Chapter-2 Laplace Transform 2020
The Laplace transform is similar to the Fourier transform. While the Fourier
transform of a function is a complex function of a real variable (frequency), the Laplace
transform of a function is a complex function of a complex variable. The Laplace
transform is usually restricted to transformation of functions of t with t ≥ 0.
The Laplace transform is invertible on a large class of functions. The inverse
Laplace transform takes a function of a complex variable s (often frequency) and yields
a function of a real variable t (often time). Given a simple mathematical or functional
description of an input or output to a system, the Laplace transform provides an
alternative functional description that often simplifies the process of analysing the
behaviour of the system, or in synthesizing a new system based on a set of
specifications.
Definition of the Laplace Transformation:
The two-sided or bilateral Laplace Transform pair is defined as
∞
ℒ{𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (1)
−∞
𝜎+𝑗𝜔
1
ℒ −1 {𝐹(𝑠)} = 𝑓 (𝑡) = ∫ 𝐹(𝑠)𝑒 𝑠𝑡 𝑑𝑠 − − − (2)
2𝜋𝑗
𝜎−𝑗𝜔
Where ℒ{𝑓 (𝑡)} denotes the Laplace Transform of the time function 𝑓 (𝑡), ℒ −1 {𝐹(𝑠)}
denotes inverse Laplace transform and 𝑠 is the complex variable whose real part is σ,
and imaginary part ω, that is, 𝑠 = 𝜎 + 𝑗𝜔.
In most problems, we are concerned with values of time greater than some
reference time, say 𝑡 = 𝑡0 = 0, and since the initial conditions are generally known, the
bilateral or two-sided Laplace transform pair of (1) and (2) simplifies to the unilateral
or one-sided Laplace transform defined as
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (3)
𝑡0 0
𝜎+𝑗𝜔
1
ℒ −1 {𝐹(𝑠)} = 𝑓 (𝑡) = ∫ 𝐹(𝑠)𝑒 𝑠𝑡 𝑑𝑠 − − − (4)
2𝜋𝑗
𝜎−𝑗𝜔
The Laplace Transform of (3) has meaning only if the integral converges (reaches a
limit), that is, if
Nalla N Page 1
Chapter-2 Laplace Transform 2020
∞
|∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡| < ∞ − − − (5)
0
To determine the conditions that will ensure us that the integral of (3) converges, we
rewrite (5) as
∞
|∫ 𝑓(𝑡)𝑒 −𝜎𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡| < ∞ − − − (6)
0
The term 𝑒 −𝑗𝜔𝑡 in the integral of (6) has magnitude of unity, i.e., |𝑒 −𝑗𝜔𝑡 | = 1, and thus
the condition for convergence becomes
∞
|∫ 𝑓 (𝑡)𝑒 −𝜎𝑡 𝑑𝑡| < ∞ − − − (7)
0
We will denote transformation from the time domain to the complex frequency
domain, and vice versa, as 𝑓 (𝑡) ⇔ 𝐹 (𝑠) − − − (8)
The Dirichlet conditions are sufficient conditions for a real-valued, periodic
function 𝑓 (𝑡) to be equal to the sum of its Fourier series at each point
where 𝑓 (𝑡) is continuous. Moreover, the behaviour of the Fourier series at points of
discontinuity is determined as well (it is the midpoint of the values of the discontinuity).
The conditions are:
1. 𝑓(𝑡)must be absolutely integrable over a period.
2. 𝑓 (𝑡) must be of bounded variation in any given bounded interval.
3. 𝑓 (𝑡) must have a finite number of discontinuities in any given bounded interval,
and the discontinuities cannot be infinite.
Properties of the Laplace Transform
1. Linearity Property:
The linearity property states that if 𝑓1 (𝑡), 𝑓2 (𝑡), 𝑓3 (𝑡), … … … . 𝑓𝑛 (𝑡) have Laplace
Transforms 𝐹1 (𝑠), 𝐹2 (𝑠), 𝐹3 (𝑠), … … … 𝐹𝑛 (𝑠) respectively and 𝑐1 , 𝑐2 , 𝑐3 , … … … … 𝑐𝑛
are arbitrary constants, then
𝑐1 𝑓1 (𝑡) + 𝑐2 𝑓2 (𝑡) + ⋯ + 𝑐𝑛 𝑓𝑛 (𝑡) ⇔ 𝑐1 𝐹1 (𝑠) + 𝑐2 𝐹2 (𝑠) + ⋯ + 𝑐𝑛 𝐹𝑛 (𝑠) − −(9)
Proof:-
We know that as per the definition of the Laplace Transform,
∞ ∞
−𝑠𝑡
ℒ{𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓(𝑡)𝑒 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (10)
𝑡0 0
Nalla N Page 2
Chapter-2 Laplace Transform 2020
∞
ℒ {𝑐1 𝑓1 (𝑡) + 𝑐2 𝑓2 (𝑡) + ⋯ + 𝑐𝑛 𝑓𝑛 (𝑡)} = ∫[𝑐1 𝑓1 (𝑡) + 𝑐2 𝑓2 (𝑡) + ⋯ + 𝑐𝑛 𝑓𝑛 (𝑡)]𝑒 −𝑠𝑡 𝑑𝑡
𝑡0
∞ ∞ ∞
= 𝑐1 ∫ 𝑓1 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 + 𝑐2 ∫ 𝑓2 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 + ⋯ . +𝑐𝑛 ∫ 𝑓𝑛 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡
𝑡0 𝑡0 𝑡0
= 𝑐1 𝐹1 (𝑠) + 𝑐2 𝐹2 (𝑠) + ⋯ + 𝑐𝑛 𝐹𝑛 (𝑠)
2. Time Shifting Property
The time shifting property states that a right shift in the time domain by ‘a’ units
corresponds to multiplication by 𝑒 −𝑎𝑠 in the complex frequency domain. Thus,
𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂) ⇔ 𝒆−𝒂𝒔 𝑭(𝒔) − − − −(𝟏𝟏)
Proof:-
We know that as per the definition of the Laplace Transform,
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (12)
𝑡0 0
𝑎 ∞
ℒ {𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎)} = ∫ 0𝑒 −𝑠𝑡 𝑑𝑡 + ∫ 𝑓 (𝑡 − 𝑎)𝑒 −𝑠𝑡 𝑑𝑡 − − − (13)
0 𝑎
Now, we let 𝑡 − 𝑎 = 𝜏 ; then, 𝑡 = 𝜏 + 𝑎 and 𝑑𝑡 = 𝑑𝜏. With these substitutions, the second
integral on the right side of (13) becomes
∞ ∞
∫ 𝑓 (𝜏)𝑒 −𝑠(𝜏+𝑎) 𝑑𝜏 = 𝑒 −𝑎𝑠 ∫ 𝑓 (𝜏)𝑒 −𝑠𝜏 𝑑𝜏 = 𝑒 −𝑎𝑠 𝐹(𝑠)
𝟎 0
3. Frequency Shifting Property
The frequency shifting property states that if we multiply some time domain function
𝑓 (𝑡) by an exponential function 𝑒 −𝑎𝑡 where a is an arbitrary positive constant, this
multiplication will produce a shift of the s variable in the complex frequency domain by
a units. Thus,
𝒆−𝒂𝒕 𝒇(𝒕) ⇔ 𝑭(𝒔 + 𝒂)
Proof:-
We know that as per the definition of the Laplace Transform,
Nalla N Page 3
Chapter-2 Laplace Transform 2020
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (14)
𝑡0 0
∞ ∞
Then, ℒ{𝒆−𝒂𝒕 𝑓 (𝑡)} = ∫0 𝑒 −𝑎𝑡 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫0 𝑓 (𝑡)𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡 = 𝐹(𝑠 + 𝑎)
4. Scaling Property
Let a be an arbitrary positive constant; then, the scaling property states that
1 𝑠
𝑓(𝑎𝑡) ⇔ 𝐹( )
𝑎 𝑎
Proof:-
We know that as per the definition of the Laplace Transform,
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (15)
𝑡0 0
∞
ℒ{𝑓(𝑎𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0
𝜏 𝜏
And letting 𝑎𝑡 = 𝜏, ⇒ 𝑡 = 𝑎 ⇒ 𝑑𝑡 = 𝑑(𝑎) then,
∞ ∞
𝜏 𝜏 1 𝑠 1 𝑠
ℒ {𝑓 (𝑎𝑡)} = ∫ 𝑓(𝜏)𝑒 −𝑠(𝑎) 𝑑 ( ) = ∫ 𝑓 (𝜏)𝑒 −(𝑎)𝜏 𝑑(𝜏) = 𝐹 ( )
𝑎 𝑎 𝑎 𝑎
0 0
5. Differentiation in Time Domain
The differentiation in time domain property states that differentiation in the time
domain corresponds to multiplication by in the complex frequency domain, minus the
initial value of 𝑓 (𝑡) at 𝑡 = 0. Thus,
𝒅
𝒇′ (𝒕) = 𝒇(𝒕) ⇔ 𝒔𝑭(𝒔) − 𝒇(𝟎)
𝒅𝒕
Proof:-
We know that as per the definition of the Laplace Transform,
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (16)
𝑡0 0
∞
ℒ {𝑓′(𝑡)} = ∫ 𝑓 ′ (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (17)
0
Nalla N Page 4
Chapter-2 Laplace Transform 2020
It can be written in the form of ∫ 𝑣𝑑𝑢 = 𝑢𝑣 − ∫ 𝑢 𝑑𝑣 − − − −(18)
Where, 𝑢 = 𝑓 ′ (𝑡) and 𝑣 = 𝑒 −𝑠𝑡 then relation in (18) can be rewritten as
∞
ℒ{𝑓 ′(𝑡) }
=𝑒 −𝑠𝑡
𝑓 (𝑡)|∞
0 − ∫ 𝑒 −𝑠𝑡 (−𝑠)𝑓(𝑡)𝑑𝑡 − − − (19)
0
∞
⇒ (𝟎 − 𝒇(𝟎)) + 𝒔 ∫ 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕 ⇒ 𝒔𝑭(𝒔) − 𝒇(𝟎)
𝟎
The time differentiation property can be extended to show that
𝒅𝟐
𝒇(𝒕) ⇔ 𝒔𝟐 𝑭(𝒔) − 𝒔𝒇(𝟎) − 𝒇′ (𝟎) − − − − − (𝟐𝟎)
𝒅𝒕𝟐
𝒅𝟑
𝒇(𝒕) ⇔ 𝒔𝟑 𝑭(𝒔) − 𝒔𝟐 𝒇(𝟎) − 𝒔𝒇′ (𝟎) − 𝒔𝒇′′ (𝟎) − − − − − (𝟐𝟏)
𝒅𝒕𝟑
In general, this relation can be extended for nth order differentiation in time as
𝒅𝒏
𝒏
𝒇(𝒕) ⇔ 𝒔𝒏 𝑭(𝒔) − 𝒔𝒏−𝟏 𝒇(𝟎) − 𝒔𝒏−𝟐 𝒇′ (𝟎) − ⋯ . −𝒇𝒏−𝟏 (𝟎) − − − − − (𝟐𝟐)
𝒅𝒕
6. Differentiation in Complex Frequency Domain
This property states that differentiation in complex frequency domain and multiplication
by minus one, corresponds to multiplication of 𝑓 (𝑡) by t in the time domain. In other
words,
𝒅
𝒕𝒇(𝒕) ⇔ − 𝑭(𝒔)
𝒅𝒔
Proof:-
We know that as per the definition of the Laplace Transform,
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (23)
𝑡0 0
By differentiating above relation on both sides we get,
∞
𝑑 𝑑
𝐹(𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡
𝑑𝑠 𝑑𝑠
0
∞ ∞
𝜕 −𝑠𝑡
⇒ ∫ 𝑓 (𝑡 ) (𝑒 )𝑑𝑡 ⇒ ∫ 𝑓(𝑡)(−𝑡)𝑒 −𝑠𝑡 𝑑𝑡 ⇒ ℒ {(−𝑡)𝑓 (𝑡)}
𝜕𝑠
0 0
Nalla N Page 5
Chapter-2 Laplace Transform 2020
𝑑
Where, (−𝑡)𝑓 (𝑡) is the Laplace Transform Pair of the function 𝑑𝑠 𝐹 (𝑠), then it can be
further written as
𝒅
𝒕𝒇(𝒕) ⇔ − 𝑭(𝒔) − − − − − (𝟐𝟒)
𝒅𝒔
In general, it can be written as,
𝒅𝒏
𝒕𝒏 𝒇(𝒕) ⇔ (−𝟏)𝒏 𝑭(𝒔) − − − − − (𝟐𝟓)
𝒅𝒔𝒏
7. Integration in Time Domain
This property states that integration in time domain corresponds to 𝑭(𝒔) divided by 𝒔.
𝒕
𝑭(𝒔)
𝓛 {∫ 𝒇(𝒕)𝒅𝒕} ⇔
𝒔
𝟎
Proof:-
We know that as per the definition of the Laplace Transform,
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (26)
𝑡0 0
𝑡 ∞
ℒ {∫ 𝑓(𝑡)𝑑𝑡} = ∬ 𝑓(𝑡)𝑑𝑡. 𝑒 −𝑠𝑡 𝑑𝑡
0 0
𝑡 𝑒 −𝑠𝑡
It can also be written as, 𝑢 = ∫0 𝑓 (𝑡)𝑑𝑡 and 𝑣 = then the above relationbecomes,
−𝑠
∞ 𝑡
𝑑 𝑒 −𝑠𝑡
⇒ ∫ ∫ 𝑓(𝑡)𝑑𝑡. [ ] 𝑑𝑡
𝑑𝑡 −𝑠
0 0
𝑡 ∞ ∞
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
⇒ ∫ 𝑓(𝑡)𝑑𝑡 ( )| − ∫ 𝑓(𝑡) ( ) 𝑑𝑡
−𝑠 0 −𝑠
0 0
𝑡 ∞
𝑒 −𝑠𝑡
⇒ ∫ 𝑓 (𝑡)𝑑𝑡 ( )| 𝑏𝑒𝑐𝑜𝑚𝑒𝑠 𝑍𝑒𝑟𝑜 𝑎𝑠 𝑝𝑒𝑟 𝐼𝑛𝑖𝑡𝑖𝑎𝑙 𝐶𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑠, 𝑡ℎ𝑢𝑠 𝑠𝑒𝑐𝑜𝑛𝑑 𝑡𝑒𝑟𝑚 𝑟𝑒𝑚𝑎𝑖𝑛𝑠
−𝑠 0
0
∞
1 𝐹(𝑠)
⇒ ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 ⇒
𝑠 𝑠
0
8. Integration in Complex Frequency Domain: This property states that
Integration in Complex Frequency domain with respect to S corresponds to
Nalla N Page 6
Chapter-2 Laplace Transform 2020
𝑓(𝑡)
division of a time function f(t) by the variable t, provided that the limit lim
𝑡→0 𝑡
exists. Thus,
∞
𝒇(𝒕)
𝓛{ } = ∫ 𝑭(𝒔)𝒅𝒔
𝒕
𝒔
Proof:-
We know that as per the definition of the Laplace Transform,
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (27)
𝑡0 0
∞ ∞ ∞
∫ 𝐹(𝑠)𝑑𝑠 = ∫ ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡. 𝑑𝑠
𝑠 𝑠 0
In the above relation, we can separate the terms as per two integrals and,
∞ ∞ ∞ ∞ ∞
−𝑠𝑡
𝑒 −𝑠𝑡
∫ 𝐹(𝑠)𝑑𝑠 = ∫ 𝑓 (𝑡)𝑑𝑡 ∫ 𝑒 𝑑𝑠 ⇒ ∫ 𝑓(𝑡)𝑑𝑡 ( )|
−𝑡 𝑠
𝑠 0 𝑠 0
After applying the limits in above equation we can rewrite as,
∞
𝑓(𝑡) −𝑠𝑡 𝑓(𝑡)
⇒∫( ) 𝑒 𝑑𝑡 ⇒ ℒ {( )}
𝑡 𝑡
0
9. Time Periodicity:
The Time periodicity property states that a periodic function of time T corresponds to
𝑇
integral ∫0 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 divided by (1 − 𝑒 −𝑠𝑇 ) in the complex frequency domain. Thus, if
we let 𝑓 (𝑡) be a periodic function with the period T, that is, 𝑓(𝑡) = 𝑓(𝑡 + 𝑛𝑇), for
n=1,2,3…… we get the transform pair,
𝑻
∫ 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕
𝒇(𝒕 + 𝒏𝑻) ⇔ 𝟎
𝟏 − 𝒆−𝒔𝑻
Proof:-
We know that as per the definition of the Laplace Transform,
Nalla N Page 7
Chapter-2 Laplace Transform 2020
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (28)
𝑡0 0
The Laplace transform of a periodic function can be expressed as,
∞ 𝑇 2𝑇 3𝑇
ℒ {𝑓 (𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 + ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 + ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 + ⋯ .
0 0 𝑇 2𝑇
In the first integral of the right side, we let 𝑡 = 𝜏, in the second 𝑡 = 𝜏 + 𝑇, in the third 𝑡 =
𝜏 + 2𝑇, and so on. The areas under each period of f(t) are equal, and thus the upper and
lower limits of integration are the same for each integral. Then,
𝑇 𝑇 𝑇
−𝑠𝜏 −𝑠(𝜏+𝑇)
ℒ {𝑓(𝑡)} = ∫ 𝑓 (𝜏)𝑒 𝑑𝜏 + ∫ 𝑓(𝜏 + 𝑇)𝑒 𝑑𝜏 + ∫ 𝑓 (𝜏 + 2𝑇)𝑒 −𝑠(𝜏+2𝑇) 𝑑𝜏 + ⋯ . (29)
0 0 0
Since the function is periodic, i.e., 𝑓 (𝜏) = 𝑓(𝜏 + 𝑇) = 𝑓(𝜏 + 2𝑇) = ⋯ . = 𝑓(𝜏 + 𝑛𝑇), we
can write eqnuation29 as
𝑇
−𝑠𝑇 −2𝑠𝑇
ℒ {𝑓 (𝑡)} = (1 + 𝑒 +𝑒 + ⋯ . ) ∫ 𝑓(𝜏)𝑒 −𝑠𝜏 𝑑𝜏 − − − −(30)
0
By Application of Binomial Theorem, that is,
1
1 + 𝑎 + 𝑎2 + 𝑎3 + ⋯ … = − − − −(31)
1−𝑎
we can find that the relation in (30) reduces to
𝑻
∫ 𝒇(𝝉)𝒆−𝒔𝝉 𝒅𝝉
𝓛{𝒇(𝒕 + 𝒏𝑻)} = 𝟎
𝟏 − 𝒆−𝒔𝑻
10. Initial Value Theorem
It states that the initial value f(0) of the time function f(t) can be found from its Laplace
transform multiplied by s and letting s→∞. that is
𝐥𝐢𝐦 𝒇(𝒕) = 𝐥𝐢𝐦 𝒔𝑭(𝒔)
𝒕→𝟎 𝒔→∞
Proof: We know that, the time differentiation property yields the following relation
𝒅
𝒇′ (𝒕) = 𝒇(𝒕) ⇔ 𝒔𝑭(𝒔) − 𝒇(𝟎)
𝒅𝒕
Then, Applying Limit S→∞ on both sides we get,
∞
lim ∫ 𝑓 ′ (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = lim (𝑠𝐹(𝑠) − 𝑓 (0))
𝑠→∞ 𝑠→∞
0
Nalla N Page 8
Chapter-2 Laplace Transform 2020
The term on Left hand side becomes zero, as 𝑒 −𝑠𝑡 = 0, 𝑖𝑓 𝑠 → ∞, then it reduces to
lim (𝑠𝐹(𝑠) − 𝑓 (0)) = 0 ⟹ lim 𝑠𝐹(𝑠) − 𝑓(0)
𝑠→∞ 𝑠→∞
⟹ lim 𝑠𝐹(𝑠) = 𝑓(0)
𝑠→∞
⟹ lim 𝑠𝐹 (𝑠) = lim 𝑓(𝑡) − − − −(32)
𝑠→∞ 𝑡→0
11. Final Value Theorem
It states that the Final value f(∞) of the time function f(t) can be found from its Laplace
transform multiplied by s and letting s→0. That is
𝐥𝐢𝐦 𝒇(𝒕) = 𝐥𝐢𝐦 𝒔𝑭(𝒔) = 𝒇(∞)
𝒕→∞ 𝒔→𝟎
Proof: We know that, the time differentiation property yields the following relation
𝒅
𝒇′ (𝒕) = 𝒇(𝒕) ⇔ 𝒔𝑭(𝒔) − 𝒇(𝟎)
𝒅𝒕
Then, Applying Limit S→0 on both sides we get,
∞
𝑙𝑖𝑚 ∫ 𝑓 ′ (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝑙𝑖𝑚(𝑠𝐹(𝑠) − 𝑓 (0))
𝑠→0 𝑠→0
0
∞
∫ 𝑓 ′ (𝑡)𝑑𝑡 = lim(𝑠𝐹(𝑠) − 𝑓 (0))
𝑠→0
0
𝑓(𝑡)|∞
0 = lim(𝑠𝐹(𝑠)) − 𝑓(0) ⟹ 𝑓 (∞) − 𝑓(0) = lim(𝑠𝐹(𝑠)) − 𝑓(0)
𝑠→0 𝑠→0
𝒇(∞) = 𝐥𝐢𝐦(𝒔𝑭(𝒔)) ⟹ 𝐥𝐢𝐦(𝒇(𝒕)) = 𝐥𝐢𝐦(𝒔𝑭(𝒔)) − − − −(𝟑𝟑)
𝒔→𝟎 𝒕→∞ 𝒔→𝟎
12. Convolution in Time Domain
Convolution in time domain corresponds to multiplication in the complex frequency
domain, that is,
𝒇𝟏 (𝒕) ∗ 𝒇𝟐 (𝒕) ⇔ 𝑭𝟏 (𝒔)𝑭𝟐 (𝒔)
Proof: We know that as per the definition of the Laplace Transform,
∞ ∞
ℒ {𝑓 (𝑡)} = 𝐹 (𝑠) = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (34)
𝑡0 0
And 𝑓1 (𝑡) ⇔ 𝐹1 (𝑠)𝑎𝑛𝑑 𝑓2 (𝑡) ⇔ 𝐹2 (𝑠)
Nalla N Page 9
Chapter-2 Laplace Transform 2020
∞ ∞ ∞
ℒ{𝑓1 (𝑡) ∗ 𝑓2 (𝑡)} = ℒ [ ∫ 𝑓1 (𝜏)𝑓2 (𝑡 − 𝜏)𝑑𝜏] = ∫ [ ∫ 𝑓1 (𝜏)𝑓2 (𝑡 − 𝜏)𝑑𝜏] 𝑒 −𝑠𝑡 𝑑𝑡
−∞ 0 −∞
By rearranging the terms inside the integrals as per the variables, we can rewrite as,
∞ ∞
⟹ ∫ 𝑓1 (𝜏) [ ∫ 𝑓2 (𝑡 − 𝜏)𝑒 −𝑠𝑡 𝑑𝑡] 𝑑𝜏
0 −∞
We let 𝑡 − 𝜏 = 𝜆; then t = 𝜆 + 𝜏, 𝑎𝑛𝑑 𝑑𝑡 = 𝑑𝜆. By substation into above relation,
∞ ∞ ∞ ∞
ℒ{𝑓1 (𝑡) ∗ 𝑓2 (𝑡)} = ∫ 𝑓1 (𝜏) [∫ 𝑓2 (𝜆)𝑒 −𝑠(𝜆+𝜏) 𝑑𝜆] 𝑑𝜏 = ∫ 𝑓1 (𝜏)𝑒 −𝑠𝜏 𝑑𝜏 ∫ 𝑓2 (𝜆)𝑒 −𝑠𝜆 𝑑𝜆
0 0 0 0
⟹ 𝐹1 (𝑠)𝐹2 (𝑠)
13. Convolution in Complex Frequency Domain: Convolution in Complex frequency
domain divided by 1/2πj, corresponds to multiplication in the time domain.
𝟏
𝒇𝟏 (𝒕)𝒇𝟐 (𝒕) ⇔ 𝑭 (𝒔) ∗ 𝑭𝟐 (𝒔)
𝟐𝝅𝒋 𝟏
∞
Proof: We know that ℒ {𝑓1 (𝑡)𝑓2 (𝑡)} = ∫0 𝑓1 (𝑡)𝑓2 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡 − − − (35) and recalling that
Inverse Laplace Transform from eqn 2,
𝜎+𝑗𝜔
1
ℒ −1 {𝐹 (𝑠)} = 𝑓1 (𝑡) = ∫ 𝐹1 (𝜇)𝑒 𝜇𝑡 𝑑𝜇 − − − (36)
2𝜋𝑗
𝜎−𝑗𝜔
Subsisting equation 36 into 35, we obtain,
∞ 𝜎+𝑗𝜔
1
ℒ{𝑓1 (𝑡)𝑓2 (𝑡)} = ∫ [ ∫ 𝐹1 (𝜇)𝑒 𝜇𝑡 𝑑𝜇] 𝑓2 (𝑡)𝑒 −𝑠𝑡 𝑑𝑡
2𝜋𝑗
0 𝜎−𝑗𝜔
𝜎+𝑗𝜔 ∞
1
⇒ ∫ 𝐹1 (𝜇) [∫ 𝑓2 (𝑡)𝑒 −(𝑠−𝜇)𝑡 𝑑𝑡] 𝑑𝜇
2𝜋𝑗
𝜎−𝑗𝜔 0
We observe that the bracketed integral is 𝐹2 (𝑠 − 𝜇); therefore,
𝜎+𝑗𝜔
1 1
𝐿{𝑓1 (𝑡)𝑓2 (𝑡)} = ∫ 𝐹1 (𝜇)𝐹2 (𝑠 − 𝜇)𝑑𝜇 = 𝐹 (𝑠) ∗ 𝐹2 (𝑠)
2𝜋𝑗 2𝜋𝑗 1
𝜎−𝑗𝜔
Nalla N Page 10
Chapter-2 Laplace Transform 2020
The Laplace Transforms Pairs for Common Functions:
[Link]. 𝑓 (𝑡 ) 𝐹 (𝑠 )
1 𝑢 (𝑡 ) 1
𝑠
2 𝑡𝑢(𝑡) 1
𝑠2
3 𝑡 𝑛 𝑢(𝑡 ) 𝑛!
𝑠 𝑛+1
4 𝛿 (𝑡 ) 1
5 𝛿 (𝑡 − 𝑎 ) 𝑒 −𝑎𝑠
6 𝑒 −𝑎𝑡 𝑢(𝑡) 1
(𝑠 + 𝑎 )
7 𝑒 +𝑎𝑡 𝑢(𝑡) 1
(𝑠 − 𝑎 )
8 𝑒 +𝑗𝜔𝑡 𝑢(𝑡) 1
(𝑠 − 𝑗𝜔)
9 𝑒 −𝑗𝜔𝑡 𝑢(𝑡) 1
(𝑠 + 𝑗𝜔)
10 cos 𝜔𝑡𝑢(𝑡) 𝑠
𝑠2 + 𝜔2
11 sin 𝜔𝑡 𝑢(𝑡) 𝜔
𝑠2 + 𝜔2
12 𝑒 −𝑎𝑡 cos 𝑏𝑡 𝑠+𝑎
𝑎2 + (𝑠 + 𝑏)2
13 𝑒 −𝑎𝑡 sin 𝑏𝑡 𝑏
𝑏2 + (𝑠 + 𝑎)2
14 𝑒 𝑎𝑡 cos 𝑏𝑡 𝑠−𝑎
(𝑠 − 𝑎)2 + 𝑏2
15 𝑒 𝑎𝑡 sin 𝑏𝑡 𝑏
(𝑠 − 𝑎 )2 + 𝑏 2
16 cosh 𝑎𝑡 𝑠
𝑠 2 − 𝑎2
17 sinh 𝑎𝑡 𝑎
𝑠 − 𝑎2
2
18 𝑒 −𝑎𝑡 cosh 𝑏𝑡 𝑠+𝑎
(𝑠 + 𝑎 )2 − 𝑏 2
Nalla N Page 11
Chapter-2 Laplace Transform 2020
19 𝑒 −𝑎𝑡 sinh 𝑏𝑡 𝑏
(𝑠 + 𝑎 )2 − 𝑏 2
20 𝑒 𝑎𝑡 cosh 𝑏𝑡 𝑠
(𝑠 − 𝑎 )2 − 𝑏 2
21 𝑒 𝑎𝑡 sinh 𝑏𝑡 𝑏
(𝑠 − 𝑎 )2 − 𝑏 2
The Laplace Transforms Pairs for Common Waveforms:
#Problem 1: find the Laplace transform of the waveform 𝑓𝑝 (𝑡). The subscript ‘P’ stands
for pulse wave form.
Solution: We first express the given waveform as a sum of unit step functions. Then,
𝑓𝑝 (𝑡) = 𝐴[𝑢(𝑡) − 𝑢(𝑡 − 𝑎)]
From the Time shifting Property we get,
𝑓 (𝑡 − 𝑎)𝑢(𝑡 − 𝑎) ⇔ 𝑒 −𝑎𝑠 𝐹(𝑠)
From the Laplace Transforms of Common functions table,
1
𝑢(𝑡) ⇔
𝑠
𝐴 𝐴
For this Example, 𝐴𝑢(𝑡) ⇔ and 𝐴𝑢(𝑡 − 𝑎) ⇔ 𝑒 −𝑎𝑠
𝑠 𝑠
Then, by linearity property, the Laplace Transform of the given pulse function is
𝑨 𝑨 −𝒂𝒔 𝑨
𝑨[𝒖(𝒕) − 𝒖(𝒕 − 𝒂)] ⇔ − 𝒆 = (𝟏 − 𝒆−𝒂𝒔 )
𝒔 𝒔 𝒔
#Problem 2: find the Laplace transform of the waveform 𝑓𝐿 (𝑡). The subscript ‘L’ stands
for Linear Segment.
Nalla N Page 12
Chapter-2 Laplace Transform 2020
Solution: We must first derive the equation of the linear segment. Then, we express the
given waveform in terms of the unit step function.
𝑓𝐿 (𝑡) = (𝑡 − 1)𝑢(𝑡 − 1)
From the Time shifting Property we get,
𝑓 (𝑡 − 𝑎)𝑢(𝑡 − 𝑎) ⇔ 𝑒 −𝑎𝑠 𝐹(𝑠)
From the Laplace Transforms of Common functions table,
1
𝑡𝑢(𝑡) ⇔
𝑠2
Therefore, the Laplace Transform of Linear Segment is,
𝟏
(𝒕 − 𝟏)𝒖(𝒕 − 𝟏) ⇔ 𝒆−𝒂𝒔
𝒔𝟐
#Problem 3: find the Laplace transform of the Triangular waveform 𝑓𝑇 (𝑡).
Figure 3.1 Figure 3.2
Solution: We must first derive the equations of the linear segments. Then Figure 3.1 can
be modified into Figure 3.2, we express the given waveform in terms of the unit step
function.
𝑓𝑇 (𝑡) = 𝑡[𝑢(𝑡) − 𝑢(𝑡 − 1)] + (−𝑡 + 2)[𝑢(𝑡 − 1) − 𝑢(𝑡 − 2)]
𝑓𝑇 (𝑡) = 𝑡𝑢(𝑡) − 𝑡𝑢(𝑡 − 1) + −𝑡𝑢(𝑡 − 1) + 𝑡𝑢(𝑡 − 2) + 2𝑢(𝑡 − 1) − 2𝑢(𝑡 − 2)
Collecting like terms can be written as,
𝑓𝑇 (𝑡) = 𝑡𝑢(𝑡) − 2(𝑡 − 1)𝑢(𝑡 − 1) + (𝑡 − 2)𝑢(𝑡 − 2)
From the Time shifting Property we get,
𝑓 (𝑡 − 𝑎)𝑢(𝑡 − 𝑎) ⇔ 𝑒 −𝑎𝑠 𝐹(𝑠)
From the Laplace Transforms of Common functions table,
1
𝑡𝑢(𝑡) ⇔
𝑠2
Then,
1 1 1
𝑡𝑢(𝑡) − 2(𝑡 − 1)𝑢(𝑡 − 1) + (𝑡 − 2)𝑢(𝑡 − 2) ⇔ 2
− 2𝑒 −𝑠 2 + 𝑒 −2𝑠 2
𝑠 𝑠 𝑠
Nalla N Page 13
Chapter-2 Laplace Transform 2020
1
𝑡𝑢(𝑡) − 2(𝑡 − 1)𝑢(𝑡 − 1) + (𝑡 − 2)𝑢(𝑡 − 2) ⇔ (1 − 2𝑒 −𝑠 + 𝑒 −2𝑠 )
𝑠2
Therefore, the Laplace Transform of the triangular Waveform is given by,
𝟏
𝒇𝑻 (𝒕) ⇔ (𝟏 − 𝒆−𝒔 )𝟐
𝒔𝟐
#Problem 4: find the Laplace transform of the Rectangular Periodic waveform 𝑓𝑅 (𝑡).
Solution: This is a periodic waveform with period T=2a, and thus we can apply time
periodicity property
𝑻
∫𝟎 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕
𝒇(𝒕 + 𝒏𝑻) ⇔
𝟏 − 𝒆−𝒔𝑻
Where the denominator represents the periodicity of f(t). For this example,
2𝑎 𝑎 2𝑎
1 1
ℒ {𝑓𝑅 (𝑡)} = −2𝑎𝑠
∫ 𝑓𝑅 (𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 = [∫ 𝐴 𝑒 −𝑠𝑡 𝑑𝑡 + ∫ (−𝐴) 𝑒 −𝑠𝑡 𝑑𝑡]
1−𝑒 1 − 𝑒 −2𝑎𝑠
0 0 𝑎
𝑎 2𝑎
𝐴 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
⇒ [ | + | ]
1 − 𝑒 −2𝑎𝑠 𝑠 0 𝑠 𝑎
Or,
𝐴
ℒ{𝑓𝑅 (𝑡)} = (−𝑒 −𝑎𝑠 + 1+𝑒 −2𝑎𝑠 − 𝑒 −𝑎𝑠 )
𝑠(1 − 𝑒 −2𝑎𝑠 )
𝐴 −𝑎𝑠 −2𝑎𝑠 )
𝐴(1 − 𝑒 −𝑎𝑠 )2 𝐴(1 − 𝑒 −𝑎𝑠 )(1 − 𝑒 −𝑎𝑠 )
= ( 1 − 2𝑒 +𝑒 = =
𝑠 (1 − 𝑒 −2𝑎𝑠 ) 𝑠(1 + 𝑒 −𝑎𝑠 )(1 − 𝑒 −𝑎𝑠 ) 𝑠(1 + 𝑒 −𝑎𝑠 )(1 − 𝑒 −𝑎𝑠 )
𝑎𝑠 𝑎𝑠 𝑎𝑠 𝑎𝑠 𝑎𝑠 𝑎𝑠 𝑎𝑠 𝑎𝑠
𝐴(1 − 𝑒 −𝑎𝑠 ) 𝐴 𝑒 2 𝑒 − 2 − 𝑒 − 2 𝑒 − 2 𝐴 𝑒− 2 𝑒 2 − 𝑒− 2 𝐴 sinh ( 2 )
= = ( 𝑎𝑠 ) = ( ) ( 𝑎𝑠 𝑎𝑠 ) =
𝑠(1 + 𝑒 −𝑎𝑠 ) 𝑠 𝑒 𝑎𝑠 −
𝑎𝑠
2𝑒 2 +𝑒 2𝑒 2
−
𝑎𝑠
− 𝑠 𝑒 −𝑎𝑠2 𝑒 +𝑒 2
2
− 𝑠 cosh (𝑎𝑠)
2
𝑨 𝒂𝒔
𝓛{𝒇𝑹 (𝒕)} = 𝐭𝐚𝐧𝐡 ( )
𝒔 𝟐
#Problem 5: find the Laplace transform of the half-wave rectified sine wave 𝑓𝐻𝑊 (𝑡).
Nalla N Page 14
Chapter-2 Laplace Transform 2020
Solution: This is a periodic waveform with period 𝑇 = 2𝜋. We will applt the time
periodicity property as,
𝑻
∫ 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕
𝒇(𝒕 + 𝒏𝑻) ⇔ 𝟎
𝟏 − 𝒆−𝒔𝑻
Where the denominator represents the periodicity of f(t). For this example,
2𝜋 𝜋
1 −𝑠𝑡
1
ℒ {𝑓𝐻𝑊 (𝑡)} = −2𝜋𝑠
∫ 𝑓 ( 𝑡 ) 𝑒 𝑑𝑡 = −2𝜋𝑠
∫ sin 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
1−𝑒 1−𝑒
0 0
𝜋
1 𝑒 −𝑠𝑡 (𝑠 sin 𝑡 − cos 𝑡) 1 (1 + 𝑒 −𝜋𝑠 )
= [ ]| =
1 − 𝑒 −2𝜋𝑠 𝑠2 + 1 0
(𝑠 2 + 1) (1 − 𝑒 −2𝜋𝑠 )
1 (1 + 𝑒 −𝜋𝑠 )
ℒ{𝑓𝐻𝑊 (𝑡)} =
(𝑠 2 + 1) (1 + 𝑒 −𝜋𝑠 )(1 − 𝑒 −𝜋𝑠 )
Or,
𝟏
𝓛{𝒇𝑯𝑾 (𝒕)} =
(𝒔𝟐 + 𝟏)(𝟏 − 𝒆−𝝅𝒔 )
#Practise Problems:
Find the Laplace Transform of the following Waveforms
Nalla N Page 15