Laplace Transform

Definition
Let f(t) be a function defined for all t ≥ 0. The Laplace
transform of f is the function F(s) defined by


F (s)  L  f    e st f (t )dt (1)
0

provided the integral on the right exists.

The original function f(t) in (1) is called the inverse

transform or inverse of F(s) and is denoted by L−1{F}, i.e.,
f(t) = L−1{F(s)}.

1 August 2006 Slide 2

 Notation
Original functions are denoted by lower case letters and
their Laplace transforms by the same letters in capitals.

Thus F(s) = L{f(t)}, Y (s) = L{y(t)} etc.

By definition, for any function h defined on [0,  ),

 b
0
h(t )dt  lim  h(t )dt
b  0

the integral is said to converge if this limit exists. If this

limit does not exist, the integral is said to diverge and the
integral does not exist.

1 August 2006 Slide 3

 Laplace transform of elementary
functions

Exponential function

Let f(t) = eat, when t ≥ 0, where a is a constant. Find L{f}.


Solution: L{e }   e  st e at dt
at
0
b
 lim  e  ( s  a )t dt
b  0
b
 e 
 ( s a )t
 lim   
b 
 s  a 0
1 LT
 e at
sa
1 August 2006 Slide 4
 Unit step function
u(t)
1, t  0 1
u (t )  
0, t  0
0 t

b
  e   st
1
L{u (t )}    st
e dt  lim    
b 
0
 s 0 s
LT

1, t  0
u (t )  
0, t  0
1 August 2006 Slide 5
 Delayed unit step function

1, t  0
u(t-a)
u (t  a)   1
0, t  0

0 a t
Shifted version of u(t)

L{u (t  a)}   e  st u (t  a)dt
0
b
 lim  e st 1dt
b  a

 e  1  as
 st b
LT 1, t  0
 lim     e u (t  a)  
b 
 s a s 0, t  0

1 August 2006 Slide 6

 Function tn

L{t }   e t dt
n  st n L{t n1}
0

1  st n n   st n 1
  e t   e t dt
s 0 s 0

Thus, using induction L{t n }  n L{t n 1}

s
n(n  1)...1
 n
L{1}
s
n(n  1)...1 1
 n

s s
n! LT
 n 1 tn
s
1 August 2006 Slide 7
 Sine and cosine function

From elementary calculus,

e ax
(a sin mx  m cos mx)
  c
ax
e sin mxdx
a m
2 2


L{sin kt}   e  st sin ktdt
0
b
 lim  e  st sin ktdt
b  a
b
 e ( s sin kt  k cos kt ) 
 st
 lim  
b 
 s 2
 k 2
0
k
 2 sin kt
s  k2 LT
1 August 2006 Slide 8
 From elementary calculus,

e ax
(a cos mx  m sin mx)
 e cos mxdx  c
ax

a m
2 2


L{cos kt}   e  st cos ktdt
0
b
 lim  e  st cos ktdt
b  a
b
 e ( s cos kt  k sin kt ) 
 st
 lim  
b 
 s 2
 k 2
0
s
 2 cos kt
s k 2
LT

1 August 2006 Slide 9

 Transform of derivatives and integrals
Assuming that L{f (t)} = F(s) and given that
 f (t) is continuous for all t > 0
 f (t) is of exponential order as t  
 f ′(t) is piecewise continuous and of exponential order.

Then, L{ f ′(t)} = sF(s) – f(0)

For integrals : g (t )   f ( )d

0

t  F ( s)
Then Lg (t )  L  f ( )d  
0  s
1 August 2006 Slide 10
 A table of Laplace Transforms

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

1
1 1
s
1
2 t
s2
1 t n1
3 n (n = 1, 2, …)
s (n  1)!
1
4
sa e at
1
5 te at
(s  a)2
1 t n 1 at
6 e
(s  a)n (n  1)!

1 August 2006 Slide 11

 F(s) = L{f(t)} f(t)
1 1
7 sin wt
s 2  w2 w
s
8 cos wt
s 2  w2
1 1
9 sinh at
s2  a2 a
a
10 cosh at
s2  a2
1 1 at
11 e sin wt
( s  a ) 2  w2 w
sa
12 e at cos wt
( s  a ) 2  w2

1 August 2006 Slide 12

 Laplace Transform Formulas

1 eatf(t) F(s - a)
2 f(t - a)u(t - a) e-asF(s)
1 s
3 f(at), a > 0 F( )
a a
df
4 sF(s) - f(0)
dt
d2 f
5 s2F(s) - sf(0) - f′(0)
dt 2
d3 f
6 s3F(s) - s2 f(0) - sf′(0) - f′′(0)
dt 3
n 1
dn f
7 s F (s)  s
n n 1
f (0)   s n  r 1 f ( r ) (0)
dt n r 1

t F ( s)
8 0
f ( )d
s

1 August 2006 Slide 13

 Examples
at
Find the LT of f (t )  2e 3
1 1
From the tables : e at
 and 1 
sa s
at
f (t )  2e 3

2 3 2 3
sa s F ( s)  
sa s
2s  3( s  a)

s( s  a)
5s  3a

s( s  a)
1 August 2006 Slide 14
 Find the LT of f (t )  t 2 e 4t

t n1 at 1
From the table : e 
(n  1)! ( s  a) n

t 2  4t 1
Let (n-1) = 2, e 
2 ( s  4) 2
x2 x2

 4t 2
2
t e 
( s  4) 2
2
F (s) 
s  4  2

1 August 2006 Slide 15

 Inverse Laplace Transform

Inverse Laplace transform is used to transform the s-

domain solution back to the original domain ie s to t

The inverse Laplace transform, f(t) = L−1{F(s)}, is obtained

from a table of transforms.
Partial fractions expansion is used to help in simplifying
complicated functions. We consider 3 basic cases
where the denominator of F(s) contains:
(i) only distinct linear factors;
(ii) repeated linear factors;
(iii) a quadratic factor.

1 August 2006 Slide 16

 (i) Denominator contains only distant linear factors

1 1 
Evaluate L  
 ( s  1)( s  2)( s  4) 

Solution: Let

1 A B C
  
( s  1)( s  2)( s  4) s  1 s  2 s  4
A( s  2)( s  4)  B( s  1)( s  4)  C ( s  1)( s  2)

( s  1)( s  2)( s  4)

Comparing the numerators

1 = A(s + 2)(s + 4) + B(s - 1)(s + 4) + C(s - 1)(s + 2)

1 August 2006 Slide 17

 Setting s = 1, 1 = A(3)(5)  A = 1/15
s = -2, 1 = B(-3)(2)  B = -1/6
s = -4, 1 = C(-5)(-2)  C = 1/10

Thus, 1 1 1
1
 15  6  10
( s  1)( s  2)( s  4) s  1 s  2 s  4

1 1  1 1  1  1 1  1  1 1  1 
L   L   L   L  
 ( s  1)( s  2)( s  4)  15  s  1  6  s  2  10  s  4 
 1 t 1 2t 1 4t 
  e  e  e  u (t )
15 6 10 

1 August 2006 Slide 18

 (ii) Denominator contains repeated linear factors

 s 1 
Evaluate L1  2 3
 s ( s  2) 

Solution:
Let s 1 A B C D E
    
s 2 ( s  2)3 s s 2 s  2 (s  2)2 (s  2)3

Comparing the numerators

s + 1 = As(s + 2)3 + B(s + 2)3
+ Cs2(s + 2)2 + Ds2(s + 2) + Es2

1 August 2006 Slide 19

 Setting s = 0  B = 1/8
s = -2  E = -1/4

By equating coefficients of

s4 : 0 = A + C
s3: 0 = 6A + B + 4C + D
s: 1 = 8A + 12B
 A = -1/16, C = 1/16, D = 0

1 August 2006 Slide 20

  s 1 
1 1 1  1  1 1  1 
L  2 3
  L   L  2 
 s ( s  2)  16  s  8  s 
1 1  1  1 1  2 
L   L  2
16  s  2  8  ( s  2) 

 1 
1 1 n 1 at
Since L  n
 t e
 ( s  a)  (n  1)!

 s 1   1 1
1 1 2t 1 2 2t 
L  2 3
   t  e  t e  u (t )
 s ( s  2)   16 8 16 8 

1 August 2006 Slide 21

 (iii) Denominator contains a quadratic factor

Evaluate L1  33s2 2 

 s ( s  4) 

Solution:
3s  2 A B C Ds  E
Let   2 3 2
s ( s  4) s s
3 2
s (s  4)

Comparing numerators,

3s - 2 = As2(s2 + 4) + Bs(s2 + 4)
+ C(s2 + 4) + (Ds + E)s3

Setting s = 0  C = -1/2
1 August 2006 Slide 22
 By equating the coefficients of
s 4: 0 = A + D
s 3: 0 = B + E
s2: 0 = 4A + C
s: 3 = 4B

 A = 1/8, B = 3/4, D = -1/8, E = -3/4

 3s  2  1 1  1  3 1  1  1 1  2 
L1  3 2   L   L  2  L  3 
 s ( s  4)  8  s  4 s  4 s 
1 1  s  3 1  2 
 L  2  L  2 
8 s  4 8 s  4
1 3 1 2 1 3 
   t  t  cos 2t  sin 2t  u (t )
8 4 4 8 8 

1 August 2006 Slide 23

 Example on DE
d 2 x(t ) dx(t )
Solve the DE : 2
3  2 x(t )  5u (t )
dt dt

where u(t) is the unit-step function. The initial conditions

are x(0) = -1 and x′(0) = 2.

Solution: Take Laplace transform of the individual terms

 d 2 x(t )  2
L 2 
 s X ( s)  sX (0)  X '(0)
 dt 
 s 2 X ( s)  s  2

 dx(t ) 
L   sX ( s )  X (0) 1
 dt  L u (t ) 
s
 sX ( s )  1
1 August 2006 Slide 24
 Substituting back into the original DE :
5
s X ( s)  s  2  3sX ( s)  3  2 X ( s) 
2

s
s(s 2  3s  2) X (s)  5  s 2  2s  3s
s 2  s  5 Solution of DE in
 X ( s) 
s(s  1)(s  2) the s-domain

The solution in the original domain is

x(t )  L1{ X ( s)}
5
1 1  1  3 1  1 
 L    5L   L  
 
2 s  s  1  2  s  2 
5 t 3 2t  Solution of DE in
   5e  e  u (t )
2 2  the time domain

1 August 2006 Slide 25

 Use of LT in solving circuit problems
Find the voltage V0 across the capacitor, assuming that R
= 1x106 W, C = 1x10-6 F and Vi = 5V. Assume initial
conditions to be V0(0) = 0 V

I R
+ +
Vi C V0
- -

dVo
Original DE : Vi  CR  Vo
dt
dV0
5  V0
1 August 2006
dt Slide 26
 dVo (t )
Time domain DE :  Vo (t )  5
dt
Denote : V0 (t )  V0 (s)

Taking LT on both sides of the DE :

0
5
sV0 ( s )  V0 (0)  V0 ( s ) 
s
5
V0 ( s)( s  1) 
s
5 Solution of V0(t)
 V0 ( s) 
s( s  1) in the s-domain

1 August 2006 Slide 27

 To go back to time domain, take the inverse LT of V0(s)
to get V0(t).
5
V0 ( s ) 
s ( s  1)
A B
 
s ( s  1)
5 5
 
s ( s  1)

5u (t ) t
5e
t
Therefore : V0 (t )  5u (t )  5e

DE solved easily using Laplace Transforms!

1 August 2006 Slide 28
 Other important formulas from LT

Initial value theorem : f (0 )  lim sF (s)  lim f (t )
s  t 0

Final value theorem : lim f (t )  lim sF ( s )

t  s 0

For the RC circuit problem, apply final value theorem to

V0(s) to get the final value of V0(t).
5
V0 ( s) 
s( s  1)
lim V0 (t )  lim sV0 ( s)
t  s 0

5
 lim s 5
s 0 s  1

Hence the final voltage across the capacitor is 5 V.

1 August 2006 Slide 29