Advanced Engineering Mathematics
Advanced Engineering Mathematics
Advanced Engineering Mathematics
b
Control Systems - Imperial College London; cMember, IEEE Control Systems
Society (CSS)
ARTICLE HISTORY
Compiled March 27, 2022
ABSTRACT
This material covers the Laplace (L) transform constituting the definition, the
important formulas along with the properties. The followings are the inverse with
some applications in the end, from the linear systems of differential equations,
oscillator harmonic, electrical to mechanical structure
KEYWORDS
The Laplace L−transform
1. Introduction
The physical phenomena are mostly interpreted with the ordinary or partial
differential equations depending on the boundaries. One of the trivial solutions to cope
with those cases is to apply Laplace transform converting the differential equations
into an algebraic expressions which could be switched into original problem. The
discontinuity functions could also be handled by the transformation whereas other
methods fail. Moreover, various algorithms such as Fourier transform derive from the
Laplace transform. Dealing with either ODE or PDE, even control theories, with certain
boundaries without solving the arbitrary constants are the instances of the Laplace
benefits.
2. Definition
Function of time f(t),∀t > 0 comprises a real- or complex-valued and its Laplace (L)
transform is denoted as the semi-infinite integral, therefore
L (1)
0 0
1
3. Transform of Important Sequences
The whole operators could be transformed into Laplace, but there are certain
important sequences as a basis of some complex mixed operators. Therefore, this
chapter comprehensively delivers seven (7) theorems with proofs to those key
sequences.
Theorem 3.1. Suppose f(t) is a constant value of λ,∀t > 0. The Laplace transform is then
written as,
0 (2)
Theorem 3.2. Suppose the function of (t) is defined as f(t) = eλt with certain constant λ.
The Laplace transform of such function is written as follows,
(3)
Keep in mind that as λ is negative such that e−λt, the Laplace transform is positive.
Theorem 3.3. Suppose f(t) = tn where (n) as a positive integer. Transforming into
Laplace is initiated by partial integral resulting a general formula of sequences,
(integral by part)
(general formulae)
(ϕ0 = t0)
2
L (4)
Theorem 3.4. Suppose f(t) = sin βt, its Laplace transform requires the alteration of
(sin) into exponential (e) term, therefore
(Theorem 3.2)
(5)
(Theorem 3.2)
(6)
The only different between (cos) and (sin) lies in the numerator of (s) and (β) in turn.
Theorem 3.6. The hyperbolic sine function of f(t) = sinh βt needs also to change to
exponential (e) term without imaginary (i) axis, such that
(Theorem 3.2)
(7)
Theorem 3.7. The counterpart hyperbolic cosine function of f(t) = cosh βt uses the same
procedure as the preceding, yielding
3
(Theorem 3.2)
(8)
Example 1. Find the Laplace transform of the following functions according to the
Theorem (3.1) - (3.7)!
(1) L[3]
Having discussed the important formulas, the properties of Laplace transform are
divided into eleven theorems so as to ease the transformation.
Proof.
4.2. The First-Shifting Theorem if the Laplace transform of xt equals to X(s) with α
comprises any real numbers, then
L ) (10)
4
L
Corollary 4.2.1. From Eq. (10) further formulae could be then assigned, such that
L L
L L
L L
Example 3. Find the Laplace transform of the following functions!
4.3. Derivative of xt
Suppose the Laplace of xt equals X(s), then the Laplace transform of its derivative xt is
denoted as in the following with (x0) represents the function of (xt) at t = 0
L (11)
Proof.
Corollary 4.3.1. The term ϕn in s−domain and ϕ(n) in (x0) indicate the power of n and the
n−th derivative of xt in turn.
Proof.
5
L
(second derivative)
L xt = sL xt − x0
(fourth derivative)
x x x x
L t = s L[xt] − s L[x0] − s L 0 −sL 0 − ··· − 0
As the physical problems such as mechanical and electrical structure along with
oscillator harmonic are formulated into differential equations, this term is absolutely a
key formula and one of the most trivial to deal with those cases.
4.4. Integration of xt if L[xt] = X(s), then its Laplace transform of integral xt from 0 → t is
shown below
L ) (13)
4.5. Multiplication by tn
Suppose n = 1 and L[xt] = X(s), then the Laplace transform of xt being multiplied by t is
depicted as follows. As the number of (n) is becoming higher, the power of derivative
would parallel with that (n).
L ) (14)
Proof.
6
L
Corollary 4.5.1. If the positive integer number of n > 1, the (n) refers to the power of its
derivative in the Laplace domain, therefore
) (15)
L
Example 4. Find the Laplace transform of the following functions!
4.6. Division by 1t
if L[xt] = X(s), then its Laplace transform of xt divided by (t) is the integral of X(s) with
respect to s from s → ∞, such that
7
where the followings are the important derivative of angle (sin −1,cos−1,tan−1) and their
counterpart (csc−1,sec−1,cot−1)
Proof.
Corollary 4.6.1. Let t power (n),∀n > 1, the integral of X(s) would be n−th times
according to (n), known as Cauchy’s integral formula (sequences). The general result is
written in Eq. (17) whereas the steps to obtain are explained in the followings as Eq. (18)
with further definition of σn(x) in Eq. (19). Note that the difference between ϕ (−n) and ϕ(n)
lies in integral (−) and derivative (+) respectively.
L 1 (17)
Z
ϕ(x)dx = ϕ(−1)(x) + C1 (first)
ZZ
ϕ(x)dxdx = ϕ(−2)(x) + xC1 + C2 (second)
(third)
...
1 (18)
The proposed variable of σn(x) is to cover the function of (x) in Cn and the general
formula is written as follows with the example of σ5(x)
(19)
such that,
8
4.7. Unit-Impulse or Dirac Delta Function
This impulse function is the outlier of any properties of Laplace transform because it
requires a very limited time of (k). Moreover, it is denoted from other functions while
the common transformations are affected by its inputs and corresponding outputs. if xt
= 1 and k placed in between of p and q, such that p < k ≤ q, then
This means that the dirac delta function describes the value of certain time (k) as
shown in Fig. (??) in a function of xt, therefore the multiplication of those two result
in xk. Note that the boundary is not always ∓∞ meaning that the closest boundary to k
is satisfied, such that
(20)
Suppose the dirac-delta function is differentiated and placed anywhere apart from k =
0, it then yields,
Z∞ Z∞
xt δ0(t − k) = [xt δ (t − k)]∞−∞ − xt0 δ (t − k) dt
−∞ −∞
= (0 − 0) − x0k → −x0k
Proof. Let δ(k),k → 0, then the Laplace transform of the shifting comprises,
9
L
, t<k
Figure 2.: (Left): The function step of 1 · u(t) whereas (Right): The function of xt = 1 with the
effect of Heaviside unit-step from u(t − k)
The idea is that the effect of u(t − k) suppresses the t2,∀ − ∞ ≤ t < k and then turn on
the function of t2,∀t ≥ k. Indeed, the Laplace transform of such Heaviside unit-step is
written in the following. If k = 0, that would be the same as Theorem (3.1), otherwise it
is on par with Eq. (21). Note that Fig. 4 is the questions to deal with Heaviside unit-
step function.
10
L (21)
Proof.
Suppose a function xt in Fig 4 (left) which could be solved with two different ways,
conventional and Laplace, yet it is focused on the properties of Laplace:
(
7, t < 2
xt = −→ 7u(t) − 2u(t − 2) 5, t ≥ 2
such that,
therefore,
To comprehensively understand the Heaviside unit-step, Fig. 5 shows the effects of the
properties with four different conditions. The first graph (top-left) is the function of xt
= sin(t)u(t) while the (top-right) constitutes xt = sin(t)u(t − 90◦). The Heaviside cuts the
11
function before 90◦ and turns on after it. Furthermore, the (bottom-left) is shifting the
original function from sin(t) to sin(t − 90◦), meaning that the starting point of t = 0 is
90◦. The last is (bottom-right) which is then suppressed at 90 ◦, such that the function of
xt = sin(t − 90◦)u(t − 90◦). This is also the same as xt = sin(t) being shifted along t−axis
via an interval of k◦ unit. Another terse-instance is Fig. 6 with exponential function (e)
in which the schemes are on par with those of Fig. 5.
Figure 5.: Two function of xt = sin(t) with different Heaviside unit-step function
Figure 6.: Two function of xt = e−t with different Heaviside unit-step function
Similarly, the functions in Fig. 6 are accounted for the following formulas. While the
ordinary graph e−t in (top-left) is then suppressed prior to t = k in (top-right), the
shifted graph of the ordinary e−(t−k) is started at t = k in (bottom-left) and it is also
switched on at t = α before -off at t = β in (bottom-right), such that
xt = e−t u(t) −→ e−t u(t − k) (top)
xt = e−(t−k) u(t − k) −→ e [u(t − α) − u(t − β])
−t
(bottom)
4.9. The Second-Shifting Theorem
12
If L[xt] = F(s), then the Laplace transform of xt−k u(t − k) as in Fig. 5 (bottom-right) and
Fig. 6 (bottom-left) is written by
Proof.
Corollary 4.9.1. Suppose L[xt] = F(s) and a function of xt as defined in top-right of Fig. 5
and Fig. 6, the Laplace transform is then written as
Proof.
i
(1) Lh(t − 2)3 u(t − 2)
(2) L[sin 3(t − 1)u(t − 1)]
(7) L[sinh 2t] at 2π ≤ t < 4π
(4) L[cosh 2(t − 90◦)u(t − 90◦)] (8) L[cos 3t] at 3π ≤ t < 6π
13
Figure 7.: Periodic Function of f(t) at nT,∀n ≥ 1
L (24)
Suppose as the i−th periodic function with the period of T. The first cycle and the
second would be the same apart from the boundaries of the function of interval T. The
general formula of n−th periodic function with interval T is defined in Eq. (25),
therefore
t, T ≤ t < 2T
x
, otherwise
t, iT ≤ t < (i + 1)T
0 (25)
According the information of Eq. (25), the sequence is denoted in Eq. (26), meaning
that each sequence of has the boundary to turn on and -off the function
[1] [2] [3]
xt = xt + xt + xt + ...
Proof.
L
h (3) i Z∞ −st (3) −2sT Z T e−st xt dt = e−2sT F†(s)
L xt = e xt dt = e
0 0
...
14
L
L
While the right-side periodic function in Fig. (26) comprises,
Suppose L[xt] = X(s) and L[yt] = Y (s), the convolution of the two functions is written in
Eq. (28) whereas its Laplace transform is made of in Eq. (29). The convolution w.r.t
certain variable (t) should be altered first into any other term (τ), such that
(28)
15
L ) (29)
Proof.
Z∞ Zt
L[xt ∗ yt] = e −st
x(τ)y(t − τ)dτ dt
0 0
Z ∞Z ∞
= e−st x(τ)y(t − τ)dtdτ
0 τ
Z∞ Z∞
= e−sτ x(τ)dτ e−s(t−τ) y(t − τ)dt (v = t − τ)
0 τ
There are various methods to solve the inverse Laplace transform based on the
structure of such X(s) and the followings are the ways to deal with certain X(s).
5.1. Inspection
This kind of method is just the exact picture of Laplace transform. Without any further
scheme, the inverse should be able to be obtained.
L [X(s)] = xt (30)
−1
Example 9. Find the inverse Laplace transform of the following functions of X(s)!
5.2. Multiplication by s
This method occurs when there is a (s) multiplication of X(s). Keep in mind that certain
method sometimes overlaps another so that this (s) multiplication constitutes the
most. To solve the inverse is due to the preference way of the test-taker, therefore
16
L (31)
Example 10. Find the inverse Laplace transform of the following functions of X(s)!
5.3. Division by 1s
L (32)
Example 11. Find the inverse Laplace transform of the following functions of X(s)!
Example 12. Find the inverse Laplace transform of the following functions of X(s)!
17
5.5. Second-Shifting Theorem
In this method, to simplify it is important to note that the common way to write the
shifted function u(t − ϕ) is uϕ(t)
L ) (34)
Example 13. Find the inverse Laplace transform of the following functions of X(s) and
from 6 to 10, sketch the function of xt!
L (35)
Example 14. Find the inverse Laplace transform of the following functions of X(s)!
18
5.7. Partial Fractions Method
This method is powerful yet the idea lies in ability to seek the roots of certain
polynomials and they could be independent and the same which uses different
treatment.
L (36)
Example 15. Find the inverse Laplace transform of the following functions of X(s)!
L (37)
From Eq. (37), the inverse Laplace transform solution of the following function X(s) is
written as,
The following is the convolution theorem as defined below. The individual inverse from
the two xt and yt should be acknowledged before conducting the integral with certain
function τ other than the original (t), therefore
19
L (38)
L where
such that,
The third is Heaviside formula of two functions of X(s) and Y (s). If the degree of the
numerator X(s) is less than that of denominator Y (s) and suppose ϕ1,ϕ2,ϕ3,...,ϕn
become the roots of such denominator Y (s), then
L(39)
for instance,
2
+ 5s − 4
X(s ) = 2s
Lwhere
such that,
20
The last comes to the Periodic function which is primarily based on the
binomial series expansion of power n = −1,
Example 16. Find the inverse Laplace transform of the following functions of
X(s) using those four methods!
From this, the term we would like to operate is X(s) before switching back
into the inverse Laplace transform. The term x0 should be considered and
collected in the right-side of the equation and arranged as numerator and
21
denominator. This is then inversed based on the insight from the preceding
theorems
follows,
22
These two instances involve more dynamic input other than impulse, such as
(sin) and exponential (e). Solve the differential equation of ¨x + 2x˙ + 2x =
5sin t where both x0 and ˙x0 are zero, therefore the Laplace transform is
written as
applying the partial fractions method, the inverse of such X(s) is resulted in,
(partial fraction, A
and B)
Likewise, implementing the partial fractions method, the inverse of the X(s)
is yielded below
23
7. Harmonic Oscillators
giving,
The systems runs simple harmonic, the oscillatory motion of the following
properties, such that
where the frequency and the period are depicted in the following by
considering the conversion of (Hz) to radian per unit time,
f = 4 (rad/unit of time)
(Damped Motion) Consider the expression of the system 5¨xt +5x˙t +10xt = 0
with x0 = 0 and ˙x0 = 4, then the Laplace transform and the inverse are
24
L[5x¨t + 5x˙t + 10xt] = L[0]
keep in mind that the presence of ˙xt leads to equilibrium with the properties
as follow
(rad/unit of time)
(Forced Harmonic Motion with Damping) Suppose the input is exponential
term (e) such that ¨xt + x˙t + xt = et with x0 = 0 and ˙x0 = 0, the Laplace transform
is represented as follows,
, then
(rad/unit of time)
(Resonance) This type of harmonic motion is called the resonance due to the
inhomogeneous differential equation in the right-hand side, suppose the
ordinary system x¨t + xt = 0 with x0 = 0 and ˙x0 = 1, then the Laplace is
While the resonance happens if the right side occurs having the same period
of the natural frequency of the system, suppose ¨xt + xt = −2sin t with x0 = 0
and ˙x0 = 1
25
L[x¨t + xt] = L[−2sin t]
where
(rad/unit of time)
8. Electrical Circuits
on the inversion, the current (i) w.r.t (t) is defined as the inverse Laplace
transform of the right-hand side, such that
where those two result in the current (i) in terms of (t) and the shifted time
(t − λ) shows the time of the activated function of (t)
26
The second instance is the series of LC− circuit with conductance (C) and
inductance (L) assuming that L = 1 Henry, C = 1 Farad, zero initial current
and charge on capacitor along with v(t) = t,∀0 < t ≤ 1 and 0 otherwise, solve
the charge q(t) in terms of t!
with the final result as follows. There are two condition of time, the first the
when the starting time happens at t = 0 and the rest is when the time is
beyond the desired v(t) at t > 1
0≤ t< 1
q(t)= zt − }sin
| {t − [1 − cos( t − 1)]u (t − 1) − [(t − 1) − sin( t − 1)]u (t − 1) (41)
| t{≥z1 }
27
28