Laplace

Chapter 1
Laplace Transforms
1.1 Introduction
Scientists are usually interested in handling complicated manipulations using any available
methodology. One important technique of simplifying mathematically related problems is the
Transformation technique.
Given an original function to be tackled, it is hoped that a relevant transformation would turn
such a function to a simpler and easier one to handle than the original.
Example 1.1.1
(a) Logarithmic transformation where, after manipulation with log laws, an anti-log is taken
to find the original equivalence.
(b) Laplace transforms.
Definition 1.1.1 We define a transformation as a rule between functions. To obtain the
original function an inverse transformation is carried out.
Definition 1.1.2 An integral transform, F(s) of a function f(t) is defined by an integral
Z b
F (s) = κ(s, t)f (t)dt;
a
where κ(s, t)called the kernel of the transforms is a known function of two variables s and t.
[The variable of integration is t and s is a parameter].
Several transforms can be classified by the kennel κ(s, t) and the limits of integration a and b.
For example, below are some of the transforms.
Name of Transform κ(s, t) a b
Laplace Transform e−st 0 ∞
Fourier Transform eist −∞ ∞
Sine Transform sin st 0 ∞
Cosine Transform cos st 0 ∞
Mellin Transform ts−1 0 ∞
1
CHAPTER 1. LAPLACE TRANSFORMS
1.2 The Laplace Transform

The Laplace transform belongs to a family of integral transforms.
Definition 1.2.1 Let f (t) be a single-valued function of the real variable t. The Laplace
transform of f(t), written Lf (t), is defined as a function F(s) of a variable s by
Z ∞
L(f (t)) = F (s) = e−st f (t)dt (1.2.1)
0
over the range of values of s for which the integral exists.
Remark 1.2.1 It is required that s be a complex variable. If s ∈ R it is obviously true since

R ⊂ C.
Notation 1.2.1 We shall commonly use lower case letters such as f, g, y to denote original
functions and the corresponding capitals F, G, Y to denote the corresponding image functions.
For example
F (s) = L(f (t))

G(s) = L(g(t))
Y (s) = L(y(t))
The inverse Laplace transform is written as
f (t) = L−1 [F (s)]

g(t) = L−1 [G(s)]
y(t) = L−1 [Y (s)]
Note 1.2.1 The function whose Laplace is needed should be in t, the Laplace denoted by L
is in variable s.
js, ddw de ii: Lecture Notes Page 2 of 249

1.3. EXISTENCE OF THE LAPLACE TRANSFORM
1.3 Existence of the Laplace Transform

Equation (1.2.1) establishes a formal definition of the Laplace transform of f (t). However, it
does not mean that given an arbitrary function f (t), the corresponding F (s) is defined. [This
is analogous to logs where if y(x) = log x, y would not exist for x negative].
We then establish conditions on f (t) that guarantee the existence of its Laplace transform.
The integral shown in (1.2.1) may fail to exist either because f (t) has infinite discontinuities
at some t or because the integrand e−st f (t) does not approach 0 for t → ∞.
Definition 1.3.1 A function g(t) is said to be an exponential order as t → ∞ if ∃ constants

M , α and T such that
|g(t)| < M eαt for t > T.
Definition 1.3.2 If g(t) is sectionally continuous on [0,∞) and exponential order as t → ∞,
then g is said to belong to class A.
Theorem 1.3.1 If the function f (t) is almost piecewise continuous on every interval in the
range t ≥ 0 and is exponential order ∞0 as t → ∞ then its Laplace transform exist for s > ∞0 .
Consider Z ∞
L(f (t)) = e−st f (t)dt
0
α0 t α0 t
Since f (t) ∼ e (or 0 (e )) as t → ∞, ∃ T and M such that
|f (t)| ≤ M eα0 t for t > T.
Then Z T Z ∞
−st
L(f (t)) = e f (t)dt + e−st f (t)dt (1.3.1)
0 T
lim
Since f (t) is almost piecewise its i.e. t→a
(t−a) f (t) = 0; when f (t) has an infinite discontinuity
at t = a, the first integral of (1.3.1) exists.
So we consider
Z ∞ Z ∞
−st
e f (t)dt ≤ e−st |f (t)|dt
T T
Z ∞
≤ M e−st eα0 t dt
ZT ∞
≤ M e(α0 −s)t dt
(T −(s−α )T
e 0
s−α0
, s > α0
≤ M
undefined otherwise.
The theorem is not very restrictive. It does include any of the functions usually found in
applications such as trig., polynomials, exponential eat .
Note 1.3.1 We should note that the condition that f (t) be of exponential order is sufficient
but not necessary.
The theorem was stated for real values of s. If this restriction is relaxed, i.e. s being complex
then the existence of Laplace transform is if s > α0 .

1.4 Some Elementary Transform Pairs

1.4.1 The Powers of t, (tn )
Z ∞
n
L(t ) = tn e−st dt
0
Can be deduced by parts as:
n!
L(tn ) = , s>0 (1.4.1)
sn+1
Therefore
Example 1.4.1
∞
∞ ∞
te−st 1 ∞ −st
Z Z
−st t −st 1 −st 1 1!
L(t) = te dt = − + e dt = − e − 2 e = 2 = 2
0 s 0 s 0 s s 0 s s
Example 1.4.2
Z ∞ 2 ∞
2 2 −st t −st 2t −st 2 −st 2 2!
L(t ) = te dt = − e − 2 e − 3 e = 3 = 3
0 s s s 0 s s
Example 1.4.3
∞ ∞
t3 3t2
Z
3 −st 6t 6 6 3!
3
L(t ) = te dt = − e−st − 2 e−st − 3 e−st − 4 e−st = 4
= 4
0 s s s s 0 s s
Remark 1.4.1 From Examples 1.4.1, 1.4.2, and 1.4.3 we deduce the Equation (1.4.1).
Example 1.4.4 You should be able to easily deduce the Laplace inverse from any given
Laplace transform.
s2 + 3s + 4

1 3 4 1 1! 2!
F (s) = 3
= + 2 + 3 = +3 2 +2 3
s s s s s s s
2
⇒ f (t) = 1 + 3t + 2t
We will be able to come back to the Laplace inverses.
(
2t + 1, 0 ≤ t < 2,
Example 1.4.5 Find the Laplace transform of f (t) =
3t, t≥2
Since the formula for f changes at t = 2, we write
Z ∞
L(f ) = e−st f (t) dt
Z0 2 Z ∞
−st
= e (2t + 1) dt + e−st (3t) dt
Z0 2 Z2 ∞ Z ∞ Z ∞
−st −st −st
= e (2t + 1) dt + e (2t + 1) dt − e (2t + 1) dt + e−st (3t) dt
Z0 ∞ Z2 ∞ 2 2
−st −st
= e (2t + 1) dt + e (t − 1) dt
Z0 ∞ 2 Z ∞
= e−st (2t + 1) dt + e−2s e−sx (x + 1) dx

Z0 ∞ Z0 ∞
−st −2s
= e (2t + 1) dt + e e−st (t + 1) dt
Z0 ∞ Z ∞ 0 Z ∞ Z ∞
−st −st −2s −st −2s
= 2te ( dt + e dt + e te dt + e e−st dt
0 0 0 0
2 1 −2s 1 1
= 2 + +e + .
s s s2 s

1.4. SOME ELEMENTARY TRANSFORM PAIRS
1.4.2 Exponential Function ebt

Proof: Z ∞ Z ∞
bt −st 1
bt
L(e ) = e e dt = e−(s−b)t dt =
0 0 s−b
Thus the Laplace of an exponential is given by

1
L(ebt ) = ; s>b (1.4.2)
s−b
Example 1.4.6
1
L(eat ) =
s−a
Example 1.4.7
1
L(e−at ) =
s+a
Example 1.4.8
1
L(e2t ) =
s−2
Example 1.4.9
1
L(et ) =
s−1
Example 1.4.10
1
L(e−3t ) =
s+3
Example 1.4.11
1
L(e−t ) =
s+1
Example 1.4.12 Find the Laplace transform of the piecewise continuous function

1 , 0 ≤ t < 1,
f (t) = −t
−3e , t ≥ 1.
Since f is defined by different formulas on [0, 1) and [1, ∞), we write

Z ∞ Z 1 Z ∞
−st −st
F (s) = e f (t) dt = e (1) dt + e−st (−3e−t ) dt.
0 0 1
Since
 1 − e−s

Z 1
, s 6= 0,
e−st dt = s
0  1 , s = 0,
and
∞ ∞
3e−(s+1)
Z Z
−st −t
e (−3e ) dt = −3 e−(s+1)t dt = − , s > −1,
1 1 s+1
it follows that
−s −(s+1)

 1 − e − 3e

, s > −1, s 6= 0,
F (s) = s s+1
3
1− , s = 0.


e

1.4.3 Product of Powers in t and Exponential Function tn ebt

Z ∞
n bt
L(t e ) = tn e−(s−b)t dt
0
Method I
Using by parts
n!
L tn ebt =

, s > b
(s − b)n+1
Proof: Left as an exercise.
Method II
Proof: Recall that the Laplace transform of polynomials
Z ∞
n!
tn e−st dt = n+1
0 s
So for Z ∞
tn e−(s−b)t dt, s = (s − b)
0
Z ∞
n!
n bt
tn e−(s−b)t dt =

L t e = ; s>b (1.4.3)
0 (s − b)n+1
Example 1.4.13
1
L te2t =

(s − 2)2
Example 1.4.14
2!
L t2 e−2t =

(s + 2)3
Example 1.4.15
4!
L t4 e10t =

(s − 10)5
Example 1.4.16
−1 1 −1 1
L =L = tet
s2 − 2s + 1 (s − 1)2
Example 1.4.17 Find L t3 e4t .

3! 6
L (t3 e4t =

4
= .
(s − 4) (s − 4)4
Example 1.4.18
1
L te4t =

(s − 4)2

1.4.4 Trigonometrical Functions

Method I
Using the reduction formulae
Z ∞ −st ∞
−st e s
L(cos bt) = e cos bt dt = 2 2
(b sin bt − s cos bt) = 2
0 s +b 0 s + b2
and L(sin bt) follows that
Z ∞
b
L(sin bt) = e−st sin bt dt =
0 s2 + b2
Method II
1
From section 1.4.2, we have that L ebt =

. Therefore
s−b
1 s + ib s b
L eibt =

= 2 = + i (1.4.4)
s − ib s + b2 s 2 + b2 s 2 + b2
Considering the definition
eibt = cos bt + i sin bt ⇒
L eibt = L {cos bt} + i L {sin bt}

(1.4.5)
From Equations (1.4.4) and (1.4.5) we have
s
L {cos bt} = (1.4.6)
+ b2 s2
b
L {sin bt} = 2 (1.4.7)
s + b2
Method III
Exercise 1.1 Use the fact that
1 ibt
e + e−ibt

cos bt = (1.4.8)
2
1 ibt
e − e−ibt

sin bt = (1.4.9)
2i
to derive the Laplace transforms of trigonometric functions.
π
Example 1.4.19 L{sin πt} = 2
s + π2
s
Example 1.4.20 L{cos(−3t)} = 2
s +9
s
Example 1.4.21 L{cos 2t} = 2
s +4
1
1
Example 1.4.22 L sin t = 2 2 1
2 s +4
3s + 2
Example 1.4.23 Find the inverse Laplace transform of 2
s +5
" √ #
3s + 2 3s 2 s 2 5
F (s) = 2 = 2 + =3 √ +√ √
s +5 s + 5 s2 + 5 s2 + ( 5)2 5 s2 + ( 5)2
√ 2 √
⇒ f (t) = 3 cos 5 t + √ sin 5 t
5

1.4.5 Trigonometrical Functions with Exponential

Method I
From the Laplace transform of trigonometric functions in Section 1.4.4
Z ∞
s
L {cos bt} = e−st cos bt dt = 2
s + b2
Z0 ∞
b
L {sin bt} = e−st sin bt dt = 2
0 s + b2
Consequently;
∞ ∞
s−a
Z Z
at −st
at
L(e cos bt) = e e cos bt dt = e−(s−a)t cos bt dt =
(s − a)2 + b2
Z0 ∞ Z 0∞
b
L(eat sin bt) = eat e−st sin bt dt = e−(s−a)t sin bt dt =
0 0 (s − a)2 + b2
Therefore
(s − a)
L(eat cos bt) = ; s>a (1.4.10)
(s − a)2 + b2
b
L(eat sin bt) = ; s>a (1.4.11)
(s − a)2 + b2
Method II
From the definition
e(a+ib)t = eat (cos bt + i sin bt) = eat cos bt + i eat sin bt
implying that
L e(a+ib)t = L {eat cos bt} + iL {eat sin bt}

(1.4.12)
1
Using the fact that L ebt =

we have that
s−b
1 1
⇒ L(e(a+ib)t ) = =
s − (a + ib) (s − a) − ib
s − a + ib
=
(s − a)2 + b2
s−a b
= + i (1.4.13)
(s − a)2 + b2 (s − a)2 + b2
From (1.4.12) and (1.4.13)
(s − a)
L(eat cos bt) = ; s>a
(s − a)2 + b2
b
L(eat sin bt) = ; s>a
(s − a)2 + b2
Example 1.4.24
6
L{e4t sin 6t} =
(s − 4)2 + 62

1.4.6 Hyperbolic Functions

From the definition of a hyperbolic function
1 bt
e + e−bt

cosh bt = (1.4.14)
2
1 bt
e − e−bt

sinh bt = (1.4.15)
2
and by Laplace of an exponential
1
L ebt =

s−b
−bt 1
L e =
s+b
Therefore using Laplace of exponentials into (1.4.14) and (1.4.15)
1 bt 1 −bt
L {cosh bt} = L e + L e
2 2
1 1
= +
2(s − b) 2(s + b)
s
= 2 , s > b (≥ 0) (1.4.16)
s − b2
and also
1 bt 1 −bt
L {sinh bt} = L e − L e
2 2
1 1
= −
2(s − b) 2(s + b)
b
= 2 , s > b (≥ 0) (1.4.17)
s − b2
Example 1.4.25
3
L {sinh 3t} =
s2 −9
Example 1.4.26
s
L {cosh 3t} =
s2 − 9

1.4.7 The Unit-Step Function

(
1, t ≥ 0
Definition 1.4.1 A unit step function u(t) is defined by u(t) = .
0, t < 0
This would imply that

1, t ≥ a
u(t − a) = (1.4.18)
0, t < a
and so

f (t − a), t ≥ a
u(t − a)f (t − a) = (1.4.19)
0, t<a
Using the Laplace definition,
∞ ∞
e−as
Z Z
−st
L {u(t − a)} = u(t − a)e dt = e−st dt =
0 a s
Therefore
e−as
L {u(t − a)} = , a > 0, s > 0 (1.4.20)
s
Example 1.4.27
1 e−3s
1.) L {u(t)} = 3.) L {u(t − 3)} = , s>0
s s
1 e2s
2.) L {1} = 4.) L {u(t + 2)} = , s>0
s s
Theorem 1.4.1 Let g be defined on [0, ∞). Suppose a ≥ 0 and L {g(t + a)} exists for s > s0 .
Then L {u(t − a)g(t)} exists for s > s0 , and
L {u(t − a)g(t)} = e−sa L {g(t + a)} . (1.4.21)
Proof: By definition,
Z ∞
g(t), t ≥ a
L {u(t − a)g(t)} = L = e−st u(t − a)g(t) dt.
0, t < a 0
From this and the definition of u(t − a),

Z a Z ∞
−st
L {u(t − a)g(t)} = (0)e dt + g(t)e−st dt.
0 a
The first integral on the right equals zero. Introducing the new variable of integration x = t − a
in the second integral yields
Z ∞ Z ∞
−s(x+a) −sa
L {u(t − a)g(t)} = e g(x + a) dx = e e−sx g(x + a) dx.
0 0
Changing the name of the variable of integration in the last integral from x to t yields
Z ∞
−sa
L {u(t − a)g(t)} = e e−st g(t + a) dt = e−sa {g(t + a)} .
0
Exercise 1.2 Show that

2
−s 2 2 2
L u(t − 1)(t + 1) = e + + .
s3 s2 s

Remark 1.4.2 The step function enables us to represent piecewise continuous functions con-
veniently. For example, consider the function
(
f0 (t), 0 ≤ t < t1 ,
f (t) = (1.4.22)
f1 (t), t ≥ t1 ,
where we assume that f0 and f1 are defined on [0, ∞), even though they equal f only on the
indicated intervals. This assumption enables us to rewrite (1.4.22) as
f (t) = f0 (t) + u(t − t1 ) [f1 (t) − f0 (t)] . (1.4.23)
Example 1.4.28 Find the Laplace transform of the function
(
2t + 1, 0 ≤ t < 2,
f (t) =
3t, t ≥ 2,
Can solve directly (use it for proof) or use unitary function as below. We first write f in the
form
f (t) = (2t + 1) + u(t − 2)(t − 1).
Therefore

−2s 2 1 1 1
L(f ) = L {(2t + 1)} + L {u(t − 2)(t − 1)} = L(2t + 1) + e L(t + 1) = 2 + + e−2s + ,
s s s2 s
Formula (1.4.23) can be extended to more general piecewise continuous functions. For example,
we can write 
 f0 (t), 0 ≤ t < t1 ,

f (t) = f1 (t), t1 ≤ t < t2 ,

 f (t), t ≥ t ,
2 2
as
f (t) = f0 (t) + u(t − t1 ) (f1 (t) − f0 (t)) + u(t − t2 ) (f2 (t) − f1 (t)) (1.4.24)
if f0 , f1 , and f2 are all defined on [0, ∞).
Example 1.4.29 Find the Laplace transform of


 1, 0 ≤ t < 2,

 −2t + 1, 2 ≤ t < 3,
f (t) = (1.4.25)

 3t, 3 ≤ t < 5,

t − 1, t≥5

In terms of step functions,

f (t) = 1 + u(t − 2)(−2t + 1 − 1) + u(t − 3)(3t + 2t − 1)
+u(t − 5)(t − 1 − 3t),
or
f (t) = 1 − 2u(t − 2)t + u(t − 3)(5t − 1) − u(t − 5)(2t + 1).
Now Theorem 1.4.1 implies that
L(f ) = L(1) − 2e−2s L(t + 2) + e−3s L (5(t + 3) − 1) − e−5s L (2(t + 5) + 1)
= L(1) − 2e−2s L(t + 2) + e−3s L(5t + 14) − e−5s L(2t + 11)

1 −2s 1 2 −3s 5 14 −5s 2 11
= − 2e + +e + −e + .
s s2 s s2 s s2 s

1.4.8 The Gamma Function

Consider again the function tn with n ∈ R+ . The question is, what is the transform of a non-
integer value of n?
Now Z ∞
α
L(t ) = tα e−st dt
0
du u
Let u = st, du = sdt, dt = , =t
s s
Z ∞ u α du
α
L(t ) = e−u (1.4.26)
0 s s
Z ∞
1
= uα e−u du (1.4.27)
sα+1 0
Define the Gamma Function

Z ∞
Γ(x) = ux−1 e−u du (1.4.28)
0
Then comparing (1.4.27)and (1.4.28), we have
Γ(α + 1)
L(tα ) = (1.4.29)
sα+1
Where
1). For α non-negative integers (whole numbers),
Γ(α + 1) = α! (1.4.30)
2).
√

1
Γ = π (1.4.31)
2
3). For α a non-integer (fractions),

1 1 3 1 1
Γ α+ = α− α− ··· Γ (1.4.32)
2 2 2 2 2
Proof: Since
Γ(n + 1) = n! = n(n − 1)! = nΓ(n)
Which imply that

1 1 1
Γ α+ = α− Γ α−
2 2 2

1 3 3
= α− α− Γ α−
2 2 2

1 3 5 5
= α− α− α− Γ α−
2 2 2 2

1 3 5 1 1
= α− α− α− ··· Γ
2 2 2 2 2

In general, for non-negative integer values of n we have:
(2n)! √ (2n − 1)!! √ n − 21 √

1

Γ 2
+n = n π= n
π= n! π
4 n! 2 n
√
1
(−4) n! √
n
(−2) √
n
π
Γ 2
−n = π= π = −1
(2n)! (2n − 1)!! 2 n!
n
where n!! denotes the double factorial and, when n = 0, n!! = 1.
Example 1.4.30 Use the Gamma function to determine the Laplace transform of
1.)
7
f (t) = t 2
Applying (1.4.29), the Laplace transform using Gamma functions
Γ(α + 1)
L(tα ) =
sα+1
7 Γ( 29 )
L{t 2 } = 9
s 2
7 5 3 1 1

2 2 2 2
Γ 2
= 9
7
5
3s2 1
√
2 2 2 2
π 11.6317
= 9 = 9
s 2 s2
2.)
f (t) = t7
Using (1.4.29), the Laplace transform using Gamma functions
Γ(α + 1)
L(tα ) =
sα+1
Γ(8) 7!
L{t7 } = 8
= 8
s s
Example 1.4.31
n√ o 1 1 1
√ √
Γ( 32 )

2
Γ 2 2
π π
L t = 3 = 3 = 3 = 3
s2 s 2 s 2 2s 2
Example 1.4.32 Some particular values of the gamma function are:
√
8). Γ 32 = 12 π ≈ +0.886 226 925 453

1). Γ(−2) = (−3)! = ∞
√
2). Γ − 32 = 43 π ≈ +2.363 271 801 207

9). Γ(2) = 1! = +1
3). Γ(−1) = (−2)! = ∞ 5
3√
√ 10). Γ 2
= 4 π ≈ +1.329 340 388 179
1

4). Γ − 2 = −2 π ≈ −3.544 907 701 811
11). Γ(3) = 2! = +2
5). Γ(0) = (−1)! = ∞
√ √
12). Γ 72 = 15

6). Γ 12 = π ≈ +1.772 453 850 906 8
π ≈ +3.323 350 970 448
7). Γ(1) = 0! = +1 13). Γ(4) = 3! = +6

1.5 Laplace Operation Rules

1.5.1 Linearity of L Rule
For constants a, b,
L {af (t) + bg(t)} = aL {f (t)} + bL {g(t)} (1.5.1)
Proof:
Z ∞
L {af (t) + bg(t)} = [af (t) + bg(t)] e−st dt
Z0 ∞
ae−st f (t) + be−st g(t) dt

=
Z0 ∞ Z ∞
−st
= ae f (t)dt + be−st g(t)dt
0 0
Z ∞ Z ∞
−st
= a e f (t)dt + b e−st g(t)dt
0 0
= aL {f (t)} + bL {g(t)}
Example 1.5.1 Determine the Laplace transform of the following function
L {f (t)} = L {cos bt + 2 sin bt}

= L {cos bt} + 2L {sin bt}
s 2b
= 2 2
+ 2
s +b s + b2
s + 2b
= 2
s + b2
Example 1.5.2 A polynomial in t
(∞ ) ∞ ∞ ∞
X
n
X
n
X
n
X n!
L Cn t = L {Cn t } = Cn L {t } = Cn n+1
n=0 n=0 n=0 n=0
s
Example 1.5.3
3 12
L{3t + 6t2 } = 3 · L{t} + 6 · L{t2 } = 2
+ 3
s s
Exercise 1.3 Apply linearity rule to compute the Laplace transform for
f (t) = 3t2 − 6 sin πt + 12t2 e4t
Example 1.5.4 To demonstrate the constant multiple property of Laplace transforms
L{7 sin t} = 7L{sin t}
Example 1.5.5
2! 8
L 4t2 = 4 × 3 = 3

s s

1.5. LAPLACE OPERATION RULES
1.5.2 Change of Scale Rule

Let
L(f (t)) = F (s) and
g(t) = f (at)
Then by definition of Laplace transform,
Z ∞
L(g(t)) = f (at)e−st dt
Z0 ∞
s du
= f (u)e−( a )u , let u = at
0 a
1 ∞
Z
s
= f (u)e−( a )u du
a 0
1 s
= F
a a
Thus with
Z ∞
L(f (t)) = f (t)e−st dt = F (s)
0
1 s
L {f (at)} = F , a>0 (1.5.2)
a a
t
L f = b F (sb), b > 0 (1.5.3)
b
Example 1.5.6 If
s
L {f (t)} =
s2 +9
then
1 s
L {f (5t)} = F
5 5
1 s/5 1 s
= 2
=
5 (s/5) + 9 25 (s/5)2 + 9
1 s s
= s 2 = 2
25 25 + 9 s + 225
2s
Example 1.5.7 Compute L(t sin 3t). Since L (t sin t) = , by use of change of scale
(s2 + 1)2

1 1 1
L(t sin 3t) = L 3t sin 3t = L f (3t) = L {f (3t)}
3 3 3

1 1 s
= F
3 a a

1 1 s
= F
3 3 3
  
1 1  2 3s
=

2 
3 3
 
s 2
3
+1
6s
=
(s2 + 9)2

1.5.3 Shifting to the Right Rule

Let g(t) = f (t − c). Assume f(t) = 0 for t < 0. Then
L(g(t)) = L(f (t − c))
Z ∞ Z ∞
−st
= f (t − c)e dt = f (u)e−s(u+c) du
0 −c
Z 0 Z ∞ Z ∞
−sc −su −sc
= e + f (u)e du = e f (u)e−su du
−c 0 0
−sc −sc
= e L(f (t)) = e F (s)
Thus
L {f (t − c)} = e−sc L {f (t)} (1.5.4)
s
Example 1.5.8 Given L{f (t)} = 2 , then
s +9
s se−4s
L{f (t − 4)} = e−4s · 2 = 2
s +9 s +9
Example 1.5.9 Compute the Laplace transform of the function
L{(t − 1)}
1
Given f (t) = t ⇒ L{f (t)} = F (s) = , then
s2
e−s
(t − 1) = f (t − 1) ⇒ L{f (t − 1)} = e−sc F (s) =
s2
L{sin(t − π)}
1
Given f (t) = sin t ⇒ L{f (t)} = F (s) = 2 , then
s + 12
e−πs
sin(t − π) = f (t − π) ⇒ L{f (t − π)} = e−πs F (s) =
s2 + 1 2
L{(t − 6)4 }
4!
Given f (t) = t4 ⇒ L{f (t)} = F (s) = , then
s5
4!e−6s

4 −6s −6s 4!
(t − 6) = f (t − 6) ⇒ L{f (t − 6)} = e F (s) = e =
s5 s5
Example 1.5.12 Define a rectangular pulse of a unit height and unit width as
(
1 0≤t<1
p(t) =
0 otherwise
Then
1 e−s 1 − e−s
L(p(t)) = L(u(t)) − L(u(t − 1)) = − = .
s s s
4
Example 1.5.13 Given L(2t2 ) = , then
s3
4e−2s 12e−2s

2 2
L{6(t − 2) } = 3L{2(t − 2) } = 3L{f (t − 2)} = 3 =
s3 s3

1.5.4 Shifting to the Left Rule

A function g(t) = f (t + c), c ≥ 0 denotes a function obtained from f (t) by shifting f (t) to the
left a limit of t scale. Here we lose that section of f (t) shifted to the left of the original t = 0
since g(t) must be zero for t < 0. Thus
g(t) = f (t + c)
Then
L(g(t)) = L(f (t + c))

Z ∞
= f (t + c)e−st dt
Z0 ∞
= f (u)e−s(u−c) du
c
Z ∞
= e sc
f (u)e−su du
c
Z ∞ Z c
sc −su −su
= e f (u)e du − f (u)e du
0 0
Z c
sc
L {f (t + c)} = e L(f (t)) − e sc
f (t)e−st dt (1.5.5)
0
Example 1.5.14 Consider a function
f (t) = sin t.
If shifted π units to the left, we lose the first half period of sin t and as a result we obtain −f (t).
Thus
sin(t + π) = − sin t
Laplace transform both sides
L(sin(t + π)) = −L(sin t)

Z ∞ π
−1
Z
−st −st
eπs sin te dt − e sin tdt = 2
0 s +1
Z0 π
1 −1
esπ 2 − e−st sin tdt = 2
s +1 0 s +1
OR for the last integral

π
1 + e−sπ
Z
−st
e sin tdt = 2
0 s +1

1.5.5 The Damping Effect Rule

If the parameter s in Z ∞
0
is replaced by (s + a + ib) or (s + a − ib) where a and b are arbitrary constants then we have
from Z ∞
F (s) = e−st f (t)dt
0
Z ∞
F (s + a + ib) = e−st e−at (cos bt − i sin bt)f (t)dt
0
Z ∞
F (s + a − ib) = e−st e−at (cos bt + i sin bt)f (t)dt
0
Adding and subtracting these two gives

−at 1
L(e f (t) cos bt) = F (s + a + ib) + F (s + a − ib) (1.5.6)
2

−at 1
L(e f (t) sin bt) = F (s + a − ib) − F (s + a + ib) (1.5.7)
2i
Observe that:
L(e−at f (t) cos bt) = Re F (s + a + ib)
L(e−at f (t) sin bt) = Im F (s + a − ib)
if b = 0 then (1.5.6) becomes
L(e−at f (t)) = F (s + a)
Here, the negative exponential ’damps’ the function f(t) hence the name damping rule. If a
= 0 equation (1.5.6) and (1.5.7) reduce to

1
L(f (t) cos bt) = F (s − ib) + F (s + ib) (1.5.8)
2

1
L(f (t) sin bt) = F (s − ib) − F (s + ib) (1.5.9)
2i
Example 1.5.15 Determine Laplace transform of t cos bt starting with t.

1 1 1 1
if L(t) = 2 ⇒ L(t cos bt) = +
s 2 (s − ib)2 (s + ib)2

1.5.6 Exponential Shifting Rule

If f is a function having a Laplace transform; then eat f (t) has a Laplace transform and
L(eat f (t)) = L(f )(s − a) = F (s − a) (1.5.10)

L(e−at f (t)) = L(f )(s + a) = F (s + a) (1.5.11)
Example 1.5.16
1 1
if L(t) = F (s) = 2
⇒ L(e2t t) = F (s − 2) =
s (s − 2)2
s (s − a)
if L(cos bt) = F (s) = ⇒ L(eat cos bt) = F (s − a) =
s2
+b 2 (s − a)2 + b2
b at b
if L(sin bt) = F (s) = 2 ⇒ L(e sin bt) = F (s − a) =
s + b2 (s − a)2 + b2
Example 1.5.17
3
L{e2t sin 3t} =
(s − 2)2 + 9
Example 1.5.18 If
2!
L{f (t)} =
s3
then
2!
L{e4t f (t)} =
(s − 4)3
Example 1.5.19 If
L{f (t)} = s + 2
then
L{e−6t f (t)} = s + 8

1.5.7 The Differentiation Rule

From the definition Z ∞
0
Differentiating both sides w.r.t. s, we get
d ∞ −st
Z
d
F (s) = e f (t)dt
ds ds 0
Z ∞
∂ −st
= e f (t)dt
0 ∂s
Z ∞
= − te−st f (t)dt
0
d
F (s) = −L(tf (t))
ds
d
L {tf (t)} = − F (s) (1.5.12)
ds
Example 1.5.20 Consider
b
L(sin bt) =
+ b2 s2
Then
d b 2bs
L(t sin bt) = − 2 2
= 2
ds s + b (s + b2 )2
Example 1.5.21 Consider 
1
 0≤t<1
p(t) =

0 otherwise

1 − e−s
L(p(t)) =
s
Then, 
t
 0≤t<1
r(t) = tp(t) =

0
otherwise

d 1 − e−s

L {r(t)} = L {tp(t)} = −
ds s
1 − (s + 1)e−s
=
s2
Example 1.5.22 Given
1
L {sin t} = ,
s2 +1
then

d 1
L {t sin t} = −
ds s2 + 1
2s
=
(s + 1)2
2
Example 1.5.23
s2 − 49

d s
L{t cos 7t} = − =
ds s2 + 7 2 (s2 + 49)2

1.5.8 Integration Rule

Consider the Laplace transform
Z ∞
0
Then
Z s Z s Z ∞
−st
F (σ)dσ = e f (t)dt
0
Z ∞ Z s
−σt
= f (t) e dσ dt
0
Z ∞
f (t) −st
= − e dt
0 t
Z ∞
f (t) −st
= − e dt
0 t

f (t)
= −L
t
Thus Z s
f (t)
L =− F (s)ds (1.5.13)
t
Example 1.5.24 Consider

1
L(sin t) = .
s2 + 1
Then 1
Z ∞ Z
sin t du s dν 1
L = 2
= = arctan
t s u +1 0 ν2 +1 s
Example 1.5.25 We know that
1
L(eat ) =
s−a
1 1
L(eat − 1) = −
s−a s
Thus
∞
eat − 1
Z
1 1
L = − − du.
ts u−a u
∞
= − ln n(u − a) − ln nu
s
∞
(u − a)
= − ln n
u s
(s − a)
= ln n(1) − ln n
s
(s − a)
= ln n
s
2 2 at
e − ebt

cos t sin t cos at − cos bt
Exercise 1.4 Find L ,L ,L ,L
t t t t

1.5.9 Laplace Transform of a Derivative

Let f 0 (t) on [0, ∞) exist such that f (0+ ) is finite. The Laplace transform of the derivative f 0 (t)
is given by
Z ∞ ∞ Z ∞ Z ∞
0 −st 0 −st −st
f (t)e−st dt
+
L(f (t)) = e f (t)dt = f (t)e + s f (t)e dt = −f (0 ) + s
0 0 0 0
L {f 0 (t)} = sL {f (t)} − f (0) (1.5.14)
Higher Powers Derivatives

With
L(f 0 (t)) = sL(f (t)) − f (0);
Let
g(t) = f 0 (t) then g 0 (t) = f 00 (t)
And
L(g 0 (t)) = L(f 00 (t)) = sL(g(t)) − g(0)
= sL(f 0 (t)) − g(0) = s[sL(f (t)) − f (0)] − g(0)
but from
g(t) = f 0 (t) g(0) = f 0 (0)
Then
L(g 0 (t)) = s2 L(f (t)) − sf (0) − f 0 (0)
L {f 00 (t)} = s2 L {f (t)} − sf (0) − f 0 (0) (1.5.15)
Proof by integration by parts to find f 000 (t);
to have
L {f 000 (t)} = s3 L(f (t)) − s2 f (0+ ) − sf 0 (0+ ) − f 00 (0+ )
And generally,
L f (n) (t) sn L {f (t)} − sn−1 f (0) − sn−2 f 0 (0) − · · · − f n−1 (0)

= (1.5.16)
1.5.10 Laplace Transform of an Integral

Let
Z t
g(t) = f (u)du
0
Then
g 0 (t) = f (t)
Taking transforms on both sides,
Lg 0 (t) = Lf (t)
sL {g(t)} − g(0) = Lf (t)
If g(0) = 0
Z t
1
L {g(t)} = L f (u)du = L(f (t)) (1.5.17)
0 s

1.5.11 Laplace Transform of a Convolution

Definition 1.5.1 The convolution f ∗ g of two functions f and g is defined by
Z t
(f ∗ g)(t) = f (u)g(t − u) du. (1.5.18)
0
In other words, for two given functions f (t) and g(t) the convolution of the two functions,
denoted by f (t) ∗ g(t) is given by
Z t
f (t) ∗ g(t) = f (u)g(t − u)du
0
Exercise 1.5 It can be shown that f ∗ g = g ∗ f ; that is,

Z t Z t
f (t − u)g(u) du = f (u)g(t − u) du.
0 0
Therefore Equation (1.5.18) can be rewritten as

Z t
(f ∗ g)(t) = f (t − u)g(u) du. (1.5.19)
0
From Exercise 1.5, it can be easily shown that

1). f (t) ∗ g(t) = g(t) ∗ f (t)
2). f (t) ∗ (g(t) ∗ h(t)) = (f (t) ∗ g(t)) ∗ h(t)
3). f (t) ∗ (g(t) + h(t)) = f (t) ∗ g(t) + f (t) ∗ h(t)
Theorem 1.5.1 [The Convolution Theorem] If L(f ) = F and L(g) = G, then
L(f ∗ g) = F (s)G(s). (1.5.20)
Proof:
Z ∞
Z0 ∞ Z t
−st
L(f (t) ∗ g(t)) = e f (t − u)g(u)dudt
Z0 ∞ 0Z ∞
= g(u) cf (t − u)dt du
0 u
Z ∞ Z ∞
= g(u) e f (σ)dσ e−us du
−sσ
Z0 ∞ 0
= F (s)g(u)e−us du
0
Z ∞
= F (s) g(u)e−us du
0
= F (s)G(s)
Thus
L {f (t) ∗ g(t)} = F (s)G(s)

Example 1.5.26 For a unit step function

(
1 t>0 1
g(t) = u(t) = ⇒ G(s) =
0 t<0 s
to have
1
L {u(t) ∗ f (t)} = G(s)F (s) = F (s).
s
Example 1.5.27
1 1 1
L {u(t) ∗ u(t)} = G(s)G(s) = · = 2
s s s
Alternatively, using the convolution of u(t) and itself,
1
L {u(t) ∗ u(t)} = L {t} =
s2
Example 1.5.28
1 1 1 1
L {u(t) ∗ u(t) ∗ u(t)} = G(s)G(s)G(s) = · · = 3
s s s s
Alternatively,
2
t 1 1 2! 1
L {u(t) ∗ u(t) ∗ u(t)} = L = L t2 = 3
= 3
2! 2! 2! s s
Example 1.5.29 Find the convolution of f (t) ∗ g(t) where f (t) = u(t)e−bt and g(t) = e−at
Z t Z t Z t
−bz −a(t−z)
(f ∗ g)(t) = f (z)g(t − z)dz = u(z)e e dz = u(z) e−bz e−at eaz dz
0 0 0
−at
Example 1.5.30 Let f (t) = e and g(t) = 1 be continuous functions, find g(t) ∗ f (t), the
convolution of f and g.
Using Z t
[g(t) ∗ f (t)] = g(u)f (t − u)du
0
t t t t
eau (eat − 1)
Z Z Z
−at −a(t−u) −at au −at −at
(1 ∗ e )= 1.e du = e e du = e au
e du = e = e−at
0 0 0 a 0 a
−at
1−e
=
a
Example 1.5.31 Consider f (t) = e−at and g(t) = cos t
Z t Z t Z t
−a(t−u) −at
(g(t) ∗ f (t)) = g(u)f (t − u)du = e cos udu = e eau cos udu
0 0 0
1
a cos t + sin t − ae−at

= 2
a +1
Thus

−at 1 −at

L(e ∗ cos t) = L a cos t + sin t − ae
a2 + 1

1 as 1 a
= + −
a2 + 1 s 2 + 1 s 2 + 1 s + a
s
=
(s + a)(s2 + 1)
= L(f (t)) · L(g(t))

1.6. LAPLACE TRANSFORM EXAMPLES
1.6 Laplace Transform Examples

Example 1.6.1 By linearity property, compute
L 4t2 − 3 cos 2t + 5e−t = 4L t2 − 3L {cos 2t} + 5L e−t

2! s 1
= 4 3 −3 2 +5
s s +4 s+1
8 3s 5
= 3− 2 +
s s +4 s+1
Example 1.6.2 Since
s
L {cos 2t} =
s2 +4
by shifting property,
s+1 s+1
L e−t cos 2t =

2
= 2
(s + 1) + 4 s + 2s + 5
Example 1.6.3 Since

1
L {sin t} =
s2 +1
by change of scale property,
1 1 3
L {sin 3t} = · 2
= 2
3 (s/3) + 1 s +9
Example 1.6.4 For
s
f (t) = cos 3t, ⇒ L {f (t)} =
s2 +9
by Laplace of derivatives,

0 s −9
L {f (t)} = L {−3 sin 3t} = s 2
−1=
s +9 s2+9
The method is useful in finding Laplace transforms without integration.
Example 1.6.5 Multiplying by tn in general
dn
L {tn f (t)} = (−1)n F (s) (1.6.1)
dsn

2t
d d 1 1
L te = − F (s) = − =
ds ds s−2 (s − 2)2
d2 d2

2 2t
1 2
L te = F (s) = =
ds2 ds2 s−2 (s − 2)3
Example 1.6.6 Since
1 sin t
L {sin t} = and lim =1
s2 + 1 t→0 t
by division by t property, we have

Z ∞
sin t du −1 1
L = = tan
t s u2 + 1 s

Example 1.6.7 Compute the Laplace transform for a given function f (t) defined by

5 , 0 < t < 3,
f (t) =
0 , t>3
Z ∞ Z 3 Z ∞ Z 3
−st −st −st 5(1 − e−3s )
L {f (t)} = f (t)e dt = 5e dt + (0)e dt = 5 e−st dt =
0 0 3 0 s
Example 1.6.8
4 36 12 2s
L 4e5t + 6t3 − 3 sin 4t + 2 cos 2t =

+ 4 − 2 + 2
s−5 s s + 16 s + 4
where s > 5
Example 1.6.9 Use the exponential shift properties in Equations (1.5.10) and (1.5.11) to
have
s−4 s−4
L e4t cosh 5t =

=
(s − 4)2 − 25 s2 − 8s − 9
Example 1.6.10 Since

s 6 3s − 30
L {3 cos 6t − 5 sin 6t} = 3 2
−5 2
=
s + 36 s + 36 s2 + 36
by exponential shift property, we have
3(s + 2) − 30 3s + −24
L e−2t (3 cos 6t − 5 sin 6t) =

2
= 2
(s + 2) + 36 s + 4s + 40
Example 1.6.11 Since
s
L {cos t} = 2
s +1
by shift to right property, we have
2πs
se− 3

2π
L cos t − = 2
3 s +1
√
Example 1.6.12 Find L sin t
√ √ √
√ √ ( t)3 ( t)5 ( t)7
sin t = t− + − + ···
3! 5! 7!
3 5 7
√ 1 t2 t2 t2
sin t = t 2 − + − + ···
3! 5! 7!
n √o Γ(3/2) Γ(5/2) Γ(7/2) Γ(9/2)
L sin t = 3/2
− 5/2
+ 7/2
− 9/2
+ ···
s
√ 3!s 5!s 7!s
(1/22 s)2 (1/22 s)3

π 1
= 1− 2 + −
2s3/2 2s 2! 3!
√
π − 12 s
= 3/2
e 2
2s
√
π −1s
= 3/2
e 4
2s
Example 1.6.13 Suppose f (t) = e−at , then
Z ∞ Z ∞ −(s+a)t ∞
−at −st −at −(s+a)t e 1
L{e } = e e dt = e dt = = .
0 0 −(s + a) t=0 s + a
The limit only exists if s + a > 0. So L{e−at } is only defined for s + a > 0.

1.7. A BRIEF TABLE OF LAPLACE TRANSFORMS
1.7 A Brief Table of Laplace Transforms
f (t) F (s) f (t) F (s)
1
(1) 1 (s > 0) (17) eat f (t) F (s − a)
s
n!
(2) tn (s > 0) (18) tk f (t) (−1)k F (k) (s)
sn+1
(n = integer > 0) 1 s
(19) f (ωt) F , ω>0
ω ω
Γ(p + 1)
(3) tp , p > −1 (s > 0) e−as
s(p+1) (20) u(t − a)
s
1
(4) eat (s > a)
s−a (21) δ(t − a) e−as
n!
(5) tn eat (s > 0)
(s − a)n+1 (22) f 0 (t) sF (s) − f (0)
(n = integer > 0)
(23) f n (t) sn F (s) − s(n−1) f (0)−
s 0
(6) cos ωt (s > 0) s(n−2) f (0) · · · − f (n−1) (0)
s2 + ω2
ω
(7) sin ωt (s > 0)
s2 + ω 2
(24) u(t − a)f (t − a) e−as F (s)
s−λ
(8) eλt cos ωt (s > λ)
(s − λ)2 + ω 2 Z t
(25) f (u)g(t − u) du F (s) · G(s)
λt ω o
(9) e sin ωt (s > λ)
(s − λ)2 + ω 2
s
(10) cosh bt (s > |b|)
s2 − b2
b
(11) sinh bt (s > |b|)
s2 − b2
s2 − ω 2
(12) t cos ωt (s > 0)
(s2 + ω 2 )2
2ωs
(13) t sin ωt (s > 0)
(s2 + ω 2 )2
2ω 3
(14) sin ωt − ωt cos ωt (s > 0)
(s2 + ω 2 )2
ω3
(15) ωt − sin ωt (s > 0)
s2 (s2 + ω 2 )2
1 ω
(16) sin ωt arctan (s > 0)
t s

Remark 1.7.1 Recall (Ensure you can derive) the Laplace transforms:
1.) Laplace for powers in t, and constants.
n!
L(tn ) = , s>0
sn+1
2.) Laplace for exponential

1
L(ebt ) = ; s>b
s−b
3.) Laplace for Product of Powers in t and Exponential Function tn ebt
n!
L tn ebt =

, s > b
(s − b)n+1
4.) Laplace for Trigonometrical functions

s
L {cos bt} =
+ b2 s2
b
L {sin bt} = 2
s + b2
5.) Laplace for Trigonometrical functions with Exponential
(s − a)
L(eat cos bt) = ; s>a
(s − a)2 + b2
b
L(eat sin bt) = ; s>a
(s − a)2 + b2
6.) Laplace for Hyperbolic Functions

s
cosh bt = , s > b (≥ 0)
s2
− b2
b
sinh bt = 2 , s > b (≥ 0)
s − b2
7.) Laplace for and by Unit-step functions
e−as
L {u(t − a)} = , a > 0, s > 0
s
and
L {u(t − a)g(t)} = e−sa L {g(t + a)} .
8.) Laplace for fraction powers of t using a Gamma function
Γ(α + 1)
L(tα ) =
sα+1

1.7. A BRIEF TABLE OF LAPLACE TRANSFORMS
9.) Properties of Laplace

(a) Linearity of L Rule
L {af (t) + bg(t)} = aL {f (t)} + bL {g(t)}
(b) Change of Scale Rule.
1 s
L {f (at)} = F , a>0
a a
(c) Shifting to the Right Rule
L {f (t − c)} = e−sc L {f (t)}
(d) Shifting to the Left Rule
Z c
sc
L {f (t + c)} = e L(f (t)) − e sc
f (t)e−st dt
0
(e) The Damping Effect Rule

−at 1
L(e f (t) cos bt) = F (s + a + ib) + F (s + a − ib)
2

−at 1
L(e f (t) sin bt) = F (s + a − ib) − F (s + a + ib)
2i
(f) Exponential Shifting Rule
L(eat f (t)) = L(f )(s − a) = F (s − a)
L(e−at f (t)) = L(f )(s + a) = F (s + a)
(g) The Differentiation Rule
d
L {tf (t)} = − F (s)
ds
(h) Integration Rule Z s
f (t)
L =− F (s)ds
t
(i) Laplace Transform of a Derivative.
L f (n) (t) = sn L {f (t)} − sn−1 f (0) − sn−2 f 0 (0) − · · · − f n−1 (0)

That is,
L {f 0 (t)} = sL {f (t)} − f (0)
and
L {f 00 (t)} = s2 L {f (t)} − sf (0) − f 0 (0)
Z t
(j) Laplace Transform of an Integral. For g(t) = f (u)du, and if g(0) = 0, then
0
Z t
1
L {g(t)} = L f (u)du = L(f (t))
0 s
(k) Laplace Transform of a Convolution. For a convolution of two functions f (t) and g(t)
defined by
Z t Z t
f (t) ∗ g(t) = f (u)g(t − u)du = f (t − u)g(u) du.
0 0
L(f ∗ g) = F (s)G(s).

1.8 Applications of Laplace Transforms

1.8.1 Inverse Laplace Transforms
Definition 1.8.1 Given a Laplace transform
Z ∞
0
then !
Z ∞
f (t) = L−1 e−st f (t)dt
0
is the inverse Laplace transform, defined in the range given.

Remark 1.8.1 We use elementary properties and results of Laplace transforms to generate
the Laplace inverse.
Example 1.8.1 !
1 1
L(1) = ⇒ L−1 = f (t) = 1.
s s
Example 1.8.2 !
1 1
L(t) = 2 ⇒ L−1 = f (t) = t.
s s2
Example 1.8.3 !
1 1
L(e3t ) = ⇒ L−1 = f (t) = e3t .
s−3 s−3
Example 1.8.4
1 1
F (s) = = L−1 = f (t) = te3t .
(s − 3)2 (s − 3)2
Example 1.8.5

2 2 2
F (s) = 2 = L−1 2
= f (t) = sin 3t.
(s + 9) s +9 3
Example 1.8.6
√

4s 4s
F (s) = 2 = L−1 = f (t) = 4 cos( 7)t.
(s + 7) s2 + 7
Exercise 1.6
√ √ ! √ √ √ !
2s + 4 2 −t 2 2 2t 11 2 2t
L−1 2
=e3 cos + sin .
9s + 6s + 9 9 3 18 3
By completing squares and partial fractions.

Example 1.8.7 Find the inverse Laplace of the following
s2 + 3s + 4

1 3 4 1 1! 2!
F (s) = = + + = + 3 + 2
s3 s s2 s3 s s2 s3
⇒ f (t) = 1 + 3t + 2t2

1.8. APPLICATIONS OF LAPLACE TRANSFORMS
3s + 2
Example 1.8.8 Find the inverse Laplace transform of
s2 + 5
3s + 2
F (s) =
s2 + 5
3s 2
= 2 + 2
s +5 s +5
" √ #
s 2 5
= 3 √ +√ √
s2 + ( 5)2 5 s2 + ( 5)2
√ 2 √
⇒ f (t) = 3 cos 5 t + √ sin 5 t
5
Inverse Laplace Transforms for Quadratic Rational Functions

For a quadratic
Ds + E
As2 + Bs + C
We simplify the denominator with
1.) B 2 − 4AC < 0, by completing squares.
2.) B 2 − 4AC = 0, by perfect squares and clear.
3.) B 2 − 4AC > 0, then two factors. Write
Ds + E D As + E
A
=
As2 + Bs + C (s + α)(s + β)
usual Partial Fractions. In which all three types can be considered.
Example 1.8.9 Compute the Laplace inverse for

s+3
F (s) = .
4s2 + 4s + 1
s (s+ 12 ) (3− 1 )
s+3 4
+ 34 s
4
+ 43 4
+ 42
= 1 = =
4s2 + 4s + 1 s2 + s + 4
(s + 12 )2 (s + 12 )2
(s+ 21 )
+ 58
4 1 (s + 12 ) 5 1
= 2 = 1 +
s + 21 4 (s + 2 )2 8 s+ 1 2

2
1 1 5 1
= +
4 s + 12 8 s+ 1 2

2
1 −t 5 −t
⇒ L−1 = e 2 + te 2
4 8
Example 1.8.10 Find the inverse Laplace transform of

8 + 3s A + Bs C + Ds 1 8 + 3s 8 + 3s
F (s) = 2 2
= 2 + 2 = − 2 . (1.8.1)
(s + 1)(s + 4) s +1 s +4 3 s2 + 1 s +4
Therefore
8 4
L−1 (F ) = sin t + cos t − sin 2t − cos 2t.
3 3

Example 1.8.11 Determine the function whose Laplace transformation is given by

s2 + 2s − 4
2s3 + 4s2 + 3s
s2 + 2s − 4 s2 + 2s − 4 A Bs + C
= = +
2s3 + 4s2 + 3s s(2s2 + 4s + 3) s 2s2 + 4s + 3
A(2s2 + 4s + 3) + (Bs + C)s ≡ s2 + 2s − 4
4
s = 0, 3A = −4 ⇒ A = −
3
11
2A + B = 1 ⇒ B =
3
22
4A + C = 2 ⇒ C =
3
Then
11
s2 + 2s − 4 −4 1 6
(s + 2)
= . +
2s3 + 4s2 + 3s 3 s (2s2 + 4s + 3)
√ √1
−4 1 11 s+1 11 2 2
= · + 2 + 2
3 s 6 6
(s + 1)2 + √12 (s + 1)2 + √12
√
−4 11 −t t 11 2 −t t
⇒ f (t) = + e cos √ + e sin √
3 6 2 6 2
Example 1.8.12
s2
(s + 1)2 (s − 1)3
−1 1 1 1 1 1 1 1 1
= 2
+ + 3
+ 2
− .
8 (s + 1) 16 s + 1 4 (s − 1) 4(s − 1) 16 s − 1
Example 1.8.13
2s4 − 4s + 90
2s(s2 + 2s + 5)(s2 + 4s + 9)
√
1 s+1 2 s+2 1 5
= − −2 + √ 2−√ √ .
2
s (s + 1) + 2 2 2
(s + 1) + 2 2
(s + 2)2 + 5 5 (s + 2)2 + 52
Example 1.8.14
4s + 3
F (s) = ,
2s2 + 4
√ 3 √
f (t) = L−1 (F (s)) = 2 cos 2t + √ sin 2t
2 2
Example 1.8.15
1 1
F (s) = =
s2 + 2s + 10 (s + 1)2 + 32
1 3
=
3 (s + 1)2 + 32
Then
1 −1 3 1
f (t) = L 2 2
= e−t sin 3t
3 (s + 1) + 3 3

Example 1.8.16
7s + 4 7 4s + 1 7 4s + 1
F (s) = 2 = 2 9 = 2
4s + 4s + 9 s +s+ 4 s + 12 + 2
7 4s + 1
= 2 √
s + 12 + ( 2)2
7 1
7 1
4
s + 2
− 4 2 +1
= 2 √
s + 12 + ( 2)2

7
√
s + 12

4 ( 2)
F (s) = 2 √ + √ 2 √
s + 12 + ( 2)2 8( 2) s + 12 + ( 2)2
7 −t √ 1 −t
√
⇒ f (t) = e 2 cos 2 t + √ e 2 sin 2 t
4 8( 2)
Example 1.8.17 Given the Laplace transformation
3s + 2 3(s − 1) + 3 + 2 3(s − 1) 5 3 5
F (s) = 5
= 5
= 5
+ 5
= 4
+
(s − 1) (s − 1) (s − 1) (s − 1) (s − 1) (s − 1)5
Then the Laplace inverse is given by

−1 3 5 1 1
f (t) = L 4
+ 5
= 3L−1 4
+ 5L−1
(s − 1) (s − 1) (s − 1) (s − 1)5
3 3 t 5 4 t
= te + te
3! 4!
Example 1.8.18 Compute the inverse Laplace transform of the function
s
F (s) = 2
(s + s − 2)
We use partial fraction decomposition to decompose s/(s2 + 2 − 2) as a sum of fractions with
easy to find inverse Laplace transforms. To this end we factorize the denominator and set
coefficients to be determined:
s a b
2
= +
s +s−2 s+2 s−1
From this it follows that b = 2/3 and a = 1/3. Then, all it remains to do is determine the
inverse Laplace transforms of 1/(s + 2) and of 1/(s − 1). From the last lecture, we know that
the inverse Laplace transform of the first is e−2t and of the second et . So, we may deduce that:

−1 s 1 2
L 2
= e−2t + et
(s + s − 2) 3 3
Exercise 1.7 Find

−1 s+1
1.) L e−t cos 3t
s2 + 2s + 10

−1 3 3 −5t 2
2.) L e 2t
(2s + 5)3 16
2
−1 6s − 13s + 2 1 14
3.) L + et + e6t
s(s − 1)(s − 6) 3 3
2
−1 5s + 34s + 53
4.) L −e−3t + 2te−3t + 6e−t
(s + 3)2 (s + 1)

Exercise 1.8 Compute the following inverse Laplace transforms.

2s2 − 1 e−πs 3s
1.) L−1 4.) L−1 7.) L−1
s3 + s2 − 6s s2 + 2s + 5 s2 + 4s + 6
(1 − e−s )2 9 − s2 s2 + 2s
2.) L−1 5.) L −1 8.) L−1
s3 (s2 + 9)2 s2 + 4
1
3.) L−1 2 6.) L−1 7
s − 8s + 17
1
Example 1.8.19 Take F (s) = . Find the inverse Laplace transform. We look at the
s+1
table and we find

−1 1
L = e−t
s+1
As the Laplace transform is linear, the inverse Laplace transform is also linear. That is,
L−1 {AF (s) + BG(s)} = AL−1 {F (s)} + BL−1 {G(s)}.
Of course, we also have L−1 {AF (s)} = AL−1 {F (s)}. Let us demonstrate how linearity can be
used.
Example 1.8.20 Take
s2 + s + 1
F (s) = .
s3 + s
Find the inverse Laplace transform.
First we use the method of partial fractions to write F in a form where we can use Laplace
table
We factor the denominator as s(s2 + 1) and write

s2 + s + 1 A Bs + C
3
= + 2 .
s +s s s +1
Putting the right hand side over a common denominator and equating the numerators we get
A(s2 + 1) + s(Bs + C) = s2 + s + 1. Expanding and equating coefficients we obtain A + B = 1,
C = 1, A = 1, and thus B = 0. In other words,
s2 + s + 1 1 1
F (s) = = + .
s3 + s s s2 + 1
By linearity of the inverse Laplace transform we get
2
−1 s +s+1 −1 1 −1 1
L =L +L = 1 + sin t.
s3 + s s s2 + 1
Another useful property is the so-called shifting property or the first shifting property
L{e−at f (t)} = F (s + a),
where F (s) is the Laplace transform of f (t).
Exercise 1.9 Show that
7s2 + 23s + 30

−1
L = 8e2t − e−t cos 2t + 3e−t sin 2t
(s − 2) (s2 + 2s + 5)

Example 1.8.21 Find

−1 1
L 2
.
s + 4s + 8
First we complete the square to make the denominator (s + 2)2 + 4. Next we find

−1 1 1
L 2
= sin(2t).
s +4 2
Putting it all together with the shifting property we find

−1 1 −1 1 1
L 2
=L 2 = e−2t sin(2t).
s + 4s + 8 (s + 2) + 4 2
Remark 1.8.2 In general, we will want to be able to apply the Laplace transform to rational
functions, that is functions of the form
F (s)
G(s)
where F (s) and G(s) are polynomials. Since normally (for functions that we are considering)
the Laplace transform goes to zero as s → ∞, it is not hard to see that the degree of F (s)
will be smaller than that of G(s). Such rational functions are called proper rational functions
and we will always be able to apply the method of partial fractions. Of course this means we
will need to be able to factor the denominator into linear and quadratic terms, which involves
finding the roots of the denominator.
Exercise 1.10 Find the Laplace transform of 3 + t5 + sin(πt).
Exercise 1.11 Find the Laplace transform of a + bt + ct2 for some constants a, b, and c.
Exercise 1.12 Find the Laplace transform of A cos(ωt) + B sin(ωt).
Exercise 1.13 Find the Laplace transform of cos2 (ωt).
Exercise 1.14 Find the inverse Laplace transforms below

−1 4 −1 2s −1 1
1.) L 2.) L 3.) L
s2 − 9 s2 − 1 (s − 1)2 (s + 1)

 t if t ≥ 1,
Exercise 1.15 Find the Laplace transform of f (t) =
0 if t < 1.

Example 1.8.22 Compute

−1 s+2
L ln
s−5
We note that
d s+2 1 1
ln = −
ds s−5 s+2 s−5
Thus

−1 s+2 −1 d s+2 −1 1 −1 1
−tL ln = L ln =L −L = e−2t − e5t
s−5 ds s−5 s+2 s−5
Dividing by −t we reach
−1 s+2 1 5t
e − e−2t

L ln =
s−5 t

s
Exercise 1.16 Find the inverse Laplace transform of .
(s2 + s + 2)(s + 4)
Exercise 1.17 Find the Laplace transform of

1.) sin ω(t − a) 2.) t sin(ωt)
Example 1.8.23 Find the Laplace transform of 4(t + 1)2 .

8 8 4
F (s) = 3
+ 2+
s s s
8
Example 1.8.24 Find the inverse Laplace transform of .
s3 (s + 2)
f (t) = 2t2 − 2t + 1 − e−2t
Example 1.8.25 Find the Laplace transform of te−t (Hint: integrate by parts).
1
F (s) =
(s + 1)2
Example 1.8.26 Find the Laplace transform of sin(t)e−t (Hint: integrate by parts).
1
F (s) =
s2 + 2s + 2
1 1
Exercise 1.18 Compute L cos2 t using the trigonometric identity cos2 t = + cos(2t).

2 2

1 1 1 1
L cos2 t = L

+L cos(2t) = L + L (cos(2t))
2 2 2 2
1
2 1 s
= +
s 2 s2 + 2 2
1 s
= + 2
2s 2 (s + 4)
Exercise 1.19 Use the known Laplace transforms

ω s−λ
L(eλt sin ωt) = and L(eλt cos ωt) =
(s − λ)2 + ω 2 (s − λ)2 + ω 2
and the result of (18) in Laplace Table on page (p. 27) to find L(teλt cos ωt) and L(teλt sin ωt).
Exercise 1.20 Use the table of Laplace transforms to find the inverse Laplace transform.
3 2 12s − 24
1.) 4.) 7.)
(s − 7)4 s2 +9 (s2 − 4s + 85)2
2s − 4 s2 − 1 2
2.) 2 5.) 2 8.)
s − 4s + 13 (s + 1)2 (s − 3)2 − 9
1 1 s2 − 4s + 3
3.) 2 6.) 9.)
s + 4s + 20 (s − 2)2 − 4 (s2 − 4s + 5)2

Exercise 1.21 Use the linearity property and the table of Laplace transforms to find the
inverse Laplace transform.
2s + 3 s 1 s
1.) 5.) 9.) − 2
(s − 7)4 s2 + 2s + 1 s s +1
s2 − 1 s+1 3s + 4
2.) 6.) 10.)
(s − 2)6 s2 − 9 s2 − 1
s+5 s3 + 2s2 − s − 3 3 4s + 1
3.) 2 7.) 11.) + 2
s + 6s + 18 (s + 1)4 s−1 s +9
2s + 1 2s + 3 3 2s + 6
4.) 8.) 12.) −
s2 + 9 (s − 1)2 + 4 (s + 2)2 s2 + 4
Exercise 1.22 Find the inverse Laplace transform.

2 + 3s 3s + 2 2s2 + s + 3
1.) 3.) 5.)
(s2 + 1)(s + 2)(s + 1) (s − 2)(s2 + 2s + 5) (s − 1)2 (s + 2)2
3s2 + 2s + 1 3s2 + 2s + 1 3s + 2
2.) 4.) 6.)
(s2 + 1)(s2 + 2s + 2) (s − 1)2 (s + 2)(s + 3) (s2 + 1)(s − 1)2
Exercise 1.23 Use the method of Example 1.8.10 to find the inverse Laplace transform.
3s + 2 5s + 3 17s − 34
1.) 3.) 5.)
(s2 + 4)(s2 + 9) (s2 + 1)(s2 + 4) (s2 + 16)(16s2 + 1)
−4s + 1 −s + 1 2s − 1
2.) 4.) 6.)
(s2 + 1)(s2 + 16) (4s2 + 1)(s2 + 1) (4s2 + 1)(9s2 + 1)

17s − 15 s+9 3s − 1
1.) 3.) 2 5.) 2
(s2 2
− 2s + 5)(s + 2s + 10) 2
(s + 4s + 5)(s − 4s + 13) (s − 2s + 2)(s2 + 2s + 5)
8s + 56 3s − 2 20s + 40
2.) 4.) 6.)
(s2 − 6s + 13)(s2 + 2s + 5) (s2 − 4s + 5)(s2 − 6s + 13) (4s2 − 4s + 5)(4s2 + 4s + 5)

1 3s + 2 s+2
1.) 3.) 5.)
s(s2 + 1) (s − 2)(s2 + 2s + 10) (s − 3)(s2 + 2s + 5)
1 34 − 17s 2s − 2
2.) 4.) 6.)
(s − 1)(s2 − 2s + 17) (2s − 1)(s2 − 2s + 5) (s − 2)(s2 + 2s + 10)

2s + 1 2s − 1 2s − 3
1.) 3.) 5.)
(s2 + 1)(s − 1)(s − 3) (s2 − 2s + 2)(s + 1)(s − 2) s(s − 2)(s2 − 2s + 5)
s+2 s−6 5s − 15
2.) 4.) 6.)
(s2 + 2s + 2)(s2 − 1) (s2 − 1)(s2 + 4) (s2 − 4s + 13)(s − 2)(s − 1)
Exercise 1.27 Given that f (t) ↔ F (s), find the inverse Laplace transform of F (as − b), where
a > 0.

1.8.2 Solving Ordinary Differential Equations

By taking Laplace transforms on both sides, and solve for the solution y(x) or y(t) or f (t) by
taking the inverse Laplace transforms.
Recall the results as listed in Table 1.1 below.

f (t) L{f (t)} = F (s)
g 0 (t) sG(s) − g(0)
g 00 (t) s2 G(s) − sg(0) − g 0 (0)
g 000 (t) s3 G(s) − s2 g(0) − sg 0 (0) − g 00 (0)
Table 1.1: Laplace transforms of derivatives (G(s) = L{g(t)} as usual).
Example 1.8.27 Solve the ordinary differential equation

y 00 − 5y 0 + 4y = e2t ; y(0) = 1, y 0 (0) = 0.
Taking Laplace transforms on both sides,
L {y 00 } − L {5y 0 } + L {4y} = L e2t

1
s L {y} − sy(0) − y 0 (0) − 5 [sL {y} − y(0)] + 4L {y} =
2
s−2
1
s Y (s) − sy(0) − y 0 (0) − 5 [sY (s) − y(0)] + 4Y (s) =
2
s−2
2 1
s − 5s + 4)Y (s + (5 − s) =
s−2
2 s2 − 7s + 11
s − 5s + 4 Y (s) =
s−2
The Laplace transform is
s2 − 7s + 11
Y (s) =
(s − 2)(s − 1)(s − 4)
A B C
= + + into partial fractions
(s − 2) (s − 1) (s − 4)
−1 5 −1
2 3 6
= + +
(s − 2) (s − 1) (s − 4)
Inverting (getting inverse Laplace)
−1 2t 5 t −1 4t
e + e +
y(t) = e
2 3 6
Example 1.8.28 Solve the ordinary differential equation (ode) below.
y 00 − 4y 0 + 4y = t2 ; y(0) = 0, y 0 (0) = 1.
Taking Laplace transform on both sides,
2
s Y (s) − sy(0) − y 0 (0) − 4 [sY (s) − y(0)] + 4Y (s) =
2
s3
s3 + 2
(s2 − 4s + 4)Y (s) =
s3
s3 + 2
Y (s) = 3
s (s − 2)2

Example 1.8.29 Solve the ode using Laplace transform method
y 00 + 4y 0 + 6y = 1 + e−t , y(0) = 0, y 0 (0) = 0
Taking Laplace transform on both sides
y 00 + 4y 0 + 6y = 1 + e−t
L (y 00 ) + L (4y 0 ) + L (6y) L 1 + e−t

=
s L(y) − sy(0) − y 0 (0) + 4 [sL(y) − y(0)] + 6L(y) L(1) + L e−t
2
=
s Y (s) − sy(0) − y 0 (0) + 4 [sY (s) − y(0)] + 6Y (s) L(1) + L e−t
2
=
L(1) + L e−t
2
s Y (s) − s(0) − (0) + 4 [sY (s) − (0)] + 6Y (s) =
2 1 1
s Y (s) + 4 [sY (s)] + 6Y (s) = +
s s+1
1 1
s2 + 4s + 6 Y (s) =

+
s s+1
2s + 1
s2 + 4s + 6 Y (s) =

s(s + 1)
2s + 1
Y (s) =
s(s + 1) (s2 + 4s + 6)
Transforming into partial fractions
2s + 1 A B Cs + D
= + +
s(s + 1) (s2 + 4s + 6) s (s + 1) (s2 + 4s + 6)
Such that
1 1 3 10
A= , B= , C=− , D=−
6 3 6 6
To have
2s + 1 1 1 −3s − 10
Y (s) = 2
= + +
s(s + 1) (s + 4s + 6) 6s 3(s + 1) 6 (s2 + 4s + 6)
1 1 −3s − 10
= + +
6s 3(s + 1) 6 (s + 2)2 + 2

1 1 −3s − 6 − 4
= + +
6s 3(s + 1) 6 (s + 2)2 + 2

1 1 −3(s + 2) − 4
= + +
6s 3(s + 1) 6 (s + 2)2 + 2

1 1 −3(s + 2) −4
= + + 2 +
6 (s + 2)2 + 2

6s 3(s + 1) 6 (s + 2) + 2
1 1 1 (s + 2) 4 1
= + − 2 −
6 (s + 2)2 + 2

6s 3(s + 1) 2 (s + 2) + 2
√
1 1 1 (s + 2) 4 2
= + − h √ 2
i− √ h √ 2 i
6s 3(s + 1) 2 (s + 2)2 + 2

6 2 (s + 2)2 + 2
Whose Laplace inverse f (t) = y(t), the solution to the ode is given by
1 1 −t 1 −2t √ 2 √
y(t) = + e − e cos 2t − √ e−2t sin 2t
6 3 2 3 2

Example 1.8.30 Solve an ordinary differential equation below

y 0 (t) + 2y(t) = sin t , y(0) = 0
L(y 0 (t)) + 2L(y(t)) = L(sin t)

1
sL(y(t)) − y(0) + 2L(y(t)) = 2
s +1
1
(s + 2)L(y(t)) = 2
s +1
1
L(y(t)) =
(s + 2)(s2 + 1)
A Bs + c
L(y(t)) = + 2
s+2 s +1
The partial fraction coefficients are A = 15 , B = − 15 , C = 2
5
1
− 15 s + 25
5
L(y(t)) = Y (s) = +
s+2 s2 + 1
1
5
−1s 2
Y (s) = + 2 5 + 25
s+2 s +1 s +1
1 −2t 1 2
⇒ y(t) = e − cos t + sin t
5 5 5
Example 1.8.31 Take the equation
x00 (t) + x(t) = cos(2t), x(0) = 0, x0 (0) = 1.
We take the Laplace transform of both sides. By X(s) we will, as usual, denote the Laplace
transform of x(t).
L{x00 (t) + x(t)} = L{cos(2t)},
s
s2 X(s) − sx(0) − x0 (0) + X(s) = 2 .
s +4
We can plug in the initial conditions now (this will make computations more streamlined) to
obtain
s
s2 X(s) − 1 + X(s) = 2 .
s +4
We now solve for X(s),
s 1
X(s) = + 2 .
(s2 2
+ 1)(s + 4) s + 1
We use partial fractions (exercise) to write
1 s 1 s 1
X(s) = 2
− 2
+ 2 .
3 s +1 3 s +4 s +1
Now take the inverse Laplace transform to obtain
1 1
x(t) = cos(t) − cos(2t) + sin(t).
3 3
Note 1.8.1 It should be noted that since not every function has a Laplace transform, not every
equation can be solved in this manner. Also if the equation is not a linear constant coefficient
ODE, then by applying the Laplace transform we may not obtain an algebraic equation.

Exercise 1.28 Use the Laplace transform to solve the initial value problems
1.) y 00 − 2y 0 + 5y = 0, y(0) = 2, y 0 (0) = 4 y = 2et cos 2t + et sin 2t
2.) w00 + w = t2 + 2, w(0) = 1, w0 (0) = −1 w = t2 + cos t − sin t
Exercise 1.29 Use the Laplace transform to solve the initial value problem
π
0 π

00 0
y − y − 2y = −8 cos t − 2 sin t, y = 1, y =0
2 2
Solution:
3 π 7 11
y = e2t−π − e 2 −t + sin t + cos t
5 5 5
Exercise 1.30
1.) Define the Laplace transform of a function f (t).
2.) Denote the Laplace transform of f (t) by Lf (t) = F (s). Show that
L(eat f (t)) = F (s − a).
Obtain the Laplace transform of t3 /e3t .
3.) (a) Use the definition of Laplace transform in (a) and the notation in (b) to find L(f 0 (t))
and L(f 00 (t)).
d
(b) Show that L(tf (t)) = − ds F (s) and use this result to find L(tf 0 (t))) and Ltf 00 (t) in
terms of F (s).
Exercise 1.31 Use the definition of the Laplace transform to find L[x2 ].
Exercise 1.32 Use the Laplace transform table above, together with properties of the Laplace
transform, to find L[e7x sin 4x].
Exercise 1.33 Find
−1 2s + 7
L 2
s + 2s + 5
Exercise 1.34 Find
−1 47
L
(p − 9)5
Exercise 1.35 Use the Laplace transform to solve the initial value problems
1.) y 00 − 4y 0 + 4y = 0, y(0) = 0, y 0 (0) = 3 4.) ty 00 − ty 0 − y = 0, y(0) = 0, y 0 (0) = 2
2.) y 00 + y 0 = 3x2 , y(0) = 0, y 0 (0) = 1 5.) y 00 + 4y = e2x cos 3x
3.) xy 00 − 2y = xy, y(0) = 0, y 0 (0) = 1 6.) y 0 − 3y = 0.
Exercise 1.36 Find L[t sin 6t].

Exercise 1.37 Find
   
√
 1   47 
s−1 1 −1  s+ 5   
L−1 = L √ 2 − √ L 4 −1
√ 2 4
2s2
+s+6 2 1 2
47 2 47  s+ 1 2+
47
s+ 4 + 4

 
  

4 4
√ ! √ !
1 −1t 47 5 −1t 47
= e 4 cos t − √ e 4 sin t
2 4 2 47 4

Example 1.8.32 Use the Laplace transform to solve the initial value problem
y 00 − 6y 0 + 5y = 3e2t , y(0) = 2, y 0 (0) = 3. (1.8.2)
Taking Laplace transforms of both sides of the differential equation in (1.8.2) yields
3
L {y 00 − 6y 0 + 5y} = L 3e2t =

,
s−2
which we rewrite as
3
L {y 00 } − 6L {y 0 } + 5L {y} = . (1.8.3)
s−2
Now denote L {y} = Y (s). Equation 1.5.14 and the initial conditions in (1.8.2) imply that
L {y 0 } = sY (s) − y(0) = sY (s) − 2
and
L {y 00 } = s2 Y (s) − y 0 (0) − sy(0) = s2 Y (s) − 3 − 2s.
Substituting from the last two equations into (1.8.3) yields
3
s2 Y (s) − 3 − 2s − 6 (sY (s) − 2) + 5Y (s) =

.
s−2
Therefore
3 + (s − 2)(2s − 9) 1 1 1 5 1
Y (s) = =− + + ,
(s − 2)(s − 5)(s − 1) s−2 2s−5 2s−1
and taking the inverse transform of this yields
1 5
y = −e2t + e5t + et
2 2
as the solution of (1.8.2).
Exercise 1.38 Use the Laplace transform to solve the initial value problem
1.) 2y 00 + 3y 0 + y = 8e−2t , y(0) = −4, y 0 (0) = 2. y = 34 e−t/2 − 8e−t + 38 e−2t
2.) 2y 00 + 2y 0 + 2y = 1, y(0) = −3, y 0 (0) = 1. y= 1
2
− 72 e−t cos t − 52 e−t sin t
Example 1.8.33 Find the Laplace transform of

 sin t, 0 ≤ t ≤ π2
f (t) = cos t − 3 sin t, π2 ≤ t ≤ π
3 cos t, t≥π

In terms of step functions,

f (t) = sin t + u(t − π/2)(cos t − 4 sin t) + u(t − π)(2 cos t + 3 sin t).
Now Theorem 1.4.1 implies that
π
n π π o
L(f ) = L(sin t) + e− 2 s L cos t + − 4 sin t +
2 2 (1.8.4)
+e−πs L {2 cos(t + π) + 3 sin(t + π)} .
Since
π π
cos t + −4 sin t + = − sin t−4 cos t, and 2 cos(t+π)+3 sin(t+π) = −2 cos t−3 sin t,
2 2
we see from (1.8.4) that
L(f ) = L(sin t) − e−πs/2 L(sin t + 4 cos t) − e−πs L(2 cos t + 3 sin t)

1 − π2 s 1 + 4s −πs 3 + 2s
= 2 −e −e .
s +1 s2 + 1 s2 + 1

Exercise 1.39 Solve the initial value problem

y 00 + y = f (t), y(0) = 2, y 0 (0) = −1, (1.8.5)
where  π
 1, 0 ≤ t < ,
f (t) = 2
 −1, t ≥ π .
2
The solution of (1.8.5) is
 π
1 + cos t − sin t, 0 ≤ t < ,
y= 2 (1.8.6)
 −1 + cos t + sin t, t ≥ π
2
Example 1.8.34 Let
f (t) = eat and g(t) = ebt (a 6= b).
Verify that L(f ∗ g) = L(f )L(g), as implied by the convolution theorem.
We first compute
Z t Z t t bt
(a−b)t
au b(t−u) bt e(a−b)u e e − 1 eat − ebt
(f ∗ g)(t) = e e du = e e(a−b)u du = ebt = = .
0 0 a−b
0 a−b a−b
Since
1 1
eat ↔ and ebt ↔ ,
s−a s−b
it follows that

1 1 1 1
L(f ∗ g) = − = = L(eat )L(ebt ) = L(f )L(g).
a−b s−a s−b (s − a)(s − b)
Exercise 1.40 Use the table of Laplace transforms to find the Laplace transforms of the
following functions.
s2 + 2
1.) cosh t sin t
[(s − 1)2 + 1] [(s + 1)2 + 1]
2
2.) sin2 t
s(s2 + 4)
s2 + 8
3.) cos2 2t
s(s2 + 16)
s2 − 2
4.) cosh2 t
s(s2 − 4)
4s
5.) t sinh 2t
(s2 − 4)2
1
6.) sin t cos t
s2 + 4
π 1 s+1
7.) sin t + √ 2
4 2 s +1
5s
8.) cos 2t − cos 3t
(s2 + 4)(s2 + 9)
s3 + 2s2 + 4s + 32
9.) sin 2t + cos 4t
(s2 + 4)(s2 + 16)

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Chapter 1

Name of Transform κ(s, t) a b

Laplace Transform e−st 0 ∞

Fourier Transform eist −∞ ∞

Sine Transform sin st 0 ∞

Cosine Transform cos st 0 ∞

Mellin Transform ts−1 0 ∞

1.2 The Laplace Transform

over the range of values of s for which the integral exists.

Remark 1.2.1 It is required that s be a complex variable. If s ∈ R it is obviously true since

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

The inverse Laplace transform is written as

f (t) = L−1 [F (s)]

js, ddw de ii: Lecture Notes Page 2 of 249

1.3 Existence of the Laplace Transform

Definition 1.3.1 A function g(t) is said to be an exponential order as t → ∞ if ∃ constants

js, ddw de ii: Lecture Notes Page 3 of 249

1.4 Some Elementary Transform Pairs

= e−st (2t + 1) dt + e−2s e−sx (x + 1) dx

js, ddw de ii: Lecture Notes Page 4 of 249

1.4.2 Exponential Function ebt

Thus the Laplace of an exponential is given by

Since f is defined by different formulas on [0, 1) and [1, ∞), we write

js, ddw de ii: Lecture Notes Page 5 of 249

1.4.3 Product of Powers in t and Exponential Function tn ebt

Example 1.4.17 Find L t3 e4t .

js, ddw de ii: Lecture Notes Page 6 of 249

1.4.4 Trigonometrical Functions

js, ddw de ii: Lecture Notes Page 7 of 249

1.4.5 Trigonometrical Functions with Exponential

e(a+ib)t = eat (cos bt + i sin bt) = eat cos bt + i eat sin bt

L e(a+ib)t = L {eat cos bt} + iL {eat sin bt}

js, ddw de ii: Lecture Notes Page 8 of 249

1.4.6 Hyperbolic Functions

js, ddw de ii: Lecture Notes Page 9 of 249

1.4.7 The Unit-Step Function

From this and the definition of u(t − a),

Exercise 1.2 Show that

js, ddw de ii: Lecture Notes Page 10 of 249

In terms of step functions,

js, ddw de ii: Lecture Notes Page 11 of 249

1.4.8 The Gamma Function

Define the Gamma Function

Then comparing (1.4.27)and (1.4.28), we have

3). For α a non-integer (fractions),

js, ddw de ii: Lecture Notes Page 12 of 249

In general, for non-negative integer values of n we have:

(2n)! √ (2n − 1)!! √ n − 21 √

where n!! denotes the double factorial and, when n = 0, n!! = 1.

7). Γ(1) = 0! = +1 13). Γ(4) = 3! = +6

js, ddw de ii: Lecture Notes Page 13 of 249

1.5 Laplace Operation Rules

L {af (t) + bg(t)} = aL {f (t)} + bL {g(t)} (1.5.1)

Example 1.5.1 Determine the Laplace transform of the following function

L {f (t)} = L {cos bt + 2 sin bt}

f (t) = 3t2 − 6 sin πt + 12t2 e4t

Example 1.5.4 To demonstrate the constant multiple property of Laplace transforms

L{7 sin t} = 7L{sin t}

js, ddw de ii: Lecture Notes Page 14 of 249

1.5.2 Change of Scale Rule

js, ddw de ii: Lecture Notes Page 15 of 249

1.5.3 Shifting to the Right Rule

js, ddw de ii: Lecture Notes Page 16 of 249

Example 1.8.21 Find

Example 1.8.22 Compute