ECE600

Analytical Methods for Electrical and Computer

Engineering

Laplace Transform
(Part 1)

Dr. Albert Wasef

Department of Electrical and Computer Engineering
University of Waterloo, Waterloo, Ontario, Canada

Fall 2015 ECE. Dept.

Albert Wasef Fall 2015 1

Outline

1 Introduction

2 Laplace Transform

3 Solution of differential equations

4 Step and impulse functions

ECE. Dept.

Albert Wasef Fall 2015 2

Outline

1 Introduction

2 Laplace Transform

3 Solution of differential equations

4 Step and impulse functions

ECE. Dept.

Albert Wasef Fall 2015 3

Introduction

Laplace transform has a key role in the modern approach to the

analysis and design of engineering systems
A mathematical transformations, e.g., Laplace transform, is used
to simplify the solution of a problem.
Transformation is used to create a new domain in which it is easier
to handle the problem under consideration.
Once results have been obtained in the new domain, they can be
inverse-transformed to give the desired results in the original
domain.
Laplace transform is integral transform that transforms a function
f (t) of one variable t (time) into a function F (s) of another
variable s (complex frequency).
Laplace transform transforms differential equations in time domain
into algebraic equations in the frequency domain.
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Albert Wasef Fall 2015 4

Introduction

Laplace transform finds particular application in the field of signals

and linear system analysis.
If the system in the figure is linear and time-invariant, then the
output is related to the input by a linear differential equation, which
is amenable to solution using Laplace transform.

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Albert Wasef Fall 2015 5

Outline

1 Introduction

2 Laplace Transform

3 Solution of differential equations

4 Step and impulse functions

ECE. Dept.

Albert Wasef Fall 2015 6

Laplace Transform
Definition and notation
Z ∞ Z T
L {f (t)} = F (s) = e−st f (t) dt = lim e−st f (t) dt
0 T →∞ 0

Because the lower limit in the integral is zero, it follows that the
behavior of f (t) for negative values of t is ignored or suppressed.
Laplace transform is not suitable tool for investigating problems in
which values of f (t) for t < 0 are relevant.
A function f (t) is causal if f (t) = 0 ∀t < 0.
A function f (t) can be converted into a causal function by using
the Heaviside unit step function H(t), where


0 t<0
H(t) =
1 t≥0
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Albert Wasef Fall 2015 7

Laplace Transform
Usually H(t) is dropped and it is assumed that we are dealing with
causal functions.
Example: Determine the Laplace transform of the function f (t) = c,
where c is a constant.
Solution:
Z ∞ Z T
L {c} = e−st c dt = lim e−st c dt
0 T →∞ 0 
h iT
c −st c −sT
= lim − s e = s 1 − lim e
T →∞ 0 T →∞

Taking s = σ + jω, where σ and ω are real.

lim e−sT = lim e−(σ+jω)T = lim e−σT (cos(ωT ) − j sin(ωT ))

T →∞ T →∞ T →∞
Hence, a finite limit exists provided that σ = Re(s) > 0. Then,
c
L {c} = , Re(s) > 0
s
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Albert Wasef Fall 2015 8

Laplace Transform
Example: Determine the Laplace transform of the function f (t) = t
Solution:
Z ∞ Z T
L {t} = −st
e t dt = lim e−st t dt
0 T →∞ 0
−st T
h i −sT
= lim − st e−st − es2 = s12 − lim Ts e−sT − lim e s2
T →∞ 0 T →∞ T →∞

Following the same procedure as in the previous example, then

1
L {t} = , Re(s) > 0
s2
Example: Determine the Laplace transform of the function f (t) = ekt
Solution:
Z ∞ Z T
L {ekt } = e−st ekt dt = lim e−(s−k)t dt
0 T →∞
h iT 0 h i
−1 −(s−k)t
= lim s−k e 1
= s−k 1 − lim e−(s−k)t
T →∞ 0 T →∞
1
= s−k , Re(s) > k.
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Albert Wasef Fall 2015 9

Laplace Transform

Example: Determine the Laplace transforms of the functions

f (t) = sin(at), g(t) = cos(at), where a is a real constant.
Solution: Since ejat = cos(at) + j sin(at), then
f (t) = Im(ejat ) and g(t) = Re(ejat )

Since L {ekt } 1
= s−k , Re(s) > Re(k) (from the previous example)
s+ja
Then L {ejat } 1
= s−ja = s2 +a2
L {sin(at)} a
= Im(L {ejat }) = s2 +a2 , Re(s) > 0

L {cos(at)} jat
= Re(L {e }) = s2 +a s
2 , Re(s) > 0

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Albert Wasef Fall 2015 10

Existence of Laplace Transform
It is clear from the previous examples that the Laplace transform of a
function f (t) exists if and only if the improper integral in the definition
converges for at least some values of s.
Definition
A function f (t) is said to be of exponential order as t → ∞ if there
exists a real number σ and positive constants M and T such that
|f (t)| < M eσt ∀t>T

where we define the greatest lower bound σc of the set of the possible
values of the σ to be the abscissa of convergence of f (t). ECE. Dept.

Albert Wasef Fall 2015 11

Existence of Laplace Transform

If f (t) is a continuous function and is also of exponential order with

abscissa of convergence σc , so that
|f (t)| < M eσt , σ > σc
then taking T = 0, we have
Z ∞  Z ∞
−st
|e−st | |f (t)| dt
 
|F (s)| = 
 e f (t) dt ≤
0 0
writing s = σ + jω where σ and ω are real, since |e−jωt | = 1 we have
|e−st | = |e−σt ||e−jωt | = |e−σt | = e−σt
Z ∞ Z ∞
−σt
|F (s)| = e |f (t)| dt ≤ M e−σt eσd t dt, σd > σc
0 0
Z ∞
=M e−(σ−σd )t dt
0
The last integral is finite when σ = Re(s) > σd . Since σd can be chosen
such that σd > σc , we conclude that F (s) exists for σ > σc ECE. Dept.

Albert Wasef Fall 2015 12

Existence of Laplace Transform

Thus a continuous function f (t) of exponential order with abscissa of

convergence σc has a Laplace transform

L {f (t)} = F (s); Re(s) > σc

Theorem
If the causal function f (t) is piecewise-continuous on [0, ∞] and is of
exponential order with abscissa of convergence σc , then its Laplace
transform exists, with the region of convergence Re(s) > σc in the s
domain, that is Z ∞
L {f (t)} = F (s) = e−st f (t), Re(s) > σc
0

The conditions of this theorem are sufficient, but not necessary, for
ensuring the existence of the Laplace transform of a function. ECE. Dept.

Albert Wasef Fall 2015 13

Properties of Laplace Transform
The linearity property
If f (t) and g(t) are functions having Laplace transform and if α and β
are any constants then
L {αf (t) + βg(t)} = αL {f (t)} + βL {g(t)}

Proof:
Z ∞
L {αf (t) + βg(t)} = [αf (t) + βg(t)]e−st dt
Z0 ∞ Z ∞
= αf (t)e−st dt + βg(t)e−st dt
0Z ∞ 0Z ∞
=α −st
f (t)e dt + β g(t)e−st dt
0 0
= αL {f (t)} + βL {g(t)}

Consequently, the Laplace transform operator L is

a linear operator.
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Albert Wasef Fall 2015 14

Properties of Laplace Transform
Regarding the region of convergence, if f (t) and g(t) have abscissa of
convergence σf and σg , respectively, and σ1 > σf , σ2 > σg , then
|f (t)| < M1 eσ1 t , |g(t)| < M2 eσ2 t
It follows that
|αf (t) + βg(t)| ≤ |α| |f (t)| + |β| |g(t)| ≤ |α| M1 eσ1 t + |β| M2 eσ2 t
≤ (|α| M1 + |β| M2 )eσt , where σ = max(σ1 , σ2 ).
Example: Determine L {5 − 3t + 4 sin 2t − 6e4t }
Solution: Using the results from the previous examples,
L {5} = 5s , Re(s) > 0, L {t} = 1
s2
, Re(s) > 0
L {sin 2t} = s22+4 , Re(s) > 0, L {e4t } = 1
s−4 , Re(s) > 4
So, by linearity property,
L {5 − 3t + 4 sin 2t − 6e4t }
= L {5} − 3L {t} + 4L {sin 2t} − 6L {e4t }
= 5s − s32 + s28+4 − s−4
6
, Re(s) > max{0, 4}
= 5s − s32 + s28+4 − s−4
6
, Re(s) > 4
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Albert Wasef Fall 2015 15

Properties of Laplace Transform
The first shift theorem
If f (t) is a function having Laplace transform F (s) with Re(s) > σc ,
then the function eat f (t) also has a Laplace transform given by
L {eat f (t)} = F (s − a), Re(s) > σc + Re(a)

Proof:
Z ∞ Z ∞
L {eat f (t)} = eat f (t)e−st dt = f (t)e−(s−a)t dt
0 0
= F (s − a), Re(s − a) > σc or Re(s) > σc + Re(a)

In other words, the theorem states that the Laplace transform of

eat times a function f (t) equals the Laplace transform of the f (t)
itself with s replaced by s − a.
Alternatively, the above theorem can be expressed as follows:
L {eat f (t)} = [L {f (t)}]s→(s−a) = [F (s)]s→(s−a)
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Albert Wasef Fall 2015 16

Properties of Laplace Transform

Example: Determine L {e−3t sin 2t}

Solution:
since L {sin 2t} = F (s) = s22+4 , Re(s) > 0
then L {e−3t sin 2t} = F (s + 3) = (s+3)2 2 +4 , Re(s) > 0 − 3
2
= s2 +6s+13 , Re(s) > −3

ECE. Dept.

Albert Wasef Fall 2015 17

Properties of Laplace Transform
Derivative of transform theorem
If f (t) is a function having Laplace transform F (s) = L {f (t)} with
Re(s) > σc , then the functions tn f (t) (n = 1, 2, · · · ) also has a Laplace
transforms given by

dn F (s)
L {tn f (t)} = (−1)n , Re(s) > σc
dsn
Proof: Z ∞
By definition, L {f (t)} = F (s) = e−st f (t) dt
0
Z ∞
n n
so that d dsFn(s) = ds
d
n e−st f (t) dt
Z ∞0
∂ n −st
= ∂sn [e f (t) dt]
0 Z ∞
= (−1)n e−st tn f (t) dt
0
= (−1)n L { tn f (t)}, Re(s) > σc ECE. Dept.

Albert Wasef Fall 2015 18

Properties of Laplace Transform

Example: Determine L {t sin 3t}

Solution:
Since L {sin 3t} = F (s) = s23+9 , Re(s) > 0
then L {t sin 3t} = − dFds(s) = (s26s
+9)2
, Re(s) > 0

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Properties of Laplace Transform

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The inverse Laplace transform

Definition
The symbol L −1 {F (s)} denotes a causal function f (t) whose Laplace
transform is F (s); that is

if L {f (t)} = F (s) then f (t) = L −1 {F (s)}

where f (t) is the inverse Laplace transform of F (s) and L −1 is the
inverse Laplace transform operator.

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Albert Wasef Fall 2015 21

The inverse Laplace transform

The most obvious way of finding the inverse transform of the

function F (s) is to make use of a table of transforms.
We need to determine the inverse transform of a rational function
of the form p(s)/q(s), where p(s) and q(s) are polynomials in s.
In such cases, the procedures are first to resolve the function into
partial fractions and then use the table of transforms.

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Albert Wasef Fall 2015 22

The inverse Laplace transform
n o
Example: Determine L −1 s2 (s s+1
2 +9)

Solution: Resolving into partial fractions gives

1 1 1 1
s+1 1 s+1 1 s 1 3
sn+ s2 − 9os2 +9 = s + s2
= − −
9 9 9 9
s2 (s2 +9) 9 s2 +32 27 s2 +32
Then, L −1 s2 (s
s+1
2 +9) = 19 + 91 t − 19 cos 3t − 1
27 sin 3t
n o
Example: Determine L −1 (s+2) 1
2
1
1
Solution: (s+2)2 = s2 s→(s+2)
n o
Using the shift theorem, L −1 (s+2) 1
2 = te−2t
n o
Example: Determine L −1 s2 +2s+5 s+7

Solution: s+7 s+7

s2 +2s+5
= (s+1) 2 +4

= (s+1)2 +4 + 3 (s+1)2 2 +4
s+1
h i h i
s 2
= s2 +2 2 + 3 s2 +22
s→(s+1) s→(s+1)
n o
Using the shift theorem, L −1 s+7
s2 +2s+5
= e−t cos 2t + 3e−t sin 2t
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Albert Wasef Fall 2015 23

Outline

1 Introduction

2 Laplace Transform

3 Solution of differential equations

4 Step and impulse functions

ECE. Dept.

Albert Wasef Fall 2015 24

TransformZ of derivatives
n o ∞
df
L dt = e−st df
dt dt
0
Integrating by parts, we have
Z ∞
n o  ∞
df
L dt = e f (t) 0 + s
−st e−st f (t) dt = −f (0) + sF (s)
0
n o
df
L dt = sF (s) − f (0)

similarly,
n o Z ∞ h i∞ Z ∞
d2 f 2
L dt2
= e−st ddt2f −st
dt = e dt df
+s e−st df
dt dt
0h i n o 0 h i0
df
=− dt t=0 + sL dfdt = − df dt + s[sF (s) − f (0)]
t=0

n o h i
d2 f df
L dt2
= s2 F (s) − sf (0) − dt t=0 = s2 F (s) − sf (0) − f (1) (0)
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Albert Wasef Fall 2015 25

Transform of derivatives

Which can be extended to the nth derivative of f (t) as follows

n n o
L f (n) (t) = L ddtnf


= sn F (s) − sn−1 f (0) − sn−2 f (1) (0) − · · · − f (n−1) (0)

Xn
n
= s F (s) − sn−i f (i−1) (0)
i=1

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Albert Wasef Fall 2015 26

Transform of integralsZ t
Consider a function g(t) = f (τ ) dτ and g(0) = 0
0
dg
Then, we have dt = f (t)
n o
Taking Laplace transform, L dg dt = L {f (t)}
Substituting from the previously obtained Laplace transform of
derivatives, we get
sG(s) = F (s) or L {g(t)} = G(s) = 1s F (s) = 1s L {f (t)}

t
(Z )
1 1
L = L {f (t)} = F (s)
f (τ ) dτ
0
s s
Z t 
Example: Determine L (τ 3 + sin 2τ ) dτ
0
Solution: In this case f (t) = (t3 + sin 2t), then we have
F (s) = s64 + s22+4
Z t 
then, L (τ 3 + sin 2τ ) dτ = 1s F (s) = s65 + s(s22+4) ECE. Dept.
0
Albert Wasef Fall 2015 27
Ordinary differential equations

Consider the general second order linear differential equation

d2 x dx
a 2
+b + cx = u(t) (t ≥ 0)
dt dt
subject to the initial conditions x(0) = x◦ , ẋ = v◦ where the dot
denotes differentiation with respect to time.
Since the differential equation is linear and has constant
coefficients, a system characterized by such an equation is said to
be a linear time-invariant system, where x(t) is the system output
(response) and u(t) is the system input (forcing or excitation).
A solution for this differential equation can be found by applying
the Laplace transform, separating X(s) in one side of the
equation, and finding the inverse Laplace transform to find the
solution x(t) in the time domain.
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Albert Wasef Fall 2015 28

Ordinary differential equations
Example: Solve the differential equation
d2 x dx
+5 + 6x = 2e−t (t ≥ 0)
dt2 dt
subject to the initial conditions x(0) = 1, ẋ(0) = 0
Solution:
n 2 o Taking the Laplace transforms
L dt2 + 5L dt + 6L {x} = 2L e−t
d x
 dx 

2
[s2 X(s) − sx(0) − ẋ(0)] + 5[sX(s) − x(0)] + 6X(s) = s+1
2
(s2 + 5s + 6)X(s) = s+1 + (s + 5)x(0) + ẋ(0)
substituting with the initial conditions x(0) = 1, ẋ(0) = 0
2
(s2 + 5s + 6)X(s) = s+1 +s+5
2 s+5
X(s) = (s+1)(s+2)(s+3) + (s+3)(s+2)
Resolving into partial fractions
1 2 1 3 2
X(S) = s+1 − s+2 + s+3 + s+2 − s+3

1 1 1
= s+1 + s+2 − s+3 ECE. Dept.

Albert Wasef Fall 2015 29

Ordinary differential equations

taking the inverse transform

x(t) = e−t + e−2t − e−3t (t ≥ 0)
Remarks:
A distinct advantage of using Laplace transform is that it replaces
the operation of differentiation by an algebraic operation.
The Laplace transform method yields the complete solution to the
linear differential equation with the initial conditions automatically
included thus simplifying the solution compared to the classical
approach.
The Laplace transform method is ideally suited for solving initial
value problems, that is, linear differential equations in which all the
the initial the conditions x(0), ẋ(0), and so on, at time t = 0 are
specified.

ECE. Dept.

Albert Wasef Fall 2015 30

Simultaneous differential equations
Example: Solve for t ≥ 0 the simultaneous first-order differential
equations
dx dy −t
dt + dt + 5x + 3y = e
dx dy
2 dt + dt + x + y = 3
subject to the initial conditions x = 2 and y = 1 at t = 0
Solution: Taking the Laplace transform, we get
1
sX(s) − x(0) + sY (s) − y(0) + 5X(s) + 3Y (s) = s+1
3
2[sX(s) − x(0)] + sY (s) − y(0) + X(s) + Y (s) = s
Rearranging and substituting with the initial conditions, we get
1
(s + 5)X(s) + (s + 3)Y (s) = 3 + s+1 = 3s+4
s+1
(2s + 1)X(s) + (s + 1)Y (s) = 5 + 3s = 5s+3
s

Solving for X(s)

9 11 25
2s2 + 14s + 9
X(s) = =−2 − 6 + 3
s(s + 2)(s − 1) s s+2 s−1
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Albert Wasef Fall 2015 31

Simultaneous differential equations

Taking the inverse transform

9 11 25
x(t) = − − e−2t + et (t ≥ 0)
2 6 3
Solving for Y (s)
15 1 11 25
s3 − 22s2 − 39s − 15
Y (s) = = 2 + 2 + 2 − 2
s(s + 1)(s + 2)(s − 1) s s+1 s+2 s−1

Taking the inverse transform

15 1 −t 11 −2t 25 t
y(t) = + e + e − e (t ≥ 0)
2 2 2 2

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Outline

1 Introduction

2 Laplace Transform

3 Solution of differential equations

4 Step and impulse functions

ECE. Dept.

Albert Wasef Fall 2015 33

The Heaviside step function

We considered linear differential equation in which the forcing

function were continuous. In many engineering applications, the
forcing function may be discontinuous functions.
In order to accommodate such discontinuous functions, we use
the Heaviside unit step function (or simply the unit step function)
H(t) defined by


0 (t < 0)
H(t) =
1 (t ≥ 0)

The unit step function at

t=a

0 (t < a)
H(t−a) =
1 (t ≥ a)
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Albert Wasef Fall 2015 34

The Heaviside step function

The product function f (t)H(t − a) takes the values


0 (t < a)
f (t)H(t − a) =
f (t) (t ≥ a)

The function H(t − a) may be interpreted as a device for

‘switching on’ the function f (t) at t = a.
The unit step function may be used to write a concise formulation
of piecewise- continuous functions.
Consider f (t) defined by

 f1 (t) (0 ≤ t < t1 )
f (t) = f2 (t) (t1 ≤ t < t2 )
f3 (t) (t ≥ t2 )


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Albert Wasef Fall 2015 35

The Heaviside step function

To construct this function f (t), we could use the following switching

operations:
1 switch on the function f1 (t) at t = 0;
2 switch on the function f2 (t) at t = t1 and at the same time switch
off the function f1 (t);
3 switch on the function f3 (t) at t = t2 and at the same time switch
off the function f2 (t).
Thus, the function f (t) may be expressed as

f (t) = f1 (t)H(t) + [f2 (t) − f1 (t)]H(t − t1 ) + [f3 (t) − f2 (t)]H(t − t2 )

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Albert Wasef Fall 2015 36

The Heaviside step function
Alternatively, f (t) may be constructed using the top hat function

1 (a ≤ t < b)
H(t − a) − H(t − b) =
0 otherwise

Using this approach, f (t) may be expressed as follows:

f (t) = f1 (t)[H(t)−H(t−t1 )]+f2 (t)[H(t−t1 )−H(t−t2 )]+f3 (t)H(t−t2 )

which will lead to the same expression in the previous slide.

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Albert Wasef Fall 2015 37

Laplace transform of unit step function

The Laplace transform of the unit step function H(t − a), a ≥ 0 is given
by
Z ∞ Z a Z ∞
L {H(t − a)} = −st
H(t − a)e dt = −st
0e dt + 1e−st dt
h 0−st i∞ −as
0 a
= e−s = es
a

e−as
L {H(t − a)} = (a ≥ 0)
s
in case a = 0, then
1
L {H(t)} =
s

ECE. Dept.

Albert Wasef Fall 2015 38

The Heaviside step function
Example: Determine the Laplace transform of the piecewise-constant
function f (t) shown in figure.

Solution: The function f (t) can be expressed as:

f (t) = 1H(t − 1) + (3 − 1)H(t − 3) + (2 − 3)H(t − 5) + (0 − 2)H(t − 6)
f (t) = 1H(t − 1) + 2H(t − 3) − 1H(t − 5) − 2H(t − 6)
Taking Laplace transforms
L {f (t)} = 1L {H(t − 1)} + 2L {H(t − 3)} − 1L {H(t − 5)}
−2L {H(t − 6)}
−s −3s −5s −6s
L {f (t)} = e s + 2 e s − 1 e s − 2 e s
L {f (t)} = 1s e−s + 2e−3s − e−5s − 2e−6s


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Albert Wasef Fall 2015 39

References

G. James, “Advanced Modern Engineering Mathematics,” 4th

edition, Prentice Hall, 2011.
G. James, “Modern Engineering Mathematics,” 4th edition,
Prentice Hall, 2010.

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Albert Wasef Fall 2015 40