The Laplace Transformation

Chapter 2
The Laplace Transformation

The Laplace Transform is a powerful technique for analyzing linear time-
invariant systems such as electrical circuits and mechanical systems. Given
a simple mathematical or functional description of an input or output to a
system, the Laplace transform provides an alternative functional description
that often simplies the process of analyzing the behavior of the system,
or in synthesizing a new system based on a set of specications. In actual
physical systems the Laplace transform is often interpreted as a transforma-
tion from the time-domain (inputs and outputs are functions of time), to
the frequency-domain (inputs and outputs are functions of complex angular
frequency, or radians per unit time). This transformation not only provides
a fundamentally dierent way to understand the behavior of the system, but
it also drastically reduces the complexity of the mathematical calculations
required to analyze the system.
This integral transform has a number of properties that make it useful for
analysing linear dynamical systems. A signicant advantage is that dier-
entiation and integration become multiplication and division, respectively.
(This is similar to the way that logarithms change an operation of multi-
plication of numbers to addition of their logarithms.) This changes integral
equations and dierential equations to polynomial equations, which are much
easier to solve. It is a powerful tool for solving a wide variety of initial-value
problems.
Denition
If h(t) is a continuous function with t 0 the Laplace Tranform for h(t) is
H(s):
L{h(t)} = H(s) =
_

0
h(t)e
st
dt.
although in many cases the variable s is a real number, it is in general a
complex number, s = + j. A sucient condition for the existence of the
1
Laplace Transform is
_

0
|h(t)|e
1
t
dt <
for a real positive
1
. Thus, as t , |h(t)| cannot be greater than e
1
t
.
Relationship between the Fourier Transform
and the Laplace Transform
If h(t) is causal, then h(t) = 0 for t < 0, and in addition:
_

0
|h(t)| < ,
then the Fourier Transform of h(t) exists and is equal to:
F{h(t)} = H() =
_

0
h(t)e
jt
dt.
A comparison with the Laplace Transform is then:
F{h(t)} = L{h(t)}|
s=j
.
The Laplace transform can be viewed as a generalization of the Fourier
transform from the real line (a simple frequency axis) to the entire complex
plane. The Fourier transform is obtained by evaluating the Laplace transform
along the axis in the complex plane. For many functions, there exists a
Laplace transform, yet none exists for the Fourier transform.
The Inverse Transformation
In the general case, the inverse Laplace transform is the Bromwich integral,
which is complex integral given by
h(t) = L
1
{H(s)} =
1
2j
_
+j
j
e
st
H(s)ds.
Very often the function H(s) can be decomposed into by partial fractions
into a sum of elementary functions, whose individual Laplace transformations
can be found trivially (for example the following tables), and the overall
Laplace transformation can be obtained using the linearity property of the
transform.
2
Simple Laplace Transforms
In each case, h(t) = 0 for t < 0.
h(t) = (t) H(s) = 1
h(t) = u
0
(t) = 1 H(s) =
1
s
, s > 0
h(t) = t
n
H(s) =
n!
s
n+1
, s > 0, n > 0
h(t) = e
at
H(s) =
1
s a
, s > a
h(t) = t
n
e
at
H(s) =
n!
(s a)
n+1
, s > a, n > 0
h(t) = sin at H(s) =
a
s
2
+ a
2
, s > 0
h(t) = cos at H(s) =
s
s
2
+ a
2
, s > 0
h(t) = e
at
sin bt H(s) =
b
(s a)
2
+ b
2
, s > a
h(t) = e
at
cos bt H(s) =
s a
(s a)
2
+ b
2
, s > a
h(t) = sinh at H(s) =
a
s
2
a
2
, s > |a|
h(t) = cosh at H(s) =
s
s
2
a
2
, s > |a|
Important Characteristics of the Laplace
Transform
Given the functions h(t) and g(t), and their respective Laplace transforms
H(s) and G(s):
Linearity
L{c
1
h(t) + c
2
g(t)} = c
1
H(s) + c
2
G(s)
Time Shifting
L{h(t c)} = e
cs
H(s)
Frequency Shifting
L{e
at
h(t)} = H(s a)
3
Scaling
L{h(ct)} =
1
|c|
H(
s
c
)
Dierentiation
L{h
(t)} = sH(s) h(0)

L{h
(t)} = s
2
H(s) sh(0) h
(0)
L{h
n
(t)} = s
n
H(s) s
n1
h(0) ... h
n1
(0)
Integration
L
__
t
0
h()d
_
=
1
s
H(s)
Convolution
L
__

h()g(t )d
_
= L{h(t) g(t)} = H(s)G(s)
Examples
Laplace Transformation of a -function
The -function is not a function is in the conventional sense. A mathemati-
cally exact description requires Distribution Theory. We approximate the
function as a rectangular function of height 1/ and width :
(t) = lim
0
_
_
0 t < 0
1/ 0 < t <
0 t >
As approaches 0, then (t) becomes inntely narrow and innitely high.
In addition, the delta function is constrained to satisfy the following re-
lationship:
_

(t)dt = lim
0
_

dt = lim
0
_

0
1
dt = lim
0
_
t
0
= 1.
The Laplace Transformation of the -function is:
L{(t)} = lim
0
_

0
1
e
st
dt = lim
0
_
1
s
e
st
_
0
= lim
0
1 e
s
s
.
Following LHopitals rule:
L{(t)} = lim
0
se
s
s
= 1.
4
Laplace Transformation of a Step Function
The Heaviside Function, or step function is dened as
u
0
(t) =
_
0 t < 0
1 t > 0
The Laplace Transform of a step function is:
L{u
0
(t)} =
_

0
1e
st
dt =
_
e
st
s
_
0
=
1
s
.
This result can also be obtained from the fact that the step function is the
integral of the -function, using the the integration property of the Laplace
Transform. (Excercise)
Time shifting
H(s) is the Laplace transform of h(t). If h(t c) is a step function shifted
to the right by an amount / time c. Since by denition h(t) = 0 for t < c,
then it must also hold that h(t) = 0 for t < 0.
The Laplace Transformation for h(t c) is:
L{h(t c)} =
_

0
h(t c)e
st
dt =
_

c
h(t c)e
st
dt
with a variable substitution t = + c we nd
L{h(t c)} =
_

0
h()e
s(+c)
d = e
cs
_

0
h()e
s
d = e
cs
H(s).
In order to satisfy explicitly the condition that h(t c) = 0 for t < c , various
texts include the following adjustment:
L{u
c
(t)h(t c)} = e
cs
H(s),
where u
c
(t) is the Heaviside step function with t = c:
u
c
(t) = u
0
(t c) =
_
0 t < c
1 t > c
Laplace Transformation of the Derivative of a Function
H(s) is the Laplace Transform and h
(t) is the derivative of the function

h(t). The Laplace Transform of h
(t) is easily determined using integration

by parts:
L{h
(t)} =
_

0
h
(t)e
st
dt =
_
h(t)e
st
_
_

0
h(t)(s)e
st
dt
5
L{h
(t)} = h(0) + s
_

0
h(t)e
st
dt = sH(s) h(0).
When h(0) = 0, the Laplace transform of the derivative of the function is
equivalent to a multiplication by s, and the transform of the integral of a
function is equivalent to a division by s.
Exercise
given a linear dierential equation of the second order with the form
y + b y + cy = x
Task: determine the Laplace transform of this equation and solve for Y (s)
under the assumption that all the initial conditions are 0 (i.e. y(0) = 0 und
y(0) = 0).
6

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Chapter 2

The Laplace Transformation

(t)} = sH(s) h(0)

(t) is the derivative of the function

(t) is easily determined using integration

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