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Laplace Transforms

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0% found this document useful (0 votes)
33 views

Laplace Transforms

Uploaded by

Aika Lyn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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RIZAL TECHNOLOGICAL UNIVERSITY

Cities of Mandaluyong and Pasig

ADVANCED ENGINEERING
MATHEMATICS

Laplace Transforms

The topics to be discussed in this module are the following:


1. Definition of Laplace Transforms
2. Laplace Transforms using derived Formulas

Overview

This module is organized as follows:


1. Principles
2. Illustrative Examples
3. Review Exercises
4. Assignments

Study Guide

The study of differential equations is greatly related and influenced by the knowledge learned from
Calculus. This requires thorough practice in solving the exercises for better understanding of the topics
covered in the course.

Towards the end of the module, the student is expected to solve the assigned exercises and required
to submit them as instructed. (Note: Instructions will be delivered once the classes start.)

Learning Outcomes

At the end of the module, students should be able to:

• Discuss Laplace Transforms


• Solve the Laplace transforms of elementary functions

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Topic Presentation

Laplace Transforms

Definition


The Laplace Transform of any function, f(t), 0  t   is defined as L f (t ) =  e − st f (t )dt . This
0
aims to convert complicated functions such as transcendental functions to algebraic functions of
different domain. That is, f (t ) ⎯⎯ ⎯→ F (s)) .
Laplace

Example 1. Using the definition of Laplace Transforms, evaluate L1.


Solution:

 
L1 =  e − st (1)dt =  e − st dt Definition
0 0

Evaluate the definite integral, use  e u du = e u + C


1  − st
L1 = − e (− s )dt
s 0
L1 = − e − st
1 
Apply the limits of integration
s 0

s
(
L1 = − e − − e 0
1
) e − =
e
1

1
= = 0 and e 0 = 1

Therefore the L1 =


1
s

Example 2. Using the definition of Laplace Transforms, evaluate Lcos 3t.


Solution:


Lcos 3t =  e − st (cos 3t )dt Definition
0

Lcos 3t =  e − st cos 3tdt Evaluate the definite integral, using Integration by Parts
0

For



  dv = cos 3tdt
1 − st s u = e − st
0
e − st cos 3tdt =
3
e sin 3t −   − e − st sin 3tdt 
0
 3  Let: ; 1
0
du = − se − st dt v = sin 3t
3


 1 − st s 
0
e − st cos 3tdt =
3
e sin 3t +  e − st sin 3tdt
0 3 0 u = e − st
dv = sin 3tdt
Let: ; 1
du = − se − st dt v = − cos 3t
3

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

s 1 
 
 1 − st  s
0
e − st cos 3tdt =
3
e sin 3t + − e − st cos 3t −   e − st cos 3tdt 
0 3  3 0
0
3 

 1 − st s  s2 
0
e − st cos 3tdt =
3
e sin 3t − e − st cos 3t −
0 9 0 9 
0
e − st cos 3tdt

 s 2   − st 1 s  9
1 +   e cos 3tdt = e − st sin 3t − e − st cos 3t Multiply both by
 90 3 0 9 0 s +9
2


 3 s 
0
e − st cos 3tdt =
s +9
2
e − st sin 3t − 2
0 s +9
e − st cos 3t
0
Apply the limits



e − st cos 3tdt = 2
3
(e − sin  − e0 sin 0) − 2 s (e − cos  − e 0 cos 0)
0 s +9 s +9

Then, Lcos 3t =  e − st cos 3tdt =


 3
(
e − sin  − e0 sin 0 − 2
s
)
e − cos  − 1 ( )
0 s +92
s +9


Lcos 3t =  e − st cos 3tdt = (0) − 2 s (− 1)
3
0 s +92
s +9

Therefore the Lcos 3t =


s
s +9
2

The table below shows the formulas derived from the definition of Laplace Transforms:

f (t ) F (s ) = L f (t ) f (t ) F (s ) = L f (t )
1 n!
1 t neat , n = 1,2,3,...
s (s − a )n +1
sinh(at )
n! a
t n , n = 1,2,3,...
s n +1 s − a2
2

cosh(at )
1 s
eat
s−a s − a2
2

sin (at )
a b
eat sinh(bt )
s + a2
2
(s − a )2 − b 2
s−a
cos(at )
s
e at cosh(bt )
s + a2
2
(s − a )2 − b 2
t sin(at )
b 2as
e at sin (bt )
(s − a )2 + b 2 (s 2
+ a2 )
2

s−a s2 − a2
eat cos(bt ) t cos(at )
(s − a )2 + b 2 (s 2
+ a2 )
2

af1 (t )  bf 2 (t )  cf 3 (t )  ... aF1 (s )  aF2 (s )  aF3 (s )  ... f (t )  g (t ) F (s )G (s )

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Example 3. Evaluate L e −7 t  
Solution:
 
L e−7t =
1
s − (− 7 )
Use the formula L eat =   1
s−a
 
L e −7t =
1
s+7

Example 4. Prove that Lsinh at =


a
s − a2
2

Solution:
By definition, sinh at =
1 at
2
(
e − e − at )
Lsinh at = L  (e at − e −at )
1 
2 
1
2
 
Lsinh at = L e at − L e − at
1
2
  Use the formula L eat =   1
s−a
1 1  1 1 
Lsinh at =  −   Use LCD
2s−a 2s+a
1  s + a − (s − a ) 
Lsinh at =   Simplify
2  (s − a )(s + a ) 
1  2a 
Lsinh at =
a
Lsinh at =  2  Therefore:
2  s − a2  s − a2
2

First Shift Property


 
By principle, L f (t ) = F (s ) , when s  a , then L e at f (t ) = F (s − a ) . This is called “First Shift
Property” of Laplace Transform.
Proof:

F (s ) =  e − st f (t )dt Definition
0

Evaluating F (s − a )


F (s − a ) =  e −( s − a )t f (t )dt Simplify
0

F (s − a ) =  e − st + at f (t )dt a m+ n = a m a n
0

 
F (s − a ) =  e −st e at f (t ) d t
0


F (s − a ) = L eat f (t )   
Therefore L e at f (t ) = F (s − a )

Linearity Property

For functions f (t ) and g (t ) and  and  are constants,

Lf (t ) + g (t ) = L f (t ) + Lg (t )

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Proof:

Lf (t ) + g (t ) =  e −st f (t ) + g (t )dt


Lf (t ) + g (t ) =  e − st f (t )dt +  e − st g (t )dt


 

0 0
 
Lf (t ) + g (t ) =   e − st
f (t )dt +   e −st g (t )dt
0 0

Therefore Lf (t ) + g (t ) = L f (t ) + Lg (t )

s−a
Example 5. Prove that Le at cosh bt  =
(s − a )2 − b 2
Solution:
For Lcosh bt  = F (s ) =
s
Use First Shift Property
s − b22

s−a

L e at cosh bt = 
(s − a )2 − b 2
Alternate Solution:

By definition, cosh at =
1 at
2
(
e + e− at )
 1 
Le at cosh bt  = L e at  (e bt + e −bt )  Use Linearity Property
 2 
 
1

L e at cosh bt = L e(a+b )t + L e(a−b )t
2
   Use the formula L eat =   1
s−a
1 
Le at cosh bt  = 
1 1
+ 
2  s − (a + b ) s − (a − b ) 

Le at cosh bt  = 
1 1 1 
+  Use LCD
2 s −a −b s −a +b
1  s −a +b+ s −a −b 
Lsinh at =  
2  (s − a ) − b(s − a ) + b 
1  2 s − 2a  s−a
Lsinh at = 
2  (s − a )2 − b 2

 Therefore: 
L e at cosh bt = 
 (s − a )2 − b 2


Example 6. Evaluate L (1 + cos t )
2

Solution:
  
2

L (1 + cos t ) = L 1 + 2 cos t + cos 2 t cos 2 t =
1
2
(1 + cos 2t )
L(1 + cos t )  = L1+ 2 Lcos t+ L  (1 + cos 2t )
1 
2
Use Linearity Property
2 

L (1 + cos t ) =
2
 3
2
L1+ 2 Lcos t+ Lcos 2t
1
2
COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]
RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig


L (1 + cos t ) =
2
 3
2
L1+ 2 Lcos t+ Lcos 2t
1
2
Use Lcos at =
s
s + a2
2


L (1 + cos t )
2
 3 1  s  1 s 
=   + 2 2 +  2 
2s  s + 1 2  s + 4 

L (1 + cos t )
2
 1 3
=  + 2
4s
+ 2
2  s s +1 s + 4 
s 

Example 7. Evaluate Lcos 3t sin 2t


Solution:
cos 3t sin 2t = sin 5t − sin t 
1
cos A sin B =
1
sin( A + B ) − sin( A − B )
2 2
Lcos 3t sin 2t = Lsin 5t− Lsin t Use the formula Lsin at =
1 a
2 s + a2
2

1 5 1 
Lcos 3t sin 2t =  2 − 2
2  s + 25 s + 1

− 2 , 0  t  5
Example 8. Evaluate L f (t ) ; where f (t ) = 
 4 , t 5
Solution:

L f (t ) =  e − st f (t )dt Definition of Laplace Transform
0

L f (t ) =  e − st (− 2)dt +  e − st (4)dt
5

0 5

L f (t ) = −2 e
5
− st
dt + 4 e − st dt
0 5

L f (t ) = − e
2 4 
− st 5
+ e − st
s 0 s 5

(
L f (t ) = − e −5 s − e 0 + e − − e 5 s
2
s
4
s
) ( )
L f (t ) = − e + − e
2 −5 s 2 4 5 s
s s s
L f (t ) = − e −5 s +
6
s
2
s
or L f (t ) = − (
2 −5 s
s
3e − 1 )
Multiplication by power of t

If L f (t ) = F (s ) , then L t n f (t ) = (− 1)   n dn
ds n
F (s ), where “n” is a natural number greater than
zero.
Proof:
F (s ) =  e −st f (t )dt

Definition of Laplace Transform
0

F (s ) = d 0 e −st f (t )dt


d 
Differentiate both sides
ds ds  
d
ds
F (s ) = 0 d e −st f (t )dt

ds
( )

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

F (s ) = 0 − te−st f (t )dt
d 

ds
F (s ) = 0 e −st − tf (t )dt = −0 e −st tf (t )dt
d  

ds
d
F (s ) = − Ltf (t )
ds

Therefore Ltf (t ) = −
d
F (s ) , for n = 1.
ds
For n = k
  
L t k f (t ) =  e −st t k f (t )dt = (− 1)
0
k dk
ds k
F (s )

d   − st k d  dk 
 e t f (t )dt  =  (− 1)k F (s ) Differentiate both sides
ds   0 
 ds  ds k

( ) 
k +1
 d
0 ds e t f (t ) dt = (− 1) ds k +1 F (s )
− st k k d

) 
k +1

0

(− te − st
t k
f (t ) dt = (− 1)k d

ds k +1
F (s )

( ) 
k +1

−  e t f (t ) dt = (− 1) F (s )
− st k +1 k d
Multiply both by – 1
0 dsk +1
( ) 
k +1

0 e − st
t k +1
f ( t ) dt = (− 1)( − 1 )k d
F (s )
ds k +1
  
( ) 
L t k +1 f (t ) =  e −st t k +1 f (t ) dt = (− 1)
0
k +1 d k +1
ds k +1
F (s )

Since for both n = 1 and n = k are true, then it also holds for n = k + 1 , n = k + 2 and so on.


Therefore L t f (t ) = (− 1)
n dn

ds n
F (s ) n

s2 − a2
Example 9. Prove that Lt cos at =
(s 2
+ a2 )
2

Solution:

For Lcos at =


s
s + a2 2

n
Lt cos at = (− 1) (Lcos at)
n d
Use Multiplication by power of t
ds n
d  
Lt cos at = (− 1)  2
s
2 
where n = 1
ds  s + b 
 (s 2 + b 2 )(1) − s(2s )
Lt cos at = −   d (uv ) = udv + vdu
 (s 2 + b 2 )2 
 b2 − s2  s2 − a2
Lt cos at = −   Therefore: Lt cos at =
 (s 2 + b 2 )  (s )
2 2
2
+ a2

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Example 10. Evaluate: Lt 3 e −4t 

Solution:
For Lt 3  = Use Lt n  =
3! n!
s 3+1
s n +1

L t 3 e − 4t =  3!
First Shift Property
s − (− 4)3+1

L t 3 e − 4t =  6
(s + 4)4
Alternate Solution: Use Multiplication by power of t

 
L t 3 e − 4t = (− 1)
d3
3
L e − 4t
3
(  ) where n = 1
ds

  d  1 
 
3
1
L t 3 e − 4t =− 3   L e at =
ds  s + 4  s−a

d3  1 
For  ;
ds 3  s+4
1
Let y = ; required: y’’’
s+4
1 k dv
y= d   = −k 2
s+4 v v
d (s + 4) 1
y ' = (− 1) y' = −
(s + 4)2 (s + 4)2

Further differentiation gives

d (s + 4)
2
y ' ' = −(− 1) General Power Formula (GPF)
(s + 4) 
2 2

2(s + 4 )(1) am
y' ' = Simplify using = am−n
(s + 4)4 a n

2
y' ' =
(s + 4)3
Further,
 d (s + 4)3 
y ' ' ' = −2 

 (s + 4)3 2 
  
 3(s + 4) (1) 
2
y ' ' ' = −2 
 GPF
 (s + 4 ) 
6

−6
y' ' ' =
(s + 4)4

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Then
d3  1  6
y' ' ' = 3  =−
ds  s + 4  (s + 4)4
Finally,
 
L t 3 e −4t = (− 1)
3 d3  1 
 
ds3  s + 4 
 6 

L t 3 e − 4t  = − − 
4 
 (s + 4 ) 
Therefore,

 
L t 3 e − 4t =
6
(s + 4)4

Video Lecture Links

• Laplace Transforms
1. https://www.youtube.com/watch?v=RxhPV_AfYqU&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&
index=44
2. https://www.youtube.com/watch?v=FHsQnW2crUg&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r
&index=45
3. https://www.youtube.com/watch?v=qPgwkluVz4A&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&i
ndex=46
4. https://www.youtube.com/watch?v=nx7UOozIS2E&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&i
ndex=47
5. https://www.youtube.com/watch?v=Plk8B_iUMV0&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r&
index=48
6. https://www.youtube.com/watch?v=7AmvMLeGNUM&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O
9r&index=50
7. https://www.youtube.com/watch?v=YfLmM0CnMiw&list=PLm0MV9wqmPgiH4P7o04AG0W8DNNIM7O9r
&index=51

• Inverse Laplace Transforms


1. https://www.youtube.com/watch?v=TjH8AT73cTY&t=386s
2. https://www.youtube.com/watch?v=29r-9-NB7Ks&t=18s

• Transform of Derivatives
https://www.youtube.com/watch?v=PaWj_j_mUOc

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Exercises

Score: ________
Laplace Transforms Name: ____________________________________________
Section/Schedule: _____________________________
Solve the following problems.

I. Using the definition of Laplace Transforms: L f (t ) =  e − st f (t )dt , evaluate the following:
0

5 
1. L    
2. L e −3t
3

3. Lsin 5t 4. L t


2

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig


5. L e 2t cos 2t  
6. L e −3t sin 5t 

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Using the derived formulas, find the Laplace Transforms of the following:
1. f (t ) =
5 2. f (t ) = e −3t
3

3. f (t ) = sin 5t 4. f (t ) = t 2

5. f (t ) = e 2t cos 2t 6. f (t ) = e−3t sin 5t

7. f (t ) = 4 cos 3t − 5 sin 3t 8. f (t ) = e −3t cosh 5t

9. f (t ) = cos 2 t 10. f (t ) = t 3 sin t

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

11. f (t ) = (1 + cosh t )2

12. f (t ) = sin 2 (t +  )

13. f (t ) = sin 5t cos 2t

14. f (t ) = t e , solve in two methods


2 −3t

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

− 1, 0  t  3
15. f (t ) =  2t , 3  t  4
 1, t4

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

Exercise #5

Score: ________
Laplace and Inverse Laplace Transforms Name: ____________________________________________
Section/Schedule: _____________________________
Solve the following problems.

1. L e −2t sin 3t  
2. L 1 − t 4 e −2t 


3. L t 3 cos 2t 

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig


4. L e −3t cosh 3 t 

5. Lsinh 3t sin 2t 


6. L (t sinht )2 

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

1 ; 0  t  7
7. Given that f (t ) =  ; find F(s)
5 ; t 7


8. If  = ; find the Laplace transform of the figure shown:
6

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

7
9. Find the Inverse Laplace Transforms:
7s + 2
2

2s + s 2 − 3
10. Find the Inverse Laplace Transforms:
(
s s2 + 1 )

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

3
11. Find the Inverse Laplace Transforms: ; use Partial Fractions
(
s s +1
2
)

3
12. Find the Inverse Laplace Transforms: ; use Convolution
(
s s +1
2
)

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]


RIZAL TECHNOLOGICAL UNIVERSITY
Cities of Mandaluyong and Pasig

13. Solve using Laplace Transforms y"+4 y = t − 2 sin t ; y(0) = −1 , y ' (0) = 2 ,

“The greater the support behind you, the closer you can get to your goal.”
- Hatake Kakashi

COURSE TITLE: DIFFERENTIAL EQUATIONS [Engr. Armando P. Herrera Jr. - Professor]

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