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Basic Properties of Laplace Transform

The document provides an overview of the Laplace transform. It defines the Laplace transform and gives some basic properties including: 1) The Laplace transform of the sum of functions is equal to the sum of the individual Laplace transforms. 2) The Laplace transform of a constant multiplied by a function is equal to the constant multiplied by the function's Laplace transform. 3) For linearity, the Laplace transform of two functions added with constants is equal to the individual transforms added with the same constants. It also gives the Laplace transforms of some elementary functions such as 1, e^at, t, and t^n.

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0% found this document useful (0 votes)
149 views6 pages

Basic Properties of Laplace Transform

The document provides an overview of the Laplace transform. It defines the Laplace transform and gives some basic properties including: 1) The Laplace transform of the sum of functions is equal to the sum of the individual Laplace transforms. 2) The Laplace transform of a constant multiplied by a function is equal to the constant multiplied by the function's Laplace transform. 3) For linearity, the Laplace transform of two functions added with constants is equal to the individual transforms added with the same constants. It also gives the Laplace transforms of some elementary functions such as 1, e^at, t, and t^n.

Uploaded by

Avadhut Manage
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Laplace Transform

Laplace transform Basic properties of Laplace transform


1) Laplace transform of the sum or difference of time function is
Syllabus:- equal to the sum or difference of Laplace transform of the
Definition, transform of elementary functions, inverse transforms, individual time functions.
transform of derivations, differentiation and integration of 𝐿{𝑓1 (𝑡) + 𝑓2 (𝑡) + … … … … . +𝑓𝑛 (𝑡)}
transforms, solution of differential equations. Difference between = 𝐹1 (𝑠) + 𝐹2 (𝑠) + … … … + 𝐹𝑛 (𝑠)
Laplace and Fourier transform.

2) Laplace transform of product of constant and time function is


Laplace transform:- equal to product of constant and the Laplace transform of
the time function.
If 𝑓(𝑡) be the real valued function of ′𝑡′ . Then Laplace
transform of 𝑓(𝑡) denoted by 𝐿{𝑓(𝑡)} or 𝐹(𝑠) is defined by, 𝐿{𝑎 𝑓(𝑡)} = 𝑎 𝐹(𝑠)

𝐿{𝑓(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡


3) Linear property : If 𝐹1 (𝑠) and 𝐹2 (𝑠) be the Laplace transform
0
of 𝑓1 (𝑡) and 𝑓2 (𝑡) respectively. Then
Where 𝑠 may be real or complex number.
𝐿{𝑎1 𝑓1 (𝑡) + 𝑎2 𝑓2 (𝑡)} = 𝑎1 𝐹1 (𝑠) + 𝑎2 𝐹2 (𝑠)
Here 𝑓(𝑡) can be given by
Where 𝑎1 and 𝑎2 are constants.
𝑓(𝑡) = 𝐿−1 {𝐹(𝑠)}
Then 𝑓(𝑡) is called as inverse Laplace transform of 𝐹(𝑠).
4) First shifting property : 𝐿{𝑒 𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 − 𝑎)

1 𝑠
5) Change of scaling property : 𝐿{ 𝑓(𝑎𝑡)} = 𝑎 𝐹 (𝑎)

Page 1 of 6 Prof. Avadhut Surekha Prakash Manage,


D. M. S. Mandal’s Bhaurao Kakatkar College, Belgaum
Laplace Transform

∞ ∞
Laplace transform of elementary functions 𝑒 −𝑠𝑡 1
−𝑠𝑡
𝐿{1} = ∫ 𝑒 1 𝑑𝑡 = − [ ] = − [𝑒 −𝑠 𝑋 ∞ − 𝑒 −𝑠 𝑋 0 ]
𝑎 𝑠 0 𝑠
1) 𝐿{ 𝑎} = ; where 𝑎 is constant 0
𝑠

Soln :- 1 1
=− [0 − 1] =
∞ ∞ 𝑠 𝑠
−𝑠𝑡
𝑒 −𝑠𝑡 𝑎
𝐿{𝑎} = ∫ 𝑒 𝑎 𝑑𝑡 = −𝑎 [ ] = − [𝑒 −𝑠 𝑋 ∞ − 𝑒 −𝑠 𝑋 0 ]
𝑠 0 𝑠
0
1
𝑎 𝑎 4) 𝐿{ 𝑡} = 𝑠2
= − [0 − 1] =
𝑠 𝑠 Soln :-
∞ ∞
𝑡 1
1
2) 𝐿{ 𝑒 𝑎𝑡 } = 𝑠−𝑎 ; where 𝑎 is constant 𝐿{𝑡} = ∫ 𝑒 −𝑠𝑡 𝑡 𝑑𝑡 = − [𝑒 −𝑠𝑡 ]∞
0 + ∫𝑒
−𝑠𝑡
𝑑𝑡
𝑠 𝑠
0 0
Soln :- 𝑡 1
= − 𝑠 [𝑒 −𝑠 𝑋 ∞ − 𝑒 −𝑠 𝑋 0 ] − [𝑒 −𝑠𝑡 ]∞
0
∞ ∞ 𝑠2

𝑎𝑡 } −𝑠𝑡 𝑎𝑡 −(𝑠−𝑎)𝑡
𝑒 −(𝑠−𝑎)𝑡 𝑡 1
𝐿{𝑒 =∫𝑒 𝑒 𝑑𝑡 = ∫ 𝑒 𝑑𝑡 = − [ ] = − 𝑠 [0 − 1] − [0 − 1]
(𝑠 − 𝑎) 0 𝑠2
0 0
𝑡 1
1 1 = +
𝑠 𝑠2
=− [𝑒 −(𝑠−𝑎)𝑋 ∞ − 𝑒 −(𝑠−𝑎) 𝑋 0 ] = − [0 − 1]
(𝑠 − 𝑎) (𝑠 − 𝑎)
1 𝑛!
= 5) 𝐿{ 𝑡 𝑛 } = 𝑠𝑛+1
(𝑠 − 𝑎)
Soln :-
∞ ∞
1
3) 𝐿{ 1} = 1 𝑛
𝑠 𝐿{ 𝑡 𝑛 } = ∫ 𝑒 −𝑠𝑡 𝑡 𝑛 𝑑𝑡 = − [𝑡 𝑛 𝑒 −𝑠𝑡 ]∞
0 + ∫𝑒
−𝑠𝑡 𝑛−1
𝑡 𝑑𝑡
𝑠 𝑠
Soln :- 0 0

Page 2 of 6 Prof. Avadhut Surekha Prakash Manage,


D. M. S. Mandal’s Bhaurao Kakatkar College, Belgaum
Laplace Transform

∞ 𝑑𝑟
𝑛 Let = 𝑟 , dt= 𝑠
= 0 + ∫ 𝑒 −𝑠𝑡 𝑡 𝑛−1 𝑑𝑡
𝑠 ∞
0 𝑟 𝑛 𝑑𝑟
= ∫ 𝑒 −𝑟 ( )
𝑠 𝑠
∞ 0
𝑛 1 (𝑛 − 1) ∞ ∞
= + [− [𝑡 𝑛−1 𝑒 −𝑠𝑡 ]∞
0 + ∫ 𝑒 −𝑠𝑡 𝑡 𝑛−2 𝑑𝑡] 1 𝑛!
𝑠 𝑠 𝑠
0 = ∫ 𝑒 −𝑟 𝑟 𝑛 𝑑𝑟 = ∵ ∫ 𝑒 −𝑟 𝑟 𝑛 𝑑𝑟 = 𝑛!
𝑠 𝑛+1 𝑠 𝑛+1
∞ 0 0
𝑛 (𝑛 − 1)
= [0 + ∫ 𝑒 −𝑠𝑡 𝑡 𝑛−2 𝑑𝑡]
𝑠 𝑠
0 𝑎
6) 𝐿{sin 𝑎𝑡} = 𝑠2 + 𝑎2
∞ ∞
𝑛(𝑛 − 1) 𝑎
= ∫ 𝑒 −𝑠𝑡 𝑡 𝑛−2 𝑑𝑡 𝐿{sin 𝑎𝑡} = ∫ 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡 =
𝑠 𝑠2 + 𝑎2
0 0

… … … … … … …. ∞ 𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡
∫0 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡 can be found by substituting sin 𝑎𝑡 = 2𝑖
…………………

𝑛(𝑛 − 1)(𝑛 − 2) … … 1 𝑠
= ∫ 𝑒 −𝑠𝑡 𝑑𝑡 7) 𝐿{cos 𝑎𝑡} = 𝑠2 + 𝑎2
𝑠𝑛
0 ∞
𝑛! 1 𝑛!
𝑠
= 𝑠𝑛 = 𝑠𝑛+1 𝐿{sin 𝑎𝑡} = ∫ 𝑒 −𝑠𝑡 cos 𝑎𝑡 𝑑𝑡 =
𝑠 𝑠 2 + 𝑎2
0
Other method
∞ 𝑒 𝑖𝑎𝑡 + 𝑒 −𝑖𝑎𝑡
∞ ∫0 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡 can be found by substituting cos 𝑎𝑡 = 2
𝑛} −𝑠𝑡 𝑛
𝐿{ 𝑡 =∫𝑒 𝑡 𝑑𝑡
0

Page 3 of 6 Prof. Avadhut Surekha Prakash Manage,


D. M. S. Mandal’s Bhaurao Kakatkar College, Belgaum
Laplace Transform

Laplace transform of few other functions 1 𝑡 𝑛−1 1 𝑒 𝑎𝑡 𝑡 𝑛−1


3) 𝐿−1 {𝑠𝑛 } = (𝑛−1)! 4) 𝐿−1 {(𝑠−𝑎)𝑛} = (𝑛−1)!
𝑛!
1) 𝐿{𝑒 𝑎𝑡 𝑡 𝑛 } = (𝑠−𝑎)𝑛+1 1 1 𝑠
5) 𝐿−1 {𝑠2 +𝑎2 } = 𝑎 sin 𝑎𝑡 6) 𝐿−1 {𝑠2 +𝑎2 } = cos 𝑎𝑡

1 1 𝑠
𝑏
7) 𝐿−1 {𝑠2 −𝑎2 } = 𝑎 sinh 𝑎𝑡 8) 𝐿−1 {𝑠2 −𝑎2 } = cosh 𝑎𝑡
2) 𝐿{𝑒 𝑎𝑡 sin 𝑏𝑡} = (𝑠−𝑎)2 + 𝑏2
1 1 𝑠−𝑎
9) 𝐿−1 {(𝑠−𝑎)2 +𝑏2} = 𝑏 𝑒 𝑎𝑡 sin 𝑏𝑡 10) 𝐿−1 {(𝑠−𝑎)2 +𝑏2 } = 𝑒 𝑎𝑡 cos 𝑏𝑡
(𝑠−𝑎)
3) 𝐿{𝑒 𝑎𝑡 cos 𝑏𝑡} = (𝑠−𝑎)2 + 𝑏2 𝑠 1 1 1
11) 𝐿−1 {(𝑠2 +𝑎2 )2 } = 2𝑎 𝑡 sin 𝑎𝑡 12) 𝐿−1 {(𝑠2 +𝑎2 )2 } = 2𝑎3 (sin 𝑎𝑡 −
𝑎𝑡 cos 𝑎𝑡)
𝑏
4) 𝐿{𝑒 𝑎𝑡 sinh 𝑏𝑡} = (𝑠−𝑎)2 − 𝑏2
Complicated inverse Laplace transforms can be found by partial
fraction method.
(𝑠−𝑎)
5) 𝐿{𝑒 𝑎𝑡 cosh 𝑏𝑡} = (𝑠−𝑎)2 − 𝑏2
Laplace transform of a derivative
Let 𝑓′(𝑡) be the first derivative of 𝑓(𝑡). Then
Inverse Laplace transform
∞ ∞
−1 {𝑓(𝑡)}
If 𝐿{𝑓(𝑡)} or 𝐹(𝑠) is Laplace transform of𝑓(𝑡), then 𝐿 = 𝐹(𝑠). 𝐿{𝑓 ′ (𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓 ′ (𝑡)𝑑𝑡 = [𝑒 −𝑠𝑡 𝑓(𝑡)]∞
0 +𝑠∫ 𝑒
−𝑠𝑡
𝑓(𝑡)𝑑𝑡
Here 𝐿−1 is called inverse Laplace transform. 0 0

Basics Laplace inverse transforms


1 1 = [𝑒 −𝑠 𝑋 ∞ 𝑓(∞) − 𝑒 −𝑠 𝑋 0 𝑓(0)] + 𝑠𝐹(𝑠)
1) 𝐿−1 {𝑠 } =1 −1
2) 𝐿 {(𝑠−𝑎)} =𝑒 𝑎𝑡

= − 𝑓(0) + 𝑠 𝐹(𝑠)
Page 4 of 6 Prof. Avadhut Surekha Prakash Manage,
D. M. S. Mandal’s Bhaurao Kakatkar College, Belgaum
Laplace Transform

∞ ∞
= 𝑠 𝐹(𝑠) − 𝑓(0) 𝑑 −𝑠𝑡
= − ∫ 𝑓(𝑡)𝑡 𝑒 𝑑𝑡 = ∫ 𝑓(𝑡)𝑡 2 𝑒 −𝑠𝑡 𝑑𝑡 = 𝐿{(−𝑡)2 𝑓(𝑡)}
In general for 𝑛𝑡ℎ derivative is given by 𝑑𝑠
0 0
𝑛 𝑛 𝑛−1 𝑛−2 ′ (0) 𝑛 (0)
𝐿{𝑓 (𝑡)} = 𝑠 𝐹(𝑠) − 𝑠 𝑓(0) − 𝑠 𝑓 ……….𝑓 In general 𝑛𝑡ℎ derivative of 𝐹(𝑠) is
𝐹 𝑛 (𝑠) = 𝐿{(−𝑡)𝑛 𝑓(𝑡)}
Derivative of Laplace transform

Integration of Laplace transform
𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡

0
𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
Differentiating on both side wrt 𝑠, we get
0
∞ ∞
𝑑 𝑑 −𝑠𝑡 Integrating both side, we get
𝐹 ′ (𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡 = ∫ 𝑓(𝑡) (𝑒 ) 𝑑𝑡
𝑑𝑠 𝑑𝑠 ∞ ∞ ∞
0 0
∫ 𝐹 (𝑠) 𝑑𝑠 = ∫ (∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡) 𝑑𝑠
∞ 𝑠 𝑠 0
−𝑠𝑡
= ∫ 𝑓(𝑡) − 𝑡 𝑒 𝑑𝑡
0 ∞ ∞ ∞
1 −𝑠𝑡 ∞
𝐹 ′ (𝑠) = 𝐿{−𝑡𝑓(𝑡)} = ∫ (∫ 𝑒 −𝑠𝑡 𝑑𝑠) 𝑓(𝑡) 𝑑𝑡 = − ∫ [𝑒 ]𝑠 𝑓(𝑡) 𝑑𝑡
𝑡
0 𝑠 0
Differentiating on both side wrt 𝑠, we get

∞ 1 −𝑠𝑡 𝑓(𝑡)
𝑑 =∫ 𝑒 𝑓(𝑡) 𝑑𝑡 = 𝐿 { }
𝐹 ′′ (𝑠) = − ∫ 𝑓(𝑡)𝑡 𝑒 −𝑠𝑡 𝑑𝑡 𝑡 𝑡
𝑑𝑠 0
0 ∞
𝑓(𝑡)
∫ 𝐹 (𝑠) 𝑑𝑠 = 𝐿 { }
𝑡
𝑠
Page 5 of 6 Prof. Avadhut Surekha Prakash Manage,
D. M. S. Mandal’s Bhaurao Kakatkar College, Belgaum
Laplace Transform

Solution of differential equation Relation between Fourier and Laplace transform

Consider the second order differential equation 1 𝑓(𝑡)


𝐹{𝑓(𝑡)} = 𝐿{ }
√2𝜋 𝑒 −𝑠𝑡
𝑑2𝑦 𝑑𝑦
2
+𝑎 + 𝑏𝑦 = 𝑟(𝑡)
𝑑𝑡 𝑑𝑡
Difference between Fourier and Laplace transform
Using Laplace transform,
Sl. Fourier transform Laplace transform
𝐿{𝑓 𝑛 (𝑡)} = 𝑠 𝑛 𝐹(𝑠) − 𝑠 𝑛−1 𝑓(0) − 𝑠 𝑛−2 𝑓 ′ (0) … … … . 𝑓 𝑛 (0)
No.
∞ ∞
We get, 1 1
𝐹(𝜔) = ∫ 𝑒 −𝑖𝜔𝑡 𝑓(𝑡)𝑑𝑡 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
𝑠 2 𝑦(𝑠) − 𝑠 𝑦 (0) − 𝑦 ′ (0) + 𝑎[𝑠 𝑦(𝑠) − 𝑦 (0)] + 𝑏𝑦(𝑠) = 𝑅(𝑠) √2𝜋 −∞
0
2 Fourier transform needs Laplace transform doesn’t
(𝑠 2 + 𝑎𝑠 + 𝑏 )𝑦(𝑠) − (𝑠 + 𝑎)𝑦 (0) − 𝑦 ′ (0) = 𝑅(𝑠) Dirichlet conditions. need any conditions.
3 Fourier transform does a Laplace transform does a
(𝑠 2 + 𝑎𝑠 + 𝑏 )𝑦(𝑠) = (𝑠 + 𝑎)𝑦 (0) + 𝑦 ′ (0)
+ 𝑅(𝑠) complex transform on real real transform on complex
data. data.
(𝑠 + 𝑎)𝑦 (0) + 𝑦 ′ (0) 𝑅 (𝑠)
𝑦(𝑠) = + 4 Fourier transform converts Laplace converts time
(𝑠 2 + 𝑎𝑠 + 𝑏 ) (𝑠 2 + 𝑎𝑠 + 𝑏 )
time varying function in the varying function in the
frequency domain. integral domain.
(𝑠 + 𝑎)𝑦 (0) + 𝑦 ′ (0) 𝑅 (𝑠) 5 In Fourier transform, function In Laplace transform,
𝐿(𝑦) = 2
+ 2 can have finite number function should have
(𝑠 + 𝑎𝑠 + 𝑏 ) (𝑠 + 𝑎𝑠 + 𝑏 )
discontinuities in each period definite value over the
(𝑠 + 𝑎)𝑦 (0) + 𝑦 ′ (0) 𝑅 (𝑠) range.
𝑦 = 𝐿−1 [ 2
+ 2 ]
(𝑠 + 𝑎𝑠 + 𝑏 ) (𝑠 + 𝑎𝑠 + 𝑏 ) 6 Fourier transform is used in Laplace transform is used
communication system in control system.

Page 6 of 6 Prof. Avadhut Surekha Prakash Manage,


D. M. S. Mandal’s Bhaurao Kakatkar College, Belgaum

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