diff --git a/docs/2a/ece205.md b/docs/2a/ece205.md index 4122ac1..9440568 100644 --- a/docs/2a/ece205.md +++ b/docs/2a/ece205.md @@ -1,2 +1,161 @@ # ECE 205: Advanced Calculus 1 +## Laplace transform + +The Laplace transform is a wonderful operation to convert a function of $t$ into a function of $s$. Where $s$ is an unknown variable independent of $t$: + +$$ +\mathcal L\{f(t)\}=F(s)=\int^\infty_0e^{-st}f(t)dt, s > 0 +$$ + +??? example + To solve for $\mathcal L\{\sin(at)\}$: + + \begin{align*} + \mathcal L\{f(t)\}&=\int^\infty_0e^{-st}\sin(at)dt \\ + \\ + \text{IBP: let $u=\sin(at)$, $dv=e^{-st}dt$:} \\ + &=\lim_{B\to\infty} \underbrace{\biggr[ + \cancel{-\frac 1 se^{-st}\sin(at)}}_\text{0 when $s=0$ or $s=\infty$}+\frac a s\int e^{-st}\cos(at)dt + \biggr]^B_0 \\ + &=\frac a s\lim_{B\to\infty}\left[\int e^{-st}\cos(at)dt \right]^B_0 \\ + \text{IBP: let $u=\cos(at)$, $dv=e^{-st}dt$:} \\ + &=\frac a s \lim_{B\to\infty}\left[ + -\frac 1 s e^{-st}\cos(at)-\frac a s\underbrace{\int e^{-st}\sin(at)dt}_{\mathcal L\{\sin(at)\}} + \right]^B_0 \\ + &=\frac{a}{s^2}-\frac{a^2}{s^2}\mathcal L\{\sin(at)\} \\ + \mathcal L\{\sin(at)\}\left(1+\frac{a^2}{s^2}\right)&=\frac{a}{s^2} \\ + \mathcal L\{\sin(at)\}&=\frac{a}{a^2+s^2}, s > 0 + \end{align*} + +A **piecewise continuous** function on $[a,b]$ is continuous on $[a,b]$ except for a possible finite number of finite jump discontinuities. + +- This means that any jump discontinuities must have a finite limit on both sides. +- A piecewise continuous function on $[0,\infty)$ must be piecewise continuous $\forall B>0, [0,B]$. + +The **exponential order** of a function is $a$ if there exist constants $K, M$ such that: +$$|f(t)|\leq Ke^{at}\text{ when } t\geq M$$ + +!!! example + - $f(t)=7e^t\sin t$ has an exponential order of 1. + - $f(t)=e^{t^2}$ does not have an exponential order. + +### Linearity + +A **piecewise continuous** function $f$ on $[0,\infty)$ of an exponential order $a$ has a defined Laplace transform for $s>a$. + +Laplace transforms are **linear**. If there exist LTs for $f_1, f_2$ for $s>a_1, a_2$, respectively, for $s=\text{max}(a_1, a_2)$: + +$$\mathcal L\{c_1f_1 + c_2f_2\} = c_1\mathcal L\{f_1\} + c_2\mathcal L\{f_2\}$$ + +??? example + We find the Laplace transform for the following. + + $$ + f(t)=\begin{cases} + 1 & 0\leq t < 1 \\ + e^{-t} & t\geq 1 + \end{cases} + $$ + + Clearly $f(t)$ is piecewise ocontinuous on $[0,\infty)$ and has an exponential order of -1 when $t\geq 1$ and 0 when $0\leq t<1$. Thus $\mathcal L\{f(t)\}$ is defined for $s>0$. + + \begin{align*} + \mathcal L\{f(t)\}&=\int^1_0 e^{-st}dt + \int^\infty_1e^{-st}e^{-t}dt \\ + \tag{$s\neq 0$}&=\left[-\frac 1 s e^{-st}\right]^1_0 + \int^\infty_1e^{t(-s-1)}dt \\ + &=-\frac 1 se^{-s}+\frac 1 s + \lim_{B\to\infty}\left[ \frac{1}{-s-1}e^{t(-s-1)} \right]^B_1 \\ + \tag{$s\neq 0,s>-1$}&=\frac{-e^{-s}+1}{s} -\frac{e^{-s-1}}{-s-1} + \end{align*} + + We solve for the special case $s=0$: + \begin{align*} + \mathcal L\{f(t)\}&=\int^1_0 e^{0}dt + \int^\infty_1e^{-st}e^{-t}dt \\ + &=1 -\frac{e^{-s-1}}{-s-1} \\ + \end{align*} + + $$ + \mathcal L\{f(t)\}= + \begin{cases} + \frac{-e^{-s}+1}{s}-\frac{e^{-s-1}}{-s-1} & s\neq 0, s>-1 \\ + 1-\frac{e^{-s-1}}{-s-1} &s=0 + \end{cases} + $$ + +If there exists a transform for $s>a$, the original function multiplied by $e^{-bt}$ exists for $s>a+b$. + +$$\mathcal L\{f(t)\}=F(s), s>a\implies \mathcal L\{e^{-bt}f(t)\}=F(s),s>a+b$$ + +### Inverse transform + +The inverse is found by manipulating the equation until you can look it up in the [Laplace Table](#resources). + +The inverse transform is also **linear**. + +### Inverse of rational polynomials + +If the transformed function can be expressed as a partial fraction decomposition, it is often easier to use linearity to reference the table. + +$$\mathcal L^{-1}\left\{\frac{P(s)}{Q(s)}\right\}$$ + +- $Q, P$ are polynomials +- $\text{deg}(P) > \text{deg}(Q)$ +- $Q$ is factored + +??? example + \begin{align*} + \mathcal L^{-1}\left\{\frac{s^2+9s+2}{(s-1)(s^2+2s-3)}\right\} &=\mathcal L^{-1}\left\{\frac{A}{s-1}+\frac{B}{s+3} + \frac{Cs+D}{(s-1)^2}\right\} \\ + &\implies A=2,B=3,C=-1 \\ + &=2\mathcal L^{-1}\left\{\frac{1}{s-1}\right\} + 3\mathcal L^{-1}\left\{\frac{1}{(s-1)^2}\right\}-\mathcal L^{-1}\left\{\frac{1}{s+3}\right\} \\ + &=2e^t+3te^t-e^{-3t} + \end{align*} + +### Inverse of differentiable equations + +If a function $f$ is continuous on $[0,\infty)$ and its derivative $f'$ is piecewise continuous on $[0,\infty)$, for $s>a$: + +$$ +\mathcal L\{ f'\}=s\mathcal L\{f\}-f(0) \\ +\mathcal L\{ f''\} = s^2\mathcal L\{f\}-s\cdot f(0)-f'(0) +$$ + +### Solving IVPs + +Applying the Laplace transform to both sides of an IVP is valid to remove any traces of horrifying integration. + +!!! example + \begin{align*} + y''-y'-2y=0, y(0)=1, y'(0)=0 \\ + \mathcal L\{y''-y'-2y\}&=\mathcal L\{0\} \\ + s^2\mathcal L\{y\}-s\cdot y(0)-y'(0) - s\mathcal L\{y\} +y(0) - 2\mathcal L\{y\}&=0 \\ + \mathcal L\{y\}(s^2-s-2)-s+1&=0 \\ + \mathcal L\{y\}&=\frac{s-1}{(s-2)(s+1)} \\ + &= \\ + \mathcal L^{-1}\{\mathcal L\{y\}\}&=\mathcal L^{-1}\left\{ + \frac 1 3\cdot\frac{1}{s-2} + \frac 2 3\cdot\frac{1}{s+1} + \right\} \\ + y&=\frac 1 3\mathcal L^{-1}\left\{\frac{1}{s-2}\right\} + \frac 2 3\mathcal L^{-1}\left\{\frac{1}{s+1}\right\} \\ + \tag{from Laplace table}&=\frac 1 3 e^{2t} + \frac 2 3 e^{-t} + \end{align*} + +### Heaviside / unit step + +The Heaviside and unit step functions are identical: + +$$ +H(t-c)=u(t-c)=u_c(t)=\begin{cases} +0 & t < c \\ +1 & t \geq c +\end{cases} +$$ + +Piecewise continuous functions can be manipulated into a single equation via the Heaviside function. + +For a Heaviside transform $\mathcal L\{u_c(t)g(t)\}$, if $g$ is defined on $[0,\infty)$, $c\geq 0$, and $\mathcal L\{g(t+c)\}$ exists for some $s>s_0$: + +$$ +\mathcal L\{u_c(t)g(t)\}=e^{-sc}\mathcal L\{g(t+c)\},s>s_0 +$$ + +## Resources + +- [Laplace Table](/resources/ece/laplace.pdf)