Lecture No.

23

Differential Equations

Laplace Transform

By
Mudasar Rehman
Outlines

➢ Objectives
➢ Introduction
➢ Examples
➢ Home Task

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Objectives

➢ To develop the concept of several variables.

➢ In studying a real-world phenomenon, a quantity being investigated

usually depends on two or more independent variables. So we need
to extend the basic ideas of the calculus of functions of a single
variable to functions of several variables.
➢ These ideas are then used to compute volumes, masses, and centroids
of more general regions.

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Introduction

In elementary calculus you learned that differentiation and integration

are transforms; this means, roughly speaking, that these operations
transform a function into another function. For example, the function
𝑓 𝑥 = 𝑥 2 is transformed, in turn, into a linear function and a family of
cubic polynomial functions by the operations of differentiation and
integration

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 𝑑 2 1 3
𝑥 = 2𝑥, න 𝑥 2 𝑑𝑥 = 𝑥 +𝑐
𝑑𝑥 3

Moreover, these two transforms possess the linearity property that the
transform of a linear combination of functions is a linear combination of
the transforms. For α and β constants

𝑑
𝛼 𝑓 𝑥 + 𝛽𝑔(𝑥) = 𝛼𝑓 ′ 𝑥 + 𝛽𝑔′ (𝑥)
𝑑𝑥

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and
න 𝛼 𝑓 𝑥 + 𝛽𝑔(𝑥) 𝑑𝑥 = 𝛼 න 𝑓 𝑥 𝑑𝑥 + 𝛽 න 𝑔(𝑥) 𝑑𝑥

provided that each derivative and integral exists. In this section we will
examine a special type of integral transform called the Laplace
transform.

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Laplace Transform

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

∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 (2)
0

is said to be the Laplace transform of f, provided that the integral

converges.

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Transforms of some Basic Functions:

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Example: Evaluate ℒ sin 2𝑡

Solution:
∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

Here 𝑓 𝑡 = sin 2𝑡
∞
ℒ sin 2𝑡 = න 𝑒 −𝑠𝑡 sin 2𝑡 𝑑𝑡
0

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Integrating by parts

∞
sin 2𝑡 𝑒 −𝑠𝑡 2 ∞ −𝑠𝑡
= อ + න 𝑒 cos 2𝑡 𝑑𝑡
−𝑠 𝑠 0
0

Using

lim 𝑒 −𝑠𝑡 sin 2𝑡 = 0

𝑡→∞

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 2 ∞ −𝑠𝑡
= න 𝑒 cos 2𝑡 𝑑𝑡
𝑠 0

Again Integrating by parts

∞
2 cos 2𝑡 𝑒 −𝑠𝑡 2 ∞ −𝑠𝑡
= อ − න 𝑒 𝑠𝑖𝑛 2𝑡 𝑑𝑡
𝑠 −𝑠 𝑠 0
0

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 −𝑠𝑡 cos(0) 𝑒 0 1
Using lim 𝑒 cos 2𝑡 = 0 and =
𝑡→∞ 𝑠 𝑠

2 4 ∞ −𝑠𝑡
= 2 − 2 න 𝑒 𝑠𝑖𝑛 2𝑡 𝑑𝑡
𝑠 𝑠 0

∞ −𝑠𝑡
Since ℒ sin 2𝑡 = ‫׬‬0 𝑒 sin 2𝑡 𝑑𝑡 so above equation becomes

2 4
ℒ sin 2𝑡 = 2 − 2 ℒ sin 2𝑡
𝑠 𝑠

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 4 2
ℒ sin 2𝑡 + 2 ℒ sin 2𝑡 = 2
𝑠 𝑠

4 2
1 + 2 ℒ sin 2𝑡 = 2
𝑠 𝑠

𝑠2 + 4 2
2
ℒ sin 2𝑡 = 2
𝑠 𝑠

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 2 𝑠2
ℒ sin 2𝑡 = 2 2
𝑠 𝑠 +4

So

2
ℒ sin 2𝑡 = 2
𝑠 +4

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Example: Evaluate ℒ 𝑒 𝑡 − 𝑒 −𝑡 2

Solution:
∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

Here 𝑓 𝑡 = 𝑒 𝑡 − 𝑒 −𝑡 2 = 𝑒 2𝑡 + 𝑒 −2𝑡 − 2
∞
ℒ 𝑒 2𝑡 + 𝑒 −2𝑡 − 2 = න 𝑒 −𝑠𝑡 𝑒 2𝑡 + 𝑒 −2𝑡 − 2 𝑑𝑡
0

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 ∞ ∞ ∞
= න 𝑒 −𝑠𝑡 𝑒 2𝑡 𝑑𝑡 + න 𝑒 −𝑠𝑡 𝑒 −2𝑡 𝑑𝑡 + න 𝑒 −𝑠𝑡 −2 𝑑𝑡
0 0 0

∞ ∞ ∞
= න 𝑒 (2−𝑠)𝑡 𝑑𝑡 + න 𝑒 −(2+𝑠)𝑡 𝑑𝑡 − 2 න 𝑒 −𝑠𝑡 𝑑𝑡
0 0 0

∞ ∞ ∞
𝑒 (2−𝑠)𝑡 𝑒 −(2+𝑠)𝑡 𝑒 −𝑠𝑡
= อ + อ −2 อ
2−𝑠 −(2 + 𝑠) −𝑠
0 0 0

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 ∞ ∞ ∞
𝑒 (2−𝑠)𝑡 𝑒 −(2+𝑠)𝑡 𝑒 −𝑠𝑡
= อ + อ −2 อ
2−𝑠 −(2 + 𝑠) −𝑠
0 0 0

1 1 2
= + −
𝑠−2 𝑠+2 𝑠

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ℒ is a Linear Transform

For a linear combination of functions we can write

∞ ∞ ∞
න 𝑒 −𝑠𝑡 𝛼 𝑓 𝑡 + 𝛽𝑔(𝑡) 𝑑𝑡 = 𝛼 න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 + 𝛽 න 𝑒 −𝑠𝑡 𝑔 𝑡 𝑑𝑡
0 0 0

whenever both integrals converge for 𝑠 > 𝑐. Hence

ℒ 𝛼 𝑓 𝑡 + 𝛽𝑔(𝑡) = 𝛼 ℒ 𝑓 𝑡 + 𝛽 ℒ 𝑔(𝑡) (3)

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Sufficient Conditions for Existence

If f is piecewise continuous on [0, ∞) and of exponential order c, then

ℒ 𝑓(𝑡) exists for 𝑠 > 𝑐.

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 0, 0≤𝑡<3
Example: Evaluateℒ 𝑓(𝑡) where 𝑓 𝑡 = ቊ 2, 𝑡>3

Solution:

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Since f is defined in two pieces, ℒ 𝑓(𝑡) is expressed as the sum of two
integrals:
∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0

3 ∞
= න 𝑒 −𝑠𝑡 (0) 𝑑𝑡 + න 𝑒 −𝑠𝑡 (2)𝑑𝑡
0 3

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 3 ∞
= න 𝑒 −𝑠𝑡 (0) 𝑑𝑡 + න 𝑒 −𝑠𝑡 (2)𝑑𝑡
0 3

∞
= 2 න 𝑒 −𝑠𝑡 𝑑𝑡
3

∞
𝑒 −𝑠𝑡
=2 อ
−𝑠
3

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 ∞
𝑒 −𝑠𝑡
=2 อ
−𝑠
3

𝑒 −3𝑠
=2 0+
−𝑠

𝑒 −3𝑠
=2
−𝑠

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Behaviour of F(s) as 𝑠 → ∞

If f is piecewise continuous on (0, ∞) and of exponential order and

𝐹 𝑠 = ℒ 𝑓(𝑡) , then lim 𝐹 𝑠 = 0.

𝑠→∞

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Home Task: Find Laplace transform of the following functions.

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For further and detail study consult

❖ Differential Equations with Boundary Value Problems by Zill & Cullen

❖ https://www.youtube.com/results?search_query=laplace+transform

❖ https://www.youtube.com/watch?v=KqokoYr_h1A

❖ For any query feel free to email at mudasar@uosahiwal.edu.pk

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