Laplace Transform I It

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The Laplace Transform

Let f be a function. Its Laplace transform (function) is denoted


by the corresponding capitol letter F. Another notation is L(f ).
Input to the given function f is denoted by t; input to its Laplace
transform F is denoted by s.
By default, the domain of the function f=f(t) is the set of all nonnegative real numbers. The domain of its Laplace transform
depends on f and can vary from a function to a function.

Definition of the Laplace Transform


The Laplace transform F=F(s) of a function f=f
(t) is defined by
L(f )(s) = F (s) =

ts

f (t) dt.

The integral is evaluated with respect to t,


hence once the limits are substituted, what is
left are in terms of s.

Example: Find the Laplace transform of the constant function


f (t) = 1, 0 t < .

Solution:
F (s)

ts

=
=
=
=

lim

b+

lim

b+

lim

b+

lim

b+

f (t) dt =

ts

(1) dt

ts

ts b

e
s

dt
provided s = 0.

e0
ebs

s
s
1
ebs

s
s

At this stage we need to recall a limit from Cal 1:


x

Hence,

Thus,

0
+

0
ebs
=
lim
b+ s
+

if x +
.
if x
if s > 0
.
if s < 0

1
F (s) = , s > 0.
s

In this case the domain of the transform is the set of


all positive real numbers.
4

Table of Transforms
f (t) = 1, t 0

F (s) = 1s , s 0

f (t) = t , t 0

F (s) =

sn+1 ,

f (t) = eat , t 0

F (s) =

s0

1
sa ,

s>a

f (t) = sin(kt), t 0
f (t) = cos(kt), t 0
f (t) = sinh(kt), t 0
f (t) = cosh(kt), t 0

n!

F (s) =

k
s2 +k2

F (s) =

s
s2 +k2

F (s) =
F (s) =

k
s2 k2 ,
s
s2 k2 ,

s > |k|
s > |k|
5

The Laplace Transform is Linear


If a is a constant and f and g are functions, then
L(af ) = aL(f )
L(f + g) = L(f ) + L(g)

(1)
(2)

For example, by the above property (1)

360
5!
5
5
L(3t ) = 3L(t ) = 3 6 = 6 , s > 0.
s
s

As an another example, by property (2)

s
1
+ 2
, s > 5.
L(e + cos(3t)) = L(e ) + L(cos(3t)) =
s5 s +9
5t

5t

An example where both (1) and (2) are used,


7!
1
, s > 0.
L(3t + 8) = L(3t ) + L(8) = 3L(t ) + 8L(1) = 3 8 + 8
s
s
7

The Laplace transform of the product of two functions


L(f g) = L(f )L(g).

As an example, we determine
L(3 + e )

6t 2

=
=
=
=

L(3 + e )(3 + e ) = L(9 + 6e + e


6t

6t

6t

12t

L(9) + L(6e6t + L(e12t )


6t
12t
9L(1) + 6L(e ) + L(e )
6
1
9
.
+
+
s s 6 s 12

The respective domains of the above three transforms


are s>0, s>6, and s>12; equivalently, s>12.
7

The Inverse Transform


Lea f be a function and L(f ) = F be its Laplace
transform. Then, by definition, f is the inverse
transform of F. This is denoted by

(F ) = f.

As an example, from the Laplace Transforms Table,


we see that
6
.
L(sin(6t)) = 2
s + 36

Written in the inverse transform notation


1

6
s2 + 36

= sin(6t).
8

Recall that L(tn ) =

n!

sn+1

. Hence, for example,

L1 s7!8 = t7 .

Here, by examining the power

5
L1 s11 .

8
s

we saw that n=7.

Now consider
Here n+1=11. Hence n=10.
Now, we need to make the numerator to be 10!.
1

5
s11

1
= 5L
s11

5 1 10!
L
=
10!
s11
5 10
t .
=
10!
1

More Examples of Inverse Transforms


Consider L

s +k

2,

7s + 15
s2 + 2

. The form of the denominator,

is that of the Laplace transforms of sin/cos.


7s + 15
s2 + 2

7s
15
1
= L
+L
2
s +2
s2 + 2

s
1
1
1
+ 15L
= 7L
2
s +2
s2 + 2

2
15 1
= 7 cos( 2t) + L
2+2
s
2

15
= 7 cos( 2t) + sin( 2t)
2
1

10

Partial Fractions
Consider the rational expressions
3s + 5
3s + 5
=
s2 3s 10
(s 5)(s + 2)

The denominator is factored, and the degree of the


numerator is at least one less that that of the
denominator, in fact, it is exactly one less than the
degree of the denominator.
We can, therefore, put the rational expression in
partial fractions. This means for constants A and B,
11

we have the decomposition


3s + 5
A
B
=
+
.
(s 5)(s + 2)
s5 s+2

To determine A and B, first clear the denominators:


A
B
3s + 5

(s

5)(s
+
2)
=
(s

5)(s
+
2)
+
(s

5)
(s
+
2).

(s

5)(s + 2)
(s
5)
(s
+ 2)

Thus we have the polynomial equality:


3s + 5 = A(s + 2) + B(s 5) = (A + B)s + 2A 5B.

By comparing the coefficients of s and constant


coefficients, we get two equations in A and B.
A+B

2A 5B

5
12

We can solve for A and B by using Cramers rule

3
det
5

A=
1
det
2

1 3
1
det
2 5
5
, and B =

.
1
1 1
det
5
2 5

Now by the definition of the determinant,

a
det
c

Hence,

b
d

= ad cb.

1
20
, and B = .
A=
7
7
13

We can now determine the inverse transform


1

3s + 5
(s 5)(s + 2)

B
A
= L
+
s5 s+2

1
1
1
1
+BL
= AL
s5
s+2
20 5t 1 2t
e + e .
=
7
7
1

This could also have been directly determined by


using a formula from your Table of Laplace
Transforms from the text.
This inverse transform will be used in slide #19 to
solve an IVP.
14

Partial Fractions: More Examples


Put

3s+4
(s2)(s2 +7)

in partial fractions.

Since s2 +7 is a quadratic, when it is put in partial


fractions, its numerator must be the general polynomial
of degree one.
3s+4
(s2)(s2 +7)

A
s2

Bs+D
s2 +7

3s + 4
A
Bs + D

2
2
2

(s
2)(s + 7) =
(s + 7)
(s 2)(s +7)+ 2 (s2)

s +7
s2

(s

2)(s + 7)

Hence, we have the equality of polynomials:

3s + 4 = A(s2 + 7) + (Bs + D)(s 2) = (A + B)s2 + (2B + D)s + 7A 2D

Comparing the coefficients of s2, s, and constant coefficients,


A + B = 0, 2B + D = 3, and 7A 2D = 4.
15

From the first equation, we get that B=-A. Sub in the


second, to get

Then,

2A + D = 3

(1)

7A 2D = 4

(2)

2 3
3 1
det
det
7 4
4 2
10
13

=
, and D =
.
A=
11
11
2 1
2 1
det
det
7 2
7 2

Hence,

10
13
10
, B = A = , D =
.
A=
11
11
11
16

Transforms of Derivatives
Given a function y=y(t), the transform of its
derivative y can be expressed in terms of the
Laplace transform of y: L(y ) = sL(y) y(0).

The corresponding formula for y can be obtained


by replacing y by y (equation 1 below).
L(y ) = sL(y ) y (0)

(1)

= s(sL(y) y(0)) y (0)

Hence,

(2)

= s2 L(y) sy(0) y (0).

(3)

L(y ) = s L(y) sy(0) y (0).

17

Solving IVP with Laplace Transforms

2t
y

5y
=
e
, y(0) = 3.
Example 1: Solve the IVP

Solution: Taking the Laplace transform of both sides,


L(y 5y) = L(e2t )
1

L(y ) 5L(y) =
s+2
1
sL(y) y(0) 5L(y) =
s+2
1
(s 5)L(y) 3 =
s+2
1
3s + 5
(s 5)L(y) =
+3=
s+2
s+2
3s + 5
L(y) =
(s 5)(s + 2)

(1)
(2)
(3)
(4)
(5)
(6)

18

Hence, by the definition of the inverse transform,


y=L

3s + 5
(s 5)(s + 2)

20 5t 1 2t
=
e + e .
7
7

The above inverse transform was found in slide # 14.


Example 2: Solve the IVP:
y + 7y = 10e2t , y(0) = 0, y (0) = 3.

Solution: Taking the Laplace transform of both sides,


L(y ) + 7L(y) = 10L(e )

2t

s2 L(y) sy(0) y (0) + 7L(y) =


0

10
s2

3
19

Whence,

(s + 7)L(y) 3 =

10
s2

(s + 7)L(y) = 3 +

10
s2

2
2

Then, y = L

L(y) =

3(s2)+10
s2

3s+4
(s2)(s2 +7)

3s+4
(s2)(s2 +7)

Now using the

partial fraction decomposition in slide # 15 and 16,


y=
y=

10 1
11 L
10 2t
11 e

1
s2

10
11

10 1
11 L

cos( 7t) +

s
s2 +7

13

11 7

13 1
11 L

1
s2 +7

sin( 7t).

20

Lemma: Let L(y(t)) = Y (s). Then L(eat y(t)) = Y (s a).


Example 1 L(cos(kt)) =

s
s2 +k2 .

To find L(eat cos(kt))

we replace s by s-a. Hence,


L(e cos(kt)) =
at

sa
(sa)2 +k2 .

The inverse version is also useful:


1

sa
(sa)2 +k2

= eat cos(kt).

Notice matching s-a on the numerator and denominator.

The corresponding sine version is


1

k
(sa)2 +k2

= e sin(kt).
at

21

Find: L

4s+1
s2 +10s+34

Here the denominator does not factor over the reals.


Hence complete the square.
s + 10s + 34 = s + 10s + 25 25 + 34 = (s + 5)2 + 9.

this s must now be


4s+1
4s+1
1
1
L
s2 +10s+34 = L
(s+5)2 +9
made into (s+5).

1 4(s+5)19
1 4(s+5)20+1
=
L
=L
2
(s+5)2 +9
(s+5) +9
2

= 4L

= 4e

cos(3t)

(s+5)
(s+5)2 +9

19L

3
1
= 4e5t cos(3t) 19
L
3
(s+5)2 +9
1

5t

19 5t
3 e

1
(s+5)2 +9

sin(3t).

22

Lemma:

Let L(f (t)) = F (s). Then L(tf (t)) = F (s).

at
Now
L(e
)=
Example 1:

s = a.

1
1
at
Hence, L(te ) = sa = (sa)2 , s = a.

1
at
=
te
In other words, L1 (sa)
.
2

s+2
1
).
Example 2: Find f (t) = L (ln
s3

s+2
Solution: Now L(f (t)) = ln
. Then by the Lemma,
s3


s+2

L(tf (t)) = ln
= (ln(s + 2) ln(s 3))
s3
1
sa ,

Next Slide

23

1
1
1
1

)=

.
L(tf (t)) = (
s+2 s3
s3 s+2

Hence,

tf (t) = L

1
1
1
)L (
)
(
s3
s+2

=e e

Hence,

3t

2t

3t

2t

e e
f (t) =
t

, t > 0.

24

Unit Function and Piece-wise Defined Functions


Let a0. The Heaviside unit function U(ta) is defined by

1
U (t a) =
0

if t a
.
if 0 t < a

1
a
The unit function can be used to express piecewise
functions.
25

Example 1: Let f be the piecewise defined function


f (t) =

4
6

if 0 t < 8
.
if t 8

Now consider the function 4 + (6 4)U (t 8).


If 0t<8, then U(t8) = 0. Then

If t8, then U(t8) = 1.

4 + (6 4)U (t 8) = 4.

Then

4 + (6 4)U (t 8) = 4 + 6 4 = 6.

Thus, we see that

f (t) = 4 + 2U (t 8).
26

Example 2: Consider the piecewise defined function

t
f (t) = t2

3
t

if 0 t < 2
if 2 t < 6 .
if 6 t

We can express f in terms of unit functions.

f (t) = t + (t t)U (t 2) + (t t )U (t 6).


2

Notice how the coefficients of the unit functions are


related to the outputs by the piece-wise defined
function.

27

Truncating a Function
y=f(t)

y=g(t)

a
The graph of g has been obtained by truncating that of f.
g(t) =

0
f (t)

if 0 t < a
.
if t a

g(t) = f (t)U (t a).

28

Truncating a Function
y=f(t)

y=g(t)
y=g

The graph of g has been obtained by truncating that of f.

0
g(t) = f (t)

if 0 t < a
if a t < b .
if b t

g(t) = f (t)U (t a) f (t)U (t b).

29

Translating and Truncating a Function


y=f(t) y=f(t-c)
c

y=g
y=g(t)

a b
The graph of g has been obtained translating the
graph of f by c units to the right and then
truncating it.

0
g(t) = f (t c)

if 0 t < a
if a t < b .
if b t

30

y=f(a)

0
y(t) = f (t a)U (t a) =
f (t a)

if 0 t < a
.
if a t

a
Proposition 1 Let a 0 and L(f (t)) = F (s). Then
L(f (t a)U (t a)) = eas F (s).

Example 1: Find L(sin(t 2)U (t 2)).


Solution: Here a is 2 and f (t 2) = sin(t 2). We
need f(t) to determine F(s). We can get it from the
formula for f(t2) by replacing t by t+2.
f (t + 2 2) = sin(t + 2 2), i.e., f (t) = sin(t). Hence,
1
2s
2s
L(sin(t 2)U (t 2)) = F (s)e
= s2 +4 e .
31

Example 2: Determine L(t U (t 2)).


Solution: Recall the formula
2

L(f (t a)U (t a)) = eas F (s), where F (s) = L(f ).


2
In this case, a=2, and f (t a) = f (t 2) = t .

to obtain F(s), we first need f(t). In order to


do that

replace t in the formula for f(t2) by t+2.


f (t 2) =

f (t + 2 2) = (t + 2) = t + 4t + 4
f (t) = t2 + 4t + 4
F (s) = L(t2 ) + 4L(t) + 4L(1)
2
4
4
=
+ 2 + , s > 0.
3
s
s
s
2
L(t
U (t 2)) =
Thus

2
s3

4
s2

4
s

e2s , s > 0.
32

L
sin(
Example 3: Determine
2 t)U (t 3) .

Solution: Comparing U (t 3) with U (t a), we get a=3.


Hence, f (t 3) = sin( 2 t). Now to obtain f (t), replace t
by t + 3 in the formula for f (t 3). Then,
f (t + 3 3) =

sin( 2 (t

+ 3)) =

sin( 2 t

2 3)).

Now an elementary trig identity states


sin(3 2 + ) = cos().

Whence, f (t) = cos( 2 t). Thus F (s) = 2 s 2 .


s +
4

sin( 2 t)U (t

3) = e3s

s
2
2
s + 4

.
33

Let

(F (s)) = f (t).

Then

L1 (eas F (s)) = U (t a)f (t a).

s
1
= cos(2t).
Example 1: Recall L
2
s +4

Hence

s
7s
e
s2 + 4

= cos(2(t 7))U (t 7).

The presence of e7s caused two changes to cos(2t) :


the input t was replaced by t 7 and then cos(2(t 7))
was multiplied by U (t 7).

34

Example 2: Determine L

7s

e
(s 5)2 + 4

First consider the inverse without the factor e7s .


1

Thus,
1

7s

1
(s 5)2 + 4

e
(s 5)2 + 4

= e sin(2t).
5t

Replace t by t7.

5(t7)
=e
sin(2(t 7)) U (t 7).

35

Convolutions
Let f and g be functions. The convolution of f with
g is defined by
t

f ( )g(t ) d.
f g(t) =
0

Thus in a convolution integral, in general, you will see a


factor (the t in the output by f replaced by ), and a
t factor (the t in the output by g replaced by t ).
sin 3t e

5t

t
0

sin(3 ) e d.

5(t )

the factor the t factor


36

Example 1: Let f (t) = t2 and g(t) = 2t + 3. Find f g.

Solution:

f g(t) =
=

t
0

t
0

f (t)g(t ) d =

t
0

2 (2(t ) + 3) d.

(2t + 3 ) d = (2t + 3)
2

= (2t + 3)

5t4
3
+t .
=
12

3 t

4 t

t
0

= (2t +

d
t3
3) 3

t
0

t4
4

37

Example 2:
Express the following integral as a convolution.

cos(t ) d.
3

factor

Replace by t to
get the first factor
of the convolution

t factor

Replace t by t to
get the second factor
of the convolution

cos(t ) d = t cos(t)
3

38

Example 3:

t
0

e2(t ) 3 d = t3 e2t .

Example 4:
In the following example t factor is missing.

That is because the second factor of the convolution


t 3
was a constant.
3

d = t 1.
t t
t t2
t
t
d = 0 e e
d = e e .
Example 5: 0 e
0

We see that the convolution e e is not the constant


function 1. Here is an alternative view of the same integral
t

t
0

et2 d =

t
0

t 2
t t 2
ee
d = e 0 e
d = et (e2t 1).

However, in general f (g h) = (f g) (f h).

39

Laplace Transform of Convolutions


The Laplace transform of the product of two functions
is not equal to the product of the two transforms:
L(f g) = L(f )L(g).

The convolution behaves far better:


L(f g) = L(f )L(g).
Example 1: Without evaluating the integral, find
L

t 2(t ) 3
e

d .

By Example 3 of the previous slide


L

t 2(t ) 3
e

d = L t3 e2t = L(t3 )L(e2t )=

3!
s4 (s2) ,

s > 2.
40

Example 2: L

=L

t t+
e
0

sin(t ) d

t t
ee
0

sin(t ) d

t t
= L e 0 e sin(t ) d

= L et (et sin t)

t
t
L(e

sin
t)
=
L(e
)L(sin t) =
Now

1
1
s1 s2 +1 ,

s > 1.

The effect of multiplying this input to the Laplace


t
transform by e is to replace the s in the output by
s1. Hence

L e (e sin t) =
t

1
1
(s1)1 (s1)2 +1

1
(s2)((s1)2 +1) ,

s > 2.
41

Example 3: Find L

Solution:

t
0

t sin( ) d .

t
t
t sin( ) d = L t 0 sin( ) d
0
= L (t(sin t 1))

Recall that L(tf (t)) = F (s), where L(f (t)) = F (s).


Now, L ((sin t 1)) = L(sin t)L(1) =

1 1
s2 +1 s ,

Hence, L (t(sin t 1)) =

, s>0

1
s(s2 +1)

3s2 +1
s2 (s2 +1)2 ,

s > 0.

s > 0.

42

Integro-differential Equations
Example: Solve: f (t) = t +

sin(
)f
(t

)
d.
input to f
0
Solution: Notice that f (t) = t + sin t f (t). Now use the

Laplace transform to convert the convolution product


to regular products.
L(f (t)) = L(t) + L(sin t f (t)) =

Hence, (1

1
s2 +1 )L(f (t))

1
s2

s2 +11
( s2 +1 )L(f (t))

1
s2

Thus, L(f (t)) =

s2 +1
s4

1
s2

i.e.,

1
s4 .

1
s2

1
s2 +1 L(f (t).

s2
( s2 +1 )L(f (t))

1
s2

Hence,

f (t) = L1 s12 + L1 s14 = L1 s12 +

1 1 3!
3! L
s4 = t +

t3
6.
43


y
Solve: (t) = 1 sin t

y(
)
d,
y(0)
=
0.
Take Laplace
0

transforms to get L(y (t)) = L(1) L(sin t) L 0 y( ) d ,


sL(y(t)) y(0) =

1
s

1
s2 +1

L(y(t) 1),

sL(y(t)) =

1
s

1
s2 +1

L(y(t))L(1),

sL(y(t)) =

1
s

1
s2 +1

L(y(t))
s

1
s

1
s2 +1 ,

(s + 1s )L(y(t)) =

1
s

1
s2 +1 ,

(s2 +1)
L(y(t))
s

1
s

1
s2 +1 ,

sL(y(t)) +

L(y(t))
,
s

Next Slide

44

L(y(t)) =

s
1
(s2 +1) s

L(y(t)) =

1
(s2 +1)

y(t) = L

s
1
,
2
2
(s +1) s +1

s
,
2
2
(s +1)

1
(s2 +1)

y(t) = sin t

1
t
sin
t
2

s
(s2 +1)2

45

Using the Diracs Delta Function


Solve the IVP

y + 4y = (t 2), y(0) = 6.

L(y ) + 4L(y) = L((t 2))

2s
e
sL(y) y(0) +4L(y) =
s
2s
2s
e
e
=6+
(s + 4)L(y) = y(0) +
s
s
e2s
6
e2s
e2s
6
+
=
+

L(y) =
(s + 4) s(s + 4)
(s + 4)
4s
4(s + 4)

y(t) = 6e

4t

e
1
+ U (t 2)
4

4(t2)

U (t 2).
46

Systems of Equations and Laplace Transform


Let x = x(t) and y = y(t) be functions of t. Suppose
x + 3x + y

x x+y

(1)
t
= e , x(0) = 0, y(0) = 0.
(2)
By taking the Laplace Transforms, we will solve for x and
y by converting the equations into two in L(x) and L(y).
From (1)
From (2)

L(x ) + 3L(x) + L(y ) = L(1)


L(x ) L(x) + L(y ) = L(et ).

From (3) sL(x) x(0) + 3L(x) + sL(y) y(0)


From (4)

(3)
(4)

sL(x) x(0) L(x) + sL(y) y(0) =

1
s

1
.
s1
47

Using x(0) = 0 and y(0) = 0, and collecting like terms


1
(s + 3)L(x) + sL(y) =
s

1
(s 1)L(x) + sL(y) =
s1

Using Cramers rule,

s+3
det
det
s1

, L(y) =

L(x) =
s+3 s
s+3 s
det
det
s1 s
s1 s

L(x) =

1
s
1
s1

s
s

s
1 s1
s2 + 3s s2

+s

, L(y) =

1
s
1
s1

s+3
s1

s2 +

s1
s
3s s2 +

48

L(x) =

s
s1

4s

, L(y) =

s+3
s1

s1
s

4s

1
s+3
s1
1

, L(y) =

L(x) =
4s 4(s 1)
4s(s 1)
4s2

Hence, x(t) = 14 14 et .. In L(y) put the first fraction in


partial fractions and distribute the s2 in the second

3
1
1
to get L(y) = 4s
+ s1
4s
4s12 .. Hence,
L(y) = 1s +

1
s1

1
4s2 .

Hence, y = 1 + e +
t

1
4 t.

The partial fraction calculations:


s+3
4s(s1)

4A + 4B = 1

A
s

B
s1

and

s + 3 = 4A(s 1) + 4Bs.

4A = 3..

Hence,

Solve for A and B.


49

Periodic Functions
This part is repeated

f(t)

f(2T+t)

f(T+t)

2T

T+t

2T+t

3T

The graph is made by repeating a beginning part. The


smallest T>0 such that f(t+T)=f(t) for all t is called
period of the function. The Laplace transform of f is
1
L(f )(s) =
1 eT s

ts

f (t) dt.

0
50

Example: Find the Laplace Transform of the periodic


function f whose graph is given below.
1
2a

-1

4a

6a

The period of f is 2a and, i.e., f(t)=f(t+2a), for all t and


f (t) =

1
1

if 0 t < a
.
if a t < 2a

Applying the formula for the transform of a periodic function, we have

1
L(f (t))(s) =
1 e2as

2a

ts

f (t) dt,

0
51

1
=
1 e2as
1
=
1 e2as

ts

f (t) dt +

ts

1
=
1 e2as
1
=
1 e2as

2a

ts

f (t) dt

dt

2a

ts

e
a

ts a
ts 2a
e
e

s 0
s a

dt

1
e
e
e

+
s
s
s
s
as

2as

as

1
1
as
2as
(1

2e
=
+
e
)
(1 e2as ) s
52

1
1
as
as
(1 e )(1 e )
=
as
as
s (1 e )(1 + e )

2x=as

1 (1 eas )
,
s
>
0
=
s (1 + eas )

Recall
)
e (e e )
(1 e
(e e )
= x x
=
tanh(x) = x
x
x
(e + e )
e (e + e )
(1 + e2x )
x

Whence,
L(f )(s) =

as
tanh( 2 )

2x

, s > 0.

53

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