LAPLACE TRANSFORMATION

Submitted by
Harmanpreet Kaur
Roll.No- 2127206
Intoduction
• Transformation in mathematics deals with the conversion
of one function to another function that may not be in the
same domain.
• Laplace transform is the powerful transformation tool ,
which literally convert original differential equation into an
elementary algebraic expression. This latter can then
transformed once again into the solution of original
differential equation.
• This transformation is renamed after the mathematician
and renowned astronomer Pierre Simon Laplace who
lived in France.
How Laplace transformation works?
• The Laplace transformation is a powerful method for
solving linear differential equations arising in the wide field
of science and technology .
• It consists essentially of three steps :
1) In the first step the given differential equation is
transformed into an algebraic equation (subsidiary
equation).
2) Then the latter is solved by purely algebraic
manipulations.
3) Finally, the solution of subsidiary equation is
transformed back in such a way that it becomes the
required solution of original differential equation.
Working Model of Laplace transformation
Definition of Laplace transform
• Let be a given function which is defined for all positive
values of We multiply by and integrate with respect to
from zero to infinity.
Then , if the resulting integral exists, it is a function of , say
= dt
The function is called the Laplace transform of original
function and will be denoted by Thus

= = dt
The described operation on is called Laplace
transformation.
Important Definitions

Important definitions to be used in the

existence theorem of Laplace transforms

Piecewise Function of
continuous Exponential
function order
Piecewise continuous function
• Defintion: A function is said to be piecewise continuous
on a finite interval ,if it is defined on that interval and is
such that the interval can be subdivided into finitely many
intervals ,in each of which is continuous and has finite
limits as t approaches either end point of the interval of
subdivision from the interior.
• Note 1:It follows from the definition that the finite jumps
are the only discontinuities which a piecewise continuous
function may have.
• Note 2 :Every continuous function is piecewise
continuous on given finite interval.
Function of exponential order
• A function is said to be of exponential order as if there
exists a positive constant M ,a number and a finite
number such that

| for all

| for all
Existence of Laplace transform
Statement: Let be a real function such that
1) is piecewise continuous on every finite interval in the
range and
2) There exists constant and M such that
| for all (M is positive)
then prove that the Laplace transforms of for .
Proof: We know that = dt
= dt + dt

Now we will prove that dt and dt

exists.
Part 1: To prove dt exists.
Since is piecewise continuous on every finite interval in the
range , is continuous on the finite interval for >0
Also is continuous on the finite interval [0, for
Therefore is piecewise continuous on [0, for
• So is integrable on [0, for
dt exists for 0
Part 2: To prove dt exists
Consider
=
=
<
{ because it is given | for all }
So , < M
=M
=M
=
= for
So for s>
Now i.e can be made as small as we please by taking
sufficiently large
Thus from part1 and part 2, we conclude that exists for s>
Laplace transforms of some elementary functions:
Laplace transform of f(t) =1

Proof: By definition: = dt
Here ) = 1
So = dt
= dt
=
= ( 0-1)
=
Laplace transform of f(t) =
= or
Proof: By definition of Laplace transformation
= dt
Put st =u, so s dt = du
=
= du
= du
= { because Γn =
Laplace transform of f(t) =

Proof : By definition: = dt
Here ) =
So = dt
= dt
=
= ( 0-1) if s>a
= , if s>a
Laplace transform of f(t) =
for s>|a|
Proof: We know that =
So by definition of Laplace = dt
= dt
= dt
= -
= if s>a and s>-a = if s>|a|
Laplace transform of f(t) =
for s>|a|
Proof: We know that =
So by definition of Laplace = dt
= dt
= dt
= +
= if s>a and s>-a = if s>|a|
Laplace transform of f(t) = and
and for s > 0
Proof : We know that =
So =
Now
= *

=
Comparing real and imaginary part , we get
and
First shifting theorem
= ,for s>
Then = F(s-a) for s>
Proof : By definition: = dt
and ,therefore,
= dt
= dt
= for s-a >

So = for s > +a
Questions related to First shifting theorem
Question 1: Find )
Solution: We know that =
So here F(s) = --------------------(1)
By First shifting theorem = F(s-a)
) = F(s-a)
From (1) we have
)=
or
)=
Question 2: Find )
Solution :We know that =
So here F(s) = --------------------(1)
By First shifting theorem = F(s-a)
) = F(s-a)
From (1) we have
)=
Question 3: Find )
Solution We know that =
So here F(s) = --------------------(1)
By First shifting theorem = F(s-a)
) = F(s-a)
From (1) we have
)=
Second Shifting theorem
Statement: = ,for s>
and g(t) =
then =
Proof: By definition = g dt
= dt + f dt

= 0 + f dt
Put t-a = u so dt = du
= f du = f du

= Hence proved
Questions related to 2nd shifting theorem
Question : Use second shifting theorem to find the Laplace
transform of the following function:
g(t) =
Solution : Here it is clear that a=6
and f(t-6) =
so f(t) =
Now = = =
So =
By second shift theorem = =
Inverse Laplace transform

If = then f(t) is called the inverse Laplace transform of and will be

denoted by (F)
So we can write
= (F)
Inverse Laplace transform of some elementary
functions
Laplace Transforms of derivatives of f(t)
Suppose that is continuous for all tthere exists constant and M such that
| for all (M is positive)
If f(t) has a derivative which is piecewise continuous on every finite interval
in the range . Then the lapalce transform of the derivative exists when s>
and
=s -
=-s -
=- -s -
By induction we thus obtain the following extension
= - - -------------
Solved Problems
Question : Let Find .
Solution: We have f(0) =0
f’(t) = =0
Furthermore =
= ----------------(1)
Also = - s -
=
From (1) ( )=
2a ( =
=)
=
Laplace transform of integration of f(t)

If f(t) is piecewise continuous and there exists constant

and M such that
| for all (M is positive)
then = (s>0 , s>)
Solved Problem
Let = then find
We know that () =
Let then =
By above theorem we have = , so
=
Applying inverse Laplace transformation on both sides,
= () , from here we get
() = , Again Apply above theorem by taking function h = ,
we get
=
Transformation of ODE
We shall now see the ordinary differential equations with constant coefficients can
be reduced to algebraic equations of the transform . For example , consider the
equation
…………………………(1)
Where and a are given
Applying the Laplace transformations on both sides
)
()-

Where is the Laplace transformation of and is Laplace transformation of The

solution of above equation is given by
= +
Note that the first term on the right is completely determined by means of given
intial conditions
The last step of the procedure is to determine the inverse(Y) =
Which is the desired solution of ODE (1)
Solved Problem
Question:Find the solution of the differential equation

Satisfying the initial conditions

Solution: We have
Applying Laplace transform on both sides and by putting
initial conditions ,we get

Solving for , we obtain =

Applying Laplace inverse on both sides , we get

(Y) = sin 3t
References
Book1:Advanced Engineering Mathematics by Erwin
Kreyszig
Published by John Wiley and Sons . New York.(2nd edition)

Book 2: Applied Mathematics for engineers and Physics by

Louis A. Pipes
Published by McGrow Hill , New York
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