School of Engineering Engineering Mathematics 4 (MTH60403/ENG2123)

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 At the end of this section, students are able to
Derive the Laplace transform of an expression by using the integral
definition
Obtain inverse Laplace transforms with the help of a table of Laplace
transforms
Derive the Laplace transform of the derivative of an expression
Derive further Laplace transforms from known transforms
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Use the Laplace transform to obtain the solution to linear, constant-
coefficient, inhomogeneous differential equations of second and higher
order.

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 WHO WAS LAPLACE?
• Pierre-Simon, marquis de Laplace
(23 March 1749 – 5 March 1827) was a French
mathematician and astronomer.
• He formulated Laplace's equation, and pioneered the
Laplace transform which appears in many branches of
mathematical physics.
•The Laplacian differential operator, widely used in
mathematics, is also named after him.
•As early as 1744, Euler, followed by Lagrange, had started looking for
solutions of differential equations in the form:

•In 1785, Laplace took the key forward step in using integrals of this form
http://en.wikipedia.org/wiki/Pierre-Simon_Laplace

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 The method hinges on what is called the
Laplace transform of f(t).
If f(t) represents some expression in t defined for
t ≥ 0, the Laplace transform of f(t), denoted by
L{f(t)}, or F(s) is defined to be:

L f t    e  st
f t dt
t 0
where s is a variable whose values are chosen so as to
ensure that the semi-infinite integral converges.
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 So Laplace transform takes a function of f(t) of
one variable t (which we shall refer to as time)
into function F(s) of another variable s (the
complex frequency).
 The attraction of the Laplace transform is that

“It transforms differential equations in the t (time)

domain into algebraic equations in the s
(frequency) domain.”

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Solving differential equations in the t domain therefore
reduces to solving algebraic equations in the s domain.
Having done the latter for the desired unknowns, their values
as function of time may be found by taking inverse transforms.
Initial conditions play an essential role in the
transformation process.
The Laplace transform is an ideal tool for solving many
practical engineering problems (initial-value problems)
involve mechanical or electrical systems acted upon by
discontinuous or impulsive forcing term. Such problems are
often occurring in the investigation for example of electrical
circuits , mechanical vibrations, heat transfer, etc.

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The s-domain has no physical meaning.
It is just a mathematical construct which
changes a problem described by a differential
equation in t into a simpler equation in s with
no derivatives (the SUBSIDIARY EQUATION)
making it easier to solve – may be linear or
quadratic in s.

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 We will ultimately solve engineering
problems represented in the t-domain by
 1st order ordinary differential equations
 2nd order ODE’s
 System conditions at t = 0 will be given
 i.e. they are Initial Value Problems

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Exponential Function
2 3 n
x x x
ex  1 x    ....
2! 3! n!
e  2.7182812......
(  st ) 2
(  st ) 3
e  st  1  ( st )    .........
1.2
2! 3!
( st ) 2 ( st ) 3
1
 st
0.8 e  1  st    .........
e  st
2! 3!
0.6

0.4

0.2

0
0 1 2 3 4 5 6
t
 Laplace Transforms
Work Examples
Find the Laplace transforms for the following
• f(t) = a, where a is a constant
• f(t) = t
• f(t) = t2
• f(t) = t3
• f(t) = tn for t ≥ 0 and n is a constant number
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 Laplace Transforms
Solution
• f(t) = a, where a is a constant

L f t    e  st f t dt
t 0
 
L f t   La   ae  st
dt  a  e  st dt
t 0 t 0

a
 e
s
   st 
0
a 1
 
s  e st

   s 0  1  s
0
a a

La 
a
s
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 Laplace Transforms
Solution 
• f(t) = t L f t    e  st f t dt
t 0
   st 
  u  t v  e
L f t   L t   te  st dt    st 
e 
t 0 u   1 v   s 
=0  


 te st  e  st 1   st 11 1 1!
      dt  0   e dt     
 s  t  0 s s t 0 ss s 2
s 2
0

L
1!
You should satisfy t  2 Recall
  st e  st  1  st  1 
yourself that this is so s   e dt  [ ]0   [e ]0  
0 ( s ) s s

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 Laplace Transforms
Solution

• f(t) = t2 L f t   e f t dt
    st

t 0

 ut 2

v  e  st 
 st

 e 
L f t   Lt 2    t 2 e  st dt   


u  2t v 
t 0

 s  
= 0
 t 2 e  st   2te  st 2   st
0   te dt  L
2 2 2!
      dt  t  
3 3
 s 
0 t  0 s s t 0 s s s

  s
L t 2 2! Recall
  st 1
  te dt  L
3
t  2
0 s 
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 Laplace Transforms
Solution

• f(t) = t3 L f t    e  st f t dt
t 0
 u  t3 v  e  st 

L f t   L t 3

3  st 
  t e dt  
  2
v
 st 
e 
t 0 u 3t
s 
 
 =0
 t 3e  st 
   

 
3t 2 e  st
dt  0 
3  2  st
 t e dt 
3 2 3 2
L t  
3!
s s3 s 4
 s 
0 t  0 s s t 0 s

  s
L t 3 3!
4
Recall
 2  st
 t e dt 
2
3
0 s 
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 Laplace Transforms
Solution

• f(t) = t4 L f t    e  st f t dt
t 0

  u  t4 v   e  st 
 
L f t   L t 4

 t 4 e  st dt  
u   4t 3
v
e  st


t 0  s 
 = 0 
 t 4 e  st


   
4t 3 e  st
dt  0 
4

3  st 4 4 6

24 4!
t e dt  L t   4  5  5
3

 s  0 t 0 s s
t 0
s s s s s

  s
Recall
4 4!  3  st 6
L t  t e dt  4 
5 0 s 

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 Laplace Transforms
Solution

• f(t) = tn L f t    e  st f t dt
t 0
where n is a positive integer
 u  tn v  e  st 


 
L f t   L t n   t n e  st dt   e  st 
u   nt n 1
v
t 0  s 
=0

 t n e  st  
nt n 1e  st n  n 1  st
     dt  0   t e dt 
 s  0 t 0 s s t 0
n  n 1  st n!
  t e dt  n 1

For all transforms, the
n!
s t 0 s L tn  domain is restricted to
s n 1 s>0

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 More Laplace Transforms
Exponential Functions

• f(t) = e-at L f t    e  st
f t dt
t 0
where a is a constant

L f t   L e  
at

e
 at  st
e

dt   e ( s  a )t dt
t 0 t 0
 
 e  ( s  a )t  1  1 
       
1
0  1  1
 sa  0 s  a e ( s a ) t
0 sa sa

 
Le  at

1
sa where s+a > 0

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 More Laplace Transforms
Exponential Functions

• f(t) = eat L f t    e  st
f t dt
t 0
where a is a constant

L f t   L e  
at

e e
at  st

dt   e ( s a )t dt
t 0 t 0
 
 e  ( s  a )t  1  1 
       
1
0  1  1
 sa  0 s  a e ( s a ) t
0 sa sa

 
Le at

1
sa where s-a > 0

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 More Laplace Transforms
Exponential Functions
- So we can generalise these results for
exponential functions and write


L ke  at
 
k
sa

 
L ke at

k
sa
where a and k are constants
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 More Laplace Transforms
Trigonometric Functions

• f(t) = sin kt L f t    e  st f t dt
where k is a constant t 0
 
 u  e  st
v  sin kt 

L f t   Lsin kt  I   e sin ktdt  
 st
cos kt 
u    se st v
t 0 
 k  
= -1  

1  st
I   e cos kt
k


0 
se st cos kt
k
1 s
dt    e  st cos kt dt
k k t 0
t 0

 u  e  st
v  cos kt 
=0 
se st sin kt 
sin kt   I    sin kt  e 0   
  1 s 1  st 
u   se st v
dt 
  k k k k 
 k  t 0

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 More Laplace Transforms
Trigonometric Functions

• f(t) = sin kt L f t    e  st f t dt
where k is a constant t 0

=I
1 s s   st  1 s2
I   0   e sin kt dt    I
k k  k t 0 k k 2

s2 1  s2  1  s2  k 2 
I I   1  I    I  1  I  k
k2 k  k2  k  k2  k 2
 2
    s k

Lsin kt   2
k where k is a constant and
s  k2 s2+k2 > 0

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 More Laplace Transforms
Trigonometric Functions

• f(t) = cos kt L f t    e  st f t dt
where k is a constant t 0
  u  e  st v  cos kt 
L f t   Lcos kt   I   e  st cos kt dt   sin kt 
u    se  st
v 
t 0  k 
=0

  se  st sin kt

1  st  s   st
I  e sin kt 0   dt 0   e sin kt dt 
k t 0 k k t 0
= -1
 u  e  st
v  sin kt 
cos kt   I   cos kt  e 0  
s 1 se  st cos kt 

 st 
u    se  st v
dt 
  k k t 0 k 
k 

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 More Laplace Transforms
Trigonometric Functions

• f(t) = cos kt L f t    e  st f t dt
where k is a constant t 0

=I
s  1 s   st  s s s s s2
I    e cos kt dt   2    I  2  2 I
k  k k t 0  k k k k k
s2 s  s2  s  s2  k 2  s s
I  2 I  2  1  2 I  2  
  k2
I  2  I  2

k k  k  k   k s  k 2

Lcos kt   2
s where k is a constant and
s  k2 s2+k2 > 0

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 More Laplace Transforms
Hyperbolic Functions

• f(t) = sinh kt L f t    e  st f t dt
where k is a constant t 0
   kt 
e kt
 e
L f t   Lsinh kt   I   e  st sinh kt dt recall : sinh kt  
t 0  2 

 
  kt
 st e kt
 e 1   st kt  st kt
I  e dt   e e  e e dt
t 0 2 2 t 0

I e 
1   ( s  k )t
e  ( s  k )t
 1    ( s  k )t
dt    e
2  t 0

dt   e  ( s  k ) t 
dt 
2 t 0 t 0 

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 More Laplace Transforms
Hyperbolic Functions

• f(t) = sinh kt L f t    e  st f t dt
where k is a constant t 0

1   ( s  k )t  1
   

( s  k )t 1 ( s  k )t  1 ( s  k )t  
I    e dt   e dt     e 0  e 0 
2  t 0 t 0  2 sk sk 
1
I  
1
0  1  1 0  1  1  1  1  
2 sk sk  2 sk sk 
1 sk sk 1 2k k
    2
2 s  k s  k  2 s  k 2 s 2  k 2
 
L sinh kt  2  k
s k 2

where k is a constant and s2-k2 > 0

25
 More Laplace Transforms
Hyperbolic Functions

• f(t) = cosh kt L f t    f t dt
e  st

where k is a constant t 0
  kt 
e kt
 e
L f t   Lcosh kt  I   e  st cosh kt dt  recall : cosh kt 


t 0  2 
 

 e 
 kt
e ekt


 st 1  st kt
I e dt  e  e  st e  kt dt
2 2
t 0 t 0

I e 
1   ( s  k )t
e  ( s  k )t
dt    e
2  t 0

1    ( s  k )t 
dt   e  ( s  k ) t 
dt 
2 t 0 t 0 

26
 More Laplace Transforms
Hyperbolic Functions

• f(t) = cosh kt L f t    f t dt
e  st

where k is a constant t 0

1   ( s  k )t  1
   

( s  k )t 1 ( s  k )t  1 ( s  k )t  
I    e dt   e dt     e 0  e 0 
2  t 0 t 0  2 sk sk 
1
I  
1
0  1  1 0  1  1  1  1  
2 sk sk  2 sk sk 
1 sk sk 1 2s s
    2 
2 s  k s  k  2 s  k 2
s k
2 2 
L cosh kt  2  s
s k 2

where k is a constant and s2-k2 > 0

27
 Table of Laplace Transforms

L f t    f t dt
e  st

t 0

where n is a positive integer, k and a are constant numbers

and s ≠ 0, s+k > 0, s-k > 0, s2-k2 > 0, s2+k2 > 0.
28
 The inverse Laplace transform
The Laplace transform is an expression involving variable
s and can be denoted as such by F (s). That is:

F s   L f t 
It is said that f (t) and F (s) form a transform pair.

This means that if F (s) is the Laplace transform of f (t)

then f (t) is the inverse Laplace transform of F (s). That is:

f t   L F s 
1

29
 The inverse Laplace transform

For example, if f (t) = 4 then:

F s  
4
s
F s  
4
So, if
s
Then the inverse Laplace transform of F (s) is

L F s   f t   4
1

30
 The inverse Laplace transform
 So we have here the reverse process, i.e.
given a Laplace transform, we have to find
the function of t to which it belongs.
Therefore, given a transform, we can write
down the corresponding expression in t,
provided we can recognise it from our table
of transformation.
 Now what we do if the given transform does
not appear in our list of standard transforms?

31
 The inverse Laplace transform
Examples

Here we need the

knowledge to work
with partial fractions,
which is the key to
much of this work.

32
 Two properties of Laplace transforms

The Laplace transform and its inverse are linear transforms. That is:

(1) The transform of a sum (or difference) of expressions is the

sum (or difference) of the transforms. That is:

L  f (t )  g (t )  L  f (t )  L  g (t )
L1 F ( s )  G ( s )  L1 F ( s )  L1 G ( s )
(2) The transform of an expression that is multiplied by a constant
is the constant multiplied by the transform. That is:
L kf (t )  kL  f (t ) and L1 kF (s)  kL1 F (s)

33
 Theorem 1: The First Shift Theorem
What is the Laplace transform of f(t) = te-at?
 where a is a constant
L f t    e  st f t dt
t 0
 u  t v  e  ( s  a )t 
 
 
 ( s  a )t 
  
L f t  L te  at  at  st
  te e dt   te  ( s  a )t
dt  
u   1 v  
e 
t 0 t 0  s  a 
=0

 te 
( s  a )t
e  ( s  a )t 1   ( s  a )t
      dt   e dt 
 s  a  0 t 0 s  a s  a t 0


1
Le  
 at

1

1

1
L  
te  at

1
sa s  a s  a s  a 
s  a 
2 2

34
 Theorem 1: The First Shift Theorem
What is the Laplace transform of f(t) = teat?
 where a is a constant
L f t    e  st f t dt
t 0
 u  t v  e  ( s  a )t 
 
 
 
L f t   L te at   te at e  st dt   te  ( s  a )t dt   e ( s  a )t 

t 0 t 0 u  1 v   s  a 
=
 te ( s  a )t
 0  e ( s  a )t 1   ( s  a )t
      dt   e dt 
 sa  0 t 0 s  a s  a t 0


1
L e at  
1

1

1
L te at
  
1
sa s  a s  a s  a  2
s  a 2

35
 Theorem 1: The First Shift Theorem
What is the Laplace transform of f(t) = e-atsin kt?
 where a and k are constants
L f t    e  st f t dt
t 0  
 
L f t   L e at sin kt  I   e  st e at sin ktdt   e ( s  a )t sin ktdt
t 0 t 0

 u  e ( s  a )t v  sin kt 
 cos kt 
u   ( s  a )e ( s  a ) t
v
 k 
= -1

I  e
k

1 ( s  a )t
cos kt 

0 
( s  a)e ( s  a )t cos kt
k
dt
t 0

36
 Theorem 1: The First Shift Theorem
What is the Laplace transform of f(t) = e-atsin kt?
where a and k are constants

1 s  a  ( s  a )t
 
 u  e  ( s  a )t
v   cos kt 

I   e cos kt dt   sin kt  
k k t 0 u   ( s  a )e ( s  a )t
v
 k 
=0 =I

I 
k k
 e 
1 s  a  1  ( s  a )t 
sin kt 0  s  a  ( s  a )t
 e sin ktdt 

k k t 0 
1 s  a  s  a  1 s  a 
2
I   I  2 I
k k  k  k k

37
 Theorem 1: The First Shift Theorem
What is the Laplace transform of f(t) = e-atsin kt?
where a and k are constants

1 s  a  s  a  1 s  a 
2
I   I  I
k k  k  k k 2

I
s  a
2
1
I 
s  a  k 2
2
I
1
k2 k k2 k
k
I
s  a   k 2
 
2
 at k
Le sin kt 
s  a   k
2 2

38
 Theorem 1: The First Shift Theorem
Summary
 
L te at 
1
Lte  
at 1
L 
sin kt  e 
 at

k
s  a 2 s  a 2 s  a 2  k 2
We can generalize these results in what we call
the First Shift Theorem, which states that, if
L f t   F (s)
then

Le   at

f t   F (s  a)
39
 Theorem 1: The First Shift Theorem

Examples:
L4t  2 ,
s
4

then L 4te  t
4

s  12

  6
L 3t  3 ,
2

2 4t
then L 3t e 
6

s s  4 3

Lsin 2t  2
2

3t
, then L e sin 2t 
2

s 4 s  3  4
2

s 3
Lcosh 2t  2
s
,  3t
then L e cosh 2t  
s  32  4
s 4

40
 Theorem 2: Multiplying by t

What is the Laplace transform of f(t) = t sin2t?

We can derive the Laplace transform of this function
applying for example integration by parts. This
procedure can often prove to be tedious. This can be
avoided using Theorem 2. This theorem states that if

then L f t   F (s)
Ltf t    F ( s)
d
ds
41
 Theorem 2: Multiplying by t
Examples:
L4t  2 ,
s
4 d 4
then L4t  t    2   
ds  s 
d
ds
2
   3 8
4 s    8s  3
s

d  2 
Lsin 2t  2 then Lt sin 2t    2
2 4s
,  2
s 4 
ds  s  4  s  4 2 
d  s 
Lcosh 3t  2 then Lt cosh 3t    2
s
, 
s 9 ds  s  9 
s 2  9  2s 2 s2  9
 
s 2
9 
2
s 2
9 
2

42
 Theorem 2: Multiplying by t

What is the Laplace transform of f(t) = t2e-2t?

 
Le  2t

1
s2

2  2t
, now L t e  d  d  1 
     
ds  ds  s  2 
d  1   2s  2 2
  2 
  
ds  s  2  s  24 s  23
We can also solve this example using theorem 1


Lt 2 2

2  2t
 3 , and L t e   2
s s  23
43
 Theorem 2: Multiplying by t

So based on this we can generalise theorem 2

and write this statement: if

L f t   F (s)
then

 
n
L t f t    1 F (s)
n d n
n
ds

44
 Theorem 2: Multiplying by t

Find the Laplace transform of f(t) = t2 sin4t?

Applying the extended theorem 2 (n=2)

 
n
L t f t    1  
n d n
n
F ( s )
ds
 F ( s)   2
4 
F ( s)  Lsin 4t  2
4 d d - 8s
 2
s  16 ds 
ds  s  16  s  16 2 
4  d   - 8s   - 8s  16  8s2s 2s  16
2
d 
2 2 2

2  2   
ds  s  s  16 
 16  ds  s  16
2 2 2 4


45
 Theorem 2: Multiplying by t

Find the Laplace transform of f(t) = t2 sin4t?

 
- 8 s 2  16  8s2s 2

24s 2  128


8 3s 2  16 
s 2
 16 
3
s 2
 16 
3
s 2
 16 
3

then

Lt sin 4t   1

2  2 8 3s 2  16   83s  16 2

s 2
 16
3
s  16 2 3

46
 Theorem 3: Dividing by t
sin 3t
What is the Laplace transform of f (t )  ?
t
This can be solved using Theorem 3. This theorem states
that if

then
L f t   F (s)

 f t   
L    F ( s)ds
 t  s

47
 Theorem 3: Dividing by t
This rule is somewhat restricted in use, since it is
applicable only if the limit of  f t  at t  0, exists.
 t 
In indeterminate cases, we use L’Hopital’s rule to find out.
 sin 3t 
Example: determine L 
 t 
By l’Hopital’s rule, we
First test  sin 3t  0
lim   ? differentiate the top and bottom
t 0
 t  0 separately and substitute t = 0 in
the result to ascertain the limit
 sin 3t   3 cos 3t  of the new function.
lim   lim  3
t 0
 t  t 0  1  It means the limit exists.

48
 Theorem 3: Dividing by t

 sin 3t 
Example: determine L 
 t 
The theorem can be therefore applied Recall that

Lsin 3t  2
3 a dx  x
 x a2 2
 arctan 
a
s 9
 
 sin 3t  3   s 
 L  2 ds  arctan  
 t  s s 9   3  s
 s  3
  arctan   arctan 
2  3 s
49
 Theorem 3: Dividing by t
Example: determine L1  cos 2t 
 t 
First test!
1  cos 2t  1  1 0
lim     ?
t 0
 t  0 0
1  cos 2t   2 sin 2t  0
lim    lim    0
t 0
 t  t 0  1  1
The theorem can be therefore applied

L1  cos 2t   2

1 s
s s 4
50
 Theorem 3: Dividing by t
Example: determine L1  cos 2t 
 t 

1  cos 2t    1
L 
   
s 
 ds 

ln s 
1
ln s 2

 4

 
  s s s 4  s
2
t 2

1
 
 2 ln s  ln s 2  4
2


s
1
 
 ln s 2  ln s 2  4
2
 
s
1
 ln 2
s2 

2  s  4s
1 s2  1  s2  1 s2
 ln 1  ln 2   0  ln 2    ln 2
2 s  4 2  s  4 2 s 4

1 s2  4 s2  4 4
 ln 2  ln 2
 ln 1  2
2 s s s

51
 Summary (Theorems)

 
f t   F (s  a)
Theorem 1:
 at
The First Shift
Theorem
Le

Ltf t    F ( s)
Theorem 2: d
Multiplying by t
ds
 f t   
   F ( s)ds
Theorem 3: L
Dividing by t
 t  s

52
THANK YOU

53
This lecture note is taken from Dr Abdulkareem Sh Mahdi