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Introduction Laplace Transforms

This document discusses the Laplace transform, a powerful mathematical tool used in engineering and science to solve differential equations. It provides definitions of the Laplace transform and some examples of using the first principles method to take the Laplace transform of basic functions like 1, e^bt, cosh(at), and a piecewise function.

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Ntefele Moloi
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© © All Rights Reserved
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0% found this document useful (0 votes)
14 views

Introduction Laplace Transforms

This document discusses the Laplace transform, a powerful mathematical tool used in engineering and science to solve differential equations. It provides definitions of the Laplace transform and some examples of using the first principles method to take the Laplace transform of basic functions like 1, e^bt, cosh(at), and a piecewise function.

Uploaded by

Ntefele Moloi
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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University of Johannesburg

Faculty of Science
Department of Mathematics and Applied Mathematics
Lecturers: PG Dlamini, IK Letlhage & SM Simelane

The Laplace Transform

1. Introduction

The Laplace transform is a very powerful mathematical tool applied in various areas of engineering and science.
With the increasing complexity of engineering problems, Laplace transforms help in solving complex problems with
a very simple approach. In this unit, we study the method of Laplace transforms which illustrates one of the basic
problem solving techniques in mathematics: transform a difficult problem into an easier one, solve the latter, and
then use its solution to obtain a solution of the original problem. The method discussed here transforms an initial
value problem for a constant coefficient equation into an algebraic equation whose solution can then be used to solve
the initial value problem. In some cases the method of Laplace transforms is more efficient than other methods
used in soling linear second order differential equations. This is especially true in physical problems dealing with
discontinuous forcing functions as well as IVPs (we will discuss this in the subsequent sections).
The Laplace transform has very wide applications in various areas of physics, electrical engineering, control
engineering, optics, mathematics and signal processing. This unit just gets us started in understanding some standard
Laplace transforms.

2. Definition of the Laplace Transforms

In the illustration of the Laplace transform below, regard an input function f (t) which will be transformed by the
Laplace transform procedure (definite integration of a certain function between 0 and ∞) to a new output function
F(s) which is now a function of a new variable s, called the Laplace variable.

Definition 1. The definition of the Laplace transform of a function f (t) dependent on one variable is
Z ∞
L{ f (t)} = e−st f (t) dt = F(s) with s > 0. (1)
0

Since the integral involves an exponential function e−st , consider the graph of e−st :

1
From the graph/plot, it is clear that as t → ∞, e−st → 0.

Linearity of the Laplace transform


An important principle of the Laplace transform is its linearity. This encompasses two principles:
• L{ f (t) ± g(t)} = L{ f (t)} ± L{g(t)}
• L{c f (t)} = c L{ f (t)} where c is a constant.

3. Laplace transform from first principles


When finding the Laplace transform of a function by using the definition above, it is referred to as “first principles”.

Note: Infinite integrals are evaluated as follows: If f is continuous on (−∞, ∞), [a, ∞) or (−∞, b], then the integrals
are evaluated as follows
Z ∞ Z p p
f (t) dt = lim f (t) dt = lim [F(t)] = lim [F(p) − F(a)] (2)
a p→∞ a p→∞ a p→∞
Z b Z b b
f (t) dt = lim f (t) dt = lim [F(t)] = lim [F(b) − F(p)] (3)
−∞ p→−∞ p p→−∞ p p→−∞
Z ∞ Z p
f (t) dt = lim f (t) dt (4)
−∞ p→∞ −p

Example 1: Find the Laplace transform of f (t) = 1 using first principles.

Solution: From the definition of the Laplace transform


Z ∞
L{ f (t)} = e−st f (t) dt
0

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

e−st
=−
s 0
!
0 1
= − − (when t → ∞, e−st → 0)
s s
1 1
= (F(s) = , a new function of s .)
s s
2
Note that the answer is now expressed in terms of a new variable s. Since the answer is a different function from
the function we started out with, we indicate this new function with capital letter F. The Laplace procedure trans-
formed the function f (t) = 1 to a new function F(s) = 1s .

Example 2: Find the Laplace transform of f (t) = ebt using first principles.

Solution: From the definition of the Laplace transform, substitute f (t) = ebt
Z ∞
L{ f (t)} = e−st f (t) dt
Z0 ∞
L{e } =
bt
e−st ebt dt
0
Z ∞
= e−(s−b)t dt combine the exponentials
0

e−(s−b)t
=−
s−b 0
!
1
=0− −
s−b
1
=
s−b
The Laplace procedure transformed the function f (t) = ebt to a new function F(s) = 1
s−b .

Example 3: Find the Laplace transform of f (t) = cosh at using first principles.

Solution: From the definition of the Laplace transform, substitute f (t) = cosh t
Z ∞
L{ f (t)} = e−st f (t) dt
0
Z ∞
L{cosh at} = e−st cosh at dt
0
1
Recall that cosh at = (eat + e−at ) :
2Z
1 ∞ −st at
= e (e + e−at ) dt
2 0
1 ∞  −(s−a)t
Z 
= e + e−(s+a)t dt
2 0
!∞
1 e−(s−a)t e−(s+a)t
= − −
2 s−a s+a 0
!
1 1 1
= +
2 s−b s+a
s
=
(s − a)(s + a)
s
= 2
s − a2
0≤t<π
(
1
Example 4: Find the Laplace transform of f (t) = using first principles.
0 t≥π
Solution: By definition, Z ∞
L{ f (t)} = e−st f (t) dt
0
3
However, f (t) is defined over two intervals. We therefore need two integrals
Z π Z ∞
L{ f (t)} = e 1 dt +
−st
e−st 0 dt
0 π
π
e−st
=−
s 0
1 −πs
= − (e − e0 )
s
1
= (1 − e−πs )
s

Exercises
Using first principles, find the Laplace transforms of the following:
1. L{5}
2. L{sinh 3t}
3. L{e−t }
4. L{t}
5. L{2 − t}
0≤t<1
(
0
6. L{ f (t)} if f (t) =
2 t≥1
2≤t<4
(
1
7. L{ f (t)} if f (t) =
0 t≥4
8. Please see exercises in the prescribed textbook

4. Table of Laplace transforms


It is customary to find Laplace transforms using condensed tables (readily available in numerous Mathematics
textbooks). In Table 1, we list Laplace transforms of some of the common functions.

f (t) F(s)
constant
1. constant
s
n!
2. tn
sn+1
a
3. sin at
s + a2
2
s
4. cos at
s + a2
2
a
5. sinh at
s2 − a2
s
6. cosh at
s2 − a2
1
7. ebt
s−b

Table 1: Table of Laplace transforms

4
Example 5: Find the Laplace transforms of the following functions using the rules in Table 1 as well as the linearity
principles:
1. f (t) = 4 − t

Solution:

L{ f (t)} = L{4 − t}
= L{4} − L{t} linearity of the transform
4 1
= − 2 rule 1 and rule 2
s s
2. f (t) = e2t + t2

Solution:

L{ f (t)} = L{e2t + t2 }
= L{e2t } + L{t2 } linearity of the transform
1 2
= + 3 rule 7 and rule 2
s−2 s
3. f (t) = 2 sin 5t

Solution:

L{ f (t)} = L{2 sin 5t}


= 2 L{sin 5t} linearity of the transform
!
5
=2 2 rule 3
s + 52
10
= 2
s + 25
4. f (t) = cosh t − 1

Solution:

L{ f (t)} = L{cosh t − 1}
= L{cosh t} − L{1} linearity of the transform
s 1
= 2 − rule 6 and rule 1
s −1 s
5. f (t) = (sin t + cos t)2

Solution:

L{ f (t)} = L{(sin t + cos t)2 }


= L{sin2 t + 2 sin t cos t + cos2 t} multiply out
= L{1 + sin 2t} Identities: sin t + cos2 t = 1 and 2 sin t cos t = sin 2t
2

1 2
= + 2 rule 1 and rule 3
s s +4

5
6. | f (t)| < k

Solution: Remark: Since |a| = a if a ≥ 0 and |a| > 0 if a < 0, it follows that |a| ≥ a. Hence
Z ∞
L{ f (t)} = e−st f (t) dt
Z0 ∞
≤ e−st | f (t)| dt Remark as explained above
0
Z ∞
< e−st k dt
0
k
= Rule 1 from Table 1
s
k
=⇒ Hence L{ f (t)} < = F(s)
s

Exercises

Using Table 1, find the Laplace transforms of the following:


1. L{π}
2. L{t4 }
3. L{cos2 2t}
1
4. L{3 sinh t}
2
5. L{cos 3t − 2 sin 3t}
2(t+1)
6. L{e
( })
1
7. L
sech t
( )
6
8. L 3t
e
9. Please see exercises in the prescribed textbook

5. Combination of f (t) . e bt

The theorem below enables us to start with known transform pairs and derive others. The first shifting (or transla-
tion) theorem of Laplace transforms deals with a combination of a function of t multiplied by ebt :
Theorem 1 (First Shifting Theorem). If Z ∞
L{ f (t)} = e−st f (t) dt
0

is the Laplace transform of f (t) for s > s0 , then F(s − b) is the Laplace transform of f (t) . ebt for s > s0 + b.
n o
That is, if L { f (t)} = F(s), then L f (t) . ebt = F(s − b) . We observe that the effect of the exponential term brings
about a “shifted” result, every s in the transformed answer gets substituted with s − b. We indicate this as s → s − b.
Proof. See the prescribed textbook for the complete proof.

6
n o
Example 6: To illustrate this, consider L t . ebt .

Solution: We temporarily “ignore” the exponential factor and find the Laplace transform of t:
1
L{t} =
s2
Now, substitute every s → s − b. Thus,
1
L{t ebt } =
s2 s→s−b
1
=
(s − b)2
n o
Example 7: Find L ebt sin 2t

Solution: “Ignore” the exponential factor and find the Laplace transform of sin 2t:
2
L{sin 2t} =
s2 + 4
Now, substitute every s → s − b. Thus,
2
L{ebt sin 2t} =
+ 4 s→s−b
s2
2
=
(s − b)2 + 4
Another more convenient way to deal with the first shifting theorem is to refer to the table of Laplace transforms.
We add more rules to the first list:

f (t) F(s)
n!
8. ebt tn
(s − b)n+1
a
9. ebt sin at
(s − b)2 + a2
(s − b)
10. ebt cos at
(s − b)2 + a2
a
11. ebt sinh at
(s − b)2 − a2
(s − b)
12. ebt cosh at
(s − b)2 − a2
13. ebt f (t) F(s − b)

Table 2: Table of Laplace transforms continued

Examples 8: Use Table 2 to find:


1. f (t) = e3t sin 5t

Solution:
L{ f (t)} = L{e3t sin 5t}
5
= rule 9 with a = 5 and b = 3
(s − 3)2 + 25
7
2. f (t) = t2 e−t

Solution:

L{ f (t)} = L{t2 e−t }


2
= rule 8 with n = 2 and b = −1
(s + 1)3
cosh 3t
3. f (t) =
e4t
Solution:
( )
cosh 3t
L{ f (t)} = L
e4t
n o
= L e−4t cosh 3t
s+4
= rule 12 with a = 3 and b = −4
(s + 4)2 + 9

Exercises

Using Table 2, find the Laplace transforms of the following:


−t
1. L{e
( sin ) t}
1 t 4
2. L e t
4
3. L{e −5t
( (sin 2t) + cos 2t)}
e−2t
4. L
cosec 4t
1
5. L{e− 2 t sin 2t cos 2t}
6. Please see exercises in the prescribed textbook

8
6. Combination of t . f (t)

Another common combination is that of a product between t and f (t). The table below gives Laplace transforms
of some common combinations:

f (t) F(s)
2as
14. t sin at
(s2 + a2 )2
s2 − a2
15. t cos at
(s2 + a2 )2
2as
16. t sinh at
(s − a2 )2
2

s2 + a2
17. t cosh at
(s2 − a2 )2
d
18. t f (t) − {F(s)}
ds
d2
19. t2 f (t) {F(s)}
ds2
dn
20. tn f (t) (−1)n n {F(s)}
ds
Z t
L{ f (t)}
21. f (t) dt
0 s

Table 3: Table of Laplace transforms continued

Example 9: Use Table 3 to find:


1. f (t) = t sin t

Solution:

L{ f (t)} = L{t sin t}


2s
= 2 rule 14 with a = 1
(s + 1)2

2. f (t) = t e 10t

Solution:

L{ f (t)} = L{t e 10t
}
2 √
= √ rule 7 with n = 2 and b = 10
(s − 10)3

9
Rt
3. f (t) = 0
t2 dt

Solution:
(Z t )
L{ f (t)} = L t2 dt
0
2
L{t }
= rule 21 with f (t) = t2
s
1 2
= . 3
s s
2
= 4
s
Rt
4. f (t) = 0
sin 2t dt

Solution:
(Z t )
L{ f (t)} = L sin 2t dt
0
L{sin 2t}
= rule 21 with f (t) = sin 2t
s
1 2
= . 2
s s +4
2
=
s(s + 4)
2

5. f (t) = t2 sin t

Solution: Show that the solution is


6s2 − 2
L{t2 sin t} =
(s2 + 1)3

Exercises

Using Table 3, find the Laplace transforms of the following:

1. L{t sinh 3t}


2. L{t2 cos t}√
3. L{t cosh

2t}
3t
4. L{t(Ze } )
t
5. L t3 dt
(Z0 t )
6. L (e4t sin t) dt
0
7. Please see exercises in the prescribed textbook

c Compiled by SM Simelane

10

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