Laplace transform
Given a function, f (t), the Laplace Transform, denoted
L{f (t)}(s), is defined by
Z ∞
e −ts f (t) dt,
L{f }(s) =
0
where the domain is all values of s for which the integral exists.
We will almost always use the standard notation
L{f (t)}(s) = F (s) to denote the Laplace transform of f (t). So
lower-case letters will correspond to functions of t and upper-case
functions will be the corresponding laplace transform. Example
Find the Laplace transform of the following functions.
1. 1
2. e αt
3. t
4. t 2
5. t 3
6. sin(βt)
7. cos(βt) Existence of the Laplace Transform
A function f (t) is said to be piecewise continuous on a finite
interval [a, b] if f (t) is continuous at every point of [a, b], except
possibly for a finite number of points at which f (t) has a jump
discontinuity. A function f (t) is said to be piecewise continuous on
[0, ∞) if f (t) is piecewise continuous on [0, N] for all N > 0.
A function f (t) is said to be of exponential order α if there exist
positive constants T and M such that
|f (t)| ≤ Me αt
for all t ≥ T . Conditions for Existence of the Laplace Transform
If f (t) is piecewise continuous on [0, ∞) and of exponential order
α, then L{f }(s) exists for s > α. Example
Discuss whether the following functions are of exponential order.
1. t 3 sin(t)
2. 100e 49t
2
3. sin(e t ) + e sin(t)
4. e t
3 Brief Table of Laplace Transforms
f (t)
F (s)
1
1
s, s > 0
1
s−α , s > α
n!
,s>0
s n+1
n!
,s>α
(s−α)n+1
β
,s>α
(s−α)2 +β 2
s−α
,s>α
(s−α)2 +β 2
e αt
t n , n = 1, 2, 3, . . .
e αt t n , n = 1, 2, 3, . . .
e αt sin(βt)
e αt cos(βt) Property 1: Linearity of the Transform
Let f (t), f1 (t), and f2 (t) be functions whose Laplace transforms
exist for s > α and let c be a constant. Then, for s > α,
1. L{f1 + f2 } = L{f1 } + L{f2 }
2. L{cf } = cL{f } Example
Let f (t) = 11 + 5e 4t − 6 sin(t). Find L{f }(s). Property 2: Limits of Laplace Transforms
Let f (t) be a function whose Laplace Transform exists for s > α.
Then,
Z ∞
e −st f (t) dt
lim
lim L{f (t)}(s) =
s→∞ 0
s→∞
Z ∞
≤ lim
e −st f (t) dt
s→∞ 0
Z ∞
≤ lim
Me −(s−α)t dt
s→∞ 0
M
s→∞ s − α
= 0,
=
and, thus, lim L{f (t)}(s) = 0.
s→∞
lim
Section 8.1: Basic Table of Laplace Transforms.pdf
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