Laplace Transform Properties

Laplace Transform Properties
http://lpsa.swarthmore.edu/LaplaceXform/FwdLaplace/LaplaceProps.html
Contents
 Linearity
 Time Delay
 First Derivative
 Second Derivative
 Nth Order Derivative
 Integration
 Convolution
 Initial Value Theorem
 Final Value Theorem
 Other properties
This section derives some useful properties of the Laplace Transform. These
properties, along with the functions described on the previous page will enable us
to us the Laplace Transform to solve differential equations and even to do higher
level analysis of systems. In particular, the next page shows how the Laplace
Transform can be used to solve differential equations. A table with all of the
properties derived below is here.
Linearity
The linearity property of the Laplace Transform states:
This is easily proven from the definition of the Laplace Transform
Time Delay
The time delay property is not much harder to prove, but there are some
subtleties involved in understanding how to apply it. We'll start with the
statement of the property, followed by the proof, and then followed by some
examples. The time shift property states
We again prove by going back to the original definition of the Laplace Transform
Because
we can change the lower limit of the integral from 0- to a- and drop the step
function (because it is always equal to one)
We can make a change of variable
The last integral is just the definition of the Laplace Transform, so we have the
time delay property
To properly apply the time delay property it is important that both the function
and the step that multiplies it are both shifted by the same amount. As an
example, consider the function f(t)=t·γ(t). If we delay by 2 seconds it we get (t-
2)·γ(t-2), not (t-2)t·γ(t) or t·γ(t-2). All four of these function are shown below.
The correct one is exactly like the original function but shifted.
Important: To apply the time delay property you must multiply a delayed
version of your function by a delayed step. If the original function is g(t)·γ(t),
then the shifted function is g(t-td)·γ(t-td) where td is the time delay.
First Derivative
The first derivative property of the Laplace Transform states
To prove this we start with the definition of the Laplace Transform and integrate
by parts
The first term in the brackets goes to zero (as long as f(t) doesn't grow faster
than an exponential which was a condition for existence of the transform). In the
next term, the exponential goes to one. The last term is simply the definition of
the Laplace Transform multiplied by s. So the theorem is proved.
There are two significant things to note about this property:
 We have taken a derivative in the time domain, and turned it into an algebraic
equation in the Laplace domain. This means that we can take differential
equations in time, and turn them into algebraic equations in the Laplace
domain. We can solve the algebraic equations, and then convert back into the
time domain (this is called the Inverse Laplace Transform, and is described
later).
 The initial conditions are taken at t=0-. This means that we only need to know
the initial conditions before our input starts. This is often much easier than
finding them at t=0+.
Second Derivative
Similarly for the second derivative we can show:
where
Nth order Derivative
For the nth derivative:
or
where
Key Concept: The differentiation property of the Laplace Transform

We will use the differentiation property widely. It is
repeated below (for first, second and nth order
derivatives)
Integration
The integration theorem states that
We prove it by starting by integration by parts

The first term in the brackets goes to zero if f(t) grows more slowly than an
exponential (one of our requirements for existence of the Laplace Transform),
and the second term goes to zero because the limits on the integral are
equal. So the theorem is proven
Example: Find Laplace Transform of Step and Ramp using Integration Property
Given that the Laplace Transform of the impulse δ(t) is Δ(s)=1, find the Laplace
Transform of the step and ramp.
Solution:
We know that
so that
Likewise:
Convolution
The convolution theorem states (if you haven't studied convolution, you can
skip this theorem)
causal.
note: we assume both f(t) and g(t) are
We start our proof with the definition of the Laplace Transform
From there we continue:
We can change the order of integration.
Now, we pull f(λ) out because it

is constant with respect to the variable
of integration, t
Now we make a change of variables
Since g(u) is zero for u<0, we can

change
the lower limit on the inner integral to 0-.
We can pull e-sλ out (it is constant
with respect to integration).
We can separate the integrals since the
inner integral doesn't depend on λ.
We can change the lower limit on the
first
integral since f(λ) is causal.
Finally we recognize that the two
integrals
are simply Laplace Transforms.
The Theorem is proven
Initial Value Theorem

The initial value theorem states
To show this, we first start with the Derivative Rule:
We then invoke the definition of the Laplace Transform, and split the integral into
two parts:
We take the limit as s→∞:
Several simplifications are in order. In the left hand expression, we can take the
second term out of the limit, since it doesn't depend on 's.' In the right hand
expression, we can take the first term out of the limit for the same reason, and if
we substitute infinity for 's' in the second term, the exponential term goes to zero:
The two f(0-) terms cancel each other, and we are left with the Initial Value
Theorem
This theorem only works if F(s) is a strictly proper fraction in which the
numerator polynomial is of lower order then the denominator polynomial. In other
words is will work for F(s)=1/(s+1) but not F(s)=s/(s+1).
Final Value Theorem

The final value theorem states that if a final value of a function exists that
However, we can only use the final value if the value exists (function like sine,
cosine and the ramp function don't have final values). To prove the final value
theorem, we start as we did for the initial value theorem, with the Laplace
Transform of the derivative,
We let s→0,
As s→0 the exponential term disappears from the integral. Also, we can take f(0-
) out of the limit (since it doesn't depend on s)
We can evaluate the integral
Neither term on the left depends on s, so we can remove the limit and simplify,
resulting in the final value theorem
Examples of functions for which this theorem can't be used are increasing
exponentials (like eat where a is a positive number) that go to infinity as t
increases, and oscillating functions like sine and cosine that don't have a final
value..
Other properties
Some other properties that are important but not derived here are listed below.
 Multiplication by time:
 Complex Shift:
 Time Scaling:
A table of properties is available here.

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Laplace Transform Properties

This is easily proven from the definition of the Laplace Transform

We can make a change of variable

There are two significant things to note about this property:

Key Concept: The differentiation property of the Laplace Transform

We prove it by starting by integration by parts

From there we continue:

We can change the order of integration.

Now, we pull f(λ) out because it

Now we make a change of variables

Since g(u) is zero for u<0, we can

Initial Value Theorem

To show this, we first start with the Derivative Rule:

Final Value Theorem

A table of properties is available here.

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