9.7: Laplace transformation (2024)

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    Until now, we have only investigated Fourier exponential transformations as a type of integrated transformation.Fourier -transformer is useful in endless domains.Laplace -transformationIn their initial differential comparison class.DESSE transformations are defined in half of the infinite domains and are useful for solving initial value problems for common differential comparisons.

    Remark

    The Laplace transformation is named after Pierre-Simon de Laplace (\ (1749-1827 \)). Laplace has made great contributions, especially in heavenly mechanics, tidal analysis and probability.

    Remark

    Integrated transformation\ ([a, b] \)With regard to the integrated core,\ (K (x, k) \).

    Fourier and Laplace transformations are examples of a broader class of transformations that are known asIntegrated transformation.For a function\ (f (x) \)defined with an interval\ ((a, b) \), we define the integrated transformation \ [f (k) = \ int_ {a}^{b} k (x, k) f (x) d x, \ not -number \] where\ (K (x, k) \)is a specified core of the transformation.\ (K (x, k) = e^{i k x} \).I table \ (\ page index {1} \) We show different types of integrated transformations.

    Table \ (\ Page index {1} \): A table with ordinary integrated transformations.
    Laplace -transformation \ (F (s) = \ int_ {0}^{\ innty} e^{-s x} f (x) d x \)
    Fourier -transformation OV
    Fourier Cosine Transform \ (F (k) = \ int_ {0}^{\ inny} \ cos (k x) f (x) d x \)
    Fourier Sinus Transformation \ (F (k) = \ int_ {0}^{\ infty} \ sin (k x) f (x) d x \)
    Mellin transformation \ (F (k) = \ int_ {0}^{\ innty} x^{k-1} f (x) d x \)
    Hankel -Transformation \ (F (k) = \ int_ {0}^{\ innty} x j_ {n} (k x) f (x) d x \)

    It should be noted that these integrated transformers inherit the linearity of integration.\ (h (x) = \ alpha f (x)+\ beta g (x) \), Where\ (\ alpha \)In\ (\ beta \)are constant.{B} k (x, k) (\ alpha f (x)+\ beta g (x)) d x, \ number \\ & = \ alpha \ int_ {a}^{b} k (x, k) f(x) d x+\ beta \ int_ {a}^{b} k (x, k) g (x) d x, \ number \\ & = \ alpha f (x)+\ beta g (x). \ label{equal: 1} \ end {align} \] That is why we have shown linearity of the integrated transformations.We have seen the linearity property that is used for Fourier transformations and we will use linearity in the study of Lalace transformations.

    Remark

    Laplace transformation of\ (f, f = \ Mathcal {l} [f] \).

    We are now going to Laplace -transformations.laplace -transformation of a position\ (f (t) \)is defined as \ [f (s) = \ mathcal {l} [f] (s) = \ int_ {0}^{\ inny} f (t) e^{-s t} d t, \ quad s> 0.\ Label {EQur.

    Laplace transformations have also proved to be useful for the technique for solving blood circulation problems and performing system analysis.i figure \ (\ page index {1} \) It seems that a signal\ (x (t) \)Supplied as input to a linear system that is specified with\ (h (t) \).Man is interested in system output,\ (y (t) \)which is given by the intervention of the input and system functions.\ (x (t) \)In\ (h (t) \), Transformation of Output is indicated as a product of the Laplace transformations in the S -domain.To do this in practice, we must of course know how we calculate Laplace transformations.

    9.7: Laplace transformation (2)

    Properties and examples of Laplace transformations

    Usually use Laplace transformations by referring to a table with transformation pair.Shown in Table \ (\ Page index {3} \), we can do many applications of the Laplace transformation to section, we show how these transformations can be used to summarize the endless series and to solve start -up value problems forCommon differential comparisons.

    Bord \ (\ Page index {2} \): Table with selected Laplace transformation pair.
    \ (f (t) \) \ (F (s) \) \ (f (t) \) \ (F (s) \)
    \ (C \) \ (\ frac {c} {s} \) \ (e^{a t} \) \ (\ frac {1} {s-a^{\ prime}} s> a \)
    \ (t^{n} \) \ (\ frac {n!} {s^{n+1}}, s> 0 \) \ (t^{n} e^{a t} \) \ (\ frac {n!} {(s-a)^{n+1}} \)
    \ (\ sin \ omega t \) \ (\ frac {\ omega} {s^{2}+\ omega^{2}} \) \ (e^{a t} \ sin \ omega t \) \ (\ frac {\ omega} {(s-a)^{2}+\ omega {{2}} \)
    \ (\ cos \ omega t \) \ (\ frac {s} {s^{2}+\ omega^{2}} \) \ (e^{a t} \ cos \ omega t \) \ (\ frac {s-a} {(s-a)^{2}+\ omega^{2}} \)
    \ (t \ sin \ omega t \) \) \ (t \ cos \ omega t \) \)
    \ (\ born in \) \ (\ frac {a} {s^{2} -a^{2}} \) \ (\ cosh a t \) \ (\ frac {s} {s^{2} -a^{2}} \)
    \ (H (t-a) \) \ (\ frac {e^{-a s}} {s}, s> 0 \) \ (\ Delta (t-a) \) \ (^ {- a s} og \ geq 0, s> 0 \)

    We start with some simple transformations.They are found by simply using the definition of the Laplace transformation.

    Example \ (\ Pugandex {1} \)

    Show it\ (\ Mathcal {l} [1] = \ frac {1} {\ varsigma} \).

    Solution

    For this example we are inserting\ (f (t) = 1 \)In the definition of the Laplace transformation: \ [\ Mathcal {l} [1] = \ int_ {0}^{\ Innty} e^{-s t} D t \ non-number \] This is an incorrect integrated to aTo introduce to an upper limit to be introduced for one and then leave\ (A \ rightarrow \ infty \)We will not always write this limit, but it will be understood that this is how such incorrect integral is calculated.{}^^{\ Innty} e^{-s t} D t} D t \ Nonumber \\ & = \ Lim} e^^{-s t}} \ to the right) _ {a}} \ Nonumber \\\ellGlue _ {a \ Rightarrow \ Innty}} Left (-\ frac {1} {s} E^{-s A}+} Frac {1} {s} \ to the right) = \ frac {1} {s}.\ Label {Equr.: 3} \ End {align} \]

    So we have discovered that the Laplace transformation is of 1\ (\ frac {1} {\ frac {1} {s}} \).This result can be expanded to any constant\ (C \)the use of the linearity of transformation,\ (\ Mathcal {l} [c] = C \ Mathcal {l} [1] \).Derfor \ [\ Mathcal {l} [c] = \ frac {c} {s}.

    Example \ (\ Pugandex {2} \)

    Show that \ (\ mathcal {l} \ Left [E ^^ {a t} \ Right] = \ frac {1} {s-a} \), for \ (s> a \).

    Solution

    In this example we can easily calculate the transformation. \ Label {equr.: 4} \ end {align} \]

    Note that the last limit was calculated as\).This is only true as a\ (-s <0 \), of\ (s> \)a. [In fact, one could be complex.In this case we would only be larger than the real part of\ (a, s> \ operatorName {re} (a) .1 \)

    Example \ (\ Pugandex {3} \)

    Vis at \ (\ no {fine {l} [\ cos a t] = \ frac {s}} + 2 ^ ^} + 2 ^ ^} +).

    Solution

    For these examples we could re -insert the trigonometric functions into the transformation and integrate.F.erigonometric function and the exponential function.However, there is a much easier way to calculate these transformations.

    Remember that/ (Tie cairy to make me resty = k ọw &on.L} [\ It is a t]. \ noumer \] Transforming these complex exponential at the same time will offer the Laplace transformations to the sinus and kosine functions!

    The transformation is simply calculated as \ [\ mathcal {l} \ left [e^{i a t}} right] = {0}^{\ Innty} e^} e ^^ {-S t} d t = \int_ {0}^{\ inny} e^{-(s-i a) t} d t = \ frac {1} {s-i a}. \ numer \] Note that we could easily use the result to transform aExponential that had already been proven.In this case\ (s> \ operatorName {re} (\ Mathrm {ia}) = 0 \).

    We now extract the real and imaginary parts of the result using the complex conjugate of the name: \ [\ frac {1} {s-i a} = \ frac {1} {s-i a} \ frac {s+i a} {S+in a} = \ frac {s+i a} {2 {2}+a^{2}}. \ Non -\] Reading the real and imaginary parts, we find the searched transformations, \ Start{align} \ mathcal {l} [\ cos a t] & = \ frac {s} {S^ {2}+ a^ {2}}} \ Nonumber \\ \ Mathcal {l} [\ sin a t] & = \Frac {a} {S^{2}+a^{2}}. \ Label {Equr.: 5} \ End {Align} \]

    Example \ (\ Pugandex {4} \)

    Show it\ (\ (\ (\ Mathcal {l} [t] = \ svig {1} {s {2}} \).

    Solution

    For this example we evaluate \ [\ mathcal {l} [t] = \ int_ {}^{\ inny} t e^^} D t \ number \] This integrated can be evaluated using the integration method through the parts: OV0 IE}. \ Label {EQur.: 6} \ End {align} \]

    Exemplay \ Pagandex {5} \)

    Show it\)For Non -Negative Integaal\ (N \).

    Solution

    We have seen\ (n = 0 \)In\ (n = 1 \)Sager:\ (\ Walls {in} [௧] = \ Pick {௧} {s} \)In\ (\ (\ (\ Mathcal {l} [t] = \ svig {1} {s {2}} \)We now generalize these results according to non -negative entire troops,\ (n> 1 \), van\ (T \).We regards the integrated \ [\ mathcal {l} \ left [t^{n} \ right] = {0}^{\ innny} t^{n} e^{-s t} d t.After the previous example we are re -integrated with parts:\ (^{1} \)ov {-s t} \ til højre |_ {0}^{\ innty}+\ frac {n} {s} \ int_ {0}^{\ infty} t^{-n} e^{-s t} d t \ nummer \\ & = \ frac {n} {s} \ int_ {0}^{\ innty} t^{-n} e^{-s t} d t.\ label {ækv.: 7} \ end {align} \]

    We can continue to integrate with parts until the final is calculated in full.\ (t^{n-1} \).So we can write the result as \ [\ mathcal {l} \ left [t^{n} \ right] = \ frac {n} {s} \ mathcal {l} \ left [t^{n-1}to the right]. \ no number \]

    Remark

    We calculate\ (\ int_ {0}^{\ inny} t^{n} e^{-s t} d t \)By transforming it into a starting value problem for a first -order difference comparison and finding the solution using an iterative method.

    This is an example of a recursive definition of a sequence.In this case we have a series of integrals.angiver \ [i_ {n} = \ mathcal {l} \ left [t^} \ right] = \ int_ {}^{\ Innty} t^{n} e^{-S T} D t \ Nonumber \] and notes that\ (I_ {0} = \ mathcal {l} [1] = \ svig {1} {s} \)we have the following: \ [I_ {n} = \ frac {n} {s} I_ {n-1}, \ quad I_ {0} = \ frac {1} {s}. \ Label {equal: 8} \] This is also what a difference comparison is called.\ (I_ {0} \).

    Finding the solution of this first order -difference comparison is easy to do with the help of simple iteration.Note, to replace\ (N \)met\ (n-1 \), We have \ [in {n-1} = \ frac {n-1} {s} in {n-2} \ text {.} \ noummer \]

    Repeat the process we find \ [\ Start {align} I_ {n} & = \ frac {n} {s} I_ {n-1} \ Nonumber \\ & = \ frac {n} {s} \ left (\ frac {n-1} {s} I_ {n-2} \ after the right) \ Nonumber \\ & = \ frac {n (n-1)} {s^{2}} I_ {n-2} \ \Non-cumber \\ & = \ frac {n (N-1) (N-2)} {s^{3}} I_ {n

    We can repeat this process until we\ (I_ {0} \), as we know.We must carefully count the number of iterations.We do this by Itere\ (k \)Time and then discover how many steps take us to the well -known starting value.-1} \ numer \\ & = \ frac {n (N-1; Nonumber \\ & = \ ldots \ Nonumber \\ & = \ frac {n (N-1) (N-2) \ ldots (N-K+1) N (N-k)} {s^{k}} I_ {n-k}.

    Because we know that\ (I_ {0} = \ frac {1} {s} \), we choose to come by\ (k = n \)Reach the [I_ {n} = \ frac {n (N-1) (N-2) \ ldots (2) (1)} {s^{n}} I_ {0} = \ frac {n!} {S^{n+1}}. \ Number \] That's why we showed that\).

    Such iterative techniques are useful for achieving a variety of integral, such as\)

    Remark

    This integral Can be just as easily performed using differentiation.VI notes that \ [\ left (-\ frac {d} {d s} \ right)^{n} \ int_ {0}^{\ INNTY} E^{-S T } d t = \ int_ {0}^{\ \ infty} t^{n} e^{-s t} d \ infty} e^{-s t} d t = \ frac {1 ies} \ frac {1} {s} = \ frac {n!} {s^{n+1}}}.

    As a last note, this result can be expanded to fallen in which\ (N \)Is not a whole number.Section 5.4.Husk, that the Gamma function is generalization of the factor function and is defined as \ [\ Gamma (x) = \ int_ {}^{\ inny} t^{x-1} e {-t} d t.\ (t^{x-1} \):] Nasty\ (x-1 \)A whole number and\ (S = 1 \), We have it \ [\ Gamma (x) = (x -1)!\ Mathcal {l} \ Left [t^{p} \ Right] = \ frac {\ gamma (p+1)} {s^{p+1}} \ non -cumber \] to\ (P> -1 \).

    Now we are ready to introduce extra features of the Laplace transformation in Table \ (\ Page index {3} \).And the following sections.

    Table \ (\ Page index {3} \): Table on selected Laplace transformation -the properties.
    Laplace Transform -Properties
    \ (\ Mathcal {l} [a f (t)+b g (t)] = a f (s)+b g (s) \)
    \ (\ Mathcal {l} [t f (t)] =-\ frac {d} {d s} f (s) \)
    \)
    ovprime} (0) \)
    \ (\ Mathcal {l} \ venstre [e^{a t} f (t) \ højre] = f (s-a) \)
    \ (\ Mathcal {l} [H (t-a) f (t-a)] = e^{-a s} f (s) \)
    \)s) g (s) \)
    Example \ (\ Pugandex {6} \)

    Show it\).

    Solution

    We must \ [\ mathcal {l} \ left [\ frac {d f} {d t}} \ Right] = \ int_ {}^{{\ Innty} {d t} e}} d} dT. \ Number \] We can move the derivatus\ (F \)By integrating with parts.\ (u = e^{-s t} \)In\ (v = f (t) \)we have \ [\ start {align} \ mathcal {l} \ left [\ frac {d f} {d t}} \ Right] & = {0}^{\ infty} \ frac {d f} {d t} e^isse (t) e^{-s t} d t \ non-number \\ & = -f (0)+s f (s). \ Label {equ.12} \ end {align}}] here we accepted that\ (F (t) e ^ {- \ text {st}} \)overthrow\ (T \).

    The final result is that \ [\ mathcal {l} \ left [\ frac {d f} {d t} \ right] = s f (s) -f (0). \ Numer \]

    Example \ (\ Pugandex {7} \)

    Show itovprime} (0) \).

    Solution

    We can calculate this Laplace transformation using two integrations after parts or we can use the latest result.\ (g (t) = \ frac {d f (t)} {d t} \), we hebben \ [\ Mathcal {l} \ links [\ frac {d^{2} f} {d t^{2}} \ rechts] = \ Mathcal {l} \ links [\ frac {d g} {d t t } eierstokken [\ frac {d f} {d t} \ rechts] = s f (s) -f (0) \ non -number \] so, \ [\ start {align} \ mathcal {l} \ left [\ frac { d^{2} f} {d t^{2}} \ naar rechts] & = s g (s) -f^{\ prime} (0) \ nonumber \\ & = s [s f (s) -f ( 0)] -f^{\ prime} (0) \ nonumber \\ & = s^{2} f (s) -s f (0) -f^{\ prime} (0).\ label {equ.13} \ end {aanpassen} \]

    We return to the other properties in Table \ (\ Page index {3} \) After viewing some applications.

    9.7: Laplace transformation (2024)

    FAQs

    What is a sufficient condition for the Laplace transformation? ›

    A sufficient condition for the existence of the Laplace transform L(f) is that the function f is piecewise continuous on every interval of finite length and is of exponential order.

    What is the limit of Laplace transform? ›

    If ϕ(s) is the Laplace tranfrom of f(t), then lims→∞sϕ(s)=f(0+). and also lim→∞sϕ′(s)=limt→0+tf(t) since ϕ′(s) is the laplace transform of tf(t). These results suggest that lims→∞sϕ′(s)/ϕ(s) is finite, and indeed it is finite for many well-known Laplace tranforms.

    How do you know if a Laplace transform is stable? ›

    As a result, LTI systems are stable, provided that the poles of the Laplace transform of the impulse response function have negative real part. This ROC is used in knowing about the causality and stability of a system.

    How do you know if a function satisfies Laplace equation? ›

    In order to verify whether a function satisfies Laplace's equation, we take second order partial derivatives and then substitute these into the equation. If they cancel out completely, then is a solution.

    What are the limitations of Laplace? ›

    Disadvantages of Laplace Transform Method:

    It is only used to solve complex differential equations like great methods. This method is only used to solve the differential equations using known constants. If the equation has unknown constants we cannot solve them using the Laplace Transform method.

    What is the maximum and minimum principle for Laplace equation? ›

    For Laplace's equation, the maximum principle is: Let D be a connected bounded open set (in 2D or 3D). Let u(x, y) or u(x, y, z) be continuous on D ∪ (bdy D). Then the maximum and the minimum values of u are attained on bdy D and nowhere inside (unless u ≡ constant).

    What are the conditions for existing Laplace transform? ›

    The condition for existence of Laplace transform is that The function f(x) is said to have exponential order if there exist constants M, c, and n such that |f(x)| ≤ Mecx for all x ≥ n. f(x)e−px dx converges absolutely and the Laplace transform L[f(x)] exists.

    What should I study before Laplace transform? ›

    For instance, the Laplace transform can be studied at various levels. When I teach it in a differential equations course, the main prerequisites are calculus, complex numbers and exposure to differential equations from earlier in the course.

    What is a Laplace transform for dummies? ›

    Used extensively in engineering, the Laplace Transform takes a function of a positive real variable (x or t), often represented as “time,” and transforms it into a function of a complex variable, commonly called “frequency.”

    What is the Laplace transform in layman's terms? ›

    What is Laplace transform in simple language? I assume you are taking a course in differential equations. For this subject, the Laplace transform is a process that converts a linear differential equation to an algebraic one. Solve the algebraic equation, usually easier, and then convert back to the original variable.

    What are the necessary condition of Laplace transform? ›

    Conditions For Applicability of Laplace Transform

    Laplace transforms are called integral transforms so there are necessary conditions for convergence of these transforms. i.e. f must be locally integrable for the interval [0, ∞) and depending on whether σ is positive or negative, e^(-σt) may be decaying or growing.

    What are the conditions for Laplace transform to exist? ›

    If f is • piecewise continuous on [0,∞) and • of exponential order a, then the Laplace transform L{f(t)}(s) exists for s>a. The proof is based the comparison test for improper integrals.

    What are the conditions for a function to have a Laplace transform? ›

    For a function f to have a Laplace transform, it is sufficient that f( x) be continuous (or at least piecewise continuous) for x ≥ 0 and of exponential order (which means that for some constants c and λ, the inequality holds for all x).

    What are the initial conditions for the Laplace transform? ›

    The only way that we can take the Laplace transform of the derivatives is to have the initial conditions at t=0 t = 0 . Let's start with the original differential equation.

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