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AN INTRODUCTION TO

LAPLACE TRANSFORM
LAPLACE TRANSFORM

❑ LAPLACE Transform is an integral transformation of a function


f(t) from the time domain to the frequency domain, giving F(s)
LAPLASE F(𝑠)
𝑓(𝑡)
TRANSFORM
𝑡≥0

𝐹 𝑠 = න 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 𝑈𝑛𝑖𝑙𝑎𝑡𝑒𝑟𝑎𝑙 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
𝑜𝑟 𝑂𝑛𝑒 𝑠𝑖𝑑𝑒𝑑 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
0

𝑒 −𝑠𝑡 = 𝐾𝑒𝑟𝑛𝑒𝑙 𝑜𝑓 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚𝑎𝑡𝑖𝑜𝑛


𝑠 = 𝑐𝑜𝑚𝑝𝑙𝑒𝑥 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑠 = 𝜎 + 𝑗𝜔
LAPLACE TRANSFORM


LAPLASE
𝑓(𝑡) F(𝑠) 𝐹 𝑠 = න 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
TRANSFORM 0

𝑓(𝑡) 𝐹(𝑠)

𝑙𝑎𝑝𝑙𝑎𝑠𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑝𝑎𝑖𝑟

𝐷𝑜 𝑎𝑙𝑙 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 ℎ𝑎𝑣𝑒 𝑙𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚?

𝑊ℎ𝑎𝑡 𝑖𝑠 𝑡ℎ𝑒 𝑠𝑖𝑔𝑛𝑖𝑓𝑖𝑐𝑎𝑛𝑐𝑒 𝑜𝑓 𝑙𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚?


LAPLACE TRANSFORM

𝐼𝑛𝑝𝑢𝑡 SYSTEM Output


x(𝑡) (with zero ICs) y(𝑡)
How to solve DE using Laplace transform?
𝐺𝑖𝑣𝑒𝑛 𝐼𝑉𝑃 (𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝐸𝑞𝑢𝑎𝑡𝑖𝑜𝑛) 𝑌(𝑠) 𝑇𝑟𝑎𝑛𝑠𝑓𝑒𝑟
= 𝐻(𝑠)
𝑋(𝑠) 𝐹𝑢𝑛𝑐𝑡𝑖𝑜𝑛

𝐴𝑝𝑝𝑙𝑦 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 (𝐷𝐸 𝑡𝑜 𝐴𝐸)

𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑡𝑜 𝐴𝑙𝑔𝑒𝑏𝑟𝑎𝑖𝑐 𝑃𝑟𝑜𝑏𝑙𝑒𝑚

𝐴𝑝𝑝𝑙𝑦 𝐼𝑛𝑣𝑒𝑟𝑠𝑒 𝑇𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 (𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑡𝑜 𝐼𝑉𝑃)


LAPLACE TRANSFORM of an exponential
Obtain the Laplace Transform of the exponential function, 𝑒 𝑎𝑡 𝑓𝑜𝑟 𝑡 ≥ 0.
Solution:

ℒ{𝑓 𝑡 = න 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0
∞ ∞
ℒ{𝑒 𝑎𝑡 } =න 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = න 𝑒 (𝑎−𝑠)𝑡 𝑑𝑡
0 0 Recall: න 𝑒 𝑢 𝑑𝑢 = 𝑒 𝑢 + 𝑐
𝑒𝑢 𝑒𝑢
=න 𝑑𝑢 =
𝑎−𝑠 𝑎−𝑠 𝑙𝑒𝑡 𝑢 = 𝑎 − 𝑠 𝑡
𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑛𝑔 𝑣𝑎𝑙𝑢𝑒 𝑜𝑓 𝑢: 𝑑𝑢 = 𝑎 − 𝑠 𝑑𝑡
𝑒 𝑎−𝑠 𝑡 𝑑𝑢
= lim from 0 to ∞ 𝑑𝑡 =
𝑎−𝑠 (𝑎 − 𝑠)
1 𝑎−𝑠 𝑡
1 −1
= [ lim 𝑒 − 𝑒0] = [ lim 𝑒 − 𝑠−𝑎 𝑡
− 𝑒0] =
𝑎 − 𝑠 𝑡→∞ 𝑎 − 𝑠 𝑡→∞ 𝑎−𝑠

1 𝟏
ℒ{𝑒 𝑎𝑡 } = 𝒆𝒂𝒕 ↔
𝑠−𝑎 𝒔−𝒂
LAPLACE TRANSFORM of common functions

𝑘 𝑈𝑛𝑖𝑡 𝐼𝑚𝑝𝑢𝑙𝑠𝑒 𝐹𝑢𝑛𝑐𝑡𝑖𝑜𝑛


ℒ{𝑘} =
𝑠 1 𝑡=0
𝛿 𝑡 ={
𝑛! 0 𝑡≠0
𝑛
ℒ{𝑡 } =
𝑠 𝑛+1 𝐷𝑖𝑟𝑎𝑐 𝛿 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
1 ∞ ∞
ℒ{𝑒 𝑎𝑡 } = ℒ{𝛿 𝑡 } = න 1𝑒 −𝑠𝑡 𝑑𝑡 = න 1𝑒 0 𝑑𝑡
𝑠−𝑎
0 0
𝑘 ℒ 𝛿 𝑡 =1 𝛿 𝑡 ↔𝟏
ℒ{sin 𝑘𝑡} = 2
𝑠 + 𝑘2 𝑈𝑛𝑖𝑡 𝑆𝑡𝑒𝑝 𝐹𝑢𝑛𝑐𝑡𝑖𝑜𝑛
𝑠 1 𝑡≥0
ℒ{cos 𝑘𝑡} = 2 𝑢 𝑡 ={
𝑠 + 𝑘2 0 𝑡<0

𝑘 𝐻𝑒𝑎𝑣𝑖𝑠𝑖𝑑𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
ℒ{sinh 𝑘𝑡} = 2
𝑠 − 𝑘2
𝑠
ℒ{cosh 𝑘𝑡} = 2
𝑠 − 𝑘2 1 𝟏
ℒ 𝑢 𝑡 = 𝑢 𝑡 ↔
𝑠 𝒔
TABLE OF COMMON LAPLASE TRANSFORM PAIRS
f(t) F(s) EXAMPLES:
Unit impulse function, 𝜹 𝒕 𝟏 𝟏. 𝜹 𝒕 + 𝟐𝒖 𝒕 − 𝟑𝒆−𝟐𝒕 𝒖(𝒕)
𝟏 2 3
Unit step function,𝒖 𝒕 𝒔 1+ −
𝑠 𝑠+2
𝑘
Constant function, k
𝑠 𝟐. 𝟓 𝒄𝒐𝒔 𝟑𝒕 + 𝟒 𝒔𝒊𝒏 𝟓𝒕 𝒖(𝒕)
1
Exponential, 𝒆𝒂𝒕 5𝑠 20
𝑠−𝑎 +
𝑘 𝑠 2 + 9 𝑠 2 + 25
Sine, sin kt 𝑠2 + 𝑘2
𝑠 𝟑. 𝒕 𝒖(𝒕)
Cosine, cos kt 𝑠2 + 𝑘2 1
𝑛! 𝑠2
Power function, 𝒕𝒏 𝑠 𝑛+1
𝑘 4. 𝒕𝟐 + 𝟐𝒆−𝒕
Hyperbolic sine, sinh kt 𝑠2 − 𝑘2
𝑠 1 1
2( 3 + )
Hyperbolic cosine, cosh kt 𝑠2 − 𝑘2 𝑠 𝑠+1
Important properties of LAPLACE TRANSFORM
1. LINEARITY PROPERTY 4. FIRST SHIFTING THEOREM
𝒂𝒇 𝒕 + 𝒃𝒈 𝒕 ↔ 𝒂𝑭 𝒔 + 𝒃𝑮(𝒔) 𝒆𝒂𝒕 𝒇 𝒕 ↔ 𝑭(𝒔 − 𝒂)
𝑬𝒙𝒂𝒎𝒑𝒍𝒆:
2. SCALING PROPERTY 𝒔
𝒆−𝟑𝒕 𝒄𝒐𝒔 𝟒𝒕 𝑭 𝒔 = 𝟐
𝟏 𝒔 𝒔 + 𝟏𝟔
𝒇 𝒂𝒕 ↔ 𝑭
𝒂 𝒂 (𝒔 − −𝟑 ) 𝒔+𝟑
𝑭 𝒔−𝒂 = =
(𝒔 − −𝟑 )𝟐 +𝟏𝟔 (𝒔 + 𝟑)𝟐 +𝟏𝟔
3. DIFFERENTIATION PROPERTY
𝒅 𝒏 𝑭(𝒔) 5. SECOND SHIFTING THEOREM
𝒕𝒏 𝒇 𝒕 ↔ (−𝟏)𝒏
𝒅𝒔𝒏 𝑓 𝑡 − 𝑎 𝑢(𝑡 − 𝑎) ↔ 𝑒 −𝑎𝑠 𝐹(𝑠)
𝑬𝒙𝒂𝒎𝒑𝒍𝒆:
𝑬𝒙𝒂𝒎𝒑𝒍𝒆:
𝑡−2 𝑢 𝑡−2 𝑓 𝑡 =t
𝒕𝒔𝒊𝒏 𝟐𝒕
1 𝒆−𝟐𝒔
𝒅 𝟐 𝟎 − 𝟐 𝟐𝒔 𝟒𝒔 𝑒 −2𝑠 2 = 𝟐
−𝟏 = = 𝑠 𝒔
𝒅𝒔 𝒔𝟐 + 𝟒 (𝒔𝟐 + 𝟒)𝟐 (𝒔𝟐 + 𝟒)𝟐
Summary:

❑Laplace transform formulas are very useful in obtaining the transform of


various functions
❑Two notable singularity functions are the unit impulse and the unit step
functions, otherwise known as the Dirac and the Heaviside functions
respectively
❑If a function is multiplied by a power function, the corresponding
Laplace transform is obtained using the differentiation property
❑An exponential in the time domain corresponds to a shift in the
frequency domain (first shifting theorem)
❑Conversely, a time shift on the other hand result to an exponential in the
s domain.
Activity:

Solve for the Laplace transform of the ff.:

1. ℒ{𝑡𝑒 −2𝑡 }

2. ℒ{𝑢(𝑡 − 𝑎)}

3. ℒ{𝑐𝑜𝑠(𝑡 − 2)}

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