EE021IU – Mathematics for Engieers

Dr. Huynh Vo Trung Dung

Lecture 7:
Laplace Transforms

1
Definition

❖ If f(t) is a function defined for all t ≥ 0, its Laplace

transform is the integral of f(t) times e−st from t = 0 to
∞. It is a function of s, say, F(s), and is denoted by L(f);
thus 
F( s) = L ( f ) =  e − st f (t )dt.
0 (1)
❖ Here we must assume that f(t) is such that the integral
exists (that is, has some finite value).

4
Definition

❖ Furthermore, the given function f(t) in (1) is called the

inverse transform of F(s) and is denoted by L −1(f); that
is, we shall write
−1(F)= 1 𝑎+𝑗∞
f(t) = L ‫׬‬ 𝐹(𝑠)𝑒 𝑠𝑡
𝑑𝑠. (1*)
2𝜋𝑗 𝑎−𝑗∞
• Note that (1) and (1*) together imply L−1(L(f)) = f and
L(L−1(F)) = F .

5
Example

Let f(t) = 1 when t ≥ 0. Find F(s)

6
Example

Let f(t) = eat when t ≥ 0, where

a is a constant. Find L (f)

8
Properties of Laplace Transform

Linearity of the Laplace Transform

The Laplace transform is a linear operation; that is, for any
functions f(t) and g(t) whose transforms exist and any
constants a and b the transform of af(t) + bg(t) exists, and
L{af(t) + bg(t)} = a L{f (t)} + b L{g(t)}.

10
Properties of Laplace Transform

First Shifting Theorem, s-Shifting

If f(t) has the transform F(s) (where s > k for some k), then eatf(t)
has the transform F(s − a) (where s − a > k). In formulas,
L {eatf(t)} = F(s − a)
or, if we take the inverse on both sides,
eatf(t) = L−1{F(s − a)}

18
Properties of Laplace Transform

Laplace Transform of Derivatives

The transforms of the first and second derivatives of f(t) satisfy
L( f ’) = sL(f) − f(0) (1)
L(f ”) = s2L(f) − sf(0) − f ’(0). (2)
Formula (1) holds if f(t) is continuous for all t ≥ 0 and satisfies the
growth restriction (2) and f ’(t) is piecewise continuous on every finite
interval on the semi-axis t ≥ 0. Similarly, (2) holds if f and f ’ are
continuous for all t ≥ 0 and satisfy the growth restriction and f ” is
piecewise continuous on every finite interval on the semi-axis t ≥ 0 .

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Properties of Laplace Transform

Laplace Transform of the Derivative f (n) of Any Order

Let f, f ’, … , f (n−1) be continuous for all t ≥ 0 and satisfy the growth
restriction (2) in §1. Furthermore, let f (n) be piecewise continuous
on every finite interval on the semi-axis t ≥ 0. Then the transform
of f (n) satisfies
L(f (n)) = sn L(f) − sn−1 f(0) − sn−2 f ’(0) − … − f (n−1)(0). (3)

28
Example

Let f(t) = tsint. Find Laplace transform

of f(t) .

29
Example

Find L(cos t) and L(sin t)

31
Properties of Laplace Transform

Laplace Transform of Integral

Let F(s) denote the transform of a function f (t) which is
piecewise continuous for t ≥ 0 and satisfies a growth
restriction (2). Then, for s > 0, s > k, and t > 0,

L 
0
t
 1
f ( )d = F( s),
s
thus 
0
t 1 
f ( )d = L −1  F( s)  . (4)
s 

34
Laplace Transform Application
Differential Equations

Let us now discuss how the Laplace transform method solves ODEs and
initial value problems. We consider an initial value problem
y” + ay’ + by = r(t), y(0) = K0, y’(0) = K1 (5)
where a and b are constant. Here r(t) is the given input (driving force)
applied to the mechanical or electrical system and y(t) is the output
(response to the input) to be obtained.
In Laplace’s method we do three steps:

36
Laplace Transform Application
Differential Equations

Step 1. Setting up the subsidiary equation.

This is an algebraic equation for the transform Y = L(y)
obtained by transforming (5) by means of (1) and (2),
namely,
[s2Y − sy(0) − y’(0)] + a[sY − y(0)] + bY = R(s)
where R(s) = L(r). Collecting the Y-terms, we have the
subsidiary equation
(s2 + as + b)Y = (s + a)y(0) + y’(0) + R(s).

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Laplace Transform Application

Differential Equations

Step 2. Solution of the subsidiary equation by

algebra.
We divide by s2 + as + b and use the so-called transfer
function
1 1
Q( s) = 2 = .
s + as + b 1 2 1 2
( s + a) + b − a (6)
2 4

(Q is often denoted by H, but we need H much more

frequently for other purposes.)

38
Laplace Transform Application
Differential Equations
Step 2. Solution of the subsidiary equation by
algebra. (continued)
This gives the solution
Y(s) = [(s + a)y(0) + y’(0)]Q(s) + R(s)Q(s). (7)
If y(0) = y’(0) = 0, this is simply Y = RQ; hence
Y L (output)
Q= =
R L (input)
and this explains the name of Q. Note that Q depends
neither on r(t) nor on the initial conditions (but only on
a and b).

39
Laplace Transform Application

Step 3. Inversion of Y to obtain y = L −1 (Y ).

We reduce (7) (usually by partial fractions as in calculus)
to a sum of terms whose inverses can be found from the
tables, so that we obtain the solution
y(t) = L−1(Y ) of (5).

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Example

Solve
y” − y = t, y(0) = 1, y’(0) = 1

41
Unit Step Function (Heaviside Function) u(t − a)

The unit step function or Heaviside function u(t − a) is

0 for t < a, has a jump of size 1 at t = a (where we can
leave it undefined), and is 1 for t > a, in a formula:
0 if t  a
u(t − a) =  (a ≥ 0). (1)
1 if t  a

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Unit Step Function (Heaviside Function) u(t − a)

Fig. 1 shows the special case u(t), which has its jump at
zero, and Fig. 2 the general case u(t − a) for an arbitrary
positive a. (For Heaviside, see § 1.)

Fig. 1. Unit step function u(t) Fig. 2. Unit step function u(t − a)

51
Unit Step Function (Heaviside Function) u(t − a)

The transform of follows directly from the defining integral in § 1,

here the integration begins at t = a (≥ 0) because u(t – a) is 0 for t <

a. Hence e − as
L u(t − a) =
s (s > 0). (2)

52
Unit Step Function (Heaviside Function) u(t − a)

Fig. 3. Effects of the unit step function: (A) Given function.

(B) Switching off and on. (C) Shift.

More generally we have the following.

Let f(t) = 0 for all negative t. Then f(t − a)u(t − a) with a > 0 is f(t) shifted (translated) to the right
by the amount a.
53
Unit Step Function (Heaviside Function) u(t − a)

Fig. 4 shows the effect of many unit step functions, three of them in (A) and infinitely
many in (B) when continued periodically to the right; this is the effect of a rectifier
that clips off the negative half-waves of a sinusoidal voltage.

Fig. 4. Use of many unit step functions

54
Time Shifting Properties

The first shifting theorem (“s-shifting”) concerned

transforms F(s) = L {f(t)} and F(s − a) = L{eatf(t)}.
The second shifting theorem will concern functions f(t)
and f(t − a).

55
Time Shifting Properties

Time Shifting
If f(t) has the transform F(s) then the “shifted function”
 0 if t  a
f (t ) = f (t − a)u(t − a) = 
% (3)
 f (t − a) if t  a
has the transform e−asF(s). That is, if L {f(t)} = F(s), then
L {f(t − a)u(t − a)} = e−asF(s).
(4)
Or, if we take the inverse on both sides, we can write
f(t − a)u(t − a)} = L −1{e−asF(s)}. (4*)

56
Application

Write the following function using unit step functions and find its
Laplace transform.

 2 if 0  t  1
 1 1
f (t ) =  t 2 if 1  t   (Fig. 5)
2 2
cos t if
1
t  .
 2

Fig. 5. ƒ(t) in Example 1

59
Example

Response of an RC-Circuit to a Single Rectangular Wave

Find the current i(t) in the RC-circuit in Fig. 7 if a single

rectangular wave with voltage V0 is applied. The circuit is
assumed to be quiescent before the wave is applied.

Fig. 7. RC-circuit, electromotive force v(t), and current in Example 3

66
Example

Response of an RLC-Circuit to a Sinusoidal Input Acting Over a Time Interval

Find the response (the current) of the RLC-circuit in Fig. 8, where E(t) is
sinusoidal, acting for a short time interval only, say, E(t) = 100sin400t if 0 <
t < 2π and E(t) = 0 if t > 2π
and current and charge are initially zero.

Fig. 8. RLC-circuit in Example 4

69
 § 4 Short Impulses. Dirac’s Delta Function. Partial Fractions

More on Partial Fractions

We have seen that the solution Y of a subsidiary equation usually appears as a

quotient of polynomials
Y(s) = F(s)/G(s), so that a partial fraction representation leads to a sum of
expressions whose inverses we can obtain from a table, aided by the first
shifting theorem (§1). These representations are sometimes called Heaviside
expansions.

p86 86
 § 4 Short Impulses. Dirac’s Delta Function. Partial Fractions

More on Partial Fractions

✓ An unrepeated factor s – a in G(s) requires a single partial

fraction A/(s – a). See Examples 1 and 2.
Repeated real factors (s – a)2, (s – a)3, etc., require partial
Fractions

The inverses are

✓ Unrepeated complex factors
require a partial fraction

p87 87
Example

A Volterra Integral Equation of the Second Kind

❖ Solve the Volterra integral equation of the second kind

t
y(t ) −  y( ) sin(t −  )d = t.
0

110