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Eng - Analysis Lec.3 (Laplace Tran)

Chapter 67 introduces Laplace transforms, a crucial mathematical tool for solving complex engineering problems, particularly linear ordinary differential equations. The chapter covers the definition, common notations, and linearity properties of Laplace transforms, along with examples of transforming elementary functions. By the end, readers should be able to define and derive Laplace transforms for various functions using standard lists.

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0% found this document useful (0 votes)
25 views19 pages

Eng - Analysis Lec.3 (Laplace Tran)

Chapter 67 introduces Laplace transforms, a crucial mathematical tool for solving complex engineering problems, particularly linear ordinary differential equations. The chapter covers the definition, common notations, and linearity properties of Laplace transforms, along with examples of transforming elementary functions. By the end, readers should be able to define and derive Laplace transforms for various functions using standard lists.

Uploaded by

abulfadhel33
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

Chapter 67

Introduction to Laplace
transforms
Why it is important to understand: Introduction to Laplace transforms
The Laplace transform is a very powerful mathematical tool applied in various areas of engineering
and science. With the increasing complexity of engineering problems, Laplace transforms help in solving
complex problems with a very simple approach; the transform is an integral transform method which
is particularly useful in solving linear ordinary differential equations. It has very wide applications
in various areas of physics, electrical engineering, control engineering, optics, mathematics and signal
processing. This chapter just gets us started in understanding some standard Laplace transforms.

At the end of this chapter, you should be able to:

• define a Laplace transform


• recognise common notations used for the Laplace transform
• derive Laplace transforms of elementary functions
• use a standard list of Laplace transforms to determine the transform of common functions

Higher Engineering Mathematics. 978-1-138-67357-1, © 2017 John Bird. Published by Taylor & Francis. All rights reserved.
736 Higher Engineering Mathematics

67.1 Introduction i.e. L{k f (t)} = kL{f (t)} (2)

The solution of most electrical circuit problems can be where k is any constant.
reduced ultimately to the solution of differential equa-
Similarly,
tions. The use of Laplace ∗ transforms provides an
alternative method to those discussed in Chapters 33  ∞
and 50 to 54 for solving linear differential equations. L{a f (t) + bg(t)} = e−st (a f (t) + bg(t)) dt
0
 ∞
=a e−st f (t) dt
67.2 Definition of a Laplace transform 0
 ∞
The Laplace transform
∞ of the function f (t) is defined +b e−st g(t) dt
by the integral 0 e−st f (t) dt, where s is a parameter 0

assumed to be a real number.


i.e. L{af (t) + bg(t)} = aL{ f (t)} + bL{g(t)}, (3)
Common notations used for the Laplace
transform where a and b are any real constants.
The Laplace transform is termed a linear operator
There are various commonly used notations for the because of the properties shown in equations (2) and (3).
Laplace transform of f (t) and these include:

(i) L{ f (t)} or L{ f (t)}


67.4 Laplace transforms of
(ii) L( f ) or Lf elementary functions
(iii) f (s) or f (s)
Using the definition of the Laplace transform in equa-
tion (1) a number of elementary functions may be
Also, the letter p is sometimes used instead of s as
transformed. For example:
the parameter. The notation adopted in this book will
be f (t) for the original function and L{ f (t)} for its (a) f (t) =1. From equation (1),
Laplace transform.
 ∞  ∞
Hence, from above: −st e−st
L{1} = e (1) dt =
−s
Section L

 ∞ 0 0
L{ f (t)} = e−st f (t) d t (1) 1 1
0 = − [e−s(∞) − e0 ] = − [0 − 1]
s s
1
= (provided s > 0)
67.3 Linearity property of the s
Laplace transform
(b) f (t) =k. From equation (2),
From equation (1),
L{k} = kL{1}
 ∞  
1 k
L{kf (t)} = e−st k f (t) dt Hence L{k} = k = , from (a) above.
0 s s
 ∞
=k e−st f (t) dt (c) f (t) =e at (where a is a real constant = 0).
0
From equation (1),
 ∞  ∞
−st
∗ Who was Laplace? See page 605 for image and resume L{e } =
at
e (e ) dt =
at
e−(s−a)t dt,
of Pierre-Simon, marquis de Laplace. To find out more go to 0 0
www.routledge.com/cw/bird from the laws of indices,
Introduction to Laplace transforms 737
 ∞
e−(s−a)t 1 (g) f (t) = sinh at. From Chapter 16,
= = (0 − 1) 1
−(s − a) −(s − a) sinh at = (eat − e−at ). Hence,
0 2
1
=
s−a 1 at 1 −at
(provided (s − a) >0, i.e. s > a) L{sinh at} = L e − e
2 2
(d) f (t) = cos at (where a is a real constant). 1 1
= L{eat } − L{e−at }
From equation (1), 2 2
from equations (2) and (3)
 ∞
L{cos at} = e−st cos at dt    
1 1 1 1
0 = −
 ∞ 2 s −a 2 s +a
e−st
= (a sin at − s cos at) from (c) above
s2 + a2 0  
1 1 1
by integration by parts twice (see page 500), = −
2 s −a s +a
 a
e−s(∞) = 2 (provided s > a)
= 2 (a sin a(∞) −s cos a(∞)) s − a2
s + a2

e0 A list of elementary standard Laplace transforms are
− 2 (a sin 0 − s cos 0) summarised in Table 67.1.
s + a2
s
= 2 ( provideds > 0) Table 67.1 Elementary standard Laplace transforms
s + a2
Function Laplace transforms
(e) f (t) = t. From equation (1), ∞
 ∞  −st  −st ∞ f (t) L{ f (t)} = 0 e−st f (t) dt
te e
L{t} = e−st t dt = − dt 1
0 −s −s 0 (i) 1
s
 ∞ (ii) k
k
te−st e−st
= − 2 s
−s s 0

Section L
1
by integration by parts (iii) eat
 s −a
 
∞e−s(∞) e−s(∞) e0 a
= − − 0− 2 (iv) sin at
−s s2 s s2 + a2
  s
1 (v) cos at
= (0 − 0) − 0 − 2 s2 + a2
s
1
since (∞ × 0) = 0 (vi) t
s2
1
= (provided s >0) 2!
s2 (vii) t 2
s3
(f) f (t) = t n (where n = 0, 1, 2, 3, …). n!
(viii) t n (n = 1, 2, 3, . . .)
By a similar method to (e) it may be shown s n+1
2 (3)(2) 3!
that L{t 2 } = 3 and L{t 3 } = = 4 . These (ix) cosh at
s
s s4 s s − a2
2
results can be extended to n being any positive
integer. a
(x) sinh at
n! s − a2
2
Thus L{t n } = n+1 provided s > 0)
s
738 Higher Engineering Mathematics
   
3 s
67.5 Worked problems on standard =6 2 −4 2
s + 32 s + 52
Laplace transforms from (iv) and (v) of Table 67.1
18 4s
Problem 1. Using a standard list of Laplace = −
transforms, determine the following: s2 + 9 s2 + 25
1
(a) L 1 +2t − t 4 (b) L{5e 2t − 3e−t } (b) L{2 cosh 2θ − sinh 3θ }
3
= 2L{cosh 2θ } − L{sinh 3θ }
1    
(a) L 1 + 2t − t 4 s 3
3 =2 2 − 2
s − 22 s − 32
from (ix) and (x) of Table 67.1
1
= L{1} + 2L{t} − L{t 4 } 2s 3
3 = −
from equations (2) and (3) s2 − 4 s2 − 9
   
1 1 1 4!
= +2 2 − Problem 3. Prove that
s s 3 s 4+1 a 2
(a) L{sin at} = 2 (b) L{t 2 } = 3
from (i), (vi) and (viii) of Table 67.1 s +a 2 s
  s
1 2 1 4.3.2.1 (c) L{cosh at} = 2
= + 2− s − a2
s s 3 s5

1 2 8 (a) From equation (1),


= + 2− 5
s s s  ∞
L{sin at} = e−st sin at dt
0
(b) L{5e 2t − 3e−t } = 5L(e2t ) − 3L{e−t }  ∞
e−st
= 2 (−s sin at − a cosat)
s + a2 0
from equations (2) and (3)
    by integration by parts
1 1
Section L

=5 −3 1
s −2 s − (−1) = [e−s(∞) (−s sin a(∞)
from (iii) of Table 67.1 s2 + a2
− a cosa(∞)) − e0(−s sin 0
5 3 −a cos0)]
= −
s −2 s +1
1
5(s + 1) − 3(s − 2) = 2 [(0) − 1(0 − a)]
= s + a2
(s − 2)(s + 1) a
= (provided s > 0)
2s + 11 s2 + a2
= 2
s −s−2
(b) From equation (1),
 ∞
Problem 2. Find the Laplace transforms of:
(a) 6 sin 3t − 4 cos5t (b) 2 cosh 2θ − sinh 3θ L{t 2 } = e−st t 2 dt
0
 ∞
(a) L{6 sin 3t − 4 cos 5t} t 2 e−st 2te−st 2e−st
= − − 3
−s s2 s 0

= 6L{sin 3t} − 4L{cos5t} by integration by parts twice


Introduction to Laplace transforms 739
  
2 (b) Since cosh 2x = 2 cosh 2 x − 1 then
= (0 − 0 − 0) − 0 − 0 − 3
s 1
cosh2 x = (1 + cosh 2x) from Chapter 16.
2 2
= (provided s > 0) 1
s3 Hence cosh 2 3x = (1 + cosh 6x)
2
(c) From equation (1),
1
1 Thus L{cosh2 3x} = L (1 + cosh 6x)
L{cosh at} = L (eat + e−at ) 2
2
1 1
from Chapter 16 = L{1} + L{cosh 6x}
2 2
   
1 1 1 1 1 s
= L{eat } + L{e−at } from = +
2 2 2 s 2 s 2 − 62
equations (2) and (3) 2s 2 − 36 s2 − 18
    = =
1 1 1 1 2s(s 2 − 36) s(s2 − 36)
= +
2 s −a 2 s − (−a)
Problem 5. Find the Laplace transform of
from (iii) of Table 67.1 3 sin(ωt + α), where ω and α are constants.
 
1 1 1
= +
2 s −a s +a Using the compound angle formula for sin(A + B),
  from Chapter 19, sin(ωt + α) may be expanded to
1 (s + a) + (s − a) (sin ωt cos α + cos ωt sin α). Hence,
=
2 (s − a)(s + a)
L{3sin (ωt + α)}
s
= 2 (provided s > a) = L{3(sin ωt cos α + cosωt sin α)}
s − a2
= 3 cos αL{sin ωt} + 3 sin αL{cos ωt},
Problem 4. Determine the Laplace transforms of: since α is a constant
   
(a) sin2 t (b) cosh 2 3x ω s
= 3 cos α 2 + 3 sin α 2
s + ω2 s + ω2

Section L
(a) Since cos 2t = 1 − 2sin 2 t then
from (iv) and (v) of Table 67.1
1
sin2 t = (1 − cos2t). Hence,
2 3
= (ω cos α + s sin α)
(s2 + ω2 )
1
L{sin2 t} = L (1 − cos2t)
2
1 1 Now try the following Practice Exercise
= L{1} − L{cos 2t}
2 2
   
1 1 1 s Practice Exercise 248 Introduction to
= −
2 s 2 s 2 + 22 Laplace transforms (Answers on page 892)

from (i) and (v) of Table 67.1 Determine the Laplace transforms in Problems
(s 2 + 4) − s 2 4 1 to 9.
= =
2s(s 2 + 4) 2s(s 2 + 4) 1. (a) 2t − 3 (b) 5t 2 + 4t − 3
2 t3 t5 t2
= 2. (a) − 3t + 2 (b) − 2t 4 +
s(s2 + 4) 24 15 2
740 Higher Engineering Mathematics

3. (a) 5e3t (b) 2e−2t 7. (a) cosh2 t (b) 2 sinh2 2θ


4. (a) 4 sin 3t (b) 3 cos 2t
8. 4 sin(at + b), where a and b are constants.
1
5. (a) 7 cosh 2x (b) sinh 3t 9. 3 cos(ωt − α), where ω and α are constants.
3
6. (a) 2 cos2 t (b) 3 sin2 2x s
10. Show that L(cos 2 3t − sin2 3t) =
s 2 + 36
Section L

For fully worked solutions to each of the problems in Practice Exercise 248 in this chapter,
go to the website:
www.routledge.com/cw/bird
Chapter 68
Properties of Laplace
transforms
Why it is important to understand: Properties of Laplace transforms
As stated in the preceding chapter, the Laplace transform is a widely used integral transform with many
applications in engineering, where it is used for analysis of linear time-invariant systems such as electrical
circuits, harmonic oscillators, optical devices, and mechanical systems. The Laplace transform is also a
valuable tool in solving differential equations, such as in electronic circuits, and in feedback control
systems, such as in stability and control of aircraft systems. This chapter considers further transforms
together with the Laplace transform of derivatives that are needed when solving differential equations.

At the end of this chapter, you should be able to:

• derive the Laplace transform of e atf (t)


• use a standard list of Laplace transforms to determine transforms of the form e atf (t)
• derive the Laplace transforms of derivatives
• state and use the initial and final value theorems

Hence the substitution of (s − a) for s in the transform


68.1 The Laplace transform of eat f (t) shown in equation (1) corresponds to the multiplication
of the original function f (t) by e at . This is known as a
From Chapter 67, the definition of the Laplace transform
shift theorem.
of f (t) is:

 ∞
L{f (t)} = e−st f (t) dt (1) 68.2 Laplace transforms of the form
0
 eat f(t)

Thus L{eatf (t)} = e−st (eat f (t)) dt
0 From equation (2), Laplace transforms of the form
eatf (t) may be deduced. For example:
 ∞
= e−(s−a) f (t) dt (2) (i) L{eat t n }
0
n!
Since L{t n } = n+1 from (viii) of Table 67.1,
s
(where a is a real constant) page 737.
Higher Engineering Mathematics. 978-1-138-67357-1, © 2017 John Bird. Published by Taylor & Francis. All rights reserved.
742 Higher Engineering Mathematics

n! (b) From (iii) of Table 68.1,


then L{eat t n } = from equation (2)
(s − a)n+1
above (provided s > a) L{4e3t cos 5t} = 4L{e3t cos 5t}
(ii) L{eat sin ωt}  
s −3
=4
ω (s − 3)2 + 52
Since L{sin ωt} = from (iv) of Table
s 2 + ω2
67.1, page 737. 4(s − 3)
=
ω s 2 − 6s + 9 + 25
then L{eat sin ωt}= from equa-
(s − a)2 + ω2 4(s − 3)
tion (2) (provided s > a) =
s2 − 6s + 34
(iii) L{eat cosh ωt}
Problem 2. Determine (a) L{e −2t sin 3t}
s
Since L{cosh ωt} = 2 from (ix) of Table (b) L{3eθ cosh 4θ }
s − ω2
67.1, page 737.
(a) From (ii) of Table 68.1,
s−a
then L{eat cosh ωt} = from equa-
(s − a)2 − ω2 3 3
tion (2) (provided s > a) L{e−2t sin 3t} = =
(s − (−2))2 + 32 (s +2)2 + 9
A summary of Laplace transforms of the form 3 3
= =
eat f (t) is shown in Table 68.1. s 2 + 4s + 4 + 9 s2 + 4s + 13

Problem 1. Determine (a) L{2t 4 e3t } (b) From (v) of Table 68.1,
(b) L{4e3t cos 5t}
3(s − 1)
L{3eθ cosh 4θ } = 3L{eθ cosh 4θ }=
(a) From (i) of Table 68.1, (s − 1)2 − 42

  3(s − 1) 3(s − 1)
4! = =
L{2t 4 e3t } = 2L{t 4 e3t } = 2 s 2 −2s +1−16 s2 − 2s − 15
(s − 3)4+1
Section L

2(4)(3)(2) 48 Problem 3. Determine the Laplace transforms of


= = (a) 5e−3t sinh 2t (b) 2e3t (4 cos 2t − 5 sin 2t)
(s − 3)5 (s − 3)5

(a) From (iv) of Table 68.1,


Table 68.1 Laplace transforms of the form
eatf (t)
L{5e−3t sinh 2t} = 5L{e−3t sinh 2t}
Function eatf (t) Laplace transform  
2
(a is a real constant) L{eatf (t)} =5
(s − (−3))2 − 22
n!
(i) eat t n 10 10
(s − a)n+1 = = 2
ω 2
(s + 3) − 2 2 s + 6s+9 − 4
(ii) eat sin ωt
(s − a)2 + ω2 10
s −a =
(iii) eat cos ωt s2 + 6s + 5
(s − a)2 + ω2
ω
(iv) eat sinh ωt (b) L{2e3t (4 cos 2t − 5 sin 2t)}
(s − a)2 − ω2
s −a
(v) eat cosh ωt = 8L{e3t cos 2t} − 10L{e3t sin 2t}
(s − a)2 − ω2
Properties of Laplace transforms 743

8(s − 3) 10(2) Now try the following Practice Exercise


= −
(s − 3)2 + 22 (s − 3)2 + 22

from (iii) and (ii) of Table 68.1 Practice Exercise 249 Laplace transforms
of the form eat f (t) (Answers on page 893)
8(s − 3) − 10(2) 8s − 44
= 2 2
= 2 Determine the Laplace transforms of the following
(s − 3) + 2 s − 6s + 13
functions:

Problem 4. Show that 1. (a) 2te2t (b) t 2 et


  1
1
−2x 2 48 2. (a) 4t 3 e−2t (b) t 4 e−3t
L 3e sin x = 2
(2s + 1)(4s 2 + 4s + 17)
1 3. (a) et cos t (b) 3e2t sin 2t
Since cos2x = 1 − 2 sin 2 x, sin2 x = (1 − cos 2x)
2 4. (a) 5e−2t cos 3t (b) 4e −5t sin t
Hence,
  1
1 5. (a) 2et sin2 t (b) e3t cos2 t
L 3e− 2 x sin2 x 2
  6. (a) et sinh t (b) 3e2t cosh 4t
1 1
= L 3e− 2 x (1 − cos2x) 1 −3t
2 7. (a) 2e−t sinh 3t (b) e cosh 2t
    4
3 1
−2x 3 1
−2x
= L e − L e cos2x 8. (a) 2et (cos 3t − 3 sin 3t)
2 2
⎛ ⎞ ⎛    ⎞ (b) 3e−2t (sinh 2t − 2 cosh2t)
1
s− −
3⎜ 1 ⎟ 3⎜ 2

= ⎜   ⎟− ⎜⎜   


2⎝ 1 ⎠ 2⎝ 1 2 ⎠
s− − s− − +2 2
2 2
68.3 The Laplace transforms of
from (iii) of Table 67.1 (page 737) and (iii)
derivatives
of Table 68.1 above,
  (a) First derivative
1

Section L
3 s+
3 2 Let the first derivative of f (t) be f  (t) then, from
=  −   
1 1 2 equation (1),
2 s+ 2 s+ +2 2
2 2  ∞

3 6s + 3 L{f (t)} = e−st f  (t) dt
= −   0
2s + 1 1
4 s2 + s + + 4 From Chapter 46, when integrating by parts
4
3 6s + 3  
= − dv du
2s + 1 4s 2 + 4s + 17 u dt = uv − v dt
dt dt
3(4s 2 + 4s + 17) − (6s + 3)(2s + 1)  ∞ −st 
= When evaluating 0 e f (t) dt,
(2s + 1)(4s 2 + 4s + 17)
12s 2 + 12s + 51 − 12s 2 − 6s − 6s − 3 dv
= let u = e−st and = f  (t)
(2s + 1)(4s 2 + 4s + 17) dt
48 from which,
=
(2s +1)(4s2 + 4s + 17) 
du
= −se−st and v = f  (t) dt = f (t)
dt
744 Higher Engineering Mathematics
 ∞
Hence e−st f  (t) dt 1
0  (c) L{e−at } =
 ∞ ∞ s +a
= e−st f (t) 0 − f (t)(−se−st ) dt
0
 ∞ From equation (3), L{ f  (t)} = sL{f (t)} − f (0)
−st
= [0 − f (0)] + s e f (t) dt
0 (a) Let f (t) = k, then f  (t) = 0 and f (0) = k
= −f (0) + sL{f (t)} Substituting into equation (3) gives:
assuming e−st f (t) → 0 as t → ∞, and f (0) is the value L{0} = sL{k} − k
of f (t) at t =0. Hence,
i.e. k = sL{k}

L{ f  (t)} = sL{f (t)} − f (0) ⎬ k
  Hence L{k} =
dy (3) s
or L = sL{y} − y(0) ⎭
dx (b) Let f (t) = 2t then f  (t) = 2 and f (0) = 0
where y(0) is the value of y at x = 0 Substituting into equation (3) gives:
(b) Second derivative L{2} = sL{2t} − 0
Let the second derivative of f (t) be f  (t), then from 2
i.e. = sL{2t}
equation (1), s
2
 ∞ Hence L{2t}= 2
L{ f  (t)} = e−st f  (t) dt s
0 (c) Let f (t) = e−at then f  (t) = −ae−at and f (0) = 1
Integrating by parts gives:
 ∞  Substituting into equation (3) gives:
 −st  ∞ ∞
−st 
e f (t) dt = e f (t) 0 + s e−st f  (t) dt
0 0
L{−ae−at } = sL{e−at } − 1
= [0 − f  (0)] + sL{ f  (t)}
−aL{e−at } = sL{e−at } − 1
assuming e−st f  (t) → 0 as t → ∞, and f  (0) is the
value of f  (t) at t = 0. Hence 1 = sL{e−at } + aL{e−at }
{f  (t)} = −f  (0) + s[s(f (t)) − f (0)], from equa-
tion (3), 1 = (s + a)L{e−at }
Section L

⎫ 1
L{ f  (t)} ⎪ Hence L{e−at } =

⎪ s+a
= s2 L{ f (t)} − sf (0) − f  (0) ⎪



 2 
i.e. d y (4)
or L ⎪

dx 2 ⎪
⎪ Problem 6. Use the Laplace transform of the


2  ⎭ second derivative to derive
= s L{ y} − sy(0) − y (0)
s
L{cos at} = 2
dy s + a2
where y  (0) is the value of at x = 0
dx
From equation (4),
Equations (3) and (4) are important and are used in
the solution of differential equations (see Chapter 71)
and simultaneous differential equations (Chapter 72). L{ f  (t)} = s 2 L{ f (t)} − sf (0) − f  (0)

Problem 5. Use the Laplace transform of the first


derivative to derive: Let f (t) = cos at, then f  (t) = −a sin at and
k 2 f  (t) = −a 2 cos at, f (0) = 1 and f  (0) = 0
(a) L{k} = (b) L{2t} = 2
s s
Substituting into equation (4) gives:
Properties of Laplace transforms 745

L{−a 2 cosat} = s 2 {cos at} − s(1) − 0 For example, if f (t) = 3e 4t then


i.e. −a 2 L{cosat} = s 2 L{cos at} − s
3
Hence s = (s 2 + a 2 )L{cos at} L{3e4t } =
s −4
s
from which, L{cosat} =
s2 + a2 from (iii) of Table 67.1, page 737.
By the initial value theorem,
Now try the following Practice Exercise   
3
limit [3e4t ] = limit s
t →0 s→∞ s −4
Practice Exercise 250 Laplace transforms  
0 3
of derivatives (Answers on page 893) i.e. 3e = ∞
∞−4
1. Derive the Laplace transform of the first
derivative from the definition of a Laplace i.e. 3 = 3, which illustrates the theorem.
transform. Hence derive the transform
Problem 7. Verify the initial value theorem for
1 the voltage function (5 + 2 cos3t) volts, and state its
L{1} =
s initial value.
2. Use the Laplace transform of the first deriva- Let f (t) = 5 +2 cos3t
tive to derive the transforms:
1 6 5 2s
(a) L{eat } = (b) L{3t 2 } = 3 L{f (t)} = L{5 + 2 cos3t} = +
s −a s s s2 + 9
3. Derive the Laplace transform of the second
derivative from the definition of a Laplace from (ii) and (v) of Table 67.1, page 737.
transform. Hence derive the transform
By the initial value theorem,
a
L{sin at} = 2
s + a2 limit[ f (t)] = limit [sL{ f (t)}]
t →0 s→∞
4. Use the Laplace transform of the second
derivative to derive the transforms:   
a 5 2s
i.e. limit [5 + 2 cos3t] = limit s + 2

Section L
(a) L{sinh at} = 2 t →0 s→∞ s s +9
s − a2
s  
(b) L{cosh at} = 2 2s 2
s − a2 = limit 5 + 2
s→∞ s +9
2∞2
i.e. 5 + 2(1) = 5 + = 5+2
∞2 + 9
i.e. 7 =7, which verifies the theorem in this case.
68.4 The initial and final value
The initial value of the voltage is thus 7 V
theorems
There are several Laplace transform theorems used to Problem 8. Verify the initial value theorem for
simplify and interpret the solution of certain problems. the function (2t − 3) 2 and state its initial value.
Two such theorems are the initial value theorem and the
final value theorem. Let f (t) = (2t − 3)2 = 4t 2 − 12t + 9
Let L{ f (t)} = L(4t 2 − 12t + 9)
(a) The initial value theorem states:  
2 12 9
=4 3 − 2 +
limit [ f (t)] = limit [sL{ f (t)}] s s s
t→0 s→∞
from (vii), (vi) and (ii) of Table 67.1, page 737.
746 Higher Engineering Mathematics

By the initial value theorem, i.e. limit [2 + 3e−2t sin 4t]


   t →∞   
2 8 12 9 2 12
limit[(2t − 3) ] = limit s 3 − 2 + = limit s +
t →0 s→∞

s s

s s→0 s (s + 2)2 + 16
8 12  
= limit 2 − +9 12s
s→∞ s s = limit 2 +
s→0 (s + 2)2 + 16
8 12
i.e. (0 − 3)2 = 2 − +9
∞ ∞ i.e. 2 + 0 =2 +0
i.e. 9 = 9, which verifies the theorem in this case. i.e. 2 = 2, which verifies the theorem in this case.
The final value of the displacement is thus 2 cm.
The initial value of the given function is thus 9

The initial and final value theorems are used in pulse


(b) The final value theorem states: circuit applications where the response of the circuit
for small periods of time, or the behaviour immediately
after the switch is closed, are of interest. The final value
limit [f (t)] = limit [sL{ f (t)}]
t→∞ s→0 theorem is particularly useful in investigating the sta-
bility of systems (such as in automatic aircraft-landing
For example, if f (t) = 3e −4t then: systems) and is concerned with the steady state response
   for large values of time t, i.e. after all transient effects
−4t 3
limit [3e ] = limit s have died away.
t →∞

s→0
s + 4
3
i.e. 3e−∞ = (0) Now try the following Practice Exercise
0+4
i.e. 0 = 0, which illustrates the theorem.
Practice Exercise 251 Initial and final
Problem 9. Verify the final value theorem for the value theorems (Answers on page 893)
function (2 + 3e−2t sin 4t) cm, which represents the 1. State the initial value theorem. Verify the theo-
displacement of a particle. State its final steady rem for the functions (a) 3 − 4 sin t (b) (t − 4) 2
value. and state their initial values.
Let f (t) = 2 + 3e−2t sin 4t 2. Verify the initial value theorem for the voltage
functions: (a) 4 +2 cost (b) t − cos 3t and state
Section L

L{ f (t)} = L{2 + 3e−2t sin 4t} their initial values.


 
2 4 3. State the final value theorem and state a prac-
= +3
s (s − (−2))2 + 42 tical application where it is of use. Verify the
2 12 theorem for the function 4 +e −2t (sin t + cos t)
= + representing a displacement and state its final
s (s + 2)2 + 16
value.
from (ii) of Table 67.1, page 737 and (ii) of
Table 68.1 on page 742. 4. Verify the final value theorem for the function
By the final value theorem, 3t 2 e−4t and determine its steady state value.
limit[ f (t)] = limit [sL{ f (t)}]
t →∞ s→0

For fully worked solutions to each of the problems in Practice Exercises 249 to 251 in this chapter,
go to the website:
www.routledge.com/cw/bird
Chapter 69
Inverse Laplace transforms
Why it is important to understand: Inverse Laplace transforms
Laplace transforms and their inverses are a mathematical technique which allows us to solve differential
equations, by primarily using algebraic methods. This simplification in the solving of equations, coupled
with the ability to directly implement electrical components in their transformed form, makes the use of
Laplace transforms widespread in both electrical engineering and control systems engineering. Laplace
transforms have many further applications in mathematics, physics, optics, signal processing, and proba-
bility. This chapter specifically explains how the inverse Laplace transform is determined, which can also
involve the use of partial fractions. In addition, poles and zeros of transfer functions are briefly explained;
these are of importance in stability and control systems.

At the end of this chapter, you should be able to:

• define the inverse Laplace transform


• use a standard list to determine the inverse Laplace transforms of simple functions
• determine inverse Laplace transforms using partial fractions
• define a pole and a zero
• determine poles and zeros for transfer functions, showing them on a pole–zero diagram

69.1 Definition of the inverse Laplace 69.2 Inverse Laplace transforms of


transform simple functions

If the Laplace transform of a function f (t) is F (s), Tables of Laplace transforms, such as the tables in
i.e. L{ f (t)} = F (s), then f (t) is called the inverse Chapters 67 and 68 (see pages 737 and 742) may be
Laplace transform of F (s) and is written as used to find inverse Laplace transforms.
f (t) = L−1 {F (s)}   However, for convenience, a summary of inverse
1 1 Laplace transforms is shown in Table 69.1.
For example, since L{1} = then L−1 =1
s s
a
Similarly, since L{sin at} = 2 then
s + a2 Problem 1. Find the following inverse Laplace
  transforms:
a    
L−1 2 = sin at, and so on. −1 1 −1 5
s + a2 (a) L (b) L
s2 + 9 3s − 1

Higher Engineering Mathematics. 978-1-138-67357-1, © 2017 John Bird. Published by Taylor & Francis. All rights reserved.
748 Higher Engineering Mathematics
⎧ ⎫
Table 69.1 Inverse Laplace transforms ⎪ ⎪
  ⎪
⎨ ⎪

5 5
F (s) = L{ f (t)} L−1 {F (s)} = f (t) (b) L−1 = L−1 
3s − 1 ⎪
⎪ 1 ⎪

⎩3 s − ⎭
1 3
(i) 1
s ⎧ ⎫

⎪ ⎪

(ii)
k 5 −1 ⎨ 1 ⎬ 5 1
= e3t
k
s = L 
3 ⎪
⎪ 1 ⎪
⎪ 3
1
⎩ s− ⎭
(iii) eat 3
s −a
a
from (iii) of Table 69.1
(iv) sin at
s 2 + a2
s Problem 2. Find the following inverse Laplace
(v) cos at
s 2 + a2 transforms:
1    
(vi) t −1 6 −1 3
s2 (a) L (b) L
s3 s4
2!
(vii) t2  
s3
2
(a) From (vii) of Table 69.1, L −1
= t2
(viii)
n!
tn s3
s n+1
   
a −1 6 −1 2
(ix) sinh at Hence L =3L = 3t 2
s 2 − a2 s3 s3
s
(x) cosh at
s 2 − a2 (b) From (viii) of Table 69.1, if s is to have a power
n! of 4 then n = 3
(xi) eat t n
(s − a)n+1    
3! 6
ω Thus L−1 4 = t 3 i.e. L−1 4 = t 3
(xii) eat sin ωt s s
(s − a)2 + ω2
   
s −a 3 1 −1 6 1
(xiii) eat cos ωt Hence L−1 = L = t3
Section L

(s − a)2 + ω2 s4 2 s4 2
ω
(xiv) eat sinh ωt
(s − a)2 − ω2
s −a Problem 3. Determine
(xv) eat cosh ωt    
(s − a)2 − ω2 7s 4s
(a) L −1 (b) L −1
s2 + 4 s 2 − 16

(a) From (iv) of Table 69.1,    


  7s s
a (a) L−1 = 7L −1 = 7 cos 2t
L−1 2 = sin at, s2 + 4 s 2 + 22
s + a2
   
−1 1 −1 1 from (v) of Table 69.1
Hence L =L
s2 + 9 s 2 + 32    
4s s
  (b) L−1 = 4L −1
1 3 s 2 − 16 s 2 − 42
= L−1 2
3 s + 32
= 4 cosh 4t
1 from (x) of Table 69.1
= sin 3t
3
Inverse Laplace transforms 749

   
Problem 4. Find 2(s + 1) 2(s + 1)
    (b) L−1 = L−1
−1 3 −1 2 s 2 + 2s + 10 (s + 1)2 + 32
(a) L (b) L
s2 − 7 (s − 3)5 = 2e−t cos 3t

from (xiii) of Table 69.1


(a) From (ix) of Table 69.1,
 
−1 a Problem 6. Determine
L = sinh at  
s2 − a2 −1 5
(a) L
Thus s 2 + 2s − 3
     
3 1 4s − 3
L −1
= 3L −1
√ (b) L−1 2
s2 − 7 s 2 − ( 7)2 s − 4s − 5
√ 
3 −1 7    
=√ L √ 5 5
7 s 2 − ( 7)2 (a) L −1
=L−1
s 2 + 2s − 3 (s + 1)2 − 22
3 √ ⎧ ⎫
= √ sinh 7t ⎪ 5 ⎪
7 ⎨ (2) ⎬
=L−1 2
(b) From (xi) of Table 69.1, ⎪
⎩ (s + 1) − 2 ⎪
2 2

 
n!
L−1 = eat t n 5
(s − a)n+1 = e−t sinh 2t
  2
−1 1 1
Thus L = eat t n
(s − a)n+1 n! from (xiv) of Table 69.1
 
−1 2
and comparing with L shows that    
(s − 3)5 4s − 3 4s − 3
n = 4 and a =3 (b) L−1 =L−1
s 2 − 4s − 5 (s − 2)2 − 32
Hence  
4(s − 2) + 5
= L−1
    (s − 2)2 − 32

Section L
2 1  
L−1 = 2L −1
4(s − 2)
(s − 3)5 (s − 3)5 = L−1
 (s − 2)2 − 32
1 3t 4 1  
=2 e t = e3t t 4 5
4! 12 +L −1
(s − 2)2 − 32
Problem 5. Determine ⎧ ⎫
  ⎪ 5 ⎪
3 ⎨ (3) ⎬
(a) L −1 2t
= 4e cosh 3t + L −1 3
s 2 − 4s + 13 ⎪
⎩ (s − 2) − 3 ⎪
2 2

 
2(s + 1)
(b) L−1 2 from (xv) of Table 69.1
s + 2s + 10
5 2t
    = 4e2t cosh 3t + e sinh 3t
3 3 3
(a) L−1 = L−1
s 2 − 4s + 13 (s − 2)2 + 32
from (xiv) of Table 69.1
= e2t sin 3t
from (xii) of Table 69.1
750 Higher Engineering Mathematics

Now try the following Practice Exercise fractions which may be inverted on sight. For example,
the function,
Practice Exercise 252 Inverse Laplace 2s − 3
F (s) =
transforms of simple functions (Answers on s(s − 3)
page 893) cannot be inverted on sight from Table 69.1. However,
Determine the inverse Laplace transforms of the 2s − 3 1 1
by using partial fractions, ≡ + which
following: s(s − 3) s s − 3
may be inverted as 1 +e 3t from (i) and (iii) of Table 67.1.
7 2
1. (a) (b) Partial fractions are discussed in Chapter 2, and a sum-
s s −5 mary of the forms of partial fractions is given in Table 2.1
3 2s on page 16.
2. (a) (b) 2
2s + 1 s +4
 
4s − 5
Problem 7. Determine L −1
1 4 2
s −s −2
3. (a) 2
(b) 2
s + 25 s +9
4s − 5 4s − 5 A B
5s 6 ≡ ≡ +
4. (a) 2
(b) 2 s2 − s − 2 (s − 2)(s + 1) (s − 2) (s + 1)
2s + 18 s
A(s +1) + B(s −2)
5 8 ≡
5. (a) 3 (b) 4 (s − 2)(s + 1)
s s
Hence 4s − 5 ≡ A(s + 1) + B(s −2)
3s 7 When s = 2, 3 = 3A, from which, A =1
6. (a) (b) 2
1 2 s − 16 When s = −1, −9 = −3B, from which, B = 3
s −8  
2 4s −5
Hence L−1 2
15 4 s −s −2
7. (a) (b)  
3s 2 − 27 (s − 1)3 1 3
≡ L−1 +
s −2 s +1
1 3
8. (a) (b)    
(s + 2)4 (s − 3)5 −1 1 −1 3
=L +L
Section L

s −2 s +1
s +1 3
9. (a) (b)
s 2 + 2s + 10 s 2 + 6s + 13 = e2t + 3e−t , from (iii) of Table 69.1

2(s − 3) 7  
10. (a) 3s 3 + s 2 + 12s + 2
2
s − 6s + 13
(b) 2
s − 8s + 12 Problem 8. Find L−1
(s − 3)(s + 1)3
2s + 5 3s + 2 3s 3 + s 2 + 12s + 2
11. (a) (b)
s 2 + 4s − 5 s 2 − 8s + 25 (s − 3)(s + 1)3
A B C D
≡ + + +
s − 3 s + 1 (s + 1)2 (s + 1)3

A(s + 1)3 + B(s − 3)(s + 1)2
69.3 Inverse Laplace transforms using
+ C(s − 3)(s + 1) + D(s − 3)
partial fractions ≡
(s − 3)(s + 1)3
Sometimes the function whose inverse is required is not Hence
recognisable as a standard type, such as those listed in
Table 69.1. In such cases it may be possible, by using 3s 3 + s 2 + 12s + 2 ≡ A(s + 1)3 + B(s − 3)(s + 1)2
partial fractions, to resolve the function into simpler + C(s − 3)(s + 1) + D(s − 3)
Inverse Laplace transforms 751

When s = 3, 128 =64A, from which, A = 2 = 2e−3t + 3 cos t − sin t


When s = −1, −12 =−4D, from which, D = 3 from (iii), (v) and (iv) of Table 69.1
Equating s 3 terms gives: 3 =A + B from which, B = 1  
7s + 13
Problem 10. Find L−1
Equating constant terms gives: s(s 2 + 4s + 13)
2 = A − 3B − 3C − 3D
7s + 13 A Bs + C
i.e. 2 = 2 − 3 − 3C − 9 ≡ + 2
s(s 2 + 4s + 13) s s + 4s + 13
from which, 3C = −12 and C = − 4
A(s 2 + 4s + 13) + (Bs + C)(s)

Hence s(s 2 + 4s + 13)
 3 2 
−1 3s + s + 12s + 2 Hence 7s + 13 ≡ A(s 2 + 4s + 13) +(Bs + C)(s).
L
(s − 3)(s + 1)3
  When s = 0, 13 = 13A, from which, A = 1
2 1 4 3
≡ L−1 + − + Equating s 2 terms gives: 0 =A + B, from which,
s − 3 s + 1 (s + 1)2 (s + 1)3 B = −1
3 gives: 7 = 4A
= 2e3t + e−t − 4e−t t + e−t t 2 Equating s terms
  +C, from which, C = 3
2 7s + 13
Hence L−1
from (iii) and (xi) of Table 69.1 s(s 2 + 4s + 13)
 
1 −s + 3
≡ L−1 + 2
Problem 9. Determine s s + 4s + 13
 
5s 2 + 8s − 1    
L−1 −1 1 −1 −s + 3
(s + 3)(s 2 + 1) ≡L +L
s (s + 2)2 + 32
5s 2 + 8s − 1 Bs + C    
−1 −(s + 2) + 5
A
≡ + 2 −1 1
2
(s + 3)(s + 1) s + 3 (s + 1) ≡L +L
s (s + 2)2 + 32
A(s 2 + 1) + (Bs + C)(s + 3)    
≡ 1 s +2
(s + 3)(s 2 + 1) ≡ L−1 − L−1
s (s + 2)2 + 32

Section L
 
Hence 5s 2 + 8s − 1 ≡ A(s 2 + 1) + (Bs + C)(s + 3) 5
+ L−1
When s = −3, 20 =10A, from which, A = 2 (s + 2)2 + 32

Equating s 2 terms gives: 5 =A + B, from which, B = 3, 5


since A = 2 ≡ 1 − e−2t cos 3t + e−2t sin 3t
3
from (i), (xiii) and (xii) of Table 69.1
Equating s terms gives: 8 = 3B + C, from which,
C = −1, since B = 3
  Now try the following Practice Exercise
−1 5s 2 + 8s − 1
Hence L
(s + 3)(s 2 + 1)
  Practice Exercise 253 Inverse Laplace
−1 2 3s − 1 transforms using partial fractions (Answers
≡L +
s + 3 s2 + 1 on page 893)
    Use partial fractions to find the inverse Laplace
2 3s
≡ L−1 + L−1 2 transforms of the following functions:
s +3 s +1
  11 −3s
−1 1 1.
−L s 2 + 2s − 3
s2 + 1
752 Higher Engineering Mathematics

s +2
a zero at s = −3 and has simple
2s 2 − 9s − 35 s(s − 1)(s + 4)(2s + 1)
2. 1
(s + 1)(s − 2)(s + 3) poles at s = 0, +1, −4, and − and a zero at s = −2
2
5s 2 − 2s − 19
3.
(s + 3)(s − 1)2 Pole–zero diagram
3s 2 + 16s + 15 The poles and zeros of a function are values of complex
4.
(s + 3)3 frequency s and can therefore be plotted on the complex
frequency or s-plane. The resulting plot is the pole–zero
7s 2 + 5s + 13
5. diagram or pole–zero map. On the rectangular axes,
(s 2 + 2)(s + 1) the real part is labelled the σ -axis and the imaginary
part the jω-axis.
3 + 6s + 4s 2 − 2s 3
6. The location of a pole in the s-plane is denoted by a
s 2 (s 2 + 3) cross (×) and the location of a zero by a small circle
26 −s 2 (o). This is demonstrated in the following examples.
7. From the pole–zero diagram it may be determined that
s(s 2 + 4s + 13)
the magnitude of the transfer function will be larger
when it is closer to the poles and smaller when it is
close to the zeros. This is important in understanding
what the system does at various frequencies and is cru-
69.4 Poles and zeros cial in the study of stability and control theory in
It was seen in the previous section that Laplace trans- general.
φ(s)
forms, in general, have the form f (s) = . This is
θ (s) Problem 11. Determine for the transfer function:
the same form as most transfer functions for engineer-
400 (s + 10)
ing systems, a transfer function being one that relates R(s) =
the response at a given pair of terminals to a source or s (s + 25)(s 2 + 10s + 125)
stimulus at another pair of terminals. (a) the zero and (b) the poles. Show the poles and
zero on a pole–zero diagram.
Let a function in the s domain be given by:
φ(s)
f (s) = where φ(s) is of less (a) For the numerator to be zero, (s + 10) = 0
(s − a)(s − b)(s − c)
degree than the denominator.
Section L

Hence, s = −10 is a zero of R(s)


Poles: The values a, b, c, … that makes the denomi-
(b) For the denominator to be zero, s = 0 or s = −25
nator zero, and hence f (s) infinite, are called
or s 2 + 10s + 125 =0
the system poles of f (s).
If there are no repeated factors, the poles are Using the quadratic formula.
simple poles.  √
If there are repeated factors, the poles are −10 ± 102 −4(1)(125) −10 ± −400
s= =
multiple poles. 2 2
Zeros: Values of s that make the numerator φ(s) zero, −10 ±j 20
=
and hence f (s) zero, are called the system 2
zeros of f (s).
= (−5 ± j 10)
s −4 Hence, poles occur at s = 0, s = −25, (−5 +j10)
For example: has simple poles at s = −1
(s + 1)(s − 2) and (−5 − j10)
s +3
and s = +2, and a zero at s = 4 has a The pole–zero diagram is shown in Figure 69.1.
(s + 1)2 (2s + 5)
5
simple pole at s = − and double poles at s = −1, and
2
Inverse Laplace transforms 753
j␻ j␻

j10 j

24 23 22 21 0 1 2 3 ␴
2j

225 220 215 210 25 0

Figure 69.2

2j10
It is seen from these problems that poles and zeros are
always real or complex conjugate.

Figure 69.1 Now try the following Practice Exercise

Practice Exercise 254 Poles and zeros


Problem 12. Determine the poles and zeros for
(Answers on page 893)
(s + 3)(s − 2)
the function: F (s) = 1. Determine for the transfer function:
(s + 4)(s 2 + 2s + 2)
50 (s + 4)
and plot them on a pole–zero map. R(s) =
s (s + 2)(s 2 − 8s + 25)
(a) the zero and (b) the poles. Show the poles
For the numerator to be zero, (s + 3) = 0 and (s − 2) = 0, and zeros on a pole–zero diagram.
hence zeros occur at s = −3 and at s = +2 Poles occur 2. Determine the poles and zeros for the function:
when the denominator is zero, i.e. when (s + 4) = 0, i.e. (s − 1)(s + 2)
F (s) = and plot them on
s = −4, and when s 2 + 2s + 2 =0 (s + 3)(s 2 − 2s + 5)
a pole–zero map.
 √
− 2 ± 22 − 4(1)(2) − 2 ± −4 s −1
i.e. s = = 3. For the function G(s) =
2 2 (s + 2)(s 2 + 2s + 5)
determine the poles and zeros and show them

Section L
−2 ± j2 on a pole–zero diagram.
= = (−1 + j) or (−1 − j)
2 4. Find the poles and zeros for the transfer func-
s 2 − 5s − 6
The poles and zeros are shown on the pole–zero map of tion: H (s) = and plot the results in
s(s 2 + 4)
F (s) in Figure 69.2. the s-plane.

For fully worked solutions to each of the problems in Practice Exercises 252 to 254 in this chapter,
go to the website:
www.routledge.com/cw/bird

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