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Laplace Transform of Derivatives

This document discusses Laplace transforms and using them to solve differential equations. It provides examples of taking the Laplace transform of derivatives and using it to solve initial value problems involving simultaneous differential equations. Specifically, it shows how to: 1) Take the Laplace transform of derivatives and expressions involving derivatives. 2) Set up and solve a single differential equation example involving an initial value problem. 3) Set up and solve a system of two simultaneous differential equations example given initial conditions.
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0% found this document useful (0 votes)
340 views

Laplace Transform of Derivatives

This document discusses Laplace transforms and using them to solve differential equations. It provides examples of taking the Laplace transform of derivatives and using it to solve initial value problems involving simultaneous differential equations. Specifically, it shows how to: 1) Take the Laplace transform of derivatives and expressions involving derivatives. 2) Set up and solve a single differential equation example involving an initial value problem. 3) Set up and solve a system of two simultaneous differential equations example given initial conditions.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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EE138

Feedback Control Systems


ENGR. JIMHAR S. MANDA

❑ Laplace Transform of
Derivatives
❑ Simultaneous Differential
WMSU Equations

This document is for classroom use only and should not be shared.
1
Laplace Transform of Derivatives
if 𝑦 = 𝑓 𝑡 then,

ℒ 𝒚𝒏
= 𝒔𝒏 ℒ 𝒚 − 𝒔𝒏−𝟏 𝒚 𝟎 − 𝒔𝒏−𝟐 𝒚′ 𝟎 … − 𝒔𝒚 𝒏−𝟐 𝟎
− 𝒚𝒏−𝟏 𝟎

Where:
𝑦 0 , 𝑦 ′ 0 , 𝑦 ′′ 0 , … . , 𝑦 𝑛−1 0 are the initial conditions
of derivatives at 𝑡 = 0.

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2
Laplace Transform of Derivatives
Example:
Laplace transform of;
3rd Derivative:
ℒ 𝑦 ′′′ = 𝑠 3 ℒ 𝑦 − 𝑠 2 𝑦 0 − 𝑠𝑦 ′ 0 − 𝑦′′(0)

2nd Derivative:
ℒ 𝑦 ′′ = 𝑠 2 ℒ 𝑦 − 𝑠𝑦 0 − 𝑦′(0)

1st Derivative:
ℒ 𝑦 ′ = sℒ 𝑦 − 𝑦 0

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3
Example 1
Solve the initial value problem:
𝑑𝑦
+ 2𝑦 = 6𝑠𝑖𝑛2𝑡, 𝑦 0 = 1
𝑑𝑡
This is the same as
𝑦 ′ + 2𝑦 = 6 sin 2𝑡
Taking the Laplace transform of each of the terms in the
equation,
ℒ 𝑦 ′ + 2𝑦 = 6 sin 2𝑡
We obtain
ℒ 𝑦 ′ + ℒ 2𝑦 = ℒ 6 sin 2𝑡
From
1st Derivative:
ℒ 𝑦 ′ = sℒ 𝑦 − 𝑦 0

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4
Example 1
ℒ 𝑦 ′ + ℒ 2𝑦 = ℒ 6 sin 2𝑡
sℒ 𝑦 − 𝑦 0 + 2ℒ 𝑦 = 6ℒ sin 2𝑡
Where y(0) = 1. so,
2
sℒ 𝑦 − 1 + 2ℒ 𝑦 = 6 2
𝑠 +4
12 12 + 𝑠 2 + 4
sℒ 𝑦 + 2ℒ 𝑦 = 2 +1=
𝑠 +4 𝑠2 + 4
Factoring out the common term ℒ 𝑦 , yields
𝑠 2 +16
ℒ 𝑦 𝑠+2 =
𝑠 2 +4
𝑠 2 + 16
ℒ 𝑦 =𝑌 𝑠 = 2
𝑠 +4 𝑠+2

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5
Example 1
To solve for the function of y, we take the inverse
Laplace transform of ℒ 𝑦 .
𝑠 2 + 16
ℒ −1 𝑦 = 𝑦 𝑡 = 2
𝑠 +4 𝑠+2
2
−1
𝑠 + 16 −1
𝐴 𝐵𝑠 + 𝐶
ℒ 2
=ℒ + 2
𝑠 +4 𝑠+2 𝑠+2 𝑠 +4
Solving for the constants A, B, and C:
𝑠 2 + 16
𝐴= 2
ȁ𝑠 = −2
𝑠 +4
5
𝐴=
2
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6
Example 1
To solve for the function of y, we take the inverse Laplace
transform of ℒ 𝑦 .
𝑠 2 + 16
ℒ −1 𝑦 = 𝑦 𝑡 = ℒ −1
𝑠2 + 4 𝑠 + 2
2
−1
𝑠 + 16 −1
𝐴 𝐵𝑠 + 𝐶
ℒ 2
=ℒ + 2
𝑠 +4 𝑠+2 𝑠+2 𝑠 +4
Solving for the constants A, B, and C:
𝑠 2 + 16
𝐵𝑠 + 𝐶 = ȁ𝑠 = 2𝑖
𝑠+2
2𝐵𝑖 + 𝐶 = 3 − 3𝑖
3
𝐵 = − 𝑎𝑛𝑑 𝐶 = 3
2

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7
Example 1
5 3
𝑠2 + 16 𝑠 3
ℒ −1 =ℒ −1 2 − 22 + 2
2
𝑠 +4 𝑠+2 𝑠+2 𝑠 +4 𝑠 +4
5 −2𝑡 3 3 −1 2
= 𝑒 − cos 2𝑡 + ℒ
2 2 2 𝑠2 + 4
5 −2𝑡 3 3
= 𝑒 − cos 2𝑡 + sin 2𝑡
2 2 2
Hence,
𝟓 −𝟐𝒕 𝟑 𝟑
𝒚 𝒕 = 𝒆 − 𝒄𝒐𝒔 𝟐𝒕 + 𝒔𝒊𝒏 𝟐𝒕 → 𝒂𝒏𝒔𝒘𝒆𝒓
𝟐 𝟐 𝟐

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8
Simultaneous Differential Equations
We shall consider solving a pair of differential equations
involving an independent variable t and two dependent
variables x and y. To solve these equations simultaneously,
take the Laplace transform of each equation obtaining two
simultaneous algebraic equations from which the
functions of y and x can be obtained as ℒ −1 𝐹1 𝑠 =
𝑓1 𝑡 and ℒ −1 𝐹2 𝑠 = 𝑓2 𝑡 , respectively.

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9
Example 2
𝑑𝑦
+𝑥 =𝑡
𝑑𝑡
Solve simultaneously the system ൞𝑑𝑥
+ 4𝑦 = 0
𝑑𝑡

Given that 𝑥 = −1 and 𝑦 = 1 when 𝑡 = 0.


Solution:
ℒ 𝑦′ + 𝑥 = 𝑡
1
sℒ 𝑦 − 𝑦 0 + ℒ 𝑥 = 2 ; 𝑦 0 = 1
𝑠
1 𝑠2 + 1
sℒ 𝑦 + ℒ 𝑥 = 2 + 1 = 2
→ 𝑒𝑞1
𝑠 𝑠

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10
Example 2
ℒ 𝑥′ + 4𝑦 = 0
0
sℒ 𝑥 − 𝑥 0 + 4ℒ 𝑦 = = 0; 𝑥 0 = −1
𝑠
sℒ 𝑥 + 4ℒ 𝑦 = −1 → 𝑒𝑞2
From equation 1,
𝑠2 + 1
ℒ 𝑥 = − sℒ 𝑦
𝑠2
Substituting this value to eq2,
𝑠2 + 1
s 2
− sℒ 𝑦 + 4ℒ 𝑦 = −1
𝑠
𝑠2 + 1
− 𝑠 2 ℒ 𝑦 + 4ℒ 𝑦 = −1
𝑠
𝑠 2+1 𝑠 2+𝑠+1
𝑠 2 ℒ 𝑦 − 4ℒ 𝑦 = +1=
𝑠 𝑠
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11
Example 2
2
2
𝑠 +𝑠+1
𝑠 ℒ 𝑦 − 4ℒ 𝑦 =
𝑠
𝑠2 + 𝑠 + 1 𝑠2 + 𝑠 + 1
ℒ 𝑦 = 2 = =𝑌 𝑠
𝑠 −4 𝑠 𝑠 𝑠+2 𝑠−2
Taking the inverse Laplace to solve for the function of y,
2+𝑠+1
𝑠
ℒ −1 𝑦 = 𝑦 𝑡 = ℒ −1
𝑠 𝑠+2 𝑠−2
𝑠 2+𝑠+1 𝐴 𝐵 𝐶
−1 −1
ℒ =ℒ + +
𝑠 𝑠+2 𝑠−2 𝑠 𝑠+2 𝑠−2

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12
Example 2
Solving for constants A, B, and C:
𝑠2 + 𝑠 + 1
𝐴= ȁ𝑠 = 0
𝑠+2 𝑠−2
𝟏
𝑨=−
𝟒
𝑠2 + 𝑠 + 1
𝐵= ȁ𝑠 = −2
𝑠 𝑠−2
𝟑
𝑩=
𝟖
2
𝑠 +𝑠+1
𝐶= ȁ𝑠 = 2
𝑠 𝑠+2
𝟕
𝑪=
𝟖
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13
Example 2
Hence,
1 3 7
𝐴 𝐵 𝐶 −
ℒ −1
+ + = ℒ −1 4 + ℒ −1 8 + ℒ −1 8
𝑠 𝑠+2 𝑠−2 𝑠 𝑠+2 𝑠−2

𝟏 𝟑 −𝟐𝒕 𝟕 𝟐𝒕
𝒚 𝒕 =− + 𝒆 + 𝒆 → 𝒂𝒏𝒔𝒘𝒆𝒓
𝟒 𝟖 𝟖

From equation 2,
−1 − sℒ 𝑥
ℒ 𝑦 =
4
Substituting this value to eq1,
−1 − sℒ 𝑥 𝑠2 + 1
s +ℒ 𝑥 =
4 𝑠2

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14
Example 2
−1 − sℒ 𝑥 𝑠2 + 1
s +ℒ 𝑥 =
4 𝑠2
4 𝑠 2+1
−𝑠 − 𝑠 2 ℒ 𝑥 + 4ℒ 𝑥 =
𝑠2
2 3 2
2
4 𝑠 + 1 𝑠 + 4𝑠 +4
ℒ 𝑥 4−𝑠 = 2
+𝑠 =
𝑠 𝑠2

𝑠 3 + 4𝑠 2 + 4 − 𝑠 3 + 4𝑠 2 + 4 − 𝑠 3 + 4𝑠 2 + 4
ℒ 𝑥 = 2 = = 2 =𝑋 𝑠
𝑠 − 𝑠2 − 4 𝑠2 𝑠2 − 4 𝑠 𝑠+2 𝑠−2

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15
Example 2
𝑠 3 + 4𝑠 2 + 4 − 𝑠 3 + 4𝑠 2 + 4 − 𝑠 3 + 4𝑠 2 + 4
ℒ 𝑥 = 2 = = 2 =𝑋 𝑠
𝑠 − 𝑠2 − 4 𝑠2 𝑠2 − 4 𝑠 𝑠+2 𝑠−2
Taking the inverse Laplace to solve for the function of y,
3 2
−1 −1
− 𝑠 + 4𝑠 +4
ℒ 𝑥 =𝑥 𝑡 =ℒ
𝑠2 𝑠 + 2 𝑠 − 2
− 𝑠 3 + 4𝑠 2 + 4 𝐴 𝐵 𝐶 𝐷
ℒ −1 =ℒ −1
+ + +
𝑠2 𝑠 + 2 𝑠 − 2 𝑠 𝑠2 𝑠 + 2 𝑠 − 2
Solving for the constants A, B, C, and D:
𝑑 − 𝑠 3 + 4𝑠 2 + 4
𝐴= ȁ𝑠 = 0
𝑑𝑠 𝑠 + 2 𝑠 − 2
𝑨=𝟎

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16
Example 2
− 𝑠 3 + 4𝑠 2 + 4
𝐵= ȁ𝑠 = 0
𝑠+2 𝑠−2
𝑩=𝟏
− 𝑠 3 + 4𝑠 2 + 4
𝐶= 2
ȁ𝑠 = −2
𝑠 𝑠−2
𝟑
𝑪=
𝟒
3 2
− 𝑠 + 4𝑠 + 4
𝐷= 2
ȁ𝑠 = 2
𝑠 𝑠+2
𝟕
𝑫=−
𝟒

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17
Example 2
Hence,
𝐴 𝐵 𝐶 𝐷 1 3 1 7 1
ℒ −1 + 2+ + = ℒ −1 2 + ℒ −1 − ℒ −1
𝑠 𝑠 𝑠+2 𝑠−2 𝑠 4 𝑠+2 4 𝑠−2

𝟑 −𝟐𝒕 𝟕 𝟐𝒕
𝒙 𝒕 =𝒕+ 𝒆 − 𝒆 → 𝒂𝒏𝒔𝒘𝒆𝒓
𝟒 𝟒

𝑑𝑦
+𝑥 =𝑡
𝑑𝑡
∴The solutions to the system of ODEs ൞𝑑𝑥 , given that
+ 4𝑦 = 0
𝑑𝑡
𝑥 = −1 and 𝑦 = 1 when 𝑡 = 0 are :
𝟏 𝟑 −𝟐𝒕 𝟕 𝟐𝒕
𝒚 𝒕 =− + 𝒆 + 𝒆
𝟒 𝟖 𝟖
𝟑 −𝟐𝒕 𝟕 𝟐𝒕
𝒙 𝒕 =𝒕+ 𝒆 − 𝒆
𝟒 𝟒
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18

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