Transform Calculus

Module 1: Laplace Transform: Basic concepts

Dr.rer.nat. Narni Nageswara Rao

July 2012

Pierre Simon de Laplace (1749 - 1827) was a French math-

ematician and theoretical astronomer who was so celebrated in
his own time that he was sometimes called \the Isaac Newton of
France". His main scientic interests were celestial mechanics
and the theory of probability.

1 Introduction
The Laplace transform is an example of a class called \integral transforms",
and it takes a function F (t) of one variable t (which we shall refer to as time)
into a function f (s) of another variable s (the complex frequency). An-
other integral transform widely used by engineers is the \Fourier Transform",
which is dealt with in the coming modules. The attraction of the Laplace
transform is that it transforms dierential equations in the t (time) domain
into algebraic equations in the s (frequency) domain. Solving the dierential
equations in the t domain therefore reduces to solving algebraic equations in
the s domain.

1.1 Basic concepts

Piecewise or Sectional continuity: A function F (t) is called "sectionally

continuous" or "piecewise continuous" in an interval a  t  b, If the interval
can be subdivided into a nite number of intervals in each of which the
function is continuous and has nite right and left hand limits.

 nnrao maths@yahoo.co.in

1
 F (t)

 t t t 
1 2 3 t

Figure 1: Sectionally continuous function

An example of a function which is sectionally continuous is shown graph-

ically in the Figure 1. This function has discontinuities at t1 ; t2 and t3 . Note
that the right and left hand limits at t2 , for example, are represented by
lim
!0
F (t2 + ) = F (t2 + 0) = F (t2 +)

and
lim
!0
F (t2 ) = F (t2 0) = F (t2 )
respectively, where  is positive.
Example 1: Consider the function F that has the values
8
< x 0 < x < 1,
F (x) = 1 1  x < 2,
:
1 2<x<3
and F (3) = 0. Although F is discontinuous at the points x = 1 and x = 2
in the interval 0 < x < 3, it is nevertheless piecewise continuous on that
interval. This is because the one-sided limits from the interior exist at the
end points of each of the three open subintervals on which F is continuous.
Note, for instance, that the right-hand limit at x = 0 is F (0+) = 0 and that
the left-hand limit at x = 1 is F (1 ) = 1.

2
 Example 2: The function F (x) = 1=x is continuous on the interval
0 < x < 1, but it is not piecewise continuous there since F (0+) fails to exist.
Function of exponential order: A function F (t) is said to be of expo-
nential order a as t ! 1 if

t!1
lim e at
F (t) = nite quantity
i.e., if a given positive integer n0 , there exists a real number M > 0 such that
je at
F (t)j < M 8t  n0
or jF (t)j < M eat 8t  n0
Brie y we say that F (t) is of exponential order. Sometimes we write F (t) =
O(eat ); t ! 1

Example 1 Show that the function f (t) = t2 is of exponential order

Solution:

t2
lim t2 e
t!1
at
= tlim
!1 eat
2
= tlim
!1
=0 for a > 0
a eat
2

Which shows that t2 is of exponential order. In general tn is of exponential

order.
Example 2 Show that the function f (t) = et3 is not of exponential order
Solution: We have
lim et e
t!1
3 at
= tlim
!1
et(t
2 a)
!1
forn any nite value of a. Thus et3 is not of exponential order. In general
et (n > 1) is not of exponential order.

1.2 The transform concept

R
An improper integral of the form 11 K (s; t)F (t)dt is called integral trans-
form of F (t) if it is convergent.
Z 1
f (s) = T fF (t)g = K (s; t)F (t)dt (1)
1
3
The function K (s; t) appearing in the integrand is called kernel of the trans-
form. Here s is a parameter and it is independent of t, s may be real or
complex number.
If we take 
e st t0
K (s; t) =
0 t<0
Then (1) becomes
Z 1
f (s) = T fF (t)g = F (t)e st
dt
0

This transform is known as Laplace transform.

Henkel transform of F (t) is
Z 1
f (s) = F (t)
t
Jn (st)dt
0

Mellin transform of F (t) is

Z 1
f (s) = F (t)
ts 1 dt
0

Fourier transform of F (t) is

Z 1
f (s) = F (t)
e ist
dt
1

2 Laplace transform
Suppose F (t) is a real valued function over the interval ( 1; 1) such that
F (t) = 0 8t < 0
The Laplace transform of F (t), denoted by LfF (t)g, is dened as
Z 1
LfF (t)g = e st
F (t)dt or
0
Z 1
f (s) = LfF (t)g = e st
F (t)dt (2)
0

Here L is called Laplace transformation operator. The parameter s is a real

or complex number. In general, the parameter s is taken to be a real positive

4
number
The Laplace transform is said to be exist if the integral (2) is convergent
for some value of s.
The operation of multiplying F (t) by e st and integrating form 0 to 1 is
called Laplace transformation.
Notation:

1. Functions are denoted by capital letter F (t); G(t); H (t);

2. and their Laplace transforms are denoted by corresponding lower case
letters f (s); g(s); h(s);



Theorem 2.1. Suppose F (t) is piece-wise continuous in every nite interval
and is of exponential order a as t ! 1. Then f (s) exists 8s > a i.e., Laplace
transform exists.
Proof. We have for any positive number N ,
Z 1 Z N Z 1
e st
F (t)dt = e st
F (t)dt + e st
F (t)dt
0 0 N

Since F (t) is sectionally continuous in every nite interval 0  t  N , the

rst integral on the right exists. Also the second integral on the right exists,
since F (t) is of exponential order for t > N . To see this we have only to
observe that in such case
Z 1  Z 1
 

 e st
F (t)dt  je st
F (t)jdt
N N
Z 1
 e st
jF (t)jdt
0
Z 1 M
 e st
M e t dt =
s
0

Thus Laplace transform exists for s > .

2.1 Laplace transforms of elementary functions:

R1 1 
1. Lf1g = 0
e st
1dt = e st 
s 0 = 0 + 1s = 1
s if s > 0

5
2.
n!
Lftng =
sn+1
when n = 0; 1; 2; 3;


or
;
(n + 1)
Lftng =
sn+1
Z 1
Lftng = e st n
t dt
0
put st = z; sdt = dz at t = 0; z = 0 and t = 1; z = 1
Z 1  z n dz
= e z
0 s s
Z 1
1
= e z z n dz
sn+1 0
(n + 1) n!
= = ; if n > 1; s > 0
sn+1
r
sn+1
1

In particular Lft g
1
2 = 2
1 =
s

3
2
ps
Lft g
1
2 = 2
3 = 3
s 2 2s 2
3.
Z 1
Lfe gat
= e st

eatdt
Z0 1
= e(a s )t
dt
0
Z 1
= e (s a)t
dt
0
a)t 1
(s

e
= 
a s 0
1
= 0
a s
1
) Lfeat g =
s a

6
4.
Z 1
Lfsin(at)g = e st
sin(at)dt
0
Z
eax (a sin(bx) b cos(bx))
recall eax sin(bx) =
a2 + b2
 1
e st 
= ( s sin(at ) a cos( at )) 

s2 + a2 0
a
Lfsin(at)g = s2 + a2
5.
Z 1
Lfsinh(at)g = e st
sinh(at)dt
0
Z 1  
eat e at
= e st
dt
0 2
Z 1 e (s a)t e (s+a)t

= dt
2 0
 
1 1 1
=
2 s a s+a
a
= 2 2 for s > jaj
s a
6. If F (t) = [t] where [t] denotes the greatest integer  t Then LfF (t)g
can be obtained as
Z 1 Z 2 Z 3 Z 4
LfF (t)g = 0e dt + st
1e dt + st
2e dt + st
3e st dt +



0 1 2 3
 st 2
3 4
e  e st  e st 
= 0+
s 1
+2
s 2
+3
s 3
+



2s s 3s 2s 4s 3s
e e e e e e
= +2 2 +3 3 +



s s s s s s
e s  
= 1 e s + 2e s
2e 2s
+ 3e 2s
3e 3s
+



s
e s  
= 1+e s+e 2s
+e 3s
+



s
e s
=
s(1 e s )
1
=
s( es 1)