Laplace Transform

Background
• Classical differential equations
Time Domain

y2  t   y1 t   yt   xt 

xt   1
Solve differential equation

yt    e  e
1 t 1  2 t
2 2
 Laplace Transform
Background
• Laplace transforms
Time Domain Frequency Domain
1
y 2 
t   y t   yt   xt 
1 H( s)  2
s  3s  2
xt   1 Xt  
1
s
Solve algebraic equation

yt    e  e
1 t 1  2 t 1 1
2 2 s s 2  3s  2
 Laplace Transform
Definition
• The Laplace transform is

Lf t    f t e  st dt
0

 Fs 
• Common notation:
Lf t   Fs  f t   Fs 
Lgt   G s  gt   G s 
 Laplace Transform
Definition
• The Laplace transform is the functional
equivalent of a matrix-vector product
n n
u  v  u jv j Mvi   mi, j v j
j 1 j 1

 
u t   vt    u t  vt dt Fs    f t e dt
 st

0 0
 Laplace Transform
Definition
• Notation:
– Variables in italics t, s
– Functions in time space f, g
– Functions in frequency space F, G
– Specific limits

 
f 0  lim f t 

t 0

f 0   lim f t 

t 0 
 Laplace Transform
Existence
• The Laplace transform of f(t) exists if
– The function f(t) is piecewise continuous
– The function is bound by f t   Me  kt
for some k and M
 Laplace Transform
Example Transforms
• We will look at the Laplace transforms of:
– The impulse function d(t)
– The unit step function u(t)
– The ramp function t and monomials tn
– Polynomials, Taylor series, and et
– Sine and cosine
 Laplace Transform
Example Transforms
• While deriving these, we will examine
certain properties:
– Linearity
– Damping
– Time scaling
– Time differentiation
– Frequency differentiation
 Laplace Transform
Impulse Function
• The easiest transform is that of the
impulse function:

Lδt    δt e  st dt
0
δt   1
 e  s0
1
 Laplace Transform
Unit Step Function
• Next is the unit step function

L u t    u t e  st dt
0

0 t  0   e  st dt
u t     
u t 
1
1 t  1 0 s

1
  e  st
s 0

 1 
 0    e  s0 
 s 
1

s
 Laplace Transform
Integration by Parts
• Further cases require integration by parts
• Usually written as
b b

 f dg  fg   g df
b
a
a a
 Laplace Transform
Integration by Parts
• Product rule
d d  d
f t  gt    f t  gt   f t  gt 
dt  dt   dt 
• Rearrange and integrate
d  d d 
f t  gt   f t  gt    f t  gt 
 dt  dt  dt 
d  d 
b b b
   
a  dt  a dt
f t g t dt 
d
f t  g t dt  a  dt  gt dt
f t 
d 
b
 f t  gt  a    f t  gt dt
b

a 
dt
 Laplace Transform
Ramp Function
• The ramp function

Lt u t    te st dt
0
f t 

df  d t  1  st   1  st 
 t   e    1  e dt
 s  0 0  s 
dg  e  st d t 1  st

 0   e dt
1  st s 0
g e  t u t   2
1
s 
s
   e  st   2
1 1 1
s s  0 s
 Laplace Transform
Monomials
• By repeated integration-by-parts, it is
possible to find the formula for a general
monomial for n ≥ 0

 n

L t u t   n 1
s
n!

 t u t   n 1
n n!
s
 Laplace Transform
Linearity Property
• The Laplace transform is linear
• If Lf( t )  Fs  and Lg(t )  Gs  then
La f( t )  b g( t )  a Fs  b G s 
a f( t )  b g( t )  a Fs  b G s 
 Laplace Transform
Initial and Final Values
• Given f t   Fs  then
f 0   lim s Fs 

s 

f    lim s Fs 

s 0

• Note sF(s) is the Laplace transform of f(1)(x)

 Laplace Transform
Polynomials
• The Laplace transform of the polynomial
follows:
n  n
L  ak t u t    ak k 1
k k!
 k 0  k 0 s
 Laplace Transform
Polynomials
• This generalizes to Taylor series, e.g.,
 
L e u t   L  t u t 
n
t 1 k
 k  0 k! 
n
1 k!
 k 1
k  0 k! s
n
1
 k 1
k 0 s
 et u t  
1
1 s 1

s 1
 Laplace Transform
The Sine Function
• Sine requires two integration by parts:

L sin t  u t    sin t e  st dt
0
 
  sin t e  st    cost e  st dt
1 1
s 0 0
s

 0   cost e  st dt
1
s 0
 
  2 cost e  st   sin t e  st dt
1 1 1
s 0
s 0 s

 2  2  sin t e  st dt
1 1
s s 0

 2 Lsin t  u t 
1 1
 2
1 of 2
s s
 Laplace Transform
The Sine Function
• Consequently:
Lsin t  u t   2  2 Lsin t  u t 
1 1
s s
 
s 2  1 Lsin t  u t   1

Lsin t  u t   2
1
s 1

 sin t  u t  
1
s2 1
2 of 2
 Laplace Transform
The Cosine Function
• As does cosine:

Lcost  u t    cost e  st dt
0
 
  cost e  st   sin t e  st dt
1 1
s 0 0
s

   sin t e  st dt
1 1
s s 0

1  1 
 
   2 sin t e  st    cost e dt 
1 1  st

s  s 0
s 0 s 


 2  0  2  cost e  st dt
1 1
s s 0

  2 Lcost  u t 
1 1 1 of 2
s s
 Laplace Transform
The Cosine Function
• Consequently:
Lcost  u t    2 Lcost  u t 
1 1
s s
 
s 2  1 Lcost  u t   s

Lcost  u t   2
s
s 1

 cost  u t  
s
s2 1
2 of 2
 Laplace Transform
Periodic Functions
• If f(t) is periodic with period T then
T
 
 f t e dt
 st

Lf t   0
 sT
1 e
• For example,

 
 s
  s 

 st se
cos t e dt
L f t   0
 s 2
1
1  e  s 1  e  s
 Laplace Transform
Periodic Functions
• Here cos(t) is repeated with period 

cost  f t 

Lf t 
Lcost 
 Laplace Transform
Periodic Functions
• Consider f(t) below:
1
s
 e dt   1 1  es
 st e
Lf t   0  s 2  s 
1 e 1  e 2 s 
s 1  e 2 s 
ut  f t 

L u t  
1
s Lf t 
 Laplace Transform
Damping Property
• Time domain damping ⇔
frequency domain shifting

 
L e  at f t    e  at f t e  st dt
0

  f t e  ( s  a )t dt
0

 Fs  a   e  at f t   Fs  a 
 Laplace Transform
Damping Property
• Damped monomials
t u t   n 1
n n!
s
e t u t  
 at n n!
s  a n1
A special case:
u t  
1
s
u t  
 at 1
e
sa
 Laplace Transform
Damping Property
• Consider cos(t)u(t)
cost  u t   2
s
s 1
 Laplace Transform
Damping Property
• Time scale by w = 2
sin 2t  u t   2
1
s  22
 Laplace Transform
Damping Property
• Time scale by w = ½
sin  1 2 t  ut  
1
s2  1
4
 Laplace Transform
Time-Scaling Property
• Time domain scaling ⇔
attenuated frequency domain scaling

Lf( at )   f( at )e  st dt
0

  at
 s a 1
  f( )e d d
a  dt
0 a

1   as 
  f( )e ad
a 0 1 s
 f at   F 
1 s a a
 F 
a a
 Laplace Transform
Time-Scaling Property
• Time scaling of trigonometric functions:
cost  u t  
s
sin t  u t   2
1
s 1 s2 1
s
 
1 w 
Lsin wt  u t  
1 1
Lcoswt  u t  
w  s 2 w  s 2
  1   1
w  w 
w s
 2  2
s w2 s w2
w
coswt  u t   2
s
 sin wt  u t   2
s w2 s w2
 Laplace Transform
Time-Scaling Property
• Consider sin(t)u(t)
sin t  u t   2
1
s 1
 Laplace Transform
Time-Scaling Property
• Time scale by w = 2
sin 2t  u t   2
1
s  22
 Laplace Transform
Time-Scaling Property
• Time scale by w = ½
sin  2 t  u t   2 1
1
1
s 4
 Laplace Transform
Damping Property
• Damped time-scaled trigonometric
functions are also shifted
w
sin wt  u t   2 coswt  u t   2
s
s w2 s w2
w sa
e sin wt  u t  
 at
e coswt  u t  
 at

s  a 2
w2 s  a 2  w 2
 Laplace Transform
Time Differentiation Property
• The Laplace transform of the derivative

 
L f 1 t    f 1 t e  st dt
0

 

 f t e  st 
   s f t e  st
dt
0
0

 
  f 0   s  f t e  st dt
0

 s Fs   f 0   
 Laplace Transform
Time Differentiation Property
• The general case is shown with induction:
L f n  t   s n Fs 
 s n 1 f 0    s n  2 f 1 0    s n 3 f 2  0    
 s f n  2  0    f n 1 0  
 Laplace Transform
Time Differentiation Property
• If g(t) = f(t)u(t) then 0 = g(0+) = g(1)(0+) = ···
• Thus the formula simplifies:
 
L g n  t   s n Fs 
• Problem:
– The derivative is more complex

gt   f (1) t  u t   f 0 δt 

d
dt
 Laplace Transform
Time Differentiation Property
• Example: if g(t) = cos(t)u(t) then
g(0–) = 0
g(1)(t) = sin(t)u(t) + d(t)
 Laplace Transform
Time Differentiation Property
• We will demonstrate that
– The Laplace transform of a derivative is the
Laplace transform times s
– The next six slides give examples that
f(1)(t) = g(t) implies sF(s) = G(s)

1 of 7
 Laplace Transform
Differentiation of Polynomials
• We now have the following commutative
diagram when n > 0

L 
d
dt
n

t u t  
nL t n1 ut  

 
n!
sL t u t n
sn
n!
 s n 1
s
2 of 7
 Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative
diagram

Ldtd sin t  ut  Lcost  ut 

sLsin t  u t 
1 s
s 2
s 1 s 2  13 of 7
 Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative
diagram

Ldtd cost  ut  L sin t  u t   δt 

1
 2 1
s 1
sLcost  u t 
s s2
s 2
s 1 s 1
2
4 of 7
 Laplace Transform
Differentiation of Exponential Functions
• We now have the following commutative
diagram

L 
d
dt 
e  at u t  
L  ae  at

u t   δt 
a
 1
sa

sL e  at u t  
1 s
s
sa sa
5 of 7
 Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative
diagram

Ldtd sin wt  ut  wLcoswt  u t 

s
w 2
s w2
sLsin wt  ut 
w ws
s 2
s w 2
s w
2 2

6 of 7
 Laplace Transform
Differentiation of Trigonometric Functions
• We now have the following commutative
diagram

Ldtd coswt  u t  L w sin wt  u t   δt 

w
 w 2 1
s w 2

sLcoswt  u t 
2
s s
s 2
s w2 s2  w 2
7 of 7
 Laplace Transform
Frequency Differentiation Property
• The derivative of the Laplace transform

F s    
d

(1)  st
f t e dt
ds 0


d
ds
 
f t e  st dt
0

   t f t e  st dt
0

 L t f( t )  t f t   F(1) s 
 Laplace Transform
Frequency Differentiation Property
• Consider monomials
n!
t  n 1
n

 t t n
 t n 1

n  1! d n!
 n  1 n  2
n!
n 1
s n2 ds s s
n  1!
  n2
s
 Laplace Transform
Frequency Differentiation Property
• Consider a sine function
sin t   2
1
s 1
d 1 2s
• We have that ds s 2  1   2 2
 
s 1

but what is L t sin t  ?

1 of 3
 Laplace Transform
Frequency Differentiation Property
• Applying integration by parts
  

  t sin t e st
dt 
1
t sin t e  st
 
1
sin t   t cos t e  st
dt
0 s 0 0
s
1  
 
   sin t e dt   t cost e dt 
 st  st

s  0 0



  

 t cos t e  st
dt  
1
t cos t e  st
  
1
cos t   t sin t e  st
dt
0 s 0 0
s
1  
 
  cost e dt    t sin t e dt 
 st  st

s  0 
0 
2 of 3
 Laplace Transform
Frequency Differentiation Property
• Substituting
  
  

  t sin t e  st
dt  
1 
 
sin t e  st
dt 
1  cost e dt   t sin t e dt  
 
 st

 st

0
s 0 s 0 0 
1 1 1 s 
L t sin t     2   2  L t sin t  
s  s 1 s  s 1 
1 1 L t sin t 
 2  2 

s s 1 s s 1   
s2
 s2 1
 L t sin t  2    2
2
 s  s s 1  
L t sin t   
2s d 1


s 1
2 2

ds s 2
1 3 of 3
 Laplace Transform
Time Integration Property
• The Laplace transform of an integral
 t   t
L   f  d     f  d e  st dt
0  0 0

  f  e  st
dtd
0 
 
  f   e  st dtd
0 

  f  e  st d
1
s 0
Fs 

s
 Laplace Transform
Time Integration Property
• We will demonstrate that
– The Laplace transform of an integral is the
Laplace transform over s
– The next six slides give examples that
Fs 
t
g( t )   f  d implies G s  
0 s

1 of 7
 Laplace Transform
Integration of Polynomials
• We now have the following commutative
diagram
 t n 
L    d 
0  
1
n 1
 
L t n 1

Lt n

s
1 n! n!

ss n s n 1 2 of 7
 Laplace Transform
Integration of Exponential Functions
• We now have the following commutative
diagram
 t  a 
L   e d 
1

L 1 e 
 at

0  a
1 1 1 
   
as sa
 
L e  at
s
1 1 1

s s  a 
3 of 7
s sa
 Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative
diagram
 t 
L   sin  d  L1  cost 
0 
1 s
  2
s s 1
Lsin t 
s
1 1 1

s s2 1 
s s2 1  4 of 7
 Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative
diagram
 t 
L   cos d  Lsin( t )
0 

Lcost 
s
1 s 1

s s2 1 s 1
2
5 of 7
 Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative
diagram
 t 
L   sin w d  L 1  cos(wt )
1
0  w
1 1 s
 
Lsin wt  ws w s  w
2 2

s
1 w w

s s2  w 2 ss 2
w 2
 6 of 7
 Laplace Transform
Integration of Trigonometric Functions
• We now have the following commutative
diagram
 t 
L   cosw d  1
L sin( wt )
0   w
1 w

Lcoswt 
w s2  w2
s
1 s 1

s s2  w 2 s2  w 2 7 of 7
 Laplace Transform
The Convolution
• Define the convolution to be

f  g t    f t    g d


  f  gt   d


• Then f  g t   Fs  G s 

f t  gt   Fs   G s 
1
2j
 Laplace Transform
Integration
• As a special case of the convolution
 t 
L   f  d s   Lf t   u t s 
0 
1 Fs 
 Fs  
s s
 Laplace Transform
Summary
• We have seen these Laplace transforms:

δt   1
e u t  
t 1
s 1
u t  
1
sin t  u t   2
s 1
s 1
t u t   2
1
cost  u t   2
s s
s 1
t u t   n 1
n n!
s
 Laplace Transform
Summary
• We have seen these properties:
– Linearity a f( t )  b g( t )  a Fs  b Gs 
– Damping e  at f t   Fs  a 
– Time scaling 1 s
f at   F 
a a
– Time differentiation f t  ut   s Fs 
n  n

– Frequency differentiation  t  f t u t   F( n ) s 
n

Fs 
t
– Time integration
 f  d  s

0
 Laplace Transform
Summary
• In this topic:
– We defined the Laplace transform
– Looked at specific transforms
– Derived some properties
– Applied properties
 Laplace Transform
References
• Lathi, Linear Systems and Signals, 2nd Ed., Oxford
University Press, 2005.
• Spiegel, Laplace Transforms, McGraw-Hill, Inc., 1965.
• Wikipedia,
http://en.wikipedia.org/wiki/Laplace_Transform
 Usage Notes

• These slides are made publicly available on the web for

anyone to use
• If you choose to use them, or a part thereof, for a course
at another institution, I ask only three things:
– that you inform me that you are using the slides,
– that you acknowledge my work, and
– that you alert me of any mistakes which I made or changes
which you make, and allow me the option of incorporating such
changes (with an acknowledgment) in my set of slides

Sincerely,
Douglas Wilhelm Harder, MMath
[email protected]