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Lecture Notes of Laplace Transform

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51 views

Lecture Notes of Laplace Transform

Uploaded by

Halil
Copyright
© © All Rights Reserved
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LAPLACE TRANSFORM Let f(t) be defined for all tyo.!F the following improper Integral converges, then it is called the Laploice transform of f Fls)- di fey = [Pest fue) at ° Ce) SA ® ee 0 pO If S»O Lfage (P est diz dyn -4eSt 1 lium -6 (e4) } be o bem © =4 for s>0 3 S> @ fuy=e% , 470 oO z(s-0)+ | (O ego 24 Oe, ce aac dt-A and a is reat oD o § asst ) ( a a) - -St 1a ~u Ue Adu Lit qe ic £0 dé [ous ede | 5 c ga S 0 0 ee (Pou uo dus TG) Sat 5 cart {y= rice TM (n+4) =n! N}ZO integer = L4t 4 = aa 1$70 SI LINEARITY OF LAPLACE TRANSFORM a,b:constania =, Lifes, 44g) exist Lforwsogury-alifuy+odiguy PROOE: | Fares bait) = [Pest Caste) +bgct) ) dt 0 = 0 fe fyat +b [Pet git) at =a Life) bed Ligue} ° o ® P (a) = Nit ie known Since 7 (x41) =¥ PX), then (Sia) = 2M (Sh) = 4 MU)= Bre Liotta y i324 = hth aa we htd2y [hiinh= ot Laat = Tia] : BM E(ob) =o 62 Me pb ee Ve ® L heosn ur} = Lf4 cere) Jo 4 [Mekty rh fetth] fia eyeed ‘oo FAG o) l es So Ske aes 4 4 Lisinnet§ = 4 [hfetty-Lbewey y= a eaeemer la ze (8yk0) eter coe eg | cosues 4 (elkt +é'HE) = cosh Like) 2 aE ee peat i e@ = Coskt -iSinke Bern A (eikt_entt ) = Sinn kt) 2 Lteosney = L {cosh likey 9 = 3 ($30) a GO? 642 (s 0) 3 Lisinney = S242 @ Sin2ke= 4 U-cos ant) Fished s 4 aS [RAtb= 2 1e0s ake} ] = 4(4+- op) Aisin ue y= 4 INVERSE LAPLACE TRANSFORM _ Flee Lifwyy = fy. L'{Fleyy a cord #ALG= 4 a and f4y Ricosieh= Sti, fe} 824 K> & ody pr alee coskt PIECEWISE CONTINUOUS FUNCTION 4-£ 18 continuous in the fntenor of each subindevals of La,e) A-fe) has a finite Limit aS t approaches each endpoint of tnese subintervals from ike Intenor A function f which Sahsfies the properties above is called a piecewise Continuous funcion On Ca,b] STEP FUNCTION Ult)= iy ae unit step functicn Beara Lise piecewise cont : >for tz0 , diucay=4 180 f es att) = ie Eeoeaiteay rs 4,0 2 ¥ Let Q>O | oD © wo __41e-st eS ug) de = | OC eerie Qa -as L{uawy= f oO af. (496,070) $ EXISTENCE OF LAPLACE TRANSFORMS If f 18 a pienewiee continues function and satisfies wl emMect for £77 ,mieiT ore nonneg.const) Cf 15 Of exponential order as +30) khen Fs) exists forall Spc and pia ae ae UNIQUENESS OF INVERSE LAPLACE TR. Suppose that F(s) and Gls) which are the Laplace transforms of flt) and Qlt) both exist lf Fl6)=Gls) for all syc for sorne ¢, then fit)=g tt) wherever on [o,c) both £ and Q are cominuocus TRANSFCRMS OF DéeRIVATIVES Suppose that fit) 1S continuous | Piecewise Smooth for LYO amd is of exponential Omer aS t+ a0 Thee 41 fry ensis for S>¢ and Lifiery Baalbe 0-25 0A=S = aero 4 (Soe “ 5 RMxte ye dv Far ay TREES TiS Recon thak Lhe*y=+- 2 2'§- $-a \ 3k hxisyy = x) = Bert ze Ex x" 4x 2 SinBt » Xl0)= x'(0)=O (uAsinued = a5? en aren Lixh = Lisinaes 4) (8244) )3x) = —2— 5 1. \xayh= 2. = Ha) S43 * (Su eS) mses SAS Gon. (S244)(6%9) 844 $49 = (A64B) (5249) + CCS+D) (9244) =3 S*2-9 = (€S4+D)(-5) = 3 4'C=0 & D=-3/5 S%-4 5 (AS+B) 5+ 3 = Azo, B23/5 X (eye ete = Sy eee ey Dar es 5 ayy 5 649 as {xi8)} bi on laa! 53 ta 3 x@Q)= 3 gin b-4 sindt 40 5 EX Show thot bL{rea}- 4 J Lheaty- a ($-0)% s fa) =te% 4 10) =0, pide rate Afgan} = shifty Foy? L{upatret = plertysa p{reaty -shiter} (-a) L {teak = ee = Peco (-a) EX Use Aicoskit=_S +0 find Lftsinut). SK? into ESINKE 3 CLOV=0, FlE)= SiNkE +h tCoSkE a £10) oe (4) -Keos kt + KCoskt- Yb Sinkt oe ~K2ESINKE p'Uy = sa {rary 9 dr- prude 2k KA coset} —K2 Pfesinuts = S24 fesinurs ($242) 1 fesinkty = 2h. 2— Siena (64 k2)? TRANSFORM OF INTEGRALS Suppose that flt) is a piecewise cont. functioh for t»O and satisfies jhe condition of exponential order lec amet for t7T. Then i h = Fs) a) frde} = Ah brurt = HS) for s>e ) as (eee 3 fle) at ) Proof: pet at a E oe 1d. Th.of Calc: 7 a3 Fun. Then gtt= {"f(rdt py (Yee ate fuviv!-feale! 9 ule Sc t cu ch. Met = - DAs gtk) 45 ees Me dt = Mle Ae - of exponential order AS £300 ‘ (9 1s nt and piecewise srmnooth. for +yZO0 al9 '6 co sLifwy-Liget=s Lf gurd- gid ahi Precoar |= t Leary 4 EX Find the inverse Laplace 4ransform of Ce eal ad 7% et f Jf ejArjace et at $(S-a) - caw ° Sb ees \b= a (eat -4) a ° ayo ier ae, Seen = Cee 4 (e9°A et 5 = lect J o t at ae 4 24 (eb a-ak) Tec od pOt aed ok (9h a! <4,e Hegel = Ge ee tSee TRANSLATION ON THE S-AXIS lp FIs LLPUYS emsts for spe; then Li e% fu] exists for syase and f jet £4 = FLs-0) ( { { F6-a)} = eat cu) ) Proof: Fre): (MV E* cu) at oO 3 Flo-a)= (Pe St cuyde- (Pes Ceo £1) dt =hlerteuy) o } Be: X"46x'+ Bux=0 , Xl0)=3, X'(o)=4 Lixtbaerixthsaudixg=4fo4 SrLLEYY ~ 9 (0) — x'Le) +6 (5 LAxary-x000) 434 LLed <0 (62469434) LL xtt)y = 3544463 = 3519 x(e)-hixujy= 3S+19 36418 _ g SS 42 5 S4OS1SY — (S43)?429 (5430325 ($4) 25 gf ea iB je ine (one! é epict J 4 5 3 x)= 3 oF Cosbe + QE%+ Sint Reent thor ‘isinBe} = 5 a Fle) 3 FISHS)= — , f)=SinSt SL Ah} F513) } se St pay = e-St SINE and SHE) FISD) = | #2 | ft)x Cos Bt Licosst3 = —% Se ees eates ane Le" {rrstay y= Pt fLL) = e-Bt coset EX: Find the inverse Laplace. transform of gis) = S44! — 82.952. 85 StH A 2 aa pee a oy pe et ears 5 Soe ae AlS+2) (5-44) 4 BS (5-4) +03(612)-o44 S=05 -BA=45 A--118 S=-25 -2(-6). B=444 5 Be BID S245 46C= loth a C= 44) ~lf = 4 Ay “ak 5B viene eects) Ifrisy} ee abeet pre ee 44-8 Brae pot tee 8 Dy 2 Reco! that Lines and Lf ery = to Ex: yr44y'+ aust, ylo)=y\loy <0 SrLiyy-sytor-ytors4 (Sdiyy sco)) +4 diy = Liey (S4+aseh) Ligh = 22 4 .ig}2—2 — G2 53(S32)? eee Abe eipe fe Omay a Dale Peart) s3(sen)2 S S% SB SHA (542)? 3 AS2(S42)24 BS ($42)2 4 C15+2)2 + DS3(S42) 4 E9952 S209 4C 2245 CH1/2 Sareea ea ily (A$2 + BS4C) (S42)% + CD St2) +E) 59 =2 Lee) Differentiate (¥x) ) then C2AS +B) (942)? + (AS% BS +O) 21S4a)+ DBSF+ (DIS+D+ £)352=0 S=09484+C22 -09 Be-c=-lh Se-2S -B804e.3420 9 D=3E/2 =~ 3/8 Multiply c#) by S and tave the Limit OS Sco , ten A+D <0 5 A=+3/8 ele su feteeceee Ea gt BOSS ee B st2 A C542)? B= TIN yy = eet 3 et 2 BYo 9 bene a 4A B 4 Souls teat Pale cas are ace 3 aap EX: x1, 6x!4 Bux = 309124, x(0) = x!l0) =O 82 4 {x} -S xto) - x10) +6 (SLAx4— xO) ) + BY ALK = 30 L{sinary (9%654+34) Liyg= 62. 3 diy} 82 44 (64n)(646S+34) 60 __ ASt® , _Cs4D (5944)(5%65t34) S44 S4654+34 (AS+B)(S7+65+34) + (eSt+D) (S244)-60 64), Sts > (AS+B) (-4468434)=60 5 6A8S+4 6B 5430A54308 260 (6B4+30A)5 + 30B-24A =05 +60 30-24 A=60 ] B=-BA | -150A-244=60 5 -I#4A=60 = A=-40|29 6B4 3DA4 =D \ 3 B- 50/29 Differentiate C*), then A(5%4 65434) 4 (AS+B) (2846) 4¢(6244) $=05 34-10 19, ae ag 4ace =0 3 C = 10/29 = (€3+D) 2520 S45 A( 30468) + ee b) 4 6A6 + 2BS46B) + (2CU-4)42DS ) =O = (6A + 6A+2D42D)5 + (Z0A-BA+6B-8C) =O 3620,.24+8.52 44020 = D= 10/29 26h +, 52 +40 (Ds See ees od he 7 aa on 2S ke ( ie S2py | 29 (4B) 428 23 eos sa ai -I S43 5 ) a a au -3E laa lees "eons! = - 10, (cosa -B Sinat + 64 Cos bt - & etsin5t) CONVOLUTI FUNCTIONS £19 : piecewise cont func defined for ty0 t (Fag) W) = {£(0) g-2) at { : the convolution of fF and g (fH) aglt)) aie od \tatw |) 1S) £02) 9-2) dz shaaeare ° (“ ¢¢-w) glu) t-dut) = (r Glu) £a-u) du - g*f Es oO EX: Convolution of cost and sint Coost) * (Sint) = jb cosz SIN b-U) dt oO ee Lsint -sin(az-4)] 6% sirice casa simnB= ese einen) a oO Lesint + 4 cdot ~ 4 cost-t)] L i, 4 cos(ar-t)] |. = 4 [ taint + Ai ee on = 44sint a THEOREM Suppose that f(t) and gl) are piecewise cont f 2 s for 4,0 and that If) and |gt| ore bounded ey me? AS %300.Then, the Laplace transform of the convolution fe) xgtt) exists for S>c and LLewagury = difod- tigers - if re) ats] = Fa) #9) BE flt)=sinae , gi) = 0% A LEP), = aT =FUS), Ligteyy = <4 = Gls) a el 2 L {ris) Gaye k Gane = Usin2t) * et = ye ebb ajnat dt =L 0 4 ucet®_, du-ett dt j a Per epeenrdet cs = = du= aD Cee SG pons ye-4c082t tet cosaz [4 (Pete fa ene Seah —- ett cosazdt {cost dt=dva Ved Sin2e J Cao = -400S2t44et _A [4 = 2 212 ic ‘ ett sinaz | ri {Fe t-tsmaz dt| o D os ee Eo (et) i= - Scos at + tet -4, Sinat eAf la tet_i sin2t a = (-4.c002b+pet-4E ) 2 | pa ee |e (-2cosat+2e+_sin2t) (s%44)(st) 3 5 THEOREM If $1) 18 pleewie core for 23.0 and | fle)|Z Met as t9»o ,then Liagwy=Fl9 for 5> fuey= Lely. - 4 Kf etisyy 4 hance y= ne F™ Cs) Ex: { fasingt} =C0 FM) = [ek @yert]"=Le tere) “29] =f) + Fls)2_k eee) a Li Psinut§--2k [-alesw) 255+ (64) ] euse ” oy _ 6xsr ane eabs — Ger” 48)? Ex: J+ $ pont =| i a a1 § zils2 BY 1 f ton t LL! (eve g=-L [4 eee 32 =F(s) ee me ona a ie a j =-_l-sint) = Sine. Ex £x"-xtn4x20, x10) <4, x'l0)=0 cy LLEx" Y =- Pts) = - Ls? xen = 6 x) yO =ftt) = — [95 xcs)4 Stx'ls) 4] hie xs = -F'5)=-( xis)! = — x") = fH (Bessel's equaticn ) ol 3-28 X(8)-52.X'(S) 4 4+ 8 X(S) —K%CO) — x'(S) =O (4482) x6) = -SX(8)— x's) _ -5_ x(S) sul § 32s. - - 4 Us (e441) +ine = ln — = xt) = Vs ea 3 Inxs)= THEOREM Suppose that f 1s piecewise cont for +30, dain £e) exists and finite ,and that | Plt)) £ Met as t9a0 baor Then Una Ln S24 N S+4 ae ; dtbsth 1S 2t_ dt { Sete A | = teinnt was THEOREM If 1 {ft} exists for spe, then Lf utt-a) ptt-a)y =€-O8 rts) hf e-05 Fis) } = utt-a) Fu-@ = for spcra + ote ec ear uta) = oe 40 ut-a) fea) = es Era pee 4, tra We can also formutate the following: (i oeee 0 ; t4a a5 treo a-4 1*30 geo =4-Ult-a) EX: Find Lf 228 Ss 2. 2 ane Lape ol Els): A j ef le AS pee {y= aes 5 = iS degen 2 om sn af =. P Ri feras 4.) LA fu): t]reergh- 3,643 Ss wh ress (4 Ligud -e89 (2+. ) (CaS ot | Oe aa Ey: Find Life} 1 : au EX Leah oe $27 0 Ayan ( j fu) = cosa 41 OLE OM oocay le Dears 0, yan 4-A , ty 200 Bonne ie 0, | = cost (4-U (4-20) 4, t>/an Li fend = kloosaey— 4 {cosa wean} SB ae ¢ =fK-2n) F(a) = Cosat = Pit) = Cos 2+2N)= Cosat 4 FIS)= S4u theuyy= ti-e-2s) 4 S44 EX: x"44yx= fle), xlo) = x!l0)=0 | Plt) :asin the previous example oO S* Lixh -Sx10)- xX) 4h LAxd = (4-e-27S) _8 _ 844 Lfx}= G-e72ms) 8 ($344)? ~ x= Lo! | $ \ mee } es _s__| (824)? supe J e\ 8 fee Aeris = OC) : ee 4 . 9 xtels sina - Lo! fe" cls)] = Lagina —ulb-2t). £(+-21) i) = Ltsindt - wit-20) + (4-210) Sin 2b ac)

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