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Laplace Transforms

Definition.
The Laplace transform, named after Pierre-Simon De Laplace, is an integral transform
from a function of a real variable �� (often time) to a function of a complex variable ��
(complex frequency). The transform has many applications in engineering and sciences as it
is used to solve linear ODEs as well as system of linear ODEs. The transform is written as

−����
�� ��,�� �� ��
�� �� �� ℒ �� �� = �� �� =
���� = න 0
����, න0

where,

�� �� : function of �� ≥ 0, which must be integrable on 0, ∞ as for a necessary


condition �� = �� + ���� with real numbers �� and ��
ℒ: The Laplace transform operator.
�� ��,�� = ��−���� is called the kernel of the transform

The original function ��(��) is called the inverse Laplace transform or inverse of ��
�� and is denoted by ℒ−1 ��(��) and is defined by
�� �� = ℒ−1 ��(��) .
Therefore, ℒ−1 ℒ(��) = �� and ℒ ℒ−1(��) = ��
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Laplace Transforms
Example-1. If �� �� = 1 for �� ≥ 0 then
∞ ℒ1=න 1 ���� = lim ��

�� �� = ℒ lim ��−���� 1
��(��) = ��−����⋅ �� ���� = −����
��→∞න 0 −��
�� ቚ
0
��→∞ 0

1 −���� 1 −∞ 1
��→∞− ��(�� − 1) = − ���� − 1 = ����
> 0 = lim
Example-2. If �� �� = �� for �� ≥ 0 then
∞ ��
�� �� −���� 0�� ��
�� �� = ℒ ��−����⋅ �� ���� = lim
��(��) = ℒ �� = ���� = lim
න �� −��
��+1��2��
0
��→∞න 0 ��→∞− ቤ

�� 1 2 −����
��→∞− ��+ �� ��

1 2 1 2
+ �� = �� �� > 0 = lim

Example-3. If �� �� = ����for �� ≥ 0 then



��−(��−1)��
�� �� = ℒ ��−����⋅ ���� ����
��(��) = ℒ ���� = lim
���� = න ��

��→∞න 0
1 0
��
��→∞−1
−(��−1)��
= lim 1�� 0 − 1 =1
− ��−1 ��
�� − �� − 1��
��→∞− ቤ
�� − 1�� > 1
= lim
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Laplace Transforms
Linearity of the Laplace Transform:
ℒ ���� �� + ���� �� = ��ℒ �� �� + ��ℒ �� �� , where
�� & �� are constants. First Shifting Theorem or s-Shifting:

If ℒ �� �� = �� �� , then ℒ �������� �� = ��(�� − ��) and hence ℒ−1

�� �� − �� = ��������(��) Multiplication by ����: If ℒ �� �� = ��

�� �� �� ��
�� , then ℒ �� �� �� = (−1) �� ���� [�� �� ]

Example-4. If �� �� = ��������for �� ≥ 0 then


1
�� �� = ℒ ��(��) = ℒ �������� =
�� + ����
�� − ���� =
�� + ����
(�� − ����)(�� + ����)=
2 2
�� + �� ��2 + ��2 > 0

But, �������� = cos(����) + �� sin(����), then ℒ �������� =��+����


2
2
�� +�� ⇒ ℒ �������� =��
2
2
�� +�� + ����
2 2
�� +��

⇒ ℒ cos(����) + �� ⋅ sin(����) =��


2
��2 + �� + ����
��2 + ��2

⇒ ℒ cos(����)} + �� ⋅ ℒ{sin(����) =��


2 2
�� + �� + ����
��2 + ��2
��ℎ����, ℒ cos(����) =��
2 2 ��
�� +�� and ℒ sin(����) =

2 2
�� +�� [�� > 0]
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Laplace Transforms
Linearity of the Laplace Transform:
ℒ ���� �� + ���� �� = ��ℒ �� �� + ��ℒ �� �� , where
�� & �� are constants. First Shifting Theorem or s-Shifting:

If ℒ �� �� = �� �� , then ℒ �������� �� = ��(�� − ��) and hence ℒ−1

�� �� − �� = ��������(��) Multiplication by ����: If ℒ �� �� = ��

�� �� �� ��
�� , then ℒ �� �� �� = (−1) �� ���� [�� �� ]

Example-5. If �� �� = ������cos ���� for �� ≥ 0 then



��−(��−��)��cos ����
�� �� = ℒ ��(��) = ℒ ��−���������� cos
����
������cos ���� = න ���� ���� = lim
��
�� sin ���� ��2

��
0 ��→∞න 0
⇒න0 ���� = lim ���� ���� 2
��→∞
− 0− lim �� − �� න0
∞ �� − ����
��−��������� ��−(��−��)��cos
� 2 ��−�� ��→∞
cos ���� �� − �� −cos ���� ����
− ��−�� ��
��−����������cos ���� �� − ���� +1
2
⇒ 1 +�� ���� = lim ��→∞
�� sin ���� �� − ��=1
2 �� − ��
�� − �� න0 2
�� − �� −cos ����

∴ ℒ ������ cos ���� =�� − ��
⇒න0
2
�� − ��2 + �� = �� �� − �� where
��−���������� cos ���� ����
2 �� �� =��
=�� − ��
2
�� − ��2 + �� ⋅1

2
��2 + �� = ℒ cos ����
�� − ��[�� > ��]
Laplace Transforms
❖ Some Functions ��(��) and Their Laplace Transforms

ℒ(��) 1. ℒ �� =����, c is any constant, (�� > 0)

2. ℒ ���� =��!
��+1
�� , when �� = 0,1,2,3, . . .

3. ℒ ������ =1
��−��(�� > a)

2
2
�� +�� (�� > 0) 8. ℒ ������ cos ���� =��−��
��
4. ℒ cos ���� =
2 2
��−�� +��

2
�� +��
2
(�� > 0) 9. ℒ ������ sin ���� =��
5. ℒ sin ���� =��
2 2
��−�� +��

2
2
�� −�� (�� > 0) 10. ℒ ������ cosh ���� =��−��
��
6. ℒ cosh ���� =
2 2
��−�� −��
2
2
�� −�� (�� > 0) 11. ℒ ������ sinh ���� =��
7. ℒ sinh ���� =��
2 2
��−�� −��

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Laplace Transforms
Example-7.
ℒ (��2 + 1)2 = ℒ ��4 + 2��2 + 1 = ℒ ��4 + 2ℒ ��2 + ℒ 1 =4!

4+1
�� +

22!

Example-8. 2+1 1 24 5 4 3 1
�� + ��= �� + �� + ��
−3�� −3��
ℒe + 5 cosh �� = ℒ{e }+5

ℒ{cosh ��} =1
s − (−3)+ 5s
2
s2 − 1 =1

s + 3+5s
s2 − 1
Example-9.
1
ℒ (sin �� − cos ��)2 + cos2 3�� = ℒ sin2�� − 2 sin �� cos �� + cos2�� + 2(1 +
1 1 3
cos 6��) = ℒ 1 − sin 2�� + 2+ 2cos 6��) = ℒ 2− ℒ sin
1
2�� + 2ℒ cos 6��
3 1 2
= 2 ��−
2 2 1
�� + 2 + 2��
2 3 2
��2 + 6 = 2�� −
1
��2 + 4+ 2��
Example-10.

If �� �� = ቊ0, 0 < �� < 2 4, �� > 2then


��2 + 36

∞ ∞
−����
�� � −����
ℒ �� �� = � �� ��−����. 0 �� 4
න ���� = න ���� + න ����
2

0 −2�
0 �� −���2 4��


=
=4อ
��
−��2
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Inverse Laplace Transforms


❖ Some Functions ��(��) and Their Inverse Laplace Transforms
−11
ℒ−1(��) 1. ℒ ��= 1 (�� > 0)

��+1 ����
�� =
−1 −1 ��!, when �� =
2. ℒ 1 3. ℒ 1
0,1,2,3, . . .

��−��= ������ (�� − a > 0)

2 −1
+�� = cos ���� 8. ℒ
2
�� ��−��

−1 2
4. ℒ ��
2
��−�� +�� = ������ cos ����

2 −1
+�� = sin ���� 9. ℒ
2
�� ��

−1 2
5. ℒ ��
2
��−�� +�� = ������ sin ����
2 −1
2
�� −�� = cosh ���� 10. ℒ ��−��

−1 2
6. ℒ �� ��−�� −��
2
= ������ cosh ����

2 −1
−�� = sinh ���� 11. ℒ
2
�� ��

−1 2
7. ℒ �� ��−�� −��
2
= ������ sinh ����

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Laplace Transforms
Example-11.

−1
ℒ ��2 + 1
3 −11 1 3 2 2
�� = ℒ ��+ �� = 1 +�� 2!= 1 +�� 2
Example-12.
−1
ℒ 1
2 −1
�� − 5�� + 6= ℒ 1
−1
�� − 3 (�� − 2)= ℒ 1

�� − 3−1
3�� 2��
(�� − 2) = �� − ��

Example-13.

−1
ℒ 4

�� − 2−��
��2 − 16 +4
2 −1
�� − 4= 4ℒ 1
−1
�� − 2− ℒ ��
2 −1
��2 − 4 + 2ℒ 2
��2 − 22
= 4��2�� − cosh 4�� + 2 sinh 2��
Example-14.

−15
ℒ ��−3��
��2 + 16 +2
−11 −1
��2 + 4= 5ℒ ��− 3ℒ ��
−1
��2 + 16 + ℒ 2
��2 + 22

= 5 − 3 cos 4�� + sin 2��


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Laplace Transforms
Exercise problems:
constants
Find the Laplace transform. Show the details of
your work. Assume that ��, ��, ��, �� are
Given ��(��) = ℒ( �� ), find ��
(��). ��, ��, ��, �� are constants. Show the details of your work.
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Laplace Transforms to solve ODEs


The process of solving an ODE using the Laplace transform method consists of three
steps; Step 1 . The given ODE is transformed into an algebraic equation (subsidiary
equation). Step 2 . The subsidiary equation is solved by purely algebraic manipulations.
Step 3 . The solution in Step 2 is transformed back, resulting in the required solution.

Figure. Solving an IVP by Laplace transforms


Laplace Transform of Derivatives

ℒ ��′(��) = ℒ���� ��

����= ��ℒ �� − �� 0 = ���� �� − �� 0 .

2
ℒ ��′′ �� = ℒ�� ��(��)
2
���� = ��2ℒ �� − ���� 0 − ��′ 0 = ��2�� �� − ���� 0 − ��′(0)

where �� 0 , and ��′(0) are the initial conditions of ��(��).


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Laplace Transforms to solve


ODEs Example. Solve the IVP: ��′′(��) + ��(��) = ����, ��
0 = 1, ��′ 0 = −2.
Solution. Let, ℒ �� �� = ��(��). Applying Laplace transform to the given ODE,
we have ℒ ��′′ �� + ℒ �� �� = ℒ ����

⇒ ��2�� �� − ���� 0 − ��′ 0 + �� �� =1


�� − 1
⇒ ��2�� �� − �� 1 − −2 + �� �� =1
�� − 1
��2
�� − 1+ �� − 2 ⇒ ��(��) = − 3�� + 3
1 ��2 − 3�� + 3
⇒ ��2 + 1 �� �� =
(��2 + 1) �� − 1=��
−1 −1
⇒ℒ �� �� = ℒ ��
�� − 1+���� + ��
�� − 1+���� + ��
��2 + 1 �� − 1

��2 + 1

��2 + 1⇒ ��2 − 3�� + 3 = �� ��2 + 1 + ���� + �� �� − 1


⇒ ��2 − 3�� + 3 ≡ �� + �� ��2 + �� − �� �� + �� − ��
Equating coefficients: �� + �� = 1, �� − �� = −3, �� − �� = 3
Solving we get, �� =12, �� =12, �� = −52
�� 2 ���� 1
−1 −1 2
�� + 1⇒ �� = 2+ 2cos
ℒ �� �� = ℒ
1 ��2 + 1− �� 5
2 �� − 2sin t2
5
�� − 1+
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Laplace Transforms to solve ODEs


Example. Solve the IVP: ��′′ �� − ��(��) = ��, �� 0 = 1, ��′ 0 = 1.
Solution. Let, ℒ �� �� = ��(��). Now, applying Laplace transform to the given ODE,
we have ℒ ��′′ �� − ℒ �� �� = ℒ ��

1
⇒ ��2�� �� − ���� 0 − ��′ 0 − �� �� = ��2
1
⇒ ��2�� �� − �� − 1 − �� �� = ��2

1 2
⇒ ��2 − 1 �� �� = �� + �� + 1
⇒ �� �� =1
��2 ��2 − 1+�� + 1
��2 − 1=1

�� − 1+1
1
��2 − 1− ��2

−1
⇒ ℒ−1 �� �� = ℒ 1

�� − 1+1
1 2 −1
��2 − 1− �� = ℒ 1
−1
�� − 1+ ℒ 1
2 −11
�� − 1− ℒ ��2
∴ �� �� = ���� + sinh �� − ��

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Laplace Transforms to solve ODEs


′ ��
′′
Example. Solve the IVP: �� �� + �� �� = 2��, ����4=��2, �� 4= 2 − 2.
Solution. Let, �� = ��ҧ+��4so that as �� = ��/4 implies ��ҧ= 0. Then the
�� ��
problem becomes, ��ത′′ + ��ത = 2 ��ҧ+ 4, ��ത 0 =

2, ��ത 0 = 2 − 2
where ��ത ��ҧ = ��(��) Now, applying Laplace transform to the given ODE and

denoting ℒ ��ത ��ҧ = �� �� , we get
��
ℒ ��ത′′ − ℒ ��ത ��ҧ = 2ℒ ��ҧ+ 4
ത ത ��
⇒ ��2�� �� − ����ത 0 − ��ത′ 0 − �� �� = 2 ℒ ��ҧ + ℒ 4=
1 2 �� 2 2 �� 2 ത 2 2
2 �� + 4��= �� + 2�� ⇒ �� + 1 �� �� = ��

�� +���� + (2 − 2)
+ 2�� 2


⇒ �� �� =2
��2 ��2 + 1+��
��
2�� ��2 + 1+ 2��
��2 + 1+ 2 − 21
��2 + 1

ത 2 2 2
⇒ �� �� = �� −
�� 1 ��
��2 + 1+ 2 ��−
�� ��
��2 + 1+ 2
1
��2 + 1+ 2 − 2
��2 + 1
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Laplace Transforms to solve


ODEs Example. Solve the IVP: ��′′ �� + �� �� = 2��,
′ ��
����4=��2, �� 4= 2 − 2. Solution.

ത 2 2 2
⇒ �� �� = �� −
�� 1 ��
��2 + 1+ 2 ��−
��
��2 + 1+ 2��
1
��2 + 1+ 2 − 2
−1 ത −12 2 ��2 + 1
⇒ ℒ �� �� = ℒ ��
�� 1
+ 2 ��− 21
��
��ҧ+ 2
⇒ ��ത ��ҧ = ��2 + 1
2��ҧ− 2 sin

�� �� ��
⇒ �� �� = 2 �� − 4− 2 sin �� − 4+ 2= 2�� − 2 sin ��
�� ��
cos 4 − ������ �� sin 4 ∴ �� �� = 2�� − sin �� +
cos ��.

Advantages of the Laplace Method


• Solving a nonhomogeneous ODE does not require first solving the homogeneous ODE as
we have seen in the above example.
• Initial values are automatically taken care of after the Laplace transform of a derivative
term.
• Complicated inputs ��(��) (right sides of linear ODEs) can be handled very efficiently.
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Laplace Transforms of Integral
Laplace Transform of Integral:
�� න0����(��) ���� =
ℒන0 −11 −11
ℒ ����(��) = ℒ ��ℒ
1 ��(��)
��(��) ���� = ���� �� thus

Example. Find ��(��) if ℒ �� =3


2
�� +�

�/4.

Solution. Here,

��2 + ��/4=1��.1
1

�� + 1/4=1��ℒ �� 14��

Thus,
−1 ��−1 ��
4 = 3 න0����−��/4
ℒ 3
����
= 3ℒ−11 ℒ
��2 + ��/4 ��
2 = 3ℒ−1
�� + ��/4 1

−��4 ��
∴ �� �� = 12 −�� 0 = 12 1 − ��−��/4

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Transforms
Exercise problems:
Laplace

Solve the following IVPs by the Laplace


transform showing the procedure in details
Solve the shifted data IVPs by the Laplace
transform showing the procedure in details

Using Laplace transform for integrals, find


��(��) if �� �� equals:
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Laplace Transforms
❑ Unit Step Function or Heaviside Function:
0 if �� < ��
�� �� − �� = ቊ 1
(�� ≥ 0)
if �� > ��

Unit step function ��(��) Unit step function ��(�� − ��)


❑ Effect of unit step function multiplying with ��(��):

�� �� =
5 sin �� �� �� ��(�� − 2) �� �� − 2 ��(�� − 2) �� �� �� − 1 − 2�� �� − 4 +
��(�� − 6)
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Laplace Transforms
❑ Laplace transform of Unit Step Function or Heaviside Function:
∞ ∞ ���� = න ���� = − อ
ℒ ��(�� − ��−���� ��−����
∞ (�� > ��)
��
��) = න ��(�� − ��) ��−����
��−����⋅ 1 =
0
����
��
❑ Second shifting theorem:
If ℒ �� �� = �� �� and ��
t-shifting
if �� < ��
�� − �� �� �� − �� = ቊ0
��(�� − ��) if �� > ��then
ℒ ��(�� − ��)��(�� − ��) = ��−������ �� ��. ��., �� �� − �� ��
�� − �� = ℒ−1 ��−������ ��

Example. Write the following function using unit step functions and find its Laplace transform

�� �� = ቊ10if 0 < �� < ��


if �� > ��
0
if 0 < �� < ��
Solution. We can write, �� �� = ቊ1 − 0 1 if �� > ��− ቊ 1
−1 if �� > ��
if 0 < �� < ��
1
if �� > ��= ቊ 1if 0 < �� < ��

= ቊ01if �� < 0
if �� > 0− ቊ01if 0 < �� < ��
if �� > ��
= �� �� − ��(�� − ��)
1 −����
Now, ℒ �� �� = ℒ �� �� − ℒ �� �� − �� = ��−��
1 −����
��= ��1 − �� .
18

Laplace Transforms
Example. Write the following function using unit step functions and find its Laplace transform
0 if 3 < ��
�� �� 2�� + 8 < 5 if ��
=ቐ 0 >5
if �� < 3
�� �� = ቐ if �� < 3 010 5 if �� > 5
Solution. We 0 if 3 < �� < = (2�� + if �� < 3
can write, 2�� + 8 0 5 if �� > 5 8) ቐ if 3 < �� <

0
= 2�� + 8 ቊ 1if �� < 3
0
if �� > 3− ቊ 1if �� < 5
if �� > 5

= 2�� + 8 �� �� − 3 − ��(�� − 5)
Now, ℒ �� �� = ℒ 2�� + 8 �� �� − 3 − ��(�� − 5)
= ℒ 2�� �� �� − 3 − 2�� �� �� − 5 + 8 �� �� − 3 − 8 ��(�� − 5)
= 2ℒ �� �� �� − 3 − 2 ℒ �� �� �� − 5 + 8 ℒ �� �� − 3 − 8 ℒ �� �� − 5

= 2 ��−3��ℒ �� + 3 − 2 ��−5��ℒ �� + 5 + 8��−3��


−5��
��− 8��
��

ℒ ��(��)��(�� − ��) = ℒ ��(�� + �� − ��)��(�� − ��) = ��−���� ℒ


{��(�� + ��)}
8/23/2021 − ��)��(�� − ��) = ℒ−1{��−����
�� �� �� �� − �� = ��(�� + �� ℒ {��(�� + ��)}}
Laplace Transforms
Example. Write the following function using unit step functions and find its Laplace transform
if �� < 3 Solution. 0
if 3 < �� < 5 2�� + 8 0
if �� > 5 �� �� = ቐ

−3�� 1 2 3 −5�� 1 2 5
ℒ �� �� = 2 �� �� + ��− 2�� �� + ��+
−3��
8��
−5��
��− 8��
��

2 2 6 8 2 2 10 8
= �� + ��+ ����−3�� − �� + ��+ ����−5��

1 2 7 −3�� 1 2 9 −3��
= 2 �� + ���� − 2 �� + ���� .
Example.
ℒ ��−2���� �� − 2 = ��−2��ℒ �� �� + 2 = ��−2��ℒ ��−2 ��+2 =
��−(2��+4)ℒ ��−2�� =��−2(��+2) �� + 2

Example.
ℒ �� �� �� − �� = ��−����ℒ �� �� + �� = ��−����ℒ �� +

1 2 �� −����
�� = �� + ���� 8/23/2021

Laplace Transforms
Example. Write the following function using unit step functions and find its Laplace transform
write �� �� as, if 0 < �� < 1 if 1 <
�� �� = ቐ 2 �� < ��/2 if ��
0.5 ��2 cos �� > ��/2
Solution. We can

�� �� = 2 �� �� − ��(�� − 1) + 0.5��2 �� �� − 1 − ��(�� − ��/2) + cos


�� ��(�� − ��/2) ⇒ ℒ �� �� = 2 ℒ �� �� − ℒ �� �� − 1 + 0.5 ℒ ��2�� ��
��
− 1 − ℒ ��2�� �� − 2 +ℒ cos �� ��(�� − ��/2)
1 −��
= 2 ��− ��
1 −�� 2 − �� �� 2 − �� ��
��+ 2 �� ℒ �� + 1 − �� ��2 ℒ �� + 2 + �� �� 2 ℒ cos �� + 2

2 −2 ��−�� 1 ��−�� 2 −�� ��


= �� �� + 2 ℒ �� + 2�� + 1 − �� 2 ℒ

2 − ��−�� ��
2 2 2 −��
�� + ���� +�� 4 2 ℒ sin �� = ��− ����

1 −��2 3 2 2 1 −�� 2 3 �� 2
+ 2 �� �� + �� + ��− �� 2�� �� + ��
2
+��
−��
4��− �� 2�� 1
2
�� + 1

−�� 2
=2��+1��3 +1��2 −32���� −1��3 +��2��2 +��
8��+1
��2 + 1��−����2
Laplace Transforms
Exercise problems:
Sketch and represent the following function using

unit step functions and find its Laplace transform Find and sketch or graph

��(��) if ℒ(��) equals


Using the Laplace transform and showing the details, solve

8/23/2021 22

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