Laplace Transform


ℒ 𝑓(𝑡) = 𝐹(𝑠)

s t
F (s)  f (t ) e dt
0

  j
1
f (t)  
st
The formula for inverse Laplace transform: F ( s) e ds
2j 0

1. Unit step function 𝑢(𝑡):

 
 1  1 1
F (s)   u(t) e dt   1e  s t dt   e  s t  
s t
ℒ 𝑢(𝑡) =
0 0  s 0 s 𝑠

2. Exponential function 𝑒 𝑎𝑡 for 𝑡 > 0:

 
 1 s t   1 1
F (s)   e e dt 
at s t
 e ( s a ) t
dt   e   ℒ 𝑒 𝑎𝑡 =
0 0  sa  0 sa 𝑠−𝑎

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3. Sine function sin 𝜔𝑡 for 𝑡 > 0:
   
e jt  e  jt  s t 1 1
F (s)   sin(t) e dt  
s t
e dt   e jt  s t
e dt   e  jt e  s t dt
0 0
2j 2j 0 2j 0

Using the Laplace transform of the function 𝑒 𝑎𝑡 :

1 1 1 1 1 1 1  1  2 j   𝜔
F (s)          ℒ sin 𝜔𝑡 =
2 j s  j 2 j s  j 2 j  s  j s  j  2 j  s   2  s   2 𝑠2 + 𝜔2

4. Cosine function cos 𝜔𝑡 for 𝑡 > 0:

   
e jt  e  jt  s t 1 1
F (s)   cos(t) e dt  
s t
e dt   e jt e  s t dt   e  jt e  s t dt
0 0
2 20 20

Using the Laplace transform of the function 𝑒 𝑎𝑡 :

1 1 1 1 1 1 1  1  2s  s 𝑠
F (s)          ℒ cos 𝜔𝑡 =
2 s  j 2 s  j 2  s  j s  j  2  s   2  s   2 𝑠2 + 𝜔2
2
 Properties of the Laplace Transform
1. Linearity:
ℒ{𝑓1 (𝑡)} = 𝐹1 (𝑠) ℒ{𝑓2 (𝑡)} = 𝐹2 (𝑠)
∞ ∞ ∞
−𝑠𝑡 −𝑠𝑡
ℒ{𝑎𝑓1 𝑡 + 𝑏𝑓2 𝑡 } = {𝑎𝑓1 𝑡 + 𝑏𝑓2 𝑡 }𝑒 𝑑𝑡 = 𝑎 𝑓1 𝑡 𝑒 𝑑𝑡 + 𝑏 𝑓2 𝑡 }𝑒 −𝑠𝑡 𝑑𝑡
0 0 0

ℒ{𝑎𝑓1 𝑡 + 𝑏𝑓2 𝑡 } =𝑎𝐹1 (𝑠) +𝑏𝐹2 (𝑠)

3 5 8 s  22
Example: f (t)  3e 2 t
 5e 4 t F (s)    2
s  2 s  4 s  6s  8

2. Time differentiation:
∞ 𝑈′ = 𝑓 ′ 𝑈=𝑓
ℒ 𝑓 ′ (𝑡) = 𝑓 ′ (𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
0 𝑉 = 𝑒 −𝑠𝑡 𝑉 ′ = −𝑠𝑒 −𝑠𝑡
∞ ∞
′ −𝑠𝑡 ∞ −𝑠𝑡
ℒ 𝑓 (𝑡) = 𝑒 𝑓(𝑡) + 𝑠𝑒 𝑓 (𝑡) 𝑑𝑡 = −𝑓 0 + 𝑠 𝑓 (𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
0 0 0

ℒ 𝑓 ′ (𝑡) = 𝑠𝐹 𝑠 − 𝑓(0)

For 𝑛th differentiation: f (n) (t)  snF (s)  sn1 f (0)  sn2 f (1) (0)    f (n1) (0)
f (t )  s2F (s)  sf (0)  f (0) 3
3. Time integration:
𝑡 ∞ 𝑡 1
𝑈 ′ = 𝑒 −𝑠𝑡 𝑈 = − 𝑒 −𝑠𝑡
ℒ 𝑓 𝜆 𝑑𝜆 = [ 𝑓 𝜆 𝑑𝜆]𝑒 −𝑠𝑡 𝑑𝑡 𝑠
0 𝑡=0 𝜆=0 𝑡
𝑉= 𝑓 𝜆 𝑑𝜆 𝑉 ′ = 𝑓(𝑡)
𝜆=0

𝑡 𝑡 ∞ ∞
1 ∞ 1 1
ℒ 𝑓 𝜆 𝑑𝜆 = − 𝑒 −𝑠𝑡 𝑓 𝜆 𝑑𝜆 + 𝑓 (𝑡) 𝑒 −𝑠𝑡
𝑑𝑡 = 𝑓 (𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
0 𝑠 𝜆=0
0 𝑠 0 𝑠 0

𝑡
1
ℒ 𝑓 𝜆 𝑑𝜆 = 𝐹(𝑠)
0 𝑠

4. Time shift:
𝜆 =𝑡−𝑇
∞ ∞ ∞
−𝑠𝑡 −𝑠(𝜆+𝑇) −𝑠𝑇
ℒ 𝑓(𝑡 − 𝑇) = 𝑓(𝑡 − 𝑇) 𝑒 𝑑𝑡 = 𝑓(𝜆) 𝑒 𝑑𝜆 = 𝑒 𝑓(𝜆) 𝑒 −𝑠𝜆 𝑑𝜆
0 −𝑇 0

ℒ 𝑓(𝑡 − 𝑇) = 𝑒 −𝑠𝑇 𝐹(𝑠)

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5. Multiplication by 𝑒 𝑎𝑡 :
∞ ∞
𝑎𝑡 𝑎𝑡 −𝑠𝑡
ℒ 𝑒 𝑓(𝑡) = 𝑒 𝑓(𝑡) 𝑒 𝑑𝑡 = 𝑓(𝑡) 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 ℒ 𝑒 𝑎𝑡 𝑓(𝑡) = 𝐹(𝑠 − 𝑎)
0 0

6. Multiplication by 𝑡:
∞
𝐹(𝑠) = 𝑓 (𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
0
∞ ∞ ∞
𝑑 𝑑
𝐹 𝑠 = 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = (−𝑡)𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑡𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = −ℒ 𝑡𝑓(𝑡)
𝑑𝑠 𝑑𝑠 0 0 0

𝑑
ℒ 𝑡𝑓(𝑡) = − 𝐹 𝑠
𝑑𝑠
𝑑 1 1
Example 1: unit ramp function 𝑡𝑢(𝑡): ℒ 𝑡𝑢(𝑡) = − = 2
𝑑𝑠 𝑠 𝑠

Example 2, using property 5: 𝑡𝑒 −𝑎𝑡 𝑢(𝑡): 1

ℒ 𝑡𝑒 −𝑎𝑡 𝑢(𝑡) =
(𝑠 + 𝑎)2
𝑠+𝑎
Example 3: Damped cosine function: ℒ 𝑒 −𝑎𝑡 cos 𝜔𝑡 =
(𝑠 + 𝑎)2 +𝜔 2
𝜔
Example 4: Damped sin function: ℒ 𝑒 −𝑎𝑡 sin 𝜔𝑡 =
(𝑠 + 𝑎)2 +𝜔 2 5
 Inverse Laplace transforms
• Using the method of partial fraction expansion and look-up tables
• There are a number of rules for finding partial fraction expansions depending on
the roots of the Laplace Transform:
1. Distinct and real roots
2. Repeated roots
3. Complex roots

1. Distinct and real roots:

2s2  s  5 2s2  s  5
Example F (s)  3 
s  7 s  6 (s  1)(s  2)(s  3)
The roots of the denominator polynomial, called the poles, are:

𝑠 = −1, 𝑠 = −2, 𝑠 = 3
These are all real roots and distinct from each other.
2s2  s  5 A B C A(S  2)(s  3)  B(s  1)(s  3)  C (s  1)(s  2)
F (s)     
(s  1)(s  2)(s  3) s  1 s  2 s  3 (s  1)(s  2)(s  3)
6
 2s2  s  5  A(S  2)(s  3)  B(s  1)(s  3)  C (s  1)(s  2)

Now substitute the values of the poles individually into the equation as follows:

𝑠 = −1 2(1)2  (1)  5  A(1  2)(1  3)  B(1  1)(1  3)  C (1  1)(1  2)

A(4)  8  A  -2

𝑠 = −2 2(2)2  (2)  5  A(2  2)(2  3)  B(2  1)(2  3)  C (2  1)(2  2)

B(5)  15  B  3

𝑠 =3 2(3)2  (3)  5  A(3  2)(3  3)  B(3  1)(3  3)  C (3  1)(3  2)

C (20)  20  C  1

2 3 1
F (s)   
s 1 s  2 s 3

1
Using the formula ℒ 𝑒 𝑎𝑡 =
𝑠−𝑎

f (t)  2e  t  3e 2t  e3t for t  0

7
 2. Repeated roots:

1
Example F (s) 
(s  1)2 (s  2)

A B C A(s  2)  B(s  1)(s  2)  C (s  1)2 sA  2 A  Bs2  3Bs  2B  Cs2  2Cs  C

F (s)     
(s  1)2 s  1 s  2 (s  1)2 (s  2) (s  1)2 (s  2)

1  sA  2 A  Bs2  3Bs  2B  Cs2  2Cs  C  (B  C )s2  ( A  3B  2C )s  (2 A  2B  C )

BC  0 A1
A  3B  2C  0 B  1
2 A  2B  C  1 C 1

1 1 1 t t 2 t
F (s)     f(t)  te  e  e , t0
(s  1) s  1 s  2
2

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 3. Complex roots:

We will use the following transforms:

𝑠+𝑎 𝜔
ℒ 𝑒 −𝑎𝑡 cos 𝜔𝑡 = ℒ 𝑒 −𝑎𝑡 sin 𝜔𝑡 =
(𝑠 + 𝑎)2 +𝜔 2 (𝑠 + 𝑎)2 +𝜔 2

Example 1 2s  104
F (s) 
ss2  4 s  104 

2s  104 A Bs  C As2  4 s  104   s(Bs  C )

F (s)  2   2 
ss  4 s  104  s s  4 s  104  s s2  4 s  104 

( A  B)s2  (4 A  C )s  104 A  2s  104  A  1, B  1, C  2

Time function for quadratic complex roots
1.6

w = 10, a = 2
1.4
w = 1, a = 10

1 s2 1 s2 1.2

F (s)   2  
s s  4 s  104  s (s  2)2  100 1
f(t)

0.8

f (t )  1  e  at cos  t
0.6

2t
f (t)  1  e cos10 t , t  0 0.4
w = 20, a = 5

0.2

0
0 0.5 1 1.5 2 2.5 3 3.5 9
time
Example 2  18 s  104
F (s) 
ss2  4 s  104 

 18 s  104 A Bs  C As2  4 s  104   s(Bs  C )

F (s)  2   2 
ss  4 s  104  s s  4 s  104  s s2  4 s  104 

(A  B)s2  (4 A  C )s  104 A  18 s  104  A  1, B  1, C  22

1 s  22 1 s  2  20 1 s2 20
F (s)   2     
s s  4 s  104  s (s  2)2  100 s (s  2)2  100 (s  2)2  100

1 s2 10
F (s)   2
s (s  2)  100
2
(s  2)2  100

With 𝑎 = 2 and 𝜔=10, we will use:

𝑠+𝑎
ℒ 𝑒 −𝑎𝑡 cos 𝜔𝑡 = 1
(𝑠 + 𝑎)2 +𝜔 2
𝜔
ℒ 𝑒 −𝑎𝑡 sin 𝜔𝑡 =
(𝑠 + 𝑎)2 +𝜔 2

f (t )  1  e 2t cos 10 t  2e 2t sin 10 t , t  0

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