L4C21 - LaplaceTransforms

Definition and notation Transform of simple functions Existence of the Laplace transform Properties of the Laplace trans
Chapter 2: Laplace Transforms

Lecture 4: The Laplace Transform &
Properties
Assoc.Prof. Mai Duc Thanh
Department of Mathematics
International University Ho Chi Minh City
E-mail: mdthanh@hcmiu.edu.vn
Assoc.Prof. Mai Duc Thanh Chapter 2: Laplace Transforms Lecture 4: The Laplace Transf
Outline
1 Definition and notation
2 Transform of simple functions
3 Existence of the Laplace transform
4 Properties of the Laplace transform
Motivations
The Laplace transform is a kind of integral transforms. It takes

a function f (t) of one variable t (time) into a function F (s) of
another variable s (frequency).
Motivations
The Laplace transform is a kind of integral transforms. It takes

a function f (t) of one variable t (time) into a function F (s) of
another variable s (frequency).
Applications in the field of signals and linear system analysis. A

distinguishing feature of a system is that when it is subjected to
an excitation (input), it produces a response (output).
Definition of Laplace transform
Laplace transform of a function f (t), t ∈ IR, is defined by

Z ∞
L[f (t)] = F (s) = e−st f (t)dt (1)
0
Definition of Laplace transform
Laplace transform of a function f (t), t ∈ IR, is defined by

Z ∞
L[f (t)] = F (s) = e−st f (t)dt (1)
0
s : complex variable
e−st : kernel of the transformation.
t: time domain
s: frequency domain
Laplace transform pair. Causal functions
-Laplace transform operator L:

Z ∞
L[f (t)] = F (s) = e−st f (t)dt
0

Z ∞
L[f (t)] = F (s) = e−st f (t)dt
0
-Laplace transform pair: {f (t), F (s)}.

Z ∞
L[f (t)] = F (s) = e−st f (t)dt
0
-Laplace transform pair: {f (t), F (s)}.
-Physical realizable systems are non-anticipatory: no output

(response) until an input (excitation) is applied. So, f is a causal
function if f (t) = 0, t < 0
Improper integral in Laplace transform
The integral in Laplace transform is improper:

Z ∞ Z T
e−st f (t)dt = lim e−st f (t)dt.
0 T →∞ 0
Extend to domain to all real values
Heaviside unit step function H(t):

0 t <0
H(t) =
1 t > 0,
Extend to domain to all real values
Heaviside unit step function H(t):

0 t <0
H(t) =
1 t > 0,
We can extend the domain of the function to all real values:

0 t <0
f (t)H(t) =
f (t) t > 0.
Bilateral Laplace transform

If values f (t), t < 0 are needed, we can use two-sided or
bilateral Laplace transform of f (t):
Z ∞
LB [f (t)] = e−st f (t)dt. (2)
−∞

Z ∞
LB [f (t)] = e−st f (t)dt. (2)
−∞
The Laplace transform

Z ∞
L[f (t)] = F (s) = e−st f (t)dt
0

Z ∞
LB [f (t)] = e−st f (t)dt. (2)
−∞

Z ∞
L[f (t)] = F (s) = e−st f (t)dt
0
is sometimes referred to as the one-sided or unilateral Laplace

transform of the function f (t).

Z ∞
LB [f (t)] = e−st f (t)dt. (2)
−∞

Z ∞
L[f (t)] = F (s) = e−st f (t)dt
0

If f (t) is causal, then LB [f (t)] = L[f (t)].

Z ∞
LB [f (t)] = e−st f (t)dt. (2)
−∞

Z ∞
L[f (t)] = F (s) = e−st f (t)dt
0

If f (t) is causal, then LB [f (t)] = L[f (t)].
From now on, we will consider only one-sided Laplace
transform
Laplace transform of the constant function
The Laplace transform of the constant function f (t) ≡ c, where

c is a constant:
c
f (t) ≡ c, F (s) = , Re(s) > 0 (3)
s

Proof. From definition:
Z ∞
L(c) = e−st cdt
0

Z ∞ Z T
−st
L(c) = e cdt = lim e−st cdt
0 T →∞ 0

Z ∞ Z T h −c iT
−st
L(c) = e cdt = lim e−st cdt = lim e−st
0 T →∞ 0 T →∞ s 0

Z ∞ Z T h −c iT
−st
0 T →∞ 0 T →∞ s 0
c
= 1 − lim e−sT .
s T →∞

Z ∞ Z T h −c iT
−st
0 T →∞ 0 T →∞ s 0
c
= 1 − lim e−sT .
s T →∞
Taking s = σ + iω, where σ, ω ∈ IR,

lim e−sT = lim (e−(σ+iω) )
T →∞ T →∞

Z ∞ Z T h −c iT
−st
0 T →∞ 0 T →∞ s 0
c
= 1 − lim e−sT .
s T →∞

lim e−sT = lim (e−(σ+iω) ) = lim e−σT (cos ωT + i sin ωT ).
T →∞ T →∞ T →∞

Z ∞ Z T h −c iT
−st
0 T →∞ 0 T →∞ s 0
c
= 1 − lim e−sT .
s T →∞

T →∞ T →∞ T →∞
Limit exists if σ = Re(s) > 0, and limit is zero

Z ∞ Z T h −c iT
−st
0 T →∞ 0 T →∞ s 0
c
= 1 − lim e−sT .
s T →∞

T →∞ T →∞ T →∞
Limit exists if σ = Re(s) > 0, and limit is zero

Thus, for Re(s) > 0:
c
L(c) = , Re(s) > 0
s
Laplace transform of the ramp function f (t) = t

The Laplace transform of the ramp function f (t) = t:
1
f (t) = t F (s) = Re(s) > 0 (4)
s2

1
f (t) = t F (s) = Re(s) > 0 (4)
s2
Proof. It is derived from the definition (1) that

Z ∞
L{t} = e−st tdt
0

1
f (t) = t F (s) = Re(s) > 0 (4)
s2

Z ∞ Z T
L{t} = e−st tdt = lim e−st tdt
0 T →∞ 0

1
f (t) = t F (s) = Re(s) > 0 (4)
s2

Z ∞ Z T
0 T →∞ 0
h −t e−st iT
= lim e−st −
T →∞ s s2 0

1
f (t) = t F (s) = Re(s) > 0 (4)
s2

Z ∞ Z T
0 T →∞ 0
h −t e−st iT
= lim e−st −
T →∞ s s2 0
1 Te−sT e−sT
= − lim − lim .
s2 T →∞ s T →∞ s 2
Laplace transform of the ramp function f (t) = t...
1 Te−sT e−sT
L{t} = − lim − lim
s2 T →∞ s T →∞ s 2
1 Te−sT e−sT
s2 T →∞ s T →∞ s 2
Limits exist if Re(s) > 0, and
Te−sT e−sT
lim = lim = 0.
T →∞ s T →∞ s 2
1 Te−sT e−sT
s2 T →∞ s T →∞ s 2
Limits exist if Re(s) > 0, and
Te−sT e−sT
lim = lim = 0.
T →∞ s T →∞ s 2
Thus, for Re(s) > 0 :
1
L{t} = , Re(s) > 0
s2
Laplace transform of f (t) = ekt
1
f (t) = ekt , F (s) = Re(s) > Re(k) (5)
s−k
1
f (t) = ekt , F (s) = Re(s) > Re(k) (5)
s−k

Z ∞
kt
L{e } = e−st ekt dt
0
1
f (t) = ekt , F (s) = Re(s) > Re(k) (5)
s−k

Z ∞ Z T
−st kt
kt
L{e } = e e dt = lim e−(s−k)t dt
0 T →∞ 0
1
f (t) = ekt , F (s) = Re(s) > Re(k) (5)
s−k

Z ∞ Z T
−st kt
kt
0 T →∞ 0
−1 −(s−k)t T
= lim e
T →∞ s − k

0
1
f (t) = ekt , F (s) = Re(s) > Re(k) (5)
s−k

Z ∞ Z T
−st kt
kt
0 T →∞ 0
−1 −(s−k)t T
= lim e
T →∞ s − k

0
1
= 1 − lim e−(s−k)T .
s−k T →∞
Laplace transform of f (t) = ekt ...
Taking s = σ + iω, where σ, ω ∈ IR, we have
lim e−(s−k)T = lim e−(σ−k)T eiω .

T →∞ T →∞

T →∞ T →∞
k ∈ IR: If σ > k , the limit exists, and =0

T →∞ T →∞
k ∈ IR: If σ > k , the limit exists, and =0

k = a + jb complex: limit exists if σ > a, that is Re(s) > Re(k).
Under these conditions, we have
1
L{ekt } =
s−k
Laplace transform of sine and cosine functions
The Laplace transform of the sine and cosine functions

f (t) = sin at, g(t) = cos at, where a is a real constant:
a
L{sin at} = ,
+ a2 s2
(6)
s
L{cos at} = 2 , Re(s) > 0
s + a2
Laplace transform of sine and cosine functions
Proof. Since
ejat = cos at + j sin at
we may write
f (t) = sin at = Im(ejat )
g(t) = cos at = Re(ejat ).
Taking k = ja, we have seen earlier that
1
L{ekt } = , Re(s) > 0
s − ja
Laplace transform of sine and cosine functions...
or
1 s + ja
L{ekt } = = 2 , Re(s) > 0.
s − ja s + a2
-If s ∈ IR: Equating real and imaginary parts
a
L{sin at} = ImL{ejat } =
+ a2 s2
s
L{cos at} = ReL{ejat } = 2
s + a2
Laplace transform of sine and cosine functions...
or
1 s + ja
L{ekt } = = 2 , Re(s) > 0.
s − ja s + a2
-If s ∈ IR: Equating real and imaginary parts
a
L{sin at} = ImL{ejat } =
+ a2 s2
s
L{cos at} = ReL{ejat } = 2
s + a2
These results also hold when s is complex, giving us the
Laplace transform pairs (6).
Using MATLAB
Using Symbolic Toolbox, Laplace transform of f (t) is obtained
by commands:
syms s t
laplace(f(t))
Using MATLAB
Using Symbolic Toolbox, Laplace transform of f (t) is obtained
by commands:
syms s t
laplace(f(t))
If f (t) contains a parameter, then this must be declared as a

symbolic term at the outset. Example:
syms s t a
laplace(sin(a*t))
give Laplace transform of sin(at):

a
ans= 2
s + a2
Functions of Exponential Order
Definition
A function f is of exponential order as t → ∞ if there exists a
real number σ and M > 0, T > 0 such that for all t > T
|f (t)| < Meσt
Example 1: f (t) = e2t is of exponential order, with σ ≥ 2.
Example 2
Show that f (t) = t is of exponential order.
Example 2
Show that f (t) = t is of exponential order.

Solution. By the l’Hospital’s Rule
t 1
lim t
= lim t = 0.
t→∞ e t→∞ e
⇒ ∃T > 0 such that for all t > T
t < et .
⇒ f (t) = t is of exponential order.
Polynomials
⇒ Any power function t α , α > 0, any polynomial of an arbitrary

degree n, is of exponential order.
Abscissa of convergence
If f (t) is of exponential order, abscissa of convergence of f (t) is

the greatest lower bound σc of the set of all possible values of σ
such that
|f (t)| < Meσt
Abscissa of convergence...
So, if f (t) of exponential order with abscissa σc , then
|f (t)| < Meσt , ∀σ > σc .
We assume that the last inequality is valid for t > 0. Thus,

Z ∞ Z ∞
|F (s)| = e−st f (t)dt ≤ |e−st ||f (t)|dt.

0 0
Expressing s = σ + jω, where σ, ω ∈ IR, since |e−iωt | = 1, we

have
|e−st | = |e−σt ||e−iωt | = |e−σt | = e−σt
so that
Z ∞ Z ∞
−σt
|F (s)| ≤ e |f (t)|dt ≤ M e−σt eσd t dt
0 0
Z ∞
=M e−(σ−σd )t dt, σ d > σc .
0
The last integral is finite whenever σ = Re(s) > σd . Since σd

can be chosen arbitrarily such that σd > σc we conclude that
F (s) exists for σ > σc .
Thus, a continuous function f (t) of exponential order, with
abscissa of convergence σc , has a Laplace transform
L{f (t)} = F (s), Re(s) > σc .
Existence of Laplace transform
Theorem
Suppose that the causal function f (t) is piece-wise continuous
on [0, ∞) and is of exponential order, with abscissa of
convergence σc . Then, its Laplace transform exists, with region
of convergence Re(s) > σc in the s domain; that is
Z ∞
L{f (t)} = F (s) = e−st f (t)dt, Re(s) > σc . (7)
0
Properties of the Laplace transform
Theorem (The linearity property)

If f (t) and g(t) are function which admit Laplace transforms and
α, β are any constants then the function αf (t) + βg(t) also
admits a Laplace transform:
L[αf (t) + βg(t)] = αL[f (t)] + βL[g(t)] (8)
Moreover, the abscissa of convergence σ of αf (t) + βg(t) is

given by
σ = max{σf , σg },
where σf , σg are relatively the abscissas of convergence of f , g.
Properties of the Laplace transform....
We therefore say that the Laplace transform is a linear operator.

Remark. The linearity property may be extended to any linear
combination of finite number of functions.

Example 1. Determine L{2t + 3e2t }.

Solution. Using the results given in (4) and (5),
1
L{t} = , Re(s) > 0
s2
1
L{e2t } = , Re(s) > 2.
s−2

1
L{t} = , Re(s) > 0
s2
1
L{e2t } = , Re(s) > 2.
s−2
It is therefore derived from the linearity property that
L{2t + 3e2t } = 2L{t} + 3L{e2t }

1
L{t} = , Re(s) > 0
s2
1
L{e2t } = , Re(s) > 2.
s−2
L{2t + 3e2t } = 2L{t} + 3L{e2t }
2 3
= 2+ , Re(s) > max{0, 2}
s s−2

1
L{t} = , Re(s) > 0
s2
1
L{e2t } = , Re(s) > 2.
s−2
L{2t + 3e2t } = 2L{t} + 3L{e2t }
2 3
= 2+ , Re(s) > max{0, 2}
s s−2
2 3
= 2+ , Re(s) > 2.
s s−2
Solving by MATLAB
MATLAB commands:
syms s t
laplace(2*t+3*exp(2*t))
Solving by MATLAB
MATLAB commands:
syms s t
Example 2. Determine L{1 − 2t + 3 sin 5t − 4e6t }.
Solving by MATLAB
MATLAB commands:
syms s t
Example 2. Determine L{1 − 2t + 3 sin 5t − 4e6t }.

MATLAB commands:
syms s t
laplace(1-2*t+3*sin(5*t)-4*exp(6*t))
Properties of the Laplace transform...

Solution. It is derived from (3)-(6) that
1 1
L{1} = , Re(s) > 0 L{t} = , Re(s) > 0
s s2

1 1
L{1} = , Re(s) > 0 L{t} = , Re(s) > 0
s s2
5
L{sin 5t} = , Re(s) > 0
s2 + 25

1 1
L{1} = , Re(s) > 0 L{t} = , Re(s) > 0
s s2
5
L{sin 5t} = , Re(s) > 0
s2 + 25
1
L{e6t } = , Re(s) > 6.
s−6

1 1
L{1} = , Re(s) > 0 L{t} = , Re(s) > 0
s s2
5
L{sin 5t} = , Re(s) > 0
s2 + 25
1
L{e6t } = , Re(s) > 6.
s−6
Thus, the linearity property implies
L{1 − 2t + 3 sin 5t − 4e6t }
= L{1} − 2L{t} + 3L{sin 5t} − 4L{e6t }

1 1
L{1} = , Re(s) > 0 L{t} = , Re(s) > 0
s s2
5
L{sin 5t} = , Re(s) > 0
s2 + 25
1
L{e6t } = , Re(s) > 6.
s−6
Thus, the linearity property implies
L{1 − 2t + 3 sin 5t − 4e6t }
= L{1} − 2L{t} + 3L{sin 5t} − 4L{e6t }
1 2 15 4
= − 2+ 2 − , Re(s) > max{0, 6} = 6.
s s s + 25 s−6
Exercise
Determine L{2 − 2t + 3 cos 2t − 2e−3t }.
The first shift theorem
Theorem (The first shift theorem)
If f (t) is a function having Laplace transform F (s), with

Re(s) > σc , then the function eat f (t) also has a Laplace
transform, given by
L{eat f (t)} = F (s − a), Re(s) > σc + Re(a) (9)
An alternative way of expressing the result of Theorem 4, which

may be found more convenient in applications, is as

L{eat f (t)} = L{f (t)} s→s−a = [F (s)]s→s−a (10)
Thus, the Laplace transform of the product of eat and f (t) is

equal to the Laplace transform of f (t) with s replaced by s − a.
Example 1. Determine L{te−3t }.
Solution. From the result given in (4),
1
L{t} = F (s) = , Re(s) > 0
s2
1
L{t} = F (s) = , Re(s) > 0
s2
By the first shift theorem:
L{te−3t } = F (s + 3) = [F (s)]s→s+3 , Re(s) > 0 − 3.
1
L{t} = F (s) = , Re(s) > 0
s2
By the first shift theorem:
L{te−3t } = F (s + 3) = [F (s)]s→s+3 , Re(s) > 0 − 3.
That is
1
L{te−3t } = , Re(s) > −3.
(s + 3)2

Example 2. Determine L{e−2t sin 3t}.

3
L{sin 3t} = F (s) = , Re(s) > 0
s2 + 9

3
L{sin 3t} = F (s) = , Re(s) > 0
s2 + 9
By the first shift theorem,
L{e−2t sin 3t} = F (s + 2) = [F (s)]s→s+2 , Re(s) > 0 − 2.

3
L{sin 3t} = F (s) = , Re(s) > 0
s2 + 9
By the first shift theorem,
L{e−2t sin 3t} = F (s + 2) = [F (s)]s→s+2 , Re(s) > 0 − 2.
That is
3 3
L{e−2t sin 3t} = 2
= 2 , Re(s) > −2.
(s + 2) + 9 s + 4s + 13
Damped sinusoids
a
L{e−kt sin at} = , Re(s) > −k
(s + k)2 + a2
(11)
s+k
L{e−kt cos at} = , Re(s) > −k
(s + k )2 + a2
where k , a are real constants.
Derivative of transform
Theorem (Derivative of transform)
If L{f (t)} = F (s), with Re(s) > σc , then the functions

t n f (t), (n = 1, 2, ...) also have Laplace transforms, given by
dn
L{t n f (t)} = (−1)n F (s), Re(s) > σc (12)
dsn
Theorem (Derivative of transform)
If L{f (t)} = F (s), with Re(s) > σc , then the functions

t n f (t), (n = 1, 2, ...) also have Laplace transforms, given by
dn
L{t n f (t)} = (−1)n F (s), Re(s) > σc (12)
dsn
⇒ Differentiating the transform of a function with respect to s is

equivalent to multiplying the function itself by −t.
Derivative of transform: Example 1
Determine L{t sin 2t}.
Solution. Using the result (6),
2
L{sin 2t} = F (s) = , Re(s) > 0
s2 +4
2
L{sin 2t} = F (s) = , Re(s) > 0
s2 +4
By the derivative theorem,
dF (s) 4s
L{t sin 2t} = − = 2 , Re(s) > 0.
ds (s + 4)2
Example 2. Determine L{t 2 et }.

1
L{et } = F (s) = , Re(s) > 1
s−1

1
L{et } = F (s) = , Re(s) > 1
s−1
d 2 F (s) 2 d
2 1
L{t 2 et } = (−1)2 = (−1)
ds2 ds2 s − 1
d 1
= (−1)
ds (s − 1)2
2
= , Re(s) > 1.
(s − 1)3
Example 3. Determine L{t n }, where n is a positive integer.
1
L{1} = F (s) = , Re(s) > 0
s
1
L{1} = F (s) = , Re(s) > 0
s
dn 1 n!
L{t n } = (−1)n n
= n+1 , Re(s) > 0.
ds s s
Table of Laplace transform pairs

n is a positive integer, k is a constant, a is a real constant
f (t) L{f (t)} = F (s) Region of convergence
c
c = constant Re(s) > 0
s
1
t Re(s) > 0
s2
n n!
t , Re(s) > 0
sn+1
1
ekt , Re(s) > Re(k )
s−k
a
sin at, Re(s) > 0
s + a2
2
s
cos at, Re(s) > 0
s + a2
2
−kt a
e sin at, k, a ∈ IR Re(s) > −k
(s + k )2 + a2
s+k
e−kt cos at, k , a ∈ IR Re(s) > −k
(s + k )2 + a2
Homework Chapter 2.
-Textbook: G. James, Advanced Modern Engineering

Mathematics, Chapter 5
Exercises 1, 2, 3, 4(a, b, c, d, e)
Exercises 5(a, b, c, d, g, m), 6(a, b, c, d, i), 7, 8, 9
Exercises 13, 14, 15, 16, 25, 26, 27
Exercises 34, 36, 41, 49

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Definition and notation Transform of simple functions Existence of the Laplace transform Properties of the Laplace trans

Chapter 2: Laplace Transforms

Assoc.Prof. Mai Duc Thanh

1 Definition and notation

2 Transform of simple functions

3 Existence of the Laplace transform

4 Properties of the Laplace transform

The Laplace transform is a kind of integral transforms. It takes

The Laplace transform is a kind of integral transforms. It takes

Applications in the field of signals and linear system analysis. A

Definition of Laplace transform

Laplace transform of a function f (t), t ∈ IR, is defined by

Definition of Laplace transform

Laplace transform of a function f (t), t ∈ IR, is defined by

Laplace transform pair. Causal functions

-Laplace transform operator L:

Laplace transform pair. Causal functions

-Laplace transform operator L:

-Laplace transform pair: {f (t), F (s)}.

Laplace transform pair. Causal functions

-Laplace transform operator L:

-Laplace transform pair: {f (t), F (s)}.

-Physical realizable systems are non-anticipatory: no output

Improper integral in Laplace transform

The integral in Laplace transform is improper:

Extend to domain to all real values

Heaviside unit step function H(t):

Extend to domain to all real values

Heaviside unit step function H(t):

We can extend the domain of the function to all real values:

Bilateral Laplace transform

Bilateral Laplace transform

The Laplace transform

Bilateral Laplace transform

The Laplace transform

is sometimes referred to as the one-sided or unilateral Laplace

Bilateral Laplace transform

The Laplace transform

is sometimes referred to as the one-sided or unilateral Laplace

Bilateral Laplace transform

The Laplace transform

is sometimes referred to as the one-sided or unilateral Laplace

Laplace transform of the constant function

The Laplace transform of the constant function f (t) ≡ c, where

Laplace transform of the constant function

Laplace transform of the constant function

Laplace transform of the constant function

Laplace transform of the constant function

Laplace transform of the constant function

Taking s = σ + iω, where σ, ω ∈ IR,

Laplace transform of the constant function

Taking s = σ + iω, where σ, ω ∈ IR,

Laplace transform of the constant function

Taking s = σ + iω, where σ, ω ∈ IR,

Limit exists if σ = Re(s) > 0, and limit is zero

Laplace transform of the constant function

Taking s = σ + iω, where σ, ω ∈ IR,

Limit exists if σ = Re(s) > 0, and limit is zero

Laplace transform of the ramp function f (t) = t

Laplace transform of the ramp function f (t) = t

Proof. It is derived from the definition (1) that

Laplace transform of the ramp function f (t) = t

Proof. It is derived from the definition (1) that