CHAP. 6 Laplace Transform

6.1 Laplace Transform

(Def)

Convert a funtion $f(t)⟶F(s)$

$$L(f)={\int }_0^{\infty }{e}^{-st}f(t)dt$$

$$L^{-1}(F(s))=\frac{1}{2\pi i}\underset{T\to \infty }{\lim }{\oint }_{\gamma -iT}^{\gamma +iT}{e}^{st}F(s)ds$$

$${\int }_0^T{e}^{-st}\sin (\omega t)dt={\int }_0^T{e}^{-st}\frac{e^{i\omega t}-e^{-i\omega t}}{2i}$$

References

Formula Table

$$L(t^n)=\frac{n!}{s^{n+1}}$$

$$L(e^{at})=\frac{1}{s-a}$$

$$L(f(ct))=\frac{1}{c}F(\frac{s}{c})$$

$$L(\sin (kt))=\frac{k}{s^2+k^2}$$

$$L(\cos (kt))=\frac{s}{s^2+k^2}$$

$$L(\sinh (kt))=\frac{k}{s^2-k^2}\sinh (t)=\frac{e^t-e^{-t}}{2}$$

$$L(\cosh (kt))=\frac{s}{s^2-k^2}\cosh (t)=\frac{e^t+e^{-t}}{2}$$

$$L({\int }_0^{t}f(\tau )d\tau )=\frac{1}{s}L(f)$$

$$L({\int }_0^t{\int }_0^{\tau }f(z)dz)=\frac{1}{s}L({\int }_0^{\tau }f(z)dz)=\frac{1}{s^2}L(f(z))$$

$$...$$

$$L(u(t-a))=\frac{1}{s}{e}^{-as}$$

$$L(f(t-a)u(t-a))=e^{-as}L(f)$$

$$L(\delta (t-a))=e^{-as}$$

$$L(-tf(t))=\frac{d}{ds}F(s)$$

$$L(tf(t))=-\frac{d}{ds}F(s)$$

$$L(t^n{e}^t)=\frac{n!}{(s-1{)}^{n+1}}$$

Properties

1. Linear property:
   $$L(af+bg)=aL(f)+bL(g)$$

$$\begin{array}{rl}L(e^{at}f(t))& =F(s-a)\\ L(f(t)& =F(s))\end{array}$$

(Ex01) 常数方程

Solve $L(1)$

$$\begin{array}{rl}F(s)=L(1)& ={\int }_0^{\infty }{e}^{-st}dt\\ & =-\frac{1}{s}{e}^{-st}{|}_0^{\infty }\\ & =\frac{1}{s}(s>0)\end{array}$$

If $s<0$, $e^{-st}$ will approach $\infty$, which means we can’t get any reasonable solutions.

(Ex02) 指数方程

Solve $L(e^{at})$

$$\begin{array}{rl}L(e^{at})& ={\int }_0^{\infty }{e}^{-st}{e}^{at}dt\\ & ={\int }_0^{\infty }{e}^{(a-s)t}dt\\ & =\frac{1}{s-a}{e}^{(a-s)t}{|}_0^{\infty }\\ & =\frac{1}{a-s}(s>a)\end{array}$$

(Ex03) 整数次多项式

Solve $L(t^n)$

$$\begin{array}{rl}L(t^n)& ={\int }_{t=0}^{\infty }{t}^n{e}^{-st}dt\end{array}$$

Let $u=t^n,v^{\prime }=e^{-st},v=-\frac{1}{s}{e}^{-st}$. According to ${\int }_{t_1}^{t_2}u{v}^{\prime }dt=uv{|}_{t_1}^{t_2}-{\int }_{t_1}^{t_2}{u}^{\prime }vdt$

We have
L ( t n ) = − 1 s t n e − s t ∣ 0 ∞ − ∫ 0 ∞ − n s t n − 1 e − s t d t = n s L ( t n − 1 ) \begin{aligned} L(t^n) &amp;= -\frac{1}{s}t^ne^{-st}|_{0}^{\infty} - \int_{0}^{\infty}-\frac{n}{s}t^{n-1}e^{-st}dt\\ &amp;= \frac{n}{s}L(t^{n-1}) \end{aligned}