Lecture: 29

IIT Kanpur July 201
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Dec 1, 2023
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namaskar
so in last class we were discussing
about the few major properties of the
laplace transform
so in this class also we will continue
our journey on ah discussing the few
important properties of the laplace
transform
so
let's see what we discussed in the
previous class related to properties of
the laplace transform
we discussed about linearity
so
in that we demonstrated that
the if the laplace transform of f1 t and
f2 t are f1 s and f2 s so their linear
combination like a1 f1 t plus a2 f2 t
if you take the laplace transform of the
linear term
you will get the laplace transform like
a 1 f 1 s plus a 2
f 2 s
similarly for scaling
the laplace transform of
f of a t
will be nothing but equal to 1 by a into
the
laplace
transform
of
f t
where you will replace
s by s by a
so this would be laplace transform would
be nothing but the function of s by a
now in case of time shift
if your signal is shifting by sometime
say
a
the laplace transform of that function
would be e to the power minus a s into
fs
so these three we discussed in the last
class now let us talk about the
frequency shift
now if f s is the laplace transform of f
t
then laplace of e to the power minus a t
multiplied by f t would be
if you take that function inside the
integral so this is basically the
standard definition of our laplace
transform
that is
integration between 0 to infinity
function
f t into e to the power minus s t
d t so instead of f t we will write e to
the power minus 18 into f t
so this will become
f t into e to the power minus s plus a t
d t
so which is nothing but the laplace
transform
having
s
being replaced by s plus a
so you can say that in case of frequency
shift
the
laplace transform of e to the power
minus a t f t
can be obtained
from the laplace transform of f t
by replacing every s with s plus
a
so this particular property is called as
frequency shift or frequency
translation
now let us take an example suppose
the cos omega t is a function then its
laplace transform would be s upon s
square plus omega square similarly for
sine omega t the laplace transform is
omega upon
s square plus omega square
now if we use the shift property
and
we need to obtain the laplace transform
of the damped sinusoid
that is damped sine and cosine functions
means we are
multiplying
cos omega t and sine omega t with e to
the power minus 80
then its laplace transform
can be given by simply
replacing
s
that is there in the
laplace transform of cos omega t will
replace s by s plus a
so
in numerator we will replace s by s plus
a in denominator it will become s plus a
whole square plus omega square
similarly in case of e to the power
minus a t sin omega t
it will become omega upon
s plus a whole square plus
omega square
now let's talk about the
time
differentiation
if
f s is the laplace transform of f t
then we need to find out the laplace
transform of its derivative that is the
laplace transform of
d f by dt
so we use the standard definition of
laplace transform the integral from zero
minus to infinity d f by d t e to the
power minus s t d t
now how you will solve this particular
type of integral
we will use
the integration by parts method
what does this method says suppose there
are two functions u and v
so integral of u v d x can be given as
u
into integral of v d x minus
integral of
derivative of u
in bracket it is the integral of v dx
and multiplied by the derivative of u
and the integral of v d x
and then the combined function
will be
having the
integral with respect to x
again so this is the
property of integration by parts
so the same property we will use
for finding out the integral
of this particular
equation so here we will assume
u is nothing but e to the power minus s
t and v is tf by dt
so then laplace of df by dt can be given
as so you will take
first
the derivative of
u will take out that is e to the power
minus s t is out and then v dx integral
that will simply become f t
and the
integration will be calculated between 0
minus 2 infinity then
the second one
you will integrate between 0 to infinity
u dash that is d u by d t
is given as
minus s into e to the power minus s t
and then again integration of v d x
integration of v d x would be nothing
but function f t
and then
the integration point that is dt
so
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now if you see
this
particular expression
when the value is infinity
this term will become 0 so the whole
function will be 0 so
at infinity the value will be 0
for 0
the e to the power minus s t will become
1
so at 0 the
value of function at 0 will be the value
plus
because minus s you can take it out take
it out because s is constant when you
are differentiate integrating with
respect to t
so this will become plus s and then
within the integration what term you are
left with
is f t e to the power minus s t d t
which is nothing but
the laplace transform of function f t
so
finally what we get from here is
the
laplace transform of df by dt is nothing
but
sfs
minus
the value of function at
0
that is just before
0
so now similarly you can take the second
derivative of f t also so what you will
get
in case of the laplace transform of d 2
f by d t 2
you will get s square f s minus s
the value of function at 0 minus
derivative of f
at t is equal to 0
so this is what you get for
second derivative
laplace of the second derivative of the
function
if you continue in this
manner you can
create more generic
laplace transform that is for nth
derivative of f t
which you can write as
laplace of d 2 n f by d t n is nothing
but equal to s to the power n into f s
minus s to the power n minus 1 the value
of function at 0
minus s to the power n minus 2
the value of derivative that is first
derivative at 0 and so on
up to
the
value of
derivative n minus 1 a derivative at 0.
so this is your
generic
expression for finding out the laplace
transform of
d2 and dnf by dt n
now let's talk about the
time integration
now if fs is the laplace transform of f
t
then laplace transform of its integral
so let us take the
function that is now
integral of f t d t
so when you use the standard definition
of laplace transform
this will be
the integration between 0 to infinity
then function
function is here 0 to t
integral f x d x
so multiplied by e to the power minus s
t d t
now
you will use again the same property
that is integration by parts
let us assume u is nothing but
0 to t of x dx and v is e to the power
minus s t
so when you use and you
use the integration by parts property
you will get
the
function that is 0 to tfx dx
into 1 minus s e to the power minus st
that is the integration of e to the
power minus st and then
the value between 0 to infinity
minus 0 to infinity
minus 1 by s e to the power minus st
into
ft
dt
now if you see carefully this particular
expression what you will see when the
term t tends to infinity let us talk
about the first expression
which first term which you have in this
expression
so if t tends to infinity
then this value will tends to zero
and again
when it is
when time t is equal to 0
this integration will become
integration between 0 to 0 f x dx which
will again be
0
so it means that
this particular term that is first term
of the expression is
0
between both of the limits
so we can
ignore this particular term
so finally what we left with is
the
integration of the laplace of
integration between zero to t f t d t is
nothing but
one by s
zero to infinity e to the power minus s
t f t d t
and this is nothing but the laplace of f
t
so what we get
finally that
the laplace of the integration between 0
to t f t dt is nothing but 1 by s
f s
now let us talk about the
frequency differentiation
now if f s is the laplace transform of f
t
so that is
by its standard definition you can
represent f s is nothing but 0 to
infinity f t e to the power minus s t d
t
now if you take the derivative
of
function f s with respect to s
what you will get
so if you differentiate both sides the
df s by ds will become
here if you differentiate it will become
0 to infinity
minus t because now you are
differentiating with respect to s so it
will become minus t f t e to the power
minus s t d t
so which is nothing but the laplace
transform of the function minus t
f t
so what you can write
that laplace transform of t f t is
nothing but
equal to minus of the
differentiation of laplace transform f s
with respect to
s
so more generic you can write like if
you are taking the laplace transform of
t to the power n f t
its laplace transform would be minus 1
to the power n
d n f s by
d s
n
so this expression will give you the
the frequency differentiation
property
now
let's talk about the
time
periodicity
if
a function f t
is a periodic function
which is shown in the figure it is
periodic with period
t
so it can be represented as the sum of
time shifted functions
how
let's see in the
next slide
so if you have this particular function
you can divide
this the periodic function into three
parts
so one is say f one t which have a
period between zero to t
second is f two t which has a period
between t two two t
and
third is
having the period between two t to three
t now
if you are compiling the function ft
you will say that this is a summation of
f1t plus f2t plus ft3
or if if it is continuing then so on
so what you will write
you can simply
write in terms of
the step functions
so you will simply write f1t as f1t but
f2t you can write
t minus t
that is the time shift function
that function f1 is shifted by
time t
into
unit step function t minus t similarly
for f3 you can write f 1 t minus 2 t
because it is a time shift function with
time
equal to
2 t
so you can write
f 3 also in terms of
f f1 and so on
so for
f1t what is f1t f1t is nothing but the
function ft
with
limited in the period that is
limited by u t minus u t minus t
so
now if you are asked to find out the
laplace transform of the periodic
function
that is f s what you will write
you will write the laplace transform of
function f1 t that is f1s
then we will use the time shift property
and we will write the laplace transform
of the second express second term that
will become f one s e to the power minus
t s
for third term it will become f one s e
to the power minus two t s
and so on
so what will happen you will finally get
one expression which is f one s and
within bracket you will have you will
get one plus e to the power minus t s
plus e to the power minus two t s and
so on
so
now if you
sum up the series that is 1 plus x
square plus x cube and so on the value
of the sum of this particular series is
1 upon 1 minus x
provided
the mod of x is less than 1
so now if you use this particular
property
you can simply write the value of
fs
that is the the laplace transform of a
periodic function what we can write we
can write fs is nothing but f one s upon
one of one minus e to the power minus t
s
so what we can
observe from this
we can observe that
f one s is the laplace transform of f
one t that means it is the laplace
transform of function defined over its
first period only
now
what we get
is the f 1 s
if you want to find the value of fs
that is the laplace transform of
complete periodic
function
so what we have to do
we have to multiply
with the
value of 1 upon 1 minus e to the power
minus t s with
f 1 s
then we will get the laplace transform
of complete periodic function
or we can say that if we divide
the f one s by
one minus e to the power minus t s will
get the
value of laplace transform of a periodic
function
now let's talk about
two important
properties that is basically will say as
ah initial value and final value
theorems
so these two theorems are very important
in finding out the
initial and
final values of function so that means
this allow us to find the
value of function at time t is equal to
0
and the value of function
at infinity
and we can find out these two values
directly with the help of laplace
transform of ft that is fs
how will get let us try to understand
now
let us take
the differentiation property
of
the
function that is
the laplace of d f by d t
so what we write we write
laplace of d u by d t is nothing but
s f s minus the value of function at 0.
now
if
we let s tends to infinity
then
the integrand in the above equation will
vanish
because of the
damping exponential
factor so if you put the value s as
infinity this will become 0 so the whole
of the
expression
ah to the right of laplace of d a by d t
will become 0
so when it will become 0 you can simply
write it as limit s tends to infinity s
of f s minus the value of function at 0
equal to 0
or
you can write because this value will be
a constant value so you can simply write
limit of s tends to infinity
s f s is the value of function at time t
is equal to 0
so this particular property is known as
the
initial value
theorem
now the
in case of final value theorem
let us take the same property of the
laplace transform for
the
df by dt
so laplace of d f by d t is nothing but
s f s minus f 0
so that is nothing but the value of
the integration between 0 to infinity d
a by d t e to the power minus s t
d t
now if s tends to zero
what we can write limit s tends to zero
s of s minus
f
zero
equal to zero to infinity df by dt
e to the power 0 t so this will become
now 1
so that means
you can simply write
the
this particular expression is nothing
but
integration between 0 to infinity df
or you can write
the value of function at infinity minus
value of function at
0.
now
you have value of function at 0 at both
sides those both will cancel out
so finally what you will get the value
of function at infinity is nothing but
limit s tends to 0
s f s so this particular expression is
called as a final value theorem so if
you compare both of them
here
when s tends to infinity
the
value of function s f s will give you
the initial value
while in case of final value
f infinity the limit will tends to
zero
and
you will find the value of function s f
s when limit s tends to zero
so
you can simply remember it
by understanding that when s is tending
to infinity means the value which you
will get will be at origin
and when l when s tends to 0 the value
which you will get
for the function is at infinity so these
two
are
very important
theorems
but the final value theorem has its own
limitation
what are those limitations
the
final value theorem will be valid only
when all poles of fs are located in the
left upper of
s plane
what do you mean by poles let us take
this particular function
that is the laplace transform of e to
the power minus 2 t
sine 5 t
so here
if you are asked to find out the poles
of f s what you will do you will simply
take the denominator and equate it to 0
and you try to find out the
roots of this particular expression so
since it is a two second order equation
you will get two roots of s
so those two roots will be nothing but
the poles of fs
so
what you need to do
you have to observe whether the
value of those
roots
are having any
negative real part or not
if poles are having negative real part
then only you can apply the
final value theorem
in the function
fs
the only exception in this case is the
case when f s has simple pole at s is
equal to 0 means if this expression
is having another component like 1 by s
then you will have 1 pole at
s is equal to 0 so that is the only
exception in
in finding out the
final value
theorem so these two things you have to
always keep in mind
when you are asked to
find the value of
final value of the function f t that is
f infinity
now let's take the example
the function is f t e to the power minus
2 t sin
5 t its laplace transform would be 5
into s plus 2
whole square plus 5 square
so the final value theorem if you apply
the value of f
at infinity will be
0
because limit s tends to 0
5
s divided by s square plus 4 s plus 29
will be
0
and this is what you can see from the
function f t also
because you have a exponentially
decaying component with the function
so
final value will always be
zero
now let's take another example let us
take the function is
sine t
so its laplace transform would be
f s is equal to
one upon s square plus one
now if you apply
final value theorem
limit s tends to
zero sfs
you will get the
value 0 but
this is wrong why
because
function f t that is sin t will always
oscillate between plus 1 and minus 1 and
it will not have limit as t tends to
infinity
now
the final value theorem cannot be used
in this case because if you take the
poles that is the
roots of this particular second order
equation
you will see the poles as the value s
equal to plus minus j
which are not in the left half of s
plane because
these two poles doesn't have any
negative real value so that means that
in this case you cannot apply
the final value theorem so
you have to always keep in mind where
you can apply the final value theorem
where you cannot use the final value
theorem
so
you can summarize that the final value
theorem does not apply in finding the
final values of
sinusoidal functions because these
functions are these functions are
oscillatory in nature and does not have
the
final values
now initial values and final value
theorems shows the relationship between
origin and the infinity in the time
domain
as well as
in the
s domain
and these two theorems also serve as a
useful check on
laplace transform
so
now let us
see few of the example
so that we can understand what we
discussed till now more clearly
let us
see there is function f t
which is a combination of
a
unit impulse
unit step and
the exponential function so what you
will use you will use linearity property
here
and find out the value of
the
laplace transform of f t
so let us apply the linearity property
the laplace of delta t
will be 1
laplace of
the
2 you can take out laplace of u t will
be 1 by s
and then the laplace of e to the power
minus 2 t will be
s 1 upon s plus 2
so
now you know the laplace transform of
all these three terms you will simplify
then you will get the
laplace transform of complete function f
t
that is s square plus s plus 4 divided
by
s into
s plus
2
now
let's take another example
if function f t is t square sine 2 t
multiplied by unit function u t
so
now
what we know is that the laplace of a
periodic function that is sine 2t is
nothing but
2 upon s square plus
2 square that is omega upon s square
plus omega square this is
what we know about the laplace of sine
function so this will become 2 upon s
square plus 2 square
now what you have to do you have to use
the frequency
differentiation because you have a t
square term
so what you have to do you have to
double differentiate this particular x
ah term that is 2 upon s square plus 4
so
and then multiply by minus 1 whole
square
and then
when you simplify you will get the value
of
the
laplace transform of t square sine 2t
and what we get is 12 s square minus 16
upon
s square plus 4
whole q
now
next is if we are asked to find the
laplace transform of a gate function
so what we can see here this is a gate
function which starts
from 2
and completes at 3 so you can say
that this particular function is
is combination of two
unit step function
how
you can say of
this function gt is nothing but
10 because 10 is the amplitude
multiplied by unit step
function u
delayed by
two time periods so u t minus 2
so you can say there is one function
like this
and
minus of u t minus 3 means there is
another function which is like this
so when you will
say
when you combine both of them
minus of u t minus 3 you can write
so
what you will say that
the laplace transform of u t is a
combination of
two unit step function one is delayed by
two time period and second is delayed by
three time period
so
what you can write now you can just take
the
laplace transform of both of the unity
step function
delayed by their respective time period
so the laplace transform of gt will
become gs that is nothing but 10
into e to the power minus 2 s by s minus
e to the power minus 3 s by s
when you simplify you will get the
value of gs that is 10 by s e to the
power minus
2s
minus e to the power minus 3s
so now with this
we can
close our
today's session in this session we
discuss about
various properties of the laplace
transform
and the next class we will discuss about
the
calculation of inverse laplace transform
thank you
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you
