LECTURE NOTE MTH312: ADVANCED CALCULUS

MODEL 1: Understanding Laplace transforms

 Definition of Laplace transform
 Obtain Laplace transform of simple functions
 Define the inverse Laplace Transform Obtain the inverse Laplace transform of
simple functions
 Evaluate some partial fractions with: (i) linear denominator (ii) quadratic Express
the derivative in laplace transform
 Express unit step, impulse Driac delta and ramp functions in laplace transform
 Apply laplace transform to differential equation e.g solve by laplace transform the
boundary -
 value problem ∂u = 4∂2u ∂t ∂ x2
 Apply Laplace transform to suitable engineering problems e.g use Laplace
transform to find the charge and current at anytime in a series circuit having an
inductance L, capacitance C, Resistance R, emf E, assume charge and current are
zero
Introduction
Laplace transform is named in honour of the great French
mathematician, Pierre Simon De Laplace (1749-1827). Like all transforms,
the Laplace transform changes one signal into another according to some
fixed set of rules or equations. The best way to convert differential
equations into algebraic equations is the use of Laplace transformation.

Laplace transformation plays a major role in control system engineering.

To analyze the control system, Laplace transforms of different functions
have to be carried out. Both the properties of the Laplace transform and
the inverse Laplace transformation are used in analyzing the dynamic
control system. We will discuss in detail the definition of Laplace
transform, its formula, properties, Laplace transform table and its
applications in a detailed way.

Definition Laplace Transform

A function is said to be a piecewise continuous function if it has a finite

number of breaks and it does not blow up to infinity anywhere. Let us
assume that the function f(t) is a piecewise continuous function, then f(t)
is defined using the Laplace transform. The Laplace transform of a
function is represented by L{f(t)} or F(s). Laplace transform helps to solve
the differential equations, where it reduces the differential equation into
an algebraic problem.
Laplace Transform Formula
Laplace transform is the integral transform of the given derivative
function with real variable t to convert into a complex function with
variable s. For t ≥ 0, let f(t) be given and assume the function satisfies
certain conditions to be stated later on.
 The Laplace transform of f(t), that is denoted by L{f(t)} or F(s) is
defined by the Laplace transform formula:

whenever the improper integral converges.

Standard notation: Where the notation is clear, we will use an

uppercase letter to indicate the Laplace transform, e.g, L(f; s) = F(s).

The Laplace transform we defined is sometimes called the one-sided

Laplace transform. There is a two-sided version where the integral goes
from −∞ to ∞.

Properties of Laplace Transform

Some of the Laplace transformation properties are:

If f1 (t) ⟷ F1 (s) and [note: ⟷ implies Laplace

Transform] f2 (t) ⟷ F2 (s), then

Linearity Property A f1(t) + B f2(t) ⟷ A F1(s) + B

es0t f(t)) ⟷ F(s – s0)

F2(s)
Frequency Shifting
Property
Integration t
∫0 f(λ) dλ ⟷ 1⁄s F(s)

Multiplication by Time T f(t) ⟷ (−d F(s)⁄ds)

Complex Shift Property f(t) e−at ⟷ F(s + a)

Time Reversal Property f (-t) ⟷ F(-s)

Time Scaling Property f (t⁄a) ⟷ a F(as)

Laplace Transform Table

The following Laplace transform table helps to solve the differential

equations for different functions:

Sl L(f(t)) =
f(t) Sl No. f(t) L(f(t)) = F(s)
No F(s)
.
1 1 1/s 11 e(at) 1/(s − a)
 tn at t
2 n!/s(n+1) 12 tp, at p>-1 Γ(p+1)/s(p+1)
=
1,2,3,…
t(n-1/2) at n (1.3.5…(2n-
3 √(t) √π/2s(3/2) 13
= 1)√π)/(2n s(n+1/2)
1,2,..
4 sin(at) a/(s2+a2) 14 cos(at) s/(s2+a2)
Sl L(f(t)) =
f(t) Sl No. f(t) L(f(t)) = F(s)
No F(s)
.
5 t sin(at) 2as/ 15 t cos(at) (s2-a2)/(s2+a2)2
(s2+a2)2
(s sin(b)+
6 sin(at+b) 16 cos(at+b) (s cos(b)-a
a
sin(b)/(s2+a2)
cos(b)/(s2+a
2)
7 sinh(at) a/(s2-a2) 17 cosh(at) s/(s2-a2)

8 e(at)sin(bt) b/((s- 18 e(at)cos(bt) (s-a)/((s-a)2+b2)

a)2+b2)
9 F(s-c) 19 tnf(t) at n
e(ct)f(t) (-1)n Fn s
= 1,2,3..

10 f'(t) sF(s) – f(0) 20 f”(t) s2F(s) − sf(0) − f'(0)

Laplace Transform of Differential Equation

The Laplace transform is a well established mathematical technique for

solving a differential equation. Many mathematical problems are solved
using transformations. The idea is to transform the problem into another
problem that is easier to solve. On the other side, the inverse transform is
helpful to calculate the solution to the given problem.

For better understanding, let us solve a first-order differential equation

with the help of Laplace transformation,

Consider y’- 2y = e3x and y(0) = -5. Find the value of L(y).

First step of the equation can be solved with the help of the linearity

equation: L(y’ – 2y] = L(e3x)

L(y’) – L(2y) = 1/(s-3)

(because L(eax) = 1/(s-a))

L(y’) – 2s(y) = 1/(s-3)

sL(y) – y(0) – 2L(y) = 1/(s-3)

(Using Linearity property of the Laplace

transform) L(y)(s-2) + 5 = 1/(s-3) (Use value of

y(0) ie -5 (given)) L(y)(s-2) = 1/(s-3) – 5

L(y) = (-5s+16)/(s-2)(s-3) …..(1)

here (-5s+16)/(s-2)(s-3) can be written as -6/s-2 + 1/(s-3) using partial

fraction method

(1) implies L(y) = -6/(s-2) +

1/(s-3) L(y) = -6e2x + e3x

Step Functions

The step function is often called the Heaviside function, and it is defined as
follows:

The step function can take the values of 0 or 1. It is like an on and off switch.
The notations that represent the Heaviside functions are uc(t) or u(t-c) or H(t-c)

Bilateral Laplace Transform

The Laplace transform can also be defined as bilateral Laplace transform.

This is also known as two-sided Laplace transform, which can be
performed by extending the limits of integration to be the entire real axis.
Hence, the common unilateral Laplace transform becomes a special case
of Bilateral Laplace transform, where the function definition is transformed
is multiplied by the Heaviside step function.

The bilateral Laplace transform is defined as:

The other way to represent the bilateral Laplace transform is B{F}, instead of F.
Inverse Laplace Transform

In the inverse Laplace transform, we are provided with the transform F(s)
and asked to find what function we have initially. The inverse transform of
the function F(s) is given by:

f(t) = L-1{F(s)}

For example, for the two Laplace transform, say F(s) and G(s), the inverse
Laplace transform is defined by:

L-1{aF(s)+bG(s)}= a L-1{F(s)}+bL-1 {G(s)}

Where a and b are constants.

In this case, we can take the inverse transform for the individual
transforms, and add their constant values in their respective places, and
perform the operation to get the result.

Convolution Integrals

If the functions f(t) and g(t) are the piecewise continuous functions on the
interval [0, ∞), then the convolution integral of f(t) and g(t) is given as:

(f * g) (t) =0∫t f(t-T) g(T)dT

As, the convolution integral obey the property, (f*g)(t) =

(g*) (t) We can write, 0∫t f(t-T) g(T)dT = 0∫t f(T) g(t-T)dt

Thus, the above fact will help us to take the inverse transform of the product
of transforms.

(i.e.) L(f*g) = F(s) G(s)

L-1 {F(s)G(s)} = (f*g)(t).

Laplace Transform in Probability Theory

In pure and applied probability theory, the Laplace transform is defined as

the expected value. If X is the random variable with probability density
function, say f, then the Laplace transform of f is given as the expectation
of:

L{f}(S) = E[e-sX], which is referred to as the Laplace transform of random

variable X itself.
Applications of Laplace Transform

 It is used to convert complex differential equations to a simpler form having

polynomials.
 It is used to convert derivatives into multiple domain variables and
then convert the polynomials back to the differential equation using
Inverse Laplace transform.
 It is used in the telecommunication field to send signals to both the
sides of the medium. For example, when the signals are sent
through the phone then they are first converted into a time-varying
wave and then superimposed on the medium.
 It is also used for many engineering tasks such as Electrical Circuit
Analysis, Digital Signal Processing, System Modelling, etc.

Laplace Transform Examples

Below examples are based on some important elementary functions of

Laplace transform.
Laplace Equation

Laplace’s equation, a second-order partial differential equation, is widely

helpful in physics and maths. The Laplace equation states that the sum of
the second-order partial derivatives of f, the unknown function, equals
zero for the Cartesian coordinates. The two-dimensional Laplace equation
for the function f can be written as:

The Laplace equation for three-dimensional coordinates can be represented as:

powers of t: f (t) = tn (n ≥ 1) we’ll integrate by
parts, i.e., use

∫ b

u(t)v′(t) dt = u(t)v(t) ∫ b
.
a

a a

The Laplace 3–8

transform
 b

. − v(t)u′(t) dt

with u(t) = tn, v′(t) = e−st, a = 0, b = ∞

F (s) = −st dt = t ∫ ∞ n−1 −st

∫ ∞ e ∞ t e dt
n −st n
−e
0
t
n s . .
+ 0 s 0

= nL (tn−1)
s

provided tne−st → 0 if t → ∞, which is true for ঩s > 0

applying the formula recusively, we obtain

n!
F (s) =
n+1
s
valid for ঩s > 0; final formula OK for all s /= 0

The Laplace 3–9

transform
 Impulses at t = 0

if f contains impulses at t = 0 we choose to include them∞in the integral defining F :

F (s) =
∫ f (t)e−st dt
0−

(you can also choose to not include them, but this changes some formulas we’ll see & use)

example: impulse function, f = δ

∫ ∞

F (s) = δ(t)e−st dt = e−st

. t=0
=
0−
1
similarly for f = δ(k) we have
∫ ∞
−st k
(k) d −st. k −st. k
k
F (s) δ (t)e e
0 dt = (−1)
dtk .t= = s e =
−

t=

The Laplace 3–
transform 10
 Linearity

the Laplace transform is linear : if f and g are any signals, and a is any scalar, we have

L(af ) = aF, L(f + g) = F + G

i.e., homogeneity & superposition hold

example:

L 3δ(t) − 2et = 3L(δ(t)) − 2L(et)

2
= 3−
s−1
3s − 5
= s−1

The Laplace 3–
transform 11
 One-to-one property

the Laplace transform is one-to-one: if L(f ) = L(g) then f = g

(well, almost; see below)

• F determines f
−1
• inverse Laplace transform L is well defined (not easy to show)

example (previous page):

3s − 5
−1
L s−1 = 3δ(t) − 2et

in other words, the only function f such that

3s − 5
F (s) =
s−1

is f (t) = 3δ(t) − 2et

The Laplace 3–
transform 12
what ‘almost’ means: if f and g differ only at a finite number of points (where there aren’t impulses) then
F =G

examples:

• f defined as
f (t) =
1 t=2

has F = 0 0 t =/ 2

• f defined as f (t) =
t=0
1/2
1 t>0
has F = 1/s (same as unit step)

The Laplace 3–
transform 13
 Inverse Laplace transform

in principle we can recover f from F via

∫ σ+j∞
1
f (t) = F (s) est ds
2πj σ−j∞

where σ is large enough that F (s) is defined for ঩s ≥ σ

surprisingly, this formula isn’t really useful!

The Laplace 3–
transform 14
 Time scaling

define signal g by g(t) = f (at), where a > 0; then

G(s) = (1/a)F (s/a)

makes sense: times are scaled by a, frequencies by 1/a

let’s check:

∫ ∞ ∞

G(s) = f (at)e−st dt = (1/a) f (τ )e−(s/a)τ dτ = (1/a)F (s/a)

∫0 0

where τ = at

example: L(et) = 1/(s − 1) so

L(eat 1 1
) = (1/a) =
s−a
(s/a) − 1

The Laplace 3–
transform 15
 Exponential scaling

let f be a signal and a a scalar, and define g(t) = eatf (t); then

G(s) = F (s − a)

let’s check:
∫ ∞ ∫ ∞

G(s) = e−steatf (t) dt = e−(s−a)tf (t) dt = F (s − a)

0

example: L(cos t) = s/(s2 + 1), and hence

s+1
( −t
cos ) = s+1
Le = 2
s + 2s + 2

2
(s + 1) + 1

The Laplace 3–
transform 16
 Time delay

let f be a signal and T > 0; define the signal g as

0 0 ≤ t < T f (t −
g(t) = T) t≥T

(g is f , delayed by T seconds & ‘zero-padded’ up to T )

f (t) g(t)

t=T
t t

The Laplace 3–
transform 17
then we have G(s) = e−sT F (s)

derivation:

∫ ∞ ∫ ∞

G(s) = e−stg(t) dt = e−stf (t − T ) dt

0 T
∫ ∞
−s (τ +T )
= e f (τ ) dτ
0
= e−sT F (s)

The Laplace 3–
transform 18
example: let’s find the Laplace transform of a rectangular pulse signal

1 if a t b
≤ ≤
0 f (t) =
otherwise

where 0 < a < b

we can write f as f = f1 − f2 where 1 t≥b

f2(t) = 0 t<
1 t≥a
f1(t) = 0 t<a

i.e., f is a unit step delayed a seconds, minus a unit step delayed b seconds hence

F (s) = L(f1) − L(f2)

−as −bs
e −e
= s

(can check by direct integration)

The Laplace 3–
transform 19
 Derivative

if signal f is continuous at t = 0, then

L(f ′) = sF (s) − f (0)

time-domain differentiation becomes multiplication by frequency variable s (as with phasors)

•
• plus a term that includes initial condition (i.e., −f (0)) higher-order derivatives: applying

derivative formula twice yields

L(f ′′) = sL(f ′) − f ′(0)

= s(sF (s) − f (0)) − f ′(0)
= s2F (s) − sf (0) − f ′(0)

similar formulas hold for L(f (k))

The Laplace 3–
transform 20
examples

• f (t) = et, so f ′(t) = et and

1
L(f ) = L(f ) = ′

s−1
1
using the formula, L(f ) = s(′
) − 1, which is the same
s−1
1
• sin ωt = −
d
cos ωt, so
ω dt

1
s
ω
L(sin ωt) = − 2 2
s +ω 1 = 2 2
ω − s +ω

s
• f is unit ramp, so f ′ is unit step

1
(f ) = s
′
− 0 = 1/s
2
s
L

The Laplace 3–
transform 21
derivation of derivative formula: start from the defining integral

∫ ∞

G(s) = f ′(t)e−stdt
0

integration by parts yields

∞
∫ ∞
G(s) = e −st
f (t).
0
— f (t)(−se−st) dt
0
lim f (t)e − f (0) + sF (s)
−st
=
t→∞

for ঩s large enough the limit is zero, and we recover the formula

G(s) = sF (s) − f (0)

The Laplace 3–
transform 22
derivative formula for discontinuous functions

if signal f is discontinuous at t = 0, then

L(f ′) = sF (s) − f (0−)

example: f is unit step, so f ′(t) = δ(t)

1
L(f ) = s
′
s −0=1

The Laplace 3–
transform 23
 Example: RC circuit

1Ω

u 1F y

• capacitor is uncharged at t = 0, i.e., y(0) = 0

• u(t) is a unit step

from last lecture,

y′(t) + y(t) = u(t)

take Laplace transform, term by term:

sY (s) + Y (s) = 1/s

(using y(0) = 0 and U (s) = 1/s)

The Laplace 3–
transform 24
solve for Y (s) (just algebra!) to get

Y (s) = 1/s s
1
+1
= s(s + 1)

to find y, we first express Y as

Y (s) = 1 1
−
s s+1

(check!) therefore we

have

−1 −1
y(t) = L (1/s) − L (1/(s + 1)) = 1 − e−t

Laplace transform turned a differential equation into an algebraic equation

(more on this later)

The Laplace 3–
transform 25
 Integral

let g be the running integral of a signal f , i.e.,

∫
g(t) = t f (τ ) dτ
0
then

1
G(s) = F (s)
s
i.e., time-domain integral becomes division by frequency variable s

example: f = δ, so F (s) = 1; g is the unit step function

G(s) = 1/s

example: f is unit step function, so F (s) = 1/s; g is the unit ramp function (g(t) = t for t ≥ 0),

G(s) = 1/s2

The Laplace 3–
transform 26
derivation of integral formula:

∫ ∞ ∫ t
( ) −

∫ ∞ ∫ t

G( s) = (
f τ dτ
)
e−st dt τ f τ e st
dτ dt
t= τ = t=

here we integrate horizontally first over the triangle 0 ≤ τ ≤ t

let’s switch the order, i.e., integrate vertically first:

∞
∫ ∫ ∞ ∫ ∞ ∞
G(s) =
τ =0
f (τ )e−st dt dτ = f (τ ) ∫
t=τ
τ =0 t=τ e−st dt dτ
∫
∞ f (τ )(1/s)e−sτdτ

= τ =0
= F (s)/s

The Laplace 3–
transform 27
 Multiplication by t

let f be a signal and define

g(t) = tf (t)

then we have
G(s) = −F ′(s)

to verify formula, just differentiate both sides of

∫ ∞

F (s) = e−stf (t) dt

0

with respect to s to get

∫ ∞

F ′ (s) = (−t)e−st f (t) dt

0

The Laplace 3–
transform 28
examples

• f (t) = e−t, g(t) = te−t 1

= 2
1 (s + 1)
d
(te ) =
−t

L − ds s + 1

• f (t) = te−t, g(t) = t2e−t

2
1 = 3
d (s + 1)
2
(t2e−t) = (s + 1)
L − ds

• in general,
(k − 1)!

L(tke−t) = k+1
(s + 1)

The Laplace 3–
transform 29
 Convolution

the convolution of signals f and g, denoted h = f ∗ g, is the signal

∫
h(t) = t f (τ )g(t − τ ) dτ
0
∫ t

• same as h(t) = 0 f (t τ )g(τ ) dτ ; in other words,

f ∗g = g∗f

• (very great) importance will soon become clear in terms of Laplace

transforms:

H(s) = F (s)G(s)

Laplace transform turns convolution into multiplication

The Laplace 3–
transform 30
let’s show that L(f ∗ g) = F (s)G(s):
∫ ∞ ∫ t
− ( ) ( )
st
H s( ) =
e f τ g t − τ dτ dt
t=
τ
∫ ∞ ∫ t
—
( ) ( )
= t= e st
f τ g t − τ dτ dt
τ
where we integrate over the triangle 0 ≤ τ ≤ t
∞
∫ ∞
e−stf (τ )g(t − τ ) dt dτ
∫ change order of integration: H(s) =
τ =0 t=τ
•
• change variable t to t = t − τ ; dt = dt; region of integration becomes

τ ≥ 0, t ≥ 0

∫ ∞ ∫ ∞
e−s(t+τ)f (τ )g(t) dt dτ
H(s) =
t=0
τ =0

∞
∞
∫ τ =0 e f (τ ) dτ
−sτ ∫ e−stg(t) dt
=
t=0

= F (s)G(s)

The Laplace 3–
transform 31
examples

H(s) = G(s),
• f = δ, F (s) = 1, gives which is

δ(τ )g(t − τ )dτ = g(t)

consistent with

∫ t

• f (t) = 1, F (s) = e−sT /s, gives

H(s) = G(s)/s

which is consistent with

h(t) = ∫ t
g(τ ) dτ
0

• more interesting examples later in the course . . .

The Laplace 3–
transform 32
 Finding the Laplace transform

you should know the Laplace transforms of some basic signals, e.g.,

• unit step (F (s) = 1/s), impulse function (F (s) = 1)

• exponential: L(eat) = 1/(s − a)

• sinusoids L(cos ωt) = s/(s2 + ω2), L(sin ωt) = ω/(s2 + ω2)

these, combined with a table of Laplace transforms and the properties given above (linearity, scaling,
. . . ) will get you pretty far

and of course you can always integrate, using the defining formula

∫ ∞

F (s) = f (t)e−st dt ...

0

The Laplace 3–
transform 33
 Patterns

while the details differ, you can see some interesting symmetric patterns between

• the time domain (i.e., signals), and

• the frequency domain (i.e., their Laplace transforms)

differentiation in one domain corresponds to multiplication by the variable in the other

•
multiplication by an exponential in one domain corresponds to a shift (or delay) in the other
•
we’ll see these patterns (and others) throughout the course

The Laplace 3–
transform 34