Section A: Laplace Transforms Lecture Notes

1 Introduction
Numerous problems in engineering can be described in terms of the evolution of
solutions of linear differential equations subject to initial conditions. An impor-
tant group of these problems involves constant coefficient differential equations, and
these can be solved very easily by using the Laplace transform. The effort to develop
methods of systematic solution of ordinary differential equations with constant coef-
ficients was pioneered by an English electrical engineer Oliver Heaviside. Although
his techniques worked, they were solely based on intuition and didn’t have the math-
ematical rigour.

Since the method worked in practice, Heavisides method was widely accepted by
engineers and attracted attention from mathematicians who set out to justify it. Re-
search on the problem continued for many years before it was eventually recognized
that an integral transform developed by the French mathematician Pierre Simon de
Laplace almost a century before provided a theoretical foundation for Heavisides
work. It was also recognized that the use of this integral transform provided a more
systematic alternative for investigating differential equations than the method pro-
posed by Heaviside. It is this alternative approach that is the basis of the Laplace
transform method.

2 The Laplace Trasform

2.1 Definition and notation
We define the Laplace transform of a function f (t) by the expression
Z ∞
L {f (t)} = e−st f (t)dt (1)
0

where s is a complex variable and e−st is called the kernel of the transformation.
It is usual to represent the Laplace transform of a function by the corresponding

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capital letter, so that we write
Z ∞
L {f (t)} = F (s) = e−st f (t)dt (2)
0
The symbol L denotes the Laplace transform operator; when it operates on a func-
tion f (t), it transforms it into a function F (s) of the complex variable s.
Example : Find L {eat } where a is real.

Solution : From the above definition of the Laplace transform

R∞
L {eat } = 0 e−st eat dt
RT
= lim 0 e−st eat dt
T →∞R
T
= lim 0 e−(s−a)t dt
T →∞
−1
= lim [e−(s−a)t ]T0
T →∞ s−a
1
(1 − lim e−(s−a)T


= s−a T →∞
1
= s−a
This is provided that s > 0.
An alternative way of solving Example 1 is the following
Z ∞
L {e } =
at
e−st eat dt
0
−(s−a)t t→∞
 
−e
=
s−a 0
 −(s−a)t 
−e 1
= lim +
t→∞ s−a s−a
1
=
s−a
Example
Determine the Laplace transform of the ramp function f (t) = t
Z ∞
L {t} = te−st dt
0
Z T
= lim te−st dt
T →∞ 0
T
t −st e−st

= lim − e − 2
T →∞ s s 0
−sT
1 Te e−sT
= 2 − lim − lim
s T →∞ s T →∞ s2
1
= 2
s

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Theorem 1 Linearity of the Laplace Transform: Let the functions f1 (t), f2 (t), ..., fn (t)
have Laplace transforms, and let c1 , c2 , ..., cn be any set of arbitrary constants. Then

L {c1 f1 (t))+c2 f2 (t))+.....+cn fn (t))} = c1 L {f1 (t)}+c2 L {f2 (t)}+.....+cn L {fn (t)}

Proof : The proof follows directly from the fact that integration is a linear operation,
so the integral of a sum of functions is the sum of their integrals. Thus,
Z ∞
e−st {c1 f1 (t)) + c2 f2 (t)) + ..... + cn fn (t))}dt
0
Z ∞ Z ∞ Z ∞
−st −st
= c1 f1 (t)e dt + c2 f2 (t)e dt + ..... + cn fn (t)e−st dt
0 0 0
= c1 L {f1 (t)} + c2 L {f2 (t)} + ..... + cn L {fn (t)}
Example : Find the Laplace transform of f (t) = c1 eat + c2 e−at , and use the result
to find L { sinh at} and L {cosh at}.
Solution: Utilizing Theorem 1 and from example 1
1
L {eat } =
s−a
Then
L {c1 eat + c2 e−at }
= c1 L {eat } + c2 L {e−at }
1 1
= c1 + c2
s−a s+a
As sinh at = (e − e )/2 and cosh at = (e + e−at )/2, L { sinh at} is obtained
at −at at

from the preceding result by setting c1 = 1/2 and c2 = −1/2, and L {cosh at}is
obtained by setting c1 = c2 = 1/2, when we obtain
a
L {sinhat} =
(s2 − a2 )
and
s
L {coshat} =
(s2 − a2 )

Theorem 2 The first shift Theorem: If f (t) is a function having Laplace trans-
form F (s), with Re(s) > σc, then the function eat f (t) also has a Laplace transform,
given by
L {eat f (t)} = F (s − a), Re(s) > σc + Re(a)

Proof A proof of the theorem follows directly from the definition of the Laplace
transform, since Z ∞ Z ∞
L {e } =
at −st at
e e dt = e−(s−a)t dt
0 0

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Then since Z ∞ Z ∞
L {e } =
at
e −st at
e dt = e−(s−a)t dt
0 0
we see that the last integral above is in structure exactly the Laplace transform of
f (t) itself, except that s − a takes the place of s, so that

L {eat f (t)} = F (s − a), Re(s − a) > σc

or
L {eat f (t)} = F (s − a), Re(s − a) > σc + Re(a)
Example : Determine L {te−2t }
1
L {t} = Re(s − a) > σc
s2
using the shift theorem
1
L {te−2t } = F (s + 2) = Re(s) > 2
(s + 2)2

Theorem 3 Derivative of transform: If f (t) is a function having Laplace trans-

form F (s) = L {f (t)}, with Re(s) > σc, then the function tn f (t)(n = 1, 2, 3, ....
also has a Laplace transform, given by
dn F (s)
L {tn f (t)} = (−1)n , Re(s) > σc
dsn
Proof: By definition
Z ∞
L {f (t)} = F (s) = e−st f (t)dt
0

so that ∞
dn F (s) dn
Z
= e−st f (t)dt
dsn dsn 0
Owing to the convergence properties of the improper integral involved, we can in-
terchange the operations of differentiation and integration and differentiate with
respect to s under the integral sign. Thus
Z ∞ n
dn F (s) d
n
= n
[e−st f (t)]dt
ds 0 ds
which, on carrying out the repeated differentiation, gives
Z ∞
dn F (s)
= (−1)n
e−st tn f (t)dt = (−1)n L {tn f (t)}Re(s) > σc
dsn 0

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Example: Determine the L {tsin3t}
Solution
3
L {sin3t} = F (s) = Re(s) > 0
s2 +9
so, by the derivative theorem,

dF (s) 6s
L {tsin3t} = − = 2
ds s +9

2.2 Existence and Uniqueness of Laplace Transforms

A function f(t) has a Laplace transform if it does not grow too fast, say, if for all
t ≥ 0 and some constants M and k it satisfies the growth restriction

|f (t)| ≤ M ekt (3)

Theorem 4 Existence of Laplace Transforms : If f (t) is defined and piecewise

continuous on every finite interval on the semi-axis t ≥ 0 and satisfies the growth
restriction for all t ≥ 0and some constants M and k, then the Laplace transform
L (f (t)) exists for all s > k.

Proof:Since f (t) is piecewise continuous, est f (t) is integrable over any finite interval
on the t-axis. From the growth restriction, assuming that s > k (to be needed for the
existence of the last of the following integrals), we obtain the proof of the existence
of L (f (t)) from
Z ∞ Z ∞ Z ∞
−st −st M
|L (f (t))| = | e f (t)dt| ≤ e |f (t)|dt ≤ M ekt e−st dt = (4)
0 0 0 s−k
Uniqueness: 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 transform, 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 transform, they are completely identical.
Exercises
Now that we have gone through a few examples attempt the following questions

1. Use the definition of the Laplace transform to obtain the transform of f (t)
when f (t) is given by

(a) sin2t
(b) 5 − 3t
(c) t2 e−2t

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 (d) 3t + 12

2. Using the Laplace transform tables. Find the Laplace transform for

(a) te2t
(b) t(sint2t − cost)
(c) 2t2 − 3t + 4cos3t
(d) t − t2 + t3
(e) keat cosωt
(f) sinht cost

2.3 Laplace transform pair and inverse transform

The two functions f (t) and F (s) are called a Laplace transform pair, and for all or-
dinary functions, given F (s) the corresponding function f (t) is determined uniquely,
just as f (t) determines F (s) uniquely. This relationship is expressed symbolically
by using the symbol L − to denote the operation of finding a function f (t) with
a given Laplace transform F (s). This process is called finding the inverse Laplace
transform of F (s). This is a particular case of the general result that, by defini-
tion, the inverse Laplace transform acting on the Laplace transform of the function
returns the original function, so we can write

L − {L {f (t)}} = f (t)

A sufficient condition for the existence of the Laplace transform of a function f (t)
is that the absolute value of f (t) can be bounded for all t ≥ 0 by

L − {L {f (t)}} = f (t)

Example
Find the inverse Laplace transform of
4s + 10
F (s) =
s2+ 6s + 8
Solution
Expanding the Laplace transform in terms of the partial fraction gives
4s + 10 1 3
= +
s2 + 6s + 8 s+2 s+4
so
4s + 10 1 3
L −{ } = L −{ } + L −{ }
s2+ 6s + 8 s+2 s+4
= e−2t + 3e−4t

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More Examples:
6s − 5
F (s) =
s2 + 7
Solution: From the denominator it appears that its either a sine or cosine.
√
6s − 5 6s 5 √7
F (s) = 2 = 2 − 2 7
s +7 s +7 s +7
√ 5 √
f (t) = 6cos( 7t) − √ sin( 7t)
7
3s − 137
F (s) =
s2
+ 2s + 401
Solution: Applying the inverse transform, shift theorem and completing the square.
3s − 137
f (t) = L − { }
s2
+ 2s + 401
s+1 20
= 3L − { 2 2
} − 7L − { }
(s + 1) + 20 (s + 1) + 202
f (t) = e−t (3cos 20t − 7sin 20t)

Exercises

1. Use the Laplace tables to find the inverse of

s2 −1
(a) F (s) = s(s2 +4)
25
(b) F (s) = s3 (s2 +4s+5)
6
(c) F (s) = (s+1)3
5s+1
(d) F (s) = s2 −25

3 Solutions of Differential Equations

Laplace transforms can be utilized to solve ordinary differential equations and initial
value problems.

Theorem 5 Laplace Transform of Derivatives : The transforms of the first

and second derivatives of f (t) satisfy

1. L (f 0 ) = sL (f ) − f (0)

2. L (f 00 ) = s2 sL (f ) − sf (0) − f 0 (0)

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Formula (1) holds if f (t) is continuous for all t ≥ 0 and satisfies the growth re-
striction, and f 0 (t) is piecewise continuous on every finite interval on the semi-axis
t ≥ 0. Similarly (2) holds if f and f 0 are continuous for all t ≥ 0 and satisfy
the growth restriction and f 00 is piecewise continuous on every finite interval on the
semi-axis t ≥ 0.

Proof: We prove (1) first under the additional assumption that f 0 is continuous.
Then, by the definition and integration by parts,
Z ∞ Z ∞
L {f } =
0 st 0 −st ∞
e f (t)dt = [e f (t)]|0 + s est f (t)dt
0 0

From previous sections the integrated part on the right is zero at the upper limit ( we
have seen this numerous times!!!) when s > k, and at the lower limit it contributes
−f (0). The last integral is L {f 0 }. It exists for s > k because of the existence
theorem. Hence L − (f 0 ) exists when s > k
If f 0 is merely piecewise continuous, the proof is similar. In this case the interval of
integration of f 0 must be broken up into parts such that f r is continuous in each
such part.

Theorem 6 Laplace Transform of Derivatives f (n) of any order: Let, f, f 0 , .....f (n−1)
be continuous for all t ≥ 0 and satisfy the growth restriction. Furthermore, let f (n)
be piecewise continuous on every finite interval on the semi-axis t ≥ 0. Then the
transform of f (n) satisfies

L {f (n) } = sn L (f ) − sn−1 f (0) − sn−2 f 0 (0) − ....... − f (n−1) (0) (5)

3.1 Differential Equations, Initial Value Problems

Lets consider the following Initial Value Problem (IVP)
y 00 + ay 0 + by = r(t) y(0) = K0 y 0 (0) = K1
where a and b are constants. Here r(t) is the give input applied to the mechanical or
electrical system and y(t) is the output to be obtained. To solve this using Laplace
transforms 3 steps are undertaken
Step 1: Setting up the subsidiary equation:
This is a algebraic equation for the transform Y = L {y} obtained by transforming
the IVP that is

[s2 Y − sy(0) − y 0 (0)] + a[sY − y(0)] + bY = R(s)

where R(s) = L (y). Collecting the Y-terms, we have the subsidiary equation

(s2 + as + b)Y = (s + a)y(0) + y 0 (0) + R(s)

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Step 2: Solution of the subsidiary equation by algebra:
We divide by s2 + as + b and use the transfer function
1 1
Q(s) = =
s2 + as + b (s + 2 a) + b − 14 a2
1 2

This gives the solution

Y (s) = [(s + a)y(0) + y 0 (0)]Q(s) + R(s)Q(s) (6)

If y(0) = y 0 (0)=0, this is simply Y = RQ; hence

Y L (output)
Q= = (7)
R L (input)

Note that Q depends neither on r(t) nor on initial conditions but only on the con-
stants a, b.
Step 3: Inversion of Y to obtain y = L −1 (Y ) :
We reduce
Y (s) = [(s + a)y(0) + y 0 (0)]Q(s) + R(s)Q(s) (8)
to a sum of terms whose inverses can be found from the tables as we were doing
with the inverse Laplace transforms.
Example : Solve y 00 − y = t, y(0) = 1, y 0 (0) = 1
Solution: Step 1: first lets find the Laplace transform of the equation which gives
us
1
s2 Y − sy(0) − y 0 (0) − Y = 2
s
0
We can now substitute for y(0) and y (0) to give us
1
(s2 − 1)Y = s + 1 +
s2
Step 2: use the transfer function which in this case is
1
Q=
s2 −1
we get
s+1 1
Y = 2
+ 2 2
s − 1 s (s − 1)
simplification of the first fraction and last fraction gives
1 1 1
Y = + 2 − 2
s−1 s −1 s

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 Step 3:Get the inverse Laplace transform
1 1 1
y(t) = L −1 { } + L −1 { 2 } − L −1 { 2 }
s2 −1 s −1 s
= et + sinht − t

Exercises
Solve the IVP by the Laplace transform. If necessary use partial fraction expansion

1. y 0 + 5.2y = 19.4sin2t, y(0) = 0

2. y 0 + 2y = 0, y(0) = 1.5

3. y 00 − y 0 − 6y = 0, y(0) = 11, y 0 (0) = 28

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