Anda di halaman 1dari 6

1

Essentials of Laplace Transformation

1.1

Denition

Let (t) be a real-valued function of time t. Assume that the function (t) is zero when t < 0. Throughout
this course, we consider such functions only. The Laplace transform of (t), denoted by (s), is dened by
Z

(t)est dt,
(1)
(s) = L[(t)] =
0

where s is a complex variable.


Example 1.1 One can calculate Laplace transforms of certain functions by directly applying the denition:
Exponential function (t) = et (t 0)
Z
L[(t)] =

t st

dt =

(s+)t

1
e(s+)t
=
dt =

(s + ) 0
s+

where we calculated the integral assuming Re(s) > so that the equation takes a nite value.
Step function (t) = 1 (t 0)
Z
L[(t)] =

est dt =

1
est
=

s 0
s

Note that the step function is a special case of the exponential function where = 0.

The Laplace transforms of typical functions that arise in engineering have been calculated and are available as a table.
Some of those important formulas are listed on the right. A
detailed table for basic Laplace transforms can be found in
a generic textbook. The Laplace transformation is a linear
operation, that is,

Function

Laplace Transform

(t)

1
eat
teat

L[af (t) + bg(t)] = aF (s) + bG(s),


F (s) := L[f (t)],

sin t

G(s) := L[g(t)]

for any scalars a, b and any functions f (t) and g(t). This
means that the Laplace transformation can be applied term
by term, making the table very useful.

cos t
et sin t
et cos t

1
s
1
s+a
1
(s + a)2

s2 + 2
s
s2 + 2

(s + )2 + 2
s+
(s + )2 + 2

Example 1.2 Using the linearity of the Laplace transformation, one can obtain the Laplace transform of a
function given by a linear combination of basic functions for which the Laplace transforms are known. For
instance,
L[3t + 2e5t 9 sin 4t + 6] =

2
36
6
3
+

+ .
s2
s 5 s2 + 16 s

Thus, if we know Laplace transforms of a set of basic functions, then we can calculate the Laplace transform
of a various functions.
1

1.2

The meaning of Laplace variable s

The following are probably among the most important formulae.

L[(t)]
= s(s) (0+ )
L

hR
t
0

i (s)
( )d =
s

where

(s) = L[(t)],

(s) = L[(t)].

The rst formula can be obtained by integral by part as follows.


Z
st

(t)e
L[(t)]
=
dt
0
Z

st
= (t)e
+s
(t)est dt
0
0

= (0+ ) + s(s).
Substituting

(t) =

(t)dt
0

= (t). Thus
into the rst formula, we have (s) = L[(t)] = s(s) where we noted that (0) = 0 and (t)
(s) = (s)/s holds. This is nothing but the second formula. An important observation follows:

Multiplication by s in the transformed domain corresponds to differentiation


in the original time-domain, while division by s means integration.

1.3

Inverse Laplace transformation

The inverse Laplace transform of (s) is the function (t) such that L[(t)] = (s). This relationship is
denoted as
L1 [(s)] = (t).
In our systems modeling, Laplace transform (s) often has the following form:
(s) =

B(s)
bm sm + bm1 sm1 + + b1 s + b0
=
A(s)
an sn + an1 sn1 + + a1 s + a0

where ai and bi are scalar coefcients. The degree of the numerator polynomial m is less than or equal to the
degree of the denominator polynomial n. We now consider the problem of inverse Laplace transformation:
Given (s), nd (t).
The inverse Laplace transformation is a linear operation and hence
L1 [aF (s) + bG(s)] = af (t) + bg(t),

f (t) := L1 [F (s)],

g(t) := L1 [G(s)].

This means that the inverse Laplace transform can be obtained term-by-term. Hence, the partial fraction
expansion of (s) is useful for calculating its inverse Laplace transform. How the inverse Laplace transform
can be calculated depends on the roots of the denominator polynomial, that is, the complex numbers that
satisfy A(s) = 0.
2

Example 1.3 (C ASE 1: D ISTINCT R EAL R OOTS) We would like to nd the inverse Laplace transform of the
following:
(s) =

s2

s+3
.
+ 3s + 2

The denominator polynomial can be factored as


s2 + 3s + 2 = (s + 1)(s + 2)
and hence its roots are distinct and real; 1 and 2. In such case, the partial fraction expansion of (s) has
the form:
c2
c1
+
(2)
(s) =
s+1 s+2
where c1 and c2 are some constants. Once we nd these coefcients, the inverse Laplace transform of (s)
can be found by using the following conversion formula:
L[et ] =

1
.
s+

The coefcients c1 and c2 can be found as follows.


Method 1: Note that
(s) =

c1 (s + 2) + c2 (s + 1)
s+3
= 2
.
(s + 1)(s + 2)
s + 3s + 2

Equating the coefcients of the numerator polynomial, we have


c1 + c2 = 1,

2c1 + c2 = 3.

This can be solved as

1 1
c1
1
=
,
2 1
c2
3
Method 2: Note that
(s + 1)(s)|s=1 = (s + 1)
and also that
(s + 1)(s)|s=1 = (s + 1)

c1
c2

1 1
2 1

1
3

2
1

c2
c1

+
= c1
s + 1 s + 2 s=1

s+3
s + 3

=
= 2.
(s + 1)(s + 2) s=1
s + 2 s=1

Thus we have c1 = 2. The other coefcient c2 can be computed in a similar manner and we have c2 = 1.
We can now compute the inverse Laplace transform of (s) as follows:

2
1
(t) = L1 [(s)] = L1

= 2et e2t .
s+1 s+2

Example 1.4 (C ASE 2: D ISTINCT C OMPLEX R OOTS) Find the inverse Laplace transform of
(s) =

2s + 12
.
s2 + 2s + 5

The denominator polynomial can be factored as


s2 + 2s + 5 = (s + 1 + j2)(s + 1 j2)
3

and hence the roots are distinct but complex. In this case, the following conversion formulae for sinusoidal
functions are useful:
s+

,
L[e cos t] =
.
L[e sin t] =
(s + )2 + 2
(s + )2 + 2
The function (s) can be written as a linear combination of these functions as follows:
(s) =

2s + 12
10 + 2(s + 1)
2
s+1
=
=5
+2
.
s2 + 2s + 5
(s + 1)2 + 22
(s + 1)2 + 22
(s + 1)2 + 22

Hence we have
(t) = 5L

2
s+1
1
+ 2L
= 5et sin 2t + 2et cos 2t.
(s + 1)2 + 22
(s + 1)2 + 22

We have shown by some examples how the inverse Laplace transform of (s) = B(s)/A(s) can be
computed when the roots of the denominator polynomial A(s) are distinct. In general, if the denominator
can be factored as
A(s) = (s + p1 )(s + p2 ) (s + pk )((s + 1 )2 + 12 ) ((s + ` )2 + `2 )
where pi , i , and i are real and distinct, then the partial fraction expansion of (s) is given by
(s) =

k
X
i=1

X ci (s + i )
X
ai
bi i
+
.
+
2
s + pi i=1 (s + i )2 + i
(s + i )2 + i2
i=1
`

In this case, the inverse Laplace transform of (s) is


(t) =

k
X

ai epi t +

i=1

`
X

bi ei t sin i t +

i=1

`
X

ci ei t cos i t.

i=1

There are cases where the denominator roots are not distinct. Such cases can also be treated in a similar
manner. Here, we give a typical example to illustrate the procedure.
Example 1.5 (C ASE 3: R EPEATED R EAL R OOTS) Find the inverse Laplace transform of the following function:
(s) =

s2 + 2s + 3
.
(s + 1)3

Note that the roots of the denominator polynomial are one with multiplicity three. In this case, the partial
fraction expansion of (s) has the following form:
(s) =

c1
c2
c3
+
+
2
s + 1 (s + 1)
(s + 1)3

where ci are constants. There is a trick to calculate these constants. First note that
(s + 1)3 (s) = c1 (s + 1)2 + c2 (s + 1) + c3 ,
d
(s + 1)3 (s) = 2c1 (s + 1) + c2 ,
ds
d2
(s + 1)3 (s) = 2c1 .
ds2

Hence, we have

c3 = (s + 1)3 (s)

s=1

= (s2 + 2s + 3)

= 2,
s=1

(s + 1)3 (s)
= 2s + 2
= 0,
ds
s=1
s=1

1 d2
1
3
c1 =
(s + 1) (s)
= 2 = 1.
2
2 ds
2
s=1

c2 =

Thus, the inverse Laplace transform is given by

1
2
1
1
1
(t) = L [(s)] = L
+L
= et + t2 et = (1 + t2 )et
s+1
(s + 1)3
where we used the formula:

tn1 t
1
1
L
=
e .
(s + )n
(n 1)!

1.4

Solution of differential equations

The solution x(t) of a linear differential equation with constant coefcients can be obtained by the method
of Laplace transform. It goes as follows. First, Laplace transform the differential equation and solve for
X(s) := L[x(t)]. Then do the inverse Laplace transform on X(s) to get the solution x(t). The nice thing
here is that the differentiation in the time domain becomes just multiplication by s in the transformed domain and
hence the solution can be obtained by algebraic calculation. We illustrate this procedure by a couple of simple
examples.
Example 1.6 Find the solution x(t) of the differential equation
x
+ 3x + 2x = 0,

x(0) = a,

x(0)

=b

where a and b are given constants.


Let X(s) := L[x(t)]. Note that
L[x(t)]

= sX(s) x(0),
L[
x(t)] = sL[x(t)]

x(0)

= s2 X(s) sx(0) x(0).

Taking the Laplace transform of the differential equation, we have


s2 X(s) sa b + 3(sX(s) a) + 2X(s) = 0,
or
(s2 + 3s + 2)X(s) = as + 3a + b.
Solving for X(s), we have
X(s) =

as + 3a + b
2a + b a + b
=

.
2
s + 3s + 2
s+1
s+2

The inverse Laplace transform of X(s) is given by


x(t) = L1 [X(s)] = (2a + b)et (a + b)e2t .

Example 1.7 Solve the following differential equation:


x
+ 2x + 5x = 3,

x(0) = 0,

x(0)

= 0.

Taking the Laplace transform, we have


s2 X(s) + 2sX(s) + 5X(s) =
Solving this equation for X(s),
3
3
X(s) =
=
s(s2 + 2s + 5)
5

3
.
s

1
s+2

s s2 + 2s + 5

31
3
2
s+1
3

.
5 s 10 (s + 1)2 + 22
5 (s + 1)2 + 22

Hence the solution x(t) is obtained by the inverse Laplace transform as follows.
x(t) =

3
3
3
et sin 2t et cos 2t.
5 10
5

Anda mungkin juga menyukai