THE LAPLACE TRANSFORM lcHAP.

Laplace transform of derivatives.

Theorem 7-6. If { tr(|} = l(s), then
<{F'(t)} : s/(s) - r(0) (6)
if F(t) is continuous for O = t = .l/ and of exponential order for t).1/ while 1"(l) is
sectionally continuous for 0<r<N.

Example. If f'(f) : cos 3f" then .( {F(t)} : pf

9 ""a we have
{{,(o} = .({-ssin,r} = "("+u) -t =
The method is useful in finding "+
Laplace transforms without integration [see
Problem 15].

1-7. If in Theorerru 1-6, F(t) fails to be continuous at l:0 but

Theorem
fltl : F(0+) exists [but is not equal to lr'(0), which may or may not exist], then
lig
<{F'(t)\ = s/(s) - r(o+) (r)

7-8. If in Theorenz 1-6, F(t) fails to be continuous at f = a, then

Theorem
{ {r,(t)} = sl(s) - F(0) - s-e" 1F(of) - F'(a-)} (8)
where I'(a+) - F(a-) is sometimes called the jump at the diseontinuity t=u- For
more than one discontinuity, appropriate modifications can be ade.

Thcorem 7-9. If { {^F'(t)} = l(s), then .

4. {F"(t)} : s'f(*"- s r(o) - r''(0) (e)

if F'(t) and F'(t) are continuous for 0 t
= -<N-
and of exponential order for t>N
while F"(t) is sectionally continuous for 0 < t < N.
If, F(t) and F'(t) have discontinuities, appropriate modifrcation of (v) can be made
as in Theorems 7-7 and l-8.

Theorem 7-70. If { tl'(t)} : /(s), then

"( {F,"(t)} : sn-rl'(o) - s" 'zF'(0)
s"/(s) - - sr("t2,(0) - F(tr 1)(0) (10)
if. F(t),F'(t),---,F("-t)(t) are continuous for 0<r<N and of exponential order
for t)N while Ft"'(r) is sectionally continuous for 0<t<N.

Laplace transform of integrals.

Theorem 1-11. If "( {F'(t)} = .f(s), then

*{f' r@au\ = IG)

s
(11)

Example. Since { {sin 2t} = h, we have

=
"{f,''inzudu}
:an be verified directly,
LAPLACE TRANSFORM OF DERIVATIYES
13. Prove Theorem 1-6: If {{F'(t)} : /(s), then {{F''(t)} : sl(s) -^F'(0).
Using integration by parts, we have

{ {F'(t)} = "-", F'(t') dt = lt* e-"t F'(t) d.t

fo* I"
16 {r-",r1ry lt + u.to
= P+o f' "-"rr(t) dt}
I lo )
(-\
lim { e-srF'(P) F(0) + " rs
= P+oL I e-"tF(D dtl )

('
= r Jo n-", F(t) dt F(o)

= sl(s) - F(0)
using the fact that F(t) is of exponential order Y as t+ o, so that lim e-sPlir(P) - 0 for s)7.
For cases where F(t) is not continuous at t:0, see Problem 68'

14. Prove Theorem 7-9,Pase 4: If { {F'(r)} : /(s) then { {F"(tl} = s2f(s) - s,F(0) - f"(0).
Bv Problem 13'
{{c'(t)} : s{tc(r)} - c(0) = ss(s) - G(0)

LeL G(t) : F'(tl. Then

{{F"(')}
: i;*l'-ill-;t
= s2.f(s) - sF(0) - F',(0)

The generalization to higher order derivatives can be proved by using rnathematical inductiof,
fsee Problem 65].

15. Use Theorem 7-6, Page 4, to derive each of the following Laplace transforms:
111(A) : i, : t-.
(o) < {1} = i, < {r} @) <{e"'}
Theorem f-6 states, under suitable conditions given on Page 4, that
{{F'(t)} : s<{F(t)}-F(o) (r)
16 THE I,API,ACE' TR,ANSFOBM lcEAP.l

(o) Let F(t) = 1. Then F'(t) = 0, f(0) = 1, aud (1) becomes

{{0}=0=s{{1}-1 or {{1}:l/s (p)

(D) Let F(t) - t. Then I"(t) = 1, f(0) = 0, and (I) becomes using part (a)

<{u = l/s : s{{4 _ 0 or 4{t} = 11uz (s)

By using mathematical induction we can similarly show that gttj : rr-lfla+t for any positive
integer n.

(c) Let F(t'1 - e"t. Then F'(f) = aaat, f'(0):1, and (l) becomes
4{a."ty - s4{ect} - 1, i.e. a<{eot} - st({eot} - | or .({e"t} = 1/(s-o)

16. Use Theorem 1-9 to show that ^( {sin ut\ - g+A

Let .F(t) : sinof. Then F'(t) = o.cosa,t, F"(t, = -a2 sitrat, F(0) = 6, Ft(o) - a. Hence
from the result
<{F,,(t}} = s2-({r(r)} - sf'(O) - f',(0)
we have 4 {- a2 sin af} : sz 4 {sin ot} - s (0) - o
i.e. -az.q {sin ot} : s2 -4 {sin ot)
- a
or { {sin af} *,I o,

LAPLACE TRANSFORM OF INTEGRALS

17. Prove Theorem If {(F(f)}:.f(s), then -( {f' ,WlOu\ : /(s)ls.
1-11:
tf,tol
, Let G(t) = ornrorr. Then G'(tJ =
fo'
y111
""0 = o, Jror.* the Laplace transform
of both sides, we have

4{G'(t)} : s4{G(t)> - G(0} : s{{C(A} : /(s)

Thus .( tc(A) :+ or * ff' Ftu) du\ : +

18. Find *u'Y*|

We have by the Example following Themem 1-I3 on Page 5,

. "({ry} : *^-'1
Thus by Problern 17,

{ f'!r-u d,..}
*-lro
I
= 1s*,,-, 1 a