Laplace Transforms: Lectures 1 & 2

Dr Jagan Mohan Jonnalagadda

Transformation: The operation of differentiation transforms a function f(x) into another
function, its derivative f(x)'. If the letter D is used to denote differentiation, then this
transformation can be written

D  f ( x)  f ( x). (1)

Another important transformation of functions is that of integration:

x
I  f ( x)   f (t ) dt. (2)
0

An even simpler transformation is the operation of multiplying all functions by a specific

function g(x):

M g  f ( x)  f ( x) g ( x). (3)

The basic feature of these examples have in common is that each transformation operates on
functions to produce other functions. It is clear that in most cases some restriction must be
placed on the functions f(x) to which a given transformation is applied. Thus, in (1), f(x) must
be differentiable, and in (2) it must be integrable.
In each of our examples, the function on the right is called the transform of f(x) under the
corresponding transformation.
Linear Transformation: A general transformation T of functions is said to be linear if the
relation holds for all admissible functions f(x) and g(x) and all constants α and β.

T  f ( x)   g ( x)  T  f ( x)  T  g ( x). (4)

Integral Transformation: A class of linear transformations of particular importance is that

of the integral transformations. Consider a function f(x) defined on a finite or infinite interval
a ≤ x ≤ b, and choose a fixed function K(p, x) of the variable x and a parameter p. Then, the
general integral transformation is given by
b
T  f ( x)   K ( p, x) f ( x)dx  F ( p). (5)
a

The function K(p, x) is called the kernel of the transformation T, and it is clear that T is linear
regardless of the nature of K.
Laplace Transformation: When a = 0, b = ∞, and K(p, x) = e-px, we obtain the special case
of (5) that concerns us the Laplace transformation L, defined by

L  f ( x)   e px f ( x)dx  F ( p). (6)
o
Thus, the Laplace transformation L acts on any function f(x) for which this integral exists,
and produces its Laplace transform L[f(x)] = F(p), a function of the parameter p.
The improper integral in (6) is defined to be the following limit, and exists only when this
limit exists:
 b

e e
 px  px
f ( x)dx  Lim f ( x)dx (7)
b
o o

When the limit on the right exists, the improper integral on the left is said to converge.
Laplace Transforms of Elementary Functions:

1
L 1  , p  0.
p
(r  1)
L  xr   , r  ......, 3, 2, 1 , p  0.
p r 1
n!
L  xn   n1 , n  W , p  0.
p
1
L  e ax   , p  a.
pa
1
L  e  ax   , p  a.
pa
p
L cos bx   2 2 , p  0.
p b
b
L sin bx   2 2 , p  0.
p b

Definition: A function f(x) defined on [0, ∞) is said to be piecewise continuous if f(x) is

continuous over every finite interval [0, b], except possibly at a finite number of points where
there are jump discontinuities, at which the function approaches different limits from the left
and right. The following figure illustrates the appearance of a typical piecewise continuous
function; its integral from 0 to b is the sum of the integrals of its continuous parts over the
corresponding subintervals.
Definition: A function f(x) defined on [0, ∞) is said to be of exponential order if there exist
constants M, c and T such that

f ( x)  Me cx , x  T.

Thus, although f(x) may become infinitely large as x tends to ∞, it must grow less rapidly
than a multiple of some exponential function ecx.

It is clear that any bounded function is of exponential order with c = 0. eax is of exponential
order with c = a and xn is of exponential order with any positive number c.
2
On the other hand, f ( x)  e x is not of exponential order.

Theorem: If f(x) is piecewise continuous [0, ∞) and of exponential order c, then its Laplace
transform

F ( p)  L  f ( x)   e px f ( x)dx
o

exists for p > c.

2
Example: f ( x)  e x is not of exponential order. So, its Laplace transform doesn’t exist.
2
   p 
 x 
Explicitly, L e    e
x2  px x 2
e dx  e  p2 4
e  2
dx  e  p2 4
e
y2
dy, doesn’t converge.
o o o
 1
Example: f ( x)  has an infinite discontinuity at x = 0, so it is not piecewise continuous.
x
 
1 1
Thus, its Laplace transform doesn’t exist. Explicitly, L     e px dx   y 01e y dy  (0),
x o x o

this is undefined.

Remark 1: It can be shown that F ( p)  0 as x   whenever F(p) exists regardless of

whether or not f(x) is piecewise continuous and of exponential order. Thus, if G(p) is a
function of p with the property that its limit as p tends to ∞ does not exist or is not equal to
zero, then it cannot be the Laplace transform of any f(x). In particular, polynomials in p, sin p,
cos p, ep, and log p cannot be Laplace transforms. On the other hand, a rational function is a
Laplace transform if the degree of the numerator is less than that of the denominator.
Remark 2: The above theorem shows that any piecewise continuous function of exponential
order has a Laplace transform, so these conditions are sufficient for the existence of L[f(x)].
1
However, they are not necessary. For example, the function f ( x)  has an infinite
x
discontinuity at x = 0, so it is not piecewise continuous, but nevertheless its Laplace
transform exists.
Example: The Laplace transform of

sin x, 0  x   ,
f ( x)  
 0, x  ,

is given by

e  p 1
L  f ( x)   e  px sin x dx   .
0 p2  1 p2  1

Example: The Laplace transform of the piecewise continuous function

0, 0  x  3,
f ( x)  
 2, x  3,

is given by

2e 3 p
L  f ( x)  2  e  px
dx  .
3
p

Unit Step Function (Heaviside function) and Its Laplace Transform: The unit step
function u(x – a), a ≥ 0, is defined by

0, x  a,
u( x  a)  
 1, x  a.
The graph of this function is shown in the following figure.
We have

e  ap
L u( x  a)   e  px
dx  .
a
p

In particular,

1
L u( x)   e  px dx  .
0
p

Consider a general function y = f (x) defined for x ≥ 0. The piecewise-defined function is

given by

0, x  a,
f ( x  a)u( x  a)  
 f ( x  a), x  a.
The graph of this function is shown in the following figure.
Unit Impulse Function (Dirac Delta Function) and Its Laplace Transform: Let ε be a
positive number and consider the function fε(x) defined by

1 /  , 0  x   ,
f ( x)  
 0, x  .

The graph of this function is shown in the following figure.

It is clear that for every ε > 0, we have


1  e  p

0
f ( x)dx  1, L  f ( x) 
p
, and Lim L  f ( x)  1.
 0

The unit impulse function is defined by

 ( x)  Lim f ( x).
 0

Obviously,


  ( x)dx  1 and L  ( x)  1.

0

Periodic Function and Its Laplace Transform: If f is piecewise continuous on [0, ∞), of
exponential order, and periodic with period a, that is,
f(x + a) = f(x), x ≥ 0,
then
  a 
L  f ( x)   e  px f ( x)dx   e  px f ( x)dx   e  px f ( x)dx.
0 0 a

When we let x  x  a , the last integral becomes

  

 e f ( x)dx   e f ( x  a)dx  e  ap  e  px f ( x)dx  e  ap L  f ( x)  .

 px  p( x  a )

a 0 0

Therefore,
a
L  f ( x)   e  px f ( x)dx  e  ap L  f ( x)  ,
0

implying that
a
1
 ap 
L  f ( x)  e  px f ( x)dx.
1 e 0

Example: sin x is piecewise continuous on [0, ∞), of exponential order, and periodic with
period 2π. Then,
2
1 1
e
 px
L sin x   sin x dx  .
1  e 2 p 0 p 1
2

Example: Consider the periodic function as shown in the following figure.

The function f(x) is called a square wave and has period a = 2. For 0 ≤ x < 2, it can be defined
by

 1, 0  x  1,
f ( x)  
0, 1  x  2,
and outside the interval by
f(x + a) = f(x).
Then, we have

1   px 
1 2 1
1 1
2 p  
L  f ( x)  e .1dx   e .0dx  
 px
2 p 
e  px dx  .
1  e  0 1  1  e 0 p(1  e  p )

Properties of Laplace Transforms

1. Linearity: For all admissible functions f(x) and g(x) and all constants α and β,

L  f ( x)   g ( x)   L  f ( x)   L  g ( x).

Example:

 e bx  e  bx  1 1 1 1 
L cosh bx   L 
 2  2
bx

  L e   L e   
 bx
 
p
 2 2 , p b.
2 p b p  b p b
 e bx  e  bx  1 1 1 1 
L sinh bx   L 
 2  2
bx

  L e   L e   
 bx
 
b
 2 2 , p b.
2 p b p  b p b

Example:

L sin x cos 2 x  cos 2 3 x 

 L sin x cos 2 x   L cos 2 3 x 
 2 sin x cos 2 x 
 L   L  cos 2 3 x 
 2 
 sin 3 x  sin x   1  cos 6 x 
 L   L 
 2   2 
1

 L  sin 3 x   L sin x   L 1  L cos 6 x 
2

1 3 1 1 p 
  2  2 2  2 .
2  p  3 p  1 p p  62 
2

2. First Shifting Theorem: If L  f ( x)  F ( p), then

L eax f ( x)   F ( p  a), p  a, and L e ax f ( x)   F ( p  a), p  a.


Proof: We have L  f ( x)   e px f ( x)dx  F ( p).
o

 
Consider L e ax f ( x)   e ax e  px f ( x)dx   e ( pa) x f ( x)dx  F( p  a).
0 0

 
Consider L  e  ax
f ( x)   e  ax  px
e f ( x)dx   e ( p a ) x f ( x)dx  F( p  a).
0 0

Example:
 (r  1)
L  e ax xr   , r  ......, 3, 2, 1 , p  a.
( p  a)r  1
n!
L  e ax xn   , n  W , p  a.
( p  a) n  1
( p  a)
L  e ax cos bx   , p  a.
( p  a) 2  b 2
b
L  e ax sin bx   , p  a.
( p  a) 2  b 2
( p  a)
L  e ax cosh bx   , p  a b .
( p  a) 2  b 2
b
L  e ax sinh bx   , p  a b .
( p  a) 2  b 2

Example:

(r  1)
L  e  ax xr   , r  ......, 3, 2, 1 , p  a.
( p  a)r  1
n!
L  e  ax xn   , n  W , p  a.
( p  a )n  1
( p  a)
L  e  ax cos bx   , p  a.
( p  a) 2  b 2
b
L  e  ax sin bx   , p  a.
( p  a) 2  b 2
( p  a)
L  e  ax cosh bx   , p  a  b .
( p  a) 2  b 2
b
L  e  ax sinh bx   , p  a  b .
( p  a) 2  b 2