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1 Introduction
Laplace Transforms are Integral Transforms used in the solution of many problems in
Engineering and Science.
1.1 Definition
If f (t) is defined for t > 0, then the laplace Transform L {f (t)} of the function f (t) is
defined by;
Z ∞
L {f (t)} = e−st f (t) dt = F (s)
0
Note:
1. The Laplace Transform, transforms a function of t, (i.e f (t)) in the t domain, into
a function of s, (i.e F (s)) in the s domain.
2. s ∈ C is a complex parameter s = α + jβ
Z ∞ Z T
3. dt = lim dt
0 T →∞ 0
4. it is not true that every possible function f (t) has a laplace Transform
The definition of the Laplace Transform can be used to establish Standard Forms (rules).
Finding laplace Transforms using the definition is also referred to as ”finding Laplace
Transforms using First Principles”
The Standard forms are listed in the table below;
a
a (constant) for Re(s) > 0
s
1
ekt for Re(s) > Re(k)
s−k
n!
tn for Re(s) > 0
sn+1
a
sin at for Re(s) > 0
s 2 + a2
s
cos at for Re(s) > 0
s 2 + a2
a
sinh at for Re(s) > a
s2 − a2
s
cosh at for Re(s) > a
s2 − a2
Z ∞
1) L {a} = a e−st dt (where a is a constant)
0
" T #
−e−st
= a lim
T →∞ s 0
a −sT 0
=− lim (e ) − (e )
s T →∞
a
=− 0−1
s
a
= for Re(s) > 0, (since lim (e−sT ) = 0 for Re(s) > 0)
s T →∞
lim (e−sT ) = lim (e−(α+jβ)T ) = lim (e−αT · e−jβT ) = lim (e−αT (cos βT − j sin βT )) = 0
T →∞ T →∞ T →∞ T →∞
Z T
= lim e−(s−k)t dt
T →∞ 0
" T #
−1 −(s−k)t
= lim e
T →∞ s−k 0
1
= for Re(s) > Re(k) (since lim (e−(s−k)T ) = 0 for Re(s) > Re(k))
s−k T →∞
T
Let u = tn , du = ntn−1 dt,
Z
= lim tn e−st dt
T →∞ 0 dv = e−st dt, v = − 1s e−st
" T #
T
−tn −st
Z
n n−1 −st
= lim e + t e dt
T →∞ s 0 s 0
T
e−(s−ja) t
= lim Im
T →∞ −(s − ja) 0
1 −(s−ja)T 0
= lim Im · e −e
T →∞ −(s − ja)
−1
= Im · (0 − 1) for Re(s) > 0 (see note below)
s − ja
1
= Im
s − ja
1 s + ja
= Im ·
s − ja s + ja
s a
= Im 2 +j 2
s + a2 s + a2
a
= for Re(s) > 0
s2 + a2
Note: If s = α + jβ then;
lim e−(s−ja)T = lim e−[(α+jβ)−ja]T = lim e−[α−j(a−β)]T = lim e−αT · ej(a−β)T
T →∞ T →∞ T →∞ T →∞
lim e−(s+a)t = lim e−[(α+jβ)+a]t = lim [e−(α+a)t e−jβt ] = lim [e−(α+a)t [cos βt − j sin βt]] = 0
T →∞ T →∞ T →∞ T →∞
Proof.
Z ∞
L {e f (t)} =
at
eat f (t) e−st dt
0
Z ∞
= e−(s−a)t f (t) dt
0
Note:
Z ∞ Z ∞
−st
F (s) = e f (t) dt. Thus F (s − a) = s−(s−a)t f (t) dt
0 0
2) L {e3t t2 }
2!
Let f (t) = t2 , then F (s) = s3
, where Re(s) > 0, and by the first shift theorem;
L {e3t t2 } = F (s − 3) = 2!
(s−3)3
, where Re(s − 3) > 0
The tables below will help summarise the First Shift Theorem
a a
a (const.) Re(s) > 0 aebt Re(s) > Re(b) (1)
s s−b
1 1
ekt Re(s) > Re(k) ebt ekt Re(s) > Re(b + k) (2)
s−k (s − b) − k
n! n!
tn Re(s) > 0 ebt tn Re(s) > Re(b) (3)
sn+1 (s − b)n+1
a a
sin at Re(s) > 0 ebt sin at Re(s) > Re(b) (4)
s 2 + a2 (s − b)2 + a2
s s−b
cos at Re(s) > 0 ebt cos at Re(s) > Re(b) (5)
s 2 + a2 (s − b)2 + a2
a a
sinh at Re(s) > a ebt sinh at Re(s) > Re(b) + a (6)
s2 − a2 (s − b)2 − a2
s s−b
cosh at Re(s) > a ebt cosh at Re(s) > Re(s) + a (7)
s2 − a2 (s − b)2 − a2
dn
L {tn f (t)} = (−1)n {F (s)}, where Re(s) > c
dsn
= L {tn f (t)}
Note:
∂2
∂
∂s
[e−st f (t)] = (−1)te−st f (t), ∂s2
[e−st f (t)] = (−1)2 t2 e−st f (t)
∂3 n
∂s3
[e−st f (t)] = (−1)3 t3 e−st f (t), · · · · · · , ∂s
∂
n [e
−st
f (t)] = (−1)n tn e−st f (t)
Examples
1) L {e−3t t2 } = L {t2 e−3t }
Let f (t) = e−3t , then F (s) = 1
s+3
, where Re(s) > −3
Then by theorem 2;
d2
L {t e2 −3t
} = (−1) 2
{F (s)}
ds2
2
2 d 1
= (−1)
ds2 s + 3
d2
= (s + 3)−1
ds2
d
= [−(s + 3)−2 ]
ds
2
= 2(s + 3)−3 = , where Re(s) > −3
(s + 3)3
Note that this is the same problem which was done in the previous section using Theorem
1. Laplace transforms of functions of the form tn eat can be evaluated using either theorm
1 or theorem 2.
2) L {t cos 3t}
s
Let f (t) = cos 3t, then F (s) = , where Re(s) > 0, and by theorem 2 we get;
s2 +9
8(16+3s2 )
1) L {t2 sinh 4t} ans: (s2 −16)3
(s−2)2 −9 s2 −4s−5
2) L {t e2t cos 3t} ans: [(s−2)2 +9]2
= (s2 −4s+13)2
(Note that a dummy variable, σ is used in place of s in F (s) in the integral, since s is one
of the limits of integration).
Proof.
Z ∞ Z ∞ Z ∞
−σt
F (σ) dσ = f (t) e dt dσ
s s 0
Z ∞ Z ∞
= f (t) e−σt dσ dt (Interchange the order of integration)
0 s
Z ∞ Z ∞
= f (t) e−σt dσ dt
0 s
( T )
Z ∞
1 −σt
= f (t) lim − e dt
0 T →∞ t s
Z ∞
1 −T t 1 −st
= f (t) lim − e + e dt
0 T →∞ t t
Z ∞
1 −st 1 −T t
= f (t) e dt, since lim − t e →0
0 t T →∞
f (t) f (t)
=L , provided lim exists (this limit is
t t→0 t
necessary for the improper integral above, to converge)
2) L − tan−1
sin 3t π s
t
ans: 2 3