Math 261

Laplaces transforms
Books recommeded:
1. Theory and problems on Laplaces transform by Spiegel
2. College Mathematical methods, Volume Two by Abdur Rahman

Laplaces (1749-1827) developed this transformation.

Integral transforms
∞
Integral transforms is defined by T{F(t)} = ∫
−∞
𝐾 (𝑠, 𝑡)𝐹 (𝑡)𝑑𝑡 = 𝑓(𝑠)
K(s,t) is called kernel of transformations.

Laplaces Transformations
0, 𝑡 < 0
Def. of Laplaces Transformations K(s,t)={ −𝑠𝑡
𝑒 ,𝑡 ≤ 0
∞ -st 0, 𝑡 < 0
L{F(t)}= ∫ 𝑒 F (t)dt=f(s) where K(s,t)={ −𝑠𝑡
0 𝑒 ,𝑡 ≤ 0

Some Problems

1. Find the Laplaces transformation of F(t)=1

∞
L{1}= ∫ 𝑒 -stdt Type equation here.
0
𝑝
= lim ∫0 𝑒 −𝑠𝑡 𝑑𝑡
𝑝→∞
𝑝
𝑒 −𝑠𝑡
= lim [− ]
𝑝→∞ 𝑠 0
-sp
= lim (-e /s+1/s)
𝑝→∞
= 1/s

2. Find L{F(t)} where F(t)=t

∞
L{t}= ∫0 𝑡e-stdt
𝑝
= lim ∫0 𝑡e-stdt
𝑝→∞
−𝑡𝑒 −𝑠𝑡
𝑝 𝑝
= lim {[
𝑝→∞ 𝑠
] +
0
∫0 𝑒-st /s dt}
𝑝
−𝑝𝑒 −𝑠𝑝 𝑒 −𝑠𝑡
= lim - lim [ ]
𝑝→∞ 𝑠 𝑝→∞ 𝑠2 0
 𝑒 −𝑠𝑝 1
= - lim +𝑠2
𝑝→∞ 𝑠2
1
=𝑠2
3. Find L{eat}

∞
L{eat}=∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 dt
/
0
𝑝
= lim ∫ 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 dt
𝑝→∞ 0
𝑝 −(𝑠−𝑎)𝑡
= ∫ 𝑒 dt
0
𝑝
= lim [−𝑒 −(𝑠−𝑎)𝑡 /(s − a)]0
𝑝→∞
= lim -e-(s-a)p/(s-a) + 1/(s-a)
𝑝→∞
=1/(s-a)

4. Find L{sinat}

∞
L{sinat}= lim ∫0 𝑒−𝑠𝑡 𝑠𝑖𝑛𝑎𝑡 dt
𝑝→∞
𝑝
= lim ∫0 𝑠𝑖𝑛𝑎𝑡 𝑒−𝑠𝑡 dt we know that
𝑝→∞

𝑒 𝑎𝑡 (𝑎𝑠𝑖𝑛𝑏𝑡−𝑎𝑐𝑜𝑠𝑏𝑡)
∫ 𝑒 𝑎𝑡 𝑠𝑖𝑛𝑏𝑡𝑑𝑡 = 𝑎2 +𝑏2
𝑝
𝑒 −𝑠𝑡 (−𝑠𝑠𝑖𝑛𝑎𝑡−𝑎𝑐𝑜𝑠𝑎𝑡)
= lim [ ]
𝑝→∞ 𝑠2 +𝑎2 0

𝑒−𝑠𝑝 (−𝑠𝑠𝑖𝑛𝑎𝑝−a𝑐𝑜𝑠𝑎𝑝) 𝑎
= lim
𝑠2 +𝑎2
+
𝑝→∞ 𝑠2 +𝑎2
𝑎
= 2 2
𝑠 +𝑎

5. Find L{sinhat}

∞
L{sinhat}=∫ 𝑒 −𝑠𝑡 𝑠𝑖𝑛ℎ𝑎𝑡 dt
1
𝑠𝑖𝑛ℎ𝑎𝑡 = 2 (𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡 )
0
∞ 1
=∫ 𝑒 −𝑠𝑡 (𝑒𝑎𝑡 − 𝑒−𝑎𝑡 ) dt
0 2
1 ∞ −(𝑠−𝑎)𝑡
=2 ∫0 𝑒 𝑑𝑡 -12 ∫0∞ 𝑒−(𝑠+𝑎)𝑡 𝑑𝑡
1 1 1 1
=2 𝑠−𝑎 − 2 𝑠+𝑎

2
 𝑎
=𝑠2 −𝑎2

6. Find L{𝑡 𝑛 }

∞ 1 𝑦
L{𝑡 𝑛 }=∫ 𝑒 −𝑠𝑡 𝑡 𝑛 𝑑𝑡 let st=y sdt=dy dt= 𝑑𝑦 t=
0 𝑠 𝑠
∞ −𝑦 𝑦 𝑛 𝑑𝑦
=∫ 𝑒
0 𝑠𝑛 𝑠
1 ∞ −𝑦 𝑛
=𝑠𝑛+1 ∫ 𝑒 𝑦 𝑑𝑦
0
1
=𝑠𝑛+1 n!

Properties of Laplaces transform

1. Linear property.
L{𝑐1 𝐹1 (𝑡) + 𝑐2 𝐹2 (𝑡)}=𝑐1 𝐿{𝐹1 (𝑡)} + 𝑐2 𝐿{𝐹2 (𝑡)}=𝑐1 𝑓1 (𝑠) + 𝑐2 𝑓2 (𝑠)
1 𝑠
L{4𝑒 5𝑡 + 2𝑐𝑜𝑠2𝑡}=4 L{𝑒 5𝑡 } + 2𝐿{𝑐𝑜𝑠2𝑡}=4𝑠−5 + 2 𝑠2 +4

2. First translation or shifting property.

If L{F(t)}= f(s) then L{𝑒 𝑎𝑡 F(t)}= f(s-a)

∞
L{F(t)}= ∫ 𝑒 -st F (t)dt=f(s)
0

∞
=∫0 𝑒-(s-a)t 𝑒 𝑎𝑡 F (t)dt
=f(s-a)

Ex. Find L{𝑡 2 𝑒 3𝑡 }

1
L{𝑡 𝑛 }=𝑠𝑛+1 n!
2
L{𝑡 2 }=𝑠3
2
L{𝑡 2 𝑒 3𝑡 } = (𝑠−3)3

Ex. Find L{𝑒 −5𝑡 𝑠𝑖𝑛4𝑡}

4
L{𝑠𝑖𝑛4𝑡 }= 2 2
𝑠 +4

3
 4
L{𝑒 −5𝑡 𝑠𝑖𝑛4𝑡} = (𝑠+5)2 +16

Ex. Find L{𝑡𝑒 3𝑡 }

3. The second translation or shifting property

𝐹(𝑡 − 𝑎), 𝑡 > 𝑎
If L{F(t)}= f(s) and G(t)={ then L{G(t)}=𝑒 −𝑎𝑠 𝑓(𝑠)
0 , 𝑡<𝑎
𝑎 ∞
L{G(t)}=∫0 𝑒 −𝑠𝑡 𝐺(𝑡)𝑑𝑡+∫𝑎 𝑒 −𝑠𝑡 𝐺(𝑡)𝑑𝑡

∞
=∫𝑎 𝑒 −𝑠𝑡 𝐹(𝑡 − 𝑎)𝑑𝑡 let t-a=u t=u+a dt=du

∞
=∫0 𝑒 −𝑠(𝑢+𝑎) 𝐹(𝑢)𝑑𝑢

∞
=𝑒 −𝑎𝑠 ∫𝑎 𝑒 −𝑠𝑢 𝐹(𝑢)𝑑𝑢

= 𝑒 −𝑎𝑠 𝑓(𝑠)
2𝜋 3𝜋
cos(𝑡 − ), 𝑡 >
2 3
Ex. Find L{F(t)} if 𝐹(𝑡) = { 3𝜋
0 , 𝑡< 2
𝐹(𝑡 − 𝑎), 𝑡 > 𝑎
If L{F(t)}= f(s) and G(t)={ then L{G(t)}=𝑒 −𝑎𝑠 𝑓(𝑠)
0 , 𝑡<𝑎

𝑠 3𝜋
We know that L{cost}=𝑠2 +1 a= 2

3𝜋𝑠
𝑠
L{F(t)}= 𝑒 − 2
𝑠2 +1

4. Change of scale
1 𝑠
If L{F(t)}=f(s) then L{F(at)}=𝑎 𝑓 (𝑎)
∞
L{F(at)}= ∫ 𝑒 -st F (at)dt at=u adt=du
0
∞ −𝑠
= 𝑎 ∫0 𝑒 𝑎 𝑢 F (u)du
1

1 𝑠
=𝑎 𝑓(𝑎)

4
 Problem

𝑠𝑖𝑛𝑡 1 𝑠𝑖𝑛𝑎𝑡
If 𝐿 { }=𝑡𝑎𝑛−1 (𝑠 ) then evaluate 𝐿 { }
𝑡 𝑡

𝑠𝑖𝑛𝑎𝑡 𝑠𝑖𝑛𝑎𝑡 1 1 𝑎
𝐿{ }=𝑎𝐿 { }=a 𝑎 𝑡𝑎𝑛−1 ( 𝑠 )=𝑡𝑎𝑛−1 ( 𝑠 )
𝑡 𝑎𝑡
𝑎

Laplaces Transforms of the derivatives of functions

1. ́ =sf(s)-F(0)
If L{F(t)}=f(s) then show that L{𝐹(𝑡)}
2. If L{F(t)}=f(s) then show that L{𝐹 (𝑡)} =𝑠 2 𝑓(𝑠) − 𝑠𝐹(0) − 𝐹′(0)
′′

3. If L{F(t)}=f(s) then show that L{𝐹 ′′′ (𝑡)} =𝑠 3 𝑓(𝑠) − 𝑠 2 𝐹(0) − 𝑠𝐹 ′ (0) − 𝐹 ′′ (0)
4. So on.

∞
L{𝐹 ′ (t)}=∫ 𝑒 -st 𝐹 ′ (t)dt
0
𝑝
= lim ∫0 𝑒 −𝑠𝑡 𝐹 ′ (t)dt
𝑝→∞

𝑝
= lim [𝑒 −𝑠𝑡 𝐹(𝑡)]𝑝0 +s lim ∫0 𝑒 −𝑠𝑡 𝐹 (t)dt
𝑝→∞ 𝑝→∞

= lim 𝑒 −𝑠𝑝 𝐹(𝑝)-F(0)+sf(s)

𝑝→∞

=sf(s)-F(0)

Use 1 to prove 2

Problem

1. Find L{cosat} using the formula for the Laplace transform of second derivative.

F(t)=cosat 𝐹 ′ (𝑡)=-asinat 𝐹 ′′ (𝑡)=-𝑎2 𝑐𝑜𝑠at F(0)=1 𝐹 ′ (0) =0

We know that if L{F(t)}=f(s) then L{𝐹 ′′ (𝑡)} =𝑠 2 𝑓(𝑠) − 𝑠𝐹(0) − 𝐹′(0)

L{−𝑎2 𝑐𝑜𝑠at} =𝑠 2 𝑓(𝑠) − 𝑠𝐹(0) − 𝐹′(0)

−𝑎2 L{𝑐𝑜𝑠at} =𝑠 2 L{𝑐𝑜𝑠at} − 𝑠

(𝑠 2 + 𝑎2 )L{𝑐𝑜𝑠at}=s

5
 𝑠
L{cosat}=
𝑠2 +𝑎2

Laplaces transform of integrals of functions

𝑡 𝒇(𝒔)
If L{F(t)}=f(s) then show that L{∫0 𝐹(𝑢)𝑑𝑢} = 𝒔

𝑡
Suppose G(t)= ∫0 𝐹(𝑢)𝑑𝑢 Then G(0)=0 𝐺 ′ (𝑡) = 𝐹(𝑡)

L{𝐺 ′ (𝑡)} = 𝐿{𝐹(𝑡)}

Or, sL{G(t)}-G(0)=f(s)

Or, sL{G(t)}=f(s)

𝑓(𝑠
L{G(t)}= 𝑠

𝑡 𝒇(𝒔)
L{∫0 𝐹(𝑢)𝑑𝑢} = 𝒔

Problem

𝑡
Find L{∫0 𝑐𝑜𝑠2𝑢𝑑𝑢 }

𝑡 𝒇(𝒔)
We know that if L{F(t)}=f(s) then L{∫0 𝐹(𝑢)𝑑𝑢} = 𝒔

𝒔
L{cos2t}=
𝑠2 +4
𝑡 𝟏
L{∫0 𝑐𝑜𝑠2𝑢𝑑𝑢 } =
𝑠2 +4

Laplaces transforms of functions when multiplied by powers of t

𝑑𝑛
If L{F(t)}=f(s) then show that L{𝑡 𝑛 F(t)}=(−1)𝑛 𝑑𝑠𝑛 𝑓(𝑠)= (−1)𝑛 𝑓 𝑛 (𝑠) for n=1, 2, 3……..

∞
f(s)= ∫ 𝑒 -st F (t)dt
0
Differentiating both sides w. r. t. s

∞ 𝜕 -st
𝑓 ′ (s)= ∫
0 𝜕𝑠
𝑒 F (t)dt

6
 ∞
= ∫0 −𝑡𝑒 -st F (t)dt
∞
= − ∫0 𝑒-st tF (t)dt

∞
= − ∫ 𝑒 -st (tF (t))dt
0

=-L{tF(t)}

L{tF(t)}=- 𝑓 ′ (s)
The theorem is proved for n=1
For the proof of L{𝑡 𝑛 F(t)} =(−1)𝑛 𝑓 𝑛 (𝑠) we use mathematical induction.
Suppose the theorem is true for n=k.

L{𝑡 𝑘 F(t)} =(−1)𝑘 𝑓 𝑘 (𝑠)

∞
∫0 𝑒-st (𝑡 𝑘 F (t))dt=(−1)𝑘 𝑓 𝑘 (𝑠)
Diff. both sides w.r.t s

∞ 𝜕
∫0 𝑒-st (𝑡 𝑘 F (t))dt=(−1)𝑘 𝑓 𝑘+1(𝑠)
𝜕𝑠
∞
− ∫0 𝑒-st (𝑡 𝑘+1F (t))dt=(−1)𝑘 𝑓 𝑘+1(𝑠)
∞
∫0 𝑒-st (𝑡 𝑘+1F (t))dt=(−1)𝑘+1𝑓 𝑘+1(𝑠)
The theorem is true for n=k+1

So it is true for n=1,2,3……….

Find the Laplaces transform of L{𝑡 2 𝑠𝑖𝑛𝑎𝑡} using multiplication by powers of t

L{𝑡 2 F(t)}= (−1)2 𝑓 ′′ (𝑠)= 𝑓 ′′ (𝑠)

𝑎
Now L{sinat}=
𝑠2 +𝑎2
=f(s)

7
 𝑑2 𝑎 𝑑 2𝑠
L{𝑡 2 sinat}= 𝑓 ′′ (𝑠) = 𝑑𝑠2 =− = --------
𝑠2 +𝑎2 𝑑𝑠 (𝑠 2 +𝑎2 )2

Laplaces transform of Periodic function.

If F(t) is a periodic function of period T>0 then show that

𝑇
∫ 𝑒 −𝑠𝑡 F (t)dt
L{F(t)}= 0 1−𝑒 −𝑠𝑇

Proof:

Because F(t) is periodic F(t+T)=F(t), F(t+2T)=F(t) so on

∞
L{F (t)}=∫ 𝑒 -st F (t)dt
0

𝑇 2𝑇 3𝑇
= ∫ 𝑒-st F (t)dt+∫ 𝑒 -st F (t)dt+∫ 𝑒 -st F (t)dt+…………
0 𝑇 2𝑇
For the second integral put t=u+T, for the third integral put t=u+2T …

𝑇 𝑇 𝑇
= ∫ 𝑒-su F (u)du+∫ 𝑒-s(u+T) F (u+T)du+∫ 𝑒 -s(u+2T) F (u+2T)du+…………
0 0 0

𝑇 𝑇 𝑇
= ∫ 𝑒-su F (u)du+𝑒 −𝑠𝑇 ∫0 𝑒-su F (u)du+𝑒 −2𝑠𝑇 ∫0 𝑒-su F (u)du+…………
0

𝑇
=(1+𝑒 −𝑠𝑇 + 𝑒 −2𝑠𝑇 + 𝑒 −3𝑠𝑇 +…………………….) ∫ 𝑒 -st F (t)dt
0
𝑇
∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
= 1−𝑒 −𝑠𝑇

Problem
Find the Laplace transform of the function having period 2𝜋

𝑠𝑖𝑛𝑡, 0 < 𝑡 < 𝜋

F(t)={
0, 𝜋 < 𝑡 < 2𝜋

Solution:
𝑇
∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
L{F(t)}= 1−𝑒 −𝑠𝑇

2𝜋
∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
= 1−𝑒 −2𝜋𝑠

8
 1 𝜋 2𝜋
=1−𝑒 −2𝜋𝑠 (∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡+∫𝜋 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡)

1 𝜋 𝑎𝑡 𝑒 𝑎𝑡 (𝑎𝑠𝑖𝑛𝑏𝑡−𝑎𝑐𝑜𝑠𝑏𝑡)
=1−𝑒 −2𝜋𝑠 ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 ∫𝑒 𝑠𝑖𝑛𝑏𝑡𝑑𝑡 =
𝑎2 +𝑏2

𝜋
1 𝑒 −𝑠𝑡 (−𝑠𝑠𝑖𝑛𝑡−𝑐𝑜𝑠𝑡)
=1−𝑒 −2𝜋𝑠 [ ]
𝑠2 +1 0

𝑒 −𝜋𝑠
=1−𝑒 −2𝜋𝑠

Laplaces transform of function divided by t

𝐹(𝑡) ∞
If L{F(t)}=f(s) then show that L{ }=∫ 𝑓 (𝑢 )𝑑𝑢
𝑡 0
𝐹(𝑡)
Consider = 𝐺(𝑡) then F(t)=tG(t) also let L{G(t)}=g(s)
𝑡

Applying Laplaces Transforms on both sides

L{F(t)}=L{tG(t)}

f(s) = -𝑔′ (𝑠)