Lecture 3

Laplace transform
Ing. Jaroslav Jra, CSc.
Physics for informatics
What is it good for?
The Laplace transform
Solving of differential euations
System modeling
System response analysis
Process control application
Solving of differential equations procedure
The Laplace transform
!. "inding differential euations descri#ing the
system
$. %#taining the Laplace transform of these
euations
3. Performing simple alge#ra to solve for output
or varia#le of interest
&. 'pplying inverse transform to find solution
' system analysis can #e done #y several simple steps
The definition
The Laplace transform
!. (he Laplace transform is an operator that
s)itches a function of real varia#le f*t+ to the
function of comple, varia#le "*s+.
$. -e are transforming a function of time . real
argument t to a function of comple, angular
freuency s.
3. (he Laplace transform creates an image "*s+
of the original function f*t+
[ ]

0
) ( ) ( ) ( dt e t f t f L s F
st
)here s/ 01 i2
Restrictions
The Laplace transform
!. (he function f*t+ must #e at least piece)ise
continuous for t 3 4.
$. 5f*t+5 6 7e
8t
)here 7 and 8 are constants. (he
function f*t+ must #e #ounded, other)ise the
Laplace integral )ill not converge.
3. -e assume that the function f*t+ / 4 for all t 9 4
Inverse Laplace transform
The Laplace transform
!. Inverse transform reuires comple, analysis to
solve
$. If there e,ists a uniue function "*s+/L:f*t+;, then
there is also a uniue function f*t+/L
.!
:"*s+;
3. <sing the previous statement, )e can simply
create a set of transform pairs and calculate the
inverse transform #y comparing our image )ith
=no)n results in time scope
[ ]

+

j
j
st
ds e s F
j
s F L t f

) (
2
1
) ( ) (
1
Basic properties
The Laplace transform
Linearity ) ( ) ( )] ( ) ( [
2 2 1 1 2 2 1 1
s F c s F c t f c t f c L + +
) (
1
)] ( [
a
s
F
a
at f L Scaling in time
(ime shift
"reuency shift
) ( )] ( ) ( [
0
0 0
s F e t t u t t f L
st

) ( )] ( [ a s F t f e L
at
+

Another properties
The Laplace transform
Original Image
) (t f

t
t f
0
) (
) (t f

) (at f
at
e t f ) (
) (t f

) (
) (
t f
n
) (t tf
) (t f t
n
) 0 ( ) 0 ( ) (
2
+

+ f sf s F s
) 0 ( ... ) 0 ( ) 0 ( ) (
) 1 ( 2 1
+ + + +

+ +
n n n n
f f s f s s F s
) (s F

) ( ) 1 (
) (
s F
n n

) (
1
s F
s
) 0 ( ) ( + f s sF
) (
1
a
s
F
a
) ( a s F
) (s F
The most commonly used transform pairs
The Laplace transform
Original Image
t
at
e
at
te
at
e t
2
N n t
n
,
2
t
N n e t
at n
,
a
Original Image
) sinh( t
) cosh( t
) sin( t t
) cos( t t
) sin( t e
at

) cos( t e
at

) sin( t
) cos( t
s
a
2
1
s
3
2
s
1
!
+ n
s
n
a s
1
2
) (
1
a s
3
) (
2
a s
1
) (
!
+

n
a s
n
2 2

+ s
2 2
+ s
s
2 2

s
2 2
s
s
2 2 2
) (
2

+ s
s
2 2 2
2
) (

s
s
2 2
) (

+ a s
2 2
) ( +

a s
a s
nit step
The Laplace transform
Transform pair deduction
0 1 ) (
0 0 ) (

<
t for t u
t for t u
s
e
s
dt e t u L
st st
1 1
1 )] ( [
0
0

1
]
1

(he unit step u*t+

is defined #y
(he Laplace image
s
t u L
1
)] ( [
Shifted unit step
t
!
4
u*t+
a t for t f
a t for t f

<
1 ) (
0 ) (
t
!
4
u*t+
a
(he Laplace image
s
e
e
s
dt e t f L
as
a
a
st st

1
]
1

1
1 )] ( [
s
e
t f L
as
)] ( [
nit impulse
The Laplace transform
Transform pair deduction
1
1
1
0 0 ) (
0 ,
1
) (
t t and t for t f
t t for
t
t f
> <
< <

,
_

1
]
1

s s
e
t s
e
t
dt e
t
t f L
st
t
t
st
st
1 1 1 1
)] ( [
1
1
1
1
0
0
1 1
(he unit impulse f*t+
is characteri>ed #y unit
area under its function
(he Laplace image
t
!?t
!
4
f*t+
It is a unit impulse
for t
1
@ 4
1 lim
1
lim )] ( [
1
1
1
1
0
1
0

s
se
t s
e
t L
st
t
st
t

1 )] ( [ t L
t
!
1
1
1
)] ( [
t s
e
t f L
st

!irac delta
0 , 0 ) (
0 , ) (


t for t
t for t

t
4
f*t+
"#ponential function
The Laplace transform
Transform pair deduction
at
e t f ) (
2
0
2
0 0
0
1
0
) ( 1
)] ( ) ( [
s s
e
dt
s
e
s
e t
dt te t u t f L
st st st
st

1
]
1

1
]
1

Linear function
a s a s
t a s
e
dt e dt e e t u t f L
t a s st at

1
1
]
1

1
) (
) (
)] ( ) ( [
0
0
) (
0
a s
e
at

t t f ) (

v u uv v u

0
)] ( ) ( [ dt te t u t f L
st
$er partes integration
s
e
v e v
u t u
st
st

; '
1 ' ;
2
1

s
t
The Laplace transform
Transform pair deduction
2
0 0 0
0
2
2
1 2 2
0
2
)] ( ) ( [
s s
dt te
s
dt
s
te
s
e t
dt e t t u t f L
st
st st
st
+

1
]
1

Square function 2
) ( t t f

v u uv v u

0
2
)] ( ) ( [ dt e t t u t f L
st
$er partes integration
s
e
v e v
t u t u
st
st

; '
2 ' ;
2
3
2
2

s
t
The n%th po&er function
n
t t f ) (
1
!

n
n
s
n
t
The Laplace transform
Transform pair deduction
'osine function
) cos( ) ( t t f
1
]
1

+
+

i s i s
dt e
e e
dt e t t u t f L
st
t i t i
st
1 1
2
1
2
) cos( )] ( ) ( [
0 0
2 2
) cos(

s
s
t
2 2 2 2
) ( ) (
2
1
)] ( ) ( [


+

+
+ +

s
s
s
i s i s
t u t f L
Sine function
) sin( ) ( t t f
1
]
1

i s i s i
dt e
i
e e
dt e wt t u t f L
st
t i t i
st
1 1
2
1
2
) sin( )] ( ) ( [
0 0
2 2
) sin(

s
t
2 2 2 2
2
2
1 ) ( ) (
2
1
)] ( ) ( [

+
+

s
i
i s
i s i s
i
t u t f L
The Laplace transform
Transform pair deduction
Time shift

0
) ( )] ( ) ( [ dt e a t f a t u a t f L
st
) ( ) ( s F e a t f
as

t
4
f*t+
a
The original function f(t) is shifted in time to f(t%a)
f*t.a+
. , 0 ,
,

+
x t as and x a t As
a x t and dt dx then a t x Let


+

0 0
) (
) ( ) ( )] ( [ dx e x f e dx e x f a t f L
sx as a x s
*requency shift

0
) (
0
) ( ) ( )] ( [ )] ( [ a s F dt e t f dt e t f e t f e L
t a s st at at
) ( )] ( [ a s F t f e L
at

The algorithm of inverse Laplace transform
Inverse Laplace transform
Since the "*s+ is mostly fractional function, then the most important step is to
perform partial fraction decomposition of it.
Aepending on roots in denominator, )e are loo=ing for the follo)ing functions,
)here ' and B are real num#ersC
for a single real root s= a
for a dou#le real root s= a
for a real root of multiplicity n
for a pair of pure imaginary roots s/ D i
for a pair of comple, conEugated roots s/ a D i
a s
A

2
) ( a s
A

n
a s
A
) (
2 2
+
+
s
B As
2 2
) ( +
+
a s
B As
T&o distinct real roots
Inverse Laplace transform
Basic e#amples of partial fraction decomposition to find the original f(t)
3 4
3 2
) (
2
+ +
+

s s
s
s F
1 3 3 4
3 2
) (
2
+
+
+

+ +
+

s
B
s
A
s s
s
s F
) 3 ( ) 1 ( 3 2 + + + + s B s A s
2
1
2 1 : 1
2
3
2 3 : 3


B B s
A A s
1
1
2
1
3
1
2
3
) (
+
+
+

s s
s F
0 ,
2
1
2
3
) (
3
+

t e e t f
t t
(he euation s
$
1 &s 1 3/ 4 has t)o distinct real roots s
!
/ .3 and s
$
/ .!
-e have to find coefficients
A and B for
7ultiplying the euation
#y its denominator
Fo) )e can su#stitute
Aecomposed F*s+
so the original function
One real root
and one real dou+le root
Inverse Laplace transform
2
2
) 3 )( 1 (
5 3
) (
+ +
+

s s
s
s F
3 ) 3 ( 1 ) 3 )( 1 (
5 3
) (
2 2
2
+
+
+
+
+

+ +
+

s
C
s
B
s
A
s s
s
s F
) 3 )( 1 ( ) 1 ( ) 3 ( 5 3
2 2
+ + + + + + + s s C s B s A s
1 3 3 :
16 2 32 : 3
2 4 8 : 1
2
+


A C C A s
B B s
A A s
3
1
) 3 (
16
1
2
) (
2
+
+
+

s s s
s F
0 , 16 2 ) (
3 3
+

t e e t e t f
t t t
(he denominator has a single root s
!
/ .! and a dou#le root s
$3
/ .3
-e are loo=ing for coefficients
A, B and C
7ultiplying the euation
#y its denominator
Fo) )e can su#stitute to get A,BG
the C coefficient can #e o#tained
#y comparison of s
$
factors
Aecomposed F*s+
so the original function
T&o pure imaginary roots
Inverse Laplace transform
16
7 4
) (
2
+
+

s
s
p F
16
4
4
7
16
4
16
7 4
2 2 2
+
+
+

+
+
s s
s
s
s
0 , 4 sin
4
7
4 cos 4 ) ( + t t t t f
, sin cos
2 2 2 2
t
s
and t
s
s

+
Since )e =no), that
it )ill #e helpful to rearrange
the original formula
Fo) )e can directly
)rite the result
One real root
and t&o pure imaginary roots
Inverse Laplace transform
) 4 )( 6 (
7 2
) (
2
+ +

s s
s
s F
4 6 ) 4 )( 6 (
7 2
2 2
+
+
+
+

+ +

s
C Bs
s
A
s s
s
) 6 )( ( ) 4 ( 7 2
2
+ + + + s C Bs s A s
60
51
)
10
19
7 (
6
1
6 4 7 :
40
19
0 :
40
19
40 19 : 6
0
2
+ +
+

C C A s
A B B A s
A A s
4
2
120
51
4 40
19
6
1
40
19
) (
2 2
+

+
+
+

s s
p
s
s F
0 , 2 sin
120
51
2 cos
40
19
40
19
) (
6
+

t t t e t f
t
-e are loo=ing for coefficients
A, B and C
7ultiplying the euation
#y its denominator
Fo) )e can su#stitute to get AG
B,C coefficients can #e o#tained
#y comparison of s
4
,s
$
factors
Aecomposed F*s+
so the original function
T&o comple# con,ugated roots
Inverse Laplace transform
13 4
5 4
) (
2
+ +
+

s s
s
s F
9 ) 2 ( 9 4 4 13 4
2 2 2
+ + + + + + + s s s s s
9 ) 2 (
8 5
9 ) 2 (
) 2 ( 4
13 4
5 4
2 2 2
+ +

+
+ +
+

+ +
+
s s
s
s s
s
t
s
s
t
s
e t f s F
t
3 cos
9
; 3 sin
9
3
) ( ) 2 (
2 2
2

+
+

0 ), 3 sin 3 cos 4 ( ) (
2


t t t e t f
t
-e have to rearrange the
denominator in the first step
Aecomposed F*s+
Fo) )e have to assem#le all
necessary relations
so the original function
"#ample -
"ind the x*t+ on the interval 94,H+
Solving of differential equations +y the Laplace transform
0 ) 0 ( , 3 2 +

x x x
) ( ) ( t x s X
) 0 ( ) ( ) ( x s X s t x

) 2 (
3
) (
3
) ( 2 0 ) (
+
+
s s
s X
s
s X s X s
0 ), 1 (
2
3
) (
2


t e t x
t
(he image of desired function is
"rom the former definitions )e
=no), that
(hen )e can )rite
2 ) 2 (
3
+
+
+ s
B
s
A
s s
Bs s A + + ) 2 ( 3
2
3
2 3 : 2
2
3
2 3 : 0


B B s
A A s
) 2 ( 2
3
2
3
) (
+

s s
s X
(he original function
"#ample .
"unction on the right side
Solving of differential equations +y the Laplace transform
3 ) 0 ( , 2 sin 4 +

x t x x
2 2
sin

p
t
) 0 ( ) ( ) ( x s X s t x

4
2
) ( 4 3 ) (
2
+
+
s
s X s X s
Fecessary relations
Iuation in the Laplace form
4 4 ) 4 )( 4 (
2
2 2
+
+
+
+

+ + s
C Bs
s
A
s s
) 4 )( ( ) 4 ( 2
2
+ + + + s C Bs s A
10
1
0 :
10
1
20 2 : 4
2
+

A B B A s
A A s
5
2
4
4 2
4 4 2 :
0

+
A
C C A s
) 4 )( 4 (
2
4
3
) (
4
2
3 ) 4 )( (
2 2
+ +
+
+

+
+
s s s
s X
s
s s X
"#ample . % continued
Solving of differential equations +y the Laplace transform
4
5
2
10
1
4
10
1
4
3
) (
2
+
+
+
+
+
+

s
s
s s
s X
0 , 2 sin
5
1
2 cos
10
1
10
31
) (
4
+

t t t e t x
t
' formula for the X*s+ after the
partial fraction decomposition
after some small arrangements
(he original function
4
5
2
10
1
4
10
31
) (
2
+
+
+
+

s
s
s
s X
4
2
5
1
4 10
1
4
10
31
) (
2 2
+
+
+

s s
s
s
s X
"#ample /
Jomogeneous second order LAK
Solving of differential equations +y the Laplace transform
4 ) 0 ( ; 2 ) 0 ( , 0 9 6

x x x x x
0 ) ( 9 ) 2 ) ( ( 6 4 2 ) (
2
+ + s X s X s s s X s
) 0 ( ) ( ) ( x s X s t x

0 , ) 10 2 ( ) (
3
t e t t x
t
Iuation in the Laplace form
(he original function
Fecessary relations
) 0 ( ) 0 ( ) ( ) (
2
x x s s X s t x



9 6
16 2
) ( 16 2 ) 9 6 )( (
2
2
+

+
s s
s
s X s s s s X
2 2 2
) 3 (
10
3
2
) 3 (
10 ) 3 ( 2
) 3 (
16 2
) (

s s s
s
s
s
s X
"#ample 0
Inhomogeneous second order LAK
Solving of differential equations +y the Laplace transform
4 ) 0 ( ; 0 ) 0 ( , 2 cos 2 4

+

x x t x x
4
2
) ( 4 4 0 2 ) (
2
2
+
+
s
s
s X s X s
) 0 ( ) ( ) ( x s X s t x

0 , 2 sin ) 4 (
2
1
) ( + t t t t x
Iuation in the Laplace form
(he original function
Fecessary relations
) 0 ( ) 0 ( ) ( ) (
2
x x s s X s t x



2 2 2 2
2
) 4 (
2
4
4
) (
4
2
4 ) 4 )( (
+
+
+

+
+ +
s
s
s
s X
s
s
s s X
t t t t f 2 sin
2
1
2 sin 2 ) ( +
2 2 2
) (
2
sin

s
s
t t =no)ing that
"#ample 1
Integro.differential euation
Solving of differential equations +y the Laplace transform
1 ) 0 ( , 1 ) (
0
+

x d x x
t

s s
s s X
s
s X
s
s sX
1
1 )
1
)( (
1
) (
1
1 ) ( + + +
) 0 ( ) ( ) ( x s X s t x

0 , sin cos ) ( + t t t t x
Iuation in the Laplace form
(he original function
Fecessary relations
); (
1
) (
0
s X
s
d x
t

1
1
1 1
1
) ( 1 ) 1 )( (
2 2 2
2
+
+
+

+
+
+ +
s s
s
s
s
s X s s s X