MATH 203

Linear Algebra and Differential Equations

The Laplace Transform

The Laplace Transform

Let f (t) be a function defined for t ≥ 0. The Laplace transform

of the function f (t) is defined as

Z∞
F(s) = L [ f (t)] = e−st f (t)dt
|{z}
0
a function of s | {z }
an improper integral

The integration is with respect to t and defines a function of

the new variable s for all s such that the integral converges.
Example 1

Find the Laplace transform of the function f (t) = 1.

Example 2

Find the Laplace transform of the function f (t) = e at , where a is

a constant.
Example 3

Find the Laplace transform of the function f (t) = sin(at), where

a is a constant.
Laplace Transforms of Selected Functions

f (t) F(s)
1
1 , s>0
s
n!
tn (n is a positive number) , s>0
sn+1
1
e at , s>a
s−a
n!
tn e at (n is a positive integer) , s>a
(s − a)n+1
a−b
e at − ebt , s > max{ a, b}
(s − a)(s − b)
a
sin(at) , s>0
s2 + a2
Laplace Transforms of Selected Functions

f (t) F(s)
s
cos (at) , s>0
s2 + a2
2as
t sin(at) , s>0
(s2 + a2 )2
s2 − a2
t cos(at) , s>0
(s2 + a2 )2
b
e at sin(bt) , s>a
(s − a)2 + b2
s−a
e at cos(bt) , s>a
(s − a)2 + b2
a
sinh(at) , s > | a|
s2 − a2
s
cosh(at) , s > | a|
s2 − a2
Piecewise Continuity

Suppose that a function f (t) is defined at least on an interval

[α, β]. Then f (t) is piecewise continuous on [α, β] if:

i) f (t) is continuous at all but perhaps finitely many points

of [α, β].
ii) If f (t) is not continuous at t0 in (α, β), then f (t) has finite
limits from both sides at t0 .
iii) f (t) has finite limits as t approaches α and as t
approaches β from within the interval.
Existence Theorem for Laplace Transforms

If f (t) is defined and piecewise continuous on every finite

interval on the semi-axis t ≥ 0 and satisfies the inequality
| f (t)| ≤ Mekt for all t ≥ T, where k, M > 0, and T > 0 are
constants, then the Laplace transform F(s) = L [ f (t)] exists for
all s > k.

Remark
The conditions of the above theorem are sufficient but not
necessary for the existence of the Laplace transform. If the
conditions of the theorem are not satisfied, then the Laplace
transform may or may not exist.
Remark

If the Laplace transform of a given function exists, it is

uniquely determined. Conversely, it can be shown that if two
functions (both defined on the positive real axis) have the
same Laplace transform, then these functions cannot differ
over an interval of positive length, although they may differ at
isolated points. Hence we may say that the inverse of a given
transform is essentially unique. In particular, if two
continuous functions have the same Laplace transform, they
are completely identical.
Example 4
2
The Laplace transform of the function f (t) = et does not exist,
Z∞
2
because the improper integral e−st et dt is divergent for any
0
value of s.
Linearity of the Laplace Transform

For any constants a, b and any functions f (t) and g(t) whose
Laplace transforms F(s) = L [ f (t)], G(s) = L [g(t)] exist, the
Laplace transform of the function a f (t) + bg(t) exists, and

L [a f (t) + bg(t)] = aL [ f (t)] + bL [g(t)] = aF(s) + bG(s).

Theorem

Suppose that n is a natural number and L [ f (t)] = F(s). Then,

dn
L [tn f (t)] = (−1)n F(s).
dsn
Example 5

Find L t + t2 cos t .
 
Example 6

Find L te2t cos(3t) .

 
Example 7

Find L [sin(2t) + t sinh (2t)].

Theorem

f (t)
Suppose that L [ f (t)] = F(s) and lim exists. Then,
t →0 t
  Z∞
f (t)
L = F(u)du.
t
s
Example 8
 
sin t
Find L .
t
Exercises 1

Find the Laplace transforms of each of the following functions

using the definition of Laplace transform.
a) f (t) = cos(at), where a is a constant
t2
b) f (t) = 
0, if 0 ≤ t < 1
c) f (t) =
t, if t ≥ 1
 Exercises 2 to obtain f (t). This assumes that the integral transforms package has been o

SECTION 3.1 PROBLEMS

In each of Problems 1 through 5, use Table 3.1 to determine 7. Q(s) = s

s 2 +64
the Laplace transform of the function.
8. G(s) = 5
s 2 +12
− 4s
s 2 +8
1. f (t) = 3t cos(2t)
9. P(s) = 1
s+42
− 1
(s+3)4
2. g(t) = e−4t sin(8t) −5s
10. F(s) = (s 2 +1)2
3. h(t) = 14t − sin(7t)
4. w(t) = cos(3t) − cos(7t)
5. k(t) = −5t 2 e−4t + sin(3t)
In each of Problems 6 through 10, use Table 3.1 to
determine the inverse Laplace transform of the function.

6. R(s) = 7
s 2 −9

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