The Laplace Transform

Let

be continuous function on The Laplace transform of

[0, ).

f , denoted by L[f (x)], or by F (s), is given by

L[f (x)] = F (s) =

sx e f (x) dx. 0

The domain of F is the set of real numbers s for which the improper integral converges.
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f is of exponential order if there exists a positive number M and a nonnegative number A such that |f (x)| M ex on [A, ).

Examples:

(a) Bounded functions, e.g., sin x, cos x

(b) Powers of x: f (x) = xk .

(c) Exponential fcns: f (x) = eax.

f (x) = order.

x2 e

is not of exponential

THEOREM:

Let

be a

continuous function on [0, ). If , f is of exponential order then the Laplace transL[f (x)] = F (s) exists

form

for s > .

f (x) 1 ex cos x sin x ex cos x ex sin x xn , n = 1, 2, . . . xn ex, n = 1, 2, . . . x cos x x sin x

F (s) = L[f (x)] 1 , s>0 s 1 , s> s s , s>0 s2 + 2 , s>0 2 + 2 s s , s> (s )2 + 2 , s> 2 + 2 (s ) n! , s>0 n+1 s n! , s> n+1 (s ) s2 2 , 2 + 2 )2 (s 2s , (s2 + 2)2 s>0 s>0

Properties of the Laplace Transform

1. L is a linear operator: L[f1(x) + f2(x)] = L[f1(x)] + L[f2(x)] L[cf (x)] = cL[f (x)].

2.

If

is continuously dieren,

tiable and of exponential order

then L[f (x)] exists for s > and

L[f (x)] = sL[f (x)] f (0).

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 If f is twice continuously dierentiable with f and f of exponential order , then L[f (x)] exists for s > and

L[f (x)] = s2L[f (x)] sf (0) f (0).

In general, if

f, f , , f (n1) , then

are of exponential order

L[f (n) (x)] exists for s > and L[f (n)(x)] = snL[f (x)] sn1f (0) sn2f (0) f (n1)(0).
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3. If L[f (x)] = F (s), then dF L[xf (x)] = , ds and, in general, dn F L[xn f (x)] = (1)n n . ds d2F L[x2f (x)] = ds2

4. If L[f (x)] = F (s), then L[erx f (x)] = F (s r).

Examples:

1.

Find the Laplace transform of f (x) = 3 + 4e3x 2 cos 2x.

2.

Find the Laplace transform

of the solution of the initial-value problem: y 2y = 4x; y(0) = 3.

3.

Find the Laplace transform

of the solution of the initial-value problem: y 2y + 5y = 2x + ex ;

y(0) = 2, y (0) = 0.

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Ans: 1.

4 2s 3 F (s) = + 2 s s3 s +4 3s2 + 4 Y (s) = 2 s (s 2) Y (s) =

Ans: 2.

Ans: 3.

4 2s s2 + 2s + 2 + 2 2(s + 1)(s2 2s + 5) s s 2s + 5

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Inverse Laplace transforms

Theorem

If

and

are con-

tinuous functions on [0, ), and if L[f (x)] = L[g(x)], then f g; that is f (x) = g(x) for all x [0, ). (L is a one-to-one operator.)

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If

F (s)

is a given transform and f, continuous on

if the function

[0, ), has the property that L[f (x)] = F (s), then f is called the inverse Laplace transform of F (s), and is denoted by f (x) = L1 [F (s)]. The operator L1 is called the inverse operator of L.

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The operator L1 is linear; that is

L1[F (s)+G(s)] = L1 [F (s)]+L1[G(s)]

L1[cF (s)] = L1 [F (s)]

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Examples:

1.

Find the Laplace transform

of the solution of the initial-value problem y + 2y = 3ex, y(0) = 4,

then nd the solution of the problem. 2s 1 2. F (s) = 4 s + 4s2 Find f (x) = L1 [F (s)].
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3s + 2 3. F (s) = (s 1)(s2 + 2s + 5) Find f (x) = L1 [F (s)].

4.

Find the Laplace transform of

the solution of the initial-value problem y y 2y = sin 2x, y(0) = 1, y (0) = 2

then nd the solution of the problem.

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1.

(a)

4s 1 1 3 Y = = + (s 1)(s + 2) s1 s+2 (b) y = ex + 3e2x

2.

Ans.

1 1 1 1 f (x) = x cos 2x + sin 2x 2 4 2 8

3.

Ans.

7 x 5 x 5 x f (x) = e e cos 2x+ e sin 2x 8 8 8

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4.

(a)

2 1 Y = 2 + (s + 4)(s + 1)(s 2) s2 3 13/12 2/15 1 s 1 + . = 2 + 4 10 s2 + 4 s 2 s + 1 20 s (b) 13 2x 2 x 1 3 y= e e + cos 2x sin 2x. 12 15 20 20

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Jump Discontinuity: Let the function f = f (x) be dened on an interval I and continuous except at a point c I. If lim f (x) and lim f (x)

xc

xc

exist, but lim f (x) = lim f (x),

xc

xc

then f is said to have a jump (or nite ) discontinuity at c.

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Piecewise Continuous Functions: A function f dened on an interval I is piecewise continuous on I it is continuous on I if

except for

at most a nite number of points c1, c2, . . . , cn of I at which it has jump discontinuities.

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THEOREM:

If the function

is piecewise continuous on and of exponential order

[0, ), , then

the Laplace transform L[f (x)] exists for s > .

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Unit Step Functions:

Let c > 0. The function uc(x) = u(x c) =

0 1

x<c xc

is called a unit step function.

y 2

c 1

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Laplace Transform of a Unit Step Function: L[u(x c)] =

cs 1 , e

s > 0.

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Translation of a Function: is dened on [0, ) and

if f c > 0,

then the function

f (x c)u(x c) =

0, f (x c)u(x c),

x<c xc

is a translation of f .

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f (x)

f (x c)u(x c)

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Property 5. Laplace Transform of a Translated Function:

Suppose that L[f (x)] = F (s). Then, for any positive number c,

1. L[f (x c)u(x c)] = ecsF (s).

2. L1 [ecsF (s)] = f (x c)u(x c).

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Examples: Find L[f (x)].

1. f (x) =

2x 1

0x<3 . x3

Step 1. Write f in terms of u(x3): f (x) = 2x2(x3)u(x3)5u(x3)

Step 2. Determine L[f ]: 2 3s 1 5e3s 1 F (s) = 2 2e s s2 s

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2. f (x) =

x2 3x

0x<2 . x2

Step 1. Write f in terms of u(x2):

f (x) = x2 (x 2)2u(x 2)

(x 2)u(x 2) + 2u(x 2)

Step 2. Determine L[f ]: 2 2s 2 e2s 1 +2e2s 1 F (s)] = 3 e s s3 s2 s

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3. f (x) =

1 sin x 2 cos x

0 x < /2 /2 x < . x

Step 1. Express f in terms of u(x /2) and u(x ) :

f (x) = 1 u(x )+ 2

cos(x )u(x )+sin(x)u(x) 2 2

2 cos(x )u(x )

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Step 2. Determine L[f ]: 1 s s/2 1 s/2 F (s) = e +e + 2+1 s s s +es 1 s s 2e 2+1 s s2 + 1

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Examples: Given F (s) nd f (x): 3 2s 1 2s 1 1. F (s) = 2e +e s s s2

f (x) = 32u(x2)+e2(x2) u(x2)

3 1 + e2(x2)

0x<2 x2

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1 2 3s 2. F (s) = + 4e s s(s + 2)

f (x) = 2 + 2u(x 3) 2e2(x3)u(x 3)

2 4 2e6 e2x

0x<3 . x3

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1 es 3. F (s) = s(s2 + 4) f (x) = 1 1 cos 2x 1 u(x )+ 4 4 4

1 4

cos(2[x ]) u(x )

= 1 1 cos 2x 1 u(x )+ 4 4 4
1 4
1

cos 2x u(x )

1 cos 2x 4 4

0x< x

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Example:

Use the Laplace trans-

form method to solve the initial-value problem y + 2y = f (x), where f (x) =

y(0) = 1. 0x<3 . x3

x 1

1 e3s e3s Y (s) = 2 2 2 + s (s + 2) s (s + 2) s(s + 2) 1 s+2

y=

1 5 2x 1 + x+ e , 4 2 4 3 2(x3) 5 2x 1 + e , + e 2 4 4
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0x<3 x 3.

y 2

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Example:

Use the Laplace trans-

form method to solve the initial-value problem y +2y +y = f (x),

y(0) = y (0) = 0.

where f (x) =

1 x+1

0x<2 x2

1 2e2s e2s Y (s) = + + 2 s(s + 1)2 s2(s + 1)2 s(s + 1) y=

1 (x + 1)ex,

0x<2

x 1 (x + 1)ex (x 2)e(x2) , x 2
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3 2 1 x

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