chapter One_p3&p11
chapter One_p3&p11
chapter One_p3&p11
Chapter One
Laplace Transform
1-1 Definition of Laplace Transform :-
Let f(t) be a function which is defined for all t ≥ 0. The Laplace transform
of f(t) is defined as:
∞
1 −𝑠𝑡 ∞ 1
= 0− 2𝑒 | = 2
𝑠 0 𝑠
1
Chapter One Laplace Transform
So F(s) → 0 as s → ∞.
𝑓(𝑡)
𝐷𝑒𝑓𝑖𝑛𝑖𝑡𝑖𝑜𝑛: 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑖𝑠 𝐞𝐱𝐩𝐨𝐧𝐞𝐧𝐭𝐢𝐚𝐥 𝐨𝐫𝐝𝐞𝐫 𝐢𝐟 𝑙𝑖𝑚 exists
𝑡→∞ 𝑒 𝑎𝑡
Example:-
𝑎 𝑏
𝑓(𝑡) = 𝑎𝑡 + 𝑏 ↔ 𝐹(𝑠) = +
𝑠2 𝑠
1-3-2 Shifting Theorem:-
a) Shifting on s-domain
ℒ[𝑒 𝑎𝑡 𝑓(𝑡)] = 𝐹(𝑠 − 𝑎)
Proof:
∞ ∞ ∞
= 𝐹(𝜏) = 𝐹(𝑠 − 𝑎)
2
Chapter One Laplace Transform
3
Chapter One Laplace Transform
K (constant) 𝐾 sinh 𝑎𝑡 𝑎
𝑠 𝑠 2 − 𝑎2
𝑒 −𝑎𝑡 1 cosh 𝑎𝑡 𝑠
𝑠+𝑎 𝑠 2 − 𝑎2
𝑡𝑛 𝑛! 𝑡𝑒 −𝑎𝑡 1
𝑠 𝑛+1 (𝑠 + 𝑎)2
sin 𝑎𝑡 𝑎 𝑡 sin 𝑎𝑡 2𝑎𝑠
𝑠 2 + 𝑎2 (𝑠 2 + 𝑎2 )2
cos 𝑎𝑡 𝑠 𝑡 cos 𝑎𝑡 (𝑠 2 − 𝑎2 )
𝑠 2 + 𝑎2 (𝑠 2 + 𝑎2 )2
4
Chapter One Laplace Transform
∞ ∞
= 𝑠𝐹(𝑠) − 𝑓(0)
In general:
ℒ[𝑓 (𝑛) (𝑡)] = 𝑠 (𝑛) 𝐹(𝑠) − 𝑠 (𝑛−1) 𝑓(0) − 𝑠 (𝑛−2) 𝑓 ′ (0) − ⋯ − 𝑓 (𝑛−1) (0)
Example:- Let 𝑓(𝑡) = 𝑡 , find ℒ[𝑓 ′ (𝑡)]
Sol.n:-
1 1
𝑓(𝑡) = 𝑡 → 𝐹(𝑠) = , 𝑓 ′ (𝑡) = 1 → ℒ[𝑓 ′ (𝑡)] =
𝑠2 𝑠
By using derivative theorem:
1 1 1
ℒ[𝑓 ′ (𝑡)] = 𝑠𝐹(𝑠) − 𝑓(0) = 𝑠 − 𝑓(0) = − 0 =
𝑠2 𝑠 𝑠
1-3-5 Differentiation of Transform Theorem:-
𝑑𝐹
ℒ[𝑡𝑓(𝑡)] = −
𝑑𝑠
Proof:
∞ ∞ ∞
𝑑𝐹(𝑠)
𝐹(𝑠) = ∫ 𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 → = ∫ −𝑡𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 = − ∫ 𝑡𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
𝑑𝑠
0 0 0
𝑑𝐹
= −ℒ[𝑡𝑓(𝑡)] → ℒ[𝑡𝑓(𝑡)] = −
𝑑𝑠
In general:
𝑑𝑛 𝐹
ℒ[𝑡 𝑓(𝑡)] = (−1)𝑛
𝑛
𝑛
= (−1)𝑛 𝐹 (𝑛) (𝑠) , 𝑛 = 1,2,3, ..
𝑑𝑠
Example:- Let 𝑓(𝑡) = 𝑡 sin 2𝑡 , find 𝐹(𝑠)
2
Sol.n:- 𝑔(𝑡) = sin 2𝑡 → 𝐺(𝑠) =
𝑠 2 +4
𝑑𝐺 4𝑠
𝑓(𝑡) = 𝑡𝑔(𝑡) → 𝐹(𝑠) = − = 2
𝑑𝑠 (𝑠 + 4)2
5
Chapter One Laplace Transform
Proof:
𝑡 ∞ 𝑡
Sol.n:-
𝑠
∵ 𝑓(𝑡) = cos 2𝑡 → 𝐹(𝑠) =
𝑠2 + 4
𝑡
𝐹(𝑠) 1 𝑠 1
∴ ℒ [ ∫ 𝑓(𝜏)𝑑𝜏] = = ( 2 )= 2
𝑠 𝑠 𝑠 +4 𝑠 +4
𝜏=0
6
Chapter One Laplace Transform
Example:- Find
1 − 𝑒 −𝑡
ℒ[ ]
𝑡
Sol.n:-
1 1
𝑓(𝑡) = 1 − 𝑒 −𝑡 → 𝐹(𝑠) = −
𝑠 𝑠+1
∞
𝑓(𝑡)
∵ ℒ[ ] = ∫ 𝐹(𝜏) 𝑑𝜏
𝑡
𝜏=𝑠
∞ ∞ ∞
1 − 𝑒 −𝑡 1 1
∴ ℒ[ ] = ∫ 𝐹(𝜏) 𝑑𝜏 = ∫ 𝑑𝜏 − ∫ 𝑑𝜏
𝑡 𝜏 (𝜏 + 1)
𝜏=𝑠 𝜏=𝑠 𝜏=𝑠
𝜏 ∞ 𝑠
= ln 𝜏|∞
𝜏=𝑠 − ln(𝜏 + 1)|∞
𝜏=𝑠 = ln ( )| = 0 − ln ( )
𝜏 + 1 𝜏=𝑠 𝑠+1
𝑠+1 1
= ln ( ) = ln (1 + )
𝑠 𝑠
1-3-8 Initial Value Theorem:-
lim[𝑓(𝑡)] = lim [𝑠𝐹(𝑠)]
𝑡→0 𝑠→∞
7
Chapter One Laplace Transform
1
(𝑎𝑛 𝑠 𝑛 + 𝑎𝑛−1 𝑠 𝑛−1 + 𝑎𝑛−2 𝑠 𝑛−2 + ⋯ + 𝑎1 𝑠 + 𝑎0 )
𝑏𝑚
∴ 𝑌(𝑠) =
(𝑠 − 𝑐1 )(𝑠 − 𝑐2 )(𝑠 − 𝑐3 ) … (𝑠 − 𝑐𝑚 )
Case (1): Unrepeated Roots (Distinct Roots)
𝐴1 𝐴2 𝐴3 𝐴𝑚
𝑌(𝑠) = + + + ⋯+
(𝑠 − 𝑐1 ) (𝑠 − 𝑐2 ) (𝑠 − 𝑐3 ) (𝑠 − 𝑐𝑚 )
𝐴𝑚 = lim [(𝑠 − 𝑐𝑚 )𝑌(𝑠)]
𝑠→𝑐𝑚
In general:
1 𝑑𝑛
𝐴𝑚−𝑛 = lim { [(𝑠 − 𝑐𝑘 )𝑚 𝑌(𝑠)]}
𝑠→𝑐𝑘 𝑛! 𝑑𝑠 𝑛
−1
2𝑠 2 − 4
ℒ [ ]
(𝑠 − 2)(𝑠 + 1)(𝑠 − 3)
Sol.n:-
2𝑠 2 − 4 𝐴1 𝐴2 𝐴3
𝑌(𝑠) = = + +
(𝑠 − 2)(𝑠 + 1)(𝑠 − 3) (𝑠 − 2) (𝑠 + 1) (𝑠 − 3)
2𝑠 2 − 4 4
𝐴1 = lim[(𝑠 − 2)𝑌(𝑠)] = lim [(𝑠 − 2) ]=−
𝑠→2 𝑠→2 (𝑠 − 2)(𝑠 + 1)(𝑠 − 3) 3
8
Chapter One Laplace Transform
2𝑠 2 − 4 1
𝐴2 = lim [(𝑠 + 1)𝑌(𝑠)] = lim [(𝑠 + 1) ]=−
𝑠→−1 𝑠→−1 (𝑠 − 2)(𝑠 + 1)(𝑠 − 3) 6
2𝑠 2 − 4 7
𝐴3 = lim[(𝑠 − 3)𝑌(𝑠)] = lim [(𝑠 − 3) ]=
𝑠→3 𝑠→3 (𝑠 − 2)(𝑠 + 1)(𝑠 − 3) 2
−4 1 7
∴ 𝑌(𝑠) = − +
3(𝑠 − 2) 6(𝑠 + 1) 2(𝑠 − 3)
−4 1 7
𝑦(𝑡) = ℒ −1 [𝑌(𝑠)] = ℒ −1 [ ] + ℒ −1 [− ] + ℒ −1 [ ]
3(𝑠 − 2) 6(𝑠 + 1) 2(𝑠 − 3)
4 1 7
→ 𝑦(𝑡) = − 𝑒 2𝑡 − 𝑒 −𝑡 + 𝑒 3𝑡
3 6 2
H.W.: Solve 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 12𝑒 4𝑡 , 𝑦(0) = 1, 𝑦 ′ (0) = 0
Ans.: 𝑦(𝑡) = 2𝑒 4𝑡 − 7𝑒 2𝑡 + 6𝑒 𝑡
Example:- Find
−1
8(𝑠 2 + 4𝑠 + 2)
ℒ [ ]
(𝑠 + 1)3 (𝑠 + 3)
Sol.n:-
8(𝑠 2 + 4𝑠 + 2) 𝐴3 𝐴2 𝐴1 𝐵
𝑌(𝑠) = [ ] = + + +
(𝑠 + 1)3 (𝑠 + 3) (𝑠 + 1)3 (𝑠 + 1)2 (𝑠 + 1) (𝑠 + 3)
3
8(𝑠 2 + 4𝑠 + 2)
3
𝐴3 = lim [(𝑠 + 1) 𝑌(𝑠)] = lim [(𝑠 + 1) ] = −4
𝑠→−1 𝑠→−1 (𝑠 + 1)3 (𝑠 + 3)
1 𝑑𝑛
𝐴𝑚−𝑛 = lim { [(𝑠 − 𝑐𝑘 )𝑚 𝑌(𝑠)]} → 𝐴2 = 𝐴3−1
𝑠→𝑐𝑘 𝑛! 𝑑𝑠 𝑛
1 𝑑
= lim { [(𝑠 + 1)3 𝑌(𝑠)]}
𝑠→−1 1! 𝑑𝑠
1 𝑑 3
8(𝑠 2 + 4𝑠 + 2)
= lim { [(𝑠 + 1) ]} = 10
𝑠→−1 1! 𝑑𝑠 (𝑠 + 1)3 (𝑠 + 3)
1 𝑑2 3
8(𝑠 2 + 4𝑠 + 2)
𝐴1 = 𝐴3−2 = lim { [(𝑠 + 1) ]} = −1
𝑠→−1 2! 𝑑𝑠 2 (𝑠 + 1)3 (𝑠 + 3)
8(𝑠 2 + 4𝑠 + 2)
𝐵 = lim [(𝑠 + 3)𝑌(𝑠)] = lim [(𝑠 + 3) ]=1
𝑠→−3 𝑠→−3 (𝑠 + 1)3 (𝑠 + 3)
9
Chapter One Laplace Transform
−4 10 −1 1
𝑌(𝑠) = + + +
(𝑠 + 1)3 (𝑠 + 1)2 (𝑠 + 1) (𝑠 + 3)
−4 2 −𝑡 10 −𝑡
𝑦(𝑡) = ℒ −1 [𝑌(𝑠)] = 𝑡 𝑒 + 𝑡𝑒 − 𝑒 −𝑡 + 𝑒 −3𝑡
2! 1!
= −2𝑡 2 𝑒 −𝑡 + 10𝑡𝑒 −𝑡 − 𝑒 −𝑡 + 𝑒 −3𝑡
Example:- Solve 𝑦 ′′ + 4𝑦 = sin 𝑡 , 𝑦(0) = 0, 𝑦 ′ (0) = 0
1
Sol.n:- [𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0)] + 4𝑌(𝑠) =
𝑠 2 +1
1 1
𝑠 2 𝑌(𝑠) + 4𝑌(𝑠) = → 𝑌(𝑠)[𝑠 2
+ 4] = → 𝑌(𝑠)
𝑠2 + 1 𝑠2 + 1
1 𝐴𝑠 + 𝐵 𝐷𝑠 + 𝐸
= 2 = +
(𝑠 + 4)(𝑠 2 + 1) (𝑠 − 𝑐)(𝑠 − 𝑐 ∗ ) (𝑠 − 𝑓)(𝑠 − 𝑓 ∗ )
→ 𝑐1,2 = ±𝑗2 → 𝛼1 = 0, 𝛽1 = 2, 𝑓1,2 = ±𝑗 → 𝛼2 = 0, 𝛽2 = 1
𝐴𝑠 + 𝐵 𝐷𝑠 + 𝐸
∴ 𝑌(𝑠) = +
(𝑠 − 𝛼1 )2 + 𝛽12 (𝑠 − 𝛼2 )2 + 𝛽22
1
→ 𝐴𝑠 + 𝐵 = lim[{(𝑠 − 𝛼1 )2 + 𝛽12 }𝑌(𝑠)] = − = 𝑅𝑒1 + 𝑗𝐼𝑚1
𝑠→𝑐 3
1
→ 𝐷𝑠 + 𝐸 = lim[{(𝑠 − 𝛼2 )2 + 𝛽22 }𝑌(𝑠)] = = 𝑅𝑒2 + 𝑗𝐼𝑚2
𝑠→𝑓 3
𝑒 𝛼𝑡 1 1 1
𝑦(𝑡) = [𝐼𝑚 cos 𝛽𝑡 + 𝑅𝑒 sin 𝛽𝑡] = − . sin 2𝑡 + sin 𝑡
𝛽 3 2 3
1-5 Laplace Transform for Periodic Function:-
For periodic function, 𝑓(𝑡) = 𝑓(𝑡 + 𝑇), 𝑇: 𝑃𝑒𝑟𝑖𝑜𝑑 𝑇𝑖𝑚𝑒
ℒ[1𝑠𝑡 𝑝𝑒𝑟𝑖𝑜𝑑 𝑤𝑎𝑣𝑒]
ℒ[𝑓(𝑡)] =
1 − 𝑒 −𝑇𝑠
Example:- Find Laplace transform for half-wave rectifier
Sol.n:-
sin 𝑡 0 ≤ 𝑡 ≤ 𝑇/2
𝑓(𝑡) = {
0 𝑇/2 ≤ 𝑡 ≤ 𝑇
𝑇 𝑇
𝑟(𝑡) = sin 𝑡 𝑢(𝑡) + sin(𝑡 − ) 𝑢(𝑡 − ) for 1st period wave
2 2
Example:- Find Laplace transform for Sawtooth wave as shown in the figure
below:
Sol.n:-
𝑟(𝑡) = 𝑡𝑢(𝑡) − (𝑡 − 1)𝑢(𝑡 − 1) − 𝑢(𝑡 − 1) for 1st period wave with T=1
1 𝑒 −𝑠 𝑒 −𝑠 ℒ[𝑟(𝑡)] 1 − 𝑒 −𝑠 − 𝑠𝑒 −𝑠
ℒ[𝑟(𝑡)] = 2 − 2 − → 𝐹(𝑠) = =
𝑠 𝑠 𝑠 1 − 𝑒 −𝑇𝑠 𝑠 2 (1 − 𝑒 −𝑠 )
1-6 Convolution Theorem:-
The convolution of signals 𝑓(𝑡) and 𝑔(𝑡), denoted ℎ(𝑡) = 𝑓(𝑡) ∗ 𝑔(𝑡), is the
signal
𝑡 𝑡
11
Chapter One Laplace Transform
∞ 𝑡 ∞ 𝑡
Example:- Use the convolution theorem to find the inverse Laplace transform
of
1
𝐻(𝑠) =
(𝑠 2 + 𝑎2 )2
Sol.n:-
1 1 1
𝐻(𝑠) = = 𝐻(𝑠) = = 𝐹(𝑠)𝐺(𝑠)
(𝑠 2 + 𝑎2 )2 (𝑠 2 + 𝑎2 ) (𝑠 2 + 𝑎2 )
1 1
𝐹(𝑠) = 𝐺(𝑠) = → 𝑓(𝑡) = 𝑔(𝑡) = sin 𝑎𝑡
(𝑠 2 + 𝑎2 ) 𝑎
𝑡 𝑡
1
ℎ(𝑡) = 𝑓(𝑡) ∗ 𝑔(𝑡) = ∫ 𝑓(𝜏) 𝑔(𝑡 − 𝜏)𝑑𝜏 = 2 ∫ sin 𝑎𝜏 sin(𝑎𝑡 − 𝑎𝜏) 𝑑𝜏
𝑎
0 0
1
= [sin(𝑎𝑡) − 𝑎𝑡 cos(𝑎𝑡)]
2𝑎3
12
Chapter One Laplace Transform
Γ(𝜈 + 1) = ∫ 𝑡 𝜈 𝑒 −𝑡 𝑑𝑡 = −𝑡 𝜈 𝑒 −𝑡 |∞
0 + ∫ 𝜈𝑡
𝜈−1 −𝑡
𝑒 𝑑𝑡 = 0 + 𝜈 ∫ 𝑡 𝜈−1 𝑒 −𝑡 𝑑𝑡
0 0 0
= 𝜈Γ(𝜈)
Notes:-
(1) If 0 < 𝜈 < 1, then Γ(𝜈) is defined by using the recurrence relation
(2) The Gamma function of all positive numbers can be determined by
Γ(𝜈+1)
Γ(𝜈) =
𝜈
(3) The Gamma function of all numbers between -1 and 0 can be determined,
and thus integrals the Gamma function of all negative numbers can be
obtained
(4) Γ(𝑛 + 1) = 𝑛!
1 (2𝑛)!√𝜋
(5) Γ(−𝑛) = ∞ , Γ(0) = ∞ , Γ(1) = 1 , Γ(2) = 1 , Γ (𝑛 + ) =
2 𝑛! 22𝑛
1 3 √𝜋
(6) Γ(𝑛) = (𝑛 − 1)! , Γ ( ) = √𝜋 , Γ ( ) = ,
2 2 2
1 (−1)𝑛 (𝑛)! 22𝑛 √𝜋 −𝜋
(7) Γ (−𝑛 + ) = (2𝑛)!
, Γ(𝑢)Γ(−𝑢) =
2 𝑢 sin 𝑢𝜋
𝜋 −𝜋
(8) Γ(𝑢)Γ(1 − 𝑢) = , Γ(1 + 𝑢)Γ(−𝑢) =
sin 𝑢𝜋 sin 𝑢𝜋
1
Example:- Prove that Γ ( ) = √𝜋
2
Sol.n:-
∞ ∞
1 1
( −1) −𝑡
−1
( )
Γ( ) = ∫ 𝑡 2 𝑒 𝑑𝑡 = ∫ 𝑡 2 𝑒 −𝑡 𝑑𝑡 → 𝑙𝑒𝑡 𝑡 = 𝑥 2 → 𝑑𝑡 = 2𝑥𝑑𝑥
2
0 0
∞ ∞
1 1 2 2
∴ Γ ( ) = ∫ 𝑒 −𝑥 2𝑥𝑑𝑥 = ∫ 2 𝑒 −𝑥 𝑑𝑥
2 𝑥
0 0
∞
2 √𝜋 1 √𝜋
∵ ∫ 𝑒 −𝑦 𝑑𝑦 = → Γ( ) = 2 = √𝜋
2 2 2
0
13