5  L22: Intro to Laplace Transform, part II (8.1)

5.1 Definition and basic Properties of LT

Definition

\[\mathscr{L}\{f(t)\}=F(s)=\int_0^\infty e^{-st} f(t)\,dt\]

5.1.1 Example

Example

\[\mathscr{L}\{e^{at}\}=\]

\[\mathscr{L}\{e^{at}\}=\int_0^\infty e^{-st}e^{at}\,dt\]

\[\mathscr{L}\{e^{at}\}=\int_0^\infty e^{(a-s)t}\,dt\]

\[\mathscr{L}\{e^{at}\}=\left[\frac{e^{(a-s)t}}{(a-s)}\right]_0^\infty\]

\[(\text{If }s>a)\Rightarrow \lim_{t\rightarrow \infty} e^{(a-s)t}= 0\]

\[\Rightarrow\mathscr{L}\{e^{at}\}=\left[\frac{e^{(a-s)t}}{(a-s)}\right]_0^\infty=0-\frac{1}{(a-s)}=\frac{1}{s-a},\qquad s>a\]

\[\therefore \boxed{\mathscr{L}\{e^{at}\}=\frac{1}{s-a},\qquad s>a}\]

5.1.2 Plots \(f(t)\rightarrow F(s)\)

par(mfrow=c(1,2))
t <- seq(0,3,length.out=100)
s <- seq(0,3,length.out=100)
plot(t,exp(2*t),type = "l",ylim = c(0,100), col="blue", lwd=2)
plot(s,1/(s-2), type = "l",ylim = c(1,30), col="blue", lwd=2)+abline(v=2, lty =3, col="red", lwd=2)
integer(0)
mtext("Laplace Transformation", side = 3, line = -3, outer = TRUE)

5.1.3 Maxima do have laplace function:

define(f(t),%e^(2*t));
ys: laplace(f(t),t,s);
plot2d(ys,[s,0,3],[y,0,50]);

5.2 Brief table of Laplace Transforms

\[f(t)\] \[F(s)\]
\[1\] \[\frac{1}{s}\] \[s>0\]
\[e^{at}\] \[\frac{1}{s-a}\] \[s>a\]
\[t^n\] \[\frac{n!}{s^{n+1}}\] \[s>0,\quad n\in \mathbb{N}\]
\[\sin kt\] \[\frac{k}{s^2+k^2}\] \[s>0\]
\[\cos kt\] \[\frac{s}{s^2+k^2}\] \[s>0\]
\[e^{at}t^n\] \[\frac{n!}{(s-a)^{n+1}}\] \[s>0,\quad n\in \mathbb{N}\]
\[e^{at}\sin kt\] \[\frac{k}{(s-a)^2+k^2}\] \[s>a\]
\[e^{at}\cos kt\] \[\frac{s-a}{(s-a)^2+k^2}\] \[s>a\]

5.3 Theorem for Translation

Note

Theorem 5.1 (Translation) \[\boxed{\mathscr{L}\{e^{at}f(t)\}=F(s-a)}\] where \(F(s)=\mathscr{L}\{f(t)\}\)

5.4 proof

\[\mathscr{L}\{e^{at}f(t)\}=\int_0^\infty e^{-st}e^{at}f(t)\,dt\] \[=\int_0^\infty e^{-(s-a)t}f(t)\,dt\]

\[=F(s-a)\]

\[\square\]

5.4.1 Example

Example

\[\mathscr{L}\{e^{-2t}t^3\}=\]

\[\mathscr{L}\{e^{-2t}t^3\}=\mathscr{L}\{t^3\}\Big|_{s\rightarrow s-(-2)}\] Evaluate and then Shift:

\[=\frac{3!}{s^4}\Big|_{s\rightarrow s+2}\] \[=\frac{3!}{(s+2)^4}\]

5.5 \(f(t)\) be of exponential order.

Definition

A function \(f(t)\) is said to be of exponential order if \(\exists M,C,T>0\) such that \[|f(t)|\leq Me^{ct},\qquad \forall t\geq T\]

5.6 \(f(t)\) be a piecewise continuous.

Definition

A function \(f(t)\) is a piecewise continuous for \(t\geq 0\) if all of the following are true.

  1. There are a finite number of discontinuities at \(0=t_0<t_1<\cdots<t_k\)
  2. \(f(t)\) is continuous on \(\{(0,t_1),(t_1,t_2),\cdots,(t_k,\infty)\}\)
  3. \(|f(t)|<M\quad\forall t\) for some \(M\).

5.7 Theorem Existance of Laplace

Theorem 5.2 (Existance of Laplace Transform) If \(f(t)\) is piecewise continuous for \(t\geq 0\) and of exponential order for some positive constant \(C\) and for \(t\geq T\), then \[\mathscr{L}\{f(t)\}\] exists for \(s>C\).

5.8 References

  1. LibreTexts, 8: Laplace Transforms, by William F.Trench.

  2. LibreTexts, 8.1: Introduction to the Laplace Transform, by William F.Trench.

  3. LibreTexts, 8.1.1: Introduction to the Laplace Transform (Exercises), by William F.Trench.

  4. Simple definition for Linear Operator

  5. Khan: Partial fractions