LAPLACE TRANSFORMATION

Introduction
Laplace was a French Mathematician, astronomer and physicist . Laplace Transform is
widely used in engineering application especially where the driving force is
discontinuous. It is also used in process control.

The Laplace transform can be used to solve dierential equations. Besides being a
dierent and ecient alternative to variation of parameters and undetermined
coecients, the Laplace method is particularly advantageous for input terms that are
piecewise-dened, periodic or impulsive.

What does the Laplace Transform do?

In order to solve differential equations, Laplace Transforms will transfers the equations in
t-space to one in s-space. This makes the problems much easier to solve. If needed,
we can find the inverse Laplace transform, which gives us the solution back in t-space.

Definition
The direct Laplace transform or the Laplace integral of a function f (t ) dened for

t > 0 is the ordinary calculus integration problem

f t e

st

dt

t 0

succinctly denoted by L f t F s in science and engineering literature. The L

notation recognizes that integration always proceeds over t = 0 to t = and that the
st

integral involves an integrator e dt instead of the usual dt. The constant parameter s is
assumed to be positive and large enough to ensure that the product
converges to zero as

f (t ) e st

t , for most common functions f (t ) . These minor

differences distinguish Laplace integrals from the ordinary integrals found on the inside
covers of calculus texts.

Note : The general definition of Laplace Transforms

L f (t ) f (t ) e st dt F ( s)
0

Example : Find the Laplace transforms of the following functions.

1.

f (t ) a

2.

f (t ) e at

3.

f (t ) sin at

4.

f (t ) cosat

5.

f (t ) t n

f (t ) sinhat

; a is a constant.

7.

f (t ) coshat

; a is a constant.

; a is a constant.
; a is a constant.
; a is a constant.
; a is a constant.

; n is a positive integer.

Exercise : Find the Laplace transforms of the following functions.

2. f (t ) e 5t

1. f (t ) 5
4.

f (t ) cos(10t )

7.

3
f (t ) 2
t

8.

sin t 0 t
f (t ) t

0 t 1
1

5.

f (t ) sinh(2t )

3. f (t ) sin(3t )
6. f (t ) t 5

Tabular Method.
Example
1.

sin( x) dx

x 2 cosx (2 x) sin( x) 2 cos(3x) 0 dx C .

d
dx
x2

dx

sin(x)

2x

cos(x)

sin(x)

cos(x)

Multiply diagonally except the last row and alternate the sign (starting with +).

2.

sin( x) e 2 x dx

sin( x) e 2 x
2
d
dx

sin(x)

cos( x) 1 e 2 x
4

sin( x) e 2 x dx C

dx

e2x

cos(x)

1 2x
e
2

sin(x)

1 2x
e
4

Multiply diagonally except the last row and alternate the sign (starting with +).

PROPERTIES OF LAPLACE TRANSFORMS.

1.

Linearity property.

L f t F (s)

If

L g t G(s)

and

then

L f (t ) g (t ) L f t L g (t ) F (s) G(s)
2.

First-shift property.

L f t F (s)

If

3.

then

Derivatives of Laplace Transform Property - Multiplication by tn.

If L f t F (s) then

4.

L e at f t F (s a) .

L t n f t (1) n

n
dn
n d

L
f
(
t
)

1
F ( s) .
dt n
ds n

Second-shift property.

L f t F (s) and U (t a) is a unit step function, then

If

L f t a U t a e at L f t e as F (s) .
Note :

5.

L U t a e at L1

e as
.
s

Laplace Transform for derivatives of f (t ) .

If L f t F (s) then

L f ( n) (t ) s n F (s) s n1 f (0) s n2 f ' (0) s n3 f '' (0) ..............

6.

Laplace transform for Integral

If L f t F (s) then

f (u) du

L f (t ) F ( s)

s
s

Laplace Transform of a piecewise continuous function.

Unit Step function ( Heavyside unit step function )

0 if t 0
Def : A unit step function is defined as U t
1 if t 0
0 if t c
Def : A unit step function at t c is defined as U t c
1 if t c
if t c
0
f t U t c
f t if t c

So, the product

Example :

a)

t 2 U t 3

b)

e t U t 1

c)

sin( t )U t
2

Laplace transform for unit step function.

U t c 0

e st U t c dt

e cs
s

1
s e cs

Proof : Use the definition of Laplace transformation.

Now, if a < b then

0 if t a

U t a U t b 1 if a t b
0 if t b

This function is called Top Hat function.

1 if a t b

0 otherwise

Hence,

f t if a t b
.
f t U t a U t b
otherwise
0

Next, we would like to express a piecewise continuous function in terms of unit function .

Let

f t

f1 t

f 2 t
f t
3

for

0t a

for

at b

for t b

Applying the top hat function , f(t) can be written in terms of unit function as

f t f1 t U t 0 U t a
= f1 t U t
Example :

a)

b)

f 2 t U t a U t b

f 2 t f1 t U t a

f 3 t U t b

f 3 t f 2 t U t b

0t 2
t2

t if
f t
2 if
2t 2 if

g t t 4 if
8
if

0t3
3t 4
t4

Second Shift property

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

L { f(t-c)U(t-c) } = e-cs F(s) = e-cs L{ f(t)}

Proof : Use the definition of Laplace transformation.

Example :
) }

a) L { sin(t-3)U(t-3) }

d)

L { f(t) }

where

b) L { (t-4)2U(t-4) }

t if
f t
2 if

c) L { cos 2(t-)U(t-

0t 2
t2

e)

L { g(t) }

where

3t 2 if

g t t 4 if
9
if

0t 3
3t 4
t4