UNIT-III

LAPLACE TRANSFORMS

Syllabus: Laplace Transform- Introduction of Laplace Transform ,Laplace Transform of elementary function
Properties of Laplace Transform ,Inverse Laplace Transform, Properties of ILT, Convolution Property,
Application of Laplace Transform for solving differential equation.

Introduction:
Let f(t) be a given function which is defined for all positive values of t, if

F(s) =  -st
 e f(t) dt
0
exists, then F(s) is called Laplace transform of f(t) and is denoted by

L{f(t)} = F(s) =  -st
 e f(t) dt
0
The inverse transform, or inverse of L{f(t)} or F(s), is
f(t) = L-1{F(s)}
where s is real or complex value.

[Examples]
1 1
L{1} = ; L{ eat } =
s s-a

L{ cos t } = 
 e cos t dt
-st

e-st ( -s cos t +  sin t )


=
2 + s2 
t=0
s
=
s2 + 2
(Note that s  0, otherwise e-st | diverges)
t=

L{ sin t } =   e sin t dt (integration by parts)
-st

 e-st sin t
  
=
s  + s  e-st cos t dt
t=0 0

Page no: 1
 

 e-st cos t dt
s 
=
0
 
= L{ cos t } = 2
s s + 2
Note that

L{ cos t } =   e-st cos t dt (integration by parts)
0

 e cos t
-st  

=
s  - s  e-st sin t dt
t=0 0
1 
=  L{ sin t }
s s
  2
 L{ sin t } = L{ cos t } = 2  2 L{ sin t }
s s s

 L{ sin t } = 2
s + 2

n
L{ t } =   tn e-st dt ( let t = z/s, dt = dz/s )
0
 n 
 z  -z dz 1
=  s   zn e-z dz
sn+1 
e =
s
0 0

(n+1)
= ( Recall (x) =  -t x-1
 e t dt )
sn+1
0
If n = 1, 2, 3, . . . (n+1) = n!
n!
 L{ tn } = n+1 where n is a positive integer
s

[Theorem]Linearity of the Laplace Transform

L{ a f(t) + b g(t) } = a L{ f(t) } + b L{ g(t) }
where a and b are constants.

1
[Example] L{ eat } =
s-a
L{ sinh at }  ??
Since
 eat  e-at 
L{ sinh at } = L 
 2 
1 1
= L{ eat }  L{ e-at }
2 2
1  1 1  a
=    =
2  s  a s + a  s2
 a2

Page no: 2
  s 
[Example] Find L-1  2 2 
 s  a 
 s   1  1 1  
L-1 2 2  = L-1  
s + a  
+ 
 s  a   2  s  a
1 -1  1  1 -1 1 
= L   + L  
2  s  a  2  s+a 
1 at 1 -at eat + e-at
= e + e =
2 2 2
= cosh at

Existence of Laplace Transforms

[Example] L{ 1/t } = ??
From the definition,
 -st 1 -st  -st
e e e
L {1/t } =   
dt =  dt +   t dt
t t
0 0 1
But for t in the interval 0  t  1, e-st  e-s; if s  0, then
 -st 1  -st
e dt e

 t dt  e 
-s
 t +   t dt
0 0 1
However,
1 1 1
 t dt = lim 

-1
 t dt = lim ln t 
-1

0 A0 A A0 A
= lim ( ln 1  ln A ) = lim (  ln A ) = 
A0 A0
 -st
e
 
 t dt diverges,
0
 no Laplace Transform for 1/t !

Piecewise Continuous Functions

A function is called piecewise continuous in an interval a  t  b if the interval can be subdivided
into a finite number of intervals in each of which the function is continuous and has finite right- and left-
hand limits.
Existence Theorem
(Sufficient Conditions for Existence of Laplace Transforms) - p. 256
Let f be piecewise continuous on t  0 and satisfy the condition
| f(t) |  M et
for fixed non-negative constants  and M, then
L{ f(t) }
exists for all s  .
[Proof]
Since f(t) is piecewise continuous, e-st f(t) is integratable over any finite interval on t 0,

Page no: 3
   

| L{ f(t) } | =  -st    -st
  e |f(t)| dt
e f(t) dt

0  0

M
  M et e-st dt = if s  
s
0
 L{ f(t) } exists.

t2
[Examples] Do L{ tn } , L{ e } , L{ t-1/2 } exist?
t2 t3 tn
(i) et = 1 + t + + + ... + + ...
2! 3! n!
 tn  n! et
 L { tn } exists.
2
(ii) et  M et
2
 L{ et } may not exist.

(iii) L{ t-1/2 } = , but note that t -1/2  for t  0!
s

Some Important Properties of Laplace Transforms

(1) Linearity Properties

L{ a f(t) + b g(t) } = a L{ f(t) } + b L{ g(t) }
where a and b are constants. (i.e., Laplace transform operator is linear)
(2) Laplace Transform of Derivatives
If f(t) is continuous and f'(t) is piecewise continuous for t  0, then
L { f'(t) } = s L{ f(t) }  f(0+)
[Proof]

L{ f'(t) } =  f'(t) e-st dt
0
Integration by parts by letting
u = e-st dv = f'(t) dt
du = - s e-st dt v = f(t)
e st f (t )   s  e st f (t )dt   f (0)  s L  f t 
 
 L{ f'(t) } =
0 0

 L { f'(t) } = s L{ f(t) }  f(0 ) +

Theorem: f(t), f'(t), . . ., f(n-1)(t) are continuous functions for t  0

Page no: 4
 f(n)(t) is piecewise continuous function, then
L{ f(n) } = sn L{ f }  sn-1 f(0)  sn-2 f'(0)  . . .  f(n-1)(0)
e.g, L{ f''(t) } = s2 L{ f(t) }  s f(0)  f'(0)
L{ f'''(t) } = s3 L{ f(t) }  s2 f(0)  s f'(0)  f''(0)

[Example] L{ eat } = ??
f(t) = eat, f(0) = 1
and f'(t) = a eat
 L{ f'(t) } = s L{ f(t) }  f(0)
or L{ a eat } = s L{ eat }  1
or a L{ eat } = s L{ eat }  1
1
 L{ eat } =
sa

[Example] L{ sin at } = ??
f(t) = sin at , f(0) = 0
f'(t) = a cos at , f'(0) = a
f''(t) =  a2 sin at
Since
L{ f''(t) } = s2 L{ f(t) }  s f(0)  f'(0)
 L{  a2 sin at } = s2 L{ sin at }  s  0  a
or  a2 L{ sin at } = s2 L{ sin at }  a
a
 L{ sin at } = 2
s + a2

2 2
[Example] L{ sin t } = (Textbook, p. 259)
s (s2 + 4)
Known: f (0)  0; f (t )  2sin t cos t  sin 2t
2
Also, L sin 2 t  2
s 4
Thus, L sin 2t  L  f   s L  f   f (0)  s L sin 2 t

L sin 2 t  L sin 2t 

1 2
s s ( s  4)
2

2 s
[Example] L{ f(t)} =L{ t sin t } = (Textbook)
(s2 + 2)2

Page no: 5
 f  t   t sin t , f (0)  0
f (t )  sin t  t cos t , f (0)  0
f (t )  2 cos t   2t sin t  2 cos t   2 f (t )
L  f   2 L{cos t}   2 L{ f (t )}
 s 2 L{ f }  sf (0)  f (0)  s 2 L{ f }
s
( s 2   2 ) L  f   2 2
s  2
2 s
L t sin t  2
( s   2 )2
[Example] y''  4 y = 0, y(0) = 1, y'(0) = 2 (IVP!)
[Solution] Take Laplace Transform on both sides,
L{ y''  4 y } = L{ 0 }
or L{ y'' }  4 L{ y } = 0
s2 L{ y }  s y(0)  y'(0)  4 L{ y } = 0
or s2 L{ y }  s  2  4 L{ y } = 0
s+2 1
 L{ y } = 2 =
s 4 s2
 y(t) = e 2t

[Exercise] y'' + 4 y = 0, y(0) = 1, y'(0) = 2 (IVP!)

 y(t) = cos 2t + sin 2t

[Exercise] y''  3 y' + 2 y = 4 t  6, y(0) = 1, y'(0) = 3 (IVP!)

   4 6
( s2 y  s  3 )  3 ( s y  1 ) + 2 y = 2 
s s
 s + 2s  2
2
1 2
 y = = + 2
s (s  1)
2
s1 s
2
 s + 2s  2 
 y = L-1  2 
 s (s  1) 
 1 2 
= L-1 + 2  = et + 2 t
 s  1 s 

Page no: 6
 [Exercise] y''  5 y' + 4 y = e2t, y(0) = 1, y'(0) = 0 (IVP!)
1 2t 5 t 1 4t
 y(t) =  e + e  e
2 3 6

Question: Can a boundary-value problem be solved by Laplace Transform method?

[Example] y'' + 9 y = cos 2t, y(0) = 1, y(/2) =  1

Let y'(0) = c
 L{ y'' + 9 y } = L{ cos 2t }
  s
s2 y  s y(0)  y'(0) + 9 y = 2
s +4
  s
or s2 y  s  c + 9 y = 2
s +4
 s + c s
 y = 2 + 2
s +9 (s + 9) (s2 + 4)
4 s c s
= + 2 +
5 s2 + 9 s +9 5 (s2 + 4)
 4 c 1
 y = L-1{ y } = cos 3t + sin 3t + cos 2t
5 3 5
Now since y(/2) =  1, we have
 1 =  c/3  1/5  c = 12/5
4 4 1
 y = cos 3t + sin 3t + cos 2t
5 5 5

[Exercise] Find the general solution to

y'' + 9 y = cos 2t
by Laplace Transform method.
Let
y  0   c1
y  0   c2

Remarks:
Since L{ f'(t) } = s L{ f(t) }  f(0+) if f(t) is continuous
if f(0) = 0

 L-1{ s f (s) } = f'(t) (i.e., multiplied by s)
 1 
[Example] If we know L-1 2  = sin t
 s + 1 
 s 
then L-1 2  = ??
 s + 1 
[Sol'n] Since
sin 0 = 0

Page no: 7
 
s  d -1 1 
 L-1 2 = L  2 
 s + 1  dt  s + 1 
d
= sin t = cos t
dt
(3) Laplace Transform of Integrals

If f(t) is piecewise continuous and | f(t) |  M et , then

t 0
1 1

L{  f() d } = 
L{ f(t) } +  f() d
s s
a a

[Proof]
t  t 
L{     f() d  e-st dt (integration by parts)
 f() d } =  
a 0a 

 e-st t  
  1
=   f() d  f(t) e-st dt
 s  s 
+

 a 0 0
0 
1 1
  f(t) e-st dt
s  s 
= f() d +
a 0
0
1 1
= 
 f() d + L{ f(t) }
s s
a
Special Cases: for a = 0,
t 
1 f (s)
L{  f() d } = s L{ f(t) } = s
0
Inverse:
   t
-1 f (s)  
L =  f() d (divided by s!)
 s 
0

 1  1
[Example] If we know L-1 2  = sin 2t
 s + 4  2
 1 
L-1 2  = ??
 s (s + 4) 

Page no: 8
 t
1 1  cos 2t
= 
 2 sin 2 d = 4
0

 1 
[Exercise] If we know L-1 2  = sin t
 s + 1 
 1 
L-1 3 2  = ??
 s (s + 1) 
t t t

   sin t dtdtdt
0 0 0
t t t
   1  cos t dtdt    t  sin t dt
0 0 0
t
t 2

   cos t 
2 0
t2
  cos t  1
2
[Ans] t2/2 + cos t  1

Multiplication by t n

n dn f (s)
n 
L{ t f(t) } = (1) = (1)n f (n)(s)
d sn

L{ t f(t) } =  f '(s)

[Proof]


f (s) = L{ f(t) } =  -st
 e f(t) dt
0
 
df (s) d
 e-st f(t) dt
ds 
=
ds
0

 -st
= 
 (s e ) f(t) dt (Leibniz formula)1
0
 
=   t e f(t) dt =  
 -st -st
 t e f(t) dt
0 0

1 Leibnitz's Rule:

2() 2()
d F d2 d1

 F(x,) dx = 
  dx + F(2, ) d - F(1, )
d d
1() 1()

Page no: 9
 =  L{ t f(t) }
d  d
 L{ t f(t) } =  f (s) =  L{ f(t) }
ds ds

1
[Example] L{ e2t } =
s2
d 1 1
L{ t e2t } = - ( ) =
ds s  2 (s  2)2
d2 1 2
L{ t2 e2t } = 2 ( ) =
ds s  2 (s  2)3

[Exercise] L{ t sin t } = ??
L{ t2 cos t } = ??

[Example] t y''  t y'  y = 0, y(0) = 0, y'(0) = 3

[Solution]
Take the Laplace transform of both sides of the differential equation, we have
L{ t y''  t y'  y } = L{ 0 }
or L{ t y'' }  L{ t y' }  L{ y } = 0

Since
d d 
L{ t y'' } =  L{ y'' } =  ( s2 y  s y(0)  y'(0) )
ds ds
 
=  s2 y '  2 s y + y(0)
-  dy
=  s2 y '  2 s y =  s 2  2 sy
ds
d d 
L{ t y' } =  L{ y' } =  ( s y  y(0) )
ds ds
  dy
=  s y '  y = s y
ds

L{ y } = y
    
  s2 y '  2 s y  s y '  y + y = 0
 2  dy 2
or y' + y = 0   ds
s1 y s2

Solve the above equation by separation of variable for y , we have
 c
y =
(s  1)2
or y = c t et

Page no: 10
 
But y'(0) = 3, we have 3 = y'(0) = c (t+1) et  = c
t=0
 y(t) = 3 t et

-1 1 
[Example] Evaluate L  tan-1 ( )  indirectly by (4)
 s 
1
[Solution] It is easier to evaluate the inversion of the derivative of tan-1 ( ).
s
-1 1
( tan s )’ = 2
s +1
2
-1 -1/s 1
thus, ( tan (1/s) )’ = 2 = - 2
(1/s) + 1 s +1
d  1  -1 -1 
But L1  tan 1     L  2  = - sin t
 ds  s   s +1 

and from (4) that

d  1  -1   1 
L1  tan 1     L { F’(s) } = - t f(t)  tL1  tan 1   
 ds  s    s 
we have
-sin t = - t f(t)
  1  sin t
 L1  tan 1     f(t) =
  s  t

 1 
[Example] Evaluate L-1 ln(1 + )  indirectly by (4)
 s 
 1  
L-1 ln(1 + )  = L-1{ f (s) } = f(t)
 s 
 d 1 1 1
and f '(s) = (ln(1 + )) =  +
ds s s s+1
Since from (4) we have

L-1{ f '(s) } =  t f(t)
  1 + e-t =  t f(t)
1  e-t
 f(t) = ( Read p. 278 Prob. 13 - 16 )
t

(4) Division by t


 f(t)  
L   f (s~) ds~
=
 t 
s
f(t)
provided that exists for t  0.
t

Page no: 11
 [Example] It is known that
1
L{ sin t } =
s2 + 1
sin t
and lim = 1
t0 t
 
 sin t  ds~ 1 1
 L  = 
 ~2
1
  tan   = tan-1 ( )
 t  s +1 ss s
s

2
sin t
[Example] (1) Determine the Laplace Transform of .
t

2
 -t sin t
(2) In addition, evaluate the integral  e dt.
 t
0
2
[Solution] (1) The Laplace Transform of sin t can be evaluated by
2 1 - cos 2t 1 1 s 2
L{ sin t } = L{ } = - 2 = 2
2 2s 2 s +4 s(s +4)
2
 
} =  ds = 
sin t 2 1 1 s
Thus, L{
t  2  2s - 2 2 ds
 s(s +4)  s +4
s s
 2 
1 1 2 1 s
= [ lns - ln( s + 4 ) ] = [ ln 2 ]
2 4 4 s + 4
s s
2
1 s +4   s 
2

= ln 2  since lim  ln 2  =ln 1 =0 
4 s 
s 
 s 4 

2
 -t sin t

(2) Now the integral e dt can be viewed as
 t
0

2 2
sin t  -st sin t
L{ }=e dt
t  t
0
as s = 1, thus,

2 2
 -t sin t 1 s +4 1
e dt = ln | = ln 5
 t 4 s
2
4
0 s=1
(6) First Translation or Shifting Property
( s-Shifting )


If L{ f(t) } = f (s)

Page no: 12
 
then L{ eat f(t) } = f (s  a)

If L-1{ f (s) } = f(t)

 L-1{ f (s - a) } = eat f(t)

s
[Example] L{ cos 2t } =
s2 + 4
s+1 s+1
L{ e-t cos 2t } = = 2
(s + 1)2 + 4 s + 2s + 5

[Exercise] L{ e-2t sin 4t }

 6s  4   6s  4 
[Example] L-1 2  = L-1 2 
 s  4s + 20   (s2) + 16 
 6 (s2) + 8  1  s2   4 
= L-1 2   6L  2
 2 L1  2
 (s2) + 16   ( s  2)  4   ( s  2)  4 
2 2

2t 2t
= 6 e cos 4t + 2 e sin 4t
= 2 e2t ( 3 cos 4t + sin 4t )

(7) Second Translation or Shifting Property

( t-Shifting)

If L{ f(t) } = f (s)
 f(ta) if ta
and g(t) = 
 0 if ta
-as 
 L{ g(t) } = e f (s)
3 3! 6
[Example] L{ t } = 4 = 4
s s
 t  2 )3 t  2
(
g(t) = 
 0 t2
6 -2s
 L{ g(t) } = 4 e
s
(8) Step Functions, Impulse Functions and Periodic Functions

(a) Unit Step Function (Heaviside Function) u(ta)

Definition:
 0 ta
u(ta) = 
 1 ta
Thus, the function
 f(ta) ta
g(t) = 
 0 ta
can be written as
g(t) = f(ta) u(ta)

Page no: 13
 The Laplace transform of g(t) can be calculated as

L{ f(ta) u(ta) } =  -st
 e f(ta) u(ta) dt
0

=  -st
 e f(ta) dt ( by letting x = ta )
a

=  e
-s(x+a)
f(x) dx
0

-sa 
= e -sa -sx -sa
 e f(x) dx = e L{ f(t) } = e f (s)
0

 L{ f(ta) u(ta) } = e-as L{ f(t) } = e-as f (s)

and L-1{ e-sa f (s) } = f(ta) u(ta)

-bs a e-bs
[Example] L{ sin a(tb) u(tb) } = e L{ sin at } = 2
s + a2

e-as
[Example] L{ u(ta) } =
s

[Example] Calculate L{ f(t) }

 et 0  t  2
where f(t) = 
 et + cost t  2
[Solution]
Since the function
 0 t  2
u(t2) cos(t2) = 
 cos(t2) ( = cost) t  2
 the function f(t) can be written as
f(t) = et + u(t2) cos(t2)
 L{ f(t) } = L{ et } + L{ u(t2) cos(t2) }
1 s e-2s
= +
s1 1 + s2

 1  e-s/2 
[Example] L-1 2 
 1+s 
 1   e-s/2 
= L-1 2   L-1 2 
 s +1   s +1 

Page no: 14
  
= sin t  u( t  ) sin ( t  )
2 2

= sin t + u( t  ) cos t
2

[Example] Rectangular Pulse

f(t) = u(ta)  u(tb)
e-as e-bs
L{ f(t) } = L{ u(ta) }  L{ u(tb) } = 
s s

[Example] Staircase
f(t) = u(ta) + u(t2a) + u(t3a) + ...
L{ f(t) } = L{ u(ta) } + L{ u(t2a) }
+ L{ u(t3a) } + ...
1 -as
= ( e + e-2as + e-3as + ... )
s
If as  0, e-as  1 , and that
 1
1 + x + x2 + . . . =  xn = , |x|1
1x
n=0
then, for s  0,
1 e-as
L{ f(t) } =
s 1  e-as

[Example] Square Wave

f(t) = u(t)  2 u(ta) + 2 u(t2a)  2 u(t3a) + . . .
1
 L{ f(t) } = ( 1  2e-as + 2e-2as  2e-3as + . . . )
s
1
= { 2 ( 1  e-as + e-2as  e-3as + . . . )  1 }
s
1  2 
=  -as  1 
s  1+e 
1  1e -as

=  
s  1 + e-as 
1  eas/2  e-as/2  1 as
=  as/2 -as/2  = tanh( )
s  e +e  s 2

[Example] Solve for y for t  0


t
y' + 2 y + 6 
 z dt =  2 u(t)
 0

 y' + z' + z = 0

Page no: 15
 with y(0) =  5, z(0) = 6
[Solution] We take the Laplace transform of the above set of equations:
 ( s L{ y } + 5 ) + 2 L{ y } + 6s L{ z } =  2s

 ( s L{ y } + 5 ) + ( s L{ z }  6 ) + L{ z } = 0
 (s2 + 2s) y + 6 z =  2  5 s
or 
 s y + (s + 1) z = 1

The solution of y is
  5 s2  7 s  8 2 4 3
y = =  
3
s +3s -4s2
s s1 s+4
1  sy 2(3s  2) 2 4
z   
s  1 ( s  1)( s  4) s  1 s  4

 y = L-1{ y } = 2 u(t)  4 et  3 e-4t
z  2et  4e 4t
[Exercise]
-t
 y' + y + 2 z' + 3 z = e

 3 y'  y + 4 z' + z = 0
y(0) =  1, z(0) = 0

[Exercise] y'' + y = f(t), y(0) = y'(0) = 0

 1 0t1
where f(t) = 
 0 t1
(b) Unit Impulse Function ( Dirac Delta Function ) (ta)

Definition: ( Fig. 117 of the Textbook )

 1/k a  t  a+k
Let fk(t) = 
 0 otherwise

and Ik = 
 fk(t) dt = 1
0
Define:(ta)  lim fk(t)
k0

Page no: 16
 From the definition, we know
  t=a
(ta) = 
 0 ta
 
and 
 (ta) dt = 1 
 (ta) dt = 1
0 
Note that

 (t) dt = 1

0


 (t) g(t) dt = g(0) for any continuous function g(t)
0

 (ta) g(t) dt = g(a)

0
The Laplace transform of (t) is

L{ (ta) } =  e (ta) dt = e
-st -as

[Question] L{ eat cos t (t3) } = ??

[Example] Find the solution of y for

y'' + 2 y' + y = (t1), y(0) = 2, y'(0) = 3
[Solution]
The Laplace transform of the above equation is
  
( s2 y  2 s  3 ) + 2 ( s y  2 ) + y = e-s

Page no: 17
  2 s + 7 + e-s 2 (s+1) 5 e-s
or y = 2 = + +
s +2s+1 (s+1)2 (s+1)2 (s+1)2
-s
2 5 e
= + +
s+1 (s + 1)2 (s + 1)2
Since
1 1
L{ t e-t } = 2 ( Recall L{ t } = 2 )
(s + 1) s
-s
 e 
 L-1 2 = (t1) e
-(t - 1)
u(t  1)
 (s + 1) 
 y = 2 e-t + 5 t e-t + ( t  1 ) e-(t - 1) u(t  1)
= e-t [2 + 5 t + e ( t 1 ) u(t  1) ]

(c) Periodic Functions

For all t, f(t+p) = f(t), then f(t) is said to be periodic function with period p.

Theorem:
The Laplace transform of a piecewise continuous periodic function f(t) with period p is
p
1
 e-st f(t) dt
1  e-ps 
L{ f } =
0
[Proof]

L{ f } =  -st
 e f(t) dt
0
p 2p
=   e f(t) dt + 
-st
 e-st f(t) dt
0 p
3p
+  -st
 e f(t) dt + . . .
2p
(k+1)p p
But 
 e-st
f(t) dt = 
 e
-s(u+kp)
f(u+kp) du
kp 0
( where u = t  kp and 0<u<p )
p
= e-skp  -su
 e f(u) du [ since f(u+kp) = f(u) ]
0
 p
 L{ f } =  e  -skp
 e-su f(u) du
k=0 0

Page no: 18
 p  
=  -su   (e-sp) k

e f(u) du

0  k=0
p
 -su
 e f(u) du
0
=
1  e-ps

[Example] Find L{ | sin at | }, a0


[Solution] p =
a  due to  
p
 -su
 e f(t) dt
0
L{ | sin at | } =
1  e-ps
/a
 -st
 e sin at dt
0
= (Use integration by parts twice)
1  e-s/a
 2 as 
s

e  e / 2
2a
-s/a
a 1+e a  
= 2 
s +a 2
1e -s/a
s  a  2a  2a 
2 2 s s

e e / 2
 
a s
= 2 coth( )
s + a2 2a

[Example] y'' + 2 y' + 5 y= f(t), y(0) = y'(0) = 0

where f(t) = u(t)  2 u(t) + 2 u(t2)  2 u(t3) + . . .
[Solution]
The Laplace transform of the square wave f(t) is
1 1  e-s
L{ f(t) } = (derived previously)
s 1 + e-s
   1 1  e-s
 s2 y + 2 s y + 5 y =
s 1 + e-s
 1 1 1  e-s
or y = 2
s + 2 s + 5 s 1 + e-s
1
Now 2
s(s +2s+5)
1  1 s+2  1  1 s+2 
=  s  s2 + 2s + 5  = 5  s  ( s + 1 )2 + 22 
5    
1 1
=  
 s  1  1 2 

5  s  s  12  22 2  s  12  22 
1  e-s
and = (1  e-s) (1  e-s + e-2s  e-3s + . . . )
1 + e-s

Page no: 19
 = 1  2 e-s + 2 e-2s  2 e-3s + . . . (derived previously)
 1  1 s+2 
 y =    (1  2 e-s + 2 e-2s  2 e-3s + )
5  s ( s + 1 ) 2 + 22 

The inverse Laplace transform of y can be calculated in the following way:
   s  1  1 
1  1 1 
 1  1 s+2   2
L-1   2 2   L    
5  s ( s + 1 ) + 2   5 s  s  1  2 2  s  1  2  
2 2

 
2 2
 
1 1  1 
 1  g  t    1  et  cos 2t  sin 2t  
5 5  2 
L-1  
 2 1 s+2  -ks 
2 2 e 
 5  s (s+1) +2  
2
= ( 1  g(tk) ) u(tk)
5
1
But g(tk) = e-(t-k) ( cos 2(tk) + sin 2(tk) )
2
  1 
= ek g(t)  ek et  cos 2t  sin 2t  
  2 
1 2
 y(t) = (1  g(t))  (1  eg(t)) u(t)
5 5
2 2
+ (1  e2g(t)) u(t2) - (1  e3g(t)) u(t3)
5 5
+ ……
1
= (1  2u(t) + 2u(t2)  2u(t3) + . . .)
5
g(t)
 (1  2eu(t) + 2e2u(t2)  . . .)
5
1
= ( f(t)  g(t)(1  2eu(t) + 2e2u(t2)
5
 2e3u(t3) + . . .) )

Change of Scale Property


L{ f(t) } = f (s)
1  s
then L{ f(at) } = f( )
a a
[Proof]
 
L{ f(at) } =  -st
 e f(at) dt = 
 e
-su/a
f(u) d(u/a)
0 0

1 1  s
 e-su/a f(u) du
a 
= = f( )
a a
0

sin t 
[Exercise] Given that L  = tan-1(1/s)
 t 

Page no: 20
 sin at 
Find L  = ??
 t 
 sin at  1  1
Note that L  = f (s/a) = tan-1(a/s)
 at  a a
 sin at   sin at 
 L  = a L  = tan-1(a/s)
 t   at 
(10) Laplace Transform of Convolution Integrals
- p. 279 of the Textbook

Definition
If f and g are piecewise continuous functions, then the convolution of f and g, written as (f*g), is
defined by
t
(f*g)(t)   f(t) g() d
0

Properties
(a) f*g = g*f (commutative law)
t
(f*g)(t) =   f(t) g() d
0
0
= -  f(v) g(tv) dv ( by letting v = t )
t
t
=  g(tv) f(v) dv = (g*f)(t) q.e.d.
0
(b) f*(g1 + g2) = f*g1 + f*g2 (linearity)
(c) (f*g)*v = f*(g*v)
(d) f*0 = 0*f = 0
(e) 1*f  f in general

Convolution Theorem
 
Let f (s) = L{ f(t) } and g(s) = L{ g(t) }
 
then L{ (f*g)(t) } = f (s) g (s)

[Proof]
    

f (s) g (s) =  -s    e-sv g(v) dv 
 
e f() d

0  0 

= 
 e
-s(+v)
f() g(v) dv d
0 0
Let t =  + v and consider inner integral with  fixed, then
dt = dv and

Page no: 21
 
 
f (s) g (s) = 

-st
 e f() g(t) dt d
0 

  t

 ___ dt d = 
 ___ d dt
0  0 0




 
 f (s) g (s) =   e-st f() g(t) dt d
0 
 t
  

-st
 e f() g(t) d dt
0 0
  t 
-st   dt
=  

e g(t) f() d

0 0 
 
=  e (g*f)(t) dt = 
-st
 e-st (f*g)(t) dt
0 0
= L{ f*g }

Corollary
 
If f (s) = L{ f(t) } and g(s) = L{ g(t) }, then
 
L-1{ f (s) g (s) } = (f*g)(t)

Page no: 22
  s 
[Example] Find L-1  2 2 
 ( s + 1 ) 
Recall that the Laplace transforms of cos t and sin t are
s 1
L{ cos t } = 2 L{ sin t } = 2
s +1 s +1

 s 

Thus, L-1 2 2 
 (s + 1) 
 s 1 
= L-1 2 2 
 s + 1 s + 1 
= sin t * cos t
t
Since sin t * cos t =   sin(t) cos d
0
t
=   ( sint cos  cost sin ) cos d
0
t t
= sint   cos2
 d  cost 
 sin cos d
0 0
1  1   cos 2t  1  
  sin t  t  sin 2t   cos t  
2  2   2 
t sint
=
2

[Example] Find the solution of y to the differential equation

y'' + y = f(t), y(0) = 0, y'(0) = 1
1 0t1
and f(t) = 
0 t1
[Solution]
The function f(t) can be written in terms of unit step functions:
f(t) = u(t)  u(t1)
Now take the Laplace transforms on both sides of the differential equation, we have
  1  e-s
s2 y  1 + y =
s
 1 + s  e-e 1 s1 e-s 1
or y = 2 = - 2  2
s(s +1) s s +1 s s +1
 y = 1  cos t + sin t  [sint * u(t1) ]
t
But the convolution sint * u(t1) =   sin(t) u(1) d
0
For t  1, u(t1) = 0, sint * u(t1) = 0
and for t  1, u(t1) = 1,
t t
 
 sin(t) u(1) d =  sin(t) d
0 1

Page no: 23
 t
Thus, sint * u(t1) = u(t1) 
 sin(t) d
1
t
= u(t1) cos(t)  = u(t1) [1  cos(t1) ]
1
 y = 1  cost + sint  u(t1) [1  cos(t1) ]

[Example] Volterra Integral Equation

t
y(t) = f(t) +   g(t) y() d
0
where f(t) and g(t) are continuous.
The solution of y can easily be obtained by taking Laplace transforms of the above integral
equation:
   
y(s) = f (s) + g(s) y(s)

 f (s)
 y(s) =

1 - g(s)
For example, to solve
t
y(t) = t2 +  sin(t) y() d
0
 2 1 
 y = 3 + 2 y
s s +1

L t n   n 1
2 2 n!
or y = 3 + 5
s s s
1
 y = t2 + t4
12
(11) Limiting Values

(a) Initial-Value Theorem


lim f(t) = lim s f (s)
t0 s
(b) Final-Value Theorem

lim f(t) = lim s f (s)
t s0

[Example] f(t) = 3 e-2t , f(0) = 3 , f() = 0

 3
f (s) = L{ f(t) } =
s+2

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  3s
lim s f (s) = = 3  f(0)
s s+2
 3s
lim s f (s) = = 0  f()
s0 s +2

[Exercise] Prove the above theorems

3 Partial Fractions
- Please read Sec. 5.6 of the Textbook
 F(s) 
L-1  = ??
 G(s) 
where F(s) and G(s) are polynomials in s.
Case 1 G(s) = 0 has distinct real roots
(i.e., G(s) contains unrepeated factors (s  a) )
Case 2 . . .
...
4 Laplace Transforms of Some Special Functions

(1) Error Function

Definition:
t
2 -x2 dx
erf(t)  
 e Error Function

0

2 -x2 dx
erfc(t)  1  erf(t) = 
 e Complementary Error Function

t

[Example] Find L{ erf t }

t t
2 -x2 1 -1/2 -u
erf t = 
 e dx = 
 u e du
 
0 0
( by letting u = x2 )
 t 
1 -1/2 -u
 L { erf t } = L   u e du 
  
0
 t 
1
( Recall that L   f() d  = L{ f(t) } )
s
 0 
1 1 -1/2 -t
 L { erf t } = L{t e }
 s
(1/2)      1 
But L{ t-1/2 } = =  L t    
s s  s 1 

Page no: 25
 
we have L{ t-1/2 e-t } =
s+1
1
 L{ erf t } =
s s+1
 1 
[Exercise] Find L-1   = ??  et erf t
s(s1)
 
(2) Bessel Functions

[Example] Find L{ Jo(t) }

d2y
 t  t 2  p2  y  0
dy
t2 2
Note that dt dt
d p
t J p  t    t  p J p 1  t 
dt
[Solution]
Note that J0(t) satisfies the Bessel's differential equation:
t J0''(t) + J0'(t) + t J0(t) = 0
We now take L on both sides and note that
J0(0) = 1 and J0'(0) =  J1  0   0
d   
  ( s2 J 0  s (1)  0 ) + (s Jo  1 )  J 0' = 0
ds
 
  s  1 J 0  sJ 0  0 
dJ 0 s J0
2
=  2
ds s +1
By separation o variable
 c
Jo = 2
s +1

Note that lim s f (s) = f(0) (Initial Value Theorem)
s

lim s Jo = J0(0) = 1
s
we have

s
c  = 1  c = 1
s2 + 1 s=
 1
 Jo = L{ J0(t) } = 2
s +1

[Exercise] Find L{ t J0(bt) } = ??

[Exercise] Find L{ J1(t) } if J0’(t) = - J1(t)
-at
[Exercise] Find L{ e J0(bt) }

 
Hint: 
1 - J0(t) 1 2
[Exercise] Find L   ds = ln ( s + s +1 )
 t   2
s +1

Page no: 26
 
[Exercise] Find 
 J0(t) dt
0
-2t
[Exercise] Find L{ t e J1(t) }

-t  1 - J0(t) 
[Exercise] Find 
 e   dt
t 
0
SUMMARY
1 n n!
0 L{ 1 } = ; L{ t } = n+1 for n  N
s s
at 1  s
L{ e } = ; L{ sin t } = 2 ; L{ cos t } = 2
sa s 
2
s 
2

1 L{ a f(t) + b g(t) } = a L{ f(t) } + b L{ g(t) }

-1   -1  -1 
1’ L { a f (s) + b g(s) } = a L { f (s) } + b L { g(s) } = a f(t) + b g(t)
2 L { f’(t) } = s L{ f(t) }  f(0+)
Note that f(t) is continuous for t  0 and f'(t) is piecewise continuous.
(n-1)
2’ If f(0) = f’(0) = f’’(0) = . . . = f (0) = 0, then
-1 n  (n)
L { s f (s) } = f (t)
t 
1 f (s)
3 L{   f() d } = s L{ f(t) } = s
0
Question: what if the integration starts from a instead of 0?
   t t
-1
 f (s) 
3’ L n =   ...  f(t) dt . . . dt
 s 
0 0
 n
4 L{ t f(t) } = - f ‘(s) ; L{ tn f(t) } = ( - 1 ) f (n)(s)
n
-1 d   n n
4’ L  n f (s)  = ( - 1 ) t f(t)
 ds 

 f(t)  ~ ~ f(t)
5 L  =   f (s ) ds if exists for t  0.
 t  t
s
 
-1 ~ ~ f(t)
5’ L   f (s ) ds  =
t
 s 
at  -1  at
6. L{ e f(t) } = f (s  a) 6’ L { f (s  a) } = e f(t)
-as  -1 -as 
7. L{ f(ta) u(ta) } = e f (s) 7’ L { e f (s) } = f(ta) u(ta)
-as
e -as
8. L{ u(ta) } = ; L{ (ta) } = e ;
s
p
1 -st
L{ f } = -ps   e f(t) dt where f(t) is a periodic function with period p
1e
0

Page no: 27
 1  s -1  1 t
9. L{ f(at) } = f( ) 9’ L { f (as) } = f( )
a a a a
  -1  
10. L{ (f*g)(t) } = f (s) g (s) 10’ L { f (s) g (s) } = f*g
t
where (f*g)(t)  
 f(t) g() d
0
 
11. lim f(t) = lim s f (s) ; lim f(t) = lim s f (s)
t0 s t s0

Page no: 28