Laplace Transform

Laplace transform is a part of operational calculus

which is a powerful mathematical method for solving
ordinary and partial differential equations and also
initial and boundary value problems of differential
equations arising in Mathematics, Engineering and
other science subject.

1
Defn: Let F (t ) be a function of t > 0 , then the
Laplace transform of F (t ) is denoted by L  F (t ) and is
L F (t )  f ( s)   0 e  st F (t ) dt

defined by ----------- (1)

where s is a parameter real or complex number. The

Laplace transform of F (t ) said to exist if the integral
(1) converges for some value of s, otherwise it does
not exist.

2
Function of exponential order
If real constant M  0 and  exist such that for all t  N ,
e  t F (t )  M or F (t )  Me  t . We say that F (t ) is a function

of exponential order  as t   .
Sufficient conditions for the existence of Laplace trasform.
Existence theorem: If the function F (t ) is piecewise
continuous over any closed interval 0t  N and of
exponential order  for t  N, then its Laplace transform
f ( s) exists for s 

3
Fundamental formulas
1
L F (t )  L 1   0 e  st dt 

1
s
(n  1)
L F (t )  L t n    0 t n e  st dt 

2. n 1
,s  0
s

3. L F (t )  L eat  
1
,s  a
sa
k
4. L F (t )  L sin kt  ,s  0
s k
2 2

s
5. L F (t )  L cos kt  ,s  0
s k
2 2

k
6. L F (t )  L sinh kt  ,s  0
s k
2 2

s
7. L F (t )  L cosh kt  ,s  0
s k
2 2 4
Theorem-1 L c1 F1 (t )  c2 F2 (t )  c1 L F1 (t )}  c2 L{F2 (t )
where c1 and c2 are constants.

Examples:
L 2t 3  3sin 2t  4sin t cos 2 t  e 2 t 
 L 2t 3   3L sin 2t  4 L sin t cos 2 t  L e 2 t 

5
Show that the following:
12 5s
1. L6 sin 2t  5 cos3t  2 
s 4 s2  9


2. L 3t  4e
4  2t
 2 sin 5t  3 cos 2t   3(5)
s5

4
 2
10
 2
3s
s  2 s  25 s  4


3. L sin t cos t 
3 2
 1

5
8( s  1) 16( s  25) 16( s 2  9)
2 2

3

 2
4. L 4 cos 2t  sin t  
2 2s 3 1

  2  2 
3 1 
s s  16 4  s  1 s  9 
2

4 2 s 0, 0  t  2
5. L f (t )  e , where f (t )  
s 4, t  2

6. L f (t )  
9e 5s 2
 2 1 e 5 s

, where f (t )   
2t , 0  t  5
1, t  5
6
s s
Theorem-2 If L F (t )  f (s) , then Leat F (t )  f  s  a 

Proof: We have

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

 L eat F (t )
  0 e e F (t )dt   0 e ( s a )t F (t )dt  f  s  a 
  st at 

7
 Examples

1. L 2e sin 4t  2

3t 8
s  6s  25
3 
 
32
2. L e sin 2t  2  ( s 2  6s  13)(s 2  6s  45) 
3t 3

 

3.

  32 2 t  1
4. L t e   ( ) ( s  2)
  2
8
 1 s
Theorem-3 If L  F (t )  f ( s ) , then L  F (at )  f 
a a

Proof: We have

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

 1 
 L  F (at )   0 e F (at )dt  put at  x, dt  dx 
  st

 a 
s
1    x 1 s
 0 e a
F ( x)dx  f  
a a a

9
 Show that the following:


1. L t e
3 2t
 (s  2)
(4)
4

6
( s  2) 4


2. L t e
2 2t
 e t sin 3 t  2

3 1

1 
( s  2)3 4  s 2  2s  2 s 2  2s  10 

3. L e t

sin 2 t 
2
( s  1)( s 2  2s  5)

 t e 
 1
4.
2 2t
 e t sin 3 t dt 
0 10

10
  F (t  a), t  a
Theorem-4 If L F (t )  f ( s) and G(t )  
0 ,t  a
, then L G (t )  e as f ( s)

L F (t )   0 e  st F (t ) dt  f ( s)

Proof: We have
 L G (t )
 
  0 e G (t )dt   0 e G (t )dt   a e  st G (t )dt
 st a  st


  0 e (0)dt   a e  st F (t  a)dt
a  st

let t  a  u  dt  du
when t  a then u  0 when t   then u  
 L e G (t )   0 e
at   s ( a u )
F (u )du

e  as
 0
e  su F (u )du  e  as f ( s ) 11
 Example:
Find , where

Soln: Let , then L ,

(t  1) 2 , t  1
2e s F (t )  
Show L F (t )  3 , where 0 , t  1
s

12
Theorem-5 If L F (t )  f ( s) ,then Lt n F (t )  (1)n f n ( s)

Proof: We have f ( s)   0 e st F (t ) dt
Differentiating w. r. t s, we get

f ( s)   0 te F (t ) dt    0 e  st tF (t )  dt
/   st 

  L tF (t )        (1)

Hence the theorem is proved for n = 1, To prove the

theorem in general , let us use the mathematical
induction. Suppose that the theorem is true for n=k .
Then we have 13
L t F (t )   o e  st t k F (t )  dt  (1) k f k ( s)
k 

Differentiating w. r. t s, we get

  o e  st t k 1 F (t )  dt  (1) k f k 1 ( s )

  o e  st t k 1 F (t )  dt  (1) k 1 f k 1 ( s )
 L t k 1 F (t )  (1) k 1 f k 1 ( s )    (2)

Thus it follows that if the theorem hold for n = k then

it holds for n = k+1 . But in (1) it is proved that the
theorem holds for n = 1. Hence it holds for n=1+1=2
and n=2+1=3 etc. Thus the theorem holds for all
positive integral values of n.
14
Examples:

Find 1. 𝐿 e−t t 2 2. 𝐿 tsint 3. 𝐿 t 2 (e2t − sint)

4. 𝐿 𝑒 −2𝑡 𝑡 2 𝑠𝑖𝑛 𝑡 𝑐𝑜𝑠 2 𝑡 and hence find

∞
0
e−2t t 2 sin 𝑡 cos2 𝑡 𝑑𝑡
Soln: 4

Ist part
2 1
We have , 𝐿 sintcos t = 𝐿 sint(1 + cos2t)
2

1 1 1 1
= 𝐿 sint + 𝐿 2sintcos2t = 𝐿 sint + 𝐿 sin3t − sint
2 4 2 4

1 1 1 1 3
= 𝐿 sint + 𝐿 sin3t = [ + ]
4 4 4 𝑠 2 +1 𝑠 2 +9

2 1
 𝐿 t sin 𝑡 cos 𝑡 = −1
2 2 2 𝑑
𝑑𝑠 2 4
[ 𝑠21+1 + 3
𝑠2 +9
] 15
 1 𝑑 −2𝑠 −6𝑠
=
4 𝑑𝑠
[ 2 + 2 ]
𝑠2 +1 𝑠2 +9
1 1 4𝑠2 3 12𝑠2
= −
2
[ 2 − 3 + 2 − 3 ]
𝑠2 +1 𝑠2 +1 𝑠2 +9 𝑠2 +9

 𝐿 e−2t t 2 sin 𝑡 cos 2 𝑡

1 1 4 s+2 2
= − [ −
2 (s+2)2 +1 2 (s+2)2 +1 3

3 12 s+2 2
+ − ]
(s+22 +9 2 (s+2)2 +9 3

1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+ ]
2 s2 +4s+13 3

16
2nd part

𝐿 e−2t t 2 sin 𝑡 cos 2 𝑡

1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+
2 s2 +4s+13 3

∞ −st −2t 2
 0
e e t sin 𝑡 cos2 𝑡 𝑑𝑡

1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+
2 s2 +4s+13 3

Put s=0, we get

∞ −2t 2 2
 0
e t sin 𝑡 cos 𝑡 𝑑𝑡

1 −3 15 2358
= − [
5 3
+ ]=
2 13 3 274625 17
1. Show that the following:

 
 
2 2
3 2 8 s 2 8 s
2. L t sin t    2  2  2
2 3
4  ( s  1) 3
2 2
( s  1) 3
( s  9) 2
( s  9) 

0 t e 
 48
2 t
3. sin t dt 
3
125
 3s s 
4. Lt sin t cos 2t   2  2 2
 ( s  9) ( s  1) 
2

0  
 1
5. te sin t cos 2t dt 
2t
450

 te 
 4
 2t
6. sin t dt 
0 25
18
Divisible by t
Theorem-6 If L  F (t )  f ( s ) , then L
t 
F (t ) 
  s f (u )du
F (t )
G (t )   F (t )  tG (t )
t
d d
L  F (t )   L G (t )   f ( s )  L G (t )
ds ds

Integrating both sides w. r. t s from s to , we get

 L G (t )
 

s
   s f ( s )ds

L G (t )  lim L G (t )    s f ( s )ds

 lim
s  s s

 lim
s   0

e  st
G (t ) dt  L  
F (t
t

)    s f ( s )ds

 0L
F (t
t  
)   s

f ( s )ds  L  
F (t
t

)   s f (u )du
19
Examples: 1. Find

Soln: Let , then

20
 2. Find and hence evaluate

Soln: Let , then

21
 nd
2 part

Put
.
22
3. Evaluate

23
24
=

Put s = 0

25
  sin 2 t  1  s 2  4   e t sin 2 t
4 Show that L   ln  2  and evaluate  dt
 t  4  s  0 t

1  cos t  1 s  s 2 
5 Show that L
 t 
  cot s  ln  2 
2  s 1 
1  et   s 1 
6 Show that L   ln 



 t  s
 e4t sin 3t  1  3 
7 Show that L   tan  2
 


 t  s 4
 e t  e3t
8 Show that  0 t
dt  lon3

 e bt  eat 
9 Show that L  
  t 3
26
Show that the following:
 e t sin t   sin 2 t  1 s 2  4  e t sin 2 t

1
L   cot ( s  1) , L   ln 2 and hence find dt
 t   t  4 s 0 t

  e 2t sin 2 t  1 1  et  s 1
0  t
dt  ln 2 ,
 4
L
 t 
  ln
s

  e 2t (1  et )   e at  e bt  sb

0  t
dt   ln 2 ,

L
 t


 ln
sa

  e t  e  2t )   ebt  eat 
0  t
dt  ln 2 ,

L
  t 3
  s a  s b

27
Theorem-7 If L F (t )  f ( s) , then
 
L  0 F (u )du 
t f ( s)
s
Proof:
Let G (t )   0 F (u )du
t

d t
 G (t )   0 F (u )du  F (t )
/

dt
 L G / (t )   F (t )  f ( s )
 sg ( s )  G (0)  f ( s )
f (s) f (s)
 g (s)   L G (t ) 
s s


 L  0 F (u )du 
t

f (s)
s
28
Example:
Find and hence evaluate

We know that

Ans

29
2nd part

Putting s = 1

 t 1  e u  1  s  1
Show that L  du   ln  .
0 u  s  s  30
Show that the following:

 t sin u  1 1
1. L

0 u
du  cot (s)
 s
 t sin u 
0 0
t
2. e dudt 
u 4
 t 1  e u  1  s  1 
3. L


0 u
du  ln 
 s  s 


 t 1  e u
4.
0 0
e t
u
dudt  ln 2

31
Theorem-7 If L  F (t )  f ( s ) , then L F / (t )  sf  s   F (0)
Proof: We have

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

 
 e F (t )  0  s  0 e F (t ) dt
 st  st

 0  F (0)  sf ( s)  sf ( s)  F (0)

32
Theorem-8 IfL F (t )  f ( s) , then
LF (t )  s f  s   sF (0)  F (0)
// 2 /

Theorem-9 IfL F (t )  f ( s) , then

LF (t )  s f  s   s F (0)  s F (0)    F (0)
n n n 1 n2 / n 1

33