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CHAPTER FIVE

LAPLACE TRANSFORMS
1. Introduction:
In this chapter we will see how to use Laplace
transforms to solve differential equations. There
are many kinds of transforms .

Definition:
Given a function f (t) for , t  0 its Laplace
transform
 w
 st  st
 ( f (t ))  F (s)   0
e f ( t ) d t  lim
w 
 0
e f (t ) d t
--
--------------------------------- (1)

We say the transform converges if the limit exists,
and diverges if not.

Furthermore, f (t ) in (1) is called the inverse
transform (or inverse) of F ( s ) . So that
1
f (t )  L (F ) ------- (2)
Next we will give examples on computing the
Laplace transform of given functions.

Example1: Let f ( t)  1 for t  0 .
 n
 st  st
 ( f ( t ))  F (s )   0
e d t  lim
n 
 0
e dt

1  ns
  lim  e  1
s n   

1

s
1
 (1) 
Therefore s
Example 2: Let f ( t)  t for t  0 .

 n
 st  st
 ( f (t ))  F (s)   0
te d t  lim
n 
 0
te dt

1   ns 1 
  lim te 
n   
s  s
1
 2
s
1
 ( t) 
Therefore s
2

f ( t)  e
at
Example 2: Let for t  0 .
 w
 st  (s  a ) t
 ( f ( t ))  F (s )   e d t  lim 
at
e e dt
0 n  0

1 (sa)n
  lim  e  1
s a n   

1

s a
1
) 
at
Therefore  (e
s a

2 Linearity of the Laplace Transform
The Laplace transform  is a linear operator.
That is for any functions f (t ) and g ( t ) whose
Laplace transforms exist and constants c 1 and c 2
are given,
  c1 f ( t )  c 2 g ( t )   c 1  ( f )  c 2  ( g )
.

Applications:
 at
 e
at
e
f ( t )  cosh at 
Example 1: Let 2
, find
L( f ) .
Solution:

 at
e e 
at

 ( f )  F ( s )    cosh at     
 2 
1 1
 e   e  . …………(*)
at  at
= 2 2
1 1 1
 e   e 
 at

at
 
But sa , then s  ( a ) s a .
Therefore
1 1 1 1 s
 (c o s h a t )     
2 sa 2 s a s a
2 2 .

Inverse Laplace Transform:
1
If  is the linear transform,  is also a linear
inverse Laplace transform.

Example 2: (partial fraction)
1 1
Let F (s)  , a  b
. Find f (t )   (F ) .
( s  a )( s  b )

Solution:
By partial fraction reduction, we have
1 A B
  .
( s  a )( s  b ) s a sb

1
A 
1 B 
Solve to get a b
and b  a .
1 1  1  1  1 
Therefore,     
( s  a )( s  b ) a  b  s  a  a  b  s  b 

 11 1 
  
= a  b  s  a s  b .
1 1  1  1  1  1 
Therefore , f (t )   (F )        
ab   sa   sb 

e ,
1
 e
at bt

= ab a  b (by
example 1 above).
1
Example 3: Find  ( F )  f (t ) given that
s
F (s) 
 9 .
2
s

s s
Solution:: F (s)   ,
 9 ( s  3 )( s  3 )
2
s

Then
s A B
 
( s  3 )( s  3 ) s3 s3 .
1 1
A  B 
Solve to get 2
and 2
.
So that
s 1 1
 
s
2
 9 2 ( s  3) 2 ( s  3)
.
Therefore,
1  s  1 1  1  1 1  1  1 3t 1 3t
  2           e  e (from
 s 9  2  s3 2  s3 2 2

the table)

3t
 e
3t
1  s e
  2    co sh 3t
 s 9  2 .
The answer can also be obtained from the table,
when k  3 .

1  2s  6 
  .
Example 4: Find  ( s  2 )( s  4 ) 

2s  6 A B
 
Solution: ( s  2 ) ( s  4 ) s 2 s 4 .
Solve to get A  1, B  1 .
Therefore,
1  2s  6  1 1 1 1
   
2t 4t
    ( )  ( ) e e
 ( s  2 )( s  4 )  s2 s4
(from the table).
1  2s  8 
  2 
Example 5: Find  s  8s  15 
.

Solution:
2s  8 2s  8

s
2
 8 s  15 ( s  5 )( s  3 ) .
2s  8 A B
 
Then ( s  5 )( s  3 ) s5 s3 .
Solve to get A  B  1.
1  2s  8  1  1  1  1 
Therefore,   2        
 s  8s  15   s5  s3

 e
5t 3t
=e (from
the table).

Exercise :
s
Let F (s) 
( s  a )( s  b )
, a  b . Find f (t ) .

Solution: Exercise

Example 7 (Induction Hypothesis):

n 1
Let f ( t )  t , n is a natural number.

 st n 1

Then
F (s)   e t dt
0

Integrate by parts to get

1  st n 1  n 1  st
 |0  
n
e t e t dt
= s s 0


1 n 1  st
 (0  0 )  
n
e t dt
= s s 0


n 1 n 1
 e
 st
t dt 
n
L t   n

= s 0
s …. (1)
By the induction hypothesis, we have
 
1 n n
 t    t 
 st  st   st n 1 n 1
 t dt   t |0  e dt 
n n n
e e t
0
s s 0
s

=
 
n  1  st n  1  n 1  st n2
 n ( n  1)  st n2
 e t
s  s
|0 
s
 e t dt  
s
2  e t dt
0  0

=
 
n ( n  1 )  1  st n  2  n  2  st n3
 n ( n  1 )( n  2 )  st n3
2   e t | 0
  e t dt   2  e t dt
s  s s 0  s s 0

n ( n  1)( n  2 )
 t 
n3

= s
3

n ( n  1 )( n  2 )( n  3 )   ( n  ( n  1 ))
L t 
nn
= s
n

n ( n  1)( n  2 )( n  3 )   ( 2 )(1) n!
= s
n
 (1) 
s
n
 (1)

n 1 n! ( n  1) !
=  n 1
 n 1 s  0
s s s

( n  1) !
 t 
n 1

Therefore s
n2 .

Example:
2 ( n  1) ! 2
 (t )  (t )  
2
Find . Here n  1. So 1 2 3 .
s s

3 Gamma Function
The gamma function  ( ) is defined by

t  1
 ( )   e t dt
0
,  0 .
Properties:

t

(1)
 (1 )   e dt  1
,
0

t

(2)  (2)   e  t  dt   ( 1 )  1
0

(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:
Relationship between Gamma and Laplace
Transform

 st
 (t )  
a a
e t dt
0
.

t a 1

Let Recall that
 (a )   e t dt
0

So we set,
a
x  x dx
st  x  t   t    sdt  dx  dt 
a

s  s 
; and s
.
 a 
x x dx 1 x
 (t )  e  e
a a
Therefore s
a
s s
a 1
x dx
0 0

1 1
=s a 1
 ( a  1)  a 1
a (a ) .
s
1
 (t )  a (a )
a
Therefore s
a 1

First Translation Theorem
 ( f ( t ))  F ( s ) f (t ))  F ( s  a )
at
If then  (e .
1
( F ( s  a ))  e
at
So that  f (t ).

Proof:

 st

Given  ( f ( t ))  F ( s )   e f (t ) d t
. Replacing s by
0

s  a , we get
 

F (s  a)   e
 ( s  a )t
f (t ) d t   e
 st
e at
f ( t ) d t   ( e
at
f ( t ))
.
0 0

Example:
1  s 
(1) Since   2   cos 2t (from the table), by
s  4

1  s 1 

t
   e cos 2t
translation theorem,  ( s  1)  4 
2 ,
1  2 
(2)   2   s in 2 t ,
 (s  4 

1  2  2t
    e s in 2 t
then  (s  2)  4 
2 .

Theorem :
n
d
 ( f ( t ))  F ( s ), then  ( t f ( t ) )  (  1)  F (s) .
n n

If ds
n

Proof:
 
 st d d
F (s)  e
 st
From f ( t ) dt
, then ds
F (s) 
ds
e f ( t ) dt
0 0


 st
F ( s )  (  1) 
1
e .t . f ( t ) dt
This implies
0


 st
F  ( s )  (  1 ) 
2 2
e .t . f ( t ) dt
0


 st
( s )  (  1) 
(n) n n
F e .t . f ( t ) dt
0
= (  1)  ( t
n n
f ( t )) .

Example 1:
2t 1 d  1  1
Since  (e )  , then  ( te
2t
)      , and
s 2 ds  s  2  (s  2)
2

2
2t d  1  2
)  (  1) 
2 2
 (t e 2  
ds  s  2  (s  2)
3 (check).

Example 2:
1  1 
  2 
Find  s  6 s  1 3  .

1 1 1
 
Solution: s
2
 6 s  13 ( s  3)
2
 4 ( s  3)
2
 2
2

1 2
= 2 ( s  3)  2
2 2 ……. (1)
Using the translation theorem, from the table we
k
 (s in k t ) 
see that s  k
2 2 = F (s) .
Here f ( t )  sin kt .
1  k 
 e f (t ) ………… (2)
at
So that   2 
 (s  a)  k 
2

1  1  1 1  2 
From (1)   2     2 
 s  6s  13  2  ( s  3)  2 
1 3t
= 2 sin 2 t (by (2)). e

The answer can also be obtained from the table
straight way (see item 19 in the table).

4th January

Example 3:
1  7s  2 
  
Find  ( s  2 )( s  1)( s  2 ) 
.

Solution:
By partial fraction,
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 )  7 s  2
.
Then A   1, B   3, C  4 . (check)
7s  2 1  3 4
  
Therefore, ( s  2 )( s  1 )( s  2 ) s  2 s 1 s  2 .
So that
1  7s  2  1  1  1  1  1  1 
        3    4  
 ( s  2 )( s  1)( s  2 )  s 2  s 1 s2
2 t
= e  3e  4 e
t 2t
(from the table).

Example 4:
 s  5s  3 
2
1
  2 
Find  ( s  2 )( s  1) 
.
Solution:
By partial fraction,
 5s  3
2
s A B C
  
( s  2 )( s  1 )
2
s  2 s 1 ( s  1)
2 .
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).
Therefore,
 s  5s  3  1  
2
1 1  1  1  1  1
  2 
      2       2 
 ( s  2 )( s  1)  s 2  s 1  ( s  1) 
2 t
= e  2 e  te
t t
(from the table).

Example 5:
 5s  s  2 
2
1
  
Find  ( s  2 )( s
2
 1) 
.
Solution:
 s  2 Bs  c
2
5s A
 
By partial fraction, ( s  2 )( s
2
 1) s  2 s
2
1
.
Solve to get A  4, B  1, C  3 (check).
So that
 5s  s  2 
2
1 1  1  1  s  1  1 
    4         3   
 ( s  2 )( s  1)  s 2 s 1  s 1 
2 2 2 2 1

2t
= 4e  cos t  3 sin t (from the table).

Exercise:
(1) Applying the definition to evaluate
2 2t
2t
(a)  ( t e )  ( t e ).
(b)
0, 0  t  3
(2) Evaluate  ( f ( t )) for f (t )  
2, t  3
1
f (t ) 
(3) Show that the function t
2 does not
possess a Laplace transform.