MAT231BT - Laplace Transforms
MAT231BT - Laplace Transforms
LAPLACE TRANSFORM
Topic Learning Objectives:
Understand the existence, uniqueness and basic concepts of Laplace transform (LT).
Determine the Laplace transform of elementary functions.
Describe the properties of the Laplace transform such as linearity, time shifting, scaling,
differentiation in the s-domain, division by t, differentiation and integration in the time domain.
Develop the Laplace transform of periodic functions, Heaviside (unit step) function,
Dirac Delta function and its applications.
Transforms are used in Science and Engineering as a tool for simplifying analysis and look at
data from different angle.
The Laplace Transform method is a technique for solving linear differential equations with initial
conditions. It is commonly used to solve electrical circuit and systems problems.
The purpose of Laplace transformation is to solve different differential equations. There are a
number of methods to solve homogeneous and non-homogeneous equations but Laplace
transform comes in to use when to solve the equations that cannot be solved by any of the regular
methods developed.
The Laplace transform converts integral and differential equations into algebraic equations.
Although it is a different and beneficial alternative of variations of parameters and undetermined
coefficients, the transform is most advantageous for input force functions that are piecewise,
periodic or pulsive.
In simple words, Laplace transform converts time domain signal into frequency domain, which is
depicted more clearly in below figure:
Laplace transform
Time Frequency
domain domain
Examples:
∫ ( )
Is said to be the Laplace transform of , provided the integral converges and is denoted by
* ( )+
Thus * ( )+ ∫ ( ) (1)
Observe that the value of the integral on the right hand side of (1) depends on s. Hence L {f (t)}
is a function of s denoted by F(s) or f (s ) .
Thus * ( )+ ( ) (2)
a b
= e st f1(t) dt e st f 2(t) dt e st f 3(t) dt
0 a b
Note:
In a practical situation the variable t represents time and s represents frequency. Hence the
Laplace transform converts time domain into the frequency domain.
Laplace transform is useful mathematical tool to explain the integrals in the interval from 0 to
infinity. It is also used for analyzing and designing the analog signals.
Also we know that control systems mainly deals with analog systems. So usually it is obligatory
to take integral from 0 to infinity unless initial conditions are not provided. Laplace transform
converts time domain into frequency domain which makes evaluation easy.
We can get the time response of the given system by taking inverse Laplace transform that is
ratio of Laplace of output to the Laplace of input.
Examples:
1. Find L {f (t)}given ( ) {
Solution:
3
L{f (t)} = e st f(t)dt e st tdt 4e st dt.
0 0 3
1 1
Integrating the terms on the RHS to get L{f (t)} = e 3 s 2 ( 1 e 3 s )
s s
π
e st
= 2 s sin2t 2cos2t 2 2 1 e πs
s 4 0 s 4
Existence and Uniqueness of Laplace Transform
The sufficient condition for existence of Laplace transform is based on the concepts of Piecewise
continuous function and exponential order.
Exponential order
A function f (t) is said to be of exponential order c, if there exist constants M and c such
that| ( )| for sufficiently large t.
Example:
Any Polynomial is of exponential order. This is clear from the fact that
∑ , but f(t) = is not of exponential order.
0 0
e (sa)t 1
= ,
(s a) 0 s a
1
Thus L (eat ) ,s a
sa
1
In particular when a = 0 to get L(1) , s 0 .
s
eat e at 1 st at
L( cosh at) L = e e e at dt
2 20
=
2 0
e
1 (sa)t
e (sa)t dt
1 e (sa)t e (sa)t s
L( cosh at) 2
2 (s a) (s a) 0 s a 2
s
Thus, L ( cosh at) = ,s > |a| ,
s a2
2
e at e at a
L ( sinh at) = L 2 ,s > |a|
s a
2
2
a
Thus, L ( sinh at) = ,s >|a |
s a2
2
2. L ( sin at) = e st sin at dt
0
3. L ( cos at) = e st cos at dt
0
( )
4. Let n be a constant, which is a non-negative real number or a negative non-integer
Then L (t n ) = e st t n dt
0
n
x dx 1
Let and put st x then L(t ) e
n x
n1 e x x n dx
0 s s s 0
The integral e x x n dx is called gamma function of (n+1) denoted by (n 1) .
0
Γ(n 1 )
Thus L(t n )
s n1
In particular if n is a non-negative integer then Γ(n 1 ) n!
n!
Hence L(t n ) .
s n1
Table of Laplace Transform
( ) F(s)
1 , s>0
s
1 , s>a
sa
s , s > |a|
s2 a2
a , s > |a|
s2 a2
a , s>0
s2 a2
s , s>0
s2 a2
n!
, s>0
s n 1
n is a positive integer
( n 1)
, s>0
s n 1
Examples:
Evaluate: (i) ( ) (ii) ( ) (iii) ( )
Solution:
1
(i) ( ) , (cos t cos 7t )]
2
=
1
L(cost ) L(cos 7t ) ( linearity property)
2
1 s s 24s
= 2 2 .
2 s 1 s 49 ( s 1)(s 2 49)
2
sin 3 2t
1
3 sin 2t sin 6t
4
So L(sin 3 2t ) 1 2 6
6
2
48
4 s 4 s 36 ( s 4)(s 2 36)
2
4. Find ( )
Solution:
1
[cos5t cos t ]
2
1
So [cos5t cos t cos2 t ]
2
1
= [cos 6t cos 4t 1 cos 2t ]
4
1
6. Evaluate (i) L ( t ) (ii) L (iii) ( ).
t
Solution:
( n 1)
We have L (t n ) =
s n1
1
1
, L (t 2 ) = 3 / 2
1 21
(i) For
2 s
1 1 1
Since (n 1) n(n) , we have 1
2 2 2 2
Thus L( t ) 3
.
2
2s
1
1 1 2
(ii) For to get L(t 2 ) 1
2 s 2 s
1
3 3 2 2
(iii) For n to get L(t 2 ) 1 1 2 s .
2 s 2 s 2
7. Evaluate: (i) L(t 2 ) (ii) L(t 3 ) .
Solution:
n!
L (t n ) =
s n1
2! 2
(i) For , L(t 2 ) .
s3 s3
3! 6
(ii) For , L(t 3 ) .
s4 s4
8. Find the Laplace transform of
Solution:
Third Semester-MAT231BT 9 Department of Mathematics
* +
Exercise:
Find the Laplace transform of the following functions:
(i) ( ) (ii) (iii) (iv) ( v) ( )
Answers:
3 cos 4 s sin 4
(i) (ii) 1 2 5 2 1 (iii) 1 2 2 2 4 2 6
s 4
2
2 s 25 s 1 4 s 4 s 16 s 36
s ( s 2 7)
(iv) ( s 1)(s 9) (v) 2
2 2 1 2
s s 4
* ( )+ * ( )+
In particular
for , L, ( ) ( )- * ( )+ * ( )+ and
for , L, ( ) ( )- * ( )+ * ( )+.
The linearity of the Laplace transform follows from its definition as an integral and the fact that
integration is a linear operation.
2. Scaling
1 s
If * ( )+ ( ) then , ( )- F , where a is a positive constant.
a a
Proof
Third Semester-MAT231BT 10 Department of
Mathematics
e
st
By definition * ( )+ f (at )dt (1)
0
Scaling in time introduces the inverse scaling in s. (It depends on the sign of ‘a’)
= ( )
Multiplication by an exponential in time introduces a shift in frequency s to the Laplace
transform of ( ) i.e Laplace transform of ( ) can be written down directly by changing s
to in ( )
Example:
1
If ( ) , then F ( s )
s2
1
If ( ) then F ( s) (Shifting towards right)
( s 3) 2
Examples:
1. Find , ( – )-.
Solution:
Consider ( ) –
* ( )+ ,( – )-
s 3(5)
F (s) 2 2
s 25 s 25
2
Given , ( – )-
=2
s 3
15
(s- domain shift)
( s 3) 25 2
( s 3)2 25
2s 9
= .
s 6 s 34
2
2. Find , -
Solution:
, - = L
eat e at
sin at
2
1 a a
= 2
2 (s a) a
2 2
( s a) a
2
a ( s 2 2a 2 )
=
[(s a ) 2 a 2 ][(s a ) 2 a 2 ]
Third Semester-MAT231BT 12 Department of
Mathematics
3. Find ( ).
Solution:
et et 3 sin 2t sin 6t
Given L
2 4
=
1
8
3L e t sin 2t L(e t sin 6t ) 3L(e t sin 2t ) L(e t sin 6t )
1 6 6 6 6
8 ( s 1) 4 ( s 1) 36 ( s 1) 4 ( s 1) 36
= 2 2 2 2
3 1 1 1 1
= .
4 (s 1) 4 (s 1) 36 ( s 1) 24 (s 1) 36
2 2 2 2
5
4. Find L(e 4t t 2
).
Solution:
( n 1)
L(t n )
s n1
(3 / 2) 4
Put , L(t -5/2 ) = 3 / 2 Change s to s 4 .
s 3 / 2 3s
4
Therefore L(e 4t t 5 / 2 ) .
3(s 4) 3 / 2
Exercise:
Find the Laplace transform of the following functions.
(i) (ii)
Solutions:
( s 2) 2 8 ( s 2) 2 13
(i ) (ii )
( s 2)((s 2) 2 16) ((s 2) 2 25)((s 2) 2 1)
ds 0
dn
Thus, L [t f(t)] = (1) n
n
F ( s) . This is the transform of ( )
ds n
dn
1
Also L n F ( s) (1) n t n f (t ) .
ds
Differentiation in -domain corresponds to multiplication by – in the time domain
d
In particular for , L [t f(t)]= F (s) ,
ds
d2
for , L[t 2 f(t)] F (s) etc.
ds 2
()
Transform of
By definition, F(s) = e st f (t )dt
0
st
st
Therefore F ( s)ds e f (t )dt ds f (t ) e ds dt
s s0 0 s
e st f (t ) f (t )
=
0
f (t )
t s
dt
0
e st
t dt L
t
f (t )
Thus L F ( s)ds.
t s
Examples:
d2 3 d s 18( s 2 3)
So that L (t 2 sin 3t) = 6
= = .
ds 2 s 2 9 ds (s 2 9) 2 ( s 2 9) 3
d 4 8s
So that L(t sin 4t) = = 2 .
ds s 16 ( s 16)2
2
By – shifting property
8(s 1) 8( s 1)
So that L [t e-t sin 4t] = = 2 .
(s 1) 16)
2 2
( s 2s 17) 2
et sin t
3. Find L
t .
Solution:
1
L (sin t )
s 12
sin t
L
ds
2
tan 1 ( s) s
t s s 1
tan 1 ( s )
2
-1
= cot (s)
By – shifting property
e t sin t
Hence L cot -1
(s+1 ).
t
sin t sin at
4. Find L and hence evaluate L .
t t
Solution:
sin t
So L{f(t)}= L = s
ds
1
tan 1 s S
t
2
s
= tan 1 s cot 1 s F ( s ).
2
sin at sin at
Consider L = a L aLf (at )
t at
1 s
= a F (scaling)
a a
s
= cot 1 .
a
cos at cos bt
5. Find L
t .
Solution:
s s
We have L[cos at cos bt ] = 2
s a
2 2
s b2
1 s 2 a 2
cos at cos bt s s
So that L
t s 2 a 2 s 2 b 2
= ds = log
2 s 2 b 2 s
s
1 s2 a2 s 2 a 2
= Lt log log 2
2
2 s s 2 b 2 s b
1 s 2 b 2 1 s 2 b2
= 0 log 2
2
= log .
2 s a 2 s 2 a 2
Exercise:
Find the Laplace transform of the following functions.
1 e 2t e at e bt sin 2 t
(i) (ii) (iii) (iv) (v) .
t t t
Answers:
Exercise:
Evaluate the following integrals using Laplace transforms:
t
e 3t e 6t e sin 3 t
(i) te 2t
sin 3t dt (ii) e t cos t dt (iii)
3t 3
dt (iv) dt
0
0 0
t 0
t
Answers:
12 168
(i ) (ii ) 4 (iii) log 2 (iv )
169 10 3
0
st
= Lt (e f (t ) f (0) sLf (t )
t
= 0 - f (0) + s L {f (t)}
Thus
L { f (t ) } = s L {f (t)} – f (0)
Similarly
L { f (t )} = s2 L {f (t)} – s f(0) - f (0)
In general
L{ f n (t )} s n L{ f (t )} s n1 f (0) s n2 f (0) ....... f n 1
(0) .
t
Let (t ) f (t )dt then (0) 0 and (t ) f (t )
0
e st e st
s 0 0
Now L{ (t)} = e (t )dt = (t )
st
(t ) dt
0 s
1
= (0 0)
s0 f (t )e st dt
Thus ∫ ( ) ( )
Examples:
1. By using the Laplace transform of sinat, find the Laplace transform of cosat.
Solution:
a
Let f (t) sin at , then L{f (t)}= 2
s a2
We note that f (t ) a cos at
Taking Laplace transforms, L f (t ) L(a cos at ) aL(cos at )
Or L{ cos at} = L f (t ) sL f (t ) f (0)
1 1
a a
1 sa
= 2 0 .
a s a 2
s
Thus L{ cos at} = 2 .
s a2
t 1 1 1
2. Given L 2 3 / 2 , show that L .
s t s
Solution:
t 1
Let f (t ) 2 , given L[ f (t )] 3 / 2
s
2 1 1
Note that f (t )
2 t t
1
Taking Laplace transform to get L{ f (t )} L
t
1 1
Hence L Lf (t ) sLf (t ) f (0) = s 3 / 2 0
t s
cos at cos bt
t
s2 b2
L = 1
dt log 2 .
2
0
t 2s s a
t
4. Find L te t sin 4tdt .
0
Solution:
L te t sin 4t 8( s 1)
( s 2s 17) 2
2
8( s 1)
t
Thus L te t sin 4tdt = .
0 s( s 2s 17) 2
2
Exercise:
Find the Laplace transform of the following functions.
t t t
t sin t
(i) L e dt (ii) L e cosh t dt (iii) L t 2 sin atdt
t
0
t 0 0
Answers:
1 1 ( s 1) 2a(3s 2 a 2 )
(i ) cot ( s 1) (ii) (iii)
s s( s 2 2s) s(s 2 a 2 )3
Periodic function
Definition
A function ( ) is said to be a periodic function of period if ( ) ( ) where
The graph of the periodic function repeats itself in equal intervals.
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4 and
so on.
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4 and
so on.
Laplace Transform of a periodic function
T
1
ST
Let ( ) be a periodic function of period then L{ f (t )} e st f (t )dt.
1 e 0
Proof:
By definition we have * ( )+ = e st f (t )dt e su f (u )du
0 0
T 2T ( n 1)T
e f (u)du e e
su su su
= f (u)du ....... f (u )du ....
0 T nT
1 st
T
sT
= e f (t )dt , identifying the above series as a geometric series.
1 e 0
1 st
T
Thus * ( )+ 1 e sT e f (t )dt .
0
Examples
1
2 4
4 s
st
= 3te dt 6e st dt
1 e 0 2
4
1 e st e st e st
2
2
1 e 4 s s 0 0 s s 2
= 3t 1. dt 6
1 3 1 e 2se
2 s 4 s
= .
1 e 4 s s2
3(1 e 2 s 2se 4 s )
Thus * ( )+
s 2 (1 e 4 s )
2
2. A periodic function of period is defined by
( )
2
{
Solution:
2 / /
2 1 1
e f (t )dt = Ee sin tdt
st st
Here T= . Therefore * ( )+
1 e s ( 2 / )
0 1 e s ( 2 / )
0
/
e st
=
E
s sin t cos t
1 e s ( 2 / ) s 2 2 0
s /
E (e 1)
= s ( 2 / )
1 e s
2 2
E (1 e s / )
=
(1 e s / )(1 e s / )(s 2 2 )
E
= s / .
(1 e )(s 2 2 )
1 a st 2a
1 e 2 as 0 a
st
= Ee dt Ee dt
=
E
s(1 e ) 2 as
1 e sa (e 2as e as )
=
E
2 as
s (1 e )
1 e as 2 E (1 e as ) 2
s (1 e as )(1 e as )
E e as / 2 e as / 2 E as
= as / 2
tanh .
s e e
as / 2
s 2
Exercise:
2. Find * ( )+given
Solution:
1 as 1 as
1. tanh 2. tanh
2 4
2
s s
( ) { as .
As , the width of the strip shown in fig becomes smaller and smaller, the height of the strip
increases indefinitely in such a way that the area remains unity in ( ).
Thus the unit impulse function or Dirac delta function ( ) is defined as
( ) {
Such that ∫ ( ) ( )
∫ ( ) ( ) ∫ ( ) ( ) ( ) ( )
As ,∫ ( ) ( ) ( )
Taking ( ) we get,
∫ ( )
ie., , ( )- .
In particular, if , , ( )- .
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