Laplace Transforms

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Laplace Transforms

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

The solution of most electrical circuit problems where k is any constant.


can be reduced ultimately to the solution of differ- Similarly,
ential equations. The use of Laplace transforms 
provides an alternative method 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
0
Definition of a Laplace transform  ∞
+b e−st g(t) dt
The Laplace transform of the function f (t) is defined 0
∞
by the integral 0 e−st f (t) dt, where s is a parameter
assumed to be a real number. i.e. L{a f (t) + bg(t)} = aL{ f (t)} + bL{g(t)}, (3)
where a and b are any real constants.
Common notations used for the Laplace transform The Laplace transform is termed a linear opera-
There are various commonly used notations for the tor because of the properties shown in equations (2)
Laplace transform of f (t) and these include: and (3).
(i) L{ f (t)} or L{ f (t)}
(ii) L( f ) or Lf
Laplace transforms of elementary
(iii) f (s) or f (s)
functions
Also, the letter p is sometimes used instead of s as
the parameter. The notation adopted will be f (t) for Using the definition of the Laplace transform in
the original function and L{ f (t)} for its Laplace equation (1) a number of elementary functions may
transform. be transformed.
(a) f (t) = 1. From equation (1),
  ∞  −st ∞
∞ −st e
L{ f (t)} = e−st f (t) d t (1) L{1} = e (1) dt =
0 −s 0
0
1 −s(∞) 1
= − [e − e0 ] = − [0 − 1]
s s
Linearity property of the Laplace 1
= (provided s > 0)
transform s

From equation (1), (b) f (t) = k. From equation (2),


 ∞ L{k} = k L{1}
L{kf (t)} = e−st k f (t) dt  
1 k
0
 ∞ Hence L{k} = k = , from (a) above.
s s
=k e−st f (t) dt
0
(c) f (t) = eat (where a is a real constant  = 0).
page 2

From equation (1), results can be extended to n being any positive


 ∞  ∞ integer.
L{eat } = e−st (eat ) dt = e−(s−a)t dt, n!
0 0 Thus L{t n } = n+1 provided s > 0)
s
from the laws of indices, (g) f (t) = sinh at.
 −(s−a)t ∞ 1
e 1 sinh at = (eat − e−at ). Hence,
= = (0 − 1) 2
−(s − a) 0 −(s − a)  
1 1
1 L{sinh at} = L eat − e−at
= 2 2
s−a
(provided (s − a) > 0, i.e. s > a) 1 1
= L{eat } − L{e−at }
(d) f (t) = cos at (where a is a real constant). 2 2
From equation (1), from equations (2) and (3),
 ∞    
1 1 1 1
L{cos at} = e−st cos at dt = −
0 2 s−a 2 s+a
 −st ∞
e from (c) above,
= 2 (a sin at − s cos at)  
s + a2 0 1 1 1
by integration by parts twice, = −
2 s−a s+a
 −s(∞)
e a
= 2 (a sin a(∞) − s cos a(∞)) = 2 (provided s > a)
s + a2 s − a2
 A list of elementary standard Laplace transforms are
e0
− 2 (a sin 0 − s cos 0) summarized in Table 1.
s + a2
s
= 2 ( provided s > 0)
s + a2 Table 1. Elementary standard Laplace transforms
Function Laplacetransforms
(e) f (t) = t. From equation (1), f (t)

L{f (t)} = 0 e−st f (t) dt
 ∞  −st  −st ∞
−st te e 1
L{t} = e t dt = − dt (i) 1
0 −s −s 0 s
 −st  ∞ k
te e−st (ii) k
= − 2 s
−s s 0 1
(iii) eat
by integration by parts, s−a
a
    (iv) sin at
∞e−s(∞) e−s(∞) e0 s2 + a2
= − − 0− 2 s
−s s2 s (v) cos at
  s + a2
2
1 1
= (0 − 0) − 0 − 2 (vi) t
s s2
2!
since (∞ × 0) = 0, (vii) t2
s3
1 n!
= (provided s > 0) (viii) t n (n = 1, 2, 3, . . .)
s2 sn+1
(f) f (t) = t n (where n = 0, 1, 2, 3, …). (ix) cosh at
s
By a similar method to (e) it may be shown s2 − a2
a
2 (3)(2) 3! (x) sinh at
that L{t 2 } = 3 and L{t 3 } = = 4 . These s − a2
2
s s4 s
page 3
   
3 s
Problems on standard =6
s + 32
2
−4
s + 52
2
,
Laplace transforms
from (iv) and (v) of Table 1
18 4s
Problem 1. Using a standard list of = − 2
Laplace s2 + 9 s + 25
 transformsdetermine the following:
1
(a) L 1 + 2t − t 4 (b) L{5e2t − 3e−t }. (b) L{2 cosh 2θ − sinh 3θ}
3
= 2L{cosh 2θ} − L{sinh 3θ}
   
  s 3
1 =2 2 − 2
(a) L 1 + 2t − t 4 s − 22 s − 32
3
from (ix) and (x) of Table 1
1
= L{1} + 2L{t} − L{t 4 }, 2s 3
3 = −
s2 − 4 s2 − 9
from equations (2) and (3)
   
1 1 1 4!
= +2 2 − , Problem 3. Prove that
s s 3 s4+1
a 2
from (i), (vi) and (viii) of Table 1 (a) L{sin at} = 2 (b) L{t 2 } = 3
s + a2 s
  s
1 2 1 4.3.2.1 (c) L{cosh at} = 2 .
= + 2− s − a2
s s 3 s5
1 2 8
= + 2− 5 (a) From equation (1),
s s s  ∞
(b) L{5e2t − 3e−t } = 5L(e2t ) − 3L{e−t }, L{sin at} = e−st sin at dt
0
 −st ∞
from equations (2) and (3) e
    = 2 (−s sin at − a cos at)
1 1 s + a2 0
=5 −3 , by integration by parts,
s−2 s − (−1)
1
from (iii) of Table 1 = 2 [e−s(∞) (−s sin a(∞)
s + a2
5 3 − a cos a(∞)) − e0 (−s sin 0
= − − a cos 0)]
s−2 s+1
1
5(s + 1) − 3(s − 2) = 2 [(0) − 1(0 − a)]
= s + a2
(s − 2)(s + 1) a
= 2 (provided s > 0)
2s + 11 s + a2
=
s2 − s − 2
(b) From equation (1),
 ∞
Problem 2. Find the Laplace transforms of: L{t 2 } = e−st t 2 dt
(a) 6 sin 3t − 4 cos 5t (b) 2 cosh 2θ − sinh 3θ. 0
 ∞
t 2 e−st 2te−st 2e−st
= − −
(a) L{6 sin 3t − 4 cos 5t} −s s2 s3 0
= 6L{sin 3t} − 4L{cos 5t} by integration by parts twice,
page 4
  
2 1
= (0 − 0 − 0) − 0 − 0 − 3 Hence cosh2 3x = (1 + cosh 6x)
s 2
 
2 1
= 3 (provided s > 0) Thus L{cosh 3x} = L
2
(1 + cosh 6x)
s 2
(c) From equation (1), 1 1
  = L{1} + L{cosh 6x}
1 at 2 2
−at
L{cosh at} = L (e + e ) ,    
2 1 1 1 s
= +
from Chapter 5 2 s 2 s 2 − 62

1 1 2s2 − 36 s2 − 18
= L{eat } + L{e−at }, = =
2 2 2s(s − 36)
2 s(s2 − 36)
equations (2) and (3)
   
1 1 1 1
= + Problem 5. Find the Laplace transform of
2 s−a 2 s − (−a)
3 sin (ωt + α), where ω and α are constants.
from (iii) of Table 1
 
1 1 1
= + Using the compound angle formula for sin(A + B),
2 s−a s+a sin(ωt + α) may be expanded to (sin ωt cos α + cos
  ωt sin α). Hence,
1 (s + a) + (s − a)
=
2 (s − a)(s + a) L{3sin (ωt + α)}
s = L{3(sin ωt cos α + cos ωt sin α)}
= 2 (provided s > a)
s − a2 = 3 cos αL{sin ωt} + 3 sin αL{cos ωt},
since α is a constant
Problem 4. Determine the Laplace transforms    
ω s
of: (a) sin2 t (b) cosh2 3x. = 3 cos α + 3 sin α 2
s2 + ω2 s + ω2
from (iv) and (v) of Table 1
(a) Since cos 2t = 1 − 2sin2 t then
1 3
sin2 t = (1 − cos2t). Hence, = 2 (ω cos α + s sin α)
2 (s + ω2 )
 
1
L{sin2 t} = L (1 − cos 2t)
2
1 1
= L{1} − L{cos 2t}
2  2  
1 1 1 s
= −
2 s 2 s 2 + 22
from (i) and (v) of Table 1
(s2 + 4) − s2 4
= =
2s(s + 4)
2 2s(s + 4)
2

2
=
s(s2 + 4)
(b) Since cosh 2x = 2 cosh2 x − 1 then
1
cosh2 x = (1 + cosh 2x)
2
page 5

Exercise 1. Problems on an introduction to Laplace transforms

Determine the Laplace transforms in Problems 1 t o 9 .

1. (a) 2t − 3 (b) 5t 2 + 4t − 3

t3 t5 t2
2. (a) − 3t + 2 (b) − 2t 4 +
24 15 2

3. (a) 5e3t (b) 2e−2t

4. (a) 4 sin 3t (b) 3 cos 2t

1
5. (a) 7 cosh 2x (b) sinh 3t
3

6. (a) 2 cos2 t (b) 3 sin2 2x

7. (a) cosh2 t (b) 2 sinh2 2θ

8. 4 sin(at + b), where a and b are constants

9. 3 cos(ωt − α), where ω and α are constants

s
10. Show that L(cos2 3t − sin2 3t) =
s2 + 36
Properties of Laplace Transforms

The Laplace transform of eat f (t) (iii) L{eat cosh ωt}


s
The definition of the Laplace transform of f (t) is: Since L{cosh ωt} =
s2 − ω 2
Table 64.1, page 628.
 ∞ s−a
L{f (t)} = e−st f (t) dt (1) then L{eat cosh ωt} = from equa-
0 (s − a)2 − ω2
 tion (2) (provided s > a).

Thus L{e f (t)} =
at
e−st (eat f (t)) dt A summary of Laplace transforms of the form eatf (t)
0 is shown in Table 2.
 ∞
= e−(s−a) f (t) dt (2) Table 2 Laplace transforms of the form eatf (t)
0
Function eat f (t) Laplace transform
(where a is a real constant) (a is a real constant) L{eat f (t)}

Hence the substitution of (s − a) for s in the trans- n!


(i) eat t n
form shown in equation (1) corresponds to the (s − a)n+1
multiplication of the original function f (t) by eat . ω
This is known as a shift theorem. (ii) eat sin ωt
(s − a)2 + ω2
s−a
(iii) eat cos ωt
(s − a)2 + ω2
Laplace transforms of the form ω
(iv) eat sinh ωt
eat f (t) (s − a)2 − ω2
s−a
From equation (2), Laplace transforms of the form (v) eat cosh ωt
(s − a)2 − ω2
eatf (t) may be deduced.
(i) L{eat t n }
n! Problem 1. Determine (a) L{2t 4 e3t }
Since L{t n } = from (viii) of Table 64.1, (b) L{4e3t cos 5t}.
sn+1

n! (a) From (i) of Table 2,


then L{eat t n } = from equation (2)  
(s − a) n+1 4!
above (provided s > a). L{2t e } = 2L{t e } = 2
4 3t 4 3t
(s − 3)4+1
(ii) L{eat sin ωt} 2(4)(3)(2) 48
ω = =
Since L{sin ωt} = 2 (s − 3) 5 (s − 3)5
s + ω2 (b) From (iii) of Table 2,
Table 64.1, page 628.
ω L{4e3t cos 5t} = 4L{e3t cos 5t}
then L{eat sin ωt} = from equa-  
(s − a)2 + ω2 s−3
tion (2) (provided s > a). =4
(s − 3)2 + 52
page 7

4(s − 3)
= Problem 4. Show that
− 6s + 9 + 25
s2  
4(s − 3) L 3e
1
−2x 2
= 2 sin x
s − 6s + 34
48
= .
(2s + 1)(4s2 + 4s + 17)
Problem 2. Determine (a) L{e−2t sin 3t}
(b) L{3eθ cosh 4θ}.
1
Since cos 2x = 1 − 2 sin2 x, sin2 x = (1 − cos 2x).
2
(a) From (ii) of Table 2,
Hence,
3 3  
L{e−2t sin 3t} = = 1
(s − (−2)) + 3
2 2 (s+2)2 + 9 L 3e −2x 2
sin x
3 3
= = 2  
s2 + 4s + 4 + 9 s + 4s + 13 1
−2x 1
= L 3e (1 − cos 2x)
2
(b) From (v) of Table 2,
   
3(s − 1) 3 1
−2x 3 1
−2x
L{3eθ cosh 4θ} = 3L{eθ cosh 4θ}= = L e − L e cos 2x
(s − 1)2 − 42 2 2
⎛ ⎞ ⎛    ⎞
3(s − 1) 3(s − 1) 1
= = s− −
s2 −2s+1−16 s2 − 2s − 15 3⎜ 1 ⎟ 3⎜ ⎜ 2 ⎟

= ⎝⎜  ⎟
⎠ − ⎜   ⎟
2 1 2⎝ 1 2 ⎠
s− − s− − +2 2
Problem 3. Determine the Laplace transforms 2 2
of (a) 5e−3t sinh 2t (b) 2e3t (4 cos 2t − 5 sin 2t).
from (iii) of Table 1 and (iii)
(a) From (iv) of Table 2, of Table 2,
 
L{5e−3t sinh 2t} = 5L{e−3t sinh 2t} 3 s+
1
  3 2
2 =   −  2
=5 1 1
(s − (−3))2 − 22 2 s+ 2 s+ + 22
2 2
10 10
= = 2 3 6s + 3
(s + 3) − 2
2 2 s + 6s+9 − 4 = −  
2s + 1 1
10 4 s2 + s + + 4
= 4
s2 + 6s + 5
3 6s + 3
(b) L{2e3t (4 cos 2t − 5 sin 2t)} = − 2
2s + 1 4s + 4s + 17
= 8L{e3t cos 2t} − 10L{e3t sin 2t} 3(4s2 + 4s + 17) − (6s + 3)(2s + 1)
=
8(s − 3) 10(2) (2s + 1)(4s2 + 4s + 17)
= −
(s − 3) + 2
2 2 (s − 3)2 + 22
12s2 + 12s + 51 − 12s2 − 6s − 6s − 3
=
from (iii) and (ii) of Table 2 (2s + 1)(4s2 + 4s + 17)
8(s − 3) − 10(2) 8s − 44 48
= = 2 =
(s − 3)2 + 22 s − 6s + 13 (2s + 1)(4s2 + 4s + 17)
page 8

Exercise 1. Problems on Laplace The Laplace transforms of derivatives


transforms of the form eat f (t)
Determine the Laplace transforms of the follow-
ing functions: (a) First derivative

Let the first derivative of f (t) be f (t) then, from


equation (1),
1. (a) 2te2t (b) t 2 et  ∞
L{f (t)} = e−st f (t) dt
0
1
2. (a) 4t 3 e−2t (b) t 4 e−3t when integrating by parts
 
2 dv du
u dt = uv − v dt
dt dt
 ∞ −st
3. (a) et cos t (b) 3e2t sin 2t When evaluating 0 e f (t) dt,
dv
let u = e−st and = f (t)
dt
4. (a) 5e−2t cos 3t (b) 4e−5t sin t
from which,

du
= −se−st and v = f (t) dt = f (t)
1 dt
5. (a) 2et sin2 t (b) e3t cos2 t  ∞
2 Hence e−st f (t) dt
0  ∞
 ∞
= e−st f (t) 0 − f (t)(−se−st ) dt
6. (a) et sinh t (b) 3e2t cosh 4t 0
 ∞
= [0 − f (0)] + s e−st f (t) dt
0
1
7. (a) 2e−t sinh 3t (b) e−3t cosh 2t = −f (0) + sL{f (t)}
4 assuming e−st f (t) → 0 as t → ∞, and f (0) is the
value of f (t) at t = 0. Hence,

8. (a) 2et ( cos 3t − 3 sin 3t) L{ f  (t)} = sL{ f (t)} − f (0) ⎬
 
dy (3)
(b) 3e−2t ( sinh 2t − 2 cosh 2t) or L = sL{ y} − y(0) ⎭
dx

where y(0) is the value of y at x = 0.

(b) Second derivative

Let the second derivative of f (t) be f (t), then from


equation (1),
 ∞
L{ f (t)} = e−st f (t) dt
0
Integrating by parts gives:
 ∞  ∞
 ∞
e−st f (t) dt = e−st f (t) 0 + s e−st f (t) dt
0 0
= [0 − f (0)] + sL{ f (t)}
page 9

assuming e−st f (t) → 0 as t → ∞, and f (0) is the −aL{e−at } = sL{e−at } − 1


value of f (t) at t = 0. Hence
{ f (t)} = −f (0) + s[s( f (t)) − f (0)], from equation (3), 1 = sL{e−at } + aL{e−at }
1 = (s + a)L{e−at }

L{ f  (t)} ⎪
⎪ 1

⎪ Hence L{e−at } =
= s L{ f (t)} − sf (0) − f (0) ⎪
2 


s+a
 2 
i.e. d y (4)
or L ⎪

dx2 ⎪
⎪ Problem 6. Use the Laplace transform of the


 ⎭ second derivative to derive
= s L{ y} − sy(0) − y (0)
2
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 and
simultaneous differential equations. L{ f (t)} = s2 L{ f (t)} − sf (0) − f (0)

Let f (t) = cos at, then f (t) = −a sin at and


Problem 5. Use the Laplace transform of the f (t) = −a2 cos at, f (0) = 1 and f (0) = 0
first derivative to derive: Substituting into equation (4) gives:
k 2 L{−a2 cos at} = s2 {cos at} − s(1) − 0
(a) L{k} = (b) L{2t} =
s s2
i.e. −a2 L{cos at} = s2 L{cos at} − s
1
(c) L{e−at } = Hence s = (s2 + a2 )L{cos at}
s+a
s
from which, L{cos at} = 2
s + a2
From equation (3), L{ f (t)} = sL{f (t)} − f (0).
(a) Let f (t) = k, then f (t) = 0 and f (0) = k.
Substituting into equation (3) gives: Exercise 2. Problems on the Laplace
L{0} = sL{k} − k transforms of derivatives
i.e. k = sL{k} 1. Derive the Laplace transform of the first
k derivative from the definition of a Laplace
Hence L{k} = transform. Hence derive the transform
s
(b) Let f (t) = 2t then f (t) = 2 and f (0) = 0. 1
L{1} =
s
Substituting into equation (3) gives:
2. Use the Laplace transform of the first deriva-
L{2} = sL{2t} − 0 tive to derive the transforms:
2
i.e. = sL{2t} (a) L{eat } =
1 6
(b) L{3t 2 } = 3
s s−a s
2
Hence L{2t} = 2 3. Derive the Laplace transform of the second
s
derivative from the definition of a Laplace
(c) Let f (t) = e−at then f (t) = −ae−at and f (0) = 1. transform. Hence derive the transform
Substituting into equation (3) gives: a
L{sin at} = 2
L{−ae−at } = sL{e−at } − 1 s + a2
page 10
  
4. Use the Laplace transform of the second 5 2s
i.e. limit [5 + 2 cos 3t] = limit s + 2
derivative to derive the transforms: t→0 s→∞ s s +9
(a) L{sinh at} = 2
a  
s − a2 2s2
= limit 5 + 2
s s→∞ s +9
(b) L{cosh at} = 2
s − a2 2∞2
i.e. 5 + 2(1) = 5 + =5+2
∞2 + 9
i.e. 7 = 7, which verifies the theorem in this case.
The initial and final value theorems
The initial value of the voltage is thus 7 V.

There are several Laplace transform theorems used


to simplify and interpret the solution of certain Problem 8. Verify the initial value theorem for
problems. Two such theorems are the initial value the function (2t − 3)2 and state its initial value.
theorem and the final value theorem.

(a) The initial value theorem states: Let f (t) = (2t − 3)2 = 4t 2 − 12t + 9
Let L{ f (t)} = L(4t 2 − 12t + 9)
limit [ f (t)] = limit [sL{ f (t)}]  
s→∞ 2 12 9
t→0 =4 3 − 2 +
s s s
For example, if f (t) = 3e4t then from (vii), (vi) and (ii) of Table 1. By the initial
3 value theorem,
L{3e4t } =
s−4   
8 12 9
from (iii) of Table 1. By the initial limit [(2t − 3)2 ] = limit s 3 − 2 +
t→0 s→∞ s s s
value theorem,  
8 12
   = limit 2 − +9
3 s→∞ s s
limit [3e4t ] = limit
s
t→0 s→∞ s−4
8 12
  i.e. (0 − 3)2 = − +9
3 ∞ 2 ∞
i.e. 3e0 = ∞
∞−4 i.e. 9 = 9, which verifies the theorem in this case.
i.e. 3 = 3, which illustrates the theorem. The initial value of the given function is thus 9.

(b) The final value theorem states:


Problem 7. Verify the initial value theorem
for the voltage function (5 + 2 cos 3t) volts, and
state its initial value. limit [ f (t)] = limit [sL{ f (t)}]
t→∞ s→0

Let f (t) = 5 + 2 cos 3t For example, if f (t) = 3e−4t then:


  
5 2s −4t 3
L{f (t)} = L{5 + 2 cos 3t} = + 2 limit [3e ] = limit s
s s +9 t→∞ s→0 s+4
 
from (ii) and (v) of Table 1. By the initial 3
i.e. 3e−∞ = (0)
value theorem, 0+4
i.e. 0 = 0, which illustrates the theorem.
limit [ f (t)] = limit [sL{ f (t)}]
t→0 s→∞
page 11

Problem 9. Verify the final value theorem for The initial and final value theorems are used in pulse
the function (2 + 3e−2t sin 4t) cm, which repre- circuit applications where the response of the circuit
sents the displacement of a particle. State its final for small periods of time, or the behaviour immedi-
steady value. ately after the switch is closed, are of interest. The
final value theorem is particularly useful in investi-
gating the stability of systems (such as in automatic
Let f (t) = 2 + 3e−2t sin 4t aircraft-landing systems) and is concerned with the
steady state response for large values of time t, i.e.
L{ f (t)} = L{2 + 3e−2t sin 4t} after all transient effects have died away.
 
2 4
= +3
s (s − (−2))2 + 42
2 12
= + Exercise 3. Problems on initial and final
s (s + 2)2 + 16
value theorems
from (ii) of Table 1 and (ii) of Table 2. 1. State the initial value theorem. Verify the
theorem for the functions (a) 3 − 4 sin t
By the final value theorem, (b) (t − 4)2 and state their initial values.
limit [ f (t)] = limit [sL{ f (t)}]
t→∞ s→0 2. Verify the initial value theorem for the voltage
functions: (a) 4 + 2 cos t (b) t − cos 3t and
i.e. limit [2 + 3e−2t sin 4t] state their initial values. [(a) 6 (b) −1]
t→∞
  
2 12 3. State the final value theorem and state a
= limit s + practical application where it is of use. Verify
s→0 s (s + 2)2 + 16
  the theorem for the function
12s 4 + e−2t( sin t + cos t) representing a
= limit 2 + displacement and state its final value.
s→0 (s + 2)2 + 16
i.e. 2 + 0 = 2 + 0 4. Verify the final value theorem for the function
i.e. 2 = 2, which verifies the theorem in this case. 3t 2 e−4t and determine its steady state value.
The final value of the displacement is thus 2 cm.

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