Laplace Transform

Echipa 7

PROFESOR COORDONATOR: Studenti:

Conf. Dr. Ing. Mat. Alina Bogoi CONSTANTINESCU
NICOLAE 922AN
ENACHE MIHAI 921AN
MARCHIS ANDREI 921AN

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Contents
1.Definition and basic
properties…………………………….3
2.Inverse Laplace
Transform……………………………………5
3.Initial Value Problems for Differential
Equations……9
4.Discontinuous Forcing Functions…………………….10
5.Periodic Functions…………………………………………..11
6.Integrals and the Convolution Theorem………….12
Bibliography..........................................................15

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 1.Definition and basic properties
Let be a function defined on the interval . The Laplace Transform
of is obtained by multiplying by and integrating from to .
The Laplace transform of is then a new function of the Laplace transform
variable , and it is given by

provided the improper integral exists. is read “the Laplace transform of

“the Laplace transform of ”. The notation emphasizes that the Laplace
transform of is a function of the variable .
Throughout this chapter, lowercase letters will denote the function of and
capital letters will denote the Laplace transform. Thus,

And

One important feature of the Laplace transform is its ability to work with
some functions that are not everywhere continuous.
A function defined on has a jump discontinuity at if the
one-sided limits

And

exist but the function is not continuous at . The most important case is
when .

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 A function is piecewise continuous on if, for every number ,
is continuous on except possibly for a finite number of jump
discontinuities. Note that a piecewise continuous function can have an infinite
number of discontinuities, but there can be only a finite number of discontinuities
on a finite interval.

A function on is said to be of exponential order if there exist

constants such that for . That is, as , grows more
slowly than a multiple of some exponential.

Theorem 3.1.1 Existence of the Laplace Transform

If is piecewise continuous and of exponential order on , so that
, then exists and is defined at least for .

.
An important special case is when . In this case,

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 2.Inverse Laplace Transform

Theorem 3.2.1 Uniqueness of Inverse Laplace Transform

If is given and there is a continuous function such that
, then is the only continuous function for which .

Since, for all practical purposes, uniquely determines , we may

denote this by and call the inverse Laplace transform.

Linearity property
The Laplace transform has several important properties. One is that it
satisfies the linearity property. That is, the Laplace transform of a linear
combination of functions equals the same linear combination of their Laplace
transforms:

where are constants.

As a corollary, the inverse Laplace transform satisfies the linearity property

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Sinusoidal functions

Polynomials
Powers and polynomials also have elementary Laplace transforms. There
are many ways to derive

The derivation requires little knowledge of Laplace transforms and illustrates how
many of the formulas can be directly derived using calculus.

The shifting theorem (multiplying by an exponential)

Many of the more complex Laplace transform formulas are derived from
simpler formulas using the shifting theorem.

Theorem 3.2.2 Shifting theorem

If , then

This shows that for Laplace transforms, multiplying by is equivalent to

shifting the transform variable from to .

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Exponential times Sinusoidal Function

and

Exponential times Powers

Derivative Theorem (Multiplying by t)

and

Higher powers of t can be obtained in the same way to give

Inverse Laplace Transforms (Roots, Quadratics, and Partial

Fractions)
Simple Real Roots
When the denominator of only has simple real roots, then the inverse
Laplace transform of the partial fraction decomposition is a straightforward

application of the elementary exponential formula .

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 Complex Roots for Quadratics (Completing the Square)
When working with Laplace transforms, we frequently get expressions
where the denominator is a quadratic

Repeated Real Roots

When is a repeated root, we already know how to obtain the inverse
Laplace transform:

A direct application of the shifting theorem (T16), enables us to determine

the inverse Laplace transform when the repeated root is .

Repeated Imaginary Roots

and

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 3.Initial Value Problems for Differential Equations
Theorem 3.3.1 Laplace Transforms of Derivatives
First Derivative Case
Suppose that is continuous and of exponential order on and is
piecewise continuous on . Then exists and

Second Derivative Case

Suppose that and are continuous and of exponential order on ,
and is piecewise continuous on . Then exists and

General Derivative Case

If are continuous and of exponential order on and

is piecewise continuous on , then exists and

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 4.Discontinuous Forcing Functions
Definition of the heaviside function

and

Laplace Transforms of Discontinuous Functions

and

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 5.Periodic Functions
A function defined on is periodic with period if for all
Periodic functions appear in many applications.
The basic formula is

If is periodic on with period and has a Laplace transform, then

Laplace Transform of Periodic Function

Taking the inverse Laplace transform term by using (T15) with gives

and

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 6.Integrals and the Convolution Theorem
We have seen that the Laplace transform of the derivative of a function is
obtained by multiplying the transform of that function by , since

Thus, it should not be a surprise that the Laplace transform of an integral is

obtained by dividing by s. To be precise,

Inverse Laplace Transform Using (T23)

THEOREM 3.6.1 Convolution

Suppose that and are functions with Laplace transforms

and . Then

and thus

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A derivation of (T24) is given later in this section. The inverse of a product of

transforms equals , which is a new function called the convolution

of f and g. A convenient notation for the convolution of f and g is ,

Fortunately it does not matter whether we have the convolution of f and g or the
convolution of g and f, since they are the same,

Definition of Delta Function

is a mathematical object known as a delta function. It is an example of a
distribution or generalized function. It has the following properties:

then

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Laplace Transform of a Delta Function
One nice property of the Laplace transform is that it works almost as easily for
distributions and impulses as it does for ordinary functions. Proceeding formally,

thus

and

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 Bibliography
“Introduction to differential equations with Dynamical Systems” by
Stephen L. Campbell and Richard Haberman

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