Laplace Transform

Lecturer: Sunanda Saha

Aug 29, 2020

1 Introduction
Laplace transform has an important application in the study of mechanical vibration
and in the analysis of electric circuits.
A vibrating spring-mass system has the equation of motion

d2 u du
m + ν + ku = F (t) (1)
dt2 dt
where m is the mass, ν the damping coefficient, k the spring constant, and F (t) the
applied external force which may be discontinuous and impulsive.
The equation that describes an electric circuit containing an inductance L, a resistance
R, and a capacitance C is

d2 I dI
L 2
+ R + I/C = E(t), (2)
dt dt
where I(t) is the current and E(t) is the applied voltage.

As a prerequisite of this the knowledge of piecewise continuous function and improper

integrals is necessary.

QUESTION: 1.1. Sketch the graph of the given function


t

 0≤t≤1
f (t) = 3 − t 1 < t ≤ 2



1 2<t≤3

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2 Laplace Transforms: Basic concepts

Definition 1. If f (t) is a function defined for all t ≥ 0, its Laplace transform is

defined by the equation
Z ∞
L {f (t)} = F (s) = e−st f (t)dt, (3)
0

whenever this improper integral converges.

In general, the parameter s may be complex, and the full power of the Laplace transform
becomes available only when we regard F (s) as a function of a complex variable. However,
for the problems discussed here, it is sufficient to consider only real value of s.
Note that the Laplace transform is called an integral transform because it transforms (changes)
a function in one space to a function in another space by a process of integration that in-
volves a kernel. The kernel or kernel function is a function of the variables in the two spaces
and defines the integral transform.

EXAMPLE: 2.1. Let’s find the Laplace transform of some simple functions.

1. f (t) = 1 when t ≥ 1,

2. f (t) = eat when t ≥ 0, where a is a constant

Remark 1. Must we go on in this fashion and obtain the transform of one func-
tion after another directly from the definition? No! We can obtain new transforms
from known ones by the use of the many general properties of the Laplace transform.
Above all, the Laplace transform is a linear operation, just as differentiation and
integration. By this we mean the following:

Theorem 1. Linearity of the Laplace Transform: The Laplace transform is a

linear operation; that is, for any functions f (t) and g(t) whose transforms exist and
any constants a and b the transform of af (t) + bg(t) exists, and

L {af (t) + bg(t)} = aL {f (t)} + bL {g(t)} . (4)

EXAMPLE: 2.2. Application of Theorem 1: Find the transform of cos at, sin at,
cosh at, sinh at.

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QUESTION: 2.1. Does Laplace transform of et , (cos at)/t exist?

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 Definition 2. 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 , (5)

this growth restriction is sometimes called exponential order.

If f (t) is of exponential order then e−kt |f (t)| is bounded for all sufficient large values of t.
Every bounded function is of exponential order.
2
Let f (t) = et . It is NOT of exponential order, since
2 2 −at
e−kt |f (t)| = e−kt et = et → ∞ when t → ∞ (6)

no matter what is the value of k.

Theorem 2. Existence Theorem for Laplace Transforms: If f (t) is defined
and piecewise continuous on every finite interval on the semi-axis t ≥ 0 and satisfies
(5) for all t ≥ 0 and some constants M and k, then the Laplace transform L {f (t)}
exists for s > k.

f (t) = L {F (s)} F (s) = L {f (t)}

1
1 , s>0
s
1
eat , s>a
s−a
Γ(p + 1)
tp , p > −1 , s>0
sp+1
a
sin at , s>0
s2 + a2
s
cos at , s>0
s2 + a2
a
sinh at , s > |a|
s2 − a2
s
cosh at , s > |a|
s2 − a2
Table 1: Elementary Laplace Transforms

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 QUESTION: 2.2. What is the Laplace transform of eat cos bt?

Theorem 3. First Shifting Theorem, s-Shifting : If f (t) has the transform F (s)
(where s > k for some k), then eat f (t) has the transform F (s − a) (where s − a > k).
In formulas, n o
L eat f (t) = F (s − a)

Theorem 4. Change of scale property : If f (t) has the transform F (s). Then
L {f (at)} = a1 F (s/a)

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QUESTION: 2.3. If L {f (t)} = , find L {e−t f (2t)}.
s(s2 + 1)

2.1 Laplace transform of the form tf (t) and f (t)/t

d
Theorem 5. If L {f (t)} = F (s), then L {tf (t)} = − F (s)
ds

Proof: We know, Z ∞
F (s) = L {f (t)} = e−st f (t)dt
0
Differentiating with respect to s we get,
d d Z ∞ −st
F (s) = e f (t)dt
ds ds 0
Using Leibnitz rule of differentiation under integral sign we get,
Z ∞ Z ∞
d d −st
F (s) = (e )f (t)dt = − e−st tf (t)dt = −L {tf (t)}
ds 0 ds 0

d
Therefore, L {tf (t)} = − F (s)
ds
( )
f (t) f (t)
Theorem 6. If L {f (t)} = F (s) and if limt→0 exists, then L =
Z ∞
t t
F (s)ds.
s

Proof: Z ∞ Z ∞ Z ∞ ! Z ∞ Z ∞
−st
F (s)ds = e f (t)dt ds = e−st f (t)dt ds
s s 0 s=s t=0

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By changing the order of integration, we get
∞
Z ∞ Z ∞Z ∞ Z ∞
e−st 
F (s)ds = e−st f (t)ds dt = f (t)  dt
s t=0 s=s t=0 −t s
Z ∞ ( )
−st f (t) f (t)
= e dt = L
t=0 t t

1. Find the Laplace transform of the following : (i) sin t sin 2t sin 3t ; (ii) e−t cos2 4t;
1 − cos at 1 − et
(iii) ; (iv) ;
t t
√ eat − e−at √
(v) t 1 + sin t; (vi) te−4t sin 3t; (vii) ; (viii) t 1 + cos t;
t

QUESTION: 2.4. What can we say about the Laplace transform of f 0 (t) or f ”(t)?

2.2 Laplace Transform of Derivatives and Integrals

The Laplace transform is a method of solving ODEs and initial value problems. The cru-
cial idea is that operations of calculus on functions are replaced by operations of
algebra on transforms. Roughly, differentiation of f (t) will correspond to multiplication
of L(f ) by s and integration of f (t) to division of L(f ) by s. To solve ODEs, we must first
consider the Laplace transform of derivatives. You have encountered such an idea in your
study of logarithms. Under the application of the natural logarithm, a product of numbers
becomes a sum of their logarithms, a division of numbers becomes their difference of loga-
rithms. To simplify calculations was one of the main reasons that logarithms were invented
in pre-computer times.

Theorem 7. Laplace Transform of Derivatives Suppose that f (t) is continuous

and f 0 (t) is piecewise continuous on any interval 0 ≤ t ≤ A and satisfies the growth
restriction (5). Then L {f (t)} exists for s > a, and moreover

L {f 0 (t)} = sL {f (t)} − f (0). (7)

Proof: As f 0 is piecewise continuous , so the interval of integration of f 0 must be broken up

into parts such that f 0 is continuous in each such part.
Hence consider the partition as 0 < t1 < t2 < ... < tn < ∞.
Z ∞
Now, consider the integral e−st f 0 (t)dt, which can be expressed as:
0
Z ∞ Z t1 Z t2 Z ∞
−st 0 −st 0 −st 0
e f (t)dt = e f (t)dt + e f (t)dt + ... + e−st f 0 (t)dt,
0 0 t1 tn

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integrating each term on the right by parts gives
Z ∞ " t1 Z t1 # " t2 Z t2 #
 
−st 0 −st −st −st −st
e f (t)dt = e f (t) + s e f (t)dt + e f (t) +s e f (t)dt + ...
 
0 0 0 0 t1
" ∞ Z ∞ #

+ e−st f (t) + s e−st f (t)dt

tntn
−st1
=e f (t1 ) − f (0) + e−st2 f (t2 ) − e−st1 f (t1 ) + ... + lim e−sA f (A) − e−stn f (tn )
A→∞
"Z Z ∞ #
t1 Z t2
−st −st −st
+s e f (t)dt + e f (t)dt + ... + e f (t)dt
0 t1 tn
Z ∞
−sA
= lim e f (A) − f (0) + s e−st f (t)dt.
A→∞ 0

Since f (t) is of exponential order, there exist constants k, M and T such that |f (t)| ≤ M ekt
for t ≥ T . Hence, for A > T we have |f (A)| < M ekA , consequently, |e−sA f (A)| ≤ M e−(s−k)A .
As, M e−(s−k)A → 0 for A → ∞ if s > k, hence limA→∞ e−sA f (A) = 0 for s > k.
Therefore, for s > a,
L {f 0 (t)} = sL {f (t)} − f (0), (8)
which establishes the theorem.

Theorem 8. Laplace Transform of the Derivative f (n) of Any Order : Let

f, f 0 , ..., f (n−1) be continuous for all t ≥ 0 and satisfy the growth restriction (5). Fur-
thermore, let f (n) be piecewise continuous on every finite interval on the semi-axis
t ≥ 0. Then the transform of f (n) satisfies
n o
L f (n) = sn L {f (t)} − sn−1 f (0) − sn−2 f 0 (0) − ... − f (n−1) (0). (9)

EXAMPLE: 2.3. Let’s solve the following differential equation:

y 00 − y = t, y(0) = y 0 (0) = 1.

Remark 2. Advantages of the Laplace Method

1. Solving a nonhomogeneous ODE does not require first solving the homogeneous
ODE.

2. Initial values are automatically taken care of.

3. Complicated inputs (right sides of linear ODEs) can be handled very efficiently,
as we will see afterwards.

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 Figure 1: Application of Laplace transform in solving differential equation

Remark 3. The Laplace transform is not often useful in solving differential equations
with variable coefficients, unless all the coefficients are at most linear functions of the
independent variable.