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Inverse Laplace transform of rational functions using Partial Fraction Decomposition
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Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

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Page 1: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

Using the Laplace transform for solving linear non-homogeneousdifferential equation with constant coefficients and the right-handside g(t) of the form

h(t)eαt cosβt or h(t)eαt sinβt,

where h(t) is a polynomial, one needs on certain step to find the

inverse Laplace transform of rational functionsP(s)

Q(s),

where P(s) and Q(s) are polynomials with degP(s) < degQ(s).

Page 2: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

Using the Laplace transform for solving linear non-homogeneousdifferential equation with constant coefficients and the right-handside g(t) of the form

h(t)eαt cosβt or h(t)eαt sinβt,

where h(t) is a polynomial, one needs on certain step to find the

inverse Laplace transform of rational functionsP(s)

Q(s),

where P(s) and Q(s) are polynomials with degP(s) < degQ(s).

Page 3: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

Using the Laplace transform for solving linear non-homogeneousdifferential equation with constant coefficients and the right-handside g(t) of the form

h(t)eαt cosβt or

h(t)eαt sinβt,

where h(t) is a polynomial, one needs on certain step to find the

inverse Laplace transform of rational functionsP(s)

Q(s),

where P(s) and Q(s) are polynomials with degP(s) < degQ(s).

Page 4: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

Using the Laplace transform for solving linear non-homogeneousdifferential equation with constant coefficients and the right-handside g(t) of the form

h(t)eαt cosβt or h(t)eαt sinβt,

where h(t) is a polynomial, one needs on certain step to find the

inverse Laplace transform of rational functionsP(s)

Q(s),

where P(s) and Q(s) are polynomials with degP(s) < degQ(s).

Page 5: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

Using the Laplace transform for solving linear non-homogeneousdifferential equation with constant coefficients and the right-handside g(t) of the form

h(t)eαt cosβt or h(t)eαt sinβt,

where h(t) is a polynomial, one needs on certain step to find the

inverse Laplace transform of rational functionsP(s)

Q(s),

where P(s) and Q(s) are polynomials with degP(s) < degQ(s).

Page 6: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

Using the Laplace transform for solving linear non-homogeneousdifferential equation with constant coefficients and the right-handside g(t) of the form

h(t)eαt cosβt or h(t)eαt sinβt,

where h(t) is a polynomial, one needs on certain step to find the

inverse Laplace transform of rational functionsP(s)

Q(s),

where P(s) and Q(s) are polynomials with degP(s) < degQ(s).

Page 7: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

The latter can be done by means of the partial fractiondecomposition that you studied in Calculus 2:

One factors the denominator Q(s) as much as possible, i.e. intolinear (may be repeated) and quadratic (may be repeated) factors:

each linear factor corresponds to a real root of Q(s) andeach quadratic factor corresponds to a pair of complex conjugateroots of Q(s).

Page 8: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

The latter can be done by means of the partial fractiondecomposition that you studied in Calculus 2:

One factors the denominator Q(s) as much as possible, i.e. intolinear (may be repeated) and quadratic (may be repeated) factors:

each linear factor corresponds to a real root of Q(s) andeach quadratic factor corresponds to a pair of complex conjugateroots of Q(s).

Page 9: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

The latter can be done by means of the partial fractiondecomposition that you studied in Calculus 2:

One factors the denominator Q(s) as much as possible, i.e. intolinear (may be repeated) and quadratic (may be repeated) factors:

each linear factor corresponds to a real root of Q(s) andeach quadratic factor corresponds to a pair of complex conjugateroots of Q(s).

Page 10: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

The latter can be done by means of the partial fractiondecomposition that you studied in Calculus 2:

One factors the denominator Q(s) as much as possible, i.e. intolinear (may be repeated) and quadratic (may be repeated) factors:

each linear factor corresponds to a real root of Q(s) and

each quadratic factor corresponds to a pair of complex conjugateroots of Q(s).

Page 11: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

The latter can be done by means of the partial fractiondecomposition that you studied in Calculus 2:

One factors the denominator Q(s) as much as possible, i.e. intolinear (may be repeated) and quadratic (may be repeated) factors:

each linear factor corresponds to a real root of Q(s) andeach quadratic factor corresponds to a pair of complex conjugateroots of Q(s).

Page 12: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Inverse Laplace transform of rational functions usingPartial Fraction Decomposition

The latter can be done by means of the partial fractiondecomposition that you studied in Calculus 2:

One factors the denominator Q(s) as much as possible, i.e. intolinear (may be repeated) and quadratic (may be repeated) factors:

each linear factor corresponds to a real root of Q(s) andeach quadratic factor corresponds to a pair of complex conjugateroots of Q(s).

Page 13: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 14: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s)

(corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 15: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1)

gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 16: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a.

Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 17: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 18: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s)

(corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 19: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m)

gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 20: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the form

Ai

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 21: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 22: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Each factor in the decomposition of Q(s) gives a contribution of

certain type to the partial fraction decomposition ofP(s)

Q(s). Below

we list these contributions depending on the type of the factor andidentify the inverse Laplace transform of these contributions:

Case 1 A non-repeated linear factor (s − a) of Q(s) (corresponding tothe root a of Q(s) of multiplicity 1) gives a contribution of

the formA

s − a. Then L−1

{A

s − a

}= Aeat ;

Case 2 A repeated linear factor (s − a)m of Q(s) (corresponding tothe root a of Q(s) of multiplicity m) gives a contribution

which is a sum of terms of the formAi

(s − a)i, 1 ≤ i ≤ m.

Then L−1

{Ai

(s − a)i

}=

Ai

(i − 1)!t i−1eat ;

Page 23: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 3 A non-repeated quadratic factor (s − α)2 + β2 of Q(s)

(corresponding to the pair of complex conjugate roots α± iβof multiplicity 1) gives a contribution of the form

Cs + D

(s − α)2 + β2.

It is more convenient here to represent it in the following way:Cs + D

(s − α)2 + β2=

A(s − α) + Bβ

(s − α)2 + β2. Then

L−1

{A(s − α) + Bβ

(s − α)2 + β2

}= Aeαt cosβt + Beαt sinβt;

Page 24: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 3 A non-repeated quadratic factor (s − α)2 + β2 of Q(s)(corresponding to the pair of complex conjugate roots α± iβof multiplicity 1)

gives a contribution of the formCs + D

(s − α)2 + β2.

It is more convenient here to represent it in the following way:Cs + D

(s − α)2 + β2=

A(s − α) + Bβ

(s − α)2 + β2. Then

L−1

{A(s − α) + Bβ

(s − α)2 + β2

}= Aeαt cosβt + Beαt sinβt;

Page 25: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 3 A non-repeated quadratic factor (s − α)2 + β2 of Q(s)(corresponding to the pair of complex conjugate roots α± iβof multiplicity 1) gives a contribution of the form

Cs + D

(s − α)2 + β2.

It is more convenient here to represent it in the following way:

Cs + D

(s − α)2 + β2=

A(s − α) + Bβ

(s − α)2 + β2. Then

L−1

{A(s − α) + Bβ

(s − α)2 + β2

}= Aeαt cosβt + Beαt sinβt;

Page 26: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 3 A non-repeated quadratic factor (s − α)2 + β2 of Q(s)(corresponding to the pair of complex conjugate roots α± iβof multiplicity 1) gives a contribution of the form

Cs + D

(s − α)2 + β2.

It is more convenient here to represent it in the following way:Cs + D

(s − α)2 + β2=

A(s − α) + Bβ

(s − α)2 + β2.

Then

L−1

{A(s − α) + Bβ

(s − α)2 + β2

}= Aeαt cosβt + Beαt sinβt;

Page 27: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 3 A non-repeated quadratic factor (s − α)2 + β2 of Q(s)(corresponding to the pair of complex conjugate roots α± iβof multiplicity 1) gives a contribution of the form

Cs + D

(s − α)2 + β2.

It is more convenient here to represent it in the following way:Cs + D

(s − α)2 + β2=

A(s − α) + Bβ

(s − α)2 + β2. Then

L−1

{A(s − α) + Bβ

(s − α)2 + β2

}= Aeαt cosβt + Beαt sinβt;

Page 28: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 4 A repeated quadratic factor((s − α)2 + β2

)mof Q(s)

(corresponding to the pair of complex conjugate roots α± iβof multiplicity m) gives a contribution which is a sum of termsof the form

Ci s + Di((s − α)2 + β2

)i =Ai (s − α) + Biβ((s − α)2 + β2

)i ,where 1 ≤ i ≤ m.

The calculation of the inverse Laplace transform in this case ismore involved. It can be done as a combination of theproperty of the derivative of Laplace transform and the notionof convolution that will be discussed in section 6.6 or usingdecomposition to linear factors using complex roots as inEnrichment 8.

Page 29: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 4 A repeated quadratic factor((s − α)2 + β2

)mof Q(s)

(corresponding to the pair of complex conjugate roots α± iβof multiplicity m) gives a contribution which is a sum of termsof the form

Ci s + Di((s − α)2 + β2

)i =Ai (s − α) + Biβ((s − α)2 + β2

)i ,where 1 ≤ i ≤ m.

The calculation of the inverse Laplace transform in this case ismore involved. It can be done as a combination of theproperty of the derivative of Laplace transform and the notionof convolution that will be discussed in section 6.6 or usingdecomposition to linear factors using complex roots as inEnrichment 8.

Page 30: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 4 A repeated quadratic factor((s − α)2 + β2

)mof Q(s)

(corresponding to the pair of complex conjugate roots α± iβof multiplicity m) gives a contribution which is a sum of termsof the form

Ci s + Di((s − α)2 + β2

)i =Ai (s − α) + Biβ((s − α)2 + β2

)i ,where 1 ≤ i ≤ m.

The calculation of the inverse Laplace transform in this case ismore involved. It can be done as a combination of theproperty of the derivative of Laplace transform and the notionof convolution that will be discussed in section 6.6 or usingdecomposition to linear factors using complex roots as inEnrichment 8.

Page 31: Inverse Laplace transform of rational functions using ...zelenko/ODELaplacepf.pdf · Inverse Laplace transform of rational functions using Partial Fraction Decomposition Using the

Case 4 A repeated quadratic factor((s − α)2 + β2

)mof Q(s)

(corresponding to the pair of complex conjugate roots α± iβof multiplicity m) gives a contribution which is a sum of termsof the form

Ci s + Di((s − α)2 + β2

)i =Ai (s − α) + Biβ((s − α)2 + β2

)i ,where 1 ≤ i ≤ m.

The calculation of the inverse Laplace transform in this case ismore involved. It can be done as a combination of theproperty of the derivative of Laplace transform and the notionof convolution that will be discussed in section 6.6 or usingdecomposition to linear factors using complex roots as inEnrichment 8.