Chapter 5

THE LAPLACE TRANSFORM

 Why?
Why?
•There are Differential Equations that will be
difficult for us to solve just knowing whatever
methods we have learnt so far.

•The Laplace transform is used to produce an

easily solvable algebraic equation from an
ordinary differential equation.

•It has important applications in Mathematics,

Physics and Engineering.
 Plan

I - Definition and basic properties

II - Inverse Laplace transform and solutions of DE

III - Operational Properties

 I – Definitions and basic properties

Learning objective
At the end of the lesson you should be
able to :
• Define Laplace Transform.

• Find the Laplace Transform of different

type of functions using the definition.
 Definition: Laplace Transform
Let f be a function defined for t  0.
Then the integral

L f (t )   e  st
f (t ) dt
0

is said to be the Laplace transform of f,

provided that the integral converges.
 Notations

L f (t )  F ( s ) ; L g (t )  G ( s ) ;
and L y (t )  Y ( s )
 Example 1

Use the definition to find the values of the following:

1. L{1}
2. L{t}
 Solution
L{1} ?
 st N
 e
L{1}   e  st
 1 dt L{1}  lim 
0 N  s 0


L{1}   e  st dt  e  sN  1 
L{1}  lim   
0 N 
 s 
N
L{1}  lim  e  st
dt 1
N  0
L{1} 
s
 Solution
L{t} ?

u  t du  dt
L{t}   e  st  t dt e  st
0
dv  e  st dt v  
s

 te   st
1   st
L{t}      0 e dt
 s 0 s

 te e  st  st
1 1
L{t}    2    0  2  2
 s s 0 s s
 Theorem: Transforms of some Basic
Functions
1 1
1. L{1}  5. L{e } 
at

s sa
n! s
2. L{t }  n 1
n
6. L{cos kt}  2
s s  k2
k s
3. L {sin kt}  2 7. L{cosh kt}  2
s  k2 s  k2
k
4. L {sinh kt}  2
s  k2
L is a Linear Transform

L{c1 f (t )  c2 g (t )}  c1 L{ f (t )}  c2 L{g (t )}
 Example2

Find the Laplace transform of the function

f (t )  5t  1
Example2
L{1  5t}
L{1  5t}  L{1}  L{5t}

 L{1}  5 L{t}
1  1
 5  2 
s s 

1 5 s5
  2  2
s s s
Transform of a Piecewise function

Example 3
 1 0  t  1
Given f (t )  
1 t 1

Find L f (t )   e  st f (t ) dt
0
 Solution
1 
L{ f (t )}    e  st dt   e  st dt
0 1

1  st 1 1  st 
 e  e
s 0 s 1

1 s 1 s
 (e  1)  (0  e )
s s
1
 (2e s  1)
s
 Laplace Transform of a Derivative

Let F ( s )  L f (t )


Find  '

L f (t )   e  st '
f (t ) dt
0
 Laplace Transform of a Derivative

 
L f (t )   e
'  st '
f (t ) dt
u  e  st du   se  st dt
0 dv  f ' (t)dt v  f(t)
 
e  st
f (t )  s  e  st f (t ) dt
0 0

  f (0)  s L{ f (t )}

 sF ( s )  f (0)
 Laplace Transform of a Derivative

Theorem
n 1
L{ f (t )}  s F ( s)  s f (0)  s
(n) n n2
 ( n 1)
f (0)  ....  f (0)
where F ( s )  L f (t )
 Laplace Transform of a Derivative

Example
Find the Laplace transform of the following IVP

y  3 y  2 y  4t
'' '

y( 0 )  0 y(0) 1
'
 Laplace Transform of a Derivative

Solution y  3 y  2 y  4t
'' '

L( y  3 y  2 y )  L(4t )
'' '

L( y '' )  3L( y ' )  2 L( y )  4 L(t )

  4
s Y ( s )  sy (0)  y (0)  3 sY ( s )  y (0)   2Y ( s )   2
2 '

s
4
s Y ( s )  1  3sY ( s)  2Y ( s )   2
2

s
 Laplace Transform of a Derivative

Solution 4
s Y ( s )  1  3sY ( s )  2Y ( s )   2
2

s
4
( s  3s  2)Y ( s )  1  2
2

s
s 2
4
( s  3s  2)Y ( s )  2
2

s
s2  4 s2
Y (s)  2  2
s ( s  2)( s  1) s ( s  1)
II – Inverse Laplace Transform and solutions
of DEs

Learning objective
At the end of the lesson you should be
able to :
• Define Inverse Laplace Transform.

• Solve ODEs using the Laplace

Transform.
 Inverse Transforms
If F (s) represents the Laplace transform of a
function f (t), i.e.,
L {f (t)}=F (s)

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

and, f (t )  L1{F ( s )}
 Theorem : Some Inverse Transforms

11  1 1 
1. 1 L   5. e  L 
at

s s  a 
1  n!  1  s 
2. t  L  n 1  , n 1, 2 , 3 , ...
n
6. cos kt  L  2 2 
s  s  k 
1  k  1  s 
3. sin kt  L  2 2  7. cosh kt  L  2 2 
s  k  s  k 
1  k 
4. sinh kt  L  2 2 
s  k 
 Application

2
1 1  1  2 1  5!  1 5
1. L  6   2 L  51   L  51   t
s   s  5!  s  60

 1  1 1  6  1
1
2. L  2  L  2 2
 sin 6t
 s  36  6  s  6  6
 1
L is a Linear Transform

L { F ( s)   G ( s)}   L {F ( s )}   L {G ( s )}
1 1 1

Where F and G are the transforms of some

functions f and g . This can also extend to
any finite combination of Laplace transform
 Division and Linearity

  3s  4 
1
Find L  2 
 s 4 
 Division and Linearity

  3s  4 
1 1   3s  1  4 
L  2 L  2 2 
L  2 2 
 s 4  s  2  s  2 

1 s  1  2 
 (3) L  2 2 
 (2) L  2 2 
s  2  s  2 

 (3) cos 2t  (2) sin 2t

 Partial Fractions in Inverse Laplace


1 1 
Find L  
 ( s  1)( s  2) 
 Partial Fractions in Inverse Laplace
1 1 1
 
,
( s  1)( s  2) s  2 s  1

 1   1
1 1 
L  
1
L  
 ( s  1)( s  2)  
 s  2 s  1
 1  1  1 
1
L   L  
s  2  s  1

 e e
2t t
 Method to solve DE

Apply Laplace
DE equation in Y (s )
transform L

Apply Inverse
Solution y (t ) Solution Y (s )
Laplace transform
of the initial DE
L1
 Example 1

Solve the partial given IVP by

Laplace transform.

dy
2  y  0 , y (0)   3
dt
 Solution 1
dy
2  y  0 , y (0)   3
dt
 dy 
L 2  y   0
 dt 
 dy 
2 L   L y   0
 dt 
2 sY ( s )  y (0)   Y ( s )  0
 Solution 1

2 sY ( s )  y (0)   Y ( s )  0
(2 s  1)Y ( s )  6  0

6
Y (s)  
2s  1
 
 
1  6  6
y (t )  L     L  
1

 2s  1   2( s  ( 1 )) 
 
 2 
 Solution 1
 
 1 
y (t )  3L 
1

 s  ( 1 ) 
 
 2 

t

y (t )  3e 2
 III – Operational Properties

Learning objective

At the end of the lesson you should be

able to use translation theorems.
 First translation theorem

If L{ f (t )}  F ( s )

and a is any real number, then

L{e f (t )}  F ( s  a )
at
 First translation theorem

Example 1:
L{e 5t t 3 }

3! 6
L{e t }  L{t }s  s 5
5t 3 3
 4 
s s  s 5 ( s  5) 4
.
 First translation theorem

Example 2:
2 t
L{e cos 4t}

2t s s2
L{e cos 4t}  L{cos 4t.}s s  2  2 2 
s 4 ss  2 ( s  2)  16
2
Inverse form of First translation theorem

L{e f (t )}  F ( s  a )
at

1 1
L L{e f (t )}  L {F ( s  a)}
at

1
e f (t )  L {F ( s  a)}
at .
 Inverse form of First translation theorem
 2s  5 
1
Example 1: L  2 
 ( s  3) 
2s  5 2 11
 
( s  3) 2
s  3 ( s  3) 2
 2s  5 
1 1  1  1  1 
L  2
 2L    11L  2
 ( s  3)   s  3   ( s  3) 
.
 1  1
 2(1)e  11L  2 
3t

 ( s )  s  s 3

 2e  11te
3t 3t
Exercise

Solve

y  4 y  6 y  1  e , y (0)  0, y(0)  0.

t
 Solution

L{ y}  4 L{ y}  6 L{ y}  L{1}  L{e } t

1 1
s Y ( s )  sy(0)  y(0)  4[ sY ( s )  y (0)]  6Y ( s )  
2

s s 1
1 1
s Y ( s )  4sY ( s )  6Y ( s )  
2

s s 1
Solution
1 1
( s  4 s  6)Y ( s )  
2

s s 1

2s  1
( s  4 s  6)Y ( s ) 
2

s( s  1)

2s  1
Y (s) 
s ( s  1)( s 2  4 s  6)
Solution
2s  1 A B Cs  D
   2
s( s  1)(s  4 s  6) s s  1 ( s  4 s  6)
2

1 1 s 5

2s  1 6 3  2 3

s( s  1)(s 2  4 s  6) s s  1 ( s 2  4s  6)
 Solution
1 1 s 5

2s  1 6 3  2 3
Y (s)  
s( s  1)( s 2  4 s  6) s s  1 ( s 2  4 s  6)

1 1 s 5

L1{Y ( s )}  L1{ 6 }  L1{ 3 }  L1{ 2 2 3 }
s s 1 ( s  4s  6)
 Solution
1 1 s 5

L1{Y ( s )}  L1{ 6 }  L1{ 3 }  L1{ 2 2 3 }
s s 1 ( s  4 s  6)
1 1 1 1 1 1 1 1 1 s2 2 1 2
L {Y ( s)}  L { }  L { }  L { } L { }
6 s 3 s 1 2 ( s  2)  2 3 2
2
( s  2)  2
2

1 1 t 1  2 t 2 2t
y (t )   e  e cos 2t  e sin 2t.
6 3 2 3 2
Unit Step Function or Heaviside Function

The unit step function U (t  a) is

defined as
0, 0  t  a
U (t  a )  
1, t  a.
U

1
t
Example

What happen when f (t )  2t  3 is

multiplied by the Heaviside function

f (t )U (t  2) ?
 Example

f f (t )  2t  3 f
f (t )U (t  2)

0 t 0 2 t
-3 -3
The Second Translation Theorem

If F ( s )  L{ f (t )} and a  0, then

 as
L{ f (t  a )U (t  a )}  e F ( s ).
Example 1
Let f (t )  1  f (t  a )  1
1
F ( s )  L{1} 
s
 as
e
then L{U (t  a)}  .
s
 Example 2
t , 0t 3
Find L{g (t )} where g (t )  
2, t3

g (t )  t (1  U (t  3))  2U (t  3)
 t  tU (t  3)  2U (t  3)

L{g (t )}  L{t}  L{tU (t  3)}  2 L{U (t  3)}.

 Example 2

L{g (t )}  L{t}  L{tU (t  3)}  2 L{U (t  3)}.

1 e 3 s
 2  L{tU (t  3)}  2 .
s s
For L{tU (t  3)} We would like to apply the previous theorem

So, we write f (t  3)  t
 f (t )  t  3
 Example 2
3 s
Then L{tU (t  3)}  e F (s)

where 1 3
F ( s )  L{ f (t )}  L{t  3}  2 
s s
Finally

3 s 3 s 3 s 3 s 3 s
1 e 3e 2e 1 e e
L{g (t )}  2  2     .
s s s s s2 s
The Inverse Second Translation Theorem

1
If f (t )  L {F ( s )} then

1  as
L {e F ( s)}  f (t  a )U (t  a).
 Example

Evaluate

1 1 2 s
L { e }
s4
 Example
1 1 2 s
L { e }
s4
1 1 1
a  2, F ( s )  , L { } e .
4t

s4 s4

1 1 2 s
therefore, L { e }  e 4 (t  2 )U (t  2)
s4