The Laplace Transform

Dr. T. Phaneendra

Professor of Mathematics,
School of Advanced Sciences
VIT University-Vellore-632 014 (TN)
E-mail:[email protected]

August 23, 2016

Table of contents

1 Definition
2 Laplace Transforms of Elementary Functions
3 Linearity Property
4 Multiplication and Division by t
5 First Shifting Principle
6 Laplace Transform of Discontinuous Functions
7 Heaviside Unit Step Function
8 Second Shifting Property
9 Periodic Functions

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 6 August 23, 2016 2 / 24

 Definition

What do you mean by the Laplace Transform?

Let f : [0, ∞) → R. The Laplace transform of f (t) is given by
Z∞
L {f (t)} = e−st f (t)dt = F̂(s), (1.1)
0

where s is a parameter (real or complex).

For the improper integral (1.1) to have finite value, s > 0 if s is real,
or the real part of s must be positive if s is complex

1 The Laplace transform converts a function of t to a function of s

2 L {f (t)} exists, provided f (t) is piecewise continuous over every finite interval,
and is of exponential order as t → ∞, that is limt→∞ f (t)e−kt = 0 for some k > 0
3 f (t) is piecewise continuous on (0, ∞), and is of exponential order as t → ∞, with
L {f (t)} = F̂(s) then lims→∞ F̂(s) = 0

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 Laplace Transforms of Elementary Functions

Laplace Transform of eat where a ∈ R

The Laplace transform of eat is given by

Z∞ Z∞
−st
L e at at
e−(s−a)t dt = 1

= e .e dt = s−a ,
0 0

provided s > a

1 For s > a, e−(s−a)t → 0 as t → ∞ so that the integral converges to 1

s−a
R∞
2 L {1} = 1.e−st dt = 1
s
0
2
3 Does f (t) = et has the exponential order?

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 Laplace Transforms of Elementary Functions

The Laplace Transform of Power Function

Let p be a real number with p > −1, and s > 0. Then
Z∞
Γ(p + 1)
L {t } =
p
tp .e−st dt =
sp+1
0

In particular, if p is a positive integer, then Γ(n + 1) = n! for

n = 1, 2, 3, ..... Therefore,
Z∞
n!
L {t } = n
tn e−st dt = for n = 1, 2, 3, ...
sn+1
0

∞
√
Z
1 The gamma function is defined by Γ(r) = tr−1 .e−t dt for r > 0, Γ(1/2) = π
0
2 Can you give a discontinuous function for which the Laplace transform exists?

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 6 August 23, 2016 5 / 24

 Laplace Transforms of Elementary Functions

The Laplace Transform of Ramp Function f (t) = t

Z∞   −st   −st ∞
−st e e 1
L {t} =
 
te dt = (t) −
 − (1) 2
 = 2
s s 
t=0 s
0

1 What is the Matlab command to find L {t}?

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 Laplace Transforms of Elementary Functions

The Laplace Transform of Higher powers of t

R∞
1 L {t} = te−st dt = 1
s2
0
 R∞
2 L t2 = t2 e−st dt = 2
s3
0
R∞ √
Γ(3/2) π
L t 1/2 t1/2 e−st dt =

3 = s3/2
= 2s3/2
0
R∞ 3 √
L t3/2 = t3/2 e−st dt = Γ(5/2) 2 ·Γ(3/2) 3 π

4
s5/2
= s5/2
= 4s5/2
0

3

1 1

√
1 Γ(p + 1) = pΓ(p): Γ 2
= 2
·Γ 2
= π/2

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 Laplace Transforms of Elementary Functions

Laplace Transform of sin at and cos at

The Laplace transforms of sin at and cos at are given by

Z∞
a
L {sin at} = (sin at)e−st dt =
s2 + a2
0
Z∞
s
L {cos at} = (cos at)e−st dt =
s2 + a2
0

Z ∞ Z ∞
A B
1 (sin At)eBt dt = , (cos At)eBt dt =
0 A2 + B2 0 A2 + B 2
2 What is the choice of s?

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 Linearity Property

Linearity or Superposition of L

Let L {f (t)} = F̂(S), L {g(t)} = Ĝ(S). If a and b are real numbers, not
both zero, then

L {af (t) + bg(t)} = aF̂(s) + bĜ(s). (3.1)

That is, the Laplace transform of linear combination of f (t) and g(t)
equals the linear combination of their transforms F̂(s) and Ĝ(s)

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 Linearity Property

Laplace Transform of sinh at and cosh at

As an immediate consequence of the linearity of the operator L , the

Laplace transforms of sinh at and cosh at are given by
eat − e−at
   
1 1 1 1 a
L {sinh at} = L L eat − L e−at =
  
= − = 2 ,
2 2 2 s−a s+a s − a2
e + e−at
 at   
1 1 1 1 s
+ L e−at =
 at
L {cosh at} = L L
 
= e + = 2
2 2 2 s−a s+a s − a2

eθ − e−θ eθ + e−θ
1 sinh θ = , cosh θ =
2 2
2 What is the choice of s in these formulae?

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 Multiplication and Division by t

Laplace Transform of, f (t) Multiplied by t

Let L {f (t)} = F̂(s). Then

dF̂
L {tf (t)} = − (4.1)
ds

The Laplace transform of t times f (t), is the negative of the deriva-

tive of Laplace transform
In general,

dn F̂
L {tn f (t)} = (−1)n , for n ≥ 1 (4.2)
dsn

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 Multiplication and Division by t

Multiplication by t

Example 4.1
 
at d d 1 1
(a) L te L eat = −
 

=− =
ds s−a
ds (s − a)2
 
d d a 2as
(b) L {t sin at} = − (L {sin at}) = − = 2
ds ds s2 + a2 (s + a2 )2
s2 − a 2
 
d d s
(c) L {t cos at} = − (L {cos at}) = − 2 2
= 2
ds ds s + a (s + a2 )2
a a(s2 − a2 ) 2as2
(d) L {sin at + at cos at} = + 2 = 2
s2 +a2 2
(s + a ) 2 (s + a2 )2
a a(s2 − a2 ) 2a3
(e) L {sin at − at cos at} = − 2 = 2
s2 +a2 2
(s + a ) 2 (s + a2 )2

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 6 August 23, 2016 12 / 24

 Multiplication and Division by t

Laplace Transform of, f (t) divided by t

Let L {f (t)} = F̂(s). Then

  Z ∞
f (t)
L = F̂(u)du (4.3)
t u=s

The Laplace transform of f (t) divided by t, is the integral of Laplace

transform from s to ∞

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 First Shifting Principle

First Shifting or Frequency Shifting

Let L {f (t)} = F̂(s). Then

L eat f (t) = F̂(s − a), s > a.


(5.1)

The Laplace transform of eat times f (t) is the Laplace transform,

shifted a units to the right

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 First Shifting Principle

First Shifting

Example 5.1
 
1 1
L eat t = |L {t}|s→s−a =  2 

(a) =
s s→s−a (s − a)2
 
 at  b  b
L e sin bt = |L {sin bt}|s→s−a =  2

(b)   =
s + b2 s→s−a (s − a)2 + b2
 
 s  s−a
L eat cos bt = |L {cos bt}|s→s−a =  2

(c)  =
s + b2 s→s−a (s − a)2 + b2
 
 b  b
L eat sin bt = |L {sin bt}|s→s−a =  2

(d)  =
s + b2 s→s−a (s − a)2 + b2
 
 b  b
L eat sin bt = |L {sin bt}|s→s−a =  2

(e)  =
s + b2 s→s−a (s − a)2 + b2

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 6 August 23, 2016 15 / 24

 Laplace Transform of Discontinuous Functions

Well-known Discontinuous Functions

Mathematical models of mechanical or electrical systems often involve

functions with discontinuities corresponding to external forces that are
turned abruptly on or off.
Such discontinuous functions are
1 Heaviside Unit Step Function
2 Dirac Delta Function

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 Heaviside Unit Step Function

Heaviside Unit Step Function and its Transform

The Heaviside Unit Step Function with parameter a ≥ 0, is defined by
(
0, if t < a
Ha (t) = (7.1)
1, if t ≥ a.

Z∞ Z∞  −st ∞ −as
 e 
L {Ha (t)} = Ha (t)e −st
dt = e−st dt = −  = e , s>0
s a s
0 a
(7.2)

Ha (t) has a finite discontinuity at t = a with jump Ha (a + 0) − Ha (a − 0) = 1

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 6 August 23, 2016 17 / 24

 Second Shifting Property

Shifted Function

Let f (t) be a real valued function defined on [0, ∞). Then

(
0, if t < a
Ga (t) = f (t − a)Ha (t) = (8.1)
f (t − a), if t ≥ a,

represents f (t), shifted by a units to the right.

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 Second Shifting Property

Second Shifting or Time Shifting

If F̂(s) = L {f (t)}, and a > 0. Then the Laplace transform of, f (t)
shifted by a units to the right, is given by

L {Ga (t)} = L {f (t − a)Ha (t)} = e−as F̂(s) = e−as L {f (t)}. (8.2)

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 Second Shifting Property

Second Shifting or Time Shifting

Example 1
Find the Laplace transform of
(
−1, if t < 3
f (t) =
5, if t ≥ 3,

We write f (t) in terms of Ha (t) as follows:

( (
−1 + 0, if t < 3 0, if t < 3
f (t) = = −1 + = −1 + 6 · H3 (t)
−1 + 6, if t ≥ 3 6, if t ≥ 3
Hence, by the linearity and second shifting properties, we have
L {f (t)} = −L {1} + 6 · L {H3 (t)} = −L {1} + 6e−3s L {1}
6e−3s − 1
= (6e−3s − 1)L {1} = −
s
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 Second Shifting Property

Second Shifting or Time Shifting

Example 2
Find the Laplace transform of the rectangular pulse function
(
k, if α < t < β
f (t) =
0, elsewhere.

We write f (t) in terms of Ha (t) as follows:

( "( ( #
1, if α < t < β 0, if t < α 0, if t < β
f (t) = k =k −
0, elsewhere. 1, if t ≥ α 1, if t ≥ β
= k[Hα (t) − Hβ (t)]

Hence, by the linearity, we have

k(e−αs −e−βs )
L {f (t)} = k [L {Hα (t)} − L {Hβ (t)}] = s

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 Second Shifting Property

-Impulse Function and its Transform

Let a ≥ 0. Given  > 0, we define the -impulse function by

(
1
, if a ≤ t < 1
I (t) = 
0, elsewhere.

Then
Z∞ Za+  −st a+
−st e−as 1−e−s
L {I (t)} = 1
· e−st dt = 1  e 
I (t)e dt =   − s  = s · 
a
0 a

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 Second Shifting Property

Dirac Delta Function and its Transform

Let a ≥ 0. The limit of I (t) as  → 0 is called the Dirac Delta function

Da (t). Then
 
L {Da (t)} = L lim I (t)
→0

= lim L {I (t)}

→0
e−as 1−e−s
= lim s · 
→0
e−as
= s · s = e−as

Dr. T. Phaneendra (VIT) ADDE(MAT2002) - Module 6 August 23, 2016 23 / 24

 Periodic Functions

Laplace Transform of Periodic Functions

Let f (t) be a periodic function with period T > 0. Then its graph is
repeated in regular intervals of length T.
The Laplace transform of f is given by Then

ZT
1
L {f (t)} = f (t)e−st dt
1 − e−sT
0

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