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Integration: Laplace Transforms

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Suppose f (t) is a function of time defined for t ≥ 0. Its Laplace Transform, which has a wide range
of applications in engineering, is the function F (s) of a new variable s defined by
Z ∞
L(f ) = F (s) = f (t)e−st dt
0

This note reviews the techniques of integration needed to find and manipulate Laplace Transforms.

Powers
Example If f (t) = t then
Z ∞
F (s) = L(t) = te−st dt
0
 t=∞ Z ∞
−1 −st −1 −st
= t× e − 1× e dt integrating by parts
s t=0 0 s
| {z }
= 0 for t = 0 and t = ∞
 t=∞
1 −st
= − 2e integrating again, noting three minus signs
s t=0
1
= 2 substituting limits t = ∞ and t = 0
s

Exercise Use integration by parts to show that L (t2 ) = 2 × L(t). Generalise this to L (tn ).

Exponential and trigonometric functions

Example
Z Z  t=∞

∞ ∞
1 −(s+a)t 1
L e −at
= e e
−at −st
dt = e
−(s+a)t
dt = e =
0 0 s+a t=0 s+a

This example with a = −jω can be used to find L(cos ωt) and L(sin ωt):
1 s + jω
L (ejωt ) = = to make the denominator real
s − jω (s + jω)(s − jω)
s + jω s ω
= 2 2
= 2 2
+j 2
s +ω s +ω s + ω2
Exercise Compare the imaginary parts of Euler’s formula cos(ωt) + j sin(ωt) = ejωt and the final
expression here to show that L(sin(ωt)) = ω/(s2 + ω 2 ). What is L(cos(ωt))?

c
Leslie Fletcher Martin Randles
www.mathcentre.ac.uk Liverpool John Moores University Liverpool John Moores University
 Figure 1: Graph of f (t)
Other types of function
f (t)
Example The Laplace transform of the function f (t) defined by

t if 0 ≤ t ≤ 1
f (t) =
1 if t ≥ 1
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is (1 − e )/s
−s
as this calculation shows: 1
Z 1
L(f (t)) = t × e−st dt using the definition of f (t) for 0 ≤ t ≤ 1
0
Z ∞
+ 1 × e−st dt using the definition of f (t) for t ≥ 1
1
 t=1 Z 1
−1 −st −1 −st
= t× e − 1× e dt integrating by parts for the first integral
s t=0 0 s
| {z } | {z }
(a) (b)
 t=∞
−1 −st
+ e evaluating the second integral
s t=1
| {z }
(c)
−e−s
= substituting limits t = 1 and t = 0 in (a)
s
 t=1
1 −st
− 2e integrating (b) again, noting three minus signs
s t=0
| {z }
(d)
e−s
+ substituting limits t = ∞ and t = 1 in (c)
s
−e−s e−s
= + already found and cancelling out
s s
1 − e−s
+ substituting limits t = 1 and t = 0 in (d), giving L(f (t))
s2

The First Shift Theorem

This theorem says that if L(f (t)) = F (s) then L(f (t)e−at ) = F (s + a). To see this compare
these integrals; the second is similar to
the first, but with s replaced by s + a.
Z ∞ Figure 2: Decaying sinusoidal oscilliations
L(f (t)) = f (t)e dt
−st
1
Z0 ∞ exp(-2*t)*sin(20*t)
0.5
L(f (t)e−at ) = f (t) |e−at{ze−st} dt
0 0
=e
−(s+a)t

-0.5
Example The Laplace transform of
the decaying sinusoidal oscillations -1
0 0.5 1 1.5 2 2.5 3
20
e−2t sin(20t) is
(s + 2)2 + 400
s+a
Exercise What is the Laplace Transform of e−at cos(ωt)? Answer
(s + a)2 + ω 2

c
Leslie Fletcher Martin Randles
www.mathcentre.ac.uk Liverpool John Moores University Liverpool John Moores University