Lec 4-Admath-Laplace Part I

Advanced Engineering
Mathematics
Engr. Rimson E. Junio

Instructor
1
Trigonometry
EEMA211
Laplace Transform
 Introduction
 Laplace Transform of Functions
 Special Functions
FEU Institute of Technology 2

Electrical & Electronics Engineering (EEE)
Trigonometry
EEMA211
A simple differential equation problem
Consider solving linear ordinary differential equation with constant

coefficients such as:
𝑎𝑓”(𝑡) + 𝑏𝑓’(𝑡) + 𝑐𝑓(𝑡) = 𝑔(𝑡)

Trigonometry
EEMA211
Laplace Transform
The Laplace transform of an expression 𝑓(𝑡) is denoted by 𝐿{𝑓(𝑡)} and

is defined as the semi-infinite integral
∞
𝐿 𝑓 𝑡 = 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠)
0

Trigonometry
EEMA211
P4.1
Find the Laplace transform of the following functions:
a) 𝑓(𝑡) = 𝑎 (constant)
b) 𝑓(𝑡) = 𝑒 𝑎𝑡
c) 𝑓(𝑡) = sin(𝑎𝑡)
d) 𝑓(𝑡) = cos(𝑎𝑡)
e) 𝑓 𝑡 = 𝑡𝑛
f) 𝑓(𝑡) = sinh(𝑎𝑡)
g) 𝑓(𝑡) = cosh(𝑎𝑡)

Trigonometry
EEMA211
Table of Basic Laplace Transforms

Trigonometry
EEMA211
Property of Laplace Transform
Linearity of Laplace transform
• The transform of a sum (or difference) of functions is the sum

(or difference) of the individual transforms. That is
𝐿 𝑓 𝑡 ±𝑔 𝑡 =𝐿 𝑓 𝑡 ±𝐿 𝑔 𝑡
• The transform of an expression that is multiplied by a

constant is the constant multiplied by the transform of the
expression. That is
𝐿{𝑘𝑓(𝑡)} = 𝑘𝐿{𝑓(𝑡)}

Trigonometry
EEMA211
P 4.2
Solve
a) 𝑓 𝑡 = 2 sin 3𝑡 + cos(3𝑡)
b) 𝑓 𝑡 = 4𝑒 2𝑡 + 3 cosh(4𝑡)

Trigonometry
EEMA211
The First Shift Theorem

States that if 𝐿 𝑓 𝑡 = 𝐹(𝑠) then 𝐿 𝑒 −𝑎𝑡 𝑓 𝑡 = 𝐹(𝑠 + 𝑎)
Example:
Since
2
𝐿{sin(2𝑡)} =
𝑠2 + 4
then
2 2
𝐿{𝑒 −3𝑡 sin(2𝑡)} = =
(𝑠 + 3)2 + 4 𝑠 2 + 6𝑠 + 13

Trigonometry
EEMA211
P4.3
Solve
a) 𝐿{4𝑡𝑒 −𝑡 }
b) 𝐿{𝑒 3𝑡 sinh(2𝑡)}
c) 𝐿{2𝑒 2𝑡 cos 𝑡}

Trigonometry
EEMA211
Multiplying by 𝒕 and 𝒕𝒏
If 𝐿{𝑓(𝑡)} = 𝐹(𝑠) then 𝐿{𝑡𝑓(𝑡)} = −𝐹’(𝑠)
Proof:
∞ ∞ ∞
−𝑠𝑡
𝑑(𝑒 −𝑠𝑡 ) 𝑑
𝐿 𝑡𝑓 𝑡 = 𝑡𝑒 𝑓 𝑡 𝑑𝑡 = −𝑓(𝑡) 𝑑𝑡 = − 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = −𝐹′(𝑠)
𝑑𝑠 𝑑𝑠
0 0 0
It can be easily deduced that:

𝑑𝑛
𝐿 𝑡𝑛𝑓 𝑡 = −1 𝑛 (𝐹 𝑠 )
𝑑𝑠 𝑛
Example:
𝑑2 1 2
𝐿 𝑡2 =𝐿 𝑡 2 (1) = (−1)2 = 3
𝑑𝑠 2 𝑠 𝑠

Trigonometry
EEMA211
P4.4
Solve
a) 𝐿 𝑡 2 𝑒 −𝑡
b) 𝐿{𝑡 sin(4𝑡)}

Trigonometry
EEMA211
Dividing by 𝒕
𝑓(𝑡) ∞ 𝑓(𝑡)
If 𝐿{𝑓(𝑡)} = 𝐹(𝑠) then 𝐿 = 𝑠
𝐹 𝜎 𝑑𝜎 provided that lim exists.
𝑡 𝑡→0 𝑡
P4.5
Solve
sin 𝑎𝑡
a) 𝐿 𝑡
1−cos 2𝑡
b) 𝐿 𝑡

Trigonometry
EEMA211
Homework
Determine the Laplace transforms of the following expressions.
1. sin 3𝑡
2. cos(2𝑡)
3. 𝑒 4𝑡
4. 6𝑡 2
5. sinh 3𝑡
6. 𝑡𝑐𝑜𝑠ℎ 4𝑡
7. 𝑡 2 − 3𝑡 + 4
𝑒 3𝑡 −1
8. 𝑡
9. 𝑒 3𝑡 cos 4𝑡
10. 𝑡 2 sin 𝑡

Trigonometry
EEMA211
The Heaviside Unit Step Function

Consider a function that maintains a zero value for all values of
𝑡 up to 𝑡 < 𝑐 and a unit value for 𝑡 = 𝑐 and all values of ≥ 𝑐.
This is called the Heaviside unit step function and is denoted by

𝑓 𝑡 = 𝑢(𝑡 − 𝑐)
where 𝑐 is the value at which the function changes from a value
of 0 to 1.

Trigonometry
EEMA211
P4.6
Express the following functions shown graphically in terms of the

Heaviside unit step function.

Trigonometry
EEMA211
Effect of Unit Step Function
The graph of 𝑓 𝑡 = 𝑡 2

Trigonometry
EEMA211
P4.7
Sketch the graph of 𝑓 𝑡 = 𝑢(𝑡 − 2) ∙ 𝑡 2

Trigonometry
EEMA211
P4.7
Sketch the graph of 𝑓 𝑡 = 𝑢(𝑡 − 2) ∙ 𝑡 2

Trigonometry
EEMA211
P4.8
𝜋
Sketch the graph of 𝑓 𝑡 = 𝑢(𝑡 − 4 ) ∙ sin 𝑡 for 0 < 𝑡 < 2𝜋.
The graph of 𝑓 𝑡 = sin 𝑡

Trigonometry
EEMA211
P4.8
𝜋
Sketch the graph of 𝑓 𝑡 = 𝑢(𝑡 − 4 ) ∙ sin 𝑡 for 0 < 𝑡 < 2𝜋.

Trigonometry
EEMA211
P4.9
What are the equations of the graphs shown?

Trigonometry
EEMA211
Effects of Unit Step Function

Trigonometry
EEMA211
Laplace Transform of 𝒖(𝒕 − 𝒄)
𝑒 −𝑐𝑠
𝐿 𝑢 𝑡−𝑐 =
𝑠
Proof:
∞ ∞
−𝑠𝑡 −𝑠𝑡
𝑒 −𝑠𝑐
𝑒 𝑢(𝑡 − 𝑐) 𝑑𝑡 = 𝑒 𝑑𝑡 =
𝑠
0 𝑐

Trigonometry
EEMA211
Second Shift Theorem: Laplace Transform of 𝒖 𝒕 − 𝒄 𝒇(𝒕 − 𝒄)
𝐿 𝑢 𝑡−𝑐 ∙𝑓 𝑡−𝑐 = 𝑒 −𝑐𝑠 ∙ 𝐹(𝑠) where 𝐹 𝑠 = 𝐿{𝑓 𝑡 }
Example:
−4𝑠
2
2! 2𝑒
𝐿 𝑢 𝑡−4 ∙ 𝑡−4 = 𝑒 −4𝑠 ∙ 3 =
𝑠 𝑠3
*Note that 𝐹(𝑠) is the transform of 𝑡 2 and not (𝑡 − 4)2 .

Trigonometry
EEMA211
P4.10
Solve the following.
a) 𝐿 𝑢 𝑡 − 2 ∙ 𝑡 − 2 2
𝜋 𝜋
b) 𝐿{𝑢(𝑡 − 2 ) ∙ cos 2 𝑡 − 2 }
c) 𝐿{𝑢(𝑡 − 5) ∙ 𝑒 𝑡−4 }
d) 𝐿{𝑢 𝑡 − 3 ∙ 2𝑡 − 5 }

Trigonometry
EEMA211
The Dirac Delta 𝜹(𝒕) Function – Unit Impulse Function
Suppose 𝑓(𝑡) represents a function then the Dirac delta 𝛿(𝑡) is

defined by the integral
∞
𝑓 𝑡 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑓(𝑎)
−∞
0 𝑡≠0
𝛿 𝑡 =
𝑢𝑛𝑑𝑒𝑓𝑖𝑛𝑒𝑑 𝑡=0
If 𝑓(𝑡) = 1
∞
𝛿(𝑡 − 𝑎) 𝑑𝑡 = 1
−∞

Trigonometry
EEMA211
The Dirac Delta 𝜹(𝒕) Function – Unit Impulse Function
Also if 𝑝 < 𝑎 < 𝑞

𝑞
𝛿 𝑡 − 𝑎 𝑑𝑡 = 1
𝑝
Graphical Depiction

Trigonometry
EEMA211
Evaluations
Example:
𝑡 2 + 4 ∙ 𝛿 𝑡 − 2 𝑑𝑡
1
*Notice that impulse occurs at 𝑡 = 2, i.e. 𝑎 = 2.
𝑓 𝑡 = 𝑡2 + 4
𝑓 𝑎 = 𝑓 2 = 22 + 4 = 8
𝑡 2 + 4 ∙ 𝛿 𝑡 − 2 𝑑𝑡 = 8
1

Trigonometry
EEMA211
Evaluations
Example:
∞
3𝑡 2 − 4𝑡 + 5 ∙ 𝛿 𝑡 − 3 𝑑𝑡
0
*Notice that impulse occurs at 𝑡 = 3, i.e. 𝑎 = 3.
𝑓 𝑡 = 3𝑡 2 − 4𝑡 + 5
𝑓 𝑎 = 𝑓 3 = 3(3)2 − 4(3) + 5 = 20
∞
3𝑡 2 − 4𝑡 + 5 ∙ 𝛿 𝑡 − 3 𝑑𝑡 = 20
0

Trigonometry
EEMA211
P4.11
Evaluate:
𝑒 −2𝑡 ∙ 𝛿 𝑡 − 4 𝑑𝑡
2

Trigonometry
EEMA211
Laplace Transform of 𝜹(𝒕 − 𝒂)

∞
𝐿 𝛿 𝑡−𝑎 = 𝑒 −𝑠𝑡 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑒 −𝑎𝑠

0
Laplace Transform of 𝒇(𝒕) ∙ 𝜹(𝒕 − 𝒂)
𝐿 𝑓(𝑡) ∙ 𝛿 𝑡 − 𝑎 = 𝑒 −𝑠𝑡 ∙ 𝑓(𝑡) ∙ 𝛿 𝑡 − 𝑎 𝑑𝑡 = 𝑓(𝑎) ∙ 𝑒 −𝑎𝑠

0

Trigonometry
EEMA211
P4.12
Solve the following.
a. 𝐿 6 ∙ 𝛿 𝑡 − 4
b. 𝐿{𝑡 3 ∙ 𝛿 𝑡 − 2 }
𝜋
c. 𝐿{sin 3𝑡 ∙ 𝛿 𝑡 − 2 }

Trigonometry
EEMA211
P4.13
Impulses of 1, 4, and 7 units occur at 𝑡 = 1, 𝑡 = 3, and 𝑡 = 4,

respectively, in the directions shown. Write down an expression
for 𝑓(𝑡) and determine its Laplace transform.

Trigonometry
EEMA211
Laplace Transform of Derivatives

𝑛−1
𝑛
𝐿 𝑓 (𝑡) = 𝑠 𝑛 𝐹 𝑠 − 𝑠 𝑛−1−𝑘 𝑓 𝑘
(0)
𝑘=0
Laplace Transform of Integrals
Let 𝑓(𝑡) be a function such that

𝑡
𝑓 𝑡 = 𝑔 𝜏 𝑑𝜏
0
It follows that
𝑡
𝐿{𝑓 ′ 𝑡 } 𝐺(𝑠)
𝐿 𝑔 𝜏 𝑑𝜏 = 𝐿 𝑓 𝑡 = =
𝑠 𝑠
0

Trigonometry
EEMA211
Examples
𝑎 𝑑
1. Since we know that 𝐿{sin 𝑎𝑡} = 𝑠2 +𝑎2 and that 𝑑𝑡 (sin 𝑎𝑡) = 𝑎 cos 𝑎𝑡
𝑎 𝑎𝑠
𝐿{𝑎 cos 𝑎𝑡} = 𝑠 2 − sin 0 =
𝑠 + 𝑎2 𝑠 2 + 𝑎2
Or
𝑠
𝐿{cos 𝑎𝑡} = 2
𝑠 + 𝑎2
2. It also follows that

𝑡
1 𝑎𝑠 𝑎
𝐿 𝑎 cos 𝑎𝜎 𝑑𝜎 = =
𝑠 𝑠 2 + 𝑎2 𝑠 2 + 𝑎2
0

Trigonometry
EEMA211
Examples:
𝐿 𝑓 ′ 𝑡 = 𝑠𝐹 𝑠 − 𝑓 0
𝐿{𝑓"(𝑡)} = 𝑠 2 𝐹(𝑠) − 𝑠𝑓(0) − 𝑓′(0)
𝐿 𝑓 3 𝑡 = 𝑠 3 𝐹 𝑠 − 𝑠 2 𝑓 0 − 𝑠𝑓 ′ 0 − 𝑓"(0)
P4.14
Consider the differential equation given below. Find the Laplace
transform of the particular solution.
𝑑2𝑦 𝑑𝑦 2𝑡
𝑑𝑦
− 2 + 10𝑦 = 𝑒 𝑎𝑡 𝑡 = 0, 𝑦 = 0 𝑎𝑛𝑑 =1
𝑑𝑡 2 𝑑𝑡 𝑑𝑡

Trigonometry
EEMA211
The Initial Value Theorem
Suppose we are given the Laplace transform of a particular function.

Is there a way of finding the initial value of the function, i.e. the value
of the function at 𝑡 = 0?
From the Laplace transform of first derivative:
𝐿 𝑓′ 𝑡 = 𝑠𝐹 𝑠 − 𝑓 0
∞
𝑒 −𝑠𝑡 𝑓 ′ 𝑡 𝑑𝑡 = 𝑠𝐹 𝑠 − 𝑓(0)
0
∞
lim 𝑒 −𝑠𝑡 𝑓 ′ 𝑡 𝑑𝑡 = lim 𝑠𝐹 𝑠 − 𝑓(0)

𝑠→∞ 𝑠→∞
0
0 = lim 𝑠𝐹(𝑠) − 𝑓(0)
𝑠→∞
∴ 𝒇 𝟎 = 𝐥𝐢𝐦 𝒔𝑭(𝒔)
𝒔→∞

Trigonometry
EEMA211
The Final Value Theorem
Suppose we are given the Laplace transform of a particular function.

Is there a way of finding the limiting value of the function, i.e. the
value of the function as 𝑡 → ∞?
From the Laplace transform of first derivative:
𝐿 𝑓′ 𝑡 = 𝑠𝐹 𝑠 − 𝑓 0
∞
𝑒 −𝑠𝑡 𝑓 ′ 𝑡 𝑑𝑡 = 𝑠𝐹 𝑠 − 𝑓(0)
0
∞
lim 𝑒 −𝑠𝑡 𝑓 ′ 𝑡 𝑑𝑡 = lim 𝑠𝐹 𝑠 − 𝑓(0)

𝑠→0 𝑠→0
0
𝑓 ∞ − 𝑓 0 = lim 𝑠𝐹(𝑠) − 𝑓(0)
𝑠→0
∴ 𝒇 ∞ = 𝐥𝐢𝐦 𝒔𝑭(𝒔)
𝒔→𝟎

Trigonometry
EEMA211
P4.15
Find the initial and final values of the functions whose Laplace
transforms are given below.
6
a.
𝑠+2
𝑠+3
b.
𝑠 2 +9𝑠+25
8
c.
(𝑠+3)3

Trigonometry
EEMA211
Homework
Find the Laplace transforms of the following

a. 𝑢(𝑡 − 5) ∙ (𝑡 − 5)2
b. 2𝑢 𝑡 − 3 cosh 4(𝑡 − 3)
c. 5𝑢(𝑡 − 1)
d. 𝑒 −3𝑡 ∙ 𝛿(𝑡 − 2)
e. 4𝑡 2 ∙ 𝛿(𝑡 − 4)
Determine the Laplace transform of the particular solution of the
differential equation:
𝑥 − 2𝑥 + 𝑥 = 𝑡𝑒 𝑡 , 𝑎𝑡 𝑡 = 0, 𝑥 = 1 𝑎𝑛𝑑 𝑥 = 0


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Advanced Engineering

Engr. Rimson E. Junio

FEU Institute of Technology 2

A simple differential equation problem

Consider solving linear ordinary differential equation with constant

𝑎𝑓”(𝑡) + 𝑏𝑓’(𝑡) + 𝑐𝑓(𝑡) = 𝑔(𝑡)

FEU Institute of Technology 3

The Laplace transform of an expression 𝑓(𝑡) is denoted by 𝐿{𝑓(𝑡)} and

FEU Institute of Technology 4

Find the Laplace transform of the following functions:

FEU Institute of Technology 5

Table of Basic Laplace Transforms

FEU Institute of Technology 6

Property of Laplace Transform

Linearity of Laplace transform

• The transform of a sum (or difference) of functions is the sum

• The transform of an expression that is multiplied by a

FEU Institute of Technology 7

FEU Institute of Technology 8

The First Shift Theorem

FEU Institute of Technology 9

FEU Institute of Technology 10

It can be easily deduced that:

FEU Institute of Technology 11

FEU Institute of Technology 12

FEU Institute of Technology 13

FEU Institute of Technology 14

The Heaviside Unit Step Function

This is called the Heaviside unit step function and is denoted by

FEU Institute of Technology 15

Express the following functions shown graphically in terms of the

FEU Institute of Technology 16

Effect of Unit Step Function

FEU Institute of Technology 17

FEU Institute of Technology 18

FEU Institute of Technology 19

The graph of 𝑓 𝑡 = sin 𝑡

FEU Institute of Technology 20

FEU Institute of Technology 21

FEU Institute of Technology 22

Effects of Unit Step Function

FEU Institute of Technology 23

Laplace Transform of 𝒖(𝒕 − 𝒄)

FEU Institute of Technology 24

Second Shift Theorem: Laplace Transform of 𝒖 𝒕 − 𝒄 𝒇(𝒕 − 𝒄)

𝐿 𝑢 𝑡−𝑐 ∙𝑓 𝑡−𝑐 = 𝑒 −𝑐𝑠 ∙ 𝐹(𝑠) where 𝐹 𝑠 = 𝐿{𝑓 𝑡 }

*Note that 𝐹(𝑠) is the transform of 𝑡 2 and not (𝑡 − 4)2 .

FEU Institute of Technology 25

Solve the following.

FEU Institute of Technology 26

The Dirac Delta 𝜹(𝒕) Function – Unit Impulse Function

Suppose 𝑓(𝑡) represents a function then the Dirac delta 𝛿(𝑡) is

FEU Institute of Technology 27

The Dirac Delta 𝜹(𝒕) Function – Unit Impulse Function

Also if 𝑝 < 𝑎 < 𝑞

FEU Institute of Technology 28

FEU Institute of Technology 29

FEU Institute of Technology 30