Laplace transform

The Laplace transform is an integral transform which has the property of translating certain complicated operations into simple algebraic operations in the image (Laplace) space.
It is a solution technique which transforms
differential equations in the time domain into
algebraic equations in the s-domain.

Definition
The Laplace transform function F (s) of the
function f (t) is defined by
F (s) = L{f (t)} =

Z
0

f (t)est dt

for all numbers s for which the improper integral converges.

Example 1: Find F (s) if f (t) = e3t.

Solution
F (s) = L{f (t)}
=
=

Z
0
Z
0

e3test dt
e(3s)tdt

lim

Z N

N 0


e(3s)tdt

N
1
e(3s)t
= lim
N 3 s
0
h
i
1
(3s)N
=
lim e
1
3 s N

1
3s

if
1 if

s<3
s > 3.

We see that the improper integral for F (s)

does not converge if s 3. Therefore,
1
F (s) = L{f (t)} =
s3

for

s > 3.

Example 2: Determine
of

2,
0,
f (t) =

4t
e ,

the Laplace transform

0<t<5
5 < t < 10
10 < t.

Solution
F (s) =
=

Z
0
Z 5

f (t)est dt
2est dt +

0
Z 5

= 2

Z 10
5

est dt + lim

0est dt +
Z N

Z
10

e4test dt

e(s4)tdt

N 10

N
#5
(s4)t
e
est

+ lim
= 2
s 0 N (s 4)
10
2
2e5s
0
"

(s4)N
10(s4)
e
e

+ lim
+
N
s4
s4

2e5s
2
e10(s4)
=
+ +
s
s
s4

for

s > 4.

Exercises
1. Find L{t 2}
2
1
Ans:
+ 2.
s
s
2. Find the Laplace transform of
f (t) =

0 if

1 if

2 if

t<1
1t<2
t 2.

es + e2s
.
Ans:
s
3. Calculate L{|t 4|}
2e4s + 4s 1
Ans:
s2

Linearity of the transform

Given functions f and g and constants a and
b, then
L{af + bg} = aL{f } + bL{g}
Example 1: Determine L{3e4t 6 + 5 cos 2t.}
Solution
L{3e4t 6 + cos 2t} = L{3e4t} + L{6}
+L{5 cos 2t}
= 3L{e4t} L{6}
+5L{cos 2t}
3
6
5s
=
+ 2
.
s4 s
s +4
Example 2: L{cos2 t + 3 sinh 2t}

Translation in s
If L{f (t)} = F (s) exists, then
L{eat f (t)} = F (s a).
Proof
L{eat f (t)} =
=

Z
0
Z
0

esteatf (t) dt
e(sa)tf (t)dt

= F (s a).
Example 1: Determine L{eat sin bt}.
Solution
We know
b
L{sin bt} = F (s) = 2
.
2
s +b
Thus, by the translation property of F (s),
L{eat sin bt} = F (s a) =

b
.
2
2
(s a) + b

Exercises
1. Find L{et sin 2t}

2. Find L{t2 e3t}

Ans:

2
.
3
(s 3)

3. Calculate L{e3t(t2 3t + 5)}

3
5
2
Ans:

+
(s + 3)3 (s + 3)2
s+3

Derivative of the Laplace transform

Let L{f (t)} = F (s). Then
dnF
n
n
.
L{t f (t)} = (1)
n
ds
Proof
F (s) = L{f (t)} =

Z
0

estf (t) dt.

Then
d st
dF
=
e f (t) dt.
ds
ds 0
By the Leibnizs rule,
Z

dF
ds

Z
d

ds

Z
0

estf (t)dt
est t f (t)dt

= L{t f (t)}.
Thus
dF
L{t f (t)} = (1)
.
ds
The general result follows by induction on n.
8

Example 1: Determine L{t sin 2t}.

Solution
2
F (s) = L{sin 2t} = 2
s +4
Differentiating F (s) we obtain
dF
4s
= 2
.
2
ds
(s + 4)
Thus
L{t sin 2t} =

4s
dF
= 2
.
2
ds
(s + 4)

Example 2: Determine

1. L{t sin2 2t}

2. L{t e3t sin 2t}

Laplace transform of derivatives

Derivative theorem : Given a function f (t)
with Laplace transform L{f (t)} = F (s), then
(i) L{f 0(t)} = sF (s) f (0)
(ii) L{f 00(t)} = s2F (s) sf (0) f 0(0)
(iii) L{f (n)(t)} = snF (s) sn1f (0) sn2f 0(0)
. . . f n1(0)
where f (0) is the initial value of f (t) at t = 0.
Example 1: Find the Laplace transform of
f (t) = cos2 t.
Solution
f 0(t) = 2 cos t( sin t) = sin 2t.
Using the Laplace transform of sin, we have
2
L{f 0(t)} = L{ sin 2t} = 2
.
s +4
By the derivative theorem,
L{f 0(t)} = sF (s) f (0) = sL{f (t)} f (0),
10

so
2
sL{f (t)} f (0) = 2
.
s +4
And given that f (0) = cos2 0 = 1, we have
2
sL{f (t)} 1 = 2
s +4
s2 + 2
2
= 2
.
sL{f (t)} = 1 2
s +4
s +4
Thus
s2 + 2
L{f (t)} =
.
2
s(s + 4)
Example 2: Find the Laplace transform of
f (t) = 3 using the Derivative theorem.

Inverse Laplace transform

If L{f (t)} = F (s), then the Inverse Laplace
transform of f is given by
L1{F (s)} = f (t).

Moreover, for any F (s) and G(s) whose Inverse

Laplace transform exist, we have
L1{aF (s)+bG(s)} = aL1{F (s)}+bL1{G(s)}.
Example 1: Determine L1{F (s)} where
2
(a) F (s) = 3
s
5
(b) F (s) = 2
s + 25
s
(c) F (s) = 2
.
s 4
11

Partial fractions
Example 1: Determine L1

1
s(s + 1)

Solution
1
A
B
= +
s(s + 1)
s
s+1
Then
1 = A(s + 1) + Bs.
Set s = 0 and s = 1. Hence
s=0:
A=1
s = 1 :
1=0B

B = 1.
Now we have
(

1
1
L
s(s + 1)

1
1
1

.
=L
s s+1


Use the linearity property,

(

1
L1
s(s + 1)

1
1
= L1
L1
s
s+1
= 1 et.
 

Example 2: Determine L1

1
s2(s2 + 1)

12

Solution
A
B
1
Cs + D
= + 2+ 2
2
2
s (s + 1)
s
s
s +1
Then
1 = As(s2 + 1) + B(s2 + 1) + (Cs + D)s2
reduces to
1 = (A + C)s3 + (B + D)s2 + As + B.
Equating coefficients gives
s3 :
A+C =0
s2 :
B+D =0
s1 :
A=0
s0 :
B = 1.
Thus C = 0 and D = 1, so that
1
1
1
=
+
s2(s2 + 1)
s2
s2 + 1
(

1
L1 2 2
s (s + 1)

and

1
1
= L1 2 L1 2
s
s +1
= t sin t.


Translation property for ILT

If L1{F (s)} = f (t) and a is a constant, then
L1{F (s a)} = eatL1{F (s)} = eatf (t).
Example 1: Determine L1

2
(s 3)3

Solution
(

2
L1
(s 3)3

2
= e3tL1 3
s


= e3tt2.
Example 2: Determine L1

3s
(s + 1)4

Solution
3s
3(s + 1) 3
=
(s + 1)4
(s + 1)4
3
3
=

(s + 1)3 (s + 1)4.
Then
L1

3s
(s + 1)4

= L1

3
(s + 1)3

L1

13

3
(s + 1)4

3
3
t
1
t
1
e L
e L
s3
s4
 
 
3 t 1 2
3 t 1 3!
e L
e L
3
2
s
3!
s4
3 t 2 1 t 3
e t e t
2
2
1 t
e (3t2 t3).
2


=
=
=
=

Completing the square

15
1
Example 1: Determine L
s2 + 4s + 13
Solution


L1

15
s2 + 4s + 13

15
(s + 2)2 + 9


15
= e2tL1 2
s +9 

3
2t
1
= 5e
L
s2 + 9
= 5e2t sin 3t.
= L1

s+1
Example 2: Determine L1 2
s + 6s + 25
Solution


L1

s+1
s2 + 6s + 25

= L1
= L1

s+1
(s + 3)2 + 16

(s + 3) 2
(s + 3)2 + 16

s2
= e3tL1 2
s + 16


14

1
= e3t cos 4t sin 3t .
2


Exercises
Find the inverse Laplace transform of the given
function.

1.

1
s2 + 2s + 10

2.

s
s2 + 4s + 4

3.

2s + 3
(s + 4)3

s2
4.
(s 1)4

Ans:

1 t
e sin 3t
3

Convolution Theorem
If L1 {F (s)} = f (t) and L1 {G(s)} = g(t),
then the convolution of f (t) and g(t) is
f g = L1 {F (s)G(s)} =

Z t
0

Example 1: Determine L1

f (u)g(t u)du.
(

1
(s + 1)(s 2)

Solution: Can be obtained by the method of

(i) partial fractions
(ii) completing the square
(iii) convolution theorem.
We want to use convolution theorem. Write
1
1
1
=
.
(s + 1)(s 2)
s+1 s2
and let
1
1
F (s) =
, G(s) =
.
s+1
s2
Then
f (t) = L1 {F (s)}
1
= L1
s+1


= et
15

g(t) = L1 {G(s)}
1
= L1
s2


= e2t

so that
f (u) = eu
g(t u) = e2(tu) = e2te2u.
Hence we obtain
(

1
L1
(s + 1)(s 2)

=
=

Z t
0
Z t
0

= e2t

f (u)g(t u)du
eue2te2udu
Z t
0

e3udu

1 2t
=
(e et).
3

Example 2: Determine L1

3
s(s2 + 1)

Solution: Write
3
1
3
= . 2
2
s(s + 1)
s s +1
and let
1
F (s) = 2
,
s +1

3
G(s) = .
s

Then
f (t) = L1 {F (s)}
= L1

= sin t

s+ 1

g(t) = L1 {G(s)}
= L1

3
s

 

=3

so that
f (u) = sin u
g(t u) = 3.
Hence we obtain
(

3
L1
s(s2 + 1)

Z t
0

f (u)g(t u)du
16

Z t
0

sin u.3 du

= 3 cos u |t0
= 3(1 cos t).

Exercises
Find the ILT of the given function.

1.

1
s2(s2 + 1)

2.

3s
(s2 + 1)(s2 + 4)

1
3. 2
s (s 2)

Ans: t sin t

Ans: cos t cos 2t

e2t 1 2t
Ans:
4

Initial value Problems

Example 1: Solve
y 00 6y 0 + 9y = t2e3t,

y(0) = 2,

y 0(0) = 6.

Solution
L y 00 6y 0 + 9y
n

= L t2e3t

By the linearity property,

L y 00
n

n o
n
o
0
2
3t
6L y + 9L {y} = L t e
.

s2Y (s) sy(0) y 0(0) 6[sY (s) y(0)] + 9Y (s)

2
.
=
3
(s 3)
Using the initial conditions
[s2Y (s)2s6]6[sY (s)2]+9Y (s) =

2
(s 3)3

and simplifying give

2
(s 3)3
2
2
(s 3) Y (s) = 2(s 3) +
(s 3)3

(s2 6s + 9)Y (s) = 2s 6 +

17

2
2
+
.
Y (s) =
s3
(s 3)5
Thus
y(t) = L1 {Y (s)}
)
(


1
2
4!
= 2L1
+ L1
s3
4!
(s 3)5
1 4 3t
3t
= 2e +
t e .
12
Example 2: Show that
L1

2s2 + 10s

(s2 2s + 5)(s + 1)

= 3et cos 2t + 4et sin 2t et.

Using this result, solve the IVP
y 00 2y 0 +5y = 8et,

y(0) = 2,

y 0(0) = 12.

Solution
L y 00
n

n o
n
o
0
t
2L y + 5L {y} = L 8e

[s2Y (s) sy(0) y 0(0)] 2[sY (s) y(0)] + 5Y (s)

=

8
.
S+1

Using the initial conditions

[s2Y (s)2s12]2[sY (s)2]+5Y (s) =

8
S+1

and simplifying give

8
s+1
2 + 10s
2s
(s2 2s + 5)Y (s) =
s+1

(s2 2s + 5)Y (s) = 2s + 8

2s2 + 10s
.
Y (s) = 2
(s 2s + 5)(s + 1)
Hence
y(t) = 3et cos 2t + 4et sin 2t et.

Boundary Value Problems

Example 1: Solve the BVP
y 00 + y = cos 2t,

y 0(0) = 0,

y 0(/2) = 1.

Solution
L y 00
n

+ L {y} = L {cos 2t}

s
[s2Y (s) sy(0) y 0(0)] + Y (s) = 2
s +4
Letting y(0) = and applying boundary condition give
s
[s2Y (s) s 0] + Y (s) = 2
.
s +4
Simplifying,
s
2
(s + 1)Y (s) = s + 2
s +4
2 + 4) + s
s(s
(s2 + 1)Y (s) =
s2 + 4

s3 + (4 + 1)s
Y (s) =
.
(s2 + 1)(s2 + 4)
18

The partial fraction decomposition for Y (s) is

s3 + (4 + 1)s
As + B
Cs + D
=
+
(s2 + 1)(s2 + 4)
s2 + 1
s2 + 4
( + 1
3 )s + 0

s2 + 1

1
3s + 0
s2 + 4

Hence we obtain
y(t) = L1 {Y (s)}

1
1
( + )s
3s
1
3
= L
+ 2
s2 + 1
s + 4

s
1
s
1
L1 2
= ( + )L1 2
3
s +1
3
s +4


1
1
= ( + ) cos t cos 2t.
3
3
To find , use condition y 0(/2) = 1.
1
2
y 0(t) = ( + ) sin t + sin 2t
3
3
1
2
1 = ( + ).1 + .0
3
3
Thus,
1
+ =1
3

2
= .
3

Substituting into y(t) give

1
y(t) = cos t cos 2t.
3