5 Laplace Transform

THE LAPLACE TRANSFORM
Chapter 5
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Why?
There There are are Differential Differential Equations Equations that that will will be be
difficult difficult for for us us to to solve solve just just knowing knowing whatever whatever
methods methods we we have have learnt learnt so so far far..
The The Laplace Laplace transform transform is is used used to to produce produce an an
easily easily solvable solvable algebraic algebraic equation equation from from an an
ordinary ordinary differential differential equation equation..
It It has has important important applications applications in in Mathematics, Mathematics,
Physics Physics and and Engineering Engineering. .
Plan
I - Definition and basic properties
II - Inverse Laplace transform and solutions of DE
III - Operational Properties
I Definitions and basic properties
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.
Learning objective
Integral Transform
If f ( t ) is defined for and
is a function of two variables, then the
improper integral
is an integral transform.
0 > t
dt t f t s K dt t f t s K
b
b
) ( ) , ( lim ) ( ) , (
0 0
} }

=
) , ( t s K
If the limit exist, then the integral exists or
is convergent. (In general, the limit will exist
for only certain values of the variable s).
If the limit does not exist, the integral does
not exist and is divergent.
Integral Transform
Definition: Laplace Transform
Let f be a function defined for
Then the integral
is said to be the Laplace transform of f,
provided that the integral converges.
. 0 > t
{ } dt t f e t f L
st
) ( ) (
0
}
=
Notations
{ } { }
{ } ) ( ) (
; ) ( ) ( ; ) ( ) (
s Y t y L and
s G t g L s F t f L
=
= =
Use the definition to find the values of the following:
} { . 2
} 1 { . 1
t L
L
Example 1
Use the definition to find the values of the following:
} { . 3
} { . 2
} 1 { . 1
3t
e L
t L
L
Example 1
? } 1 { L
Solution
dt e L
st
1 } 1 {
0
=
}

dt e L
st
}

=
0
} 1 {
}

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

=
|
|
.
|
\
|
=

s
e
L
sN
N
1
lim } 1 {
s
L
1
} 1 { =
? } {t L
Solution
s
e
v e dv
dt du t u
st
st

= =
= =
dt

( )
2 2
0
2
1 1
0 } {
s s s
e
s
te
t L
st st
= + =
(
=

dt t e t L
st
=
}

0
} {
dt e
s s
te
t L
st
st
}
+
(
=
0
0
1
} {
? } {
3t
e L

Solution
dt e e e L
t st t 3
0
3
) (

}
=
dt e
t st
}

=
0
3
dt e
t s
}
+
=
0
) 3 (
+
+
=
0
) 3 (
) 3 (s
e
t s
0
) 3 ( ) 3 (
) 3 ( ) 3 ( +
+
+
=
+
+
s
e
s
e
t s t s
) 3 (
1
0
+
+ =
s
) 3 (
1
+
=
s
Theorem: Transforms of some Basic
Functions
2 2
2 2 2 2
2 2 1
} {sinh . 4
} {cosh . 7 } {sin . 3
} {cos . 6
!
} { . 2
1
} { . 5
1
} 1 { . 1
k s
k
kt L
k s
s
kt L
k s
k
kt L
k s
s
kt L
s
n
t L
a s
e L
s
L
n
n
at
=

=
+
=
+
= =

= =
+
is a Linear Transform
L
)} ( { )} ( { )} ( ) ( {
2 1 2 1
t g L c t f L c t g c t f c L + = +
Example2
1 5 ) ( + = t t f
Find the Laplace transform of the function
Example2
} 5 1 { t L +
} 5 { } 1 { } 5 1 { t L L t L + = +
} { 5 } 1 { t L L + =
|
.
|
\
|
+ =
2
1
5
1
s s
2 2
5 5 1
s
s
s s
+
= + =
Transform of a Piecewise function
Given
{ } dt t f e t f L
st
) ( ) (
0
}
=
>
< s
=
1 1
1 0 1
) (
t
t
t f
Find
Example 3
} }

+ =
1
1
0
)} ( { dt e dt e t f L
st st

=
1
1
0
1 1
st st
e
s
e
s
) 0 (
1
) 1 (
1

s s
e
s
e
s

=
Solution
) 1 2 (
1
=
s
e
s
Laplace Transform of a Derivative
Let
{ }
}
=
0
' '
) ( ) ( dt t f e t f L
st
Find
{ } ) ( ) ( t f L s F =
{ }
}
=
0
' '
) ( ) ( dt t f e t f L
st
dt t f e s t f e
st st
) ( ) (
0 0
}
+ =
)} ( { ) 0 ( t f L s f + =
) 0 ( ) ( f s sF =
f(t) v (t)dt f dv
dt se du e u
'
st st
= =
= =

{ } dt t f e t f L
st
) ( ) (
0
' '
=
' '
}

dt t f e s t f e
st st
) ( ) (
0 0
' + ' =
}
)} ( { ) 0 ( 0
'
t f sL f +
'
=
)] 0 ( ) ( [ ) 0 ( f s sF s f +
'
=
) 0 ( ) ( ) 0 (
2
sf s F s f +
'
=
) 0 ( ) 0 ( ) (
2
f sf s F s ' =
Theorem
) 0 ( .... ) 0 ( ) 0 ( ) ( )} ( {
) 1 ( 2 1 ) (

'
=
n n n n n
f f s f s s F s t f L
{ } ) ( ) ( t f L s F =
where
Example
t y y y 4 2 3
' ' '
= +
Find the Laplace transform of the following IVP
1 0 0 0 = = ) ( y ) y(
'
) 4 ( ) 2 3 (
' ' '
t L y y y L = +
) ( 4 ) ( 2 ) ( 3 ) (
' ' '
t L y L y L y L = +
Solution
t y y y 4 2 3
' ' '
= +
( ) ( )
2
' 2
4
) ( 2 ) 0 ( ) ( 3 ) 0 ( ) 0 ( ) (
s
s Y y s sY y sy s Y s = +
2
2
4
) ( 2 ) ( 3 1 ) (
s
s Y s sY s Y s = +
2
2
4
) ( 2 ) ( 3 1 ) (
s
s Y s sY s Y s = +
Solution
2
2
4
1 ) ( ) 2 3 (
s
s Y s s = +
2
2
2
4
) ( ) 2 3 (
s
s
s Y s s

= +
) 1 (
2
) 1 )( 2 (
4
) (
2 2
2
+
=

=
s s
s
s s s
s
s Y
II Inverse Laplace Transform and solutions
of DEs
able to :
Define Inverse Laplace Transform.
Solve ODEs using the Laplace
Transform.
Learning objective
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,
)} ( { ) (
1
s F L t f

=
Theorem : Some Inverse Transforms
)
`
=
)
`
=
)
`
+
=
)
`
+
= =
)
`
=
)
`
=
)
`

2 2
1
2 2
1
2 2
1
2 2
1
1
1
1 1
sinh . 4
cosh . 7 sin . 3
cos . 6 ... , 3 , 2 , 1 ,
!
. 2
1
. 5
1
1 . 1
k s
k
L kt
k s
s
L kt
k s
k
L kt
k s
s
L kt n
s
n
L t
a s
L e
s
L
n
n
at
Application
t
s
L
s
L
t
s
L
s
L
s
L
6 sin
6
1
6
6
6
1
36
1
. 2
60
1 ! 5
! 5
2 1
2
2
. 1
2 2
1
2
1
5
1 5
1
1 5
1
6
1
=
)
`
+
=
)
`
+
=
)
`
=
)
`
=
)
`
+

is a Linear Transform
1
L
)} ( { )} ( { )} ( ) ( {
1 1 1
s G L s F L s G s F L

+ = + | o | o
Where F and G are the transforms of some
functions f and g . This can also extend to
any finite combination of Laplace transform
Division and Linearity
Find
)
`
+
+
4
4 3
2
1
s
s
L
Division and Linearity
)
`
+
+
)
`
=
)
`
+
+

2 2
1
2 2
1
2
1
2
4
2
3
4
4 3
s
L
s
s
L
s
s
L
)
`
+
+
)
`
+
=

2 2
1
2 2
1
2
2
) 2 (
2
) 3 (
s
L
s
s
L
t t 2 sin ) 2 ( 2 cos ) 3 ( + =
Partial Fractions in Inverse Laplace
Find
)
`
) 2 )( 1 (
1
1
s s
L
Partial Fractions in Inverse Laplace
1
1
2
1
) 2 )( 1 (
1
=
s s s s
)
`
) 2 )( 1 (
1
1
s s
L
)
`
=

1
1
2
1
1
s s
L
)
`
)
`
=

1
1
2
1
1 1
s
L
s
L
t t
e e =
2
,
Method to solve DE
DE
Apply Laplace
transform
L
equation in
) (s Y
Apply Inverse
Laplace transform
1
L
Solution ) (s Y Solution
of the initial DE
) (t y
Example 1
Solve the partial given IVP by
Laplace transform.
3 ) 0 ( , 0 2 = = + y y
dt
dy
Solution 1
3 ) 0 ( , 0 2 = = + y y
dt
dy
0 2 =
|
.
|
\
|
+ y
dt
dy
L
( ) 0 2 = +
|
.
|
\
|
y L
dt
dy
L
( ) 0 ) ( ) 0 ( ) ( 2 = + s Y y s sY
Solution 1
( ) 0 ) ( ) 0 ( ) ( 2 = + s Y y s sY
0 6 ) ( ) 1 2 ( = + + s Y s
1 2
6
) (
+
=
s
s Y
|
.
|
\
|
+
=

1 2
6
) (
1
s
L t y
|
|
|
|
.
|
\
|

=

))
2
1
( ( 2
6
1
s
L
Solution 1
|
|
|
|
.
|
\
|

=

)
2
1
(
1
3 ) (
1
s
L t y
2
3 ) (
t
e t y

=
Example 2
Solve the given IVP DE by Laplace transform
6 ) 0 ( , 2 sin 13 3 = = + y t y
dt
dy
Solution 2
{ } { } t L y L
dt
dy
L 2 sin 13 3 = +
)
`
| | | |
(
+
= +
4
2
13 ) ( 3 ) 0 ( ) (
2
s
s Y y s Y s
4
26
) ( 3 6 ) (
2
+
= +
s
s Y s Y s
( )
4
) 4 ( 6
4
26
) ( 3
2
2
2
+
+
+
+
= +
s
s
s
s Y s
Solution 2
) 4 )( 3 (
50 6
4
24 6 26
3
1
) (
2
2
2
2
+ +
+
=
(
+
+ +
+
=
s s
s
s
s
s
s Y
)
`
+ +
+
=

) 4 )( 3 (
50 6
) (
2
2
1
s s
s
L t y
) 4 )( 3 (
) 3 )( ( ) 4 (
4 3 ) 4 )( 3 (
50 6
2
2
2 2
2
+ +
+ + + +
=
+
+
+
+
=
+ +
+
s s
s C Bs s A
s
C Bs
s
A
s s
s
8 = A
2 = B
6 = C

Solution 2
)
`
+
+
+
)
`
+
=
)
`
+ +
+
=

4
6 2
3
8
) 4 )( 3 (
50 6
) (
2
1 1
2
2
1
s
s
L
s
L
s s
s
L t y
)
`
+
+
)
`
)
`
+
=

4
1
6
4
2
3
1
8
2
1
2
1 1
s
L
s
s
L
s
L
)
`
+
+ =

4
2
2
6
2 cos 2 8
2
1 3
s
L t e
t
t t e
t
2 sin 3 2 cos 2 8
3
+ =

III Operational Properties
able to use translation theorems.
Learning objective
First translation theorem
) ( )} ( { s F t f L =
a
) ( )} ( { a s F t f e L
at
=
If
and is any real number, then
.
.
} {
3 5
t e L
t
4
5
4
5
3 3 5
) 5 (
6 ! 3
} { } {
= = =

s s
t L t e L
s s
s s
t
Example 1:
.
Example 2:
} 4 cos {
2
t e L
t
16 ) 2 (
2
4
} 4 {cos } 4 cos {
2
2
2 2
2
2
+ +
+
=
+
= =
+
+
s
s
s
s
t L t e L
s s
s s
t
.
) ( )} ( { a s F t f e L
at
=
)} ( { )} ( {
1 1
a s F L t f e L L
at
=

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

Inverse form of First translation theorem
.
Example 1:
)
`
2
1
) 3 (
5 2
s
s
L
2 2
) 3 (
11
3
2
) 3 (
5 2
+
s s s
s
)
`
+
)
`
=
)
`
+

2
1 1
2
1
) 3 (
1
11
3
1
2
) 3 (
5 2
s
L
s
L
s
s
L
3
2
1 3
) (
1
11 ) 1 ( 2

)
`
+ =
s s
t
s
L e
t t
te e
3 3
11 2 + =
Inverse form of First translation theorem
Exercise
. 0 ) 0 ( , 0 ) 0 ( , 1 6 4 =
'
= + = +
'
+
' '

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

+ = +
'
+
' '
1
1 1
) ( 6 )] 0 ( ) ( [ 4 ) 0 ( ) 0 ( ) (
2
+
+ = + +
'

s s
s Y y s sY y sy s Y s
1
1 1
) ( 6 ) ( 4 ) (
2
+
+ = + +
s s
s Y s sY s Y s
Solution
1
1 1
) ( ) 6 4 (
2
+
+ = + +
s s
s Y s s
) 1 (
1 2
) ( ) 6 4 (
2
+
+
= + +
s s
s
s Y s s
) 6 4 )( 1 (
1 2
) (
2
+ + +
+
=
s s s s
s
s Y
Solution
) 6 4 ( 1 ) 6 4 )( 1 (
1 2
2 2
+ +
+
+
+
+ =
+ + +
+
s s
D Cs
s
B
s
A
s s s s
s
) 6 4 (
3
5
2
1
3
1
6
1
) 6 4 )( 1 (
1 2
2 2
+ +
+
+
+ =
+ + +
+
s s
s
s s s s s s
s
Solution
) 6 4 (
3
5
2
1
3
1
6
1
) 6 4 )( 1 (
1 2
) (
2 2
+ +
+
+
+ =
+ + +
+
=
s s
s
s s s s s s
s
s Y
}
) 6 4 (
3
5
2
{ }
1
3
1
{ }
6
1
{ )} ( {
2
1 1 1 1
+ +
+
+
+ =

s s
s
L
s
L
s
L s Y L
Solution
}
) 6 4 (
3
5
2
{ }
1
3
1
{ }
6
1
{ )} ( {
2
1 1 1 1
+ +
+
+
+ =

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

s
L
s
s
L
s
L
s
L s Y L
. 2 sin
2 3
2
2 cos
2
1
3
1
6
1
) (
2 2
t e t e e t y
t t t
+ =
Solution
Unit Step Function or Heaviside Function
The unit step function is
defined as
) ( a t U
>
< s
=
. , 1
0 , 0
) (
a t
a t
a t U
U
t
1
When a function, say for is
multiplied by the unit step
function turn off a portion of the graph
of that function.
) (t f
0 > t
) ( a t U
Remark
What happen when is
multiplied by the Heaviside function
3 2 ) ( = t t f
Example
? ) 2 ( ) ( t U t f
3 2 ) ( = t t f
Example
) 2 ( ) ( t U t f
-3
t
f
t
-3
2
f
0 0
The Second Translation Theorem
If and then )} ( { ) ( t f L s F = , 0 > a
). ( )} ( ) ( { s F e a t U a t f L
as
=
Example 1
Let
s
L s F
a t f t f
1
} 1 { ) (
1 ) ( 1 ) (
= =
= =
. )} ( {
s
e
a t U L
as
=
then
Example 2
Find
>
< s
=
3 , 2
3 0 ,
) (
t
t t
t g
) 3 ( 2 )) 3 ( 1 ( ) ( + = t U t U t t g
)} ( { t g L where
)}. 3 ( { 2 )} 3 ( { } { )} ( { + = t U L t tU L t L t g L
) 3 ( 2 ) 3 ( + = t U t tU t
Example 2
)}. 3 ( { 2 )} 3 ( { } { )} ( { + = t U L t tU L t L t g L
. 2 )} 3 ( {
1
3
2
s
e
t tU L
s
s
+ =
For We would like to apply the previous theorem
)} 3 ( { t tU L
So, we write
t t f = ) 3 (
3 ) ( + = t t f
Example 2
Then
where
) ( )} 3 ( {
3
s F e t tU L
s
=
Finally
s s
t L t f L s F
3 1
} 3 { )} ( { ) (
2
+ = + = =
.
1 2 3 1
)} ( {
3
2
3 3 3
2
3
2
s
e
s
e
s
e
s
e
s
e
s
t g L
s s s s s
= + =
The Inverse Second Translation Theorem
If then
)} ( { ) (
1
s F L t f

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

Example
Evaluate
}
4
1
{
2 1 s
e
s
L


) 2 ( }
4
1
{
) 2 ( 4 2 1
=

t U e e
s
L
t s
. }
4
1
{ ,
4
1
) ( , 2
}
4
1
{
4 1
2 1
t
s
e
s
L
s
s F a
e
s
L
=

= =

therefore,
Example

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