Laplace Transforms of Periodic Functions

We begin with
Denition 1 Let X be a positive real number. A function f(x) dened on
[0, ) is periodic with period X if, for all x [0, ), f(x+X) = f(x).
The smallest positive number X for which this is true, provided such a number
exists, is called the least period of f(x).
We will retain this denition for functions f(x) which may have isolated
singularities, or other isolated points where the function is not dened, pro-
vided f(x + X) f(x) otherwise. Thus we may speak of f(x) tan x
as being periodic with period X = even though the function has isolated
singularities at odd multiples of /2.
Example 1 It is well known that cos x and sinx are periodic with period
X = 2 and that this is the least period in each case. From this it is clear
that tan x =
sinx
cos x
must also be periodic with period X = 2 but, due to
cancellation of sign changes in sinx and cos x, tanx is, in fact, also periodic
with period X = , as just indicated, and this is the least period for tan x.
Laplace transforms of periodic functions have a particular structure. Be-
fore developing this structure, however, we need to remind the reader of the
formula for the sum of a geometric progression. Thus if we have the geometric
progression with constant ratio r (real or complex):
P
r
: 1, r, r
2
, , r
k
, ,
the sum of the terms from k = 0 (i.e., from r
0
= 1) to k = n (i.e., to r
n
) is
S
n
(P
r
) =
1 r
n+1
1 r
.
1
If |r| < 1 the innite sum S

is dened as
S

(P
r
) = lim
n
S
n
=
1
1 r
.
The proof may be found in standard algebra textbooks or in our basic al-
gebra section.
With this result in hand we suppose that f(x) is a Laplace transformable
function which is periodic with period X > 0. Then for s > 0 we have
(Lf) (s) =
_

0
e
sx
f(x) dx =

k=0
_
(k+1)X
kX
e
sx
f(x) dx.
For k = 0, 1, 2, we let x = + kX in the k-th integral and obtain, using
the X-periodicity of f(x) and the familiar properties e
a+b
= e
a
e
b
, e
ab
=
(e
a
))
b
of the exponential,
(Lf) (s) =

k=0
_
X
0
e
s(+kX)
f( + kX) d =

k=0
_
e
skX
_
X
0
e
s
f() d
_
=
_

k=0
e
skX
_
_
X
0
e
s
f() d =
_

k=0
(e
sX
)
k
_
_
X
0
e
s
f() d.
Then, letting r = e
sX
< 1 the rst factor in the last expression is seen,
using the formula for S

(P
r
), to be
1
1r
=
1
1 e
sX
, with the result that we
have
(Lf) (s) =
_
X
0
e
s
f() d
1 e
sX
.
Another way to state this is as follows. We let
f
X
(x) =
_
f(x), 0 <x < X;
0, x X.
Thus the non-zero values of f
X
(x) encompass just one period of f(x); we will
call it the basic function associated with the X-periodic function f(x). Then
it is clear that
_

0
e
sx
f
X
(x) dx =
_
X
0
e
sx
f(x) dx
2
and therefore
(Lf) (s) =
(Lf
X
) (s)
1 e
sX
.
Example 1 Let f(x) = sinax, a > 0. Then f(x) has period X =
2
a
and we must have
(Lsin ax) (s) =
_
2
a
0
e
sx
sinaxdx
1 e

2s
a
=
_

a
s
2
+a
2
e
sx
cos ax
s
s
2
+a
2
e
sx
sinax
_

2
a
0
1 e

2s
a
=
a
s
2
+a
2
_
1 e

2s
a
_
1 e

2s
a
=
a
s
2
+ a
2
.
This, of course, is not news. The real interest lies in computing Laplace
transforms of certain piecewise continuous functions which arise as periodic
waveforms in a variety of applications.
Example 2 The square wave of period 2X is the 2X-periodic function
f(x) whose basic function is
f
2X
(x) =
_
1, 0 <x < X;
1, X <x < 2X.
Thus f(x) has the value (1)
k
on kX <x < (k+1)X, k = 0, 1, 2, . From
the formula we have
(Lf) (s) =
_
X
0
e
sx
1 dx
_
2X
X
e
sx
1 dx
1 e
2sX
=
1
s
(1 2 e
sX
+ e
2sX
)
1 e
2sX
=
1 e
sX
s(1 + e
sX
)
.
3
Example 3 A periodic function with numerous applications in design of
electronic devices is the so-called saw-tooth function. The basic function is
f
X
(x) = x, x [0, X) and f(x) is then obtained by periodic continuation
with period X; on the interval [kX, (k + 1)X) we have f(x) = x kX. In
this case
(Lf
X
) (s) =
_
X
0
e
sx
f(x) dx =
_
X
0
e
sx
xdx =
d
ds
_
X
0
e
sx
dx
=
d
ds
1 e
sX
s
=
1 e
sX
s
2

X e
sX
s
.
Then
(Lf) (s) =
1
s
2

X e
sX
s(1 e
sX
)
.
Example 4 We consider a periodic pulse, i.e., an intense signal of short
duration emitted at periodic intervals. We again let the period be X > 0
and we suppose the basic function, given in terms of an amplitude, A, A > 0
and a pulse duration h, 0 < h < X, is
f
X
(x) =
_
A, 0 <x < h;
0, h<x < X.
Then
_
X
0
e
sx
f
X
(x) dx = A
_
h
0
e
sx
dx =
A
s
(1 e
sh
).
Taking f(x) to be the X-periodic extension of f
X
(s), our formula gives
(Lf) (s) =
A(1 e
sh
)
s(1 e
sX
)
.
4
Periodic Solutions of Dierential Equations with Periodic Forcing
We consider a dierential equation
d
n
y
dt
n
+ a
1
d
n
1y
dt
n
1
+ + a
n1
dy
dt
+ a
n
y = g(t),
where g(t) is at least piecewise continuous and is periodic with period T > 0
on the interval [0, ). Consequently the Laplace transform of g(t) takes the
form
g(s) = (Lg) (s) =
(Lg
T
) (s)
1 e
sT
, (Lg
T
) (s) =
_
T
0
e
st
g(t) dt.
In many applications it is important to be able to nd the steady state
periodic solution y(t) of this dierential equation which is also periodic with
period T. If y(t) is such a solution: y(t + T) y(t), t [0, ), then we
also have
y(s) = (Ly) (s) =
(Ly
T
) (s)
1 e
sT
, (Ly
T
) (s) =
_
T
0
e
st
y(t) dt.
In the section on Laplace solution of initial value problems we show
that for any solution of this dierential equation,
p(s) y(s) q(s) = g(s),
where
q(s) =

j,k,, j+k+ =n1

a
k
y
j
s

and p(s) = s
n
+ a
1
s
n1
+ + a
n1
s + a
n
is the characteristic polynomial
for the dierential equation under study. Using the special forms of the
Laplace transforms for periodic y(t) and g(t) this becomes
p(s)
(Ly
T
) (s)
1 e
sT
q(s) =
(Lg
T
) (s)
1 e
sT
,
5
Multiplying by
1e
sT
p(s)
we then have
(Ly
T
) (s) =
p(s)
.
The left hand side of this dierential equation is
y(s) = (Ly
T
) (s) =
_
T
0
e
st
y(t) dt.
This integral clearly has a nite value for every value of s and, in fact,
dierentiation under the integral sign is valid and we see that all of the
derivatives of y(s) exist and have nite values for every value of s. But on
the right hand side the denominator vanishes at each of the roots r
m
, m =
1, 2, n (counting multiplicity) of p(s). We can avoid singularities on the
right hand side only if the function (Lg
T
) (s) +
_
1 e
sT
_
q(s) has a root at
each point s = r
m
of the same multiplicity as p(s) has there.
We consider here only the case where the r
m
are distinct. Then we need
(Lg
T
) (r
m
) +
_
1 e
rm T
_
q(r
m
) = 0, m = 1, 2, , n,
or
(Lg
T
) (r
m
) +
_
1 e
rm T
_
_
_

j,k,, j+k+ =n1
a
k
y
j
r

m
_
_
= 0, m = 1, 2, , n.
These constitute n linear algebraic equations for the unknown initial values
y
(j)
(0) = y
j
, j = 0, 1, 2, , n 1, of the periodic solution y(t). Since the
y
j
disappear completely from the m-th equation if 1 e
rm T
= 0, we need
1 e
rm T
= 0, m = 1, 2, , n,
which is the same thing as saying that the characteristic polynomial p(s) must
be such that none of its roots r
m
have the form of an integer multiple of
2i
T
,
6
i.e., the corresponding homogeneous dierential equation has no solutions
which are periodic with period T.
Example 5 Let us consider the dierential equation
d
2
y
dt
2
+ 3
dy
dt
+ 2 y = f(t),
where f(t) is the saw-tooth function with period T:
f(t) = t kT, kT <t < (k + 1)T, k = 0, 1, 2, .
We have seen earlier in this section that this function has Laplace transform
(Lf) (s) =
(Lf
T
) (s)
1 e
sT
=
1 e
sT
s
2

T e
sT
s
1 e
sT
=
1
s
2

T e
sT
s(1 e
sT
)
.
Writing
(Ly) (s) =
(Ly
T
) (s)
1 e
sT
and applying the Laplace transform to both sides of the dierential equation
we have, with y
(k)
(0) y
k
, k = 0, 1,
_
s
2
+ 3 s + 2
_
(Ly
T
) (s)
1 e
sT
(s y
0
+ y
1
) 3 y
0
=
1 e
sT
s
2

T e
sT
s
1 e
sT
.
Multiplying by
1 e
sT
s
2
+3 s+2
we have
(Ly
T
) (s) =
1 e
sT
s
2

T e
sT
s
+
_
1 e
sT
_
((3 + s)y
0
+ y
1
)
s
2
+ 3 s + 2
.
Since (Ly
T
) (s) must be free of singularities, we need
1 e
sT
s
2

T e
sT
s
+
_
1 e
sT
_
((3 + s)y
0
+ y
1
) = 0, s = 1, 2,
7
since the latter are the points where s
2
+ 3 s + 2 = 0. This gives the two
equations
1 e
T
+ T e
T
+
_
1 e
T
_
((2 y
0
+ y
1
) = 0,
1e
2T
4
+
T e
2T
2
+
_
1 e
2T
_
(y
0
+ y
1
) = 0,
or
2 y
0
+ y
1
=
T e
T
e
T
1
1,
y
0
+ y
1
=
T e
2T
2(e
2T
1)

1
4
.
Solving these equations we have
y
0
=
T e
T
e
T
1

T e
2T
2(e
2T
1)

3
4
,
y
1
=
T e
2T
e
2T
1

T eT
e
T
1
+
1
2
.
On the interval [0, T] the periodic solution y(t) of our dierential equation
agrees with the solution of
d
2
z
dt
2
+ 3
dz
dt
+ 2 y = t
with the same initial conditions. The solution z(t) of this dierential equation
with y(0) = y
0
, y

(0) = y
1
can be computed, as in our section on Laplace
solution of initial value problems, to be
z(t) =
t
2

3
4
+ (y
1
+ 2 y
0
+ 1) e
t

_
y
1
+ y
0
+
1
4
_
e
2t
.
Since y(t) is periodic with period T we have
y(t) =
t kT
2

3
4
+ (y
1
+ 2 y
0
+ 1) e
(tkT)

_
y
1
+ y
0
+
1
4
_
e
2(tkT)
, kT <t < (k + 1)T, k = 0, 1, 2, ,
with y
0
and y
1
as determined above.
8