Laplace Transform

Why use Laplace Transforms?

 Find solution to differential equation using algebra

 Relationship to Fourier Transform allows easy way to

characterize systems

 No need for convolution of input and differential equation

solution

 Useful with multiple processes in system

 How to use Laplace

 Find differential equations that describe system

 Obtain Laplace transform

 Perform algebra to solve for output or variable of interest

 Apply inverse transform to find solution

 What are Laplace transforms?

F ( s )  L{ f (t )}   f (t )e  st dt
0
  j
1
f (t )  L1{F ( s )}  
st
F ( s ) e ds
2j   j

 ‘t’ is real, ‘s’ is complex!

 Inverse requires complex analysis to solve
 Note “transform”: f(t)  F(s), where t is integrated
and s is variable
 Conversely F(s)  f(t), t is variable and s is
integrated
 Assumes f(t) = 0 for all t < 0
 Evaluating F(s) = L{f(t)}

 Hard Way – do the integral

let f (t )  1

1 1
F ( s )   e dt   (0  1) 
 st

0
s s
let f (t )  e  at
 
1
F ( s )   e  at e  st dt   e ( s  a )t dt 
0 0
sa
let f (t )  sin t

F ( s )   e  st sin(t )dt Integrate by parts
0
 Evaluating F(s)=L{f(t)}- Hard Way

 udv  uv   vdu
remember
 st  st
let u  e , du   se dt
dv  sin(t )dt , v   cos(t ) Substituting, we get:
 

  e  st sin(t )dt  [e  st cos(t ) ]  s  e  st cos(t )dt  

 se  sin(t )dt 
 st  st
0
0
0 sin(t )dt  1  s 2
e
 0 0
 e (1)  s  e
 st  st
cos(t )dt 

 st  st
0 (1  s 2 )  e  st sin(t )dt 1
let u  e , du   se dt 0

dv  cos(t )dt , v  sin(t ) 

1
 sin(t )dt 

 st
e
  e  st cos(t )dt 0
1 s2
0


 
It only gets worse…
 [ e  st
sin(t ) ]  s  e  st
sin(t )dt  e (0)  s  e
 st  st
sin(t )dt
0
0 0
 Evaluating F(s) = L{f(t)}

 This is the easy way ...

 Recognize a few different transforms

 See table 2.3 on page 42 in textbook

 Or see handout ....

 Learn a few different properties

 Do a little math
Table of selected Laplace Transforms
1
f (t )  u (t )  F ( s ) 
s
 at 1
f (t )  e u (t )  F ( s ) 
sa
s
f (t )  cos(t )u (t )  F ( s )  2
s 1
1
f (t )  sin(t )u (t )  F ( s )  2
s 1
 More transforms
n!
f (t )  t u (t )  F ( s )  n 1
n

s
0! 1
n  0, f (t )  u (t )  F ( s )  1 
s s
1!
n  1, f (t )  tu (t )  F ( s )  2
s
5! 120
n  5, f (t )  t u (t )  F ( s )  6  6
5

s s

f (t )   (t )  F ( s )  1
 Note on step functions in Laplace
 Unit step function definition:

u (t )  1, t  0
u (t )  0, t  0

 Used in conjunction with f(t)  f(t)u(t) because of Laplace integral

limits:

L{ f (t )}   f (t )e  st dt
0
Properties of Laplace Transforms

 Linearity

 Scaling in time

 Time shift

 “frequency” or s-plane shift

 Multiplication by tn

 Integration

 Differentiation
 Properties: Linearity

L{c1 f1 (t )  c2 f 2 (t )}  c1 F1 ( s )  c2 F2 ( s )

Example : L{sinh(t )}  Proof : L{c1 f1 (t )  c2 f 2 (t )} 


1 t 1 t
y{ e  e } 
0
 st
[ c1 f1 (t )  c 2 f 2 (t )]e dt 
2 2
1 1  
L{et }  L{e t } 
2 2 c1  f1 (t )e dt  c2  f 2 (t )e  st dt 
 st

0 0
1 1 1
(  ) c1 F1 ( s )  c2 F2 ( s )
2 s 1 s 1
1 ( s  1)  ( s  1) 1
( ) 
2 s2 1 s2 1
 Properties: Scaling in Time
1 s
L{ f (at )}  F ( )
a a

Example : L{sin(t )} Proof : L{ f (at )} 


1 1
(  1)   f (at )e  st dt 
 (s ) 2
 0

1 2 let u  at , t  u , dt  1 du
( 2 ) a a
 s  2


 a s
1 ( )u

s2   2 a0 f (u )e a du 

1 s
F( )
a a
 Properties: Time Shift
 st0
L{ f (t  t0 )u (t  t0 )}  e F (s)

 a ( t 10 )
Example : L{e u (t  10)} Proof :L{ f (t  t0 )u (t  t0 )}
e 10 s 
   f (t  t0 )u (t  t0 )e  st dt
sa
0

  f (t  t0 )e  st dt
t0

let u  t  t0 , t  u  t0
 t0

 
0
f (u )e  s (u t0 ) du


 e  st0  f (u )e  su du e  st0 F ( s )
0
Properties: S-plane (frequency) shift
 at
L{e f (t )}  F ( s  a )

Example : L{e  at sin(t )} Proof : L{e  at f (t )}

 
   e  at f (t )e  st dt
( s  a)  
2 2

0

  f (t )e ( s  a )t dt
0

 F ( s  a)
 Properties: Multiplication by tn
n
d
L{t n f (t )}  (1) n n F ( s )
ds

Example : L{t u (t )} Proof : L{t n f (t )}   t n f (t )e  st dt
n

dn 1 0
 (1) n
( ) 
  f (t )t n e  st dt
n
ds s
n!
 n 1
0

s  n  st
 (1) 
n
f (t ) n e dt
0
s

n  n
n


 st
 (1) f (t )e dt (1)n
F (s)
s n 0
s n
 The “D” Operator

df (t )
1. Differentiation shorthand Df (t ) 
dt
2
d
2. Integration shorthand
D 2 f (t )  2 f (t )
dt

t t

if g (t )   f (t )dt
if g (t )  

f (t )dt
a
1
then Dg (t )  f (t ) then g (t )  Da f (t )
 Properties: Integrals
1 F (s)
L{D f (t )} 
0
1
Proof : g (t )  D0 f (t )
s 
L{sin(t )}   g (t )e  st dt
Example : L{D01 cos(t )} 0

1 s 1 let u  g (t ), du  f (t )dt
 ( )( 2 )  2
s s 1 s 1 1
dv  e  st dt , v   e  st
L{sin(t )} s
1 1 F (s)
 [ g (t )e ]0   f (t )e dt 
 st   st

s s s
t
g (t )   f (t )dt If t=0, g(t)=0
0 


for (t  )   f (t )e  st dt   so
 f (t )dt  g (t )   slower than e st  0
0

0
 Properties: Derivatives
(this is the big one)
L{Df (t )}  sF ( s )  f (0  )

d
Example : L{D cos(t )}  Proof : L{Df (t )}   f (t )e  st dt
0
dt
2
s
 f (0  ) let u  e  st , du   se  st
s2 1
d
s2 dv  f (t )dt , v  f (t )
 2 1 dt
s 1 
s 2  ( s 2  1) [e  st
f (t )]  s  f (t )e  st dt 

 0
s2 1 0

1  f (0  )  sF ( s )
 2  L{ sin(t )}
s 1
Difference in f (0  ), f (0  ) & f (0)

 The values are only different if f(t) is not continuous @ t=0

 Example of discontinuous function: u(t)

f (0  )  lim u (t )  0
t 0

f (0  )  lim u (t )  1
t 0

f ( 0)  u ( 0 )  1
Properties: Nth order derivatives
L{D f (t )}  ?
2

let g (t )  Df (t ), g (0)  Df (0)  f ' (0)

 L{D 2 g (t )}  sG ( s )  g (0)  sL{Df (t )}  f ' (0)
 s ( sF ( s )  f (0))  f ' (0)  s 2 F ( s )  sF (0)  f ' (0)

L{D n f (t )}  s n F ( s )  s ( n 1) f (0)  s ( n  2 ) f ' (0)    sf ( n  2 )' (0)  f ( n 1)' (0)

NOTE: to take L{D n f (t )}

you need the value @ t=0 for
D n 1 f (t ), D n  2 f (t ),...Df (t ), f (t )  called initial conditions!
We will use this to solve differential equations!
 Properties: Nth order derivatives
Start with L{Df (t )}  sF ( s)  f (0)
Now apply again L{D 2 f (t )}
let g (t )  Df (t ) and Dg (t )  D 2 f (t )
then L{Dg (t )}  sG ( s)  g (0)
remember g (t )  Df (t )
 g (0)  f ' (0)
G ( s )  L{g (t )}  L{Df (t )}  sF ( s )  f (0)
 L{Dg (t )}  sG ( s )  g (0)  s[ sF ( s )  f (0)]  f ' (0)  s 2 F ( s )  sf (0)  f ' (0)
Can repeat for D 3 f (t ), D 4 f (t ), etc.

L{D n f (t )}  s n F ( s )  s ( n 1) f (0)  s ( n  2 ) f ' (0)    sf ( n  2 )' (0)  f ( n 1)' (0)