Laplace Transforms

Laplace Transform.
Inverse Laplace transform.
Dirac delta and unit step function.
Solution of initial value problems.

 Laplace Transform is a powerful method for solving

linear ODEs and corresponding initial value problems,
as well as systems of ODEs arising in engineering.
IVP

Algebraic
Problem

Solving
AP

Solution
Of
IVP

Advantages: Problems are solved more directly.

IVPs without first determining a general solution.
Nonhomogenous ODEs w/o first solving the corresponding
homogenous ODE.

Definition
The Laplace Transform of a function f t defined on

0 t is denoted by F s and is given by

F s

f t e st dt L f t

where s > 0.

Example: Find the Laplace transform F(s) of f(t) = A t.

Solution:

The Laplace transform F(s) of f(t) is given by

F s L f t
F s

Integrating by parts

f t e st dt

Ate st dt A te st dt
0

st
Ae
F s A t e
1 e dt A 0 0 A e st dt
s
s s
s 0 0 s
0
0

st

st

Ae
s s

st

A
s2
4

Example: Find the Laplace transform F(s) of f(t) = eat.

Solution:

The Laplace transform F(s) of f(t) is given by

F s L f t

f t e st dt

F s eat e st dt e( s a )t dt
0
( s a )t s

( s a )

s 0

0
1

( s a ) ( s a )
1
F ( s) L eat
sa

(Only if s > a)

 Gamma function (n) is defined by

(n) x n 1e x dx, n 0
0

(1) e x dx 1
0

(n 1) n(n)

(n 1) x e dx e x
0

n x

n
0

n x n 1e x dx
0

(n 1) n(n 1)(n 2).....3.2.1(1) n!

6

Example: Find the Laplace transform F(s) of f(t) = tn.

Solution:

The Laplace transform F(s) of f(t) is given by

F s L f t

f t e st dt

F s t n e st dt

Put st = x then s dt = dx

x
x dx
F s e
s
s

0
F s

n 1
s

n 1

f (t ) t

x n
e
x dx

s n 1 0

1/ 2

F s

1/ 2
s1/ 2

s
7

Example: Find the Laplace transform F(s) of f (t ) cosh at

Solution: We have

eat e at
f (t ) cosh at
2
1 at
at
L{ f (t )} L (e e )
2

1
( L{eat } L{e at })
2

1 1
1
(

)
2 sa sa
s
1 s a s a

2
s2 a2
s2 a2
8

f (t )
1
t
t

at

teat
n at

t e

Laplace Transforms Table

F s L f t
f (t )
F s L f t
1
aT
e
e a (t T )
Re(a) Re( s )
s
s a
1

s2
n!

sin at

s n 1
1
sa
1

s a

cos at
sinh at
2

n!

s a n 1

cosh at

a
s2 a2
s
s2 a2
a
s2 a2
s
s2 a2
9

Properties of Laplace Transforms

I. Linearity Property:
If a and b are constants and f(t), g(t) are two functions having
Laplace Transforms F(s), G(s) respectively, then
L{a f(t) b g(t)} = a L{f(t)} bL{g(t)}=a F(s) b G(s)
By definition, we have

L{a f (t ) b g (t )} [a f (t ) b g (t )]e st dt
0

a f (t )e st dt b g (t )e st dt
aL{ f (t )} bL{g (t )}
aF ( s ) bG ( s)
10

Example: Find the Laplace transform F(s) of f (t ) sin 2t cos t

Solution: Applying the identity
2 sin A cos B sin( A B) sin( A B)

we obtain
1
(sin 3t sin t )
2
1
F ( s ) L{sin 2t cos t} ( L{sin 3t} L{sin t})
2
1
3
1

2
2 s 9 s 2 1

f (t ) sin 2t cos t

1 3( s 2 1) s 2 9

2
2

2 ( s 9)( s 1)

2s 2 6
( s 2 9)( s 2 1)

11

II. First Shifting Property:

If L{f(t)} = F(s), then L{eatf(t)} = F(s-a), a < s if real.
By definition, we have

L{eat f (t )} e at f (t )e st dt

f (t )e( s a )t dt F ( s a )

III.Change of scale Property:

If L{f(t)} = F(s), then L{ f (at )} a1 F as

By definition, we have
L{ f (at )}

f (at )e st dt

Put at = u then a dt = du

L{ f (at )}

su
du
a
f (u )e

1

a

su
f (u )e a du

1
F
a

12

Find the L[e-atcos(bt)]

In this case, f(t) = cos(bt) so,

F ( s)

s
2

s b

and F ( s a )

L[e

at

(s a)
( s a )2 b 2

(s a )
cos(bt )]
2
2
(s a ) (b )
13

Laplace Transform of Derivatives

If L f t F ( s ) and f (t ) is continuous, show that

dt

L d f t sF s f (0)

2
d2
L 2 f t s F s sf 0 f 0
dt

Proof:

L d f t e st d f t dt e st f t
dt
dt
0

se st f t dt
0

0 f 0 sL f t sL f t f (0)
14

2
d d

d
L 2 f t L
f (t )

dt

dt dt

sL
f (t ) f (0)
dt

s sL f (t ) f (0) f (0)
s L f (t ) sf (0) f (0)
2

For nth derivative LT we have

L

dn
dt n

f t

s L f (t ) s
n

s F (s) s

n 1

n 1

( n 1)
n2
f (0) s
f (0) ....... f
(0)

( n 1)
n2
f (0) s
f (0) ....... f
(0)

15

Example: Find the Laplace transform F(s) of f (t ) cos 2 t

Solution:
First Approach: From definition

F (s)

f (t )e st dt

2
st
cos

t
e
dt

1 1
s

1 cos 2t st

e dt
s

2
2
2
2
s 4

0
Second Approach: Using known results
We shall solve it by two ways.
(a)

F ( s ) L{ f (t )} L{cos 2 t}
s

1
1 1
L (1 cos 2t )
s
2
2
2
2
s 4

16

(b)

f (t ) cos 2 t

f (0) 1

f (t ) 2 cos t sin t sin 2t

We have

L{ f (t )} sL{ f (t )} f (0)
L{ sin 2t} sL{ f (t )} 1

2
2

s 4

sL{ f (t )} 1

sL{ f (t )} 1

2
s 2 4 2

L{cos 2 t}

s 2 4 2 2 2
s 2 4 2

s 2 2 2

s s 2 4 2

s 2 2 2
s 2 4 2

17

Example: Find the Laplace transform F(s) of f (t ) t sin at

Solution:
f (t ) t sin at

f (0) 0

f (t ) sin at at cos at

f (0) 0

f (t ) 2a cos at a 2t sin at 2a cos at a 2 f (t )

L f (t ) L 2a cos at a 2 f (t )

L f (t ) 2aL cos at a 2 L f (t )
s L f (t ) sf (0) f (0) 2a

L f (t ) s2 a2
2as

F ( s ) L f (t )

s2 a2
2as

2 2

a 2 L f (t )

18

Differentiation theorem or Multiplication by n

L t f t
n

n
d
n
1
F s
n
ds

Proof:

F ( s) L{ f (t )}

f (t )e st dt

0
Differentiating both sides with respect to s

d
d
F (s)
ds
ds

tf (t )e
0

st

dt

f (t )e

st

dt

d st
f (t ) e dt
ds

L{tf (t )}
19

d
L{tf (t )} F ( s )
ds

Thus the result holds for n =1.

d
L{t f (t )} L{t[tf (t )]} L{tf (t )}
ds
2
d
d d

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

ds 2
2

Thus the result holds for n =2 also.

L t f t
n

n
d
n
1
F s
ds n

20

Example: Find the Laplace transform F(s) of f (t ) t 2et cos at

21

Integration theorem or Division by t

f (t )
F s ds
t
s

Proof:

F ( s) L{ f (t )}

f (t )e st dt

Integrating both sides with respect to s from s to .

st

F
(
s
)
ds

f
(
t
)
e
dt ds

s
s 0

f (t )e st ds dt

0 s
22

f (t ) e st ds dt
s

0 e st
f (t )

dt
t t

f (t )
L

st

e
f (t )
t

dt

f (t ) st
e dt
t

f (t )
L
F s ds
t
s
23

Example: Find the Laplace transform F(s) of

L(sin t )

sin t
f (t )
t

1
s2 1

sin t
L

1
2
ds
s 1
s
1

tan s

1
tan s
2

24

Laplace Transform of Integrals

If L f t F ( s ) , show that L

Let

dg (t )
f (t )
dt

Then

F ( s)
f u du
s

f u du g (t ) g (0)
0

f u du L g (t ) g (0)

L g (t ) L g (0)

g (0)
L g (t )
s

(1)
25

 dg (t )
L
L f (t )
dt

sL g (t ) g (0) F ( s )

g (0) F ( s)
L g (t )

s
s

(2)

Combining (1) and (2) we get

F (s)
f u du
s

26

Example: Find the Laplace transform F(s) of

sin t
dt
t
0

f (t )

sin t
1
L

tan
s

2
t

tan 1 s
s 2

27

Inverse Laplace Transform

If the Laplace transform of a function f(t) is F(s) then
f(t) is Inverse Laplace Transform of F(s).
Symbolically, if L{ f ( t )} F ( s )

then

f (t ) L1 F s

28

29

The Inverse Laplace Transform

Transform Pairs:

L1 {F(s )}
1
2
s a
n!
(s a ) n 1
a
s2 a2
s
s2 a2

f(t)
te at
t n e at
sin( at )
cos(at )
30

1
L

2t

1
5
1

sin 5t
L

2
2
2
5
5
s 25
s (5)
1

31

Example 2 Find f t L1 F s given that

4 s 16
F s 2
s 4s 5

4( s 2) 8

2
( s 2) 1

s2
1
4
8
2
2
( s 2) 1
( s 2) 1
2 t

f (t ) e [4 cos t 8sin t ]
32

Some important results used for inverse Laplace transforms

If L{ f (t )} F s , then L1{F s a } e at L1{F ( s )} e at f (t )

d
f (t )
If L{ f (t )} F s and f (0) 0, then L {sF s }
dt
1

F
s

1
If L{ f (t )} F s , then L
f (u )du
0
s

If L{ f (t )} F s , then

L F ( s ) tf (t )
ds

33

Example: Find the inverse Laplace transform of

Solution: We have

1
s(s a)2

F
s

L1
f (u )du
0
s

L1

t
1
1
1
1
at

L
dt
Q
L
te

2
s
(
s

a
)
(
s

a
)
(
s

a
)

1
L

1
at
2 te dt
s(s a)
0
t

34

Example
Solve the following initial value problem using Laplace
Transform
t

y 2 y 5 y e sin t

Solution:

y (0) 0, y(0) 1

Taking the Laplace transform of DE

L{ y 2 y 5 y} L{e sin t}
t

L{ y } 2 L{ y } 5L{ y} L{e sin t}

t

1
s L{ y} sy (0) y (0) 2[ sL{ y} y (0)] 5 L{ y}
( s 1) 2 1
2

35

1
( s 2s 5) L{ y} 1 2
s 2s 2
2

1
1
L{ y} 2
2
2
( s 2 s 5) ( s 2 s 2)( s 2 s 5)

1
1
1
1
L{ y} 2
2
2

( s 2 s 5) 3 s 2 s 2 ( s 2 s 5)
1
2
1
1
L{ y}

2
2
3 ( s 1) 2 ) 3 ( s 1) 2 1
36

1 1
2
1 1
1
y L
L
2
2
2
3
( s 1) 2 ) 3
( s 1) 1
1 t
1 t
y e sin 2t e sin t
3
3
1 t
y e (sin 2t sin t )
3

37

Example: Solve the following problem using Laplace Transform

y y 2t ,

y( ) ,
4
2

y ( ) 2 2
4

Solution:
In this problem the initial conditions refer to some
later instant t = t0.
Such problems are called Shifted Data Problems.
As the values y and its derivatives occurring in Laplace transform
are not readily available, we may proceed to solve such problems in
two ways:
First method: Taking Laplace transform of DE we get
s L{ y} sy (0) y (0) L{ y}

2
s2

( s 2 1) L{ y} sy (0) y (0)

2
s2

38

sy (0) y(0)
2
L{ y} 2
2
2 2
s 1 s 1 s ( s 1)
s
1 1

y (t ) y (0) L 2 y (0) L
2
s

1
s

1
s

1
y (0) L1 2 y(0) L 1 2
s 1
s 1

2
L
2 2
s
( s 1)
1 1

L1 2 2 2
s s 1

1

y (t ) y (0) cos t y (0) sin t 2t 2sin t

y(t ) y (0)sin t y(0) cos t 2 2 cos t

Applying the conditions y ( ) ,

y ( ) 2 2
4
2
4

1
1

1
y (0)
y(0)
2 2
2
4
2
2
2
1
1
1
2 2 y (0)
y(0)
22
2
2
2

39

Solving these equations we get

y (0) y(0) 1

y (t ) 2t cos t sin t

Second Method: Put t t1

4
y (t ) y (t1 4 ) y1 (t1 )
y

then for t , t1 0
4

dy (t ) dy1 (t1 )
dy1 (t1 ) dt1
dy1 (t1 )

y1
dt
dt
dt1 dt
dt1

y y1

The IVP takes the form

y1 y1 2 t 4 ,

y1 (0)

,
2

y1(0) 2 2

Taking the Laplace transform we get

2

s L{ y1} sy1 (0) y1 (0) L{ y1} 2

s
2s
2

40

Example: Solve the following simultaneous differential

equations using Laplace Transform

dx
t
ye ,
dt

dy
x sin t
dt

given that x = 1, y = 0 when t = 0.

Solution: Taking the Laplace Transform of both equations

1
sL{x} x(0) L{ y}
s 1
1
L{x} sL{ y} y (0) 2
s 1

41

1
sL{x} L{ y}
1
s 1
1
L{x} sL{ y} 2
s 1
1 s
1
L{x} 2
s 2
s 1 s 1
s 1
1 s
1

L{ y} 2 2

1
s 1 s 1 s 1
42

s
s
1
L{x}
2
2
2
2
( s 1)( s 1) s 1 ( s 1)( s 1)
s
1
1
L{ y} 2
2
2
2
( s 1)( s 1) ( s 1)( s 1) s 1

1
1
1
1
L( x)

2
2( s 1) 2( s 1) 2( s 1) 2( s 2 1)
1
1
1
1
xL

2
2
2( s 1) 2( s 1) 2( s 1) 2( s 1)
1

1 t t t
x te e e sin t
2

43

s
1
1
L{ y} 2
2
2
2
( s 1)( s 1) ( s 1)( s 1) s 1
s
1
1

2
2
( s 1)( s 1)( s 1) ( s 1)( s 1) ( s 1)( s 1)

1
1

2
2
2( s 1) 2( s 1) 2( s 1)

1
1
yL

2
2
2( s 1) 2( s 1) 2( s 1)
1

1
y cos t tet e t
2

44

Evaluation of Integrals by Laplace transform

Evaluate the integral

te

3t

sin tdt

L f (t ) f (t )e st dt
0

te

3t

sin tdt L t sin t

d 1
(1)
2
ds s 1 s 3

d
(1) L sin t
ds

s 3

50

2s

s 3

2
s 3

45

Unit Step Function or Heavisides unit function

Definition: The unit step function u(t - a) is defined as

0 for t a
u (t a )
1 for t a

where a 0.

Laplace transform of Unit Step Function

L{u (t a)} e u (t a)dt

st

e .0dt e .1dt
0

st

st

st

e
0
s

46

L{u (t a )}

as

This function is used when force or input is turned on

and off for certain periods of time. When combined
with a function it can produce varied results.

47

 0 for 0 t a

f (t ) u (t a ) u (t b) 1 for a t b
0 for b t
f(t)

For example, the function

This function is referred to as Single Box function and

represents a Single Square Wave.

48

Second Shifting Property

If L{ f (t )} F ( s ) , then L{ f (t a) u (t a )} e as F ( s )

L{ f (t a) u (t a )} f (t a)
u (t a )e st dt
0

f (t a )e dt
st

Put t a = u

f (u )e
0

s (u a )

du e

as

f (u )e

su

du e

as

F (s)

50

Applications:
Find the Laplace transform of

f (t ) 0
sin t

0t
t 2
t 2

f (t ) 2u (t ) 2u (t ) u (t 2 ) sin t
2 2 s
1 2 s
F ( s ) L{ f (t )} e 2 e
s s
s 1
51

2. Find the inverse Laplace transform of

F ( s)

se

s
s
2
F (s) 2
e 2
e
2
2
s
s

e s
2
2
s
2

From second Shifting Property

1

F ( s ) f (t a ) u (t a )

s
L 2
cos t
2
s
1

as

L 2
sin t
2
s
1

52

s
s
s
1
2
f (t ) L F ( s ) L 2
e L
e
2
2
2
s
s

1
1
cos t u t sin t 1 u t
1
2

1
sin t u t sin t u t
1
2

1
u t u t 1 sin t
2

53

Unit Impulse and Dirac Delta function

Definition: Unit Impulse is defined as the integral of a
large force taken over a small time interval for which it
acts.
A large force acting for a small time can be defined as

f k (t a ) k
0

a t a k, k 0
otherwise

lim f k (t a ) (t a)
k 0

54

The Dirac Delta function or the unit impulse function.

for t a
(t a )
0 otherwise.

(t a)dt 1
0

1
f k (t a) [u (t a) u (t {a k})]
k

1 as ( a k ) s 1 e as [1 e ks ]
L{ f k (t a)} [e e
]
ks
ks
Taking limit as k 0, we get

L{ (t a)} e as

55

Example: Solve the following initial value problem

using Laplace Transform

y 3 y 2 y r (t ),

y (0) 0, y (0) 0

(a )

r (t ) u (t 1) u (t 2)

Square wave

(b)

r (t ) (t 1)

Unit impulse

Solution: Laplace transform of the DE is

s 2 L{ y} sy (0) y (0) 3[ sL{ y} y (0)] 2 L{ y} L{r (t )}

( s 3s 2) L{ y} L{r (t )}
2

1
L{ y} 2
L{r (t )}
s 3s 2

(1)

56

(a)

r (t ) u (t 1) u (t 2)
s

2 s

e
e
L{r (t )}

s
s

1
s
2 s
s
2 s
L{ y}
(
e

e
)

F
(
s
)(
e

e
)
2
s ( s 3s 2)

1
1

F ( s)
2
s ( s 2)( s 1)
s ( s 3s 2)
1
1
1

2 s s 1 2( s 2)
57

1 t 1 2t
f (t ) L {F ( s )} e e
2
2
1

y L1 F ( s )(e s e 2 s ) f (t 1) u (t 1) f (t 2)
u (t 2)
0

f (t 1)
f (t 1) f (t 2)

0 t 1
1 t 2
t2

0
0 t 1

1 ( t 1) 1 2( t 1)
y e
e
1 t 2
2
2
1 2( t 1) (t 2) 1 2( t 2)

( t 1)
e
e
e
t2
e
2
2

58

(b)

r (t ) (t 1)

L{r (t )} e

1
s
s
L{ y} 2
e F ( s )e
s 3s 2
1
1
1
1
F (s) 2

s 3s 2 ( s 1)( s 2)
s 1 s 2

f (t ) e t e 2t
59

y L {F ( s )e } f (t 1) u (t 1)

0 t 1
0

f (t 1) t 1
0 t 1

0
e

t 1

2( t 1)

t 1

60

Convolution Theorem

If L1{F s }=f(t) and L1{G s }=g (t ), then

t

L1 F ( s )G ( s ) f (u ) g (t u )du F * G
0

Where F*G is called the convolution of F&G.

t

Let (t ) f (u ) g (t u )du

L( (t )) e
0

st

f (u ) g (t u )du dt

L( (t )) e st f (u ) g (t u )du dt
0 0

61

Changing the order of integration

L( (t ))

e st f (u ) g (t u )dt du

0 t u

L( (t )) e

su

f (u )

t u

s ( t u )

g (t u )dt du

Put t-u = v

e
0

su

f (u )

e
0

sv

g (v )dv du

e su f (u ) duG ( s )
0

F ( s )G ( s )
62

 Apply convolution theorem to evaluate

1
L

s2
2

( s a )( s b )

1
L

2
(
s
a )

cos at f (t )

s
2

( s b )

cos bt g (t )

By convolution theorem we get

1
L

s2
2

( s a )( s b )

cos a(t u ) cos budu

0

63

cos(at (b a )u cos(at (b a)u ) du

0

1 sin( at (b a)t ) sin at sin( at (b a)t ) sin at

2
ba
ba

2b sin bt 2a sin at
2
2
2(b a )

64

Example: Find the current i(t) in the circuit

C

v
R

if a single square wave with voltage V0 is applied. The

circuit is supposed to be quiescent before square wave is
applied.
Solution: The equation of the circuit is
t

1
v(t ) R i (t ) i (u )dt
C0
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f (t )

F s L f t

(t ) unit impulse
(t ) as t 0
(t ) 0 for t 0

1 for t 0
u (t )
0 for t 0

1
s

unit step function

1 for t T
u (t T )
0 for t T

e sT
s

delayed unit step function

66