Chap.

3 Laplace Transform
(1) Transforms: An operation that transform a function into another function
(i) Differentiation transform:
d 2
ex: (x ) = 2x
dx
(ii) Integration transform:
1 3
ex: x 2 dx = x +c
3

Now, consider a defined integral
0
k ( s, t ) f (t )dt ,that transforms f (t ) into a

function of variable s:
(i) The integral is said to be convergent if the limit exists:
b
0
k ( s, t ) f (t )dt = lim k ( s, t ) f (t )dt
b 0

(ii) The integral is said to be divergent if the limit doesnt exist.

(2) Laplace transform: one kind of integration transform

(i) Definition

L[ f (t )] = e st f (t )dt , where f (t ) is a function defined for t 0 & s, t are

two independent variables.

When the above integral converges, the result is a function of s:

L[ f (t )] = e st f (t )dt = F ( s )

Example: [1] = ?

e st e sb + 1 1
b
L[1] e st dt = lim e st dt = lim
b
= lim = for s > 0
0 b 0 b s b s s
0

*L[Laplace
sinh kt ] =transform L[cosh kt ] = 2
k s
,s > 0
2 of basic function
,s > 0
s k
2
s k2
1
L[1] = , s > 0
s

[ ]
L tn =
n!
s n+1
, n > 1, s > 0 [ ]
L e at =
1
sa
, ( s a) > 0

L[sin kt ] = L[cos kt ] =
k s
,s > 0 ,s > 0
s + k2
2
s + k2
2

1 Edited by Prof. Yung-Jung Hsu

 (ii) Basic Properties
(a) Linear property
L[f (t ) + g (t )] = * L[ f (t )] + * L[g (t )] = F ( s ) + G ( s )
(b) Existence of L[ f (t )]
L[ f (t )] exists when its result integral converges!
Sufficient condition1: for the existence of L[ f (t )]
The graph of f (t ) cannot grow faster than the graph of e st as t increase!
( f (t ) is said to be of exponential order.)
Sufficient condition2:
* f (t ) can be a stepwise continuous function on the interval [0, ) .
*If f (t ) is of exponential order, or piecense continuous in the interval
[0, ) , then L[ f (t )]
exists!!
*An non-piecense continuous f (t ) could however have L[ f (t )] to exist.
(iii) Exponential order
Definition: A function f is said to be exponential order c if there exists
constant c, M > 0 and T > 0 , such that

f (t ) Me ct for all t > T

Example1: t < et Example2: e t < et

Example3: cos t < et Example4: t n < et

2 Edited by Prof. Yung-Jung Hsu

 In other word, the graph of f on the interval (T , ) doesnt grow faster than
graph of exponential function Mect f is said to be of exponential order c.

(3) Inverse Transform

(i) For integration transform:

This is kind of inverse transform (for integration)

(ii) For Laplace transform:

Now, how to transform F ( s ) back to f (t ) ??

(iii) Definition: If F ( s) represents the L-transform of f (t ) ,
i.e. L[ f (t )] = F ( s)
We then say f (t ) is the inverse L-transform of F ( s) , and can be
expressed as follows:
1 r + i st
L1[F ( s )] =
2i r i
e F ( s)ds = f (t ), t 0, r R

*Inverse Laplace transform of basic function

1
L1 = 1
s
n! 1 at
L1 n +1 = t n L1 =e
s s a
k s
L1 2 2
= sin kt L1 2 = cos kt
s + k s + k
2

k s
L1 2 2
= sinh kt L1 2 = cosh kt
s k s k
2

(iv) Linearity property:

L [F ( s ) + G ( s )] = * L1[F ( s )] + * L1[G ( s )]
1

s + 6 s 6
Example: L1 2 = L1 2 + L1 2 = cos 2t + 3 sin 2t
s +4 s + 4 s + 4
3 Edited by Prof. Yung-Jung Hsu
(4) Transform of Derivatives

(i) [ ]
L f ' (t ) = f ' (t )e st dt =
0

0
df (t ) st
dt
e dt

= e st df (t ) = lim e st f (t ) f (0) + sF ( s )
0
t

By the exponential order theorem: e st f (t ) e st Mf (t ) = Me ( s c )t

lim e st f (t ) lim Me ( s c ) t = 0 , for s > c, converges!
t t

st
lim e f (t ) lim Me ( s c ) t = , for s < c, diverges!
t t

[ ]
L f (t ) sL[ f (t )] f (0) = sF ( s ) f (0) , for s > c
'

(ii) [ ]
L f '' (t ) sL[ f ' (t )] f (0) = s 2 F ( s ) sf (0) f ' (0) , for s > c
(iii) [ ]
L f ( n ) (t ) s n L[ f (t )] s n 1 f (0) s n 2 f ' (0) ... f < n 2 > (0)
(iv) To solve a differential equation:

dy
Example: + 3 y = 13 sin 2t , y (0) = 6
dt
Take L-transform on each part of D.E.:
dy
L[ ] + 3L[ y ] = 13L[sin 2t ] , L[ y ] = Y ( s )
dt
dy 2
L[ ] = sY ( s ) y (0) & L[sin 2t ] = 2
dt s +4
2
sY ( s ) y (0) + 3Y ( s ) = 13( ), y (0) = 6
s +4
2

6s 2 + 50
( s + 3)Y ( s ) =
s2 + 4
6 s 2 + 50 A Bs + C
Y (s) = = + 2
( s + 4)( s + 3) s + 3 s + 4
2

A=8, B=-2, C=6

8 2s + 6 8 s 2
Y ( s) = + 2 = 2( 2 ) + 3( 2 )
s+3 s +4 s+3 s +4 s +4
y (t ) = L1[Y ( s )] = 8e 3t 2 cos 2t + 3 sin 2t

4 Edited by Prof. Yung-Jung Hsu

(5) Behavior of F(s) as s ( F(s) inverse f(t))
If f (t ) is piecewise continuous on (0, ) and of exponential order,
then lim L[ f (t )] = lim F (s) = 0
t t

If lim F (s) 0 , then

t
F (s) cant be inverse transformed to f (t )

s
e.g.: F ( s ) = 1 or F ( s ) = inverse transform
s +1

(6) Translation shifting theorems

(i) First translation theorem: Translation on the s-axis.
[
If L[ f (t )] = F ( s ) and a is any real number, then L e at f (t ) = F ( s a ) ]

<proof> L[ f (t )] = e st f (t )dt = F ( s )
0

[ ]
, then L e st f (t ) = e st e at f (t )dt = e ( s a ) t f (t )dt
0 0

u = s a , = e ut f (t )dt = F (u ) = F ( s a )
0

[
Example1: L e 2t cos 4t = ?? ]
[ ]
L e 2t cos 4t = L[cos 4t ]s s + 2 =
s
=
s+2
s + 16 s s + 2 ( s + 2) 2 + 16
2

2s + 5
Example2: L1 2
= ??
( s 3)
2s + 5 A B 2 11
= + = +
( s 3) 2
s 3 ( s 3) 2
s 3 ( s 3) 2
2s + 5 2 11 1 1
L1 2
= L1 + 2
= 2 L1 + 11L1 2
( s 3) s 3 ( s 3) s 3 ( s 3)

1 1 1
= 2e3t + 11L1 = 2e + 11L
3t

s s s 3 s s s 3

5 Edited by Prof. Yung-Jung Hsu

 = 2e3t + 11e3t t
(ii) Unit step function()
(a) Definition: (t a) = 0, for 0 t a
= 1, for t > a
(b) Turn-off effect:
If f (t ) = t 2 , t 0
y1 (t ) = f (t ) * (t 2) = 0, for 0 t < 2
= t 2 , for t 2
(c) Translation on t-axis for f (t ) :
If f (t ) = t 2 , t 0 f (t 2) = (t 2) 2 , t 0
y2 (t ) = f (t 2) * (t 2) = 0, for 0 t < 2
= (t 2) 2 , for t 2
(d) Compact form:

y3 (t ) = f (t 2) f (t 2) * (t 2) = (t 2) 2 , for 0 t < 2

= 0, for t 2
In general: if f (t ) = g (t ), 0 t < a
= h(t ), t a
f (t ) can be expressed as f (t ) = g (t ) g (t ) (t a) + h(t ) (t a )
*Consider a general function f (t ) defined for t 0 . The piecewise defined
function f (t a) * (t a) is an entire translation of f (t ) with a unit to the
right on t-axis.

(iii) Second translation theorem: translation on t-axis

If L[ f (t )] = F ( s ) , and a > 0 , then L[ f (t a) * (t a)] = e as L[ f (t )]
[ ]
L1 e as F ( s )] = f (t a) * (t a)
Example: L[(t 1) * (t 1)] = ??
f (t a) = t 1, (t a) = (t 1), a = 1
1
f (t ) = t , F ( s ) = L[ f (t )] =
s2
e s
By second translation theorem: L[(t 1) * (t 1)] = 2
s

6 Edited by Prof. Yung-Jung Hsu

 *Alternative form of 2nd translation theorem:
L[ f (t ) * (t a )] = e as L[ f (t + a)]
Example: L[cos t * (t )] = ??
f (t ) = cos t , (t a) = (t ), a =
f (t + a) = cos(t + ) = cos t

By second translation theorem: L[cos t * (t )] = e s

s
s +1
2

7 Edited by Prof. Yung-Jung Hsu