Further Laplace Transforms: Prerequisites

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Further Laplace

Transforms

20.3

Introduction
In this Block we introduce the rst and second shift theorems which will ease the determination
of Laplace and inverse Laplace transforms of more complicated causal functions.
Finally we obtain the Laplace transform of derivatives of causal functions. This will allow us, in
a later block, to apply the Laplace transform in the solution of ordinary dierential equations.

Prerequisites
Before starting this Block you should . . .

be able to nd Laplace and inverse Laplace


transforms of simple causal functions
be familiar with integration by parts
understand what an initial-value problem is

Learning Outcomes
After completing this Block you should be able
to . . .

Learning Style
To achieve what is expected of you . . .

allocate sucient study time


use the shift theorems to obtain Laplace
and inverse Laplace transforms
take the Laplace transform of the
derivative of a causal function

briey revise the prerequisite material


attempt every guided exercise and most
of the other exercises

1. The First and Second Shift Theorems


The shift theorems enable an even wider range of Laplace transforms to be easily obtained from
the transforms we have already found and also enable a signicantly wider range of inverse
transforms to be found.

The first shift theorem


If f (t) is a causal function with Laplace transform F (s), i.e. L{f (t)} = F (s), then as we shall
see, the Laplace transform of eat f (t), where a is a given constant, can easily be found in terms
of F (s).
Using the denition of the Laplace transform:



at
st
at
L{e f (t)} =
e
e f (t) dt
0

e(s+a)t f (t)dt
=
0

But if

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

est f (t)dt

then by simply replacing s by s + a on both sides:



e(s+a)t f (t)dt
F (s + a) =
0

That is, the parameter s is shifted to the value s + a. We have then the statement of the rst
shift theorem:
Key Point
If

L{f (t)} = F (s) then L{eat f (t)} = F (s + a)

For example, we already know (from tables) that


L{t3 u(t)} =

6
s4

and so, by the rst shift theorem:


L{e2t t3 u(t)} =

6
(s + 2)4

Now do this exercise


Use the rst shift theorem to determine L{e2t cos 3t.u(t)}
Answer
We can also employ the rst shift theorem to determine some inverse Laplace transforms.
Try each part of this exercise
Find the inverse Laplace transform of F (s) =

s2

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

3
2s 8
2

Part (a) Begin by completing the square in the denominator


Answer
Part (b) Realising that L{sinh 3t u(t)} =
theorem

3
, complete the inversion using the rst shift
s2 9
Answer

The second shift theorem


The second shift theorem is similar to the rst except that, in this case, it is the time-variable
that is shifted not the s-variable. Consider a causal function f (t)u(t) which is shifted to the
right by amount a, that is, the function f (t a)u(t a) where a > 0. The following gure
illustrates the two causal functions.
f (t)u(t)

f (t a)u(t a)

The Laplace transform of the shifted function is easily obtained:



L{f (t a)u(t a)} =
est f (t a)u(t a)dt
0
=
est f (t a)dt
a

(Note the change in the lower limit from 0 to a resulting from the step function switching on at
t = a). We can re-organise this integral by making the substitution x = t a. Then
dt = dx and when t = a, x = 0 and when t = then x = .
Therefore

e
a

st

es(x+a) f (x)dx
0

sa
= e
esx f (x)dx

f (t a)dt =

The nal integral is simply the Laplace transform of f (x), which we know is F (s) and so, nally,
we have the statement of the second shift theorem:
3

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

Key Point
L{f (t)} = F (s) then L{f (t a)u(t a)} = esa F (s)

If

Obviously, this theorem has its uses in nding the Laplace transform of time-shifted causal
functions but it is also of considerable use in nding inverse Laplace transforms since, using the
inverse formulation of the theorem above:
Key Point
If

L1 {F (s)} = f (t) then L1 {esa F (s)} = f (t a)u(t a)

Try each part of this exercise


Find the inverse Laplace transforms of

(i)

e3s
s2

(ii)

s2

s
2s + 2

Part (i) Use the table of transforms for standard inverses


Answer
Part (ii) You will need to complete the square in the denominator
Answer

2. The Laplace transform of a derivative


2

Here we consider not a causal function f (t) directly but its derivatives df
, d f , . . . (which are
dt dt2
also causal). The Laplace transform of derivatives will be invaluable when we apply the Laplace
transform to the solution of constant coecient ordinary dierential equations.
If L{f (t)} is F (s) then we shall seek an expression for L{ df
} in terms of the function F (s).
dt
Now, by the denition of the Laplace transform
  
df
df
L
est dt
=
dt
dt
0
This integral can be simplied using integration by parts:


e
0

 

st
(s)est f (t)dt
dt = e f (t)
dt
0
 0
= f (0) + s
est f (t)dt

st df

(As usual,we assume that contributions arising from the upper limit are zero). The integral
that remains is precisely the Laplace transform of f (t) which we naturally replace by F (s). Thus
 
df
L
= f (0) + sF (s)
dt
Engineering Mathematics: Open Learning Unit Level 1
20.3: The Laplace Transform

As an example, we know that if f (t) = sin t u(t) then


L{f (t)} =

s2

1
F (s)
+1

and so, according to the result just obtained,


 
df
= L{cos t u(t)} = f (0) + sF (s)
L
dt


1
= 0+s 2
s +1
s
= 2
s +1
a result we know to be true.
We can nd the Laplace transform of the second derivative in a similar way to nd:
 2 
df
= f  (0) sf (0) + s2 F (s)
L
dt2
(The reader might wish to derive this result). Here f  (0) is the derivative of f (t) evaluated at
t = 0.
Key Point
If

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


 
df
L
= f (0) + sF (s)
dt
 2 
df
L
= f  (0) sf (0) + s2 F (s)
dt2

Try each part of this exercise


d2 f
df
If L{f (t)} = F (s) and

= 3t with initial conditions f (0) = 1,


2
dt
dt
the explicit expression for F (s).
 
 2 
df
df
and L{3t}
, L
Part (a) Begin by nding L
2
dt
dt

f  (0) = 0, nd

Answer
Part (b) Now complete the calculation to nd F (s)
Answer

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

More exercises for you to try


1. Find the Laplace transforms of
(i) t3 e2t u(t) (ii) et sinh 3t.u(t) (iii) sin(t 3).u(t 3)
2. If F (s) = L{f (t)} nd expressions for F (s) if
d2 y
dy
(i) 2 3 + 4y = sin t
y(0) = 1, y  (0) = 0
dt
dt
dy
(ii) 7 6y = 3u(t)
y(0) = 0,
dt
3. Find the inverse Laplace transforms of
15
3s2 + 11s + 14
6
(ii)
(iii)
(i)
(s + 3)4
s2 2s + 10
s3 + 2s2 11s 52

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

(iv)

e3s
s4

(v)

e2s2 (s + 1)
s2 + 2s + 5
Answer

End of Block 20.3

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

You should obtain


(with a = 2)

s
s2
since L{cos 3t.u(t)} = 2
and so by the rst shift theorem
2
(s 2) + 9
s +9
L{e2t cos 3t.u(t)} =

s2
(s 2)2 + 9

obtained by simply replacing s by s 2.


Back to the theory

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

s2

3
3
=
2s 8
(s 1)2 9

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

You should obtain


1

3
(s 1)2 9


= et sinh 3t u(t)

Here, in the notation of the shift theorem:


f (t) = sinh 3t u(t)

F (s) =

s2

3
9

and a = 1

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

10

(i) You should obtain (t 3)u(t 3) for the following reasons. We know that the inverse
Laplace transform of 1/s2 is tu(t) and so, using the second shift theorem (with a = 3), we have


1
3s 1
L
e
= (t 3)u(t 3)
s2
This function is graphed in the following gure:

(t-3)u(t-3)

45
3

Back to the theory

11

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

You should obtain et (cos t + sin t). To obtain this, complete the square in the denominator:
s2 2s + 2 = (s 1)2 + 1 and so
s
s
(s 1) + 1
s1
1
=
=
=
+
s2 2s + 2
(s 1)2 + 1
(s 1)2 + 1
(s 1)2 + 1 (s 1)2 + 1
Now, using the rst shift theorem


s1
1
= et cos t.u(t)
L
(s 1)2 + 1


and
1


since

1
(s 1)2 + 1


t

= e sin t.u(t)


Thus
1

s
2
s 2s + 2

since

s
2
s +1
1
s2 + 1


= cos t.u(t)

= sin t.u(t)


= et (cos t + sin t)u(t)

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

12

You should obtain


L{3t} = 3/s2
 
df
L
= f (0) + sF (s) = 1 + sF (s)
dt
 2 
df
L
= f  (0) sf (0) + s2 F (s) = s + s2 F (s)
2
dt

Back to the theory

13

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

You should nd
F (s) =

s3 s 2 + 3
s3 (s 1)

since, using the transforms we have found:


3
s2
3
s3 s2 + 3
F (s)[s2 s] = 2 + s 1 =
s
s2

s + s2 F (s) (1 + sF (s)) =
so
leading to
F (s) =

s3 s 2 + 3
s3 (s 1)

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1


20.3: The Laplace Transform

14

1. (i)

6
(s + 2)4

2. (i)

s3 3s2 + s 2
(s2 + 1)(s2 3s + 4)

(ii)

3
(s + 1)2 9
(ii)

(iii)

e3s
s2 + 1

3
s(7s 6)

3. (i) e3t t3 u(t) (ii) 5et sin 3t.u(t) (iii) (2e4t + e3t cos 2t)u(t)
(v) et cos 2(t 2).u(t 2)

(iv) 16 (t 3)3 u(t 3)

Back to the theory

15

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20.3: The Laplace Transform

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