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Laplace Transforms

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

A function f (t) is said to be of Exponential Order as t → ∞, if there exists a real


number α ∈ R and positive constants M and t0 , such that

|f (t)| < M eαt , for t > t0

Theorem 1.1.1 (Existence Theorem)


If f (t) is piecewise continuous on [0, ∞) and of exponential order for some α, then L {f (t)}
exists for Re(s) > α

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;

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f (t) F (s) = L {f (t)}

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

2 Method of First Principles (using the definition)


In this section we verify some of the Standard forms in the table above using the definition
of the Laplace Transform.

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 →∞

Note: for s = α + jβ,

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 →∞

for Re(s) = α > 0

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Z ∞
2) L {e } =
kt
ekt e−st dt
0

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 →∞

Note: for s = α + jβ and k = δ + jϵ,

lim (e−(s−k)T ) = lim (e−([α−δ]+j[β−ϵ])T ) = lim (e−(α−δ)T · e−j(β−ϵ)T )


T →∞ T →∞ T →∞

= lim (e−(α−δ)T [cos (β − ϵ)T − j sin (β − ϵ)T ]) = 0


T →∞

for α − δ > 0, ⇒ Re(s) = α > δ = Re(k)


Z ∞
3) L {t } =
n
tn e−st dt (where n ∈ Z+ )
0

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 n −sT n T n−1 −st


  Z 
= lim e −0 + t e dt
T →∞ s s 0

n ∞ n−1 −st −T n −sT


Z    
= t e dt for Re(s) > 0 since lim e = 0, (L’hospitals rule)
s 0 T →∞ s
n
= L {tn−1 }
s
n
∴ L {tn } = L {tn−1 }
s
Applying this reduction formula repeatedly yields;
n
L {tn } = L {tn−1 }
s
 
n n−1
= L {t }
n−2
s s

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n n−1 n−2
= · L {t }
n−3
s s s
.. .. ..
. . .
 
n n−1 n−2 2 1
= · · · ··· L {t }
0
s s s s s
n n−1 n−2 2 1 1
= · · · ··· · ·
s s s s s s
n!
=
sn+1
Z ∞
4) L {sin{at}} = e−st sin{at} dt (a ∈ R)
0
Z T
= lim Im{ejat } · e−st dt (since sin{at} = Im{ejat })
T →∞ 0
Z T
= lim Im{e−(s−ja) t} dt
T →∞ 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−αt (cos[(a − β)T ] + j sin[(a − β)T ])


 
T →∞

= 0 for α = Re(s) > 0

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Z ∞
5) L {cosh at} = e−st cosh at dt, where a ∈ R
0

eat + e−at
Z  
−st
= e dt
0 2
Z ∞
= 1
2
e−(s−a)t + e−(s+a)t dt
0
 T
1 −1 −(s−a)t 1 −(s+a)t
= lim
2 T →∞
e − e
s−a s+a 0
   
1 −1 −(s−a)T 1 −(s+a)T −1 0 1 0
= 2 lim e − e − e − e
T →∞ s−a s+a s−a s+a
 
1 1 1
=2 +
s−a s+a
s
= for Re(s) > a, since,
s2 − a2
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 →∞
for α − a > 0 ⇒ Re(s) − a > 0 i.e for Re(s) > a, and

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 →∞

for α + a > 0 ⇒ Re(s) + a > 0 i.e for Re(s) > −a


For both limits to tend to 0 simultaneously, it is necessary that Re(s) > max{−a, a} = a

3 Properties of Laplace Transforms


3.1 Linearity Property
If f1 (t) and f2 (t) have Laplace Transforms, and if c1 and c2 are any two constants, then

L {c1 f1 (t) + c2 f2 (t)} = c1 L {f1 (t)} + c2 L {f2 (t)}


Proof.
Z ∞
L {c1 f1 (t) + c2 f2 (t)} = [c1 f1 (t) + c2 f2 (t)] e−st dt
0
Z ∞ Z ∞
−st
= c1 f1 (t) e dt + c2 f (t) e−st dt
0 0
Z ∞ Z ∞
−st
= c1 f1 (t) e dt + c2 f2 (t) e−st dt, (linearity of integration)
0 0

= c1 L {f1 (t)} + c2 L {f2 (t)}

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Examples
1)
L {3 − 4t3 + e−5t − sin 3t + 7 cosh 4t}
= L {3} − L {4t3 } + L {e−5t } − L {sin 3t} + L {7 cosh 4t}
= L {3} − 4L {t3 } + L {e−5t } − L {sin 3t} + 7L {cosh 4t}
3 24 1 3 7s
= − 4 + − 2 + 2
s s s + 5 s + 9 s − 16
2)
L {3 sin2 2t} = 3L {sin2 2t} = 3L { 21 (1 − cos 4t)}
= 32 [L {1} − L {cos 4t}]
 
3 1 s
= −
2 s s2 + 16

Some Tutorial Exercises


1) L {(sinh t − cosh t)2 ] ans: 1
s+2

2) L {4 sin 2t sin 3t} s s


 
ans: 2 s2 +1
− s2 +25

3) L {4 sinh(2[t + 3])} ans: 8 cosh 6


s2 −4
+ (4 sinh 6)s
s2 −4
= 8 cosh 6+(4 sinh 6)s
s2 −4

We now consider three further properties given by the following 3 theorems:

3.2 Theorem 1 (First Shift Theorem)


If L {f (t)} = F (s) for Re(s) > c for some c, then

L {eat f (t)} = F (s − a) where Re(s − a) > c

Proof.
Z ∞
L {e f (t)} =
at
eat f (t) e−st dt
0
Z ∞
= e−(s−a)t f (t) dt
0

= F (s − a), where Re(s − a) > c (see note below)

Note:
Z ∞ Z ∞
−st
F (s) = e f (t) dt. Thus F (s − a) = s−(s−a)t f (t) dt
0 0

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Examples
1) L {e−2t cos 4t}
s
Let f (t) = cos 4t, then F (s) = s2 +16
, where Re(s) > 0 and so by the first shift theorem;
L {e−2t cos 4t} = F (s − (−2)) = F (s + 2) = s+2
(s+2)2 +16
, where Re(s + 2) > 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

f (t) F (s) = L {f (t)} ebt f (t) F (s − b) = L {ebt f (t)}

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

Some Tutorial problems

1) L {e−5t sin 3t cos 3t} ans: 3


(s+5)2 +36

2) L {e4t (t − e−2t )2 } ans: 2


(s−4)3
− 2
(s−2)2
+ 1
s

3.3 Theorem 2 (Multiplication by tn )


If L {f (t)} = F (s), where Re(s) > c, then for n ∈ Z+ ;

dn
L {tn f (t)} = (−1)n {F (s)}, where Re(s) > c
dsn

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Proof.
n Z ∞
dn n d
(−1) n
{F (s)} = (−1) e−st f (t) dt
dsn dsn 0
Z ∞ n

= (−1) n
n
[e−st f (t)] dt (convergence of the integral allows
0 ∂s
for the interchange of integration and differentiation)
Z ∞
= (−1)n (−1)n e−st tn f (t) dt (see note below)
0
Z ∞
= (−1) 2n
e−st [tn f (t)] dt
0

= 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

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d s
L {t cos 3t} = (−1) 1
ds s2 + 9
 2 
(s + 9)(1) − (s)(2s)
=−
(s2 + 9)2
s2 − 9
= , where Re(s) > 0
(s2 + 9)2
Some Tutorial Problems

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

3.4 Theorem 3 (Division by t)


If L {f (t)} = F (s) for Re(s) > c, then
  Z ∞
f (t)
L = F (σ) dσ
t s
 
f (t)
provided lim exists
t→0 t

(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)

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Example
  1 
sinh 2t sinh 2t
1) L =L 2
2t t
First check that the limit exists.
1   
2
sinh 2t cosh 2t
lim = lim = 1, (using L’Hospitals rule). Therefore the limit exists.
t→0 t t→0 1
  Z ∞
sinh 2t 1
L = 2

2t s σ −4
 T
1 σ−2
= lim 2 ln , (using partial fractions in the integral)
T →∞ σ+2 s
 
1 T −2 s−2
= 2 lim ln − ln
T →∞ T +2 s+2
1 − T2
 
1 s−2
= 2 lim ln − ln
T →∞ 1 + T2 s+2
 
1 s−2
= 2 ln 1 − ln
s+2
s−2
= − 21 ln
s+2
s
s+2
= ln
s−2

Some Tutorial exercises


n o
1−e2t
1) L t
ans: ln s−2
s

2) L − tan−1
 sin 3t π s

t
ans: 2 3

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