Mathematics II (Engineering) - EM203/MM283

The Laplace Transform

Anthony M. Holohan

December 4, 2006

Contents
1 The Laplace Transform 1
1.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The transform of some functions . . . . . . . . . . . . . . . . . . . . . 2
1.3 Some properties of the transform . . . . . . . . . . . . . . . . . . . . 3
1.4 Solving differential equations . . . . . . . . . . . . . . . . . . . . . . . 6

1 The Laplace Transform

We will discuss several transform methods. Here, we deal with the Laplace transform
and work out the mathematics of it.

1.1 Definition

Suppose that f (t) is a function of one variable, f : R → R. We usually refer to the

independent variable t as time.

The Laplace transform of f is defined to be

Z ∞
L {f (t)} = f (t)e−st dt (1)
t=0

We make some easy observtions.

Since the integration is with respect to (w.r.t.) the variable t, and the definition
involves a definite integral (i.e. the limits of integration are given), the result of the
integration does not depend on t. It does depend on s. So we sometimes denote the
Laplace transform of f (t) by L {f (t)} and by F (s).

The Laplace transform knows nothing about negative time, t < 0.

1
The variable s can be viewed as a complex variable. So F (s) is viewed as a function
of a complex variable.

There is a complication at t = 0. We will return to this topic later.

When doing the integration, we are interested in its value when the real part of s is
large and positive Re(s) >> 0. This is explained in Item 1 in the next subsection.

1.2 The transform of some functions

Next, we work out the transforms of some functions.

1. Using eqn. (1) with f (t) = eat ,

Z ∞ Z ∞
t=∞
 at
at −st (a−s)t 1 (a−s)t 
L e = e e dt = e dt = e
t=0 t=0 a−s 
t=0
R∞
This is of the form t=0 ept dt. This integral makes no sense if the exponential function
is an increasing exponential. However, if the real part of p is negative, this is a
decreasing exponential. So if the real part of s is sufficiently large and positive, we
are integrating a decreasing exponential. Then, it goes to zero as t goes to infinity.
Hence, t=∞
 at 1 (a−s)t  1 0 1
L e = e =0− e =
a−s 
t=0 a−s s−a

2. We have shown that Z ∞

1
eat e−st dt =
t=0 s−a
Differentiating both sides w.r.t. s gives
Z ∞
−1
(−t)eat e−st dt =
t=0 (s − a)2
Z ∞
+1
teat e−st dt =


⇒
t=0 (s − a)2
at
Comparing this with f (t) = te in eqn (1) shows that
+1
L{teat } =
(s − a)2

Differentiating again repeatedly (or using mathematical induction) gives the trans-
form of tn .

3. Recall Euler’s formula,

ejθ = cos θ + j sin θ
ejθ + e−jθ ejθ − e−jθ
⇒ cos θ = and sin θ =
2 2

2
 √ and sin by using a = jθ and a = −jθ. Here,
then one easily gets the transform of cos
we use
√ the engineering notation j = −1 rather than the mathematical notation
i = −1.

4. Applying the trick used above in 2 to 3 above gives the transforms of t sin(ωt) and
t cos(ωt). Differentiation k times then gives the transforms of tk sin(ωt) and tk cos(ωt)
where k is a positive integer.

5. A special case of 1. above is s = 0 or f (t) = e0 = 1 so that


1  1
L {1} = =
s − a s=0 s


6. The above says that Z ∞

1
L {1} = e−st dt =
0 s
Differentiation w.r.t. s gives
∞
−1
Z
(−t)e−st dt =
0 s2
which says that
1
L {t} =
s2
The transform of higher integer powers of t is found by repeating the above argument.

1.3 Some properties of the transform

Next, we work out the main properties of the Laplace transform.

df
1. Using eqn. (1) with f (t) replaced by ,
dt
  Z ∞
df df −st
L = e dt
dt t=0 dt

Using integration by parts,

d dv du
(u(x)v(x)) = u + v
dx dx dx
Z b Z b Z b
du d dv
⇒ v dx = (u(x)v(x)) dx − u dx
a dx a dx a dx
Z b Z b
⇒ vdu = u(x)v(x)|ba − udv
a a
with
df
dv = dt ⇒ v = f, and u = e−st ⇒ du = −se−st
dt

3
gives   Z ∞
df −st
∞
L = e f −
0
(−1)e−st f dt
dt t=0

= sL {f (t)} − f (0)

df
2. Let g(t) = . Applying Property 1 twice gives
dt
 
df
L = sL {f (t)} − f (0) = sF (s) − f (0) = L {g(t)}
dt
and  
dg
L = sL {g(t)} − g(0) = sG(s) − g(0)
dt
It follows that
d2 f
   
dg(t)
L = L − g(0) = sG(s) − g(0)
dt2 dt2
df
= s (sF (s) − f (0)) − g(0) = s (sF (s) − f (0)) − (0)
dt
Hence, it has been shown that
 2 
df 2 df
L = s F (s) − sf (0) − (0)
dt2 dt
Repeating this argument again shows that
 3 
df 3 2 df d2 f
L = s F (s) − s f (0) − s (0) − (0)
dt3 dt dt2

3. The Laplace transform is a linear operator. That is, for any constants (fixed
complex or real numbers) c1 and c2 and any two functions f1 (t) and f2 which have
transforms, Z ∞
L {c1 f1 + c2 f2 } == (c1 f1 + c2 f2 ) e−st dt
t=0
Z ∞ Z ∞
= c1 f1 e−st dt + c2 f2 e−st dt = c1 L {f1 } + c2 L {f2 }
t=0 t=0
This says that the transform of a sum is the sum of the transforms.

4. Time delay:

Delaying the signal f (t) by T seconds gives the function f (t − T )

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

4
Let τ = t − T . Because T does not change with time, ⇒ dτ = dt. When t ∈ (0, ∞),
then τ ∈ (−T, ∞), so that
Z ∞
L{f (t − T )} = f (τ )e−sτ dτ
τ =−T

If f (t) = 0 when t < 0 then

Z ∞
L{f (t − T )} = f (τ )e−sτ dτ = e−sT L{f (t)}
0

If f (t) 6= 0 when t < 0, then f (t)h(t) = 0 when t < 0 where


1 if t >= 0
h(t) =
0 if t<0

This function is called the unit step function. Then,

L{f (t − T )u(t − T )} == e−sT L{f (t)}

5. Integration:
Z t
Using eqn. (1) with f (t)dt gives
0
Z t  Z ∞ Z t
L f (t)dt = f (t)dte−st dt
0 0 0

Here, t means more than one thing. It is the (”dummy”) variable in both integrations
and the upper limit of one integration. To avoid possible confusion, it is better to
write Z t  Z ∞Z t
L f (τ )dτ = f (τ )dτ e−sτ dt
0 t=0 τ =0

In the t integration, apply integration by parts, with

Z t
u= f (τ )dτ ⇒ du = f (t)dt
0

and
−e−st
dv = e−st dt ⇒ v =
s
Hence, ∞ Z ∞
t
−e−st t −e−st
Z  Z

L f (τ )dτ = f (t)dt − f (t) dt
0 s 0 0 t=0 s
1 ∞
Z
1
= f (τ )e−st dτ = L{f (t)}
s 0 s
As t → ∞, e−st → 0 provided Z 0 the real part of s is positive, since e
−st
is then a
decreasing exponential. Also f (t)dt = 0, since the area under a point is zero.
0

5
1.4 Solving differential equations

One use of the Laplace transform is that it makes solving certain kinds of ordinary
differetial equations (O.D.E.) very easy. Consider solving, for example, the following
O.D.E.
d2 y dy
2
+ 5 + 6y = 2u
dt dt
dy
where u(t) = e−t and the initial conditions are y(0) = 0 and (0) = 0.
dt
Step 1: Obtain the Laplace transform term by term,
 
2 dy 2
⇒ s Y − sy(0) − (0) + (sY − y(0)) + (6Y ) =
dt s+1

Since both initial conditions are zero,

2
s2 Y + (sY ) + (6Y ) =


⇒
s+1
Step 2: Solve for Y (i.e. get Y = whatever).
2
s2 + 5s + 6 Y =


⇒
s+1
2
⇒ Y =
(s + 1)(s2 + 5s + 6)
One needs to know the roots of the denominator, the “poles”.
2
⇒ Y =
(s + 1)(s + 2)(s + 3)

Step 3: Obtain the partial fraction expansion (P.F.E.).

1 2 1
⇒ Y = − +
s+1 s+2 s+3
Step 4: Take the inverse Laplace transform,

y(t) = e−t − 2e−2t + e+3t

Note: The above notes are not comprehensive. I have still to type up (1) some
engineering applications, and (2) the delta dirac function.