CHAPTER 2

LAPLACE TRANSFORM

1.1 INTRODUCTION

Laplace transform dates back to the French mathematician Laplace who made use
of the transform integral in his work on probability theory in 1780. Oliver Heaviside
(1850-1925), an English electrical engineer, popularized the use of Laplace transform
as a mathematical tool in solving linear differential equations arising in electrical
circuits. Heaviside was a self-made man without any academic training but made
significant contributions to electromagnetic theory.

1.2 Derivation of Laplace transform from Fourier integral theorem:

It is instructive to derive formally the Laplace transform and its inversion formula
from the Fourier integral theorem. We know that for a function g(x) defined on
(−∞, ∞) to have its Fourier transform is that the integral
Z ∞
|g(x)|dx
−∞

must be convergent. Let us change the notation x to t to introduce the concept of

time. Thus if Z ∞
|g(t)|dt
−∞

is not convergent then the Fourier transform G(s) of the function need not exist for
real values of x . This situation arises in many cases . For example , if g(t) = sin σt
where σ is real, then Z ∞
|g(t)|dt
−∞

is not convergent.
We suppose that a function f (t) and its derivative f 0 (t) are both piecewise con-

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tinuous functions for all t ≥ 0. We define

 e−ct f (t), t ≥ 0,
g(t) = (1)
 0, otherwise
R∞
where c is a positive real constant . Then obviously −∞
|g(t)|dt is convergent so
that the Fourier transform of g(t) exists. Thus by Fourier integral theorem
Z ∞ Z ∞ 
1 −ist isx
g(t) = e e g(x)dx ds. (2)
2π −∞ −∞

Using (1), we find


ct Z ∞ Z ∞  f (t), t ≥ 0,

e
e−ist eisx g(x)dx ds =
2π −∞ −∞  0, otherwise.

Thus
∞ ∞
ect
Z Z 
−ist isx−cx
f (t) = e e f (x)dx ds, t ≥ 0.
2π −∞ 0

If we now write p = c − is, then

Z c+i∞
1
f (t) = F (p)ept dp, t ≥ 0
2πi c−i∞

where Z ∞
F (p) = f (t)e−pt dt.
0

Thus in a purely formal manner the transform formulae

Z ∞
F (p) ≡ L[f (t)] = e−pt f (t)dt (3)
0

called the Laplace transform of f (t), and

Z c+i∞
−1 1
f (t) ≡ L [F (p)] = F (p)ept dt, t ≥ 0, (4)
2πi c−i∞
called the inverse Laplace transform, have been derived.

Remark:

1. An integral of the form (3) in which the function f (t) is integrable over the
interval (0, T ) for any positive T , is called a Laplace integral.

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 2. The Laplace integral may not exist for any function f (t). For example if
2
f (t) = et , then the integral
Z ∞ Z ∞ 2 2
Z ∞
−pt t2 (t− p2 )2 − p4 − p4 2
e e dt = e dt = e eu du
p
0 0 2

which is clearly divergent for all values of p.

R∞
3. For some functions f (t), the integral 0 e−pt f (t)dt exists for some values of
R∞ R∞
p but not for others . For example if f (t) = et , then 0 e−pt et dt = 0 e−(p−1)t dt
which exists if <p > 1, but not if <p ≤ 1.

Existence of Laplace Transform:

Definition: Let a function f (t) defined for t ≥ 0 be piecewise continuous. It is

said to be of exponential order c if

lim e−ct f (t) = 0

t→∞

and it is written as f (t) = O(ect ) as t → ∞.

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Note: The function et considered above is not of exponential order since

2
lim e−ct et = ∞
t→∞

for any constant c > −∞.

Theorem (Existence theorem):

If f (t) defined on [0, ∞) is piecewise continuous and is of exponential order i.e.

f (t) = O(ect ), then the Laplace transform F (p) of f (t) exists in the half-plane
<p > c.
Proof :
Z ∞ Z T Z ∞
−pt −αt
|F (p)| ≤ |e f (t)|dt = e |f (t)|dt + e−αt |f (t)|dt
0 0 T

(α = <p, T is finite)

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 The first integral exists science f is piecewise continuous. Since f (t) = O(ect ),
there exists  for a given T such that |f (t)|e−ct <  for t > T .
Thus the second integral is
Z ∞
< e−(α−c) dt
T

which exists for α = <p > c.

Remark: The conditions for existence of the Laplace transform stated above are
1
sufficient rather than necessary. For example the function f (t) = t− 2 has infinite
discontinuity at t = 0 and hence is not piecewise continuous on [0, ∞). However its
Laplace transform exists (see example 4 below).
Examples
Example 1. Find the Laplace transform of f (t) = eat
Z ∞
at
L[e ] = e−pt eat dt.
0
1
This integral exists for <p > a so that L[eat ] = p−a
for <p > a where for <p ≤ a, it
diverges.

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Example 2. L[1] = p
for <p > 0.

p ω
Example 3. L[cos ωt] = p2 +ω 2
, L[sin ωt] = p2 +ω 2
for <p > 0.

∞ ∞
e−pt π √
Z Z r
1 2 −x2
Example 4. L[ √ ] = √ dt = √ e dx = ( pt = x).
t 0 t p 0 p
1
Remark: In this example the function f (t) = t− 2 has infinite discontinuity at
t = 0 and hence is not piecewise continuous on [0, ∞). However its Laplace trans-
form exists.This shows that the conditions for existence of the Laplace transform
stated above are sufficient rather than necessary.

Example 5.
Z ∞ Z ∞
−pt γ 1
γ
L[t ](γ > −1) = e t dt = e−u uγ du (u = pt, <p > 0)
0 pγ+1 0

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 Γ(γ + 1)
=(γ > −1, <p > 0)
pγ+1
R∞
Note: For γ = −1, the integral 0 e−pt dtt does not exist so that the Laplace
1
transform of t
does not exist.

Example 6.
Z ∞
p
L[cosh at] = e−pt cosh at dt = , <p > a > 0.
0 p2 − a2
Z ∞
a
L[sinh at] = e−pt sinhh at dt = , <p > a > 0.
0 p2 − a2

Example 7. Z ∞ r
1
−pt 1 1 π
L[t ] =
2 e t dt =
2 .
0 2p p

1.3 Laplace inversion:

Theorem (Laplace inversion theorem)

If F (p) is an analytic function of the complex variable p in the half-plane <p > c
and is of order O(p−k ) where k is real and k > 1, then the integral
Z c+i∞
1
F (p)ept dp
2πi c−i∞

converges to a function f (t) which is independent of c .Provided, the Laplace trans-

form of f (t) is F (p) for <p > c . Furthermore, the function f (t) is continuous for
t ≥ 0 and is O(ect ) as t → ∞.

1.4 Operational properties of Laplace transform

1. Linearity property:
If F (p) = L[f (t)] and G(p) = L[g(t)], then L[c1 f (t) + c2 g(t)] = c1 F (p) + c2 G(p),

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where c1 and c2 are constants.
Proof: Proof is obvious but for sake of completeness we give the proof below.
Z ∞
L[c1 f (t) + c2 g(t)] = e−pt (c1 f (t) + c2 g(t))dt
0
Z ∞ Z ∞
= c1 e−pt f (t)dt + c2 e−pt g(t)dt = c1 F (p) + c2 G(p)
0 0

2. Scaling property:
For a > 0, L[f (at)] = a1 F ( ap ).

Proof:
Z ∞
L[f (at)] = e−pt f (at)dt
0
Z ∞
1 (− ap )z 1 p
= e f (z)dz = F ( )
a 0 a a
after substituting z = at.

3.Shifting Property:
If F (p) is the Laplace transform of f (t), then L[eat f (t)] = F (p − a)

Proof:
Z ∞
at
L[e f (t)] = e−pt eat f (t)dt
0
Z ∞
= e−t(p−a) f (t)dt = F (p − a).
0

4.Translation Property:
If F (p) is the Laplace transform of f (t), then the Laplace transform of

 f (t − a), t > a,
g(t) =
 0, otherwise

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is e−ap F (p), a > 0.
Proof: Z ∞
L[g(t)] = e−pt f (t − a)dt
a
Z ∞
−ap
=e e−pt f (t)dt = e−ap F (p).
0

5. Differentiation property:
Let f (t) be a continuous function with a piecewise continuous derivative f 0 (t) for
t ≥ 0 and let both f (t) and f 0 (t) be of exponential order O(ect ). Then

L[f 0 (t)] = pF (p) − f (0) where L[f (t)] = F (p).

Proof:
Z ∞ Z ∞
0 −pt 0 −pt
L[f (t)] = e f (t)dt = [e f (t)]∞
0 +p e−pt f (t)dt.
0 0

Since f (t) = O(ect ), it follows that e−pt f (t) → 0 as t → ∞ for <p > c. Thus

L[f 0 (t)] = pF (p) − f (0). (1)

Similarly
L[f 00 (t)] = p2 F (p) − pf (0) − f 0 (0). (2)

Repeated application of the results in (1) and (2) produces

L[f n (t)] = pn F (p) − pn−1 f (0) − .... − f n−1 (0) (3)

provided of course f (t), f 0 (t), ....., f n−1 are continuous for 0 ≤ t < ∞, f n (t) is
piecewise continuous for 0 ≤ t < ∞ and all are of exponential order O(ect ).

6. Integration Property:
Z t 
F (p)
L f (u)du =
0 p

where L[f (t)] = F (p) provide f (t) is piecewise continuous for 0 ≤ t < ∞ and is of
exponential order O(ect ).

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 Rt
Proof: Let g(t) = 0
f (u)du, then g(t) is continuous, g(0) = 0 and g 0 (t) = f (t).
Z t  Z ∞
Thus L f (u)du = e−pt g(t)dt
0 0
∞
e−pt 1 ∞ −pt
 Z
F (p)
= g(t) + e f (t)dt = .
−p 0 p 0 p

7. Derivatives of the transform:

If f (t) is piecewise continuous for 0 ≤ t < ∞ and is of exponential order O(ect ),

and F (p) is its Laplace transform, then

F (n) (p) = (−1)n L[tn f (t)], n = 1, 2, ....

Proof is obvious and follows from the fact that

Z ∞
dn
(n)
F (p) = n e−pt f (t)dt = (−1)n L[tn f (t)].
dp 0

8. Integral of the transform:

If f (t) is piecewise continuous for 0 ≤ t < ∞ and is of exponential order O(ect ) and
f (t)
t
has a Laplace transform, then
Z ∞
f (t)
F (u)du = L[ ] where F (p) = L[f (t)].
p t

Proof: Z ∞ Z ∞ Z ∞ 
−ut
F (u)du = e f (t)dt du
p p 0
Z ∞ Z ∞  Z ∞  
−ut −pt f (t) f (t)
= f (t) e du dt = e dt = L .
0 p 0 t t

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 Examples

Example 1. Find L[te−at cos ωt].

Solution:
p
R∞
If we write f (t) = cos ωt, then F (p) = L[cos ωt] = p2 +w 2 . Now F (p) = 0 f (t)e−pt dt
R∞ p p2 −w2
so that F 0 (p) = − 0 tf (t)dt so that L[tf (t)] = −F 0 (p) = − dpd
( p2 +w 2 ) = (p2 +w 2 )2 . If

we call g(t) = t cos ωt, then

p2 − w 2
L[g(t)] ≡ G(p) =
(p2 + w2 )2

(p + a)2 − w2
Now L[e−at g(t)] = G(p + a) = .
(p + a)2 + w2
Rt sin x
Example 2. Find L[ 0 x
dx]

Solution:
R∞
We know that L[sin t] = 0
e−pt sin tdt = 1
p2 +1
, <p > 1.
Integrating both sides with respect to p between p to ∞ we obtain
Z ∞
sin t ∞ π
e−pt dt = tan−1 p p = − tan−1 p.

0 t 2
Z ∞ ∞
1 ∞ −pt sin t
Z t   −pt Z t Z
−pt sin x e sin x
Now e dx dt = dx + e dt
0 0 x −p 0 x 0 p 0 t
1 π 1 1
= ( − tan−1 p) = tan−1 , <p > 1.
p 2 p p

1.5 Laplace convolution integral: Definition and Properties

Definition: The Laplace convolution integral of two functions f (t) and g(t)
defined on [0, ∞) is defined as
Z t
(f ∗ g)(t) = f (t − x)g(x)dx.
0

It is trivial to show that the Laplace convolution integral satisfies the following
properties .

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 (i) Commutative property:

(f ∗ g)(t) = (g ∗ f )(t).

(ii) If c is a constant, then

f ∗ (cg) = (cf ) ∗ g = c(f ∗ g).

(iii) Distribution property

f ∗ (g ∗ k) = (f ∗ g) ∗ k.

Convolution theorem for Laplace transform

Theorem (Convolution theorem):

If F (p), G(p) are Laplace transforms of two functions defined on [0, ∞), then
the inverse Laplace transform of the product F (p)G(p) is the Laplace convolution
integral of f (t) and g(t), i.e.

L−1 [F (p)G(p)] = (f ∗ g)(t).

Proof: We write
Z ∞ Z ∞
−px
F (p)G(p) = f (x)e dx g(y)e−py dy
0 0
Z ∞Z ∞
= e−p(x+y) f (x)g(y)dxdy
0 0

If we put x + y = t, keeping y fixed, in the x-integral, then

Z ∞Z ∞
F (p)G(p) = e−pt f (t − y)g(y)dtdy
0 y

Z ∞ Z t 
−pt
= e f (t − y)g(y)dy dt
0 0
Z ∞
= e−pt (f ∗ g)(t)dt
0

= L[(f ∗ g)].

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Thus Z t
−1
L [F (p)G(p)] = (f ∗ g)(t) = f (t − y)g(y)dy.
0

p
Example: Find the Laplace inverse of (p2 +a2 )2

p 1
We choose F (p) = p2 +a2
and G(p) = p2 +a2
.
We find that F (p) = L[cos at] and G(p) = L[ sinaat ]
Thus Z t
−1 sin ay
L [F (p)G(p)] = cos a(t − y) dy
0 a
tZ
1
= [sin a(2y − t) + sin at]dy
2a 0
" t #
1 cos a(2y − t)
= − + t sin at
2a 2a 0

t sin at
= .
2a

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