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Chapter 7

The Laplace Transform


(7.1) Definition of the Laplace Transform

DEFINITION 7.1.1 (Laplace Transform)


Let 𝑓 be a function defined for 𝑡 ≥ 0. Then the integral
∞ 𝑏
−𝑠𝑡
ℒ {𝑓(𝑡 )} = ∫ 𝑒 𝑓 (𝑡 )𝑑𝑡 = lim ∫ 𝑒 −𝑠𝑡 𝑓(𝑡 ) 𝑑𝑡 … … … … … … … … … … … (1)
0 𝑏→∞ 0
is said to be the Laplace transform of 𝑓 , provided that the integral converges.

If the limit of (1) exists, then we say that the integral exists or is convergent; if the limit does not exist,
the integral does not exist and is divergent. The limit in (1) will exist for only certain values of the
variable 𝑠.

EXAMPLE 1 (Applying Definition 7.1.1)


Evaluate
ℒ {𝐴}, where 𝐴 is a constant.
Solution:

From (1),
∞ 𝑏 𝑏
−𝑠𝑡 −𝑠𝑡
−𝑒 −𝑠𝑡 −𝑒 −𝑠𝑏 − (−1) 1 𝐴
ℒ {𝐴} = ∫ 𝑒 (𝐴)𝑑𝑡 = 𝐴. lim ∫ 𝑒 𝑑𝑡 = 𝐴. lim [ ] = 𝐴. lim [ ] = 𝐴. = .
0 𝑏→∞ 0 𝑏→∞ 𝑠 0 𝑏→∞ 𝑠 𝑠 𝑠
provided that 𝑠 > 0. In other words, when 𝑠 > 0, the exponent −𝑠𝑏 is negative, and 𝑒 −𝑠𝑏 → 0 as
𝑏 → ∞ . The integral diverges for 𝑠 < 0.

EXAMPLE 2
Evaluate
(𝑎 ) ℒ {1} (𝑏 ) ℒ {3} (𝑐 ) ℒ{−7} (𝑑 ) ℒ{100}.
Solution:
1
(𝑎 ) ℒ {1} =
𝑠
3
(𝑏 ) ℒ {3} =
𝑠
7
(𝑐 ) ℒ{−7} = −
𝑠
100
(𝑑 ) ℒ{100} =
𝑠

EXAMPLE 3 (Applying Definition 7.1.1)


Evaluate
ℒ {𝑡 }.
Solution:

From (1),
∞ 𝑏
−𝑠𝑡 (𝑡 )𝑑𝑡 = lim ∫ 𝑡𝑒 −𝑠𝑡 𝑑𝑡,
ℒ {𝑡 } = ∫ 𝑒
0 𝑏→∞ 0
integrating by parts, we obtain

109
(7.1) Definition of the Laplace Transform

∞ 𝑏 𝑏
−𝑠𝑡 −𝑠𝑡
𝑡𝑒 −𝑠𝑡 1 𝑏 −𝑠𝑡
ℒ {𝑡 } = ∫ 𝑒 (𝑡 )𝑑𝑡 = lim ∫ 𝑡𝑒 𝑑𝑡 = lim [ | + ∫ 𝑒 𝑑𝑡]
0 𝑏→∞ 0 𝑏→∞ 𝑠 0 𝑠 0
𝑏 𝑏
𝑏𝑒 −𝑠𝑏 − 0 1 −𝑠𝑡
𝑏𝑒 −𝑠𝑏 1 1 1
= lim [ + ∫ 𝑒 𝑑𝑡] = lim [ ] + lim [∫ 𝑒 −𝑠𝑡 𝑑𝑡] = 0 + ( ) ( )
𝑏→∞ 𝑠 𝑠 0 𝑏→∞ 𝑠 𝑠 𝑏→∞ 0 𝑠 𝑠
1
= 2.
𝑠
provided that 𝑠 > 0. In other words, when 𝑠 > 0, the exponent −𝑠𝑏 is negative, and 𝑒 −𝑠𝑏 → 0 as
𝑏 → ∞ . The integral diverges for 𝑠 < 0.

Remark
𝑛!
ℒ{𝑡 𝑛 } =
𝑠 𝑛+1

EXAMPLE 4
Evaluate
(𝑎 ) ℒ {𝑡 2 } (𝑏 ) ℒ { 𝑡 3 } (𝑐 ) ℒ{𝑡 10 }.
Solution:
2!2
(𝑎 ) ℒ {𝑡 2 } = =
𝑠 2+1 𝑠 3
3! 6
(𝑏) ℒ {𝑡 3 } = 3+1 = 4
𝑠 𝑠
10! 10!
(𝑐 ) ℒ{𝑡 10 } = 10+1 = 11
𝑠 𝑠

EXAMPLE 5 (Applying Definition 7.1.1)


Evaluate
ℒ {𝑒 𝑎𝑡 }.
Solution:

From (1),
∞ 𝑏 𝑏
𝑎𝑡 } −𝑠𝑡 𝑎𝑡 ) −(𝑠−𝑎)𝑡
𝑒 −(𝑠−𝑎)𝑡 𝑒 −(𝑠−𝑎)𝑏 − 1
ℒ {𝑒 =∫ 𝑒 (𝑒 𝑑𝑡 = lim ∫ 𝑒 𝑑𝑡 = lim [ ] = (−1) lim [ ]
0 𝑏→∞ 0 𝑏→∞ −(𝑠 − 𝑎 ) 𝑏→∞ 𝑠 − 𝑎
0
0−1 1
= (−1) = .
𝑠−𝑎 𝑠−𝑎
provided that 𝑠 − 𝑎 > 0 or 𝑠 > 𝑎.

Remark
1
ℒ{𝑒−𝑎𝑡 } =
𝑠+𝑎

110
(7.1) Definition of the Laplace Transform

EXAMPLE 6
Evaluate
(𝑎) ℒ {𝑒 3𝑡 } (𝑏) ℒ {𝑒 −7𝑡 } (𝑐 ) ℒ{𝑒 5𝑡 } (𝑑 ) ℒ {𝑒 𝑡 } (𝑒) ℒ{𝑒 −𝑡 }
Solution:
1
(𝑎) ℒ{𝑒 3𝑡 } =
𝑠−3
1
(𝑏 ) ℒ {𝑒 −7𝑡 } =
𝑠+7
1
(𝑐 ) ℒ{𝑒 5𝑡 } =
𝑠−5
1
(𝑑 ) ℒ {𝑒 𝑡 } =
𝑠−1
1
(𝑒 ) ℒ{𝑒 −𝑡 } =
𝑠+1

EXAMPLE 7 (Applying Definition 7.1.1)


Evaluate
ℒ {sin 2𝑡 }.
Solution:

From Definition 7.1.1 and integration by parts we have,


∞ ∞
−𝑠𝑡
−𝑒 −𝑠𝑡 sin 2𝑡 2 ∞ −𝑠𝑡 2 ∞ −𝑠𝑡
ℒ {sin 2𝑡 } = ∫ 𝑒 (sin 2𝑡 )𝑑𝑡 = | + ∫ 𝑒 cos 2𝑡 𝑑𝑡 = ∫ 𝑒 cos 2𝑡 𝑑𝑡, 𝑠 > 0
0 𝑠 0
𝑠 0 𝑠 0

2 −𝑒 −𝑠𝑡 cos 2𝑡 2 ∞ −𝑠𝑡 2 4
= [ | − ∫ 𝑒 sin 2𝑡 𝑑𝑡] = 2 − 2 ℒ {sin 2𝑡 }.
𝑠 𝑠 0
𝑠 0 𝑠 𝑠

At this point we have an equation with ℒ {sin 2𝑡 } on both sides of the equality. Solving for that
quantity yields the result
2
ℒ {sin 2𝑡 } = , 𝑠 > 0.
𝑠2 + 4

THEOREM 7.1.1 (Transforms of Some Basic Functions)


1 𝑛!
(1) ℒ{1} = (2) ℒ{𝑡𝑛 } = , 𝑛 = 1, 2, 3, …
𝑠 𝑠 𝑛+1

1 𝑘
(3) ℒ{𝑒𝑎𝑡 } = (4) ℒ{sin 𝑘𝑡} =
𝑠−𝑎 𝑠2 + 𝑘2

𝑠 𝑘
(5) ℒ{cos 𝑘𝑡} = (6) ℒ{sinh 𝑘𝑡} =
𝑠2 + 𝑘2 𝑠2 − 𝑘2
𝑠
(7) ℒ{cosh 𝑘𝑡} =
𝑠2 − 𝑘2

111
(7.1) Definition of the Laplace Transform

Remark (𝓛 is a linear Transform)

ℒ{𝛼𝑓(𝑡) ± 𝛽𝑔(𝑡)} = 𝛼ℒ{𝑓(𝑡)} + 𝛽ℒ{𝑔(𝑡)}.

EXAMPLE 8
Evaluate
(𝑎) ℒ {3𝑡 2 − 7𝑒 3𝑡 + cos 2𝑡 } (𝑏) ℒ {cos2 𝑡 } (𝑐 ) ℒ{sin2 𝑡 }
Solution:
(𝑎) ℒ{3𝑡 2 − 7𝑒 3𝑡 + cos 2𝑡 } = ℒ {3𝑡 2 } − ℒ {7𝑒 3𝑡 } + ℒ {cos 2𝑡 } = 3ℒ {𝑡 2 } − 7ℒ {𝑒 3𝑡 } + ℒ {cos 2𝑡 }
2! 1 𝑠 6 7 𝑠
= 3 ( 3) − 7 ( )+ 2 = 3− + 2
𝑠 𝑠−3 𝑠 +4 𝑠 𝑠−3 𝑠 +4
1 1 1 1 𝑠 1 𝑠
(𝑏) ℒ {cos2 𝑡 } = ℒ { (1 + cos 2𝑡 )} = ℒ {1 + cos 2𝑡 } = ( + 2 )= +
2 2 2 𝑠 𝑠 +4 2𝑠 2(𝑠 2 + 4)
1 1 1 1 𝑠 1 𝑠
(𝑐 ) ℒ{sin2 𝑡 } = ℒ { (1 − cos 2𝑡 )} = ℒ {1 − cos 2𝑡 } = ( − 2 )= −
2 2 2 𝑠 𝑠 +4 2𝑠 2(𝑠 2 + 4)

Exercises 7.1: Page 261


In the following problems, use Theorem 7.1.1 to find ℒ {𝑓 (𝑡 )}.

(𝟐𝟔) 𝑓(𝑡) = (2𝑡 − 1)3


Solution:

ℒ {𝑓 (𝑡 )} = ℒ{(2𝑡 − 1)3 } = ℒ{8𝑡3 − 12𝑡2 + 6𝑡 − 1} = 8ℒ {𝑡 3 } − 12ℒ {𝑡 2 } + 6ℒ {𝑡 } − ℒ {1}


3! 2! 1 1 48 24 6 1
= 8 ( 4 ) − 12 ( 3 ) + 6 ( 2 ) − = 4 − 3 + 2 − .
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠

--------------------------------------------------------------------------------------------------------------------

(𝟐𝟖) 𝑓(𝑡) = 𝑡2 − 𝑒−9𝑡 + 5


Solution:

ℒ {𝑓(𝑡 )} = ℒ{𝑡2 − 𝑒−9𝑡 + 5} = ℒ{𝑡2 } − ℒ{𝑒−9𝑡 } + 5ℒ {1}


2! 1 1 2 1 5
= 3− + 5( ) = 3 − + .
𝑠 𝑠 − (−9) 𝑠 𝑠 𝑠+9 𝑠
---------------------------------------------------------------------------------------------------------------------

(𝟑𝟔) 𝑓(𝑡) = 𝑒−𝑡 cosh 𝑡


Solution:

𝑒𝑡 + 𝑒−𝑡 1 1
ℒ {𝑓(𝑡 )} = ℒ {𝑒−𝑡 cosh 𝑡} = ℒ {𝑒−𝑡 } = ℒ{1 + 𝑒−2𝑡 } = [ℒ {1} + ℒ{𝑒−2𝑡 }]
2 2 2
1 1 1 1 1 1 1 1
= [ + ]= [ + ]= + .
2 𝑠 𝑠 − (−2) 2 𝑠 𝑠+2 2𝑠 2(𝑠 + 2)
--------------------------------------------------------------------------------------------------------------------------------------

112
(7.1) Definition of the Laplace Transform

In the following problems, find ℒ {𝑓 (𝑡 )} by first using a trigonometric identity.

(𝟑𝟖) 𝑓(𝑡) = cos2 𝑡


Solution:

1 1 1
ℒ {𝑓 (𝑡 )} = ℒ{cos2 𝑡} = ℒ { (1 + cos 2𝑡)} = ℒ {1 + cos 2𝑡} = [ℒ {1} + ℒ {cos 2𝑡}]
2 2 2
1 1 𝑠 1 𝑠
= [ + 2 ]= + .
2 𝑠 𝑠 +2 2 2𝑠 2(𝑠 + 4)
2

1 1
[𝐑𝐞𝐦𝐞𝐦𝐛𝐞𝐫: sin2 𝑡 = (1 − cos 2𝑡) and cos2 𝑡 = (1 + cos 2𝑡)]
2 2
---------------------------------------------------------------------------------------------------------------------

𝜋
(𝟒𝟎) 𝑓(𝑡) = 10 cos (𝑡 − )
6
Solution:
𝜋 𝜋 𝜋
ℒ {𝑓(𝑡 )} = ℒ {10 cos (𝑡 − )} = 10ℒ {cos(𝑡 ) cos ( ) + sin(𝑡 ) sin ( )}
6 6 6
√3 1 √3 1
= 10ℒ { cos(𝑡 ) + sin(𝑡 )} = 10ℒ { cos(𝑡 )} + 10ℒ { sin(𝑡 )}
2 2 2 2
𝑠 1 5√3𝑠 5
= 5√3ℒ {cos(𝑡 )} + 5ℒ {sin(𝑡 )} = 5√3 2 +5 2 = 2 + 2
𝑠 +1 𝑠 +1 𝑠 +1 𝑠 +1
5√3𝑠 + 5
= 2 .
𝑠 +1

𝐑𝐞𝐦𝐞𝐦𝐛𝐞𝐫: sin(𝐴 + 𝐵) = sin 𝐴 cos 𝐵 + cos 𝐴 sin 𝐵


[ ]
cos(𝐴 + 𝐵) = cos 𝐴 cos 𝐵 − sin 𝐴 sin 𝐵

DEFINITION 7.1.2 (Exponential Order)


A function 𝑓 is said to be of exponential order 𝒄 if there exist constants 𝑐, 𝑀 > 0 and 𝑇 > 0
such that |𝑓(𝑡)| ≤ 𝑀𝑒 𝑐𝑡 for all 𝑡 > 𝑇.

THEOREM 7.1.2 (Sufficient Conditions for Existence)


If 𝑓 is piecewise continuous on [0, ∞) and of exponential order 𝑐, then ℒ {𝑓 (𝑡 )} exists for 𝑠 > 𝑐.

THEOREM 7.1.3 (Behavior 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. That is
𝑠→∞
𝑓 (𝑡 )
lim = constant.
𝑡→∞ 𝑒 𝑐𝑡

113
(7.1) Definition of the Laplace Transform

EXAMPLE 9
Determine which one of the following functions is of exponential order.
2
(𝑎 ) 𝑓 (𝑡 ) = 𝑡 (𝑏) 𝑓 (𝑡 ) = sin 𝑡 (𝑐 ) 𝑓 (𝑡 ) = 𝑒 𝑎𝑡 (𝑑 ) 𝑓 (𝑡 ) = 𝑒 𝑡
Solution:
(𝑎) 𝑓(𝑡 ) = 𝑡, is of exponential order because

𝑡 ∞
lim
𝑡
=
𝑡→∞ 𝑒 ∞
Using L’Hospital’s rule
𝑡 1 1
lim 𝑡
= lim 𝑡 = = 0
𝑡→∞ 𝑒 𝑡→∞ 𝑒 ∞
Hence,
1
ℒ{𝑓(𝑡)} = ℒ{𝑡} = 2 = 𝐹(𝑠)
𝑠
1 1
lim 𝐹(𝑠) = lim 2 = = 0
𝑠→∞ 𝑠→∞ 𝑠 ∞

(𝑏) 𝑓(𝑡 ) = sin 𝑡, is of exponential order because

sin 𝑡 k
lim = = 0, 𝑘 ∈ [−1,1]
𝑡→∞ 𝑒 𝑡 ∞
Hence,
1
ℒ{𝑓(𝑡)} = ℒ{sin 𝑡} = = 𝐹(𝑠)
𝑠2 + 1
1 1
lim 𝐹(𝑠) = lim 2 = =0
𝑠→∞ 𝑠→∞ 𝑠 + 1 ∞

(𝑐 ) 𝑓(𝑡 ) = 𝑒 𝑎𝑡 , is of exponential order because

𝑒 𝑎𝑡
lim = lim e(𝑎−𝑐)𝑡 = 0, if 𝑐 > 𝑎
𝑡→∞ 𝑒 𝑐𝑡 𝑡→∞
Hence,
1
ℒ{𝑓(𝑡)} = ℒ{𝑡} = = 𝐹(𝑠)
𝑠−𝑎
1 1
lim 𝐹(𝑠) = lim = =0
𝑠→∞ 𝑠→∞ s − a ∞
2
(𝑑 ) 𝑓(𝑡 ) = 𝑒 𝑡 , is not of exponential order because
2
𝑒𝑡 2
lim 𝑐𝑡 = lim e𝑡 −𝑐𝑡 = ∞
𝑡→∞ 𝑒 𝑡→∞

EXAMPLE 10
𝑠
Show that the function 𝐹(𝑠) = is not the Laplace transform of a function that is piecewise
𝑠+4
continuous and of exponential order.
Solution:
Since
s
lim 𝐹(𝑠) = lim = 1 ≠ 0,
𝑠→∞ 𝑠→∞ s + 4
𝑠
then the function 𝐹(𝑠) = is not the Laplace transform of a function that is piecewise continuous
𝑠+4
and of exponential order.

114
(7.1) Definition of the Laplace Transform

Exercises 7.1: Page 261 (Homework)


Use Definition 7.1.1 to find ℒ {𝑓 (𝑡 )}.

(𝟏𝟏) 𝑓(𝑡) = 𝑒𝑡+7

--------------------------------------------------------------------------------------------------------------------------------------

In the following problems, use Theorem 7.1.1 to find ℒ {𝑓 (𝑡 )}.

(𝟐𝟑) 𝑓(𝑡) = 𝑡2 + 6𝑡 − 3

(𝟐𝟓) 𝑓(𝑡) = (𝑡 + 1)3

(𝟑𝟐) 𝑓(𝑡) = cos 5𝑡 + sin 2𝑡

(𝟑𝟓) 𝑓(𝑡) = 𝑒𝑡 sinh 𝑡


--------------------------------------------------------------------------------------------------------------------------------------

In the following problems, find ℒ {𝑓 (𝑡 )} by first using a trigonometric identity.

(𝟑𝟕) 𝑓(𝑡) = sin 2𝑡 cos 2𝑡

(𝟑𝟗) 𝑓(𝑡) = sin(4𝑡 + 5)

115

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