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Laplace Transform Convolution Solutions

This document provides tutorial solutions for engineering math problems involving Laplace transforms and convolution integrals. The problems cover using the convolution theorem to solve integral equations, finding the Laplace transform of a convolution integral, and solving an integro-differential equation. Key steps include rewriting convolution integrals, taking the Laplace transform of both sides of an equation, using properties of Laplace transforms, and applying the inverse Laplace transform to find the solution functions.

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0% found this document useful (0 votes)
30 views9 pages

Laplace Transform Convolution Solutions

This document provides tutorial solutions for engineering math problems involving Laplace transforms and convolution integrals. The problems cover using the convolution theorem to solve integral equations, finding the Laplace transform of a convolution integral, and solving an integro-differential equation. Key steps include rewriting convolution integrals, taking the Laplace transform of both sides of an equation, using properties of Laplace transforms, and applying the inverse Laplace transform to find the solution functions.

Uploaded by

bananabooooooot
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

Engineering Math 2: Laplace Transform - Session 3 - Tutorial Solutions

Convolution Integrals

1. Solve the following equations using the convolution theorem:

𝑎. ) 𝑦(𝑡) + 2𝑒 ∫ 𝑦(𝑢) 𝑒 −𝑢 𝑑𝑢 = 𝑒 𝑡
𝑡

𝑏. ) 𝑦(𝑡) + 2 ∫ 𝑦(𝑢) 𝑒 𝑡−𝑢 𝑑𝑢 = 𝑡𝑒 𝑡


0

Solution:
a.)
𝑡

𝑦(𝑡) + 2 ∫ 𝑦(𝑢) 𝑒 𝑡−𝑢 𝑑𝑢 = 𝑒 𝑡


0

Using convolution theorem:

ℒ {∫ 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢} ⇒ ℒ{𝑓(𝑡) ∗ 𝑔(𝑡)} ⇒ 𝐹(𝑠)𝐺(𝑠)


0

Hence:
𝑡

ℒ {∫ 𝑦(𝑢) 𝑒 𝑡−𝑢 𝑑𝑢} = ℒ{𝑦(𝑡) ∗ 𝑔(𝑡)}


0

𝑦(𝑡) + 2 𝑦(𝑡) ∗ 𝑒 𝑡 = 𝑒 𝑡
1 1
𝑦̅(𝑠) + 2𝑦̅(𝑠) =
𝑠−1 𝑠−1
2 1
𝑦̅(𝑠) (1 + )=
𝑠−1 𝑠−1
𝑠+1 1
𝑦̅(𝑠) ( )=
𝑠−1 𝑠−1
1
𝑦̅(𝑠) =
(𝑠 + 1)
𝑦(𝑡) = 𝑒 −𝑡
b.)
𝑡

𝑦(𝑡) + 2 ∫ 𝑦(𝑢) 𝑒 𝑡−𝑢 𝑑𝑢 = 𝑡𝑒 𝑡


0

Solution:
𝑡

𝑦(𝑡) + 2 ∫ 𝑦(𝑢) 𝑒 𝑡−𝑢 𝑑𝑢 = 𝑡𝑒 𝑡


0

Using convolution theorem:


𝑦(𝑡) + 2 𝑦(𝑡) ∗ 𝑒 𝑡 = 𝑡𝑒 𝑡
1 1
𝑦̅(𝑠) + 2𝑦̅(𝑠) =
𝑠−1 (𝑠 − 1)2
2 1
𝑦̅(𝑠) (1 + )=
𝑠−1 𝑠−1
𝑠+1 1
𝑦̅(𝑠) ( )=
𝑠−1 (𝑠 − 1)2
1
𝑦̅(𝑠) =
(𝑠 + 1)(𝑠 − 1)
1 𝐴 𝐵
𝑦̅(𝑠) = = +
(𝑠 + 1)(𝑠 − 1) (𝑠 + 1) (𝑠 − 1)
Using Heaviside cover up technique:
1 1
𝐴=− and 𝐵 =
2 2
Hence:
1 1 1
𝑦̅(𝑠) = ( − )
2 (𝑠 − 1) (𝑠 + 1)
The inverse transform becomes and hence a final solution is:
1
𝑦(𝑡) = (𝑒 𝑡 − 𝑒 −𝑡 ) = sinh(𝑡)
2

You may also decide to expand the denominator of the right hand side:
1 1
𝑦̅(𝑠) = = 2
(𝑠 + 1)(𝑠 − 1) 𝑠 − 1
1
𝑦(𝑡) = sinh(𝑡) = (𝑒 𝑡 − 𝑒 −𝑡 )
2
2. For the integral equation
𝑡

𝑓(𝑡) = 1 − 4 ∫ 𝑓 (𝑡 − 𝑢) 𝑒 2𝑢 𝑑𝑢
0
Using the convolution theorem, show that:
(𝑠 − 2)
𝐹(𝑠) = and 𝑓(𝑡) = 2𝑒 −2𝑡 − 1
𝑠(𝑠 + 2)

Solution:

𝑓(𝑡) = 1 − 4 ∫ 𝑓 (𝑡 − 𝑢) 𝑒 2𝑢 𝑑𝑢
0

𝑡
It is obvious that ∫0 𝑓 (𝑡 − 𝑢) 𝑒 2𝑢 𝑑𝑢 is a convolution integral. Hence, we rewrite the

equation thus:

𝑓(𝑡) = 1 − 4𝑓(𝑡) ∗ 𝑒 2𝑡

Note that both are functions of 𝑡.

Take Laplace transform of the rewritten function noting that:

ℒ{𝑓(𝑡) ∗ 𝑔(𝑡)} ⇒ 𝐹(𝑠)𝐺(𝑠)

1
ℒ{𝑓(𝑡)} = 𝐹(𝑠); ℒ{𝑒 2𝑡 } =
𝑠−2

1 1
𝐹(𝑠) = − 4𝐹(𝑠)
𝑠 𝑠−2

Group similar terms together by moving the second term on the right hand side to the
left:

1 1
𝐹(𝑠) + 4𝐹(𝑠) ( )=
𝑠−2 𝑠

4 1
𝐹(𝑠) (1 + )=
𝑠−2 𝑠

(𝑠 + 2) 1
𝐹(𝑠) =
(𝑠 − 2) 𝑠

(𝑠 − 2)
𝐹(𝑠) = 𝑄𝐸𝐷!
𝑠(𝑠 + 2)
(𝑠 − 2) 𝐴 𝐵 𝐴(𝑠 + 2) + 𝐵𝑠
𝐹(𝑠) = = + =
𝑠(𝑠 + 2) 𝑠 𝑠 + 2 𝑠(𝑠 + 2)

𝑠: 𝐴 + 𝐵 = 1 ⟹ 𝐴 = 1 − 𝐵;

𝑠 0 : 2𝐴 = −2 ⟹ 𝐴 = −1

𝐵 =1−𝐴=2

Hence:

2 1
𝐹(𝑠) = −
𝑠+2 𝑠

Using the Laplace table and carrying out an inverse transform, we have:

𝑓(𝑡) = 2𝑒 −2𝑡 − 1 𝑄𝐸𝐷!

3. Using the convolution theorem, show that for:

1
𝑃(𝑠) =
𝑠(𝑠 − 4)2

𝑓 ∗ 𝑔 = ∫ 𝜏𝑒 4𝜏 𝑑𝜏
0

1 1
Hint let 𝐹(𝑠) = and 𝐺(𝑠) =
𝑠 (𝑠 − 4)2

Solution:

1
𝑃(𝑠) =
𝑠(𝑠 − 4)2

ℒ −1 {𝐹(𝑠)𝐺(𝑠)} = ℒ −1 {𝐹(𝑠)} ∙ ℒ −1 {𝐺(𝑠)} ⟹ 𝑓 ∗ 𝑔

1 1
ℒ{𝑓(𝑡)} = 𝑎𝑛𝑑 ℒ{𝑔(𝑡)} =
𝑠 (𝑠 − 4)2

1 1
𝑓(𝑡) = ℒ −1 { } = 1; 𝑔(𝑡) = ℒ −1 { } = 𝑡𝑒 4𝑡
𝑠 (𝑠 − 4)2
𝑡

𝑓 ∗ 𝑔 = ∫ 𝑓(𝑡 − 𝜏)𝑔(𝜏)𝑑𝜏
0

𝑓(𝑡 − 𝜏) = 𝑓(𝑡) = 1

𝑓 ∗ 𝑔 = ∫ 𝜏𝑒 4𝜏 𝑑𝜏
0

𝑡
−1
1
𝑝(𝑡) = ℒ { } = 𝑓 ∗ 𝑔 = ∫ 𝜏𝑒 4𝜏 𝑑𝜏
𝑠(𝑠 − 4)2
0

1 1 1
𝑝(𝑡) = 𝑡𝑒 4𝑡 − 𝑒 4𝑡 +
4 16 16

𝑒 4𝑡 −4𝑡
𝑝(𝑡) = (𝑒 + 4𝑡 − 1)
16

Integro-Differential Equations

4. Solve the integro differential equation:


𝑡
𝑑𝑥
− 4𝑥 + 5 ∫ 𝑥𝑑𝑡 = 1; 𝑥(0) = 0
𝑑𝑡
0

Solution:

Recall that:

𝑡
𝑥̅
ℒ {∫ 𝑥𝑑𝑡} =
𝑠
0

Introducing the subsidiary equation and using the above rule, we find the Laplace
transform of each term in the integro-differential equation:

5𝑥̅ 1
𝑠𝑥̅ − 𝑥(0) − 4𝑥̅ + =
𝑠 𝑠

𝑠 2 𝑥̅ − 4𝑠𝑥̅ + 5𝑥̅ = 1

1
𝑥̅ =
𝑠2 − 4𝑠 + 5
Using completing the square method:

1
𝑥̅ =
(𝑠 − 2)2 + 1

We can now carry out the inverse transform:

𝑥(𝑡) = 𝑒 2𝑡 sin 𝑡

5. Solve the integro differential equation:


𝑡
𝑑𝑥
+ 6𝑥 + 9 ∫ 𝑥𝑑𝑡 = 𝑢(𝑡); 𝑥(0) = 0
𝑑𝑡
0

Note- use the first integration theorem to evaluate the Laplace transform of the integral:

9𝑥̅ 1
𝑠𝑥̅ − 𝑥(0) + 6𝑥̅ + =
𝑠 𝑠

𝑠 2 𝑥̅ + 6𝑠𝑥̅ + 9𝑥̅ = 1

𝑥̅ (𝑠 2 + 6𝑠 + 9) = 1

1 1
𝑥̅ = =
(𝑠 2 + 6𝑠 + 9) (𝑠 + 3)2

𝑥(𝑡) = 𝑡𝑒 −3𝑡

Transfer Functions

6. What is the transfer function of 𝐺(𝑠) the block diagram shown below:

𝑠2 − 1
(𝑠 − 1)2

R C
𝑠2 + 1
(𝑠 − 1)2
Transfer function is given by:

𝐶(𝑠)
𝐺(𝑠) = = 𝐺1 + 𝐺2
𝑅(𝑠)

𝑠2 − 1 (𝑠 2 + 1) 𝑠 2 − 1 + 𝑠 2 + 1
𝐺(𝑠) = + =
(𝑠 − 1)2 (𝑠 − 1)2 (𝑠 − 1)2

2𝑠 2
=
(𝑠 − 1)2

7. A second order differential equation that defines an engineering system is given by:

𝑑2 𝑦 𝑑𝑦
2
−4 + 4𝑦 = 𝑖(𝑡); 𝑌 ′ (0) = 𝑌(0) = 0
𝑑𝑡 𝑑𝑡

If this system has a discontinuous input defined by the Dirac delta function 𝑖(𝑡) =
4𝛿(𝑡 − 2), find the system’s output 𝑦(𝑡)?

𝑑2 𝑦 𝑑𝑦
2
−4 + 4𝑦 = 𝑖(𝑡); 𝑌 ′ (0) = 𝑌(0) = 0
𝑑𝑡 𝑑𝑡
𝑠 2 𝑌(𝑠) − 𝑠𝑌(0) − 𝑌 ′ (0) − 4(𝑠𝑌(𝑠) − 𝑌(0)) + 4𝑌(𝑠) = 𝐼(𝑠)
𝑌 ′ (0) = 𝑌(0) = 0
𝑠 2 𝑌(𝑠) − 4𝑠𝑌(𝑠) + 4𝑌(𝑠) = 𝐼(𝑠)
𝑌(𝑠)(𝑠 2 − 4𝑠 + 4) = 𝐼(𝑠)
𝑌(𝑠) 1
𝐺(𝑠) = = 2
𝐼(𝑠) (𝑠 − 4𝑠 + 4)
𝑖(𝑡) = 4𝛿(𝑡 − 2)
𝐼(𝑠) = 4𝑒 −2𝑠
4𝑒 −2𝑠
𝑌(𝑠) = 𝐺(𝑠)𝐼(𝑠) =
(𝑠 2 − 4𝑠 + 4)
1
𝑌(𝑠) = 4𝑒 −2𝑠 ( )
(𝑠 − 2)2
Using the second shifting theorem:
ℒ −1 {𝑒 −𝑎𝑠 𝑦̅(𝑠)} = 𝐻(𝑡 − 𝑎)𝑦(𝑡 − 𝑎)
1
𝑦(𝑡) = 4ℒ −1 {𝑒 −2𝑠 ( )}
(𝑠 − 2)2
𝑦(𝑡) = 𝐻(𝑡 − 2) ∙ 4(𝑡 − 2)𝑒 2(𝑡−2)
8. The transfer function of a microelectromechanical system is given as:

1
𝐺(𝑠) =
𝑠2 − 3𝑠 − 1

What is the equation of motion describing the behaviour of the system in the time domain
for a sinusoidal forcing function of amplitude 3 and period = 𝜋 ?

Hint: 𝑌(𝑠) = 𝐼(𝑠)𝐺(𝑠) and we have been given the system’s input in the question.

2𝜋
Also, 𝜔 = 2𝜋𝑓 = 𝑇
= 2, so we have all the information for ℒ −1 {𝐼(𝑠)}.

Solution:

1
𝐺(𝑠) =
𝑠2 − 3𝑠 − 1

𝐼(𝑠)
𝑌(𝑠) = 𝐼(𝑠)𝐺(𝑠) =
𝑠2 − 3𝑠 − 1

𝑌(𝑠)(𝑠 2 − 3𝑠 − 1) = 𝐼(𝑠)

𝑠 2 𝑌(𝑠) − 3𝑠𝑌(𝑠) − 𝑌(𝑠) = 𝐼(𝑠)

Using Laplace transform of derivatives with initial values 𝑌(0) = 𝑌 ′ (0) =0, then we can
evaluate the inverse Laplace transform of the system.

𝑑2 𝑦 𝑑𝑦
𝑠 2 𝑌(𝑠) = , 3𝑠𝑌(𝑠) = 3 , 𝑌(𝑠) = 𝑦(𝑡)
𝑑𝑡 2 𝑑𝑡

From the question, we know that

𝑖(𝑡) = 𝐴 sin 𝜔𝑡 = 3 sin(2𝑡)

2𝜋
𝐴 = Amplitude, 𝑇 = 𝜋, 𝜔 = 2𝜋𝑓 = =2
𝑇

Therefore, the original equation of motion is given by:

𝑑2 𝑦 𝑑𝑦
2
−3 − 𝑦(𝑡) = 3 sin(2𝑡)
𝑑𝑡 𝑑𝑡

9. An RC network is modelled by the equation:


𝑑𝑉
𝑅𝐶 + 𝑉 = 𝑒(𝑡)
𝑑𝑡

where 𝑣(𝑡) is the system response and the time varying input is 𝑒(𝑡). Assume the initial
condition 𝑉(0) = 0.

a.) Determine the transfer function 𝐺(𝑠) for the system.


b.) What is the time response 𝑉(𝑡) of the system for an impulse input 𝑒 = 𝛿(𝑡)?

Solution:

a.) The transfer function 𝐺(𝑠)

𝑑𝑉
𝑅𝐶 + 𝑉 = 𝑒(𝑡)
𝑑𝑡

𝑑𝑉 𝑉 1
+ = 𝑒(𝑡)
𝑑𝑡 𝑅𝐶 𝑅𝐶

1 1
𝑠𝑉̅ − 𝑉(0) + 𝑉̅ = 𝐸̅
𝑅𝐶 𝑅𝐶

1 1
𝑉̅ (𝑠 + )= 𝐸̅
𝑅𝐶 𝑅𝐶

Output 𝑉̅
𝐺(𝑠) = =
Input 𝐸̅
1 1
𝐺(𝑠) = ( )
𝑅𝐶 𝑠 + 1⁄𝑅𝐶

b.) Time response 𝑉(𝑡) of the system for an impulse input 𝑒 = 𝛿(𝑡)

𝑉̅ = 𝑉(𝑠) = 𝐺(𝑠)𝐸(𝑠)

𝐸(𝑠) = ℒ{𝛿(𝑡)} = 1

1 1
𝑉(𝑠) = ( )
𝑅𝐶 𝑠 + 1⁄𝑅𝐶

1 −𝑡/𝑅𝐶
𝑣(𝑡) = 𝑒
𝑅𝐶

Common questions

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Evaluating convolution integrals in the Laplace domain involves transforming the integral into a product of Laplace transforms using the convolution theorem. For example, for P(s) = 1/s(s-4)^2, the corresponding time-domain convolution integral ∫τe^{4τ}dτ from 0 to t is evaluated by identifying F(s) = 1/s and G(s) = 1/(s-4)^2. The inverse Laplace gives 𝑓(t) = 1 and 𝑔(t) = τe^{4t}, and their convolution resolves into the desired integral evaluation, allowing the inverse transform back to time domain to obtain p(t) = 1/4 t e^{4t} - 1/16 e^{4t} + 1/16.

Complex poles in a transfer function imply that the system will exhibit oscillatory behavior in the time domain. Such poles suggest that the inverse Laplace transform will involve exponential decay modulated by a sinusoidal factor, indicative of underdamped responses. For instance, given a transfer function G(s) = 1/(s^2 - 3s - 1), complex poles lead to solutions involving terms such as cos(ωt) or sin(ωt) where ω is determined by the pole locations. These dynamics are crucial for designing systems sensitive to oscillations and resonance.

The choice of forced input critically affects the system's response by determining the form of the input function in the Laplace domain. For example, a discontinuous input modeled as a Dirac delta function i(t) = 4δ(t-2) drastically simplifies the Laplace-transformed equation to an exponential form I(s) = 4e^{-2s}, influencing the output's dependency on the shifting properties of the inverse Laplace transform: y(t) = 4H(t-2)(t-2)e^{2(t-2)}. This results in a delayed impulse response in the system.

Initial conditions are critical when applying Laplace transforms to solve integro-differential equations as they affect the transformed equation. For instance, in solving 𝑑x/dt - 4x + 5∫x dt = 1 with x(0)=0, the initial condition simplifies the transformed equation because terms involving the initial condition in s-domain can drop out, allowing for a more straightforward algebraic solution: sX(s) - 4X(s) + 5X(s)/s = 1/s. Solving this yields the solution in the s-domain, which is then inversed back to find x(t)

The convolution theorem simplifies solving differential equations with convolution integrals by transforming the problem into an algebraic form. By taking the Laplace transform of both sides of an equation involving convolution, the convolution theorem states that the transform of a convolution is the product of the transforms. For example, in solving 𝑦(𝑡) + 2∫𝑦(𝑢)𝑒^{t-u}du from 0 to t = 𝑒^t, we use the Laplace transform: 𝑌(s) + 2Y(s) * 1/(s-1) = 1/(s-1). This is solved algebraically for Y(s), then inverted back to the time domain.

Partial fraction decomposition is essential for finding inverse Laplace transforms because it breaks down complex rational functions into simpler fractions whose inverse transforms are known. This is critical in solving equations like 𝐹(s) = (s-2)/(s(s+2)), where decomposition allows expressing 𝐹(s) as a sum of known transforms, making it easier to apply the inverse Laplace transform and obtain the time-domain solution, f(t) = 2e^{-2t} - 1.

A delayed response occurs in the inverse Laplace transform of convolution integrals due to the time-shifting property. When an input is modeled by convolution with a step or impulse function, the resulting equation in the s-domain incorporates exponential terms like e^{-as}, manifesting as a time delay in the inverse transform expressed through the Heaviside step function H(t-a). This time-shifting reflects physical phenomena such as processing or transmission delays, impacting how quickly the system's output responds to an input.

In solving integral equations like f(t) = 1 – (1/4)∫f(t-u)e^{2u}du, the convolution theorem plays a central role by converting the convolution integral into a product of Laplace transforms. Transforming the equation using Laplace, we have F(s) = 1/s - (1/4)F(s)/(s-2). Rearranging gives F(s)(s+2)/(s-2) = 1/s, thus deriving F(s) = (s-2)/s(s+2), which is then inverted to find f(t) = 2e^{-2t} - 1. This approach effectively uses algebraic manipulation to solve what would otherwise be a challenging integral equation.

The transfer function is derived from the differential equation by taking the Laplace transform of the system's differential equation, assuming zero initial conditions, and expressing the output to input ratio in the Laplace domain. For an RC circuit defined by RC(dV/dt) + V = e(t), we transform it to sV(s) + (1/RC)V(s) = (1/RC)E(s), leading to the transfer function G(s) = 1/(RC)(1/(s + 1/RC))

The practical advantage of using the Laplace domain for solving differential equations lies in the simplification of complex differential relationships to algebraic ones. In the time domain, differential equations require dealing with derivative and integral operations directly, which can be intricate and time-consuming. In contrast, the Laplace transform converts these tasks into simpler algebraic manipulations in the s-domain. This is particularly beneficial for linear time-invariant systems, where solving for system response or analyzing stability becomes straightforward using pole-zero analysis, greatly facilitating engineering design and control tasks.

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