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Unit Step Function

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Ghorai 1

Lecture XVIII

Unit step function, Laplace Transform of Derivatives and Integration, Derivative and

Integration of Laplace Transforms

Definition 1. The unit step function (or Heaviside function) ua (t) is defined

0, t<a

ua (t) =

1, t > a.

This function acts as a mathematical ‘on-off’ switch as can be seen from

the Figure 1.

It has been shown in Example 1 of Lecture Note 17 that for a > 0, L ua (t) = e−as /s.

u a(t)

a b t

f(t)

u a(t) f(t)

u a(t) f(t−a)

t2 , 0 ≤ t ≤ 1,

f (t) = sin 2t, 1 < t ≤ π,

cos t, t>π

S. Ghorai 2

g(t) = u0 (t) − u1 (t) t2 + u1 (t) − uπ (t) sin 2t + uπ (t) cos t.

Clearly f (t) = g(t) at all t except possibly at a finite number points t = 0, 1, π where

f (t) possibly has jump discontinuity. Hence, using Uniqueness

Theorem

of Laplace

Transform (see Lecture Note 17), we conclude that L f (t) = L g(t) .

Theorem 1. (Second shifting theorem) If L f (t) = F (s), then

L ua (t)f (t − a) = e−as F (s).

Conversely,

L−1 e−as F (s) = ua (t)f (t − a).

Z ∞

L ua (t)f (t − a) = e−st ua (t)f (t − a) dt

Z0 ∞

= e−st f (t − a) dt

a

Z ∞

−as

= e e−su f (u) du, t−a=u

0

= e−as F (s).

t2 , 0 ≤ t ≤ 1,

f (t) = sin 2t, 1 < t ≤ π,

cos t, t>π

g(t) = u0 (t) − u1 (t) t2 + u1 (t) − uπ (t) sin 2t + uπ (t) cos t,

then F (s) = G(s). Now we write g(t) in such a way that second shifting theorem (see

Theorem 1) can be applied. Hence, we manipulate g(t) in the following way:

g(t) = u0 (t)t2 − u1 (t)(t − 1 + 1)2 + u1 (t) sin[2(t − 1) + 2] − uπ (t) sin[2(t − π)] − uπ (t) cos(t − π)

= u0 (t)t2 − u1 (t)(t − 1)2 − 2u1 (t)(t − 1) − u1 (t) + cos(2)u1 (t) sin[2(t − 1)]

+ sin(2)u1 (t) cos[2(t − 1)] + uπ (t) sin[2(t − π)] − uπ (t) cos(t − π)

S. Ghorai 3

1 1 2 s 1

L 1 = , L t = 2 , L t2 = 3 , L cos t = 2 , L sin t = 2

s s s s +1 s +1

and s 2

L cos 2t = , L sin 2t =

s2 + 4 s2 + 4

Hence,

2 2e−s 2e−s e−s 2e−s cos 2 s sin 2e−s 2e−πs se−πs

F (s) = − − − + + + −

s3 s3 s2 s s2 + 4 s2 + 4 s2 + 4 s2 + 1

Theorem 2. Let f (t) be continuous for t ≥ 0 and is of exponential order. Further

suppose that f is differentiable with f 0 piecewise continuous in [0, ∞). Then L f 0

exists and is given by

0

L f = sL f − f (0). (1)

for any R > 0. Let xi , i = 0, 1, 2, · · · , n are the possible points of jump discontinuity

where x0 = 0 and xn = R. Now

Z R Xn−1 Z xi+1

−st 0

e f (t) = e−st f 0 (t) dt

0 i=0 xi

n−1 n−1 Z xi+1

X

−st

xi+1 X

= e f (t) xi + s

e−st f (t) dt

i=0 i=0 xi

Z R

= e−sR f (R) − f (0) + s −st

e f (t) dt

0

L f 0 = sL f − f (0). (2)

Corollary 1. Let f and its derivatives f (1) , f (2) , · · · , f (n−1) be continuous for t ≥ 0 and

are of exponential order. Further suppose that f (n) is piecewise continuous in [0, ∞).

Then Laplace transform of f (n) exists and is given by

(n)

L f = s L f − sn−1 f (0) − sn−2 f (1) (0) − · · · − f (n−1) (0).

n

(3)

L f 00 = s2 L f − sf (0) − f 0 (0). (4)

S. Ghorai 4

L f 00 = sL f 0 ) − f 0 (0)

= s sL f − f (0) − f 0 (0)

= s2 L f − sf (0) − f 0 (0).

Example 3. Find Laplace transform of

t cos(ωt).

f 0 (t) = −ωt sin(ωt) + cos(ωt)

and

f 00 (t) = −ω 2 f (t) − 2ω sin(ωt).

Hence taking Laplace transform on both sides, we find

00 2

L f = −ω L f − 2ωL sin(ωt)

Hence, ω

s2 L f − sf (0) − f 0 (0) = −ω 2 L f − 2ω .

s2 + ω2

Now f (0) = 0, f 0 (0) = 1. Simplifying, we find

s2 − ω 2

L f = 2

(s + ω 2 )2

Theorem 3. Let F (s) be the Laplace transform of f . If f is piecewise continuous in

[0, ∞) and is of exponential order, then

Z t F (s)

L f (τ ) dτ = . (5)

0 s

Proof: Since f is piecewise continuous,

Z t

g(t) = f (τ ) dτ

0

is continuous. Since f (t) is piecewise continuous, |f (t)| ≤ M ekt for all t ≥ 0 except

possibly at finite number of points where f has jump discontinuities. Hence,

Z t

M kt M kt

|g(t)| ≤ M ekτ dτ = (e − 1) ≤ e .

0 k k

Thus, g is continuous and is of exponential order. Hence, Laplace transform of g exists.

Further g 0 (t) = f (t) and g(0) = 0. Using (2), we find

0

0

F (s)

L g = sL g − g(0) =⇒ L g = sL g =⇒ G(s) = .

s

S. Ghorai 5

Solution: Since 1

−t

1

L t = 2 =⇒ L te =

s (s + 1)2

Hence for f (t) = te−t , we have F (s) = 1/(s + 1)2 . Thus,

Z t

1 F (s) −1 1

= =⇒ L = τ e−τ dτ = 1 − (t + 1)e−t

s(s + 1)2 s s(s + 1)2 0

L − tf (t) = F 0 (s), and L−1 F 0 (s) = −tf (t). (6)

Comment: The derivative formula for F (s) can be derived by differentiating under

the integral sign, i.e.

d ∞ −st

Z

0

F (s) = e f (t) dt

ds 0

Z ∞

∂ −st

= e f (t) dt

∂s

Z0 ∞

= e−st (−tf (t)) dt

0

= L − tf (t) .

t cos(ωt). Let f (t) = cos(ωt). Then

s 0 ω 2 − s2

F (s) = =⇒ F (s) = .

s2 + ω 2 (s2 + ω 2 )2

ω 2 − s2 s2 − ω 2

L − t cos(ωt) = 2 =⇒ L t cos(ωt) = .

(s + ω 2 )2 (s2 + ω 2 )2

Example 6. Find the inverse Laplace transform of

s−a

F (s) = ln

s−b

Solution: If L f (t) = F (s), then L tf (t) = −F 0 (s). Hence

1 1 ebt − eat

L tf (t) = − = L ebt − eat =⇒ f (t) = .

s−b s−a t

S. Ghorai 6

Theorem 5. If F (s) is the Laplace transform of f and the limit of f (t)/t exists as

t → 0+ , then

Z ∞ Z ∞

f (t) −1

f (t)

L = F (p) dp, and L F (p) dp = . (7)

t s s t

Proof: Let

f (t)

g(t) = f (t)/t, and g(0) = lim+ .

t→0 t

Now

F (s) = L f (t) =⇒ F (s) = L tg(t) = −G0 (s), [using (6)]

Hence, Z A

G(s) = F (p) dp.

s

Z A

0= F (p) dp

∞

Thus,

Z A Z A Z ∞ Z ∞

f (t)

G(s) = F (p) dp− F (p) dp =⇒ G(s) = F (p) dp =⇒ L = F (p) dp.

s ∞ s t s

sin ωt

.

t

Solution: Let f (t) = sin ωt. Using the formula (7), we find

Z ∞

sin ωt ω π −1 s

L = dp = − tan .

t s p2 + ω 2 2 ω

Example 8. Consider the same problem as in Example 6, i.e. inverse Laplace trans-

form of

s−a

F (s) = ln

s−b

Solution: Note that

Z ∞ Z ∞ bt at

s−a 1 1 e e

L f (t) = ln = dp − dp = L −L

s−b s s−b s s−a t t

Hence, bt

e − eat ebt − eat

L f (t) = L =⇒ f (t) = .

t t

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