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Mod1Lesson2_Review_of_Laplace_transform35

This document provides a review of the Laplace transform, including its definition and properties, as developed by mathematician Pierre-Simon Laplace. It explains how the Laplace transform can simplify the solution of differential equations, particularly when dealing with discontinuous initial conditions. Additionally, it includes examples and solutions for finding both the Laplace transform and its inverse for various functions.

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Gabs Zarella
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Download as PDF, TXT or read online on Scribd
7 views

Mod1Lesson2_Review_of_Laplace_transform35

This document provides a review of the Laplace transform, including its definition and properties, as developed by mathematician Pierre-Simon Laplace. It explains how the Laplace transform can simplify the solution of differential equations, particularly when dealing with discontinuous initial conditions. Additionally, it includes examples and solutions for finding both the Laplace transform and its inverse for various functions.

Uploaded by

Gabs Zarella
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Lesson 1.

2: Review of Laplace and Inverse Laplace transform

1.2.1 Laplace Transform

Pierre-Simon Laplace, a French mathematician and astronomer from the late


1700’s, invented the Laplace transform. His early published work started with
calculus and differential equations. He spent many of his later years developing
ideas about the movements of planets and stability of the solar system in
addition to working on probability theory and Bayesian inference. He is one of
only 72 people to have his name engraved on the Eiffel tower.

Definition

The Laplace transform of a function f(t) is defined as

𝐬𝐭
𝓛𝐟 𝐭 𝐅 𝐬 𝐟 𝐭 𝐞 𝐝𝐭 𝐮 𝐭 𝟏. 𝟐. 𝟏

where s = σ+jω, a complex variable and u(t) is a unit step function.

𝒖 𝒕 𝟏 𝒕 𝟎
𝒖 𝒕 𝟎 𝒕 𝟎

Multiplication of f(t) by u(t) yields a time function that is zero for t < 0, then
equation 2.1 can be simplified to

𝐬𝐭
𝓛𝐟 𝐭 𝐅 𝐬 𝐟 𝐭 𝐞 𝐝𝐭 𝟏. 𝟐. 𝟐
𝟎

The notation for the lower limit means that even if f(t) is discontinuous at t = 0,
we can start the integration prior to the discontinuity as long as the integral
converges. Thus, we can find the Laplace transform of impulse functions. This
property has distinct advantages when applying the Laplace transform to the
solution of differential equations where the initial conditions are discontinuous
at t = 0. Using differential equations, we have to solve for the initial conditions
after the discontinuity knowing the initial conditions before the discontinuity.
Using the Laplace transform we need only know the initial conditions before the
discontinuity.

The inverse Laplace transform, which allows us to find f(t) given F(s), is

𝛔 𝐣∞
𝟏
𝟏
𝓛 𝐅 𝐬 𝐅 𝐬 𝐞𝐬𝐭 𝐝𝐬 𝐟 𝐭 𝐮 𝐭 𝟏. 𝟐. 𝟑
𝟐𝛑𝐣 𝛔 𝐣∞
Table 2.1 shows the Laplace transform of some basic functions.

Example 1.2.1

Using the Laplace transform definition, find the Laplace transform of the
following functions:
a. 𝑓 𝑡 𝐴𝑢 𝑡
b. 𝑓 𝑡 𝐴𝑒 𝑢 𝑡
Solution 1.2.1

Example 1.2.2

Using the Table 2.1 and Table 2.2 find the Laplace transform o the following
functions:
a. 𝑓 𝑡 𝑡 𝑢 𝑡
b. 𝑓 𝑡 sin 5𝑡 𝑢 𝑡
c. 𝑓 𝑡 𝑒 sin 𝜔𝑡 𝑢 𝑡
d. 𝑓 𝑡 𝑒 cos 5𝑡 𝑢 𝑡
Solution 1.2.2
Example 1.2.3

Find the inverse Laplace transform of


a. 𝐹 𝑠
b. 𝐹 𝑠
c. 𝐹 𝑠

Solution 1.2.3

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