Dr Janet Sem 2, 2020/21

CALCULUS III

Chapter 2:
Laplace Transforms
– Part I
2.1 Definition and Examples
2.2 Existence of the Laplace transform
2.3 Properties of the Laplace transform
2.4 The inverse transform Part I
2.5 Transforms of derivatives and integrals
2.6 Differential equations
2.7 Engineering applications
2.8 Step functions and Laplace transforms
2.9 The second shift theorem
2.10 Differential equations
Part II
2.11 Periodic functions
2.12 Impulse functions and Laplace transforms
2.13 Relationship between Heaviside step & impulse functions
2.14 Transfer functions. Stability. Impulse response
2.15 Initial- and final value-theorems
2.16 Convolution. System response to an arbitrary input
2.17 Engineering applications
 Introduction
Concept of a transform:

Original transform
problem
Alternative
inverse form
transform Manipulate

Solution

Examples:
- use of logarithms
- use of substitutions in indefinite integrals
- use of graphs 3
Introduction to Transforms, cont.
In this course we study 3 types of integral transforms:
- Laplace transforms (ch 2)
- z transforms (ch 3)
- Fourier transforms (ch 5)
Laplace
f(t) F(s)
transform
t: time s: complex frequency
Laplace transforms
• Transform differential equations in t (time domain) into
algebraic equations in s (complex frequency domain).
• Especially used in signals and linear systems analysis
• continuous time signals: use Laplace transforms
• discrete time signals: use z transforms
• For given system and input signal, find the output signal4
2.1 The Laplace Transform: Definition
Definition: st
L { f (t )} F ( s) e f (t )dt
0

L - Laplace transform operator

s - a complex variable
e-st - the kernel of the transformation
{ f (t ), F (s)} - a Laplace transform pair
Alternative notation: L { f (t )} f ( s )
• This is an improper integral:
T
st st
e f (t )dt lim e f (t )dt
0 T 0
so the transform exists if and only if the integral converges
for at least some values of s. 5
 st
L { f (t )} F ( s) e f (t )dt
0
• is sometimes called the one-sided or unilateral
Laplace transform.
• It only contains information about the behaviour of f(t)
for t ≥ 0 (see slides 10-11).
• If f(t) has a peculiarity at t = 0, we must decide whether
or not to include this. We can write the lower limit as 0-
to include the point t = 0, or 0+ to exclude it.

• There is a two-sided or bilateral Laplace transform:

st
L B { f (t )} e f (t )dt
… but in this course we focus on the one-sided
transform.
6
The Laplace Transform: Examples
Example 1 Find the Laplace transform of f (t )  c , c constant.
T
st st
L {c} ce dt lim ce dt
0 T 0
T
c st c sT
lim e lim (1 e )
T s 0 T s
Generally s is complex so take s    j ,  ,  real
sT ( j )T T j T T
e e e e e (cos T j sin T )
sT
So lim e exists provided  = Re(s) > 0.
T
Then lim e
sT
0 and L {c} c.
T s f (t ) c
We have a Laplace transform pair: c Re( s) 0.
F ( s)
s
Example 2 Find the Laplace transform of f (t )  ekt .
T
kt st kt ( s k )t
L {e } e e dt lim e dt
0 T 0
T
1 ( s k )t 1 ( s k )T
lim e lim (1 e )
T s k 0 T s k

Lettings    j and k    j  ,
1
kt
L {e } lim (1 e ( )T
e j( )T
)
T s k
The limit exists for 0 that is Re(s) Re(k ).
Then kt 1 .
L {e }
s k
8
Example 3
jat
By considering L {e }, find the Laplace transforms of
f (t )  cos at and g (t )  sin at where a is a real constant.

9
Causal Functions
• As noted earlier, a Laplace transform F(s) only contains
information about the behaviour of f(t) for t ≥ 0.
• In practical applications this is usually acceptable – e.g.
there is no output until an input is applied, say at t = 0.
• But in mathematics, a function is normally interpreted
as existing for all t, so we need to be careful …

Definition
A function is causal if f(t) = 0 for t < 0.

The simplest causal function is the

0 t  0
Heaviside Unit Step Function: H (t )  
1 t  0
10
Causal Functions & the Heaviside Unit Step Function

For any other function f(t) we have

f(t)
 0 t0
f (t ) H (t )  
 f (t ) t 1
t
I.e. multiplying by H(t) converts f(t)H(t)
any function into a causal function.
t
• A Laplace transform F(s) contains full information about
f(t)H(t).
• Strictly, we should say {f(t)H(t), F(s)} is a Laplace
transform pair, not {f(t), F(s)}.
• However it is common to just write {f(t), F(s)} and
assume we are dealing with causal functions.
11
2.2 Existence of the Laplace Transform
Definition
A function is of exponential order if it does not grow
faster than some exponential function of the form Me t .

Formally:
A function is of exponential order if as t →  there
exists a real number  and positive constants M, T
such that f (t ) Me t for all t > T.

• Most functions of practical importance are of

exponential order
• A few functions are not of exponential order,
e.g. e t 2
12
Example 4
Show that the following are of exponential order:
a) f (t )  e3t b) g (t )  t 3

t
Reminder: We require f (t ) Me for all t > T.

a) By inspection, f(t) is of exponential order for   3.

t 1 2 2 1 3 3
b) We have e 1 t t t ...
2 6
1 6
so for any  > 0 we have 3 3 t 3 t
t e , so t 3
e .
6

Hence g(t) is of exponential order with   0.

13
We see that the choice of  is not unique, it belongs to
a set with a lower bound.

Definition
The abscissa of convergence, c, of a function f(t)
is the lower bound of the set of possible values of 
such that f(t) is of exponential order.

So for f (t )  e3t ,  c  3.
For f (t )  t ,
3
 c  0.

14
Theorem
If the causal function f(t) is piecewise-continuous on
[0, ] and is of exponential order with abscissa of
convergence c , then
st
L { f (t )} F ( s) e f (t )dt , Re( s) c
0

i.e. the Laplace transform exists, with region of

convergence Re(s) > c in the s domain.

Notes
• ‘piecewise-continuous’ – may have a finite number of
finite discontinuities
• The conditions are sufficient but not necessary – e.g.
some functions with infinite discontinuities also have
Laplace transforms.
15
Proof
Suppose f(t) is continuous and of exponential order with
abscissa of convergence c, so f (t ) Me t , c.
Then
st st
F (s) e f (t )dt e f (t ) dt.
0 0

Taking s    i, , real,

sT T i T T
we have | e | |e || e | e .
t t
So F ( s) e f (t ) dt M e e t dt , c
0 0
( )t
M e dt , c
0
This integral converges for  > ' .
We can choose ' > c . Hence F(s) exists for  > c.
I.e. the Laplace transform exists for Re(s) > c . 16
2.3 Properties of the Laplace Transform
Some common Laplace transforms are listed on slide 29.
Various properties allow us to find related transforms.
Property 1: Linearity
If functions f(t) and g(t) have Laplace transforms then
L { f (t ) g (t )} L { f (t )} L {g (t )}
where ,  are any constants.
This follows from the linearity of integrals.
1 3t 1
E.g. given L {t} 2
, Re( s) 0 , L {e } , Re( s) 3
s s 3
we have L {3t 2e3t } 3L {t} 2L {e3t }
3 2
2
, Re( s ) 3.
s s 3 17
Example 5
Given that for positive integer n,
n n!
L {t } n 1
, Re( s) 0 (see slide 27)
s
find the Laplace transform of f (t ) t 2t 2 3t 3 .

18
Example 6 Using the table on slide 30, find:

a) L {7 3t}

b) L {5sin 2t 4e t }

19
 t 1
Example 7 Given L {e } , Re( s) Re( )
s
find L {cosh at} and L {sinh at}.

20
Property 2: The First Shift Property / Theorem
If L { f (t )} F ( s), Re( s) c
then L {eat f (t )} F (s a), Re(s) Re(a)
c
In practice this is often conveniently expressed as
L {eat f (t )} L { f (t )} s s a

Example 8
1
We know L {t} F ( s) 2
, Re(s) 0
s
so 2t 1
L {te } F (s 2)
s2 s s 2
1
2
, Re( s) 2.
(s 2) 21
Proof of the First Shift Theorem

L {eat f (t )} eat e st
f (t )dt e ( s a )t
f (t )dt
0 0

st
So if L { f (t )} F ( s) e f (t )dt , Re( s) c
0
at
then L {e f (t )} F (s a), Re(s a) c

or L {eat f (t )} F (s a), Re(s) c Re(a)

22
Example 9 Find L {e 3t
sin 2t}

23
Example 10 Find L {e2t cosh 3t tet }
Property 3: Derivative of Transform Property
(also known as the Multiplication by t Property)

If L { f (t )} F ( s), Re( s) c
n
then d
n L F (s)
L {t n f (t )} ( 1) n
, Re( s) c.
ds

Example 11

Given L {sin t}  F (s)  2 , Re( s)  0
s  2

we have dF 2 s
L {t sin t}    2 , Re( s)  0.
ds ( s   )2 2

25
Proof of the Derivative of Transform Theorem
st
By definition, L { f (t )} F ( s) e f (t )dt.
0

So d n F (s) dn st
e f (t )dt
ds n ds n 0
n
st
n
e f (t ) dt
0 s
( t )n e st
f (t ) dt
0

( 1)n e st n
t f (t )dt
0

( 1)n L {t n f (t )}, Re(s) c.

26
Example 12
1
Given L {1} F ( s) , Re( s) 0, find L {t 3 }.
s

Note: Generalizing the method of this question, it can be

shown that n n!
L {t } n 1
, Re( s) 0. (n positive integer)
s 27
Example 13 Find L {t cosh 2t}.

28
Example 14 Find L {t 2 et } by two methods:
a) Starting from L {et } F ( s ) 1
, Re( s ) 1
s 1

2 2
b) Starting from L {t } F ( s) 3
, Re(s) 0
s

29
TABLE (c, constants; a,k real constants; n positive integer)
f(t) F(s) Region of convergence
c c/s Re(s) > 0
t 1/s2 Re(s) > 0
tn n!/sn+1 Re(s) > 0
e t 1/(s – ) Re(s) > Re()
sin at a / (s2 + a2) Re(s) > 0
cos at s / (s2 + a2) Re(s) > 0
sinh at a / (s2 – a2) Re(s) > 0
cosh at s / (s2 – a2) Re(s) > 0
e-kt sin at a / [(s+k)2 + a2] Re(s) > -k
e-kt cos at (s+k) / [(s+k)2 + a2] Re(s) > -k

Shift: L {eat f (t )} F (s a), Re(s) c Re(a).

n d n F (s)
n
Derivative: L {t f (t )} ( 1) n
, Re( s) c.
ds 30
 2.4 The Inverse Transform
Definition
If L { f (t )} 1
F (s) then f (t ) L {F ( s )}.
L
f(t) t 0 F(s)

L- -1
Example 15

L {e } 
at 1 1  1  at
sa
so L  e .
s  a
 1   
L {sin t}  2 so  2  sin t.
2
L
s  2 s   31
Finding Inverse Transforms
Inverse transforms are usually found from tables (as slide
29). But we often need to do some algebraic manipulation
– e.g. use partial fractions or complete the square.

Example 16 Find 1  1 
L  
 ( s  3)( s  2) 

32
Method of Partial Fractions: Review
P( x)
A rational function , with degree of P < degree of Q,
Q( x)
can be written as partial fractions as follows:

1. Factorise Q as far as possible.

2. Decompose P/ Q into simpler fractions:
 For each factor (x – a)n in Q, write fractions
A1 A2 An
  ... 
x  a ( x  a) 2
( x  a) n
 For each factor (x2 + bx + c)n in Q which has no real
roots, write fractions
B1 x  C1 B2 x  C 2 Bn x  C n
  ... 
x  bx  c
2
( x  bx  c)
2 2
( x 2  bx  c) n
3. Find the constants A, B, C, etc.
33
Method of Partial Fractions: Review

Examples of Step 2:
Factorized form of P/Q Partial Fractions

x A B

( x  1)( x  3) x 1 x  3
x2  3 A B C
 
x( x  4)( x  1) x x  4 x 1
x 1 A B C
 
x( x  1) 2 x x  1 ( x  1) 2
2x 1 A Bx  C
 2
( x  1)( x 2  2) x 1 x  2
x 1 Ax  B Cx  D
 2
( x 2  2) 2 x  2 ( x  2) 2
2

34
Finding Inverse Transforms, cont.

The first shift theorem expressed in inverse form is:

L 1
F (s  a)  eat f (t )

Example 17 Find L 1  1 
 2
.
 ( s  2) 

35
Example 18 Find L 1  s7 
 2 .
 s  6s  13 

36
Example 19 Find 1  4 
L  2
.
 s( s  2) 

37
2.5 Transforms of Derivatives
& Integrals
Laplace transforms are particularly used for solving
differential equations. First we need to look at
transforms of derivatives (and integrals).
Transforms of Derivatives
By definition, L df e st df
dt.
dt 0 dt
Integrating by parts, f (t )e st
s e st
f (t ) dt.
0 0
Hence df
L sF ( s) f (0).
dt
38
Transforms of Derivatives, cont.

Similarly, d2 f df df
L sL
dt 2 dt dt t 0
df
s[ sF ( s) f (0)]
dt t 0

d2 f 2 (1)
L s F (s) sf (0) f (0)
dt 2

Continuing in the same way it can be shown that

3
d f
L s3 F (s) s 2 f (0) sf (1) (0) f (2) (0)
dt 3
39
Transforms of Derivatives, cont.
In general it can be shown that
L f n (t ) s n F (s) s n 1 f (0) sn 2
f (1) (0) ... f (n 1)
(0)
n
s n F (s) s n i f (i 1)
(0)
i 1
[Note: We have assumed f(t) and all its derivatives are continuous
and of exponential order.]

• We see that the operation of differentiation in the time

domain is replaced by a simple algebraic operation in
the s domain!
• This makes Laplace transforms very useful for solving
differential equations …

40
Example 20
df
Verify the result L sF ( s) f (0) for f(t) = sin 2t.
dt

41
Example 21
d 2x dx
Find the Laplace transform of 2 3x
dt 2 dt
in terms of X (s) L x(t ) given that x(0) 4, x (0) 5.

42
Transforms of Integrals t
What is the Laplace transform of g (t )  0 f ( )d ?
dg
We have  f (t ) and g (0)  0.
dt
Taking Laplace transforms, L  dg 
   L  f (t )
 dt 
so sG(s)  g (0)  sG(s)  F (s)
1 1
Hence L  g (t )  G ( s )  F ( s )  L  f (t )
s s

  1
L  f ( )d  L  f (t )
0
t

This can be useful for solving integro-differential equations.

43
Example 22 Find L 
t 3
0
  sin 2 d 

44
 2.6 Differential Equations
Ordinary Differential Equations – General Method
Consider the general 2nd order differential equation
d 2x dx
a 2  b  cx  u (t ), (t  0)
dt dt
dx
with initial conditions x(0)  x0 , x(0)   v0
dt t 0

u(t) – forcing or excitation term (system input)

x(t) – response (system output)
Take Laplace transforms:

d 2x 
  dx 
aL  2   bL    cL  x  L u (t )

 dt   dt 
45
Ordinary Differential Equations, cont.

Using the results for derivatives,

a[ s 2 X ( s ) sx(0) x(0)] b[ sX ( s) x(0)] cX ( s) U ( s)

Rearrange and substitute the initial conditions:

(as2 bs c) X (s) U (s) (as b) x0 av0
So U (s) (as b) x0 av0
X (s)
(as 2 bs c)
By taking the inverse transform of X(s) we can get x(t).

Note
- The differential equation becomes an algebraic equation!
- Initial conditions are automatically included in the solution
46
 Example 23 2
d x
Solve the differential equation 2
 0 x  A cos 0t
2
dt
subject to the initial conditions x(0)  x(0)  0.

Notes: 1) For the inverse transform, compare Example 7.

2) What situation does this differential equation represent? 47
Example 24 2
d x dx 2 2t
Solve the differential equation 2
 4  4 x  t e
dt dt
subject to the initial conditions x(0)  0, x(0)  1.

48
Example 25
dx
Solve the differential equation  x  2et
dt
subject to the initial condition x(0)  3.

49
Example 26 – Simultaneous Differential Equations
Solve the equations x  2 x  y  0, y  x  2 y  0,
subject to the initial conditions x(0)  1, y(0)  0.

50
 2.7 Engineering Applications
We will look at the application of Laplace transforms to
the analysis of electrical circuits. (For other applications,
such as to mechanical vibrations, see James.)

component: resistor capacitor inductor

(F) (H)
symbol:
(W)
q 1 di
voltage drop for
VR = iR VC    i dt VL  L
current i  dq C C dt
dt

A battery can give a voltage rise:

51
 Kirchoff’s Laws
1) The algebraic sum of the currents into any junction is zero.
i  0
E.g. for
i  i 0  i1  i2  0
so i0  i1  i2
2) The algebraic sum of the potential differences around
any loop is zero.
V 0

E.g. for the circuit shown with switch S

q
closed,
 V    iR   0
C

q
so iR   
C 52
Example 27: a) An RCL series circuit
The current i and charge q on the capacitor satisfy:
V(t) di 1
L
dt
 Ri 
C  i dt  V (t )
R C
d 2q dq 1
L L 2  R  q  V (t )
dt dt C

b) A two loop circuit

di1
L1  R1 (i1  i2 )   (t )
dt
di2
L2  R2i2  R1 (i2  i1 )  0
dt
53
Example 28: Charging a Capacitor
Capacitor C is initially uncharged.
At time t = 0 the switch is closed to
a so that the capacitor is charged,
through resistor R, by the battery of
emf . Find a differential equation
for the charge q on the capacitor
and solve it to find q(t).

54
Example 29
In the circuit shown, suppose
L1  0.8 H, L2  1 H,
R1  1.4 W, R2  1 W,
i1 (0)  i2 (0)  0 and v(t )  100 V, t  0.
Using Laplace transforms, find currents i1 and i2.

Outline Solution
di1
Kirchoff’s laws give L1  R2 (i1  i2 )  R1i1  v(t )
dt
di2
L2  R2 (i2  i1 )  0
dt
Take transforms: sL1I1  R2 I1  R2 I 2  R1I1  L {100}
sL2 I 2  R2 I 2  R2 I1  0
55
Outline Solution, cont.
Rearranging and inserting numerical data gives
simultaneous equations: 0.8( s  3) I1  I 2  100 / s
 I1  ( s  1) I 2  0
Solving for I1:
100( s  1) 125( s  1)
I1   ... 
s[0.8( s  3)( s  1)  1] s( s  1/ 2)(s  7 / 2)
By partial fractions: 500 125 625
I1 (s)   
7s 3(s  1/ 2) 21( s  7 / 2)
Taking the inverse transform:
500 125 t /2 625 7t /2
i1 (t )   e  e .
7 3 21
Similarly we can find 500 250 t /2 250 7t /2
i2 (t )   e  e .
7 3 21 56