WEEK1 CHAPTER 1: Laplace transform MAT565
LAPLACE TRANSFORM
Definition
The Laplace transform of the function f(t) on [0 , ) is F(s), that is
∞
ℒ {f(t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡 = F(s)
provided the improper integral exist.
Note: Laplace transform is a special type of integral transform and it is very useful in solving
linear initial-value problems.
BUILDING THE BASIC FORMULA
a
(1) ℒ{a} =
s
Proof:
− st m
ℒ {a} = 0 e a dt = lim a
m→ 0
e −st dt
m
e − st
= a lim
m→ − s
0
a
= − lim (e − ms − 1)
s m→
a
= − (0 − 1) if s > 0
s
a
= = f(s)
s
(2)
1
ℒ { e at } =
s−a
Proof:
− st m − ( s − a )t
m → 0
ℒ { e at } = e e at dt = lim e dt
0
1 m
= lim − e − ( s − a )t
m→ s − a 0
1 m
= − lim e − ( s − a)t
s − a m→ 0
1
= − lim (e − ( s − a)m − 1)
s − a m→
1
= − (0 − 1) if s - a > 0
s−a
1
= = f(s)
s−a
Rusyah/Norma Page 1
WEEK1 CHAPTER 1: Laplace transform MAT565
− st m
t e − st dt
0 e m → 0
(3) a) ℒ {t} = t dt = lim
u v
t + e-st
1
1 − e − st
- s
1 − st
0 e
s2
m
t 1 − st
= lim ( − e − st − e )
m→ s s2 0
1 m
= − lim (st + 1)e − st
2 m→ 0
s
= −
s
1
lim (sm + 1)e − ms − 1
2 m→
1
= − (0 − 1) if s > 0
s2
1
=
s2
1
ℒ {t} =
s2
− st m 2
t e − st dt
0 e m → 0
b) ℒ { t2 } = t 2 dt = lim
u v
t2 + e-st
1
2t − e − st
- s
1 − st
2 + e
s2
1 − st
0 − e
s3
m
t 2 2t 2 − st
= lim − − − e
m → s s 2 s 3
0
m 2 2m 2
= lim − − − e − ms + 2
m → s s 2 s 3 s 3
2
=0+
s3
2
=
s3
Rusyah/Norma Page 2
WEEK1 CHAPTER 1: Laplace transform MAT565
− st m 3
t e − st dt
0 e m → 0
c) ℒ { t3 } = t 3 dt = lim
u v
t3 e-st
+
1
3t2 − e − st
- s
1 − st
6t e
+ s2
1 − st
6 - − e
s3
1 − st
0 e
s4
m
t 3 3t 2 6t 6 − st
= lim − − − − e
m → s s 2 s 3 s 4
0
m 3
3m 2
6m 6 − ms 6
= lim − − − − e − −
m → 2 3 4 4
s s s s s
6
=0+
s4
6
=
s4
n!
Observe the pattern (behavior). Hence, ℒ{ tn } = , n = 1, 2, 3……..
n +1
s
− st m − st
0 e m → 0
(4) ℒ { cos at } = cos at dt = lim e cos at dt
− st
Consider e cos at dt
u v
cos at e-st
+
1
- a sin at − e − st
- s
1
e − st
+
- a2 cos at
2
s
1 − st a − st a2
e − st cos at dt = − e cos at + e sin at − e − st cos at dt
s 2 2
s s
s2 + a2 − st 1 a − st
e cos at dt = − e − st cos at + e sin at
2
s s s2
Rusyah/Norma Page 3
WEEK1 CHAPTER 1: Laplace transform MAT565
m
m s2 1 a − st
L {cos at } = lim e − st
cos at dt = lim 2 − cos at + 2 sin at e
m→ s + a2
m→ 0
s s 0
s2 1 a 1
= lim − cos ma +
sin ma e − sm − −
s 2
+ a 2 m → s s 2
s
s2 1
= 0 +
2 2 s
s +a
s
=
s2 + a2
s
ℒ {cos at } =
s + a2
2
− st m − st
0 e m → 0
(5) ℒ { sin at } = sin at dt = lim e sin at dt
− st
Consider e sin at dt
u v
sin at + e-st
1
a cos at − e − st
- s
1
e − st
+
- a2 sin at
2
s
1 − st a − st a2
e − st sin at dt = − e sin at − e cos at − e − st sin at dt
s 2 2
s s
s2 + a2 − st 1 a − st
e sin at dt = − e − st sin at − e cos at
2
s s s2
m
m s2 1 a −st
−st
L {sin at } = lim e sin at dt = lim 2 − sin at − 2 cos at e
m→ 0 m→ s + a s
2
s 0
s2 1 a a
= lim − sin ma + cos ma e − sm − −
s 2 + a 2 m → s s2 s2
s2 a
= 0 +
s2 + a2 s2
a
=
s2 + a2
a
ℒ {sin at } =
s + a2
2
Rusyah/Norma Page 4
WEEK1 CHAPTER 1: Laplace transform MAT565
e x − e −x e at − e −at
(6) By definition : sinh x = sinh at =
2 2
− st m − st e at − e − at
ℒ { sinh at } = e sinh at dt = lim e dt
0 m→ 0 2
1 m − ( s − a )t
= lim e − e − ( s + a)t dt
2 m→ 0
m
1 1 1
= lim − e − ( s − a )t + e − ( s + a )t
2 m → s − a s+a 0
1 1 1 1 1
= lim − e − ( s − a)m + e − ( s + a)m − − +
2 m → s − a s+a s−a s+a
1 1 1
= 0 + −
2 s−a s+a
1 2a
=
2 s 2 − a 2
a
=
s − a2
2
a
ℒ {sinh at } =
s − a2
2
e x + e− x eat + e−at
(7) By definition : cosh x = cosh at =
2 2
m e at + e −at
ℒ { cosh at } = 0
e −st cosh at dt = lim
m→ 0 e −st
2
dt
1 m
= lim
2 m→ 0
e −( s−a )t + e −( s+a )t dt
m
1 1 1
= lim − e −( s−a )t − e −( s + a ) t
2 m → s−a s+a 0
1 1 1 1 1
= lim − e −( s−a )m − e −( s+a )m − − −
2 m→ s − a s+a s − a s + a
1 1 1
= 0 + +
2 s−a s+a
1 2s
=
2 s2 − a2
s
=
s − a2
2
a
ℒ {cosh at } =
s + a2
2
Rusyah/Norma Page 5
WEEK1 CHAPTER 1: Laplace transform MAT565
Example
Use the basic Laplace transform for the following:
5
a) ℒ {5} =
𝑠
−7
b) ℒ {-7} =
𝑠
3t 1
c) ℒ {e } =
𝑠−3
-4t 1
d) ℒ {e } =
𝑠+4
𝑠
e) ℒ {cos 6t} =
𝑠 2 +36
10
f) ℒ {sin 10t} =
𝑠 2 −100
1
1 12 12
g) ℒ {sinh 𝑡 } = 1 =
12 𝑠2 − 144𝑠2 −1
144
𝑠
h) ℒ {cosh 2t} =
𝑠 2 +4
5!
i) ℒ {t5} = 𝑠6
LAPLACE TRANSFORM OF A PIECEWISE CONTINUOUS FUNCTION
Example
Use the definition to find ℒ{f(t)}.
0 0≤𝑡<3
a) f(t) = {
2 𝑡≥3
𝑡 0≤𝑡<1
b) f(t) = {
1 𝑡≥1
𝑠𝑖𝑛𝑡 0≤𝑡<𝜋
c) f(t) = {
0 𝑡≥𝜋
d)
f(t)
(2,2)
1
0 1
t
Rusyah/Norma Page 6
WEEK1 CHAPTER 1: Laplace transform MAT565
f(t)
e)
Solution
∞ 3 ∞
a) ℒ{f(t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 (0)𝑑𝑡 + ∫3 𝑒 −𝑠𝑡 (2)𝑑𝑡
2
= lim 𝑒 −𝑠𝑡 |𝑚
3
𝑚→∞ −𝑠
−2
= lim (𝑒 −𝑠𝑚 − 𝑒 −3𝑠 )
𝑠 𝑚→∞
−2
= (0 − 𝑒 −3𝑠 ) , s > 0
𝑠
2
= 5 𝑒 −3𝑠
∞ 1 ∞
b) ℒ{f(t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 (𝑡)𝑑𝑡 + ∫1 𝑒 −𝑠𝑡 𝑑𝑡
u v
t 𝑒 −𝑠𝑡
+
−1
1 𝑒 −𝑠𝑡
𝑠
-
1
0 𝑒 −𝑠𝑡
𝑠2
1 𝑚
−𝑡 1 𝑒 −𝑠𝑡
= ( 𝑠 − 𝑠2 ) 𝑒 −𝑠𝑡 | + lim |
0 𝑚→∞ −𝑠 1
1 1 1 1
= − [(𝑠 + 𝑠2 ) 𝑒 −𝑠 + 𝑠2 ] + [− 𝑠 lim (𝑒 −𝑚𝑠 − 𝑒 −𝑠 )]
𝑚→∞
1 1 1 1
= − [(𝑠 + 𝑠2 ) 𝑒 −𝑠 + 𝑠2 ] + [− 𝑠 (0 − 𝑒 −𝑠 )] , s > 0
−1
= (𝑒 −𝑠 + 1)
𝑠2
∞ 𝜋 ∞
c) ℒ{f(t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 (sin 𝑡)𝑑𝑡 + ∫𝜋 𝑒 −𝑠𝑡 (0)𝑑𝑡
𝜋
= ∫0 𝑒 −𝑠𝑡 (sin 𝑡)𝑑𝑡
Rusyah/Norma Page 7
WEEK1 CHAPTER 1: Laplace transform MAT565
u v
−𝑠𝑡
sin t 𝑒
+
−1
cos t - 𝑠
𝑒 −𝑠𝑡
+ 1
- sin t 𝑒 −𝑠𝑡
𝑠2
𝜋 sin 𝑡 cos 𝑡 1
∫0 𝑒 −𝑠𝑡 (sin 𝑡)𝑑𝑡 = − ( 𝑠
+ 𝑠2
) 𝑒 −𝑠𝑡 − 𝑠2
∫ 𝑒 −𝑠𝑡 𝑑𝑡
𝑠2 +1 sin 𝑡 cos 𝑡
𝑠2
∫ 𝑒 −𝑠𝑡 sin 𝑡 𝑑𝑡 = − ( 𝑠
+ 𝑠2
) 𝑒 −𝑠𝑡 + 𝐶
−𝑠2 sin 𝑡 cos 𝑡 𝜋
∴ ℒ{𝑓(𝑡)} = ( + ) 𝑒 −𝑠𝑡 |
𝑠2 +1 𝑠 𝑠2 0
𝑠2 1 −𝑠𝜋 1
= − 𝑠2 +1 [(0 − 𝑠2 ) 𝑒 − (0 + )]
𝑠2
𝑠2 1 𝑒 −𝑠𝜋 +1
= 𝑠2 +1 (𝑒 −𝑠𝜋 + 1) =
𝑠2 𝑠2 +1
0 , 0≤𝑡 ≤1
d) f(t) = {
𝑡 , 𝑡 ≥1
∞ 1 ∞
ℒ{f(t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 (0)𝑑𝑡 + ∫1 𝑒 −𝑠𝑡 (𝑡)𝑑𝑡
u v
−𝑠𝑡
t 𝑒
+
−1
1 𝑒 −𝑠𝑡
𝑠
-
1
0 𝑒 −𝑠𝑡
𝑠2
𝑡 1 𝑚
= lim − (𝑠 + 𝑠2) 𝑒 −𝑠𝑡 |
𝑚→∞ 1
𝑚 1 1 1
= lim − [( 𝑠 + 𝑠2) 𝑒 −𝑠𝑚 − (𝑠 + 𝑠2) 𝑒 −𝑠 ]
𝑚→∞
1 1 𝑠+1 −𝑠
= − [(0) − (𝑠 + 𝑠2) 𝑒 −𝑠 ] = 𝑠2
𝑒 , s>0
1−𝑡 , 0≤𝑡 ≤1
e) f(t) = { 0 , 𝑡 ≥ 1
∞ 1 ∞
ℒ{f(t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 (1 − 𝑡)𝑑𝑡 + ∫1 𝑒 −𝑠𝑡 (0)𝑑𝑡
Rusyah/Norma Page 8
WEEK1 CHAPTER 1: Laplace transform MAT565
u v
−𝑠𝑡
1-t 𝑒
+
−1
-1 𝑒 −𝑠𝑡
𝑠
-
1
0 𝑒 −𝑠𝑡
𝑠2
1 1 𝑚
= lim −(1 − 𝑡) 𝑠 𝑒 −𝑠𝑡 + 𝑠2 𝑒 −𝑠𝑡 | 1
𝑚→∞
1 1
= lim −(1 − 𝑚) 𝑠 𝑒 −𝑠𝑚 + 0 − 𝑠2 𝑒 −𝑠
𝑚→∞
1 −1 −𝑠
= [(0) − 𝑠2 𝑒 −𝑠 ] = 𝑠2
𝑒 , s>0
Rusyah/Norma Page 9
