Contents

Introduction

Chapter 1. Laplace Transform

1.1

Definition of the Laplace transform ... 4

1.1.1 Examples of Laplace transform .. 4

1.2 Existence of Laplace transform ...... 6

1.3 Basic Properties of Laplace transform ....

1.4 Laplace transform of the first and second derivative .. 11

1.5 Definition of Heaviside function .. 12
1.6 Table of Laplace transforms 13

Chapter 2. Inverse Laplace Transform

14

2.1 Definition: Inverse Laplace transform .... 15

2.1.1

Lerch's Theorem ..... 15

2.1.2

Heaviside expansion formula ... 15

2.2 Examples of Inverse Transform .. 17

Chapter 3. Applications of Laplace Transform

21

3.1 Introduction..

22

3.2 Example (Distinct real roots, but on matches term ) .

23

3.3 Example (Differential equations with discontinuous

Forcing function)....

25

Conclusion

28

References

29

INTRODUCTION
The Laplace transform is an integral transform method which is
particularly useful in solving linear ordinary differential equations. It finds
very wide applications in various areas of physics, electrical engineering,
control engineering, optics, mathematics and signal processing.
The Laplace transform can be interpreted as a transformation from the time
domain where inputs and outputs are functions of time to the frequency
domain where inputs and outputs are function of complex angular
frequency.

We will focus on the case of real variables and give some applications of
Laplace transform to solve different kinds of ordinary differential equations.

Chapter 1
Laplace Transform

. Definition of the Laplace transform

In This chapter we will give :
Definition of Laplace transform,
Compute Laplace transform by definition, including piecewise continuous
functions.
Definition: Given a function (), 0 , its Laplace transform () =
{()} is defined as

() = { () } = () = ()

We say that the transform converges if the limit exists, and diverges if not.
Next, we will give some examples on computing the Laplace transform of
usual functions by using the definition.

1.1.1 Examples of Laplace Transform

xample 1.
Let () = 1 for 0, then

() = {()} = . 1 = |
0

= [ 1] = . ( 0)

Example 2. Let () = ,

= lim 0 () =

then () = {()} = lim 0

lim

= lim

() |
0
1

( () 1) =

1
()

, ( > ).

xample 3.
Let () = , for 1 integer.

() = lim
0

=0+

1
= lim {
|
}

lim 0 1 = { 1 } .

So we get a recursive relation

{ } = { }, 1,

which means
{ 1 } =

{ 2 }, { 2 } =

{ 3 },

By induction, we get

(n1)

{ } = { 1 } =
==

{ 2 } =

(n1) (2)

{ 3 }

( 1) ( 2) 1
! 1
!
{1} = = +1 ,

( > 0)

. Existence of Laplace transform

We will try to give a sufficient condition for the existence of Laplace
transform. For this, we need to recall the concept of piecewise continuous
function.
Definition 1. (Piecewise continuous function)
A function is piecewise continuous on the internal [. ] if
(i)

The internal [. ] can be broken into a finite number of

subintervals = 0 < 1 < 2 < < = ,
Such that is continuous in each subinterval
( , +1 ),

(ii)

for = 1,2,3, . , 1

The function has jump discontinuity at ,thus

lim+ () < ,

= 0,1,2, , 1

lim () < ,

= 0,1,2, , .

Note: A function is piecewise continuous on [0 , ) if it is piecewise

continuous in [0, ] for all > 0
Example : The function defined by
1
() = {2 ,
+ 1,

0 < 2,
2 3,

is NOT piecewise continuous on [0,3]

Definition 2. (Exponential order ) A function is said to be of exponential
order if there exist constants and such that

f(t)

for sufficiently large .

Consequence: Any polynomial is of exponential order. This is clear from the

fact that
=
=0

But, for example, () = et

is not of exponential order.

:
Let be a piecewise continuous function in [0 , ) and is of exponential
order. Then Laplace transform () of exists for > , where is a real
number that depends on .
: Since is of exponential order, there exists , and such that
() for

= 0 () = 1 + 2 ,

Now we write
Where

1 = 0 ()

2 = () .

and

Since is piecewise continuous, 1 exists. For the second integral 2 , we

note that for

() () .

Thus

() () 0 () = ,
Since the integral in 2 converges absolutely for
2 converges for > Thus, both 1 and 2 exist and
hence exists for > .

> .

1.3 Basic properties of Laplace transform

. ( )
Let () and () be two functions such that () = () for all > .
Then () = () at all where both are continuous.

Theorem 2. (Linearity) Suppose that 1 () = (1 ()) exists for > 1 and

2 () = (2 ()) exists for > 2 .
(1 1 () + 2 2 ()) = 1 1 () + 2 2 (),

Then

for > , = {1 , 1 }.
The proof follows from the linearity of the integral.
xample 4. Find the Laplace transform of () and ().
Method 1. We can compute by definition, with integration-by-parts, twice. (
this method is long.)
Method 2. Use the Euler's formula
= cos + sin , { } = {cos } + {sin }.
By Example 2 we have

{ } =

1(+)

= ()(+) =

+
2 +2

2 +2

2 +2

Comparing the real and imaginary parts, we get

{ } =

,
+

{ } =

,
+

( > 0).

Remark: Now we will use 0

instead of lim 0

, without causing

confusion.
For piecewise continuous functions, Laplace transform can be computed by
integrating each integral and add up at the end.
xample 5. Find the Laplace transform of
1, 0 < 2
() = {
2,
2 .
We do this by definition :

() =

() =

+ ( 2 )

1
1
2
+ ( 2) |
2

=2
=0

( 2 1) + (0 0) +

=

=2

1 1

( 2 1) +

1
2

Example : Consider () = cosh().

(cosh(wt)) = (( ) + ( ))
2
1
1
1
s
= (
+
.
)= 2
2 sw s+w
s w2

Example : Consider () = sinh() . Proceeding as above, we find

() =

(s 2 w 2 )

. ( )
(()) = (), Then

( ()) = ( ),
9

: Suppose (()) = () holds for > . Now

( () ) = 0 () = 0 () ()
= ( ), > .
Example : Consider () = 5 cos(4) . Since
(cos()) =

2 +16

( 5 cos(4)) =

+5
(+5)2 +16

Proposition.
(()) = (), () 0 .
Proof : We prove this for a piecewise continuous function which is of
exponential order. But the result is valid for any function for which Laplace
transform exists. Now

= 0 () 0 () .
Now since the function is of exponential order, there exists , and such
that () 1 for . Also, since the function is piecewise
continuous in [0, ], we must have () 2 for 0
except possibly at some finite number of points where () is not defined.
Now we take = max{1 , 2 }
and = max{, } .

() =

Then we have

() () =

> .

Thus, () 0 .
: Any function () without this behavior can not be Laplace
transform of a certain function.

11

For example,

(1)

, sin(s),

2
(1+ 2 )

are not Laplace transform of any function.

1.4 Laplace transform of the first and second derivative

Let () = (()) = 0 ()

Then ( ()) = 0 ()
To evaluate the integral, we use integration by Parts:
Let

= ()

= ()

()

)=

() + ()
0
0

= 0 (0) + ()
Then

{ ()} = () ()
For the second derivative:

( ()) = 0 ()

= ()

= ()

( ()) = () + 0 ()
0
= (0) + [() (0)]
Then

{ ()} = () () ()

11

1.5 Definition of the Heaviside function

Definition: The Heaviside function or unit step function is defined for real
numbers by
() = ( ) = () = {

1 ;
0; <

y
1
t
a

Laplace transform of Heaviside function :

We have

( ( ) ) = ( () ) =

Proof
Assume 0, by direct Laplace transform

= (( )) = ( )
0

= (1)
Because ( ) = 0 for 0 <

= (1) (+) Change of variable = +

= 0 (1) , Constant moves outside integral

= (

Apply

(1) =

12

1.6

Table of Laplace transforms

() = () = ()

() for 0

1

!

+1

2 + 2

2 + 2

2 2

2 2

()
()
()
()
()

() (0)

()

2 () (0) (0)

()

()( )

0;
() = () = ( ) = {
1 ;

<

( )( )

()()

( )()

(( ))()

13

Chapter 2
Inverse Laplace Transform

14

2.1

Definition: Inverse of Laplace transform

( ()) = ()

Proposition:

() = (() )

(Linearity)
1 ( + ) = 1 () + 1 ()

Proof:
This follows from the linearity of and holds in the domain common
to F and G. ( + ) = () + ()
Then 1 (() + ()) = +
So

1 ( + ) = 1 () + 1 ()

2.1.1 (Lerch's Theorem : Uniqueness of the Inverse Laplace

transform)
Suppose that () and () are continuous on [0, ) and of exponential
order .

If {()} = {()}

for all > ,

Then () = () for all 0.

2.1.2 Heaviside expansion formula.

Let , [] two polynomials, where the degree of is greater than the
degree of .
(i)

If all complex zeroes 1 , 2 , , of Q() are simple, then

()

= =1
)
()

1 (
(ii)

( )
( )

. (1)

If the different zeroes 1 , 2 , , of Q() have the

multiplicities 1 , 2 , , respectively, we denote

( ) ()
() =
.
()
Then

()

) = =1 =0
()

1 (

15

()
!( 1)!

(2)

Proof:
Without hurting the generality, we can suppose that Q(s) is monic .
() = ( 1 )( 2 ) ( )

Therefore

For =1,2,...,n , denoting

() = ( ) (),
One has ( ) 0.
We have a partial fraction expansion of the form
()
()

1
1

2
2

++

(3)

With constants . According to the linearity and the formula 1 of the parent
entry, one gets
( )

()

) = =1 ( ) .
()

1 (

(4)

For determining the constants , multiply (3) by .

()

It yields

()

= + ( )

Setting to this identity = gives the value

=

()
( )

(5)

But sine

() = [( ) ()] = () + ( ) ()
We see that
() = ( );

16

Thus the equation (5) may be written

=

( )

(6)

( )

2.2 Examples of Inverse Transform

As an example, from the Laplace transforms table, we see that
(sin(6)) =

6
2 +36

Written in the inverse transform notation

1 (
!

Recall that ( ) =

+1

6
) = sin(6)
2 + 36

. Hence, for example,

7!

1 ( 8 ) = 7 . Here, by examining the power 8 we saw that n=7. Now

consider 1 (

11

) . Here

n+1=11. Hence n=10. Now, we need to make

the numerator to be 10! .

1 (

5
1
5 1 10!
5 10
1
=
5
=

=
.
)
(
)
(
)
11
11
10!
11
10!

More Examples of Inverse Laplace transform

7+15

Consider 1 (

2 +2

) . The form of the denominator, 2 + 2 , is that of the

Laplace transforms of sin, .

1 (
= 7 1 (

2 +2

7 + 15
7
15
1
1
=

)
(
)
(
)
2 + 2
2 + 2
2 + 2
1

) + 15 1 (2 +2) = 7 (2) +

17

15
2

(2)

Partial Fractions
Consider the rational expression
3 + 5
3 + 5
=
2 3 10 ( 5)( + 2)
The denominator is factored, and the degree of the numerator is at least
one less than that of the denominator, in fact , it is exactly one less than the
degree of the denominator.
We can, therefore, put the rational expression in partial fractions. This
means for constants
A and B, we have the decomposition
3 + 5

=
+
( 5)( + 2) ( 5) ( + 2)
To determine A and B, first clear the denominators:
3 + 5
( 5)( + 2)
( 5)( + 2)
=

( 5)( + 2) +
( 5)( + 2).
( 5)
( + 2)

Thus we have the polynomial equality:

3 + 5 = ( + 2) + ( 5) = ( + ) + 2 5.
By comparing the coefficients of s and constant coefficients, we get two
equations in A and B.
+ =3
2 5 = 5

18

We can solve for A and B by using Cramer's rule and get

=

20
7

and = .
7

We can now determine the inverse transform

1 (

3 + 5

+
) = 1 (
)
( 5)( + 2)
5 +2

= 1 (

1
1
20 5 1 2
+ .
) + 1 (
)=
5
+2
7
7

This could also have been directly determined by using a formula from the
table of Laplace transform.

Partial Fractions: More Examples

3+4

1 ((2)(2

To find
Put

3+4

+7)

in partial fractions.

(2)( 2 +7)

Since 2 + 7 is a quadratic, when it is put in partial fractions,

its numerator must be a general polynomial of degree one .

3+4
(2)( 2 +7)

+
( 2 +7)

3 + 4
( 2)( 2 + 7)
2
( 2)( + 7)
=

( 2)( 2 + 7)+

+
( 2 +7)

19

( 2)( 2 + 7)

Hence, we have the equality of polynomials:

3 + 4 = ( 2 + 7) + ( + )( 2)
= ( + ) 2 + (2 + ) + 7 2
Comparing the coefficient of 2 , s , and constant coefficients,
+ = 0 ,2 + = 3 , and 7 2 = 4.
From the first equation , we get that = . Sub in the second, to get
2 + = 3

(1)
7 2 = 4

Then, =

Hence , =

3 1
)
4 2
2 1
det(
)
7 2
det(

10
11

10
11

(2)
, and D=

, = =

10
11

, =

2 3
(
)
7 4
2 1
(
)
7 2

13
11

21

13
11

Chapter 3
Application of the Laplace
transform

21

3.1

Introduction

Differential equations, whether ordinary or partial, describe the ways

certain quantities of interest vary over time. These equations are generally
coupled with initial conditions at time = 0 and boundary conditions.
Laplace transform is a powerful technique to solve differential equations. It
transforms an IVP in ODE to algebraic equations. The solution of the
algebraic equations is than back-transformed to the original problem.
Steps of the method:
Take Laplace transform of both sides of the differential equation and we
will get an algebraic equation for () = (()) .
Solve this equation to get Y(s).
Take inverse Laplace transform to get () = 1 {}.

22

3.2 Example 1. (Ordinary differential equation with distinct real

roots, but one matches term)
Solve the initial value problem by Laplace transform,
2 3 = 3 ,

y(0)=0, y'(0)=1.

Solution
Take Laplace transform on both sides of the equation,
we get { } 2{ } 3{} = { 3 }
2 () 1 2(()) 3() =

( 2 2 3)() = 1 +

() =

1
3

1
2
=
3 3
2

(3)(2 23)

= (3)2

(+1)

We use partial fraction decomposition

() =

=
+
+
( 3)2 ( + 1) + 1 3 ( 3)2

Compare the numerators:

2 = ( 3)2 + ( + 1)( 3) + ( + 1)
Set = 1, we get =

3
16

Set = 3, we get = .
4

Set = 0, we get =

3
16

So
() =
() = 1 {()} =

3 1
3 1
1
1
+
+
16 + 1 16 3 4 ( 3)2
3
16

3
16

3 + 3
4

23

Compare this to the method of undetermined coefficient:

General solution of the equation should be = + , where is the
general solution to the homogeneous equation and is a particular
solution. The characteristic equation is 2 2 3 = ( + 1)( 3) = 0,
has two roots
1 = 1, 2 = 3 and = 1 + 2 3 .
Since 3 is a root, so the form of the Particular solution is
= 3 . This discussion concludes that the solution should be of the form
= 1 + 2 3 + 3
For some constants 1 , 2 , . This fits well with our result.

24

3.3 Example 2: Differential equations with discontinuous forcing

functions
We now use Laplace transform to solve an initial value problem with
discontinuous force, and then describe behavior of solutions to try to make
physical sense of them.
We will start with the following problem:
Solve the following initial value problem
where () = {

+ + = (),
(0) = 1,

0; 0 <2
1; 2

(0) = 0.

Solution

thus ( ) = 1

(()) = () ,

Also, we have {()} = {2 ()} = 2

and ( ) = 2 .

Then
1

2 + 1 + = 2 ,

( 2 + + 1)() =

+ ( + 1)

Which gives
2
+1
() =
+
( 2 + + 1) 2 + + 1
Now we need to find the inverse Laplace transform for Y(s), for this we have
to do partial fraction decomposition first. It has the form
1

+
=
+
( 2 + + 1) 2 + + 1
25

Compare the numerators of both sides; we get

1 = ( 2 + + 1) + ( + ).
Set = 0, we get

= 1.

Compare 2 -term:
Compare s-term:

0 = + , so = = 1.
0 = + , so = = 1.

So
1
+1
+1
() = 2 ( 2
)+ 2
++1
++1
We need to rewrite the fraction as:
1
1 3
.
( + 2) +
+1
+1
3 2

=
=
2 + + 1
1 2
1
3 2
3
( + 2) + ( 2 )
( + 2)2 + ( 2 )2

So
1
+1
1
3
3
1 { 2
sin( )).
} = 2 (cos( ) +
++1
2
2
3

We deduce that
1
(2)

() = 2 () [1 2

(cos(

+ 2 (cos(

1
3
3
( 2)) +
sin( ( 2)))]
2
2
3

1
3
3
) +
sin( ))
2
2
3

We can make the following remarks

26

 We see that the solution of the homogeneous equation is

1

2 (1

3
3
+ 2
)
2
2

and these terms appear in the solution.

Actually the solution consists of two parts: the forced response and the
homogeneous solution.
Furthermore, the function has a discontinuity at = 2,
and we see a jump in the solution also for = 2, as in the presence
of term 2 ().

27

Conclusion
In this project we presented some applications of Laplace transform to
solve differential equations. Laplace transform is also a very effective
mathematical tool to simplify very complex problems in the area of stability
and control. With the ease of application of Laplace transform in a variety of
scientific applications, many research software have made it possible to
simulate the Laplace transformable equations directly, which has made a
good advancement in the research field.

28

References
[1]

web.mit.edu/jorloff/www/18.03.../laplaceuniqueness.pdf

[2]

www2.fiu.edu/~aladrog/InverseLaplace.pdf

[3]

home.iitk.ac.in/~sghorai/TEACHING/.../ode17.pdf

[4]

math.stackexchange.com/.../uniqueness-of-the-laplace-transform.

[5]

https://ccrma.stanford.edu/.../Existence_Laplace_Transform...

[6]

www.sosmath.com/diffeq/laplace/basic/basic.htm

[7]

www2.fiu.edu/~aladrog/IntroLaplaceTransform.pdf

[8]

mathworld.wolfram.com/LerchsTheorem.html

[9]

acstaff.cbu.edu/wschrein/media/.../M231L114.

[10] ww2.fiu.edu/~aladrog/PropLaplaceTransform.pdf
[11] Fo]rier.eng.hmc.edu/.../Laplace_Transform/node5.html
[12] en.wikipedia.org/wiki/Inverse_Laplace_transform
[13] www.utdallas.edu/.../Inverse_Laplace_Transforms.pdf
[14] archive.nathangrigg.net/.../laplace-with-heaviside function- Nathan [pdf]
[15] tutorial.math.lamar.edu/pdf/Laplace_Table.pdf
[16] jdebug.org/practical-applications-of-laplace-transform/.pdf

29