Applications of

Differential and Difference Equations

(MAT2002)

Module 4
The Laplace Transform - Recap

Dr. T. Phaneendra
Professor of Mathematics
(Higher Academic Grade)

Vellore Institute of Technology,

Vellore - 632014 (TN)

February 13, 2020

1 Definition

Let f : [0, ∞) → R. The Laplace transform of f (t) is given by

Z∞
L { f (t)} = e−st f (t)dt = F̂(s), (1.1)
0

where s is a parameter (real or complex).

• For the improper integral (1.1) to have finite value, s > 0 if s is real, or the
real part of s must be positive if s is complex

2 Laplace Transforms of Elementary Functions

Laplace Transform of eat where a ∈ R
The Laplace transform of eat is given by
Z ∞ Z ∞
L eat = eat .e−st dt = e−(s−a)t dt = 1

s−a ,
0 0

provided s > a

1. The Laplace transform converts a function of t to a function of s

2. L { f (t)} exists, provided f (t) is piecewise continuous over every finite interval, and is of
exponential order as t → ∞, that is limt→∞ f (t)e−kt = 0 for some k > 0
3. f (t) is piecewise continuous on (0, ∞), and is of exponential order as t → ∞, with L { f (t)} =
F̂(s) then lims→∞ F̂(s) = 0

1. For s > a, e−(s−a)t → 0 as t → ∞ so that the integral converges to 1

s−a
R∞
2. L {1} = 1.e−st dt = 1
s
0
2
3. Does f (t) = et have the exponential order?

1
The Laplace Transform of Power Function
Let p be a real number with p > −1, and s > 0. Then
Z∞
Γ(p + 1)
L {t } = p
t p .e−st dt =
s p+1
0

In particular, if p is a positive integer, then Γ(n + 1) = n! for n = 1, 2, 3, ..... There-

fore,
Z∞
n!
L {t } =n
t n e−st dt = for n = 1, 2, 3, ...
sn+1
0

The Laplace Transform of Ramp Function f (t) = t

Z∞  −st   −st  ∞
e e 1
L {t} = te−st dt = (t) − − (1) =
s s2 t=0 s2
0

The Laplace Transform of Higher powers of t

R∞
1. L {t} = te−st dt = 1
s2
0

R∞
2. L t 2 = t 2 e−st dt = 2

s3
0

R∞ √
3. L t 1/2 = t 1/2 e−st dt = Γ(3/2)
 π
s3/2
= 2s3/2
0

R∞ 3 √
4. L t 3/2 = t 3/2 e−st dt = Γ(5/2) 2 ·Γ(3/2) 3 π

s5/2
= s5/2
= 4s5/2
0

√
Z ∞
1. The gamma function is defined by Γ(r) = t r−1 .e−t dt for r > 0, Γ(1/2) = π
0
2. Can you give a discontinuous function for which the Laplace transform exists?

1. What is the Matlab command to find L {t}?

√
1. Γ(p + 1) = pΓ(p): Γ 3 1 1



2 = 2 ·Γ 2 = π/2

2
Laplace Transform of sin at and cos at
The Laplace transforms of sin at and cos at are given by
Z∞
a
L {sin at} = (sin at)e−st dt =
s2 + a2
0
Z∞
s
L {cos at} = (cos at)e−st dt =
s2 + a2
0

3 Linearity Property
Linearity or Superposition of L
Let L { f (t)} = F̂(S), L {g(t)} = Ĝ(S). If a and b are real numbers, not both zero,
then

L {a f (t) + bg(t)} = aF̂(s) + bĜ(s). (3.1)

That is, the Laplace transform of linear combination of f (t) and g(t) equals the
linear combination of their transforms F̂(s) and Ĝ(s)

Laplace Transform of sinh at and cosh at

As an immediate consequence of the linearity of the operator L , the Laplace
transforms of sinh at and cosh at are given by

e − e−at
 at 
1 
L {sinh at} = L = L eat − L e−at
 
2 2
 
1 1 1 a
= − = 2 ,
2 s−a s+a s − a2
e + e−at
 at 
1 
L {cosh at} = L = L eat + L e−at
 
2 2
 
1 1 1 s
= + = 2
2 s−a s+a s − a2

A B
Z ∞ Z ∞
1. (sin At)eBt dt =
2
, (cos At)eBt dt =
0 A + B2 0 A2 + B2
2. What is the choice of s?

eθ − e−θ eθ + e−θ
1. sinh θ = , cosh θ =
2 2
2. What is the choice of s in these formulae?

3
4 Multiplication and Division by t

Let L { f (t)} = F̂(s). Then

d F̂
L {t f (t)} = − (4.1)
ds
• The Laplace transform of t times f (t), is the negative of the derivative of
Laplace transform
In general,

d n F̂
L {t n f (t)} = (−1)n , for n ≥ 1 (4.2)
dsn

Example 4.1.
 
d d 1 1
(a) L te = − L e
 at  at

=− =
ds ds s − a (s − a)2
 
d d a 2as
(b) L {t sin at} = − (L {sin at}) = − 2 2
= 2
ds ds s + a (s + a2 )2
s2 − a2
 
d d s
(c) L {t cos at} = − (L {cos at}) = − =
ds ds s2 + a2 (s2 + a2 )2
a 2
a(s − a ) 2 2as2
(d) L {sin at + at cos at} = 2 2
+ 2 2 2
= 2
s +a (s + a ) (s + a2 )2
a a(s2 − a2 ) 2a3
(e) L {sin at − at cos at} = 2 − =
s + a2 (s2 + a2 )2 (s2 + a2 )2

Laplace Transform of, f (t) divided by t

Let L { f (t)} = F̂(s). Then
 
f (t)
Z ∞
L = F̂(u)du (4.3)
t u=s

• The Laplace transform of f (t) divided by t, is the integral of Laplace trans-

form from s to ∞

5 Laplace Transform of Discontinuous Functions

Mathematical models of mechanical or electrical systems often involve functions

with discontinuities corresponding to external forces that are turned abruptly on
or off. Such discontinuous functions are
1. Heaviside Unit Step Function
2. Dirac Delta Function

4
6 Heaviside Unit Step Function
Heaviside Unit Step Function and its Transform
The Heaviside Unit Step Function with parameter a ≥ 0, is defined by
(
0, if t < a
Ha (t) = (6.1)
1, if t ≥ a.

Z∞ Z∞
e−st e−as
∞
−st
L {Ha (t)} = Ha (t)e dt = e−st dt = − = , s>0 (6.2)
s a s
0 a

7 Shifting Properties
First Shifting or Frequency Shifting
Let L { f (t)} = F̂(s). Then

L eat f (t) = F̂(s − a), s > a. (7.1)



• The Laplace transform of eat times f (t) is the Laplace transform, shifted a
units to the right

Example 7.1.

1 1
(a) L eat t = |L {t}|s→s−a = 2

=
s s→s−a (s − a)2
b b
(b) L eat sin bt = |L {sin bt}|s→s−a = 2

=
s + b2 s→s−a (s − a)2 + b2
s s−a
(c) L eat cos bt = |L {cos bt}|s→s−a = 2

=
s + b s→s−a (s − a)2 + b2
2

b b
(d) L eat sin bt = |L {sin bt}|s→s−a = 2

=
s + b s→s−a (s − a)2 + b2
2

Ha (t) has a finite discontinuity at t = a with jump Ha (a + 0) − Ha (a − 0) = 1

5
 b b
(e) L eat sin bt = |L {sin bt}|s→s−a =

=
s2 + b2 s→s−a (s − a)2 + b2

Second Shifting Property

Shifted Function
Let f (t) be a real valued function defined on [0, ∞). Then
(
0, if t < a
Ga (t) = f (t − a)Ha (t) = (7.2)
f (t − a), if t ≥ a,

represents f (t), shifted by a units to the right.

7 Second Shifting or Time Shifting

If F̂(s) = L { f (t)}, and a > 0. Then the Laplace transform of, f (t) shifted by a
units to the right, is given by

L {Ga (t)} = L { f (t − a)Ha (t)} = e−as F̂(s) = e−as L { f (t)}. (7.3)

Example 7.2. Find the Laplace transform of

(
−1, if t < 3
f (t) =
5, if t ≥ 3,

We write f (t) in terms of Ha (t) as follows:

( (
−1 + 0, if t < 3 0, if t < 3
f (t) = = −1 + = −1 + 6 · H3 (t)
−1 + 6, if t ≥ 3 6, if t ≥ 3

Hence, by the linearity and second shifting properties, we have

L { f (t)} = −L {1} + 6 · L {H3 (t)} = −L {1} + 6e−3s L {1}

6e−3s − 1
= (6e−3s − 1)L {1} = −
s

6
Example 7.3. Find the Laplace transform of the rectangular pulse function
(
k, if α < t < β
f (t) =
0, elsewhere.

We write f (t) in terms of Ha (t) as follows:

( "( ( #
1, if α < t < β 0, if t < α 0, if t < β
f (t) = k =k −
0, elsewhere. 1, if t ≥ α 1, if t ≥ β
= k[Hα (t) − Hβ (t)]

Hence, by the linearity, we have

k(e−αs −e−β s )
L { f (t)} = k L {Hα (t)} − L Hβ (t) =
  
s

ε-Impulse Function and its Transform

Let a ≥ 0. Given ε > 0, we define the ε-impulse function by
(
1
, if a ≤ t < a + ε
Iε (t) = ε
0, elsewhere.

Then
Z∞ a+ε
a+ε
Z
−st −st e−as −sε
L {Iε (t)} = Iε (t)e dt = 1
ε · e−st dt = 1
ε −es = s · 1−eε
a
0 a

Dirac Delta Function and its Transform

Let a ≥ 0. The limit of Iε (t) as ε → 0 is called the Dirac Delta function Da (t). Then
 
L {Da (t)} = L lim Iε (t)
ε→0

= lim L {Iε (t)}

ε→0
−as −sε
= lim e s · 1−eε
ε→0
e−as
= s ·s = e−as