Laplace Transform

(Computational Methods for Mechatronics [140466])

Enrico Bertolazzi

DII - Dipartimento di Ingegneria Industriale – Università di Trento

AA 2014/2015

Laplace Transform 1 / 31
 Outline

1 The Laplace Transform

2 Laplace Transform properties
Exponential order functions
3 Some Laplace Transform
Polynomial growth Laplace Transform tk u(t)
Exponential growth Laplace Transform ab t u(t)
Laplace Transform of derivative and integral of a function
4 Other properties of Laplace Transform
Asymptotic values
5 Laplace transform table
6 Laplace Transform, exercise

Laplace Transform 2 / 31
The Laplace Transform

Pierre-Simon Laplace, 1749-1827

Laplace Transform 3 / 31
The Laplace Transform

Laplace Transform

Definition
f (t) → fb(s) = L {f (t)} (s)
Z +∞ Z M
f (s) =
b f (t)e−st dt = lim lim f (t)e−st dt
0− →0+ M →+∞ −

Usefulness: transform

Differential equations ⇒ Algebraic equations

Logarithm analogy:
a → log a
a · b → log a + log b
i.e. logarithm convert products into additions which are easier
to manipulate.
Laplace Transform 4 / 31
The Laplace Transform

Laplace Transform as a tool for ODE solution

Differential
equation Laplace Trasform Algebraic
equation

Analytical techniques Algebraic techniques

(constant variations, ...) (lienar system, partial fraction expansion,...)

Time
response Laplace Inversion Frequency
response

Laplace Transform 5 / 31
Laplace Transform properties Linearity, Translation, Scale change

Laplace Transform properties

Table 1

Linearity a f (t) + b g(t) a fb(s) + b gb(s) 1

1 b s 
Scale change f (at) f 2
a a

Translation respect to s eat f (t) fb(s − a) 3

Translation respect to t f (t − a) e−as fb(s) 4

a and b are real number. Moreover a > 0 for point 2 and 4.

Laplace Transform 6 / 31
Laplace Transform properties Linearity and Scale change

Z +∞
L {af (t) + bg(t)} (s) = (af (t) + bg(t))e−st dt
0−
Z +∞ Z +∞
−st
=a f (t)e dt + b g(t)e−st dt
0− 0−

= a fb(s) + b gb(s)

Z +∞
L {f (at)} (s) = f (at)e−st dt [t = z/a, a > 0]
0−
Z +∞
dz
= f (z)e−sz/a
0− a
1 b s 
= f
a a

Laplace Transform 7 / 31
Laplace Transform properties Translation

Z +∞ Z +∞
−st
L e f (t) (s) =
at at
f (t)e(a−s)t dt

e f (t)e dt =
0− 0−

= fb(s − a)

Z +∞
L {f (t − a)} (s) = f (t − a)e−st dz [t − a = z]
0−
Z +∞
= f (z)e−s(z+a) dz [f (z) = 0 per z ≤ 0]
−a
Z +∞
−sa
=e f (z)e−sz dz
0

= e−as fb(s)

Laplace Transform 8 / 31
Laplace Transform properties Exponential order functions

When Laplace transform exists? (1/3)

Not all function have a Laplace Transform, for example

n 2o Z +∞
2
L et (s) = et −st dt
0−
Z T Z +∞
= e(t−s)t dt + e(t−s)t dt
0− T

for all possible s choose T > Re (s) so that

Z +∞
e(t−s)t dt
T

is not convergent. Thus, the function have not a Laplace

Transform for any s ∈ . C

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Laplace Transform properties Exponential order functions

When Laplace transform exists? (2/3)

Let be f (t) continuous with bounds: |f (t)| ≤ M eN t for t ≥ T

then the function have a Laplace Transform:
Z T Z +∞
−st
L {f } (s) = f (t)e dt + f (t)e−st dt
0− T

In fact,
Z +∞  Z +∞  Z +∞
−st f (t)e−st  dt ≤ M eN t e−st  dt
    

 f (t)e dt ≤

T T T
Z +∞ Z +∞
N t − Re(s)t
= Me e dt = M e(N − Re(s))t dt
T T

and for Re (s) > N hold

Z +∞
lim e(N − Re(s))t dt = 0
T →+∞ T

Laplace Transform 10 / 31
Laplace Transform properties Exponential order functions

When Laplace transform exists? (3/3)

Definition (Piecewise continuous function)

f (t) is a piecewise continuous function if for all interval [0, T ]
is discontinuous at most on a finite number of points
il finitely bounded

Definition (Exponential order function)

f (t) is an exponential order function if is piecewise continuous with
bound:

|f (t)| ≤ M eN t per t ≥ T

From now forward we assume the considered functions are of

exponential order with piecewise continuous derivative up to the
required order.

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Laplace Transform properties Exponential order functions

Theorem (1)
Let f (t) of exponential order, then:

lim fb(s) = 0,
s→∞
s∈ R
Proof: Assuming s real
  Z ∞  Z ∞
−st
|f (t)| e−st dt
 
f (s) =  f (t)e dt ≤
b  
0− 0−
Z ∞
M
≤M e(N −s)t dt =
0− s−N
but
M
lim =0
s→+∞ s − N

Laplace Transform 12 / 31
Some Laplace Transform Polynomial and exponential growth

Polynomial and exponential growth

Heaviside function
(
0 se t < 0;
u(t) =
1 se t ≥ 0.
Linear growth
(
0 se t < 0;
t+ = t u(t) =
t se t ≥ 0.
Polynomial growth
(
0 se t < 0;
tk+ = tk u(t) =
tk se t ≥ 0.
Esponenziale growth
(
0 se t < 0;
v(t) = abt u(t) =
abt se t ≥ 0.
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Some Laplace Transform Polynomial and exponential growth

Table 2

1
1 5
s
1
t 6
s2
k!
tk 7
sk+1
1
abt 8
s − b log a

Attention, functions on the first column shall be deemed equal to 0

for t < 0, i.e. f (t) → fb(s) or u(t)f (t) → fb(s) where u(t) is the
Heaviside function.
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Some Laplace Transform Heaviside function u(t) Laplace Trasform

Heaviside function
(
0 se t < 0;
u(t) =
1 se t ≥ 0.

Laplace Transform (assuming Re (s) > 0):

Z +∞ Z +∞
−st
L {u} (s) = u
b(s) = u(t)e dt = e−st dt
0− 0−
 +∞
1 1
= − e−st =
s 0− s

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Some Laplace Transform Linear growth Laplace Transform t u(t)

Linear growth

t+ = t u(t)

Laplace Transform (assuming Re (s) > 0):

Z +∞ Z +∞
−st
L {t+ } (s) = t+ (s) =
c t u(t)e dt = te−st dt
0− 0−

t −st +∞ 1 +∞ −st
  Z
= − e + e dt
s 0− s 0−
 +∞
1 1
= 0+ − e−st
s s 0−

1
=
s2

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Some Laplace Transform Polynomial growth Laplace Transform tk u(t)

Polynomial growth

tk+ = tk u(t)

Laplace Transform (assuming Re (s) > 0):

n o Z +∞ Z +∞
−st
L t+ (s) = t+ (s) =
k ck k
t u(t)e dt = tk e−st dt
0− 0−
+∞ +∞
tk
 Z
k
= − e−st + tk−1 e−st dt
s 0− s 0−

k d
= 0+ tk−1 (s)
s +
1
Using induction and noticing that tc
+ (s) = 2 it follows
s
k (s) = k!
tc
+
sk+1
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Some Laplace Transform Exponential growth Laplace Transform ab t u(t)

Exponential growth

v(t) = abt u(t)

Laplace Transform (assuming Re (s) > b log a):

n o Z +∞ Z +∞
−st
L a (s) =
bt bt
a u(t)e dt = abt e−st dt
0− 0−
Z +∞ Z +∞
= ebt log a e−st dt = e(b log a−s)t dt
0− 0−
 +∞
1
= e(b log a−s)t
(b log a − s) 0−

1
=
s − b log a

Laplace Transform 18 / 31
Some Laplace Transform Laplace Transform of derivative and integral of a function

First derivative Laplace Transform (1/2)

Theorem (First derivative Laplace Transform)

Let f (t) of exponential order with piecewise continuous first
derivative. The Laplace Transform of f 0 (t) becomes:

L f 0 (t) (s) = sfb(s) − f (0+ )



(assuming f (t) = 0 for t ≤ 0)

Proof: Let Re (s) > 0 and β > 0:

Z +∞ Z +∞
+∞
f 0 (t)e−st dt = f (t)e−st β + s f (t)e−st dt

β β
Z +∞
= −f (β)e−sβ + s f (t)e−st dt
β

Laplace Transform 19 / 31
Some Laplace Transform Laplace Transform of derivative and integral of a function

First derivative Laplace Transform (2/2)

and thus,
Z +∞ Z 0 Z +∞ 
0 −st 0 −st 0 −st
f (t)e dt = lim f (t)e dt + f (t)e dt
− β→0 − β
 Z +∞ 
= lim −f (β)e−sβ + s f (t)e−st dt + 0
β→0 β
Z +∞
= −f (0+ ) + s f (t)e−st dt
0+
R0 −st dt
from f (t) = 0 for t ≤ 0 it follows − f (t)e = 0 and
Z +∞
0
L f (t) (s) = −f (0+ ) + s f (t)e−st dt.

0−

Laplace Transform 20 / 31
Some Laplace Transform Laplace Transform of derivative and integral of a function

k-th derivative Laplace Transform

Theorem (k-th derivative Laplace Transform)

Let f (t) of exponential order up to k − 1-derivative and k-th
derivative piecewise continuous. Then Laplace Transform of k-th
derivative become:
n o k−1
X
L f (t) (s) = s f (s) −
(k) kb
si f (k−i−1) (0+ ).
i=0

(assuming f (t) = 0 for t ≤ 0)

Proof: Is similar to the proof for first derivative using k-times

integration by part.

Laplace Transform 21 / 31
Some Laplace Transform Laplace Transform of derivative and integral of a function

Laplace Transform of an integral

Theorem (Laplace Transform of an integral)

Let f (t) piecewise continuous and g(t) defined as
Z t
g(t) = f (z) dz
0

Laplace transform L {g(t)} (s) = gb(s) become:

1
gb(s) = fb(s).
s
Proof: Apply derivation rule for the function g(t) and observe that
g 0 (t) = f (t) and g(0) = 0.

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Other properties of Laplace Transform Asymptotic values

Initial and final value

Theorem (of the initial value)

Let f (t) of exponential order with piecewise continuous first
derivative, then:

f (0+ ) = lim sfb(s)

s→+∞
s∈ R
Proof: From theorem 1 with f 0 (t)

0 = lim L f 0 (t) (s) = lim sfb(s) − f (0+ )


s→+∞ s→+∞

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Other properties of Laplace Transform Asymptotic values

Theorem (of the final value)

Let f (t) of exponential order with piecewise continuous first
derivative, if the limit f (+∞) = limt→+∞ f (t) exists then:

f (+∞) = lim sfb(s)

s→0
s∈ R
Proof: Using Laplace Transform of f 0 (t)

lim L {f 0 (t)} (s) = lim+ sfb(s) − f (0+ )

s→0+ s→0
Z ∞ Z ∞
lim L {f 0 (t)} (s) = lim f 0 (t)e−st dt = f 0 (t) lim e−st dt
s→0+ s→0+ 0− 0− s→0+
Z ∞
= f 0 (t) dt = f (+∞) − f (0+ )
0−

Here we use Lebesgue’s dominated convergence theorem.

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Other properties of Laplace Transform

Moltiply by tn
dn b
L {tn f (t)} (s) = (−1)n f (s)
dsn
Division by t. Let g(t) = tf (t) then from the previous formula
d
L {f (t)} (s)
L {g(t)} (s) = −
ds
n o
d
that can be written as: ds L g(t)
t (s) = −b g (s) or better
  Z
g(t)
L (s) = − gb(s) ds + C = b
h(s)
t

Complex constant C must be chosen such that b h(s) satisfy

initial and final value theorem. Obviously limt→0+ g(t)/t must
exists and must be finite.

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Other properties of Laplace Transform Periodic function and convolution

Theorem (Periodic function Laplace Transform)

Let f (t + T ) = f (t) for t > 0 then
RT
f (t)e−st dt
L {f (t)} (s) = 0
1 − e−sT

Theorem (Laplace Transform of a convolution)

Let (f ? g)(t) defined as:
Z t
(f ? g)(t) = f (z)g(t − z) dz
0

then

L {f ? g} (s) = fb(s) gb(s)

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Laplace transform table Integral and derivative transform

Table 3
Z t
1b
f (z) dz f (s) 9
0 s

f 0 (t) sfb(s) − f (0+ ) 10

f 00 (t) s2 fb(s) − f 0 (0+ ) − sf (0+ ) 11

n−1
dn n
X
f (t) s fb(s) − sn−j−1 f (j) (0+ ) 12
dtn
j=0
dn b
tn f (t) (−1)n f (s) 13
dsn

(f ? g)(t) fb(s) gb(s) 14

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Laplace transform table Laplace Transform of some elementary functions

Table 4

s−a
eat cos ωt 15
(s − a)2 + ω 2
ω
eat sin ωt 16
(s − a)2 + ω 2
s−a
eat cosh ωt 17
(s − a)2 − ω 2
ω
eat sinh ωt 18
(s − a)2 − ω 2
n!
eat tn 19
(s − a)n+1
α−β
eαt − eβt 20
(s − α)(s − β)

Laplace Transform 28 / 31
Laplace Transform, exercise Periodic function Laplace Transform


0 t<0
1 f (t) =
n n≤t<n+1
(0 t<0
2 g(t) = +1 2n ≤ t < 2n + 1
−1 2n + 1 ≤ t < 2n + 2
(0 t<0
3 h(t) = t − 2n 2n ≤ t < 2n + 1
2n + 2 − t 2n + 1 ≤ t < 2n + 2
4 1,0

0,9

0,8

3
0,5
0,7

0,6

2 0,5

1 2 3 4
0,4
t

0,3

1
K
0,5
0,2

0,1

0 0

0 1 2 3 4
K
0 1 2 3 4 5 6

t 1,0 t

1 1 −1 es 1 es − 1
fb(s) = s ; gb(s) = ; h(s) = 2 s
b
(e − 1) s s es + 1 s e +1

Laplace Transform 29 / 31
Laplace Transform, exercise Periodic function Laplace Transform

1 f (t) = |sin(t)|
sin(t)
2 g(t) =
t
3 h(t) = sin(t)3
1,0 1,0 1,0

0,8
0,8

0,5

0,6

0,6

0,4 0

1 2 3 4 5 6 7 8 9
0,4
t

0,2

0,2
K
0,5

1 2 3 4 5 6 7 8 9

t
0

0 1 2 3 4

t
5 6 7 8 9
K
0,2 K
1,0

1 eπs + 1
fb(s) = ; gb(s) = arctan(s);
1 + s2 eπs − 1
6
h(s) = 2
b
(s + 1)(s2 + 9)

Laplace Transform 30 / 31
Riferimenti

References

Joel L. Schiff
The Laplace Transform, theory and applications
Springer-Verlag, 1999.
U. Graf
Applied Laplace Transforms and z-Transforms for Scientists
and Engineers
Birkhäuser, 2004.
Spiegel Murray R.
Laplace transforms
Schaum’s outline series, 1965.

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