Modules in

Advanced Engineering Mathematics

SESSION TOPIC 3: Laplace Transforms

LEARNING OBJECTIVES:
At the end of the discussion, the student should be able to:
1. understand the concept of Laplace transform
2. obtain the Laplace transforms of elementary functions
3. obtain the Laplace transforms of periodic functions
4. obtain the Laplace transform of unit step function
5. find inverse Laplace transforms
6. solve initial-value problems using Laplace Transform Method

KEY TERMS
elementary unit step initial-value
Laplace transform
function function problem
kernel of periodic inverse Laplace
transformation function transform

CORE CONTENT

In this session, we are going to study a very important type of transformation in mathematics- the Laplace
transform. Laplace transform is a special type of integral transform which is particularly useful in the study
of initial-value problems involving linear differential equations with constant coefficients.
The Laplace transform is widely used in engineering applications (mechanical and electronic). It is also
used in process control.

3.1 The Transform Concept and Definition of Laplace Transform

One class of transformations, which are called integral transforms, is defined as
+∞
𝑇{𝐹(𝑡)} = ∫−∞ 𝐾(𝑠, 𝑡)𝐹(𝑡)𝑑𝑡 = 𝑓(𝑠)
Given a function 𝐾(𝑠, 𝑡) called the kernel of transformation,
𝑇 associates with each 𝐹(𝑡) of the class of functions for which the
above integral exists a function 𝑓(𝑠).
A special case of this is when the kernel 𝐾(𝑠, 𝑡) = 𝑒 −𝑠𝑡 .
Let 𝐹(𝑡) be a function defined for all values of 𝑡 > 0 .
The Laplace transform of 𝐹(𝑡) , denoted by L {𝐹(𝑡)}, is defined as
+∞
L {𝐹(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 = 𝑓(𝑠)

The function 𝑒 −𝑠𝑡 is called the kernel of L {𝐹(𝑡)}.

The Laplace transform uses an improper integral to Pierre-Simon Laplace

convert a function of 𝑡, 𝐹(𝑡) into some function of 𝑠, 𝑓(𝑠) . French mathematician, 1749-1827
If the improper integral converges, then the function His works were important to
𝐹(𝑡) is said to be Laplace-transformable. the development of mathematics, physics,
engineering, statistics, astronomy & philosophy.
The improper integral is defined
+∞ 𝑁
∫𝑎 𝑓(𝑥)𝑑𝑥 = lim ∫𝑎 𝑓(𝑥)𝑑𝑥, if this limit exists.
𝑁→+∞
If this limit exists, then the improper integral converges (or is convergent).
Otherwise, the improper integral diverges (or is divergent).
Example:
Let us find the Laplace transform of the function 𝐹(𝑡) = 𝑒 𝑘𝑡 , where 𝑘 is a constant.
Using the definition, we have
+∞ +∞
L {𝑒 𝑘𝑡 } = ∫0 𝑒 −𝑠𝑡 ∙ 𝑒 𝑘𝑡 𝑑𝑡 = ∫0 𝑒 −𝑠𝑡+𝑘𝑡 𝑑𝑡
+∞ −(𝑠−𝑘)𝑡
= ∫0 𝑒 𝑑𝑡
𝑁
= lim ∫0 𝑒 −(𝑠−𝑘)𝑡 𝑑𝑡 let 𝑢 = −(𝑠 − 𝑘)𝑡 , 𝑑𝑢 = −(𝑠 − 𝑘)𝑑𝑡
𝑁→+∞
𝑁
𝑒 −(𝑠−𝑘)𝑡
= lim − ]
𝑁→+∞ 𝑠−𝑘 0
𝑒 −(𝑠−𝑘)𝑁 𝑒0
= lim [− + 𝑠−𝑘] (the improper integral converges if 𝑠 > 𝑘)
𝑁→+∞ 𝑠−𝑘
1 1
= lim [− (𝑠−𝑘)𝑒 (𝑠−𝑘)𝑁 + 𝑠−𝑘]
𝑁→+∞
1
= 0 + 𝑠−𝑘
1
L {𝑒 𝑘𝑡 } = 𝑠−𝑘 , 𝑠 > 𝑘
In particular, if 𝑘 = 0, then
1 1
L {𝑒 𝑘𝑡 } = L {𝑒0𝑡 } = L {1} = = ,𝑠 > 0
𝑠−0 𝑠

Linearity Property of Laplace Transform

The Laplace transform is a linear transformation, that is, for any constants 𝑐1 and 𝑐2 ,
L {𝑐1 𝐹1 (𝑡) ± 𝑐2 𝐹2 (𝑡)}=𝑐1 L {𝐹1 (𝑡)} ± 𝑐2 L {𝐹2 (𝑡)}

3.2 Laplace Transforms of Elementary Functions

1
L {𝑒 𝑘𝑡 } = 𝑠−𝑘 ,𝑠 > 𝑘
1
L {1} = 𝑠 ,𝑠 > 0
𝑘
L {𝑘} = 𝑠 ,𝑠 > 0
𝑛!
L {𝑡 𝑛 } = 𝑠𝑛+1 , 𝑠 > 0, n is a positive integer
𝑘
L {𝑠𝑖𝑛 𝑘𝑡} = 𝑠2 +𝑘2 ,𝑠 > 0
𝑠
L {𝑐𝑜𝑠 𝑘𝑡} = 𝑠2+𝑘2 ,𝑠 > 0
𝑘
L {𝑠𝑖𝑛ℎ 𝑘𝑡} = 𝑠2−𝑘2 , 𝑠 > |𝑘|
𝑠
L {𝑐𝑜𝑠ℎ 𝑘𝑡} = 𝑠2−𝑘2 , 𝑠 > |𝑘|

Examples:
1
1. L {𝑒 3𝑡 } = 𝑠−3
1 6
2. L {6𝑒 −4𝑡 } = 6 L {𝑒 −4𝑡 } = 6 ∙ 𝑠−(−4) = 𝑠+4
1 8
3. L {−8} = −8 L {1} = −8 ∙ 𝑠 = − 𝑠
3! 6
4. L {𝑡 3 } = 𝑠3+1 = 𝑠4
5 5
5. L {𝑠𝑖𝑛 5𝑡} = 𝑠2 +(5)2 = 𝑠2 +25
𝑠 𝑠
6. L {𝑐𝑜𝑠 2𝑡} = 𝑠2 +(2)2 = 𝑠2 +4
1 2
𝑡 − −6
3 3
7. L {−2 𝑠𝑖𝑛 3} = −2 ∙ 1 2 = 1 = 9𝑠2 +1
𝑠2 +( ) 𝑠2 +
3 9
3 3 𝑠 3𝑠
8. L {4 𝑐𝑜𝑠 √6 𝑡} = 4 ∙ 2 = 4(𝑠2+6)
𝑠2 +(√6)
9 9
9. L {𝑠𝑖𝑛ℎ 9𝑡} = 𝑠2 −92 = 𝑠2 −81
𝑠 𝑠
10. L {𝑐𝑜𝑠ℎ 6𝑡} = 𝑠2 −62 = 𝑠2 −36
 2 1 2 1
11. L {2𝑠𝑖𝑛7𝑡 − 3𝑐𝑜𝑠8𝑡 + 3 𝑒 4𝑡 + 10 𝑡 4 − 5} = 2 L {𝑠𝑖𝑛7𝑡} − 3 L {𝑐𝑜𝑠8𝑡} + 3 L {𝑒 4𝑡 } + 10 L{𝑡 4 } − 5 L{1}
7 𝑠 2 1 1 4! 1
=2 ∙ 𝑠2 +72 − 3 ∙ 𝑠2 +82 + 3 ∙ 𝑠−4 + 10 ∙ 𝑠4+1 − 5 ∙ 𝑠
14 3𝑠 2 12 5
= 𝑠2 +49 − 𝑠2 +64 + 3(𝑠−4) + 5𝑠5 − 𝑠
1 1 1
12. L {𝑠𝑖𝑛2 4𝑡} = L {2 (1 − 𝑐𝑜𝑠8𝑡)} = 2[ L {1} − L {𝑐𝑜𝑠8𝑡}] Recall: 𝑠𝑖𝑛2 𝑢 = (1 − 𝑐𝑜𝑠2𝑢)
2
1 1 𝑠
=2 [𝑠 − 𝑠2 +64]
1 𝑠2 +64−𝑠2
=2 [ 𝑠(𝑠2 +64) ]
32
=𝑠(𝑠2 +64)
1
13. L {9 𝑠𝑖𝑛 3𝑡 𝑐𝑜𝑠3𝑡} = 9 ∙ 2 L {2 𝑠𝑖𝑛3𝑡 𝑐𝑜𝑠3𝑡}
9
= 2 L {𝑠𝑖𝑛6𝑡} Recall: 𝑠𝑖𝑛2𝑢 = 2 𝑠𝑖𝑛𝑢 𝑐𝑜𝑠𝑢
9 6
= 2 ∙ 𝑠2 +36
27
= 𝑠2 +36

𝜋 𝜋 𝜋
14. L {𝑠𝑖𝑛 (𝑏𝑡 − 3 )} = L {𝑠𝑖𝑛𝑏𝑡 ∙ 𝑐𝑜𝑠 3 − 𝑐𝑜𝑠𝑏𝑡 ∙ 𝑠𝑖𝑛 3 } Recall: sin(𝑢 − 𝑣) = 𝑠𝑖𝑛𝑢 𝑐𝑜𝑠𝑣 − 𝑐𝑜𝑠𝑢 𝑠𝑖𝑛𝑣
1 √3
= L {𝑠𝑖𝑛𝑏𝑡 ∙ 2 − 𝑐𝑜𝑠𝑏𝑡 ∙ }
2
1 √3
= 2 L {𝑠𝑖𝑛𝑏𝑡} − L{𝑐𝑜𝑠𝑏𝑡}
2
1 𝑏 √3 𝑠
= 2 ∙ 𝑠2 +𝑏2 − ∙
2 𝑠2 +𝑏 2
𝑏−√3 𝑠
=
2(𝑠 2 +𝑏2 )

3 ,0 < 𝑡 < 2
15. L {𝐹(𝑡)} if 𝐹(𝑡) = { (piecewise-defined function)
𝑡, 𝑡≥2
In this case, we obtain the Laplace transform using the definition.
+∞
L {𝐹(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
2 +∞ −𝑠𝑡
= ∫0 𝑒 −𝑠𝑡 ∙ 3 𝑑𝑡 + ∫2 𝑒 ∙ 𝑡 𝑑𝑡
2 +∞
=3 ∫0 𝑒 −𝑠𝑡 𝑑𝑡 + ∫2 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
3 2 𝑁
= − 𝑠 ∙ 𝑒 −𝑠𝑡 ] + lim ∫2 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 using integration by parts with 𝑢 = 𝑡, 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
0 𝑁→+∞
𝑒 −𝑠𝑡
𝑑𝑢 = 𝑑𝑡, 𝑣 = −
𝑠
𝑁
3𝑒 −2𝑠 3 𝑡𝑒 −𝑠𝑡 𝑁 𝑒 −𝑠𝑡
=− + 𝑠 + lim {− ] − ∫2 − 𝑠 𝑑𝑡}
𝑠 𝑁→+∞ 𝑠 2
3−3𝑒 −2𝑠 𝑁𝑒 −𝑠𝑁 2𝑒 −2𝑠 𝑒 −𝑠𝑁 𝑒 −2𝑠
= + lim {− + − + }
𝑠 𝑁→+∞ 𝑠 𝑠 𝑠2 𝑠2
3−3𝑒 −2𝑠 2𝑒 −2𝑠 𝑒 −2𝑠
= + +
𝑠 𝑠 𝑠2
3𝑠−3𝑠𝑒 −2𝑠 +2𝑠𝑒 −2𝑠 +𝑒 −2𝑠
= 𝑠2
3𝑠−𝑠𝑒 −2𝑠 +𝑒 −2𝑠
= 𝑠2
3.3 Derivatives of Laplace Transforms
Assume 𝐹(𝑡) is Laplace-transformable. Then
L {𝐹(𝑡)} = 𝑓(𝑠)
or 𝑓(𝑠) =L {𝐹(𝑡)}
The derivatives of 𝑓(𝑠) are
𝑓 ′ (𝑠) = − L {𝑡 𝐹(𝑡)}
𝑓 ′′ (𝑠) = (−1)2 L {𝑡2 𝐹(𝑡)}
𝑓 ′′′ (𝑠) = (−1)3 L {𝑡3 𝐹(𝑡)}
𝑓 (4) (𝑠) = (−1)4L {𝑡4 𝐹(𝑡)}
⋮
𝑓 (𝑛) (𝑠)
= (−1)𝑛 L {𝑡𝑛 𝐹(𝑡)}
⇒ L {𝑡 𝑛 𝐹(𝑡)} = (−1)𝑛 𝑓 (𝑛) (𝑠) - - - - - F1
L {𝑡 𝑛 𝑒 𝑎𝑡 𝐹(𝑡)} = (−1)𝑛 𝑓 (𝑛) (𝑠 − 𝑎) - - - - - F2

When 𝑛 = 0: L {𝑒 𝑎𝑡 𝐹(𝑡)} = 𝑓(𝑠 − 𝑎) - - - - - F3 (First Translation or Shifting Theorem)

Examples:
1. L {𝑡 𝑠𝑖𝑛𝑡}
Solution:
1
Using F1 with 𝐹(𝑡) = 𝑠𝑖𝑛𝑡 , 𝑛 = 1, we have 𝑓(𝑠) = L {𝑠𝑖𝑛𝑡} = 𝑠2 +1 = (𝑠 2 + 1)−1
−2𝑠 2𝑠 −2𝑠
L {𝑡 𝑠𝑖𝑛𝑡} = −𝑓 ′ (𝑠) = − [(𝑠2+1)2] = (𝑠2+1)2 𝑓 ′ (𝑠) = −(𝑠 2 + 1)−2 (2𝑠) = (𝑠2+1)2

2. L {𝑡 2 𝑒 𝑡 }
Solution:
1
Using F1 with 𝐹(𝑡) = 𝑒 𝑡 , 𝑛 = 2, we have 𝑓(𝑠) = L {𝑒 𝑡 } = 𝑠−1 = (𝑠 − 1)−1
2
L {𝑡 2 𝑒 𝑡 } = (−1)2 𝑓 ′′ (𝑠) = (−1)2 [2(𝑠 − 1)−3 ] = (𝑠−1)3 𝑓 ′ (𝑠) = (−1)(𝑠 − 1)−2 (1) = −(𝑠 − 1)−2
𝑓 ′′ (𝑠) = 2(𝑠 − 1)−3
3. L {𝑡 2 −4𝑡
𝑒 𝑠𝑖𝑛𝑡}
Solution:
1
Using F2 with 𝐹(𝑡) = 𝑠𝑖𝑛𝑡 , 𝑛 = 2,𝑎 = −4, we have 𝑓(𝑠) = L {𝑠𝑖𝑛𝑡} = 𝑠2 +1
1
L {𝑡 2 𝑒 −4𝑡 𝑠𝑖𝑛𝑡} = (−1)2 𝑓 ′′ (𝑠 + 4) ⇒ 𝑓(𝑠 + 4) = (𝑠+4)2+1 = [(𝑠 + 4)2 + 1]−1
6(𝑠+4)2 −2
= [(𝑠+4)2+1]3 𝑓 ′ (𝑠 + 4) = −2(𝑠 + 4)[(𝑠 + 4)2 + 1]−2
6(𝑠+4)2 −2
𝑓 ′ ′(𝑠 + 4) = [(𝑠+4)2+1]3
4. L {𝑒 6𝑡 𝑐𝑜𝑠3𝑡}
Solution:
𝑠
Using F3 with 𝐹(𝑡) = 𝑐𝑜𝑠3𝑡 ,𝑎 = 6, 𝑓(𝑠) = L {𝑐𝑜𝑠3𝑡} = 𝑠2 +9
𝑠−6 𝑠−6
L {𝑒 6𝑡 𝑐𝑜𝑠3𝑡} = 𝑓(𝑠 − 6) = (𝑠−6)2+9 ⇒ 𝑓(𝑠 − 6) = (𝑠−6)2+9

5. L {𝑡 4 𝑒 −3𝑡 }
Solution:
1
Using F1 with 𝐹(𝑡) = 𝑒 −3𝑡 , 𝑛 = 4, 𝑓(𝑠) = L {𝑒 −3𝑡 } = 𝑠+3 = (𝑠 + 3)−1
24 24 24
L {𝑡 4 𝑒 −3𝑡 } = (−1)4 𝑓 (4) (𝑠) = (1) ∙ (𝑠+3)5 = (𝑠+3)5 ⇒ 𝑓 (4) (𝑠) = 24(𝑠 + 3)−5 = (𝑠+3)5

4! 24
Using F3 with 𝐹(𝑡) = 𝑡 4 , 𝑎 = −3 , 𝑓(𝑠) = L {𝑡 4 } = 𝑠5 = 𝑠5
24 24
L {𝑡 4 𝑒 −3𝑡 } = 𝑓(𝑠 + 3) = (𝑠+3)5 ⇒ 𝑓(𝑠 + 3) = (𝑠+3)5
3.4 Laplace Transforms of Periodic Functions
A function 𝐹 is periodic if 𝐹(𝑡 + 𝜔) = 𝐹(𝑡). The number 𝜔 is called the period of the function.
A period gives one complete cycle of values of the function. The graph of 𝐹 repeats itself after
one period.
𝜔
∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
L {𝐹(𝑡)} = (𝜔 lower case Greek letter “omega”)
1−𝑒 −𝜔𝑠

Examples:
1. 𝐹(𝑡) = 3, 0 < 𝑡 < 2
𝐹(𝑡 + 2) = 𝐹(𝑡) 𝐹(𝑡)
Solution:
The function 𝐹 is periodic of period 𝜔 = 2.
2
∫0 𝑒 −𝑠𝑡 ∙3 𝑑𝑡
L {𝐹(𝑡)} =
1−𝑒 −2𝑠
3 ∫2 𝑒−𝑠𝑡 𝑑𝑡
= 0 −2𝑠
1−𝑒
3 2
− ∙𝑒 −𝑠𝑡 ]
𝑠 0
=
1−𝑒−2𝑠
3𝑒−2𝑠 3
− +
𝑠 𝑠
=
1−𝑒−2𝑠
3−3𝑒−2𝑠
𝑠
= 𝑡
1−𝑒−2𝑠
3(1−𝑒−2𝑠 )
𝑠
=
1−𝑒 −2𝑠
3
=
𝑠

1 ,0 < 𝑡 ≤ 2
2. 𝐹(𝑡) = { 𝐹(𝑡)
4, 2 < 𝑡 ≤ 5
𝐹(𝑡 + 5) = 𝐹(𝑡)
Solution:
The function 𝐹 is periodic of period 𝜔 = 5.
5
∫0 𝑒 −𝑠𝑡 ∙𝐹(𝑡)𝑑𝑡
L {𝐹(𝑡)} =
1−𝑒 −5𝑠
2 5
∫0 𝑒 −𝑠𝑡 ∙(1) 𝑑𝑡+∫2 𝑒 −𝑠𝑡 ∙(4)𝑑𝑡
=
1−𝑒 −5𝑠
2 5
𝑒−𝑠𝑡 4𝑒−𝑠𝑡 𝑡
− ∙] + − ∙]
𝑠 𝑠
0 2
=
1−𝑒 −5𝑠
𝑒−2𝑠 1 4𝑒−5𝑠 4𝑒−2𝑠
− 𝑠
+
𝑠
− 𝑠
+
𝑠
=
1−𝑒 −5𝑠
1+3𝑒−2𝑠 −4𝑒−5𝑠
𝑠
=
1−𝑒 −5𝑠
1+3𝑒−2𝑠 −4𝑒−5𝑠
=
𝑠(1−𝑒 −5𝑠 )
 2, 0< 𝑡 < 3
3. Define a square-wave function 𝑄(𝑡) = { , 𝑄(𝑡 + 6) = 𝑄(𝑡).
−2, 3 < 𝑡 < 6
Sketch the graph of the function and find its Laplace transform.
Solution:
The graph of 𝑄 appears below.

𝑄(𝑡)

6
∫0 𝑒 −𝑠𝑡 ∙𝑄(𝑡)𝑑𝑡
L {𝑄(𝑡)} =
1−𝑒 −6𝑠
3 6
∫0 𝑒 −𝑠𝑡 (2) 𝑑𝑡+∫3 𝑒 −𝑠𝑡 (−2) 𝑑𝑡
L {𝑄(𝑡)} =
1−𝑒 −6𝑠
3 6
2𝑒−𝑠𝑡 2𝑒−𝑠𝑡
− ∙] + ∙]
𝑠 𝑠
0 3
L {𝑄(𝑡)} =
1−𝑒 −6𝑠
2𝑒−3𝑠 2 2𝑒−6𝑠 2𝑒−3𝑠
− + + −
𝑠 𝑠 𝑠 𝑠
L {𝑄(𝑡)} =
1−𝑒 −6𝑠
2+2𝑒−6𝑠 −4𝑒−3𝑠
𝑠
L {𝑄(𝑡)} =
1−𝑒 −6𝑠
2+2𝑒 −6𝑠 −4𝑒 −3𝑠
L {𝑄(𝑡)} =
𝑠(1−𝑒−6𝑠 )

4. Find the Laplace transform of the function whose graph is given below:

𝐹(𝑡)

Solution:
First, we find the function 𝐹(𝑡).
The equation of the line passing through the points (0,0) and (6,2), using the point-slope form is ,
2−0 2 1
𝑦 − 𝑦1 = 𝑚(𝑥 − 𝑥1 ) , 𝑚 = 6−0 = 6 = 3 , (𝑥1 , 𝑦1 ) either (0,0) or (6,2)
1
𝑦 − 0 = 3 (𝑥 − 0)
𝑥
𝑦=3
 𝑡
Replace 𝑥 by 𝑡. So 𝐹(𝑡) = 3 and 𝐹 is periodic with period 𝜔 = 6.
𝑡
𝐹(𝑡) = 3 , 𝐹(𝑡 + 6) = 𝐹(𝑡) ⇒ 𝜔 = 6

6
∫0 𝑒 −𝑠𝑡 ∙𝐹(𝑡)𝑑𝑡
L {𝐹(𝑡)} =
1−𝑒 −6𝑠
6 −𝑠𝑡 𝑡
∫0 𝑒 ∙ 3 𝑑𝑡
L {𝐹(𝑡)} =
1−𝑒 −6𝑠
6 −𝑠𝑡
∫ 𝑡𝑒 𝑑𝑡
L {𝐹(𝑡)} = 0 −6𝑠
3(1−𝑒 )
6
𝑡𝑒−𝑠𝑡 𝑒−𝑠𝑡
− ∙− 2 ]
𝑠 𝑠
0
L {𝐹(𝑡)} =
3(1−𝑒 −6𝑠 )
6𝑒−6𝑠 𝑒−6𝑠 1
(− 𝑠
− 2 )−(0− 2 )
𝑠 𝑠
L {𝐹(𝑡)} =
3(1−𝑒 −6𝑠 )

−6𝑠𝑒−6𝑠 −𝑒−6𝑠 +1
𝑠2
L {𝐹(𝑡)} =
3(1−𝑒 −6𝑠 )

−6𝑠𝑒 −6𝑠 −𝑒 −6𝑠 +1

L {𝐹(𝑡)} = −6𝑠)
3𝑠2(1−𝑒
SELF-ASSESSMENT

PROBLEM SET 1
(Laplace Transforms)

Name: ________________________ Score: ______________

Section: ________________________ Date: ______________

Solve the following problems. Show complete solutions and box your final answers.
Solutions and answers should be handwritten. Use short/long bond papers. (5 pts each)

Find the Laplace transforms of the ff. functions. Express your answers in the simplest possible form.

Problem 1: (Laplace Transforms of Elementary Functions)

3 1
1. L {2 𝑠𝑖𝑛4𝑡 − 3 𝑐𝑜𝑠8𝑡}
5 1
2. L {2 𝑡 − 2𝑒 −4𝑡 + 4 𝑡 4 + 3}
5𝑡 5𝑡
3. L {8 𝑠𝑖𝑛 𝑐𝑜𝑠 2 }
2
3𝜋
4. L {cos ( 4 − 𝑘𝑡)} , 𝑘 is a constant
3𝑡
5. L {6 𝑐𝑜𝑠 2 4 }
1 𝑖𝑓 0 < 𝑡 < 1
6. L {𝐹(𝑡)} where 𝐹(𝑡) = {
2 𝑖𝑓 𝑡 ≥ 1

Problem 2: (Derivatives of Laplace Transforms)

1. L {(𝑡 3 − 3𝑒 𝑡 )2 }
2. L {𝑒 −2𝑡 𝑐𝑜𝑠3𝑡 + 5𝑒 −2𝑡 𝑠𝑖𝑛3𝑡}
3. L {(𝑡 2 − 4𝑡 + 2)𝑒 3𝑡 }
4. L {3𝑡𝑒 −6𝑡 𝑐𝑜𝑠𝑡}
5. L {4𝑡 2 𝑠𝑖𝑛𝑡 − 2𝑡 3 𝑒 5𝑡 }

Problem 3: (Laplace Transforms of Periodic Functions)

1. 𝐺(𝑡) = 𝑒 𝑡 , 0 ≤ 𝑡 < 3 , 𝐺(𝑡 + 3) = 𝐺(𝑡)

Sketch the graph of the function.

2 𝑖𝑓 0 < 𝑡 < 1
2. 𝐹(𝑡) = { , 𝐹(𝑡 + 2) = 𝐹(𝑡)
0 𝑖𝑓 1 < 𝑡 < 2
Sketch the graph of the function.
3.5 Laplace Transform of Unit Step Function
The unit step function (or Heaviside function), denoted by 𝐻(𝑡) , is defined as
0 𝑖𝑓 𝑡 < 0 "off"
𝐻(𝑡) = {
1 𝑖𝑓 𝑡 ≥ 0 "𝑜𝑛"
Other notations: 𝑢(𝑡), 𝛼(𝑡)
𝐻(𝑡)

𝑡
0

Oliver Heaviside
English mathematician, 1850-1925
Extending the definition, we have for 𝑐 > 0,
0 𝑖𝑓 𝑡 − 𝑐 < 0 ⇒ 𝑡 < 𝑐
𝐻(𝑡 − 𝑐) = { (Shifted Unit Step Function)
1 𝑖𝑓 𝑡 − 𝑐 ≥ 0 ⇒ 𝑡 ≥ 𝑐
This means “ 𝐻(𝑡 − 𝑐) has value 0 (“off”) when 𝑡 < 𝑐 and 1(“on”) when 𝑡 > 𝑐 “.
𝐻(𝑡 − 𝑐)

𝑡
0 𝑐

L {𝐹(𝑡 − 𝑐) ∙ 𝐻(𝑡 − 𝑐)} = 𝑒 −𝑐𝑠 L {𝐹(𝑡)} = 𝑒 −𝑐𝑠 𝑓(𝑠) (Second Shifting Theorem)
Note that the coefficient of 𝐻(𝑡 − 𝑐) is a function of 𝑡 − 𝑐.

Examples:
3! 24𝑒 −2𝑠
1. L {4(𝑡 − 2)3 𝐻(𝑡 − 2)} = 𝑒 −2𝑠 L {4𝑡 3 } = 𝑒 −2𝑠 4 ∙ 𝑠4 = 𝑠4
3 3
𝑐 = 2, 𝐹(𝑡 − 2) = 4(𝑡 − 2) ⇒𝐹(𝑡) = 4𝑡
1 𝑒 −𝜋𝑠
2. L {sin(𝑡 − 𝜋) 𝐻(𝑡 − 𝜋)} = 𝑒 −𝜋𝑠 L {𝑠𝑖𝑛𝑡} = 𝑒 −𝜋𝑠 ∙ 𝑠2 +1 = 𝑠2 +1
𝑐 = 𝜋, 𝐹(𝑡 − 𝜋) = sin(𝑡 − 𝜋) ⇒𝐹(𝑡) = 𝑠𝑖𝑛𝑡
1! 5𝑒 −3𝑠
3. L {5(𝑡 − 3) 𝐻(𝑡 − 3)} = 𝑒 −3𝑠 L {5𝑡} = 𝑒 −3𝑠 5 ∙ 𝑠2 = 𝑠2
𝑐 = 3, 𝐹(𝑡 − 3) = 5(𝑡 − 3) ⇒𝐹(𝑡) = 5𝑡
1 5𝑒 −4𝑠
4. L {5 𝐻(𝑡 − 4)} = 𝑒 −4𝑠 L {5} = 𝑒 −4𝑠 5 L {1} = 𝑒 −4𝑠 5 ∙ 𝑠 = 𝑠
𝑐 = 4, 𝐹(𝑡 − 4) = 5 ⇒ 𝐹(𝑡) = 5 (constant function)
𝑘𝑒 −𝑐𝑠
In general, if 𝑘 is a constant, then L {𝑘 ∙ 𝐻(𝑡 − 𝑐)} = 𝑠

5. L {𝑡 2 𝐻(𝑡 − 3)}
In this case we need to express 𝑡 2 as function of 𝑡 − 3.
𝑡 2 =(𝑡 − 3 + 3)2 = [(𝑡 − 3) + 3]2 = (𝑡 − 3)2 + 6(𝑡 − 3) + 9
So we can rewrite
L {𝑡 2 𝐻(𝑡 − 3)} = L {[(𝑡 − 3)2 + 6(𝑡 − 3) + 9]𝐻(𝑡 − 3)}
= L {(𝑡 − 3)2 𝐻(𝑡 − 3) + 6(𝑡 − 3) 𝐻(𝑡 − 3) + 9𝐻(𝑡 − 3)}
= L {(𝑡 − 3)2 𝐻(𝑡 − 3)} + L {6(𝑡 − 3) 𝐻(𝑡 − 3)} + L {9𝐻(𝑡 − 3)}
= 𝑒 −3𝑠 L {𝑡 2 } + 𝑒 −3𝑠 L {6𝑡} + 𝑒 −3𝑠 L {9}
2! 6 9
= 𝑒 −3𝑠 ∙ 𝑠3 + 𝑒 −3𝑠 ∙ 𝑠2 + 𝑒 −3𝑠 ∙ 𝑠
2 6 9
=𝑒 −3𝑠 ( + + )
𝑠3 𝑠2 𝑠
 6. L {8𝑡 𝐻(𝑡 − 5)}
Write 8𝑡 as a function of 𝑡 − 5.
8𝑡 = 8(𝑡 − 5 + 5) = 8[(𝑡 − 5) + 5] = 8(𝑡 − 5) + 40
L {8𝑡 𝐻(𝑡 − 5)} = L {[8(𝑡 − 5) + 40]𝐻(𝑡 − 5)}
= L {8(𝑡 − 5)𝐻(𝑡 − 5)} + L {40𝐻(𝑡 − 5)}
= 𝑒 −5𝑠 L {8𝑡} + 𝑒−5𝑠 L {40}
8 40
= 𝑒 −5𝑠 ∙ 𝑠2 + 𝑒 −5𝑠 ∙ 𝑠
1 5
= 8𝑒 −5𝑠 ( + )
𝑠2 𝑠
𝑡2, 0 < 𝑡 < 2
7. L {𝐹(𝑡)} where 𝐹(𝑡) = {
6, 𝑡≥2
First we express 𝐹(𝑡) in terms of the unit step function.
Since 𝐻(𝑡 − 2) = 0 for 𝑡 < 2 and 𝐻(𝑡 − 2) = 1 for 𝑡 ≥ 2, we build 𝐹(𝑡) in the following way.
We start with
𝐹(𝑡) = 𝑡 2 which works for 0 < 𝑡 < 2
But we wish to “knock out/turn off “ the 𝑡 2 when 𝑡 ≥ 2. So we write
𝐹(𝑡) = 𝑡 2 − 𝑡 2 𝐻(𝑡 − 2)
This gives 𝑡 2 for 𝑡 < 2 and 0 for 𝑡 ≥ 2. Then we add 6 𝐻(𝑡 − 2) to get
𝐹(𝑡) = 𝑡 2 − 𝑡 2 𝐻(𝑡 − 2) + 6𝐻(𝑡 − 2)
Thus, 𝐹(𝑡)
L {𝐹(𝑡)} = L {𝑡 2 − 𝑡 2 𝐻(𝑡 − 2) + 6𝐻(𝑡 − 2)}
= L {𝑡 2 } − L {𝑡2 𝐻(𝑡 − 2)} + L {6𝐻(𝑡 − 2)}
𝟐! 𝑒 −2𝑠
= 𝒔𝟑 − L {[(𝑡 − 2)2 + 4(𝑡 − 2) + 4]𝐻(𝑡 − 2)} + 6 𝑠
𝟐 6𝑒 −2𝑠
= 𝒔𝟑 − 𝑒 −2𝑠 L {𝑡2 + 4𝑡 + 4} +
𝑠
𝟐 𝟐 𝟒 𝟒 6𝑒 −2𝑠
= 𝒔𝟑 − 𝑒 −2𝑠 ( + + )+
𝒔𝟑 𝒔𝟐 𝒔 𝑠
𝟐 𝟐𝒆−𝟐𝒔 𝟒𝒆−𝟐𝒔 2𝑒−2𝑠
= 𝒔𝟑 − − +
𝒔𝟑 𝒔𝟐 𝑠 𝑡

3.6 Laplace Transforms of Derivatives

Assume that 𝐹(𝑡), 𝐹 ′ (𝑡), 𝐹 ′′ (𝑡), 𝐹 ′′′ (𝑡), … , 𝐹 (𝑛) (𝑡) are Laplace-transformable functions. Then

L {𝐹 (𝑛) (𝑡)} = 𝑠 𝑛 L {𝐹(𝑡)} − 𝑠 𝑛−1 𝐹(0) − 𝑠 𝑛−2 𝐹′(0) − ⋯ − 𝑠𝐹 (𝑛−2) (0) − 𝐹 (𝑛−1) (0)
The formulas for the first two derivatives are
L {𝐹′(𝑡)} = 𝑠 L {𝐹(𝑡)} − 𝐹(0)

L {𝐹′′(𝑡)} = 𝑠 2 L {𝐹(𝑡)} − 𝑠𝐹(0) − 𝐹′(0)

Note: These formulas are used in solving Initial-Value Problems.
3.7 Inverse Laplace Transforms
Assume that 𝐹(𝑡) is Laplace transformable. Then
L {𝐹(𝑡)} = 𝑓(𝑠) ⇔ 𝐹(𝑡) = L -1 {𝑓(𝑠)}

𝐹(𝑡) is the inverse Laplace transform of 𝑓(𝑠).

1 1
For example, L {𝑒 4𝑡 } = 𝑠−4 ⇔ 𝑒 4𝑡 = L -1 {
𝑠−4
}

L -1 is a linear transformation, that is, for constants 𝑐1 and 𝑐2 ,

L -1 {𝑐1 𝑓1 (𝑠) ± 𝑐2 𝑓2 (𝑠)}=𝑐1 L -1{𝑓
1 (𝑠)} ± 𝑐2 L -1{𝑓
2 (𝑠)}

L -1 {1} =1
𝑠

L -1 {𝑘} =𝑘
𝑠

L -1 { 1 } = 𝑒 𝑘𝑡
𝑠−𝑘

1 𝑡 𝑛
L -1{𝑠𝑛+1} = 𝑛!
𝑘
L -1 {
𝑠2 +𝑘 2
} = 𝑠𝑖𝑛 𝑘𝑡
𝑠
L -1 {
𝑠2 +𝑘 2
} = 𝑐𝑜𝑠 𝑘𝑡
𝑘
L -1 {
𝑠2 −𝑘 2
} = 𝑠𝑖𝑛ℎ 𝑘𝑡
𝑠
L -1 {
𝑠2 −𝑘 2
} = 𝑐𝑜𝑠ℎ 𝑘𝑡

Since L {𝑒 𝑎𝑡 𝐹(𝑡)} = 𝑓(𝑠 − 𝑎), then it follows that

L -1{𝑓(𝑠 − 𝑎)} = 𝑒 𝑎𝑡 𝐹(𝑡)
Examples:
4
1. L -1 {− 𝑠 } = −4
8 1 𝑡 4 3
2. L -1 {𝑠4 } = 8 L -1 {𝑠4 } = 8 ∙ 3! = 3 𝑡 3
−5 1 1 3 5
3. L -1 {𝑠2 +9} = −5 L -1 {𝑠2 +9} = −5 ∙ 3 L -1 {𝑠2 +9} = − 3 𝑠𝑖𝑛3𝑡
6𝑠 𝑠
4. L -1 {𝑠2 +25} = 6 L -1 {𝑠2 +25} = 6 𝑐𝑜𝑠5𝑡
5. L -1 { 7 } = 7L -1 { 1 } = 7𝑒 8𝑡
𝑠−8 𝑠−8
1 1 -1 1 1 -1 { 1 } = 1 𝑒 −5𝑡
6. L -1{ }= L { }= L
2𝑠+10 2 𝑠+5 2 𝑠−(−5) 2

7. L -1 { 2 } = 2L -1 { 1
}= 2 ∙ 4L
1 -1 4
{
1
} = 𝑠𝑖𝑛ℎ4𝑡
𝑠2 −16 𝑠2 −16 𝑠2 −16 2

8. L -1 4
{
8
− 𝑠2 +100 + 𝑠3 −
6 10
} = 4L -1 { 1 } − 8 ∙ 10 L
1 -1 { 10 } +6L -1 { 1 } − 10 L -1 {1}
𝑠+3 𝑠 𝑠+3 𝑠2 +100 𝑠3 𝑠
−3𝑡 4 𝑡2
= 4𝑒 − 5 𝑠𝑖𝑛10𝑡 + 6 ∙ 2! − 10 ∙ 1
4
=4𝑒 −3𝑡 − 5 𝑠𝑖𝑛10𝑡 + 3𝑡 2 − 10
1 -1 { 1 } 𝑡2 𝑡 2 𝑒 2𝑡
9. L -1 {
(𝑠−2)3
} = 𝑒 2𝑡 𝐹(𝑡) = 𝑒 2𝑡 L = 𝑒 2𝑡 ∙ 2! =
𝑠3 2
(𝑎 = 2, 𝑛 = 3)
𝑠+4 -1 { 𝑠 }
10. L -1 {
(𝑠+4)2 +81
} = 𝑒 −4𝑡 L = 𝑒 −4𝑡 𝑐𝑜𝑠9𝑡
𝑠2 +81
(𝑎 = −4, 𝑘 = 9)
5 1 1
11. L -1 { } = 5L -1 { } = 5𝑒 −𝑡 L -1 { 1 } = 5𝑒 −𝑡 ∙ L -1 { 6 } 5
= 6 𝑒 −𝑡 𝑠𝑖𝑛6𝑡
(𝑠+1)2 +36 (𝑠+1)2 +36 𝑠2 +36 6 𝑠2 +36
(𝑎 = −1, 𝑘 = 6)
12. L -1 { 𝑠+5 } =L -1 { 𝑠+3+2 }
(𝑠+3)2 +4 (𝑠+3)2 +4

=L -1 { 𝑠+3 2
+ (𝑠+3)2+4}
(𝑠+3)2 +4

=L -1{ 𝑠+3 } + -1 { 2
L }
(𝑠+3)2 +4 (𝑠+3)2 +4
(𝑎 = −1, 𝑘 = 2) (𝑎 = −1, 𝑘 = 2)
−3𝑡 𝑠 -1 { 2 }
=𝑒 L -1{𝑠2+4} + 𝑒 −3𝑡 L 𝑠2 +4
= 𝑒 −3𝑡 𝑐𝑜𝑠2𝑡 + 𝑒 −3𝑡 𝑠𝑖𝑛2𝑡
= 𝑒 −3𝑡 (𝑐𝑜𝑠2𝑡 + 𝑠𝑖𝑛2𝑡)
1 1
13. L -1 {
2
} =L -1 { } completing the square
𝑠 +2𝑠+10 (𝑠2 +2𝑠+1)+9
1
=L -1 {
(𝑠+1)2 +9
} (𝑎 = −1, 𝑘 = 3)

=𝑒 −𝑡 -1 1
L {𝑠2 +9}
1 -1{ 3 }
= 𝑒 −𝑡 ∙ 3 L 𝑠2 +9
1
= 𝑒 −𝑡 𝑠𝑖𝑛3𝑡
3
3𝑠 𝑠
14. L -1 { } = 3L -1 { } completing the square
𝑠2 +4𝑠+13 (𝑠2 +4𝑠+4)+9
𝑠
= 3L -1 {
(𝑠+2)2 +9
}

= 3L -1 { 𝑠+2−2 }
(𝑠+2)2 +9

=3 L -1 { 𝑠+2 2
− (𝑠+2)2+9}
(𝑠+2)2 +9

=3 L -1 { 𝑠+2 } − 6 -1 { 1
L }
(𝑠+2)2 +9 (𝑠+2)2 +9

= 3L -1 { 𝑠+2 } − 6 ∙ 1 -1 { 3
L }
(𝑠+2)2 +9 3 (𝑠+2)2 +9
(𝑎 = −2, 𝑘 = 3)
= 3𝑒 −2𝑡
L -1 { 𝑠 } − 2𝑒 −2𝑡 L -1 { 3 }
𝑠2 +9 𝑠2 +9
=3𝑒 −2𝑡 𝑐𝑜𝑠2𝑡 − 2𝑒 𝑠𝑖𝑛3𝑡 −2𝑡
−2𝑡
=𝑒 (3𝑐𝑜𝑠2𝑡 − 2 𝑠𝑖𝑛3𝑡)

1 1
15. L -1 { } =L -1 { } Using partial fraction decomposition,
𝑠2 −7𝑠+10 (𝑠−2)(𝑠−5)
1 1
− 1 𝐴 𝐵
3 3
=L -1 { + } (𝑠−2)(𝑠−5)
= 𝑠−2 + 𝑠−5
𝑠−2 𝑠−5
1 -1 { 1 } + 1 -1 { 1 }
=− 3 L L 1 = 𝐴(𝑠 − 5) + 𝐵(𝑠 − 2)
𝑠−2 3 𝑠−5
1 2𝑡 1 5𝑡 1
=− 3 𝑒 + 3 𝑒 let 𝑠 = 5: 1 = 0 + 𝐵(5 − 2) ⇒𝐵=
3
1 1
= 3 (𝑒 5𝑡 − 𝑒 2𝑡 ) let 𝑠 = 2: 1 = 𝐴(2 − 5) + 0 ⇒𝐴=−
3
SELF-ASSESSMENT
PROBLEM SET 2
(Laplace and Inverse Laplace Transforms)

Name: ________________________ Score: ______________

Section: ________________________ Date: ______________

Solve the following problems. Show complete solutions and box your final answers.
Solutions and answers should be handwritten. Use short/long bond papers. (5 pts each)

Problem 1: (Laplace Transform of Unit Step Function)

Obtain the Laplace transforms of the ff. functions.

1. L {[2(𝑡 − 1) − 𝑠𝑖𝑛3(𝑡 − 1)]𝐻(𝑡 − 1)}
2. L {[8𝑡 + 3]𝐻(𝑡 − 2)}

3. L {[𝑡 2 + 1]𝐻(𝑡 − 3)}

4. L {[4𝑡 − 1]𝐻(𝑡 − 𝜋)}

3,0 ≤ 𝑡 < 4
5. L {𝐹(𝑡)} where 𝐹(𝑡) = {
2𝑡 − 5, 𝑡 ≥ 4

Problem 2: (Inverse Laplace Transforms)

Obtain the following inverse Laplace transforms.

15
1. L -1 { }
𝑠2 +4𝑠+13
1
2. L -1 {
2
}
𝑠 −4𝑠+8
𝑠
3. L -1{ }
𝑠2 +6𝑠+13

4. L -1 { 1 }
𝑠2 +4𝑠
𝑠2 −6
5. L -1{ }
𝑠3 +4𝑠2 +3𝑠
3.8 Convolution Theorem for Laplace Transforms
The Convolution Theorem can be used to find the inverse Laplace transform of a product of transforms.

If L -1 {𝑓(𝑠)} = 𝐹(𝑡) and L -1 {𝑔(𝑠)} = 𝐺(𝑡) , where 𝐹(𝑡) and 𝐺(𝑡) are Laplace-transformable, then

𝑡
L -1 {𝑓(𝑠)
∙ 𝑔(𝑠)} = ∫0 𝐹(𝛽) 𝐺(𝑡 − 𝛽) 𝑑𝛽
or
𝑡
L {𝑓(𝑠) ∙ 𝑔(𝑠)} = ∫0 𝐺(𝛽) 𝐹(𝑡 − 𝛽) 𝑑𝛽
-1

1
Example 1: Find L -1 {
(𝑠−1)(𝑠−2)
}.
Solution:
Note that this is a product of two functions.
1 1 1
(𝑠−1)(𝑠−2)
= 𝑠−1 ∙ 𝑠−2
1 1
Let 𝑓(𝑠) = 𝑠−1 and 𝑔(𝑠) = 𝑠−2.
We know the inverse Laplace transforms of the functions.
1
𝐹(𝑡) = L -1 {𝑓(𝑠)} =L -1 { } = 𝑒𝑡
𝑠−1
1
𝐺(𝑡) = L -1 {𝑔(𝑠)} =L -1 { } = 𝑒 2𝑡
𝑠−2
By Convolution Theorem,
1 𝑡
L -1 {
(𝑠−1)(𝑠−2)
} = ∫0 𝐹(𝛽) 𝐺(𝑡 − 𝛽) 𝑑𝛽
𝑡
= ∫0 𝑒 𝛽 𝑒 2(𝑡−𝛽) 𝑑𝛽
𝑡
= ∫0 𝑒 𝛽 𝑒 2𝑡 𝑒 −2𝛽 𝑑𝛽
𝑡
= 𝑒 2𝑡 ∫0 𝑒 −𝛽 𝑑𝛽
𝑡
= 𝑒 2𝑡 ∙ −𝑒 −𝛽 ]0

= 𝑒 2𝑡 (−𝑒 −𝑡 + 𝑒 0 )
= 𝑒 2𝑡 (−𝑒 −𝑡 + 1)
= 𝑒 2𝑡 − 𝑒 𝑡

1
Example 2: Find L -1 { }.
𝑠2 (𝑠2 +9)
Solution:
1 1 1
Express 𝑠2 (𝑠2+9) = 𝑠2 ∙ 𝑠2 +9 .
1 1
Let 𝑓(𝑠) = 𝑠2 +9 and 𝑔(𝑠) = 𝑠2 .

Now, find 𝐹(𝑡) and 𝐺(𝑡).

1 1
𝐹(𝑡) = L -1 { }= 𝑠𝑖𝑛3𝑡
𝑠2 +9 3
1
𝐺(𝑡) = L -1 { } = 𝑡
𝑠2

Applying the Convolution Theorem, we have

1 𝑡
L -1 {
𝑠2 (𝑠2 +9)
} = ∫0 𝐹(𝛽) 𝐺(𝑡 − 𝛽) 𝑑𝛽
𝑡1
= ∫0 3 𝑠𝑖𝑛3𝛽 ∙ (𝑡 − 𝛽) 𝑑𝛽
1 𝑡
= 3 ∫0 (𝑡 − 𝛽) 𝑠𝑖𝑛3𝛽 𝑑𝛽

Using integration by parts with 𝑢 = 𝑡 − 𝛽 , 𝑑𝑣 = 𝑠𝑖𝑛3𝛽 𝑑𝛽

𝑐𝑜𝑠3𝛽
𝑑𝑢 = 𝑑𝑡 , 𝑣 = − 3

1 −(𝑡−𝛽)𝑐𝑜𝑠3𝛽 𝑡 1 𝑡
= 3[ ] + 3 ∫0 𝑐𝑜𝑠3𝛽 𝑑𝛽 ]
3 0
 1 −(𝑡−𝛽)𝑐𝑜𝑠3𝛽 1 𝑡
= 3[ + 9 𝑠𝑖𝑛3𝛽] ]
3 0
1 1 𝑡
= [(0 + 𝑠𝑖𝑛3𝑡) − (− + 0)]
3 9 3
1 1 𝑡
= 3 [9 𝑠𝑖𝑛3𝑡 + 3]
1 𝑡
= 27 𝑠𝑖𝑛3𝑡 + 9

3.9 Solution of Initial-Value Problems using Laplace Transforms

The concepts of Laplace and inverse Laplace transforms can be used to solve initial-value problems.
An initial-value problem (IVP) is an ordinary differential equation together with a specified value,
called the initial condition, of the unknown function at a given point in the domain of the solution.
A solution to an IVP is a function 𝑦 that is a solution to the differential equation and satisfies 𝑦(𝑡0 ) = 𝑦0 .

Recall the following formulas: (Transforms of Derivatives)

Assume that 𝐹(𝑡), 𝐹 ′ (𝑡), 𝐹 ′′ (𝑡), 𝐹 ′′′ (𝑡), … , 𝐹 (𝑛) (𝑡) are Laplace-transformable functions. Then

L {𝐹 (𝑛) (𝑡)} = 𝑠 𝑛 L {𝐹(𝑡)} − 𝑠 𝑛−1 𝐹(0) − 𝑠 𝑛−2 𝐹′(0) − ⋯ − 𝑠𝐹 (𝑛−2) (0) − 𝐹 (𝑛−1) (0)
The formulas for the first two derivatives are
L {𝐹′(𝑡)} = 𝑠 L {𝐹(𝑡)} − 𝐹(0)

L {𝐹′′(𝑡)} = 𝑠 2 L {𝐹(𝑡)} − 𝑠𝐹(0) − 𝐹′(0)

Example 1: Solve the initial-value problem 𝑦 ′ (𝑡) + 2 𝑦(𝑡) = 𝑒 𝑡 ; 𝑦(0) = 2.

Solution:
𝑦 ′ (𝑡) + 2 𝑦(𝑡) = 𝑒 𝑡
Take the Laplace transform of both sides of the equation.
L {𝑦′ (𝑡) + 2 𝑦(𝑡)} = L {𝑒𝑡 }
L {𝑦 ′ (𝑡)} + 2 L { 𝑦(𝑡)} = L {𝑒𝑡 }
Using the formulas for transforms of derivatives, we get
𝑠 L {𝑦(𝑡)} − 𝑦(0) + 2 L { 𝑦(𝑡)} = L {𝑒𝑡 }
𝑠 L {𝑦(𝑡)} − 2 + 2 L { 𝑦(𝑡)} = L {𝑒𝑡 }
1
(𝑠 + 2) L {𝑦(𝑡)} − 2 =
𝑠−1
1
(𝑠 + 2) L {𝑦(𝑡)} = +2
𝑠−1
2𝑠−1
(𝑠 + 2) L {𝑦(𝑡)} =
𝑠−1
2𝑠−1
L {𝑦(𝑡)} = (𝑠−1)(𝑠+2)
2𝑠−1
𝑦(𝑡) = L -1 { }
(𝑠−1)(𝑠+2)
Using partial fractions decomposition,
2𝑠−1 𝐴 𝐵
= 𝑠−1 + 𝑠+2
(𝑠−1)(𝑠+2)
2𝑠 − 1 = 𝐴(𝑠 + 2) + 𝐵(𝑠 − 1)
2𝑠 − 1 = (𝐴 + 𝐵)𝑠 + (2𝐴 − 𝐵)
Equating coefficients,
𝐴+𝐵 =2
2𝐴 − 𝐵 = −1
1 5
Solving the above equations simultaneously, we get 𝐴 = 3 , 𝐵 = 3. Thus , we have
1 5
𝑦(𝑡) = L -1 { 3 }+L -1 { 3 }
𝑠−1 𝑠+2
1 1 5 1
𝑦(𝑡) = 3 L -1 { }+ L -1 { }
𝑠−1 3 𝑠+2
1 5
𝑦(𝑡) = 3 𝑒 𝑡 + 3 𝑒 −2𝑡
 Example 2: Solve the initial-value problem 𝑦 ′′ (𝑡) + 𝑦(𝑡) = 4𝑒 𝑡 ; 𝑦(0) = 1, 𝑦 ′ (0) = 3.
Solution:
𝑦 ′′ (𝑡) + 𝑦(𝑡) = 4𝑒 𝑡
L {𝑦′′ (𝑡)} + L {𝑦(𝑡)} = L {4𝑒𝑡 }
4
𝑠 2 L {𝑦(𝑡)} − 𝑠 𝑦(0) − 𝑦 ′ (0) + L {𝑦(𝑡)} =
𝑠−1
4
𝑠 L {𝑦(𝑡)} − 𝑠(1) − 3 + L {𝑦(𝑡)} =
2
𝑠−1
4
L {𝑦(𝑡)}(𝑠 2 + 1) − 𝑠 − 3 = 𝑠−1
4
L {𝑦(𝑡)}(𝑠 2 + 1) = 𝑠−1 + 𝑠 + 3
4 𝑠 3
L {𝑦(𝑡)} = (𝑠2+1)(𝑠−1) + 𝑠2 +1 + 𝑠2 +1
4 𝑠 1
𝑦(𝑡) = L -1 {
(𝑠2 +1)(𝑠−1)
}+L -1 { } + 3L -1 { }
𝑠2 +1 𝑠2 +1
Using partial fractions decomposition,
4 𝐴 𝐵𝑠+𝐶
(𝑠2 +1)(𝑠−1)
= 𝑠−1 + 𝑠2 +1
4 = 𝐴(𝑠 2 + 1) + (𝐵𝑠 + 𝐶)(𝑠 − 1)
4 = 𝐴𝑠 2 + 𝐴 + 𝐵𝑠 2 − 𝐵𝑠 + 𝐶𝑠 − 𝐶
0𝑠 2 + 0𝑠 + 4 = (𝐴+𝐵) 𝑠 2 + (𝐶 − 𝐵)𝑠 + (𝐴 − 𝐶)
Equating coefficients of like powers of 𝑠,
𝐴+𝐵 =0
𝐶−𝐵 =0
𝐴−𝐶 =4
Solving the above linear system, we obtain 𝐴 = 2, 𝐵 = −2, 𝐶 = −2
Thus,
2 −2𝑠−2 𝑠 1
𝑦(𝑡) = L -1 { + }+L -1 { } + 3L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 𝑠+1 𝑠 1
𝑦(𝑡) = L -1 { } −2L -1 { }+L -1 { } + 3L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 𝑠 1 𝑠 1
𝑦(𝑡) = L -1{ }−2L -1 { } −2L -1 { } +L -1 { } + 3L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 𝑠 1
𝑦(𝑡) = L -1 { } −L -1 { }+L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1
𝑡
𝑦(𝑡) = 2𝑒 − 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡

Example 3: Solve the initial-value problem 𝑥 ′′ (𝑡) + 𝑥(𝑡) = 6 𝑠𝑖𝑛2𝑡; 𝑥(0) = 3, 𝑥 ′ (0) = 1.
Solution:
𝑥 ′′ (𝑡) + 𝑥(𝑡) = 6 𝑠𝑖𝑛2𝑡
L {𝑥′′ (𝑡)} + L {𝑥(𝑡)} = L {6 𝑠𝑖𝑛2𝑡}
2
𝑠 2 L {𝑥(𝑡)} − 𝑠 𝑥(0) − 𝑥 ′ (0) + L {𝑥(𝑡)} = 6 ∙ 𝑠2 +4
12
𝑠 2 L {𝑥(𝑡)} − 𝑠 (3) − 1 + L {𝑥(𝑡)} = 𝑠2 +4
12
(𝑠 2 + 1) L {𝑥(𝑡)} − 3𝑠 − 1 =
𝑠2 +4
12
(𝑠 2 + 1) L {𝑥(𝑡)} = + 3𝑠 + 1
𝑠2 +4
12 3𝑠 1
L {𝑥(𝑡)} = (𝑠2+1)(𝑠2 +4) + 𝑠2+1 + 𝑠2+1
12 3𝑠 1
𝑥(𝑡) = L -1 { } +L -1 { } +L -1 { }
(𝑠2 +4)(𝑠2 +1) 𝑠2 +1 𝑠2 +1
Using partial fractions decomposition,
12 𝐴𝑠+𝐵 𝐶𝑠+𝐷
= +
(𝑠2 +4)(𝑠2 +1) 𝑠2 +4 𝑠2 +1
12 = (𝐴𝑠 + 𝐵)(𝑠 2 + 1) + (𝐶𝑠 + 𝐷)(𝑠 2 + 4)
0𝑠 3 + 0𝑠 2 + 0𝑠 + 12 = (𝐴 + 𝐶)𝑠 3 + (𝐵 + 𝐷)𝑠 2 + (𝐴 + 4𝐶)𝑠 + (𝐵 + 4𝐷)
Equating coefficients, we obtain the linear system
𝐴+𝐶 =0
𝐵+𝐷 =0
𝐴 + 4𝐶 = 0
𝐵 + 4𝐷 = 12
⇒ 𝐴 = 0, 𝐵 = −4, 𝐶 = 0, 𝐷 = 4
Hence,
(0)𝑠+(−4) (0)𝑠+4 3𝑠 1
𝑥(𝑡) = L -1 { + } +L -1 { } +L -1 { }
𝑠2 +4 𝑠2 +1 𝑠2 +1 𝑠2 +1
−4 4 𝑠 1
𝑥(𝑡) = L -1 { } +L -1{ } + 3L -1 { } +L -1 { }
𝑠2 +4 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 1 𝑠
𝑥(𝑡) = −2 L -1 { } + 5L -1 { } + 3L -1 { }
𝑠2 +4 𝑠2 +1 𝑠2 +1
𝑥(𝑡) = −2 𝑠𝑖𝑛2𝑡 + 5 𝑠𝑖𝑛𝑡 + 3 𝑐𝑜𝑠𝑡

IN-TEXT ACTIVITY

1. Laplace transform
https://www.khanacademy.org/math/differential-equations/laplace-transform
2. Using the Laplace Transform to solve Initial-Value Problems
https://ltcconline.net/greenl/courses/204/PowerLaplace/initialValueProblems.htm
3. Solving Initial -Value problems by using the Method of Laplace Transforms
https://pdfs.semanticscholar.org/ae8e/164cc579b7d201fed5e489a717477e726154.pdf
4. Additional Lecture

REFERENCES

O’Neil, P. 2012. Advanced Engineering Mathematics.7th Edition. Cengage Learning.

Kreyszig, E.2011. Advanced Engineering Mathematics. 10th Edition. John Wiley and Sons.
Pennisi,L.1976 .Elements of Complex Variables.2nd Edition. Holt, Rinehart and Winston
Rainville,P. & Bedient,E.1989. Elementary Differential Equations.7th Edition.New York: Macmillan
Publishing Company
 SELF-ASSESSMENT

PROBLEM SET 3
(Convolution Theorem, Laplace Transform Method)

Name: ________________________ Score: ______________

Section: ________________________ Date: ______________

Do the following as directed. Show complete solutions and box your final answers.
Solutions and answers should be handwritten. Use short/long bond papers.

A. Obtain the ff. inverse Laplace transforms using the Convolution Theorem.
1
1. L -1 { }
𝑠(𝑠+2)
1
2. L -1 { }
𝑠2 (𝑠−2)
1
3. L -1 {
(𝑠2 +1)2
}
1
4. L -1 { }
𝑠(𝑠2 +𝑘 2 )

B. Solve the following initial-value problems (IVP) using the Laplace transform method.

1. 𝑦 ′ − 𝑦 = 1 ; 𝑦(0) = 1

2. 𝑦 ′′ + 𝑦 = 0 ; 𝑦(0) = 0, 𝑦 ′ (0) = 1

3. 𝑦 ′ + 2𝑦 = 𝑡 ; 𝑦(0) = 2

4. 𝑦 ′′ + 𝑦 = 𝑡 2 ; 𝑦(0) = 1, 𝑦 ′ (0) = 0