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Course: Advanced Engineering Mathematics

Laplace Transform

*A powerful method for solving Ordinary Differential Equations and corresponding


initial value problems.
*Laplace transform is used to simplify calculations in system modelling, where large
differential equations are used.
*Denoted ℒ {𝑓 (𝑡)}
*It transforms a function into some other function s.
ℒ {𝑓 (𝑡)} → 𝐹(𝑠)

𝐹(𝑠) = ∫ 𝑓 (𝑡) 𝑒 −𝑠𝑡 𝑑𝑡


0

SAMPLE PROBLEM 1:
Find the Laplace of 1.

Solution:

*using the formula of F(s):

𝐹(𝑠) = ∫ 𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡


0

= lim ∫ (1) 𝑒 −𝑠𝑡 𝑑𝑡


𝐴→∞
0

1 −𝑠𝑡 𝐴
= lim [− 𝑒 ]
𝐴→∞ 𝑠 0

1 1
= lim [− 𝑒 −𝑠𝐴 − (− )]
𝐴→∞ 𝑠 𝑠
1 1
= lim [− 𝑒 −𝑠𝐴 + ]
𝐴→∞ 𝑠 𝑠
1
=
𝑠
𝟏
ℒ {1} =
𝒔
SAMPLE PROBLEM 2:
Find ℒ {𝑒 𝑎𝑡 }

Solution:

*using the formula of F(s):


𝐹(𝑠) = ∫ 𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡


0

= ∫ 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0

= ∫ 𝑒 (𝑎−𝑠) 𝑡 𝑑𝑡
0

1 ∞
= [ 𝑒 (𝑎−𝑠) 𝑡 ]0
𝑎−𝑠
1
= [ 0 − 1]
𝑎−𝑠
1
=−
𝑎−𝑠
1
=
𝑠−𝑎
𝟏
ℒ {𝑒 𝑎𝑡 } =
𝒔−𝒂

*What is good about solving Laplace transform problems, is that, there is always a
table that is available, that contains information on the Laplace transform itself.
*An example of Laplace transform table has been made below. You can search the
complete Laplace transform table in the internet. But we will come to know about the
Laplace transform of various common functions from the following table.
*Try to look at the first 2 Laplace transforms in the table. It is already given that
𝟏
ℒ {1} =
𝒔
𝟏
ℒ {𝑒 𝑎𝑡 } =
𝒔−𝒂
*This table gives you an automatic transformation of the function, to a Laplace
transform, but of course you can always use the formula below if you forgot its
equivalent. 

𝐹 (𝑠) = ∫ 𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡


0
Table of Some Laplace Transform
SAMPLE PROBLEM 2:

Find ℒ {𝑒 𝑡 }

Solution:

*From the table, we have


𝟏
ℒ {𝑒 𝒂𝑡 } =
𝒔−𝒂
𝟏
*Therefore, ℒ {𝑒 𝑡 } is just equal to ; since 𝑎 = 1
𝒔−𝟏

SAMPLE PROBLEM 3:

Find ℒ {sin 6𝑡}

Solution:

*From the table, we have


𝒂
ℒ {sin 𝑎𝑡} =
𝒔𝟐 +𝒂𝟐
*Therefore,

𝟔
ℒ {sin 6𝑡} =
𝒔𝟐 + 𝟑𝟔

SAMPLE PROBLEM 4:

Find ℒ {cos 5𝑡}

Solution:

*From the table, we have


𝒔
ℒ {cos 𝑎𝑡} =
𝒔𝟐 +𝒂𝟐
*Therefore,
𝑠
ℒ {cos 6𝑡} =
𝑠 2 + 25
SAMPLE PROBLEM 5:

Find ℒ {𝑡 3 }

Solution:

*From the table, we have


𝒏!
ℒ {𝑡 𝑛 } =
𝒔𝒏+𝟏
*Therefore,

3! 6
ℒ {𝑡 3 } = =
𝑠 3+1 𝑠4

SAMPLE PROBLEM 6:

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

Solution:

1 2
ℒ {𝑡 } = ℒ {𝑡 2 } =
𝑠2 𝑠3

*Therefore

𝐹 (𝑠) = ℒ {𝑓(𝑡)}
= ℒ {3𝑡 + 2𝑡 2 }
= 3 ℒ{𝑡} + 2ℒ {𝑡 2 }
3 4
𝐹(𝑠) = +
𝑠2 𝑠3

SAMPLE PROBLEM 7:

Find the Laplace transform of 𝑓 (𝑡) = 6𝑒 −5𝑡 + 𝑒 3𝑡 + 5𝑡 3 − 9

*Try solving this own your own.

ANSWER:
6 1 30 9
𝐹 (𝑠 ) = + + 4−
𝑠+5 𝑠−3 𝑠 𝑠
SAMPLE PROBLEM 8:

Find the transform of 𝑔(𝑡) = 4 cos(4𝑡) − 9 sin(4𝑡) + 2 cos(10𝑡)

ANSWER:
4𝑠 36 2𝑠
𝐺 (𝑠 ) = − +
𝑠 2 + 16 𝑠 2 + 16 𝑠 2 + 100

Inverse Laplace Transform

*Finding for the Inverse of Laplace transform of F(s) is just using the notation

𝑓 (𝑡) = ℒ −1 {𝐹(𝑠)}
*Given the two Laplace transforms F(s) and G(s), for any constants a and b, then

ℒ −1 {𝑎𝐹 (𝑠) + 𝑏𝐺 (𝑠)} = 𝑎ℒ −1 {𝐹(𝑠)} + 𝑏ℒ −1 {𝐺(𝑠)}

SAMPLE PROBLEM 1:

Find the Inverse Laplace transform of


6 1 4
𝐹 (𝑠 ) = − +
𝑠 𝑠−8 𝑠−3
Solution:

6 1 4
𝐹 (𝑠 ) = − +
𝑠 𝑠−8 𝑠−3
1 1 1
𝐹 (𝑠) = (6) − + (4)
𝑠 𝑠−8 𝑠−3

*Looking at the table of Laplace transform, get the inverse of the highlighted
terms above.

𝑓 (𝑡) = 6(1) − 1(𝑒 8𝑡 ) + 4(𝑒 3𝑡 )


𝑓 (𝑡) = 6 − 𝑒 8𝑡 + 4𝑒 3𝑡
SAMPLE PROBLEM 2:

Find the Inverse Laplace transform of


6𝑠 3
𝐹 (𝑠 ) = +
𝑠 2 + 25 𝑠 2 + 25
Solution:

6𝑠 3
𝐹 (𝑠 ) = +
𝑠 2 + 25 𝑠 2 + 25
5
𝑠 3( )
=6 2 2
+ 2 5 2
𝑠 +5 𝑠 +5
𝑠 3 5
=6 2 +
𝑠 + 52 5 𝑠 2 + 52
3
𝑓 (𝑡) = 6 cos(5𝑡) + sin(5𝑡)
5

*Now, let us try to solve some Differential Equations using Laplace Transform.
*Before proceeding into differential equations we will need one more formula. We will
need to know how to take the Laplace transform of a derivative. First recall 𝑓 𝑛 denotes
the nth derivative of the function f. We now have the following fact.

Suppose that 𝑓, 𝑓 ′ , 𝑓 ′′′ , … 𝑓 (𝑛−1) are all continuous functions and 𝑓 (𝑛) is a
piecewise continuous function. Then,

ℒ{𝑓 (𝑛) } = 𝑠 𝑛 𝐹 (𝑠) − 𝑠 𝑛−1𝑓(0) − 𝑠 𝑛−2𝑓 ′ (0) − ⋯ − 𝑠𝑓 (𝑛−2)(0) − 𝑓 (𝑛−1)(0)

*But to simplify it, let us use the following equations to help you through it:

ℒ{𝑦} = 𝑌(𝑠)

ℒ{𝑦 ′ } = 𝑠 𝑌(𝑠) − 𝑦(0)

ℒ{𝑦′′} = 𝑠 2 𝑌(𝑠) − 𝑠 𝑦(0) − 𝑦′(0)


SAMPLE PROBLEM 1:

Use Laplace transforms to solve Differential Equation

𝑦" − 𝑦 = 𝑒 2𝑡 𝑦(0) = 0, 𝑦′(0) = 1

Solution:

ℒ{𝑦′′} − ℒ {𝑦} = ℒ {𝑒 2𝑡 }
1
𝑠 2 𝑌(𝑠) − 𝑠 𝑦(0) − 𝑦 ′ (0) − 𝑌(𝑠) = Substitute 𝑦(0) = 0 and 𝑦′(0) = 1
𝑠−2
1
𝑠 2 𝑌(𝑠) − 0 − 1 − 𝑌(𝑠) =
𝑠−2
1
𝑌(𝑠) [𝑠 2 − 1] = 1 +
𝑠−2
𝑠−1
𝑌(𝑠) [𝑠 2 − 1] = Divide both sides by 𝑠 2 − 1
𝑠−2
𝑠−1
𝑌 (𝑠 ) =
(𝑠 − 2 )(𝑠 2 − 1)
𝑠−1
𝑌 (𝑠 ) =
(𝑠 − 2) (𝑠 + 1)(𝑠 − 1)
1
𝑌 (𝑠 ) =
(𝑠 − 2) (𝑠 + 1)
1 𝐴 𝐵
= + Continue solving this, by partial fraction
(𝑠 − 2) (𝑠 + 1) (𝑠 − 2) (𝑠 + 1)
1 = 𝐴(𝑠 + 1) + 𝐵(𝑠 − 2)

𝐼𝑓 𝑠 = −1 1 = 𝐴(0) + 𝐵(−3)
𝐼𝑓 𝑠 = 2 1 = 𝐴 (3) + 𝐵 (0)

1 1
𝐴= 𝑎𝑛𝑑 𝐵 = −
3 3
Re-write the equation,

1 1
𝑌 (𝑠 ) = 3 − 3
(𝑠 − 2) (𝑠 + 1)
1 1 1
𝑌 (𝑠 ) = [ − ]
3 (𝑠 − 2) (𝑠 + 1)
Since,

𝑦(𝑡) = ℒ −1 {𝑌(𝑠)}
Therefore,

1 1 1
ℒ −1 {𝑌(𝑠)} = ℒ −1 { [ − ]}
3 𝑠−2 𝑠+1
1 1 1
𝑦(𝑡) = ℒ −1 { − }
3 𝑠−2 𝑠+1
1
𝑦(𝑡) = [𝑒 2𝑡 − 𝑒 −𝑡 ]
3

SAMPLE PROBLEM 2:

Use Laplace transforms to solve Differential Equation

𝑥 ′ + 4𝑥 = cos 𝑡 𝑥(0) = 0

Solution:

ℒ{𝑥 } = 𝑋(𝑠)
ℒ{𝑥′} = 𝑠 𝑋(𝑠) − 𝑥(0)
𝑠
ℒ{cos 𝑡} = 2
𝑠 +1
𝑠
𝑠 𝑋(𝑠) − 𝑥 (0) + 4 𝑋(𝑠) = Substitute 𝑥(0) = 0
𝑠2 + 1
𝑠
𝑋(𝑠)[𝑠 + 4] =
𝑠2 + 1
𝑠
𝑋 (𝑠 ) =
(𝑠 + 4) (𝑠 2 + 1)
𝑠 𝐴 𝐵𝑠 + 𝐶
= +
(𝑠 + 4) (𝑠 2 + 1) 𝑠 + 4 𝑠 2 + 1

𝑆 = 𝐴(𝑠 2 + 1) + (𝐵𝑠 + 𝐶)(𝑠 + 4)

We will not go into details in solving this by partial fraction, since you
already tackled this in your algebra. 
And here’s the value of A, B and C:

4 4 1
𝐴=− 𝐵= 𝐶=
17 17 17
Re-write the equation

4 4 1
− 𝑠+
𝑋(𝑠) = 17 + 17 2 17
𝑠+4 𝑠 +1
4 1 4 𝑠 1 1
𝑋 (𝑠 ) = − ∙ + ∙ 2 + ∙ 2
17 𝑠 + 4 17 𝑠 + 1 17 𝑠 + 1

4 −4𝑡 4 1
𝑥 (𝑡 ) = − 𝑒 + cos 𝑡 + sin 𝑡
17 17 17

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