Engineering Mathematics

Laplace Transform

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Classical differential equations

Time Domain Most of the systems can be modeled by
y(2 ) (t ) + y(1) (t ) + y(t ) = x(t ) differential equations whose solutions
describe the total response behavior of
the system.
x(t ) = 1
Solve differential equation

y(t ) = − e + e
1 −t 1 − 2 t
2 2

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Laplace transforms
Time Domain Frequency Domain

y(2 ) (t ) + y(1) (t ) + y(t ) = x(t )

x(t ) = 1
Solve algebraic equation

y(t ) = − e + e
1 −t 1 − 2 t 1 1
2 2 s s 2 + 3s + 2

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Definition of Laplace Transform

• It is an integral transformation of f(t) from the time

domain to the complex frequency domain F(s)
• Given a function f(t), its Laplace transform denoted by
F(s), is defined by
∞

𝐹 𝑠 = ℒ 𝑓(𝑡) = න 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0
• Where the parameter s is a complex number

s=σ+jω σ, ω – real numbers

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Common notation:

L {f ( t )} = F ( s) f (t )  F(s )
L {g ( t )} = G ( s) g (t )  G (s )

Variables in italics t, s
Functions in time space f, g
Functions in frequency space F, G

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Step Function
We may encounter functions that have a discontinuity,
or jump, at the origin.

Mathematical definition of the

step function is
Ku(t) = 0, t<0
Ku(t) = K, t>0

If K is 1, the function is the unit step.

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Step Function
A step that occurs at t = a is expressed as Ku(t - a).

Ku(t - a) = 0, t<a
Ku(t - a) = K, t>a

If a > 0, the step occurs to the right of the origin, and

if a < 0, the step occurs to the left of the origin.
Ku(a- t) = K, t<a
Ku(a- t) = 0, t>a
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Example
Use step functions to write an expression for the function
illustrated in figure.

We use the step function to turn on and turn off a straight line with the following
equations:
+2t, on at t = 0, off at t=1; -2t+4, on at t=1, off at t=3;and 2t- 8,on at t=3,off at t=4
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Impulse Function
• An impulse is a signal of infinite amplitude and zero
duration.
• The area under function is constant.
Such signals don't exist in nature, but some circuit
signals come very close to approximating this definition.

ò
¥
Kd (t)dt = K
-¥

d (t) = 0, t¹0

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Impulse Function

An impulse function can be

thought of as a derivative
of a step function; that is,

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Functional Transforms
A functional transform is simply the Laplace transform
of a specified function of t.
Laplace Transform of unit step, u(t)

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Laplace Transform of impulse function, δ(t)

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Laplace Transform of decaying function, e-atu(t)

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Example
Determine the Laplace transform of f(t) = sinωt.u(t).

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Example
Find the Laplace transforms of the function: r(t) = tu(t),
that is, the ramp function.

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Properties of the Laplace Transform

The properties of the Laplace transform help us to obtain
transform pairs without directly using the Laplace mathematical
definition.
Linearity
If F1(s) and F2(s) are, respectively, the Laplace transforms of f1(t) and
f2(t), then

where a1 and a2 are constants.

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Example

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Scaling
If F(s) is the Laplace transform of f(t), then

where a is a constant and a > 0. If we let x=at, dx=a dt, then

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Example

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Time Shift
If F(s) is the Laplace transform of f(t), then

But u(t-a)=0 for t < a and u(t-a)=1 for t > a. Hence,

If we let x = t - a, then dx = dt and t =x + a. As t a, x 0 and as t ∞,

x ∞. Thus,

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Example

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Frequency Shift
If F(s) is the Laplace transform of f(t), then

or

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Example

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Time Differentiation
Given that F(s) is the Laplace transform of f(t), the Laplace transform of
its derivative is

To integrate this by parts, we let u = e-st, du = -se-st dt, and dv = (df/dt)dt

= df(t), v = f(t). Then

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Time Differentiation
The Laplace transform of the second derivative of f(t) is a repeated
application of the first derivative of f(t) as

Continuing in this manner, we can obtain the Laplace transform of the

nth derivative of f(t) as

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Example

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Time Integration
If F(s) is the Laplace transform of f(t), the Laplace transform of its
integral is

o integrate this by parts, we let

Then

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Time Integration
For the first term on the right-hand side of the equation, evaluating the
term at t = ∞ yields zero due to e-s∞ and evaluating it at t = 0 gives
Thus, the first term is zero, and

or simply,

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Example

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Frequency Differentiation
If F(s) is the Laplace transform of f(t), then

Taking the derivative with respect to s,

and the frequency differentiation property becomes

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Frequency Differentiation
Repeated applications of this equation lead to

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Example

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Time Periodicity
If function f(t) is a periodic function such as shown in figure 1, it can be
represented as the sum of time-shifted functions shown in figure 2.
Thus,

Figure 1

where f1(t) is the same as the function f(t)

gated over the interval 0 < t < T, that is,

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Time Periodicity
We now transform each term and apply the time-shift property in
preceding equations. We obtain

But

If |x| < 1. Hence,

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Example

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Initial and Final Values

The initial-value and final-value properties allow us to find the initial value
f(0) and the final value f(∞) of f(t) directly from its Laplace transform F(s).

If we let s ∞, the integrand in equation above vanishes due to the

damping exponential factor,

Since f (0) is independent of s, we can write

This is known as the initial-value theorem.

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Example

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Initial and Final Values

In the equation below, we let s 0

then

or

This is referred to as the final-value theorem.

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Initial and Final Values

In order for the final- value theorem to hold, all poles of F(s) must be
located in the left half of the s plane; that is, the poles must have negative
real parts.

For example,

Applying the final-value theorem,

his is incorrect, because f (t) = sin t oscillates between +1 and -1 and

does not have a limit as t ∞. Thus, the final-value theorem cannot be
used to find the final value of f (t) = sin t, because F(s) has poles at s ±
j, which are not in the left half of the s plane.
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Example

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Properties of the Laplace Transform

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