Laboratorio EM applicato

Mathematical Methods for Engineering

S. Maci
Department of information Engineering,
University of Siena,
Siena, Italy

Lecture 18
Laplace Transform
 The Laplace Transform
Laboratorio EM applicato

•  f(t) must be at least piecewise continuous for t ≥ 0

•  |f(t)| ≤ Meγt where M and γ are constants

The Laplace Transform of a function, f(t), is defined as;

∞
L[ f (t )] = F ( s) = ∫ f (t )e − st dt
0

The Inverse Laplace Transform is defined by

γ + j∞
1
∫
−1 ts
L [F(s)]= f (t ) = F(s)e ds
2π j γ − j∞
!
Laboratorio EM applicato

∞ ∞
1 ⎡ γ + j∞ ⎤
∫ ∫ 2π j ⎢ ∫
− st ts' −ts
f (t )e dt = ⎢ F(s')e ds ' ⎥ e dt '
0 0 ⎣ γ − j∞ ⎥⎦
1
γ + j∞ ⎡ ∞ ⎤
∫ F(s') ⎢ ∫ e −t(s−s')
= dt '⎥ ds' =
2π j γ − j∞ ⎢⎣ 0 ⎥⎦ Res>γ
γ + j∞
1 F(s')
= ∫
2π j γ − j∞ s − s'
ds' = F(s)
!

Because F(s) is analitical in the

half space !Res > γ
Laboratorio EM applicato
Unit Step Function

Laplace Transform of the unit step.

∞
−1 ∞
L[u(t )]= ∫ e dt = e
− st − st
s 0
! 0

1
L[u(t )]=
! s
 Unit pulse
Laboratorio EM applicato

The Laplace transform of a unit impulse:

Pictorially, the unit impulse appears as follows:

t ≠ t 0 ⇒ δ (t −t 0 ) = 0
!
t 0 +ε

δ (t −t 0 )
!
∫ δ (t −t0 )dt =1 ε >0
!t0 −ε
0 t0

∞
L[δ (t )]= ∫ δ (t )e − st
dt =e −0s
=1
! 0
Laboratorio EM applicato
Exponential

∞ ∞e
L[e −at
u(t )]= ∫ e −at − st
e dt = ∫ e −(s+a)t
dt
! 0 0

−e −st ∞ 1
L[e −at u(t )]= | =
(s + a) 0 s + a
!

−at 1
e u(t ) ⇔
! s +a
Laboratorio EM applicato
Multiplication by T
∞
L[tu(t )]= ∫ te − st
dt
! 0
∞ ∞
∞
∫ udv =uv|0 − ∫ v du u=t
dv = e-stdt
!0 0

1
tu(t ) ⇔ 2
! s
Laboratorio EM applicato
cosine

∞
(e jwt + e − jwt ) − st
L[cos(wt )]= ∫ e dt
0
2
1⎡ 1 1 ⎤
= ⎢ + ⎥
2 ⎣ s − jw s + jw ⎦
s
=
! s 2 + w2
s
cos(wt )u(t ) ⇔ 2 2
! s +w
Laboratorio EM applicato
sine
∞
(e jwt − e − jwt ) − st
L[cos(wt )]= ∫ e dt
0
2j
1⎡ 1 1 ⎤
= ⎢ − ⎥
2 j ⎣ s − jw s + jw ⎦
w
=
! s 2 + w2

w
cos(wt )u(t ) ⇔ 2 2
! s +w
 Time Shift
Laboratorio EM applicato

∞
L[ f (t − a)u(t − a)]= ∫ f (t − a)e − st
a
Let x = t − a,then dx = dt andt = x + a
As t →a, x → 0 and as t → ∞,x → ∞. So,
∞ ∞

∫ f (x)e ∫ f (x)e
− s( x+a) −as − sx
dx = e dx
! 0 0

−as
!L[ f (t − a)u(t − a)]=e F(s)
 Frequency Shift
Laboratorio EM applicato

∞
L[e −at
f (t )]= ∫ [e −at
f (t )]e − st
dt
0
∞
= ∫ f (t )e −(s+a)t
dt = F(s + a)
! 0

−at
!L[e f (t )]= F(s + a)
Laboratorio EM applicato
Dumped Cosine

Find the L[e-atcos(wt)]

In this case, f(t) = cos(wt) so,

s
F(s)=
s 2 + w2
(s + a)
and F(s + a)= 2 2
! (s + a) + w

−at (s + a)
L[e cos(wt )]=
! (s + a)2 +(w)2
 Time Integration:
Laboratorio EM applicato

⎡t ⎤ ∞⎡t ⎤ − st
L ⎢ ∫ f (x)dx ⎥ = ∫ ⎢ ∫ f (x)dx ⎥e dt
⎢⎣ 0 ⎥⎦ 0 ⎢⎣ 0 ⎥⎦
Integrate by parts :
t
Let u= ∫ f (x)dx , du= f (t )dt
! 0

⎡t ⎤ 1∞ 1
L ⎢ ∫ f (x)dx ⎥ = ∫ f (t )e dt = F(s)
− st

⎢⎣ 0 ⎥⎦ s 0 s
!
 Time Derivative
Laboratorio EM applicato

∞
⎡ df ⎤ ∞
L ⎢ ⎥ = f (t )e − st| −∫ f (t ) ⎡ −se − st ⎤dt
dt ⎣ ⎦
⎣ ⎦ 0
0
∞
=0− f (0)+ s ∫ f (t )e − st dt
! 0

Integrate by parts:

⎡ df (t ) ⎤
L⎢ ⎥ = sF(s)− f (0)
⎣ dt ⎦
!
Laboratorio EM applicato
Time multiple derivative

⎡ df (t ) 2 ⎤ 2
L⎢ 2 ⎥
= s F ( s ) − sf (0) − f ' (0)
⎣ dt ⎦
⎡ df (t ) 3 ⎤
L⎢ 3 ⎥
= s 3
F ( s ) − s 2
f (0) − sf ' (0) − f ' ' (0)
⎣ dt ⎦
general case
⎡ df (t ) n ⎤ n −1 n−2
L⎢ n ⎥
= s n
F ( s ) − s f ( 0 ) − s f ' ( 0)
⎣ dt ⎦
− ... − f ( n −1) (0)
Laboratorio EM applicato
Initial and final Value

If the function f(t) and its first derivative are Laplace transformable and f(t)
Has the Laplace transform F(s), and the lim sF(s) exists, then
!s→∞

lim sF(s) = lim+ f (t ) = f (0)

s→∞ t→0
!
If the function f(t) and its first derivative are Laplace transformable and f(t)
Has the Laplace transform F(s), and the lim f (t ) exists, then
!t→∞

lim sF(s) = lim f (t ) = f (∞)

!s→0 t→∞
Laboratorio EM applicato