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Laplace Transforms
Joseph M. Mahaffy,
hmahaffy@math.sdsu.edui
Spring 2020
Outline
1 Introduction
Background
2 Laplace Transforms
Short Table of Laplace Transforms
Properties of Laplace Transform
Laplace Transform of Derivatives
Integral Transforms
which takes a given function f (t) and outputs another function F (s)
The function K(t, s) is the integral kernel of the transform, and the
function F (s) is the transform of f (t)
Integral Transforms
Integral Transforms
Laplace Transforms
Laplace Transforms
Time Domain
Linear Time
Differential Domain
Equation Solution
Laplace Transform
Inverse Laplace
Transform
Laplace Domain or
Complex Frequency Domain
Improper Integral
Improper Integral: This should be a review
The improper integral is defined on an unbounded interval and
is defined Z ∞ Z A
f (t)dt = lim f (t)dt,
α A→∞ α
where A is a positive real number
If the limit as A → ∞ exists, then the improper integral is said to
converge to the limiting value
Otherwise, the improper integral is said to diverge
Example: Let f (t) = ect with c nonzero constant. Then
∞ A A
ect
Z Z
1 cA
ect dt = lim ect dt = lim
= lim e −1
0 A→∞ 0 A→∞ c 0 A→∞ c
Laplace Transform
The domain of F (s) is the set of all values of s for which this integral
converges. The Laplace transform of f is denoted by both F and
L.
s > 0.
Example 5: Let f (t) = 2 + 5e−2t − 3 sin(4t), t ≥ 0. By linearity, the
Laplace transform satisfies:
α t1 t2 β
t
Lecture Notes – Laplace Transforms: Part A
Joseph M. Mahaffy, hmahaffy@math.sdsu.edui — (12/26)
Short Table of Laplace Transforms
Introduction
Properties of Laplace Transform
Laplace Transforms
Laplace Transform of Derivatives
|f (t)| ≤ Keat ,
when t ≥ M .
Examples:
f (t) = cos(αt) satisfies being of exponential order with M = 0, K = 1,
and a = 0
f (t) = t2 satisfies being of exponential order with a = 1, K = 1, and
M = 1. By L’Hôpital’s Rule (twice)
t2 2
lim = lim t = 0.
t→∞ et t→∞ e
2
f (t) = et is NOT of exponential order
Lecture Notes – Laplace Transforms: Part A
Joseph M. Mahaffy, hmahaffy@math.sdsu.edui — (14/26)
Short Table of Laplace Transforms
Introduction
Properties of Laplace Transform
Laplace Transforms
Laplace Transform of Derivatives
|f (t)| ≤ Keat ,
when t ≥ M .
Then the Laplace transform given by
Z ∞
L[f (t)] = F (s) = e−st f (t)dt,
0
Proof:
This result immediately follows from the definition:
Z ∞ Z ∞
L[ect f (t)] = e−st ect f (t)dt = e−(s−c)t f (t)dt = F (s − c),
0 0
Example
L[f (n) (t)] = sn L[f (t)] − sn−1 f (0) − ... − sf (n−2) (0) − f (n−1) (0).
Coefficient of s0 gives 0 = 5A + C, so C = − 54
Lecture Notes – Laplace Transforms: Part A
Joseph M. Mahaffy, hmahaffy@math.sdsu.edui — (24/26)
Short Table of Laplace Transforms
Introduction
Properties of Laplace Transform
Laplace Transforms
Laplace Transform of Derivatives
1 −t 3 −t
y(t) = e + e cos(2t) − e−t sin(2t),
4 4
solving the initial value problem
Lecture Notes – Laplace Transforms: Part A
Joseph M. Mahaffy, hmahaffy@math.sdsu.edui — (25/26)
Short Table of Laplace Transforms
Introduction
Properties of Laplace Transform
Laplace Transforms
Laplace Transform of Derivatives
Proof:
dn
Z ∞ ∞
∂ n −st
Z
F (n) (s) = e−st f (t)dt = (e )f (t)dt
dsn 0 0 ∂sn
Z ∞ Z ∞
= (−t)n e−st f (t)dt = (−1)n tn e−st f (t)dt
0 0
= (−1)n L[tn f (t)]