Laplace Transform

Outline
 Basic Concepts
 Laplace Transform
 Definition, Theorems, Formula
 Inverse Laplace Transform
 Definition, Theorems, Formula
 Solving Differential Equation
 Solving Integral Equation
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Basic Concepts

Laplace Transform

Differential L{ f(t)} = F(s) Algebra

Equation f(t) Equation F(s)

Inverse Laplace Transform

Solution of L-1{F(s)} = f(t) Solution of
Differential Algebra
Equation f(t) Equation F(s)

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Basic Concepts

Laplace Transform

y   3 y   2 y  4t L{ f(t)} = F(s)
s3  4s2  4
F ( s)  4
y (0)  1, y(0)  1 3
s  3s  2 s 2

Inverse Laplace Transform

y  f (t ) L-1{F(s)} = f(t) 3 2 1 1
F ( s)   2  
 3  2t  et  e2t s s s 1 s  2

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Laplace Transform
 Definition
The Laplace transform of a function f(t)
is defined as

F ( s )  L { f (t )}   e  st f (t )dt
0

 Converges: L{f(t)} exists

 Diverges: L{f(t)} does not exist
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Laplace Transform

 Example : Find L{ 1 }

Sol:

 st
L{1}  e 1dt
0


 ( s )t
 e dt
0

 ( s )t 
e

s 0

1

s
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Laplace Transform

 Example : Find L{ eat }


Sol: L {e }   e e dt
at  st at
0

 e ( s  a ) t
dt
0

( s  a ) t 
e

 (s  a) 0
1

sa
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Laplace Transform

 Example 4-2 : Find L{ tt }

Sol:

L {t }   e t dt
t  st t
0



L{ tt } does not exist

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Laplace Transform
 Formula
f(t) F(s) = L {f(t)}
1
1 s
n n!
t , n  1,2,3, s n 1
p ( p  1)
t , p  1 s p 1
1
e at sa
s
cos t s2   2

sin t s2   2

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Laplace Transform
 Formula
f(t) F(s) = L {f(t)}
s
cosh t s2   2

sinh t s2   2
at sa
e cos t ( s  a )2   2
at 
e sin t ( s  a )2   2
n!
t n e at , n  1,2, ( s  a )n 1
( p  1)
t p e at , p  1 ( s  a ) p 1

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Laplace Transform

 Exercise 4-1 :

 Find L{2t  6}

 Find L {sin t}

2
 Find L {( at  b ) }
at  b
 Find L {e }

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Laplace Transform
 Theorems
Theorem Description

Definition of Laplace Transform L { f (t )}   e  st f (t )dt  F ( s )
0

Linear Property L {af (t )  bg (t )}  aF ( s )  bG ( s )

Derivatives L { f ( n ) (t )}  s n F ( s )  s n1 f (0)    f ( n1) (0)

Integrals
First Shifting Property
Second Shifting Property
 1
L { f ( )d }  F ( s )
0 s
L {e at f (t )}  F ( s  a )
L { f (t  a )u(t  a )}  e  as F ( s )
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Laplace Transform
 Theorems
Theorem Description
1 s
Change of Scale Property L { f ( at )}  F( )
a a
Multiplication by tn L {t n f (t )}  ( 1) n F ( n ) ( s )
f (t ) 
Division by t L{
t
}  F (u )du
s

Unit Impulse Function L { (t  a )}  e  as

1 p
Periodic Function L { f (t )} 
1  e  ps 
0
e  st f (t )dt

Convolution Theorem L { f (t )  g (t )}  F ( s )G ( s )
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Laplace transorm of the derivative of
any order n

2
L( f " )  sL( f ' )  f ' (0)  s L( f )  sf (0)  f ' (0)
(n) n n 1 n2 ( n  1)
L( f )  s L( f )  s f (0)  s f ' (0)  ....  f (0)

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Example : Explanation of the Basic
Concept
 Examples

y" y  t , y (0)  1, y ' (0)  1

t
y"2 y ' y  e , y (0)  1, y ' (0)  1

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 Example :
Find the inverse Laplace transform f(t) of
2 2e 2 s 4e 2 s se s
F (s)  2  2   2
s s s s 1

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Inverse Laplace Transform
 Theorems
Theorem Description
1 a i st

-1
Inverse Laplace Transform f (t )  L {F ( s )}  e F ( s )ds
2i a  i

Linear Property L-1{aF ( s )  bG ( s )}  af (t )  bg (t )

Derivatives L-1{s n F ( s)  s n1 f (0)    f ( n1) (0)}  f ( n ) (t )
-1 1
t
Integrals L { F ( s )}   f ( )d
s 0

First Shifting Property L-1{F ( s  a )}  eat f (t )

Second Shifting Property L-1{e  as F ( s )}  f (t  a )u(t  a )
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Inverse Laplace Transform
 Theorems
Theorem Description
s
Change of Scale Property L-1{F ( )}  af ( at )
a
Multiplication by tn L-1{F ( n ) ( s )}  ( 1) n t n f (t )
 f (t )
Division by t L { F (u )du} 
-1
s t
Unit Impulse Function L-1{e  as }   (t  a )
e  as
-1
Unit Step Function L { }  U (t  a )
s
Convolution Theorem L-1{F ( s )G ( s )}  f (t )  g (t )
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Inverse Laplace Transform
 Formula
F(s) f (t ) = L -1 {F(s)}
1
s 1
1
s2
t
1 tn
, n  0,1,2,
s n 1
n!
1 at
sa e
s
s2   2 cos t

s2   2 sin t
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Inverse Laplace Transform
 Formula
F(s) f (t ) = L -1 {F(s)}
s
s2   2 cosh t

s2   2 sinh t
sa at
( s  a )2   2 e cos t
 at
( s  a )2   2 e sin t
n!
( s  a )n 1 t n e at , n  1,2,
( p  1)
( s  a ) p 1 t p e at , p  1
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