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Ch 6.1: Definition of Laplace Transform
Many practical engineering problems involve mechanical or
electrical systems acted upon by discontinuous or impulsive
forcing terms.
For such problems the methods described in Chapter 3 are
difficult to apply.
In this chapter we use the Laplace transform to convert a
problem for an unknown function f into a simpler problem
for F, solve for F, and then recover f from its transform F.
Given a known function K(s,t), an integral transform of a
function f is a relation of the form
∞≤<≤∞= ∫ βα
β
α
,)(),()( dttftsKsF
The Laplace Transform
Let f be a function defined for t ≥ 0, and satisfies certain
conditions to be named later.
The Laplace Transform of f is defined as
Thus the kernel function is K(s,t) = e-st
.
Since solutions of linear differential equations with constant
coefficients are based on the exponential function, the
Laplace transform is particularly useful for such equations.
Note that the Laplace Transform is defined by an improper
integral, and thus must be checked for convergence.
On the next few slides, we review examples of improper
integrals and piecewise continuous functions.
{ } ∫
∞
−
==
0
)()()( dttfesFtfL st
Example 1
Consider the following improper integral.
We can evaluate this integral as follows:
Note that if s = 0, then est
= 1. Thus the following two cases
hold:
( )1lim
1
limlim
0
00
−===
∞→∞→∞→
∞
∫∫
sb
b
bst
b
b
st
b
st
e
ss
e
dtedte
∫
∞
0
dtest
0.if,diverges
and0;if,
1
0
0
≥
<−=
∫
∫
∞
∞
sdte
s
s
dte
st
st
Example 2
Consider the following improper integral.
We can evaluate this integral using integration by parts:
Since this limit diverges, so does the original integral.
[ ]
( )[ ]1cossinlim
cossinlim
sinsinlim
coslimcos
00
00
00
−+=
+=



 −=
=
∞→
∞→
∞→
∞→
∞
∫
∫∫
bsbsb
tstst
tdtstst
tdtsttdtst
b
bb
b
bb
b
b
b
∫
∞
0
costdtst
Piecewise Continuous Functions
A function f is piecewise continuous on an interval [a, b] if
this interval can be partitioned by a finite number of points
a = t0 < t1 < … < tn = b such that
(1) f is continuous on each (tk, tk+1)
In other words, f is piecewise continuous on [a, b] if it is
continuous there except for a finite number of jump
discontinuities.
nktf
nktf
k
k
tt
tt
,,1,)(lim)3(
1,,0,)(lim)2(
1


=∞<
−=∞<
−
+
+
→
→
Example 3
Consider the following piecewise-defined function f.
From this definition of f, and from the graph of f below, we
see that f is piecewise continuous on [0, 3].





≤<+
≤<−
≤≤
=
321
21,3
10,
)(
2
tt
tt
tt
tf
Example 4
Consider the following piecewise-defined function f.
From this definition of f, and from the graph of f below, we
see that f is not piecewise continuous on [0, 3].
( )





≤<
≤<−
≤≤+
=
−
32,4
21,2
10,1
)(
1
2
t
tt
tt
tf
Theorem 6.1.2
Suppose that f is a function for which the following hold:
(1) f is piecewise continuous on [0, b] for all b > 0.
(2) | f(t) | ≤ Keat
when t ≥ M, for constants a, K, M, with K, M > 0.
Then the Laplace Transform of f exists for s > a.
Note: A function f that satisfies the conditions specified above
is said to to have exponential order as t → ∞.
{ } finite)()()(
0∫
∞
−
== dttfesFtfL st
Example 5
Let f (t) = 1 for t ≥ 0. Then the Laplace transform F(s) of f
is:
{ }
0,
1
lim
lim
1
0
0
0
>=
−=
=
=
−
∞→
−
∞→
∞
−
∫
∫
s
s
s
e
dte
dteL
bst
b
b
st
b
st
Example 6
Let f (t) = eat
for t ≥ 0. Then the Laplace transform F(s) of f is:
{ }
as
as
as
e
dte
dteeeL
btas
b
b
tas
b
atstat
>
−
=
−
−=
=
=
−−
∞→
−−
∞→
∞
−
∫
∫
,
1
lim
lim
0
)(
0
)(
0
Example 7
Let f (t) = sin(at) for t ≥ 0. Using integration by parts twice,
the Laplace transform F(s) of f is found as follows:
{ }
0,)()(
1
sin/)sin(lim
1
coslim
1
cos/)cos(lim
sinlimsin)sin()(
222
2
00
0
00
00
>
+
=⇒−=




+−=



−=




−−=
===
∫
∫
∫
∫∫
−−
∞→
−
∞→
−−
∞→
−
∞→
∞
−
s
as
a
sFsF
a
s
a
ate
a
s
aate
a
s
a
ate
a
s
a
ate
a
s
aate
atdteatdteatLsF
b
stbst
b
b
st
b
b
stbst
b
b
st
b
st
Linearity of the Laplace Transform
Suppose f and g are functions whose Laplace transforms exist
for s > a1 and s > a2, respectively.
Then, for s greater than the maximum of a1 and a2, the Laplace
transform of c1f (t) + c2g(t) exists. That is,
with
{ } [ ] finiteis)()()()(
0
2121 ∫
∞
−
+=+ dttgctfcetgctfcL st
{ }
{ } { })()(
)()()()(
21
0
2
0
121
tgLctfLc
dttgecdttfectgctfcL stst
+=
+=+ ∫∫
∞
−
∞
−
Example 8
Let f (t) = 5e-2t
- 3sin(4t) for t ≥ 0.
Then by linearity of the Laplace transform, and using results
of previous examples, the Laplace transform F(s) of f is:
{ }
{ } { }
0,
16
12
2
5
)4sin(35
)4sin(35
)}({)(
2
2
2
>
+
−
+
=
−=
−=
=
−
−
s
ss
tLeL
teL
tfLsF
t
t

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Ch06 1

  • 1. Ch 6.1: Definition of Laplace Transform Many practical engineering problems involve mechanical or electrical systems acted upon by discontinuous or impulsive forcing terms. For such problems the methods described in Chapter 3 are difficult to apply. In this chapter we use the Laplace transform to convert a problem for an unknown function f into a simpler problem for F, solve for F, and then recover f from its transform F. Given a known function K(s,t), an integral transform of a function f is a relation of the form ∞≤<≤∞= ∫ βα β α ,)(),()( dttftsKsF
  • 2. The Laplace Transform Let f be a function defined for t ≥ 0, and satisfies certain conditions to be named later. The Laplace Transform of f is defined as Thus the kernel function is K(s,t) = e-st . Since solutions of linear differential equations with constant coefficients are based on the exponential function, the Laplace transform is particularly useful for such equations. Note that the Laplace Transform is defined by an improper integral, and thus must be checked for convergence. On the next few slides, we review examples of improper integrals and piecewise continuous functions. { } ∫ ∞ − == 0 )()()( dttfesFtfL st
  • 3. Example 1 Consider the following improper integral. We can evaluate this integral as follows: Note that if s = 0, then est = 1. Thus the following two cases hold: ( )1lim 1 limlim 0 00 −=== ∞→∞→∞→ ∞ ∫∫ sb b bst b b st b st e ss e dtedte ∫ ∞ 0 dtest 0.if,diverges and0;if, 1 0 0 ≥ <−= ∫ ∫ ∞ ∞ sdte s s dte st st
  • 4. Example 2 Consider the following improper integral. We can evaluate this integral using integration by parts: Since this limit diverges, so does the original integral. [ ] ( )[ ]1cossinlim cossinlim sinsinlim coslimcos 00 00 00 −+= +=     −= = ∞→ ∞→ ∞→ ∞→ ∞ ∫ ∫∫ bsbsb tstst tdtstst tdtsttdtst b bb b bb b b b ∫ ∞ 0 costdtst
  • 5. Piecewise Continuous Functions A function f is piecewise continuous on an interval [a, b] if this interval can be partitioned by a finite number of points a = t0 < t1 < … < tn = b such that (1) f is continuous on each (tk, tk+1) In other words, f is piecewise continuous on [a, b] if it is continuous there except for a finite number of jump discontinuities. nktf nktf k k tt tt ,,1,)(lim)3( 1,,0,)(lim)2( 1   =∞< −=∞< − + + → →
  • 6. Example 3 Consider the following piecewise-defined function f. From this definition of f, and from the graph of f below, we see that f is piecewise continuous on [0, 3].      ≤<+ ≤<− ≤≤ = 321 21,3 10, )( 2 tt tt tt tf
  • 7. Example 4 Consider the following piecewise-defined function f. From this definition of f, and from the graph of f below, we see that f is not piecewise continuous on [0, 3]. ( )      ≤< ≤<− ≤≤+ = − 32,4 21,2 10,1 )( 1 2 t tt tt tf
  • 8. Theorem 6.1.2 Suppose that f is a function for which the following hold: (1) f is piecewise continuous on [0, b] for all b > 0. (2) | f(t) | ≤ Keat when t ≥ M, for constants a, K, M, with K, M > 0. Then the Laplace Transform of f exists for s > a. Note: A function f that satisfies the conditions specified above is said to to have exponential order as t → ∞. { } finite)()()( 0∫ ∞ − == dttfesFtfL st
  • 9. Example 5 Let f (t) = 1 for t ≥ 0. Then the Laplace transform F(s) of f is: { } 0, 1 lim lim 1 0 0 0 >= −= = = − ∞→ − ∞→ ∞ − ∫ ∫ s s s e dte dteL bst b b st b st
  • 10. Example 6 Let f (t) = eat for t ≥ 0. Then the Laplace transform F(s) of f is: { } as as as e dte dteeeL btas b b tas b atstat > − = − −= = = −− ∞→ −− ∞→ ∞ − ∫ ∫ , 1 lim lim 0 )( 0 )( 0
  • 11. Example 7 Let f (t) = sin(at) for t ≥ 0. Using integration by parts twice, the Laplace transform F(s) of f is found as follows: { } 0,)()( 1 sin/)sin(lim 1 coslim 1 cos/)cos(lim sinlimsin)sin()( 222 2 00 0 00 00 > + =⇒−=     +−=    −=     −−= === ∫ ∫ ∫ ∫∫ −− ∞→ − ∞→ −− ∞→ − ∞→ ∞ − s as a sFsF a s a ate a s aate a s a ate a s a ate a s aate atdteatdteatLsF b stbst b b st b b stbst b b st b st
  • 12. Linearity of the Laplace Transform Suppose f and g are functions whose Laplace transforms exist for s > a1 and s > a2, respectively. Then, for s greater than the maximum of a1 and a2, the Laplace transform of c1f (t) + c2g(t) exists. That is, with { } [ ] finiteis)()()()( 0 2121 ∫ ∞ − +=+ dttgctfcetgctfcL st { } { } { })()( )()()()( 21 0 2 0 121 tgLctfLc dttgecdttfectgctfcL stst += +=+ ∫∫ ∞ − ∞ −
  • 13. Example 8 Let f (t) = 5e-2t - 3sin(4t) for t ≥ 0. Then by linearity of the Laplace transform, and using results of previous examples, the Laplace transform F(s) of f is: { } { } { } 0, 16 12 2 5 )4sin(35 )4sin(35 )}({)( 2 2 2 > + − + = −= −= = − − s ss tLeL teL tfLsF t t