Al-Nahrain University Engineering Math. II Prof. Dr.

Emad Al-Hemiary
College of Information Engineering 2nd Semester, 2nd Year
Dept. of CNE 2022 -2023

Lecture 4: Laplace Transform

Laplace
𝑓(𝑡) Transform 𝐹(𝑠)
Time-domain 𝓛{∙} S-domain
function function Pierre-Simon Laplace (23 March
1749 – 5 March 1827), later
Marquis de Laplace, was a French
mathematician and astronomer.

Linearity: First Shifting Theorem (s-Shifting) His work helped to develop

mathematical astronomy and
statistics. His five volume
The Laplace transform, when applied to a function, changes that function Mécanique Céleste (Celestial
into a new function by using a process that involves integration: Mechanics) (1799–1825) was a key
work. In it, he changed the
∞ geometric study of classical
mechanics to one based on
ℒ{𝑓(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 𝑡≥0 calculus, which meant it could
0 tackle a wider range of problems.
In statistics, the so-called Bayesian
The inverse to this transform is called inverse Laplace transform: interpretation of probability was
mainly developed by Laplace. He
invented Laplace's equation, and
pioneered the Laplace transform
which is used in many branches of
𝑓(𝑡) = ℒ −1 {𝐹(𝑠)} mathematical physics. The
Laplacian differential operator,
widely used in mathematics, is also
named after him.
Example 4.1: Find the Laplace transform of 𝑓(𝑡) = 1 for 𝑡 ≥ 0
Solution: we apply the integral transform above:
∞ ∞
∞
−𝑠𝑡
1 1 1
ℒ{𝑓(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 𝑓(𝑡)𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑒 −𝑠𝑡 | = − (𝑒 −𝑠(∞) − 𝑒 −𝑠(0) ) =
𝑠 0 𝑠 𝑠
0 0
1
Hence, for 𝑠 > 0, ℒ{1} =
𝑠

Example 4.2: Let 𝑓(𝑡) = 𝑒 𝑎𝑡 where 𝑎 is a constant. Find ℒ{𝑓(𝑡)}.

Solution:
∞ ∞
∞
−𝑠𝑡 𝑎𝑡
1 1
ℒ{𝑓(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 𝑒 𝑑𝑡 = ∫ 𝑒 −𝑡(𝑠−𝑎) 𝑑𝑡 = − 𝑒 −𝑡(𝑠−𝑎)𝑡 | = 𝑓𝑜𝑟 𝑠 > 𝑎
𝑠−𝑎 0 𝑠−𝑎
0 0
1
Hence, for 𝑠 − 𝑎 > 0, ℒ{𝑒 𝑎𝑡 } = 𝑠−𝑎

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 Al-Nahrain University Engineering Math. II Prof. Dr. Emad Al-Hemiary
College of Information Engineering 2nd Semester, 2nd Year
Dept. of CNE 2022 -2023

Laplace transform is linear, i.e.:

ℒ{𝑎𝑓(𝑡) + 𝑏𝑔(𝑡)} = 𝑎ℒ{𝑓(𝑡)} + 𝑏ℒ{𝑔(𝑡)}
Proof:
∞ ∞ ∞
−𝑠𝑡 {𝑎𝑓(𝑡) −𝑠𝑡
ℒ{𝑎𝑓(𝑡) + 𝑏𝑔(𝑡)} = ∫ 𝑒 + 𝑏𝑔(𝑡)}𝑑𝑡 = 𝑎 ∫ 𝑒 𝑓(𝑡)𝑑𝑡 + 𝑏 ∫ 𝑒 −𝑠𝑡 𝑔(𝑡)𝑑𝑡
0 0 0
= 𝑎ℒ{𝑓(𝑡)} + 𝑏ℒ{𝑔(𝑡)}

Example 4.3: Find Laplace transform of cosh 𝑎𝑡 and sinh 𝑎𝑡

Solution:
We recall that:
𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡
cosh 𝑎𝑡 = 𝑎𝑛𝑑 sinh 𝑎𝑡 =
2 2
Then we use linearity property listed above:
𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 1 1 1 1 1 𝑠
ℒ{cosh 𝑎𝑡} = ℒ { } = ℒ{𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 } = {ℒ(𝑒 𝑎𝑡 ) + ℒ(𝑒 −𝑎𝑡 )} = ( + )= 2
2 2 2 2 𝑠−𝑎 𝑠+𝑎 𝑠 − 𝑎2

𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡 1 1 1 1 1 𝑎
ℒ{sinh 𝑎𝑡} = ℒ { } = ℒ{𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡 } = {ℒ(𝑒 𝑎𝑡 ) − ℒ(𝑒 −𝑎𝑡 )} = ( − )= 2
2 2 2 2 𝑠−𝑎 𝑠+𝑎 𝑠 − 𝑎2

Example 4.4: Find Laplace transform of cos 𝜔𝑡 and sin 𝜔𝑡

Solution:
∞
ℒ{cos 𝜔𝑡} = ∫ 𝑒 −𝑠𝑡 cos 𝜔𝑡 𝑑𝑡
0
1
Let 𝑢 = cos 𝜔𝑡 → 𝑑𝑢 = −𝜔 sin 𝜔𝑡 𝑑𝑡 and 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡 → 𝑣 = −𝑠 𝑒 −𝑠𝑡 , then we apply 𝑢𝑣 − ∫ 𝑣𝑑𝑢

cos 𝜔𝑡 −𝑠𝑡 ∞ 𝜔 ∞ −𝑠𝑡 1 𝜔 ∞ −𝑠𝑡 1 𝜔

ℒ{cos 𝜔𝑡} = 𝑒 | − ∫ 𝑒 sin 𝜔𝑡 𝑑𝑡 = − ∫ 𝑒 sin 𝜔𝑡 𝑑𝑡 = − ℒ{sin 𝜔𝑡}
−𝑠 0 𝑠 0 𝑠 𝑠 0 𝑠 𝑠
∞
ℒ{sin 𝜔𝑡} = ∫ 𝑒 −𝑠𝑡 sin 𝜔𝑡 𝑑𝑡
0
1
Let 𝑢 = sin 𝜔𝑡 → 𝑑𝑢 = 𝜔 cos 𝜔𝑡 𝑑𝑡 and 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡 → 𝑣 = −𝑠 𝑒 −𝑠𝑡 , then we apply 𝑢𝑣 − ∫ 𝑣𝑑𝑢

sin 𝜔𝑡 −𝑠𝑡 ∞ 𝜔 ∞ −𝑠𝑡 𝜔 ∞ 𝜔

ℒ{sin 𝜔𝑡} = 𝑒 | + ∫ 𝑒 cos 𝜔𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 cos 𝜔𝑡 𝑑𝑡 = ℒ{cos 𝜔𝑡}
−𝑠 0 𝑠 0 𝑠 0 𝑠

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 Al-Nahrain University Engineering Math. II Prof. Dr. Emad Al-Hemiary
College of Information Engineering 2nd Semester, 2nd Year
Dept. of CNE 2022 -2023

Thus, combining the two transforms together we get:

1 𝜔 1 𝜔 𝜔 𝜔2 1 𝑠
ℒ{cos 𝜔𝑡} = − ℒ{sin 𝜔𝑡} = − ∙ ℒ{cos 𝜔𝑡} → (1 + 2 ) ℒ{cos 𝜔𝑡} = → ℒ{cos 𝜔𝑡} = 2
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 + 𝜔2

And:
𝜔 𝜔 1 𝜔 𝜔2 𝜔 𝜔
ℒ{sin 𝜔𝑡} = ℒ{cos 𝜔𝑡} = ∙ ( − ℒ{sin 𝜔𝑡}) → (1 + 2 ) ℒ{sin 𝜔𝑡} = 2 → ℒ{sin 𝜔𝑡} = 2
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 + 𝜔2

Table 4.1: List of some functions and their Laplace transform

Let us prove (2) in table 4.1.

∞
ℒ{𝑡} = ∫ 𝑒 −𝑠𝑡 𝑡𝑑𝑡
0
1
Let 𝑢 = 𝑡 → 𝑑𝑢 = 𝑑𝑡 and 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡 → 𝑣 = −𝑠 𝑒 −𝑠𝑡 , then we apply 𝑢𝑣 − ∫ 𝑣𝑑𝑢

𝑡 −𝑠𝑡 ∞ 1 ∞ −𝑠𝑡 −1 1
ℒ{𝑡} = 𝑒 | + ∫ 𝑒 𝑑𝑡 = 2 𝑒 −𝑠𝑡 |∞
0 = 2
−𝑠 0 𝑠 0 𝑠 𝑠
In the same way we can prove (3) using induction hypothesis:
∞
ℒ{𝑡 2 } = ∫ 𝑒 −𝑠𝑡 𝑡 2 𝑑𝑡
0
1
Let 𝑢 = 𝑡 2 → 𝑑𝑢 = 2𝑡𝑑𝑡 and 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡 → 𝑣 = −𝑠 𝑒 −𝑠𝑡 , then we apply 𝑢𝑣 − ∫ 𝑣𝑑𝑢
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 Al-Nahrain University Engineering Math. II Prof. Dr. Emad Al-Hemiary
College of Information Engineering 2nd Semester, 2nd Year
Dept. of CNE 2022 -2023
∞
2}
𝑡 2 −𝑠𝑡 2 ∞ 2 2
ℒ{𝑡 = 𝑒 | + ∫ 𝑒 −𝑠𝑡 𝑡𝑑𝑡 = ℒ{𝑡} → ℒ{𝑡 2 } = 3
−𝑠 0
𝑠 0 𝑠 𝑠

First Shifting Theorem: 𝒔-Shift

If f(t) has the transform F(s), then 𝑒 𝑎𝑡 𝑓(𝑡) has the transform 𝐹(𝑠 − 𝑎):
ℒ{𝑒 𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 − 𝑎) 𝑤ℎ𝑒𝑟𝑒 𝑠 − 𝑎 > 𝑘, 𝑘: 𝑎𝑟𝑏𝑖𝑡𝑟𝑎𝑟𝑦
Or, if we take the inverse on both sides:
𝑒 𝑎𝑡 𝑓(𝑡) = ℒ −1 {𝐹(𝑠 − 𝑎)}

Example 4.5: What is the Laplace transform of 𝑒 𝑎𝑡 cos 𝜔𝑡 and 𝑒 𝑎𝑡 sin 𝜔𝑡?
Solution:
𝑠 𝑠−𝑎
ℒ{cos 𝜔𝑡} = → ℒ{𝑒 𝑎𝑡 cos 𝜔𝑡} =
𝑠2 +𝜔 2 (𝑠 − 𝑎)2 + 𝜔 2
𝜔 𝜔
ℒ{sin 𝜔𝑡} = → ℒ{𝑒 𝑎𝑡 sin 𝜔𝑡} =
𝑠2 +𝜔 2 (𝑠 − 𝑎)2 + 𝜔 2
3𝑠−137
Example 4.6: Find the inverse Laplace transform of 𝐹(𝑠) = 𝑠2 +2𝑠+401

Solution: If we could rearrange the given F(s) into the form (11) given in Table 4.1. This is done as
follows:
3𝑠 − 137 3𝑠 + 3 − 140 3(𝑠 − 1) − 140
𝐹(𝑠) = = 2 =
𝑠2 + 2𝑠 + 401 𝑠 + 2𝑠 + 1 + 400 (𝑠 − 1) + 202
3(𝑠 − 1) 7(20)
= 2
−
(𝑠 − 1) + 20 (𝑠 − 1) + 202
(𝑠 − 1) 20
𝑓(𝑡) = 3ℒ −1 { } − 7ℒ −1
{ }
(𝑠 − 1) + 202 (𝑠 − 1) + 202
= 3𝑒 −𝑡 cos 20𝑡 − 7𝑒 −𝑡 sin 20𝑡
= 𝑒 −𝑡 (3 cos 20𝑡 − 7 sin 20𝑡)
Example 4.7: Find the Laplace transform of the function shown in Figure
Solution:
𝑓(𝑡) = 1 − 𝑡
∞ 1 1
1 𝑡 1 1
𝐹(𝑠) = ℒ{1 − 𝑡} = ∫ (1 − 𝑡) 𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 𝑑𝑡 − ∫ 𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = − 𝑒 −𝑠𝑡 |10 + 𝑒 −𝑠𝑡 |10 − ∫ 𝑒 −𝑠𝑡 𝑑𝑡
0 0 0 𝑠 𝑠 𝑠 0
1 1 1 1 1 1 1 1
= (1 − 𝑒 −𝑠 ) + 𝑒 −𝑠 + 2 𝑒 −𝑠𝑡 |10 = + 2 𝑒 −𝑠 − 2 = + 2 (𝑒 −𝑠 − 1)
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠 𝑠
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 Al-Nahrain University Engineering Math. II Prof. Dr. Emad Al-Hemiary
College of Information Engineering 2nd Semester, 2nd Year
Dept. of CNE 2022 -2023

Example 4.8: Find the Laplace transform of the function shown in Figure
Solution:
𝑡 0<𝑡<1
𝑓(𝑡) = {
1 1<𝑡<2
1 2
−𝑡 −𝑠𝑡 1 1 1 −𝑠𝑡 1
−𝑠𝑡
𝐹(𝑠) = ∫ 𝑡 𝑒 𝑑𝑡 + ∫ 𝑒 𝑑𝑡 = −𝑠𝑡
𝑒 |0 + ∫ 𝑒 𝑑𝑡 − 𝑒 −𝑠𝑡 |12
0 1 𝑠 𝑠 0 𝑠
1 1 1 1 1 1
= − 𝑒 −𝑠 − 2 𝑒 −𝑠𝑡 |10 − (𝑒 −2𝑠 − 𝑒 −𝑠 ) = − 𝑒 −𝑠 − 2 (𝑒 −𝑠 − 1) − (𝑒 −2𝑠 − 𝑒 −𝑠 )
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠
1 −𝑠
1 −2𝑠
= 2 (1 − 𝑒 ) − 𝑒
𝑠 𝑠
1
Example 4.9: Find the inverse Laplace transform of 𝐹(𝑠) = (𝑠−
√2)(𝑠−√3)

Solution: We find the inverse Laplace transform by separation into two terms as follows:
1 𝐴 𝐵
= +
(𝑠 − √2)(𝑠 − √3) (𝑠 − √2) (𝑠 − √3)

1 𝐴(𝑠 − √3) + 𝐵(𝑠 − √2)

= → 𝐴(𝑠 − √3) + 𝐵(𝑠 − √2) = 1
(𝑠 − √2)(𝑠 − √3) (𝑠 − √2)(𝑠 − √3)

𝐴𝑠 − 𝐴√3 + 𝐵𝑠 − 𝐵√2 = 1 → 𝐴 + 𝐵 = 0 → 𝐴 = −𝐵 𝑎𝑛𝑑 − 𝐴√3 − 𝐵√2 = 1 → −𝐴√3 + 𝐴√2 = 1 → 𝐴

1 1
= →𝐵=
√2 − √3 √3 − √2
1 1
√2 − √3 √3 − √2 1 1
𝐹(𝑠) = + → 𝑓(𝑡) = 𝑒 √2𝑡 + 𝑒 √3𝑡
(𝑠 − √2) (𝑠 − √3) √2 − √3 √3 − √2

Transforms of Derivatives and Integrals: ODE

Derivatives:
ℒ(𝑓 ′ ) = 𝑠ℒ(𝑓) − 𝑓(0)
ℒ(𝑓 ′′ ) = 𝑠 2 ℒ(𝑓) − 𝑠𝑓(0) − 𝑓 ′ (0)
Proof:
∞
ℒ(𝑓 ′ ) = ∫ 𝑒 −𝑠𝑡 𝑓 ′ (𝑡)𝑑𝑡
0

𝑢 = 𝑒 −𝑠𝑡 → 𝑑𝑢 = −𝑠𝑒 −𝑠𝑡 𝑑𝑡, 𝑑𝑣 = 𝑓 ′ (𝑡)𝑑𝑡 → 𝑣 = 𝑓(𝑡)

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 Al-Nahrain University Engineering Math. II Prof. Dr. Emad Al-Hemiary
College of Information Engineering 2nd Semester, 2nd Year
Dept. of CNE 2022 -2023
∞
ℒ(𝑓 ′ ) = 𝑒 −𝑠𝑡 𝑓(𝑡)|∞
0 + 𝑠 ∫ 𝑓(𝑡)𝑒
−𝑠𝑡
𝑑𝑡 = −𝑓(0) + 𝑠ℒ(𝑓)
0

In the same way we can prove the Laplace transform of 2nd order derivative of 𝑓(𝑡).
In general:

ℒ(𝑓 𝑛 ) = 𝑠 𝑛 ℒ(𝑓) − 𝑠 𝑛−1 𝑓(0) − 𝑠 𝑛−2 𝑓 ′ (0) − ⋯ − 𝑓 𝑛−1 (0)

Integrals:
𝑡
1
ℒ (∫ 𝑓(𝜏) 𝑑𝜏) = 𝐹(𝑠)
0 𝑠
𝑡
1
∫ 𝑓(𝜏) 𝑑𝜏 = ℒ −1 ( 𝐹(𝑠))
0 𝑠

Example 4.10: Find the Laplace transform of 𝑓(𝑡) = 𝑡 sin 𝜔𝑡 , 𝑓(0) = 0

Solution: This is a transform of resonance terms. We will use the derivative property listed above
to find the Laplace transform.
Taking the derivatives of 𝑓(𝑡):
𝑓 ′ (𝑡) = sin 𝜔𝑡 + 𝜔𝑡 cos 𝜔𝑡
𝑓 ′′ (𝑡) = 𝜔 cos 𝜔𝑡 + 𝜔 cos 𝜔𝑡 − 𝜔2 𝑡 sin 𝜔𝑡 = 2𝜔 cos 𝜔𝑡 − 𝜔2 𝑡 sin 𝜔𝑡
𝑠
ℒ(𝑓 ′′ ) = ℒ(2𝜔 cos 𝜔𝑡 − 𝜔2 𝑡 sin 𝜔𝑡) = 2𝜔ℒ(cos 𝜔𝑡) − 𝜔2 ℒ(𝑡 sin 𝜔𝑡) = 2𝜔 − 𝜔2 ℒ(𝑓)
𝑠2 + 𝜔2
From the derivative property of Laplace transform, ℒ(𝑓 ′′ ) = 𝑠 2 ℒ(𝑓) − 𝑠𝑓(0) − 𝑓 ′ (0):
𝑠
𝑠 2 ℒ(𝑓) − 𝑠𝑓(0) − 𝑓 ′ (0) = 2𝜔 − 𝜔2 ℒ(𝑓)
𝑠2 + 𝜔2
𝑓 ′ (0) = sin 𝜔(0) + 𝜔(0) cos 𝜔(0) = 0
𝑠 2𝜔𝑠
(𝑠 2 + 𝜔2 )ℒ(𝑓) = 2𝜔 → ℒ(𝑓) = 2
𝑠2 +𝜔 2 (𝑠 + 𝜔 2 )2
𝟐𝝎𝒔
∴ 𝓛(𝒕 𝐬𝐢𝐧 𝝎𝒕) =
(𝒔𝟐 + 𝝎𝟐 )𝟐
1 1
Example 4.11: Find the inverse Laplace transform of 𝐹(𝑠) = 𝑠(𝑠2 +𝜔2) and 𝐹(𝑠) = 𝑠2 (𝑠2 +𝜔2)

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 Al-Nahrain University Engineering Math. II Prof. Dr. Emad Al-Hemiary
College of Information Engineering 2nd Semester, 2nd Year
Dept. of CNE 2022 -2023

Solution:
Since:
𝜔 −1
𝜔 −1
1 sin 𝜔𝑡
ℒ(sin 𝜔𝑡) = → ℒ ( ) = sin 𝜔𝑡 → ℒ ( ) =
𝑠2 + 𝜔2 𝑠2 + 𝜔2 𝑠2 + 𝜔2 𝜔
Then from the integral property of Laplace transform:
𝑡
−1
1 1 sin 𝜔𝜏
ℒ ( 2 ) = ∫ 𝑑𝜏
𝑠 𝑠 + 𝜔2 0 𝜔
𝑡
1 1 −1 1
ℒ −1 ( 2 2
) = 2
cos 𝜔𝜏| = 2 (1 − cos 𝜔𝑡)
𝑠𝑠 +𝜔 𝜔 0 𝜔
𝟏 𝟏
∴ 𝓛−𝟏 ( ) = 𝟐 (𝟏 − 𝐜𝐨𝐬 𝝎𝒕)
𝒔(𝒔𝟐 𝟐
+𝝎 ) 𝝎
In the same way:
1 1 𝑡
ℒ −1 ( 2 2 ) = ∫ (1 − cos 𝜔𝜏) 𝑑𝜏
𝑠 (𝑠 + 𝜔 2 ) 𝜔2 0
𝑡
1 1 1 𝑡 sin 𝜔𝑡
ℒ −1 ( 2 2 2
) = 2
(𝜏 − sin 𝜔𝜏| = 2−
𝑠 (𝑠 + 𝜔 ) 𝜔 𝜔 0 𝜔 𝜔3
𝟏 𝒕 𝐬𝐢𝐧 𝝎𝒕
∴ 𝓛−𝟏 ( )= 𝟐−
𝒔𝟐 (𝒔𝟐 +𝝎 𝟐 ) 𝝎 𝝎𝟑

7/7