The Laplace Transform

The University of Tennessee

Electrical and Computer Engineering Department
Knoxville, Tennessee
wlg
The Laplace Transform
The Laplace Transform of a function, f(t), is defined as;
}

= =
0
) ( ) ( )] ( [ dt e t f s F t f L
st
The Inverse Laplace Transform is defined by
}
+

= =
j
j
ts
ds e s F
j
t f s F L
o
o
t
) (
2
1
) ( )] ( [
1
*notes
Eq A
Eq B
The Laplace Transform
We generally do not use Eq B to take the inverse Laplace. However,

this is the formal way that one would take the inverse. To use

Eq B requires a background in the use of complex variables and

the theory of residues. Fortunately, we can accomplish the same

goal (that of taking the inverse Laplace) by using partial fraction

expansion and recognizing transform pairs.
*notes
The Laplace Transform
Laplace Transform of the unit step.
*notes
|
0
0
1
1 )] ( [

}

= =
st st
e
s
dt e t u L
s
t u L
1
)] ( [ =
The Laplace Transform of a unit step is:
s
1
The Laplace Transform
The Laplace transform of a unit impulse:
Pictorially, the unit impulse appears as follows:
0 t
0

f(t) o(t t
0
)
Mathematically:
o(t t
0
) = 0 t =
0
*note
0 1 ) (
0
0
0
> =
}
+

c o
c
c
dt t t
t
t
The Laplace Transform
The Laplace transform of a unit impulse:
An important property of the unit impulse is a sifting
or sampling property. The following is an important.
}

> <
< <
=
2
1
2 0 1 0
2 0 1 0
0
, 0
) (
) ( ) (
t
t
t t t t
t t t t f
dt t t t f o
The Laplace Transform
The Laplace transform of a unit impulse:
In particular, if we let f(t) = o(t) and take the Laplace
1 ) ( )] ( [
0
0
= = =

}
s st
e dt e t t L o o
The Laplace Transform
An important point to remember:
) ( ) ( s F t f
The above is a statement that f(t) and F(s) are
transform pairs. What this means is that for
each f(t) there is a unique F(s) and for each F(s)
there is a unique f(t). If we can remember the
Pair relationships between approximately 10 of the
Laplace transform pairs we can go a long way.
The Laplace Transform
Building transform pairs:
e L(
} }

+

= =
e
t a s st at at
dt e dt e e t u e L
0
) (
0
)] ( [
a s a s
e
t u e L
st
at
+
=
+

1
) (
)] ( [
|
0
a s
t u e
at
+

1
) (
A transform
pair
The Laplace Transform
Building transform pairs:
}

=
0
)] ( [ dt te t tu L
st
} }

=
0 0
0
|
vdu uv udv
u = t
dv = e
-st
dt
2
1
) (
s
t tu
A transform
pair
The Laplace Transform
Building transform pairs:
2 2
0
1 1
2
1
2
) (
)] [cos(
w s
s
jw s jw s
dt e
e e
wt L
st
jwt jwt
+
=
(

=
+
=

}
2 2
) ( ) cos(
w s
s
t u wt
+

A transform
pair
The Laplace Transform
Time Shift
} }
}

+

=

+ = = =
=
0 0
) (
) ( ) (
, . , 0 ,
,
) ( )] ( ) ( [
dx e x f e dx e x f
So x t as and x a t As
a x t and dt dx then a t x Let
e a t f a t u a t f L
sx as a x s
a
st
) ( )] ( ) ( [ s F e a t u a t f L
as
=
The Laplace Transform
Frequency Shift
}
}

+ = =
=
0
) (
0
) ( ) (
)] ( [ )] ( [
a s F dt e t f
dt e t f e t f e L
t a s
st at at
) ( )] ( [ a s F t f e L
at
+ =

The Laplace Transform

Example: Using Frequency Shift
Find the L[e
-at
cos(wt)]
In this case, f(t) = cos(wt) so,
2 2
2 2
) (
) (
) (
) (
w a s
a s
a s F and
w s
s
s F
+ +
+
= +
+
=
2 2
) ( ) (
) (
)] cos( [
w a s
a s
wt e L
at
+ +
+
=

The Laplace Transform

Time Integration:
The property is:
st st
t
st
t
e
s
v dt e dv
and
dt t f du dx x f u Let
parts by Integrate
dt e dx x f dt t f L

= =
= =
(

=
(

}
} } }
1
,
) ( , ) (
:
) ( ) (
0
0 0 0
The Laplace Transform
Time Integration:
Making these substitutions and carrying out
The integration shows that
) (
1
) (
1
) (
0 0
s F
s
dt e t f
s
dt t f L
st
=
=
(

} }

The Laplace Transform

Time Differentiation:
If the L[f(t)] = F(s), we want to show:
) 0 ( ) ( ]
) (
[ f s sF
dt
t df
L =
Integrate by parts:
) ( ), (
) (
,
t f v so t df dt
dt
t df
dv
and dt se du e u
st st
= = =
= =

*note
The Laplace Transform
Time Differentiation:
Making the previous substitutions gives,
| |
}
}

+ =
=
(

0
0
0
) ( ) 0 ( 0
) ( ) (
|
dt e t f s f
dt se t f e t f
dt
df
L
st
st st
So we have shown:
) 0 ( ) (
) (
f s sF
dt
t df
L =
(

The Laplace Transform

Time Differentiation:
We can extend the previous to show;
) 0 ( . . .
) 0 ( ' ) 0 ( ) (
) (
) 0 ( ' ' ) 0 ( ' ) 0 ( ) (
) (
) 0 ( ' ) 0 ( ) (
) (
) 1 (
2 1
2 3
3
3
2
2
2

=
(

=
(

=
(

n
n n n
n
n
f
f s f s s F s
dt
t df
L
case general
f sf f s s F s
dt
t df
L
f sf s F s
dt
t df
L
The Laplace Transform
Transform Pairs:
______ __________ __________ __________
) ( ) ( s F t f
f(t) F(s)
1
2
!
1
1
1
) (
1 ) (
+

+
n
n
st
s
n
t
s
t
a s
e
s
t u
t o
The Laplace Transform
Transform Pairs:
f(t) F(s)
( )
2 2
2 2
1
2
) cos(
) sin(
) (
!
1
w s
s
wt
w s
w
wt
a s
n
e t
a s
te
n
at n
at
+
+
+
+
+

The Laplace Transform

Transform Pairs:
f(t) F(s)
2 2
2 2
2 2
2 2
sin cos
) cos(
cos sin
) sin(
) (
) cos(
) (
) sin(
w s
w s
wt
w s
w s
wt
w a s
a s
wt e
w a s
w
wt e
at
at
+

+
+
+
+
+ +
+
+ +

u u
u
u u
u Yes !
The Laplace Transform
Common Transform Properties:
f(t)
F(s)
) (
1
) (
) (
) (
) 0 ( . . . ) 0 ( ' ) 0 ( ) (
) (
) ( ) (
) ( [ 0 ), ( ) (
) ( 0 ), ( ) (
0
1 0 2 1
0 0
0 0 0
s F
s
d f
ds
s dF
t tf
f f s f s f s s F s
dt
t f d
a s F t f e
t t f L e t t t u t f
s F e t t t u t t f
t
n n n n
n
n
at
s
o
t
s
o
t
}

+
+ >
>

The Laplace Transform
Using Matlab with Laplace transform:
Example Use Matlab to find the transform of
t
te
4
The following is written in italic to indicate Matlab code
syms t,s
laplace(t*exp(-4*t),t,s)
ans =
1/(s+4)^2
The Laplace Transform
Using Matlab with Laplace transform:
Example Use Matlab to find the inverse transform of
19 . 12 .
) 18 6 )( 3 (
) 6 (
) (
2
prob
s s s
s s
s F
+ + +
+
=
syms s t

ilaplace(s*(s+6)/((s+3)*(s^2+6*s+18)))

ans =
-exp(-3*t)+2*exp(-3*t)*cos(3*t)
The Laplace Transform
Theorem: Initial Value
If the function f(t) and its first derivative are Laplace transformable and f(t)
Has the Laplace transform F(s), and the exists, then ) ( lim s sF
0
) 0 ( ) ( lim ) ( lim

= =
t s
f t f s sF
The utility of this theorem lies in not having to take the inverse of F(s)
in order to find out the initial condition in the time domain. This is
particularly useful in circuits and systems.
Theorem:
s
I nitial Value
Theorem
The Laplace Transform
Initial Value Theorem: Example:
Given;
2 2
5 ) 1 (
) 2 (
) (
+ +
+
=
s
s
s F
Find f(0)
1
) 26 ( 2
2
lim
25 1 2
2
lim
5 ) 1 (
) 2 (
lim ) ( lim ) 0 (
2 2 2 2
2 2 2
2
2
2 2
=
+ +
+
=
(
(

+ + +
+
=
+ +
+
= =
s s s s s
s s s s
s s
s s
s
s
s s sF f
s s s
s
The Laplace Transform
Theorem: Final Value Theorem:
If the function f(t) and its first derivative are Laplace transformable and f(t)
has the Laplace transform F(s), and the exists, then ) ( lim s sF
s
) ( ) ( lim ) ( lim = = f t f s sF
0 s
t
Again, the utility of this theorem lies in not having to take the inverse
of F(s) in order to find out the final value of f(t) in the time domain.
This is particularly useful in circuits and systems.
Final Value
Theorem
The Laplace Transform
Final Value Theorem: Example:
Given:
t te s F note
s
s
s F
t
3 cos ) (
3 ) 2 (
3 ) 2 (
) (
2 1
2 2
2 2

=
+ +
+
=

Find ) ( f
.
0
3 ) 2 (
3 ) 2 (
lim ) ( lim ) (
2 2
2 2
=
+ +
+
= =
s
s
s s sF f
0 s 0 s