Properties of the Laplace Transform

1) The Linear Property

Let f(t) and g(t) be functions whose Laplace transforms exit for s > a
1
and s > a
2

respectively. Then, for s > max{ a
1
, a
2
} and c
1
and c
2
any constants
L{c
1
f(t) + c
2
g(t)} = e
!st
{c
1
f(t) + c
2
g(t)}dt
0
"
#
= c
1
e
!st
f(t)dt
0
"
#
+ c
2
e
!st
g(t)dt =
0
"
#

c
1
L{f(t)} + c
2
L{g(t)}

This means the the Laplace transform is a linear operator.

Example:
1) L{5e
-2t
- 3 sin 4t} = 5L{e-2t} - 3 L{sin 4t} =
5
s + 2
!
12
s
2
+16
, s > 0.
2) L{cos
2
x} = L{1/2(1 + cos 2x)} = ! L{1} + 1/2 L{cos 2x} =
1
2s
+
1
2
s
s
2
+ 4
=
2s
2
+ 4
2s(s
2
+ 4)
=
s
2
+ 2
s(s
2
+ 4)
.

2) Laplace Transform of the Derivatives of f.
Theorem: Suppose f(t) is continuous and its derivative f is piecewise continuous on any
interval 0 " t " A. Suppose further that there exist constants M, a, and t
0
such that
|f(t)| " Me
-at
for t > t
0
.
Conclusion:
Then, L{f(t)} exists for s > a, and moreover
L{f(t)} = sL{f(t)} f(0)
Proof:
If f(t) has points of discontinuity in the interval 0 " t " A, let them be denoted by t
1
, t
2
,
, t
n
. Then, we can write the integral
e
!st
" f (t)dt = e
!st
" f (t)dt +
0
t
1
#
0
A
#
e
!st
" f (t)dt +
t
1
t
2
#
.... + e
!st
" f (t)dt
t
n
A
1
#

Integrating each term on the right by parts, we get:
e
!st
" f (t)dt = e
!st
f(t)
0
t
1
+ e
!st
f(t)
t
1
t
2
+... +e
!st
f(t)
t
n
A
+
0
A
#
s e
!st
f(t)dt +
0
t
1
#
e
!st
f(t)dt +
t
1
t
2
#
.... + e
!st
f(t)dt
t
n
A
1
#
$
%
&
'
(
)

Since f is continuous, the contributions of the integrated terms at t
1
, t
2
, , t
n
cancel
Then,
e
!st
" f (t)dt = e
!sA
f(A) ! f(0) + s e
!st
f(t)dt
0
A
#
0
A
#

As A! ", e
-sA
f(A) !0 whenever s > a, hence
L{f(t)} = sL{f(t)} f(0)

Corollary: Suppose f, f, f, , f
(n-1)
are continuous and its derivative f
(n)
is piecewise
continuous on any interval 0 " t " A.
Suppose further that there exist constants M, a, and t
0
such that
|f(t)| " Me
-at
, |f(t)| " Me
-at
, , |f
(n-1)
(t) | " Me
-at
for t > t
0
.
Conclusion:
Then, L{f
(n)
(t)} exists for s > a, and moreover
L{f
(n)
(t)} = s
n
L{f(t)} s
n-1
f(0) - .- sf
(n-2)
(0) f
(n-1)
(0)

Example:
1) L
d
3
dx
3
cosx [ ]
!
"
#
$
#
%
&
#
'
#
= s
3
L{cos x} s
2
cos 0 s
d
dt
cos t [ ]
t =0
!
d
2
dt
2
cos t [ ]
t =0

= s
s
s
2
+1
! s
2
! s(!sin0) ! (!cos0) =
s
4
s
2
+1
! s
2
+1 =
1
s
2
+1


3) First Translation Property
Theorem: Suppose L{f(t)} = F(s) exists for s > a.
Then, for any constant c,
L{e
ct
f(t)} = F(s - c) for s > a + c
Proof:
F(s) = L{f(t)} = e
!st
f(t) dt
0
"
#

Replacing s by s c,
F(s - c) = e
!(s!c)t
f(t) dt
0
"
#
= e
!st
e
ct
f(t)
$
%
&
'
0
"
#
dt = L{e
ct
f(t)}.

Example:
1) L{e
2t
t}
Since, f(t) = t, F(s) = L{t} = 1/s
2
, s > 0.
Then, L{e
2t
t} = F(s 2) =
1
s ! 2 ( )
2
, s > 2.

2) L{e
-3t
sin t}
Since, f(t) = sin t, F(s) = L{sin t} =
1
s
2
+1
, s > 0.
Then, L{e
-3t
sin t} = F(s + 3) =
1
s + 3 ( )
2
+1
, s > -3.

4) Multiplication by t
n
.
Theorem: Suppose L{f(t)} = F(s) exists for s > a.
Then, L{t
n
f(t)} = (-1)
n

d
n
ds
n
F(s) [ ]
Proof:
We must apply Leinbnitz Rule
F(s) = e
!st
f(t) dt
0
"
#

d
ds
F(s) [ ] =
d
ds
e
!st
f(t) dt
0
"
#
$
%
&
'
(
)
=
d
ds
e
!st
$
%
'
(
0
"
#
f(t) dt = e
!st
(!t)f(t) dt
0
"
#
= (-1) L{t

f(t)}
d
2
ds
2
F(s) [ ] =
d
ds
e
!st
(!t)f(t) dt
0
"
#
$
%
&
'
(
)
=
d
ds
e
!st
$
%
'
(
(!t)
0
"
#
f(t) dt = e
!st
(!t)
2
f(t) dt
0
"
#
=
(-1)
2
L{t

f(t)}

d
n
ds
n
F(s) [ ] =
d
ds
e
!st
(!t)
n!1
f(t) dt
0
"
#
$
%
&
'
(
)
=
d
ds
e
!st
$
%
'
(
(!t)
n!1
0
"
#
f(t) dt = e
!st
(!t)
n
f(t) dt
0
"
#
=
(-1)
n
L{t

f(t)}.

Example:
L{t
2
sin bt} = (!1)
2
d
2
ds
2
F(s) [ ]
Since F(s) = L{sin bt} =
b
s
2
+ b
2
,
F(s) =
d
ds
b
s
2
+ b
2
!
"
#
$
%
&
=
'2bs
s
2
+ b
2
( )
2

F(s) =
d
ds
!2bs
s
2
+ b
2
( )
2
"
#
$
$
$
%
&
'
'
'
=
2bs
2
! 2b
3
s
2
+ b
2
( )
3