What is the Laplace Transform?
The Laplace transform is a powerful integral transform that converts a function of time ( t ) (usually ( f(t) )) into a function of a complex frequency variable ( s ), denoted ( F(s) ) or ( \mathcal{L}{f(t)} ).
Definition:
[
F(s) = \mathcal{L}{f(t)} = \int_{0}^{\infty} f(t) \, e^{-st} \, dt
]
where ( s = \sigma + j\omega ) is complex, and the integral converges for ( \Re(s) > \sigma_0 ) (region of convergence).
It acts like a "microscope" that turns differential equations (hard in time domain) into algebraic equations (easy in ( s )-domain).
Key Properties That Make It Useful
| Property | Time Domain | s-Domain | Why It's Powerful |
|---|---|---|---|
| Differentiation | ( \frac{df}{dt} ) | ( s F(s) - f(0^-) ) | Turns derivatives into multiplication |
| Integration | ( \int_0^t f(\tau) d\tau ) | ( \frac{F(s)}{s} ) | Turns integrals into division |
| Convolution | ( f(t) * g(t) ) | ( F(s) G(s) ) | System response = input × transfer function |
| Time Shift | ( f(t - a) u(t - a) ) | ( e^{-as} F(s) ) | Handles delays easily |
| Initial/Final Value | — | ( \lim_{s \to \infty} sF(s) ), ( \lim_{s \to 0} sF(s) ) | Quick steady-state checks |
Major Applications
-
Solving Linear Differential Equations (Control Systems & Circuits)
- Most common use.
- Example: RLC circuit or mass-spring-damper.
- Steps:
- Take Laplace of entire ODE → algebraic equation.
- Solve for ( X(s) ).
- Inverse Laplace → time solution ( x(t) ).
Simple Example: Second-order system
[
\ddot{y} + 2\zeta\omega_n \dot{y} + \omega_n^2 y = \omega_n^2 u(t)
]
Laplace →
[
Y(s) = \frac{\omega_n^2}{s^2 + 2\zeta\omega_n s + \omega_n^2} U(s)
]
The fraction is the transfer function ( G(s) ).
-
Control Systems Engineering
- Analyze stability (poles of ( G(s) ) in left half-plane → stable).
- Design controllers (PID, lead-lag) in s-domain.
- Tools: Bode plots, Nyquist, root locus — all from ( G(j\omega) ).
-
Signal Processing & Communications
- System response to arbitrary input: ( Y(s) = H(s) X(s) ).
- Filters (low-pass, high-pass) designed in s-domain, then converted to digital (bilinear transform).
-
Heat Transfer, Fluid Dynamics, and PDEs
- Transform time → solve spatial ODEs.
- Example: Heat equation in semi-infinite rod → algebraic in s, inverse gives error functions.
-
Probability & Statistics
- Moment-generating functions are essentially Laplace transforms.
- Used in queueing theory, reliability engineering.
-
Mechanical & Aerospace Engineering
- Vibration analysis, flutter, servo mechanisms.
- Transient response without numerical integration.
-
Power Systems & Electronics
- Transient analysis of switching circuits.
- Easier than time-domain simulation for initial conditions.
Why Laplace Over Fourier?
| Aspect | Fourier Transform | Laplace Transform |
|---|---|---|
| Frequency domain | Pure imaginary ( s = j\omega ) | Complex ( s = \sigma + j\omega ) |
| Convergence | Requires function to decay sufficiently | Handles growing exponentials (via ( \sigma )) |
| Transients | Poor (assumes periodic/steady) | Excellent (includes initial conditions) |
| Causal systems | Symmetric | Unilateral (t ≥ 0) → perfect for real systems |
Fourier is a special case of Laplace on the imaginary axis.
Common Laplace Pairs (You’ll Memorize These)
| ( f(t) ) | ( F(s) ) |
|---|---|
| 1 (unit step) | ( \frac{1}{s} ) |
| ( t ) | ( \frac{1}{s^2} ) |
| ( e^{-at} ) | ( \frac{1}{s + a} ) |
| ( \sin(\omega t) ) | ( \frac{\omega}{s^2 + \omega^2} ) |
| ( \cos(\omega t) ) | ( \frac{s}{s^2 + \omega^2} ) |
| ( e^{-at} \sin(\omega t) ) | ( \frac{\omega}{(s + a)^2 + \omega^2} ) |
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