Laplace Transforms

John Appleby

Contents
1 Important Facts

2 Laplace Transforms of common functions

3 Examples

4 Solving integral equations

Important Facts

1. The LAPLACE TRANSFORM of f : [0.) R is given by

Z
L(f )(s) =
est 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 differentiable function and |f (t)| M et for some M > 0 and R,
then
L(f 0 )(s) = sL(f )(s) f (0).
(1.3)
Applying this principle allows one to show that
L(f 00 )(s) = s2 L(f )(s) sf (0) f 0 (0).

(1.4)

4. If f , g : [0, ) R are continuous functions then the function f g :

[0, ) R defined by
Z
(f g)(t) =

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
L1 (F )(t) = f (t).
Moreover, for any F (s), G(s) whose Inverse Laplace transforms exist, we have
L1 (aF + bG)(t) = aL1 (F )(t) + bL1 (G)(t).

Laplace Transforms of common functions

If f (t) = 1 then
L(f )(s) =

1
.
s

L(f )(s) =

1
.
s2

If f (t) = t then

If f (t) = eat for some constant a R, then

L(f )(s) =
If f (t) = cos(t) then
L(f )(s) =

1
.
sa

s
.
s2 + 2

If f (t) = sin(t) then

L(f )(s) =

s2

.
+ 2

Examples

Example 1. Find the Laplace transform of f (t) = cos2 t.

Calculus of Several Variables and Fourier Analysis(MS224)

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John
Appleby, 2001

3
SOLUTION: If f (t) = cos2 t, then using the ordinary version of the Chain
Rule, we have
f 0 (t) = 2 cos t. sin t = 2 cos t sin t = sin(2t).
and so using (1.2) and the Laplace transform of sin, we have
L(f 0 )(s) = L( sin(2t))(s) = L(sin(2t))(s) =

s2

2
+ 22

By the Derivative Theorem, we have in general L(f 0 )(s) = sL(f )(s) f (0), so
sL(f )(s) f (0) =

2
,
s2 + 4

and given that f (0) = cos2 0 = 1, we have

sL(f )(s) = 1

2
s2 + 2
=
s2 + 4
s2 + 4

L(f )(s) =

s2 + 2
.
s(s2 + 4)

Example 2. Find the Laplace transform of f (t) = 1 using the Derivative Theorem.

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 0 (t) = 0. Using (1.1) we also have
Z
L(0)(s) =
est .0 dt = 0
0

and therefore 0 = sL(f )(s) 1. Transposing this equation to solve for L(f )(s)
gives
1
L(f )(s) = .
s
Example 3.

(i) Decompose
4
s3 4s

4
s3 + 4s

into partial fractions.

(ii) Find f (t) if
L(f )(s) =

4
s3 4s

or

4
.
s3 + 4s

SOLUTION: (i) First factorise the denominator of the fraction:

4
4
4
=
=
.
s3 4s
s(s2 4)
s(s 2)(s + 2)

Calculus of Several Variables and Fourier Analysis(MS224)

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John
Appleby, 2001

Since each of these factors is distinct and there are no repeated factors, the
decomposition into partial fractions reduces to finding A, B, C which satisfy
A
B
C
4
= +
+
.
s(s 2)(s + 2)
s
s2 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
1 1 1
1 1
= +
+
.
s(s 2)(s + 2)
s 2s2 2s+2
To decompose 4/(s3 + 4s), factorise the denominator and find those values of
A, B, C which satisfy
4
4
A
B
Cs
=
= + 2
+
.
s3 + 4s
s(s4 + 4)
s
s + 4 s2 + 4
Multiplying both sides of this expression by s(s2 + 4) to obtain
4 = A(s2 + 4) + Bs + Cs.s.
Gathering together powers of s and equating coefficients, we have
4 = 4A + Bs + (A + C)s2 ,

so

4 = 4A,

0 = B,

0 = A + C,

so A = 1, B = 0, C = 1, and therefore
4
1
s
= 2
.
s3 + 4s
s s +4
(ii) If
1 1 1
1 1
L(f )(s) = +
+
,
s 2s2 2s+2
then by Section 1, part 6 of this document, we have


1 1 1
1 1
1
f (t) = L
+
+
(t)
s 2s2 2s+2
 




1
1 1
1
1 1
1
1
(t) + L
(t) + L
(t)
= L
s
2
s2
2
s+2
= 1 + 1/2e2t + 1/2e2t ,
where we used the Inverse Laplace transforms of eat for a = 0, 2, 2 (see Section
2 of this document). If
1
s
L(f )(s) = 2
,
s s +4
Calculus of Several Variables and Fourier Analysis(MS224)

c
John
Appleby, 2001

then by Section 1, part 6 of this document, we have



1
s
f (t) = L1
2
(t)
s s +4
 


1
s
= L1
(t) L1
(t)
s
s2 + 4
= 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 0 (t) = cos t t sin t and hence that f 00 (t) = 2 sin t f (t).
(ii) Using the Derivative Theorem in the guise of (1.4), show that
s2 1
.
(s2 + 1)2

L(f )(s) =

Hint: From Section 2, L(sin t)(s) = 1/(s2 + 12 ) = 1/(s2 + 1).

Exercise 3.2.
Let f (t) = t3 e5t . Show that f 0 (t) = 5f (t) + 3t2 e5t , and using the fact that
2
,
(s 5)3

L(t2 e5t )(s) =

use the Derivative Theorem to show that

6
.
(s 5)4

L(t3 e5t )(s) =

Exercise 3.3. Let f (t) = et sin t. Show that f 0 (t) = et cos t + f (t) and hence
conclude that f 00 (t) = 2f 0 (t) 2f (t). Use this equation to show that
L(f )(s) =

s2

1
.
2s + 2

Solving integral equations

Example 4.

(i) Prove that if y() is the solution of

t

y(t) = e

e2(t ) y( ) d

(4.1)

Calculus of Several Variables and Fourier Analysis(MS224)

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John
Appleby, 2001

then L(y)(s) is given by

L(y)(s) =

s2
.
(s 1)2

(ii) Show that

s2
1
1
=

.
2
(s 1)
s 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(teat )(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 transforms, 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) = et

Rt
0

e2(t ) y( ) d , so
y = et e2t y,

where we use the definition of equation (1.5).

STEP 2: Take Laplace transforms:
L(y)(s) = L(et e2t y)(s) = L(et )(s) L(e2t y)(s),
where we have used (1.2).
STEP 3: By the Convolution Theorem, we have
L(y)(s) = L(et )(s) L(e2t )(s)L(y)(s).
By Section 2, we know that the Laplace transform of eat is given by 1/(s a),
and using this for a = 1, 2, we have
L(y)(s) =

1
1

L(y)(s).
s1 s2

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,


1
1
L(y)(s) 1 +
=
,
s2
s1
Calculus of Several Variables and Fourier Analysis(MS224)

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John
Appleby, 2001

so
L(y)(s) =

s2
(s 1)2

(ii) Since s 1 is a twice repeated factor, the decomposition must be of the

form
s2
A
B
=
+
(s 1)2
s 1 (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 coefficients, 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
1

,
s 1 (s 1)2

so by taking Inverse Laplace transforms, we get



1
1

(t)
y(t) = L1
s 1 (s 1)2




1
1
= L1
(t) L1
(t)
s1
(s 1)2
= et tet ,
where we used the Hint and the fact (see Section 2) that the Laplace transform
of et is given by 1/(s 1).
Example 5.
Show that the Laplace transform of y, the solution of the integral equation
Z t
y(t) = sin t
y( ) d
0

satisfies
L(y)(s) =

s
.
(s2 + 1)(s + 1)

Given that
(s2

s
1 1
1 1
1 s
+
+
,
=
2
+ 1)(s + 1)
2 s + 1 2 s + 1 2 s2 + 1

(4.2)

find the solution to the integral equation y.

SOLUTION:
STEP 1: We have y = sin t 1 y by (1.5)
Calculus of Several Variables and Fourier Analysis(MS224)

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John
Appleby, 2001

STEP 2: Taking Laplace transforms, and using (1.2) we obtain

L(y)(s) = L(sin t)(s) L(1 y)(s)

STEP 3: Using the Convolution Theorem (1.6) and the results of Section 2,
we get
1
L(y)(s) = 2
L(1)(s)L(y)(s).
s +1
Since L(1)(s) = 1/s, by rearranging the above equation to make L(y)(s) its
subject, we get
s
L(y)(s) = 2
(s + 1)(s + 1)
STEP 4: By taking Inverse Laplace transforms across the last expression and
using (4.2), we get


s
y(t) = L1
(t)
(s2 + 1)(s + 1)


1 1
1 s
1 1
+
+
(t)
= L1
2 s + 1 2 s2 + 1 2 s2 + 1






1
1
1
1
1 1
s
= L1
(t) + L1
(t)
+
L
(t)
2
s+1
2
s2 + 1
2
s2 + 1
1
1
1
= et + sin t + cos t.
2
2
2
The last line is obtained using the results of Section 2.
Exercise 4.1. Suppose y solves the integral equation
Z t
y(t) = 2 cos 4t + 2
sin 4(t u)y(u) du.
0

Show that L(y)(s), the Laplace transform of y is given by

L(y)(s) =

2s
,
s2 + 8

and hence find y.

SOLUTION: y(t) = 2 cos( 8t).

Calculus of Several Variables and Fourier Analysis(MS224)

c
John
Appleby, 2001