ECE 250 Data Structures and Algorithms

Laplace Transform
Douglas Wilhelm Harder
Department of Electrical and Computer Engineering
University of Waterloo

Copyright 2008 by Douglas Wilhelm Harder. All rights reserved.

Laplace Transform

Outline
In this talk, we will:
Definition of the Laplace transform
A few simple transforms
Rules
Demonstrations

Laplace Transform

Background
Classical differential equations
Time Domain

y 2 t y 1 t yt x t

x t 1
Solve differential equation

1 t 1 2 t
yt e e
2
2

Laplace Transform

Background
Laplace transforms
Time Domain

t y t yt xt
1

x t 1

Frequency Domain

1
H( s ) 2
s 3s 2
1
Xt
s
Solve algebraic equation

1 t 1 2 t
yt e e
2
2

1
1
s s 2 3s 2

Laplace Transform

Definition
The Laplace transform is

L f t f t e dt
st

Fs
Common notation:
L f t Fs

L g t G s

f t Fs

g t G s

Laplace Transform

Definition
The Laplace transform is the functional
equivalent of a matrix-vector product
n

u v u jv j
j 1

u t vt u t vt dt
0

Mv i mi , j v j
j 1

Fs f t e dt
0

st

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

f 0 lim f t

t 0

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 Mekt
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 t t e st dt
0

e s0
1

t 1

Laplace Transform

Unit Step Function

Next is the unit step function

L u t u t e st dt
0

0 t 0
u t
1 t 1

e st dt
0

1
e st
s
0
1 s0
0 e
s

1
u t
s

Laplace Transform

Integration by Parts
Further cases require integration by parts
Usually written as
b

f dg fg g df
b

Laplace Transform

Integration by Parts
Product rule
d
d

d
f t gt f t gt f t gt
dt

dt

dt

Rearrange and integrate

d
d
d

f t gt f t gt f t gt
dt
dt
dt

d
d

f
t
g
t
dt

f
t
g
t
dt

f
t
a dt a dt
a dt gt dt
b

f t gt a f t gt dt
dt

a
b

Laplace Transform

Ramp Function
The ramp function

L t u t te st dt
f t
df d t
dg e st d t
1
g e st
s

1 st
1 st

t e 1 e dt

s
0 0 s

1 st
0 e dt
s 0

1
1 1 st
e 2
s s
0 s

1
t u t 2
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

n!
t u t n1
s
n

Laplace Transform

Linearity Property
The Laplace transform is linear
If L f(t ) Fs and L g(t ) Gs then
L a f(t ) b g(t ) a Fs b G s
a f(t ) b g(t ) a Fs b G s

Laplace Transform

Initial and Final Values

Given f t Fs then

f 0 lim s Fs
s
f lim s Fs
s 0

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

Laplace Transform

Polynomials
The Laplace transform of the polynomial
follows:
n
k!
n

k
L ak t u t ak k 1
k 0
k 0 s

Laplace Transform

Polynomials
This generalizes to Taylor series, e.g.,
n
1 k

t
L e u t L t u t
k 0 k!

1 k!

k 1
k 0 k! s
n

k 1
s
k 0
1

s 1

1
e u t
s 1
t

Laplace Transform

The Sine Function

Sine requires two integration by parts:

L sin t u t sin t e st dt
0

1
sin t e st
s

1
cost e st dt
s
0
0

1
0 cost e st dt
s 0
1
2 cost e st
s

1 1
sin t e st dt
s 0 s
0

1 1
2 2 sin t e st dt
s
s 0

1 1
2 L sin t u t
2
s
s

1 of 2

Laplace Transform

The Sine Function

Consequently:
1 1
L sin t u t 2 2 L sin t u t
s
s
s 2 1L sint ut 1
1
L sin t u t 2
s 1

1
sin t u t 2
s 1
2 of 2

Laplace Transform

The Cosine Function

As does cosine:

L cost u t cost e st dt
0

1
cost e st
s

1
sin t e st dt
s
0
0

1 1
sin t e st dt
s s 0
1 1
2 sin t e st
s s

1
1
st
cost e dt

s 0 s
0

1
1
2 0 2 cost e st dt
s
s 0
1 1
2 L cost u t
s s

1 of 2

Laplace Transform

The Cosine Function

Consequently:
1 1
L cost u t 2 L cost u t
s s
s 2 1L cost ut s
s
L cost u t 2
s 1

s
cost u t 2
s 1
2 of 2

Laplace Transform

Periodic Functions
If f(t) is periodic with period T then
T

L f t

f t e

st

dt

1 e

sT

For example,

s
se
s

cos
t
e
dt

2
s
1
0
L f t

1 e s
1 e s
st

Laplace Transform

Periodic Functions
Here cos(t) is repeated with period
f t

cost

L cost

L f t

Laplace Transform

Periodic Functions
Consider f(t) below:
1

s
e
e dt 1 1 es
s
L f t 0 s 2
1 e
1 e 2 s
s 1 e 2 s
st

f t

u 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

Fs a

e at f t Fs a

Laplace Transform

Damping Property
Damped monomials

n!
t u t n 1
s
n

n!
e t u t
n 1
s a
at n

A special case:
1
u t
s
e

at

1
u t
sa

Laplace Transform

Damping Property
Consider cos(t)u(t)
s
cost u t 2
s 1

Laplace Transform

Damping Property
Time scale by w = 2
1
sin 2t u t 2
s 22

Laplace Transform

Damping Property
Time scale by w =
1
sin 2 t u t 2
s
1

Laplace Transform

Time-Scaling Property
Time domain scaling
attenuated frequency domain scaling

L f(at ) f(at )e st dt
0

f( )e

s a

1
d
a

1
as
f( )e ad
a 0

1 s
F
a a

at
d
a

dt

f at

1 s
F
a a

Laplace Transform

Time-Scaling Property
Time scaling of trigonometric functions:
1
sin t u t 2
s 1

L sin wt u t

w s 2
1
w
w
2
s w2
w
sin wt u t 2
s w2

s
cost u t 2
s 1
s

1 w
L coswt u t
w s 2
1
w
s
2
s w2
s
coswt u t 2
s w2

Laplace Transform

Time-Scaling Property
Consider sin(t)u(t)
1
sin t u t 2
s 1

Laplace Transform

Time-Scaling Property
Time scale by w = 2
1
sin 2t u t 2
s 22

Laplace Transform

Time-Scaling Property
Time scale by w =
1
sin 2 t u t 2 1
s 4
1

Laplace Transform

Damping Property
Damped time-scaled trigonometric
functions are also shifted
w
sin wt u t 2
s w2
w
at
e sin wt u t
2

s a

w2

s
coswt u t 2
s w2
sa
at
e coswt u t
2
s a 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

st

s
f
t
e
dt

f 0 s f t e st dt
0

s Fs f 0

Laplace Transform

Time Differentiation Property

The general case is shown with induction:

L f n t s n Fs

0 f 0

s n 1 f 0 s n 2 f 1 0 s n 3 f 2 0
s f n 2

n 1

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 Fs

Problem:
The derivative is more complex
d
gt f (1) t u t f 0 t
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

nL t n 1 u t

n!
sn

t u t
n

sL t u t
n!
s n 1
s
n

2 of 7

Laplace Transform
Differentiation of Trigonometric Functions
We now have the following commutative
diagram
L dtd sin t u t

sL sin t u t
1
s 2
s 1

L cost ut

s
s 2 13 of 7

Laplace Transform
Differentiation of Trigonometric Functions
We now have the following commutative
diagram
L dtd cost u t

sL cost u t
s
s 2
s 1

L sin t u t t
1
2
1
s 1

s2
2
s 1

4 of 7

Laplace Transform
Differentiation of Exponential Functions
We now have the following commutative
diagram
L

d
dt

e at u t

sL e at u t
1
s
sa

L ae

at

u t t

1
sa

s
sa
5 of 7

Laplace Transform
Differentiation of Trigonometric Functions
We now have the following commutative
diagram
L dtd sin wt u t

sL sin wt u t

w
s 2
s w2

wL coswt u t
s
w 2
2
s w

ws
2
2
s w
6 of 7

Laplace Transform
Differentiation of Trigonometric Functions
We now have the following commutative
diagram
L dtd coswt u t

sL coswt u t
s
s 2
s w2

L w sin wt u t t

w
w 2
1
2
s w
2

s
s2 w 2
7 of 7

Laplace Transform

Frequency Differentiation Property

The derivative of the Laplace transform

d
(1)
st

F s
f
t
e
dt

ds 0

f t e st dt
ds
0

t f t e dt
0

st

L t f(t )

t f t F(1) s

Laplace Transform

Frequency Differentiation Property

Consider monomials
n!
t n 1
s
n

t t

n 1

n 1!

s n2

d n!
n!
n 1 n 2
n 1
ds s
s

n 1!
n2
s

Laplace Transform

Frequency Differentiation Property

Consider a sine function
1
sin t 2
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

1
1
st
st

t
sin
t
e
dt

sin
t

t
cos
t
e
dt

t
sin
t
e

s
s
0
0
0
st

1
st
st
sin t e dt t cost e dt

s 0
0

1
1
st
st
st

t
cos
t
e
dt

cos
t

t
sin
t
e
dt

t
cos
t
e

s
s
0
0
0

1
st
st

cost e dt t sin t e dt

s 0
0

2 of 3

Laplace Transform

Frequency Differentiation Property

Substituting

1
1
st

st

st

st
t sin t e dt s sin t e dt s cost e dt t sin t e dt
0
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
2
L t sin t 2 2
s s 1
s
2s
d 1
L t sin t

2
2
2
ds
s
1
s 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

st

e
dtd

f e st dtd

1
f e st d
s 0

Fs
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
Fs
g(t ) f d implies Gs
s
0
t

1 of 7

Laplace Transform

Integration of Polynomials
We now have the following commutative
diagram
t n
L d
0

1
L t n 1
n 1

L t
s

1 n!

s sn

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
0

L e at
s
1 1

s sa

1
at
L 1 e
a
1 1
1

as sa

1
ss a

3 of 7

Laplace Transform
Integration of Trigonometric Functions
We now have the following commutative
diagram
t

L sin d
0

L sin t
s
1 1

s s2 1

L 1 cost
1
s
2
s s 1

1
2
s s 1

4 of 7

Laplace Transform
Integration of Trigonometric Functions
We now have the following commutative
diagram
t

L cos d
0

L cost
s
1 s

s s2 1

L sin(t )

1
s2 1

5 of 7

Laplace Transform
Integration of Trigonometric Functions
We now have the following commutative
diagram
t

L sin w d
0

L sin wt
s
1 w

s s2 w 2

L 1 cos(wt )
1 1
s

2
2
ws w s w

s s2 w 2

6 of 7

Laplace Transform
Integration of Trigonometric Functions
We now have the following commutative
diagram
t

L cosw d
0

L sin(wt )

w s2 w2
1

L coswt
s
1
s

s s2 w 2

1
s2 w 2

7 of 7

Laplace Transform

The Convolution
Define the convolution to be

f g t f t g d

f gt d

Then f g t Fs Gs
1
f t gt
Fs Gs
2j

Laplace Transform

Integration
As a special case of the convolution
t

L f d s L f t u t s
0

1 Fs
Fs
s
s

Laplace Transform

Summary
We have seen these Laplace transforms:
t 1
1
u t
s
1
t u t 2
s
n!
n
t u t n 1
s

1
e u t
s 1
1
sin t u t 2
s 1
s
cost u t 2
s 1
t

Laplace Transform

Summary
We have seen these properties:

Linearity a f(t ) b g(t ) a Fs b Gs

Damping
e at f t Fs a
Time scaling
1 s
f at

F
a a

f n t u t s n Fs

Time differentiation
n
Frequency differentiation t f t u t F( n ) s
t
Fs
Time integration
f d
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
dwharder@alumni.uwaterloo.ca