LAPLACE TRANSFORMS

The Laplace Transform of a function f(t) is a

transformation from the function of variable t to a function of
variable s denoted by L{f(t)} or F(s). It is defined by the improper
integral:
{ } ( )

0
f(t)dt
st
e s F f(t) L
Example1: Find the Laplace Transform of f(t) = e
kt
.
k s
1
a
0
k s
k)t - s (
e
a
lim
a
0
dt
k)t - s (
e
a
lim
0
dt
k)t - s (
e
0
dt
kt
e
st
e
kt
e L

'

Example 2: Find the Laplace Transform of f(t).

( )

'

>

2 t , t
2 t 0 ,
t
e
t f
Solution: Using the definition:
{ }
s s s
s s as as
a
s
a
st st
a
t s
a
st
a
t s
st st t
st
e
s
e
s s
e
s
e
s
e
s
e
s
ae
s s
e
s
e
s
te
s
e
s
dt te dt e
dt te dt e e
dt e t f t f L
2
2
2 ) 1 ( 2
2
2
2
2
) 1 ( 2
2
2
2
0
) 1 (
2
2
0
) 1 (
2
2
0
0
1 2
1
1
1
1
1 2 1 1
lim
1
1
1
1
1 1
lim
1
1
lim
) ( ) (

,
_

+
+

LAPLACE TRANSFORMS OF COMMON FUNCTIONS

{ } { }
{ } { }
{ } 0
!
. 3
tan
sin . 5
1
. 2
cos . 4
1
. 1
1
2 2
2 2
>
+

+

+
n where
s
n
t L
t cons a is c where
k s
k
kt L
s
c c L
k s
s
kt L
k s
e L
n
n
kt
LINEARITY OF LAPLACE TRANSFORM
The Laplace Transform is a linear transformation. This means that
it has the following properties:
L{c f(t)} = c L{f(t)}
L{f(t) + g(t)} = L{f(t)} + L{g(t)}
Using these linearity properties, it can now be shown that
{ }
{ }
2
k
2
s
k
2
kt
e
kt
e
L kt sinh L
2
k
2
s
s
2
kt
e
kt
e
L kt cosh L

'

'

+

Example: Find the Laplace Transform of the function

f(t) =t
4
/60 + 2cos(4t)
Solution:
{ }
{ }
{ } { }
16
2
5
2
4
2
! 4
60
1
) 4 cos( 2
60
1
) 4 cos( 2
60
) 4 cos( 2
60
) ( } {
2 5
2 2 1 4
4
4
4
+
+

,
_

+
+
,
_

+
+

'

'

+
+
s
s
s
s
s
S
t L t L
t L
t
L
t
t
L t f L s F
FIRST SHIFTING THEOREM:
If L{f(t)} = F(s), then L{e
at
f(t)} = F(s-a).
Example: Using this theorem it can be shown that
{ }
25 s 8
2
s
4 s
2
3
2
) 4 s (
4 s
t 3 cos
t 4
e L
.
1 n
s
! n
) s ( F ) t ( f L and
n
t ) t ( f ce sin ,
1 n
) a s (
! n
n
t
at
e L
+ +
+

+ +
+

'

+

+

'

LAPLACE TRANSFORMS OF DERIVATIVES

If L{f(t)} = F(s) then we have the following formulas:
L{f(t)} = s F(s) f(0)
L{f(t)} = s
2
F(s) s f(0) f(0)
L{f(t)} = s
3
F(s) s
2
f(0) s f(0) f(0)
In general the Laplace of the nth derivative of f(t) with
respect to t is:
)
1 n
0 k
0 (
) k (
f
k 1 n
s ) s ( F
n
s ) t (
) n (
f L

'

DERIVATIVES OF LAPLACE TRANSFORMS

If L{f(t)} = F(s) then L{t
n
f(t)} = (-1)
n
F
(n)
(s) where F
(n)
(s) is the nth derivative of F(s) with respect to s.
Example: Find the Laplace transform of f(t) = t sin(kt).
Solution: From the formula for the Laplace of Derivatives:
{ }
2
2
k
2
s
ks 2
2
2
k
2
s
ks 2
) 1 (
ds
2
k
2
s
k
d
) 1 (
) 1 ( kt sin t L

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_

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_

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_

+

Exercises: Find the Laplace Transforms of the following functions:
1. f(t) = t cos kt
2. f(t) = t
2
sin kt
3. f(t) = t
2
cos kt
INVERSE LAPLACE TRANSFORM
If F(s) = L{f(t)}, then the Inverse Laplace Transform of F(s),
denoted by L
-1
{F(s)} is defined as the transformation from a
function of s to function of t such that L
-1
{F(s)} = f(t).
Since the definition of the Inverse Laplace Transform is just
derived from the Laplace Transformation, the Inverse Laplace
Transformation also exhibits linearity. Furthermore, in order to
obtain the Inverse Laplace Transform of some functions F(s), one
must have some knowledge of the Laplace Transform.
METHODS OF GETTING THE INVERSE LAPLACE
1. Use of Laplace Transform Tables
Example: Find the Inverse Laplace Transform of 1/s
5
.
24
4
t
4
t
! 4
1
1 4
s
! 4
1
L
! 4
1
5
s
1
1
L therefore
4
t
1 4
s
! 4
1
L or
1 4
s
! 4
4
t L that know we and
1 4
s
! 4
! 4
1
5
s
1

'

'

'

'

,
_

2. Method of Partial Fractions

Example: Find

'

+
+

8 s 6
2
s
2 s
1
L
.
Here we could see that F(s) could be expressed as
partial fractions because the denominator is factorable,
thus
t 2
e 2
t 4
e 3
2 s
2
1
L
4 s
3
1
L
2 s
2
4 s
3
1
L
8 s 6
2
s
2 s
1
L

'

'

'

'

+
+

3. Method of Completing the Square

Example: Find

'

+ +

5 s 2
2
s
1 s 3
1
L
.
Here, the denominator is non-factorable. By completing
the square and applying the First Shifting Theorem:
t 2 sin
1
e 2 t 2 cos
t
e 3
2
2
2
) 1 s (
2
1
L 2
2
2
2
) 1 s (
1 s
1
L 3
4
2
) 1 s (
4 ) 1 s ( 3
1
L
4
2
) 1 s (
1 s 3
1
L
4 1 s 2
2
s
1 s 3
1
L
5 s 2
2
s
1 s 3
1
L

'

+ +

'

+ +
+

'

+ +
+

'

+ +

'

+ + +

'

+ +

Exercises: Find the Inverse Laplace of the ff. functions:

1.
16
2
s
s 12
6
s
720
) s ( F
+
+
2. 2
9
2
s
s 12
2
25
2
s
25
2
s
) s ( F

,
_

,
_

3.
6 s 7
2
s
6 s
4 s 4
2
s
1
) s ( F
+
+

+ +

4.
s 8
2
s 2
3
s
1 s
) s ( F
+
+

5.
11 s 10
2
s
6 s
13 s 4
2
s
1
) s ( F

+

+ +

CONVOLUTION
Given two functions f(t) and g(t), the convolution of the functions
denoted by f*g is defined by the formula:

t
0
dv ) v t ( g ) v ( f ) t ( g f
Example: Find sint * cost.
2
t sin t
4
t 2 sin t sin
2
t sin t
4
t 2 sin t sin
0
4
t 2 sin
2
t
t sin 0
2
t
2
sin
t cos
t
0
4
v 2 sin
2
v
t sin
t
0
2
v
2
sin
t cos
dv
t
0
v
2
sin t sin dv
t
0
v cos v sin t cos
dv
t
0
) v sin t sin v cos t (cos v sin dv
t
0
) v t cos( v sin t cos t sin

,
_

,
_

,
_

,
_

+
+


CONVOLUTION THEOREM
If L{f(t)} = F(s) and L{g(t)} = G(s) then
L
-1
{F(s)G(s)} =f(t)*g(t) or F(s)G(s) = L{f(t)*g(t)}.
Example1: Find L
-1
{1/s(s-1)} using the convolution theorem.
Knowing that 1/s = L{1} and 1/(s-1) = L{et} then by the
convolution theorem
t
e 1
t
0
v t
e
t
0
dv
v t
e 1
t
e 1
) 1 s ( s
1
1
L +

,
_

'

Example 2: Find

'

,
_

2
4
2
s
4
1
L
.
Using the convolution theorem:

'

,
_

t
0
dv ) v t ( 2 sin v 2 sin t 2 sin t 2 sin
2
4
2
s
4
1
L
SOLUTIONS TO DIFFERENTIAL EQUATION USING
LAPLACE TRANSFORMS:
Given a differential equation (D)y = f(t), the solution to this
differential equation may be obtain using the concepts of Laplace
and Inverse Laplace Transformation by following the following
steps:
1. Get the Laplace Transform of both sides of the equation. On
the left side of the equation will be in terms of the Laplace
Transforms of derivatives while on the right side will be
Laplace Transforms of f(t). Let F(s) = L{y(t)} where y(t) is
the solution to the differential equation.
2. Isolate F(s) on one side of the equation - which gives a
function of s.
3. If there are initial conditions y(0)=c1, y(0)=c2, y(0)=c3.,
substitute these on the equation, otherwise assume some
constants for the initial values y(0)=k1, y(0)=k2, y(0)=k3.
(to be evaluated later if there are boundary conditions.)
4. Get the Inverse Laplace Transform of both side of the
equation. This gives the solution to the given differential
equation.
Example1:Determine the solution to the differential equation
(D
2
+3D-4)y = 36e
5t
.
With the conditions that y(0) = 3 and y(0) = 2.
Example2:Determine the solution to the differential equation
(D
2
+2D-8)y = 16cos 2t.
Solution:
Given: (D
2
+3D-4)y=36e
5t
s.t. y(0) = 3 and y(0) = 2
I. Get the Laplace Transform of both sides of
the equation:
{ }
( )
5 s
36
) s ( F 4 ) 0 ( f ) s ( sF 3 ) 0 ( ' f ) 0 ( sf ) s ( F
2
s
t 5
e 36 L y 4 ' y 3 ' ' y L

'

+
II. Isolate F(s) on one side of the equation.
4 s 3
2
s
) 0 ( f 3 ) 0 ( ' f ) 0 ( sf
5 s
36
) s ( F
) 0 ( f 3 ) 0 ( ' f ) 0 ( sf
5 s
36
4 s 3
2
s ) s ( F
+
+ + +

+ + +

,
_

+
III. Substitute initial conditions.
) 4 s )( 1 s )( 5 s (
19 s 4
2
s 3
) s ( F
4 s 3
2
s
5 s
) 5 s )( 11 s 3 ( 36
4 s 3
2
s
) 3 ( 3 2 s 3
5 s
36
) s ( F
+

+ +

+
+ + +

IV. Get the Inverse Laplace Transform of both

sides of the equation.
( )
t 4
e
t
e
t 5
e ) t ( y
t 4
e
t
e
t 5
e
4 s
1
1 s
1
5 s
1
1
L ) t ( y
1 B ) 5 )( 9 ( C 14 ) 4 ( 5 ) 16 ( 3 : 4 s when
1 B ) 5 )( 4 ( B 14 ) 1 ( 4 ) 1 ( 3 : 1 s when
1 A ) 9 )( 4 ( A 14 ) 5 ( 5 ) 25 ( 3 : 5 s when
) 1 s )( 5 s ( C ) 4 s )( 5 s ( B ) 4 s )( 1 s ( A 14 s 5
2
s 3
4 s
C
1 s
B
5 s
A
) 4 s )( 1 s )( 5 s (
14 s 5
2
s 3
C and B , A for Solving
fractions partial by
4 s
C
1 s
B
5 s
A
1
L
) 4 s )( 1 s )( 5 s (
14 s 5
2
s 3
1
L ) t ( y
) 4 s )( 1 s )( 5 s (
14 s 5
2
s 3
) s ( F
1
L

+ +

+ +

'

+
+

+ + + +
+
+

'

+
+

'

'

Solution:
Given: (D
2
+2D-8)y = 16cos 2t (no initial conditions)
I. Get the Laplace Transform of both sides of
the equation:
{ } { }
( )
4
2
s
s 16
) s ( F 8 ) 0 ( f ) s ( sF 2 ) 0 ( ' f ) 0 ( sf ) s ( F
2
s
t 2 cos 16 L y 8 ' y 2 ' ' y L
+
+
+
II. Isolate F(s) on one side of the equation.
8 s 2
2
s
) 0 ( f 2 ) 0 ( ' f ) 0 ( sf
4
2
s
s 16
) s ( F
) 0 ( f 2 ) 0 ( ' f ) 0 ( sf
4
2
s
s 16
8 s 2
2
s ) s ( F
+
+ + +
+

+ + +
+

,
_

+
III. Assume: f(0)=k1 and f(0)= k2.
( )
) 8 s 2
2
s (
1
k 2
2
k s
1
k
) 4
2
s )( 8 s 2
2
s (
s 16
8 s 2
2
s
1
k 2
2
k s
1
k
4
2
s
s 16
) s ( F
+
+ +
+
+ +

+
+ + +
+

IV. Get the Inverse Laplace Transform of both

sides of the equation.
( )
( )
( )
t 2 sin 30 / 1 t 2 cos 15 / 11
t 4
e
2
c
t 2
e
1
c
4 s
15 / 1 15 / s 11
4 s
F B
2 s
E A
1
L ) t ( y
15 / 11 C ) 5 )( 1 )( 15 / 1 C ( ) 1 )( 5 )( 15 / 8 ( ) 5 )( 5 )( 3 / 2 ( 16 : 1 s when
5 / 1 D ) 4 )( 2 ( D ) 8 )( 15 / 8 ( ) 4 )( 4 )( 3 / 2 ( 0 : 0 s when
15 / 8 B ) 6 )( 20 ( B 64 : 4 s when
3 / 2 A ) 6 )( 8 ( A 32 : 2 s when
) 4 s )( 2 s )( D Cs ( ) 2 s )( 4
2
s ( B ) 4 s )( 4
2
s ( A s 16
2
k &
1
k ts tan cons arbitrary the of functions be will F and E : Note ( D and C , B , A for Solving
4 s
F
2 s
E
1
L
4
2
s
D Cs
4 s
B
2 s
A
1
L ) t ( y
fractions partial by
) 4 s )( 2 s (
1
k 2
2
k s
1
k
1
L
) 4
2
s )( 4 s )( 2 s (
s 16
1
L ) t ( y
) 8 s 2
2
s (
1
k 2
2
k s
1
k
) 4
2
s )( 8 s 2
2
s (
s 16
) s ( F
1
L
+

'

+
+
+
+

+ +
+ +


+ + + + + + +

'

+
+

'

+
+
+
+
+

'

+
+ +

'

+ +

'

+
+ +
+
+ +