The Laplace Transform

The definition of the Laplace Transform that we will use is called a "one-sided"
(or unilateral) Laplace Transform and is given by:

The Laplace Transform seems, at first, to be a fairly abstract and esoteric

concept. In practice, it allows one to (more) easily solve a huge variety of problems
that involve linear systems, particularly differential equations. It allows for compact
representation of systems (via the "Transfer Function"), it simplifies evaluation of
the convolution integral, and it turns problems involving differential equations into
algebraic problems. As indicated by the quotes in the animation above (from some
students at Swarthmore College), it almost magically simplifies problems that
otherwise are very difficult to solve.
There are a few things to note about the Laplace Transform.

 The function f(t), which is a function of time, is transformed to a function

F(s). The function F(s) is a function of the Laplace variable, "s." We
call this a Laplace domain function. So the Laplace Transform takes a
time domain function, f(t), and converts it into a Laplace domain
function, F(s).
 We use a lowercase letter for the function in the time domain, and un
uppercase letter in the Laplace domain.
 We say that F(s) is the Laplace Transform of f(t),

or that f(t) is the inverse Laplace Transform of F(s),

or that f(t) and F(s) are a Laplace Transform pair,

 For our purposes the time variable, t, and time domain functions will
always be real-valued. The Laplace variable, s, and Laplace domain
functions are complex.
 Since the integral goes from 0 to ∞, the time variable, t, must not occur
in the Laplace domain result (if it does, you made a mistake). Note that
none of the Laplace Transforms in the table have the time variable, t,
in them.
  The lower limit on the integral is written as 0 -. This indicates that the
lower limit of the integral is from just before t=0 (t=0 - indicates an
infinitesimally small time before zero). This is a fine point, but you will
see that it is very important in two respects:
o It lets us deal with the impulse function, δ(t). If you don't know
anything about the impulse function yet, don't worry, we'll
discuss it in some detail later.
o It lets us consider the initial conditions of a system at t=0 -
. These are often much simpler to find than the initial conditions
at t=0+ (which are needed by some other techniques used to
solve differential equations).
 Since the lower limit is zero, we will only be interested in the behavior
of functions (and systems) for t≥0.
 You will sometimes see discussed the "two-sided" (or bilateral)
transform (with the lower limit written as -∞) or a one-sided transform
with the lower limit written as 0+. We will not use these forms and will
not discuss them further.
 Since the upper limit of the integral is ∞, we must ask ourselves if the
Laplace Transform, F(s), even exists. It turns out that the transform
exists as long as f(t) doesn't grow faster than an exponential
function. This includes all functions of interest to us, so we will not
concern ourselves with existence.

Before we show how the Laplace Transform is useful, we need to lay some
groundwork. We start by finding the Laplace Transform of some functions and
from there move on to finding properties of the Laplace Transform. With tables of
the Laplace Transform of Functions and Properties of the Laplace Transform it
becomes possible to find the Laplace Transform of almost any function of interest
without resorting to the integral shown above. Applications of the Laplace
Transform are discussed next - mostly the use of the Laplace Transform to solve
differential equations.
Laplace Transform of Functions
Contents

 The Unit Step Function

 The Unit Impulse
 The Exponential
 The Sine
 The Cosine
 The Decaying Sine and Cosine
 The Ramp
 Composite Functions

To productively use the Laplace Transform, we need to be able to transform

functions from the time domain to the Laplace domain. We can do this by applying
the definition of the Laplace Transform

but this quickly becomes tedious. Our goal is to avoid having to evaluate the
integral by finding the Laplace Transform of many useful functions and compiling
them in a table. Thereafter the Laplace Transform of functions can almost always
be looked by using the tables without any need to integrate. A table of Laplace
Transform of functions is available See Apedix
The Unit Step Function
The unit step function is defined as

Some notes about this function:

 Most references use u(t) instead of γ(t). However, u(t) has some other common uses, so we will
use γ(t) to avoid confusion (and because it's Laplace Transform Γ(s) looks a little like a step
input).
 Some references change the definition of the step so that the bottom inequality becomes a strict
inequality (t>0) and either leave γ(0) undefined or say that γ(0)=�.
 Although there is a discontinuity at t=0, we draw a vertical line to help guide the eye and to
indicate that the blue line is a single function.

To find the Laplace Transform, we apply the definition.

so

Aside: Convergence of the Laplace Transform

 Careful inspection of the evaluation of the integral performed
above:

reveals a problem. The evaluation of the upper limit of the

integral only goes to zero if the real part of the complex variable
"s" is positive (so e-st→0 as s→∞). In this case we say that the
"region of convergence" of the Laplace Transform is the right
half of the s-plane (since s is a complex number, the right half of
the plane corresponds to the real part of s being positive). As
long as the functions we are working with have at least part of
their region of convergence in common (which will be true in the
types of problems we consider), the region of convergence
holds no particular interest for us. Since the region of
convergence will not play a part in any of the problems we will
solve, it is not considered further.

The Unit Impulse

The unit impulse is discussed elsewhere, but to review. The impulse function
is everywhere but at t=0, where it is infinitely large. The area of the impulse
function is one. The impulse function is drawn as an arrow whose height is equal
to its area.
 To find the Laplace Transform, we apply the definition

Now we apply the sifting property of the impulse. Since the impulse is 0
everywhere but t=0, we can change the upper limit of the integral to 0 +.

Since e-st is continuous at t=0, that is the same as saying it is constant from t=0 - to
t=0+. So we can replace e-st by its value evaluated at t=0.

So the Laplace Transform of the unit impulse is just one. Therefore the impulse
function, which is difficult to handle in the time domain, becomes easy to handle in
the Laplace domain. It will turn out that the unit impulse will be important to much
of what we do.

The Exponential
Consider the causal (i.e., defined only for t>0) exponential:

Several notes about this function:

 The function is 0 for t<0, and then follows an exponential trajectory thereafter.
  We can either define the function piecewise (the first definition), or as an
exponential multiplied by the unit step (the second definition). The second one is
more compact, so we will generally use that one. Because all of our functions are
equal to zero for t<0, the multiplication by γ(t) will often be implicit and we won't
actually show γ(t), except in cases where it is needed for clarity.
 If a<0, the function increases without bound. If a>0 the function decays to zero -
decaying exponentials are much more common in the systems that we study.

To find the Laplace Transform, we apply the definition

Since γ(t) is equal to one for all positive t, we can remove it from the integral

(note)
Note that multiplication by the function γ(t) is implicit on the left hand side of the
last equation. This is how we will commonly write our functions.
Note that if a=0, we get a step function and Y(s)=1/s.

The Sine

As before, start with the definition of the Laplace transform

 Here it becomes useful to use Euler's identity for the sine

so

But we've already done this integral (the exponential function, above)

Let's put this over a common denominator

The Cosine

The cosine can be found in much the same way, but using Euler's identity for
the cosine.
 Note that if ω=0, we get a step function and Y(s)=1/s.

The Decaying Sine and Cosine

The decaying sine or cosine is likewise handled in the same way. Consider,
first, the decaying sine wave.

The rest of the derivation follows that of the sine function (i.e., put over a
common denominator, and solve)

A similar procedure can be followed for the decaying cosine

The Ramp
So far (with the exception of the impulse), all the functions have been closely
related to the exponential. It is also possible to find the Laplace Transform of other
functions. For example, the ramp function:

We start as before

Integration by parts is useful at this point

Composite Functions
It is often quite easy to find the Laplace Transform of functions not in the table,
by expressing them as a sum of functions in the table that are scaled and/or
delayed. To understand this we need to use two Laplace Transform properties
that are derived on the next page. We need the linearity property

and the time delay property

Example: Laplace Transform of a Rectangular Pulse

Find the Laplace Transform of the function shown:

We can compose this function in terms of two other functions

 Solution:
We know the Laplace Transform of both of these functions

Let's see if we can use this information to find the Laplace Transform of the
rectangular pulse. We can form the original rectangular pulse function from the step
and the delayed step in two ways

Method 1 Method 2

The first method doesn't help us, because we have no property of the Laplace
Transform the lets us deal with multiplied functions in the time domain. However, the
second method can be used because it represents y(t) as the sum of functions, so we
can use the linearity property. So we get
 The addition of the two functions is shown graphically below

and y(t)=2.5·z(t)
Example: Laplace Transform of a Triangular Pulse
Find the Laplace Transform of the function shown:

Solution:
We need to figure out how to represent the function as the sum of functions with which
we are familiar. For this function, we need only ramps and steps; we apply a ramp
function at each change in slope of y(t), and apply a step at each discontinuity.

 Starting at t=0 we need to increase the slope of the function, so we add

in a ramp with a slope of 0.5.
 Starting at t=2, the slope decreases (to zero), so we need to subtract a
ramp with a slope of -0.5.
 Also at t=2, there is a negative discontinuity, so we need to subtract a step
of height -1.

Functionally we want:

so
Graphically this is shown as:

Aside: An improper method to solve the problem

It may seem like it would be easier to define the function as a ramp (0.5·t) multiplied by
a rectangular pulse (γ(t)-γ(t-1))

and this does, in fact, yield the correct function. However if we do this we end up with
the product of two functions that are in the table separately

However, these two functions have different time delays and we have no way to deal
with products of functions. That is why, when choosing the basic functions that make
up the composite function, only addition is allowed. (note)

Example: Laplace Transform of a Double Triangular Pulse

Find the Laplace Transform of the function shown:

Solution:
This function is more complicated than the last, but we can still create it as a sum of
ramps and steps; we apply a ramp function at each change in slope of y(t), and apply
a step at each discontinuity.

 At t=0 there is a discontinuity, so we need to add a step of height 2.

 Also at t=0, we need to decrease the slope of the function, so we add in
a ramp with a slope of -4/3 (rise/run=-2/1.5).
 Starting at t=1.5 we need to increase the slope of the function, so we add
in a ramp with a slope of 8/3 (since the slope was -4/3 we need to increase
it by 8/3 so that the resulting slope is 4/3).
 Starting at t=3, the slope decreases (to zero), so we need to subtract a
ramp with a slope of -4/3 (since the slope was 4/3 we need to decrease it
by 4/3 so that the resulting slope is 0).
  Also at t=3, there is a negative discontinuity, so we need to subtract a step
of height -2.

The constituent functions are shown in the plot below. If you add them up, you get
the original function (shown in black).

Example: Laplace Transform of a Gated Sine

Find the Laplace Transform of the function shown:

Solution:
This function is a little different than the previous in that it involves more than ramps
and steps. The most obvious way to represent this function is as a sine wave multiplied
by a rectangular pulse. But recall that we can't use generally use multiplication of
functions (we have no multiplication property), only addition (by use of the linearity
property). So the question becomes: what functions can we add to create the given
function?
After a little thought it becomes apparent that we can take a sine wave starting at
t=0, and subtract off a cosine beginning at t=2.5.
Appendix:

!.

Using this table for Z Transforms with Discrete Indices

Shortened 2-page pdf of Laplace Transforms and Properties
Shortened 2-page pdf of Z Transforms and Properties
All time domain functions are implicitly=0 for t<0 (i.e. they are multiplied by unit step).
Z Domain
Entry Laplace Domain Time Domain (note)
(t=kT)
unit
impulse unit impulse

unit step (note)

ramp

parabola

tn
(n is
integer)
exponen
tial

power

time
multiplie
d
exponen
tial
Asympto
tic
exponen
tial
double
exponen
tial
asympto
tic
double
exponen
tial
asympto
tic
critically
damped
different
iated
critically
damped

sine

cosine

decaying
sine

decaying
cosine

generic
decaying
oscillator
y

generic
decaying
oscillator
y
(alternat
e)
(note)
Z-
domain
generic
decaying
oscillator
y
(note)
Prototype Second Order System (ζ<1, underdampded)

Prototyp
e
2nd order
lowpass
 step
response
Prototyp
e
2nd order
lowpass
impulse
response
Prototyp
e
2nd order
bandpas
s
impulse
response

Using this table for Z Transforms with discrete indices

Commonly the "time domain" function is given in terms of a discrete index, k,
rather than time. This is easily accommodated by the table. For example if you
are given a function:

Since t=kT, simply replace k in the function definition by k=t/T. So, in this case,

and we can use the table entry for the ramp

The answer is then easily obtained

 Property Name Illustration

Definition

Linearity

First Derivative

Second Derivative

nth Derivative

Integration

Multiplication by time

Time Shift

Complex Shift

Time Scaling

Convolution
('*' denotes convolution
of functions)
Initial Value Theorem
(if F(s) is a strictly proper
fraction)
Final Value Theorem
(if final value exists,
e.g., decaying exponentials )
Laplace Transform Properties
Contents

 Linearity
 Time Delay
 First Derivative
 Second Derivative
 Nth Order Derivative
 Integration
 Convolution
 Initial Value Theorem
 Final Value Theorem
 Other properties

Linearity
The linearity property of the Laplace Transform states:

This is easily proven from the definition of the Laplace Transform

Time Delay
The time delay property is not much harder to prove, but there are some
subtleties involved in understanding how to apply it. We'll start with the statement
of the property, followed by the proof, and then followed by some examples. The
time shift property states

We again prove by going back to the original definition of the Laplace Transform

Because
we can change the lower limit of the integral from 0- to a- and drop the step function
(because it is always equal to one)

We can make a change of variable

The last integral is just the definition of the Laplace Transform, so we have the time
delay property

To properly apply the time delay property it is important that both the function
and the step that multiplies it are both shifted by the same amount. As an example,
consider the function f(t)=t·γ(t). If we delay by 2 seconds it we get (t-2)·γ(t-2), not
(t-2)t·γ(t) or t·γ(t-2). All four of these function are shown below.

The correct one is exactly like the original function but shifted.
 Important: To apply the time delay property you must multiply a delayed
version of your function by a delayed step. If the original function is g(t)·γ(t),
then the shifted function is g(t-td)·γ(t-td) where td is the time delay.

First Derivative
The first derivative property of the Laplace Transform states

To prove this we start with the definition of the Laplace Transform and integrate by
parts

The first term in the brackets goes to zero (as long as f(t) doesn't grow faster than
an exponential which was a condition for existence of the transform). In the next
term, the exponential goes to one. The last term is simply the definition of the
Laplace Transform multiplied by s. So the theorem is proved.

There are two significant things to note about this property:

 We have taken a derivative in the time domain, and turned it into an algebraic
equation in the Laplace domain. This means that we can take differential
equations in time, and turn them into algebraic equations in the Laplace
domain. We can solve the algebraic equations, and then convert back into the
time domain (this is called the Inverse Laplace Transform, and is described later).
 The initial conditions are taken at t=0-. This means that we only need to know the
initial conditions before our input starts. This is often much easier than finding
them at t=0+.
Second Derivative
Similarly for the second derivative we can show:

where

Nth order Derivative

For the nth derivative:

or

where

Key Concept: The differentiation property of the Laplace Transform

We will use the differentiation property widely. It is repeated
below (for first, second and nth order derivatives)

Integration
The integration theorem states that

We prove it by starting by integration by parts

 The first term in the brackets goes to zero if f(t) grows more slowly than an
exponential (one of our requirements for existence of the Laplace Transform), and
the second term goes to zero because the limits on the integral are equal. So the
theorem is proven

Example: Find Laplace Transform of Step and Ramp using Integration Property
Given that the Laplace Transform of the impulse δ(t) is Δ(s)=1, find the Laplace
Transform of the step and ramp.
Solution:
We know that

so that

Likewise:

Convolution
 The convolution theorem states (if you haven't studied convolution, you can skip
this theorem)

note: we assume both f(t) and g(t) are causal.

We start our proof with the definition of the Laplace Transform

From there we continue:

We can change the order of integration.

Now, we pull f(λ) out because it

is constant with respect to the variable
of integration, t

Now we make a change of variables

Since g(u) is zero for u<0, we can

change
the lower limit on the inner integral to 0 -.
We can pull e-sλ out (it is constant
with respect to integration).
We can separate the integrals since the
inner integral doesn't depend on λ.
We can change the lower limit on the
first
integral since f(λ) is causal.
Finally we recognize that the two
integrals
are simply Laplace Transforms.
The Theorem is proven

Initial Value Theorem

The initial value theorem states

To show this, we first start with the Derivative Rule:

We then invoke the definition of the Laplace Transform, and split the integral into
two parts:
 We take the limit as s→∞:

Several simplifications are in order. In the left hand expression, we can take the
second term out of the limit, since it doesn't depend on 's.' In the right hand
expression, we can take the first term out of the limit for the same reason, and if
we substitute infinity for 's' in the second term, the exponential term goes to zero:

The two f(0-) terms cancel each other, and we are left with the Initial Value
Theorem

This theorem only works if F(s) is a strictly proper fraction in which the numerator
polynomial is of lower order then the denominator polynomial. In other words is will
work for F(s)=1/(s+1) but not F(s)=s/(s+1).

Final Value Theorem

The final value theorem states that if a final value of a function exists that

However, we can only use the final value if the value exists (function like sine,
cosine and the ramp function don't have final values). To prove the final value
theorem, we start as we did for the initial value theorem, with the Laplace
Transform of the derivative,

We let s→0,

As s→0 the exponential term disappears from the integral. Also, we can take f(0-
) out of the limit (since it doesn't depend on s)
 We can evaluate the integral

Neither term on the left depends on s, so we can remove the limit and simplify,
resulting in the final value theorem

Examples of functions for which this theorem can't be used are increasing
exponentials (like eat where a is a positive number) that go to infinity as t increases,
and oscillating functions like sine and cosine that don't have a final value..

Other properties
Some other properties that are important but not derived here are listed below.

 Multiplication by time:

 Complex Shift:

 Time Scaling:
Laplace Transform Applied to Differential Equations and
Convolution
Contents

 Differential Equations
 Convolution

The Laplace Transform has many applications. Two of the most important are
the solution of differential equations and convolution. These are discussed below.

Differential Equations
The Laplace Transform can greatly simplify the solution of problems involving
differential equations.
Solving a first order differential equation
Consider the differential equation given by:

Find y(t).
Aside: Origin of the First Order Differential Equation
The differential equation with input f(t) and output y(t)

can represent many different systems. Two examples are given below, one for a
mechanical system and one for an electrical system.

Mechanical System
Input = force = φ(t). Output = velocity of mass. b=2, m=1.
 Free Body Diagram

You can see that this is equivalent to the original equation (with output v(t) and
input φ(t)).

Electrical System
Input = current = ia(t). Output = voltage across elements. R=½, C=1.

This is equivalent to the original equation (with output eo(t) and input ia(t)).

Solution:
The solution is accomplished in four steps:

1. Take the Laplace Transform of the differential equation. We use

the derivative property as necessary (and in this case we also need
the time delay property)
 so

2. Put initial conditions into the resulting equation

3. Solve for Y(s)

4. Get result from the Laplace Transform tables. (look up the terms
individually)

In this case all terms are in the table and we need to apply the time
delay property. If the terms are not in the table, we need to apply
the methods of the Inverse Laplace Transform. Note that the
function is implicitly zero for t<0. We could make this explicit by
multiplying by the unit step:

Key Concept: Using the Laplace Transform to Solve Differential Equations

 The Laplace Transform can be used to solve differential
equations using a four step process.

1. Take the Laplace Transform of the differential equation using

the derivative property (and, perhaps, others) as necessary.
2. Put initial conditions into the resulting equation.
3. Solve for the output variable.
4. Get result from Laplace Transform tables. If the result is in a form
that is not in the tables, you'll need to use the Inverse Laplace
Transform.

Solving a second order differential equation

Consider the differential equation given by:

Find y(t).
Aside: Origin of the Second Order Differential Equation
Note: we could get such a second order differential equation by adding a spring
(k=10) between the mass and a fixed support, or an induction (L=1/10) in parallel to
the capacitor and inductor.

Solution:
Again, the solution can be accomplished in four steps.

1. Take the Laplace Transform of the differential equation using

the derivative property (and, perhaps, others) as necessary.
 2. Put initial conditions into the resulting equation.

3. Solve for the output variable.

4. Get result from Laplace Transform tables. If the result is in a form

that is not in the tables, you'll need to use the Inverse Laplace
Transform. In this case, we can't factor the denominator into real
factors, (so we can't use the "double exponential" form, but we can
use the "generic decaying oscillatory" form). By completing the
square we can rewrite the denominator

so matching this with the "generic decaying oscillatory" form we get

B=0, C=2, a=1, ω0=3. We then use the table to determine the
solution

Again, the function is implicitly zero for t<0.

Convolution
The convolution integral is very important in the study of systems. In short,
convolution can be used to calculate the zero state response (i.e., the response to
an input when the system has zero initial conditions) of a system to an arbitrary
input by using the impulse response of a system. Given a system impulse
response, h(t), and the input, f(t), the output, y(t) is the convolution of h(t) and f(t):

However, this integral can be quite hard to calculate in this form, but is quite easy
if using the Laplace Transform.
Example: Convolution in the Laplace Domain
 Find y(t) given:

[Math Processing Error]h(t)=e−t,t≥0

[Math Processing
Error]f(t)={0,t<0(sec tion1)1,0≤t≤2(sec tion2)0,2<t(sec tion3) [Math
Processing Error]y(t)=f(t)∗g(t)
Note: This problem is solved elsewhere in the time domain (using the convolution integral). If you examine both techniques,

you can see that the Laplace domain solution is much easier.

Solution:
To evaluate the convolution integral we will use the convolution property of the
Laplace Transform:
[Math Processing Error]y(t)=f(t)∗h(t)⟷LY(s)=F(s)H(s)
We need the Laplace Transforms of f(t) and h(t), but we can look them up in
the tables:
[Math Processing Error]F(s)=1s−e−2s1s [Math Processing Error]H(s)=1s+1
So
[Math Processing Error]Y(s)=F(s)H(s)=(1s−e−2s1s)(1s+1)=1s(s+1)−e−2s1s(s+1)
We can look up both of these terms in the tables.
[Math Processing Error]1s(s+1)⟷L(1−e−t)γ(t)e−2s1s(s+1)⟷L(1−e−(t−2))γ(t−2)
We can now write y(t) (which is implicitly zero for t<0, so I will drop the γ(t) term)

[Math Processing
Error]y(t)=(1−e−t)−(1−e−(t−2))γ(t−2)

Laplace Transform Inversion

The Inverse Laplace Transform

Once a problem has been solved in the Laplace Domain, it is often necessary
to transform the solution back to the time domain; this is the Inverse Laplace
Transform.

Laplace Transform Tables

Also available on this website are tables of the Laplace Transform of Functions
and Properties of the Laplace Transform.