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Laplace Transform

BIOE 4200

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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

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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

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What are Laplace transforms?

F(s) L{f ( t )} f ( t )e st dt
0
j

1
1
st
f ( t ) L {F(s)}
F
(
s
)
e
ds

2j 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
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Evaluating F(s) = L{f(t)}

let

Hard Way do the integral

f (t) 1

1
1
F(s) e st dt (0 1)
s
s
0

let

f ( t ) e at

F(s) e at e st dt e (s a ) t dt

let

1
sa

f ( t ) sin t

F(s) e st sin( t )dt

0
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Integrate by parts

Evaluating F(s)=L{f(t)}- Hard Way

udv uv vdu

remember
let

u e st , du se st dt
dv sin( t )dt, v cos( t )

st
st
e sin( t )dt [e cos( t ) ] s e st cos( t )dt
0

e (1) s e st cos( t )dt

st

se

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e sin( t ) ] s e sin( t )dt e
0

st
e
sin( t )dt

0
st

st
e
sin( t )dt

e st cos( t )dt

sin( t )dt 1 s

(1 s 2 ) e st sin( t )dt 1

u e st , du se st dt
dv cos( t )dt, v sin( t )

st

st

let

Substituting, we get:

st

(0) s e sin( t )dt

0

st

1
1 s2

It only gets worse

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

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Table of selected Laplace

Transforms
1
f ( t ) u ( t ) F(s)
s
1
f ( t ) e u ( t ) F(s)
sa
at

s
f ( t ) cos( t )u ( t ) F(s) 2
s 1
1
f ( t ) sin( t )u ( t ) F(s) 2
s 1

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More transforms
n!
f ( t ) t u ( t ) F(s) n 1
s
n

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
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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
0

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st

Properties of Laplace Transforms

Linearity
Scaling in time
Time shift
frequency or s-plane shift
Multiplication by tn
Integration
Differentiation

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Properties: Linearity

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

Example : L{sinh( t )}

Proof :

1 t 1 t
y{ e e }
2
2
1
1
L{e t } L{e t }
2
2
1 1
1
(

)
2 s 1 s 1
1 (s 1) (s 1)
1
(
)

2
s2 1
s2 1

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L{c1f1 ( t ) c 2 f 2 ( t )}

st
[
c
f
(
t
)

c
f
(
t
)]
e
dt
2 2
11
0

c1 f1 ( t )e st dt c 2 f 2 ( t )e st dt
c1F1 (s) c 2 F2 (s)

Properties: Scaling in Time

1 s
L{f (at )} F( )
a a
Example : L{sin( t )}
1
1
(
1)
2
s
( )

1
2
( 2
)
2
s

s 2 2

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Proof :

L{f (at )}

st
f
(
at
)
e
dt

let

u at , t

u
1
, dt du
a
a
s

( ) u
1
f (u )e a du

a0

1 s
F( )
a a

Properties: Time Shift

L{f ( t t 0 )u ( t t 0 )} e
a ( t 10)
u ( t 10)}
Example : L{e
e 10s
sa

Proof :

st 0

F(s)

L{f ( t t 0 )u ( t t 0 )}

st
f
(
t

t
)
u
(
t

t
)
e
dt
0
0

st
f
(
t

t
)
e
dt
0

t0

let

u t t0, t u t0
t0

s ( u t 0 )
f
(
u
)
e
du

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st 0

st 0
su
f
(
u
)
e
du

e
F(s)

Properties: S-plane (frequency)

shift
at

L{e f (t )} F(s a )
Example : L{e at sin( t )}

(s a ) 2 2

Proof :

L{e at f ( t )}

at
st
e
f
(
t
)
e
dt

( s a ) t
f
(
t
)
e
dt

F(s a )

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Properties: Multiplication by tn
n
n
n d
L{t f ( t )} (1)
F
(
s
)
n
ds
Example :

Proof :

L{t n u ( t )}
(1) n

L{t n f ( t )} t n f ( t )e st dt
0

d 1
( )
n
ds s

n!
s n 1

n st
f
(
t
)
t
e dt

(1) n f ( t ) n e st dt
s
0

n
n
st
n
(1)
f ( t )e dt (1)
F(s)
n
n
s 0
s
n

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The D Operator
1.

2.

Differentiation shorthand

Integration shorthand
t

if

g( t ) f ( t )dt

then

Dg ( t ) f ( t )

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df ( t )
Df ( t )
dt
d2
2
D f (t) 2 f (t)
dt

if g( t ) f ( t )dt
a
1
then g( t ) D a f ( t )

Properties: Integrals

F(s)
L{D f ( t )}
s
1
0

Proof :

g ( t ) D 01f ( t )

L{sin( t )} g ( t )e st dt

Example : L{D 01 cos( t )}

let u g( t ), du f ( t )dt

1
s
1
( )( 2 ) 2
s s 1 s 1
L{sin( t )}

1
dv e st dt , v e st
s
1
1
F(s)
st
st
[ g( t )e ]0 f ( t )e dt
s
s
s
t

g( t ) f ( t )dt If t=0, g(t)=0

0

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for (t ) f (t )e st dt so
0
f (t )dt g (t ) slower than e st 0

Properties: Derivatives
(this is the big one)

L{Df (t )} sF(s) f (0 )
Example : L{D cos( t )}
s2

f
(
0
)
2
s 1
s2
1
2
s 1
s 2 (s 2 1)
s2 1
1
L{ sin( t )}
2
s 1

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Proof :

let

d
f ( t )e st dt
dt
0

L{Df ( t )}

u e st , du se st
d
dv f ( t )dt , v f ( t )
dt

[e st f ( t )]0 s f ( t )e st dt
0

f (0 ) sF(s)

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

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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!

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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)

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Relevant Book Sections

Modeling - 2.2
Linear Systems - 2.3, page 38 only
Laplace - 2.4
Transfer functions 2.5 thru ex 2.4

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