 1, 2, 3, ......

where F(s) = L{f(t)}.

Proof:

Similarly, for the nth derivative,

Example: Evaluate L{ktcoskt + sinkt}

Solution:

Example: Evaluate (a) L{t2sinkt}, (b) L{te-tcost}

Solution:
(a) L{t2sinkt} =

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 (a) L{t2sinkt} =

(b) L{te-tcost} =

Example: Find

Solution:

Convolution
If f and g are piecewise continuous on [0, ), then the convolution of f and g, denoted
by f*g, is given by the integral

Note:
1. f*g = g*f
2. 將此應用於線性系統，其中視

為輸出訊號；g() can be defined as the response characteristic of the linear system while the
f() is the input signal. g()是代表系統給於訊號的weighting，由於考慮因果律，系統僅
能給予過去(0 <  < t, t為現在)的訊號給予weighting，因此在 g() 中的 事實上是代表過
去 時以前，亦即 =0 代表現在。在另一方面，訊號是由時間零時進入系統，現在是
時間 t 時，而輸入訊號大小是 f(t)。所以在0 <  < t ，The system applies some weighting
g(t – ) on the signal f() for 0 <  < t at the time t. and its output is the linear combination for
 from 0 to t. This definition indicates that the output at time t is affected by the signal from 0
to t only and follows the causality. In the response characteristic g(t-), the parameter t - 
indicates the time difference away from the present time. It should be noted that  is from -
to  in the Fourier transform and hence the Fourier transform does not follow the causality.

Example: What's the convolution of et and sint?

Solution:
et*sint =

Convolution Theorem
Let f(t) and g(t) be piecewise continuous on [0, ) and of exponential order; then
L{f*g} = F(s)G(s)
where F(s) = L{f(t)} and G(s) = L{g(t)}.
Proof:

We change the independent variables into t1 and t2:

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 i.e.,

The transform maps the domain in t-plane into t1t2 plane. In particular, the integrating range
in t-plane is mapped into the first quadrant in t1t2 plane. Hence, the integrating range of t1 and
t2 are [0, ) and we find that

Inverse Form of the Convolution Theorem

L-1{F(s)G(s)} = f*g

Example 1: Evaluate

Solution:

Example 2: Evaluate

Solution:

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Transforms of an Integral
Let g(t) = 1, i.e., G(s) = 1/s, and from the convolution theorem, we find that

Integral of a transform
Let f(t) be piecewise continuous on [0, ) and of exponential order. If f(t) follows

exists and is finite,

then

when s > c. Equivalently,

Proof: We know that

Defining g(t) = f(t) / t2, we find that

F(s) = d2G(s)/ds2.
Integrating the formula gives

Therefore,

Example:Find

Solution:

Transform of a Periodic Function

Let f(t) be piecewise continuous on [0, ) and of exponential order. If f(t) is periodic with
period T, then

Proof:

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Hence,

Note: In [0, ), periodic function f(t) = f(t + T), but not f(t) = f(t – T) since we regard f(t) = 0
for t < 0.

Example: Find the Laplace transform of the periodic function shown in the figure.
Solution: On the interval 0 t < 2 the function can be defined by

We can write the above function with unit step functions as

f(t) = tU(t) - tU(t - 1)
and therefore, the Laplace transform of the periodic function is

Applications in the linear DE

Consider the initial-value prroblem

where g(t) is a piecewise continuous function. This indicates that y(n)(t) is also a piecewise
continuous function, and the other less-order derivatives are all continuous functions.
Therefore, we can use the properties developed in section 4.3 to find the Laplace transform
Y(s), from which we can find the inverse transform y(t). The procedure to solve the problem
is
(1) Laplace transform of the differential equation.
(2) Solving the transformed equation to get Y(s).
(3) Inverse transform of Y(s) to get y(t).

Note: If g(t) is not piecewise continuous and approaches infinity at some points, i.e., y(n)(t) is
also not piecewise continuous, we will solve this kind of equation with Dirac Delta function
and discuss it in next section.

Example 1: Solve y' -3y = e2t subject to y(0) = 1.

Solution: We know that

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Solution: We know that
L{y'} = sY(s) - y(0) = sY(s) - 1
and by using the linearity of the Laplace transform, we derive that
sY(s) - 1 - 3Y(s) = 1/(s - 2)
Solving the above equation gives

and the inverse Laplace transform gives

y(t) = -e2t + 2e3t

Example 2: Solve y" + 4y' + 6y = 1 + e-t

Subject to y(0) = 0, y'(0) = 0
Solution: The Laplace transform of the equation is
s2Y(s) + 4sY(s) + 6Y(s) = 1/s + 1/(s + 1)

By partial fraction,

That is,

Hence,

Example 3: Solve x" + 16x = f(t)

where

and x(0) = 0, x'(0) = 1

Solution: Rewrite f(t) as
f(t) = cos4tU(t) - cos4tU(t - )
and its Laplace transform is

From the initial conditions, we can find

and X(s) is

Hence,

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Example: Solve tx" - 2x' + tx = 0 subject to x(0) = 0.
Solution: Using Laplace transform gives

where x'(0) = C. We find a differential equation of X

(s2 + 1) X' + 4sX = 0
subject to

. The integration factor is

and the solution is

Inverse Laplace transform leads to

Volterra Integra Equation

Example Solve

for f(t).
Solution: Use Laplace transforn to get

Hence,

Therefore,
f(t) = 3t2 - t3 + 1 - 2e-t

Integrodifferential Equation
RLC series circuit

with the assumption that the charge in the capacitor before t = 0 is zero.

Example: Assume L = 0.1H, R = 20W, C = 10-3F, and E(t) as shown in the figure. Find the
solution i(t).

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Solution: E(t) can be writen as
E(t) = 120t - 120tU(t-1)
and the Laplace Transform of the equation is

Therefore,

Example: A Periodic Impressed Voltage

The differential equation for the current i(t) in a single-loop LR series circuit is

.
If E(t) is the square wave function shown in the graph, determine the current i(t).

Solution:

From the equation, we find

.
We can rewrite I(s) as

and hence

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Example: A Boundary-Value Problem

A beam of length L is embedded at both ends as shown in the graph. Find the deflection
of the beam when the load is given by

Solution: w(x) can be rewritten as

.
The associated differential equation is

and its Laplace transform is

where y(0) = 0, y'(0) = 0. If we let y"(0) = c1 and y"'(0) = c2, then the inverse transform gives

Matching another two boundary conditions, y(L) = 0 and y'(L) = 0 lead to

Remark: In general, the Laplace transform of the nth-order differential equation,

can lead to

where G(s) = L{g(t)}, P(s) = ansn + an-1sn-1 + ..... + a1s + a0, and Q(s) is a polynomial in s of
degree n-1 consisting of the various products of the coefficient ai and the prescribed initial
conditions.
Transfer Function: W(s) = 1/P(s)

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Transfer Function: W(s) = 1/P(s)
Zero-state Response: y0(t) = L-1{W(s)G(s)}
Zero-input Response: y1(t) = L-1{W(s)Q(s)}
Weight Function or Impulse Response: w(t) = L-1{W(s)} since y0(t) = w(t)*g(t) or w(t) =
w(t)*(t).

7.5 Dirac Delta Function -- Application

Unit impulse

The area under the function a(t-t0) is 1:

Dirac Delta Function

and its properties are

(1)

(2)

It is possible to find the Laplace Transform of Dirac Delta function. We first find the Laplace
transform of a(t-t0) and then allow
.

Hence,

In particular,

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In particular,

Take a second-order differential equation as an example:

y" + a1y' + a0y = g(t).
If y'(t) is piecewise continuous function and y"(t) has some Delta fuctions at several points,
we can still solve the differential equation by using the Laplace transform with the
requirement that g(t) has the same Delta functions as y"(t) at the discontinuous points of y'(t).
The procedure is the same as the case when y"(t) is piecewise continuous function.

Example: Solve y" + y = (t - 2) subject to y(0) = 1, y'(0) = 0.

Solution: Take Laplace transform of the above equation to get
s2Y(s) - s + Y(s) = e-2s
or

.
Hence,
y(t) = cost + sin(t - 2)U(t - 2) = cost + sintU(t - 2)
The derivative of y(t) is
y'(t) = -sint + costU(t - 2)
which is discontinuous and jumps upwards with 1 at t = 2.

With the Delta function, for nth-order differential equation, we can solve the function
with the requirement that y(n-1)(t), instead of y(n)(t), is piecewise continuous.

Example: Try to solve y" + 2y = (t) subject to y(0) = 0 and y'(0) = 0.
Solution: By using Lapalce transform, we find
s2Y(s) + 2Y(s) = 1
and

Therefore, the solution is

Here, we want to emphasize that the solution actually is

and its first derivative is

and y' = 0 at t = 0- while y' = 1 at t = 0+. The initial condition y'(0) = 0 actually means that
y'(0-) = 0.

7.6 Systems of Differential Equations

When initial conditions are specified, the Laplace transform will reduce a system of
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 When initial conditions are specified, the Laplace transform will reduce a system of
linear differential equations with constant coefficients to a set of simultaneous algebraic
equations in the transformed functions.

Example: Solve 2x' + y' -y = t

x' + y' = t2
subject to x(0) = 1, y(0) = 0.
Solution: Take Laplace transform of the equations
2sX(s) - 2 + sY(s) - Y(s) = 1/s2
sX(s) - 1 + sY(s) = 2/s3
or

We can find that

Inverse Laplace transform gives

y(t) = 5 - 5t + 2t2 - 5e-t
Substituting Y(s) back into the equations, we find that

Hence,
x(t) = -4 + 5t -2t2 + t3/3 + 5e-t
Coupled Springs
A and B are two springs with negligible mases.
By using the Newton Law and set the downward direction is positive, we find that
m1x1" = -k1x1 + k2(x2 - x1) + m1g
m2x2" = -k2(x2 - x1) + m2g

Networks
Example 1:

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 i1 - i2 - i3 = 0

Example 2:

i1 - i2 -i3 = 0

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2016.11.16(三) ok
2016年11月16日 下午 03:55

https://1drv.ms/u/s!AnmKtGRNhQiPuwy9QiYeHCqi7kac

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Laplace transform 簡介與定義
2016年11月16日 下午 04:00

Integral Transform

將 t domain轉換到 s domain，於 s domain 進行運算，求出在 s domain 的解，再將解作

反轉換回到 t domain。進行轉換的目的為在 s domain 較容易運算(相較於 t domain 不
容易運算)，或是在 s domain 可以運算(相較於 t domain 不可運算)

Laplace Transform

Laplace Inverse Transform (參考)

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Ch7 第 27 頁
Sufficient Condition for existence
2016年11月16日 下午 04:01

所考慮的 f(t) 具有以下兩條件限制

1.piece-wise continuous function

2. exponential order
函數在上升/下降的最快速度不可超過

Sufficient conditions for existence of L{f(t)}

Let f(t) be piecewise continuous on the interval [0, ) and of exponential order for t >
T; then L{f(t)} exist for s > c.
Note 1: piecewise continuous

Note 2: Exponential order

Piece-wise continuous function 保證函數在有限區間可積，而具有上下限保證區間擴展

到正無窮大時積分存在。

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Some example for basic functions
2016年11月16日 下午 05:52

Example 1: Transforms of some basic functions

(a)

(b)

(c)

(d)

(e)

(f)

(g)

Note:

Example 2: Evaluate L{f(t)} for

Solution:

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, s>0

Example 3: Prove that

where

and find

.
Solution:

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Inverse Transform
2016年11月16日 下午 05:54

Given F(s), find the function f(t) corresponding to this transform. We say that f(t) is the
inverse Laplace transform of F(s) and write

The inverse Laplace transform of a function F(s) may not be unique. It is possible that
L{f1(t)} = L{f2(t)} and yet f1 f2. For our purposes this is not as bad as it appears. If f1 and f2
are piecewise continuous on [0, ) and of exponential order for t > 0 and if L{f1(t)} = L{f2(t)},
then it can be proved that the functions f1 and f2 are essentially the same; that is, they can
differ only at points of discontinuity. However, if f1 and f2 are continuous on [0, ) and L{f1(t)}
= L{f2(t)}, then f1 = f2 on the interval.

Example 1: Inverse transforms of some basic functions

(a)

(b)

(c)

(d)

(e)

(f)

(g)

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Example 2: Evaluate

Solution:

Partial fractions to find the inverse Laplace transform

Example 3: Evaluate

Solution: Assume

so that
1 = A(s + 2)(s + 4) + B(s - 1)(s + 4) + C(s - 1)(s + 2)
from which we find A = 1/15, B = -1/6, and C = 1/10.

Example 4: Evaluate

Solution: Assume

so that
3s - 2 = As2(s2 + 4) + Bs(s2 + 4) + C(s2 + 4) + (Ds + E)s3
from which we obtain A = 1/8, B = 3/4, C = -1/2, D = -1/8, and E = -3/4. Hence,

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Ch7 第 33 頁
Unit step function
2016年11月16日 下午 04:01

Unit Step Function

For a  0, the function U(t - a) is defined to be

The unit step function is also known as the Heaviside function.

Example 1: U(t) and its graph

Unit impulse

The area under the function a(t-t0) is 1:

Ch7 第 34 頁
Dirac-Delta function
再加上以高斯函數定義的step function
2016年11月16日 下午 04:01

Dirac Delta Function

and its properties are

(1)

(2)

It is possible to find the Laplace Transform of Dirac Delta function. We first find the
Laplace transform of a(t-t0) and then allow
.

Hence,

In particular,

Other important Properties:

1.

2. A piecewise-defined function

,
i.e., f(t) = g(t) - g(t)U(t - a) + h(t)U(t - a). Then its first derivative is
f'(t) = g'(t) - g'(t)U(t - a) + h'(t)U(t - a) - g(t)(t - a) + h(t)(t - a)
= [g'(t) - g'(t)U(t - a) + h'(t)U(t - a)] + [h(a) - g(a)](t - a)

The derivative of the piecewise continuous function can be represented by the

Dirac Delta function, and we can define f'(t) = f'c(t) + f'n(t) where f'c(t) = [g'(t) -
g'(t)U(t - a) + h'(t)U(t - a)] (piecewise continuous part) and f'n(t) = [h(a) - g(a)]
(t - a) (infinite-value part). The Lapalce transform of the latter part is

Ch7 第 35 頁
特別考慮在 處 delta function 的Laplace transform

使用Laplace transform 在 與 展開的公式

Ch7 第 36 頁
2016.11.18 (五) ok
2016年12月6日 下午 08:45

Ch7 第 37 頁
Transform of Derivatives
2016年11月16日 下午 04:03

Even as td approaches zero, the formula for the Laplace transform of the
derivatives is still correct if we regard f(0) as f(0 -). For example, consider [0+, ),
f(t) = cost, f’(t) = -sint, and then L{f'(t)} = -1/(s2 + 1) = s2/(s2 + 1) -1. Consider [0-,
), f(t) = cost U(t), f'(t) = -sintU(t) + (t), and then L{f'(t)} = -1/(s2 + 1) +1 = s2/(s2
+ 1) - 0. Please note that f(0) = f(0-) = 0.

Similarly,
L{f"(t)} = s2F(s) - sf(0) - f'(0)
For the nth derivative, we can get the formula of
L{f(n)(t)} = snF(s) - s(n-1)f(0) - s(n-2)f'(0) - ... - f(n-1)(0)

可以注意到，若在x=0處沒有delta function，則 與 兩種轉換方法的結

果相同

的轉換與initial condition 無關，而 與 有關

Ch7 第 38 頁
Delta function 微分的Laplace transform
2016年12月6日 下午 08:45

高斯函數 微分

Ch7 第 39 頁
以高斯函數定義Delta function
2017年1月30日 上午 11:05

只要令標準差趨近於零，便可以作為在x=a處的delta
function。可以注意到此函數對整個實數軸積分得到的結
果為1，符合delta function 的性質。

以此定義較容易看出delta function 微分後的形狀

Ch7 第 40 頁
Laplace transform 對於沒有能量的信號會遺失
2017年1月30日 下午 04:33

因為Laplace transform是積分轉換，因此在積分上無法呈現的訊號經過轉換後會遺失。
如圖所示，對於非有限值的不連續點（jump），積分結果為0，經過Laplace transform
與逆轉換後會遺失。至於delta function，因為其積分有值，經過逆轉換後仍然存在。
做雜訊處理需要注意，Laplace transform會使得沒有能量的雜訊丟失。

Ch7 第 41 頁
Translation theorem
2016年12月6日 下午 08:46

First Translation (Shifting) Theorem

If a is any real number, then

and

where F(s) = L{f(t)}.

Proof:

Example 1: (a) Evaluate (a) L{e5tt3} and (b)

Solution:
(a) L{e5tt3} =

(b)

Example 2: Evaluate

Solution: Assume

so that
s + 1 = As(s + 2)3 + B(s + 2)3 + Cs2(s + 2)2 + Ds2(s + 2) + Es2
Seting s = 0 and -2 gives B = 1/8 and E = -1/4, respectively. by equating coefficients of s4, s3,
and s, we obtain
0=A+C
0 = 6A + B + 4C + D
1 = 8A + 12B
from which it follows that A = -1/16, C = 1/16, and D = 0. Hence,

Ch7 第 42 頁
Example 3 Evaluate

Solution:

Unit Step Function

For a  0, the function U(t - a) is defined to be

The unit step function is also known as the Heaviside function.

Example 1: U(t) and its graph

Example 2: Use the unit step function to rewrite the piecewise continuous function of

Solution: f(t) = g(t)U(t) - g(t)U(t - a) + h(t)U(t - a)

Second Translation Theorem

If a > 0, then
L{f(t - a)U(t - a)} = e-asL{f(t)} = e-asF(s)
where F(s) = L{f(t)}.

Proof:

Ch7 第 43 頁
Example 1: Evaluate L{sintU(t - 2)}
Solution:
L{sintU(t - 2)} = L{sin(t - 2)U(t - 2)} =

Example 2: Find the Laplace Transform of the function shown in the graph.

Solution: The function of the straight line is

ys = 2t - 3.
Hence, the function for the graph is
y = U(t - 1)(2t - 3)
and its Laplace transform is
L{y} = L{U(t - 1)[2(t - 1) - 1]} = e-sL{2t - 1} =

Inverse Form of the Second Translation Theorem

L-1{e-asF(s)} = f(t - a)U(t - a)

Example 3: Evaluate

Solution:

Example 4: Find the Laplace transform of the function shown in the graph.

Ch7 第 44 頁
Solution: The function f(t) can be written as

and the Laplace transform is

Ch7 第 45 頁
2016.11.30 (三) ok
2016年12月6日 下午 08:48

Ch7 第 46 頁
Convolution
2016年12月6日 下午 08:48

Convolution 的因果律概念 「待修正」（需參考維基百科或其他資料）

一訊號f(t)輸入，經過訊號處理器g(t)後，輸出
對於訊號源f(t)而言，函數的表示方式為time=0處開始訊號，time增加方向為future的方向，在time=t時 https://en.wikipedia.org/wiki/Convolution

表示now; 但是對於接收訊號的訊號處理器g(t)會有不同的表示方法，對於接收方只瞭解現在以及過去所
做的動作，在time=0時表示現在，time增加的方向為past。如圖所示。

相較而言Fourier transform 不具有因果律。若要做影像處理，需要用Fourier transform; 做聲音處理需

要用Laplace transform。

Convolution Theorem
Let f(t) and g(t) be piecewise continuous on [0, ) and of exponential order; then
L{f*g} = F(s)G(s)
where F(s) = L{f(t)} and G(s) = L{g(t)}.
Proof:

We change the independent variables into t1 and t2:

i.e.,

Ch7 第 47 頁
The transform maps the domain in t-plane into t1t2 plane. In particular, the integrating range in t-plane is
mapped into the first quadrant in t1t2 plane. Hence, the integrating range of t1 and t2 are [0, ) and we find that

Inverse Form of the Convolution Theorem

L-1{F(s)G(s)} = f*g

Example 1: Evaluate

Solution:

Example 2: Evaluate

Solution:

Ch7 第 48 頁
Transform of integral
2016年12月6日 下午 08:49

Transforms of an Integral
Let g(t) = 1, i.e., G(s) = 1/s, and from the convolution theorem, we find that

使用Convolution公式

其中 對應U(t)

Ch7 第 49 頁
Integral of transform
2016年12月6日 下午 08:49

Integral of a transform
Let f(t) be piecewise continuous on [0, ) and of exponential order. If f(t) follows

exists and is finite,

then

when s > c. Equivalently,

Proof:

Example:Find

Solution:

Ch7 第 50 頁
Periodic function
2016年12月6日 下午 08:49

Transform of a Periodic Function

Let f(t) be piecewise continuous on [0, ) and of exponential order. If f(t) is periodic with
period T, then

Proof:

Hence,

Note: In [0, ), periodic function f(t) = f(t + T), but not f(t) = f(t – T) since we regard f(t) = 0
for t < 0.

Example: Find the Laplace transform of the periodic function shown in the figure.
Solution: On the interval 0 t < 2 the function can be defined by

We can write the above function with unit step functions as

f(t) = tU(t) - tU(t - 1)
and therefore, the Laplace transform of the periodic function is

Ch7 第 51 頁
Laplace transform 各項討論 **
2017年1月30日 下午 03:20

可以將s domain的函數看成
S 的部分

其中s 對應到delta function 的微分 Delta function 轉換後是 1 或

對應到收斂的piece-wise continuous function DiracDelta 的微分才是s

對應到平移（分子）或是週期性（分母）

但其實 置於分母可以看成是平移的無窮等比級數

為公比 的等比級數

Ex:

sin為PCF ,整理後可以用 表示

注意，泰勒展開式

在Laplace不可使用，因為 是對應到delta function 以及它的微分

Ch7 第 52 頁
組成DE
2016年12月6日 下午 08:50

Applications in the linear DE

Consider the initial-value prroblem

where g(t) is a piecewise continuous function. This indicates that y(n)(t) is also a piecewise
continuous function, and the other less-order derivatives are all continuous functions.
Therefore, we can use the properties developed in section 4.3 to find the Laplace transform
Y(s), from which we can find the inverse transform y(t). The procedure to solve the problem
is
(1) Laplace transform of the differential equation.
(2) Solving the transformed equation to get Y(s).
(3) Inverse transform of Y(s) to get y(t).

在此處使用 轉換，可以將初始條件考慮在內，若使用 ，很多時候求出的解為

trival solution （通常為0）

Note: If g(t) is not piecewise continuous and approaches infinity at some points, i.e., y(n)(t) is
also not piecewise continuous, we will solve this kind of equation with Dirac Delta function
and discuss it in next section.

Example 1: Solve y' -3y = e2t subject to y(0) = 1.

Solution: We know that
L{y'} = sY(s) - y(0) = sY(s) - 1
and by using the linearity of the Laplace transform, we derive that
sY(s) - 1 - 3Y(s) = 1/(s - 2)
Solving the above equation gives

and the inverse Laplace transform gives

y(t) = -e2t + 2e3t

Example 2: Solve y" + 4y' + 6y = 1 + e-t

Subject to y(0) = 0, y'(0) = 0
Solution: The Laplace transform of the equation is
s2Y(s) + 4sY(s) + 6Y(s) = 1/s + 1/(s + 1)

By partial fraction,

That is,

Ch7 第 53 頁
That is,

Hence,

Example 3: Solve x" + 16x = f(t)

where

and x(0) = 0, x'(0) = 1

Solution: Rewrite f(t) as
f(t) = cos4tU(t) - cos4tU(t - )
and its Laplace transform is

From the initial conditions, we can find

and X(s) is

Hence,

Example: Solve tx" - 2x' + tx = 0 subject to x(0) = 0.

Solution: Using Laplace transform gives

where x'(0) = C. We find a differential equation of X

(s2 + 1) X' + 4sX = 0
subject to

. The integration factor is

and the solution is

Ch7 第 54 頁
and the solution is

Inverse Laplace transform leads to

Volterra Integra Equation

Example Solve

for f(t).
Solution: Use Laplace transforn to get

Hence,

Therefore,
f(t) = 3t2 - t3 + 1 - 2e-t

Integrodifferential Equation
RLC series circuit

with the assumption that the charge in the capacitor before t = 0 is zero.

Example: Assume L = 0.1H, R = 20W, C = 10-3F, and E(t) as shown in the figure. Find the
solution i(t).

Solution: E(t) can be writen as

E(t) = 120t - 120tU(t-1)
and the Laplace Transform of the equation is

Ch7 第 55 頁
Therefore,

Example: A Periodic Impressed Voltage

The differential equation for the current i(t) in a single-loop LR series circuit is

.
If E(t) is the square wave function shown in the graph, determine the current i(t).

Solution:

From the equation, we find

.
We can rewrite I(s) as

and hence

Example: A Boundary-Value Problem

A beam of length L is embedded at both ends as shown in the graph. Find the deflection
of the beam when the load is given by

Ch7 第 56 頁
 of the beam when the load is given by

Solution: w(x) can be rewritten as

.
The associated differential equation is

and its Laplace transform is

where y(0) = 0, y'(0) = 0. If we let y"(0) = c1 and y"'(0) = c2, then the inverse transform gives

Matching another two boundary conditions, y(L) = 0 and y'(L) = 0 lead to

Remark: In general, the Laplace transform of the nth-order differential equation,

can lead to

where G(s) = L{g(t)}, P(s) = ansn + an-1sn-1 + ..... + a1s + a0, and Q(s) is a polynomial in s of
degree n-1 consisting of the various products of the coefficient ai and the prescribed initial
conditions.
Transfer Function: W(s) = 1/P(s)
Zero-state Response: y0(t) = L-1{W(s)G(s)}
Zero-input Response: y1(t) = L-1{W(s)Q(s)}
Weight Function or Impulse Response: w(t) = L-1{W(s)} since y0(t) = w(t)*g(t) or w(t) =
w(t)*(t).

Ch7 第 57 頁
2016.12.02 (五)
2016年12月6日 下午 08:50

Ch7 第 58 頁
X * delta fx
2017年1月30日 下午 09:59

Ch7 第 59 頁
PCF vector space & related DE
2016年12月6日 下午 08:52

考慮一分段微分方程

分別在
區間分別求出對應的解

至於在x=0處要如何接起來，
關鍵在於，接點的（二次）微分是否會出現delta function，如果出現就無法
滿足微分方程式。
最基本的要求是從二階微分開始不連續，也就是一階、零階微分連續。

零階微分連續

一階微分連續

有兩條限制方程式，可以消去兩個parameters，理當可以找到2個線性獨立解

可以得到兩個線性獨立解
與
它們在二次微分開始不連續

Ch7 第 60 頁
將原微分方程乘上一個x 而得到

其解空間是否改變呢？
關鍵是要瞭解 此關係式
要使得 不出現delta function 至少要求y 從一階微分開始不連續，亦即零階
微分連續

僅有 一條限制方程式，可以消掉一個parameter, 所以應當可
以找到3個線性獨立解

一階微分開始不連續

在這些向量中任選三個均是線性獨立

二階微分開始不連續

可以證明：在「二階微分開始不連續」的解空間中，最多只能找到兩個線性
獨立向量; 在「一階微分開始不連續」的解空間中，最多可以找到三個線性獨
立向量。若處於不同空間的兩個向量，必定線性獨立。

對於微分方程式
其解可以「一階微分開始不連續」的解空間中找三個獨立向量，例如

或者是在「一階微分開始不連續」的解空間中找兩個獨立向量，在「二階微
分開始不連續」的解空間中找一個獨立向量，例如

或者是在「一階微分開始不連續」的解空間中找一個獨立向量，在「二階微
分開始不連續」的解空間中找兩個獨立向量，例如

Ch7 第 61 頁
將原微分方程再乘上一個x 而得到

需要了解

要考慮的有兩個面向
1.要使得 不出現delta function，可以容許y在x=0處不連續
2.找到的解需為線性獨立

沒有任何限制方程式，應當可以找到四個線性獨立解。

可以證明：在「零階微分開始不連續」的空間中可以找到四個線性獨立向
量。
例如：

在這些向量中任選四個均為線性獨立

由 方程式解的討論可以得知，只會有三個獨立解，在
「二階微分開始不連續」空間最多取兩個，第三個只能取「一階微分開始不
連續」空間，若於「一階微分開始不連續」空間再多取一個必定與前三個線
性相依，因此對於 的解，不能有「二階微分開始
不連續」空間取兩個、「一階微分開始不連續」空間取兩個的情況。其他可
能的解空間以下圖表示。

Ch7 第 62 頁
Ch7 第 63 頁