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LAPLACE TRANSFORM

In mathematics, the Laplace transform is a widely used integral transform. It has many important applications
in mathematics, physics, economics, engineering, and probability theory.

The Laplace transform is related to the Fourier transform, but whereas the Fourier transform resolves a function or
signal into its modes of vibration, the Laplace transform resolves a function into its moments. Like the Fourier transform,
the Laplace transform is used for solving differential and integral equations. In physics and engineering, it is used for
analysis of linear time-invariant systems such as electrical circuits, harmonic oscillators, optical devices, and mechanical
systems. In this analysis, the Laplace transform is often interpreted as a transformation from the time-domain, in which
inputs and outputs are functions of time, to the frequency-domain, where the same inputs and outputs are functions
of complex angular frequency, in radians per unit time. Given a simple mathematical or functional description of an
input or output to a system, the Laplace transform provides an alternative functional description that often simplifies
the process of analyzing the behavior of the system, or in synthesizing a new system based on a set of specifications.

The Laplace transform is named in honor of mathematician and astronomer Pierre-Simon Laplace, who used the
transform in his work on probability theory.

Some Properties of Laplace Transforms:

Property 1. Constant Multiple
If a is a constant and f(t) is a function of t, then
{a f(t)} = a {f(t)}

{7 sin t} = 7 {sin t}
Property 2. Linearity Property
If a and b are constants while f(t) and g(t) are functions of t, then
{a f(t) + b g(t)} = a {f(t)} + b {g(t)}

{3t + 6t2 } = 3  {t} + 6 {t2}

Property 3. Shifting Property (Shift Theorem)
{eatf(t)} = F(s − a)
{e3tf(t)} = F(s − 3)

Definition Let F(t) be any function such that the integrations encountered may be legitimately performed on F(t). The
Laplace transform of F(t) is denoted by L{F(t)} and is defined by
∞
L { F ( t ) }=∫ e−st F ( t ) dt
0 . Equation 1
The integral in (1) is a function of the parameter s; call that function f(s). We may write
∞
L {F ( t ) } =∫ e−st F ( t ) dt=f ( s )
0 . Equation 2
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Example
Find the Laplace transform of:

|
∞
1. F ( t )=1 1
=− e−st
∞ 0
s
L ( 1 ) =∫ e ( 1 ) dt −st
1
0
=− [ e−∞−e0 ]
s
1 ∞ −st 1
=− ∫ e (−sdt )
s0
=− ( 0−1 )
s
1
=
s

2. F ( t )=t

][ ]
∞
L ( t )=∫ e− st tdt
0
1
[ 1 1
= − ( ∞ ) e−∞ + ( 0 ) e 0 − 2 ( e−∞−e 0 )
s s s

| − ∫(− 1s ) e
∞ ∞ 1
1 =0− ( 0−1 )
=− te −st 0
−st
dt s2
s 0
1

[ ]
∞ =
1 1
= − te−st − 2 e−st s2
s s 0

[ ]
at ∞
3. F ( t )=e , s>a =−
1 −( s−a ) t
e
∞ s−a 0
L ( e )=∫ e e dt
at − st at
1 − ( s−a ) ∞ −( s−a ) 0
0
=−
s−a
[e −e ]
∞
=∫ e− ( s−a ) t dt =−
1
( 0−1 )
0 s−a
1
=
s−a

4. Find the Laplace transform of H(t), where

H(t) = t, 0 < t < 4,
= 5, t > 4.
∞
L {H ( t ) }=∫ e− st H ( t ) dt
0
4 ∞
¿∫ e tdt +∫ e
−st −st
5 dt
0 4
Using integration by parts on the next – to – last integral above, we soon arrive, for s > 0, at

[ ][ ]
4 ∞
t 1 5
L { H ( t ) }= − e−st − 2 e−st + − e− st
s s 0
s 4
−4 s −4 s −4 s
4e e 1 5e
L { H ( t ) }=− − 2 +0+ 2 −0+
s s s s
−4 s −4 s
1 e e
L {H ( t ) }= 2 + − 2
s s s
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EXERCISES.

INVERSE LAPLACE TRANSFORM

T
−1
{F ( p ) }=f ( t ) Equation 3

where: T −1 {F ( p ) } is called the inverse transform of F(p).

Replacing p by p+g, we get

∞
F ( p+g )=∫ e−pt e− gt f ( t ) dt
0 Equation 4
−gt
F ( p+g )=e F ( p ) Equation 5
e gt F ( p+g )=T { f ( t ) }
Equation 6
gt −1
e T { F ( p+g ) }=f ( t )
Equation 7

Example
Express in terms of t:
1. T-1{(p3+p+3)/(p2+4)2}
p3 + p+3 p ( p 2 +4 ) −3 p+3
=
( p2 + 4 ) 2 ( p 2 + 4 )2
p 3p 3
= − +
p + 4 ( p + 4 ) ( p +4 )2
2 2 2 2

T −1
{ p 3 + p+3
( p2 + 4 )
2
} { } {
=T −1
p
p +4
+ T −1
2
−3 p
( p 2 +4 )
2
+T −1
3
( p2 + 4 ) } {
2
}
Using Laplace Table beginning with #8, #9, and #11, with a=2, we get
3 3
=cos 2t− t sin 2 t+ ( sin 2t−2 t cos 2 t )
4 16
3
( )
=cos 2t 1− t +sin 2t
8
3 3
− t
16 4 ( ) ans.

2. T-1{(18p+72)/[(3p+9)2+18]2}

T −1
{[
18 p+72
( 3 p+ 9 )2 +18 ]
2
} {
=T −1
18 ( p+3 ) +1
81 [ ( p+3 )2 +2 ]2 }
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2 3 t −1 p +1
= e T
9 { }
( p2 +2 )2

Using LaplaceTable, use #s 9&11, with a=√ 2 , we get

2 −3 t t
= e
9 2√2 [ 1
sin √ 2t + 3 ( sin √2 t−√ 2t cos √ 2t )
2 √2 ]
2
= e−3 t
9
t
2√2[sin √ 2t +
1
4 √2
1
sin √ 2t− t cos √ 2t
4 ]
1
= √2 e−3t ( 2t sin √2 t + sin √2 t −√ 2t cos √ 2t )
36 ans.

ASSIGNMENT:

Find the transform in terms of p indicated by:

a k
T { at }= T { sin kt }=
p2 . p2 +k 2
1. 4
3! p
T { t 3 }= T { cos kt }=
p4 p +k 2
2

2. 5.

3.
T {t 2 }=
2
p3 6.
T {12 (e +e )}
at −at

Using a table , find in terms of t:

7.
T −1
{ 5
p
+
7
7 p−a }
8.
T −1
{ 2 p+5
p 2−25 }
Verify each equation, and express each left member in terms of t:

9.
T
−1
{ p+3
( p+3 )2 +1
=e
}
−3t −1
T
p
{ }
p 2 +1

10.
e
−2t
T
−1
{ p
} { }
( p−2 )2 +9
=T
−1 p+2
P2 +9
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