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.(t
n
-
1
) .
s
I we put n = 2 in this recurrence relation we obtain
I we asume
then
This establishes that
by induction.
"
(
n
+
1
)
_ n
+
1 _ (n
+
1)!
}. t
- -
.
s s
n
+
1
s
n
+
2
7
0
Example 1. 5 Find the Laplace Tansform of .{te
at
} and deduce the value of
.{t
n
e
at
}, where a is a real constant and n a positive integer.
Solution Using the frst shift theorem with b =
-
a gives
so with
we get
Using F(t) = t
n
the formula
.{F(t)e
at
}
= f(s
-
a)
1
F(t) = t and f = 2
s
8 An I ntroduction to Laplace Transforms and Fourier Series
follows.
Later, we shall generalise this formula further, extending to the cae where
n is not an integer.
We move on to consider the Laplace Tansform of trigonometric functions.
Specifcally, we shall calculate .{ sin(t) } and .{ cos(t) }. It is unfortunate, but
the Laplace Tansform of the other common trigonometric functions tan, cot,
esc and sec do not exist a they all have singularities for fnite t. The condition
that the fnction F(t) ha to be of exponential order is not obeyed by any of
these singular trigonometric functions a can be seen, for example, by noting
that
je-
a
t
tan(t) l - o a t --n/2
and
je-
a
t
cot(t) l
-
+ o as t --0
for all values of the constant a. Similarly neither esc nor sec are of exponential
order.
In order to fnd the Laplace Tansform of sin(t) and cos(t) it is best to
determine .(e
it
) where i = J. The function e
it
is complex valued, but
it is both continuous and bounded for all t so its Laplace Tansform certainly
exists. Taking the Laplace Tansform,
Now,
.(
e
it
)
=
f
o e-
st
e
it
dt
=
f
o e
t ( i
-
s
)
dt
[
e
i
-
s
)
t ]
0
z - s 0
1
s - i
s
.
1
-+z-
s
2
+ 1 s
2
+
1
.(
e
it
) .(cos(t) + i sin(t) )
=
.(cos(t) ) + i.(sin(t)) .
Equating real and imaginary parts gives the two results
and
s
.(cos(t))
=
1
s +
.(sin(t))
=
1
.
s +
The linearity property ha been used here, and will be used in fture without
further comment.
1. The Laplace Transform 9
Given that the restriction on the type of function one can Laplace Tansform
is weak, i.e. it has to be of exponential order and have at most a fnite number
of fnite jumps, one can fnd the Laplace Tansform of ay polynomia, any
combination of polynomial with sinusoidal functions and combinations of these
with exponentials (provided the exponential functions grow at a rate
,
.
where a is a constant) . We can therefore approach the problem of calculating the
Laplace Tansform of power series. It is possible to take the Laplace Tansform
of a power series term by term a long a the series uniformly converges to a
piecewise continuous function. We shall investigate this further later in the text;
meanwhile let us look at the Laplace Tansform of functions that are not even
continuous.
Fnctions that are not continuous occur naturally in branches of electrical
and control engineering, and in the software industry. One only ha to think
of switches to realise how widespread discontinuous functions are throughout
electronics and computing.
Exaple 1. 6 Find the Laplace Tansform of the fnction represented by F(t)
where
F(t) = 2to - t to t 2to
{ t O < t < to
0 t > 2to
.
Solution This function is of the "saw-tooth" variety that is quite common in
electrical engineering. There is no question that it is of exponential order and
that
1
0
,
F(t)dt
exists and is well defned. F(t) is continuous but not diferentiable. This is not
troublesome. Carrying out the calculation is a little messy and the details can
be checked using computer algebra .
.(F(t)) =
1
0
,
F(t)dt
=
,
+
.
(2to t)
,
,
t
0
.
=
.
+
.
;
,
dt
+
2to
,
.
.
;
,
,
S
0 o
s
.
.
to
.
.
+
to
.
+
.
=
-
e -
-
e -e - e
s .
o
. .
.
=
,
.
_
, +
.
,
.
_
,
.
=
s
,,
. +
,
.
,
=
.
,
.
,
10 An I ntroduction to laplace Transforms and Fourier Series
I the next chapter we shall investigate in more detail the properties of discon
tinuous fnctions such a the Heaviside unit step function. As an introduction
to this, let us do the following example.
Example 1.7 Deterine the Laplace Tansfor of the step fnction F(t) de
fned by
F(t) =
{
0 0 t < to
a t?to.
Solution F(t) itself is bounded, so there is no question that it is also of expo
nential order. The Laplace Tansform of F(t) is therefore
C(F(t) ) =
=
e
-
s
t
F(t)dt
=
=
=
Here is another useful result.
lo ae-
s
t
dt
to
[
-
e
-st
]
o
S
to
a
-
s
t
o
-
e
s
d
Theorem 1. 8 If C(F(t)) = f (s) then C(tF(t)) =-
ds
f (s)
and in generl C(t
n
F(t)) = ( -
l
)
n
d
f (s).
s
n
Proof Let us start with the defnition of Laplace Tansform
C(F(t)) =
=
e
-
st
F(t)dt
and diferentiate this with respect to s to give
! =
=
e-st
F(t)dt
=
=
-
te-s
t
F(t)dt
asuming absolute convergence to justify interchanging diferentiation and (im
proper) integration. Hence
d
C(tF(t)) =-
ds
f (s) .
1. The Laplace Transform 11
One can now see how to progress by induction. Assume the result holds for n,
so that
C(t
n
F(t))
=
( -
l)
n
d
f(s)
s
n
and diferentiate both sides with respect to s (asuming all appropriate conver
gence properties) to give
or
So
+
1
C(t
n
+
1
F(t)) = (-1 )
n
+
1
ds
n
+
1
f(s)
which establishes the result by induction.
Example 1.9 Determine the Laplace Tansform of the fnction t sin(t) .
0
Solution To evaluate this Laplace Tansform we use Theorem 1. 8 with f(t)
=
sin(t) . This gives
. d
{
1
}
2s
C{t s m(t) }
=
-
ds 1
+
s
2
=
( 1
+
s
2
)
2
which is the required result.
1.4 Exercises
1. For each of the following functions, determine which ha a Laplace Tans
form. I it exists, fnd it; if it does not, say briefy why.
(a) ln(t) , (b) e
3t
, (c) et
2
, (d) e
1
1t
, (e) 1/t,
(f) f(t) =
{
1 f t s even
0 1f t 1s odd.
2. Determine from frst principles the Laplace Tansform of the follow
i
ng
functions:-
(a) e
k
t
, (b) t
2
, (c) cosh(t) .
3. Find the Laplace Tansforms of the following functions:-
12 An Introduction to laplace Transforms and Fourier Series
4. Find the Laplace Tansform of the function F(t) , where F(t) is given by
{ t O < t < l
F(t) = 2 - t 1 t < 2
0 otherwise.
5. Use the property of Theorem 1.8 to determine the following Laplace Tans
forms
(a) te
2
t
, (b) t cos(t), (c) t
2
cos(t) .
6. Find the Laplace Tansforms of the following functions:-
(a) sin(wt + ) , (b) e
5
t
cosh(6t) .
7. If G(at + b) = F(t) determine the Laplace Tansform of G in terms of
C{F} = /(s) and a fnite integral.
8. Prove the following change of scale result:-
C{F(at)} = ().
Hence evluate the Laplace Tansforms of the two functions
(a) t cos(6t), (b) t
2
cos(7t) .