Chapter 4

THE LAPLACE TRANSFORM

 Plan

I - Definition and basic properties

II - Inverse Laplace transform and solutions of DE

III - Operational Properties

 I Definitions and basic properties

Learning objective
At the end of the lesson you should be
able to :
Define Laplace Transform.

Find the Laplace Transform of different

type of functions using the definition.
 Definition: Laplace Transform
Let f be a function defined for t 0.
Then the integral

L f (t ) e st
f (t ) dt
0

is said to be the Laplace transform of f,

provided that the integral converges.
 Notations

L f (t ) F ( s) ; Lg (t ) G ( s ) ;
and Ly (t ) Y ( s )
 Example 1

Use the definition to find the values of the following:

1. L{1}
2. L{t}
 Solution
L{1} ?
st N

L{1} st e
e 1 dt L{1} lim
N
0 s 0

L{1} e st dt e sN 1
L{1} lim
0 N
s
N
L{1} lim
N 0
e st dt
L{1}
1
s
 Solution
L{t} ?

u t du dt
L{t} e st t dt e st
0
dv e st dt v
s

te st
1 st
L{t} 0 e dt
s 0 s

te e st st
2 0 2 2
1 1
L{t}
s s 0 s s
 Theorem: Transforms of some Basic
Functions
1 1
1. L{1} 5. L{e }
at

s sa
n! s
2. L{t } n 1
n
6. L{cos kt} 2
s s k2
k s
3. L {sin kt} 2 7. L{cosh kt} 2
s k2 s k2
k
4. L {sinh kt} 2
s k2
L is a Linear Transform

L{c1 f (t ) c2 g (t )} c1 L{ f (t )} c2 L{g (t )}
 Example2

Find the Laplace transform of the function

f (t ) 5t 1
Example2
L{1 5t}
L{1 5t} L{1} L{5t}

L{1} 5L{t}
1 1
5 2
s s

1 5 s5
2 2
s s s
Transform of a Piecewise function

Example 3
1 0 t 1
Given f (t )
1 t 1

Find L f (t ) e st f (t ) dt
0
 Solution
1
L{ f (t )} e st dt e st dt
0 1

1 st 1 1 st
e e
s 0 s 1

1 s 1
(e 1) (0 e s )
s s
1
(2e s 1)
s
 Laplace Transform of a Derivative

Let F (s) L f (t )

Find '

L f (t ) e st '
f (t ) dt
0
 Laplace Transform of a Derivative


L f (t ) e
' st '
f (t ) dt
u e st du se st dt
0 dv f ' (t)dt v f(t)

e st
f (t ) s e st f (t ) dt
0 0

f (0) s L{ f (t )}

sF ( s) f (0)
 Laplace Transform of a Derivative

Theorem
n 1
L{ f (t )} s F (s) s f (0) s
( n) n n 2
( n 1)
f (0) .... f (0)
where F (s) L f (t )
 Laplace Transform of a Derivative

Example
Find the Laplace transform of the following IVP

y 3 y 2 y 4t
'' '

y( 0 ) 0 y ( 0 ) 1
'
 Laplace Transform of a Derivative

Solution y 3 y 2 y 4t
'' '

L( y 3 y 2 y) L(4t )
'' '

L( y '' ) 3L( y ' ) 2L( y) 4L(t )

s Y (s) sy (0) y (0) 3sY (s) y(0) 2Y (s) s4
2 '
2

4
s Y ( s ) 1 3sY ( s ) 2Y ( s) 2
2

s
 Laplace Transform of a Derivative

Solution 4
s Y ( s ) 1 3sY ( s ) 2Y ( s) 2
2

s
4
( s 3s 2)Y ( s ) 1 2
2

s
s 2
4
( s 3s 2)Y ( s) 2
2

s
( s 2)( s 2) s2
Y ( s) 2 2
s ( s 2)( s 1) s ( s 1)
II Inverse Laplace Transform and solutions
of DEs

Learning objective
At the end of the lesson you should be
able to :
Define Inverse Laplace Transform.

Solve ODEs using the Laplace

Transform.
 Inverse Transforms
If F (s) represents the Laplace transform of a
function f (t), i.e.,
L {f (t)}=F (s)

then f (t) is the inverse Laplace transform of F (s)

and, f (t ) L1{F ( s)}
 Theorem : Some Inverse Transforms

11 1 1
1. 1 L 5. e L
at

s s a
1 n! 1 s
2. t L n 1 , n 1, 2 , 3 , ...
n
6. cos kt L 2 2
s s k
1 k 1 s
3. sin kt L 2 2 7. cosh kt L 2 2
s k s k
1 k
4. sinh kt L 2 2
s k
 Application

2
1 1 1 2 1 5! 1 5
1. L 6 2 L 51 L 51 t
s s 5! s 60

1 1 1 6 1
1
2. L 2 L 2 2
sin 6t
s 36 6 s 6 6
 1
L is a Linear Transform

L { F (s) G(s)} L {F (s)} L {G(s)}

1 1 1

Where F and G are the transforms of some

functions f and g .
 Division and Linearity

3s 4
1
Find L 2
s 4
 Division and Linearity

3s 4
1 1 3s 1 4
L 2 L 2 2
L 2 2
s 4 s 2 s 2

1 s 1 2
(3) L 2 2
(2) L 2 2
s 2 s 2

(3) cos 2t (2) sin 2t

 Partial Fractions in Inverse Laplace

1 1
Find L
( s 1)( s 2)
 Partial Fractions in Inverse Laplace
1 1 1

,
( s 1)( s 2) s 2 s 1

1 1
1 1
L
1
L
( s 1)( s 2)

s 2 s 1
1 1 1
1
L L
s 2 s 1

e e
2t t
 Example 1

Solve the partial given IVP by

Laplace transform.

dy
2 y 0 , y (0) 3
dt
 Solution 1
dy
2 y 0 , y (0) 3
dt
dy
L 2 y 0
dt
dy
2 L L y 0
dt
2sY (s) y(0) Y (s) 0
 Solution 1

2sY (s) y(0) Y (s) 0

(2s 1)Y ( s) 6 0

6
Y ( s)
2s 1

6 6
y (t ) L1 L1

2s 1 2( s ( 1 ))

2
 Solution 1

1
y (t ) 3L
1

s ( 1 )

2

t

y(t ) 3e 2
 III Operational Properties

Learning objective

At the end of the lesson you should be

able to use translation theorems.
 First translation theorem

If L{ f (t )} F ( s)

and a is any real number, then

.

L{e f (t )} F (s a)
at
 First translation theorem

Example 1:
L{e 5t t 3 }

3! 6
L{e t } L{t }ss 5
5t 3 3
4
s s s 5 ( s 5) 4
.
 First translation theorem

Example 2:
2t
L{e cos 4t}
2t s s2
L{e cos 4t} L{cos 4t}ss 2 2 2
s 4 s s 2 (s 2) 16
2

.
Inverse form of First translation theorem

L{e f (t )} F (s a)
at

1 1
L L{e f (t )} L {F (s a)}
at

1
e f (t ) L {F (s a)}
at .
 Inverse form of First translation theorem
2s 5
1
Example 1: L 2
( s 3)
2s 5 2 11

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

2s 5
1 1 1 1 1
L 2
2L 11L 2
( s 3) s 3 ( s 3)
.
1
1
2(1)e 11L 2
3t

( s ) s s 3

2e 3t 11te3t
Exercise

Solve

y 4 y 6 y 1 e , y(0) 0, y(0) 0.
t
 Solution

L{ y} 4L{ y} 6L{ y} L{1} L{e } t

1 1
s Y ( s ) sy (0) y(0) 4[ sY ( s) y (0)] 6Y ( s)
2

s s 1
1 1
s Y ( s ) 4sY ( s ) 6Y ( s )
2

s s 1
Solution
1 1
( s 4s 6)Y ( s)
2

s s 1

2s 1
( s 4s 6)Y ( s)
2

s( s 1)

2s 1
Y ( s)
s( s 1)( s 2 4s 6)
Solution
2s 1 A B Cs D
2
s( s 1)( s 4s 6) s s 1 ( s 4s 6)
2

1 1 s 5

2s 1 6 3 2 3

s( s 1)( s 2 4s 6) s s 1 ( s 2 4s 6)
Solution
1 1 s 5

1 6 3
1 1
L {Y ( s)} L { } L { } L { 2 2 3 }
1

s s 1 ( s 4s 6)

1 1 1 1 1 1 1 1 1 s 2 2 1 2
L {Y (s)} L { } L { } L { } L { }
6 s 3 s 1 2 (s 2) 2 3 2
2
(s 2) 2
2

1 1 t 1 2 t 2 2t
y(t ) e e cos 2t e sin 2t.
6 3 2 3 2
Unit Step Function or Heaviside Function

The unit step function U (t a ) is

defined as
0, 0 t a
U (t a)
1, t a.
U

1
t
Example

What happen when f (t ) 2t 3 is

multiplied by the Heaviside function

f (t )U (t 2) ?
 Example

f f (t ) 2t 3 f
f (t )U (t 2)

0 t 0 2 t
-3 -3
The Second Translation Theorem

If F ( s) L{ f (t )} and a 0, then

as
L{ f (t a)U (t a)} e F (s).
Example 1
Let f (t ) 1 f (t a) 1
1
F ( s) L{1}
s
as
e
then L{U (t a)} .
s
 Example 2
t , 0t 3
Find L{g (t )} where g (t )
2, t 3

g (t ) t (1 U (t 3)) 2U (t 3)
t tU (t 3) 2U (t 3)

L{g (t )} L{t} L{tU (t 3)} 2 L{U (t 3)}.

 Example 2

L{g (t )} L{t} L{tU (t 3)} 2 L{U (t 3)}.

1 e 3s
2 L{tU (t 3)} 2 .
s s
For L{tU (t 3)} We would like to apply the previous theorem

So, we write f (t 3) t
f (t ) t 3
 Example 2
3 s
Then L{tU (t 3)} e F (s)

1 3
where
F ( s ) L{ f (t )} L{t 3} 2
s s
Finally

3 s 3 s 3 s 3 s 3 s
1 e 3e 2e 1 e e
L{g (t )} 2 2 .
s s s s s2 s
The Inverse Second Translation Theorem

1
If f (t ) L {F ( s)} then

1 as
L {e F (s)} f (t a)U (t a).
Example

Evaluate

1 1 2 s
L { e }
s4
 Example
1 1 2 s
L { e }
s4
1 1 1
a 2, F ( s ) , L { } e .
4t

s4 s4

1 1 2 s
therefore, L { e } e 4(t 2)U (t 2)
s4
 Summary
1 1
1. L{1} 5. L{e }
at

s sa
n! s
2. L{t } n 1
n
6. L{cos kt} 2
s s k2
k s
3. L {sin kt} 2 7. L{cosh kt} 2
s k2 s k2
k
4. L {sinh kt} 2
s k2

Ly' sY (s) y(0)

.
Ly" s Y (s) sy (0) y' (0)
2

L{e f (t )} F (s a)
at

as
L{ f (t a)U (t a)} e F (s).