The Laplace Transform for Piecewise Continuous functions Firstly a Piecewise Continuous function is made up of a nite number of continuous

pieces on each nite subinterval [0, T ]. Also the limit of f (t) as t tends to each point of continuty is nite. So an example is the unit step function.
2

u(t) =

0 1

t<0 0t<

1 0 0.5 0

u(t) t
0.5 1 1.5 2 x

This is sometimes denoted H(t) or (t). Now if the step is at t = k rather than zero the result is simply a shift in time.
2

u(t k) =

0 1

t<k kt<

1 0

u(tk) 0 k
t= t=k

Then

F (s) =
0

est u(t k)dt =

est dt =
k

Or a slightly more complicated example would be 1 2 f (t) = 0 Then F (s) =

0

est s

=0

eks esk = s s

0t<3 3t<4 t4
3 4

2 1 0 0

f(t) t
2 4 6

st

dt +
3 4s

st

est 2dt = s

t=3

2est + s t=0 = 1+e

3s

t=4 t=3

3s

1 2e + s

2e s

3s

2e4s s

THE FIRST SHIFTING THEOREM. If F (s) is known, then you can work out L(eat f (t)) without integrating, which is very useful. L(eat f (t)) = est eat f (t)dt = e(sa)t f (t)dt = F (s a)
0 0

So for instance since L(1) = Since L(tn ) = Also L(cos(t)eat )) = n! sn+1

1 1 = L(eat ) = as before. s sa n! = L(tn eat ) = for n = 0, 1, 2, ... and (sa) > 0. (s a)n+1 L(sin(t)eat )) = for (s a)2 + 2 (s a) > 0.

sa and (s a)2 + 2

You can also use the Shifting Theorem on Piecewise Continuous functions. For L(u(t k)) = ek(sa) eks = L(eat u(t k)) = s sa 3

Summary of Laplace Transforms

f (t) K tn eat LINEARITY ag(t) + bh(t) cos(t) sin(t) u(t k) = 0 1 0t<k kt< K s n!

F (s)

sn+1 1 sa aG(s) + bH(s) s 2 + 2 s 2 + 2 s eks s F (s a)

First Shifting Theorem eat f (t) tn eat eat cos(t) eat sin(t) eat u(t k) = 0 eat 0t<k kt<

n! (s a)n+1 sa (s a)2 + 2 (s a)2 + 2 ek(sa) sa

So for instance If f (t) = 5e3t cos(2t) + 4t3 e5t Then F (s) = 5 s3 3! +4 . 2 +4 (s 3) (s + 5)4 s2

24 5(s 3) + . 6s + 13 (s + 5)4

Or going the otherway, which is often a little harder. If F (s) = 3 6 + 2 3 (s 4) s +9 3t2 e4t + 2 sin(3t) 2! 4

Then f (t) =

The Gamma Function and L(ta ), where a is not an integer. If a is not an integer, but a > 0 then

L(ta ) =
0

est ta dt =
0

ex

xa dx making the substitution x = st sa s (a + 1) for a 0. sa+1

L(ta ) =

1 sa+1
0

ex xa dx =

The Gamma Function is usually dened as

10 8 6

(p) p
0 1 2 3 4 5

(p) =
0

ex xp1 dx for p 1

4 2 0

It generalises the factorial function and if p is an integer then

(n + 1) =
0

ex xn dx = n!

In fact for any p you can use integration by parts to show that

(p + 1) =
0

ex xp dx = ex xp

+p
0

ex xp1 dx = 0 + p(p)

So for an integer Note however that (p) is only dened for p 1, otherwise xp1 in the denition is undened at x = 0. Back to Laplace Transforms. So L( x) =
3 ( 2 )
3 2

(n + 1) = n(n) = n(n 1)(n 1)... = n!

, or L(x3.2 ) =

(4.2) s4.2

When is L(f (t)) well dened? Basically est f (t) must be dened for all t 0 and f (t) cannot grow faster than est . So 2 for instance L(et ) is UNdened. In general we need. |f (t)| M et for all t > 0 for some M > 0 for some > 0 and f (t) should be at least piecewise continuous for t 0. Then F (s) is dened for s > . 5

Inverting Laplace Transforms in general can be tricky. For Inverse Powers 1 . (s a)n L So for example if F (s) = 5 (s + 10)2 then f (t) = 5e10t t = 5te10t 1!
1

1 (s a)n

eat tn1 = (n 1)!

Inverses of Irreducuble Quadratics involve sines and cosines. L1 So for example if F (s) = 5s 2 s2 + 4 then f (t) = 5 cos(2t) 2 sin(2t) = 5 cos(2t) sin(2t) 2 (bs + c) s2 + 2 = b cos(t) + c sin(t)

Partial Fractions. can be used to nd the inverse of a function of the form 1 (s b)(s c) Since For example if A B 1 = + for some A and B (s b)(s c) (s b) (s c) F (s) = 6 A B A(s + 2) + Bs = + = s(s + 2) s s+2 s(s + 2) = A(s + 2) + Bs = 6 So we can equate coecients of the powers of s. constants (s0 ) s 2A = 6 = A = 3 s

coecients of so that OR

A + B = 0 = B = 3 6 3 3 = = f (t) = 3 3e2t . F (s) = s(s + 2) s s+2

Since A and B must be valid for all s, you can pick appropriate s values. Take s = 0 Take s = 2 as before. then then A(0 + 2) + B0 = 6 = A = 3, A(2 + 2) + B(2) = 6 = B = 3 6