Programme 27: Introduction to Laplace transforms

PROGRAMME 27

INTRODUCTION
TO LAPLACE
TRANSFORMS

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

The inverse Laplace transform
Table of Laplace transforms
Laplace transform of a derivative
Two properties of Laplace transforms
Generating new transforms
Laplace transforms of higher derivatives
Table of Laplace transforms
Linear, constant coefficient, inhomogeneous differential equations

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

A differential equation involving an unknown function f ( t ) and its derivatives

is said to be initial-valued if the values f ( t ) and its derivatives are given for t =
0. these initial values are used to evaluate the integration constants that appear
in the solution to the differential equation.

The Laplace transform is employed to solve certain initial-valued differential

equations. The method uses algebra rather than the calculus and incorporates
the values of the integration constants from the beginning.

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Given a function f ( t ) defined for values of the variable t > 0 then the Laplace
transform of f ( t ), denoted by:

L  f (t )
is defined to be:

L  f (t )   e  st f (t )dt
t 0

Where s is a variable whose values are chosen so as to ensure that the semi-
infinite integral converges.

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

For example the Laplace transform of f ( t ) = 2 for t ≥ 0 is:


L  f (t )   e  st f (t ) dt
t 0


e
 st
 2dt
t 0

 e  st 
 2 
  s  t 0
 2(0  (1/ s ))
2
 provided s > 0
s

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

The inverse Laplace transform

The Laplace transform is an expression involving variable s and can be

denoted as such by F (s). That is:

F ( s )  L  f (t )

It is said that f (t) and F (s) form a transform pair.

This means that if F (s) is the Laplace transform of f (t) then f (t) is the inverse
Laplace transform of F (s).

That is:
f (t )  L1  F ( s )

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

The inverse Laplace transform

For example, if f (t) = 4 then:

4
F ( s) 
s
So, if:
4
F (s) 
s
Then the inverse Laplace transform of F (s) is:

L1  F ( s )  f (t )  4

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Table of Laplace transforms

To assist in the process of finding Laplace transforms and their inverses a

table is used. For example:
f (t )  L1{F ( s )} F ( s )  L{ f (t )}
k
k s0
s
1
e  kt s  k
sk
1
te  kt s  k
(s  k )2

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Laplace transform of a derivative

Given some expression f (t) and its Laplace transform F (s) where:

F ( s )  L  f (t )   e  st f (t ) dt
then: t 0

L  f (t )   e  st f (t )dt
t 0


 e  st f (t )   s  e  st f (t )dt
t 0
t 0

 (0  f (0))  sF ( s )
That is:
L  f (t )  sF ( s )  f (0)

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Two properties of Laplace transforms

The Laplace transform and its inverse are linear transforms. That is:

(1) The transform of a sum (or difference) of expressions is the sum (or
difference) of the transforms. That is:

L  f (t )  g (t )  L  f (t )  L  g (t )
L1  F ( s )  G ( s )  L1  F ( s )  L1  G ( s )

(2) The transform of an expression that is multiplied by a constant is the

constant multiplied by the transform. That is:

L  kf (t )  kL  f (t ) and L1  kF ( s )  kL1  F ( s )

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Two properties of Laplace transforms

For example, to solve the differential equation:

f (t )  f (t )  1 where f (0)  0

take the Laplace transform of both sides of the differential equation to yield:
L  f (t )  f (t )  L  1 so that L  f (t )}  L{ f (t )  L  1
That is:
1 1
 sF ( s)  f (0)  F ( s)  which means that ( s  1) F ( s ) 
s s
Resulting in:
1
F ( s) 
s ( s  1)

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Two properties of Laplace transforms

Given that: 1
F ( s) 
s ( s  1)
The right-hand side can be separated into its partial fractions to give:
1 1
F (s)  
s s 1
From the table of transforms it is then seen that:
1 1 
f (t )  L1   
 s s  1
1   1 
 L1    L1  
s  s  1
 1  et

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Two properties of Laplace transforms

Thus, using the Laplace transform and its properties it is found that the
solution to the differential equation:

f (t )  f (t )  1 where f (0)  0

is:
f (t )  1  e  t

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Generating new transforms

Deriving the Laplace transform of f (t ) often requires integration by parts.

However, this process can sometimes be avoided if the transform of the
derivative is known:

For example, if f (t ) = t then f ′ (t ) = 1 and f (0) = 0 so that, since:

L  f (t )  sL{ f (t )}  f (0) then L{1}  sL{t}  0

That is:
1 1
 sL{t} therefore L{t} 
s s2

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Laplace transforms of higher derivatives

It has already been established that if:

F ( s )  L{ f (t )} and G ( s )  L{ g (t )}
then:
L{ f (t )}  F ( s )  f (0) and L{g (t )}  G( s)  g (0)
Now let
g (t )  f (t ) so g (0)  f (0) and G ( s)  sF ( s)  f (0)
so that:
L{g (t )}  L{ f (t )}  sG ( s )  g (0)
 s  sF ( s )  f (0)   f (0)
Therefore:

L{ f (t )}  s 2 F ( s )  sf (0)  f (0)

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Laplace transforms of higher derivatives

For example, if:

F ( s )  L{ f (t )}
then:
L{ f (t )}  F ( s )  f (0)
and
L{ f (t )}  s 2 F ( s )  sf (0)  f (0)

Similarly:

L{ f (t )}  s 3 F ( s )  s 2 f (0)  sf (0)  f (0)

And so the pattern continues.

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Laplace transforms of higher derivatives

Therefore if:

f (t )  sin kt so that f (t )  k cos kt and f (t )  k 2 sin kt

Then substituting in:

L{ f (t )}  s 2 F ( s )  sf (0)  f (0)

yields

L{ k 2 sin kt}   k 2 L{sin kt}  s 2 L{sin kt}  s.0  k

So:
k
L{sin kt} 
s2  k 2

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Table of Laplace transforms

In this way the table of Laplace transforms grows:

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

k k
k s0 sin kt s2  k 2  0
s s k
2 2

1 s
e  kt s  k cos kt s2  k 2  0
sk s k
2 2

1
te  kt s  k
( s  k )2

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms

The Laplace transform

Linear, constant coefficient, inhomogeneous differential equations

The Laplace transform can be used to solve linear, constant-coefficient,

inhomogeneous differential equations of the form:

an f ( n ) (t )  an 1 f ( n 1) (t )    a2 f (t )  a1 f (t )  a0 f (t )  g (t )

where:
an , an 1 ,, a2 , a1 , a0

are known constants, g (t ) is a known expression in t and the values of f (t ) and

its derivatives are known at t = 0.

STROUD Worked examples and exercises are in the text

 Programme 27: Introduction to Laplace transforms
Learning outcomes

Derive the Laplace transform of an expression by using the integral definition

Obtain inverse Laplace transforms with the help of a table of Laplace transforms

Derive the Laplace transform of the derivative of an expression

Solve linear, first-order, constant coefficient, inhomogeneous differential equations

using the Laplace transform

Derive further Laplace transforms from known transforms

Use the Laplace transform to obtain the solution to linear, constant-coefficient,

inhomogeneous differential equations of second and higher order.

STROUD Worked examples and exercises are in the text