EEM3213
Topic 5: Laplace Transforms
Learning Outcome
At the end of the chapter, students are able to solve initial value problem using Laplace
and Inverse Laplace.
5.1 Definition and Basic Properties
The Laplace transform method is a powerful method for solving linear ODEs and
corresponding initial value problems, as well as systems of ODEs arising in engineering.
The process of solution consist of 3 steps:
initial value problem
algebra problem
Solution of the algebra problem
Solution of the initial value problem
Definition 1: Laplace Transform
Let f (t ) be a function defined for all t 0 . Then the Laplace transform of f (t ) is
defined by
F ( s ) = L( f ) = e − st f (t )dt
0
where s is a complex variable and e − st is called the kernel of the transformation.
Example 1
1. Let f (t ) = 1 when t 0 . Find F (s ) .
2. Let f (t ) = e at when t 0 , where a is a constant. Find L( f ) .
1
5.2 Theorems
5.2.1 Theorem 1: Linearity of the Laplace Transform
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 )}
Example 2
Use the table of Laplace transforms to find the Laplace Transform of the functions.
1. f (t ) = 5 − 3t + 3 cos 4t − sin 5t (
2. f (t ) = t 2 − e −3t )
2
4t 3 + t cos 2t − t 2 e 4t
3. f (t ) =
t
2
5.2.2 Definition 2: Inverse Laplace Transform
Given a function G, a function g such that L{g} = G is called an inverse Laplace
transform of G.
In this event, we write g = L−1{G} .
Note: Use the table to invert Laplace Transforms.
Example:
1 1
1. L{e at ) = L−1 =e
at
s−a s−a
1 1
2. L{sin t ) = L−1 2
= sin t .
1+ s 2
1+ s
Example 3
Find the inverse Laplace transform of the functions:
−2 4s 2s − 5 3s + 17
1. 2. 2 3. 2 4.
s + 16 s − 14 s + 16 s2 − 7
3
5.2.3 Theorem 2: First Shifting or S-Shifting
If f (t ) has the transform F (s ) where s k for some k, then e at f (t ) has the transform
F ( s − a) , where s − a k .
In formulas, L{e at f (t )} = F ( s − a )
Or if we take the inverse on both sides,
e at f (t ) = L−1{F ( s − a )}
Notes:
We may solve the inverse Laplace transforms of rational functions by
1. completing the squares
2. partial fractions
Proof:
Replace s with (s − a ) in the integral.
F ( s − a ) = e −( s − a ) f (t )dt
0
= e − st e at f (t ) dt
0
= L{e at f (t )}
Example 4
1. Determine the inverse Laplace transform the following functions by completing the
squares.
4 3s − 1 3s − 137
a) L−1 2 b) L−1 c) L−1 2
s + 4 s + 20 − 2s − 6s + 2 s + 2 s + 401
2
2. Determine the inverse Laplace transform the following functions by partial fractions
1 9s − 8
a) L−1
2
b) * L−1 2
(s + 2 )(s − 3) s − 2s
4
5.2.4 Theorem 3: Derivative of transform
d n F (s)
If L{ f (t )} = F ( s) , then L{t n f (t )} = (− 1)
n
ds n
Example 5
Determine the Laplace transform of the following functions.
1. L{t sin 3t} 2. L{t 2 e t } 3. L{t 2 cosh 3t}
5
5.2.5 Theorem 4: Laplace Transform of Integral
t 1 t
1
L f ( )d = F ( s) thus f ( )d = L
−1
F ( s)
0 s 0 s
Example 6
1
= 2 (1 − cos wt ) .
1
Prove that L−1 2 2
s(s + w ) w
6
5.3 Solving Ordinary Differential Equations (ODE) or Initial Value Problems(IVP)
Transform of Derivatives and Integrals ODEs
The Laplace transform is a method of solving ODEs and initial value problems. To solve
ODEs, we must first consider the Laplace transform of derivatives.
5.3.1 Theorem 5: Laplace Transform of Derivatives
The transform of the first and second derivatives of f (t ) satisfy
1. L( f ' ) = sL( f ) − f (0)
2. L( f " ) = s 2 L( f ) − sf (0) − f ' (0)
if f and f ' are continuous for all t 0
5.3.2 Ordinary Differential Equations or Initial Value Problems
Let the Initial Value Problem be
y"+ ay '+by = r (t ) , y (0) = K 0 , y ' (0) = K 1
where a and b are constants, r (t ) is the given input (driving force ) applied to the mechanical
or electrical system and y (t ) is the output (response to input) to be obtained.
In Laplace method, we do 3 steps:
1. setting up the subsidiary equation
L( y"+ ay '+by ) = Lr (t )
L( y" ) + aL( y' ) + bL ( y) = R( s) , R( s) = L(r )
s 2Y − sy (0) − y ' (0) + asY − y (0) + bY = R ( s ) , Y = L( y )
Y ( s 2 + as + b) = (s + a ) y (0) + y ' (0) + R( s ) ----------(i)
2. Solution of the subsidiary equation by algebra
Solve (i) by partial fractions or completing the square method, get the solution of Y.
3. Inversion of Y to obtain y = L−1 (Y ) .
Example 7
Solve y"− y = t , y (0) = 1, y ' (0) = 1 .