The Laplace Transform
†National Chiao Tung University Chun-Jen Tsai 10/23/2019
† Chapter 7 in the textbook.
Transform of a Function
Some operators transform a function into another function:
Differentiation: , or Dx2 = 2x Indefinite Integration:
Definite Integration:
A function may have nicer property in the transformed domain!
x dx x
d 2 2
x c dx
x
2 333 9
0
2
x dxIntegral Transform
If f(x, y) is a function of two variables, then a definite
integral of f w.r.t. one of the variable leads to a function of the other variable.
Example:
Improper integral of a function defines how integration can be calculated over an infinite interval:
2 2 1
2 3
2xy dx y
b
b K s t f t dt
dt t f t s
K 0
0 ( , ) ( ) lim ( , ) ( )
Laplace Transform
Definition: Let f be a function defined for t 0, then the integral
is said to be the Laplace transform of f, provided the integral converges.
The result of the Laplace transform is a function of s, usually referred to as F(s).
0 ( )
)}
(
{ f t e st f t dt
Example: {1}
By definition:
provided s > 0. The integral diverges for s < 0.
1 , lim 1
lim
lim )
1 ( )
1 (
0
0 0
s s
e s
e
dt e
dt e
sb
b st b
b
b st b
st
Example: {t}
By definition:
Using integration by parts and apply l’Hospital’s rule to get limt→∞te–st = 0, s > 0, we have:
0
)
(t e sttdt
2 0 0
1 1
} 1 1 1 {
} 1 {
s s
s s
dt s e
s
t te st
st
Example: {e
at}
By definition:
a a s
s
a s
e
dt e
t d e e e
t a s
t a s at
st at
1 , }
{
0 ) (
0
) ( 0
Example: {t
n}, n N
Similarly, let u = tn, dv = e–stdt,
. 0
! ,
2 )
1 ... (
) 1 (
} {
1
1 2
2 1
0
1
0
s s n
s t n t n
s n t n
s n
dt t
s e e n
s dt t
t e t
n
n n
n
n st n st
n st n
Example: {sin 2t}
By definition:
0
0
0 0
0 ,
2 2 cos
2 2 cos
2 2 sin
sin 2
sin
s dt t s e
dt t s e
s
t dt e
t e
t
st
st st st
, 04 2 2
sin 2
4 sin 2
2 2 sin
2 cos 2
2 2
2
0 0
s s t
s t s
dt t s e
s
t e
s
st st
Linearity of {}
For a sum of functions, we can write
whenever both integrals converge for s > c, where c is some constant.
Hence,
0 e st[f (t) g(t)]dt 0 e st f (t)dt 0 e stg(t)dt) ( )
(
)}
( { )}
( {
)}
( )
( {
s G s
F
t g t
f
t g t
f
Example: {3e
2t+ 2sin
23t}
{3e2t + 2sin23t} = 3 {e2t} + {2sin23t}
= 3/(s – 2) + {1 – cos 6t}
= 3/(s – 2) + [1/s – s/(s2 + 36)], s > 2.
Transform of Basic Functions
s } 1 1 {
, 3 , 2 , 1
! , }
{ 1 n s
tn nn
2
} 2
{sin s k
t k
k
2
} 2
{sinh
k s t k
k
a a s
eat s
1 , }
{
2
} 2
{cos s k
t s
k
2
} 2
{cosh
k s t s
k
Existence of {f(t)}
Theorem: If f is piecewise continuous on [0, ), and that f is of exponential order for t > T, where T is a constant, then {f(t)} converges.
Definition: A function f is said to be of exponential order c if there exists constants c, M > 0, and T > 0 such that |f(t)| Mect for all t > T.
f(t)
a t1 t2 t3 b t
Examples: Exponential Order
The functions f(t) = t, f(t) = e–t, and f(t) = 2 cos t are all of exponential order c = 1 for t > 0, since we have
| t | et, | e–t | et, | 2 cos t | 2et.
t f(t)
T
f(t)
Mect, c > 0
Proof of Existence of {f(t)}
By the additive interval property of definite integrals,
The integral I1 exists (finite interval, f piecewise continuous). Now,
I2 exists as well {f(t)} converges.
2
0 ( ) ( ) 1
)}
(
{ f t e f t dt e f t dt I I
T
T st st
. ,
| ) (
|
|
|
) ( )
) ( ( 2
c c s
s M e c
s M e dt
e M
dt e e M
dt t
f e I
T c s
T t c s T
t c s
T T
ct st st
Example: Transform of Piecewise f(t)
Evaluate {f(t)} for
Solution:
. 0 2 ,
2
2 )
0 (
) (
) ( )
(
3
3
3 3
0 0
0
s s e s
e
dt e
dt e
dt t f e
dt t f e t
f
s st
st st
st st
. 3 ,
2
3 0
, ) 0
( t
t t f
t y
2
3
Behavior of F(s) as s
If f is piecewise continuous on [0, ) and of exponential order for t > T, then lims {f(t)} = 0.
Proof:
Since f(t) is piecewise continuous on 0 ≤ t ≤ T, it is necessarily bounded on the interval. That is
| f(t)| ≤ M1e0t. Also, | f(t)| ≤ M2et for t > T. If M denotes the maximum of {M1, M2} and c denotes the maximum of {0,
}, then for s > c:. as
0
| ) (
| )}
( {
) (
0 0
c s s
M c
s M e
dt e e
M dt
t f e
t f
t c s
ct st
st
Inverse Laplace Transform
If F(s) is the Laplace transform of a function f(t), namely, {f(t)} = F(s), then we say that f(t) is the inverse
Laplace transform of F(s), that is, f(t) = –1{F(s)}.
Example:
1 = –1{1/s}, t = –1{1/s2}, and e–3t = –1{1/(s + 3)}.
Examples: Inverse Transforms
Evaluate –1{1/s5} Solution:
Evaluate –1{1/(s2 + 7)}
Solution:
4 5
1 5
1
24 1
! 4
! 4
1
1 t
s s
-
-
s t s
-
- sin 7
7 1 7
7 7
1 7
1
2 1
2
1
Linearity of
–1{}
The inverse Laplace transform is also a linear transform; that is, for constant
and
, Example: Evaluate –1{(–2s + 6) / (s2 + 4)}
)}
( { )}
( { )}
( )
(
{ 1 1
1 F s G s - F s - G s
-
t t
s s
s s s
s s
s
2 sin 3 2
cos 2
4 2 2
6 2 4
4 6 4
2 4
6 2
2 1
2 1
2 2
1 2
1
Example: Partial Fractions (1/2)
Evaluate
Solution:
There exists unique constants A, B, C such that:
By comparing terms, we have
) 4 )(
2 )(
1 (
9
2 6
1
s s
s
s s
) 4 )(
2 )(
1 (
) 2 )(
1 (
) 4 )(
1 (
) 4 )(
2 (
) 4 (
) 2 (
) 1 (
) 4 )(
2 )(
1 (
9
2 6
s s
s
s s
C s
s B s
s A
s C s
B s
A s
s s
s s
Example: Partial Fractions (2/2)
Partial fractions:
Therefore
) 4 (
) 2 (
) 1 (
) 4 )(
2 )(
1 (
9
6 165 256 301
2
s s
s s
s s
s s
t t
t e e
e
s s
s
s s
s
s s
4 2
1 1
1 2 1
30 1 6
25 5
16
4 1 30
1 2
1 6
25 1
1 5
16
) 4 )(
2 )(
1 (
9 6
Partial Fraction Decompositions
Inverse Laplace transform usually involves partial fractions decomposition, let P(s) be a polynomial function with degree less than n:
Linear factor decomposition:
where A1, A2, …, An are constants.
Quadratic factor decomposition
where A1, …, An and B1, …, Bn are constants.
) , ... (
) (
) (
) (
2 2 1
n n
n s a
A a
s A a
s A a
s s P
] , )
... [(
] )
[(
) (
] )
[(
) (
2 2 2
2 2
2 2
2 2
1 1
2
2 n
n n
n s a b
B s A b
a s
B s A b
a s
B s A b
a s
s P
Transforming a Derivative
What is the Laplace transform of f '(t)?
Therefore
Note that this derivation only works if f (t) is a continuous function
( )) 0 (
) ( )
( )
( )
( 0 0 0
t f s
f
dt t f e s
t f e dt
t f e t
f st st st
f (t)
sF(s) f (0)Derivative Transform Theorem
Theorem: If the function f(t) is continuous and
piecewise smooth for t 0 and is of exponential order as t +, so that there exist nonnegative constants M, c, and T such that
|f(t)| Mect for t T.
Then {f (t)} exists for s > c, and
Proof:
Perform (finite) piece-by-piece integration of
f (t)
sF(s) f (0).
e st f ( dtt)General Derivative Transform
Theorem: If f, f ', …, f (n–1) are continuous on [0, ) and are of exponential order and if f (n)(t) is piecewise
continuous on [0, ), then
where F(s) = {f(t)}.
), 0 ( )
0 ( )
0 ( )
( )}
(
{ f (n) t snF s sn1 f sn2 f f (n1)
Solving Linear IVPs (1/2)
The Laplace transform of a linear DE with constant coefficients becomes an algebraic equation in X(s).
That is,
becomes
or
an[snX(s) – sn–1x(0) – sn–2x(0) – … – x(n–1)(0)]
+ an–1[sn–1X(s) – sn–2x(0) – … – x(n–2)(0)]+…+ a0X(s) = F(s)
( )1 0 1
1 a x f t
dt x a d
dt x
a d n
n n n
n
n
( ) ,1 0 1
1 a x f t
dt x a d
dt x
a d n
n n n
n
n
Solving Linear IVPs (2/2)
Given initial conditions x(0) = x0, x'(0) = x1, …, x(n–1)(0) = xn–1, we have Z(s)X(s) = I(s) + F(s), or
where Z(s) = ansn + an–1sn–1 + … + a0 and I(s) = (ansn–1 + an–1sn–2+ … + a1)x(0)
+(ansn–2 + an–1sn–3+ … + a2)x'(0) + … + anx(n–1)(0).
steady state behavior
transient behavior ( )
) ( )
( ) ) (
( Z s
s F s
Z s s I
X
Example: (1/2)
Since
{dy/dt} = sY(s) - y(0) = sY(s)-6, and {sin2t} = 2/(s2 + 4), we have
or
6 )
0 ( ,
2 sin 13
3
y t y
dt dy
}, 2 {sin 13
} {
3 y t
dt
dy
4 , ) 26
( 3 6 )
( 2
Y s s
s sY
4 , 6 26
) ( ) 3
( 2
Y s s
s
) . 4 )(
3 (
50 6
) 4 )(
3 (
26 )
3 (
) 6
( 2
2
2
s s
s s
s s s
Y
Example: (2/2)
Assume that
we have A = 8, B = –2, C = 6. Therefore 4 ,
3 )
4 )(
3 (
50 6
2 2
2
s
C Bs
s A s
s s
4 3 2
2 4 3
8 1 )
( 1 1 2 1 2
s s
s t s
y
t t
e t
y( ) 8 3t 2cos2 3sin 2
6 )
0 ( ,
2 sin 13
3
y t y
dt
dy
Example:
Solution:
5 )
0 ( ,
1 )
0 ( ,
2
3
4
y y e
y y
y
t} {
} { 2
3 4
2 2
e t
dt y dy dt
y
d
4 ) 1
( 2 )]
0 ( )
( [
3 ) 0 ( )
0 ( )
2 (
sy y sY s y Y s s
s Y s
) 4 )(
2 )(
1 (
9 6
) 4 )(
2 3
(
1 2
3 ) 2
(
2
2 2
s s
s
s s
s s
s s
s s s
Y
t t
t e e
e s
Y t
y 1 16 25 2 1 4
)}
( { )
(
s-axis Translation Theorem
Theorem: If {f(t)} = F(s) and a is any real number, then
{eatf(t)} = F(s – a).
Proof:
. ),
(
, ) (
) ( )}
( {
0
) ( 0
a s
a s
F
a s
dt t f e
dt t f e e t
f e
t a s
at st at
Example: {e
5tt
3} and {e
–2tcos 4t}
Solution:
4 5
5 4 3
3 5
) 5 (
6
! } 3
{ }
{
s s
t t
e
s s s
s t
16 )
2 (
2 16
} 4 {cos }
4 cos {
2 2
2
) 2 ( 2
s s s
s
t t
e
s s
s s t
Inverse of s-axis Translation
The inverse Laplace transform of F(s – a), can be computed multiplying f(t) = –1{F(s)} by eat:
Example: Compute –1{(2s+5)/(s–3)2}.
Since
) ( }
) ( { )}
(
{ 1
1 F s a F s ssa eat f t
11 , 2
) 3 (
5 2
3 2
2
s
s s
s s
s
. 11 2
11 1 2 1
11 2
3 3
3 2
1 3
1 3
2 1
t e e
s s
s s
t t
s s s
s s
s
Example: y" – 6y' + 9y = t
2e
3t Solve the DE with initial conditions y(0) = 2, y'(0) = 17.
3 5
3 2
5 2
2 11
2
) 3 (
2 )
3 (
5 ) 2
(
s s s
s s
s s
s s
s s Y
12 . 11 1
2
! 4
! 4
2 11 1
2 1 ) (
3 4 3
3
3 5
1 3
2 1 3
1
t t
t
s s s
s s
s
e t te
e
s s
t s y
3 2
) 3 (
! ) 2
( 9 )) 0 ( )
( ( 6 ) 0 ( )
0 ( )
(
s s Y y
s sY y
sy s
Y s
Unit Step Function
The unit step function u(t – a) is defined to be
u(t – a) is often denoted as ua(t). Note that ua(t) is only defined on the non-negative axis since the Laplace transform is only defined on this domain.
, . 1
0 , ) 0
(
t a
a a t
t u
t 8
1
a
Rewrite of a Piecewise Function
A piecewise defined function can be rewritten in a compact form using u(t – a).
For example,
is the same as f(t) = g(t) – g(t)u(t – a) + h(t)u(t – a).
a t
t h
a t
t t g
f ( ),
0 , ) ) (
(
y(t) y(t – a)
Laplace Transform of u(t – a), a > 0
By definition,
Therefore,
. lim
) (
)
( 0
b
a t st
b
a
st st
s e
dt e
dt a t
u e a
t u
( )
(s 0, a 0 .)s a e
t u
as
t-axis Translation Theorem
Theorem: If F(s) = {f(t)} and a > 0, then {f(t – a)u(t – a)} = e–asF(s).
Proof:
Let v = t – a, dv = dt, dt a t
f e
dt a t
u a t
f e dt
a t
u a t
f e
dt a t
u a t
f e
a
st
a a st st
st
) (
) (
) (
) (
) (
) (
) (
0 0
( ) ( )
( )
( )0
)
( f v dv e f t
e a
t u a t
f
s va asInverse of t-axis Translation
If f(t) = –1{F(s)} and a > 0, the inverse form of the t- axis translation theorem is:
Example:
).
( ) (
)}
(
1{easF s f t a u t a
0,
, ifif .) 2 (
) 1
( 2
12 2
3 1
a t
a t
a a t
t a
t s u
e as
Alternative Form of t-axis Translation
For g(t)u(t – a), we can derive an alternative form:
Example: Since g(t+
) = cos (t+
) = –cos t, )}.( { )}
( ) ( {
)}
( { )
(
) (
) ( )}
( ) ( {
0
0
) (
a t
g e
a t
u t g
a t
g e
dv a v
g e
e
dv a v
g e
dt t g e
a t
u t g
as
as sv
sa
a v s a
st
1 . }
cos {
)}
(
{cos s 2 e s
s t s
e t
u
t
Example:
Note that f(t) = 3cos t u(t –
), we have {y'} + {y} = 3 {cos t u(t –
)},
t
t t t
f y
t f y
y 3 cos ,
0 ,
) 0 ( , 5 ) 0 ( ), (
s s e s
s e s
e s s
s s
Y
1 1
1 1
1 2
3 1 ) 5
( 2 2
).
( ) 2 cos(
) 3 2 sin(
3 2
5 3
) (
) 2 cos(
) 3 2 sin(
3 2
5 3 )
(
) (
) (
t u t t
e e
t u t
t e
e t
y
t t
t t
Derivatives of Transforms
Theorem: If f(t) is piecewise continuous and f(t) is of exponential order, then
Proof:
Note:
( )
) (
) ( )
( )
(
0
0 0
t tf dt
t tf e
dt t
f s e
dt t f ds e
s d ds F
d
st
st st
( )
f (t)ds t d
tf
( )
f (t) F (s).ds t d
tf
#
( )
) 1
( 1 F s
t t
f -
nth-Order Derivatives of Transforms
Theorem: If F(s) = {f(t)} and n = 1,2,3…, then
Proof:
The proof can be done by mathematical induction.
Here, we only check the 2nd-order case.
Example: Compute {t sin kt}.
) ( )
1 ( )}
(
{ F s
ds t d
f
t n
n n
n
2 2 2
2
2 ( )
} 2 {sin
} sin
{ s k
s k k
s k ds
t d ds k
t d k
t
2 ( )
( )
( )
22
f (t)ds t d
ds tf t d
tf t t
f
t
Convolution of Two Functions
If f and g are piecewise continuous on [0, ), then a special product, denoted by f g, is defined by the integral
and is called the convolution of f and g. The
convolution is a function of t. Note that f g = g f.
Example:
g t f g t d f 0 (
) (
)
).
cos sin
2 ( ) 1
sin(
sin 0 t t
t t e t d t t e
e
Convolution Theorem
Theorem: If f(t) and g(t) are piecewise continuous on [0, ) and of exponential order, then
Proof:
Let t =
+
, dt = d
, so that
f g
f (t) g(t) F(s)G(s).. )
( )
(
) ( )
( )
( ) (
0 0
) (
0 0
d d
g e
f
d g
e d
f e
s G s F
s
s s
.) (
) ( )
( )
(s G s 0 e 0 f g t d dt f g
F st
Example: Compute
Solution:
0t e sin(t
)d
.
) 1 )(
1 (
1 1
1 1
1
sin )
sin(
2 2
0
s s
s s
t e
d t
e t
t
Inverse Form of Convolution
Theorem:
Example:
Let F(s) = G(s) = 1/(s2 + k2),
( ) ( )
.1 F s G s f g
-
2 2
2 1
) (
1 k s
-
.2
cos cos sin
) 2
( 2 cos
1
, ) (
sin 1 sin
) (
1
0 3 2
2 0 2
2 2
1
k
kt kt
d kt kt t
k k
d t
k k k
k s
t - t
Transforms of Integrals
Theorem: The Laplace transform of the integral of a piecewise continuous function f(t) of exponential order is
The inverse form is:
(Recall that: {f'(t)} = sF(s) – f(0)).
0t f (
)d
F(ss) .
) . ) (
( 1
0
t f
d
- FssProof of Transform of Integrals
Since f(t) is piecewise continuous, by fundamental theorem of calculus, if g(t) = t f()d, g(t) is continuous and g'(t) = f(t) where f(t) is continuous.
Because f(t) is of exponential order, there exists constants M and c such that
g(t) is of exponential order as t +.
Thus, {f(t)} = {g'(t)} = s {g(t)} – g(0).
But g(0) = 0, therefore,
. )
1 (
) ( )
( 0 0
ct t c ct
t e
c e M
c d M
e M
d f
t
g
0t f (
)d
g(t) Fs(s).Example: Inverse by Integration
Starting with f(t) = sin t, F(s) = 1/(s2+1) we have:
. cos 1
) sin ) (
1 (
1
, sin )
cos 1
) ( 1 (
1
, cos 1
) sin 1 (
1
2 12 2 0
3 1
2 0 2 1
2 0 1
t t
s d s
t t
s d s
t s d
s
- t - t - t
Integral Equations
We can use convolution theorem to solve differential equations as well as “integral equations”.
For example, the Volterra integral equation:
where g(t) and h(t) are known.
, )
( ) ( )
( )
(t g t
0t f h t df
Example:
Solution: notice that h(t) = et. Take the Laplace transform of each term:
The inverse transform then gives:
f(t) = 3t2 – t3 + 1 – 2e–t. 1.
2 1
6 6
1 ) 1
1 ( 1 3 2
) (
4 3
3
s s
s s
s s s F
s s F
. )
( 3
)
(
02
t e
t tf e
td t
f
Series Circuits
The current in a circuit is governed by the integrodifferential equation
.) ( )
1 ( )
) ( (
0
ti d E t
t C dt Ri
t
L di
C
L R
E
Example: Single-loop LRC Circuit
Given L = 0.1h, R = 2, C = 0.1f, i(0) = 0, and E(t) = 120t-120t (t-1), find i(t).
Solution:
Since
and , we have
, ) 1 (
120 120
) ( 10
2 1
.
0 dtdi i
0ti
d
t t t 0ti(
) d
I(s)/s
1 . 1
120 1 )
10 ( )
( 2 ) ( 1 .
0 2 2
s es
e s s s
s s s I
I s
sI
) . 10 (
1 )
10 (
1 )
10 (
1200 1 )
( 2 2 2
s es
e s s
s s
s s I
Example: continued
1 ,
) 1 (
1080 120
12 12
1 0
, 120
12 12
) 1 ( 10 10
) 1 ( 10 10
10 10
t e
t te
e e
t te
e
t t
t t
t t
20 i
10 0 -10 -20 -30
0 0.5 1 1.5 2 2.5
t
Transform of a Periodic Function
If a periodic function f has period T, T > 0, then
f(t + T) = f(t). The Laplace transform of a periodic
function can be obtained by integration over one period.
Theorem: If f(t) is piecewise continuous on [0, ), of exponential order, and periodic with period T, then
. ) 1 (
)} 1 (
{ f t esT
0T est f t dtProof of Periodic Transform Theorem
Proof:
let t = u + T, then the 2nd term becomes
Therefore
, ) ( )
( )}
(
{
0T
T stst f t dt e f t dt
e t
f
( )) (
) (
) (
0 0
) (
t f e
du u
f e
e
du T
u f e
dt t
f e
sT su
sT T
T u s st
( ) 1 ( ) .) ( )
( )
( 0
T st
T st sT
dt t
f e t
f
t f e
dt t
f e t
f
Example: Square-Wave Transform
Find the transform of a square-wave.
Solution:
One period of E(t) can be defined as:
2 1
, 0
1 0
, ) 1
( t
t t E
) . 1
( 1 1
1 1
0 1 1
1
) 1 (
) 1 (
2
1 0
2 2 1
2 2 0
s s
s
st st
s
st s
e s
s e e
dt e
dt e e
dt t E e e
t E
tE(t)
1 3
1
2 4
Example: Periodic Input Voltage (1/3)
The DE for i(t) in a single-loop LR series circuit is
Determine i(t) when i(0) = 0 and E(t) is the square-wave as in the previous example.
Solution:
Since
).
(t E dt Ri
L di
) 1
(
1 )
/ (
/ ) 1
) ( 1
( ) 1
( )
( s s
e L
R s
s s L
e I s s
RI s
LsI
3
1 2
1
1 x x x
x
s es e s e s e
3
1 2
1 1