Advanced Engineering Mathematics

Laplace Transforms
 The Laplace Transform
Definition:
For a given continuous-time signal x(t), the
Laplace transform of X(s) is defined as
∞
X ( s ) = ∫ x ( t ) e dt
− st
−∞
The variable s is generally complex-valued and
is expressed as
s = σ + jω
 Region of Convergence
The range of values of the complex variables s
for which the Laplace transform converges is
called the region of convergence (ROC).

The ROC must be specified as part of the

transform in order for the Laplace transform to
be unique for each signal.
 Example 1
Consider the signal
x ( t ) = e − at u ( t ) a real
Then the Laplace transform of x(t) is
∞ ∞
X ( s ) = ∫ e u ( t ) e dt = ∫ e
− at − st − ( s + a )t
dt
−∞ 0
∞
1 − ( s + a )t 1
=− e = Re ( s ) > −a
s+a 0 s+a
 Example 2
Consider the signal
x ( t ) = −e − at u ( −t ) a real
Then the Laplace transform of x(t) is
∞
X ( s ) = ∫ −e u ( −t ) e dt = ∫ −e
− at − st
0 − ( s + a )t
dt
−∞ −∞
∞
1 − ( s + a )t 1
= e = Re ( s ) < − a
s+a 0 s+a
ROC for Example 1
ROC for Example 2
 Poles and Zeros of X(s)
X(s) is usually a rational fraction in s,
b0 s m + b1s m −1 + ... + bm b0 ( s − z1 ) L( s − zm )
X (s) = =
a0 s + a1s + ... + an a0 ( s − p1 ) L ( s − pn )
n n −1

The coefficients ak and bk are real constants, and

m and n are positive integers.
Zeros: X(z) = 0 “○”
Poles: X(p) = ∞ “×”
 Properties of the ROC
Property 1:
The ROC does not contain any poles.

Property 2:
If x(t) is a finite-duration signal, that is, x(t) = 0
except in a finite interval t1 ≤ t ≤ t2 (– ∞ < t1
and t2 < ∞), then the ROC is the entire s-plane
except possibly s = 0 or s = ∞.
 Properties of the ROC
Property 3:
If x(t) is a right-sided signal, that is, x(t) = 0 for t
< t1 < ∞, then the ROC is of the form Re(s) >
σmax, where σmax equals the maximum real part
of any of the poles of X(s). Thus the ROC is a
half-plane to the right of the vertical line Re(s)
= σmax in the s-plane and thus to the right of all
the poles of X(s).
 Properties of the ROC
Property 4:
If x(t) is a left-sided signal, that is, x(t) = 0 for t >
t2 > ∞, then the ROC is of the form Re(s) <
σmin, where σmin equals the minimum real part
of any of the poles of X(s). Thus the ROC is a
half-plane to the right of the vertical line Re(s)
= σmin in the s-plane and thus to the left of all
the poles of X(s).
 Properties of the ROC
Property 5:
If x(t) is a two-sided signal, that is, x(t) = is an
infinite-duration signal that is neither right-
sided nor left-sided, then the ROC is of the
form σ1 < Re(s) < σ2, where are the real parts
of the two poles of X(s). Thus the ROC is a
vertical strip in the s-plane between the
vertical lines Re(s) = σ1 and Re(s) = σ2.
Some Laplace Transform Pairs
x (t ) X (s) ROC
δ (t ) 1 All s
u (t ) 1
s Re ( s ) > 0
−u ( −t ) 1
s Re ( s ) < 0
tu ( t ) 1
s2
Re ( s ) > 0
t k u (t ) k!
s k +1
Re ( s ) > 0
e − at u ( t ) 1
s+a Re ( s ) > − Re ( a )
−e− at u ( −t ) 1
s+a Re ( s ) < − Re ( a )
Some
x (t )
Laplace Transform
X (s) ROC
Pairs
te − at u ( t ) 1
Re ( s ) > − Re ( a )
( s + a )2

−te − at u ( −t ) 1
Re ( s ) < − Re ( a )
( s + a )2

t k e − at u ( t ) k!
Re ( s ) > − Re ( a )
( s + a )k +1
cos ω0tu ( t ) s
s +ω02
2 Re ( s ) > 0

sin ω0tu ( t ) Re ( s ) > 0

ω0
s 2 +ω02

e − at cos ω0tu ( t ) s+a

Re ( s ) > − Re ( a )
( s + a )2 +ω02

e − at sin ω0tu ( t ) ω0
Re ( s ) > − Re ( a )
( s + a )2 +ω02

u ( t − t0 ) 1
s e − t0 s
x ( t − t0 ) u ( t − t0 ) X ( s ) e − t0 s
 Some Useful Trigonometric and
Hyperbolic Identities
sin x sin y = cos ( x − y ) − cos ( x + y ) 
1
2 sin x = e jx − e − jx
2j

cos x cos y = cos ( x − y ) + cos ( x + y ) 

1
2 cos x = e jx + e − jx
2

sin x cos y = sin ( x − y ) + sin ( x + y ) 

1
2 sinh x = e x − e− x
2

sin x =
2 1
2 [1 − cos 2 x ] cosh x = e x + e− x
2

cos 2 x = 12 [1 + cos 2 x ]
 Example
Given: x ( t ) = e − t sin t cos 2tu ( t )
Solution: x ( t ) = 2 e sin ( t − 2t ) + sin ( t + 2t )  u ( t )
1 −t

x ( t ) = 12 e − t [ − sin t + sin 3t ] u ( t )
X ( s ) = − 12 1
+ 12 3
( s +1)2 +12 ( s +1)2 + 32
X ( s ) = − 12 1
s2 + 2 s + 2
+ 12 3
s 2 + 2 s +10
 Example
Given: x (t ) = e −2 t
cos 2tu ( t )
2

Solution: x (t ) = e
1
2
−2 t
[1 + cos 4t ] u ( t )
X (s) = 1 1
2 s+2 + 12 s
( s + 2 )2 + 42
X (s) = 1 1
2 s+2 + 12 s
s 2 + 4 s + 20
 Example
Given: x ( t ) = te −5 t
sinh 2tu ( t )
Solution: x ( t ) = te
1
2
−5 t
 e − e  u ( t )
2t −2 t

x ( t ) = te − te  u ( t )
1
2
−3t −7 t

X ( s ) = 12 s +13 2 − 12 s +17 2
( ) ( )
 Properties of the Laplace Transform
Linearity:
If x1 ( t ) ↔ X 1 ( s ) ROC = R1
x2 ( t ) ↔ X 2 ( s ) ROC = R2

Then
a1 x1 ( t ) + a2 x2 ( t ) ↔ a1 X 1 ( s ) + a2 X 2 ( s ) R ' ⊃ R1 ∩ R2
ROC of a1X1(s) + a2X2(s)
 Properties of the Laplace Transform

Time Shifting:
If x ( t ) ↔ X ( s ) ROC = R

Then
x ( t − t0 ) ↔ e − st0 X ( s ) R ' = R
 Example
Given: 5 t <1

x ( t ) =  −2 1 ≤ t < 4
3 t≥4

 5 − 5 t < 1 −2 + 2 t < 4
Solution: x ( t ) = 5u ( t ) +  +
−2 − 5 t > 1  3 + 2 t > 4
 0 t < 1 0 t < 4
x ( t ) = 5u ( t ) +  +
−7 t > 1 5 t > 4
x ( t ) = 5u ( t ) − 7u ( t − 1) + 5u ( t − 4 )
0 t < t0 1
since u ( t − t0 ) =  ⇔ U ( s ) = e − t0 s
1 t > t 0 s
X ( s ) = 5s − 7s e − s + 5s e−4 s
 Example
sin t t <π
Given: 
x ( t ) =  0 π ≤ t < 2π
 1 t ≥ 2π

sin t − sin t t < π 0 t < 2π
Solution: x ( t ) = sin tu ( t ) +  +
 0 − sin t t > π 1 t > 2π
 0 t < π 0 t < 2π
x ( t ) = sin tu ( t ) +  +
− sin t t > π 1 t > 2π
x ( t ) = sin tu ( t ) − sin tu ( t − π ) + u ( t − 2π )
x ( t ) = sin tu ( t ) − sin ( t − π ) + π  u ( t − π ) + u ( t − 2π )
x ( t ) = sin tu ( t ) + sin ( t − π ) u ( t − π ) + u ( t − 2π )
X (s) = 1
s +1
2 + s 21+1 e −π s + 1s e −2π s
 Properties of the Laplace Transform

Shifting in the s-Domain:

If
() ( )
x t ↔ X s ROC = R

Then
e s0t x ( t ) ↔ X ( s − s0 ) R ' = R + Re ( s0 )
 Example
Given: x (t ) = t e u (t )
2 −3t

Solution: 1 ( ) = ⇔ X1 ( s ) =
2 2
x t t s3

then,
2 2
X (s) = 3 =
( s + 3)
3
s s → s +3
 Shifting in the s-Domain

(a) ROC of X(s); (b) ROC of X(s – s0)

 Properties of the Laplace Transform

Time Scaling:
If x ( t ) ↔ X ( s ) ROC = R

Then
x ( at ) ↔ 1
a
X ( as ) R ' = aR
 Time Scaling

(a) ROC of X(s); (b) ROC of X(s/a)

 Properties of the Laplace Transform

Time Reversal:
If x ( t ) ↔ X ( s ) ROC = R

Then
x ( −t ) ↔ X ( − s ) R ' = − R
 Properties of the Laplace Transform

Differentiation in the s-Domain:

If
() ( )
x t ↔ X s ROC = R

Then
d n
X (s)
t x ( t ) ↔ ( −1) R' = R
n n

ds n
 Example
Given: x (t ) = t e u (t )
2 −3t

Solution: x1 ( t ) = e −3t ⇔ X 1 ( s ) = 1
s +3

then,
 1 
2
d 2
X ( s ) = ( −1)  s + 3  =
2

( s + 3)
2 3
ds
 Properties of the Laplace Transform

Integration in the s-Domain:

If
() ( )
x t ↔ X s ROC = R

Then
∞
1
t x ( t ) ↔ ∫ X ( s ) ds R' = R
s
 Example
sin tu ( t )
Given: x (t ) =
t
Solution: x1 ( t ) = sin t ⇔ X 1 ( s ) = 1
s +12

then,
∞ ∞
X (s) = ∫ du −1
= tan u
s u +1
2
s

X ( s ) = tan −1 ∞ − tan −1 s
X ( s ) = π2 − tan −1 s
X ( s ) = cot s −1
Inverse Laplace Transform Pairs
X (s) x (t )
1 δ (t )
1
s u ( t ) or − u ( −t )
1
s2
tu ( t )
1
sk
1
t u (t )
( k −1)!
k −1

1
s+a e − at u ( t ) or − e − at u ( −t )
1
te − at u ( t ) or − te − at u ( −t )
( s + a )2
1 1
t e u (t )
( k −1)!
k −1 − at
( s + a )k
Inverse Laplace Transform Pairs
X (s) x (t )
s
s +ω02
2 cos ω0tu ( t )
1
s +ω02
2
1
ω0 sin ω0tu ( t )
s+a
e − at cos ω0tu ( t )
( s + a )2 +ω02
1 1
ω0 e − at
sin ω0tu ( t )
( s + a ) +ω02
2

1
s e − t0 s u ( t − t0 )
X ( s ) e − t0 s x ( t − t0 ) u ( t − t0 )
 Inverse Laplace Transform
Partial Fraction Expansion
P (s) ( s − z1 )( s − z2 ) L( s − zm )
X (s) = =k
Q (s) ( s − p1 )( s − p2 )L( s − pn )
If m < n,
1. Real and Distinct Poles
2. Real and Repeated Poles
3. Complex-Conjugate Poles
 Real and Distinct Poles
Poles are p1 ≠ p2 ≠ ... ≠ pn, then
r1 r2 rn
X (s) = + +L+
s − p1 s − p2 s − pn

Methods:
1. Classic Partial Fraction Expansion
Example 2 s − 25
2
X (s) = 3
s − 7s − 6
 Real and Distinct Poles
The poles are p1 = −1, p2 = −2, p3 = 3,
r1 r r
X (s) = + 2 + 3
s +1 s + 2 s − 3
2 s 2 − 25 = r1 ( s 2 − s − 6 ) + r2 ( s 2 − 2 s − 3) + r1 ( s 2 + 3s + 2 )
s2 : 2 = r1 + r2 + r3
s: 0 = − r1 − 2r2 + 3r3
k : − 25 = −6r1 − 3r2 + 2r3
r1 = 23
4 , r2 = − 175 , r3 = − 207
23 17 7
X (s) = 4
− 5
− 20

s +1 s + 2 s − 3
x ( t ) =  234 e − t − 175 e −2t − 207 e3t  u ( t )
 Real and Distinct Poles
2. L’Hospital’s Method
P (s)
ri =
Q ' ( s ) s= p
i
Example
2 s − 25
2
X (s) = 3
s − 7s − 6
 Real and Distinct Poles
The poles are p1 = −1, p2 = −2, p3 = 3,
r1 r2 r3
X (s) = + +
s +1 s + 2 s − 3
2 s 2 − 25 23
r1 = 2 =
3s − 7 s =−1 4
2 s 2 − 25 17
r2 = =−
3s − 7 s =−2
2
5
2 s 2 − 25 7
r3 = 2 =−
3s − 7 s =3 20
23 17 7
X (s) = 4
− 5
− 20

s +1 s + 2 s − 3
x ( t ) =  234 e− t − 175 e −2t − 207 e3t  u ( t )
 Real and Distinct Poles
3. Residue Method

ri = ( s − pi ) X ( s ) s = p
i

Example
2 s − 25
2
X (s) = 3
s − 7s − 6
 Real and Distinct Poles
The poles are p1 = −1, p2 = −2, p3 = 3,
r1 r r
X (s) = + 2 + 3
s +1 s + 2 s − 3
2 s 2 − 25 23
r1 = =
( s + 2 )( s − 3) s =−1 4
2s 2 − 25 17
r2 = =−
( s + 1)( s − 3) s =−2 5

2 s 2 − 25 7
r3 = =−
( s + 1)( s + 2 ) s =3 20
23 17 7
X (s) = 4
− 5
− 20

s +1 s + 2 s − 3
x ( t ) =  234 e− t − 175 e −2t − 207 e3t  u ( t )
 Real and Repeated Poles
Poles are p1 = p2 = ... = pn, then
r11 r12 r1n
X (s) = + +L+
( s − p1 ) ( s − p2 )
n −1
n
s − pn

Methods:
1. Classic Partial Fraction Expansion
Example s −8
2
X (s) = 3
s + 7 s + 15s + 9
2
 Real and Repeated Poles
The poles are p1 = −1, p2 = −3, p3 = −3,
r1 r21 r22
X (s) = + +
s + 1 ( s + 3)2 s + 3
s 2 − 8 = r1 ( s 2 + 6 s + 9 ) + r21 ( s + 1) + r22 ( s 2 + 4 s + 3)
s2 : 1 = r1 + r22
s: 0 = 6r1 + r21 + 4r22
k: − 8 = 9r1 + r21 + 3r22
r1 = − 74 , r2 = − 12 , r3 = 114
7 1 11
X (s) = − 4
− 2
+ 4
s +1 ( s + 3) s+3
2

x ( t ) =  − 74 e− t − 12 te −3t + 114 e −3t  u ( t )

 Real and Repeated Poles
3. Residue Method

rik = d k −1
( s − pi ) X (s)
1 n
( k −1)! ds k −1 s = pi
Example

s −8 2
X (s) = 3
s + 7 s + 15s + 9
2
 Real and Repeated Poles
The poles are p1 = −1, p2 = −3, p3 = −3,
r1 r21 r22
X (s) = + +
s + 1 ( s + 3)2 s + 3

s2 − 8 7
r1 = =−
( s + 3)
2
4
s =−1

s2 − 8 1
r21 = =−
( s + 1) s =−3 2
1 d 2−1  s 2 − 8  11
r22 = 2 −1   =
( )
2 − 1 ! ds ( s + 1) s =−3
4
7 1 11
X (s) = − 4
− 2
+ 4
s +1 ( s + 3) s+3
2

x ( t ) =  − 74 e − t − 12 te −3t + 114 e −3t  u ( t )

 Complex-Conjugate Poles
Residue Method

Example
2
s
X (s) = 4
s + 4s 3 + 14s 2 + 4 s + 13
 Complex-Conjugate Poles
The poles are p1 = j , p1* = − j , p2 = −2 + 3 j , p2 * = −2 − 3 j
r1 r* r2 r2 *
X (s) = + 1 + +
s − j s + j s + 2−3j s + 2+3j
s2 1 3j 1 3j
r1 = = + , r1* = −
( s + j ) ( s + 4s + 13) 80 80
2
80 80
s2 1 41 j 1 41 j
r2 = 2 =− − , r2 * = − +
( s + 1) ( s + 2 + 3 j ) 80 240 80 240
− 403 + 40j 41
− 3j
X (s) = 2 + 40 40

s + 1 ( s + 2 ) + 32
2

x ( t ) =  − 403 sin t + 401 cos t + 120 e sin 3t − 401 e −2t cos 3t  u ( t )

41 −2 t
 Complex-Conjugate Poles
Residue Method
Hint:
A + jB
X (s) =
( + ) 0
+ ω
2 2
s a
c
x ( t ) = ωA0 e − at sin ω0t + ωB0 e − at cos ω0t
 Properties of the Laplace Transform

Differentiation in the Time Domain:

If
() ( )
x t ↔ X s ROC = R

Then
dx ( t )
↔ sX ( s ) R ' ⊃ R
dt
Differentiation in the Time Domain

Commonly used as an alternative method to
solve higher order linear differential equations
with initial value problems.
x (t ) = X ( s )
x ' ( t ) = sX ( s ) − f ( 0 )
x " ( t ) = s 2 X ( s ) − sf ( 0 ) − f ' ( 0 )
x "' ( t ) = s 3 X ( s ) − s 2 f ( 0 ) − sf ' ( 0 ) − f " ( 0 )
M
x(
n)
( t ) = s n X ( s ) − s n−1 f ( 0 )K − sf ( n−1) ( 0 ) − f ( n) ( 0 )
 Example
Given: x " ( t ) + 3 x ' ( t ) + 2 x ( t ) = 4e − t u ( t ) , x ( 0 ) = 1, x ' ( 0 ) = 0
Solution: s 2 X ( s ) − sx ( 0 ) − x ' ( 0 ) + 3  sX ( s ) − x ( 0 )  + 2 X ( s ) = 4
s +1

 s 2 + 3s + 2  X ( s ) − s − 3 = 4
s +1

X (s) = s2 + 4 s +7
= r1
s+2 + r21
+ sr22+1
s3 + 4 s 2 + 5 s + 2 ( s +1)2
X (s) = 3
s+2 + 4
− s 2+1
( s +1)2

x ( t ) = 3e −2t + e − t ( 4t − 2 )
 Properties of the Laplace Transform

Integration in the Time Domain:

If
()
x t ↔ X s ROC = R ( )

Then
x (τ ) dτ ↔ 1s X ( s ) R ' = R ∩  Re ( s ) > 0 
t
∫−∞
 Example
Given: X (s) = 2
s +3s 2
3

X1 ( s ) = 1
s +3 ⇔ x1 ( t ) = e −3t u ( t )
Solution: then,
x ( t ) = 2∫
t t
∫ e −3t dtdt
0 0

x (t ) = − 2
3 ∫(
0
t
e −3t
t

0 ) dt
x (t ) = − ∫ (e − 1) dt
t
2 −3t
3 0

x ( t ) = −  − e
t
−3t
2
3
1
3 − t 
0

x ( t ) = − 23  − 13 e −3t − t + 13 
x ( t ) = 92 e−3t + 23 t − 92
 Properties of the Laplace Transform
Convolution:
If x1 ( t ) ↔ X 1 ( s ) ROC = R1
x2 ( t ) ↔ X 2 ( s ) ROC = R2

Then
x1 ( t ) * x2 ( t ) ↔ X 1 ( s ) X 2 ( s ) R ' ⊃ R1 ∩ R2
 Properties of the Laplace Transform
Convolution Integral:
If x1 ( t ) ROC = R1
x2 ( t ) ROC = R2

Then
x1 ( t ) * x2 ( t ) = ∫ x1 (τ ) x2 ( t − τ ) dτ
t
R ' ⊃ R1 ∩ R2
0
 Example
Given: x1 ( t ) = e u ( t )
−t

x2 ( t ) = sin 2tu ( t )
Solution: X1 ( s ) = 1
s +1 , X2 (s) = 2
s2 + 4

X1 ( s ) X 2 ( s ) = 2
(
( s +1) s 2 + 4 )
X1 ( s ) X 2 ( s ) = 2 1
5 s +1 + 15 2s 2−+44j
x1 ( t ) * x2 ( t ) =  e + 15 sin 2t − 52 cos 2t  u ( t )
2
5
−t
 Example
x1 ( t ) = e − t u ( t )
Given: x2 ( t ) = sin 2tu ( t )
Solution: x1 ( t ) * x2 ( t ) = ∫ e−τ sin 2 ( t − τ ) dτ
t

x1 ( t ) * x2 ( t ) = sin 2t ∫ e cos 2τ dτ − cos 2t ∫ e −τ sin 2τ dτ

t t
−τ
0 0

x1 ( t ) * x2 ( t ) = sin 2t  e sin 2τ − e cos 2τ 

−τ −τ t
2 1
5 5 0
t
− cos 2t  − e sin 2τ − e cos 2τ 
1
5
−τ 2
5
−τ
0

x1 ( t ) * x2 ( t ) = sin 2t  52 e − t sin 2t − 15 e− t cos 2t + 15 

− cos 2t  − 15 e− t sin 2t − 52 e − t cos 2t + 52 
x1 ( t ) * x2 ( t ) =  52 e − t + 15 sin 2t − 52 cos 2t  u ( t )
Properties of the Laplace Transform