Chapter 1

Laplace Transforms

1.1 Introduction

Laplace transform is one of the important tools for solving linear, constant coefficient
ordinary or partial differential equations under suitable initial and boundary conditions.
One of the important applications of Laplace transformations is the solution of the
mathematical models of physical system in which the right hand side of the differential
equation, representing the driving force is discontinuous or acts for a short time only or
is a periodic function.

1.2 Basic Theory of Laplace Transforms

Let f (t) be a function defined for t ≥ 0. Then, the integral

Z ∞
F (s) = e−st f (t)dt (1.1)
0

is called the Laplace transform of f (t), provided the integral exists. The Laplace
transform of f (t) is usually denoted by L{f (t)}, L is called the Laplace transform operator.
That is,

L{f (t)} = F (s). (1.2)

The original function f (t) is called the inverse Laplace transform and we can write

L−1 {F (s)} = f (t). (1.3)

Dr. Kamlesh Jangid, RTU, Kota; Email: kjangid@rtu.ac.in

1
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The convenient notation to evaluate the improper integral is

Z ∞ Z T
−st
e f (t)dt = lim e−st f (t)dt. (1.4)
0 T →∞ 0

Linearity of Laplace transformation:

Theorem 1 (Linear Property). Let f (t) and g(t) be any two functions whose Laplace
transforms exists. Then, for any two constants α and β, we have
L{αf (t) + βg(t)} = αL{f (t)} + βL{g(t)}. (1.5)

Laplace transforms of elementary functions:

Using the Laplace transform definition, we can easily obtain image formulas for some
elementary functions that are illustrated as follows:

Example 1. Find the Laplace transform of f (t) = 1.

Solution: We use the definition of the Laplace transform, to get

Z ∞  −st ∞  
−st e 1
L{1} = e (1)dt = − = −0 +
0 s 0 s
1
= , s > 0.
s

Example 2. Evaluate the Laplace transform of f (t) = eat , t ≥ 0.

Solution: By using the definition of the Laplace transform, to get

Z ∞ Z ∞  −(s−a)t ∞
( −st at −(s−a)t e
L{e at)} = e (e )dt = e dt = −
(s − a) 0
0  0
1 1
= 0− = , s > a.
(s − a) s−a

Example 3. Find the Laplace transform of f (t) = sinh ωt, t ≥ 0.

Solution: We use the definition of the Laplace transform, to get

1 ∞ −st ωt 1 ∞ −(s−ω)t
Z Z
−ωt
L{sinh ωt} = e (e − e )dt = (e − e−(s+ω)t )dt
2 0 2 0
 −(s−ω)t ∞
1 e e−(s+ω)t
= − +
2 (s − ω) (s + ω) 0
 
1 1 1
= −
2 (s − ω) (s + ω)
ω
= 2 , s > ω.
s − ω2
 3

Example 4. Find the Laplace transform of f (t) = cos at, t ≥ 0.

Solution: Since cos t + i sin t = ei t , therefore cos t = <(ei t ). Thus,

L{cos at} = L{<(eiat )}

s
= 2 .
s + a2

Table: Laplace transforms of some elementary functions

f (t) L{f (t)} f (t) L{f (t)}

a
1 1/s sin(at)
s + a2
2
s
eat 1/(s − a) cos(at)
s + a2
2

n! a
tn , n = 1, 2, ... sinh(ωt)
sn+1 s − ω2
2

Γ(α + 1) s
tα , α positive cosh(ωt)
sα+1 s − ω2
2

Sufficient conditions for the existence of Laplace trans-

form:
Let f (t) be a piecewise continuous function on 0 ≤ t < ∞. Then, in any interval
0 ≤ a ≤ t ≤ b, there are at most a finite number of points tk , k = 1, 2, 3, ..., m, tk−1 < tk ,
at which the function f (t) has finite jumps (discontinuities) and is continuous on each
subinterval tk−1 < t < tk .
A function f (t) is said to be of exponential order α, if there exists constant α such
that M > 0 such that

|f (t)| ≤ M eαt , t ≥ 0. (1.6)

In other words, we can say the function does not grow too fast.
Geometrically, this condition implied that the graph of f (t), t > 0 does not grow faster
than the graph of the exponential function g(t) = M eαt , α > 0.

Example 5. |t| ≤ et , |e−t | ≤ et , | cos t| ≤ et , t ≥ 0 are functions of exponential order 1.

2
Example 6. For a function f (t) = ec t , t ≥ 0, it is not possible to determine constant
2 2
α and M such that ec t ≤ M eαt . Therefore, ec t is not a function of
exponential order.
4

Note: A function f (t) has a Laplace transform, if it is of exponential order.

Theorem 2 (Sufficient conditions for the existence of Laplace transform). If f (t) is a

piecewise continuous function on the interval [0, ∞) and is of exponential order α for
t ≥ 0, then L{f (t)} exists for s > α.

Note: The above theorem gives only the sufficient condition for the existence of the
Laplace transform. That is, a function may have Laplace transform even if it violates the
existence condition.

The function f (t) = t−1/2 , is not continuous on any interval [0, T ]. However,
Example 7. Z
T
e−st t−1/2 dt exists for all T ≥ 0.
0

Solution:
Z ∞ Z ∞
−1/2 −st −1/2 2
L{t }= e t dt = 2 e−su du put t = u2
0 0
Z ∞
2 −z 2
√
=√ e dz (z = u s)
s
r 0
π
= , s > 0.
s

Remark: Let f (t) satisfy the conditions of the existence theorem and L{f (t)} = F (s).
Then

• lim F (s) = 0
s→∞

• lim [sF (s)] is bounded.

s→∞

For example, if f (t) = cos at, then F (s) = s/(s2 + a2 ). Thus lim F (s) = 0 and
s→∞
lim [sF (s)] = 1.
s→∞

1.3 Laplace transform solution of Initial Value Prob-

lem

Laplace transform is one of the important tools of solving the initial value problems. We
first prove the following results on which the method of solution depends.
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1.3.1 Laplace transform of derivatives

Theorem 3. Let f (t), t ≥ 0 be a continuous function and be of exponential order on
[0, ∞). Let f 0 (t) be also exponential order and at least piecewise continuous on [0, ∞). If
L{f (t)} = F (s), then

L{f 0 (t)} = sL{f (t)} − f (0) = sF (s) − f (0). (1.7)

Note: If f (0) = 0, then L{f 0 (t)} = sF (s) or

d −1
L−1 {sF (s)} = f 0 (t) = L {F (s)}
dt

This result is useful in finding the inverse Laplace transform when given function φ(s)
can be written as φ(s) = sF (s).

Theorem 4 (Laplace transform of higher order derivatives). Let f (t), f 0 (t), ..., f (n−1) (t)
be continuous functions on [0, ∞)and be of exponential order. Let f (n) (t) be at least
piecewise continuous on [0, ∞). If L{f (t)} = F (s), then

L{f (n) (t)} = sn F (s) − sn−1 f (0) − sn−2 f 0 (0) − f (n−1) (0). (1.8)

Note: If f (0) = f 0 (0) = ... = f (n−1) (0) = 0, then

L{f (n) (t)} = sn F (s)

or
−1 n (n) dn −1
L {s F (s)} = f (t) = n L {F (s)}.
dt
Example 8. Find the Laplace transform of sin2 t, using the differentiation formulas given
in above theorem.

Solution: Suppose f (t) = sin2 t, then we have f (0) = 0 and f 0 (t) = sin 2t.

Now, by the basic property of Laplace transform of derivatives, we have

L{f 0 (t)} = sF (s) − f (0) =⇒ L{sin 2t} = sF (s) − 0 = sF (s) Therefore,

2
= sF (s) (using elementary formula)
s2 +4
2
=⇒ F (s) = .
s(s2 + 4)

Example 9. Find the Laplace transform of t3 , using the differentiation formulas given
in above theorem.
 6

Solution: We have f (t) = t3 , then we have f 0 (t) = 3t2 , f 00 (t) = 6t, f 000 (t) = 6 and f (0) =
f 0 (0) = f 00 (0) = 0.

Using the property of Laplace transform, we have

L{f 000 (t)} = s3 F (s) − s2 f (0) − sf 0 (0) − f 00 (0)

L{6} = s3 F (s) − s2 f (0) − sf 0 (0) − f 00 (0)

6
=⇒ F (s) = .
s3

We are now in a position to outline the procedure for solving the initial value problem.
Consider the Initial Value Problem

ay 00 + by 0 + cy = f (t); y(0) = y0 , y 0 (0) = y00 , (1.9)

where a, b, c are constants.

Taking the Laplace transform on both sides and denoting

L{y(t)} = Y (s) and L{f (t)} = F (s),

we obtain
a[s2 Y (s) − sy(0) − y 0 (0)] + b[sY (s) − y(0)] + cY (s) = F (s)

=⇒ (as2 + bs + c)Y (s) = F (s) + a[sy(0) + y 0 (0)] + by(0)

F (s) + a[sy(0) + y 0 (0)] + by(0)

Y (s) = (1.10)
as2 + bs + c

Taking the inverse Laplace transform, we obtain

0
 
−1 −1 F (s) + a[sy(0) + y (0)] + by(0)
L {Y (s)} = L (1.11)
as2 + bs + c

Example 10. Solve the IVP: y 00 + 4y = 0, y(0) = 1, y 0 (0) = 6.

Solution: Taking the Laplace transform of the given differential equation, we get

[s2 Y (s) − sy(0) − y 0 (0)] + 4Y (s) = 0

=⇒ (s2 + 4)Y (s) = s + 6

s+6 s 6
=⇒ Y (s) = 2
= 2 + 2 .
s +4 s +4 s +4
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Therefore, by taking the inverse Laplace transform, we obtain

 
−1 −1 s 6
y(t) = L {Y (s)} = L +
s2 + 4 s2 + 4

=⇒ y(t) = cos(2t) + 3 sin(2t).

Example 11. Solve the IVP: y 00 − 5y 0 + 4y = e2t , y(0) = 19/12, y 0 (0) = 8/3.

Solution: Taking the Laplace transform of the given differential equation, we get

1
[s2 Y (s) − sy(0) − y 0 (0)] − 5[sY (s) − y(0)] + 4Y (s) =
s−2

 
2 1 19 8 19
(s − 5s + 4)Y (s) = + s+ −5
s − 2 12 3 12
1 19s − 63
= +
s−2 12
1 19s − 63
=⇒ Y (s) = +
(s − 2)(s − 1)(s − 4) 12(s − 1)(s − 4)
1 1 1 11 13
=− + + + +
2(s − 2) 3(s − 1) 6(s − 4) 9(s − 1) 36(s − 4)
1 14 19
=− + +
2(s − 2) 9(s − 1) 36(s − 4)

Therefore, by taking the inverse Laplace transform, we obtain

1 14 19
y(t) = − e2t + et + e4t .
2 9 36

1.3.2 Laplace transform of integrals

In many problems of electrical engineering, we encounter integro-differential equations. If

Laplace transform method is to be applied, we need the formulas for the Laplace transform
of an integral. Such a formula is presented in the following theorem.

Theorem 5. Let f (t), t ≥ 0 be a piecewise continuous function and be of exponential

order on [0, ∞). Then
Z t 
1
L f (τ )dτ = L{f (t)}. (1.12)
0 s

Proof. We can define a function

Z t
φ(t) = f (τ )dτ
0
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is of piecewise continuous function and be of exponential order on [0, ∞). Further, φ0 (t) =
f (t) except for points at which function discontinuous. Thus
L{f (t)} = L{φ0 (t)} = sL{φ(t)} − φ(0), s>0
= sL{φ(t)}, (∵ φ(0) = 0).
Therefore,
Z t 
1 1
L f (τ )dτ = L{f (t)} = F (s)
0 s s
  Z t
1
=⇒ L−1 F (s) = f (τ )dτ.
s 0

Z t
0
Example 12. Solve the IVP: y + 3y + 2 y(τ )dτ = t, y(0) = 0.
0

Solution: Taking the Laplace transform of the given differential equation, we get
2 1
[sY (s) − y(0)] + 3Y (s) + Y (s) = 2
s s

1
(s2 + 2 + 3s)Y (s) =
s
1 1
=⇒ Y (s) = = F (s)
s(s + 1)(s + 2) s
Consider,
1 1 1
F (s) = = −
(s + 1)(s + 2) (s + 1) (s + 2)
then, by taking the inverse Laplace transform, we obtain

f (t) = e−t − e−2t .

Hence, Z t
1 1
(e−τ − e−2τ )dτ = e−2t − e−t + .
y(t) =
0 2 2
 
1
Example 13. Evaluate L−1 2
.
s(s + 9)
1
Solution: Suppose F (s) = . Then
(s2 + 9)
 
−1 −1 1 1
f (t) = L [F (s)] = L = sin(3t)
(s2 + 9) 3
1 t
  Z
−1 1
∴L = sin(3τ )dτ
s(s2 + 9) 3 0
1 1
= − [cos(3τ )]t0 = [1 − cos(3t)] .
9 9
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1.4 Translation theorems (Shifting Theorems)

In the previous section we have solved some simple initial value problems. In the general,
to find the inverse Laplace transform we require some more formulas and also some results
which simplify the computation of the inverse.

Theorem 6 (Translation on the s-axis (or First shifting theorem)). Let L{f (t)} =
F (s), s > α ≥ 0 and a be any real numbers. Then

L{eat f (t)} = F (s − a), s > a + α. (1.13)

Remark.

f (t) = e−at L−1 {F (s − a)} = L−1 {F (s)}.

Example 14. Using the first shifting property, find the Laplace transform of the following
functions:
(a) eat cos(bt) (b) e−at sin(bt) (c) eat t3 .

Solution:

s−a
(a) L{eat cos(bt)} =
(s − a)2 + b2
b
(b) L{e−at sin(bt)} =
(s + a)2 + b2
3!
(c) L{eat t3 } =
(s − a)4

Example 15. Find the inverse Laplace transform of the following functions:
1 6+s
(a) 2 (b) 2 .
s − 4s + 8 s + 6s + 13

Solution:
   
−1 1 −1 1 1
(a) L 2
=L 2
= e2t sin(2t)
s − 4s + 8 (s − 2) + 4 2
   
6+s (s + 3) + 3
(b) L−1 2 = L−1
s + 6s + 13 (s + 3)2 + 4
   
−1 (s + 3) −1 3
=L +L
(s + 3)2 + 4 (s + 3)2 + 4
3
= e−3t cos(2t) + e−3t sin(2t).
2

Example 16. Solve the IVP: y 00 + 4y 0 + 4y = 12t2 e−2t , y(0) = 2, y 0 (0) = 1.

10

Solution: Taking the Laplace transform of the given differential equation, we get
2!
[s2 Y (s) − sy(0) − y 0 (0)] + 4[sY (s) − y(0)] + 4Y (s) = 12 .
(s + 2)3
2!
[s2 Y (s) − 2s − 1] + 4[sY (s) − 2] + 4Y (s) = 12 .
(s + 2)3
24
=⇒ (s2 + 4s + 4)Y (s) = + 2s + 9.
(s + 2)3
Therefore,
24 2s 9
Y (s) = + +
(s + 2)5 (s + 2)2 (s + 2)2
24 2(s + 2) − 4 9
= + +
(s + 2)5 (s + 2)2 (s + 2)2
24 2 5
= 5
+ +
(s + 2) (s + 2) (s + 2)2
Now, by taking the inverse Laplace transform, we obtain
     
−1 24 −1 2 −1 5
y(t) = L +L +L
(s + 2)5 (s + 2) (s + 2)2
     
−2t −1 24 −1 1 −2t −1 5
=e L + 2L + e L
s5 (s + 2) s2
= t4 e−2t + 2e−2t + 5te−2t .

We now present methods for solving certain initial value problems with discontinuous
forcing functions. For example, an external force acting on a mechanical system or a
voltage applied to an electrical circuit can be turned off after a certain period of time.
Therefore, we shall discuss the case of functions having jump discontinuities. A function
f (t) has a jump discontinuity at t = a, if the left and right hand limits, as t → a, both
exist but are not equal. We define such a function and find its Laplace transform.

1.4.1 Heaviside function or unit step function

The Heaviside function is defined by


0, if t < 0
H(t) = (1.14)
1, if t ≥ 0.
The Heaviside function is also called as unit step function and is denoted by u(t). If
the jump discontinuity is at t = a, then we define

0, if t < 0
H(t − a) = u(t − a) = ua (t) = (1.15)
1, if t ≥ 0.
 11

Example 17. Express the following functions in terms of unit step functions:
5t, 0 ≤ t < 2

(a) f (t) =
1, t ≥ 2.
0≤t<3

0,
(b) f (t) =
(t − 3)2 , t ≥ 3.

Solution: (a) f (t) = 5t − 5tu2 (t) = 5t[1 − u2 (t)] = 5t[u0 (t) − u2 (t)].
(b) f (t) = (t − 3)2 u3 (t).

Theorem 7 (Translation on the t-axis (or Second shifting theorem)). Let L{f (t)} =
F (s), s > α ≥ 0 and a ≥ 0 be a real number. Then

L{f (t − a)ua (t)} = e−as F (s). (1.16)

Remark.
(a) L−1 {e−as F (s)} = f (t − a)ua (t)
e−as
(b) L{ua (t)} = L{1.ua (t)} = .
s

(c) L{f (t)ua (t)} = L{f (t − a + a)ua (t)}

= L{F (t − a)ua (t)} (As f (t) = F (t − a) & f (t + a) = F (t))
= L{F (t − a)ua (t)}
= e−as L{F (t)} = e−as L{f (t + a)},

Hence

L{f (t)ua (t)} = e−as L{f (t + a)}.

Example 18. The integro-differential equation governing the flow of current i(t) in an
RC-circuit is given by
Z t
1
Ri(t) + i(τ )dτ = E(t).
C 0

If i(0) = 0 at t = 0 and E(t) = ν[u1 (t) − u2 (t)], ν constant, find the current
I(t).

Solution: Taking the Laplace transform of given differential equation, we obtain

 
1 1 1 −s 1 −2s
R I(s) + . I(s) = ν e − e
C s s s
where I(s) = L[i(t)].
 
1 ν  −s
e − e−2s ,

R+ I(s) =
Cs s
 12

νC  −s ν 1
e − e−2s = .
 −s
e − e−2s
 
I(s) = 1
CRs + 1 R (s + RC )

Taking inverse Laplace transform, we find

ν  −p(t−1) 1
u1 (t) − e−p(t−2)u2 (t) , p =

i(t) = . e .
R RC

Example 19. The differential equation governing the flow of current i(t) in an LR-circuit
is given by
(
di 0, 0 ≤ t < 2
L + Ri = E(t), E(t) =
dt 5, t≥2

and i(0) = 0 at t = 0.

Solution: Taking the Laplace transform of given differential equation, we obtain

e−2s
L [sI(s) − i(0)] + R I(s) = 5
s

5
=⇒ (R + sL)I(s) = e−2s .
s

5 e−2s 5 1 e−2s
I(s) = = . .
s (R + sL) L s (s + R )
" !# L
5 L 1 1
= − e−2s
L R s (s + R L
)
" #
5 1 −2s 1
= e − e−2s .
R s (s + R
L
)

Therefore
5 R
u2 (t) − e−p(t−2) u2 (t) , p = .

i(t) =
R L

1.5 Laplace Transform of Dirac- delta function

Many problems in Electrical engineering, Physics and Mechanical engineering involve the
concept of impulse. Impulse may be interpreted as a force of very large magnitude applied
for just an instant. The impulse function is called the Dirac-delta function. We define
 13

the Dirac-delta function in terms of unit step function. Define




 0, t<0
1

δk (t) = , 0≤t<k

 k
t≥k

 0,
1 1
δk (t) = [u0 (t) − uk (t)] = [H(t) − H(t − k]
k k
1
The pulse has the height and is of duration k. As k → 0, the amplitude of the pulse
k
→ ∞. As k → 0, we define
δ(t) = lim δk (t).
k→0+

Therefore, δ(t) = 0 for t 6= 0 and at t = 0 it is infinite.

Similarly, we can define
δ(t − a) = lim δk (t − a)
k→0+

where
1
δk (t − a) = [ua (t) − ua+k (t)]
k
1
= [H(t − a) − H(t − a − k)].
k
0
Taking limit k → 0+ and a = 0, we get H (t) = δ(t).
Theorem 8 (Filtering property of Dirac-delta function). Let f (t) be continuous and
integrable in [0, ∞]. Then
Z ∞
f (t)δ(t − a)dt = f (a). (1.17)
0

Proof. We have
∞
1 a+k
Z Z
f (t) δk (t − a)dt = f (t)dt.
0 k a
On using the mean value theorem of integral calculus, we obtain
1 a+k
Z Z a+k
1
f (t)dt = f (t0 ) dt = f (t0 ), a < t0 < a + k.
k a k a

Therefore Z ∞
f (t) δk (t − a)dt = f (t0 ).
0
Taking limit k → 0, we obtain
Z ∞
f (t)δ(t − a)dt = f (a),
0

since f (t0 ) → f (a).

 14

Laplace transform of Dirac-delta function:

Since
1
δk (t − a) = [u0 (t) − ua+k (t)],
k
therefore
1 e−as e−(a+k)s e−as
 
L[δk (t − a)] = − = [1 − e−ks ].
k s s ks
Taking limit k → 0+ , we obtain

1 − e−ks
lim+ = s.
k→0 k

Hence,
lim+ L[δk (t − a)] = L[δ(t − a)] = e−as
k→0

when a = 0, we have L[f (t) = 1 and L−1 [1] = f (t).

This result could also have been obtained by using the filtering property for the func-
tion f (t) = e−st . we have from Eq. (1.17)
Z ∞
e−st δ(t − a)dt = f (a) = e−as .
0

Example 20. Find the solution of the IVP:

y 00 + 2y 0 + 5y = δ(t − 2), y0 = 0, y00 = 0.

Solution: Taking the L.T. of the DE, we obtain

(s2 Y − sy0 − y00 ) + 2(sY − y0 ) + 5Y = e−2s ,

⇒ (s2 + 2s + 5)Y = e−2s

e−2s
⇒ Y =
(s + 1)2 + 4
. Taking the inverse Laplace transform, we obtain

e−2s
 
−1 −1
y = L [Y ] = L
(s + 1)2 + 4
1
= e−(t−2) sin{2(t − 2)}u2 (t)
2
(
0, 0 ≤ t < 2
=
1 −(t−2)
2
e sin{2(t − 2)}, t ≥ 2.
 15

1.6 More Properties of Laplace Transforms

In the earlier sections, we have discussed the solution of constant coefficient differential
equations along with initial conditions. The properties of Laplace transforms discussed
earlier are not sufficient to solve the differential equations with polynomial coefficients in
terms of the independent variable. The concept of differentiation of Laplace transform
helps us in the solution of a class of such problems.

1.6.1 Differentiation of Laplace Transform

Theorem 9. Let f (t) be a piecewise continuous on [0, ∞] and be of exponential order.
Then
0
L[tf (t)] = −F (s) and L[tn f (t)] = (−1)n F n (s), s > α,
dn
where F (s) = L[f (t)] and F n (s) = dsn
F (s).
Proof. Z ∞ Z ∞
dF d −st d −st
= e .f (t)dt = (e ).f (t)dt
ds ds 0 0 ds
Z ∞
=− e−st [tf (t)]dt = −L[tf (t)]
0
0
Hence L[tf (t)] = −F (s).
d
Similarly, L[t2 f (t)] = L [t{tf (t)}] = − L[tf (t)],
ds
 
d d 00
− − F (s) = (−1)2 F (s),
ds ds

By induction, we can prove that L[tn f (t)] = (−1)n F (n) (s).

0
Remark. (i) L−1 [F (s)] = −tf (t)

(ii) L−1 [F (n) (s)] = (−1)n f (t).tn .

Example 21. Find the Laplace transform of the following functions:

(a) t sin 4t (b) t2 e−2t (c) t2 cos 3t.

Solution:  
d 4 8s
(a) L[t sin 4t] = − = .
ds s2 + 16 (s2 + 16)2
2
 
2 −2t 2 d 1 2
(b) L[t e ] = (−1) 2 = .
ds s + 2 (s + 2)3
s2 − 9
 
d s
(c) L[t cos 3t] = − = ,
ds s2 + 9 (s2 + 9)2
 16

 2
2s(s2 − 27)

2 d s −9
L[t cos 3t] = − = .
ds (s2 + 9)2 (s2 + 9)3

Example 22. Find the inverse Laplace transform of the following function:

2(s + 1)
.
(s2 + 2s + 2)2

Solution: Since
 
2(s + 1) 2(s + 1) d 1 0

2 2
= 2 2
=− 2
= −F (s)
(s + 2s + 2) [(s + 1) + 1] ds (s + 1) + 1

0
Hence L−1 [−F (s)] = tf (t) and
 
−1 −1 1
f (t) = L [F (s)] = L = e−t sin t
(s + 1)2 + 1

therefore  
−1 2(s + 1)
L = te−t sin t.
(s2 + 2s + 2)2

Example 23. Find the solution of the IVP

00 0 0
y + ty − 2y = 6 − t, y(0) = 0, y (0) = 1

given that L[y(t)] exist.

Solution: Taking the L.T. of the given D.E., we get

0 d 6 1
{s2 Y (s) − sy(0) − y (0)} − {sY (s) − y(0)} − 2Y (s) = − 2
ds s s
0 6 1
(s2 Y (s) − 1) − sY (s) − Y (s) − 2y(s) = − 2 +1
s s
0 6 1
s2 Y (s) − sY (s) − 3y(s) = 1 + − 2
s s
 
0 3 1 6 1
Y (s) + ( − s)Y (s) = − + − .
s s s2 s3
For the solution of L.D.E. in Y (s), we have
Z  
3
− s ds s2 s2
I.F. = e s = e3 log s− 2 = s3 e− 2 .
 17

Therefore, Z  
3 − s2
2 1 6 1 2
3 − s2
s e Y (s) = − s e + − ds + c
s s2 s3
Z 2
Z 2
Z
s2
− s2 − s2
= e ds − 6 s e ds − s2 e− 2 ds + c
Z  Z 
2 2 2 2
− s2 − s2 − s2 − s2
= e ds + 6e − −se + e ds + c

s2
= (6 + s)e− 2 + c.
6 1 c s2
=⇒ Y (s) = + + e2.
s3 s2 s3
Hence, y(t) = 3t2 + t as lims→0 Y (s) = 0 ⇒ c = 0.

1.6.2 Integration of Laplace Transform

We now present a useful result involving the integration of Laplace transforms.

Theorem 10. Let f (t) be a piecewise continuous on [0, ∞] and be of exponential order.
f (t)
Further, let limt→0+ exist. Then
t
  Z ∞
f (t)
L = F (u)du, s > α
t s

where L[f (t)] = F (s).

Proof. From the definition, we have
Z ∞
F (s) = e−st .f (t)dt = L[f (t)]
0

Integrating from s to ∞, we obtain

Z ∞ Z ∞ Z ∞ 
−ut
F (u)du = e f (t)dt du.
s s 0
Z ∞ Z ∞  Z ∞  −ut ∞
−ut e
= e du f (t)dt = f (t)dt
0 s 0 −t s
Z ∞    
−st f (t) f (t)
= e dt = L , s > α.
0 t t

Remark. Z ∞
−1 f (t)
L [ F (u)du] =
s t
or Z ∞
−1
f (t) = tL [ F (u)du].
s
 18

sin ωt
Example 24. Find the Laplace transform of .
t

Solution:
  Z ∞
sin ωt
L = L[sin ωt]du
t s
Z ∞  i∞
ω h
−1 u
= du = tan
s u2 + ω 2 ω s
π s s
= − tan−1 = cot−1 .
2 ω ω
s
Example 25. Find the inverse Laplace transform of the function .
(s2 − 9)2

Solution: By the above remark, we have

Z ∞ Z ∞ 
−1 −1 u
f (t) = tL [ F (u)du] = tL du
s s (u2 − 9)2
 ∞ 
−1 −1
= tL
2(u2 − 9) s
 
t −1 1 t
= L 2
= . sinh(3t).
2 s −9 6

1.6.3 Convolution Theorem

Consider, for example, a function

1
H(s) = = F (s)G(s)
s(s2 + a2 )

where F (s) = 1/s and G(s) = 1/(s2 + a2 ). The inverse Laplace transform of H(s) can be
determined by first writing its partial fractions. However, we know the inverse Laplace
transforms of F (s) and G(s). We know present a result which gives the Laplace transform
of a product of functions.
Convolution:A function derived from two given functions by integration which expresses
how the shape of one is modified by the other.
Let f (t) and g(t) be defined in [0, ∞]. Then, the convolution of f (t) and g(t), denoted
by (f ∗ g)(t), is defined by
Z t
(f ∗ g)(t) = f (τ ) g(t − τ )dτ, t ≥ 0.
0

Remark. (f ∗ g)(t) = (g ∗ f )(t).

 19

Theorem 11 (Convolution Theorem). Let f (t) and g(t) be piecewise continuous function
on [0, ∞] and be of exponential orders. Then

L [(f ∗ g)(t)] = L[f (t)]L[g(t)] = F (s)G(s).

Proof. To prove the result, we start with RHS

Z ∞  Z ∞ 
−sτ −su
F (s)G(s) = e f (τ )dτ e g(u)du
0 0
Z ∞Z ∞
= e−s(τ +u) f (τ )g(u)dτ du
Z0 ∞ 0 Z ∞
= f (τ )dτ e−s(τ +u) g(u)du.
0 0

Let τ + u = t, then du = dt, when τ is fixed. Therefore

Z ∞ Z ∞
F (s)G(s) = f (τ )dτ e−st g(t − τ )dt.
0 τ

Now, by changing the order of integration, we have

Z ∞ Z t
−st
F (s)G(s) = e dt f (τ )g(t − τ )dτ,
0 0
Z ∞ Z t 
−st
= e f (τ )g(t − τ )dτ dt
0 0
Z ∞
= e−st [(f ∗ g)(t)] dt = L [(f ∗ g)(t)] .
0

Remark.
L−1 [F (s)G(s)] = (f ∗ g)(t).

Example 26. Find the convolution sin ωt ∗ cos ωt.

Solution: We have
Z t
sin ωt ∗ cos ωt = sin ωt cos ω(t − τ )dτ
0
1 t
Z
= [sin ωt + sin ω(2τ − t)] dτ
2 0
 t
1 1
= τ sin ωt − cos ω(2τ − t)
2 2ω 0
1
= t sin ωt.
2

1
Example 27. Find the inverse Laplace transform of using convolution.
(s2 + ω 2 )2
 20

Solution: Write
1 1
= 2 = F (s)G(s)
(s2 2
+ω ) 2 (s + ω )(s2 + ω 2 )
2

sin ωt
Then, we have f (t) = g(t) = . Therefore,
ω
Z t
−1
L [F (s)G(s)] = (f ∗ g)(t) = f (τ )g(t − τ )dτ
0
Z t
1
= 2 sin ωt sin ω(t − τ )dτ
ω 0
Z t
1
= [cos ω(2τ − t) − cos ωt] dτ
2ω 2 0
 t
1 1
= sin ω(2τ − t) − τ cos ωt
2ω 2 2ω 0
1
= [sin ωt − ωt cos ωt] .
2ω 3

Example 28. Find f (t) as the solution of the integral equation

Z t
−2t
f (t) = t + e + f (τ )e2(t−τ ) dτ.
0

Solution: We identify the integral on the right hand side as the convolution
Z t
(f ∗ g)(t) = f (τ )g(t − τ )dτ
0

where g(t) = e2t .

Then taking L.T. of the given equation, we obtain

1 1 1
F (s) = 2
+ + F (s)
s s+2 s−2

or  
1 1 1
1− F (s) = 2
+ .
s−2 s s+2

s − 2 s2 + s + 2
 
=⇒ F (s) =
s − 3 s2 (s + 2)
 
1 14 5 30 36
= − + + .
45 s − 3 s s2 s+2

Taking the inverse L.T., we obtain

1  3t
14e − 5 + 30t + 36e−2t .

f (t) =
45
 21

Example 29. Solve the IVP:

00 0
y + 9y = sin 3t, y(0) = 0, y (0) = 0.

Solution: Taking the Laplace transform of the given differential equation, we obtain
3
s2 Y (s) + 9Y (s) =
s2 + 9
or
3
Y (s) = .
(s2 + 9)2
or   
1 3 3 1
Y (s) = 2 2
= F (s)G(s).
3 s +9 s +9 3
On using the convolution theorem, we obtain
1 t
Z
y(t) = sin 3τ sin 3(t − τ )dτ
3 0
1 t
Z
= [cos 3(2τ − t) − cos 3t]dτ
6 0
 t
1 1
= sin 3(2τ − t) − τ cos 3t
6 6 0
1
= [sin 3t − 3t cos 3t] .
18

1.7 Laplace Transform of Periodic Functions

Periodic functions appear in many applications in science and engineering. Let f (t) be
piecewise continuous on [0, ∞], be of exponential order and periodic with period T . Then
Z T
1
L[f (t)] = e−sT f (t)dt, s > 0.
1 − e−sT 0
Proof.
∞ Z
X (n+1)T ∞ Z
X T
−sT
L[f (t)] = e f (t)dt = e−s(u+nT ) f (u + nT )du.
n=0 nT n=0 0

put t = u + nT.

Example 30. Find the Laplace transform of the periodic function defined by the sawtooth
wave
f (t) = t, 0 ≤ t ≤ a, f (t + a) = f (t).
22

Solution: We have T = a. Therefore,

Z a    a
1 −st 1 t 1 −st
L[f (t)]] = t e dt = − + e
1 − e−as 0 1 − e−as s s2 0
−as
1 ae
= 2− .
s s(1 − e−as )

Exercise

1. Find the Laplace transform of the following functions:

√ √ √
(a) bt f (at), (b) t3 cos(4t), (c) e7t sinh( 2t), (d) sin( t), (e) erf( t),
2 sin(t) sinh(t) 1 + 2at
(f) , (g) √ eat .
t t

 sin ωt, 0 < t < π
ω
2. Find L[f (t)], where f (t) = π
 0, t≥
ω

1 ∞
Z t  Z
F (u)
3. If L[F (t)] = f (s). Show that L du = f (y)dy.
Z t 0 u s s
cot−1 (s)

sin u
Hence show that L du = .
0 u s
√ √
√ π −1/4s cos t
4. Given that L[sin t] = e , determine the Laplace transform of √ .
2s3/2 t

5. Compute inverse Laplace transform of the following functions:

1 −1 1 1 e−1/s s2 − 3
(a) , (b) cot (s/k), (c) ln(1+ 2 ), (d) √ , (e) ,
(8s − 27)1/3 s s s (s + 2)(s − 3)(s2 + 2s + 5)
e−πs
(f) 2
s −2

6. Using Convolution
 theorem evaluate
  Z t
s 1
(a) L −1
, (b) L −1
, (c) If f (t) = t + 6 et−τ f (τ )dτ ,
(s2 + 4)3 Z (s + 2)2 (s − 2) 0
t
(d) If f (t) = e−t − cos(t − τ )f (τ )dτ
0

7. Show that

1 −t 1 (s + 1)2 + 4
(a) If L[tf (t)] = then L[e f (2t)] = log
s(s2 + 1) 4 (s + 1)2
(
t2 , 0 < t ≤ 1 2(1 − e−s )
(b) If f (t) = then L[f 00 (t)] =
0, t>1 s
 23


2
Z ∞  t,

 0≤t<1
(c) f (t)δ(t − 1)dt = sin 2, where f (t) = sin 2, t = 1
0 

 t, t>1
Z 3
(d) t3 δ(t − 4)dt = 0
0

8. Find the Laplace transform of the following functions:

(
1, 0≤t<1
(a) f (t) =
−1, 1 ≤ t < 2; f (t + 2) = f (t)
(
t, 0≤t<π
(b) f (t) =
π − t, π ≤ t < 2π; f (t + 2π) = f (t)
π π
(c) f (t) = E sin ωt, 0 ≤ t < , f (t + ) = f (t)
ω ω
(d) f (t) = dte, where dte denote the greatest integer ≤ t.

9. Solve the following differential equations by using Laplace transform:

(a) y00 + 3y0 + 2y = e−t ; y(0) = y0(0) = 0

(b) y00 + y = δ(t − a); y(0) = y(b) = 0, 0 < a < b

(c) y iv − y = 1; y(0) = y0(0) = y00(0) = y000(0) = 0

(d) ty00 + 2y0 + ty = cos t; y(0) = 1, y0(0) = 0

(e) y00 + 5y0 + 6y = 1 − u3 (t) − u5 (t); y(0) = y0(0) = 0: ua (t) = u(t − a) = H(t − a)
is unit step or Heaviside function

Answers
√
6s4 − 576s2 + 1536
  r
1 s − log b 2 1 π −1/4s
1(a) F , (b) , (c) , (d) e ,
a a (s2 + 16)4 (s − 7)2 − 2 2s rs
ω(1 + e−πs/ω )
r
1 2 π s π −1/4s
(e) √ , (f) tan−1 ( 2 ), (g) . (2) . (4) e .
s s+1 s s−as−a s√2 + ω 2 s
t−2/3 e27t/8 sin kt R t 1 − cos u cos 2 t
5(a) p , (b) , (c) 2 0 du, (d) √ ,
2 1/3 t u 4 πt
1 35 1 p t
(e) (3e3t −2e−2t −e−t cos 2t− e−t sin 2t), (f) √ uπ (t) sinh( 2(t − π)). 6(a) (sin 2t−2t cos 2t),
50 2 2 √ 64 √
1 t 3t 1 3t
(b) (e2t − e−2t − 4te−2t ), (c) (6e7t + 7t − 6), (d) 2e−t − e−t/2 (cos + √ sin ).
16 49 2 3 2
1 s 1 π 1 πs Eω
8(a) tanh , (b) −2πs
{ e−πs (e−πs − 1) + 2 (e−πs − 1)2 }, (c) coth( ) 2 ,
s 2 1−e s s 2ω s + ω 2
24

e−s
(d) .
s(1 − e−s )
9(a) y = (t−1)e−t +e−2t , (b) y = − sin t sin(b−a)/ sin b, 0 ≤ t ≤ a; − sin a sin(b−t)/ sin b, a ≤ t ≤ b,
1 t+2
(c) y = −1 + (cosh t + cos t), (d) y = sin t,
2 2t
1 1 1
(e) (1+2e−3t −3e−2t )u0 (t)− (1+2e−3(t−3) −3e−2(t−3) )u3 (t)− (1+2e−3(t−5) −3e−2(t−5) )u5 (t),
6 6 6