1 Laplace Transform of Periodic Function

S.
Ghorai
Lecture XIX
Laplace Transform of Periodic Functions, Convolution, Applications
Laplace transform of periodic function
Theorem 1. Suppose that f : [0, ) R is a periodic function of period T > 0, i.e.

f (t + T ) = f (t) for all t 0. If the Laplace transform of f exists, then
T
f (t)est dt
0
F (s) =
1 esT
(1)
Proof: We have
f (t)est dt
F (s) =
0
(n+1)T
f (t)est dt
=
nT
n=0
f (u + nT )esusnT du
=
n=0
esnT
u = t nT
f (u)esu du
0
n=0
T
su
f (u)e
esnT
du
n=0
f (u)esu du
=
1 esT
The last line follows from the fact that
esnT
n=0
is a geometric series with common ration esT < 1 for s > 0.

Example 1. Consider f (t) = sin(t), which is a periodic function of period 2/.
Solution: Using (1), we find
F (s) =
1
1 e2s/
2/
est sin(t) dt =
0
1 e2s/
= 2
2
2
2s/
s + 1e
s + 2
Example 2. Consider a saw-tooth function (see Figure 1)

f (t) =
t,
0 t < 1,
f (t 1),
t 1.
S. Ghorai
Figure 1: A saw-tooth function.

Solution: Here period T = 1. Using (1), we find
1
F (s) =
1 es
test dt =
0
1 es (1 + s)
1
es
=
s2 (1 es
s2 s(1 es )
Example 3. Consider the following function (see Figure 2)
0 t < 1,
t,
2 t,
1 t < 2,
f (t) =
f (t 2),
t 2.
f(t)
1
o
Figure 2: A saw-tooth function.

Solution: Here f (t) is a periodic function of period T = 2. Hence, using (1), we find
1
F (s) =
1 e2s
2
st
f (t)e
0
1
dt =
1 e2s
te
st
(2 t)est dt
dt +
1
Simplifying the RHS, we find

F (s) =
Aliter: Note that
(1 es )2
1 es
1
=
= 2 tanh(s/2)
2
2s
2
s
s (1 e )
s (1 + e )
s
1,
0 < t < 1,
1,
1 < t < 2,
f (t) =
f (t 2),
t > 2.
S. Ghorai
Since f is piecewise continuous and is of exponential order, its Laplace transform exist.
Also, f is periodic with period T = 2. Hence,
1
=
1 e2s
L f
f (t)e
st
1
dt =
1 e2s
2
st
est dt
dt +
(1 es )2
.
s(1 e2s )
Hence,
L f
1
1
1
tanh(s/2) = sF (s) f (0) = tanh(s/2) = F (s) = 2 tanh(s/2)
s
s
s
Comment: Is it possible to do similar calculations (like in aliter) in Example 2? If

not, why not?
Convolution
Suppose we know that a Laplace transform H(s) can be written as H(s) = F (s)G(s),
where L f (t) = F (s) and L g(t) = G(s). We need to know the relation of h(t) =
L1 H(s) to f (t) and g(t).
Definition 1. (Convolution) Let f and g be two functions defined in [0, ). Then
the convolution of f and g, denoted by f g, is defined by
t
(f g)(t) =
f ( )g(t ) d
(2)
Note: It can be shown (easily) that f g = g f . Hence,

t
(f g)(t) =
g( )f (t ) d
(3)
We use either (2) or (3) depending on which is easier to evaluate.

Theorem 2. (Convolution theorem) The convolution f g has the Laplace transform property
L (f g)(t) = F (s)G(s).
(4)
OR conversely
L1 F (s)G(s) = (f g)(t)
Proof: Using definition, we find
L (f g)(t)
(f g)(t)est dt
=
0
f ( )g(t ) d
=
0
est dt
The region of integration is the area in the first quadrant bounded by the t-axis and
S. Ghorai
=t
0110
1 1
0
10
1010
2
00000000
11111111
000000001010
11111111
0000000010
11111111
Figure 3: Effects of unit step function on a function f (t). Here b > a.

the line = t. The variable limit of integration is applied on which varies from = 0
to = t.
Let us change the order of integration, thus apply variable limit on t. Then t would
vary from t = to t = and would vary from = 0 to = . Hence, we have
L (f g)(t)
est g(t ) dt f ( ) d
=
0
esu g(u) du f ( )es d,
=
0
t =u
es f ( ) d
esu g(u) du
= F (s)G(s)
Example 4. Consider the same problem as given in Example 4 of Lecture Note 18,
i.e. find inverse Laplace transform of 1/s(s + 1)2 .
Solution: We write H(s) = F (s)G(s), where F (s) = 1/s and G(s) = 1/(s + 1)2 . Thus
f (t) = 1 and g(t) = tet . Hence, using convolution theorem, we find
t
e d = 1 (t + 1)et .
f (t )g( ) d =
h(t) =
0
Note: We have used f (t )g( ) in the convolution formula since f (t) = 1. This helps
a little bit in the evaluation of the integration.
Example 5. Find inverse Laplace transform of 1/(s2 + 2 )2 .
Solution: Let H(s) = F (s)G(s), where F (s) = 1/(s2 + 2 ) and G(s) = 1/(s2 + 2 ).
S. Ghorai
Thus, f (t) = sin(t)/ = g(t). Hence,

t
1
sin( ) sin((t ))d
2 0
1
sin(t) t cos(t) .
=
2 3
h(t) =
Applications
Example 6. (Differential equation) Solve the IVP

y + y = t,
y(0) = 0, y (0) = 2
Solution: Take Laplace transform on both sides. This gives

s2 Y 2 + Y =
1
2
1
=
Y
=
+
s2
s2 (s2 + 1) s2 + 1
Using partial fraction, we find

Y =
1
1
+
= y(t) = t + sin t
s2 s2 + 1
Aliter: In the method above, we evaluated Laplace transform of the nonhomogeneous

term in the right hand side. Now here we dont evaluate it. Let g(t) be nonhomogeneous
term (in this case g(t) = t). Let G(s) be the Laplace transform of g. Now Take Laplace
transform on both sides. This gives
s2 Y 2 + Y = G(s) = Y =
2
G(s)
+ 2
2
s +1 s +1
Taking inverse transform and convolution, we find

t
(t ) sin( ) dt + 2 sin t
g(t ) sin( ) dt + 2 sin t = y(t) =
y(t) =
0
OR (using integration by parts)

y(t) = t + sin t
Example 7. (Differential equation) Solve the IVP
y + 9y =
8 sin t,
0,
0 < t < ,
t > ,
y(0) = 0, y (0) = 4.
Solution: Consider g(t) = 8 u0 (t) u (t) sin t. Then Laplace transform of the
nonhomogeneous term is the same as that of g(t). Now we write g(t) as
g(t) = 8u0 (t) sin t + +8u (t) sin(t ).
S. Ghorai
Now taking Laplace transform of the ODE, we get

s2 Y 4+9Y =
1
8
es
4
1
s
+8
=
Y
=
+8
+8e
s2 + 1 s2 + 1
s2 + 9 (s2 + 1)(s2 + 9)
(s2 + 1)(s2 + 9)
Using partial fraction, we get

Y =
s2
4
+
+9
s2
1
1
2
+1 s +9
Now
1
sin 3t
3
L sin t
+ es
s2
1
1
2
+1 s +9
1
1
.
s2 + 1 s2 + 9
Hence, using shifting theorem and inverse transform, we find

y(t) =
4 sin 3t
1
1
+ sin t sin 3t + u (t) sin(t ) sin 3(t )
3
3
3
Further, this can be break up as
sin 3t + sin t,
y(t) =
4 sin 3t,
3
0 t ,
t ,
Example 8. (Differential equation) (Variable coefficient) Solve the IVP

y 2xy + 4y = 0,
y(0) = 1, y (0) = 0
Solution: Take Laplace Transform on both sides, we find

s2 Y sy(0) y (0) + 2
d
L (y ) + 4Y = 0,
ds
OR
s2 Y s+2
d
s 3
sY y(0) +4Y = 0 = 2sY +(s2 +6)Y = s = Y +
+
ds
2 s
This is linear equation. Hence,

2 /4
Y s3 es
OR
1
2
s3 es
2 /4
ds + C
2
s2 4
es /4
Y =
+
C
s3
s3
OR
1
4
es /4
Y = 3 +C 3 .
s s
s
Now it can be shown by Bromwich integral method (not in the syllabus) that
L
x2 1
2
4
es /4
s3
Y =
1
2
S. Ghorai
Hence, we find
y(t) = (1 2x2 ) + C
x2 1
2
4
OR
y(t) = (1 C/4) + (C/2 2)x2
Now y(0) = 1 = C = 4. Hence
y(x) = (1 2x2 )
Comment: If we expand es
2 /4
/s3 then we find
es /4
1
1
+ non-negative power of s.
=
s3
s3 4s
If we assume L1 (sk ) = 0, k = 0, 1, 2, , then we find
L
x2 1
2
4
es /4
=
s3
Example 9. (Integral equation) Solve

t
y(t )e2 d = 1,
y +
y(0) = 1.
Solution: Take Laplace Transform on both sides, we find

sY y(0) +
Y
1
s+2
2
1
=
= Y =
= Y =
s+2
s
s(s + 1)
s s+1
Hence,
y(t) = 2 et

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S.

Laplace transform of periodic function

Theorem 1. Suppose that f : [0, ) R is a periodic function of period T > 0, i.e.

The last line follows from the fact that

is a geometric series with common ration esT < 1 for s > 0.

Example 2. Consider a saw-tooth function (see Figure 1)

Figure 1: A saw-tooth function.

Example 3. Consider the following function (see Figure 2)

Figure 2: A saw-tooth function.

Simplifying the RHS, we find

Comment: Is it possible to do similar calculations (like in aliter) in Example 2? If

Note: It can be shown (easily) that f g = g f . Hence,

We use either (2) or (3) depending on which is easier to evaluate.

Figure 3: Effects of unit step function on a function f (t). Here b > a.

esu g(u) du f ( )es d,

Thus, f (t) = sin(t)/ = g(t). Hence,

Example 6. (Differential equation) Solve the IVP

Solution: Take Laplace transform on both sides. This gives

Using partial fraction, we find

Aliter: In the method above, we evaluated Laplace transform of the nonhomogeneous

Taking inverse transform and convolution, we find

g(t ) sin( ) dt + 2 sin t = y(t) =

OR (using integration by parts)

Now taking Laplace transform of the ODE, we get

Using partial fraction, we get

Hence, using shifting theorem and inverse transform, we find

Further, this can be break up as

Example 8. (Differential equation) (Variable coefficient) Solve the IVP

Solution: Take Laplace Transform on both sides, we find

This is linear equation. Hence,

/s3 then we find

Example 9. (Integral equation) Solve

Solution: Take Laplace Transform on both sides, we find

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