Engineering Mathematics (1)

Laplace Transform
(Definitions and Theorems)

Chih-Chang Chang (張志彰)

[email protected]

Reference:
Dennis G. Zill, Advanced Engineering Mathematics (7th Edition), Jones & Bartlett Learning, 2022.
Outline
 Definition of Laplace Transform

 Inverse Laplace Transform

 Laplace Transforms of Derivatives

Pierre-Simon Laplace
 Translation (Shifting) Theorems and Step Function (1749-1827)

 Laplace Transforms of the Integral and Periodic Function

 Convolution Theorems

 Dirac Delta Function

 Systems of Linear Differential Equations

Reference:
Dennis G. Zill, Advanced Engineering Mathematics (7th Edition), Jones & Bartlett Learning, 2022.
Laplace Transform (L.T.)
• Definition:
If f(t) is a function defined on [0, ∞), then the function F(s) defined by
∞
L { f (t )}
= ∫=
− st
e f (t )dt F (s)
0

is the Laplace Transform of f(t). The domain of F(s) is the set of values of s
for which the integral converges.

• Linearity:

L {α f (t ) + β g (t=
)} α L { f (t )} + β L {g (t )}
= α F (s) + β G ( s)
Sufficient Conditions for Existence
• Theorem:
If f(t) is piecewise continuous on [0, ∞) and of exponential order c,
then L{f(t)} exists for s > c.

 Definition of exponential order

A function f(t) is of exponential order, if there exists constants c, M > 0,
and T > 0, such that |f(t)| ≤ Mect for all t > T.
Inverse Laplace Transform
• Definition:
If F(s) represents the Laplace transform of a function f (t), then f (t) is
the inverse Laplace transform of F(s)

f (t ) = L −1
{F ( s )}
• Linearity:

L −1
{α F ( s ) + β G ( s )} =α f ( t ) + β g ( t )
Laplace Transform of Derivatives

• Theorem:

Suppose f , f ′,  , f ( n −1) are continuous on [0, ∞) is piecewise continuous

on [0, ∞), and f , f ′,  , f
( n −1)
are of exponential order with c. Then for s>c

L {f (n)
(= n
t )} s F ( s ) − s n −1
f (0) − s n−2
′
f (0) −  − f ( n −1)
(0)
Solving Linear ODEs

dny d n−1 y
an n + an−1 n−1 +  + a0 y = g (t )
dt dt
y (0) y=
= 0 , y ′(0) y1 , y
= ( n −1)
(0) yn −1

an [ s nY ( s ) − s n−1 y (0) −  − y ( n −1) (0)]

+ an −1[ s n −1Y ( s ) − s n −2 y (0) −  − y ( n −2) (0)]
+  + a0Y ( s ) =
G (s)

Q( s) G ( s) n n −1
,where P ( s )= an s + an −1s +  + a0
(s)
Y= +
P( s) P( s)
Behavior of F(s) as s  ∞

• Theorem:
If f is piecewise continuous on [0, ∞) and of exponential order, then

lim L { f (t )} = 0
s →∞
Translation (Shifting) Theorems

• Theorem: First Translation Theorem (for s)

If L {f(t)} = F(s) and a is any real number, then for s > a + c

L {e f (t )} L { f (t )}s →s −a =F ( s − a )
= at

Proof:
∞ ∞
at
L {e f (=
t )} ∫ e e f (t )dt = ∫ e
− st at − ( s − a )t
)dt F ( s − a )
f (t=
0 0

L {e at f (t )} L { f (t )}s →s −a =F ( s − a )
=

• Inverse Form of First Translation Theorem

−1 −1 at
{F ( s − a )} L
L = {=
F ( s ) s →s −a } e f (t )
Translation (Shifting) Theorems

• Definition: Unit Step Function (Heaviside Function)

0 , 0 ≤ t < a
The Unit Step Function U(t – a) : U (t − a ) =

1 , t≥a

 g (t ), 0 ≤ t < a
f (t ) =  f (t )= g (t ) − g (t )U (t − a ) + h(t )U (t − a )
 h(t ), t≥a

0, 0≤t <a


f (t )  g (t ), a ≤ t < b
= f (t ) g (t )[U (t − a ) − U (t − b)]
=
0, t ≥b

Translation (Shifting) Theorems

• Theorem: Second Translation Theorem (for t)

If L {f (t)} = F(s) exists for and a is a positive constant, then s > c ≥ 0,

e F (s)
L { f (t − a )U (t − a )} = − as

Proof:
a ∞
L { f (t − a )U (t − a )}
= ∫ 0
e − st
f (t − a )U (t − a )dt + ∫ e − st f (t − a )U (t − a )dt
a

∞
= ∫ 0
e − st f (t − a )dt
let v = t – a, dv = dt
∞ −s (v+a )
=∫ e f (v)dv
0
∞
∫
− as − sv − as − as
= e e
= f ( v ) dv e= L { f (t )} e F (s)
0
Translation (Shifting) Theorems

• Inverse Form of Second Translation Theorem

−1 − as
L {e F ( s )} =f (t − a )U (t − a )

• Alternative Form of Second Translation Theorem

∞ ∞
∫ ∫ e − s ( u + a ) g (u + a )du
− st
L {g (t )U=
(t − a )} g (t )dt
e =
a 0

− as
L {g (t )U (t =
− a )} e L {g (t + a )}
Derivatives of Transforms
dF d ∞ − st ∞ ∂ ∞
∫ ∫ ∫
− st − st
= e f (t ) dt = [ e f (t )]dt =
− e tf (t )dt =
−L {tf (t )}
ds ds 0 0 ∂s 0

d
L {tf (t )} = − L { f (t )}
ds
2 d
L {t f (t )} =⋅
L {t tf (t )} = − L {tf (t )}
ds
2
d d d
=−  − L { f (t )}  =2 L { f (t )}
ds  ds  ds
• Theorem: Derivatives of Transform
If L {f(t)} = F(s) and n = 1, 2, 3, …, and s > c, then
n
n n d
L {t f (t )} = (−1) n
F (s)
ds
Convolution Theorem (Cont’d)

• Convolution: t
f ( t ) ∗ g=
(t ) ∫ f (τ ) g (t − τ )dτ
0

t t
f ( t ) ∗ g ( t ) = ∫ f (τ ) g (t − τ )dτ = ∫ f (t − τ ) g (t )dτ = g ( t ) ∗ f ( t )
0 0

• Properties of Convolution
Convolution Theorem (Cont’d)
• Theorem:
If f(t) and g(t) are piecewise continuous on [0, ∞) and of exponential order, then

L { f ∗ g} L { =
= f (t )}L {g (t )} F ( s )G ( s )

Proof:
F ( s )G ( s ) = (∫ e∞

0
− sτ
f (τ )dτ )( ∫ e
0
∞
− sβ
g ( β )d β )
∞ ∞
=∫ ∫ e − s (τ + β )
f (τ )g ( β )dτ d β }
0 0
∞ ∞
= ∫ f (τ )dτ ∫ e − (τ + β ) g ( β )d β
0 0
Convolution Theorem

Proof: Holding τ fixed, let t = τ + β, dt = dβ

∞ ∞
F ( s )G ( s )
= ∫0
f (τ )dτ ∫ e − st g (t − τ )dt
τ

The integrating area is the shaded region.

Changing the order of integration:

∞ t
∫ e dt ∫ f (τ ) g (t − τ )dτ
− st
F ( s )G ( s )
=
0 0

= ∫0
∞
e − st
{∫ f (τ ) g (t − τ )dτ } dt
0
t

= L { f ∗ g}
Convolution Theorem

• Inverse Transform of Convolution Theorem

L −1
s )} f ( t ) ∗ g ( t )
{F ( s )G (=

2k 3
L {sin kt − kt cos kt} = 2 2 2
(s + k )
Transform of an Integral

When g(t) = 1, G(s) = 1/s, then (by convolution theorem)

L {∫ f (τ =
)dτ } L {∫
t

0
t

0 }dτ L { f ( t )} L=
f (τ ) ⋅1= {1}
F (s)
s

∫ 0
t
f (τ )dτ = L −1
{ }
F (s)
s
Transform of an Integral

When g(t) = 1, G(s) = 1/s, then (by convolution theorem)

L {∫ f (τ =
)dτ } L {∫
t

0
t

0 }dτ L { f ( t )} L=
f (τ ) ⋅1= {1}
F (s)
s

∫ 0
t
f (τ )dτ = L −1
{ }
F (s)
s
LRC-Series Circuit

di q (t ) dq ( t )
L + Ri (t ) + E (t )
= i (t ) =
dt C dt

di q (0) 1 t
L + Ri (t ) + + ∫ i (τ )dτ =
E (t )
dt C C 0
Transform of a Periodic Function
• Theorem:
If f(t) is piecewise continuous on [0, ∞), of exponential order, and periodic
with period T , i.e., f(t)=f(t+T), then
1 T
∫
− st
L { f (t )} = − sT
e f (t )dt
1− e 0
Proof:
T ∞
∫ f (t )dt + ∫ e − st f (t )dt
− st
L { f (t )}
= e
0 T
∞
∫
T
e − st f (t )dt = e − sT L { f (t )}
T
L { f (t )}
= ∫ 0
e − st f (t )dt + e − sT L { f (t )}
1 T
L { f (t )} =
1 − e − sT ∫0
e − st f (t )dt
Dirac Delta Function

• Pulse function • Impulse function (Delta function)

δ(t – t0) = lima→0 δa(t – t0)

 ∞, t = t0
δ (t − t0 ) =

 0, t ≠ t0
0, 0 ≤ t < t0 − a ∞

δ a (=
 1
t − t0 )  , t0 − a ≤ t < t0 + a
∫0
δ (t − t0 )dt =
1

 2a
0, t ≥ t0 + a
Transform of Dirac Delta Function

• Theorem: L {δ (t − t0 )} =
e − st0
, for t0 > 0

Proof: 1
δ a (t −=
t0 ) [U (t − (t0 − a ) − U (t − (t0 + a ))]
2a
1  e − s ( t0 −a ) e − s ( t0 + a )  − st0  e sa − e − sa 
L {δ a (t=− t0 )}  − =  e  
2a  s s   2 sa 
sa − sa
 e − e  − st0
L {δ (t=
− t0 )} lim L {δ a (t=
− t0 )} e lim 
− st0
=  e
a →0 a →0
 2 sa 

For t0 = 0, L {δ (t )} = 1
Systems of Linear DEs: Electrical Network

di
L + Ri2 = E (t )
dt
di2
RC + i2 − i1 = 0
dt

Example: E(t) = 60 V, L = 1 h, R = 50 Ω, C = 10–4 f, i1(0) = i2(0) = 0.

di1 6 6 −100t
+ 50i2 = 60 by Laplace Transform i1 (t ) = − e − 60te −100t
dt 5 5
−4 di2 6 6 −100t
50(10 ) + i2 − i1 =0 i2 (t ) = − e − 120te −100t
dt 5 5