CHNG 6: PHP BIN I LAPLACE

1. PHNG PHP CA PHP TNH TON T Cho hai tp hp A v B. Mt nh x T cho ng mt phn t ca A vi mt phn t xc nh ca B, k hiu l Tx, c gi l mt ton t. Phn t Tx c gi l nh ca x cn x c gi l gc ca hay nghch nh ca Tx. V d: )Nu A = B = R th ton t T l mt hm s thc ca bin s thc. ) Nu A l tp hp cc s thc dng v B = R. nh x cho mi s a A thnh mt s thc thuc B l Ta = lna c gi l ton t logarit. Nh c ton t loga m php nhn cc gc c chuyn thnh php cng cc nh: (1) T(a1.a2) = Ta1 + Ta2 Do mun tnh tch a1.a2, ta tm nh ca n theo (1) sau dng bng logarit tra ngc li ) Cho A l tp hp cc hm dao ng hnh sin c cng tn s gc , B l tp hp cc hm bin s thc t nhng ly gi tr phc. Cho ng mi hm v(t) = Vsin(t +) A vi mt hm Tv B theo cng thc: Tv = V.ej(t + ) cng l mt ton t. Nh ton t ny m cc php tnh o hm v tch phn gc c chuyn thnh cc php tnh i s i vi nh. Trong chng ny ta s nghin cu ton t Laplace. Bi ton t ra l bit gc, tm nh ton t Laplace ca n v ngc li bit nh ca mt hm, tm li gc ca n. 2. NH NGHA HM GC Ta gi hm f(t) ca bin thc t l hm gc nu n tho mn cc iu kin sau: Hm f(t) lin tc tng khc khi t 0, ngha l nu ly mt khong [a, b] bt k trn na trc t 0, bao gi cng c th chia n thnh mt s hu hn cc khong nh sao cho trong mi khong nh f(t) lin tc v ti mt ca mi khong nh n c gii hn mt pha Khi t +, hm f(t) tng khng nhanh hn mt hm m, ngha l tn ti mt s M>0, so 0 sao cho: f ( t ) Me s o t t > 0 (2) trong so c gi l ch s tng ca f(t) f(t) = 0 khi t < 0. iu kin ny c t ra v trong cc ng dng thc t t thng l thi gian. V d 1: Hm: ( t ) = 0 khi t < 0 1 khi t > 0 l hm gc. Tht vy v | (t) | 1 nn iu kin 2 c tho mn nu chn M = 1, s0 = 0; d dng kim tra c iu kin 1. V d 2: Hm:

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khi t < 0 f ( t ) = ( t ). sin t = 0 sin t khi t > 0 l hm gc. Tht vy v | (t).sint | 1 nn iu kin 2 c tho mn nu chn M = 1, s0 = 0; d dng kim tra c iu kin 1. V d 3: Hm: 0 khi t < 0 f ( t ) = ( t ).t 2 = t2 khi t > 0 l hm gc. Tht vy v | (t).t2 | 2et nn iu kin 2 c tho mn nu chn M = 2, s0 = 1; d dng kim tra c iu kin 1. Quy c: Ta vit (t) thay cho (t).(t) gii hn phi ca f(t), tc l khi t + 0 c vit l f(0)

3. NH L C BN Nu f(t) l hm gc c ch s tng l s0 th tch phn:

F( p) = e pt f ( t )dt
0

(3)

trong p = s + j l mt tham s phc s hi t trong min Rep = s > so (na mt phng phc bn phi ng thng s = so) Tch phn (3) l mt hm ca bin s phc p. Hm bin phc F(p) gii tch trong min Rep > so v dn ti 0 khi p sao cho Rep = s +. Chng minh: Ly p bt k thuc min Rep > so, ta s chng minh tch phn (3) hi t. Mun vy ta chng minh n tha nhn mt tch phn tri hi t tuyt i. Tht vy v f ( t ) Me s o t nn f ( t )e pt Me s o t e st = Me ( s o s ) t . Do :
+

f ( t ).e

pt

dt M e
0

(so s) t

Me ( s o s ) t dt = so s

V s0 - s < 0 nn lim e
t +
+

(s o s ) t

= 0 . Do :
(4)

f ( t ).e pt dt

M so s

iu chng t (3) hi t. Khi p = s + j + sao cho s + th

M 0 nn so s

F(p) 0. Ta cn phi chng minh F(p) gii tch trong min Rep > so. Mun vy ta chng minh
+ 0

o hm ca F(p) tn ti ti mi im ca min y. Xt tch phn

+

t.e

pt

f ( t )dt thu

c bng cch ly o hm mt cch hnh thc

e
0

pt

f ( t )dt di du tch phn.

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Trong na mt phng Rep s1 vi s1 bt k ln hn so th tch phn tha nhn mt tch phn tri hi t v khng ph thuc tham s p: + + + M (so s) t pt (5) dt < M t.e ( s o s1 ) t dt = f ( t ).e dt M t.e (s1 s o )2 0 0 0 Vy theo nh l Weierstrass, tch phn hi t u i vi p trong min v l o hm ca F(p). Tm li:

F( p) = te pt f ( t )dt
0

(6)

4. NH NGHA TON T LAPLACE Ton t Laplace, cn gi l php bin i Laplace. Nu f(t) l mt hm gc th hm F(p) c xc nh bng tch phn (3) l mt hm gii tch trong na mt phng Rep>so. Ta gi n l nh ca f(t) qua php bin i Laplace ca f(t) v k hiu: F(p) = L{ f(t) } hay f(t) = F(p). Ta c:

L{f ( t )} = e pt f ( t )dt
0

(7)

Ch : Cc iu kin trong nh ngha hm gc f(t) ch l iu kin nh tn 1 khng phi l hm gc ti ch khng phi l iu kin cn. Chng hn hm f ( t ) = t + 1 1 v lim = . Tuy vy tch phn e pt dt vn tn ti t +0 t t 0 Khng phi mi hm phc F(p) u c nghch nh l mt hm gc. Chng hn F(p) = p2 khng th l nh ca mt hm gc no c v lim F( p) = . iu ny mu thun
p

vi kt lun ca nh l 1. Nu F(p) gii tch ti th F(p) 0 khi p mt cch bt k ch khng phi ch trong trng hp p sao cho Rep +. V d 1: Tm nh qua php bin i Laplace (gi tt l nh) ca hm (t): ( t ) = 0 khi t < 0 1 khi t > 0

e pt L{f ( t )} = F( p) = e dt = p 0
+ pt

1 e ( s + j ) t = p p
-st

1 e st e jt = p p

Nu Rep = s > 0 th khi t , e 0; khi t 0, e 1. Vy: 1 F(p) = p V d 2: Tm nh ca hm f(t) = eat trong a = + j = const e (a p) t at pt (a p) t dt = Ta c F( p) = e e dt = e ap 0 0
+ +

-st

(8)

Khi t 0 th e Vy:

(a-p)t

1. Nu Rep>Rea (s>) th khi t +, e(a-p)t = e(-s)tej()t 0.

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1 pa V d 3: Tm nh ca f(t) = t. F( p ) = te pt 1 + pt F( p) = te dt = tde = p p 0 0
+ pt

(9) e pt 1 + pt + te dt = 2 p p 0

Khi t 0 th e 1. Khi t +, e 1 F( p ) = 2 p V d 4: Tm nh ca f(t) = tn.

+
n

-pt

-pt

0. Vy:

1 + n pt t n e pt F( p) = t e dt = t de = p 0 p 0 Sau n ln tch phn phn on ta c: n! F( p ) = n + 1 p

pt

1 + n 1 pt + t e dt p 0

5. CC TNH CHT CA PHP BIN I LAPLACE 1. Tnh cht tuyn tnh ca ton t: Gi s f(t) v g(t) l hai hm gc. A v B l hai hng s thc hay phc. Nu f(t) = F(p), g(t) = G(p) th: (10) Af(t) + B g(t) = F(p) + G(p) Tht vy theo nh ngha:

L{Af ( t ) + Bg( t )} = e pt [Af ( t ) + Bg( t )]dt

0

Do tnh cht tuyn tnh ca tch phn ta c:

+ 0

e [Af ( t ) + Bg( t )]dt = A e

pt 0

pt

f ( t )dt + B e pt g( t )dt
0

Nhng theo gi thit :

+ 0 + 0

e e

pt

f ( t )dt = F( p) g( t )dt = G( p)

pt

Thay vo trn ta c: L{Af ( t ) + Bg( t )} = AF( p) + BG( p) V d 1:Tm nh ca f(t) = sinat v cosat Theo cng thc Euler ta c: e jat e jat 1 1 sin at = = e jat e jat 2j 2j 2j Nhng theo (9):
101

1 1 ; e jat p ja p + ja S dng tnh cht tuyn tnh ta c: 1 1 1 a sin at = 2 2 j p ja p + ja p + a 2 ejat =

(11)

1 1 1 a = 2 2 2j p ja p + ja p + a e jat + e jat 1 jat 1 jat Tng t cos at = = e + e 2 2 2 1 1 1 p + cos at = 2 2 p ja p + ja p + a 2 V d 2: Tm nh ca ch(at) v sh(at) e at + e at 1 at 1 at chat = = e + e 2 2 2 at at e e 1 1 shat = = e at e at 2 2 2 1 1 1 p + chat = 2 2 p a p + a p a2 L{sin at } = 1 1 1 a = 2 2 2 p a p + a p a V d 3: Tm nh ca sin(t + ) v cos(t + ) Ta c sin(t + ) = sintcos + sincost. Do tnh cht tuyn tnh: p p sin + cos + cos 2 = sin(t + ) sin 2 2 2 p + p + p 2 + 2 p cos sin Tng t: cos(t + ) s = p 2 + 2 V d 4: Tm nh ca sin3t 1 Ta c: sin 3 t = (3 sin t sin 3t ) 4 1 3 3 3 1 1 2 2 Vy: sin 3 t 2 = 2 4 p +1 p + 9 4 p +1 p + 9 shat
2. Tnh cht ng cp: Nu L{ f(t) } = F(p) th L{ af(t) } = aF(p)

(12)

(13) (14)

3. Tnh cht ng dng: Gi s l mt hng s dng bt k. Nu f(t) F(p) th 1 p f (t ) F (15)

102

Chng minh: Theo nh ngha ta c:

f (t ) e pt f (t )dt
0

Trong tch phn v phi, i bin t = t1, dt =

+ t pt

1 dt 1 ta c:

1 + p 1 1 = e f ( t ) dt e f ( t 1 )dt 1 = F( p) 0 0

4. Tnh cht chuyn dch nh: Cho a l mt s phc bt k. Nu L{ f(t) } = F(p) th eatf(t) F(p - a) (16) Chng minh: Theo nh ngha ta c:

e f ( t ) e e f ( t )dt = e ( p a ) t f ( t )dt = F( p a )
at at pt 0 0

V d 1: Tm nh ca e sint v eatcost p Ta c sin t 2 v cos t p + 2 p 2 + 2 Nn: e at sin t ( p a ) 2 + 2 pa e at cos t ( p a ) 2 + 2 V d 2: Gi s f(t) F(p). Tm nh ca f(t)sint e jt e jt = f ( t ) sin t f ( t ) Ta c: 2j Do cng thc dch chuyn nh: f(t)ejt F(p - j) f(t)e-jt F(p + j) Theo tnh cht tuyn tnh ta c: 1 f(t)sint [ F(p - j) + F(p + j) ] 2j 5. Tnh cht tr: a. Trng hp l mt hng s dng: Nu f(t) F(p) th: (t - )f(t - ) e-pF(p) (17) Trc ht ta thy rng nu (t)f(t) c th l ng cong C th th ca (t-)f(t-) c c bng cch dch chuyn ng cong C sang mt on theo trc honh. Nu t v l cc i lng ch thi gian th qu trnh biu din bi hm (t-)f(t - ) xy ra ging qu trnh biu din bi hm (t)f(t) nhng chm hn mt khong thi gian

at

103

(t)f(t)

(t-)f(t-)

O
Chng minh: Theo nh ngha ta c:
+ 0

( t )f ( t ) e pt ( t )f ( t )dt
V :
( t ) = 0 khi t < 1 khi t >
+ 0

nn: ( t )f ( t ) e pt f ( t )dt Trong tch phn bn v phi, i bin t1 = t - ta c:

+ 0

pt

f ( t )dt = e
0

p ( t1 + )

f ( t 1 )dt 1 = e

+ 0

pt1

f ( t 1 )dt 1 = e p F( p)

V d: ta bit hm f(t) = e2t c nh l F( p) =

1 . Tm nh ca hm f(t - 1) = e2(t - 1) p2

Theo (17) ta c:

e p f ( t 1) = e p2 b. Biu din mt hm xung qua hm (t):Ta gi mt hm xung l hm c

2 ( t 1)

dng:

khi t < a 0 f ( t ) = ( t ) khi a < t < b khi t > b 0 Ta c th vit: f(t) = (t - a)(t) - (t - b)(t) V d 1: Tm nh ca hm (t -) 1 V ( t ) nn theo tnh cht tr th: p 1 ( t ) e p p V d 2: Tm nh ca hm xung n v khi t < a 0 f (t) = 1 khi a < t < b khi t > b 0 Theo (18) th: f(t) = (t - a) - (t - b) Theo (19) th:

(18)

(19)

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1 pb 1 1 pa e = (e e pb ) p p p V d 3: Tm nh ca hm: khi t < 0 0 f ( t ) = sin t khi 0 < t < khi t > 0 Theo (18) ta c th vit: f(t) = (t)sint - (t - )sint V sint = sin( - t) = -sin(t - ) nn: f(t) = (t)sint + (t - )sin( - t) Theo tnh cht tr ta c: 1 ( t ) sin( t ) e p 2 p +1 Kt qu 1 1 1 (1 + e p ) + e p 2 = 2 f (t) 2 p +1 p +1 p +1 V d 4: Tm nh ca hm bc thang sau: khi t < 0 0 2 khi 0 < t < 1 f (t) = 4 khi 1 < t < 2 1 khi 2 < t < 3 khi t > 3 0 t: khi t < 0 0 h1 ( t ) = 1 khi 0 < t < 1 0 khi t >1 khi t < 1 0 h 2 (t) = 1 khi 1 < t < 2 khi t > 2 0 f ( t ) e pa

(20)

2 O 3 t

khi t < 2 0 h 3 (t) = 1 khi 2 < t < 3 khi t > 3 0 Nh vy: f(t) = 2h1(t) + 4h2(t) + h3(t) V theo (20): 1 1 1 h 1 ( t ) (1 e p ) ; h 2 ( t ) (e p e 2 p ) ; h 3 ( t ) (e 2 p e 3p ) p p p 1 1 nn: f ( t ) (2 2e p + 4e p 4e 2 p + e 2 p e 3p ) = (2 + 2e p 3e 2 p e 3p ) p p V d 5: Tm nh ca hm f(t) nh hnh v
105

Hm f(t) c coi l tng ca hai hm xung h1(t) v h2(t): khi t < 0 0 1 t h1 ( t) = khi 0 < t < h h 0 h O khi t > h khi t < h h 2 (t) = 0 1 khi t > h Theo (18) ta c: t t h 1 ( t ) = ( t ) ( t h ) h h h 2 ( t ) = ( t h ) t t t th f ( t ) = ( t ). ( t h ). + ( t h ) = ( t ) ( t h ). h h h h Vy: 1 = [( t ).t ( t h ).( t h )] h Theo tnh cht tr ta c: 1 1 1 1 f ( t ) = 2 e hp 2 = 2 (1 e hp ) h p p hp

6. NH CA MT HM TUN HON Nu f(t) l mt hm gc, tun hon vi chu k T, ngha l f(t) = f(t + T) t > 0 th nh ca n c tnh theo cng thc: ( p) (21) F( p ) = 1 e pT

Trong : ( p) = e pt f ( t )dt l nh ca hm:

0

khi t < 2 0 ( t ) = f ( t ) khi 0 < t < T khi t > T 0 Chng minh: Theo nh ngha ta c:

F( p) = e f ( t )dt = e f ( t )dt + e pt f ( t )dt

pt pt

T 0

Trong tch phn th v phi, i bin t = u + T ta c:

+ T

e e

pt

f ( t )dt = e
0

p( u + T )

f ( u + T )du = e

pT

+ 0

pu

f ( u + T )du

Do tnh cht tun hon f(u + T) = f(u), nn:

+ T pt

f ( t )dt = e

pT

+ 0

pu

f ( u )du = e pT .F( p)

Thay vo trn ta c:
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F(p) = (p) + e-pTF(p) T rt ra: ( p) F( p ) = 1 e pT V d 1: C mt h thng xung nh hnh v. Tm nh ca hm : 1 O Ta c: e pt ( p) = e f ( t )dt = e dt = p 0 0

+ pt pt

T 1 (1 e p ) p

=
0

Vy: F( p) =

1 1 e p 1 e pT V d 2: Cho mt h thng cc xung hnh sin nh hnh v. Tm nh

pt

Ta thy rng hm f(t) = | sint | tun hon vi chu k T = . Trong v d 3 5 ta bit: 1 (1 e p ) ( p) = 2 p +1 1 1 + e p 1 p coth = Vy: F( p) = 2 1 e p p 2 + 1 p +1 2
7. O HM GC 1. o hm cp 1: Gi s f(t) l hm gc, c o hm f(t) cng l hm gc. Nu f(t)F(p) th: f(t) pF(p) - f(0) (22) Chng minh: Theo nh ngha:

f ( t ) e pt f ( t )dt
Trong tch phn bn v phi, dng phng php tch phn tng phn, t u = e-pt ta c du = -p.e-pt, dv = f(t)dt nn v= f(t). Thay vo ta c:
0

107

+
0

pt pt e f ( t )dt = f ( t )e

+
o

+ p e pt f ( t )dt = f ( t )e pt
0

+
o

+ pF( p)

Do | f(t) | M e nn nu Rep = s > so th | f(t)e-pt | M e ( s o s ) t 0 khi t +.Vy:

so t

f ( t )e pt
+
0

+ o

= f ( 0)

Thay vo trn ta c:

pt

f ( t )dt = pF( p) f (0)

2. o hm cp cao: Nu f(t) c o hm ti cp n v cc o hm ny u l hm gc th bng cch p dng lin tip (22) ta c: (23) f(n)(t) = pnF(p) - pn-1f(0) - pn-2f(0) - L - f(n-1)(0) 3. H qu: Nu f(t) l hm gc v pF(p) gii tch ti th: (24) lim pF( p) = f (0)
p

8. TCH PHN GC

Nu f(t) F(p) th f ( t )dt l mt hm gc v

0

f ( t )dt
0

F( p) p
t 0

(25)

Chng minh: t ( t ) = f ( t )dt . R rng (0) = 0.. Hm (t) c o hm l hm f(t) lin tc tng khc. Bi v: M sot t e M 1e s o t 0 so 0 0 nn (t) l mt hm gc cng ch s tng vi f(t). Gi (p) l nh ca n. Ta phi tm (p). V (t) = f(t) nn theo cng thc o hm gc ta c: f(t) p(p) - (0) Vy F(p) = p(p) hay F( p) ( p) = p ( t ) f ( t ) dt Me s o t dt =
9. O HM NH
t t

Nu f(t) F(p) th:

108