CHAPTER FIVE

LAPLACE TRANSFORMS
5. 1 Introduction:

Let f (t ) be a function defined for all t 0 . Consider F ( s) e st f (t )dt . The function

0

F (s) of the variable s is called the Laplace transform of f (t ). We denote F (s) by

L( f ) .
So that

F ( s) L( f ) e st f (t )dt
----------------------------------- (1)
0

Furthermore, f (t ) in (1) is called the inverse transform (or inverse) of F (s) . So that
-------------------------------- (2)
f (t ) L1 ( F )
Examples:
(1) Let f (t ) 1, where t 0 . Find F (s) .
Solution:

F ( s ) L( f ) e

st

f (t )dt e (1)dt e st dt

st

= lim M e st dt (improper integral)

0

1
1
= lim M e st |0M lim M e sM 1
s
s

1
0 1 1 , s 0 .
s
s
(2) Let f (t ) e at , t 0 and a constant. Derive F (s) .

Solution: F ( s) L( f ) e
0

st

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

st

at

= lim m e ( a s )t dt
0

= lim M
=

1 ( a s )t M
e
|0
as

1
lim M e ( s a )t 1
as

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=
Therefore, L(e at )

1
1

,
as sa

sa 0

1
.
sa

Remark:
Like some other operations, such as differentiation and integration, Laplace transform is a
linear operator.
We mean:
5.2 Theorem 1: Linearity of the Laplace Transform
The laplace transform L is a linear operator. That is for any functions f (t ) and g (t )
whose laplace transforms exist and constants c1 and c 2 are given,
Lc1 f (t ) c2 g (t ) c1 L( f ) c2 L( g ) .
Proof:

By definition on L , Lc1 f c2 g e

st

c1 f

c 2 g dt c1 e

st

f (t )dt c2 e st g (t )dt

= c1 L( f ) c2 L( g ) .
Applications to Theorem 1:
Example 1:
Let f (t ) cosh at

e at e at
, find L( f ) .
2

Solution:

e at e at

L( f ) F ( s) Lcosh at L
2

1
1
= Le at Le at . (*)
2
2
1
1
1

But Le at
, then Le at
.
sa
s (a) s a
1 1
1 1
s
Therefore L(cosh at )
.

2
2 s a 2 s a s a2

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Corollary 2:
If L is the linear transform, L1 is also a linear inverse laplace transform.
Proof:
L( f ) F (s) L1 ( F ) f (t ) .
Therefore, L1 1 F1 2 F2 1 f1 2 f 2 (t ) 1 f1 (t ) 2 f 2 (t )
= 1 L1 ( F1 ) 2 L1 ( F2 ) .
So that L1 is linear.
Example 2 (A simple partial reduction)
1
Let F ( s)
, a b . Find f (t ) L1 ( F ) .
( s a)( s b)
Solution:
By partial fraction reduction, we have

A
B
1
.

s a s b ( s a)( s b)

1
1
and B
.
a b
ba
1
1 1
1 1
Therefore,

( s a)(s b) a b s a a b s b
1 1
1
=

.
abs a s b

Solve to get A

1 1 1 1 1
L

L
a b s a
s b
1
=

e at e bt , a b (by example 1 above).

a b
The answer can also be obtained from the Laplace transforms table.
Therefore, f (t ) L1 ( F )

Example 3:
Find L1 ( F ) f (t ) given that F ( s)

s
.
s 9
2

s
s
A
B
s

, i.e.
.
s 3 s 3 ( s 3)( s 3)
s 9 ( s 3)( s 3)
s
1
1
1
1

Solve to get A and B . So that 2

.
2
2
s 9 2( s 3) 2( s 3)
s 1 1 1 1 1 1 1 3t 1 3t
Therefore, L1 2
L
L
e e (from the table)
2
s 9 2 s 3 2 s 3 2
Solution:: F ( s)

e 3t e 3t
cosh 3t .
2
The answer can also be obtained from the table, when k 3 .
=

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Example 4:

2s 6
.
Find L1
( s 2)( s 4)
Solution:
A
B
2s 6
. Solve to get A 1, B 1 .

s 2 s 4 ( s 2)(s 4)

2s 6
1
1
L1 (
Therefore, L1
) L1 (
) e 2t e 4t (from the table).
s2
s4
( s 2)( s 4)
Example 5:
2s 8
Find L1 2
.
s 8s 15
Solution:
2s 8
2s 8
A
B
2s 8
. Then
. Solve to get

2
s 5 s 3 ( s 5)( s 3)
s 8s 15 ( s 5)( s 3)
A B 1.
2s 8
1 1
1 1
Therefore, L1 2
L
L

s 8s 15
s 5
s 3
= e 5t e 3t (from the table).
Exercise 6:
Let F ( s)

s
, a b . Find f (t ) .
( s a)( s b)

Solution: Exercise

Example 7 (Induction Hypothesis):

Let f (t ) t n1 , n is a natural number.

Then F ( s) e st t n 1 dt (integrate by parts to get)

0

1
n 1 st n
e t dt
= e st t n 1 |0
s
s 0

1
n 1 st n
e t dt
= (0 0)
s
s 0

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n 1 st n
n 1 n
e t dt
L t . (1)

s 0
s
By the induction hypothesis, we have

1
n
n
Lt n e st t n dt e st t n |0 e st t n 1dt Lt n 1
s
s0
s
0
=

n 1 st n 1 n 1 st n 2 n(n 1) st n 2
= e t |0
e t dt
e t dt
s s
s 0
s 2 0

n(n 1) 1 st n 2 n 2 st n 3 n(n 1)(n 2) st n 3

e
t
|

e
t
dt

0
0 e t dt
s 0
s2 s
s2s

n(n 1)(n 2) n 3
Lt
s3

n(n 1)(n 2)(n 3) (n (n 1)) n n

Lt
sn
n(n 1)(n 2)(n 3) (2)(1)
n!
1
=
L(1) n L(1) ( but L(1) )
n
s
s
s
n!
n!
= n n 1 , s 0
s s s

From (1), Lt n 1

n 1 n!
(n 1)!
n1 n 2 .
s s
s

Example:
Find L(t 2 ) . Here n 1. So L(t 2 )

(n 1)! 2
3.
s1 2
s

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5.3 Gamma Function

The gamma function ( ) is defined by ( ) e t t 1 dt , 0 .

0

Properties:

(1) (1) e dt 1 ,

(2) (2) e t t dt (1) 1

(3) ( 1) ( ) ,
(4) (k 1) k! , where k 0,1,2,
Example: (3) 2! 2(2) 2, or (3) (2 1) 2(2) 2!
1
(5)
2
(6) (k 1) k(k ) k!

Example:
Evaluate L(t a ) .

dx
x
x
L(t ) e t dt . Let st x t t a ; and sdt dx dt
.
s
s
s
0
a

st a

Therefore, L(t ) e
a

x a dx
1
a 1 e x x a dx (here 1 a a 1)
a
s s
s 0
1
1
= a 1 (a 1) a 1 a(a) .
s
s

Theorem 3: (First Translation Theorem)

If L( f (t )) F (s), then L(e at f (t )) F (s a) .
So that L1 ( F (s a)) e at f (t ).
Proof:

Given L( f (t )) F ( s) e st f (t )dt . Replacing s by s a , we get

0

F ( s a) e ( s a )t f (t )dt e st e at f (t ) dt L(e at f (t )) .

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Example:
s
L1 2
cos 2t (from
s 4
s 1
t
L1
e cos 2t ,
2
(
s

1
)

(1) Since

(2)

the

table),

by

translation

theorem,

2
2
1
2t
L1 2
e sin 2t .
sin 2t , then L
2
( s 2) 4
(s 4

Theorem 4:

dn
F ( s ) .
If L( f (t )) F (s), then L(t f (t )) (1)
ds n
n

Proof:

From F ( S ) e st f (t )dt , then

0

d
d
F ( s) e st f (t )dt
ds
ds 0

This implies F ( s) (1) e st .t. f (t )dt

1

F ( s) (1) 2 e st .t 2 . f (t )dt
0

(n)

( s) (1)

st

.t n . f (t )dt

= (1) L(t n f (t )) .
n

Example 1:
L (e 2 t )

Since

L(t 2 e 2t ) (1) 2

d2
ds 2

1
,
s2

then

L(te 2t )

d 1
1
,

ds s 2 ( s 2) 2

and

2
1
(check).

3
s 2 ( s 2)

Example 2:
1

Find L1 2
.
s 6s 13
Solution:

1
1
1

2
s 6s 13 ( s 3) 4 ( s 3) 2 2 2
2
=
. (1)
2( s 3) 2 2 2
2

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Using the translation theorem, from the table we see that L(sin kt)
Here f (t ) sin kt .

k
= F (s) .
s k2
2

k
e at f (t ) . (2)
So that L1
2
2
( s a) k

1
2

1 1
From (1) L1 2
L
2
s 6s 13 2 ( s 3) 2
1
= e 3t sin 2t (by (2)).
2
The answer can also be obtained from the table straight way.
(see item 18 in the table).
Example 3:

7s 2
Find L1
.
( s 2)(s 1)(s 2)
Solution:

7s 2
A
B
C
.

( s 2)(s 1)(s 2) s 2 s 1 s 2
That is, A(s 1)(s 2) B(s 2)(s 2) C(s 2)(s 1) 7s 2 .
Then A 1, B 3, 4 . (check)
7s 2
1
3
4
Therefore,
.

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

7s 2
1 1
1 1
1 1
So that L1
L
3L
4L

s 2
s 1
s 2
( s 2)(s 1)( s 2)
By partial fraction,

= e 2t 3e t 4e 2t (from the table).

Example 4:
2
1 s 5s 3
Find L
.
2
( s 2)( s 1)
Solution:
s 2 5s 3
A
B
C

By partial fraction,
.
2
s 2 s 1 ( s 1) 2
( s 2)( s 1)
So that A(s 1) 2 B(s 2)(s 1) C (s 2) s 2 5s 3 .
Then A 1, B 2, C 1. (check).

s 2 5s 3
1
1
1 1
1
L1
Therefore, L1
2L
L
2
2
s 2
s 1
( s 1)
( s 2)(s 1)
= e 2t 2e t te t (from the table).

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Example 5:
2
1 5s s 2
Find L
.
2
( s 2)( s 1)
Solution:

5s 2 s 2
A
Bs c
By partial fraction,
.

2
2
( s 2)( s 1) s 2 s 1
Solve to get A 4, B 1, C 3 (check).

5s 2 s 2
s
1
1 1
1
1
So that L1
4L
L 2 2 3L 2 1
2
s 2
s 1
s 1
( s 2)(s 1)
= 4e 2t cos t 3 sin t (from the table).
Exercise:
(1) Applying the definition, evaluate L(te 2t ) , L(t 2 e 2t ) .
0, 0 t 3
(2) Evaluate L( f (t )) for f (t )
2, t 3
1
(3) Show that the function f (t ) 2 does not possess a Laplace transform.
t
1

Hint: L( f (t )) e

st

f (t )dt e st f (t )dt . Use the definition of an improper integral

to show that e st f (t )dt does not exist.)

0

(4) Use the Gamma function to find L( f (t )) of (i) t 1 / 2 (ii) t 1 / 2 (iii) t 3 / 2

3s 5
(5) Evaluate L1 2
.
s 7

1
(6) Evaluate L1

( s 1)(s 2)(s 4)
Theorem 5:

f (t )
If L f (t ) F (s), then L
F ( s)ds.
t s
f (t )
This rule is more restricted in use, since it depends on whether the lim t 0
exists.
t

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Examples:
sin t
(1) Find L
.
t
Solution:
Since L(sin t )

1
f (t )
sin t
and also lim t 0
1) ). Then
exists, (as lim t 0
s 1
t
t
2

1
ds
sin t
L
ds lim M 2
F ( s)ds 2
t s
s s 1
s s 1
= lim M tan 1 s | M
s
M

= lim M (tan 1 M tan 1 s)

= tan 1 s
2
1
= tan 1 (by trigonometric property)
s
cos 2t cos 3t
(2) Find L
.
t

Here f (t ) cos 2t cos 3t , L(cos 2t cos 3t )

s
s
(from the table).
2
s 4 s 9
2

cos 2t cos 3t
lim t 0 (2 sin 2t 3 sin 3t ) 0 exists, then
t

M
s
s
cos 2t cos 3t
L
2
)ds .
F ( s)ds lim M ( 2
t
s 9

s
s s 4

Since lim t 0

1
1

= lim M ln( s 2 4) ln( s 2 9)

2
2
s
2
2
1 ( M 4).( s 9)

= lim M ln
2 ( M 2 9).( s 2 4)
4

(1 2 ).( s 2 9)
1
M

= lim M ln
9
2

2
(1 2 ).( s 4)
M

1 s2 9
.
= ln 2
2 s 4

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5.4 Laplace Transform of the Derivative of f (t )

Theorem 1:
L( f ) sL( f ) f (0) .
Proof:

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

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

= f (0) sL( f )
= sL( f ) f (0) .
Corollary 2:
L( f ) s 2 L( f ) sf (0) f (0) .
Proof:

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

= f (0) ssL( f ) f (0)
= f (0) s 2 L( f ) sf (0) .
By induction we obtain
Theorem 3: (Laplace transform of f ( n ) (t ) )
L( f ( n) ) s n L( f ) s n1 f (0) s n2 f (0) sf ( n2) (0) f ( n1) (0)
5.4.1 Differential Equations with initial values
Consider an initial value problem y ay by r (t ) , y(0) k 0 , y (0) k1 , where
a, b are constants.
r (t ) input applied to the system, and y(t ) output (the solution).
Applying Theorem 1 and Corollary 2:
Step 1:
L( f ) sL( f ) f (0) and L( f ) s 2 L( f ) sf (0) f (0)
Re-place f by Y in the above equations and take Laplace throughout to get:
L(Y ) aL(Y ) bL(Y ) L(r (t )) .
Using the above two equations accordingly, we get
{s 2 L(Y ) sY (0) y (0)} a{sL(Y ) y(0)} bL(Y ) L(r (t )) .
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Write these as: {s 2Y sy(0) y (0)} asY y(0) bY R(s) , where R(s) is a function
in terms of s .
The above equation is called the subsidiary equation.
Collecting Y terms, to get (s 2 as b)Y (s a) y(0) y (0) R(s)
Step 2:
Let Q( s)

1
= a transfer function.
s as b
2

( s a) y (0) y (0)
R( s )
2
2
( s as b)
s as b
= [(s a) y(0) y (0)]Q(s) R(s)Q(s) .

So Y ( s)

---------------------(*)

If, for example, y(0) y (0) 0 , then Y (s) R(s)Q(s) .

Step 3:
We reduce equation (*) usually by partial fractions, so that the solution y(t ) L1 (Y ) of
the system is obtained.
Examples:
1. Solve by Laplace transformations y y t ,

y (0) y(0) 1

Solution:
Step 1: L(Y ) L(Y ) L(t ) .
So s 2 L(Y ) sy(0) y (0) L(Y ) L(t ) (this is the subsidiary equation).
1
Thus s 2Y sy(0) y (0) Y 2 (from the table).
s
1
Collecting Y terms we get ( s 2 1)Y sy(0) y (0) 2
s
1
( s 2 1)Y s 1 2 (as y(0) y (0) 1).
s
1
(here a 0, b 1 ).
s as b
1
= 2
.
s 1
s 1
1
1
1
So Y 2
.
2

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

Step 2: The transfer function is Q( s)

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1
As B Cs D
1
.
:
2
2 2
2
2
s ( s 1)
s
s 1 s ( s 1)
A 0, B 1, C 0, D 1.

Consider

So Y

We

solve

to

get

1
1
1
2
2 .
s 1 s 1 s

Step 3: From the table,

1 1 1
1
1
y (t ) L1 (Y ) L1
L 2
L 2
s 1
s 1
s
t
= e sinh t t .
(2) y 2 y 5 y e 2t ,

y(0) 0, y (0) 1 .

Solution:
Step 1:
L(Y ) 2L(Y ) 5L(Y ) L(e 2t ) . Therefore by the above theorem and corollary,
{s 2 L(Y ) sy(0) y (0)} 2{sL(Y ) y(0)} 5L(Y ) L(e 2t ) (the subsidiary equation).
1
That is, s 2Y sy(0) y (0) 2sY 2 y(0) 5Y
(from the table).
s2
1
Thus ( s 2 2s 5)Y sy(0) y (0) 2 y(0)
.
s2
1
.
( s 2s 5)
1
1
1
As B
C
So Y 2
=

2
2
s 2s 5 ( s 2)(s 2s 5) ( s 1) 4 s 2s 5 s 2
1
1
By partial fractions, A , B 0, C .
5
5
1
1/ 5
1 / 5s
=

2
2
( s 1) 4 s 2 s 2s 5
2
1
1 1
1 ( s 1) 1
=

2
2
2
2 ( s 1) 2
5 s 2 5 s 2s 5
=
1
2
1 1
1
( s 1)
1
2
1

2
2
2
2
2
2
2 ( s 1) 2
5 s 2 5 ( s 1) 2
5 ( s 1) 2 2

Step 2: The transfer function is Q( s)

Step 3:
So that from the table L1 (Y ) y(t )
1
1
1
1
= e t sin 2t e 2t e t cos t 2t e t sin 2t
2
5
5
10
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2 t
1
1
e sin 2t e t cos 2t e 2t .
5
5
5

Exercise:
Solve using the Laplace transformations:
dy
(1)
3 y e 2t , y(0) 1.
dt
(2) y 6 y 9 y t 2 e 3t , y(0) 2, y (0) 6

5.4.2 Shifted Data Problems

This method is used when y(0) and y (0) are unknown.
Example:
Solve the initial value problem y y 2t ,

y( / 4) / 2 ,

y ( / 4) 2 2 .

Solution:
y ay by r (t ) . From the given example, a 0, b 1 and r (t ) 2t .

By inspection, y(t ) A cos t B sin t 2t is a general solution, and we know how we

would have to go from here to take care of the initial conditions.
We solve this system by the Laplace transform although y(0) and y (0) are unknown.
Step 1:
Since L(Y ) L(Y ) L(2t ) , then s 2 L(Y ) sy(0) y(0) L(Y ) 2
s 2Y sy(0) y(0) Y

1
. So that
s2

2
(the subsidiary equation).
s2

Step 2:
2
1
. So Q( s) 2
is the transfer function.
2
s
( s 1)
2
s
1
So that Y 2 2
.
y(0) 2
y (0) 2
s ( s 1)
s 1
s 1
1
s
1
1
y (0)

y (0)
By partial fraction, Y 2
.
2
2
2
2
s 1
s 1
s 1
s

We have ( s 2 1)Y sy(0) y (0)

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Step 3:
s
1
1
1
1
1
y(t ) L (Y ) 2 L1 2 2 L1 2
y(0) L 2
y (0) L 2

s
s 1
s 1
s 1
= 2t 2 sin t y(0) cos t y(0) sin t
= 2t y(0) cos t { y (0) 2}sin t
= 2t A cos t B sin t ,
where A y(0), B y (0) 2 ; this is of no further interest

Now y(t ) 2t A cos t B sin t

Use the initial conditions to get A 1,

B 1.

Thus y(t ) 2t cos t sin t .

5.5 Laplace transform of periodic function:

Theorem 1:
Suppose that
is a periodic function of period
for all
. If the Laplace transform of exists, then

, ie

------------------------------------------------ (1)
Proof:
We have
(where
(since

is periodic)

=
Note: The last line above follows from the fact that
a common ratio
for
, and the first term

is a geometric series with

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Example 1:
Consider

, which is a periodic function of period

. Using (1),

(check)

Example 2:
Consider a saw-tooth function (see diagram below)

Solution:
Here period

. Using (1) above, we find

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Example 3:
Consider the following function (see figure below)

Solution:
Here
is a periodic function of period

. Hence using (1), ie

,

we find

check

5.6 Convolution:
Suppose we know that a Laplace transform
can be written as
where
and
. We need to know the relation of
to
and
.
Definition: (Convolution):
Let
and
be two functions defined on
denoted by
is defined by

. Then the convolution of

and

------------------------------------ (1)
Note: Easy to show that

. Exercise

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Hence,

----------------------------- (2)

We therefore, use (2) or (3) depending on which is easier to evaluate.

Theorem 1: (Convolution Theorem):

The convolution
has the Laplace transform property
---------------------------------------- (3)
OR conversely,
---------------------------------------- (4)

Proof:

The region of integration is the area in the first quadrant bounded by the - axis and the
line
.

The variable limit of integration is applied on which varies from

to

Let us change the order of integration, thus apply variable limit on . Then would vary
from
to
, and would vary from
to
. Hence, we have

,
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Example 4:
Find inverse Laplace transform of
Solution:
We write

, where
and

and

. Thus from the table,

. Hence, using the convolution theorem, we find

(integration by parts)
Example 5:
Find the inverse Laplace transform of

Exercise:
Hint: Let

5.6.1 Applications:
Example 6:
Solve the IVP

, where

and

Solution:
Using the previous method as stated in 5.4.1, take Laplace transform on both sides. This
gives
. Using partial fraction, we find
.

Using the convolution:

In the method above, we evaluated Laplace transform of a non-homogeneous term in the
RHS. Now here we dont evaluate the non-homogeneous term.
Let
be the non-homogeneous term (in this case
Let
be the Laplace transform of .
Now take Laplace transform on both sides. This gives

).

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.
Taking inverse transform and convolution, we find
(where
=

+2 sin t
(as before)

(use integration by parts and substitution)

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