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CHAPTER 8: LAPLACE TRANSFORM

8.1 INTRODUCTION TO LAPLACE TRANSFORM

The Laplace transform is one of a number of integral transforms used by engineers. It can be
used to solve a linear constant-coefficient differential equation by transforming it into an
algebraic equation. The resulting algebraic equation is solved and then the transform is
reversed to find the solution of the differential equation in terms of the original variable.

The Laplace transform can also be used to calculate transfer functions. These functions
describe the elements of an engineering system and are particularly important in the design of
control systems

Laplace transform
Differential equation Algebraic equation
t -domain s -domain

Solve algebraic
equation

Solution in Solution in
Inverse Laplace
t -domain s -domain
transform

8.2 DEFINITION OF THE LAPLACE TRANSFORM

The Laplace transform of f t  is denoted L  f t  and defined as


L  f t    e  st f t  dt
0

There is an alternate notation for Laplace transforms. For the sake of convenience we will
often denote Laplace transforms as,
L  f t   F s 

With this alternate notation, note that the transform is really a function of a new variable, s ,
and that all the t ’s will drop out in the integration process.

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Now, the integral in the definition of the transform is called an improper integral and it would
probably be best to recall how these kinds of integrals work before we actually jump into
computing some transforms.

Example

1. Compute L 1 

Solution::

L 1    e st  1 dt
0

  e st dt
0

 1 
  e st 
 s 0
1 1 1
    0
se e 
1
  0  1
s
1

s

2. Compute L e at  
Solution::


  
L e at   e  st  e at dt
0
 1 s  a t 
  e 

 sa 0
  e at  st dt 1
0


sa

e   e0 
a  s t
 e dt
0 1

 0  1
  e  s  a t dt sa
0 1
 
 L e at 
sa

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8.3 USING THE TABLE OF LAPLACE TRANSFORMS

Although the Laplace transforms of most functions can be calculated from the definition, most
engineers use a table. Table 1 lists some common functions and their Laplace transforms

Laplace Laplace
Function Function
No. transform, No. transform,
f (t )  L-1  F s  f (t )  L-1  F s 
L  f t   F s  L  f t   F s 
1 b
1. 1 12. sinh bt
s s  b2
2

1 s
2. t 13. cosh bt
s2 s  b2
2

2 b
3. t2 14. e  at sinh bt
s3 s  a 2  b 2
n! sa
4. tn 15. e  at cosh bt
s n1 s  a 2  b 2
1 2bs
5. e at 16. t sin bt
s-a s 2
 b2 
2

 at
1 s 2  b2
6. e 17. t cos bt
sa s 2
 b2 
2

n! 1
7. t n e at 18. u t , unit step
s  a n 1 s
b e-sd
8. sin bt 19. u t  d 
s  b2
2
s
s
9. cos bt 20.  t  1
s  b2
2

b
10. e  at sin bt 21.  t  d  e-sd
s  a 2  b2
sa
11. e  at cos bt
s  a 2  b2

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Example

Use the Table 1 to find the Laplace transform of each of the following functions:

a) f t   t 4
4! 4! 24
F s   4 1
 
s s5 s5
24
We may write  
L t4 
s5

b) e 2t

c) t 2 e 3t

d) cos 5t

e) e  t sin t

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8.4 PROPERTIES OF THE LAPLACE TRANSFORMS

Since the Laplace transform is defined in terms of an integral it comes as no surprise that
some of the properties of integrals are also properties of the Laplace transform. The properties
of Laplace transform are:

L  f  g   L  f   L g 
L  kf   kL  f 
where k is constant

Example

Find the Laplace transform of each of the following functions:

a) f t   3  2t
We note that
1 1
L 1   and Lt  
s s2

So, by using property 2

1 2
L  3   3  and L  2t  
s s2

 L 3  2t   L 3  L 2t
3 2
 
s s3

e 3t
b) f t    6 sin 2t
2
We note that
1 2
 
L e 3t 
s3
and L  sin 2t   2
s 4

 e 3t  1 12
 L  and L 6 sin 2t  
 2  2s  3
2
s 4

 e 3t  1 12
 L   6 sin 2t    2
 2  2s  3 s  4

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c) f t   6e 5t  e3t  5t 3  9

 
L  f t   L 6e 5t  e3t  5t 3  9
 L 6e  L e  L 5t  L 9
 5t 3t 3

 6L e  L e  5L t  9 L 1
 5t 3t 3

1 1 3! 1
6   5 3 1  9
s   5 s  3 s s
6 1 30 9
   4 
s5 s3 s s

d) g t   3 sinh 2t   3 sin 2t 

G s   L  3 sinh 2t   3 sin 2t 

 3L  sinh 2t   3L sin 2t 
2 2
3 2 2
3 2
s 2 s  22
6 6
 2  2
s 4 s 4

e) ht   e 3t  cos6t   e 3t cos6t 

 
H s   L e3t  cos6t   e3t cos6t 
 L e  L cos6t   L e cos6t 
3t 3t

1 s s3
  2 2

s3 s 6 s  32  6 2
1 s s3
  2 
s  3 s  36 s  32  36

1
f) f t   cos 6t  2e t sin t
3

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8.5 THE INVERSE LAPLACE TRANSFORM

Previously, we saw how to use Table 1 to find the Laplace transform of a variety of functions.
However, we know the Laplace transform of a function without knowing the actual functions. In
such cases we need to calculate the original function from knowledge of its Laplace transform:
that is, we seek the inverse Laplace transform.

If we have a transform, F s  , now we would like to determine its original function. As you will
see this can be a more complicated and lengthy process than taking transforms. In these
cases we say that we are finding the Inverse Laplace Transform of F s  ) and use the
following notation.

f t   L -1 F s 

As with Laplace transforms, we’ve got the following fact to help us take the inverse transform.
Given the two Laplace transforms F s  and G s  , then

L 1aF s   bG s   aL 1F s   bL 1G s 

for any constants a and b .

Example

Find the inverse Laplace transform of each of the following:

6 1 4
a) F s    
s s 8 s 3
19 1 7
b) H s     5
s  2 3s  5 s
6s 3
c) F s   2  2
s  25 s  25
8 3
d) G s   2  2
3s  12 s  49

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Solution:
The easiest way to determine the inverse transforms is by referring to denominator and then
refers to table of Laplace transforms to find its corresponding function.
6 1 4
a) F s    
s s 8 s 3
1 1 1
F s   6  4
s s 8 s3
f t   61  e  4 e
8t
 
3t

8t 3t
 6  e  4e

19 1 7
b) H s     5
s  2 3s  5 s
19 1 7 44!!
H s    
 
s   2  3 s  53 s 4 1
1 1 1 7  4!
 19  
s   2  3 s  3 4! s 4 1
5

1 5t 7
ht   19e  2t  e 3  t 4
3 24

6s 3
c) F s   2
 2
s  25 s  25
s 3 55
F s   6 2 
s  52 s 2  5 2
s 3 5
6 2 2

s 5 5 s 2  52
3
f t   6 cos5t   sin 5t 
5

8 3
d) G s   2
 2
3s  12 s  49
1 8 3
G s    2
3 s  4 s  72
2

1 42 3  77
 2 
3 s  22 s 2  72
4 2 3 7
 2 2

3 s 2 7 s2  72
2 3
g t   sin 2t   sinh 7t 
3 7

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Example

Find the inverse Laplace transform of the following:

5
a) F s  
s  2  2  9
s2
b) F s  
s  22  9
s7
c) F s  
 s  2 2  9
6s  5
d) F s   2
s 7

Solution:
3
 
a) From Table 1, we see that L e  2 t sin 3t 
s  22  9
So that,
 3 
L- 1  2
2t
  e sin 3t
 s  2   9 
 5  5 2t
 L- 1  2   e sin 3t
 s  2   9  3

 s2 
b) L- 1  2
2t
  e cos 3t
 s  2   9 

s7 5 s2
c)  
s  2  9 s  2  9 s  22  9
2 2

 s  7  5 2t
 L- 1  2
2t
  e sin 3t  e cos 3t
 s  2   9  3

6s  5
d) F s  
s2  7

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 INVERSIONS REQUIRING COMPLETING THE SQUARE

The technique of completing the square is often used to rewrite Laplace transform in
alternative forms so that they can be inverted.

Example

1
1. Find the inverse Laplace transform of 2
s  2s  5

Solution:
By completing the square we write s 2  2 s  5 as s  12  4 , which is the same as
2
s  1 2 2

.
From Table 1
2
 
L e t sin 2t 
s  12  2 2
 2  1 t
 L- 1  2 2 
 e sin 2t
 s  1  2  2

2s  1
2. Find the inverse Laplace transform of 2
s  6s  10

Solution:
2
By completing the square we write s 2  6 s  10 as s  3  12

2
From Table 1 the results with s  3  12 in the denominator are
1 s3

L e 3t sin t  2

and L e 3t cos t 
s  3  12
s  32  12
We need to rewrite the given transform in terms of these two results
2s  1 2s  1

s  6s  10 s  32  12
2

2s  6  7

s  32  12
2s  6 7
 
s  3  1 s  32  12
2 2

s3 1
2 2
7
s  3  1 2
s  32  12

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Hence,

 s3   1 
L-1 2 2 2 
 2e 3t cos t and L- 1 7 2 2 
 7e 3t sin t
 s  3  1   s  3  1 

 2s  1 
 L- 1  2 3t  3t
  2e cos t  7e sin t
 s  6s  10 

9  4s
3. Find the inverse Laplace transform of 2
2s  8s  40

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 USING PARTIAL FRACTIONS TO FIND AN INVERSE LAPLACE TRANSFORM

The Partial Fraction method also used as an intermediate step when finding the inverse
Laplace transforms.

Example

5s  4
1. Find the inverse Laplace transform of
s 2  2s
Solution:
The algebraic fraction is expressed as a sum of partial fractions

5s  4 2 3
2
 
s  2s s s  2

The inverse Laplace transform of each partial fraction is found.

2  3 
L- 1    2 and L- 1    3e
 2t

s  s  2 
 5s  4 
 L- 1  2   2  3e
 2t

 s  2s 

s7
2. Find the inverse Laplace transform of 2
s  4s  3

Solution:
The algebraic fraction is expressed as a sum of partial fractions

s7 3 2
2
 
s  4s  3 s  1 s  3

The inverse Laplace transform of each partial fraction is found.

 3   2 
L- 1    3e
t
and L- 1    2e
 3t

 s  1  s  3
 s7 
 L- 1  2 t
  3e  2e
3t

 s  4s  3 

s 2  6s  1
3. Find the inverse Laplace transform of
s 3  2s 2  s

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8.6 SOLVING DIFFERENTIAL EQUATIONS USING THA LAPALCE TRANSFORM

Linear constant-coefficient differential equations may be solved using the Laplace transform.
By applying the transform, the differential equation is converted into an algebraic equation.
This algebraic equation us solved and then the inverse Laplace transform is applied to yield
the solution to the differential equation. One advantage of using the Laplace transform is that
initial conditions are automatically incorporated into the solution.

Let f t  be a function of t and let F s  be the Laplace transform of f . The value of f and its
derivatives when t  0 are denoted by f 0, f ' 0, f " 0 and so on. The nth derivatives of
f is denoted by f n  t  . Then it can be shown that the Laplace transform of f n  t  is given by

 
L f n  t   s n F s   s n 1 f 0   s n 2 f ' 0   ...  f n 1 0 

Two common cases are given when n  1 and n  2 . In these cases

L  f ' t   sF s   f 0 
L  f " t   s 2 F s   sf 0   f ' 0 

Example

1. The Laplace transform of f t  is F s  . Given f 0  3 and f ' 0  2 write

expressions for the Laplace transform of

a) f ' t  b) f ' ' t 

Solution: Solution:

L  f ' t   sF s   f 0  L  f ' ' t   s 2 F s   sf 0   f ' 0

 sF s   3  s 2 F s   3s  2

c) 2 f "3 f ' f

Solution:

L 2 f "3 f ' f   2L  f ' '  3L  f '  L  f 

 
 2 s 2 F s   3s  2  3sF s   3  F s 
 
 2s 2  3s  1 F s   6 s  13

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2. Obtain an expression for the Laplace transform of 3x" t   2 x ' t   2 xt  where
L xt   Xs, x0   4 and x' 0   3

 Solving Differential Equations

We are now in position to solve linear constant-coefficient differential equations using the
Laplace transform method. The method consists of three distinct phases:

1. Take the Laplace transform of the given differential equation

2. Make the transformed variable (usually X or Y) the subject
3. Apply the inverse Laplace transform to find x t  (or y t  )

Example
1. Solve

dx
 2 x  2e3t , x0  2
dt

Solution:
The Laplace transform of every term is found, noting that the transform of x t  is X s  .
In what follows we write X s  as X in the knowledge that X is a function of s .
 dx 
L    sX  x0 
 dt 
 sX  2
L 2 x  2 X
2
 
L 2e 3 t 
s3

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So, by taking the Laplace transform of each term, the differential equation becomes

2
sX  2  2 X 
s 3
Note that this is no longer a differential equation but an algebraic equation for X .
This equation is rearranged so that X is made the subject

2
s  2  X  2 
s3
s  2  X  2  2
s3
2 2
X  
s  3s  2 s  2
2  2s  3

s  3s  2
2s  4

s  3s  2
2

s3

The inverse Laplace transform is now found

 2 
L- 1    2e
3t

 s  3
So,
xt   2e 3t

Thus, xt   2e 3t is the solution to the given differential equation. Note that the initial condition,
x0  2 , is automatically incorporated into the solution.

d2y
2. Solve  y  2, y 0  y ' 0  0
dt 2

3. Solve y" y ' y  t , y0   y ' 0  1

d 2 x dx
4. Solve   2 x  cos 3t  17 sin 3t , x0   1, x' 0   6
dt 2 dt

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Exercise

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Answer

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Fourier series

At the beginning of 19th century French mathematician J. Fourier astonished scientific world by
suggesting that every function, satisfying certain conditions, may be expressed as a sum of
sine and cosine functions.
This discovery led to development of new branch of mathematics, “Fourier Analysis”, with
numerous applications in science and engineering.
A Fourier series decomposes periodic functions or periodic signals into the sum of a (possibly
infinite) set of simple oscillating functions, namely sines and cosines (or complex
exponentials).

Definition
Let function f be integrable on [-L, L]. The series

a0   n n 
   an cos x  bn sin x (1)
2 n 1  L L 

where the coefficients an and bn are given by

L
1
a0   f ( x)dx
L L
L
1 n
an   f ( x) cos xdx (2)
L L L
L
1 n
bn   f ( x) sin xdx
L L L
is called the Fourier series for the function f on the interval [-L, L].

It can be proven that the Fourier series converges to ƒ(x) at every point x where ƒ is
differentiable, and therefore:

a0   n n 
f ( x)     an cos x  bn sin x (3)
2 n 1  L L 

If function f ( x) has a jump at point x, then

a0   n n  1
   an cos x  bn sin x   ( f ( x  )  f ( x  )) (4)
2 n 1  L L  2

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Even and Odd Functions

Definition Function f ( x) is an even function on [  L; L] if f (  x )  f ( x ), x  [ L; L ].

Definition Function f ( x) is an odd function on [ L; L] if f ( x )   f ( x ), x  [ L; L].


3

Figure 1. Graph of Even Function

Graph of even function is symmetrical with respect of y-axis.

Figure 2. Graph of Odd Function

Graph of an odd function is symmetrical with respect of the origin (0,0).

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If function f ( x) is an even functions, then all Fourier coefficients

L
1 n
bn   f ( x) sin xdx  0 , therefore
L L L

a0  n
f ( x)    an cos x . (Cosine series) (5)
2 n1 L

If function f ( x) is an odd functions, then all Fourier coefficients

L
1 n
an   f ( x) cos xdx  0 , therefore
L L L


n
f ( x)   bn sin x . (Sine series) (6)
n 1 L

Figure 3.

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Figure 4.

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Fourier Integral and Fourier Transform

Fourier Integral.

Suppose now that function f ( x) is defined on ( ,  ) , piecewise smooth on ( ,  ) and

integral  | f ( x) | dx

exists. We cannot represent function as its Fourier series on the entire

real number line. But still for any positive number L, we can write

a0   n n 
f ( x)     an cos x  bn sin x  or, using formulas for coefficients,
2 n 1  L L 

L L
1  
1 n  n 1 L n  n 
f ( x)  
2L  L
f ( ) d    
  
n 1   L  L
f ( ) cos
L
 d   cos
L
x    f ( )sin  d   sin x

  L L L  L 
This formula is correct for x  [ L; L] .

Now, in the formula above, we let L   .

It can be proved that the right-hand side of the above formula converges to

1       
   f ( ) cos( )d  cos( x)    f ( ) sin( )d   sin( x)  d . This is Fourier
 0       
Integral.

If function f ( x) is continuous at point x, then


1      
f ( x)      f ( ) cos( ) d   cos( x )    f ( )sin( )d   sin( x)  d  (7)
 0       
If function f ( x) has a jump at point x, then

1        1  
   f ( ) cos( ) d   cos( x )    f ( ) sin( )d   sin( x)  d  ( f ( x )  f ( x ))
 0        2
(8)

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Fourier Transform

Formulas (7), (8) can be significantly simplified if we consider complex valued functions.
Recall that ei  cos   i sin  .

Definition

Suppose that integral  | f ( x) | dx

exists. The Fourier Transform of f is defined as


[ f ]( )   f (t )e it dt (9)



Another notation for Fourier Transform, commonly used, is [ f ]( )  f ( ) .
Fourier transform of function f is a complex-valued function [ f ]( ) .

In engineering applications, variable t is often referred to as time and variable  as a

frequency of signal f (t ) .

Example
  0 
 a|t |  it  a|t |  it  a|t |  it  a|t |  it
[e a|t | ]( )   e e dt  e dt  e dt  e dt 
   0

0  0  ( a  i ) t 0 
at  it  at  it ( a  i ) t  ( a  i ) t e   e ( a  i ) t  2a
e

dt  e
0
dt  e

dt  e
0
dt     
 a  i    a  i  0
  2
a  2
.

Properties of Fourier Transform

Under certain conditions on functions, the following properties hold

1. Linearity
[ f   g ]( )  [ f ]( )  [ g ]( )
2. Time shifting
[ f (t  t0 )]( )  e it0 [ f (t )]( )
3. Frequency shifting
[ei0t f (t )]( )  [ f (t )](  0 )
4. Scaling
1  
[ f (at )]( )  [ f (t )]  
a a
5. Time reversal
[ f (t )]( )  [ f (t )]( )

6. Fourier Transform of the derivative

[ f ( n ) (t )]( )  (i ) n [ f (t )]( )

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7. Frequency differentiation
dn
[t n f (t )]( )  i n [ f (t )]( )
d n

8. Fourier Transform of an integral

t  1
   f ( )d  ( )  [ f (t )]( )
   i

Inverse Fourier Transform


1 1 it
 [ F ( )](t )  e F (t )dt
2 

Under certain conditions on function f

1[[ f ]( )](t )  f (t ) .

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