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Lect 22

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LECTURE TWENTY TWO

January 26, 2022


Overview

Laplace Transform
Convolution Theorem
Differentiation of Laplace Transform
Integration of Laplace Transform
Convolution Theorem

I The convolution theorem is used to find


the inverse Laplace transform of the
product of two functions with known
inverse Laplace transform of the factors of
the product.
Convolution Theorem

I The convolution theorem is used to find


the inverse Laplace transform of the
product of two functions with known
inverse Laplace transform of the factors of
the product.
I Let F (s ) and G (s ) be two functions with
known inverse Laplace transforms off f (t )
and g (t ) respectively.
Convolution Theorem

I The convolution theorem is used to find


the inverse Laplace transform of the
product of two functions with known
inverse Laplace transform of the factors of
the product.
I Let F (s ) and G (s ) be two functions with
known inverse Laplace transforms off f (t )
and g (t ) respectively.
I The convolution theorem would help us
to find the inverse Laplace transformation
of the product F (s ) and G (s ).
Convolution Theorem

I F (s )G (s ) is given by the function


Rt
0
f (T )g (t − T )dT of t .
Convolution Theorem

I F (s )G (s ) is given by the function


Rt
0
f (T )g (t − T )dT of t .
I This integral is called the convolution of
the functions f and g and it is denoted
by f ∗ g .
Convolution Theorem

I F (s )G (s ) is given by the function


Rt
0
f (T )g (t − T )dT of t .
I This integral is called the convolution of
the functions f and g and it is denoted
by f ∗ g .
I This is given by
Z t
(f ∗ g )(t ) = f (T )g (t − T )dT (1)
0
Convolution Theorem

I Let f (t ) and g (t ) be functions such that


their Laplace transforms exist, then
L(f ∗ g ) = L(f )L(g )
Convolution Theorem
Convolution Theorem
Convolution Theorem
Laplace Table
Differentiation of Laplace Transform

I Let F (s ) = L(f (t )) where f is


0
continuous on [0, ∞). If f is at least
piecewise continuous on (0, ∞), then
0
L(f (t )) = sF (s ) − f (0)
Differentiation of Laplace Transform

I Let F (s ) = L(f (t )) where f is


0
continuous on [0, ∞). If f is at least
piecewise continuous on (0, ∞), then
0
L(f (t )) = sF (s ) − f (0)

I Extending these identities to formulas for


the higher derivatives is easy. For second
order is
00 0
L(f (t )) = s 2F (s ) − sf (0) − f (0).
Differentiation of Laplace Transform

I For the third order is


000 0 00
L(f (t )) = s 3F (s ) − s 2f (0) − sf (0) − f (0)
Differentiation of Laplace Transform

I For the third order is


000 0 00
L(f (t )) = s 3F (s ) − s 2f (0) − sf (0) − f (0)

I Therefore, generally for n order is


0
L(f (n)(t )) = s n F (s ) − s n−1f (0) − s n−2f (0)
00
− s n−3f (0) − · · · − sf (n−2)(0)
− f (n−1)(0).
Differentiation of Laplace Transform

Example:
Consider the initial value problem
dy
− 3y = 0, with y (0) = 4.
dx
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Differentiation of Laplace Transform

Example:
Differentiation of Laplace Transform
Differentiation of Laplace Transform
Integration of Laplace Transform

Let g be the running integral of a signal f ,


that is
Z t
g (t ) = f (T )dT (2)
0
then

1
G (s ) = F (s ). (3)
s
The time domain becomes division by
frequency of variable s .

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