THE LAPLACE TRANSFORM

LEARNING GOALS
Definition
The transform maps a function of time into a function of a complex
variable
Two important singularity functions
The unit step and the unit impulse
Transform pairs
Basic table with commonly used transforms
Properties of the transform
Theorem describing properties. Many of them are useful as
computational tools
Performing the inverse transformation
By restricting attention to rational functions one can simplify
the inversion process

Convolution integral
Basic results in system analysis
Initial and Final value theorems
Useful result relating time and s-domain behavior

ONE-SIDED LAPLACE TRANSFORM

s j
s the integral is well defined
s RoC

It will be necessary to consider t 0 as the lower limit

To insure uniqueness of the transform one assumes f (t ) 0 for t 0
A SUFFICIENT CONDITION FOR EXISTENCE OF LAPLACE TRANSFORM

Transform exists for

Re{ s} 0
THE INVERSE TRANSFORM
Contour integral
in the complex plane
Evaluating the integrals can be quite time-consuming. For this reason we
develop better procedures that apply only to certain useful classes of function

TWO SINGULARITY FUNCTIONS

Unit step

(Important test function

in system analysis)

This function has derivative that is zero

everywhere except at the origin.
We will define a derivative for it

For positive time functions

f ( t ) f ( t ) u( t )

Using square pulses to approximate

an arbitrary function
The narrower the pulse the better
the approximation
Using the unit step to build functions

Computing the transform of the unit step

U ( s) 0 1 e

sx

An example of Region of Convergence

(RoC)

dx limT e sx dx
0
T

U ( s ) limT e sx
s
0
1
e sT
U ( s ) limT
s
s

Im(s)

( s j )

Re{s} 0

1
e T e jT
U ( s) limT
s
j
1
U ( s) ; s Re{s} 0
s

Re(s)
RoC

To simplify question of RoC:

A special class of functions

RoC s : Re{s}
In this case the RoC is at least half a
plane. And any linear combination
of such signals will also have a RoC
that is a half plane

Complex Plane

(Good model for impact, lightning, and

other well known phenomena)

THE IMPULSE FUNCTION

These two conditions are not

feasible for normal functions
Approximations
to the impulse

Height is proportional
to area

Representation of the impulse

Sifting or sampling
property of the
impulse

For t0 t2 or t0 t1 the integral is NOT defined

for (t ) the
e st 0 In order to have a valid transform

lower limit is assumed t 0

Laplace transform

LEARNING BY DOING

0 t0 2

cos

t0 10 2
0

We will develop properties that will

permit the determination of a large
number of transforms from a small
table of transform pairs

Linearity

Time shifting

Time truncation

Multiplication by exponential

Multiplication by time
Some properties will
be proved and used as
efficient tools in the
computation of Laplace
transforms

LEARNING EXAMPLE

LINEARITY PROPERTY

Find the transform for f (t ) e at

F ( s) e
0

at st

Homogeneity

e dt e ( s a ) t dt
0

1 ( s a )t
1
F (s)
e

sa
sa
0

Additivity
Follow immediately from the linearity
properties of the integral
APPLICATION

e j t e j t st

e dt
0
2
1
1
L[e j t ] L[e j t ]
2
2
a j

Basic Table of Laplace Transforms

a j

1 1
1 1

2 s j 2 s j
1 ( s j ) ( s j )

2 ( s j )( s j )
s
2
s 2

F ( s)

We develop properties that expand the

table and allow computation of transforms
without using the definition

LEARNING EXAMPLE
With a similar use of linearity one shows

L [sint ] 2
s 2
Additional entries for the table

x( t ) 3 ( t ) 3e

4 t

Application of Linearity

1
1
X ( s) 3 1 3
s
s4
Notice that the unit step is not
shown explicitly. Hence

LEARNING EXAMPLE

Find the Laplace transform for

x (t ) cos(3t / 3)
x(t ) cos / 3cos3t sin / 3sin 3t

X ( s) cos / 3

s
3

sin

/
3
s2 9
s2 9

3 and 3u(t )
are equivalent

MULTIPLICATION BY EXPONENTIAL

LEARNING EXAMPLE

L[e f ( t )] e f ( t )e dt f ( t )e
at

at

st

F ( s a)
LEARNING EXAMPLE

( sa ) t

dt x (t ) e 2 t cos / 3 cos 4t sin / 3 sin 4t

a 2, b 4
s2
4
X ( s ) cos / 3

sin

/
3
( s 2) 2 16
( s 2) 2 16

y( t ) e cos(10t )
3 t

f ( t ) cos10t F ( s )

s
(From table)
s 100
2

y( t ) e f ( t ) Y ( s ) F ( s 3)
3 t

s3
( s 3) 100
2

New entries for the table of transform pairs

MULTIPLICATION BY TIME

Differentiation under an integral

LEARNING EXAMPLE Let u(t ) be the unit step

Find the transform of the ramp function

r (t ) tu(t )

1
s
d 1 1
tu (t ) 2
ds s s
d1 2
t 2 u( t ) 2 3
ds s s
By succesive application
u (t ) U ( s )

of the property one shows

t n (u(t ))

n!
s n1

This result, plus linearity, allows

computation of the transform of any
polynomial

Remember that we consider the functions

to be zero for t 0. Hence
x ( t ) x ( t ) u( t )

LEARNING BY DOING

x ( t ) 1 2t 6t 3

1
1
3!
X ( s) 2 2 6 4
s
s
s

TIME SHIFTING PROPERTY

LEARNING EXAMPLE

f (t )u(t ) F ( s ) f (t t0 )u(t t0 ) e st 0 F ( s )

1 1 t 3
f (t )
0 elsewhere

f (t )

u(t 1)

t
u(t 3)

f (t ) u(t 1) u(t 3)

1
1 1
F ( s) e s e 3s e s e 3s
s
s s

LEARNING EXTENSION

FIND THE TRANSFORM FOR

f (t ) te ( t 1) u(t 1) e ( t 1) u(t 1)
One can apply the time shifting property
if the time variable always appears as it
appears in the argument of the step. In
this case as t-1

f (t ) (t 1 1)e ( t 1) u(t 1) e ( t 1) u(t 1)

f (t ) (t 1)e ( t 1) u(t 1) e ( t 1) u(t 1)

e ( t 1) u(t 1)
(t 1)e ( t 1) u(t 1)
tu( t )

1
s2

te t u( t )

One could also write

f (t ) e (t 1)e t u(t 1) g(t )
And apply the time truncation
property
f (t ) g (t )u(t 1) F ( s ) e s L [ g (t 1)]

g (t 1) ete ( t 1) te t
1
L [ g (t 1)]
( s 1) 2
The two properties are only different
representations of the same result

1
( s 1) 2

(t 1)e

( t 1)

e s
u (t 1)
( s 1) 2

PERFORMING THE INVERSE TRANSFORM

Simple, complex conjugate poles

FACT: Most of the Laplace transforms

that we encounter are proper rational
functions of the form

Zeros = roots of numerator

Poles = roots of denominator

mn

C1 ( s )
C2

...
2
2
2
2
(s )
(s )

KNOWN: PARTIAL FRACTION EXPANSION

If Q ( s ) Q1 ( s )Q2 ( s ) is a COPRIME factorization

of the denominator with
deg( Qi ) ni ( ni n), then
F ( s) K 0

Pole with multiplicity r

P1 ( s ) P2 ( s )

; deg( Pi ) ni
Q1 ( s ) Q2 ( s )

If m<n and the poles are simple

THE INVERSE TRANSFORM OF EACH

PARTIAL FRACTION IS IMMEDIATE.
WE ONLY NEED TO COMPUTE THE
VARIOUS CONSTANTS

SIMPLE POLES

/( s pi )

LEARNING EXAMPLE

F ( s)

12( s 1)( s 3)
s( s 2)( s 4)( s 5)

Write the partial fraction expansion

K
K
K
K
F ( s) 1 2 3 4
s s2 s4 s5
Determine the coefficients (residues)

12 1 3 9

2 4 5 10
12(1)(1)
K 2 ( s 2) F ( s) s 2
1
(2)(2)(3)
12(3)(1) 36
K 3 ( s 4) F ( s) s 4

(4)(2)(1) 8
12(4)(2)
32
K 4 ( s 5) F ( s) s 5

(5)(3)(1)
5

K1 sF ( s) s 0

Get the inverse of each term and write

the final answer

36
32
9

f (t ) e 2 t e 4 t e 5t u(t )
8
5
10

The step function is necessary to make

the function zero for t<0
FORM of the inverse transform

f ( t ) K 1 K 2 e 2 t K 3e 4 t K 4 e 5 t u ( t )

COMPLEX CONJUGATE POLES

| K1 |

Euler' s Identity
e j e j
cos
2

f (t ) 2 | K1 | e t cos( t ) ...
USING QUADRATIC FACTORS

f (t ) C1e t cos t C 2e t sin t ...

The two forms are equivalent !

P1 ( s )
C1 ( s )
C2

...
2
2
2
2
2
2
Q1 ( s ) ( s )
(s )
(s )

Avoids using complex algebra.

Must determine the coefficients in different way

10( s 2)
s ( s 2 4 s 5)
s 2 4 s 5 ( s 2 j1)( s 2 j1)

LEARNING EXAMPLE Y ( s )

f (t ) 2 | K1 | e t cos( t ) ...

( s 2) 2 1
10( s 2)
K0
K1
K1*
Y ( s)

s( s 2 j1)( s 2 j1) s s 2 j1 s 2 j1
MUST use radians in
10(2)
20
K 0 sY ( s) s 0

4
exponent
(2 j1)(2 j1) 5
10( j1)
5
K1 ( s 2 j1)Y ( s) s 2 j1

j 2.678
(2 j1)( j 2)
5153.43 2.236 153.43 2.236e

y(t ) 4 2 2.236e2t cos(t 2.678) u (t )

Using quadratic factors

2
10( s 2)
C0 C1 ( s 2)
C2
C
((
s

2
)
1) C1 ( s 2) s C 2 s
0
Y ( s)

2
2
2
s ( s 4 s 5) s ( s 2) 1 ( s 2) 1
s( s 2 4 s 5)

10( s 2) C 0 (( s 2) 2 1) C1 ( s 2) s C 2 s

s 2 : 0 C 0 C1

C1 C0 4

s :10 4C 0 2C1 C 2
s 0 : 20 5C 0

C2 2

C0 4

y (t ) (C0 C1e 2t cos t C2e 2t sin t )u (t )

Alternative way to determine coefficients

For s 0 : 20 5C0
For s 2 : 0 C0 2C2
For s 1 : 10 2C0 C1 C2

MULTIPLE POLES

1
1
n1 pt
L- 1

t
e
n
( s p) (n 1)!
/( s p1 ) r

The method of identification of coefficients, or even the method of selecting

values of s, may provide a convenient alternative for the determination of the
residues

LEARNING EXAMPLE

f (t ) K11e t K12 te t K13 t 2e t K 2e 2 t u(t ) Using identification of coefficients

2

10( s 3)
3
(
s

1
)
F
(
s
)

10(1)
( s 2)
K 2 ( s 2) F ( s ) s 2
10
3
(1)
2
3
K
(
s

1
)
(
s

2
)

K
(
s

1
)(
s

2
)

K
(
s

2
)

K
(
s

1
)
10
(
2
)
11
12
13
2
K13 ( s 1)3 F ( s)

20
( s 2)
s 1
(1)
d
d 10( s 3)
s 3 : 0 K11 K 2
K12
( s 1)3 F ( s)

s 1
ds
ds s 2 s 1
2
s
: 0 4 K11 K12 3 K 2
10( s 2) 10( s 3)
10

10
2
( s 2)2
(
s

2)
s1: 10 5 K 3 K K 3 K
s 1
s 1

K11

K11

1 d
3
(
s

1
)
F ( s)
2
2! ds

11

s 1

1 d 10
2! ds ( s 2) 2

1 102( s 2)
10

10
2 ( s 2) 4 s 1 ( s 2)3 s 1

12

13

s 0 : 30 2 K11 2 K12 2 K13 K 2

CONVOLUTION INTEGRAL

CLAIM: Given an ODE

dn y
d n 1 y
dmx
an1 n 1 ...a0 y bm m ... b0 x
dt n
dt
dt
there exists a function, h(t ), t 0, such that

Shifting

y (t ) h(t ) x ( )d h(t ) x (t )
0

is a particular solution of the equation for t 0

(Actually, the zero state response)
RESULT : If f1 , f 2 , are positive time functions

F ( s) F1 ( s) F2 ( s)

EXAMPLE

FIND Y ( s )
t

y (t ) e ( t x ) y ( x )dx t ; t 0
0

PROOF

y (t ) e t y (t ) t Y ( s)

1
1

1
Y ( s) 2
s
s 2

1
1
Y ( s) 2
s2
s

Y ( s)

s2
s 2 ( s 3)

Using convolution to determine a network response

LEARNING EXAMPLE

Network function
H ( s)

V0 ( s )
10

VS ( s ) s 5

V0 ( s)

Input
1
s

VS ( s )

VS (s )

10 1

s5 s
v 0 ( t ) e 5 t u( t ) u( t )

RESULT : If f1 , f 2 , are positive time functions

F ( s) F1 ( s) F2 ( s)

For t 0

v0 (t ) 10 e

5 ( t )

V0 ( s)

V0 ( s) H ( s)VS ( s)

10
10e 5t u(t )
s5
1
u( t )
s
t

H (s)

d 10e

5 t

10e

5 t

1 5
5 e
0

v0 (t ) 2e 5t e5t 1 2 1 e 5 t ; t 0
In general convolution is not an efficient approach to determine the
output of a system. But it can be a very useful tool in special cases

INITIAL AND FINAL VALUE THEOREMS

These results relate behavior of a function in the time domain with the behavior
of the Laplace transform in the s-domain
INITIAL VALUE THEOREM

Assume that both f (t ), df

dt

, have Laplace

transform. Then
limt 0 f (t ) lims sF ( s)

df
] sF ( s ) f (0)
dt
And if the derivative is transforma ble then

L[

lims L [

df
]0
dt

FINAL VALUE THEOREM

Assume that both f (t ), df

, have Laplace

dt
transform and that limt f (t ) exists. Then
limt f (t ) lims0 sF ( s )
NOTE : limt f (t ) will exist if F ( s) has poles
with negative real part and at most a single
pole at s 0

df
st
dt (t )e dt sF ( s) f (0)
0

Taking limits as s 0

df
dt (t )dt lims0 sF ( s) f (0)
0

LEARNING EXAMPLE

LEARNING EXTENSION

10( s 1)
( s 1) 2
Given F ( s)
.
Given F ( s )
.
2
s( s 2 s 2)
s ( s 2)( s 2 2 s 2)
Determine the initial and final values for f (t ) Determine the initial and final values for f (t )
Clearly, f(t) has Laplace transform. And
sF(s) -f(0) is also defined.

f (0) lims sF ( s)
10( s 1)
0
f (0) lims 2
s 2s 2

( s 1)2
f (0) lims
0
( s 2)( s 2 2 s 2)

F(s) has one pole at s=0 and the others

have negative real part. The final value
theorem can be applied.

limt f (t ) lims0 sF ( s)

limt f (t ) lims0

10( s 1)
5
2
s 2s 2

limt

( s 1)2
1
f (t ) lims0

( s 2)( s 2 2 s 2) 4

NOTE : Computing the inverse one gets

f (t ) 5 5 2e t cos(t

3
)
4

Laplace