Eng - Analysis Lec.3 (Laplace Tran)
Eng - Analysis Lec.3 (Laplace Tran)
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.
Higher Engineering Mathematics. 978-1-138-67357-1, © 2017 John Bird. Published by Taylor & Francis. All rights reserved.
736 Higher Engineering Mathematics
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
∞ 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
=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
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
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.
∞
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
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
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:
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)
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
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.
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
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
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
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
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
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.
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