Laplace Transforms

John Appleby
Contents
1 Important Facts 1
2 Laplace Transforms of common functions 2
3 Examples 2
4 Solving integral equations 5
1 Important Facts
1. The LAPLACE TRANSFORM of f : [0.) R is given by
L(f)(s) =

0
e
st
f(t) dt (1.1)
for all s R for which the integral exists.
2. If the Laplace functions of the functions f, g exist and a, b are any real
constants, then the Laplace transform of af + bg exists and
L(af + bg)(s) = aL(f)(s) + bL(g)(s). (1.2)
3. DERIVATIVE THEOREM
If f is a dierentiable function and |f(t)| Me
t
for some M > 0 and R,
then
L(f

)(s) = sL(f)(s) f(0). (1.3)

Applying this principle allows one to show that
L(f

)(s) = s
2
L(f)(s) sf(0) f

(0). (1.4)
2
4. If f, g : [0, ) R are continuous functions then the function f g :
[0, ) R dened by
(f g)(t) =

t
0
f(t u)g(u) du (1.5)
is called the CONVOLUTION of f and g. Note that f g = g f.
5. CONVOLUTION THEOREM
Under reasonable conditions on f and g, we have
L(f g)(s) = L(f)(s)L(g)(s). (1.6)
6. If L(f)(s) = F(s), then the INVERSE LAPLACE TRANSFORM OF
f is given by
L
1
(F)(t) = f(t).
Moreover, for any F(s), G(s) whose Inverse Laplace transforms exist, we have
L
1
(aF + bG)(t) = aL
1
(F)(t) + bL
1
(G)(t).
2 Laplace Transforms of common functions
If f(t) = 1 then
L(f)(s) =
1
s
.
If f(t) = t then
L(f)(s) =
1
s
2
.
If f(t) = e
at
for some constant a R, then
L(f)(s) =
1
s a
.
If f(t) = cos(t) then
L(f)(s) =
s
s
2
+
2
.
If f(t) = sin(t) then
L(f)(s) =

s
2
+
2
.
3 Examples
Example 1. Find the Laplace transform of f(t) = cos
2
t.
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
3
SOLUTION: If f(t) = cos
2
t, then using the ordinary version of the Chain
Rule, we have
f

(t) = 2 cos t. sint = 2 cos t sint = sin(2t).

and so using (1.2) and the Laplace transform of sin, we have
L(f

)(s) = L(sin(2t))(s) = L(sin(2t))(s) =

2
s
2
+ 2
2
By the Derivative Theorem, we have in general L(f

)(s) = sL(f)(s) f(0), so

sL(f)(s) f(0) =
2
s
2
+ 4
,
and given that f(0) = cos
2
0 = 1, we have
sL(f)(s) = 1
2
s
2
+ 4
=
s
2
+ 2
s
2
+ 4
L(f)(s) =
s
2
+ 2
s(s
2
+ 4)
.
Example 2. Find the Laplace transform of f(t) = 1 using the Derivative The-
orem.
SOLUTION: With f(t) = 1, the Derivative Theorem (1.3) gives
L(0)(s) = sL(f)(s) 1
where we used f(0) = 1 and f

(t) = 0. Using (1.1) we also have

L(0)(s) =

0
e
st
.0 dt = 0
and therefore 0 = sL(f)(s) 1. Transposing this equation to solve for L(f)(s)
gives
L(f)(s) =
1
s
.
Example 3. (i) Decompose
4
s
3
4s
,
4
s
3
+ 4s
into partial fractions.
(ii) Find f(t) if
L(f)(s) =
4
s
3
4s
or
4
s
3
+ 4s
.
SOLUTION: (i) First factorise the denominator of the fraction:
4
s
3
4s
=
4
s(s
2
4)
=
4
s(s 2)(s + 2)
.
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
4
Since each of these factors is distinct and there are no repeated factors, the
decomposition into partial fractions reduces to nding A, B, C which satisfy
4
s(s 2)(s + 2)
=
A
s
+
B
s 2
+
C
s + 2
.
Multiplying this expression across by s(s 2)(s + 2) gives
4 = A(s 2)(s + 2) + Bs(s + 2) + Cs(s 2). (3.1)
A, B and C can be determined by successively setting s = 0, 2, 2 in (3.1). If
s = 0 : 4 = A. 2.2 = 4A A = 1.
s = 2 : 4 = B.2.4 = 8B B = 1/2.
s = 2 : 4 = C. 2. 4 = 8B C = 1/2.
Therefore we have
4
s(s 2)(s + 2)
=
1
s
+
1
2
1
s 2
+
1
2
1
s + 2
.
To decompose 4/(s
3
+ 4s), factorise the denominator and nd those values of
A, B, C which satisfy
4
s
3
+ 4s
=
4
s(s
4
+ 4)
=
A
s
+
B
s
2
+ 4
+
Cs
s
2
+ 4
.
Multiplying both sides of this expression by s(s
2
+ 4) to obtain
4 = A(s
2
+ 4) + Bs + Cs.s.
Gathering together powers of s and equating coecients, we have
4 = 4A + Bs + (A + C)s
2
, so 4 = 4A, 0 = B, 0 = A + C,
so A = 1, B = 0, C = 1, and therefore
4
s
3
+ 4s
=
1
s

s
s
2
+ 4
.
(ii) If
L(f)(s) =
1
s
+
1
2
1
s 2
+
1
2
1
s + 2
,
then by Section 1, part 6 of this document, we have
f(t) = L
1

1
s
+
1
2
1
s 2
+
1
2
1
s + 2

(t)
= L
1

1
s

(t) +
1
2
L
1

1
s 2

(t) +
1
2
L
1

1
s + 2

(t)
= 1 + 1/2e
2t
+ 1/2e
2t
,
where we used the Inverse Laplace transforms of e
at
for a = 0, 2, 2 (see Section
2 of this document). If
L(f)(s) =
1
s

s
s
2
+ 4
,
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
5
then by Section 1, part 6 of this document, we have
f(t) = L
1

1
s

s
s
2
+ 4

(t)
= L
1

1
s

(t) L
1

s
s
2
+ 4

(t)
= 1 cos(2t),
where we used the Inverse Laplace transform of cos(t) for = 2 (see Section
2 of this document).
Exercise 3.1.
Calculate the Laplace transform of f(t) = t cos t by doing the following:
(i) Show that f

(t) = cos t t sint and hence that f

(t) = 2 sint f(t).

(ii) Using the Derivative Theorem in the guise of (1.4), show that
L(f)(s) =
s
2
1
(s
2
+ 1)
2
.
Hint: From Section 2, L(sint)(s) = 1/(s
2
+ 1
2
) = 1/(s
2
+ 1).
Exercise 3.2.
Let f(t) = t
3
e
5t
. Show that f

(t) = 5f(t) + 3t
2
e
5t
, and using the fact that
L(t
2
e
5t
)(s) =
2
(s 5)
3
,
use the Derivative Theorem to show that
L(t
3
e
5t
)(s) =
6
(s 5)
4
.
Exercise 3.3. Let f(t) = e
t
sint. Show that f

(t) = e
t
cos t + f(t) and hence
conclude that f

(t) = 2f

(t) 2f(t). Use this equation to show that

L(f)(s) =
1
s
2
2s + 2
.
4 Solving integral equations
Example 4. (i) Prove that if y() is the solution of
y(t) = e
t

t
0
e
2(t)
y() d (4.1)
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
6
then L(y)(s) is given by
L(y)(s) =
s 2
(s 1)
2
.
(ii) Show that
s 2
(s 1)
2
=
1
s 1

1
(s 1)
2
.
(iii) Find the inverse Laplace transform of (s 2)/(s 1)
2
, and hence write
down the solution of the integral equation (4.1). Hint: L(te
at
)(s) = 1/(s
a)
2
for a R.
SOLUTION: (i) To solve integral equations with convolution kernels we follow
the following programme: suppose y is the proposed solution, then
Write the integral equation in terms of convolutions.
Apply Laplace transforms both sides of the equation.
Using the Convolution Theorem, and calculating any other Laplace trans-
forms, rearrange the algebraic equation so obtained so that the subject of
the equation is L(y)(s).
Take Inverse Laplace transforms to obtain y.
STEP 1: y(t) = e
t

t
0
e
2(t)
y() d, so
y = e
t
e
2t
y,
where we use the denition of equation (1.5).
STEP 2: Take Laplace transforms:
L(y)(s) = L(e
t
e
2t
y)(s) = L(e
t
)(s) L(e
2t
y)(s),
where we have used (1.2).
STEP 3: By the Convolution Theorem, we have
L(y)(s) = L(e
t
)(s) L(e
2t
)(s)L(y)(s).
By Section 2, we know that the Laplace transform of e
at
is given by 1/(s a),
and using this for a = 1, 2, we have
L(y)(s) =
1
s 1

1
s 2
L(y)(s).
Transposing the second term on the right hand side of this expression to the
left hand side we have, on taking L(y)(s) as a common factor,
L(y)(s)

1 +
1
s 2

=
1
s 1
,
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
7
so
L(y)(s) =
s 2
(s 1)
2
(ii) Since s 1 is a twice repeated factor, the decomposition must be of the
form
s 2
(s 1)
2
=
A
s 1
+
B
(s 1)
2
for some constants A and B. Multiplying this expression both sides by (s 1)
2
yields s 2 = A(s 1) +B, so by collecting like powers of s, and equating
corresponding coecients, we get
s 2 = As + (B A) A = 1, B A = 2,
so therefore A = 1 and B = 1, as required.
(iii) By parts (i) and (ii), we have
L(y)(s) =
1
s 1

1
(s 1)
2
,
so by taking Inverse Laplace transforms, we get
y(t) = L
1

1
s 1

1
(s 1)
2

(t)
= L
1

1
s 1

(t) L
1

1
(s 1)
2

(t)
= e
t
te
t
,
where we used the Hint and the fact (see Section 2) that the Laplace transform
of e
t
is given by 1/(s 1).
Example 5.
Show that the Laplace transform of y, the solution of the integral equation
y(t) = sint

t
0
y() d
satises
L(y)(s) =
s
(s
2
+ 1)(s + 1)
.
Given that
s
(s
2
+ 1)(s + 1)
=
1
2
1
s + 1
+
1
2
1
s
2
+ 1
+
1
2
s
s
2
+ 1
, (4.2)
nd the solution to the integral equation y.
SOLUTION:
STEP 1: We have y = sint 1 y by (1.5)
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001
8
STEP 2: Taking Laplace transforms, and using (1.2) we obtain
L(y)(s) = L(sint)(s) L(1 y)(s)
STEP 3: Using the Convolution Theorem (1.6) and the results of Section 2,
we get
L(y)(s) =
1
s
2
+ 1
L(1)(s)L(y)(s).
Since L(1)(s) = 1/s, by rearranging the above equation to make L(y)(s) its
subject, we get
L(y)(s) =
s
(s
2
+ 1)(s + 1)
STEP 4: By taking Inverse Laplace transforms across the last expression and
using (4.2), we get
y(t) = L
1

s
(s
2
+ 1)(s + 1)

(t)
= L
1

1
2
1
s + 1
+
1
2
1
s
2
+ 1
+
1
2
s
s
2
+ 1

(t)
=
1
2
L
1

1
s + 1

(t) +
1
2
L
1

1
s
2
+ 1

(t) +
1
2
L
1

s
s
2
+ 1

(t)
=
1
2
e
t
+
1
2
sint +
1
2
cos t.
The last line is obtained using the results of Section 2.
Exercise 4.1. Suppose y solves the integral equation
y(t) = 2 cos 4t + 2

t
0
sin4(t u)y(u) du.
Show that L(y)(s), the Laplace transform of y is given by
L(y)(s) =
2s
s
2
+ 8
,
and hence nd y.
SOLUTION: y(t) = 2 cos(

8t).
Calculus of Several Variables and Fourier Analysis(MS224) c John Appleby, 2001