Laplace II: Steps, Impulses & Convolution

Study Sheet

Laplace II: Steps, Impulses & Convolution

Piecewise forcing, hammer blows, and the convolution theorem

Discontinuous and Impulsive Forcing

Tip
Unit steps carry delays
ty123456789−11u(t−3)−u(t−7)on for 3 ≤ t < 7
The pulse (solid) is the step u(t−3)u(t-3) plus the later step −u(t−7)-u(t-7) (dashed).

The Heaviside step u(t−a)u(t-a) switches on at t=at = a; any piecewise forcing is a sum of stepped pieces. The shift rule both ways: L{g(t−a) u(t−a)}=e−asG(s)\mathcal L\{g(t-a)\,u(t-a)\} = e^{-as}G(s), so a delay in time is an exponential factor in ss — and when inverting, every e−ase^{-as} in Y(s)Y(s) announces "the following response, but starting at t=at = a." This is how one algebraic computation handles a force that turns on at t=3t = 3 and off at t=7t = 7.

Why the factor appears: L{g(t−a)u(t−a)}=∫a∞g(t−a)e−st dt\mathcal L\{g(t-a)u(t-a)\} = \int_a^\infty g(t-a)e^{-st}\,dt, because the step erases everything before t=at = a. Substituting τ=t−a\tau = t - a splits e−ste^{-st} into e−ase−sτe^{-as}e^{-s\tau}; the constant e−ase^{-as} comes out of the integral and what remains is G(s)G(s). So the rule applies only once a piece is written in the delayed variable t−at - a — that bookkeeping is the whole skill. The force on from t=3t = 3 to t=7t = 7 is u(t−3)−u(t−7)u(t-3) - u(t-7), with transform e−3s−e−7ss\dfrac{e^{-3s} - e^{-7s}}{s}.

Tip
The impulse: δ and what it does
ty121234width 1width ½width ¼
Pulses of width 1,12,141, \tfrac12, \tfrac14 at t=1t = 1, all of area 11; δ(t−1)\delta(t-1) is their limit.

The Dirac impulse δ(t−a)\delta(t - a) models a hammer blow: zero except at one instant, total area 11, transform L{δ(t−a)}=e−as\mathcal L\{\delta(t-a)\} = e^{-as}.

Why the transform is e−ase^{-as}: replace the blow by a rectangle of height 1ε\tfrac1\varepsilon on [a,a+ε][a, a+\varepsilon]. Its transform is e−as−e−(a+ε)sεs=e−as⋅1−e−εsεs\dfrac{e^{-as} - e^{-(a+\varepsilon)s}}{\varepsilon s} = e^{-as}\cdot\dfrac{1 - e^{-\varepsilon s}}{\varepsilon s}, and the second factor tends to 11 as ε→0\varepsilon \to 0. What δ\delta does to a solution follows by integrating across the instant: y′=δ(t−1)y' = \delta(t-1), y(0)=0y(0) = 0 gives the step y=u(t−1)y = u(t-1) — flat, a jump of exactly 11, flat again. In a second-order equation the same integration makes y′y' jump while yy stays continuous (next sections). The response of a system at rest to δ(t)\delta(t) is its impulse response h(t)h(t).

Tip
Convolution: multiplication in disguise

The convolution (f∗g)(t)=∫0tf(τ)g(t−τ) dτ(f*g)(t) = \int_0^t f(\tau)g(t-\tau)\,d\tau satisfies L{f∗g}=F(s)G(s)\mathcal L\{f*g\} = F(s)G(s) — products of transforms are convolutions of functions. Consequence: the response to any forcing ff is h∗fh * f where hh is the impulse response, because Y=H(s)F(s)Y = H(s)F(s).

One integral formula expresses every solution — the superposition of infinitely many scaled, delayed hammer blows.

Side note
Significance: real inputs are not smooth

Real systems get switched on, struck, and pulsed: a thermostat clicking, a hammer test on a bridge, a defibrillator pulse. Steps and deltas model these honestly, and the convolution integral is how audio engineers apply reverb: recorded impulse response of a cathedral, convolved with your dry vocal track.

Try it
Try it: read a delayed inverse

Invert Y(s)=e−3ss+2Y(s) = \dfrac{e^{-3s}}{s + 2} and describe the graph of y(t)y(t).

Show the answer

Set the exponential aside: 1s+2\dfrac{1}{s+2} is the transform of e−2te^{-2t}. The factor e−3se^{-3s} says "the same function, started at t=3t = 3": replace tt by t−3t - 3 and multiply by the step. So y(t)=e−2(t−3)u(t−3)y(t) = e^{-2(t-3)}u(t-3) — zero until t=3t = 3, a jump to 11 there, then the original decay, reaching e−2≈0.135e^{-2} \approx 0.135 at t=4t = 4. A common slip is e−2tu(t−3)e^{-2t}u(t-3), which starts at height e−6e^{-6} instead of 11; its transform is e−6⋅e−3ss+2e^{-6}\cdot\dfrac{e^{-3s}}{s+2}, not YY.

Piecewise Forcing, Step by Step

Tip
The step-function recipe

To solve a linear constant-coefficient equation whose forcing changes formula at certain times:

  • write the forcing as a sum of pieces gk(t−ak) u(t−ak)g_k(t - a_k)\,u(t - a_k), each expressed in its own delayed variable;
  • transform, so each piece contributes e−aksGk(s)e^{-a_ks}G_k(s);
  • solve for Y(s)Y(s) and group it as ∑ke−aksRk(s)\sum_k e^{-a_ks}R_k(s);
  • invert each RkR_k as if there were no delay, then shift: e−aksRk(s)e^{-a_ks}R_k(s) becomes rk(t−ak) u(t−ak)r_k(t - a_k)\,u(t - a_k).

The method works because the equation is linear and its coefficients do not change with time: the response to a delayed input is the delayed response. So the computation splits into one undelayed problem per switching time, and the factors e−ase^{-as} only record when each response begins. There is no case analysis and no matching of yy and y′y' at the switch — continuity there comes out of the formula automatically.

Example
Worked: a step switched on at t = 2
ty1234567123(3, 1.90)3u(t−2)y
The input (dashed) switches on at t=2t = 2; the solution starts there and climbs toward 33.

Solve y′+y=3u(t−2)y' + y = 3u(t-2), y(0)=0y(0) = 0.

Transform both sides: sY+Y=3e−2sssY + Y = \dfrac{3e^{-2s}}{s}, so Y=e−2s⋅3s(s+1)Y = e^{-2s}\cdot\dfrac{3}{s(s+1)}.

Step 1 — invert the undelayed factor. Partial fractions give 3s(s+1)=3s−3s+1\dfrac{3}{s(s+1)} = \dfrac3s - \dfrac{3}{s+1}, the transform of r(t)=3(1−e−t)r(t) = 3(1 - e^{-t}): the response to a step switched on at time 00.

Step 2 — the factor e−2se^{-2s} starts that response at t=2t = 2: y(t)=3(1−e−(t−2))u(t−2)y(t) = 3\left(1 - e^{-(t-2)}\right)u(t-2).

Step 3 — read it: nothing happens before t=2t = 2 (no forcing, zero start); afterwards yy climbs toward the new equilibrium 33, closing 63%63\% of the gap in one time unit: y(3)=3(1−e−1)≈1.90y(3) = 3(1 - e^{-1}) \approx 1.90.

Step 4 — check the switch: y(2)=0y(2) = 0 from both sides, so yy is continuous, as a first-order equation with a bounded input requires; only y′y' jumps, from 00 to 33.

Example
Worked: a ramp that levels off
ty12345670.51fy
The forcing (dashed) ramps to 11 and holds; yy oscillates about 14\tfrac14 with amplitude sin⁡14\tfrac{\sin 1}{4}.

Solve y′′+4y=f(t)y'' + 4y = f(t), y(0)=y′(0)=0y(0) = y'(0) = 0, where f(t)=tf(t) = t for 0≤t<10 \le t < 1 and f(t)=1f(t) = 1 for t≥1t \ge 1.

First write the forcing in delayed pieces. The ramp must be cancelled from t=1t = 1 on, and the cancelling piece has to be written in the variable t−1t - 1: f(t)=t−(t−1) u(t−1)f(t) = t - (t-1)\,u(t-1), which is tt before 11 and t−(t−1)=1t - (t-1) = 1 after. Hence F(s)=1−e−ss2F(s) = \dfrac{1 - e^{-s}}{s^2}.

Step 1 — transform the equation: (s2+4)Y=1−e−ss2(s^2 + 4)Y = \dfrac{1 - e^{-s}}{s^2}, so Y=(1−e−s)R(s)Y = (1 - e^{-s})R(s) with R(s)=1s2(s2+4)R(s) = \dfrac{1}{s^2(s^2+4)}.

Step 2 — invert RR once, by partial fractions in s2s^2: 1s2(s2+4)=14(1s2−1s2+4)\dfrac{1}{s^2(s^2+4)} = \dfrac14\left(\dfrac{1}{s^2} - \dfrac{1}{s^2+4}\right), so r(t)=t4−sin⁡2t8r(t) = \dfrac t4 - \dfrac{\sin 2t}{8}, the response to the unending ramp.

Step 3 — the e−se^{-s} term is the same response delayed by 11: y(t)=r(t)−r(t−1) u(t−1)y(t) = r(t) - r(t-1)\,u(t-1).

Step 4 — simplify for t≥1t \ge 1 with sin⁡A−sin⁡B=2cos⁡A+B2sin⁡A−B2\sin A - \sin B = 2\cos\tfrac{A+B}{2}\sin\tfrac{A-B}{2}: y=14−sin⁡14cos⁡(2t−1)y = \dfrac14 - \dfrac{\sin 1}{4}\cos(2t - 1). The constant 14\tfrac14 is where the spring balances the constant force (4y=14y = 1); the ramp stopped while the mass was still moving, so it keeps oscillating about 14\tfrac14 with amplitude sin⁡14≈0.210\tfrac{\sin 1}{4} \approx 0.210.

Side note
Where it goes wrong: shifting a function that is not written in t − a

Take the ramp that is cut off at t=1t = 1: f=tf = t for t<1t < 1 and 00 afterward, so f=t−t u(t−1)f = t - t\,u(t-1). The tempting transform of the second term is e−s⋅1s2e^{-s}\cdot\dfrac{1}{s^2}. But e−ss2\dfrac{e^{-s}}{s^2} is the transform of (t−1)u(t−1)(t-1)u(t-1), not of t u(t−1)t\,u(t-1). Rewrite first: t u(t−1)=[(t−1)+1]u(t−1)t\,u(t-1) = \big[(t-1) + 1\big]u(t-1), whose transform is e−s(1s2+1s)e^{-s}\left(\dfrac{1}{s^2} + \dfrac1s\right). The wrong answer 1−e−ss2\dfrac{1 - e^{-s}}{s^2} belongs to a different forcing — the ramp that levels off at 11 from the example above.

Try it
Try it: a pulse on a decaying system

Solve y′+2y=f(t)y' + 2y = f(t), y(0)=1y(0) = 1, where f=4f = 4 for 0≤t<10 \le t < 1 and f=0f = 0 for t≥1t \ge 1. Give yy on each interval.

Show the answer

Write f=4−4u(t−1)f = 4 - 4u(t-1), so L{f}=4(1−e−s)s\mathcal L\{f\} = \dfrac{4(1 - e^{-s})}{s}. Transforming, (s+2)Y−1=4(1−e−s)s(s+2)Y - 1 = \dfrac{4(1-e^{-s})}{s}, so Y=1s+2+(1−e−s)4s(s+2)Y = \dfrac{1}{s+2} + (1 - e^{-s})\dfrac{4}{s(s+2)}. Partial fractions: 4s(s+2)=2s−2s+2\dfrac{4}{s(s+2)} = \dfrac2s - \dfrac2{s+2}, the transform of r(t)=2(1−e−2t)r(t) = 2(1 - e^{-2t}). Hence y=e−2t+r(t)−r(t−1)u(t−1)y = e^{-2t} + r(t) - r(t-1)u(t-1). For 0≤t<10 \le t < 1: y=2−e−2ty = 2 - e^{-2t}, rising from 11 toward the equilibrium 22 that the input 44 supports. For t≥1t \ge 1: y=e−2t+2e−2(t−1)−2e−2t=(2e2−1)e−2ty = e^{-2t} + 2e^{-2(t-1)} - 2e^{-2t} = (2e^2 - 1)e^{-2t}, pure decay once the input is off. Check the switch: both formulas give 2−e−2≈1.8652 - e^{-2} \approx 1.865 at t=1t = 1.

Impulses and the Impulse Response

Tip
An impulse kicks the velocity

For y′′+by′+cy=k δ(t−t0)y'' + by' + cy = k\,\delta(t - t_0), the solution yy is continuous at t0t_0 and y′y' jumps by exactly kk. With zero initial state, the response to δ(t)\delta(t) is the impulse response

h(t)=L−1{1s2+bs+c},h(t) = \mathcal L^{-1}\left\{\frac{1}{s^2 + bs + c}\right\},

and a blow of strength kk at time t0t_0 adds k h(t−t0) u(t−t0)k\,h(t - t_0)\,u(t - t_0) to whatever the system was already doing.

Integrate the equation across a short interval [t0−ε,t0+ε][t_0 - \varepsilon, t_0 + \varepsilon]. The δ\delta term contributes exactly kk; the terms by′by' and cycy contribute almost nothing, because yy and y′y' stay bounded on an interval of length 2ε2\varepsilon. So y′(t0+)−y′(t0−)=ky'(t_0^+) - y'(t_0^-) = k. A jump in y′y' moves yy by nothing in zero time, so yy is continuous. This is what a hammer does to a mass: it changes the momentum at once, not the position.

Example
Worked: a blow in mid-swing
tyπ2π3π4π1−1blowamplitude √2
The blow at t=πt = \pi leaves yy continuous but kinks it; dashed: the motion without the blow.

Solve y′′+y=δ(t−π)y'' + y = \delta(t - \pi), y(0)=1y(0) = 1, y′(0)=0y'(0) = 0.

Transform: s2Y−s+Y=e−πss^2Y - s + Y = e^{-\pi s}, so Y=ss2+1+e−πs⋅1s2+1Y = \dfrac{s}{s^2+1} + e^{-\pi s}\cdot\dfrac{1}{s^2+1}.

Step 1 — the first term is the free motion cos⁡t\cos t, what the spring would do untouched.

Step 2 — the second is the impulse response h(t)=sin⁡th(t) = \sin t, started at t=πt = \pi: sin⁡(t−π)u(t−π)=−sin⁡t  u(t−π)\sin(t - \pi)u(t-\pi) = -\sin t\;u(t-\pi).

Step 3 — so y=cos⁡ty = \cos t for t<πt < \pi and y=cos⁡t−sin⁡ty = \cos t - \sin t for t≥πt \ge \pi.

Step 4 — check the jump rule: at t=πt = \pi the mass is at y=−1y = -1 with velocity 00; just after the blow the velocity is −sin⁡π−cos⁡π=1-\sin\pi - \cos\pi = 1, a jump of exactly 11, and the position is still −1-1.

Step 5 — the amplitude grows from 11 to 12+12=2\sqrt{1^2 + 1^2} = \sqrt2: the blow added energy at a turning point.

Example
Worked: a blow that stops the motion
tyπ2π3π4π1−1blow, k = 1
A unit blow at t=πt = \pi cancels the velocity −1-1: one arch, then rest. Dashed: no blow.

A mass moves as y=sin⁡ty = \sin t (so y′′+y=0y'' + y = 0, y(0)=0y(0) = 0, y′(0)=1y'(0) = 1). What impulse k δ(t−π)k\,\delta(t - \pi) brings it to rest for good?

At t=πt = \pi the mass passes through y=0y = 0 with velocity cos⁡π=−1\cos\pi = -1.

Step 1 — an impulse changes only the velocity, by kk. Rest at equilibrium needs position 00 (already true at t=πt = \pi) and velocity 00, so −1+k=0-1 + k = 0: k=1k = 1.

Step 2 — confirm by transform: (s2+1)Y−1=e−πs(s^2 + 1)Y - 1 = e^{-\pi s}, so y=sin⁡t+sin⁡(t−π)u(t−π)=sin⁡t (1−u(t−π))y = \sin t + \sin(t - \pi)u(t - \pi) = \sin t\,\big(1 - u(t-\pi)\big): one arch of the sine, then y≡0y \equiv 0.

Step 3 — timing matters. The same blow at t=π2t = \tfrac\pi2, where the mass is at y=1y = 1 and momentarily still, cannot stop it: it changes the velocity from 00 to 11, giving y=sin⁡t−cos⁡ty = \sin t - \cos t afterwards, an oscillation of amplitude 2\sqrt2. A blow can cancel velocity, never displacement.

Example
Worked: the impulse response of a damped oscillator
ty1234½−½envelopeh
The impulse response h=12e−tsin⁡2th = \tfrac12 e^{-t}\sin 2t inside its envelope ±12e−t\pm\tfrac12 e^{-t} (dashed).

Find the impulse response of y′′+2y′+5yy'' + 2y' + 5y, then the motion of the system, at rest, after a blow of strength 33 at t=2t = 2.

With zero initial state, H(s)=1s2+2s+5=1(s+1)2+4H(s) = \dfrac{1}{s^2 + 2s + 5} = \dfrac{1}{(s+1)^2 + 4} after completing the square.

Step 1 — 2s2+4\dfrac{2}{s^2 + 4} is the transform of sin⁡2t\sin 2t, and replacing ss by s+1s + 1 multiplies the time function by e−te^{-t}; so h(t)=12e−tsin⁡2th(t) = \tfrac12 e^{-t}\sin 2t.

Step 2 — linearity scales it by 33 and the delay rule starts it at t=2t = 2: y=32e−(t−2)sin⁡(2(t−2)) u(t−2)y = \tfrac32 e^{-(t-2)}\sin\big(2(t-2)\big)\,u(t-2).

Step 3 — check against the jump rule: h(0)=0h(0) = 0 and h′(0)=12⋅2=1h'(0) = \tfrac12\cdot 2 = 1, so hh is the motion after a unit kick of the velocity.

Step 4 — read it: the oscillation has angular frequency 22, and its envelope ±12e−t\pm\tfrac12e^{-t} halves every ln⁡2≈0.69\ln 2 \approx 0.69 time units.

Side note
Where it goes wrong: making the position jump

For y′′+y=δ(t−π)y'' + y = \delta(t - \pi), y(0)=1y(0) = 1, y′(0)=0y'(0) = 0 (the first example), a common guess is that the blow moves the mass by 11: y(π+)=−1+1=0y(\pi^+) = -1 + 1 = 0. The transform says otherwise: after π\pi, y=cos⁡t−sin⁡ty = \cos t - \sin t, which is still −1-1 at t=πt = \pi. In a second-order equation the impulse is integrated twice — once into a jump of y′y', and a jump of y′y' integrates to a continuous yy. Only in a first-order equation such as y′=δ(t−1)y' = \delta(t-1) does yy itself jump.

Try it
Try it: the peak of an impulse response

Find the impulse response hh of y′′+6y′+9yy'' + 6y' + 9y and the time at which it is largest.

Show the answer

H(s)=1s2+6s+9=1(s+3)2H(s) = \dfrac{1}{s^2 + 6s + 9} = \dfrac{1}{(s+3)^2}. Since 1s2\dfrac1{s^2} is the transform of tt, replacing ss by s+3s + 3 gives h(t)=te−3th(t) = te^{-3t}. It starts at 00 with slope 11, as the jump rule demands. Then h′(t)=e−3t(1−3t)h'(t) = e^{-3t}(1 - 3t), which is positive before t=13t = \tfrac13 and negative after, so the peak is at t=13t = \tfrac13 with h(13)=13e≈0.123h(\tfrac13) = \dfrac{1}{3e} \approx 0.123. The double root −3-3 is critical damping: the response rises once and returns without overshooting.

Proofs & Why It Matters

Tip
Proof: the t-shift rule

Directly: L{g(t−a)u(t−a)}=∫a∞g(t−a)e−stdt\mathcal L\{g(t-a)u(t-a)\} = \int_a^\infty g(t-a)e^{-st}dt (the step kills t<at < a). Substitute τ=t−a\tau = t - a: ∫0∞g(τ)e−s(τ+a)dτ=e−as∫0∞g(τ)e−sτdτ=e−asG(s)\int_0^\infty g(\tau)e^{-s(\tau+a)}d\tau = e^{-as}\int_0^\infty g(\tau)e^{-s\tau}d\tau = e^{-as}G(s). ■\blacksquare

Tip
Proof: the convolution theorem

F(s)G(s)=∫0∞ ⁣ ⁣∫0∞f(τ)g(σ)e−s(τ+σ) dσ dτF(s)G(s) = \int_0^\infty\!\!\int_0^\infty f(\tau)g(\sigma)e^{-s(\tau+\sigma)}\,d\sigma\,d\tau — a double integral over the quarter-plane.

Change variables to t=τ+σt = \tau + \sigma (total time) and τ\tau: for each fixed tt, τ\tau ranges over [0,t][0, t], giving ∫0∞e−st[∫0tf(τ)g(t−τ) dτ]dt=L{f∗g}\int_0^\infty e^{-st}\left[\int_0^t f(\tau)g(t-\tau)\,d\tau\right]dt = \mathcal L\{f * g\}. A Fubini swap turns a product into a convolution. ■\blacksquare

Going Deeper: Worked Problems

Example
Worked: a force that switches on, then off
tyπ2π3π4π21−2f(π, 2)
The force (dashed) stops at t=πt = \pi with the mass at its far point y=2y = 2; it then swings as −2cos⁡t-2\cos t.

Solve y′′+y=f(t)y'' + y = f(t), y(0)=y′(0)=0y(0) = y'(0) = 0, where f(t)=1f(t) = 1 for 0≤t<π0 \le t < \pi and 00 afterward.

Step 1 — write the forcing with steps: f=1−u(t−π)f = 1 - u(t - \pi), so L{f}=1s−e−πss\mathcal L\{f\} = \dfrac1s - \dfrac{e^{-\pi s}}{s}.

Step 2 — transform: (s2+1)Y=1−e−πss(s^2 + 1)Y = \dfrac{1 - e^{-\pi s}}{s}, so Y=1−e−πss(s2+1)Y = \dfrac{1 - e^{-\pi s}}{s(s^2+1)}.

Step 3 — partial fractions on 1s(s2+1)=1s−ss2+1\dfrac{1}{s(s^2+1)} = \dfrac1s - \dfrac{s}{s^2+1}, which inverts to g(t)=1−cos⁡tg(t) = 1 - \cos t.

Step 4 — the e−πse^{-\pi s} copy is the same response delayed: y=g(t)−g(t−π)u(t−π)y = g(t) - g(t-\pi)u(t-\pi).

Step 5 — read it: for t<πt < \pi, y=1−cos⁡ty = 1 - \cos t (pushed from rest); for t≥πt \ge \pi, y=(1−cos⁡t)−(1−cos⁡(t−π))=−2cos⁡ty = (1 - \cos t) - (1 - \cos(t - \pi)) = -2\cos t — the force released exactly when the oscillator was at its far point, leaving it swinging with amplitude 22 forever. Piecewise forcing, zero case-splitting.

Example
Worked: an impulse response and a convolution
ty1234560.10.2hy = h ∗ e^(−t)
The impulse response hh (dashed) and the response y=h∗e−ty = h * e^{-t} to the input e−te^{-t}.

Find the impulse response of y′′+3y′+2y=δ(t)y'' + 3y' + 2y = \delta(t) (zero initial conditions), then use convolution to solve the same equation with forcing f(t)=e−tf(t) = e^{-t}.

Step 1 — transform: (s2+3s+2)H=1(s^2 + 3s + 2)H = 1, so H(s)=1(s+1)(s+2)=1s+1−1s+2H(s) = \dfrac{1}{(s+1)(s+2)} = \dfrac{1}{s+1} - \dfrac{1}{s+2}: impulse response h(t)=e−t−e−2th(t) = e^{-t} - e^{-2t}.

Step 2 — for general forcing, y=h∗fy = h * f: y(t)=∫0t(e−τ−e−2τ)e−(t−τ) dτy(t) = \displaystyle\int_0^t \left(e^{-\tau} - e^{-2\tau}\right)e^{-(t-\tau)}\,d\tau.

Step 3 — simplify: e−t∫0t(1−e−τ)dτ=e−t(t−1+e−t)e^{-t}\displaystyle\int_0^t\left(1 - e^{-\tau}\right)d\tau = e^{-t}\left(t - 1 + e^{-t}\right).

Step 4 — so y=te−t−e−t+e−2ty = te^{-t} - e^{-t} + e^{-2t}; check: y(0)=0y(0) = 0 ✓, and the te−tte^{-t} term is exactly what resonance-style forcing at a homogeneous rate produces. One impulse response, every forcing solved by an integral.