Y ( s ) Ly (t ) e st y (t )dt
0
Pierre-Simon Laplace
(1749 - 1827)
La transformada de Laplace
Sea f(t) una funcin definida para t 0, su
transformada de Laplace se define como:
L{ f (t )} F ( s ) f (t ) e dt
st
s iw.
s t
Notacin:
f (t ) dt lim e
h
s t
f (t ) dt
L f (t ) F ( s ),
L y (t ) Y ( s ),
L x (t ) X ( s ), etc.
L{ f (t )} F ( s ) f (t ) e st dt
0
| f (t ) | Me , t [0, )
at
b tq lim | f (t )e bt | 0
t
Entonces:
L{f(t)} = F(s) existe s > a.
5
1 st
L 1 F ( s ) 1e dt e
0
s
st
( a ib )t
st
at ibt
e e
a 0 , Re s 0
1
f ( t ) 1 F ( s ) , Re s 0.
s
Nota: Obviamente L{a} = a/s y L{0} = 0.
6
L t n F ( s)
st
n st
ne
t e dt t
s
st
e
nt n 1
dt
s
n n 1 st
n
t e dt L t n 1
s 0
s
n
L t L t n 1
s
1
0
L t
s
n
n
n!
L t n 1
s
n!
f (t ) t F (s) n1 Re s 0
s
n
F (s)
Le
1 s 1t
e
s 1
e e dt e
t st
s 1t
dt
s 1
1
Re s 1
f (t ) e F (s)
s 1
t
s a t
L Ae F ( s) Ae e dt Ae
at
at st
A s a t
e
( s a)
dt
, sa
sa
A
f ( t ) Ae F ( s )
, Re{ s } a
sa
at
cos(at )
s
s
a2
a2
1 2 I 2 ;
s
s
st
e
sen(at )e dt sen(at )
s
st
e st
a
a
a sen(at ) dt 2 2
s s
s
e st
a cos(at )
dt
s
sen (at )e st dt
a
I 2
s a2
f (t ) sen (at )
a
F ( s) 2
s a2
Re s 0
e iat e iat
sen ( at )
2i
L sen ( at ) F ( s )
1
2i
s ia t
s ia t
s ia t
s ia e
e iat e iat st
e dt
2i
e s ia t dt
1 e
e
2i s ia s ia
1
2i s 2 a 2
1
2i s 2 a 2
s ia t
s ia t
s ia t
1 e
e
2i s ia
s ia
s ia e
s ia t
2ia
a
s ia s ia
2
2
2
2i s a
s a2
11
F (s)
L e
iat
1
s ia t
e
s ia
e e dt e
iat st
s ia t
dt
1 s ia s ia
2
s ia s ia s a
s
a
L
cos(
at
)
iL
sen
(
at
)
2
2
2
2
s a
s a
12
1
1
s
1
s2
n!
1
t
tn
e
at
n 1
1
sa
sen t
cos t
e at sen t
e at cos t
t n e at
s2 2
s
s2 2
2
s
a
2
sa
s a 2
2
n!
s a
n 1
13
14
15
16
17
18
1 i
st
L {F ( s)} f (t )
F ( s)e ds, t 0
2i i
1
19
Im(s)
1 i
st
L {F ( s)} f (t )
F
(
s
)
e
ds, t 0
2i i
determina un contorno vertical
(1) lim F ( s) 0
s
(2) lim sF ( s)
s
20
1
2
(s 1)
i
C ( s 1)
2
i
2
i
R
C1
1 iR e st
1
e st
ds
2
2
=0
-1
Re(s) 2i iR ( s 1)
2i C1 ( s 1)
-R
Haciendo R y utilizando
teora de residuos:
0 por la desigualdad ML
cuando R con t0.
e st
2i
d st
1
t
1
Res
lim e te L
2
2
s
1
s
1
2i
ds
( s 1)
( s 1)
21
m
| F ( s) | k
s
Entonces si t > 0:
L {F ( s)} Rese
1
k 1
s sk
st
F (s)
( s 1)( s 2)
t>0
b
1
L1 g( s )
lim g( s )e st ds
b i
2i
f ( s ) g ( s )e
s 1
s 2
st
s=-1
s=-2
Re(s)
Resg (s) et
Resg ( s) 2e 2t
t<0
s -1
s - 2
f (s) Res
f ( s ) , t 0
I 2i Res
s -1
s - 2
I 0, t 0
L1 g ( s) e t 2e 2t , t 0
L1 g ( s) 0, t 0
23
Ejemplo, determinar: f (t ) L1
1
2
(s 2)(s 1)
st
e
e F ( s)
( s 2)(s 1) 2
posee dos polos, uno simple y otro doble : s1 2 y s 2 1.
st
e st
e st
f (t ) Res
Res
2
2
s 2 ( s 2)(s 1)
s 1 ( s 2)(s 1)
e st
d e st
e 2t 3tet e t
lim
lim
2
s 2 ( s 1)
s 1 ds s 2
9
24
1
L
2
(
s
1
)(
s
2
)
Respuesta.
1
g (s)
, s C
2
( s 1)(s 2)
b i
1
1
L g ( s )
lim g ( s )e st ds
2i b i
e st
s = -1, s = 2, puntos singulares
f (s)
2
aislados de f
( s 1)(s 2)
25
Para valores de t 0,
f ( s )ds 2i Res f ( s )
R 1
sR
Im (s)
C
s=-1
s=2
Re (s)
1 : C
2 : C
26
Residuo en s = -1
1
e st
1
f (s)
( s)
2
1 s ( s 2)
1 s
1 t
Res f ( s) (1) e
s -1
9
Residuo en s = 2
st
1
e
1
f ( s)
( s)
2
2
( s 2) s 1 ( s 2)
1 2t 1 2t
Res f ( s) (2) te e
s2
3
9
27
s 2
1 t 2 t 1 2 t
1 f (s)ds 2i 9 e e 3 te
1 t 2 t
2t
lim f ( s )ds 2i e e 3te
1
9
lim
f ( s )ds 0, para t 0
28
lim
b i
st
e
f ( s )ds lim
ds
2
b i ( s 1)( s 2)
1 t
1
2t
2t
L
e 3te e , t 0
2
( s 1)(s 2) 9
1
29
f ( s)ds 2i Res f ( s) 0
sR
lim
lim
f ( s)ds lim
f ( s)ds lim
f (s)ds
f ( s)ds 0, para t 0
L g ( s) 0, t 0
1
30
L{ f ' (t )} sF ( s ) f (0)
donde f(0) es el valor de f(t) en t = 0.
La transformada de Laplace de la segunda derivada
de una funcin est dada por:
31
En forma similar:
L{ f ( n ) (t )} s n F ( s) s n 1 f (0) s n 2 f ' (0) f ( n 1) (0)
lim e st f (t ) 0
t
Demostracin:
L f ' (t ) e
st
f ' (t )dt e
st
f (t ) se
0
st
f (t )dt
f (0) s e
st
f (t )dt sF ( s) f (0)
0
32
Supongamos que:
L{ f ( n 1) (t )} s n 1 F ( s) s n 2 f (0) s n 3 f ' (0) f ( n 2) (0)
lim e st f ( n1) (t ) 0
Entonces:
L f ( n ) (t ) e st f ( n ) (t )dt e st f ( n 1) (t ) se st f ( n 1) (t )dt
0
33
L a 2 f (t ) s 2 F ( s ) s 1 0
a 2 L f (t ) a 2 F ( s ) s 2 F ( s ) s
s
F (s) 2
s a2
34
35
36
(n)
e d
n t
Ln (t )
(t e ), n 0,1,2...
n
n! dt
Respuesta.
1
Le
g ( s), Re( s) 1
s 1
n
(
1
)
n!
n!
n t
n (n)
n
L t e (1) g ( s) (1)
n 1
( s 1)
( s 1) n 1
t
37
f (t ) t e
n
n
L n f (t ) s L f (t )
dt
n 1
n2
( n 1)
s f (0) s f (0) ... f
( 0)
(n)
(n)
d
n t
(t e )
0,
n
dt
t 0
n 0,1,2...
38
d
n! s
n t
L n (t e )
h
(
s
)
n 1
dt
( s 1)
e t d ( n ) n t 1
L
(t e ) h( s 1)
n
n! dt
n!
(n)
e d
( s 1)
n t
L
(t e ) n1 ,
n
s
n! dt
(n)
Re( s) 1
39
y " 3 y ' 4 y t u (t 1)
y (0) 1, y '(0) 2
Resolver para
y(t)
Resolver para
Y(s)
Ec. Diferencial
Transformada de
Laplace
Ec. Algebraica
( s 1) ( s e 1) e
Y (s)
2
2
s ( s 3s 4)
2
Ec. Algebraica
Inversa de la
Transformada
de Laplace
Solucin de la
Ec. Diferencial
( s 1) ( s e 1) e
Y (s)
2
2
s ( s 3s 4)
2
y (t ) u (t 1)( e +
3e4
80
2
5e
t 4
(e ) 14 t 163 )
t 4
u (t )( e (e ) )
2
5
es
3
5
De modo que:
y (t ) u (t 1)( e +
3e4
80
2
5e
t 4
(e ) 14 t 163 )
t 4
u (t )( e (e ) )
2
5
3
5
y " 3 y ' 4 y t u (t 1)
y (0) 1, y '(0) 2
L cf (t ) g (t ) = c L f (t ) + L g (t ) ,
1
cF ( s ) G ( s ) = c L F ( s )+ L G ( s )
1
-1
etc...
Ejemplo
sin t 0 t
,
Resolver y y
t
0
y(0) y(0) 0
s Y ( s ) Y ( s ) L sin t u (t ) sin t
L sin t u (t ) sin(t )
2
1
e s
2
2
s 1 s 1
1
e s
Y (s) 2
2
2
( s 1)
( s 1) 2
y (t )
2 cost
47
F (s) e
st
f (t )dt
1
F ( s)
f (u )du L{ f (t )}
s
s
X ( s ) e f ( )d dt
0
0
st
1 st
1 st
f ( )d e e f (t )dt
0
s
0 s 0
t
1
F (s)
s
48
Respuesta.
g (u )du
0
1
L f Lg
s
49
6t
6 t
8t
8t
e
e
e
e
3
3
g (t ) t cosh(6t ) sinh(8t ) t
2
2
1 14t
g (t ) e e 2t e 2t e 14t
4
n zt
Lt e
n!
, Re( s ) Re( z )
n 1
(s z)
1
3!
3!
3!
3!
Lg
4
4
4
4
4 ( s 14)
( s 2)
( s 2)
( s 14)
3
1
1
1
1
L f
4
4
4
4
2s ( s 14)
( s 2)
( s 2)
( s 14)
50
F ( s)
f (u )du
s
f (t )
L
s F (u )du
t
con F ( s) L f (t )
51
Lsin t F ( s )
1
e st
cost
s
s
sin t
f (t )
t
st
e
st
(sin t )e dt sin t
s
e st
cost
dt
s
e st 1 1
sin t
dt 2 2 sin t e st dt
0
s s s
1
1
1
1
1 2 I 2 ; I
F (s)
2
2
s
s
1
s
1
f (t )
Ahora, empleando : L
s F (u )du
t
sin t 1
L
du arctan u s arctan s
s
2
1 u
2
t
52
9. TF de f(t)cos(at) y f(t)sen(at)
Si g (t ) f (t ) cos(at )
Si g (t ) f (t ) sen(at )
Ejemplo:
1
g (t ) sen(at )
t
F ( s ia) F ( s ia)
G( s)
2
con a
iF ( s ia) F ( s ia)
G( s)
2
con a
a
a
i
( s ia) 2 a 2 ( s ia) 2 a 2
sen(at ) st
G( s)
e dt
t
2
0
a
a
i 2
2
2
2
a
s
i
2
a
s
i
2
a
2
s 4 4a 2
53
limt f (t ) lim s0 sF ( s)
11. Teorema del valor inicial
El valor inicial f(0) de la funcin f(t) cuya
transformada de Laplace es F(s), es:
2
2
1 3 8t
L t e e 2 t e 2 t e 8 t
4
1
L t 3 e 8 t L t 3 e 2 t L t 3 e 2 t L t 3 e 8 t
4
3!
L t 3 e t
s a 4
1 3!
3!
3!
3!
L f (t )
4
4
4
4
4 s 8 s 2 s 2 s 8
3 1
1
1
1
4
4
4
2 s 8 s 2 s 2 s 84
55