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Chapter 3

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0% found this document useful (0 votes)
4 views35 pages

Chapter 3

Uploaded by

yousuf. sadam
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

Lectures on

Engineering Analysis
Chapter 3
Laplace Transforms

Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal


1
17.11.2021
Engineering Analysis Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal
Laplace Transform
Pierre Simmon Marquis De Laplace (1749-1827), a French Mathematician introduced
Laplace Transformations.
Laplace transformation is a technique for solving differential equations.

Or Laplace Transformations is a powerful Technique; it replaces operations of calculus by

operations of Algebra.
General Transformation

For e.g. With the application of L.T to an Initial O (y) = Y Transform


value problem, consisting of an Ordinary( or
Partial ) differential equation (O.D.E) together unknown
with initial conditions is reduced to a problem
of solving an algebraic equation ( with any Linear operation
given Initial conditions automatically taken
care ) O-1(Y) = y Inverse transform

2
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
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.

3
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Definition of Laplace transform
Let f (t) be a function defined for t  0, and satisfies certain conditions to be named later.
The Laplace Transform of f is defined as

L f (t )  F ( s)   e  st f (t )dt
0

Here, L is called Laplace Transform operator. The function f(t) is known as determining function,
depends on t. The new function which is to be determined F(s) is called generating function,
depends on s.
Note here question will be in t and answer will be in s.

F ( s )   f (t )e  st dt
0 
L  f (transform
For example the Laplace
 t )  e ofst ff ((tt))dt= 2 for t ≥ 0 is:

L  f (t )  e
 st
f (t )dt t 0


t 0
 e  st 2dt

t 0
 
t 0
e  st 2dt
 e  st 

 2 
e 
 st 
  s  t 0
 2   2(0  ( 1/ s))
  s  t 0
2
 2(0  ( 1/ s))  provided s > 0 4
s
Engineering Analysis Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Laplace transforms of common functions

1. Laplace Transformation of constant


𝒄
𝑪 =
𝒔

L 𝑓(𝑡) = 0 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)
∞ −𝑠𝑡
→L 𝐶 = 0
𝑒 𝐶 𝑑𝑡 = 𝐹(𝑠)

→L 𝐶 = 𝐶 0 𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠)

𝑒 −𝑠𝑡 𝐶
→L 𝐶 =𝐶 =
−𝑠 0
𝑠

Example find Laplace of 1 when t ≥ 0

𝑒 −𝑎𝑡
∞ −𝑠𝑡
L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)
∞ −(𝑎+𝑠)𝑡
L 𝑓(𝑡) = 0
𝑒 𝑑𝑡 = 𝐹(𝑠)
∞ 1
𝑒 −(𝑎+𝑠)𝑡 𝟏 L 𝑒 −4𝑡 =
L 𝑓(𝑡) = = 𝑠+4
−(𝑠 + 𝑎) 0
𝒔+𝒂 17.11.2021
5
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal
Engineering Analysis
1
L 𝑒 3𝑡 =
𝑠−3
∞ −𝑠𝑡
L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)

∞ −𝑠𝑡
L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)

6
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Laplace Transformation of 𝒕𝒏 Definition of Gamma function

𝑛!
L 𝒕𝒏 ) =
𝑠 𝑛+1 𝟏
Example 1 find Laplace transform of 𝒕𝟐
𝑛! 1
𝒏 𝟏 !
L 𝒕 ) = 𝑛+1 L 𝒕𝟐 ) = 1 2
𝑠
𝑠 2+1

7
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
∞ −𝑠𝑡
L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)


(e jwt  e  jwt )  st
L[cos(wt )]   e dt
0
2
1 1 1 
  
2  s  jw s  jw 
s

s2  w2

6
𝑠 𝐿(sin(6𝑡)) = 2
𝐿(𝑐𝑜𝑠(7𝑡)) = 2 𝑠 + 36
𝑠 + 49
8
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Laplace transformation of hyperbolic
Laplace transformation of cosh at Laplace transformation of sinh at
𝑳 𝒄𝒐𝒔𝒉 𝒂𝒕 𝑳 𝒔𝒊𝒏𝒉 𝒂𝒕
𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡
Solution: since 𝒄𝒐𝒔𝒉 𝒂𝒕 = Solution: since 𝒔𝒊𝒏𝒉 𝒂𝒕 =
2 2
∞ −𝑠𝑡 ∞ −𝑠𝑡
L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠) L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)

9
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
First shaft property

proof
∞ −𝑠𝑡
L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)

L[e at f (t )]   [e at f (t )]e  st dt
0

 at
f (t )]  F ( s  a )

  f ( t )e
( s  a ) t
dt  F ( s  a ) L[e
0

Example : find the Laplace of 𝒆−𝒂𝒕 cos (𝝎t) using shaft property
solution

s
F ( s)  2
s  w2
( s  a)
and F ( s  a ) 
(s  a)2  w 2 10
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Laplace transformations of derivatives

If the L[f(t)] = F(s), we want to show:


df (t )
L[ ]  sF ( s )  f (0)
dt
Integrate by parts:
u  e  st , du   se  st dt and L 𝑓(𝑡) =
∞ −𝑠𝑡
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)
0
df ( t )
dv  dt  df ( t ), so v  f ( t )
dt
Making the previous substitutions gives,

 df  

L   f (t )e  st |  f (t )  se  st dt
 dt  0
 df (t ) 
0
L   sF ( s)  f (0)

 dt 
 0  f (0)  s  f (t )e  st dt
0 11
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
We can extend the previous to show;
 df (t ) 2  2
L 2 
 s F ( s )  sf (0)  f ' (0)
 dt 
 df (t ) 3 
L 3 
 s 3
F ( s )  s 2
f (0)  sf ' (0)  f ' ' (0)
 dt 
general case
 df (t ) n  n 1 n2
L n   s n
F ( s )  s f ( 0)  s f ' (0)
 dt 
 ...  f ( n1) (0)

Examples
2nd derivative

12
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Transform of integrals

  1
L  f (t )dt    f (t )e  st dt
0  s0
1
 F ( s)
s

∞ −𝑠𝑡
L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)

Example

solution

13
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Multiplication of „ t‟ Division by „ t‟ or Laplace integrals
Theorem Theorem
𝑑 𝑓 𝑡 ∞
If L𝐿 𝑓 𝑡 = 𝐹(𝑠) , then L 𝑡. 𝑓 𝑡 = − 𝑑𝑠 𝐹(𝑠) If 𝐿 𝑓 𝑡 = 𝐹(𝑠) , then L = 𝑠
𝐹(𝑠)
𝑡
Since ∞ −𝑠𝑡
∞ −𝑠𝑡
L 𝑓(𝑡) = 0 𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠) L 𝑓(𝑡) = 0
𝑒 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)

𝑑 𝑑 Integrate both sides
𝐹 𝑠 = −𝑠𝑡
𝑒 𝑓 𝑡 𝑑𝑡 ∞
𝑑𝑠 𝑑𝑠 ∞ ∞
0 𝐹 𝑠 𝑑𝑠 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 . 𝑑𝑠
∞ 𝜕 𝑠 𝑠=𝑠
= 0 𝑓 𝑡 𝜕𝑠 (𝑒 −𝑠𝑡 ) 𝑑𝑡 𝑡=0


Since “s” and “t” are independent variables,
= 0
𝑓 𝑡 (𝑒 −𝑠𝑡 ) −𝑡 𝑑𝑡 by interchanging the order of integration

∞ ∞

=− 0
𝑓 𝑡 (𝑒 −𝑠𝑡 ) 𝑡 𝑑𝑡 𝐹 𝑠 𝑑𝑠 = 𝑒 −𝑠𝑡 𝑑𝑠 . 𝑓 𝑡 𝑑𝑡
𝑠 𝑡=0
𝑠=𝑠
∞ ∞
1
𝐹 𝑠 𝑑𝑠 = 𝑒 −𝑠𝑡 ∞.
𝑠 𝑓 𝑡 𝑑𝑡
𝑠 𝑠=0 −𝑡

14
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example: 𝑓𝑖𝑛𝑑 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑜𝑓 𝑡 2 𝑒 4𝑡
L(𝑡 2 𝑒 4𝑡 )
1
L(𝑒 4𝑡 ) =
𝑠−4
2 4𝑡 𝑑 1 1
L(𝑡 𝑒 )= - ( ) =
𝑑𝑠 𝑠−4 𝑠−4 2
𝑑2 1 2  at
L(𝑡 2 𝑒 4𝑡 )= - ( )
𝑑𝑠 2 𝑠−4
=
𝑠−4 3
L[e f (t )]  F ( s  a )
Example

( )2 15
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Linearity
Linearity of Laplace transform

L[c1 f1 (t )  c2 f 2 (t )]  c1F1 (s)  c2 F2 (s)


Example of function f :

𝑓(𝑡) = 5 𝑒 −2𝑡 − 3 sin(4𝑡).


Laplace transform by linearity: we find

L(𝑓(𝑡)) = 5 𝐿(𝑒 −2𝑡 ) − 3 𝐿(sin(4𝑡)).


5 12
= − 2
𝑠+2 𝑠 + 16.

As an another example, by property)


L(5 𝑒 5𝑡 + cos 4𝑡 )

5 𝑠
= L(5 𝑒 5𝑡 ) + 𝐿(cos 4𝑡 ) = + 2
𝑠 − 5 𝑠 + 16

16
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
An example where both (1) and (2) are used,
7! 1
𝐿(3 𝑡 7 + 8) = L(3 𝑡 7 + 𝐿( 8) = 3 + 8( 𝑠 )
𝑠8

As an example, we determine

17
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
1. Table of Laplace transforms

18
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
The Laplace transform
The most commonly used transform pairs

Original Image Original Image


a 
a s sin(t ) s2   2
1 s
t s2 cos(t ) s2   2

t 2 2
sinh(t ) s 2
2
s3
s
tn, n N n!
cosh(t ) s2   2
s n 1
1 2 s
e at sa
t sin(t ) (s 2   2 )2
s2  
te at
1
( s  a) 2
t cos(t ) (s 2   2 )2

2 at
t e
2
( s  a)3
e sin(t )
at
( s  a) 2   2
sa
t n e at , n  N n!
( s  a ) n 1
e at cos(t ) ( s  a) 2   2
19
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal
Inverse Laplace transformations
L 𝑓(𝑡) = 𝐹(𝑠) then f(t) is called the inverse Laplace transform of f(s) and is denoted by

𝐿−1 𝐹(𝑠) = 𝑓(𝑡) f (t )  L1 F ( s )

Where 𝐿−1 is inverse Laplace

Example
We have

Because

Example

20
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
4𝑠+7
Example find the inverse Laplace transform of F(s) =
𝑠 2 +16 s
s 
Since we know, that ˆ cos t and ˆ sin  t ,
s2   2 s2   2
it will be helpful to rearrange 4s  7 s 7 4
 4 
the original formula s 2  16 s 2  16 4 s 2  16

Now we can directly write the result by taking 7


f (t )  4 cos 4t  sin 4t , t  0
the inverse Laplace 𝐿−1 {F(s)} = f(t) 4

Example find the inverse Laplace transform of

21
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example find
Example find

Example find the inverse Laplace transform of

22
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example

23
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
PARTIAL FRACTION EXPANSION
Definition -- Partial fractions are several fractions whose sum equals a given fraction Purpose --
Working with transforms requires breaking complex fractions into simpler fractions to allow
use of tables of transforms

24
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example find the inverse Laplace transform of

We are looking for coefficients A, B and C

To determine A and B, first


clear the denominators:

We get

By comparing the coefficients of s and constant


coefficients, we get two equations in A and B.

Hence,

We can now determine the inverse transform

25
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
2s  3
Example find the inverse Laplace transform of F (s)  2
s  4s  3

2s  3 A B
We have to find coefficients A and B for F (s)   
s 2  4s  3 s  3 s  1

Multiplying the equation by its denominator 2s  3  A( s  1)  B( s  3)

3
Now we can substitute s  3 :  3  2 A  A 
2
1
s  1 : 1  2 B  B 
2

3 1 1 1
Therefore F(s) F ( s)  
2 s  3 2 s 1

3  3t 1  t
Inverse Laplace of F(s) f (t )  e  e ,t 0
2 2
26
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example find the inverse Laplace transform of 3s 2  5
F (s) 
( s  1)(s  3) 2
3s 2  5 A B C
We are looking for coefficients A, B and C F ( s)    
( s  1)(s  3) 2 s  1 ( s  3) 2 s  3

Multiplying the equation by its denominator 3s 2  5  A( s  3) 2  B( s  1)  C ( s  1)(s  3)

Now we can substitute to get A,B; s  1 : 8  4 A  A  2


the C coefficient can be obtained s  3 : 32  2 B  B  16
by comparison of s2 factors s2 : 3  A  C  C  3  A  1

Therefore F(s)
2 16 1
F (s)   
s  1 ( s  3) 2 s  3

Inverse Laplace of F(s)

f (t )  2e t  16 t e 3t  e 3t , t  0

27
Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
2s  7
Example find the inverse Laplace transform of F ( s) 
( s  6)(s 2  4)

2s  7 A Bs  C
We are looking for coefficients A, B and C  
( s  6)(s 2  4) s  6 s 2  4

Multiplying the equation by its denominator 2s  7  A( s 2  4)  ( Bs  C )(s  6)

19
Now we can substitute to get A,B; s  6 :  19  40 A  A  
40
the C coefficient can be obtained 19
s2 : 0  A  B  B   A 
by comparison of s2 factors 40
1 19 51
s 0 :  7  4 A  6C  C  (7  )  
6 10 60

Therefore F(s) 19 1 19 s 51 2
F (s)    
40 s  6 40 s 2  4 120 s 2  4

19 6t 19 51
f (t )   e  cos 2t  sin 2t , t  0
Inverse Laplace of F(s) 40 40 120
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Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Applications of D.E’s by using Laplace and inverse Laplace transformations

Suppose the given [Link] is of the form 1

is a Linear [Link] of order 2 with constants a, b the boundary conditions are y 0 = 𝑦 ′ 0 = 0


We Know that

For 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒

𝐹𝑜𝑟 𝑡ℎ𝑒 𝑠𝑒𝑐𝑜𝑛𝑑 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒 𝐿 [𝑦 2 𝑡 ] =


L 𝑦(𝑡) = 𝑦 𝑠 𝑎𝑛𝑑 𝑦 2 𝑡 𝑖𝑠 𝑡ℎ𝑒 𝑠𝑒𝑐𝑜𝑛𝑑 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒
By simplify
[Step 1] Taking the Laplace transform of the equation (1)

Substituting in the initial conditions, we obtain

[Step 2] Simplify to find Y(s) = L{y}

[Step 3] Find the inverse transform


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Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example: solve the following equation using Laplace transformation

[Step 1] Transform both sides

[Step 2] Simplify to find Y(s) = L{y}

[Step 3] Find the inverse transform y(t) Use partial fractions to simplify,

Equating the corresponding coefficients:


1=a+b a=2
−9 = −5a − b b = −1
Hence, Inverse Laplace
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Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example: solve the following equation using Laplace transformation

[Step 1] Transform both sides

[Step 2] Simplify to find Y(s) = L{y}

[Step 3] Find the inverse transform y(t) by partial fractions,

Therefore,
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Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Example solve the following equation using Laplace transformation

Solution
Taking the Laplace transform of the
equation
Letting Y(s) = L{y}, we have

Substituting in the initial conditions, we obtain

Thus

Using partial fractions

Then

Solving, we obtain A = 2, B = 5/3, C = 0, and D = -2/3. Thus

Hence
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Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 17.11.2021
Engineering Analysis
Solving of differential equations by the Laplace transform
Example solve the following equation using Laplace transformation
x  4 x  sin 2t , x(0)  3

We know that x(t ) ˆ s X ( s )  x(0) sin  t ˆ 2
Equation in the Laplace form 2 s 2
s X ( s)  3  4 X ( s)  2
s 4
2 3 2
X ( s)(s  4)  3  2  X (s)   2
s 4 s  4 ( s  4)(s  4)
2 A Bs  C
  2  A( s 2
 4)  ( Bs  C )(s  4)
( s  4)(s  4) s  4 s  4
2 2

1
s  4 : 2  20 A  A 
10 2  4A 2
s 0 : 2  4 A  4C  C  
1 4 5
s2 : 0  A  B  B   A  
10
A formula for the X(s) after the 1 1 2
 s
3
partial fraction decomposition X ( s)   10  102 5
s4 s4 s 4
after some small arrangements
31 31  4t 1 1
The answer x(t )  e  cos 2t  sin 2t , t  0
1 s 1 2 10 10 5
X ( s )  10  
s  4 10 s 2  4 5 s 2  4 Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 33
Example solve the below equation using Laplace transformation
x  4 x  2 cos 2t , x(0)  0; x(0)  4
Necessary relations x(t ) ˆ s X ( s )  x(0)

x(t ) ˆ s 2 X ( s)  s x(0)  x(0)


2s
Equation in the Laplace form s X (s)  s  0  4  4 X (s)  2
2

s 4
2s 4 2s
X ( s )(s  4)  4  2
2
 X (s)  2  2
s 4 s  4 ( s  4) 2
2 s
knowing that t sin t 
ˆ 2 1
( s   ) x(t )  2 sin 2t  2 t sin 2t
2 2

1
The original function x(t )  (4  t ) sin 2t , t  0
2

Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 34


Example solve the following equation using Laplace transformation
t
x   x( )d  1, x(0)  1
0

t
1
0 x( )d ˆ s X (s);
Necessary relations
x(t ) ˆ s X ( s )  x(0)

Equation in the Laplace form


1 1 1 1
sX ( s )  1  X ( s )   X ( s )(s  )  1 
s s s s
s 1 s 1
X ( s )(s  1)  1  s 
2
X (s)  2  2  2
s 1 s 1 s 1

The original function x(t )  cos t  sin t , t  0

Assistant Prof. Dr. Eng. Ibrahim Thamer Nazzal 35

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