Introduction to Laplace Transforms

• Introduction
• Definition of the Laplace Transform
• Properties of the Laplace Transform
• The Inverse Laplace Transform
• The Convolution Integral
• Application to Integrodifferential Equations
• Summary
 Introduction
• A very powerful tool for analyzing circuits
• Differential equations are converted into
algebraic equations
• Laplace transform method
– Transformation from time domain to frequency
domain
– Obtain the solution
– Transformation from frequency domain to time
domain by applying inverse Laplace transform
• It provides the total response (natural/forced)
in one single operation
Definition of the Laplace Transform
For a given function f (t ), its Laplace transform
(one - sided) is given by
L f (t )  F ( s )    f (t )e  st dt , f (t )  f (t )u (t )


where s    j (unit  s ) 1

The two - sided Laplace transform is given by


F ( s)   f (t )e  st dt

 Existence of Laplace Transform
 The Laplace transform exists if the integral converges.
 
 f (t )e dt    e  st f (t ) dt ( s    j )
 st
F ( s) 
0 0

 e


0
t
e  j t

f (t ) dt    e t f (t ) dt  
0
e j t
1
 The integral converges if f (t ) is of exponential order as t  .
 f (t ) is said to be of exponential order
if a real, positive constant  exists
Convergence
such that region
lim e t f (t )  0 (  > c)
t 

  c is called the abscissa of convergenc e.

lim e t f (t )  0 if    c
 t 

lim e t f (t )   if    c
t 
 Cont’d
* For f (t )  Ae t , Ate t , Ae t sin t   c  

* In terms of the poles,  c  Max(Re( p1 ), Re( p2 ),  )

K ( s  3)
Fo r F ( s )    c  1
( s  1)( s  2)

* For f (t )  e or te , the Laplace transforms don' t exist.

t2 t2

 f (t )  et for 0  t  T  
2

* For  , the Laplace transform exists.

 f (t )  0 for t  0, T  t
 Determine L[u(t)]

Lu (t )    u (t )e  st dt


0
 1  st 
   1e dt   e 
 st
0 s 0

1 1 1
  (0)  (1) 
s s s
 Determine L[e-atu(t)]

  
L e u (t )    e  atu (t )e  st dt
 at
0

   e  at e  st dt
0

1 ( s  a )t 
 e
sa 0

1 1
 ( 0)  (1)
sa sa
1

sa
 Determine L[(t)]

L (t )     (t )e  st dt


0
0
But  0 
f (t ) (t )dt
0
   f (0) (t )dt
0
0
 f (0)    (t )dt  f (0)
0

 L (t )  e 0  1
Properties of the Laplace Transform
 Linearity Property:
La1 f1 (t )  a2 f 2 (t )  a1   f1 (t )e dt  a2   f 2 (t )e  st dt
 
 st
0 0

 a1 F1 ( s )  a2 F2 ( s )

Example :
 1 jt
Lcos t  u (t )  L  e  e  jt 

 2 
1
L e jt
 

1
L e  jt
 
2  2
1 1 1  s
     2
2  s  j  s  j  s   2
 Scaling Property
L f (at )    f (at )e dt    f ( x)e
  dx
 st x(s a)
(Let x  at )
0 0 a
1 
   f ( x)e  x ( s a ) dx
a 0
1 s
 F 
a a

Example :

Lsin t  u (t )  2
s 2
 2
Lsin 2t  u (t ) 
1
 2
2 ( s 2)  
2 2
s  4 2
 Time Shift Property
Time Shift :
L f (t  a)u (t  a )    f (t  a)u (t  a)e dt   f (t  a )e  st dt
 
 st
0 a
 
   f ( x )e s( xa)
dx  e  as
 f ( x)e  sx dx (Let x  t  a )
0 0

 e  as F ( s )

Example :

Lcos t  u (t )  2
s
s 2
Lcos  (t  a)  u (t  a )  e  as s
s2   2
 Frequency Shift Property
Frequency Shift :

Le  at
 
f (t )u (t )   e
0
 at  st

f (t )e dt   f (t )e ( s  a ) t dt
0

 F s  a 

Example :
s 
cos ωt  u (t )  2 , sin ωt  u (t )  2
s ω 2
s  ω2
  at
L e cos ωt  u(t)   sa
( s  a) 2  ω2


Le  at

sin ωt  u(t) 
( s  a) 2  ω2
Time Differentiation Property
 df   df  st
L  u (t )    e dt
 dt  0 dt
d ( xy ) dy dx
 x y
dt dt dt

d fe  st 
df  st
e f
de  st df  st
 e  ( s ) fe  st
dt dt dt dt

 

 d fe 
 st
 df
dt   

e dt  s   fe  st dt
 st
0 dt 0 dt 0

 st   df 
fe |   L  u (t )  sF ( s )
0
 dt 
 df 
 
 L  u (t )  L f ' (t )  sF ( s )  f (0  )
 dt 
 (Cont’d)
d 2 f 
  
L  2   sL f ' (t )  f ' (0  )  s sF ( s )  f (0  )  f ' (0  ) 
 dt 
 s 2 F ( s )  sf (0  )  f ' (0  )

d n f 
L n 
 dt 
 s n F ( s )  s n 1 f (0  )  s n  2 f ' (0  )      s 0 f ( n 1) (0  )
 Time Integration Property
L  f (t )dt     f ( x)dx  e  st dt
  
t  t

 0  0  0 
t
Let u   f ( x)dx , du  f (t )dt
0

 
 d ue  st  e  st du  ude  st  e  st du  ( s )ue  st dt
 
 st 
 ue |    fe dt  s   ue  st dt
 st
0 0 0

 F ( s )  sL  f (t )dt 
 t

 0 

L 
t
 1 1  st  1 1
f (t )dt  F ( s )  ue |   F ( s )  u (0  )
 0  s s 0 s s
1
 F (s)
s
 (Cont’d)
 t
 1 1 1 
L  f (t )dt  F ( s )  f (0 )
   s s
0
where f (0 )  
1 
f (t )dt


Examples :
Let f (t )  u (t ) , F ( s )  1 s
11 1
L  f (t )dt  Lt      2
 
t

 0  ss s
 t
  t 2
 1 1  1
L  tdt  L     2   3
 0  2 ss  s
 
2
 L t  3 , L t  n 1
2

s
n

s
 
n!
Frequency Differentiation Property

F ( s )    f (t )e  st dt
0

dF ( s )  
   f (t )(te )dt    (tf (t ))e  st dt
 st

ds 0 0

 L tf (t )

 Ltf (t )  
dF ( s )
ds

 
n
d F ( s)
 L t f (t )  (1)
n n

ds n
Example :

  at
L te u (t )   
d  1 

1
ds  s  a  ( s  a) 2
 Time Periodicity Property

f (t )  f1 (t )  f 2 (t )  f 3 (t )    
 f1 (t )  f1 (t  T )u (t  T )
+
 f1 (t  2T )u (t  2T )    
 (Cont’d)
The time shift property gives
L f (t  a)u (t  a)  e  as
F ( s)
 F ( s )  F1 ( s )  F1 ( s )e Ts  F1 ( s )e  2Ts    

 F1 ( s ) 1  e Ts
e  2Ts

 
If e Ts  1, that is, Re( s )  0.
F1 ( s )
 F ( s)  Ts
1 e
 Initial-Value Theorem
The differentiation propertygives
 df   df  st
sF ( s )  f (0 )  L     

e dt
 dt  0 dt
 df
Let s   ,    st
e dt  0
0 dt

 
 lim sF ( s )  f (0  )  0
s 

 f (0 )  lim sF ( s )
s 
 Final-Value Theorem
The differentiation propertygives
 df   df  st
sF ( s )  f (0 )  L     

e dt
 dt  0 dt
Let s  0 ,

 
 lim sF ( s )  f (0 )   
s 0


df 0
0 dt

e dt    df  f ()  f (0  )
0

 f ()  lim sF ( s ) (It is valid if and only if  c  0.)

s 0

1
Example 1 : f (t )  u (t )  F ( s )   f ()  lim sF ( s )  1 ( )
s s 0

1
Example 2 : f (t )  sin t u (t )  F ( s )  2
s 1
s
f ()  lim sF ( s )  lim 2  0 ()
s 0 s 0 s  1
 Summary
Property f (t ) F (s)
Linearity a1 f1 (t )  a2 f 2 (t ) a1 F1 ( s )  a2 F2 ( s )
1 s
Scaling f (at ) F 
a a
Time shift f (t  a )u (t  a ) e  as F ( s )
Frequency shift e  at f (t ) F ( s  a)
df
Time differentiation sF ( s )  f (0  )
dt
d2 f
s 2 F ( s )  sf (0  )  f ' (0  )
dt 2
s n F ( s )  s n 1 f (0  )
dn f
 s n  2 f ' (0  )
dt n
     f ( n 1) (0  )
 Summary
Property f (t ) F ( s)
 1
Time integratio n  0
f (t )dt
s
F (s)

 F s 
d
Frequency differentiation tf (t )
ds
f (t ) 
Frequency integratio n
t  s
F ( s )ds
F1 ( s )
Time periodicit y f (t )  f (t  nT )
1  e  sT
Initial value f (0  ) lim sF ( s )
s 
Final value f ( ) lim sF ( s )
s 0
Convolution f1 (t )  f 2 (t ) F1 ( s ) F2 ( s )
 Summary
f (t ) F (s) f (t ) F (s)
 (t ) 1 
sin t
1 s2   2
u (t ) s
s cos t
1 s2   2
e  at s sin    cos 
sa sin(t   )
1 s2   2
t s cos    sin 
s2 cos(t   )
n! s2   2
tn 
s n 1 e  at
sin t
1 (s  a) 2   2
te  at sa
(s  a) 2 e  at cos t
n! (s  a) 2   2
t n e  at
( s  a ) n 1
The Inverse Laplace Transform
N ( s)
F ( s) 
D( s )
• Zeros: the roots of N(s) = 0
• Poles: the roots of D(s) = 0
• Steps to find the inverse Laplace transform.
– Decompose F(s) into simple terms using partial
fraction expansion.
– Find the inverse of each term.
 Case 1: Simple Poles
N (s)
F ( s) 
( s  p1 )( s  p2 )    ( s  pn )
Poles : s   p1 ,  p2 ,...,  pn
and pi  p j for i  j
Assuming the degree of N ( s ) is less than D( s ),
k1 k2 kn
F ( s)     
s  p1 s  p2 s  pn
Residues : k1 , k 2 ,..., k n
 Simple Poles (Cont’d)
k1 k2 kn
F ( s)     
s  p1 s  p2 s  pn
Residue method for finding k1 :
( s  p1 )k 2 ( s  p1 )k n
(s  p1 ) F ( s )  k1    
s  p2 s  pn
Set s   p1  (s  p1 ) F ( s ) |s   p1  k1
 ki  (s  pi ) F ( s ) |s   pi

 L1 k ( s  a )  ke atu (t )

 f (t )  k e 1
 p1t
 k2e  p2t
     kne  pn t
u(t )
 Case 2: Repeated Poles
Suppose F ( s ) has n repeated poles at s   p,
kn k n 1 k1
F (s)   n 1
    F1 ( s )
( s  p) n
( s  p) s p
where F1 (s) is the remaining part of F ( s ) that doesn' t have a pole
at s   p .

ki is determined by

kn  ( s  p) F ( s)|
n
s  p
k n 1 
d
ds

( s  p) n F ( s) |s  p

kn2 
1 d2
2! ds 2
( s p ) n

F (s) |
s  p
knm 
1 dm
m! ds m
(s  p ) n

F ( s) |
s  p
 Repeated Poles (Cont’d)
 1  t e
1
n 1  at
L  n
 u (t )
 ( s  a)  (n  1)!

  pt  pt k3 2  pt 
 k1e  k 2te  t e 
 f (t )   2! u (t )  f (t )
 kn n 1  pt  1

      t e 
 (n  1)! 
 Case 3: Complex Poles
A1s  A2
F ( s)  2  F1 ( s )
s  as  b
where F1 (s) is the remaining part of F ( s ) that doesn' t
have this pair of complex poles .

Let s 2  as  b  s 2  2s   2   2  ( s   ) 2   2
and A1s  A2  A1 ( s   )  B1
A1 ( s   ) B1
 F ( s)    F1 ( s )
(s   )  
2 2
(s   )  
2 2

 
 f (t )  A1e t cos t  B1e t sin t u (t )  f1 (t )
 Example 1
s 2  12
Find f (t ) if F ( s ) 
s ( s  2)( s  3)
A B C
Sol : Let F ( s )   
s s2 s3
Applyingresidue method gives
s 2  12 12
A  sF ( s ) |  |  2
s 0 ( s  2)( s  3) s  0 (2)(3)
s 2  12 4  12
B  ( s  2) F ( s ) |  |   8
s  2 s ( s  3) s  2 (2)(1)
s 2  12 9  12
C  ( s  3) F ( s ) |  |  7
s  3 s ( s  2) s  3 (3)  (1)
 
 f (t )  2  8e  2t  7e 3t u (t )
 Example 2
10 s 2  4
Find v(t ) if V ( s ) 
s ( s  1)( s  2) 2
A B C D
Sol : Let V ( s )    
s s  1 ( s  2) 2 s  2
Applyingthe residue method gives
10s 2  4 4
A  sV ( s ) |  2 |s  0
 1
s 0 ( s  1)( s  2) (1)(2) 2

10 s 2  4 14
B  ( s  1)V ( s ) |  2 |s  1
  14
s  1 s ( s  2) (1)(1) 2

10 s 2  4 44
C  ( s  2) V ( s ) | 
2
|   22
s  2 s ( s  1) s  2 (2)  (1)
  4
 
2
d d 10 s 52
D ( s  2) 2 V ( s ) |    |s  2   13
ds s  2 ds  s ( s  1)  4
 
 f (t )  1  14e t  13e  2t  22te  2t u (t )
 Example 3
20 2 2 s  10
Find h(t ) if H ( s )  H ( s)   2
( s  3)( s  8s  25)
2
s  3 s  8s  25
A Bs  C 2 2( s  4) 2 3
Sol : Let H ( s )   2   
s  3 s  8s  25 s  3 ( s  4)  9 3 ( s  4) 2  9
2

Applyingthe residue method gives

20 
A  ( s  3) H ( s ) |  |  2 2e  3t
 2e  4t
cos 3t 
s  3 s  8s  25 s  3
2  
 f (t )   2  4t u (t )
Set s  0 , 1  e sin 3t 
 3 
 20 A C
 75  3  25  B  2
 
 20  A  B  C C  10
 (4)(34) 4 34
 The Convolution Integral
• Useful in finding the response y(t) of a system to an
excitation x(t) when the system impulse response h(t)
is defined.

y (t )   x( )h(t   )d


or y (t )  x(t )  h(t )

Apply thelinearity propertyof a linear system,

H  (t )  h(t )

 x(t )   x( ) (t   )d ,


 y (t )  H [ x(t )]  H  x( ) (t   )d 

 

  
x( ) H  (t   )d  
 
 x( )h(t   )d
 
(Cont’d)

x(t )  x0 (t )  x1 (t )      xi (t )    
xi (t )  x(i )u (t  i )  u (t  i   )

du (t )
   (t ), du (t )   (t )dt
dt

 x(t )  x(0 ) (t  0 )

 x(1 ) (t  1 )    
 x(i ) (t  i )    

  x( ) (t   )d
0
 (Cont’d)
x(t )  x(0 ) (t  0 )
 x(1 ) (t  1 )    
 x(i ) (t  i )    

y (t )  x(0 )h(t  0 )
 x(1 )h(t  1 )    
 x(i )h(t  i )    

 lim
  0  x( )h(t   )
i 0
i i


  x( )h(t   )d
0

 x(t )  h(t )
 (Cont’d)
 First, if x(t )  0 for t  0,
 
 y (t )   x( )h(t   )d   x( )h(t   )d
 0

 Second, if the impules response is causal,

i.e. h(t )  0 for t  0,
then h(t   )  0 for t    0 or   t.
 y (t )  x(t )  h(t )

  x( )h(t   )d
0
t
  x( )h(t   )d
0
Properties of Convolution Integral
1. Commutative :
x(t )  h(t )  h(t )  x(t )
2. Distributive :
f (t )  x(t )  y (t )  f (t )  x(t )  f (t )  y (t )
3. Associative :
f (t )  x(t )  y (t )   f (t )  x(t ) y (t )

4. f (t )   (t )   f ( ) (t   )d  f (t )


5. f (t )   (t  t0 )  f (t  t0 )

6. f (t )   (t )  
'
f ( ) ' (t   )d  f ' (t )

 t
7. f (t )  u (t )   f ( )u (t   )d   f ( )d
 
 L[ f1 (t )  f 2 (t )]  F1 (s) F2 (s)
t
f1 (t )  f 2 (t )   f1 ( ) f 2 (t   )d ( f1 (t )  f 2 (t )  0 for t  0)
0
 
 F1 ( s )    f1 ( )e  s
d , F2 ( s )    f 2 ( )e  s d
0 0

 F1 ( s ) F2 ( s )  F2 ( s )   f1 ( )e


0
 s

 
d    f1 ( ) F2 ( s )e  s d
0

 The time shift propertygives

 L f 2 (t   )u (t   )    f 2 (t   )u (t   )e  st dt

 s
F2 ( s )e
0

f1 ( )   f 2 (t   )u (t   )e  st dt  d

 
F1 ( s ) F2 ( s )  
0  0 

     f1 ( ) f 2 (t   )u (t   )e  st ddt 

 

0 
 0 

     f1 ( ) f 2 (t   )d  e  st dt

 t

0  0 
 L f1 (t )  f 2 (t )
 Example
If x(t )  4e  t , h(t )  5e 2t

h(t )  x(t )  L1 H ( s ) X ( s )

 5  4 
1 1  20  20 
 L     L   
 s  2  s  1   s  1 s  2 
 
 20 e t  e  2t , t  0
Graphical Procedure to Find x(t )  h(t )
• Folding: Take the mirror image of h() about the
ordinate axis to obtain h().
• Displacement: Shift or delay h() by t to obtain
h(t).
• Multiplication: Find the product of h(t) and x().
• Integration: For a given time t, calculate the area
under the product h(t) x() for 0<<t to get y(t)
at t.
 Example 1

Step 1 Step 2
 Example 1 (Cont’d)
Step 3

0<t<1 1<t<2 2<t<3

x1 (t )  x2 (t )

3<t<4 t>4
 Solving Linear, Time-Invariant,
Differential Equations
• Steps
– By taking the Laplace transform, the time-
domain differential equation is converted into an
s-domain algebraic equation.
– Obtain the solution of the s-domain algebraic
equation.
– The time-domain solution is obtained by
applying inverse Laplace transform.
d n f  n 1  n2 '  0 ( n 1) 
L n   s n
F ( s )  s f ( 0 )  s f ( 0 )      s f ( 0 )
 dt 
 Example
Q : Solve the differential equation
2 Using the residue method,
d v(t ) dv(t )
6  8v(t )  2u (t ) 1 1 1
A , B , C 
2
dt dt
4 2 4
v(0)  1, v ' (0)  2
Sol :
1
 
 v(t )  1  2e  2t  e  4t u (t )
4
 d 2 v(t ) 
 8v(t )  L2u (t )
dv(t )
L 2
6
 dt dt 
 
 s 2V ( s )  sv(0)  v ' (0)

 6sv(0)  v(0)  8V ( s ) 
2
s
 v(0)  1, v ' (0)  2
s 2  4s  2 A B C
 V ( s)    
s ( s  2)( s  4) s s  2 s  4