Chapter 4 Laplace Transform for ODEs

[Part II: LT for IVPs]

Wang Zhongjian

Division of Mathematical Sciences

School of Physical and Mathematical Sciences
Nanyang Technological University, Singapore
Office: SPMS-MAS-05-05
[Link]
Email: [Link]@[Link]

MH3110 – Ordinary Differential Equations, Last updated: March 27, 2026

 Outline

1 Applications of LT to initial value problems

2 Piecewise smooth functions/Step

functions

3 Impulse functions

2
 Overview of LT for IVPs
Consider the second-order IVP:

ay ′′ (t) + by ′ (t) + cy(t) = f (t), t > 0,

with initial data: y(0) = y0 and y ′ (0) = y1 .

Apply the Laplace transform

Z ∞
L[u](s) = e−st u(t)dt
0

to both sides.

From the linearity of the Laplace transform, we obtain

aL(y ′′ ) + bL(y ′ ) + cL(y) = L(f ).

Solve the algebraic equation and then find the inverse Laplace
transform of the resulted solution in s.
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Theorem (Derivative Formula of Laplace Transform)
Suppose that f and f ′ are piecewise continuous and of exponential
order, i.e., Laplace transformable. Then we have

L[f ′ ](s) = sL[f ](s) − f (0) = sF (s) − f (0),

where F (s) = L[f ](s).

More general, if f, f, · · · , f (n−1) are continuous, f (n) is piecewise

continuous, and they are all of exponential order, then

L[f (n) ](s) = sn F (s) − sn−1 f (0) − sn−2 f ′ (0) − · · ·

− sf (n−2) (0) − f (n−1) (0).

Try it yourself! Derive the first formula!

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Example
Use Laplace transform to solve the IVP:

y ′ + 3y = 13 sin 2t, y(0) = 6.

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Example
Use Laplace transform to solve the IVP:

y ′ + 3y = 13 sin 2t, y(0) = 6.

Solution: Denote by Y (s) = L[y]. We now take Laplace transform on both sides:

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L[y ′ ] + 3L[y] = 13L[sin 2t], ⇒ sY (s) − 6 + 3Y (s) = .
s2 + 4

Solving out Y (s) gives

6s2 + 50 8 −2s + 6
Y (s) = = + 2 .
(s + 3)(s2 + 4) s+3 s +4

We now find the inverse Laplace transform of Y (s) :

1 s 2
h i h i h i
y(t) = L−1 [Y ] = 8L−1 − 2L−1 2 + 3L−1 2 .
s+3 s +4 s +4

It follows that
y(t) = 8e−3t − 2 cos 2t + 3 sin 2t.
This ends the solution.
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At least try one by yourself!!! Solve the IVP:

y ′′ − 3y ′ + 2y = e−4t , y(0) = 1, y ′ (0) = 5.

Key: textbook Section 4.2 Excercise 4.4.

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 First Translation/Shifting Theorem

Theorem
If F (s) = L[f (t)] and a is any real number, then

L[eat f (t)] = F (s − a). (1)

Conversely, if L−1 [F (s)] = f (t), then

L−1 [F (s − a)] = eat f (t). (2)

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Example: Find the Laplace transform for each f (t).
(i) f (t) = e5t cos 4t.
(ii) f (t) = eat sin bt,
(iii) f (t) = eat tn , where n is a positive integer.

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Example: Find the Laplace transform for each f (t).
(i) f (t) = e5t cos 4t.
(ii) f (t) = eat sin bt,
(iii) f (t) = eat tn , where n is a positive integer.

s−5 b n!
Key: (i) L[f ] = . (ii) L[f ] = . (iii) L[f ] = .
(s − 5)2 + 16 (s − a)2 + b2 (s − a)n+1
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Example: Find the inverse Laplace transform for each F (s).
3
(i) F (s) = (s−2)2 +9 .
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(ii) F (s) = (s−4)3 .
s+4
(iii) F (s) = s2 +6s+13 .
s−2
(iv) F (s) = s2 +2s+3 .

Key:
(i) L−1 [F ] = e2t sin 3t.
(ii) L−1 [F ] = 3t2 e4t .
(iii) L−1 [F ] = e−3t cos 2t + 21 e−3t sin 2t.
√ √
(iv) L−1 [F ] = e−t cos 2t − √3 e−t sin 2t.
2

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Example
Use Laplace transform to solve the problem

y ′′ − y = 8et sin 2t; y(0) = 2, y ′ (0) = −2.

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Example
Use Laplace transform to solve the problem

y ′′ − y = 8et sin 2t; y(0) = 2, y ′ (0) = −2.

Solution: Applying Laplace transform,

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s2 Y (s) − sy(0) − y ′ (0) − Y (s) = 8
(s − 1)2 + 4
2 16
⇒ Y (s) = + .
s+1 (s + 1)(s − 1)(s2 − 2s + 5)
Now we consider decompose the second term, let
16 A B Cs + D
= + + 2 .
(s + 1)(s − 1)(s2 − 2s + 5) s+1 s−1 s − 2s + 5
 
 A+B+C =0  A = −1
 
−3A − B + D = 0 B=2
 
⇒ ⇒

 7A + 3B − C = 0 
 C = −1
 
−5A + 5B − D = 16 D = −1
1 2 s−1 2
⇒ Y (s) = + − −
s+1 s−1 (s − 1)2 + 4 (s − 1)2 + 4
⇒ y(t) = 2et + e−t − et (sin 2t + cos 2t).
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Exercise: Use Laplace transform to solve the system:

x′1 = 2x1 − x2 , x′2 = x1 + 2x2 ; x1 (0) = 1, x2 (0) = 0.

Key: x1 (t) = e2t cos t, x2 (t) = e2t sin t.

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Example: Show that if f (t) is a piecewise continuous function for
t ≥ 0 and of exponential order, then
nZ t o 1 F (s)
L f (τ )dτ = L[f ] = , s > α,
0 s s
n o R
t
where F (s) = L[f ]. Equivalently, L−1 F (s)
s = 0 f (τ )dτ.

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Example: Show that if f (t) is a piecewise continuous function for
t ≥ 0 and of exponential order, then
nZ t o 1 F (s)
L f (τ )dτ = L[f ] = , s > α,
0 s s
n o R
t
where F (s) = L[f ]. Equivalently, L−1 F (s)
s = 0 f (τ )dτ.
Rt
Solution: Let g(t) = 0 f (τ )dτ. Then g ′ (t) = f (t). Applying the
Laplace transform to both sides of this equation yields

sL[g](s) − g(0) = L[f ](s) = F (s).

Since g(0) = 0, we have

F (s)
L[g](s) = .
s
¬ You may use it as a theorem afterwards.

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 Outline

1 Applications of LT to initial value problems

2 Piecewise smooth functions/Step

functions

3 Impulse functions

13
 Unit Step Functions and Second Shifting Theorem

Definition
The unit step function or Heaviside function ua (t) is defined by
(
0, 0 ≤ t < a,
ua (t) = (3)
1, t ≥ a,

where a is any positive number.

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 “Switch on/off”

Example
Find the expression of the function: f (t) = ua (t) − ub (t), b > a.

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 “Switch on/off”

Example
Find the expression of the function: f (t) = ua (t) − ub (t), b > a.
Solution: By the definition of the unit step function, we have

0,
 0 ≤ t < a,
f (t) = 1, a ≤ t < b,

0, t ≥ b.


We can view the operation f (t) = ua (t) − ub (t) as to “switch on" the
constant 1 at t = a and “switch off" at t = b.

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“Basis” for piecewise continuous functions

Example
Express the following function in terms of the unit step function

0,
 0 ≤ t < 1,
f (t) = t − 1, 1 ≤ t < 2,

1, t ≥ 2.


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Solution: We view the given function in the following way. The contribution
f1 (t) = t − 1 is “switched on" at t = 1 and is “switched off" again at t = 2.
Mathematically, this can be described by

f1 (t) = u1 (t)(t − 1) − u2 (t)(t − 1) .

| {z } | {z }
switch on at t = 1 switch off at t = 2

At t = 2, the contribution f2 (t) = 1 switches on and remains on for all t ≥ 2.

Mathematically, this is described by

f2 (t) = u2 (t).

The function f is then given by

f (t) = f1 (t) + f2 (t) = (t − 1)u1 (t) − (t − 1)u2 (t) + u2 (t)

= (t − 1)u1 (t) − (t − 2)u2 (t).

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Example: Express the following function in terms of the unit step
function 

 t, 0 ≤ t < 2,

−1, 2 ≤ t < 4,
f (t) =


 t − 4, 4 ≤ t ≤ 5,
 5−t
e , t ≥ 5.

Key: f (t) = t(1 − u2 (t)) − (u2 (t) − u4 (t)) + (t − 4)(u4 (t) − u5 (t)) + e5−t u5 (t).

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 Second Shifting Theorem
Theorem (The Second Translation/Shifting Theorem)
Let F (s) = L[f (t)]. Then

L ua (t)f (t − a) = e−as F (s).

 
(4)

Conversely,
L−1 e−as F (s) = ua (t)f (t − a).
 
(5)

Try it yourself! Prove this theorem.

Recall the first shifting theorem:
Theorem
Let F (s) = L[f (t)] then

L[eat f (t)] =F (s − a),

L−1 [F (s − a)] =eat f (t).

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Example
Determine the Laplace transform of

0,
 0 ≤ t < 1,
f (t) = t − 1, 1 ≤ t < 2,

1, t ≥ 2.


20
Example
Determine the Laplace transform of

0,
 0 ≤ t < 1,
f (t) = t − 1, 1 ≤ t < 2,

1, t ≥ 2.


Solution: We know that

f (t) = (t − 1)u1 (t) − (t − 2)u2 (t) = g(t − 1)u1 (t) − g(t − 2)u2 (t),

where g(t) = t. Using (4) leads to

1 −s
L[f (t)] = e−s L[g(t)] − e−2s L[g(t)] = (e − e−2s ).
s2

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Example
Find the inverse Laplace transforms
h 2e−s i h (s − 4)e−3s i
(i) L−1 , (ii) L−1 .
s2 + 4 s2 − 4s + 5

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Example
Find the inverse Laplace transforms
h 2e−s i h (s − 4)e−3s i
(i) L−1 , (ii) L−1 .
s2 + 4 s2 − 4s + 5

Solution: We have that

2
L[sin 2t] = .
s2 + 4
Consequently,

2e−s
h i  
L−1 = L−1 e−s L[sin 2t] = u1 (t) sin(2(t − 1)).
s2 + 4

Similarly, we have

(s − 4)e−3s
h i  
L−1 = e2(t−3) u3 (t) cos(t − 3) − 2 sin(t − 3) .
s2 − 4s + 5

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Example
Solve the IVP:

y ′ − y = 1 − (t − 1)u1 (t), y(0) = 0.

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Example
Solve the IVP:

y ′ − y = 1 − (t − 1)u1 (t), y(0) = 0.

Solution: Let Y (s) = L[y(t)]. Taking the Laplace transform of both sides of the DE
yields
1 e−s
sY (s) − Y (s) − y(0) = − 2 .
s s
Solve out Y (s) :
1 e−s
Y (s) = − 2 .
s(s − 1) s (s − 1)
Decomposing the RHS into partial fractions yields

1 1 1 1 1
 
Y (s) = − − e−s − − 2 .
s−1 s s−1 s s

Taking the inverse Laplace transform of both sides of this equation, we obtain


y(t) = et − 1 − u1 (t) et−1 − 1 − (t − 1) .

That is

y(t) = et − 1 − u1 (t) et−1 − t .

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 Outline

1 Applications of LT to initial value problems

2 Piecewise smooth functions/Step

functions

3 Impulse functions

23
 Impulse Functions
Definition
Introduce the Dirac delta function, denoted by δ(t) such that
Z ∞
δ(t) = 0, t ̸= 0, δ(t)dt = 1. (6)
−∞

There is no ordinary function of the kind studied in elementary calculus with such
properties. Notice that for any t0 ,
Z ∞
δ(t − t0 ) = 0, t ̸= t0 ; δ(t − t0 )dt = 1. (7)
−∞

The delta function can be viewed as the limit of usual functions. For example, consider
 1

2τ
, −τ < t < τ, +∞, t = 0,
dτ (t) = τ >0 ⇒ lim dτ (t) = δ(t) =
0, otherwise, τ →0+ 0, t ̸= 0.

Based on this, we can show that for any continuous function f (t),
Z ∞ Z ∞
δ(t)f (t)dt = f (0), δ(t − t0 )f (t)dt = f (t0 ). (8)
−∞ −∞

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Theorem (Laplace Transform of Delta function)
We have

L[δ(t − t0 )] = e−st0 , t0 > 0; L[δ(t)] = 1. (9)

Example
Find the solution of the initial value problem

y ′′ + 2y ′ + y = δ(t − 5), y(0) = y ′ (0) = 0.

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y ′′ + 2y ′ + y = δ(t − 5), y(0) = y ′ (0) = 0.

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 y ′′ + 2y ′ + y = δ(t − 5), y(0) = y ′ (0) = 0.
Solution: Let Y (s) = L[y]. Applying the Laplace transform leads to

(s2 + 2s + 1)Y (s) = e−5s .

Thus
e−5s 1
Y (s) = = e−5s .
s2 + 2s + 1 (s + 1)2
Recall that
1 1
n o n o
L−1 = e−t L−1 = e−t t.
(s + 1)2 s2
Therefore
y(t) = L−t [Y (s)] = u5 (t)e−(t−5) (t − 5).

——————– End of Chapter 4 ———————–

¬ Now we are able to finish Tutorial 7.

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