Review of Laplace Transform

ChE171 Module 2
Contents
 Definition of the Laplace Transform

 Properties of Laplace Transforms

 Transforms of Derivatives

 Derivatives of Transforms

 Inverse Laplace Transforms

 Solution to LCCDEs using Laplace Transforms

Learning Outcomes
At the end of this module you should be able to:
 Recall concepts on Laplace transforms and inverse
Laplace transforms
 Solve ordinary differential equations using Laplace
Transforms and Inverse Laplace Transforms
Laplace Transforms & LCCDEs
 Definition of the Laplace Transform

 Properties of Laplace Transforms

 Transforms of Derivatives

 Derivatives of Transforms

 Inverse Laplace Transforms

 Solution to LCCDEs using Laplace Transforms

The Laplace Transform

Let f  t  be defined for 0  t   and let s denote an arbitrary real

variable.

The Laplace Transform of a function f  t  denoted by L  f  t  or F  s 

is defined as

L  f  t   F  s    e st f  t  dt


for all values of s for which the integral converges.

Note: Convergence occurs when the limit lim  e st f  t  dt exists.

R

R  0

If limit does not exist, integral diverges and f  t  has no Laplace transform.
The Laplace Transform
Example 1.  
Find L ekt .

Ans.

 
   s k t
 
L e kt
e  st
 e dt   e
kt
dt
0 0

For s  k , the exponent on e is  0  the integral diverges.

For s  k , the integral converges. Thus,

 

L e kt
  e  s  k t dt
0

  s  k t
 e  1
   0 
 s  k 0 sk

 
L ekt 
1
sk
, sk
1
Note : For k  0  L 1  , s  0.
s
The Laplace Transform
Example 2. Find Lsin kt.

Ans. eax  a sin mx  m cos mx 

Recall from calculus,  e sin mxdx 
ax
c
a m
2 2


L sin kt   e  st  sin ktdt
0

e

 st
  s sin kt  k cos kt  

 s2  k 2 0
For s  0, e  st  0 as t  . Also, sin kt and cos kt are bounded as t  .
Thus,
1 0  k 
L sin kt  0  2 , s0
s k 2

k
L sin kt  2 , s0
s k 2
The Laplace Transform
Example 3.  
Find L t n for n  0.

 

Ans.
L t n
  e st t n dt
0
e st dt
tn
Using integration by parts with 1
nt n 1dt  e st
s

  t e n  st
 n   st n 1
   0 e t dt
 st n
e t dt  
0
 s 0 s
For s  0 and n  0, the 1st term on the right is zero. Thus,
 n   st n 1
 e t dt   e t dt ,
 st n
s0
0 s 0

 n
L t  L t n 1 ,
n

s
  s  0.
The Laplace Transform
Example 3.  
Find L t n for n  0.

Ans. From  n n
L t  L t n 1 ,
s
  s  0.

n 1
 
For n  1, L t n 1 
s
 
L t n2

n  n  1
 
L t  n

s2
L t  
n2

n  n  1 n  2  ...2 1
 
L t n

s n  
L t0

  1
From example 1, L t 0  L 1  .
s
n
 
s
n!
Hence for n  0, L t  n 1 , s  0.
Table of Laplace Transforms of Common Functions

 
L e kt 
1
sk
,s  k L k  
k
s
, s  0, k is a constant

 
L tn 
s
n!
n 1
, s  0, n  I

k s
L  sin kt   2 ,s  0 L  cos kt   2 ,s  0
s k 2
s k 2

s
L  sinh kt   2
k
, s 2
 k 2 L  cosh kt   , s 2
 k 2

s  k2 s2  k 2
The Laplace Transform
t, 0  t  4
Example 4. Find the Laplace transform of H  t  where H  t  
5 t4
Ans.
L  H  t    e  st H  t  dt


0
4 
  e tdt   e  st  5dt
 st
0 4
4 
 t 1   5 
   e  st  2 e  st     e  st 
 s s 0  s 4
4e 4 s e 4 s 1 5e 4 s
  2 0 2 0
s s s s
1 e 4 s e 4 s
H s  2   2 .
s s s
Laplace Transforms & LCCDEs
 Definition of the Laplace Transform

 Properties of Laplace Transforms

 Transforms of Derivatives

 Derivatives of Transforms

 Inverse Laplace Transforms

 Solution to LCCDEs using Laplace Transforms

Properties of Laplace Transforms
Linearity
1 L cf  t   cL  f t  ; c is any constant.
 2  L  f  t   g  t   L  f t   L g t 

If L  f  t   F  s  and L g t   G  s  , then for any two constants c1 and c2

L c1 f  t   c2 g  t   c1L  f  t   c2 L  g  t 
 c1 F  s   c2G  s 
Properties of Laplace Transforms
Example 5. Find the Laplace transform of f  x   5sin3x 17e2 x .

Ans.

L  f  x   L 5sin 3x  L 17e 2 x 
3 3
From the table, L sin 3x  
s 2  32 s 2  9

 
L e 2 x 
1

1
s   2  s  2


L  f  x   L 5sin 3x  L 17e 2 x 
 3   1 
 5 2  17
 s  9   s  2 
15 17
H s  2 
s 9 s2
Properties of Laplace Transforms
First Shifting Theorem

 
If L  f  t   F  s  then L ekt f t   F  s  k .

Example 6. 
Find L e7t cos 2t .
Ans.
Let f  t   cos 2t.

From table, L  f  t   F  s  
s
s2  4
 
Using the First Shifting Theorem, L e7t f  t   F  s  7 


 s  7
 s  7  4
2
Laplace Transforms & LCCDEs
 Definition of the Laplace Transform

 Properties of Laplace Transforms

 Derivatives of Transforms

 Transforms of Derivatives

 Inverse Laplace Transforms

 Solution to LCCDEs using Laplace Transforms

Derivatives of Laplace Transforms
Theorem If L  f  t   F  s  then F '  s   L tf  t .

Proof. From definition,

F  s   L  f  t    e  st f  t  dt


0

F '  s    te  st f  t  dt
0

 t  e  st f  t  dt
0

 tL  f  t 

d nF s
Theorem For any positive integer n, F  n   s  
ds n  
 L  t  f  t  .
n
 Derivatives of Laplace Transforms
 t 
Example 7. Determine the Laplace Transform of  sin kt  where k is a constant.
 2k 

 L  f  t   F  s   2
k
Ans. For f  t   sin kt
s  k2
k  2s 
F ' s 
 
2
s k
2 2

From theorem, F '  s   L tf  t 

F '  s   L t sin kt
k  2s 
 L t sin kt
s 
2
2
k 2

s  t   t  s
 L sin kt   L  sin kt  
s   2k   2k  s2  k 2 
2 2
2
k 2
 Derivatives of Laplace Transforms
Example 8. Determine the Laplace Transform of xe4 x .  
d nF s
Ans. 
From theorem, for any positive integer n, L  t  f  t  
n
 ds n
.

Let f  x   e 4 x with n  1.

F s 
1
 F ' s  
 s  4  0   11

1
s4    
2

2
s 4 s 4
d nF s

L  t  f  t  
n
 ds n
1
L  xf  x  
 s  4
2


L xe 4x
 1
 s  4
2
 Derivatives of Laplace Transforms
Example 8. Determine the Laplace Transform of xe4 x .  

Ans. Alternatively,
Let f  x   x
1! 1
From the table, F s  
s11 s 2
Using the first shifting theorem:
 
L e4 x f  x   F  s  4 

L e x 
4x 1
 s  4
2


L xe 4 x   1
 s  4
2
Laplace Transforms & LCCDEs
 Definition of the Laplace Transform

 Properties of Laplace Transforms

 Derivatives of Transforms

 Transforms of Derivatives

 Inverse Laplace Transforms

 Solution to LCCDEs using Laplace Transforms

Laplace Transforms of Derivatives
If L  f  t   F  s  then

L  f '  t   sF  s   f  0 
L  f ''  t   s 2 F  s   sf  0   f '  0 
L  f '''  t   s 3 F  s   s 2 f  0   sf '  0   f ''  0 

 
L f  4  t   s 4 F  s   s 3 f  0   s 2 f '  0   sf ''  0   f '''  0 

  t   s F  s    s n1k f  k   0 
n 1
 n n
L f
k 0

where f  0 , f '  0 ,..., f  n  0 are given values i.e. initial conditions.

Laplace Transforms of Derivatives
Example 9. Determine the Laplace Transform of the DE y '' 9 y  40e x given that
y  0   5, y '  0   2.
Ans.
L  y ''  s 2 F  s   sy  0   y '  0 
 s 2 F  s   5s  2
L9 y  9F  s 

 
L 40e x  40 L e x  
 1 
 40  
 s 1 
 1 
 
L y '' 9 y  40e x  s 2 F  s   5s  2  9 F  s   40  
 s 1 
 1 
 s 2 F  s   9 F  s   40    5s  2
 s 1 
Laplace Transforms of Derivatives
Example 10.  
Find the Laplace Transform of the DE D 2  D y  2et  2t  2
given y  0   y '  0   0.
Ans.
 2
y 2
  d
L D y  L  2   s F  s   sy  0   y '  0   s 2 F  s 
2

 dt 
 dy 
L Dy  L    sF  s   y  0   sF  s   0  sF  s 
 dt 
   
L 2et  2t  2  L 2et  L 2t  L 2
 1   1  1
 2   2 2   2 
 s 1   s  s

 2
 t

L D  D y  2e  2t  2  s F  s   sF  s  
2 2 2 2
 2
s 1 s s


 s2  s F  s   
2
s 1 s
2 2
 2
s
Laplace Transforms & LCCDEs
 Definition of the Laplace Transform

 Properties of Laplace Transforms

 Transforms of Derivatives

 Derivatives of Transforms

 Inverse Laplace Transforms

 Solution to LCCDEs using Laplace Transforms

Inverse Laplace Transforms

 
Definition. If L f  t   F  s  then f  t  is an inverse Laplace transform or an

inverse transform of F  s  , i.e. f  t   L1  F  s  .

Theorem. If c1 and c2 are constants, then

L1 c1F1  s   c2 F2  s   L1 c1F1  s   L1 c2 F2  s 

 c1 L1 F1  s   c2 L1 F2  s 

  
Theorem. L1 F  s   e at L1 F  s  a  
Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:

 a  using completing the square and the Laplace transform tables

1
Example 11 F s  4
; find f  t  .
s

1 1  3! 
Ans   31 
s 4
3!  s 
1 1  3! 
L1  4   L1  31 
 s  3!  s 
n!
From the transform table, n 1
 t n
.
s
1 1 1
L1  4   f  t   t 3  t 3
s  3! 6
Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:

 a  using completing the square and the Laplace transform tables

15
Example 12 F s  2 ; find f  t  .
s  4 s  13

1 15  1  15  1  15 

Ans L  2   L  2   L  
 s  4s  13   s  4s  4  13  4    s  2  9 
2
 
k
From the transform table, 2  sin kt and using the first shifting theorem,
s k 2

1  15  
1  3 
L  2   5L  
      s  2   3 
2 2
s 4 s 13

 3 
 5e2t L1  2 2 
s 3 
f  t   5e 2t sin 3t.
Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:

b using partial fraction expansion

s2
Example 13 F s  ; find f  t  .
s  6s  8
2


1 s  2  1  s2  1  3 2 
Ans L  L  L   
         
       

2
s 6 s 8 s 4 s 2 s 4 s 2
 3  1  2 
f t   L 1
 L  
  s  4     s  2  
1 
 1  1 
 1 
 3L    2L  
  s  4     s  2  
 3e4t  2e2t
 Inverse Laplace Transforms
Methods for Determining Inverse Laplace Transforms:

 c  using theorems
 3s  1 
Example 14 Determine L1  2 
 s  2 s  5 

3s  1 3s  1 3  s  1  4 3  s  1 4
Ans    
s 2  2s  5  s  12  4  s  12  4  s  12  4  s  12  4
  s  1  
1 

L F  s   3L 
1 1 1
  4L  
   
2 2
 s  1  4   s  1  4 

 
Using the First Shifting Theorem, L ekt f  t   F  s  k 

  s  1 
  
1 


L F  s   3L 
1 1 2
  2 L  
  s  1  4    s  1  4 
2 2
   
 3et cos 2t  2et sin 2t
Laplace Transforms & LCCDEs
 Definition of the Laplace Transform

 Properties of Laplace Transforms

 Transforms of Derivatives

 Derivatives of Transforms

 Inverse Laplace Transforms

 Solution to LCCDEs using Laplace Transforms

Solution to LCCDEs using Laplace Transforms

(1) Evaluate the Laplace transform of both sides of the differential equation,
substituting initial conditions if given; otherwise, assume a constant to be
evaluated later at that condition. Note that in the Laplace transforms of
derivatives, the conditions f  0  , f '  0  , f ''  0  ,... are required.

(2) Reduce the transformed equation which is a known function of s in standard

form wherein F ( s) is on one side.

(3) Evaluate the inverse transform knowing the F  s  of the function, i.e.

f  t   L1  F  s  .

(4) Evaluate the unknown constants if necessary. This step is required if the
initial conditions are not given.
Solution to LCCDEs using Laplace Transforms
Example 11.  
Solve the DE D 2  D y  2et  2t  2 using Laplace transforms
given y  0   y '  0   0.
Ans.
 2
y 2
  d
L D y  L  2   s F  s   sy  0   y '  0   s 2 F  s 
2

 dt 
 dy 
L Dy  L    sF  s   y  0   sF  s   0  sF  s 
 dt 
   
L 2et  2t  2  L 2et  L 2t  L 2
 1   1  1
 2   2 2   2 
 s 1   s  s

 2
 t

L D  D y  2e  2t  2  s F  s   sF  s  
2 2 2 2
 2
s 1 s s


 s2  s F  s   
2
s 1 s
2 2
 2
s
Solution to LCCDEs using Laplace Transforms
Example 11.  
Solve the DE D 2  D y  2et  2t  2 using Laplace transforms
given y  0   y '  0   0.
Ans.
 
s  s F s 
2 2
s 1 s
2 2
 2
s
 2 2 2  1 
F s    2   2 
 s  1 s s  s  s 
 2s 2  2  s  1  2  s  1 s   1 
   2 
  s  1 s 2
 s  s 
 
 2s 2  2s  2  2s 2  2s   1 
   2 
  s  1 s 2
 s  s 
 
 4s 2  2   1  4s 2  2
 
  s  1 s 2   s 2  s  s 3  s  1 s  1
 
Solution to LCCDEs using Laplace Transforms
Example 11.  
Solve the DE D 2  D y  2et  2t  2 using Laplace transforms
given y  0   y '  0   0.
Ans.
4s 2  2
F s  3
s  s  1 s  1

By partial fraction expansion,

4s 2  2 A B C D E
F s  3  3 2  
s  s  1 s  1 s s s s  1 s 1

 A  2, B  0, C  2, D  1, E  1

2 2 1 1
F s    
s3 s s  1 s  1
f  t   t 2  2  e  t  et .
References
 Chapter 2-3, LeBlanc S. E., Coughanowr, D.R. Process
Systems Analysis and Control, 3rd Edition. McGraw-
Hill. New York. 2009.
 Chapter 6, Kreyszig, E. Advanced Engineering
Mathematics, 9th Edition. John Wiley & Sons, Inc.
United States. 2006.