-Eg L } {sin t e
-Now, not all ) (t f have a Laplace transform. The integral, intuitively, needs to have the
integrand, ) (t f e
st
, go to zero sufficiently fast. From the examples, we seemed to
need the overall function to decay faster than
kt
e
,
at st
e e
+
=
B. Application to ODEs
-We need to figure out what happens when we differentiate a function
-Theorem- suppose ) (t f is continuous for 0 > t and satisfies the conditions to have a
Laplace transform. As well, suppose ) (t
dt
df
is piecewise continuous on every finite
interval in 0 > t . Then, there exists an o such that L )} ( { t
dt
df
exists for o > } Re{s and
L s t
dt
df
= )} ( { L ) 0 ( )} ( { f t f
where ) 0 ( f is the initial value.
Proof/
-What do the conditions mean?
-Apply this twice to get
L s t
dt
f d
= )} ( {
2
2
L ) 0 ( )} ( { f t
dt
df
'
-Similarly, L = )} ( { t
dt
f d
n
n
-eg/ L = } {cos t e
-We can now solve ODEs with initial values using algebraic techniques
-Eg/ 1 ) 0 ( , = = x x x
Eg/ 1 ) 0 ( , 0 ) 0 ( , 1 = = = y y y
Eg/ 1 ) 0 ( , 0 ) 0 ( , 1 9 = = = + y y y y
C. Shifting theorems and the Heaviside Function
- s-Shifting
-Theorem: If ) (t f has a transform ) (s F (where o > s ), then
) (t f e
at
has the transform ) ( a s F (where o > a s )
ie L ) ( )} ( { a s F t f e
at
=
-Equivalently, L
-1
)} ( { a s F ) (t f e
at
=
Pf/
-This now allows us to use PFE of all possible types of rational functions in s using our
previous table
If , ) (
n at
t e t f = then
If , cos ) ( t e t f
at
e = then
If , sin ) ( t e t f
at
e = then
Eg/
) 40 4 (
1
) (
2 2
+ +
=
s s s
s F
Or solve using complex domain
Eg./ 4 ) 0 ( , 2 ) 0 ( , 0 5 2 = = = + + y y y y y
Eg/ 0 ) 0 ( , 1 ) 0 ( , 2 = = + = + y y t e y y y
t
Eg/ 0 ) 0 ( , 1 ) 0 ( , 1 13 6 = = = + + y y y y y
Extra problem:
Look at
16
1
4
+ s
Solution:
) )( )( 2 )( 2 (
1
16
1
135 135 45 45 4 j j j j
e s e s e s e s s
=
+
})
2
2
2
2
{ 2 })(
2
2
2
2
{ 2 })(
2
2
2
2
{ 2 })(
2
2
2
2
{ 2 (
1
j s j s j s j s + +
=
}) 2 } 2 })({ 2 } 2 })({ 2 } 2 })({ 2 } 2 ({
1
j s j s j s j s + + + +
=
) 2 } 2 )({ 2 } 2 ({
1
2 2
+ + +
=
s s
This can be checked by multiplying the two terms in the denominator
Thus, these are these are terms involving quadratics which will lead to terms such as
), 2 cos( ), 2 sin( ), 2 cos( ), 2 sin(
2 2 2 2
t e t e t e t e
t t t t
-Terms to use in general
-Now look at time-shifting
Thm- Suppose L ) ( )} ( { s F t f = . Then the function
a t a t f
a t
t f
>
<
=
), (
, 0
{ ) (
~
has the Laplace Transform ) (s F e
as
-Heaviside Step Function ) ( a t u
a t
a t
a t u
>
<
=
, 1
, 0
{ ) (
- ) (t u is the step function. Thus, ) ( a t u is a delayed step
A delayed function is ) ( ) ( ) (
~
a t u a t f t f =
-Theorem (restated)
L ) ( )} ( ) ( { s F e a t u a t f
as
=
L
1
) ( ) ( )} ( { a t u a t f s F e
as
=
Pf/
-Show that L
s
e
a t u
as
= )} ( {
Note: ) ( ) ( ) ( ) ( a t u a t f a t u t f =
Eg/ Find L } / {
3 3 1
s e
s
and sketch
Eg/Find the transform of
t
t t
t
2 sin
2 0
0 2
) (
>
< s
< s
=
t t
t
t
t f
Eg/
1
4 2
2
) (
2
2
2
2
2
+
+ =
s
e
s
s
e
s
e
s
s F
s s s t
Eg. 0 ) 0 ( , 1 ) 0 ( ), 3 ( 2 4 4 = = + = + y y t u t y y y
Eg/ L } ) 1 ( { t t u
-Handling periodic signals
-Theorem- if f is periodic with period T and piece-wise continuous over this period, then
L dt e t f
e
t f
st
T
sT
= ) (
1
1
)} ( {
0
The integral is the Laplace transform over one interval
Pf/
Eg/ Pulse generator
Eg/ Sawtooth generator
-Other properties:
Integration of f(t)
Theorem: If f(t) is piecewise-continuous and satisfies
t
Me t f
s | ) ( |
, then
L
s
d f
t
1
} ) ( {
0
=
}
t t L )} ( { t f
Pf/
Let
}
=
t
d f t g
0
) ( ) ( t t
Now, one can show that
t
Me
t g s | ) ( |
which means there is a Laplace transform
L )} ( { t f =L )} ( { t g' =sL )} ( { t g -g(0)
The last term is zero
QED