5.

1 Laplace Transform of Derivatives

Before we state the derivative theorem, it should be noted that this results is the key aspect
for its application of solving differential equations.

5.1.1 Derivative Theorem

0
Suppose f is continuous on [0, ∞) and is of exponential order α and that f is piecewise
continuous on [0, ∞). Then
0
L[f (t)] = sL[f (t)] − f (0), Re(s) > α.

Proof: Consider the following integral

Z R 0
f (t)e−st dt
0

Note that the above integral exist because f 0 is piece-wise continuous. Integrating by
parts, we get

Z R 0
R Z R
−st −st 
f (t)e dt = f (t)e  − f (t)e−st (−s) dt
0 0 0

This can be further rewritten as

Z R 0
Z R
−st −sR
f (t)e dt = f (R)e − f (0) + s f (t)e−st dt
0 0

By the definition of Laplace transform, we have

!
0
Z R 0
Z R
L[f (t)] = lim f (t)e−st dt = lim f (R)e−sR − f (0) + s f (t)e−st dt
R→∞ 0 R→∞ 0

Using the fact that f is of exponential order (limR→∞ f (R)e−sR = 0), we get
0
L[f (t)] = −f (0) + sL[f (t)], Re(s) > α.

This completes the proof.

 Lecture Notes on Laplace Transform

Remark 1: Suppose f (t) is not continuous at t = 0, then the results of the above
theorem takes the following form
0
L[f (t)] = −f (0 + 0) + sL[f (t)]

0
Remark 2: An interesting feature of the derivative theorem is that L[f (t)] exists
0
without the requirement of f tobe of exponential order. Recall the existence of Laplace
2 2
transform of f (t) = 2tet cos et which is obvious now by the derivative theorem because
  2 0
f (t) = sin et .

Remark 3: The derivative theorem can be generalized as

00 0 0
L[f (t)] = −f (0) + sL[f (t)]
0 0
= −f (0) + s {−f (0) + sL[f (t)]} = s2 L[f (t)] − sf (0) − f (0).

In general, for nth derivative we have

0
L[f (n) (t)] = sn L[f (t)] − sn−1 f (0) − sn−2 f (0) − ... − f n−1 (0).

5.2 Example Problems

5.2.1 Problem 1

Determine L[sin2 ωt].

Solution: Let us assume that
f (t) = sin2 ωt

Now we compute the derivative of f as

0
f (t) = 2 sin ωt cos ωtω = ω sin 2ωt.

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Using the derivative theorem we have

0
L[f (t)] = −f (0) + sL[f (t)]

Substituting the function f (t) and its derivative we find

L[ω sin 2ωt] = sL[sin2 ωt] − 0

Therefore, we have  
2 ω 2ω
L[sin ωt] =
s s2 + 4ω 2

5.2.2 Problem 2

Using derivative theorem, find L[tn ].

Solution: Let
f (t) = tn .

Then
0 00
f (t) = ntn−1 , f (t) = n(n − 1)tn−2 , . . . , f n (t) = n!.

From derivative theorem we have

0
L[f n (t)] = sn L[f (t)] − sn−1 f (0) − sn−2 f (0) − ... − f n−1 (0).

Therefore, we find
n!
L[n!] = sn L[tn ] ⇒ L[tn ] = .
sn+1

5.2.3 Problem 3

Using derivative theorem, find L[sin kt].

Solution: Let f (t) = sin kt and therefore we have

f 0 (t) = k cos kt and f 00 (t) = −k 2 sin kt

Substituting in the derivative theorem

L[f 00 (t)] = s2 L[f (t)] − sf (0) − f 0 (0)

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 Lecture Notes on Laplace Transform

yields
L[−k 2 sin kt] = s2 L[sin kt] − 0 − k

On simplifications we get
k
L[sin kt] =
s2 + k 2

5.2.4 Problem 4

Using L[t2 ] = 2/s3 and derivative theorem, find L[t5 ].

Solution: Let f (t) = t5 so that f 0 (t) = 5t4 , f 00 (t) = 20t3 f 000 (t) = 60t2 . The derivative
theorem for third derivative reads as

L[f 000 (t)] = s3 L[f (t)] − s2 f (0) − sf 0 (0) − f 00 (0)

This implies
120
L[60t2 ] = s3 L[f (t)] ⇒ L[f (t)] = .
s6

5.2.5 Problem 5
 √
Using the Laplace transform of L sin t and applying the derivative theorem, find the
Laplace transform of the function √
cos t
√
t

Solution: We know that

√i
r
h 1 π −1
L sin t = e 4s
2s s
√
Let f (t) = sin t, then we have
√
cos t
0
f (0) = 0 and f (t) = √
2 t
Substitution of f (t) in the derivative theorem

L[f 0 (t)] = sL[f (t)] − f (0)

yields  √  r
cos t 1 π −1
L √ =s e 4s
2 t 2s s

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 Lecture Notes on Laplace Transform

Thus, we get √  r
cos t π −1
L √ = e 4s
t s

5.3 Laplace Transform of Integrals

5.3.1 Theorem

Suppose f (t) is piecewise continuous on [0, ∞) and the function

Z t
g(t) = f (u) du
0

is of exponential order. Then

1
L[g(t)] = F (s).
s
0
Proof: Clearly g(0) = 0 and g (t) = f (t). Note that g(t) is piecewise continuous and is of
0
exponential order as well as g (t) = f (t) is piecewise continuous. Then, we get using the
derivative theorem
0
L[g (t)] = sL[g(t)] − g(0)

Since g(0) = 0 we obtain the desired result as

1
L[g(t)] = L[f (t)]
s
This completes the proof.

5.4 Example Problems

5.4.1 Problem 1

Given that   Z ∞
sin t 1
L = ds.
t s 1 + s2
Find the Laplace transform of the integral
Z t
sin u
du.
0 u

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 Lecture Notes on Laplace Transform

Solution: Direct application of the above result gives

Z t   
sin u 1 sin t
L du = L
0 u s t
Z ∞
1 1 1 hπ −1
i
= ds = − tan s
s s 1 + s2 s 2
Thus, we have
Z t 
sin u 1
L du = cot−1 s
0 u s

5.4.2 Problem 2

Find Laplace transform of the following integral

Z t
un e−au du
0

Solution: With the application of the first shifting theorem we know that
n!
L[tn e−at ] =
(s + a)n+1
It follows from the above result on Laplace transform of integrals
Z t 
n −au 1 n!
L u e du = L[tn e−at ] = .
0 s s(s + a)n+1

5.5 Multiplication by tn

5.5.1 Theorem

If F (s) is the Laplace transform of f (t), i.e., L[f (t)] = F (s) then,
d
L[tf (t)] = − F (s)
ds
and in general the following result holds
dn
L[tn f (t)] = (−1)n F (s).
dsn

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 Lecture Notes on Laplace Transform

Proof: By definition we know

Z ∞
F (s) = e−st f (t) dt
0

Using Leibnitz rule for differentiation under integral sign we obtain

Z ∞
dF (s)
= (−t)e−st f (t) dt
ds 0

Thus we get
dF (s)
= −L[tf (t)]
ds
Repeated differentiation under integral sign gives the general rule.
Applicability of the above result will now be demonstrated by some examples.

5.6 Example Problems

5.6.1 Problem 1

Find Laplace transform of the function t2 cos at.

Solution: We know from Laplace transform of elementary functions that
s
L[cos at] =
s2 + a2
Direct application of the above rule gives
! !
d2 s2 + a2 − 2s2 a2 − s 2
 
2
 s d d
L t cos at = 2 = 2 = 2
ds s 2 + a2 ds (s2 + a2 ) ds (s2 + a2 )

On simplifications we find

 2s s2 − 3a2


L t2 cos at =

3
(s2 + a2 )

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 Lecture Notes on Laplace Transform

5.6.2 Problem 2

Evaluate (i) L[te−t ] (ii) L[t2 e−t ] (iii) L[tk e−t ]

Solution: (i) We know that
1
L[e−t ] =
s+1
Using the above mentioned rule we find
d 1 1
L[te−t ] = − =
ds s + 1 (s + 1)2

(ii) Applying the same idea once again, we obtain

d 1 2
L[t2 e−t ] = − 2
=
ds (s + 1) (s + 1)3

(iii) Similarly, we can further generalize this result as

k!
L[tk e−t ] =
(s + 1)k+1

5.6.3 Problem 3

Find the Laplace transform of f (t) = (t2 − 3t + 2) sin t

Solution: Using linearity of the Laplace transform we have

L[f (t)] = L[t2 sin t] − 3L[t sin t] + 2L[sin t] (5.1)

Since we know
1
L[sin t] =
1 + s2
then
d 1 2s
L[t sin t] = − =
ds 1 + s2 (1 + s2 )2
and
d 2s 2(1 + s2 )2 − 8s2 (1 + s2 ) 6s2 − 2
L[t2 sin t] = − = =
ds (1 + s2 )2 (1 + s2 )4 (1 + s2 )3
Substituting the above values in the equation (5.1), we find
6s2 − 2 6s 2
L[f (t)] = 2 3
− 2 2
+
(1 + s ) (1 + s ) 1 + s2

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 Lecture Notes on Laplace Transform

Further simplifications lead to

6s2 − 2 − 6s(1 + s2 ) + 2(1 + s2 )2
L[f (t)] =
(1 + s2 )3

Finally, we obtain
(2s4 − 6s3 + 10s2 − 6s)
L[f (t)] =
(s6 + 3s4 + 3s2 + 1)

5.7 Division by t

5.7.1 Theorem

If f is piecewise continuous on [0, ∞) and is of exponential order α such that

f (t)
lim
t→0+ t

exists, then,   Z ∞
f (t)
L = F (u) du, [s > α]
t s

f (t)
Proof: This can easily be proved by letting g(t) = so that f (t) = tg(t).
t
Hence,
d
F (s) = L[f (t)] = L[tg(t)] = − L[g(t)]
ds
Integrating with respect to s we get,
∞ Z ∞
−L[g(t)] = F (s) ds.

s s

Since g(t) is piecewise continuous and of exponential order, it follows that lim L[g(t)] → 0.
s→∞
Thus we have Z ∞
L[g(t)] = F (s) ds.
s
This completes the proof.

Remark: It should be noted that the condition t→0+

lim [f (t)/t] is very important because
without this condition the function g(t) may not be piecewise continuous on [0, ∞). Thus
without this condition we can not use the fact lim L[g(t)] → 0.
s→∞

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 Lecture Notes on Laplace Transform

5.7.2 Corollary
Z ∞ Z ∞
f (t)
If L[f (t)] = F (s) then dt = F (s) ds, provided that the integrals converge.
0 t 0

Proof: We know that   Z ∞

f (t)
L = F (u) du
t s

Using the definition of Laplace transform we get

Z ∞ Z ∞
−st f (t)
e dt = F (u) du
0 t s

Taking limit s → 0 in above two integrals we obtain

Z ∞ Z ∞
f (t)
dt = F (u) du
0 t 0

This completes the proof.

5.8 Example Problems

5.8.1 Problem 1

Find the Laplace transform of the function

sin at
f (t) =
t

Solution: We know,
 Z ∞
a f (t)
L[sin at] = 2 and L = F (s) ds
s + a2 t s

On integrating we get,
  Z ∞   ∞
sin at a −1 s 
L = ds = tan
t s 2 + a2 a s

s

Thus we have  
sin at π s
L = − tan−1
t 2 a

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 Lecture Notes on Laplace Transform

5.8.2 Problem 2

Find the Laplace transform of the function

2 sin t sinh t
f (t) =
t

Solution: Using Division by t property of the Laplace transform we get

Z ∞
L sin t et − e−t ds


L[f (t)] = (5.2)
s

Now we evaluate L sin t et − e−t



using linearity of the Laplace transform as

L sin t et − e−t = L et sin t − L e−t sin t


    

Applying the first shifting theorem we obtain

1 1
L sin t et − e−t =


2
−
1 + (s − 1) 1 + (s + 1)2

Substituting this value in the equation (5.2) we find

Z ∞ 
1 1
L[f (t)] = 2
− ds
s 1 + (s − 1) 1 + (s + 1)2

On integrating, we have
∞ ∞
−1 −1
L[f (t)] = tan (s − 1) − tan (s + 1)
 
s s
π −1 π −1
= − tan (s − 1) − + tan (s + 1)
2 2
On cancellation of π/2 we get

L[f (t)] = tan−1 (s + 1) − tan−1 (s − 1)

This can be further simplified to obtain

 
−1 2
L[f (t)] = tan
s2

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