Introduction to Laplace

Transform
Dr. Tzu-Hao Huang
Complex number, variable,
function
Complex number
 Euler's theorem
The power series expansions of cos𝜃 and sin𝜃 are

Thus

Since

It follows that Euler's theorem

Function 𝑒 𝑗𝜃
Im

Magnitude = 1 and rotation angle 𝜃

𝜽
Re
The Complex Plane
Complex
Algebra
Multiplication
𝜋 𝜋
𝑧 = cos30° + 𝑗sin30° = cos + 𝑗sin
6 6
30° 𝑗
𝜋
𝑧 = cos30° + 𝑗sin30° = 𝑧 𝑒 6

𝜋 𝜋 𝜋 𝜋 𝜋 𝜋
Rotate 90° sin 6 = -co𝑠( 6 + 2 ) cos =sin( + )
6 6 2

30°
𝑗𝑧 = 𝑗cos30° + 𝑗 ∗ 𝑗 ∗ sin30°
= −sin30° + 𝑗 cos30°
120° = cos(120°) + 𝑗 𝑠𝑖𝑛(120°)
𝜋 𝜋 𝜋
𝑗6 𝑗2 𝑗6
𝑗𝑧 = 𝑗 ∗ 𝑧 𝑒 = 𝑗𝑒 ∗ 𝑧𝑒
𝜋 𝜋 𝜋 𝜋
𝑗2 𝑗6 𝑗( 2 + 6 )
= 𝑧 ∗𝑒 ∗𝑒 = 𝑧 ∗𝑒
Complex Algebra
 𝜋 𝜋
Division 𝑧 = cos30° + 𝑗sin30° = cos
6
+ 𝑗sin
6
30° 𝜋
𝑗6
𝑧 = cos30° + 𝑗sin30° = 𝑧 𝑒

Rotate −90°

𝑧 cos30° + 𝑗sin30° 𝑗cos30° + 𝑗 ∗ 𝑗 ∗ sin30°

= =
𝑗 𝑗 𝑗∗𝑗
= sin30° − 𝑗 cos30°=cos60° − 𝑗 sin60°
30°
= cos −60° + 𝑗 sin(−60°)
𝜋 𝜋 𝜋
𝑗6 𝑗6 𝑗6
−60° 𝑧 = 𝑧 𝑒 =
𝑧𝑒
𝜋 =
𝑧𝑒
𝜋
𝑗 𝑗 𝑗 𝑒𝑗2 𝑒 𝑗2
𝜋 𝜋 𝜋 𝜋
𝑗 −𝑗 𝑗 2−6
= 𝑧 ∗𝑒 2 ∗ 𝑒 6= 𝑧 ∗ 𝑒
𝜋
𝑗 −3
= 𝑧 ∗ 𝑒
Complex
Variable
Example
In-Class Exercise
Laplace Transform
Laplace Transform
Definition of Laplace Transform
Laplace Transform

Inverse Laplace Transform

Existence of Laplace transform
• The Laplace transform of a function f(t) exists if the Laplace integral
converges.

A function f(t) is said to be of exponential order if a real, positive constant σ

exists such that the function approaches zero as t approaches infinity.

If the limit of the function approaches zero for σ greater than σc

and the limit approaches infinity for σ less than σc the value σc is called the
abscissa convergence.
Abscissa of convergence
• Abscissa of convergence

σc =0

σc = -c

Don’t have Laplace transform

Integral in limited time
Have Laplace transform
Properties of Laplace Transform
Laplace Transform Paris
 Exponential Function

1 𝑐𝑡
Remind: න 𝑒 𝑐𝑡 𝑑𝑡 = 𝑒
𝑐
∞ ∞
𝑨 𝑨 𝑨 𝑨
𝑨න 𝒆− 𝜶+𝒔 𝒕 𝒅𝒕 = 𝒆− 𝜶+𝒔 𝒕 ቤ = 𝒆− 𝜶+𝒔 ∞ − 𝒆− 𝜶+𝒔 𝟎 =𝟎+
𝟎 −(𝜶 + 𝒔) 𝟎
−(𝜶 + 𝒔) − 𝜶+𝒔 𝜶+𝒔
 Step Function

∞ ∞
−𝒔𝒕
𝑨 −𝒔𝒕 𝑨 −𝒔∞ 𝑨 −𝒔𝟎 𝑨
𝑨 න 𝒆 𝒅𝒕 = 𝒆 ቤ = 𝒆 − 𝒆 =𝟎+
𝟎 −𝒔 𝟎
−𝒔 −𝒔 𝒔
Unit Step Function

∞ ∞
−𝒔𝒕
𝟏 −𝒔𝒕 𝟏 −𝒔∞ 𝟏 −𝒔𝟎 𝟏
න 𝒆 𝒅𝒕 = 𝒆 ቤ = 𝒆 − 𝒆 =𝟎+
𝟎 −𝟏 𝟎
−𝒔 −𝒔 𝒔
 Ramp Function

Apply Integration by parts

𝒆−𝒔𝒕
𝒖 = 𝒕; 𝒅𝒖 = 𝒅𝒕; 𝒅𝒗 = 𝒆−𝒔𝒕 𝒅𝒕; 𝒗 = න 𝒆−𝒔𝒕 𝒅𝒕 =
−𝒔

𝑒 −𝑠∞
𝑡 = ∞, ∞ −𝑠 =0
𝑒 −𝑠0
𝑡 = 0, 0 −𝑠 =0
Sinusoidal Function

∞
𝑨
Remind 𝑨 න 𝒆− 𝜶+𝒔 𝒕 𝒅𝒕
=
𝟎 𝜶+𝒔
∞
𝑨 𝑨 𝟏
So න 𝒆− −𝒋𝒘+𝒔 𝒕 𝒅𝒕 =
𝟐𝒋 𝟎 𝟐𝒋 −𝒋𝒘 + 𝒔
𝑨 ∞ − 𝒋𝒘+𝒔 𝒕 𝒅𝒕
𝑨 𝟏
− න 𝒆 =−
𝟐𝒋 𝟎 𝟐𝒋 𝒋𝒘 + 𝒔
 Translated Function
Translated function

=0
Pulse Function
Remind Step function
𝟏
𝓛𝒍 𝒕 =
𝒔

Remind Translated function

𝓛 𝒇 𝒕 − 𝜶 = 𝒆−𝜶𝒔 𝓛[𝒇(𝒕)]
Impulse Function
Superposition

ℒ 3𝑡 5 − 𝑡 8 + 4 − 5𝑒 2𝑡 + 6 cos 3𝑡
=3ℒ 𝑡 5 ] − ℒ[𝑡 8 ] + 4ℒ[1] − 5ℒ[𝑒 2𝑡 ] + 6ℒ[cos 3𝑡
Through table
5 5! 8 8! 1 4
3ℒ 𝑡 =3 ; −ℒ 𝑡 = − 8+1 ; 4ℒ 1 = 4 = ;
𝑠 5+1 𝑠 𝑠 𝑠
1 −5
−5ℒ 𝑒 2𝑡 = −5 =
𝑠−2 𝑠−2 ℒ
𝑠 𝑠
6ℒ cos 3𝑡 = 6 2 = 2
𝑠 +9 (𝑠 + 9)
 Shifting property
∞ −𝛼𝑡
• Give ℒ 𝑒 −𝛼𝑡 𝑓 𝑡 = ‫׬‬0 𝑒 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠 + 𝛼)
Or ℒ 𝑒 𝛼𝑡 𝑓 𝑡 = 𝐹(𝑠 − 𝛼)

Example ℒ 𝑒 2𝑡 cos(3𝑡)
𝑠 ℒ
𝐹(𝑠)=ℒ cos(3𝑡) = 2
𝑠 +9
2𝑡
𝑠−2
ℒ 𝑒 cos(3𝑡) = F s − 2 =
(𝑠 − 2)2 +9
Differentiation Theorem
ℒ 𝑓′ 𝑡 = 𝑠ℒ 𝑓 𝑡 − 𝑓 0 = 𝑠𝐹 𝑠 − 𝑓 0

𝑢 𝑑𝑣 𝑢 𝑣 𝑑𝑢 𝑣
For high order derivatives
ℒ 𝑓′′ 𝑡 = 𝑠ℒ 𝑓′ 𝑡 − 𝑓′ 0
= 𝑠[𝑠ℒ 𝑓 𝑡 − 𝑓(0)] − 𝑓′ 0
= 𝑠 2 F(𝑠) − 𝑠𝑓(0) − 𝑓′ 0
ℒ 𝑓 𝑛 𝑡 = 𝑠 𝑛 ℒ 𝑓 𝑡 − 𝑠 𝑛−1 𝑓 0 − 𝑠 𝑛−2 𝑓 ′ 0 − ⋯ . . −𝑓 𝑛−1
Example ℒ 𝑓′ 𝑡 = 𝑠ℒ 𝑓 𝑡 − 𝑓 0 = 𝑠𝐹 𝑠 − 𝑓 0

• Find ℒ[𝑠𝑖𝑛2 𝑎𝑡 ]
𝑓 𝑡 = 𝑠𝑖𝑛2 𝑎𝑡
𝑓 ′ 𝑡 = 2𝑠𝑖𝑛 𝑎𝑡 cos 𝑎𝑡 ∗ 𝑎 = 2𝑎 ∗ 𝑠𝑖𝑛 𝑎𝑡 cos 𝑎𝑡 = 2𝑎 ∗ 𝑠𝑖𝑛 2𝑎𝑡

2𝑎 4𝑎2
ℒ 𝑓′ 𝑡 = ℒ 2𝑎 ∗ 𝑠𝑖𝑛 2𝑎𝑡 = 2𝑎 2 2
= 2
𝑠 + (2𝑎) 𝑠 + (2𝑎)2
4𝑎2 2
2 2
= sℒ 𝑓 𝑡 − 𝑓 0 ; 𝑓 0 = 𝑠𝑖𝑛 0 =0
𝑠 + (2𝑎)
4𝑎2
ℒ𝑓 𝑡 =
𝑠[𝑠 2 + 2𝑎 2 ]
Integration Theorem

−1 𝑡 ℒ 𝑓(𝑡)𝑑𝑡 𝐹(𝑠)
As 𝑓 0 =0→ℒ ‫׬‬0 𝑓 𝑡 𝑑𝑡 = =
𝑠 𝑠
𝑢 𝑑𝑣

𝑢 𝑣 𝑑𝑢 𝑣
Final Value Theorem
Initial Value Theorem
 Zero

Pole

1. Real pole

2. Complex-conjugate pole

3.
1.
Real Poles
Example Find a1 and a2
Example
2.Partial-fraction Expansion with complex-conjugate poles

Example
 3.

For the residues corresponding to the multiple pole 𝑝1 we have

3.
The Laplace transform method yields the complete solution (complementary solution
and particular solution) of linear, time-invariant differential equations.

Classical methods for finding the complete solution of a differential equation require the
evaluation of the integration constants from the initial conditions. In the case of the
Laplace transform method, however, this requirement is unnecessary because the initial
conditions are automatically included in the Laplace transform of the differential
equation.
Laplace transform of the given differential equation
Example