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# Chapter 4

## The Laplace Transform

4.1 Introduction
The Laplace transform provides an eective method of solving initial-value problems for
linear dierential equations with constant coecients. However, the usefulness of Laplace
transforms is by no means restricted to this class of problems. Therefore, some understand-
ing of the basic theory is an essential part of the mathematical background of engineers,
scientists and mathematicians.
The Laplace transform is dened in terms of an integral over the interval [0, ). In-
tegrals over an innite interval are called improper integrals, a topic studied in Calculus
II.
DEFINITION Let f be a continuous function on [0, ). The Laplace transform of f,
denoted by L[(f(x)], or by F(s), is the function given by
L[f(x)] = F(s) =
_

0
e
sx
f(x) dx. (1)
The domain of the function F is the set of all real numbers s for which the improper
integral converges.
In more advanced treatments of the Laplace transform the parameter s assumes com-
plex values, but the restriction to real values is sucient for our purposes here. Note that
L transforms a function f = f(x) into a function F = F(s) of the parameter s. The
continuity assumption on f will hold throughout the rst three sections. It is made for
convenience in presenting the basic properties of L and for applying the Laplace transform
method to solving initial-value problems. In the last three sections of this chapter we extend
the denition of L to a larger class of functions, the piecewise continuous functions on
[0, ). There we will apply L to the problem of solving nonhomogeneous equations in
which the nonhomogeneous term is piecewise continuous. This will involve some extension
of our concepts of dierential equation and solution.
133
As indicated above, the primary application of Laplace transforms of interest to us is
solving linear dierential equations with constant coecients. Referring to our work in
Chapter 3, the functions which arise naturally in the treatment of these equations are:
p(x)e
rx
, p(x) cos x, p(x) sin x, p(x)e
rx
cos x, p(x)e
rx
sin x
where p is a polynomial.
We begin by calculating the Laplace transforms of some simple cases of these functions.
Example 1. Let f(x) = 1 e
0x
1 on [0, ). By the Denition,
L[1] =
_

0
e
sx
1 dx = lim
b
_
b
0
e
sx
dx
= lim
b
_
e
sx
s

b
0
_
=
1
s
lim
b
_
e
sb
s
_
=
1
s
lim
b
_
1
se
sb
_
.
Now, lim
b
1/se
sb
exists if and only if s > 0, and in this case
lim
b
1
se
sb
= 0.
Thus,
L[1] =
1
s
, s > 0.
Example 2. Let f(x) = e
rx
on [0, ). Then,
L[e
rx
] =
_

0
e
sx
e
rx
dx = lim
b
_
b
0
e
(sr)x
dx
= lim
b
_
_
e
(sr)x
(s r)

b
0
_
_
=
1
s r
lim
b
_
1
(s r)e
(sr)b
_
.
The limit on the right-hand side exists and has the value 0 if and only if s r > 0.
Therefore
L[e
rx
] =
1
s r
, s > r.
Note that if r = 0, then we have the result in Example 1.
Example 3. Let f(x) = cos x on [0, ). Then,
L[cos x] =
_

0
e
sx
cos x dx = lim
b
_
b
0
e
sx
cos x dx
= lim
b
e
sx
[s cos x sin x]
s
2
+
2

b
0
.
134
(Note: The integral was calculated using integration by parts; also, it is a standard entry
in a table of integrals.)
Now,
L[cos x] =
s
s
2
+
2

_
lim
b
1
e
sb

s cos b + sin b
s
2
+
2
_
.
Since [s cos b+ sin b]/(s
2
+
2
) is bounded, the limit on the right-hand side exists
and has the value 0 if and only if s > 0. Therefore,
L[cos x] =
s
s
2
+
2
, s > 0.
The following table gives a basic list of the Laplace transforms of functions that we will
encounter in this chapter. While the entries in the table can be veried using the Denition,
some of the integrations involved are complicated. The properties of the Laplace transform
presented in the next section provide a more ecient way to obtain many of the entries in the
table. Handbooks of mathematical functions, for example the CRC Standard Mathematical
Tables, give extensive tables of Laplace transforms.
Table of Laplace Transforms
f(x) F(s) = L[f(x)]
1
1
s
, s > 0
e
x
1
s
, s >
cos x
s
s
2
+
2
, s > 0
sin x

s
2
+
2
, s > 0
e
x
cos x
s
(s )
2
+
2
, s >
e
x
sin x

(s )
2
+
2
, s >
x
n
, n = 1, 2, . . .
n!
s
n+1
, s > 0
x
n
e
rx
, n = 1, 2, . . .
n!
(s r)
n+1
, s > r
x cos x
s
2

2
(s
2
+
2
)
2
, s > 0
x sin x
2s
(s
2
+
2
)
2
, s > 0
135
Exercises 4.1
Use the denition of the Laplace transform to nd the Laplace transform of the given
function.
1. f(x) = x.
2. f(x) = x
2
.
3. f(x) = sin x.
4. f(x) = xe
rx
.
5. f(x) = sinh x.
6. f(x) = cosh x.
7. Use the fact that
_
e
ax
cos bx dx =
e
ax
a
2
+b
2
[a cos bx+b sin bx] to nd L[e
rx
cos x]
by the denition.
8. Use the fact that
_
e
ax
sin bx dx =
e
ax
a
2
+ b
2
[a sin bxb cos bx] to nd L[e
rx
sin x]
by the denition.
Laplace Transform of a Periodic Function
9. Let f be a continuous function on [0, ) and suppose that f is periodic with
period p. That is, f is continuous and f(x + p) = f(x), p > 0, for all x. Show
that
L[f(x)] =
_
p
0
e
sx
f(x) dx
1 e
ps
.
Use the result in Problem 9 to nd L[f(x)] for the given periodic function.
10. L[sin x]; f(x) = sin x is periodic with period 2.
11. L[cos x]; f(x) = cos x is periodic with period 2.
12. L[cos x]; f(x) = cos x is periodic with period 2/.
13. L[sin x]; f(x) = sin x is periodic with period 2/.
4.2 Basic Properties of the Laplace Transform
In the preceding section we dened the Laplace transform and calculated the Laplace trans-
forms of some of the functions that occur in solving linear dierential equations with con-
stant coecients. In this section we consider the basic question of the existence of the
136
Laplace transform of a function f, and we develop the properties of the Laplace transform
that will be used in solving initial value problems.
To motivate the material in this section, consider the dierential equation
y

+ay

## +by = f(x) (1)

where a and b are constants and f is a continuous function on [0, ). If we assume
that y = y(x) is a solution of (1) and formally apply L, we obtain
L
_
y

(x) +ay

(x) + by(x)

= L[f(x)]. (2)
The right-hand side of this equation suggests the basic question of the existence of L[f(x)].
That is, for what functions f does L[f] exist?
DEFINITION A function f, continuous on [0, ), is said to be of exponential order
, a real number, if there exists a positive number M and a nonnegative number A
such that
| f(x)| Me
x
on [A, ).
Example 1. (a) If f is a bounded function on [0, ) [for example, f(x) = cos x
or f(x) = sin x], then f is of exponential order 0.
f bounded implies that there exists a positive number M such that | f(x)| M
for all x [0, ). Therefore,
| f(x)| M = Me
0x
on [0, ).
[Note: If f(x) = cos x or f(x) = sin x, then we could take M = 1.]
(b) Let f(x) = x on [0, ). For any positive number ,
lim
x
x
e
x
= 0
by LHopitals rule. Therefore, there exists a nonnegative number A such that
x
e
x
1 on [A, ).
This implies that
x e
x
= 1 e
x
on [A, )
and f(x) = x is of exponential order . The same argument can be used to show
that f(x) = x

## , any real number, is of exponential order for any positive

number . In general, if p = p(x) is a polynomial, then p is of exponential order
for any positive number .
(c) If f(x) = e
rx
, then f is of exponential order for any r.
137
(d) Consider the function f(x) = e
x
2
. If f is of exponential order for some , then
there exists a positive number M and a nonnegative number A such that
e
x
2
Me
x
on [A, ) which implies e
x
e
x
2
M on [A, ).
But,
lim
x
e
x
e
x
2
= lim
x
e
x(x)
= ,
a contradiction. Thus f(x) = e
x
2
is not of exponential order for any positive
number .
Our rst property of L is a sucient condition for L[f(x)] to exist. We shall omit
the proof.
THEOREM 1. Let f be a continuous function on [0, ). If f is of exponential order
, then the Laplace transform L[f(x)] = F(s) exists for s > .
We now turn to the left-hand side of equation (2) where we have L applied to the
linear combination y

(x) +ay

(x) + by(x).
THEOREM 2. The operator L is a linear operator. That is, if g and h are continuous
functions on [0, ), and if each of L[g(x)] and L[h(x)] exists for s > , then
L[g(x) +h(x)] and L[c g(x)], c constant, each exist for s > , and
L[g(x) +h(x)] = L[g(x)] + L[h(x)]
L[c g(x)] = cL[g(x)].
Proof:
L[g(x) +h(x)] =
_

0
e
sx
[g(x) + h(x)] dx = lim
b
_
b
0
e
sx
[g(x) +h(x)] dx
= lim
b
__
b
0
e
sx
g(x) dx +
_
b
0
e
sx
h(x) dx
_
= lim
b
_
b
0
e
sx
g(x) dx + lim
b
_
b
0
e
sx
h(x) dx
=
_

0
e
sx
g(x) dx +
_

0
e
sx
h(x) dx
= L[g(x)] +L[h(x)]
The proof that
L[c g(x)] = cL[g(x)] for any constant c
is left as an exercise.
138
COROLLARY Let g
1
(x), g
2
(x), . . . , g
n
(x) be continuous functions on [0, ). If
L[g
1
(x)], L[g
2
(x)], . . . , L[g
n
(x)] all exist for s > , and if c
1
, c
2
, . . . , c
n
are real
numbers, then
L[c
1
g
1
(x) +c
2
g
2
(x) + + c
n
g
n
(x)]
exists for s > and
L[c
1
g
1
(x) + c
2
g
2
(x) + +c
n
g
n
(x)] = c
1
L[g
1
(x)] +c
2
L[g
2
(x)] + +c
n
L[g
n
(x)].
According to the Corollary, if L[y

], L[y

## ], and L[y] all exist for s > , for some ,

then
L[y

+ ay

+ by] = L[y

] + aL[y

] +bL[y].
The next property gives a relationship between the Laplace transform of the derivative
of a function and the Laplace transform of the function itself.
THEOREM 3. Let g be a continuously dierentiable function on [0, ). If g is of
exponential order , then L[g

L[g

## (x)] = sL[g(x)] g(0).

Proof: By the denition of L, we have
L[g

(x)] =
_

0
e
sx
g

(x) dx = lim
b
_
b
0
e
sx
g

(x) dx.
Using integration by parts, with u = e
sx
and dv = g

## (x) dx, we have

_
b
0
e
sx
g

(x) dx = e
sx
g(x)

b
0
+ s
_
b
0
e
sx
g(x) dx
= e
sb
g(b) g(0) + s
_
b
0
e
sx
g(x) dx.
Therefore,
L[g

(x)] = lim
b
_
e
sb
g(b) g(0) +s
_
b
0
e
sx
g(x) dx
_
= lim
b
e
sb
g(b) g(0) +s lim
b
_
b
0
e
sx
g(x) dx
= lim
b
e
sb
g(b) g(0) +sL[g(x)]
provided lim
b
e
sb
g(b) exists.
Since g is of exponential order , there exist constants M and A such that
| g(x)| Me
x
139
on [A, ). Therefore,

e
sb
g(b)

e
sb
Me
b

= Me
(s)b
=
M
e
(s)b
for all b > A, from which it follows that
lim
b
e
sb
g(b) = 0 for s > .
We can now conclude that
L[g

## (x)] = sL[g(x)] g(0).

COROLLARY Let g be a function which is n-times continuously dierentiable on
[0, ). If each of the functions g, g

, . . . , g
(n1)
is of exponential order , then L[g
(n)
]
exists for s > and
L[g
(n)
(x)] = s
n
L[g(x)] s
n1
g(0) s
n2
g

(0) g
(n1)
(0).
The proof of the Corollary follows by induction.
Remark: The case n = 2 will be of particular interest to us. If g

is continuous on
[0, ), and if g and g

## (x)] exists for s > and

L[g

(x)] = s
2
L[g(x)] sg(0) g

(0).
Application to Initial-Value Problems
Consider the rst order initial-value problem
y

+ ay = f(x); y(0) =
where is a real number and the function f = f(x) has Laplace transform F = F(s).
Let y = y(x) be the solution of the problem. Applying the properties of L established
above, we have
L
_
y

(x) + ay(x)

= L[f(x)]
L[y

## (x)] +aL[y(x)] = F(s) (linearity)

sL[y(x)] y(0) +a L[y(x)] = F(s) (Theorem 3)
(s + a)L[y(x)] y(0) = F(s)
Applying the initial condition y(0) = , and solving for L[y(x)] = Y (s), we get
Y (s) =
F(s) +
s +a
.
140
Next consider the second order initial-value problem
y

+ay

## +by = f(x); y(0) = , y

(0) = .
where and are real numbers, and f is a function with Laplace transform L[f(x)] =
F(s).
Let y = y(x) be the solution of this problem. Then
L
_
y

(x) + ay

(x) +by(x)

L[y

(x)] + aL[y

s
2
L[y(x)] sy(0) y

## (0) +a [sL[y(x)] y(0)] + bL[y(x)] = F(s) (Theorem 3 and Remark above)

(s
2
+as +b)L[y(x)] sy(0) y

## (0) ay(0) = F(s)

Applying the initial conditions y(0) = , y

## (0) = and solving for L[y(x)] = Y (s), we

get
Y (s) =
F(s) +s + +a
s
2
+as +b
.
Implicit in these derivations is the assumption that the Laplace transform of y and
its derivatives exist. Assuming that this is the case, the importance of these results is that
it gives us the Laplace transform of the solution of an initial-value problem directly. The
question now is: Knowing Y (s), what is y(x)? This is the topic of the next section,
inverting the Laplace transform.
Example 2. Find the Laplace transform L[y(x)] = Y (s) of the solution of the initial-value
problem
y

2y = 2e
3x
; y(0) = 2.
SOLUTION If y = y(x) is the solution, then
L[y

## (x) 2y(x)] = L[2e

3x
] = 2L[e
3x
] =
2
s + 3
L[y

(x)] 2L[y(x)] =
2
s + 3
sL[y(x)] y(0) 2L[y(x)] =
2
s + 3
(s 2)L[y(x)] + 2 =
2
s + 3
(s 2)L[y(x)] =
2
s + 3
2
Therefore,
L[y(x)] = Y (s) =
2
(s 2)(s + 3)

2
s 2
.
141
Example 3. Find the Laplace transform L[y(x)] = Y (s) of the solution of the initial-value
problem
y

+ 4y = 3e
2x
; y(0) = 5, y

(0) = 2.
SOLUTION If y = y(x) is the solution, then
L[y

## (x) + 4y(x)] = L[3e

2x
] = 3L[e
2x
] =
3
s 2
L[y

(x)] + 4L[y(x)] =
3
s 2
s
2
L[y(x)] sy(0) y

(0) + 4L[y(x)] =
3
s 2
(s
2
+ 4)L[y(x)] 5s (2) =
3
s 2
(s
2
+ 4)L[y(x)] =
3
s 2
+ 5s 2
Therefore,
L[y(x)] = Y (s) =
3
(s 2)(s
2
+ 4)
+
5s 2
s
2
+ 4
.
In the next section we will see how to go from Y (s) to y(x).
Additional Applications and Properties
Although the main use of Theorem 3 and its Corollary is in solving initial-value problems,
the results can also be used to determine entries in a table of Laplace transforms. For
example, if f is a continuously dierentiable function and L[f(x)] is known, then L[f

(x)]
can be determined: L[f

## (x)] = sL[f(x)] f(0).

Example 4. In Example 3, Section 4.1, we showed that
L[cos x] =
s
s
2
+
2
.
We could use essentially the same calculations to obtain L[sin x], but recall that the
integrations involved are a little messy.
Here is a simpler way to obtain L[sin x]. Since [cos x]

## = sin x, we can write

L[ sin x] = L[(cos x)

] = sL[cos x] cos(0) =
s
2
s
2
+
2
1
L[sin x] =

2
s
2
+
2
.
Therefore,
L[sin x] =

s
2
+
2
.
142
Here are two more properties of the Laplace transform that are useful in determining
entries in a table of transforms.
THEOREM 4. Let f be a continuous function on [0, ), and be of exponential order
. Then F(s) = L[f(x)] has derivatives of all orders, and for s > ,
d
n
F(s)
ds
n
= (1)
n
L[x
n
f(x)] , n = 1, 2, . . . .
Justication: By the denition of L[f(x)] = F(s), we have
F(s) =
_

0
e
sx
f(x) dx.
Dierentiation of this equation with respect to s can be justied and yields
dF
ds
=
_

0
d
ds
[e
sx
f(x)] dx =
_

0
e
sx
[xf(x)] dx
= L[xf(x)] = L[xf(x)]
Therefore, L[xf(x)] =
dF
ds
.
Dierentiating a second time, we have
d
2
F
ds
2
=
d
ds
_
dF
ds
_
=
_

0
d
ds
_
e
sx
[xf(x)]
_
dx
=
_

0
e
sx
[x
2
f(x)] dx = L[x
2
f(x)]
The result stated in the theorem follows by mathematical induction.
Example 5. From the table at the end of Section 4.1, L[e
rx
] =
1
s r
, s > r. Therefore,
L[xe
rx
] = F

(s) =
d
ds
_
1
s r
_
=
1
(s r)
2
, s > r,
L[x
2
e
rx
] = F

(s) =
d
2
ds
2
_
1
s r
_
=
2
(s r)
3
, s > r,
L[x
3
e
rx
] = F

(s) =
d
3
ds
3
_
1
s r
_
=
6
(s r)
4
, s > r,
and so on.
The nal property well consider is called the translation property of L.
THEOREM 5. If f is a continuous function on [0, ), and if L[f(x)] = F(s) exists
for s > , then for any real number r,
L[e
rx
f(x)] = F(s r) for s > +r.
143
Proof: From the denition of the Laplace transform,
F(s r) =
_

0
e
(sr)x
f(x) dx =
_

0
e
sx
e
rx
f(x) dx
= L[e
rx
f(x)].
Example 6.
(a) Since L[x] = F(s) = 1/s
2
, s > 0, we have
L[xe
rx
] = F(s r) =
1
(s r)
2
, s > r (c.f. Example 5)
(b) Since L[cos x] = F(s) =
s
s
2
+
2
, s > 0, we have
L[e
rx
cos x] = F(sr) =
s r
(s r)
2
+
2
, s > r (as indicated in the Table, Section 4.1).
Summary of the Properties of L
1. If f is continuous on [0, ), and of exponential order , then L[f(x)] = F(s)
exists for s > . (Theorem 1)
2. L is a linear operator (Theorem 2): L[f +g] = L[f] +L[g]; L[cf] = cL[f].
3. If f is continuously dierentiable on [0, ), and of exponential order , then
L[f

L[f

## (x)] = sL[f(x)] f(0). (Theorem 3)

If f is twice continuously dierentiable on [0, ), and of exponential order , then
L[f

## (x)] exists for s > and

L[f

(x)] = s
2
L[f(x)] sf(0) f

(0).
And so on. (Corollary, Theorem 3)
4. If f is continuous on [0, ), and of exponential order , then F(s) = L[f(x)]
has derivatives of all orders, and for s > ,
d
n
F(s)
ds
n
= (1)
n
L[x
n
f(x)] , n = 1, 2, . . . . (Theorem 4)
5. If f is continuous on [0, ), and if L[f(x)] = F(s) exists for s > , then for any
real number r,
L[e
rx
f(x)] = F(s r) for s > + r. (Theorem 5)
144
Exercises 4.2
Use the properties of the Laplace transform and the Table to nd L[f].
1. f(x) = 3 2x +x
2
.
2. f(x) = 2e
x
3 sin 4x.
3. f(x) = 3 + 4e
3x
2 cos 2x.
4. f(x) = 2xe
2x
+ 5e
2x
cos 3x.
5. f(x) = 5x
2
2e
3x
sin 2x.
6. f(x) = 2 3x + 4x
2
e
2x
.
7. f(x) = x sin x + 2x cos 2x.
8. Show that L[cosh x] =
s
s
2

2
.
9. Show that L[sinh x] =

s
2

2
.
10. Find L[3 cosh 2x 5 sinh 3x].
11. Find L[e
2x
sinh x + e
x
cosh 3x].
12. Find L[x cosh 2x].
13. Show that L[xe
rx
] =
1
(s r)
2
by:
(a) Using Property 4.
(b) Using Property 5.
14. Use Property 4 to show that L[x sin x] =
2s
(s
2
+
2
)
2
.
Find the Laplace transform Y (s) of the solution of the given initial-value problem.
15. y

2y = 0; y(0 = 1.
16. y

2y = x; y(0) = 1.
17. y

+ 4y = 2e
2x
3 sin 3x; y(0) = 3.
18. y

+ 2y

8y = 0; y(0) = 4, y

(0) = 2.
19. y

+ 6y

+ 9y = 0; y(0) = 0, y

(0) = 2.
20. y

2y

+ 5y = 2x + e
x
; y(0) = 2, y

(0) = 0.
145
21. y

2y

15y = 3 + 4e
3x
; y(0) = 1, y

(0) = 3.
22. y

4y

+ 4y = 5e
2x
; y(0) = 3, y

(0) = 2.
The Laplace transform of an Integral
23. Let f be a continuous function on [0, ) and assume that both f and
_
x
0
f(t) dt
are of exponential order on [0, ). Show that if F(s) = L[f(x)], then
L
__
x
0
f(t) dt
_
=
1
s
F(s).
24. Find L
__
x
0
sin 2t dt
_
by using:
(a) The property given in Exercise 23.
(b) By rst calculating the integral and then taking the Laplace transform of the
result.
4.3 Inverse Laplace Transforms and Initial-Value Problems
In Section 4.2 we saw that the Laplace transformof the solution y = y(x) of the initial-value
problem
y

+ ay

## +by = f(x); y(0) = , y

(0) =
is given by
L[y(x)] = Y (s) =
F(s) +s + +a
s
2
+as +b
where F(s) = L[f(x)] is the Laplace transform of f.
Nowthat we know L[y(x)], the obvious question is: What is y(x)? The general problem
of nding a function with a given Laplace transform is called the inversion problem. The
inversion problem and its application to solving initial-value problems is the topic of this
section.
If f is continuous on [0, ), and if the Laplace transform, L[f(x)] = F(s) exists
for s > , then the function F is uniquely determined by f; that is, the operator L
is itself a function. Our rst result states that L is a one-to-one function. A proof of this
result is beyond the scope of this introductory treatment.
THEOREM 1. If f and g are continuous functions on [0, ), and if L[f(x)] = L[g(x)],
then f g; that is f(x) = g(x) for all x [0, ).
The following denition gives the terminology and notation used in treating the inversion
problem.
146
DEFINITION If F(s) is a given transform and if the function f, continuous on [0, ),
has the property that L[f(x)] = F(s), then f is called the inverse Laplace transform of
F(s), and is denoted by
f(x) = L
1
[F(s)].
The operator L
1
is called the inverse operator of L.
There is a general formula for the inverse operator L
1
corresponding to (1), Section
4.1, but use of the formula requires a knowledge of complex-valued functions, a topic which
is treated in more advanced courses.
The relationship between L and L
1
is given by the following equations:
L
1
{L[f(x)]} = f(x)
L
_
L
1
[F(s)]
_
= F(s)
for all functions f, continuous on [0, ), such that L[f(x)] = F(s).
For convenience here, we reproduce the table of Laplace transforms given at the end of
Section 4.1.
Table of Laplace Transforms
f(x) F(s) = L[f(x)]
1
1
s
, s > 0
e
x
1
s
, s >
cos x
s
s
2
+
2
, s > 0
sin x

s
2
+
2
, s > 0
e
x
cos x
s
(s )
2
+
2
, s >
e
x
sin x

(s )
2
+
2
, s >
x
n
, n = 1, 2, . . .
n!
s
n+1
, s > 0
x
n
e
rx
, n = 1, 2, . . .
n!
(s r)
n+1
, s > r
x cos x
s
2

2
(s
2
+
2
)
2
, s > 0
x sin x
2s
(s
2
+
2
)
2
, s > 0
A simple way to interpret Theorem 1 is that the table can be read either from left to
147
right or from right to left. That is, the table is simultaneously a table of Laplace transforms
and of inverse Laplace transforms.
Example 1. (a) If L[f(x)] = F(s) =
1
s 4
, then f(x) = e
4x
.
(b) If L[f(x)] = F(s) =
s
s
2
+ 9
, then f(x) = cos 3x.
(c) If
L[f(x)] = F(s) =
s + 2
s
2
+ 4s + 13
=
s + 2
(s + 2)
2
+ 9
=
s (2)
[s (2)]
2
+ 9
,
then f(x) = e
2x
cos 3x.
The properties of the Laplace transform operator L can be used to derive corresponding
properties of its inverse operator L
1
. For our purposes, the most important property is
that of linearity.
THEOREM 2. The operator L
1
is linear; that is
L
1
[F(s) +G(s)] = L
1
[F(s)] +L
1
[G(s)], and
L
1
[cF(s)] = cL
1
[F(s)], c any constant.
The proof is left as an exercise.
Example 2. Find L
1
[F(s)] if
F(s) =
7
s + 2

6
s
2
+ 4
.
SOLUTION Since L
1
is a linear operator,
L
1
[F(s)] = L
1
_
7
s + 3

6
s
2
+ 4
_
= 7L
1
_
1
s + 3
_
3L
1
_
2
s
2
+ 4
_
Now, reading the table from right to left, we see that
L
1
_
1
s + 3
_
= e
3x
and L
1
_
2
s
2
+ 4
_
= sin 2x.
Therefore,
L
1
_
7
s + 3

6
s
2
+ 4
_
= 7e
3x
3 sin 2x.
The translation property of L (Theorem 5, Section 4.2) is also useful in nding inverse
transforms. The analog of Theorem 5 for inverse transforms is:
148
THEOREM 3. If f is continuous on [0, ), and if L[f(x)] = F(s) exists for s > ,
then, for any real number r,
L
1
[F(s r)] = e
rx
f(x).
The following examples illustrate the kinds of manipulations that typically occur in
calculating inverse Laplace transforms. The basic strategy is to try to re-write a given
expression F(s) as sum of terms which appear in the table. You will nd that the
principal tool in this respect is the method of partial fraction decomposition.
Example 3. Find L
1
[F(s)] if
F(s) =
4
(s 3)
2
+
1
s
2
2s + 10
.
SOLUTION
L
1
[F(s)] = 4L
1
_
1
(s 3)
2
_
+ L
1
_
1
s
2
2s + 10
_
From the table,
L
1
_
1
(s 3)
2
_
= xe
3x
.
To put
1
s
2
2s + 10
in a form in the table, we complete the square in the denominator
and adjust the numerator:
1
s
2
2s + 10
=
1
s
2
2s + 1 + 9
=
1
(s 1)
2
+ 9
=
1
3
3
(s 1)
2
+ 9
.
From the table,
L
1
_
1
s
2
2s + 10
_
=
1
3
L
1
_
3
(s 1)
2
+ 9
_
=
1
3
e
x
sin 3x.
Putting the two results together, we have
L
1
_
4
(s 3)
2
+
1
s
2
2s + 10
_
= 4xe
3x
+
1
3
e
x
sin 3x.
Example 4. Find L
1
[F(s)] if
F(s) =
2s + 1
s
2
2s 8
.
SOLUTION By factoring the denominator, we can write
F(s) =
2s + 1
s
2
2s 8
=
2s + 1
(s + 2)(s 4)
.
149
Now, by partial fraction decomposition,
2s + 1
(s + 2)(s 4)
=
3/2
s 4
+
1/2
s + 2
.
Therefore
L
1
_
2s + 1
s
2
2s 8
_
=
3
2
L
1
_
1
s 4
_
+
1
2
L
1
_
1
s + 2
_
=
3
2
e
4x
+
1
2
e
2x
.
Example 5. Find L
1
[F(s)] if
F(s) =
2s + 4
(s 2)(s
2
4s + 8)
.
SOLUTION The quadratic factor in the denominator cannot be factored into linear factors.
By partial fraction decomposition
F(s) =
2s + 4
(s 2)(s
2
4s + 8)
=
2
s 2
+
2s + 6
s
2
4s + 8
.
Next, we complete the square in the denominator of the second term:
2
s 2
+
2s + 6
s
2
4s + 8
=
2
s 2
+
2s + 6
s
2
4s + 4 + 4
=
2
s 2
+
2s + 6
(s 2)
2
+ 4
.
Finally, we adjust the numerator of the second term so that we can use the Table:
2
s 2
+
2s + 6
(s 2)
2
+ 4
=
2
s 2
+
2(s 2) + 2
(s 2)
2
+ 4
=
2
s 2
+
2(s 2)
(s 2)
2
+ 4
+
2
(s 2)
2
+ 4
.
Now
L
1
_
2s + 4
(s 2)(s
2
4s + 8)
_
= L
1
_
2
1
s 2
2
s 2
(s 2)
2
+ 4
+
2
(s 2)
2
+ 4
_
= 2 L
1
_
1
s 2
_
2 L
1
_
s 2
(s 2)
2
+ 4
_
+ L
1
_
2
(s 2)
2
+ 4
_
= 2 e
2x
2 e
2x
cos 2x +e
2x
sin 2x.
Solution of Initial-Value Problems
Here we complete the application of Laplace transforms to the solution of initial-value
problems. For our rst example, we nish Example 2, Section 4.2.
Example 6. Find the solution of the initial-value problem
y

2y = 2e
3x
; y(0) = 2.
150
SOLUTION From the Example, if y = y(x) is the solution, then
L[y

## (x) 2y(x)] = L[2e

3x
] = 2L[e
3x
] =
2
s + 3
L[y

(x)] 2L[y(x)] =
2
s + 3
sL[y(x)] y(0) 2L[y(x)] =
2
s + 3
(s 2)L[y(x)] + 2 =
2
s + 3
(s 2)L[y(x)] =
2
s + 3
2
Therefore,
L[y(x)] = Y (s) =
2
(s 2)(s + 3)

2
s 2
.
Now, by partial fraction decomposition
2
(s 2)(s + 3)
=
2/5
s 2

2/5
s + 3
.
Therefore,
Y (s) =
2/5
s 2

2/5
s + 3

2
s 2
=
8/5
s 2

2/5
s + 3
and
y(x) = L
1
_

8/5
s 2

2/5
s + 3
_
=
8
5
L
1
_
1
s 2
_

2
5
L
1
_
1
s + 3
_
=
8
5
e
2x

2
5
e
3x
.
Next, we nish Example 3 of Section 4.2.
Example 7. Find the solution of the initial-value problem
y

+ 4y = 3e
2x
; y(0) = 5, y

(0) = 2.
SOLUTION From the Example, if y = y(x) is the solution, then
L[y

## (x) + 4y(x)] = L[3e

2x
] = 3L[e
2x
] =
3
s 2
L[y

(x)] + 4L[y(x)] =
3
s 2
s
2
L[y(x)] sy(0) y

(0) + 4L[y(x)] =
3
s 2
(s
2
+ 4)L[y(x)] 5s (2) =
3
s 2
(s
2
+ 4)L[y(x)] =
3
s 2
+ 5s 2
151
Therefore,
L[y(x)] = Y (s) =
3
(s 2)(s
2
+ 4)
+
5s 2
s
2
+ 4
.
Now, by partial fraction decomposition,
3
(s 2)(s
2
+ 4)
=
3
8
s 2

3
8
s +
3
4
s
2
+ 4
.
Therefore,
Y (s) =
3
8
s 2

3
8
s +
3
4
s
2
+ 4
+
5s 2
s
2
+ 4
=
3
8
1
s 2
+
37
8
s
s
2
+ 4

11
8
2
s
2
+ 4
and
y(x) = L
1
[Y (s)] =
3
8
L
1
_
1
s 2
_
+
37
8
L
1
_
s
s
2
+ 4
_

11
8
L
1
_
2
s
2
+ 4
_
=
3
8
e
2x
+
37
8
cos 2x
11
8
sin 2x.
Example 8. Find the solution of the initial-value problem
y

5y

+ 6y = x 1; y(0) = 0, y

(0) = 1.
SOLUTION If y = y(x) is the solution, then
L[y

(x) 5y

## (x) + 6y(x)] = L[x 1] = L[x] L[1] =

1
s
2

1
s
L[y

(x)] 5L[y

(x)] + 6L[y(x)] =
1 s
s
2
s
2
L[y(x)] sy(0) y

## (0) 5 [sL[y(x)] y(0)] + 6L[y(x)] =

1 s
s
2
(s
2
5s + 6)L[y(x)] 1 =
1 s
s
2
(s
2
5s + 6)L[y(x)] =
1 s
s
2
+ 1.
Therefore,
L[y(x)] = Y (s) =
1 s
s
2
(s
2
5s + 6)
+
1
s
2
5s + 6
=
1 s
s
2
(s 2)(s 3)
+
1
(s 2)(s 3)
.
Now, by partial fraction decomposition,
1 s
s
2
(s 2)(s 3)
=
1
36
_
1
s
_
+
1
6
_
1
s
2
_
+
1
4
_
1
s 2
_

2
9
_
1
s 3
_
and
1
(s 2)(s 3)
=
1
s 2
+
1
s 3
.
152
Therefore,
Y (s) =
1
36
_
1
s
_
+
1
6
_
1
s
2
_

3
4
_
1
s 2
_
+
7
9
_
1
s 3
_
and
y(x) =
1
36
+
1
6
x
3
4
e
2x
+
7
9
e
3x
.
In many applications of dierential equations it is not required to determine the solutions
explicitly. Instead what is needed is information about the solutions. Often such information
can be obtained by analyzing their Laplace transforms. The next example illustrates this
type of application.
Example 9. Consider the dierential equation
y

6y = 2e
x
on [0, )
together with the condition y(0) = 1. From Chapter 3, we know that the general solution
of the dierential equation has the form
y(x) = C
1
e
2x
+C
2
e
3x
+ Ae
x
()
where C
1
, C
2
are arbitrary constants and A is a constant which can be determined
The question we want to examine is: Can we choose a value for = y

(0) so that
solution of the initial value-problem
y

6y = 2e
x
; y(0) = 1, y

(0) =
has limit 0 as x ? Since e
2x
0 and e
x
0 as x , we want to choose
so that the coecient of the e
3x
term is 0.
If y = y(x) is the solution of the initial-value problem, then
L[y

(x) y

x
] =
2
s + 1
L[y

(x)] L[y

(x)] 6L[y(x)] =
2
s + 1
s
2
L[y(x)] sy(0) y

## (0) {sL[y(x)] y(0)} 6L[y(x)] =

2
s + 1
(s
2
s 6)L[y(x)] + s 1 =
2
s + 1
(s
2
s 6)L[y(x)] =
2
s + 1
+ 1 + s.
Therefore,
L[y(x)] = Y (s) =
2
(s + 1)(s
2
s 6)
+
1 + s
s
2
s 6
=
2
(s + 1)(s + 2)(s 3)
+
1 + s
(s + 2)(s 3)
.
153
Now, by partial fraction decomposition,
2
(s + 1)(s + 2)(s 3)
=
A
s + 1
+
B
s + 2
+
C
s 3
=

1
2
s + 1
+
2
5
s + 2
+
1
10
s 3
and
1 + s
(s + 2)(s 3)
=
D
s 2
+
E
s 3
=

+3
5
s + 2
+
2
5
s 3
.
Combining these results, we have
Y (s) =
+ 1
5
_
1
s + 2
_
+
2 3
10
_
1
s 3
_

1
2
_
1
s + 1
_
.
Clearly, if 2 3 = 0, that is, if = 3/2, then the e
3x
term in () is eliminated. The
resulting solution is:
y(x) =
1
2
e
2x

1
2
e
x
.
This solution has initial values: y(0) = 1, y

(0) =
3
2
, and lim
x
y(x) = 0.
Exercises 4.3
Find L
1
[F(s)]
1. F(s) =
6
s + 7
.
2. F(s) =
1
2s + 2
.
3. F(s) =
2s + 1
s
2
+ 25
.
4. F(s) =
4
s

3
s 4
.
5. F(s) =
s + 4
s
2
+ 8s + 17
.
6. F(s) =
4
s
2
6s + 13
.
7. F(s) =
s + 4
s
2
+ 4s + 8
.
8. F(s) =
2
s

5
s
2
+
1
s
3
.
9. F(s) =
2
(s + 2)
2

s
s
2
2s + 2
.
10. F(s) =
s + 3
s
2
2s + 10
.
Use partial fraction decomposition to nd the inverse Laplace transform.
154
11. F(s) =
1
(s + 1)(s
2
+ 1)
.
12. F(s) =
s + 3
s
2
s 2
.
13. F(s) =
1
s(s
2
+ 4)
.
14. F(s) =
5s 5
s
2
3s 10
.
15. F(s) =
s
2
3s 1
s
3
+s
2
2s
.
16. F(s) =
s
2
4s
s
4
16
.
17. F(s) =
4
s
2
(s 1)(s 2)
.
18. F(s) =
s
2
+ 4s
s
4
+ 3s
2
4
.
Find the solution of the initial-value problem.
19. y

+ 2y = e
x
; y(0) = 1.
20. y

3y = e
2x
; y(0) = 2.
21. y

+ y = sin x; y(0) = 1.
22. y

+ 4y = 0; y(0) = 2, y

(0) = 2.
23. y

2y

+ 2y = 0; y(0) = 0, y

(0) = 1.
24. y

y = sin x; y(0) = 1, y

(0) = 1.
25. y

y = e
x
; y(0) = 1, y

(0) = 0.
26. y

(0) = 1.
27. y

+ 2y

+y = x +e
x
; y(0) =
7
4
, y

(0) =
9
4
.
28. y

+ 2y

+y = 4e
x
; y(0) = 2, y

(0) = 1.
29. y

+ 3y

+ 2y = 6e
x
; y(0) = 2, y

(0) = 1.
30. y

2y

+ 5y = 3e
2x
; y(0) = 1, y

(0) = 1.
31. y

+ 4y

+ 8y = e
x
; y(0) = y

(0) = 0.
32. y

+ 6y

## + 18y = cos 2x; y(0) = 1, y

(0) = 1.
155
33. Given the initial-value problem
y

6y = 2e
x
; y(0) = , y

## (0) = 1. (See Example 9)

What value should be assigned to so that the resulting solution will have limit 0
as x ?
34. What initial conditions should be assigned with the dierential equation
y

+ y = e
x
so that lim
x
y(x) = 0 where y = y(x) is the solution.
35. Consider the dierential equation: y

+y

## 2y = 3 sin 2x together with the condition

y(0) = 2. For what value(s) of = y

## (0) will the resulting solution(s) be bounded?

36. Consider the dierential equation: y

+ 3y

## + 2y = x together with the condition

y

(0) = 2. For what value(s) of = y(0) will the resulting solution(s) be bounded?
Other Initial-Value Problems. The Laplace transform method applies to initial-
value problems in which the initial values are specied at x = 0. The method can
also be applied when the initial conditions are specied at some point a = 0. All that
is required is a simple change of independent variable; a translation. For example, the
initial-value problem
d
2
y
dx
2
3
dy
dx
+ 2y = x; y(1) = 0, y

(1) = 1
is transformed into
d
2
y
dt
2
3
dy
dt
+ 2y = t + 1, y(0) = 0, y

(0) = 1
by setting t = x1. With this transformation, we have: t = 0 when x = 1; x = t+1;
and
dy
dx
=
dy
dt
dt
dx
=
dy
dt
1 =
dy
dt
d
2
y
dx
2
=
d
dx
_
dy
dx
_
=
d
dt
_
dy
dx
_
dt
dx
=
d
dt
_
dy
dt
_
1 =
d
2
y
dt
2
.
37. Find the solution of the initial-value problem: y

3y

+2y = x; y(1) = 0, y

(1) = 1
by rst solving the transformed problem.
38. Use the Laplace transform method to solve the initial-value problem
y

2y = 1 + x; y(2) = 1.
156
4.4 Piecewise Continuous Functions, Part I: Laplace Transforms
In the preceding sections we assumed that the functions under consideration were continuous
on [0, ). In this section we consider Laplace transforms of certain types of discontinuous
functions that occur in various applications.
A particular example of the type of discontinuous function that we will be considering
in this section is the unit step function, or Heaviside function u. This function is dened
on (, ) by
u(x) =
_
0, x < 0
1, x 0.
(1)
The graph of u is
10 5 5 10
x
1
1
2
3
y
It is clear that u is continuous on (, ) except at x = 0. At x = 0, lim
x0
u(x)
does not exist. However, note that the left-hand and right-hand limits of u at x = 0 do
exist:
lim
x0

## u(x) = 0 and lim

x0
+
u(x) = 1.
Recall from calculus that a function f is continuous at a point c if and only if
lim
xc
f(x) = f(c), and lim
xc
f(x) exists if and only if the left-hand and right-hand limits of
f at c both exist and are equal.
DEFINITION 1. (Jump Discontinuity) Let the function f = f(x) be dened on
an interval I and continuous except at a point c I, c not an endpoint of I. If the
left-hand and right-hand limits of f at c both exist but are not equal, then f is said to
have a jump (or nite ) discontinuity at c.
Example 1. (a) The unit step function u is continuous on (, ) except at x = 0
where it has a jump discontinuity.
(b) Let f be dened on [5, 5] by
f(x) =
_

_
x + 5, 5 x < 2

1
x
, 2 x < 0
2x, 0 x 2
(x 5), 2 < x 5
157
The graph of f is
5 2 2 5
x
1
1
3
4
y
Clearly f is discontinuous at x = 2, x = 0, and x = 2. Since
lim
x2

x2
+
f(x) =
1
2
,
and
lim
x2

## f(x) = 4 and lim

x2
+
f(x) = 3,
f has jump discontinuities at x = 2 and x = 2.
The discontinuity at x = 0 is not a jump discontinuity because lim
x0

## f(x) does not

exist (f(x) as x 0

).
(c) Let g be dened on [0, ) by
g(x) =
_

_
x, 0 x < 1
3, x = 1
2, 1 x < 5
e
(x5)
, x 5
The graph of g is
1 5
x
1
1
2
3
y
This function has jump discontinuities at x = 1 and x = 5. Note that the value of g
at x = 1 is independent of the left-hand and right-hand limits of g at x = 1.
DEFINITION 2. (Piecewise Continuous) A function f dened on an interval I is
piecewise continuous on I if it is continuous on I except for at most a nite number of
points c
1
, c
2
, . . . , c
n
of I at which it has a jump discontinuity.
158
Remark: A continuous function is also piecewise continuous.
Referring to Example 1, the unit step function u is piecewise continuous on (, );
the function g in (c) is piecewise continuous on [0, ). the function f in (b) is
not piecewise continuous on [5, 5] because the discontinuity at x = 0 is not a jump
discontinuity.
In this section we want to apply Laplace transform methods to piecewise continuous
functions. Before we can calculate the Laplace transform of a piecewise function we have
to know how to integrate such a function.
Suppose that f is piecewise continuous on [a, b] with jump discontinuities at c
1
<
c
2
< < c
n
. It follows from the denition of the denite integral that
_
b
a
f(x) dx =
_
c
1
a
f(x) dx +
_
c
2
c
1
f(x) dx + +
_
b
cn
f(x) dx.
Example 2. Let f be dened on [0, 3] by
f(x) =
_
x, 0 x 1
4 (x 1)
2
, 1 < x 3
The graph of f is
1 2 3
x
1
1
4
y
We have
_
3
0
f(x) dx =
_
1
0
x dx +
_
3
1
(4 (x 1)
2
) dx
=
_
x
2
2
_
1
0
+
_
4x
(x 1)
3
3
_
3
1
=
35
6
.
The integration of piecewise continuous functions can be extended to include (improper)
integrals on an innite interval.
159
Example 3. Consider the function g of Example 1:
_

0
g(x) dx =
_
1
0
x dx +
_
5
1
2 dx +
_

5
e
(x5)
dx
=
_
x
2
2
_
1
0
+
_
2x

5
1
+ lim
b
_
b
5
e
(x5)
dx
=
1
2
+ 8 + lim
b
_
e
(x5)
_
b
5
=
17
2
+ [0 + 1] =
19
2
.
The following theorem is an extension of Theorem 1, Section 4.2.
THEOREM 1. If the function f is piecewise continuous on [0, ), and of exponential
order , then the Laplace transform L[f(x)] exists for s > .
Let c be a real number. The translation of the unit step function u by c is the
function u
c
= u(x c) dened on (, ) by
u(x c) =
_
0, x < c
1, x c.
(2)
The graph of u
c
for c > 0 is
c
x
1
1
2
y
Example 4. The Laplace transform of u
c
, c > 0 is
L[u(x c)] =
e
cs
s
, s > 0. (3)
Proof: By denition
L[u(x c)] =
_

0
e
sx
u(x c) dx
=
_
c
0
e
sx
0 dx +
_

c
e
sx
1 dx
= lim
b
_
b
c
e
sx
dx = lim
b
_
e
sx
s
_
b
c
= lim
b
e
sb
s
+
e
sc
s
=
e
cs
s
, s > 0.
160
Note that if c = 0, then u
0
= u(x 0) = u(x) 1 on [0, ), and L[u(x)] = L[1] =
1/s, s > 0 as we saw in Section 4.1.
Example 5. (a) Let f be the function dened on [0, ) by
f(x) =
_
1, 0 x < 5
2, 5 x < .
1 3 5 7
x
1
1
2
3
y
Then
L[f(x)] =
_

0
e
sx
f(x) dx =
_
5
0
e
sx
1 dx +
_

5
e
sx
2 dx
=
_
e
sx
s
_
5
0
+ lim
b
_
b
0
2e
sx
dx
=
e
5s
s
+
1
s
+ lim
b
_
2e
sx
s
_
b
5
=
e
5s
s
+
1
s
+ lim
b
2e
sb
s
+
2e
5s
s
=
e
5s
s
+
1
s
+
2e
5s
s
=
1
s
+
e
5s
s
, s > 0.
(b) We calculate L[g(x)] where g is the function given in Example 1(c).
L[g(x)] =
_

0
e
sx
g(x) dx =
_
1
0
e
sx
x dx +
_
5
1
e
sx
2 dx +
_

5
e
sx
e
(x5)
dx
=
_
xe
sx
s

e
sx
s
2
_
1
0
+
_
2e
sx
s
_
5
1
+ lim
b
_
b
0
e
[x(s+1)5]
dx
=
e
s
s
+
e
s
s
2
+
1
s
2
+
2e
5s
s
+
2e
s
s
+ lim
b
_
e
[x(s+1)5]
s + 1
_

5
=
e
s
s

e
s
s
2
+
1
s
2

2e
5s
s
+
2e
s
s
+
e
5s
s + 1
=
1
s
2
+
e
s
s

e
s
s
2

2e
5s
s
+
e
5s
s + 1
.
161
The unit step function and its translations can be used to obtain translations of arbitrary
functions. For example, if f is dened on [0, ) and c > 0, then the function
f
c
(x) = f(x c)u(x c) =
_
0, x < c
f(x c)u(x c), x c
is the function f shifted c units to the right as illustrated in the gure below.
c
THEOREM 2. Let f be dened on [0, ) and suppose L[f(x)] = F(s) exists for
s > . If c > 0, then L[f
c
(x)] exists for s > and is given by
L[f
c
(x)] = L[f(x c)u(x c)] = e
cs
F(s).
Proof: By the denition,
L[f
c
(x)] = L[f(x c)u(x c)] =
_

0
e
sx
f(x c)u(x c) dx
= lim
b
_
b
c
e
sx
f(x c) dx.
Now let t = x c. Then
x = t + c, dx = dt, and t = 0 when x = c.
With this change of variable,
lim
b
_
b
c
e
sx
f(x c) dx = lim
b
_
bc
0
e
s(t+c)
f(t) dt
= e
cs
lim
b
__
bc
0
e
st
f(t) dt
_
= e
cs
_

0
e
st
f(t) dt = e
cs
F(s)
since b c as b .
We now illustrate how to use translations of the unit step function and Theorem 2 to
calculate Laplace transforms of piecewise continuous functions.
162
Example 6. We calculate L[f(x)] where f is the function given in Example 4:
f(x) =
_
1, 0 x < 5
2, 5 x < .
Since f has a jump discontinuity at x = 5, well write f in terms of u(x5). Dene
f
1
(x) by
f
1
(x) =
_
1 0 x < 5
0 5 x <
= 1 u(x 5)
and f
2
(x) by
f
2
(x) =
_
0 0 x < 5
2 5 x <
= 2u(x 5).
Then
f(x) = f
1
(x) + f
2
(x) = 1 u(x 5) + 2u(x 5) = 1 +u(x 5)
and
L[f(x)] = L[1 + u(x 5)] = L[1] +L[u(x 5)] =
1
s
+
e
5s
s
, s > 0.
Example 7. Let g(x) =
_
x
2
, 0 x < 2
3, 2 x < .
. Calculate L[g(x)].
SOLUTION The graph of g is
1 2 3
x
1
1
2
3
4
y
Let g
1
(x) = x
2
x
2
u(x 2) and g
2
(x) = 3u(x 2). Then
g(x) = g
1
(x) +g
2
(x) = x
2
x
2
u(x 2) + 3u(x 2)
and
L[g(x)] = L[x
2
] L[x
2
u(x 2)] + 3L[u(x 2)] =
2
s
3
L[x
2
u(x 2)] +
3e
2s
s
.
Before we can apply Theorem 2 to calculate L[x
2
u(x 2)], we must have the coecient
x
2
of u(x 2) expressed as a function of (x 2). Since
x
2
= [(x 2) + 2]
2
= (x 2)
2
+ 4(x 2) + 4
163
we have
L[x
2
u(x 2)] = L
_
(x 2)
2
u(x 2) + 4(x 2)u(x 2) + 4u(x 2)

= L[(x 2)
2
u(x 2)] + 4L[(x 2)u(x 2)] + 4L[u(x 2)]
= e
2s
2
s
3
+ 4e
2s
1
s
2
+ 4e
2s
1
s
.
It now follows that
L[g(x)] =
2
s
3

_
2e
2s
s
3
+
4e
2s
s
2
+
4e
2s
s
_
+
3e
2s
s
=
2
s
3

2e
2s
s
3

4e
2s
s
2

e
2s
s
.
Example 8. Let
h(x) =
_

_
2, 0 x < 2
x, 2 x < 4
4, x 4
.
The graph of h is
2 4
x
1
2
3
4
y
Set
h
1
(x) = 2 2 u(x 2)
h
2
(x) = x u(x 2) x u(x 4) = [(x 2) + 2)]u(x 2) [(x 4) + 4]u(x 4)
= (x 2)u(x 2) + 2u(x 2) (x 4)u(x 4) 4u(x 4)
h
3
(x) = 4 u(x 4).
Then
h(x) = h
1
(x) + h
2
(x) +h
3
(x) = 2 + (x 2)u(x 2) (x 4)u(x 4).
Therefore,
L[h(x)] =
2
s
+
e
2s
s
2

e
4s
s
2

164
Example 9. Let f(x) =
_
sin x, 0 x <
cos 2x, x < .
Calculate L[f(x)].
SOLUTION The graph of f is

x
1
1
y
Set
f
1
(x) = sin x sin x u(x ) = sin x sin[(x ) +] u(x )
= sin x + sin(x )u(x )
and
f
2
(x) = cos 2x u(x ) = cos 2[(x ) + ] u(x )
= cos [2(x ) + 2]u(x ) = cos 2(x ) u(x ).
Note:
sin[(x ) + ] = sin(x ) cos + cos(x ) sin = sin(x )
and
cos [2(x ) + 2] = cos 2(x ) cos 2 sin 2(x ) sin 2 = cos 2(x )
by the addition formulas for sine and cosine.
Now,
f(x) = f
1
(x) +f
2
(x) = sin x + sin(x )u(x ) + cos 2(x ) u(x )
and
L[f(x)] =
1
s
2
+ 1
+ e
s
1
s
2
+ 1
+ e
s
s
s
2
+ 4
.
Exercises 4.4
Use the denition of the Laplace transform to nd L[f].
1. f(x) =
_
0, 0 x < 5
2, x 5
.
165
2. f(x) =
_
2, 0 x < 3
1, x 3
.
3. f(x) =
_
2x, 0 x < 3
1, x 3
.
4. f(x) =
_
1, 0 x < 1
x 1, x 1
.
Express the function f in terms of the unit step function and its translations. Then
nd L[f].
5. f(x) =
_
0, 0 x < 4
5, x 4
.
6. f(x) =
_
4, 0 x < 3
0, x 3
.
7. f(x) =
_
0, 0 x < 2
x, x 2
.
8. f(x) =
_
4x, 0 x < 4
3, x 4
.
9. f(x) =
_
8, 0 x < 5
2x, x 5
.
10. f(x) =
_
x
2
, 0 x < 1
1, x 1
.
11. f(x) =
_
x
2
, 0 x < 3
3x, x 3
.
12. f(x) =
_
e
2x
, 0 x < 1
3x, x 1
.
13. f(x) =
_
x 1, 0 x < 2
e
x
, x 2
.
14. f(x) =
_
0, 0 x < /2
cos x, x /2
.
15. f(x) =
_
sin 2x, 0 x <
x, x
.
166
16. f(x) =
_
sin x, 0 x < /2
sin 2x, x /2
.
17. f(x) =
_

_
x, 0 x < 2
0, 2 x < 4
(x 4)
2
, x 4
.
18. f(x) =
_

_
0, 0 x <
1 + cos x, x < 2
2 cos x, x 2
.
19. f(x) =
_

_
1, 0 x < 2
x 2, 2 x < 4
e
(x4)
, x 4
.
20. f(x) =
_

_
sin x, 0 x <
sin 2x, x < 2
sin 3x, x 2
.
Laplace transform of Piecewise Periodic Functions (see Exercises 4.1, Problem
10.)
21. f(x) =
_
1, 0 x < 1
0, 1 x < 2
and extended periodically on [2, ). This function is called a square wave.
(a) Sketch the graph of f.
(b) Show that L[f(x)] =
1
s(1 +e
s
)
.
22. f(x) =
_
1, 0 x < 1
1, 1 x < 2
and extended periodically on [2, ). This function is also called a square wave.
(a) Sketch the graph of f.
(b) Show that L[f(x)] =
1 e
s
s(1 +e
s
)
.
23. f(x) = x n on [n, n + 1), n = 0, 1, 2, . . ..
(a) Sketch the graph of f. This function is called a saw-tooth function.
(b) Show that L[f(x)] =
1
s
2

e
s
s(1 e
s
)
.
167
24. g(x) =
_
x, 0 x < 1
2 x, 1 x < 2
and extended periodically on [2, ).
(a) Sketch the graph of g. This function is called a triangular wave function.
(b) Except for x = 1, 2, 3, , g

## (x) is the square wave function in Problem 22.

Use this fact to show that L[g(x)] =
1 e
s
s
2
(1 + e
s
)
.
4.5 Piecewise Continuous Functions, Part II: Inverse Laplace Transforms
In the preceding section we took a piecewise dened function f and found its Laplace
transform F. We found that F contained terms which had exponential factors of the
form e
cs
.
In this section we treat the reverse process. That is, we start with a transform F = F(s)
which has terms with exponential factors e
cs
and we attempt to nd a function f = f(x)
such that L[f(x)] = F(s). The presence of terms in F which have exponential factors
e
cs
signals that the corresponding f is a piecewise dened function.
Recall Theorem 2 in the previous section:
Theorem: Let f be dened on [0, ) and suppose L[f(x)] = F(s) exists for s > .
If c > 0, then L[f
c
(x)] exists for s > and is given by
L[f
c
(x)] = L[f(x c)u(x c)] = e
cs
F(s).
This theorem can be expressed in an equivalent manner using the inverse Laplace trans-
form.
THEOREM 1. If L
1
[F(s)] = f(x) and c > 0, then
L
1
[e
cs
F(s)] = f(x c)u(x c) = f
c
(x).
It is this result which allows us to invert a transform F which contains terms with
e
cs
factors. The function f(x c)u(x c) is a piecewise dened function.
Example 1. Suppose
F(s) =
1
s
2
+
e
4s
s 2
.
Then
L
1
_
1
s
2
+
e
4s
s 2
_
= L
1
_
1
s
2
_
+ L
1
_
e
4s
s 2
_
168
From the Table of Laplace Transforms L
1
_
1/s
2

= x.
To calculate L
1
_
e
4s
/(s 2)

## , let F(s) = 1/(s 2). Then L

1
[F(s)] = e
2x
. There-
fore, by Theorem 1,
L
1
_
e
4s
s 2
_
= e
2(x4)
u(x 4).
It now follows that
L
1
[F(s)] = x + e
2(x4)
u(x 4) =
_
x, 0 x < 4
x +e
2(x4)
, 4 x <
.
Example 2. Suppose
F(s) =
e
2s
(s + 1)
2
+
e
s
s
2
+ 4
.
Then
L
1
[F(s)] = L
1
_
e
2s
(s + 1)
2
_
+ L
1
_
e
s
s
2
+ 4
_
.
To calculate L
1
[e
2s
/(s + 1)
2
], let F
1
(s) = 1/(s + 1)
2
. Then, from the Table of
Laplace Transforms, L
1
[F
1
(s)] = xe
x
. Therefore,
L
1
_
e
2s
(s + 1)
2
_
= (x 2)e
(x2)
u(x 2).
To calculate L
1
[e
s
/(s
2
+ 4)], let
F
2
(s) =
1
s
2
+ 4
=
1
2
2
s
2
+ 4
.
From the Table of Laplace Transforms, L
1
[F
2
(s)] =
1
2
sin 2x. Therefore,
L
1
_
e
s
s
2
+ 4
_
=
1
2
sin 2(x ) u(x ) =
1
2
sin 2x u(x ).
(Note: sin 2(x ) = sin(2x 2) = sin 2x by the addition formula for sine.)
Finally,
L
1
[F(s)] = (x 2)e
(x2)
u(x 2) +
1
2
sin 2x u(x )
=
_

_
0, 0 x < 2
(x 2)e
(x2)
, 2 x <
(x 2)e
(x2)
+
1
2
sin 2x, x
169
Example 3. Suppose
F(s) =
s + 4e
3s
s
3
2s
2
.
First we simplify F:
F(s) =
s + 4e
3s
s
3
2s
2
=
s
s
2
(s 2)
+
4e
3s
s
2
(s 2)
=
1
s(s 2)
+
4e
3s
s
2
(s 2)
.
Let F
1
(s) =
1
s(s 2)
. Then, by partial fraction decomposition,
1
s(s 2)
=
1/2
s 2

1/2
s
and
L
1
[F
1
(s)] =
1
2
e
2x

1
2
.
Let F
2
(s) =
4
s
2
(s 2)
. Then, by partial fraction decomposition,
4
s
2
(s 2)
=
1
s 2

2
s
2

1
s
.
and
L
1
[e
3s
F
2
(s)] = e
2(x3)
u(x 3) 2(x 3) u(x 3) u(x 3).
Finally,
L
1
[F(s)] = L
1
[f
1
(s) + e
3s
F
2
(s)] =
1
2
e
2x

1
2
+e
2(x3)
u(x 3) 2(x 3) u(x 3) u(x 3)
=
_
_
_
1
2
e
2x

1
2
, 0 x < 3
1
2
e
2x

1
2
+ e
2(x3)
2(x 3) 1, x 3
=
_
_
_
1
2
e
2x

1
2
, 0 x < 3
1
2
e
2x
+e
2(x3)
2x +
9
2
, x 3
Exercises 4.5
Calculate the inverse Laplace transform of F(s).
1. F(s) =
2
s
+
2e
3s
s
.
170
2. F(s) =
se
s
s
2
+
2
.
3. F(s) =
1 + e
s
s
2
+ 1
.
4. F(s) =
1
s + 1

e
2s
s + 1
.
5. F(s) =
s + (s 1)e
s
s
2
+ 1
.
6. F(s) =
2
s
2
+
(s + 2)e
2s
s
3

4e
3s
s
.
7. F(s) =
s e
2s
s
2
+
2
.
8. F(s) =
e
2s
s(s + 1)
.
9. F(s) =
se
3s
s
2
5s + 6
.
10. F(s) =
(s + 10)e
2s
s
2
+ 2s 8
.
11. F(s) =
2
s
+
e
s
e
22s
s 1
.
12. F(s) =
s(1 e
2s
)
s
2
+
2
.
13. F(s) =
4(e
2s
1)
s(s
2
+ 4)
.
14. F(s) =
(2s + 9)e
3s
s
2
+ 4s + 13
.
15. F(s) =
(s + 8)e
s/2
s
2
+ 4s + 13
.
16. F(s) =
2(1 +e
s/2
)
s
2
2s + 5
.
4.6 Initial-Value Problems with Piecewise Continuous Nonhomogeneous
Terms
In this section we illustrate the application of Laplace transforms to the solution of nonho-
mogeneous initial-value problems in which the forcing function f is piecewise continuous.
171
Example 1. Find the solution of the initial-value problem
y

+ 2y = f(x); y(0) = 4
where f(x) =
_
x, 0 x < 3
5, x 3.
SOLUTION The function f has a jump discontinuity at x = 3. Therefore, the rst step
is to express f in terms of u
3
(x) = u(x 3). You should verify that
f(x) = xx u(x3)+5u(x3) = x[(x3)+3]u(x3)+5u(x3) = x(x3)u(x3)+2u(x3).
Now, taking the Laplace transform of the equation, we get
L[y

## + 2y] = sL[y] y(0) + 2L[y] = (s + 2)L[y] 4 =

1
s
2

e
3s
s
2
+
2e
3s
s
Solving for L[y], we nd that
L[y] = Y (s) =
1
s
2
(s + 2)
+
e
3s
s
2
(s + 2)
+
2e
3s
s(s + 2)
+
4
s + 2
=
4s
2
+ 1
s
2
(s + 2)
+
(2s + 1)e
3s
s
2
(s + 2)
.
By partial fraction decomposition,
4s
2
+ 1
s
2
(s + 2)
=
1
4
1
s
+
1
2
1
s
2
+
17
4
1
s + 2
and
(2s + 1)e
3s
s
2
(s + 2)
=
3
4
e
3s
s
+
1
2
e
3s
s
2

3
4
e
3s
s + 2
.
Therefore,
Y (s) =
1
4
1
s
+
1
2
1
s
2
+
17
4
1
s + 2
+
3
4
e
3s
s
+
1
2
e
3s
s
2

3
4
e
3s
s + 2
and
y(x) = L
1
[Y (s)] =
1
4
+
1
2
x +
17
4
e
2x
+
3
4
u(x 3) +
1
2
(x 3) u(x 3)
3
4
e
2(x3)
u(x 3)
=
_

1
4
+
1
2
x +
17
4
e
2x
, 0 x < 3
x 1 +
17
4
e
2x

3
4
e
2(x3)
, x 3

172
The graph of y is
3
x
2
4
y
Note that the solution y is continuous on [0, ) but its derivative y

is not continuous
at x = 3, the point at which f has a jump discontinuity.
An alternative approach: The initial-value problem in Example 1 can also be solved
without using the Laplace transform. First solve the initial-value problem
y

+ 2y = x, y(0) = 4.
in the manner of Section 2.1. Let y = y
1
(x), 0 x 3 be the solution.
Now set = y
1
(3) and solve the initial-value problem
y

+ 2y = 5, y(3) = .
and let y = y
2
(x), x 3 be that solution.
The function
y =
_
_
_
y
1
(x), 0 x < 3
y
2
(x), x 3
is the solution of the original initial-value problem. Problem 11 in the Exercises asks you
to verify this.
The complexity of this approach increases with the number of pieces in the forcing
function f. The advantage of the Laplace transform method is that it is a one-step method
that leads directly to the solution.
Example 2. Find the solution of the initial-value problem
y

+ 4y = f(x); y(0) = 1, y

(0) = 0
where f(x) =
_
1, 0 x < /2
2, x /2.
SOLUTION The function f has a jump discontinuity at x = /2. Therefore, we express
f in terms of u(x /2):
f(x) = 1 3u(x /2).
173
Applying the Laplace transform to the equation and using the initial conditions, we get
L[y

+ 4y] = s
2
L[y] sy(0) y

(0) + 4L[y] =
1
s

3e
s/2
s
(s
2
+ 4)L[y] s =
1
s

3e
s/2
s
.
Solving for L[y] = Y (s), we have
Y (s) =
1
s(s
2
+ 4)
3e
s/2
1
s(s
2
+ 4)
+
s
s
2
+ 4
.
By partial fraction decomposition,
1
s(s
2
+ 4)
=
1
4
1
s

1
4
s
s
2
+ 4
.
Therefore,
Y (s) =
1
4
1
s

1
4
s
s
2
+ 4

3
4
e
s/2
s
+
3
4
e
s/2
s
s
2
+ 4
+
s
s
2
+ 4
and
y(x) = L
1
[Y (s)] =
1
4

1
4
cos 2x
3
4
u(x /2) +
3
4
cos 2(x /2)u(x /2) + cos 2x
=
_
_
_
1
4
+
3
4
cos 2x, 0 x < /2

1
2
, x /2.
.
The graph of y is

2
x
1
0.5
1
y
In this case, the solution y and its derivative y

## are continuous on [0, ), but the

second derivative y

## is not continuous at x = /2, the point at which f has a jump

discontinuity.
174
Exercises 4.6
Use the Laplace transform to solve the initial-value problem.
1. y

## 2y = f(x); y(0) = 2 where

f(x) =
_
1 0 x < 1
2 x 1
.
Verify that the solution y is continuous on [0, ), and that y

is not continuous
at x = 1.
2. y

## + 3y = f(x); y(0) = 1 where

f(x) =
_
sin x 0 x <
0 x
.
Verify that the solution y is continuous on [0, ). Is y

## also continuous on [0, )?

If so, explain why.
3. y

+y = f(x); y(0) = 0, y

(0) = 1 where
f(x) =
_
1 0 x < 1
0 x 1
.
Verify that the solution y and its derivative y

## are continuous on [0, ), and that

y

is not continuous at x = 1.
4. y

+ 4y = f(x); y(0) = 1, y

(0) = 0 where
f(x) =
_
0 0 x < 2
1 x 2
.
Verify that the solution y and its derivative y

## are continuous on [0, ), and that

y

is not continuous at x = 2.
5. y

+ 2y

+y = f(x); y(0) = 0, y

(0) = 0 where
f(x) =
_
1 0 x < 2
x 1 x 2
.
Verify that the solution y and its derivative y

## also continuous on [0, )? If so, explain why.

6. y

+ 4y = f(x); y(0) = 0, y

(0) = 0 where
f(x) =
_
sin x 0 x < 2
0 x 2
.
Verify that the solution y and its derivative y

## are continuous on [0, ), and that

y

is not continuous at x = 2.
175
7. y

4y

+ 3y = f(x); y(0) = 0, y

(0) = 0 where
f(x) =
_
1 0 x < 1
1 x 1
.
Verify that the solution y and its derivative y

## are continuous on [0, ), and that

y

is not continuous at x = 1.
8. y

3y

+ 2y = f(x); y(0) = 0, y

(0) = 0 where
f(x) =
_
0 0 x < 2
2x 4 x 2
.
Verify that the solution y and its derivative y

## are continuous on [0, ), and that

y

is not continuous at x = 2.
9. y

+ 2y

+y = f(x); y(0) = 3, y

(0) = 1 where
f(x) =
_
e
x
0 x < 1
e
x
1 x 1
.
Verify that the solution y and its derivative y

## are continuous on [0, ), and that

y

is not continuous at x = 1.
10. y

4y

+ 4y = f(x); y(0) = 1, y

(0) = 1 where
f(x) =
_
e
2x
0 x < 2
e
2x
x 2
.
Verify that the solution y and its derivative y

## are continuous on [0, ), and that

y

is not continuous at x = 2.
11. Verify that the alternative solution method outlined in the Remark following Example
1 yields the solution found in Example 1.
12. Use the alternative solution method to nd the solution of the initial-value problem
in Problem 2.
13. Use the alternative solution method to nd the solution of the initial-value problem
in Problem 3.
14. Use the alternative solution method to nd the solution of the initial-value problem
in Problem 7.
176