Laplace and Inverse Laplace Transform: Denitions and Basics

Chapter 7: The Laplace Transform

Department of Electrical Engineering

National Taiwan University
ihwang@ntu.edu.tw

November 18, 2013

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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

Solving an initial value problem associated with a linear dierential

equation:
1

General solution = complimentary solution + particular solution.

Plug in the initial conditions to specify the undetermined coecients.

Question: Is there a faster way?

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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

In Chapter 4, 5, and 6, we majorly deal with linear dierential equations

with continuous, dierentiable, or analytic coecients.
But in real applications, sometimes this is not true.
For example:

E(t)

E(t)

where
the po
there.
V(t) !
(see F
gives

(a) LRC-series
(a) circuit
Square voltage input: Periodic, Discontinuous.

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Question: How to solve the current? How to deal with discontinuity?

Inductor
inductance L: henries (h)
di
voltage
drop across: L

DE Lecture 10
dt

It is in
case w

Laplace and Inverse Laplace Transform: Denitions and Basics

In this lecture we introduce a powerful tool:

Laplace Transform

Invented by Pierre-Simon Laplace (1749 - 1827).

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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

ai , i ! 1, . . . , n and the prescribed initial conditions y 0 , y1, . . . , yn"1, and G(s) is

the Laplace transform of g(t).* Typically, we put the two terms in (11) over the least
Overview
of the Method
common denominator and then decompose the expression into two or more
partial fractions. Finally, the solution y(t) of the original initial-value problem is
y(t) ! ! "1{Y(s)}, where the inverse transform is done term by term.
The procedure is summarized in the diagram in Figure 7.2.1.
Find unknown y(t)
that satisfies DE
and initial conditions

Apply Laplace
transform

Transformed DE
becomes an algebraic
equation in Y(s)

Solution y(t)
of original IVP

Apply inverse Laplace

transform 1

Solve transformed
equation for Y(s)

FIGURE 7.2.1 Steps in solving an IVP by the Laplace transform

The next example illustrates the foregoing method of solving DEs, as well as
partial fraction decomposition in the case when the denominator of Y(s) contains a
quadratic polynomial with no real factors.
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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

1 Laplace and Inverse Laplace Transform: Denitions and Basics

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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

Denition of the Laplace Transform

Denition
For a function f(t) dened for t 0, its Laplace Transfrom is dened as

F(s) := L {f(t)} :=
est f(t)dt,
0

given that the improper integral converges.

Note: Use capital letters to denote transforms.
L

f(t) F(s),

g(t) G(s),

y(t) Y(s), etc.

Note: The domain of the Laplace transform F(s) (that is, where the
improper integral converges) depends on the function f(t)

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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

Examples of Laplace Transform

Example
Evaluate L {1}.

L {1} =

est (1)dt = lim

= lim

est
s

]T

est dt

1 esT
.
T
s

= lim
0

When does the above converge? s > 0!

Hence, the domain of L {1} is s > 0, and L {1} =

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DE Lecture 10

1
.
s

Laplace and Inverse Laplace Transform: Denitions and Basics

Examples of Laplace Transform

Example
Evaluate L {t}.

L {t} =

test dt = lim

= lim

]
st T

te
s

td

0
T

+
0

est
s

1 st
TesT
1
e dt = lim
+ L {1} .
T
s
s
s

When does the above converge? s > 0!

Hence, the domain of L {t} is s > 0, and L {t} =

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1
.
s2

Laplace and Inverse Laplace Transform: Denitions and Basics

Laplace Transform of tn
L {tn } =

n!
,
sn+1

n = 0, 1, 2, . . . , s > 0

Proof: One way is to prove it by induction. We will show another proof

after discussing the Laplace transform of the derivative of a function.

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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

Laplace Transform of eat

{ }
L eat =

1
, s>a
sa

Proof:
{ }
L eat =

eat est dt = lim

= lim

e(sa)t
sa

]T

e(sa)t dt

1 e(sa)T
T
sa

= lim
0

When does the above converge? s a > 0!

Hence, the domain of L {eat } is s > a, and L {eat } =

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1
sa .

Laplace and Inverse Laplace Transform: Denitions and Basics

Laplace Transform of sin(kt) and cos(kt)

L {sin(kt)} =

k
s
, L {cos(kt)} = 2
, s>0
s2 + k2
s + k2

Proof:

L {sin(kt)} =

sin(kt)e

st

dt =
[
]
sin(kt)est
=
+
s
0
[
]
sin(kt)est
=
+
s
0
0

sin(kt)d
0

k
s

est
s

cos(kt)est dt

k
L {cos(kt)}
s

When does the above converge? s > 0! =

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sin(kt)est
s

]
0

=0

Laplace and Inverse Laplace Transform: Denitions and Basics

Laplace Transform of sin(kt) and cos(kt)

L {sin(kt)} =

k
s
, L {cos(kt)} = 2
, s>0
s2 + k2
s + k2

Proof:

L {cos(kt)} =

st

dt =
[
]
cos(kt)est
=

s
0
[
]
cos(kt)est
=

s
0

cos(kt)e

cos(kt)d
0

k
s

est
s

sin(kt)est dt

k
L {sin(kt)}
s

When does the above converge? s > 0! =

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DE Lecture 10

cos(kt)est
s

]
0

= 1s .

Laplace and Inverse Laplace Transform: Denitions and Basics

Laplace Transform of sin(kt) and cos(kt)

L {sin(kt)} =
Proof:

k
s
, L {cos(kt)} = 2
, s>0
s2 + k2
s + k2

L {sin(kt)} = ks L {cos(kt)}
L {cos(kt)} = 1s ks L {sin(kt)}

Solve the above, we get the result:

k
L {sin(kt)} = L {cos(kt)} =
s
s2 + k2
k
=
L {sin(kt)} = 2
s2
s
s
L {cos(kt)} = L {sin(kt)} =
k

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k
k2

L {sin(kt)}
s2
s2
= L {sin(kt)} =
s2

s
.
+ k2

DE Lecture 10

k
s2 + k2

Laplace and Inverse Laplace Transform: Denitions and Basics

Laplace Transform is Linear

Theorem
L
L
For any , , f(t) F(s), g(t) G(s),
L {f(t) + g(t)} = F(s) + G(s)
Proof: It can be proved by the linearity of integral.
Example
Evaluate L {sinh(kt)} and L {cosh(kt)}.
(
)
(
)
A: sinh(kt) = 12 ekt ekt , cosh(kt) = 21 ekt + ekt . Hence
(
)
1
1
k
L 1
sinh(kt)

= 2
, s > |k|
2 sk s+k
s k2
(
)
1
1
s
L 1
+
cosh(kt)
= 2
, s > |k| .
2 sk s+k
s k2
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Laplace and Inverse Laplace Transform: Denitions and Basics

Laplace Transforms of Some Basic Functions

tn
L

eat
L

sin(kt)
L

cos(kt)
L

sinh(kt)
L

cosh(kt)

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n!

s>0

sn+1
1
sa
k
s2 + k2
s
s2 + k2
k
s2 k2
s
s2 k2

s>a
s>0
s>0
s > |k|
s > |k|

DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

Existence of Laplace Transform

Theorem (Sucient Conditions for the Existence of Laplace Transform)
If a function f(t) is
piecewise continuous on [0, ), and
of exponential order,
then L {f(t)} exists for s > c for some constant c.
Denition
A function f(t) is of exponential order if c R, M > 0, > 0 such that
|f(t)| < Mect , t > .
Note: If f(t) is of exponential order, then c R such that for s > c,
lim f(t)est = 0.

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Laplace and Inverse Laplace Transform: Denitions and Basics

Existence of Laplace Transform

Theorem (Sucient Conditions for the Existence of Laplace Transform)
If a function f(t) is
piecewise continuous on [0, ), and
of exponential order,
then L {f(t)} exists for s > c for some constant c.
Proof: For suciently large T > , we split the following integral:
T

T
f(t)dt =
f(t)est dt +
f(t)est dt .
0
0

|
{z
} |
{z
}
I1

I2

We only need to prove that I2 converges as T :

T
T

|I2 |
|f(t)est |dt =
|f(t)|est dt

Mect est dt,

{ }
which converges as T for s > c since L ect exists.
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DE Lecture 10

Laplace and Inverse Laplace Transform: Denitions and Basics

In this lecture, we focus on functions that are

piecewise continuous on [0, ), and
of exponential order

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