The Laplace Transform

LAPLACE TRANSFORM

Lapalce Transform converts linear differential equations

into algebraic relations.

The Laplace transform L f  t   of a function f  t  is defined to be

L f  t    0 f  t  e st dt


The integration removes the t as a variable, and the transform

is thus a function of only the Laplace variable s, which may be
a complex number. An alternative notation is the use of the
uppercase symbol to represent the transform of the
F s   L f  t   .
corresponding lowercase symbol: that is,
Existence condition
The Linear Transformation of f(t) exists
if f(t) is of exponential order , i.e., there
exists constants M and a such that
f (t )  Me t  0.
at
 Linearity property
• These are useful properties:
 The Laplace Transform

An important point to remember:

f (t )  F ( s)

The above is a statement that f(t) and F(s) are

transform pairs. What this means is that for
each f(t) there is a unique F(s) and for each F(s)
there is a unique f(t).
 The Laplace Transform
Building transform pairs:

 
L[e  at
]   e e dt   e
 at  st ( s  a )t
dt
0 0

 at  e  st
 1
L[e ]  |0 
(s  a ) sa

 at 1
A transform e 
pair sa
 The Laplace Transform
Building transform pairs:


 st
L[t ]   te dt
0

1
t  2
s
 The Laplace Transform
 iat

(e iat
e ) st
L[cos(at )]   e dt
0 2
1 1 1 
   
2  s  ia s  ia 
s
 2
s a 2

s
L(cos(at )) 
s a
2 2
Find the Laplace Transform of the following

1. sinh at
n 1
2.t
 The Laplace Transform
Transform Pairs:
f(t) F(s)

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

1
e  at
sa
1
t
s 2
n!
tn
s n 1
 The Laplace Transform
Transform Pairs:
f(t) F(s)
1
te  at

 s  a 2

n!
t n e  at
(s  a ) n  1
a
sin(at )
s2  a2
s
cos(at )
s2  a2
Example
 2t
1. Find L{7e  9e
2t
 5 cos t  7t  5 sin 3t  2}
3

2.Evaluate L{4cos 2 2t }
0,0  t  1

3.Find L{f(t)}, where f(t)  t,1  t  2
0, t  2

 The Laplace Transform
First Shifting Theorem


L[e f (t )]   [e f (t )]e dt
at at  st

0

  f (t )e ( s a )t
dt  F(s  a )
0

L[e f (t )]  F(s  a )
at
 The Laplace Transform
Find the L[e-atcos(bt)]
In this case, f(t) = cos(bt) so,

s
F (s )  2
s  a2
(s  a )
and F(s  a) 
(s  a )  b
2 2

 at (s  a )
L[e cos(bt )] 
(s  a ) 2  (b ) 2
 The Laplace Transform
Time Differentiation:

Making the previous substitutions gives,

 df   st df
 


L    e dt  f (t )e st |0  f (t )  se st dt
 dt  0 dt 0

 0  f (0)  s  f (t )e st dt
0

So we have shown:

 df (t ) 
L   sF ( s )  f (0)
 dt 
 The Laplace Transform
Time Differentiation: L(f ' ' ( t ))  sL(f ' (t ))  f ' ( 0)

 df (t ) 2  2
L 2 
 s F ( s)  sf (0)  f ' (0)
 dt 
 df (t ) 3 
L 3 
 s 3
F ( s )  s 2
f (0)  sf ' (0)  f ' ' (0)
 dt 
general case
 df (t ) n  n 1 n2
L n 
 s n
F ( s )  s f ( 0 )  s f ' ( 0)
 dt 
 ...  f ( n 1) (0)
 The Laplace Transform
Time Integration:

The property is:

t  t  st
L   f ( x )dx      f ( x )dx e dt
 0  0  0 
 The Laplace Transform
Time Integration:

Making these substitutions and carrying out

The integration shows that

t  1 st
L   f ( x )dx    f ( t )e dt
 0  s 0
1
 F(s)
s
Multiplication by t
L{tF(t)} = -df(s)/dt

Multiplication by t n
n
d
L{t F (t )}  (1)
n n
n
f ( s)
ds
Division by t

1
L{ F(t )}   f ( x )dx provided the
t s

1
lim t 0 { F(t )}exists
t
 Second translation or Shifting Theorem

F(t - a), t  a then L{G(t)}  e -asf (s)

If L{F(t)}  f(s) and G(t)  
 0, t  a

Change of scale property

1 s
If L{F(t)}  f(s) then L{F(at)}  f  
a a
 e t  -at n 1
Find L  
 (n  1)! 
 t n -1
 1 (n  1)!
we have , L  
 (n - 1)!  ( n  1)! s n

 From first shifting theorem, we have

 -at t 
n 1
1
L e   f (s  a ) 
 n  1 (s  a ) n
Applying change of scale property , find L{sinh3t}

1
L{sinh t }  2  f (s )
s 1

1 3
L{sinh 3t }  1 / 3f (s / 3)  1 / 3  2
(s / 3)  1 s  a
2