Laplace Transform

BIOE 4200

Why use Laplace Transforms?

Find

solution to differential equation

using algebra
Relationship to Fourier Transform
allows easy way to characterize
systems
No need for convolution of input and
differential equation solution
Useful with multiple processes in
system

How to use Laplace

Find

differential equations that describe

system
Obtain Laplace transform
Perform algebra to solve for output or
variable of interest
Apply inverse transform to find solution

What are Laplace transforms?

F(s) L{f ( t )} f ( t )e st dt
0

1
1
st
f ( t ) L {F(s)}
F
(
s
)
e
ds

2j j

t is real, s is complex!
Inverse requires complex analysis to solve
Note transform: f(t) F(s), where t is integrated
and s is variable
Conversely F(s) f(t), t is variable and s is
integrated
Assumes f(t) = 0 for all t < 0

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

Hard
let

Way do the integral

f (t ) 1

let

1
1
F(s) e dt (0 1)
s
s
0
st

f ( t ) e at

F(s) e at e st dt e (s a ) t dt

let

1
sa

f ( t ) sin t

F(s) e st sin( t )dt

0

Integrate by parts

Evaluating F(s)=L{f(t)}- Hard Way

udv uv vdu

remember
let

u e st , du se st dt
dv sin( t )dt , v cos( t )

st
st
e sin( t )dt [e cos( t ) ] s e st cos( t )dt
0

se

[ e

sin( t ) ] s e
0

st

st
e
sin( t )dt

e st cos( t )dt
st

st
e
sin( t )dt

sin( t )dt 1 s

(1 s 2 ) e st sin( t )dt 1

u e st , du se st dt
dv cos( t )dt , v sin( t )

st

let

e (1) s e st cos( t )dt

st

Substituting, we get:

sin( t )dt e (0) s e

st

st

sin( t )dt

1
1 s2

It only gets worse

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

This

is the easy way ...

Recognize a few different transforms
See table 2.3 on page 42 in textbook
Or see handout ....
Learn a few different properties
Do a little math

Table of selected Laplace

Transforms
1
f ( t ) u ( t ) F(s)
s
1
f ( t ) e u ( t ) F(s)
sa
at

s
f ( t ) cos( t )u ( t ) F(s) 2
s 1
1
f ( t ) sin( t )u ( t ) F(s) 2
s 1

More transforms
f ( t ) t u ( t ) F(s)
n

n!
s n 1

0! 1
n 0, f ( t ) u ( t ) F(s) 1
s s
1!
n 1, f ( t ) tu ( t ) F(s) 2
s
5! 120
5
n 5, f ( t ) t u ( t ) F(s) 6 6
s
s

f ( t ) ( t ) F(s) 1

Note on step functions in Laplace

Unit

step function definition:

u ( t ) 1, t 0
u ( t ) 0, t 0

in conjunction with f(t) f(t)u(t)

because of Laplace integral limits:

Used

L{f ( t )} f ( t )e dt
0

st

Properties of Laplace Transforms

Linearity
Scaling

in time
Time shift
frequency or s-plane shift
Multiplication by tn
Integration
Differentiation

Properties: Linearity

L{c1f1 ( t ) c 2 f 2 ( t )} c1F1 (s) c 2 F2 (s)

Example : L{sinh( t )}

Proof :

1 t 1 t
y{ e e }
2
2
1
1
t
L{e } L{e t }
2
2
1 1
1
(

)
2 s 1 s 1
1 (s 1) (s 1)
1
(
)

2
s2 1
s2 1

L{c1f1 ( t ) c 2 f 2 ( t )}

st
[
c
f
(
t
)

c
f
(
t
)]
e
dt
2 2
11
0

c1 f1 ( t )e st dt c 2 f 2 ( t )e st dt
c1F1 (s) c 2 F2 (s)

Properties: Scaling in Time

1 s
L{f (at )} F( )
a a
Example : L{sin(t )}
1
1
(
1)
2
s
( )

1
2
( 2
)
2
s

s 2 2

Proof :

L{f (at )}

st
f
(
at
)
e
dt

let

u at , t

u
1
, dt du
a
a
s

( ) u
1
f (u )e a du

a0

1 s
F( )
a a

Properties: Time Shift

L{f ( t t 0 )u ( t t 0 )} e
a ( t 10 )
u ( t 10)}
Example : L{e
e 10s
sa

Proof :

st 0

F(s)

L{f ( t t 0 )u ( t t 0 )}

st
f
(
t

t
)
u
(
t

t
)
e
dt
0
0

st
f
(
t

t
)
e
dt
0

t0

let

u t t0 , t u t0
t 0

s ( u t 0 )
f
(
u
)
e
du

e st 0 f ( u )e su du e st 0 F(s)
0

Properties: S-plane (frequency)

shift
at

L{e f ( t )} F(s a )
Example : L{e at sin(t )}

(s a ) 2 2

Proof :

L{e at f ( t )}

at
st
e
f
(
t
)
e
dt

(s a ) t
f
(
t
)
e
dt

F(s a )

Properties: Multiplication by tn
n
n
n d
L{t f ( t )} (1)
F(s)
n
ds
Example :

Proof :

L{t n u ( t )}
(1) n
n!
s n 1

d 1
( )
n
ds s

L{t n f ( t )} t n f ( t )e st dt
0

n st
f
(
t
)
t
e dt

n st
(1) f ( t ) n e dt
s
0
n

n
n
n
st
n
(1)
f ( t )e dt (1)
F(s)
n
n
s 0
s

The D Operator
1.

Differentiation shorthand

2.

Integration shorthand
t

if

g ( t ) f ( t )dt

then

Dg ( t ) f ( t )

df ( t )
Df ( t )
dt
2
d
D 2f (t ) 2 f (t )
dt

if g ( t ) f ( t )dt
a

1
then g ( t ) D a f ( t )

Properties: Integrals

F(s)
L{D f ( t )}
s
1
0

Proof :

g ( t ) D 01f ( t )

L{sin( t )} g ( t )e st dt

Example : L{D 01 cos( t )}

let u g ( t ), du f ( t )dt

1
s
1
( )( 2 ) 2
s s 1 s 1
L{sin( t )}

1
dv e st dt , v e st
s
1
1
F(s)
st
st
[ g ( t )e ]0 f ( t )e dt
s
s
s
t

g ( t ) f ( t )dt If t=0, g(t)=0

0

for (t ) f (t )e st dt so
0
f (t )dt g (t ) slower than e st 0

Properties: Derivatives
(this is the big one)

L{Df ( t )} sF(s) f (0 )
Example : L{D cos( t )}
s2

f
(
0
)
2
s 1
s2
1
2
s 1
s 2 (s 2 1)
s2 1
1
L{ sin( t )}
2
s 1

Proof :

d
f ( t )e st dt
dt
0

L{Df ( t )}

u e st , du se st

let

d
dv f ( t )dt , v f ( t )
dt

[e f ( t )] s f ( t )e st dt
st

f (0 ) sF(s)

Difference in f (0 ), f (0 ) & f (0)

The

values are only different if f(t) is not

continuous @ t=0
Example of discontinuous function: u(t)
f (0 ) lim u ( t ) 0
t 0

f (0 ) lim u ( t ) 1
t 0

f (0) u (0) 1

Properties: Nth order derivatives

L{D f ( t )} ?
2

let

g( t ) Df ( t ), g(0) Df (0) f ' (0)

L{D 2 g( t )} sG (s) g(0) sL{Df ( t )} f ' (0)
s(sF(s) f (0)) f ' (0) s 2 F(s) sF(0) f ' (0)

L{D n f ( t )} s n F(s) s ( n 1) f (0) s ( n 2 ) f ' (0) sf ( n 2)' (0) f ( n 1)' (0)

NOTE: to take L{D n f ( t )}

you need the value @ t=0 for
D n 1f ( t ), D n 2 f ( t ),...Df ( t ), f ( t ) called initial conditions!

We will use this to solve differential equations!

Properties: Nth order derivatives

Start with L{Df ( t )} sF(s) f (0)
Now apply again L{D 2f ( t )}
2
let g( t ) Df ( t ) and Dg( t ) D f ( t )
then L{Dg( t )} sG (s) g(0)
remember g( t ) Df ( t )

g (0) f ' (0)

G (s) L{g ( t )} L{Df ( t )} sF(s) f (0)
L{Dg( t )} sG (s) g (0) s[sF(s) f (0)] f ' (0) s 2 F(s) sf (0) f ' (0)

Can repeat for D 3f ( t ), D 4 f ( t ), etc.

L{D n f ( t )} s n F(s) s ( n 1) f (0) s ( n 2 ) f ' (0) sf ( n 2)' (0) f ( n 1)' (0)

Relevant Book Sections

Modeling

- 2.2
Linear Systems - 2.3, page 38 only
Laplace - 2.4
Transfer functions 2.5 thru ex 2.4