Math Shifting theorems

Similar documents
Math Laplace transform

(f g)(t) = Example 4.5.1: Find f g the convolution of the functions f(t) = e t and g(t) = sin(t). Solution: The definition of convolution is,

The Laplace Transform and the IVP (Sect. 6.2).

Generalized sources (Sect. 6.5). The Dirac delta generalized function. Definition Consider the sequence of functions for n 1, Remarks:

Section 6.4 DEs with Discontinuous Forcing Functions

Computing inverse Laplace Transforms.

Lecture Notes for Math 251: ODE and PDE. Lecture 22: 6.5 Dirac Delta and Laplace Transforms

Section 6.5 Impulse Functions

Laplace Transform. Chapter 4

MathQuest: Differential Equations

Chapter 6: The Laplace Transform 6.3 Step Functions and

FINAL EXAM SOLUTIONS, MATH 123

Math 308 Exam II Practice Problems

Math 221 Topics since the second exam

Math 201 Lecture 17: Discontinuous and Periodic Functions

LTI Systems (Continuous & Discrete) - Basics

Ordinary Differential Equations

e st f (t) dt = e st tf(t) dt = L {t f(t)} s

20.3. Further Laplace Transforms. Introduction. Prerequisites. Learning Outcomes

Systems Analysis and Control

Predicting the future with Newton s Second Law

(an improper integral)

The Laplace transform

The Laplace Transform (Sect. 4.1). The Laplace Transform (Sect. 4.1).

Time Response of Systems

Warm-up: What is the Laplace transform of f(t) = e^{-t} cos(3t)? We could do this by writing it as (1/2)( e^{(-1+3i)t} + e^{(-1-3i)t} )

Math 3313: Differential Equations Laplace transforms

HIGHER-ORDER LINEAR ORDINARY DIFFERENTIAL EQUATIONS IV: Laplace Transform Method David Levermore Department of Mathematics University of Maryland

HIGHER-ORDER LINEAR ORDINARY DIFFERENTIAL EQUATIONS IV: Laplace Transform Method. David Levermore Department of Mathematics University of Maryland

f(t)e st dt. (4.1) Note that the integral defining the Laplace transform converges for s s 0 provided f(t) Ke s 0t for some constant K.

April 24, 2012 (Tue) Lecture 19: Impulse Function and its Laplace Transform ( 6.5)

Lecture 1 From Continuous-Time to Discrete-Time

Course roadmap. ME451: Control Systems. Example of Laplace transform. Lecture 2 Laplace transform. Laplace transform

MITOCW MITRES18_005S10_DiffEqnsMotion_300k_512kb-mp4

Math 216 Second Midterm 20 March, 2017

Math 216 Second Midterm 17 November, 2016

Math 334 Fall 2011 Homework 10 Solutions

Applied Differential Equation. October 22, 2012

Laplace Transform Theory - 1

Chapter DEs with Discontinuous Force Functions

Solutions to Math 53 Math 53 Practice Final

MAT 275 Laboratory 7 Laplace Transform and the Symbolic Math Toolbox

TMA4125 Matematikk 4N Spring 2016

Notes on the Z-transform, part 4 1

Module 3 : Sampling and Reconstruction Lecture 22 : Sampling and Reconstruction of Band-Limited Signals

Math Exam 3 Solutions

Name: Solutions Exam 3

Math 216 Second Midterm 16 November, 2017

Math 307 Lecture 19. Laplace Transforms of Discontinuous Functions. W.R. Casper. Department of Mathematics University of Washington.

Analysis III for D-BAUG, Fall 2017 Lecture 10

18.03 Class 23, Apr 2. Laplace Transform: Second order equations; completing the square; t-shift; step and delta signals. Rules:

Find the Fourier series of the odd-periodic extension of the function f (x) = 1 for x ( 1, 0). Solution: The Fourier series is.

DIFFERENTIAL EQUATIONS REVIEW. Here are notes to special make-up discussion 35 on November 21, in case you couldn t make it.

Lesson 1: Inverses of Functions Lesson 2: Graphs of Polynomial Functions Lesson 3: 3-Dimensional Space

Math 10b Ch. 8 Reading 1: Introduction to Taylor Polynomials

Step Response Analysis. Frequency Response, Relation Between Model Descriptions

When they compared their results, they had an interesting discussion:

MATH 2410 PRACTICE PROBLEMS FOR FINAL EXAM

Second order Unit Impulse Response. 1. Effect of a Unit Impulse on a Second order System

Equations, Inequalities, and Problem Solving

MA 201, Mathematics III, July-November 2016, Laplace Transform

MITOCW big_picture_derivatives_512kb-mp4

Basic Procedures for Common Problems

Section 2.1 (First Order) Linear DEs; Method of Integrating Factors. General first order linear DEs Standard Form; y'(t) + p(t) y = g(t)

EE Homework 12 - Solutions. 1. The transfer function of the system is given to be H(s) = s j j

Solutions to Assignment 7

Ch 6.4: Differential Equations with Discontinuous Forcing Functions

Chapter 6 The Laplace Transform

= e t sin 2t. s 2 2s + 5 (s 1) Solution: Using the derivative of LT formula we have

When they compared their results, they had an interesting discussion:

Graphing Linear Inequalities

ECEN 420 LINEAR CONTROL SYSTEMS. Lecture 2 Laplace Transform I 1/52

Math 216 Second Midterm 19 March, 2018

Math 216 Final Exam 24 April, 2017

MATH 251 Examination II April 3, 2017 FORM A. Name: Student Number: Section:

Control Systems I. Lecture 6: Poles and Zeros. Readings: Emilio Frazzoli. Institute for Dynamic Systems and Control D-MAVT ETH Zürich

Semiconductor Optoelectronics Prof. M. R. Shenoy Department of physics Indian Institute of Technology, Delhi

ISE I Brief Lecture Notes

Section 2.4 Linear Equations

Math 2233 Homework Set 8

Lecture Notes for Math 251: ODE and PDE. Lecture 13: 3.4 Repeated Roots and Reduction Of Order

Study guide - Math 220

18. Impulse and step responses

MATH 391 Test 1 Fall, (1) (12 points each)compute the general solution of each of the following differential equations: = 4x 2y.

Math Precalculus I University of Hawai i at Mānoa Spring

20.6. Transfer Functions. Introduction. Prerequisites. Learning Outcomes

Name: Solutions Final Exam

REVIEW NOTES FOR MATH 266

Dr. Ian R. Manchester

Exam 3 Review Sheet Math 2070

Exponential and. Logarithmic Functions. Exponential Functions. Logarithmic Functions

Numerical Methods. Equations and Partial Fractions. Jaesung Lee

Ordinary differential equations

Today s goals So far Today 2.004

Physics 121 for Majors

Reading assignment: In this chapter we will cover Sections Definition and the Laplace transform of simple functions

Math 353 Lecture Notes Week 6 Laplace Transform: Fundamentals

Differential Equations, Math 315 Midterm 2 Solutions

Math 210 Differential Equations Mock Final Dec *************************************************************** 1. Initial Value Problems

SOLUTIONS FOR HOMEWORK SECTION 6.4 AND 6.5

Transcription:

Math 37 - Shifting theorems Erik Kjær Pedersen November 29, 2005 Let us recall the Dirac delta function. It is a function δ(t) which is 0 everywhere but at t = 0 it is so large that b a (δ(t)dt = when a < 0 and b > 0. This is of course impossible, but we can approximate by a function which is 0 except for a short interval around 0, and so large in that short interval that the integral over a larger interval is

We now calculate the Laplace transform 2 0 e st δ(t a)dt = e sa This is because the value of e st at t = a is e sa. So while Dirac s delta function may not quite make sense it has a perfectly good Laplace transform. Let us look at the example from last lecture but hit the spring with a hammer at time t = instead of applying a constant force of. The equation will now be y + y = δ(t ) y(0) = 0 y (0) = Our classical method to solve this does not work but apply the Laplace transform We get the same thing on the left side and the Laplace transform of the delta function on the right side

3 s 2 Y + Y = e s We can now calculate the Laplace transform Y = L(y) Y = + s 2 + + s 2 e s The question now becomes how to recover y from the Laplace transform Y. That sets the stage for the next theorem, the t-shifting theorem. Second shift theorem Assume we have a given function f (t), t 0. We want to physically move the graph to the right to obtain a shifted function: { 0 for t < a g(t) = f (t a) for t a

What happens to the Laplace transform Theorem 4 L(g) = e as L(f ) To be able to work better with shifting, define a function, the unit step function, by u(t) = 0 for t < 0 and u(t) = for t > 0. We now have L(u) = L() = s This is because the Laplace transform only depends of on the values for t > 0. Shifting by a, can now be described as g(t) = u(t a)f (t a) We can therefore reformulate the theorem above as Theorem L(f (t a)u(t a)) = e as L(f )

Now we are ready to solve the problem above. We had 5 so Y = + s 2 + + s 2 e s L(y) = Y = L(sin(t)) + L(u(t ) sin(t )) This is because multiplying by e s corresponds to shifting by. Thus the solution is y = sin(t) + u(t ) sin(t )

y 6 t In view of this it becomes important to move back and forth between a function and its Laplace transform Next we consider a typical square wave function as often used in engineering

0 for t < y(t) = for < t < 2 0 for 2 < t 7 y 2 t It does not matter what value the function has at the jump points and 2. Let us find a good way to compute the Laplace transform avoiding excessive work.

We can write 8 y() = u(t ) u(t 2) But u(t ) is just shifted by and similarly u(t 2) is shifted by 2, so the Laplace transform is s e s s e 2s Let us expand this example a little

Consider y 9 2 t This time the function is given as { t for t < 2 y(t) = 0 for 2 < t

How do we compute the Laplace transform We start out realizing this function can be written as 0 y(t) = t tu(t 2) This is because u(t 2) kills off t for t < 2 giving us t and for t > 2 we get t t which is 0 as we want. Now we can rewrite this y(t) = t (t 2)u(t 2) 2u(t 2) The advantage is that now y is a combination of shifted functions and we immediately can read off the Laplace transform to be L(y) = Y = s 2 s 2 e 2s 2 s e 2s

Let us finish by solving a differential equation y y = r(t) y(0) = y (0) = Where r(t) is the function mentioned above which is for t between and 2 and 0 otherwise. We calculate that L(y ) = sy L(y ) = sl(y ) + = s 2 Y s + This means the equation becomes s 2 Y s + Y = s e s s e 2s Isolating the terms with Y we see that s 2 Y Y = s + s e s s e 2s

Dividing by (s 2 ) we get 2 Y = s + + s(s 2 ) (e s e 2s ) Using that s(s 2 ) = 2 ( 2 s + s + s+ ) we now get Y = s + + 2 ( 2 + s s + s + )(e s e 2s ) Let us unravel this. The. term is the Laplace transform of e t. Forgetting the exponential functions the second term is the Laplace transform of 2 ( 2 + et + e t ). The exponential terms mean that this function has to be shifted by and 2 respectively and the terms have to be subtracted.

3 Shifting by means replacing t by t everywhere and multiply by u(t ) Similarly shifting by 2 means replacing t by t 2 everywhere and multiply by u(t 2). So the complete answer is y = e t + 2 u(t )( 2+et +e (t ) ) 2 u(t 2)( 2+et 2 +e (t 2) ) Here is a graph of the solution. Notice how there is a big change at t =, but almost no change at t = 2.

y 4 2 t Let us find a formula for integration Theorem t L( f ) = L(f ) 0 s This is very easy to see from the formula for the Laplace transform of the derivative, using that 0 0 f = 0.

Example Find the inverse Laplace transform of 5 s 2 (s + ) We can of course use partial fractions to write as a sum of s 2 (s+) fractions for which we know the inverse Laplace transform But it is much easier to proceed as follows: L ( s+ ) is e t This now has to be integrated twice to get the s 2 Integrating once gives e t + factor. Integrating again gives e t + t and that is the answer

We can of course check the answer by calculating the Laplace transform 6 s + s + s 2 If we have made no mistakes this should be equal to s 2 ( + s)