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IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

VII. LAPLACE TRANSFORMS


7.1 The Laplace transforms of simple functions. The property of linearity to find the
Laplace transforms.
7.2 The first shift theorem to find the Laplace transforms. The multiply by t theorem
to find the Laplace transforms.
7.3 The transforms of first and second derivatives. Invert a transform using tables and
partial fractions. Solution initial-value problems using Laplace transforms.
Linear Transformations
A linear transformation is one in which each new variable is some linear
combination of the old variables. In two dimensions the linear transformation equations
are

X ax by ,
Y cx dy ,

(L.1)

where a , b , c , d are constants. As an explicit numerical example, we shall consider

X 5x 2 y ,
Y 2 x 2 y .

(L.1*)

These equations can be interpreted geometrically in two ways.


First:
Let r and R be the vectors

r xi yj ,
R Xi Yj .

(L.2)

y
(x, y)
(X, Y)

r
R

Figure 1

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

Then the equations (L.1) and (L.1*) tell us how to get the vector R when we are given

r . Equations (L.1) can be written in matrix notation as


X a b x


Y c d y

or R Mr ,

(L.3)

where R , M and r stand for matrices. The matrix M , called the matrix of the
transformation, contains all the information necessary to obtain R from r .
Second:
In order to avoid confusion later, let us call the new variables here x ', y ' instead
of X , Y . Then the equations (L.4) are

x ' ax by ,
y ' cx dy .

(L.4)

y
y

r= r

x
x

Figure 2
Here we consider two sets of coordinate axes, x, y and x ', y ' , and one vector

r = r' with coordinates relation to each set of axes:


r = xi yj = r' = xi ' yj ' .

(L.5)

where i ' and j ' are unit vectors along the x ' and y ' axes. This time the matrix M of the
transformation tells us how to get the components of the vector r = r' relative to axes
x ' and y ' when we know its components relative to axes

The Laplace transforms of simple functions

x and y .

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

Definition (Laplace Transform):


Let f be a function defined for

st

t 0 . Then the integral


N

f t dt lim est f t dt
N

L f t e

(1)
0
0
is said to be the Laplace transform of f , provided that the integral converges.
Note: The outcome of Laplace transform is a function in s . In general, a lower case
letter is used to denote the function being transformed and the corresponding
capital to denote its Laplace transform.

For example:

L f t F s ,

L g t G s ,

L y t Y s .

Example 1:

Evaluate L 1 , L t , L e3t and L sin 2t

Let L is a linear transform i.e. for a linear combination of functions, it can be


written as

L f t g t L f t L g t F s G s .

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

Theorem 1 (Transforms of Some Basic Functions):

f (t )

L f (t )
1
s

tn

n!
s n1

e at

n 1, , 2, 3,

sa

sin kt
cos kt
sinh kt
cosh kt

k
s2 k 2
s
s2 k 2
s
s2 k 2
s
s2 k 2

If F s represents the Laplace transform of a function

f t , that is

L f t F s , then f t is said to be the inverse Laplace transform of F s , that is


f t L 1 F s

Theorem 2 (Transforms of Some Basic Functions):

L 1

1
1
s

1 n ! t n , n 1, , 2, 3,
n 1
s

L 1

1
at
e
s

k
sin kt
2
2
s k

L 1

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

s
cos kt
2
2
s k

k
L 1 2 2 sinh kt
s k

s
L 1 2 2 cosh kt
s k

L 1

L 1 is a linear transform, that is L 1 F s G s L 1 F s L 1G s .

Example 2:
Evaluate
i.
iii.

1 2s 6
, ii. L 2
, and
s 7
s 4

s 2 6s 9

s 1 s 2 s 4 .

1
,
5
s

L 1
L

L 1

Transforms of Derivatives
As was pointed out in the introduction to this chapter, our immediate goal is to
use the Laplace transform to solve differential equation. To that end we need to evaluate
d2 y
dy
quantities such as L and L 2 . For example, if f ' is continuous for t 0 ,
dt
dt

then integration by part gives as

u e st
'

st '
L f t e f t dt

du s e st
0

or

st

v f t

t
f t
e st f t dt f 0 s L f t
t 0 0

L f ' t s F s f 0 .

dv f t dt

(2)

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

Similar for second and third order derivatives we have that

u e st
''

st ''
L f t e f t dt

du s e st
0

e st f ' t

t
t 0

dv f '' t dt
v f ' t

s e st f ' t dt f ' 0 s L f ' t

s s F s f 0 f ' 0 .

L f '' t s2 F s s f 0 f ' 0

or

(3)

and

L f ''' t est f ''' t dt s3 F s s 2 f 0 s f 0 f '' 0

(4)

Theorem 3 (Transform of Derivative):

, f n 1 are continuous on 0 , and are of exponential order and

If f , f ' ,

if f n t is piecewise continuous on 0 , , then


L f

n 1
t sn F s sn 1 f 0 sn 2 f ' 0 f 0 ,

where F s L f t .

Solving Differential Equations


Example 3:
Use the Laplace transform to solve the initial value problem

dy
3 y 13 sin 2t ,
dt

y 0 6 .

Example 4:
Solve y'' 3 y' 2 y e4t ,

Solution:

y 0 1,

y' 0 5 .

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

First we will take Laplacian from both sides

d 2 y
dy
L
3L 2 L y L e4t .

dt
dt 2
Then from (3) we have
s 2 Y s s y 0 y ' 0 3 s Y s y 0 2 Y s

1
s4
1
s 2 Y s s y 0 5 3 s Y s 1 2 Y s
s4
1
s2 Y s s 5 3 s Y s 3 2 Y s
s4
s 2 3 s 2 Y s s 2 1

s4
s 2 3 s 2 Y s s 2 1

s4
s2
1
s 2 6 s 9
Y s

.
2
2
s

1
s

2
s

s 3 s 2 s 3 s 2 s 4

There exist unique real constants A, B and C


s 2 6 s 9
A
B
C

s 1 s 2 s 4 s 1 s 2 s 4
A
B
C
s 1 s 2 s 4
s 1 s 2 s 4
s 1 s 2 s 4
s 1
s 2
s4
s 2 6 s 9 A s 2 s 4 B s 1 s 4 C s 1 s 2 .
s2 6 s 9

If we set s 1, s 2 and s 4 we obtain, respectively,


s 1:

1 6 9 A 1 2 1 4 0 0 ,

16 5 A ,

s 2:

4 12 9 0 B 2 1 2 4 0 ,

25 6B ,

s 4 : 16 24 9 0 0 C 4 1 4 2 , 1 30C ,

Hence the partial fraction decomposition is


s 2 6 s 9
16 1 25 1
1 1

.
s 1 s 2 s 4 5 s 1 6 s 2 30 s 4

16
;
5
25
B ;
6
1
C
.
30
A

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

So, now the inverse Laplace is

1
s 2 6 s 9
16 1 1 25 1 1 1

L
L
L 1

s 1
6
s 2
30
s4

s 1 s 2 s 4 5

16
25
1
et e2t e4t .
5
6
30

Hence a solution of given equation is

16
25
1
y t L 1Y s et e2t e4t .
5
6
30

Operational Properties
Theorem 4 (First Translation Theorem):
If L f t F s and a is any real number, then
L eat f t F s a L f t

ss a

The Laplace transform of an exponential multiple of f can be obtained by


merely translating or shifting the transform of F s to F s a . Similarly the inverse
of F s a can be computed as L 1 F s a L 1 F s

at
= e

ss a

f t where

f t L 1 F s .

Example 5:
Evaluate
5t 3
i. L e t ,

iv. L

1
1

, and
s 3 2

5t 3
ii. L e t ,

v. L

s 5

1 2 3
2

s 4s 6

2t

iii. L e cos 4t ,

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

Example 6:
Solve y'' 6 y' 9 y t 2 e3t , y 0 2,

y' 0 17 .

Example 6:
Solve y'' 4 y' 6 y 1 et , y 0 0,

y' 0 0 .

Orthogonal Transformations
In general the axes x ' and y ' in (39) and Figure 2 are not perpendicular. When they are,
the equations (39) are the rotation equations and a , b , c , d can be written in terms of the rotation
angle so that the equations (39) become

x ' x cos y sin ,


x ' cos

y ' x sin y cos , or y ' sin

y sin x

y cos y

(41)

We shall be particularly interested in this special case of a linear transformation, which


is called an orthogonal transformation. By definition, an orthogonal transformation is a
linear transformation from x, y to x ', y ' , such that

x2 y 2 x '2 y '2 .

(42)

Or, in Figure 1, equation (36) represent an orthogonal transformation if

x2 y 2 X 2 Y 2 .

(43)

You can see from figures that the requirements (42) and (43) say that the length
of a vector is not changed by an orthogonal transformation. In Figure 1, the vector is
rotated (or perhaps reflected) with its length held fixed. In Figure 2, the axes are rotated
(or reflected), while the vector stays fixed. The matrix M of an orthogonal
transformation is called an orthogonal matrix. We want to find a simple condition

IIUM, Faculty of Engineering,


Department of Science in Engineering

Engineering Mathematics 2, MATH 1320


Chapter VII. Laplace Transforms

satisfied by any orthogonal matrix. We shall prove that inverse of an orthogonal matrix
equals its transpose:

M T M 1 (M orthogonal).

(44)

From (42) and (36) we have

x '2 y '2 ax by cx dy
2

a 2 c 2 y x 2 2 ab cd xy b 2 d 2 y y 2
x2 y 2 .
Then we must have

a2 c2 1,

ab cd 0 ,

b2 d 2 1 .

Hence we get
2
2
a c a b a c
M M


b
d
c
d

ab cd
T

ab cd 1 0

2
2 0 1 .
b d

Thus M T M is the unit matrix, so M T and M are inverse matrices as claimed in (44).
We have defined an orthogonal transformation in two dimensions, and we have
proved (44) for the twodimensional case. However, a square matrix of any order is
called orthogonal if it satisfies (44).