Laplace Fourier

4 2007

1 Laplace

3 Fourier

4 Laplace

15

6 Fourier

18

1 Laplace
1. , , Laplace
eat h(t) (a C) C .
, Laplace cos(t + )h(t),
> 0, R.
2. , , Laplace
() te2t cos(t)h(t)
() tet sin(2t)h(t)
C .
3. , Laplace,

(i) L{(te2t ) h(t 5)},

(ii) L{t sin2 t}.

te2t h(t 5).

4. , Laplace,

(i) L{2t cos2 t},

(ii) L{(te3t ) h(t 4)}.

te3t h(t 4).

5. h(t)

2,
0 t < 1,
2,
1t<2
v(t) =

0, t < 0, t 2.
, Laplace y(t), t 0,

dy
+ 2y = v(t)
dt

v(t), y(0) = 1.
6. h(t)

v(t) =

1,
0 t < 2,
1,
2t<4

0, t < 0, t 4.

, Laplace y(t), t 0,

dy
+ 3y = v(t)
dt

v(t), y(0) = 2.
7. , Laplace, :
()

d2 y
dy
+ 6 + 5y = 4et 2,
dt2
dt

y(0) = 2,
()

()

t0

dy
(0) = 1.
dt

d2 y
dy
+ 2 + 4y = e2t sin(3t),
dt2
dt

y(0) = 0,

d2 y
dy
+ 4 + 3y = 2t + e(t1) h(t 1),
dt2
dt

dy
(0) = 2
dt

y(0) = 1,

dy
(0) = 0.
dt

8.

d2 y
dy
+ 4 + 4y = u(t),
2
dt
dt
dy

u(t) = e2t t,

t0

y(0) = 0, dt (0) = 1 Laplace.

y(t)
u(t) = e2(t5) h(t 5).

9.

d2 y
dy
+ 3 + 2y = u(t),
2
dt
dt

u(t) = t + 3et ,

t0

dy

y(0) = 1, dt (0) = 1 Laplace.

y(t)
u(t) = e(t3) h(t 3).
10.

dy
d2 y
+ 6 + 8y = u(t),
2
dt
dt

u(t) = e2t 2t,

t0

dy

y(0) = 1, dt (0) = 0 Laplace.

y(t)
u(t) = e2(t1) h(t 1).
11. y(t)

d2 y
dy
+ 4 + 8y = et cos 3t,
dt2
dt

t0

dy

y(0) = 2, dt (0) = 1 Laplace.

y(0) = 2. ,
y(t) 0 t ;
12.

d2 y
dy
+ 2 + 10y = e2t cos t,
dt2
dt

t0

dy

y(0) = 1, dt (0) = 2 Laplace.

y(0) = 2. ,
y(t) 0 t ;
13. u y :

d2 y
dy
+ 7 + 10y = 2u(t).
dt2
dt
, Laplace
, y(t), t 0, y(0) = 2, y(0)

= 1
u(t) = 2 (h(t) h(t 2)), t 0. ,
u(t).
14. u y :

d2 y
dy
+ 5 + 6y = 3u(t).
2
dt
dt
, Laplace
dy
, y(t), t 0, y(0) = 1, dt (0) = 1
5 : u(t) =
h(t 5)e(t5) , t 0. ,
u(t).
3

15. u y :

d2 y
dy
+ 8 + 12y = 2u(t).
2
dt
dt
Laplace , y(t), t 0,
y(0) = 1, y 0 (0) = 0
u(t) = 5 (h(t) h(t 3)), t 0. ,
u(t).
16. u y :

d2 y
dy
+ 7 + 12y = u(t).
dt2
dt
Laplace , y(t), t 0,
y(0) = 0, y 0 (0) = 1

u(t) = te2t h(t 1), t 0.

, u(t).
17. ..

d2 i R di
1
1 de
+
i=
,
+
2
dt
L dt LC
L dt

L, C > 0

RLC , R , i
e (L , C .)
Laplace,

() ,
R = 0 e(t) = 0,
di
(0).
0 = 1/ LC i(0) dt
() i(t) (t 0) R > 0
e(t) = cos t. :

(i)

R2
R2
1
1
>
<

(ii)
.
LC
4L2
LC
4L2

, i(t)
, t .

2
1.

x 1
x 2

2
2
0 1

x1
x2

x1 (0)
x2 (0)

1
1

() Euler
() Laplace.
.
2. x = Ax,

x=

x1
x2

A=

1
2
0 3

x(0) =

1
2

() Euler
() Laplace.
.
3. x = Ax,

x=

x1
x2

A=

2 1
0 1

x(0) =

2
1

() Euler
() Laplace.
.
4. ..

d3 y
dy
+ 4 + 5 sin y = 0.
3
dt
dt

, .. x = f (x), x R3 . x = (0, 0, 0),

A = f (0). x = Ax
0. A
x(t)
t . ( : 1.)
5. Laplace x = Bx

B=

3
0
2 2

x(0) =

2
1

3 Fourier
1. Fourier 2
[2, 0) :

f (x) = 2x,

x [2, 0).

f (x) [2, 2]
f (x) 2 .
2. [4, 4) f (x) 2 [, ) :

f (x) =

, 0 x <
x , x < 0

, Fourier . Fourier
x = 0; f (0);
3. [2, 2) f (x) 2 [, ) :

f (x) =

2x ,
0x<
2x , x < 0

, Fourier . Parseval, :

a2 X 2
|f (x)| dx = 0 +
an + b2n ,
2

n=1

Fourier -

PN

a2

0
a20 +
n=1 (an cos nx + bn sin nx) , 2 +

PN 2
2
n=1 an + bn , f (x) 1%.

4 Laplace
1 ( 1)
, , Laplace
eat h(t) (a C) C .
, Laplace cos(t + )h(t),
> 0, R.

Z
at

L{e h(t)} =

Z
at st

e e

dt = lim

T 0

T
1
e(sa)
,
= lim
=0+
T (s a)
sa

e(sa)t dt

<(s a) > 0 <(s) > <(a).

( C <(a).)
, Euler,

cos(t + ) =

1 i(t+)
e
+ ei(t+) =
e eit + e eit .
2
2

, Laplace,

L {cos(t + )h(t)} =

1
2

ei
ei
+
s i s + i

1 ei (s + i) + ei (s i)
=
2
s2 + 2

s
ei + ei
i(ei ei )
s

+
= cos 2
sin 2
.
2
2
2
2
2
2
s +
2
s +
s +
s + 2

2 ( 1)
, , Laplace
() te2t cos(t)h(t)
() tet sin(2t)h(t)
C .
.
Euler,

1
1
te2t cos(t) = te2t (eit + eit ) = t(e(i2)t + e(i+2)t ).
2
2
,

Z
1 (i2)t
1 (i2)t
(i+2)t
L
t(e
+e
) =
t(e
+ e(i+2)t )est dt =
2
2 0
"
#
!
Z
1 e(s+2i)t
1 te(s+2i)t
te(s+2+i)t
e(s+2+i)t
+
+
=
dt.
+
2 (s + 2 i) (s + 2 + i)
2 0
(s + 2 i) (s + 2 + i)
0

( = .) s <(s) > 2,
t = 0 .
:

2t

L te

1
cos(t) =
2

"

e(s+2i)t
e(s+2+i)t
+
(s + 2 i)2 (s + 2 + i)2

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

(s + 2)2 1
=
.
L te2t cos(t) =
2
(s + 2 i)2 (s + 2 + i)2
((s + 2)2 + 1)2
( (s + 2 i)(s + 2 + i) = (s + 2)2 + 1.)
3 ( 1)
, Laplace,

(i) L{(te2t ) h(t 5)},

(ii) L{t sin2 t}.

te2t h(t 5).

(i)
te2t h(t 5) = e10 te2(t5) h(t 5) =
= e10 [(t 5)e2(t5) + 5e2(t5) ]h(t 5).

L{te

2t

5s10

1
5
.
+
(s + 2)2 s + 2

h(t 5)} = e

1.

0.0002

0.00015

0.0001

5e05

1: ( 3)

(ii)

t
t sin2 t = (1 cos 2t).
2

L{t sin2 t} =

d
s
1
s2 + 4
1
+
=
+
.
2s2 ds s2 + 22
2s2 (s2 + 22 )2

5 ( 2) 6 .
h(t)

v(t) =

2,
0 t < 1,
2,
1t<2

0, t < 0, t 2.

, Laplace y(t), t 0,

dy
+ 2y = v(t)
dt

v(t), y(0) = 1.
v(t) , ,
:

v(t) = 2h(t) 4h(t 1) + 2h(t 2).

,

2
V (s) = L{2h(t) 4h(t 1) + 2h(t 2)} = (1 2es + e2s ).
s
Laplace ..

(sY (s) y(0)) + 2Y (s) = V (s) = Y (s) =

1
2(1 2es + e2s )
+
.
s(s + 2)
s+2

a
b
2
= +
,
s(s + 2)
s s+2

2
a=
= 1,
s + 2 s=0

2
b=
= 1.
s s=2

(1 2es + e2s ) . ,

y(t) = (1 e2t )h(t) 2(1 e2(t1) )h(t 1) + (1 e2(t2) )h(t 2) + e2t =

= h(t) 2(1 e2(t1) )h(t 1) + (1 e2(t2) )h(t 2).
11 ( 3) y(t)

d2 y
dy
+ 4 + 8y = et cos 3t,
2
dt
dt

t0

dy

y(0) = 2, dt (0) = 1 Laplace.

y(0) = 2. ,
y(t) 0 t ;
Laplace ..,

dy
s+1
2
s Y (s) sy(0) (0) + 4(sY (s) y(0)) + 8Y (s) =
.
dt
(s + 1)2 + 32
9

1
s+1
Y (s) =
+ 2s + 9 .
(s + 2)2 + 22 (s + 1)2 + 32

, :

s+1
A(s + 2) + 2B C(s + 1) + 3D
=
+
.
2
2
2
[(s +
+ 2 ][(s + 1) + 3 ]
(s + 2)2 + 22
(s + 1)2 + 32

s+1
1 + 2i
1 4 + 7i

R1 =
=
=
.

2
(s + 2 + 2i)[(s + 1) + 9] s=2+2i 4i(1 4 4i + 9)
2 52
2)2

s+1
3i
1 4 + 6i

=
R2 =
=
.

2
[(s + 2) + 4](s + 1 + 3i) s=1+3i (1 9 + 6i + 4)(6i)
2 52

4
7
, B = 2=(R1 ) = ,
52
52
6
4
C = 2<(R2 ) = , D = 2=(R2 ) = .
52
52
A = 2<(R1 ) =

2s + 9 = 2(s + 2) + (5/2) 2

y(t) =

e2t
et
5
(4 cos 2t 7 sin 2t)
(4 cos 3t 6 sin 3t) + e2t (2 cos 2t + sin 2t),
52
52
2

y(0) = 2.
y(t) 0 t .
13 ( 3)
u y :

d2 y
dy
+ 7 + 10y = 2u(t).
dt2
dt
, Laplace
, y(t), t 0, y(0) = 2, y(0)

= 1
u(t) = 2 (h(t) h(t 2)), t 0. ,
u(t).

4(1 e2s )
.
s Y (s) sy0 y(0)

+ 7(sY (s) y0 ) + 10Y (s) = 2L{2(h(t) h(t 2))} =

s
, ,

1
Y (s) = 2
s + 7s + 10

4(1 e2s )
+ (2s + 15) .
s

10

s2 +7s+10 (s+2)(2+5).
(1 e2s ) .

4
a
b
c
= +
+
,
s(s + 2)(s + 5)
s s+2 s+5

4
2

a=
= ,

(s + 2)(s + 5) s=0 5

4
2

b=
= ,

(s(s + 5) s=2
3

4
4

c=
= .

s(s + 2) s=5 15

2s + 15
a
b
=
+
,
(s + 2)(s + 5)
s+2 s+5

2s + 15
11
2s + 15
5
a=
= , b=
= .

s + 5 s=2
3
s + 2 s=5
3
Laplace,
:

2
4
2
y(t) = (h(t)h(t2)) (e2t h(t)e2(t2) h(t2))+ (e5t h(t)e5(t2) h(t2))+
5
3
15
+(

11 2t 5 5t
e
e )h(t),
3
3

t 0.

: h(t), t 0

1.5

0.5

2: ( 13)
. 1.
14 ( 3)
u y :

dy
d2 y
+ 5 + 6y = 3u(t).
dt2
dt
, Laplace
dy
, y(t), t 0, y(0) = 1, dt (0) = 1
11

5 : u(t) =
h(t 5)e(t5) , t 0. , u(t).

3e5s
.
s Y (s) sy0 y(0)

+ 5(sY (s) y0 ) + 6Y (s) = 3L{e(t5) h(t 5)} =

s+1
, ,

1
Y (s) = 2
s + 5s + 6

3e5s
+ (s + 4) .
s+1

s2 +5s+6 (s+2)(2+3).
e5s ,
- !

3
a
b
c
=
+
+
,
(s + 1)(s + 2)(s + 3)
s+1 s+2 s+3

3
3

a=
= ,

(s + 2)(s + 3) s=1 2

b=
= 3,
(s + 1)(s + 3) s=2

3
3

c=
= .

(s + 1)(s + 2) s=3 2

a
b
s+4
=
+
,
(s + 2)(s + 3)
s+2 s+3

s + 4
a=
= 2,
s + 3 s=2

s + 4
b=
= 1.
s + 2 s=3

, Laplace,

y(t) =

3 (t5)
3
e
3e2(t5) + e3(t5) h(t 5) + 2e2t e3t .
2
2

0.8

0.6

0.4

0.2

10

3: ( 14)

12

17 ..

d2 i R di
1
1 de
+
+
i=
,
2
dt
L dt LC
L dt

L, C > 0

RLC , R , i e
(L , C .)
Laplace,

R = 0 e(t) = 0,
() ,
di
0 = 1/ LC i(0) dt
(0).
() i(t) (t 0) R > 0
e(t) = cos t. :

(i)

1
R2
1
R2
>

(ii)
<
.
LC
4L2
LC
4L2

, i(t) , t .

, .
,
( ) .
, -, , .
Laplace ..:

di
R
1
1
2
s I(s) si(0) (0) + (sI(s) i(0)) +
I(s) = (sE(s) e(0)).
dt
L
LC
L
() R = 0 e(t) = 0 ( E(s) = 0.) ,

di
1
2
s I(s) si(0) (0) +
I(s) = 0.
dt
LC

I(s) =

di
si(0) + dt
(0)
.
1
2
s + LC

i(t) = i(0) cos 0 t +

di
LC (0) sin 0 t,
dt

1
.
LC

0 =

di
: i(0) dt
(0).
() , R > 0 e(t) = cos t, I(s)
Laplace

I(s) =

R
di
L i(0) + dt (0)
1
s2 + R
L s + LC

si(0) +

13

2
L(s2 + 2 )(s2 +

R
Ls

1
LC )

de
dt = sin t L{sin t} = s2 + 2 ( ,
s
de
L{cos t} = s2 +
2 L{ dt } = sE(s) e(0).)
1
s2 + R
L s + LC ,

s1,2

1
=
2

R

L

R2
4

2
L
LC

!
.

, =
R2
4
LC
( 4,
L2
.)
i. > 0. ,

R2
4
R2
>

.
L2
L2
LC
i(t), ,

i(t) = A cos t + B sin t + Ces1 t + Des2 t ,

s1 , s2 < 0.

, t ,
, .
ii. < 0.

s1,2

0 =

2 ,

i
.
=
2L
2

i(t) = A cos t + B sin t + e 2L (C cos 0 t + D sin 0 t)

t (
R
e 2L ) .

14

5
3 , . , :

dx1
dt
dx2
dt

= 2x1 x2

(1)

= 0 x2

(2)

x1 (t)
x2 (t)

x(t) =

, : x1 (0) = 2 x2 (0) = 1.
() Euler:
A.

det(A = I) = det

2
1
0 1

= (2 )(1 ) = ( + 2)( + 1) = 0.

: = 2, 1. ,
. ( : .)
= 2:

(A I)v = 0 =

0 1
0
1

u
v

0
0

v = 0. ,

c1 v1 = c1

1
0

, = 1:

1 1
0
0

(A I)v = 0 =

u
v

0
0

u + v = 0. ,

c2 v2 = c2

1
1

x(t) = c1 e2t v1 + c2 et v2 .
, :

2
1

c1 + c2
c2

= c2 = 1,

c1 = 2 c2 = 1.

x1 (t)
x2 (t)

15

e2t + et
et

() Laplace: :
Laplace (1) (2), x =
Ax, :

sX1 (s) x1 (0) = 2X1 (s) X2 (s)

sX2 (s) x2 (0) = 0 X2 (s),

sX(s) x(0) = Ax = X(s) = (sI A)1 x(0),

I 2 2 X(s) Laplace x1 (t) x2 (t):

X(s) =

X1 (s)
X2 (s)

X1 (s) = L{x1 (t)}, X2 (s) = L{x2 (t)}.

, ,
sI A.
, -- , , -
:

a b
c d

1
=
ad bc

d b
c a

ad bc 6= 0.

(sI A)

1
=
(s + 1)(s + 2)

s + 1 1
0
s+2

1
s+2

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

!
.

X(s) = (sI A)

x(0) =

1
s+2

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

2
1

2
s+2

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

!
.

1
1
1
s+2

(s+1)(s+2)
= s+1
Laplace :

x1 (t)
x2 (t)

e2t + et
et

.
: Euler
:

x1 (t) = Aet ,

x2 (t) = Bet

,
/ :

(A I)v = 0 v =
16

A
B

, Laplace
X1 (s) X2 (s) .
( ,
[1].)

17

6 Fourier
1.
2.
3.

18

[1] . : , ..., 2006.

19