AdvMath (Unit 2)
AdvMath (Unit 2)
LAPLACE AND INVERSE LAPLACE TRANSFORM The Laplace transforms and its inverse has many important applications in mathematics, physics, economics, engineering, and probability theory. Pierre Simon Marquis de Laplace originally developed the integral transform for his work on the probability theory. However, the powerful, practical Laplace transform techniques were developed only a century later by Oliver Heaviside. The Laplace transform, because of its properties, makes solving ordinary differential equations much easier by making operations in calculus algebraic. Moreover, compared to other transform techniques (such as Fourier transform), the Laplace transform virtually exists to almost all kinds of functions, subject to certain restrictions. It is then ideal to use Laplace transform to analyze systems modeled by differential equations and are causal in nature. Let f t be a causal function, so f t = 0 for t < 0. The Laplace transform F s of f t is the complex function defined for s by F s = e f t dt (2.1) 2.1 Definition, Existence and Uniqueness of the Laplace Transform
The Laplace transform basically maps the function f t , which is in t-domain (in applications, time-domain) into s-domain (which we will call later as the complex frequency domain). We shall use the following notation f =F s (2.2a)
read as the Laplace transform of the function f t is the function F s , and which denotes the inverse Laplace transform of the function F s is the function f t . Also take note that the original functions f t depend on t and their transforms F s depend on s. We shall use lowercase letter for the original functions and the same letter in upper case to denote their transforms. In Eq. 2.1 we need to evaluate the integral from zero to infinity; such integrals are called improper integrals. Improper integrals are evaluated according to the rule e f t dt = lim
F =f t
(2.2b)
f t dt
(2.3)
Page 1
(c) F s =
(e) F s = A function f t has a Laplace transform if it does not grow too fast, say, if for all t and it satisfies the growth restriction f t e 0 and some constants (2.4)
The function f t also need not to be continuous in the whole interval, rather it should be piecewise continuous. A function is piecewise continuous on a finite interval t where f is defined, if this interval can be divided into finitely many subintervals in each of which f is continuous and has finite limit as t approaches either endpoint of such a subinterval from the interior.. Figure 2.1 illustrates a piecewise continuous function as an example.
We can now state the existence of the Laplace transform in the following manner: if f t is defined and piecewise continuous on every finite interval on the semi-axis t 0 and satisfies the growth restriction (Eq. 2.4) for all t 0 and some constants and then the Laplace transform f exists for all s .
Page 2
Because of some basic properties and the uniqueness of Laplace transform, we can deviate from using the Laplace integral to all functions. All we need is to derive the Laplace transform of basic functions then apply the properties. At the end of this section, a table of Laplace transform is presented. Linearity Just as differentiation and integration are linear, Laplace transform is also a linear operation, that is for any functions f t and g t whose transforms exist and any constants and , the transform of f t + g t exists and f t + g t = f t + g t = F s + G s (2.5)
Example 2.2 Using the linearity theorem, and the previously obtained Laplace transform pairs, find the Laplace transforms of (a) sh t (b) si h t (c) s t (d) si t First shifting theorem: Shifting in the s-domain The Laplace transform has the very useful property that if we know the transform of f t , we can immediately get that of e f t , as follows: If f t has the transform F s (where s for some ), then e f t has the transform F s (where s for some ). Thus, e f t = F s e f t = F s (2.6a) (2.6b)
Example 2.3 Apply the shifting theorem and the previously obtained Laplace transform pairs to obtain the Laplace transform of the following: (a) e s t (b) e si t
Page 3
Example 2.4 Find the Laplace transform of the following functions using the table (variables other than t are considered constants) (a) t t (b) s t (c) e sh t (d) e (e) s t +
We havent proved formulas 3, 4 and 5 yet, however, they can be obtained from formula 2 by induction. Formulas 1 thru 3 are special cases of formula 4 (note that 0 = , which applies for formula 1).
Page 4
(d) (e) Example 2.5 Find the inverse Laplace transform of the following functions using the table (variables other than s are constants) (a) (b) (c) (d) (e) Answers: (a) 4 s t 3 si (b) t + t (c) 3e si 5t (d) e (e) t
Page 5
Find the inverse Laplace transform of the following functions. Variables other than s are constants. 11.
Page 6
(2.7a)
provided f t is continuous for all t 0 and satisfies the growth restriction and f t is piecewise continuous on every finite interval on the semi-axis t 0. The Laplace transform of the second derivative of f t is provided f t and f t are continuous for all t 0 and satisfy the growth restriction and f t is piecewise continuous on every finite interval on the semi-axis t 0. By induction, we can then have the Laplace transform of the -th derivative of f t as f t = s F s s f 0 s f 0 f 0 (2.7c) provided f up to f are continuous for all t 0 and satisfy the growth restriction and f piecewise continuous on every finite interval on the semi-axis t 0. Example 2.6 Find the Laplace transform of the following using the differentiation property: (a) te (b) t si t (c) si t Answers: (a) (b) f t = s F s sf 0 f 0 (2.7b)
be
(c)
Page 7
Example 2.7 Find the inverse Laplace transform of the following using the integration property. (a) (b) Answers: (a) (b) s t
Take note that multiplication by s in s-domain is differentiation in t-domain and division by s in s-domain is integration in t-domain. This is the very useful property of the Laplace transform that makes it an ideal tool in solving differential equations and initial value problems. In illustrating how Laplace transform can solve initial value problem, consider the examples below: Example 2.8 Find the general solution of the differential equation (a) y + y + y = 0 for y 0 = and y 0 = 3 (b) y y = t for y 0 = y 0 =
The Laplace transform method of solving differential equations has the following advantages: Solving a nonhomogenous ODE does not require first solving the homogenous ODE. Initial values are automatically taken care of. Complicated R t (right sides of linear ODEs) can be handled very efficiently.
Page 8
The special case of step function u t for which positive constant is shown in the figures below.
for an arbitrary
Page 9
The transform of u t
Figure 2.3. The unit step function u(t) and its shifted version u(t-a)
can be found using the Laplace transform integral and is given as u t = e s (2.10)
The unit step function is typical engineering functions made to measure for engineering applications which often involve functions that are either off or on. Multiplying functions f t with u t can produce all sorts of effects, as in examples illustrated below.
The second-shifting theorem: t-shifting If f t has the transform F s , then the shifted function f t u t has the transform e F s , that is If the conversion of f t to f t f t u t = e F s (2.11)
Figure 2.4. Illustration of the effect of multiplication of the unit step function to a given function
f t u t
is inconvenient, replace it by = e
f t+
(2.12)
Page 10
Answer:
f =
e + + + s s s
8s
s +
F s =
Answer f t =
0 t3 e
0 si t
+ e s +
e s+
0<t< <t<
<t< t 3
Page 11
7. s 8. 9.
10. .5
2.5 Short Impulses. Diracs Delta Function Phenomena of an impulsive nature, such as the action of forces or voltages over short intervals of time, such as the action of forces or voltages over short intervals of time, arise in various applications. Such impulses can be modeled using the Diracs delta function and can be solved very efficiently using Laplace transform. Consider the function f t = 0, , t therwise + (2.13)
This function represents, for instance, a force of magnitude acting from t = to t = + , where is positive and small. In mechanics, the integral of a force acting over a time interval t + is called the impulse of the force. The area bounded by this function (which is its integral with respect to t) is unity.
Page 12
Thus, from Figure 2.7, = We take the limit of 2.13 as f t dt = t dt = , that is (2.14)
0, denoted by
= lim f t
, t= 0, therwise
(2.15) t
which is called the Dirac delta function or the unit impulse function. The Laplace transform of given as t =e
is
(2.16)
The unit step and unit impulse functions can model several situations in electric and mechanical systems, thus, knowing its Laplace transform is of great value to us.
Page 13
t 0
y t =
+e
0<t< + e e 0<t< t t
<t<
(b)
y t =
0 e
Page 14
4. y 5. y 6. y 7. y 8. y 9. y 10. y
+ 3y + y = 0 si t + t y 0 = ,y 0 = + 4y + 5y = u t 0 e e t 0 y 0 = 0, y 0 = + y 3y = 00 t + 00 t 3 y 0 = ,y 0 =0 + y + 0y = 0 u t 4 0 t 5 y 0 = ,y 0 = + 5y + 6y = t +u t st y 0 =y 0 =0 + y + 5y = 5t 00 t y 0 = ,y 0 =5 + 5y = 5t 00 t y 0 = ,y 0 =5
2.6 Application: Vibration of Spring Consider a steel spring attached to a support and hanging downward.
The spring, within certain elastic limits, will obey the Hookes law: If a spring is stretched or compressed, its change in length will be proportional to the force exerted upon it and when this force is removed, the spring will return to its original position with its length and other physical properties unchanged. Thus, the force that will cause the spring to stretch or compress unit of length will be F = (2.17)
where is a spring constant which is related to the ratio of the force applied per unit length of displacement.
Laplace and Inverse Laplace Transform Page 15
The retarding force, or the drag force, whether applied or caused by the medium, which opposes the motion of the object, and is proportional to the velocity of the object (the constant is the constant of proportionality characterizing the medium), F = t (2.18b)
The force applied on the spring by the object when it is moving, determined by Hookes law F = t (2.18c)
A time varying external force which is proportional to the acceleration F t that it alone would impart on the object, F = w F t g (2.18d)
From these, the differential equation that describes the motion of the object can be written as
Page 16
w F t g
(2.19)
Multiplying 2.19 by
and letting =
, we have t =F t (2.19)
t +
t +
which is a second-order, nonhomogenous linear differential equation. The initial conditions required for this problem, 0 and 0 refer to the initial position of the object with respect to the equilibrium point and the initial velocity of the object respectively. As previously done, equations of this type can be solved using Laplace transform techniques. Undamped Motion. When the parameter = 0 the differential equation of 2.19 becomes t + t =F t
(2.20)
Example 2.11 Find the response of a mass-spring system without damping to the following inputs: (a) hammerblow input t at t = 0, zero initial conditions (b) no input, but with non-zero initial conditions ( 0 = 0 0). (c) sinusoidal driving force A si t with , 0 = 0 0. (d) sinusoidal driving force A si t with = , 0 = 0 0 Answers: (a) t = si t (b) (c) (d) t = t = t = 0 0 0 s t + s t + si t
s t +
si t
si t +
si t t
si t +
s t
si
Page 17
and below the equilibrium point and the frequency of vibration is still f =
Damped Motion. When the parameter is non-zero, the motion that results is a damped one. Thus from the equation t + t + t =F t
The parameter is a factor related to damping; it represents the energy lost by the object because of retarding force while moving.
(2.19)
we can identify three possible scenarios for the motion. Case 1: Underdamped Motion. This motion is characterized by an oscillation but eventually dies out as a result of damping. When the parameter , the quantity = is a positive number and in general, it will have a solution of the form t =e s t+ si t + t (2.20)
Page 18
The term t represents the particular solution for the external input F t . Case 2: Critically Damped Motion. This motion is characterized by decay of motion without oscillation. This happens when = , and the general solution of this motion is t =e + t + t (2.21)
Case 3: Overdamped Motion. This motion is characterized by a slower decay of motion without oscillating. When , the quantity = is a negative number, and the general solution of the differential equation becomes t =e +e + t (2.23)
As the equation indicates, this motion decays slower than the critical damped motion case.
Page 19
9. A spring is such that a 4-lb weight stretches the spring 0.4 ft. The 4-lb weight is attached to the spring (suspended from a fixed support) and the system is allowed to reach equilibrium. Then the weight is started from the equilibrium position with an imparted upward velocity of 2 ft/sec. Assume that the motion takes place in a medium that furnishes a retarding force of magnitude numerically equal to the speed in feet per second of the moving weight. Determine the position of the weight as a function of time.
10. A particle is moving along the x-axis according to the law d d +6 + 5 =0 dt dt If the particle started at = 0 with an initial velocity of 12 ft/sec to the left, determine (a) in terms of t, (b) times at which stops occur, and (c) the ratio between the numerical values of at successive stops. 2.7 Application: Electric Circuits An inductor is a passive electrical component that can store energy in a magnetic field created by the electric current passing through it. An inductors ability to store magnetic energy is measured by its inductance, in units of henries (henry in singular). The effect of an inductor in a circuit is to oppose changes in current through it by developing a voltage across it proportional to the rate of change of current. Thus, the time-varying voltage across the inductor is v = di dt (2.24)
A capacitor is a passive electrical component consisting of a pair of conductors separated by a dielectric. When there is a potential difference (voltage) across the conductors a static electric field develops in the dielectric that stores energy. An ideal capacitor is characterized by a single constant value, capacitance, measured in farad.
Page 21
(2.25)
By Kirchhoffs voltage law (KVL), we can derive an expression for current at any time t. We first consider the case when the input voltage is a dc source (a battery). Example 2.14 Find an expression for the current at any time t for the series RLC circuit shown in Figure 2.13 when the input voltage is (a) is positive. (b) is zero. (c) is negative. Let Answers: (a) i t = = and e si t e e = . volts dc if
(b) i t = (c) i t =
te
Page 22
The transient response is the output that tapers off as time goes to infinity. In the example above, the first two terms represent the transient response, while the last two terms represent the steady-state response. Note that the steady state response of the circuit is a harmonic oscillation. The last two terms can be written as i t = .4 46 si 400t .3008 Hz.
The Laplace transform is very useful in the analysis of various circuits including filters, transistor networks, operational amplifiers, etc. One of the interesting properties of the models for the mass-spring system and the electric circuits is their similarity. In fact, if one will observe, the mass-spring model w g t + t + t = w F t g (2.19)
has the same form, and a quantitative analogy can be deduced from such similarity. The following table summarizes that analogy.
Page 23
Drill Problems 2.6 1. Find the current of a series LC circuit when initial current and charge.
= 0. H,
= 0.05 F and
= si t
, assuming zero
2. What are the conditions for an RLC circuit to be overdamped, critically damped and underdamped? 3. Find the steady-state current in the RLC circuit for the given data: a. R = 8 , = 0.5 H, = 0. F, = 00 si t b. R = , = 0. 5 H, = 5 0 F, = 0 si 3t c. R = , = H, = 0.05 F, = 4. Find the transient current in the RLC circuit for the given data: a. R = 6 , = 0. H, = 0.0 5 F, = 0 si 0t b. R = 0. , = 0. H, = F, = 754 si 0.5t c. R = 0 , = H, = 00 3 F, = e .93
s t + 0. 46 si
4. Find an expression for the current at any time t in the RLC circuit for the given data: a. R = 4 , = 0. H, = 0.0 5 F, = 0 si 0t b. R = 6 , = H, = 0.04 F, = 600 s t + 4 si t c. R = 3.6 , = 0. H, = 0.06 5 F, = 64 s 0t
Page 24