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CH 6.1: Definition of Laplace Transform: DT T F T S K S F
CH 6.1: Definition of Laplace Transform: DT T F T S K S F
, ) ( ) , ( ) ( dt t f t s K s F
The Laplace Transform
Let f be a function defined for t 0, and satisfies certain
conditions to be named later.
The Laplace Transform of f is defined as
Thus the kernel function is K(s,t) = e
-st
.
Since solutions of linear differential equations with constant
coefficients are based on the exponential function, the Laplace
transform is particularly useful for such equations.
Note that the Laplace Transform is defined by an improper
integral, and thus must be checked for convergence.
On the next few slides, we review examples of improper
integrals and piecewise continuous functions.
{ }
0
) ( ) ( ) ( dt t f e s F t f L
st
Example 1
Consider the following improper integral.
We can evaluate this integral as follows:
Note that if s = 0, then e
st
= 1. Thus the following two cases
hold:
( ) 0 lim
0
lim lim
0
0 0
sb
b
b
st
b
b
st
b
st
e
s s
e
dt e dt e
0
dt e
st
. 0 if , diverges
and ; 0 if ,
0
0
0
<
s dt e
s
s
dt e
st
st
Example 2
Consider the following improper integral.
We can evaluate this integral using integration by parts:
Since this limit diverges, so does the original integral.
[ ]
( ) [ ] 0 cos sin lim
cos sin lim
sin sin lim
cos lim cos
0 0
0
0
0 0
+
+
1
]
1
b s b sb
t s t st
tdt s t st
tdt st tdt st
b
b b
b
b
b
b
b
b
0
cos tdt st
Piecewise Continuous Functions
A function f is piecewise continuous on an interval [a, b] if
this interval can be partitioned by a finite number of points
a = t
0
< t
1
< < t
n
= b such that
(1) f is continuous on each (t
k
, t
k+1
)
In other words, f is piecewise continuous on [a, b] if it is
continuous there except for a finite number of jump
discontinuities.
n k t f
n k t f
k
k
t t
t t
, , 0 , ) ( lim ) 0 (
0 , , 0 , ) ( lim ) 0 (
0
<
<
+
+
Example 3
Consider the following piecewise-defined function f.
From this definition of f, and from the graph of f below, we
see that f is piecewise continuous on [0, 3].
'
< +
<
0 0 0
0 0 , 0
0 0 ,
) (
0
t t
t t
t t
t f
Example 4
Consider the following piecewise-defined function f.
From this definition of f, and from the graph of f below, we
see that f is not piecewise continuous on [0, 3].
( )
'
<
<
+
0 0 , 0
0 0 , 0
0 0 , 0
) (
0
0
t
t t
t t
t f
Theorem 6.1.2
Suppose that f is a function for which the following hold:
(1) f is piecewise continuous on [0, b] for all b > 0.
(2) | f(t) | Ke
at
when t M, for constants a, K, M, with K, M > 0.
Then the Laplace Transform of f exists for s > a.
Note: A function f that satisfies the conditions specified above
is said to to have exponential order as t .
{ } finite ) ( ) ( ) (
0
dt t f e s F t f L
st
Example 5
Let f (t) = 1 for t 0. Then the Laplace transform F(s) of f is:
{ }
0 ,
0
lim
lim
0
0
0
0
>
s
s
s
e
dt e
dt e L
b
st
b
b
st
b
st
Example 6
Let f (t) = e
at
for t 0. Then the Laplace transform F(s) of f is:
{ }
a s
a s
a s
e
dt e
dt e e e L
b
t a s
b
b
t a s
b
at st at
>
,
0
lim
lim
0
) (
0
) (
0
Example 7
Let f (t) = sin(at) for t 0. Using integration by parts twice, the
Laplace transform F(s) of f is found as follows:
{ }
0 , ) ( ) (
0
sin / ) sin ( lim
0
cos lim
0
cos / ) cos ( lim
sin lim sin ) sin( ) (
0 0 0
0
0 0
0
0 0
0 0
>
+
1
]
1
+
1
]
1
1
]
1
s
a s
a
s F s F
a
s
a
at e
a
s
a at e
a
s
a
at e
a
s
a
at e
a
s
a at e
atdt e atdt e at L s F
b
st
b
st
b
b
st
b
b
st
b
st
b
b
st
b
st
Linearity of the Laplace Transform
Suppose f and g are functions whose Laplace transforms exist
for s > a
1
and s > a
2
, respectively.
Then, for s greater than the maximum of a
1
and a
2
, the Laplace
transform of c
1
f (t) + c
2
g(t) exists. That is,
with
{ } [ ] finite is ) ( ) ( ) ( ) (
0
0 0 0 0
+ + dt t g c t f c e t g c t f c L
st
{ }
{ } { } ) ( ) (
) ( ) ( ) ( ) (
0 0
0
0
0
0 0 0
t g L c t f L c
dt t g e c dt t f e c t g c t f c L
st st
+
+ +
Example 8
Let f (t) = 5e
-2t
- 3sin(4t) for t 0.
Then by linearity of the Laplace transform, and using results of
previous examples, the Laplace transform F(s) of f is:
{ }
{ } { }
0 ,
00
11
0
0
) 0 sin( 0 0
) 0 sin( 0 0
)} ( { ) (
0
0
0
>
+
s
s s
t L e L
t e L
t f L s F
t
t