THE COPPERBELT UNIVERSITY

SCHOOL OF MATHEMATICS AND NATURAL SCIENCES

DEPARTMENT OF MATHEMATICS
MA310 – ENGINEERING MATHEMATICS II
2023/24 ACADEMIC YEAR

1. THE LAPLACE TRANSFORM

1.1 Introduction
1.1.1 Improper Integrals
M M
If  fxdx exists for ever M, and lim M    fxdx also exists and is finite, then we
x0 x0
define
 M
x fxdx  lim 
M x
fxdx.
0 0

We also say the integral converges. It may be shown that

 
x fxdx   x |fx|dx,
0 0

if the integral on the right converges, then the integral on the left also conveges and
we say it converges absolutely. An absolutely convergent integral is always
convergent, too; but the converse is not necessarily true. To establish whether an
improper integral converges or diverges, one may sometimes use the comparison
test: suppose |fx|  |gx| from some point onwards (say, for x  a), then
 
 a |fx|dx     x |gx|dx  ,
0

(both integrals diverge). Vice - versa

 
 a |fx|dx     x |gx|dx  ,
0

(both integrals converge absolutely). The comparison test is useful, for example,
when it is relatively easy to integrate fx but not gx, or vice - versa.
1.1.2 Integration by parts
The "product rule" for differentiation is usually written as uv /  u / v  uv / . By simple
manipulations, we get immediately
u / v  uv /  uv / .

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Integrating with respect to the independent variable (let us call it x), we get
 u / vdx  uv   uv / dx (1)

Using definite integration instead, we get

b b
 a u / vdx  uv ba   a uv / dx (2)

both formulas (1) and (2) are called ’integration by parts".

1.1.3 An Important Result
Observe that

 0 e x dx  e x  0  0  1  1.

Then consider  xe x dx : integrating by parts, we get
0
 
 0 xe x dx  xe x  0   0 e x dx.
We need to find
xe x  0  lim Me M   0e 0 
M

 lim M .
M eM
The limit on the right is of the form /, and the de l’Hospital’s theorem is
applicable: one gets immediately that this limit is zero. Substituting back it follows
that
 
 0 xe x dx  0   0 e x dx  1.
In the same way, using integration by parts, we see that
 
 0 x 2 e x dx  M M 2  00   2xe x dx.
2
lim
eM e 0

By de l’Hospital’s rule (applied twice)

2
lim M M
 0;
M e
hence
 
 0 x 2 e x dx  0  2  0 xe x dx  2  1.
More generally: If n is a positive integer, then applying de l’Hospital’s theorem n
times, we may show that
n
lim M M
 0;
M e

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in other words, the exponential function e M always diverges faster than any
(arbitrary large) power M n , as M tends to infinity. This statement remains true even
if e M is replaced by e M , where  is positive and arbitrarily small. Exponential growth
is inherently stronger than polynomial growth of any degree.
Now using these results, and repeating integration by parts n times, it is easy to see
that
 
 0 x n e x dx  0   0 nx n  1 e x dx

 0   nn  1x n  2 e x dx
0

 0   nn  1n  2x n  3 e x dx
0


 n!,

where n!  1  2  3    n.
This provides a way of representing factorial n terms of an integral, and it is our first
encounter with a special case of the Gamma function. The Gamma function,
denoted by x for x  0, is defined by the integral

x   0 e t t x1 dt. (3)

When the restriction that n is an integer is removed, and n is replaced by a positive

real variable x, we find the fundamental relation
x  1  xx. (4)

It is easily seen from this result that

n  1  n! for n  1, 2, 3, ,

so as x is defined for all positive x the Gamma function provides a generalisation
of the factorial n! for positive non - integer values of n. The Gamma function
belongs to the general class of functions called the higher transcedental functions,
occurs frequently throughout mathematics.
1.1.4 Euler’s formula
Euler studied the properties of the quantity
  cos   i sin 

where i 2  1. It is easy to verify that the magnitude and argument of  are,
respectively
||  1, arg  .

If two such expressions are multiplied together, one gets this identity,

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 cos  1  i sin  1 cos  2  i sin  2   cos 1   2   i sin 1   2 ,

(verify this). Following Euler, we define the exponential of an imaginary quantity in

the following way:
e i  cos   i sin 

It is easy to see that tis definition extends to imaginary exponentials all properties
established for real exponentials: for example
e i  1i , e i 1 e i 2  e i 1  2  , de ic  ice ic , and so on.
e d

The following formulas are also very useful and should be memorised:
i i i i
cos   e  e , sin   e  e .
2 i2
As an exercise, use Euler’s formula to derive the identities
cos A cos B  1 cosA  B  cosA  B,
2
sin A cos B  1 sinA  B  sinA  B,
2
sin A sin B  1 cosA  B  cosA  B,
2
which you saw in high school.
1.2 Definition of Laplace Transforms
1.2.1 Introduction
Definition 1.2.1 Laplace Transform Let f be a function defined for t  0. Then the
integral

Lft   0 e st ftdt 5

is said to be the Laplace transform of f, provided the integral converges for some
value of the parameter s.
Note that Lft  Fs.
1.2.2 Piecewise Continuous Function
Recall that a function f is piecewise continuous on 0,  if, in any intervals defined
by 0    t  , there are at most a finite number of points t k , k  1, 2, , n t k1 , t k 
at which f has finite discontinuities and is coninuous on each open interval defined
by t k1  t  t k .

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 Figure 1.1
An example of a function which is periodically or sectional continuous is shown
graphically in Fig 1.1. above. This function has discontinuities at t 1, t 2 , and t 3 .

1.2.3 Definition of Exponential Order

Definition 1.2.2 Exponential Order A function f is said to be of exponential
order if there exists constants c, M  0 and T  0 such that |ft|  Me ct for all t  T.
Remark 1 A function ft is said to be of exponential order if lim e st ft  0.
t

1.2.4. Sufficient conditions for the existence of the Laplace Transform

The integral that defines the Laplace transform does not have to converge. For
2
example, neither L 1t  nor L e t exists. Sufficient conditions guaranteeing the
existence of Lft are that f be piecewise continuous on 0,  and that f be of
exponential order for t  T.
Theorem 1.2.4 Sufficient Conditions for Existence If ft is piecewise continuous
on the interval 0,  and of exponential order, then Lft exist for s  c.
Remark 2 Throughout this course we shall be concerned with functions that are
both piecewise continuous and of expontial order. We note, however, that these
two conditions are sufficient but not necessary for the existence of a Laplace
1
transform. The function ft  t  2 is not piecewise continuous on the interval 0, ;
nevertheless its Laplace transform exists.
1.2.4 Indeterminate Forms
1. 0 2. 
 3. 0   4.    5. 1  6.  0 7. 0 0
0
Example 1 Check whether the following functions are exponential or not
2
(a). ft  t 2 (b) ft  e t
Solution

1.2.5. Laplace Transform of Standard functions

The following transforms must be committed to memory

Page 5
 L1  1s , s0 (6)
Le at   s 1 a sa (7)
Lcosh at  2 s 2 , s  |a| (8)
s a
Lsinh at  2 a 2 , s  |a| (9)
s a
Lcos at  2 s 2 , s0 (10)
s a
Lsin at  2 a 2 , s0 (11)
s a
Lt   n!
n
, s  0, n  1 (12)
s n1
The proof of (6) is straightforward
 
L1   0 e st dt  e st 1  1,
 0  s
s 0 s

as long as s  0. The proof of (7) is also straightforward

 
 as t
L1   0 e at e st dt  e
as  0  a 1 s  s 1 a ,
0

as long as s  a. The proofs of (8) and (9) are corollaries:

Lcosh at  L 1 e at  e at   1  1  2 s 2,
2 2s  a 2s  a s a
Lsinh at  L 1 e at  e at   1  1  2a 2.
2 2s  a 2s  a s a

In order to prove (10) and (11), we may use the identities:

 e at sin btdt  e at a sin bt  b cos bt
a2  b2
(13.a)

and  e at cos btdt  2 e 2 a cos bt  b sin bt

at
(13.b)
a b
We have then by (13.b)

Lcos at   0 e st cos atdt  e st s cos at  a sin at 
0
s  a2
2

 0 1 s
s2  a2
 2 s 2.
s a
and by (13.b)

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 Lsin at   e st sin atdt  e st s sin at  a cos at 
0
s  a2
2

 0 1 a
s2  a2
 2 s 2.
s a
1.2.6 The Factorial Function
Consider Lt n , n being a positive integer. We substitute st with xin the integral (5) (if
s is positive, this maps t   into x  ), and then integrate by parts n times
 
Lt n    0 t n e st dt  1
n1
 0 x n e x dx  n! .
n1
s  0
s s
Essentially, we have repeated the procedure outlined in Section 1.1.3 . It works
because we started with an integer power t n ; but what about, for example, t , or
more general powers of t? For positive s, integrating by parts once, we get
  
L t   0 t 1/2 e st dt  1
s 3/2
 0 x 1/2 e x dx  0  1
s 3/2
0 1 x 1/2 e x dx
2

The integral on the right converges, but cannot be done analytically; another round

of integration by parts leads nowhere, because  x 3/2 e x dx is divergent (convince
0
yourself of this). Integration by substitution is also useless; it has been shown that
there is no change of variables that resolves this integral as a combination of
elementary functions (polynomials, sine/cosine etc.).
However, such an integral certainly exists. As the picture shows,


 0 x 1/2 e x dx  A,
where A is the area A below the graph of
fx  x 1/2 e x

and above the x axis, in the whole first quadrant.

It’s easy to show that even though this region is unbounded, its area is finite. In
other words, A may be calculated with arbitrary precision (using a computer
program, why not?). It may therefore be used to extend the definition of factorial
that you learnt in first year.

Page 7
Definition 1.2.5 If n is a real number greater than 1, we define the generalised
factorial of n by means of the expression

n!   0 x n e x dx (14)

If n is a positive integer, the integral on the right may be done by parts and is found
to be equal to the product 1  2  3···n.
This is all we need to conclude our proof of (12): for s  0 we have immediately
 
Lt n    0 t n e st dt  1  0 x n e x dx  n! n  1
sn  1 sn  1

where n! is defined in (14). As an exercise, convince yourself that  x n e x dx   if
0
n  1.
Generalized factorials possess a simple recursive property, which should be noted
n  1!  n  1  n! (15)

If n is a positive integer, this follows immediately from the “old” definition of factorial.
If n is an arbitrary real number greater than 1, then integrating by parts we get
 
n  1!   0 x n  1 e x dx  x n  1 e x

0
  n  1x n e x dx.
0

The integrated part is zero: by assumption n  1  0, hence

lim x n  1  0
x0

also
lim x n  1 e x  0
x0

It follows
 
n  1!   0 x n  1 e x dx  0   0 n  1x n e x dx  n  1n!
which is (15), as required to prove.
As it happens, using the Laplace transform it is possible to calculate n! when n is
half-odd; we shall come back to this in the course, where it is shown that
 1 !  .
2
From this, one gets immediately, using (15)

Page 8
 1!  1  1 ! 1 
2 2 2 2
3!  3  1!  3 
2 2 2 4
5!  5  3!  15 
2 2 2 8
7!  7  5!  105 
2 2 2 16
9!  etc.
2
Note

n  1 nn
Lt n    for n  .
n1
s sn  1
1
and  2
 
1.2.7 Linear property of Laplace Transform
1. Lft  gt  Lft  Lgt
2. LKft  KLft
Proof (1) By the definition of the Laplace transformation

Lft  gt   0 e st ft  gtdt
 
  0 e st ftdt   0 e st gtdt
 Lft  Lgt

Hence Lft  gt  Lft  Lgt.

2. LKft  KLft
Proof (1) By the definition of the Laplace transformation

LKft   0 e st Kftdt

 K  e st ftdt
0

 KLft

Hence LKft  KLft.

1.2.8. Recall

Page 9
 2 sin A cos B  sinA  B  sinA  B
2 cos A sin B  sinA  B  sinA  B
2 cos A cos B  cosA  B  sinA  B
2 sin A sin B  cosA  B  sinA  B
sin 2 A  1  cos 2A
2
2
cos A  1  cos 2A
2
sin 3A  3 sin A  4 sin 3 A
cos 3A  4 cos 3 A  3 cos A
sinA  B  sin A cos B  cos A sin B
sinA  B  cos A cos B  sin A sin B

Example 2 Find Laplace transform of sin 2 t.

Solution

Example 3 Find Laplace transform of cos 3 t.

Solution

Example 4 Find Lsin 3t cos t.

Solution

Example 5 Find Lsin t sin 2t sin 3t.

Solution

Example 6 Find L1  e 3t  5e 4t 

Solution

Example 7 Find L3  e 6t  sin 2t  5 cos 3t

Solution

Example 8 Find Lsin2t  3

Solution

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Example 9 Find Lsin 4t  3 sinh 2t  4 cosh 5t  e 5t 
Solution

Example 10 Find L 1  t 2
Solution

sin t 0t
Example 11 Find the Laplace transform of ft 
0 t

Solution

et 0t1
Example 12 Find the Laplace transform of ft 
0 t1

Solution
3
1
Example 13 Find L t2
t

Solution

1.4 Translation Theorems

Introduction It is not convenient to use the definition given in (5) each time we wish
to find the Laplace transform of a given function ft. For example, the integration
by parts required to determine the transform of, say, ft  e t t 2 sin 3t is formidable
to say the least when done by hand. In this section and the next we present several
labor - saving theorems that enable us to build a more extensive list of transforms
without the necessity of using the definition of the Laplace transform.
1.4.1 Translation on the s  axis
Theorem 1.4.1 First Translation Theorem (or First Shifting Theorem or
Shifting s) If Lft  Fs and a is any real number, then
Le at ft  Fs  a.
Proof From definition (5)
 
Le at ft   0 e st e at ftdt   0 e sat ftdt  Fs  a.
If we consider s a real variable, then the graph of Fs  a is the graph of Fs shifted
on the s  axis by the amount |a|. If a  0, the graph of Fs is shifted a units to the
right, whereas if a  0, the graph is shifted |a| to the left. For emphasis it is
sometimes useful to use the symbolism

Page 11
 Le at ft  Lft ss  a  Fs  a

where s  s  a means that in the Laplace transform Fs of ft we replace the
symbol s where it appears by s  a.
Remark 3 Le at ft  Lft ss  a  Fs  a

Example 14 Find Lte 2t .

Solution

Example 15 Find Lt 5 e t .

Solution

Example 16 Find Le 2t sin 3t.

Solution

Example 17 Find Le 2t sin 3t.

Solution

Example 18 Find Le 3t sin 2 4t.

Solution

Example 19 Find Le 2t sin 4t cos 6t.

Solution

Example 20 Find Le 4t sin 3 3t  cosh 3 3t.

Solution

Example 21 Find Lcosh t cos 2t.

Solution

1.4.2 Translation on the t  axis

Page 12
Unit Step Function In engineering, one frequently encounters functions that are
either "off" or "on". A function of this type is called the unit step function or the
Heaviside function.
Definition 1.4.2 Unit Step Function
The unit step function Ut  a is defined to be
0, 0ta
Ut  a 
1, ta

A general picewise - defined function of the type

gt, 0ta
ft  (16)
ht, ta

is the same as
ft  gt  gtUt  a  htUt  a. (17)

Similarly, a function of the type

0, 0 t a
fx  gt, a t b
0, t b

can be written as
ft  gtUt  a  Ut  b. (18)

Example 22 Write the following function in terms of unit step functions

t2, 0t2
ft  .
0, t2

Solution

Example 23 Find the Laplace transform of the unit step function.

Solution

Unit Impulse Mechanical systems are often acted on by an external force (or emf
in an elecrical circuit) of large magnitude that acts only for a very short period of
time. For example, a vibrating airplane wing could be struck by lightning, a mass on

Page 13
a spring could be given a sharp blow by a ball peen hammer, a ball (volleyball, golf
ball, tennis ball) could be sent soaring when struck violently. The graph of the
piecewise - defined function
0, 0  t  t0  a
1
 a t  t 0   2a
, t0  a  t  t0  a (19)
0, t  t0  a

a  0, t 0  0, shown in Figure (a) below could serve as a model for such a force.

Figure 1.2 Unit Impulse

For a small value of a,  a t  t 0  is essentially a constant function of a large
magnitude that is "on" for just a very short period of time, around t 0 The behaviour
of  a t  t 0  as a  0 is illustrated in Figure (b) above. The function  a t  t 0  is
called a unit impulse since it possesses the integration property

 0  a t  t 0 dt  1 (Area of strip  1).

The Dirac Delta Function In practice it is convenient to work with another type of
unit impulse, a "function" that approximates a t  t 0  and is defined by the limit
t  t 0   lim  a t  t 0 . (20)
a0

The latter expression, which is not a function at all, can be characterised by the two
properties

Page 14
 , t  t0 
(i) t  t 0   and (ii)  0 t  t 0 dt  1. .
0, t  t0

Theorem 1.4.3 Transform of the Dirac Delta Function

For t 0  0,
Lt  t 0   e st 0 . (21)

Proof To begin, we can write  a t  a in terms of the unit step function as

 a t  t 0   1 ut  t 0  a  ut  t 0  a.
2a
The Laplace transform of this expression is

L a t  t 0   1 e s t0  a s t 0  a
 e s
2a s

 e st 0 e sa  e sa . (22)

2sa
Since (22) has the indeterminate for 0/0 as a  0, we apply L’Hopital’s rule:
Lt  t 0   lim L a t  t 0 
a0

 e st 0 lim e sa  e sa

a0 2sa
 e st 0 lim se  se sa
sa

a0 2s
 e st 0 lim e  e sa
sa

a0 2
 e st 0 .

Now, when t  0, we conclude from (21) that

Lt  1.

Consider a general function y  ft defined for t  a. The piecewise defined

function
0, 0ta
ft  (23)
0, ta

plays a significant role in our discussion.

Page 15
 Figure 1.3 Shift on the t axis.

For a  0, the graph of the function y  ft  aUt  a coincides with the graph of
y  ft  a for t  a (which is the entire graph of y  ft, shifted a units to the right
on the t  axis) but is identically zero for 0  t  a.
We now present the second translation theorem or second shifting theorem.

Theorem 1.4.4 Second Translation Theorem

If Fs  Lft and a  0 then
Lft  aUt  a  e as Fs. (24)

Proof We have

Lft  aut  a   0 e st ft  aUt  adt
a 
  0 e st ft  a Ut  a dt   e st ft  a Ut  a dt
a
zero for 0  t  a one for t  a

  0 e st ft  adt.
Now, if we v  t  a, then dv  dt in the last integral and v   as t  .

Lft  aUt  a   0 e s v  a fvdv

 e as  e sv fvdv
0
as
e Lft.

1
For the unit step function, ft  1, then ft  a  1 Fs  s , and so
as
LUt  a  e s .

Page 16
Alternative Form of Theorem 1.4.4

To find the Laplace transform of gtUt  a, it is possible to "fix up" gt into the
required form ft  a by algebraic manipulation. For example, to find the Laplace
transform of t 2 Ut  2, we would have to force gt  t 2 into the form ft  2, that is
t 2  t  2  2 2  t  2 2  4t  2  4.

Therefore
Lt 2 Ut  2  L t  2 2 Ut  2  4t  2Ut  2  4Ut  2
2s 2s 2s
 2e 3  4e 2  4es .
s s
But since these manipulations are time consuming and not often obvious, it is
simpler to devise an alternative version, we have
 
LgtUt  a   a e st gtdt   0 e s u  a gu  adu.

That is
LgtUt  a  e as Lgt  a (25)

Example 24 Find the Laplace transform of gt, where

2 2
cos t  3
, if t  3
gt  2
.
0, if t 3

Solution We use the second shifting theorem

Lft  aUt  a  e as Fs.

Here
ft  a, if t  a
gt  ft  aUt  a  .
0, if ta

2 2
We have ft  a  cos t  3
, that is ft  cos t and a  3
so that
Fs  Lcos t  2 s .
s 1
Therefore
Lgt  L f t  2 U t  2
3 3
 e 3 Fs  e 3  2 s .
 2 s  2 s

s 1
Example 25 Find the Laplace transform using the second shifting theorem for

Page 17
 t  2 3 , if t  2
gt  .
0, if t2

Solution

Example 26 Find the Laplace transform using the second shifting theorem for
 
sin t  3
, if t  3
gt  
.
0, if t 3

Solution

Theorem 1.4.5 Changing of Scale Property

1
If Lft  Fs, then Lfat  a F as .
Proof By definition

Lft   0 e st ftdt.
Therefore

Lfat   0 e st fatdt
Put at  y  adt  dy and t  0  y  0; t    y  .

Then
 dy
Lfat   0 e s y
a 
fy a

 1
a  0 e  s
a y
fydy

a 0 e
 1  as t
ftdt (Replacing the dummy variable y by t.

 1 s
aF a .
Corollary 1.4.6 Changing of Scale Property
If Lft  Fs, then Lf at   aFas.
t
Example 27 Assuming Lsin t. Find the Lsin 2t and L sin 2
.
Solution

1.5 Derivatives of Transforms

Page 18
Multiplying a function by t n The Laplace tranform of the product of a function ft
with t can be found by differentiating the Laplace transform of ft.
Theorem 1.5.1 If Fs  Lft then and if Ltft   dsd Fs.
Proof Given Fs  Lft, differentiate both sides with respect to s
d Fs  d Lft
ds ds

 d  e st ftdt
ds 0

   e st ftdt
0 s

  0 te st ftdt

   e st tftdt
0

 Ltft

Therefore
Ltft   d Fs
ds
or
Ltft  F  s where Fs  Lft.

Similarly
Lt 2 ft  Lt  tft
  d Ltft
ds
  d  d Lft
ds ds
2
 d Lft.
ds 2
The preceeding two cases suggest the following general result for Lt n ft.

Theorem 1.5.2 Derivatives of Transforms

If Fs  Lft and n  1, 2, 3, , then
n
Lt n ft  1 n d n Fs.
ds
Example 28 Find Lte 3t .
Solution

Page 19
Example 29 Find Lt sin 3t .
Solution

Example 30 Find Lt cos 2 3t .

Solution

Example 31 Find Lte 2t sin 3t .

Solution

Example 32 Find Lte 2t sin 2t sin 3t.

Solution

Example 33 Find Lt 2 e t cosh 2t .

Solution

ft
1.6 Laplace transform of t (Division by t)
Theorem 1.6.1 If Lft  Fs, then
ft 
L
t
 s Fd. (26)

Proof Lft  Fs, where


Fs   0 e st ftdt
Integrating with respect to  we get
  
s Fd   s  0 e t ftdt d
 
 0 s e t ftd dt
 t 
 0 e
t
ft dt
s
 ft
  0  e st  dt
0 t
 ft
  e st dt
0 t
ft
L .
t

Page 20
Similarly we can prove that
ft  
L
t2
 s s Fdd.

In general we have
ft   
L  s   F ddd.
tn s s
n times
n times

Recall
lnAB  ln A  ln B
ln A  ln A  ln B
B
ln A B  B ln A
ln 1  0
ln 0  
ln   
 1 dx  ln x
x
 2
1 dx  1 tan 1 x
a x a a
1
tan   
2
1e 2t
Example 34 Find L t .

Solution

Example 35 Find L 1cos

t
at
.
Solution

e at e bt
Example 36 Find L t .

Solution

Example 37 Find L cos atcos

t
bt
.
Solution

e at cos bt
Example 38 Find L t .

Solution

Page 21
 sin 2 t
Example 39 Find L t .

Solution

Example 40 Find L sin 3ttcos 2t .

Solution

 sin at
Example 41 Find L sint at . Hence find the value of  t dt.
0

Solution

1.6 Transform of Derivatives (or Multiplication by s)

It follows immediately from this Definition 1.2.2 (exponential order), that for a
function ft of exponential order,
lim|ft|e st  0,
t

if s is large enough (i.e., for all s greater than some constant γ).
 
Suppose now that ft, ft are of exponential order; ft is continuous and ft
piecewise continuous. By definition,
  df
L ft   e st dt.
0 dt

Integrating by parts, we get

 
L ft  fte st  0   ftse st dt
0

Now, since f(t) is of exponential order, then for sufficiently large s we have
lim fte st  0.
t

It follows that
 
L ft  0  lim ft  1  s  fte st dt
t0 0

 f 0  sFs (27)

where f 0 stands for lim t0  ft; this may also be written f0 . Recall that ft  0 for
negative t, hence f0  (i.e., the limit “from the left”) is always zero. Tranforms of
higher-order derivatives may now be calculated by repeated application of (27). For
 
example, if f and f are continuous, and f is piecewise continuous, we may write

Page 22
   
L ft   f 0 sL ft

  
where f 0 stands for lim t0  f t. Substituting for ft its expression (27), we get
 
L ft   f 0  sf 0  sFs

  f 0  sf 0  s 2 Fs (28)

Similarly,
  
L ft   f 0  sL ft
 
  f 0  s f 0  s 2 f 0  s 3 Fs (29)
   
where f 0 stands for lim t0  f t. Naturally, here, we must assume that f, f f and f
are continuous,and the third derivative of ft is piecewise continuous. Formulas for
higher-order derivatives may be calculated in the same way, if needed. However, in
each case, one must extend the assumptions in an obvious way: the highest
derivative of ft must be piecewise continuous, and all lower-order derivatives
(including f) must be continuous. In typical engineering applications, these
assumptions are generally satisfied.
1.6 Transform of an integral
If Lft  Fs, then
t Fs
L  0 fd  1
s  s Lft (30)

(also known as division by s. )

t
Proof Let t   fd and 0  0, then
0
t
 / t  d
dt
 0 fd  ft, by the fundamental theorem of calculus.

We know the formula of the Laplace transform of  / t i.e.,

L / t  sLt  0  sLt

 Lt  1s L / t.

Hence
t Fs
L  0 fd  1s Lft  s

Similarly we can prove that

t t Fs
L  0  0 fd  12 Lft 
s s2
.

Page 23
Therefore, in general

t t t Fs
L  0  0   0 fd  1n Lft 
s s2
n times

t
Example 42 Find L e t   cos d .
0

Solution

t sin 
Example 43 Find L e t  d .
0 

Solution

t
Example 44 Find the Laplace transform of  e  sin d.
0

Solution

t
Example 45 Find the Laplace transform of  e  sin 
 d.
0

Solution

t
Example 46 Find L e 4   sin 3cos 2 d .
0

Solution

1.7 Transform of a Periodic Function

Periodic Function If a periodic function has a period T, T  0, then ft  T  ft.
The Laplace transform of a periodic function can be obtained by intregration over
one period.
Theorem 1.7.1 Transform of a Periodic Function
If ft is piecewise continuous on 0,  of exponential order, and periodic with
period T, then
T
sT 
1Lft e st ftdt (31)
1e 0

Proof With the Laplace transform as of two integrals

T 
Lft   0 e st ftdt   T e st ftdt.

Page 24
When we let t  u  T, the last integral becomes
  
 T e st ftdt   0 e s u  T fu  Tdu  e sT  e su fudu  e sT Lft.
0

Therefore
T
Lft  e sT Lft   0 e st ftdt
T
1  e sT Lft   0 e st ftdt.
So that
T
Lft  1
1  e sT
 0 e st ftdt.
Example 47 Find the Laplace Transform of the square wave given by
a
E for 0t 2
ft  a
.
E for 2
ta

Solution

Example 48 Find the Laplace Transform of the function

t for 0tb
ft  .
2b  t for b  t  2b

Solution

Example 49 Find the Laplace Transform of the function

sin t for 0t
ft 
0 for   t  2

and ft  2  ft.

Solution

Example 50 Find the Laplace Transform of the half - wave rectifier function

sin wt for 0t w
ft   2
.
0 for w t w

Solution

Page 25
1.8 The Inverse Laplace Transform
1.8.1 Inverse Transforms
If Fs is the Laplace transform of ft, then ft is called the inverse Laplace
transform of Fs and is denoted by
ft  L 1 Fs (32)

Some Basic Inverse Laplace Transforms

1  L 1 1s , (33)

e at  L 1 s 1 a , (34)

cosh at  L 1 2 s 2 , (35)
s a
sinh at  L 1 2 a 2 , (36)
s a
cos at  L 1 s , (37)
s2  a2
Lsin at  L 1 2 a 2 , (38)
s a
t n  L 1 n! . (39)
s n1
1.8.2 . Linear Property
If F 1 s and F 2 s are Laplace transforms of f 1 t and f 1 t respectively, then
L 1 c 1 F 1 s  c 2 F 2 s  c 1 L 1 F 1 s  c 2 L 1 F 2 s.
1 1 1
Example 51 Find L 1 s3
 s  s 2 4
.

Solution

1 1 1 s
Example 52 Find L 1 s2
 s4
 s 2 4
 s 2 9
.

Solution

1 2 3s 4
Example 53 Find L 1 s  s2
 s 2 4
 s 2 16
.

Solution

4 2 2 3s
Example 54 Find L 1 s6
 s 10
 s 2 9
 s 2 25
.

Solution

Page 26
 2 3 3 5 s
Example 55 Find L 1 s5
 s4
 s 2 3
 s 2 100
 s 2 10
.

Solution

5 4s s s
Example 56 Find L 1 s 2 25
 s 2 16
 s 2 9
 s 2 25
.

Solution

1
Example 57 Find L 1 2s3
.
Solution

Inverse Form of Theorem 1.4.1 (First Shfting Theorem)

(i) If ft  L 1 Fs then
L 1 Fs  a  L 1 Fs| ss  a  e at ft  e at L 1 Fs. (40)

Proof We know that

Lft  Fs then Le at ft  Fs  a.

Hence
e at ft  L 1 Fs  a
e at L 1 Fs  L 1 Fs  a

(ii) If ft  L 1 Fs then

L 1 Fs  a  L 1 Fs| ss  a  e at ft  e at L 1 Fs. (41)

Proof We know that

Lft  Fs then Le at ft  Fs  a.

Hence
e at ft  L 1 Fs  a
e at L 1 Fs  L 1 Fs  a.

1
Example 58 Find L 1 .
s1 2

Solution

1
Example 59 Find L 1 .
s1 2 1

Page 27
Solution

s3
Example 60 Find L 1 .
s3 2 4

Solution

s
Example 61 Find L 1 .
s2 2

Solution

s 3s
Example 62 Find L 1  .
s1 2 3 s2 2 5

Solution

3s4
Example 63 Find L 1 s 2 8s65
.

Solution

1.8.3 Manipulations of the transform

d
We know that if Lft  Fs, then Ltft  ds
Fs  F  s. Hence
L 1 F  s  tft
 tL 1 Fs.

s
Example 64 Find L 1 2
.
s 2 a 2

Solution

s3
Example 65 Find L 1 2
.
s 2 6s13

Solution

2s1
Example 66 Find L 1 2
.
s 2 2s2

Solution

Page 28
 s2
Example 67 Find L 1 2
.
s 2 4s5

Solution

Example 68 Find L 1 tan 1  1s .

Solution

Example 69 Find L 1 tan 1  as   cot 1 s

b
.
Solution

a2
Example 70 Find L 1 ln 1  s2
.

Solution

sa
Example 71 Find L 1 ln sb
.
Solution

s s 2 a 2
Example 72 Find L 1 ln s 2 b 2
.

Solution

s s 2 1 s4 2
Example 73 Find L 1 ln s 2 9 s 2 4
.

Solution

sa
Example 74 Find L 1 ln s 2 a 2
.

Solution

Theorem 1.8.1 If Lft  Fs and t is a function such that Lt  Fs and
0  0, then ft    t, that is
L 1 sFs  d L 1 Fs.
dt
s
Example 75 Find L 1 .
s2 2 4

Page 29
Solution

s
Example 76 Find L 1 .
s2 2

Solution

s2
Example 77 Find L 1 .
s1 4

Solution

s3
Example 78 Find L 1 s 2 4s13
.

Solution

Theorem 1.8.2
Fs t
L 1 s   0 L 1 Fsd.
Remark Similarly
Fs t t
L 1
s2
  0  0 L 1 Fsdd
Fs t t t
L 1
s3
  0  0  0 L 1 Fsddd
Fs t t t
L 1     L 1 Fs ddd
s3 0 0 0
n times
n times

1
Example 79 Find L 1 ss1
.

Solution

1
Example 80 Find L 1 .
ss2 3

Solution

54
Example 81 Find L 1 s 3 s3
.

Solution

Page 30
 1
Example 82 Find L 1 s s 2 a 2
.

Solution

1
Example 83 Find L 1 s s 2 2s5
.

Solution

1
Example 84 Find L 1 s s 2 6s13
.

Solution

1.8.4 Inverse Laplace Transform using Second Shifting Theorem

If Lft  Fs, then as Lft  aUt  a  e as Fs where a is a positive constant
and Ut  a is the unit step function.
The above property can be written in terms of inverse Laplace operator as,
If L 1 Fs  ft then
L 1 e as Fs  ft  aUt  a.

Therefore
L 1 e as Fs  L 1 Fs tta Ut  a

where U is the unit step function.

Thus we want to find the Laplace inverse transform of the product of two factors one
of which is e as , ignore e as , find the inverse transform of the other function and then
replace t by t  a in it and multiply by Ut  a.
e s
Example 85 Find L 1 s2
.
Solution

e 2s
Example 86 Find L 1 s1
.

Solution

e s
Example 87 Find L 1 5 .
s1 2

Solution

Page 31
 se as
Example 88 Find L 1 s 2 w 2
, a  0.

Solution

e 2s
Example 89 Find L 1 .
s1 3

Solution

3a4s
Example 90 Find L 1 s 2 a 2
e 5s .

Solution

1.9. Partial Fractions

The rational fraction Ps/Qs is said to be resolved into partial fraction if it can be
expressed as the sum of difference of simple proper fractions.
Cases for resolving a Proper Fraction Ps/Qs into partial fractions.
Case 1
Corresponding to every non repeated, linear factor as  b of the denomiator Qs,
A
there exists a partial fraction of the form asb where A is a constant, to be
determined.
For Example :
(i) 2s  7  A  B
s  23s  5 s2 3s  5
(ii) 5s 2  18s  22  A  B  C
s 1s  22s  3
 s1 s2 2s  3

Case 2 :
Corresponding to every repeated linear factor as  b k of the denominator Qs,
there exist k partial fractions of the forms,
A1 , A2 , A3 , , Ak
as  b as  b 2 as  b 3 as  b k

where A 1 , A 2 , A 3 , , A k are constants to be detemined.

For example :

Page 32
 (i) 4s  3  A  B  C
s  22s  3 2 s2 2s  3 2s  3 2
(ii) s2  A  B  C  D
s  12s  1 3 s  1 2s  1 2s  1 2
2s  1 3

Case 3
Corresponding to every non-repeated irreducible quadratic factor as 2  bs  c of the
denominator Qs there exists a partial fraction of the form asAsB
2 bsc
where A and B
are constants to be determined. as 2  bs  c is said to be an irreducible quadratic
factor, if it cannot be factorized into two linear fractors with real coefficients.
For example :

(i) s2  1  As2  B  Cs2  D

s  4s 2  9
2
s 4 s 9
(ii) 8s 3  5s 2  2x  4  A  B  Cs2  D
2 2
2s  1 3s  4 2s  1 2s  1 2
3s  4

In the case of an improper fraction, by long division, it can be expressed as the sum
of integral function and a proper fraction and then proper fraction is resolved into
partial fractions.
Inverse Laplace Transform using Partial Fractions
1
Example 91 Find L 1 s1s3
.

Solution

s 2 s2
Example 92 Find L 1 ss3s2
.

Solution

s
Example 93 Find L 1 s 2 5s6
.

Solution

s
Example 94 Find L 1 .
s1 2

Solution

1s
Example 95 Find L 1 s1 s 2 4s13
.

Page 33
Solution

4s 2 3s5
Example 96 Find L 1 s1 s 2 3s2
.

Solution

1.10 Poles and zeros

It was seen in the previous section that Laplace transforms, in general, have the
φs
form Fs  θs . This is the same form as most transfer functions for engineering
systems, a transfer function being one that relates the response at a given pair of
terminals to a source or stimulus at another pair of terminals.
Let a function in the s domain be given by:
φs
Fs 
s  as  bs  c
where φs is of less degree than the denominator.
Poles: The values a, b, c,  that makes the denominator zero, and hence Fs
infinite, are called the system poles of Fs. If there are no repeated factors, the
poles are simple poles. If there are repeated factors, the poles are multiple
poles.
Zeros: Values of s that make the numerator φs zero, and hence Fs zero, are
called the system zeros of Fs.
For example:
s4
s  1s  2
has simple poles at s  1 and s  2, and a zero at s   4.
s4
s  1 2 2s  5
5
has a simple pole at s  2
and double poles at s  1, and a zero at s  3 and
s2
ss  1s  42s  1
has simple poles at s  0, 1, 4, and  12 and a zero at s  2
Pole – zero diagram
The poles and zeros of a function are values of complex frequency s and can
therefore be plotted on the complex frequency ors-plane. The resulting plot is the
pole – zero diagram or pole – zero map. On the rectangular axes, the real part is
labelled the σ axis and the imaginary part the i  axis. The location of a pole in the
s plane is denoted by a cross  and the location of a zero by a small circle o.

Page 34
This is demonstrated in the following examples. From the pole – zero diagram it
may be determined that the magnitude of the transfer function will be larger when it
is closer to the poles and smaller when it is close to the zeros. This is important in
understanding what the system does at various frequencies and is crucial in the
study of stability and control theory in general.
Example 97 Determine for the transfer function:
400s  10
Rs 
ss  25s 2  10s  125
(a) the zero and (b) the poles. Show the poles and zero on a pole–zero
diagram.
Solution .
Example 98 Determine the poles and zeros for the function:
s  3s  2
Fs 
s  4s 2  2s  2

and plot them on a pole–zero map.

Solution

1.11 Convolution of two functions

If ft and gt are given functions, then the convolution of ft and gt is defined as

 fτgt  τdτ. It is denoted by f  gt, that is
0
t
f  gt   0 fτgt  τdτ. (42)

Example 99 Let ft  t and gt  e t ; find f  gt.

Solution

We observe immediately that convolution is a linear operation

f  c 1 g  c 2 h  c 1 f  g  c 2 f  h,
where c 1 and c 2 are constant quantities. It also has the commutative property of
“usual” multiplication. We have that
f  g  g  f.

The most interesting property of convolution may be seen when one considers its
Laplace transform.
1.11.1. Convolution Theorem
If ft and gt are functions defined for t  0, then Lf  gt  Lft  Lgt, that
is,

Page 35
 Lf  gt  FsGs,
where Fs  Lft, Gs  Lgt.
Proof From definitions (5) and (42), we derive that
 t
Lf  g   0 e st  0 fτgt  τdτdt.
This may be seen as a double integral in the τt  plane
 t
Lf  g   0  0 e st fτgt  τdτdt.
The region of integration is infinite, and is shown below.

We introduce a new pair of variables u and v, through the definition

τ  u, t  u  v.
Clearly, the line t  τ is mapped into the line v  0 in the uv plane, i.e., the u  axis;
similarly, the line τ  0 (the t axis) is mapped into the line u  0 (the v  axis). In
other words, the region of integration in the uv plane is the whole first quadrant.
Changes of variables in improper double integrals should always be treated with
some care, but in this case the presence of the exponential term e st guarantees
that, for sufficiently large s, the change of variables is allowed. The Jacobian of the
transformation is

τ, t 1 1
 1
u, v 1 1

Switching to the new variables, as shown in the above picture, we find immediately
that

Page 36
   τ, t
Lf  g   0  0 e suv fugv u, v
dudv
 
  0  0 e suv fugvdudv
 
  0 e su fudu  0 e sv gvdv
 Lf  Lg. (43)
Therefore, we have established the important result that the Laplace transform of
the convolution is equal to the product of the corresponding transforms.
t
Example 100 Find the Laplace transform of ft   t  τ 3 cosh τdτ.
0

Solution

t
Example 101 Find the Laplace transform of ft   τ 2 e 4τ dτ using convolution.
0

Solution

In applications one often needs to identify the original function ft, knowing its
transform Fs. Therefore, it is also useful to write (43) backwards, that is, in the
form
L 1 FsGs  f  gt, (44)

as illustrated in the following examples.

Example 102 Find f(t), if Fs  1/s 5 s  1 2 .
Solution
Example 103 Find L 1 1/s 2  a 2  2 .
Solution

Example 104 Find the convolution of t 1/2 with itself and hence calculate  12 !.
Solution
.
You might be surprised to learn that ft  1 is not the “unit” of convolution product;
in other words 1  ft is not in general equal to ft.
Example 105 Find 1  t.
Solution

Page 37
1.12 Applications of Laplace transforms
Laplace transform is a powerful integral transform used to switch a function from the
time domain to the s  domain. It can greatly simplify the solution of problems
involving differential equations. It is very useful in obtaining solution of linear
differential equations both ordinary and partial, solution of system of simultaneous
differential equations, solution of integral equations and in the evaluation of definite
integral. Ordinary and partial differential equations describe the way certain
quantities vary with time such as the current in an electrical circuit, the oscillations
of a vibrating membrane, or the flow of heat through an insulated conductor these
equations are generally coupled with initial conditions that describe the state of the
system at time t  0. A very powerful technique for solving these problems is that
of Laplace transform which transform the differential equation into an algebraic
equation from which we get the solution.
Solutions of Differential Equations using Laplace Transform
The following results will be used in solving differential and integro-equations using
Laplace transforms.
Theorem 1.12.1
If ft is continuous in t  0, f  t is piecewise continuous in every finite interval in
the range t  0 and ft and f  t are of exponential order, then
Lf  t  sLft  f0
 sFs  f0

Corollary 1.12.2
In the Theorem 1.12.1 if we replace ft by f  t we get,
Lf  t  ssFs  f0  f  0
 s 2 Fs  sf0  f  0.

Repeated application of the above theorem gives the following result:

Lf n t  s n Fs  s n1 f0  s n2 f 1 0    f n1 0.

Example 106 Using Laplace transform, solve y   y  t, y0  0.

Solution

Example 107 Using Laplace transform, solve y   4y   8y  e 2t , y0  2 and

y  0  2.
Solution

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Example 108 Using Laplace transform, solve y   y  e t , y0  1.
Solution

d2y 
Example 109 Using Laplace transform, solve dt 2
 9y  18t, y0  0  y 2
.

Solution

Solution of Integro-Equations Using Laplace Transform

Theorem 1.12.3
If ft is piecewise continuous in every finite interval in the ranget  0 and is of the
exponential order, then
t
L  0 fd  1s Lft.

Example 110 Solve the following integro-equation using Laplace transorms

t
yt   yd  t 2  2t.
0

Solution

Example 111 Solve the following integro-equation using Laplace transorms

dy t
 2y   yd  2 cos t, y0  1
dt 0

Solution

Example 112 Solve the following integro-equation using Laplace transorms

t
y   yd  e t .
0

Solution

Example 112 Solve the following integro-equation using Laplace transorms

t
x   xd  cos t  sin t.
0

Solution

Solving Integro-Equations Using Convolution

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Theorem 1.12.4 By the definition of convolution, we have
t
ft  gt   0 fgt  d
and by convolution theorem,
Lft  gt  LftLgt

Example 113 Solve the following integro-equation using Laplace transorms

t
y  1  2  e 2 yt  d.
0

Solution

Example 114 Solve the following integro-equation using Laplace transorms

t
y  1   y sint  d.
0

Solution

Example 115 Solve the following integro-equation using Laplace transorms

t
ft  cos t   e  ft  d.
0

Solution

Example 116 Solve the following integro-equation using Laplace transorms

t
y  t 2   y sint  d.
0

Solution

Solving Simulaneous Differential Equations

Example 117 Using Laplace transform solve
dx  y  sin t
dt
dy
 x  cos t
dt
given x0  2 and y0  0.
Solution

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Example 118 Using Laplace transform solve
dx  ax  y
dt
dy
 ay  x
dt
given that x  0 and y  1 when t  0.
Solution

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