Laplace Transform

BIOE 4200
 Why use Laplace Transforms?
 Find solution to differential equation
using algebra
 Relationship to Fourier Transform
allows easy way to characterize
systems
 No need for convolution of input and
differential equation solution
 Useful with multiple processes in
system
 How to use Laplace
 Find differential equations that describe
system
 Obtain Laplace transform
 Perform algebra to solve for output or
variable of interest
 Apply inverse transform to find solution
 What are Laplace transforms?

F(s)  L{f ( t )}   f ( t )e st dt
0
  j
1

1
f ( t )  L {F(s)}  F (s ) e st
ds
2j  j

 t is real, s is complex!
 Inverse requires complex analysis to solve
 Note “transform”: f(t)  F(s), where t is integrated
and s is variable
 Conversely F(s)  f(t), t is variable and s is
integrated
 Assumes f(t) = 0 for all t < 0
 Evaluating F(s) = L{f(t)}
 Hard Way – do the integral

let f (t)  1

1 1
F(s)   e st dt   (0  1) 
0
s s
let f ( t )  e at
 
1
F(s)   e at e st dt   e (s  a ) t dt 
0 0
sa
let f ( t )  sin t

F(s)   e st sin( t )dt Integrate by parts
0
 Evaluating F(s)=L{f(t)}- Hard Way
remember  udv  uv   vdu
let u  e st , du  se st dt
 dv  sin( t )dt, v   cos( t )  Substituting, we get:

  e sin( t )dt  [e cos( t ) ]  s  e st cos( t )dt 
st st
 

 se  sin( t )dt 
st st
sin( t )dt  1  s
0 2
0 0 e

 e (1)  s  e st cos( t )dt
st 0 0

(1  s 2 )  e st sin( t )dt 1
0

let u  e st , du  se st dt 0

dv  cos( t )dt, v  sin( t ) 
1
 sin( t )dt 
 st
e
  e st cos( t )dt  0
1  s2
0


  It only gets worse…
[e sin( t ) ]  s  e sin( t )dt  e (0)  s  e sin( t )dt
st st st st
0
0 0
 Evaluating F(s) = L{f(t)}
 This is the easy way ...
 Recognize a few different transforms
 See table 2.3 on page 42 in textbook
 Or see handout ....
 Learn a few different properties
 Do a little math
Table of selected Laplace
Transforms
1
f ( t )  u ( t )  F(s) 
s
 at 1
f ( t )  e u ( t )  F(s) 
sa
s
f ( t )  cos( t )u ( t )  F(s)  2
s 1
1
f ( t )  sin( t )u ( t )  F(s)  2
s 1
 More transforms
n!
f ( t )  t u ( t )  F(s)  n 1
n

s
0! 1
n  0, f ( t )  u ( t )  F(s)  1 
s s
1!
n  1, f ( t )  tu ( t )  F(s)  2
s
5! 120
n  5, f ( t )  t 5 u ( t )  F(s)  6  6
s s

f ( t )  ( t )  F(s)  1
Note on step functions in Laplace
 Unit step function definition:
u ( t )  1, t  0
u ( t )  0, t  0

 Used in conjunction with f(t)  f(t)u(t)

because of Laplace integral limits:

L{f ( t )}   f ( t )e dt st

0
Properties of Laplace Transforms
 Linearity
 Scaling in time
 Time shift
 “frequency” or s-plane shift
 Multiplication by tn
 Integration
 Differentiation
 Properties: Linearity

L{c1f1 (t )  c2f 2 (t )}  c1F1 (s)  c2 F2 (s)

Example : L{sinh( t )}  Proof : L{c1f1 ( t )  c 2 f 2 ( t )} 

1 t 1 t
 11
st
y{ e  e }  [ c f ( t ) c f
2 2 ( t )]e dt 
2 2 0
1 1  
L{e t }  L{e  t }  c1  f1 ( t )e st dt  c 2  f 2 ( t )e st dt 
2 2
0 0
1 1 1
(  ) c1F1 (s)  c 2 F2 (s)
2 s 1 s 1
1 (s  1)  (s  1) 1
( ) 
2 s2 1 s2 1
 Properties: Scaling in Time
1 s
L{f (at )}  F( )
a a
Example : L{sin( t )} Proof : L{f (at )} 
1 1 
(  1) 

st
 ( ) s 2 f ( at ) e dt 
 0

1 2 u 1
( 2 ) let u  at , t  , dt  du
 s  2
a a
 
s
a
1 ( ) u
s 2  2
a0 f (u )e a du 

1 s
F( )
a a
 Properties: Time Shift
 st 0
L{f ( t  t 0 )u ( t  t 0 )}  e F(s)
 a ( t 10) L{f ( t  t 0 )u ( t  t 0 )} 
Example : L{e u ( t  10)}  Proof : 
e 10s  f ( t  t 0 ) u ( t  t 0 ) e  st
dt 
sa 0



 st
f ( t  t 0 ) e dt 
t0

let u  t  t0, t  u  t0
t0


s ( u  t 0 )
f ( u ) e du 
0



 st 0  su st 0
e f ( u ) e du e F(s)
0
 Properties: S-plane (frequency)
shift
 at
L{e f (t )}  F(s  a )
Example : L{e  at sin( t )}  Proof : L{e  at f ( t )} 



 at st
e f ( t ) e dt 
(s  a ) 2  2 0



(s  a ) t
f ( t ) e dt 
0

F(s  a )
 Properties: Multiplication by tn
n
n d
L{t f ( t )}  (1)
n
n
F(s )
ds
Example : Proof :


L{t n u ( t )}  L{t n f ( t )}   t n f ( t )e st dt 

n 0
d 1
(1) n ( ) 


n st
n
ds s f ( t ) t e dt 
n! 0

s n 1  n
(1) n  f ( t ) n e st dt 
0
s

n n 
n

n 
st
(1) n
f ( t )e dt (1) F(s)
s 0 s n
 The “D” Operator
1. Differentiation shorthand
df ( t )
Df ( t ) 
dt
d2
D f (t)  2 f (t)
2

2. Integration shorthand dt

t t

if g( t )   f ( t )dt if g( t )   f ( t )dt
 a
1
then Dg ( t )  f ( t ) then g( t )  D a f ( t )
 Properties: Integrals

1 F(s)
L{D f ( t )} 
0 Proof :
g( t )  D 01f ( t )

s L{sin( t )}   g( t )e st dt
Example : L{D 01 cos( t )}  0

1 s 1 let u  g( t ), du  f ( t )dt
( )( 2 )  2
s s 1 s 1 1
dv  e st dt , v   e st
L{sin( t )} s
1 1 F(s)
 [ g( t )e ]0   f ( t )e dt 
st  st

s s s
t
g( t )   f ( t )dt If t=0, g(t)=0
0 


for (t  )   f (t )e st dt   so
 f (t )dt  g (t )   slower than e st  0
0

0
 Properties: Derivatives
(this is the big one)

L{Df (t )}  sF(s)  f (0 )

Example : L{D cos( t )}  Proof : d
L{Df ( t )}   f ( t )e st dt
s2 0
dt

 f ( 0 )
s 1
2
u  e st , du  se st
s2 let d
1  dv  f ( t )dt , v  f ( t )
s 1
2
dt
s 2  (s 2  1) 
[e st f ( t )]0  s  f ( t )e st dt 
s2  1 0
1
 L{ sin( t )}  f (0  )  sF(s)
s 1
2
  
Difference in f (0 ), f (0 ) & f (0)
 The values are only different if f(t) is not
continuous @ t=0
 Example of discontinuous function: u(t)

f (0  )  lim u ( t )  0
t 0

f (0  )  lim u ( t )  1
t 0

f (0)  u (0)  1
 Properties: Nth order derivatives

L{D f (t )}  ?
2

let g( t )  Df ( t ), g(0)  Df (0)  f ' (0)

 L{D 2 g( t )}  sG (s)  g(0)  sL{Df ( t )}  f ' (0)
 s(sF(s)  f (0))  f ' (0)  s 2 F(s)  sF(0)  f ' (0)

L{Dn f (t )}  s n F(s)  s ( n 1) f (0)  s( n 2) f ' (0)    sf ( n 2)' (0)  f ( n 1)' (0)

NOTE: to take L{D n f ( t )}

you need the value @ t=0 for
Dn 1f (t ), Dn 2f (t ),...Df (t ), f (t )  called initial conditions!
We will use this to solve differential equations!
 Properties: Nth order derivatives
Start with L{Df ( t )}  sF(s)  f (0)
Now apply again L{D2f (t )}
let g( t )  Df ( t ) and Dg ( t )  D 2f ( t )
then L{Dg ( t )}  sG (s)  g(0)
remember g( t )  Df ( t )
 g(0)  f ' (0)
G (s)  L{g( t )}  L{Df ( t )}  sF(s)  f (0)
 L{Dg (t )}  sG(s)  g(0)  s[sF(s)  f (0)]  f ' (0)  s 2 F(s)  sf (0)  f ' (0)
Can repeat for D3f (t ), D4f (t ), etc.

L{Dn f (t )}  s n F(s)  s ( n 1) f (0)  s( n 2) f ' (0)    sf ( n 2)' (0)  f ( n 1)' (0)
 Relevant Book Sections
 Modeling - 2.2
 Linear Systems - 2.3, page 38 only
 Laplace - 2.4
 Transfer functions – 2.5 thru ex 2.4