Chapter 4

Laplace Transform
Its time to stop guessing solutions and nd a systematic way of nding solutions
to non homogeneous linear ODEs. We dene the Laplace transform of a function
f in the following way.
Denition 4.1. The Laplace transform of f(t), written F(s), is given by
(4.1) L(f) =
_

0
e
st
f(t) dt.
That is, the Laplace transform acts on a function, f(t), integrates the t out, and
creates function of s, which we denote F(s).
Before we see why this is useful, we might want to know if the integral in the
denition exists - it is after all an improper integral. We need another denition.
Denition 4.2. We say a function f(t) is exponentially bounded or of exponential
order if there exists non negative numbers a, k and M such that
(4.2) |f(t)| ke
at
t M.
We want to allow for interesting functions forcing an ODE.
Denition 4.3. A function f is said to be piecewise continuous on a bounded
interval if it has a nite number of discontinuities and the left and right limits exist
at each discontinuity. It is said to be piecewise continuous on [0, ] if it is piecewise
continuous on every bounded subinterval I [0, ].
And nally,
Denition 4.4. A function f is said to be piecewise smooth if f and its derivative
are piecewise continuous.
Now we can say when the Laplace transform of a function exists.
Theorem 4.5. Suppose f is piecewise continuous on [0, ] and exponentially
bounded. Then L(f) = F(s) exists for all s > a.
37
38 4. Laplace Transform
We will not prove the theorem. However, the examples below will show why it is
reasonable.
Example 4.6. Compute L(1).
Solution. Lets apply Theorem 4.5 to see what to expect. The function f(t) = 1 is
exponentially bounded. Indeed, we can choose k = 1, a = M = 0 in (4.2). Theorem
4.5 then implies the Laplace transform exists for all s > a = 0.
To nd the L(1) we compute it using the denition
L(1) =
_

0
e
st
1 dt = lim
A

1
s
e
st

A
0
= lim
A
1
s
(1 e
As
).
The limit of the exponential is zero as long as s > 0. Therefore,
L(1) =
1
s
, s > 0
as expected.
Example 4.7. Compute L(e
at
).
Solution. Again we apply Theorem 4.5 to see what to expect. The function
f(t) = e
at
is exponentially bounded if we choose k = 1, a = a, M = 1 in (4.2).
Theorem 4.5 then implies the Laplace transform exists for all s > a.
To nd the L(e
at
) we compute it using the denition
L(e
at
) =
_

0
e
st
e
at
dt =
_

0
e
(as)t
dt
= lim
A

1
a s
e
(as)t

A
0
= lim
A
1
s a
(1 e
A(as)
).
We need the exponent to be negative for the limit to exist. This is the case provided
s > a. Therefore,
L(e
at
) =
1
s a
s > a.
The next example is more dicult, but it shows the usefulness of the Laplace
transform.
Example 4.8. Compute L(f

(t)), where f is a piecewise smooth exponentially

bounded function.
Solution. We are told there exists k, a, and M such that |f(t)| ke
at
for all
t M. We use the denition of Laplace transform and integrate by parts
L(f

(t)) =
_

0
e
st
f

(t) dt = lim
A
_
A
0
e
st
f

(t) dt
= lim
A
_
e
st
f(t)

A
0
+
_
A
0
se
st
f(t) dt
_
= lim
A
_
e
sA
f(A) f(0) +
_
A
0
se
st
f(t) dt
_
.
4. Laplace Transform 39
Since f is exponentially bounded
lim
A
|e
sA
f(A)| lim
A
|e
sA
ke
aA
| = lim
A
|ke
(as)A
| = 0
provided s > a. Returning to our calculation
L(f

(t)) = lim
A
_
f(0) +
_
A
0
se
st
f(t) dt
_
= s
_

0
e
st
f(t) dt f(0)
= sL(f(t)) f(0).
This may look more useful if f is replaced with y. Then we have the formula
L(y

) = sL(y) y(0).
That is, the Laplace transform turns a derivative y

into an algebraic expression!

Quite useful for solving ODEs! Indeed, we can easily compute L(y

). Using the
formula for L(y

) we nd
L(y

) = sL(y

) y

(0) = s
2
L(y) sy(0) y

(0).
Table 1 below provides the Laplace transform for many common functions.
Example 4.9. Find the solution to
y

+ 3y

+ 2y = 0,
y(0) = 1,
y

(0) = 0
by using Laplace transforms.
Solution. We just take the Laplace transform of both sides. The left side of the
ODE gives
L(y

+ 3y

+ 2y) = L(y

) + 3L(y

) + 2L(y).
It distributes this way because integrals behave this way, and the Laplace transform
is an integral. Obviously L(0) = 0. Applying our formulas
_
s
2
L(y) sy(0) y

(0)
_
+ 3
_
sL(y) y(0)
_
+ 2L(y) = 0.
Next we use the initial data and rearrange to nd
(s
2
+ 3s + 2)L(y) = s + 3,
that is,
L(y) =
s + 3
s
2
+ 3s + 2
.
The Laplace transform turned an ODE into an algebraic problem. The only catch
is that we need to nd a function whose Laplace transform is (s +3)/(s
2
+3s +2).
Table 1 does not seem to help since this is not in the table. We have to modify the
expression to use Table 1. He have using partial fractions
s + 3
s
2
+ 3s + 2
=
s + 3
(s + 1)(s + 2)
=
A
s + 1
+
B
s + 2
.
40 4. Laplace Transform
f(t) = L
1
(F(s)) F(s) = L(f(t))
1. 1
1
s
s > 0
2. e
at 1
sa
s > a
3. t
n n!
s
n+1
s > 0
4. t
n
e
at n!
(sa)
n+1
s > a
5. sin at
a
s
2
+a
2
s > 0
6. cos at
s
s
2
+a
2
s > 0
7. e
at
sin bt
b
(sa)
2
+b
2
s > a
8. e
at
cos bt
sa
(sa)
2
+b
2
s > a
9. e
at
f(t) F(s a) s > a
10. u
c
(t)f(t) e
cs
L(f(t + c))
11. u
c
(t)f(t c) e
cs
L(f(t))
12. (t c) e
cs
13.
_
t
0
f(t )g() dt F(s)G(s)
14. y

(t) sL(y) y(0)

15. y

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

(0)
Table 1. Laplace and inverse Laplace transforms for common functions.
This implies
s + 3 = A(s + 2) + B(s + 1),
and A = 1 and B = 2. Therefore,
L(y) =
2
s + 1

1
s + 2
.
We may now use Table 1 to nd
y(t) = 2e
t
e
2t
.
No guessing involved!
4. Laplace Transform 41
Example 4.10. Find the inverse Laplace transform of
F(s) =
2s + 1
s
2
+ 4s + 5
,
Solution. Just a matter of making it look like ones in the table. When the
denominator does not factor, we complete the square. Recall to do this we take
half the coecient in front of the middle term, s, square it, then add and subtract
it. Here s
2
+ 4s + 5 = s
2
+ 4s + 4 4 + 5 = (s + 2)
2
+ 1. Then
F(s) =
2s + 1
s
2
+ 4s + 5
= 2
(s + 2)
(s + 2)
2
+ 1
3
1
(s + 2)
2
+ 1
.
This is readily found in Table 1 and
f(t) = 2e
2t
cos t 3e
2t
sin t
Homework 4.1
Find the inverse Laplace transform of the following.
1. F(s) =
3
s
2
+4
2. F(s) =
4
(s1)
3
3. F(s) =
2
s
2
+3s4
4. F(s) =
3s
s
2
s6
5. F(s) =
2s+2
s
2
+2s+5
6. F(s) =
2s3
s
2
4
7. F(s) =
2s+1
s
2
2s+2
8. F(s) =
8s
2
4s+12
s(s
2
+4)
9. F(s) =
12s
s
2
+4s+5
10. F(s) =
2s3
s
2
+2s+10
Use the Laplace transform to solve the following ODEs
11. y

6y = 0; y(0) = 1, y

(0) = 1
12. y

2y

+ 2y = 0; y(0) = 0, y

(0) = 1
13. y

+ 2y

+ 5y = 0; y(0) = 2, y

(0) = 1
14. y
IV
y

= 0; y(0) = 1, y

(0) = 1, y

(0) = 1, y

(0) = 0
15. y

2y

+ 2y = cos t; y(0) = 1, y

(0) = 0
Answers
1. f(t) =
3
2
sin 2t
2. f(t) = 2t
2
e
t
3. f(t) =
2
5
e
t

2
5
e
4t
4. f(t) =
9
5
e
3t

6
5
e
2t
5. f(t) = 2e
t
cos 2t
6. f(t) =??
7. f(t) = 2e
t
cos t + 3e
t
sin t
8. f(t) = 3 + 5 cos 2t 2 sin2t
9. f(t) = 2e
2t
cos t + 5e
2t
sin t
10. f(t) = 2e
t
cos 3t
5
3
e
t
sin 3t
11. y(t) =
1
5
(e
3t
+ 4e
2t
)
12. y(t) = e
t
sin t
13. y(t) = 2e
t
cos 2t +
1
2
e
t
sin 2t
14. y(t) =
e
t
+e
t
2
15. y(t) =
1
5
(cos t 2 sint + 4e
t
cos t
2e
t
sin t)
42 4. Laplace Transform
4.2. Heaviside Function
We can force ODEs with more interesting functions now that we have a more non
guessing method for solving ODEs. Indeed, consider the Heaviside function given
by
(4.3) u
c
(t) =
_
0 t < c
1 t c
,
where c > 0. We can think of the Heaviside function as a switch. It turns on at
t = c. Thus the function 1 u
c
(t) is a switch that turns o at t = c.
0 0.5 1 1.5 2
t
0
0.5
1
1.5
2
u
c
0 0.5 1 1.5 2
t
0
0.5
1
1.5
2
u
c
Figure 1. Left: Heaviside function with c = 1. Right: graph of 1 u
1
(t).
Example 4.11. Write the function
f(t) =
_
0 t < 2
sin t t 2
in terms of Heaviside functions.
Solution. The function f starts out as the function 0 until t = 2. At t = 2 zero
turns o and sin t turns on. Thus
f(t) = 0 u
2
(t)0 + u
2
(t) sin t
= u
2
(t) sin t.
Keep in mind, u
c
(t) is a switch that turns on at t = c. A graph of f is given below.
Example 4.12. Write the function
f(t) =
_
_
_
0, 0 < t < 1,
1, 1 t < 2,
0, t 2,
in terms of Heaviside functions.
4.2. Heaviside Function 43
0 5 10 15 20
t
-1
-0.5
0
0.5
1
f
(
t
)
Figure 2. Graph of f(t) = u
2
(t) sint in Example 4.11.
Solution. The function f starts out as the function 0 until t = 1. At t = 1 zero
turns o and 1 turns on. At t = 2 one turns o 0 turns on. Thus
f(t) = 0 u
1
(t)0 + u
1
(t)1 u
2
(t)1 + u
2
(t)0
= u
1
(t) u
2
(t).
A graph of this function is given below.
0 0.5 1 1.5 2 2.5 3
t
0
0.5
1
1.5
f
(
t
)
Figure 3. Graph of f(t) = u
1
(t) u
2
(t) in Example 4.12.
We need to compute the Laplace transform of the Heaviside function. In partic-
ular, the above examples imply we need to nd the Laplace transform of functions
in the form u
c
(t)f(t). Using the denition of Laplace transform, we nd
L(u
c
(t)f(t)) =
_

0
e
st
u
c
(t)f(t) dt =
_

c
e
st
f(t) dt
=
_

0
e
s(r+c)
f(r + c) dr = e
cs
_

0
e
sr
f(r + c) dr
= e
cs
L(f(t + c)).
44 4. Laplace Transform
Example 4.13. Compute the Laplace transform of u
2
(t) sin t.
Solution. Using 10. in Table 1 (just derived above)
L(u
2
(t) sin t) = e
2s
L(sin(t + 2))
= e
2s
L(sin t) =
e
2s
s
2
+ 1
.
Example 4.14. Compute the Laplace transform of u
2
(t)(t
t
+ t + 1).
Solution. Using 10. in Table 1
L(u
2
(t)(t
2
+ t + 1) = e
2s
L((t + 2)
2
+ (t + 2) + 1))
= e
2s
L(t
2
+ 5t + 7)
= e
2s
_
2
s
3
+
5
s
2
+
7
s
_
.
Example 4.15. Compute the Laplace transform of
f(t) =
_
_
_
t, 0 t < 3,
(t 3), 3 t < 4,
1, t 4 .
Solution. Here
f(t) = t u
3
(t)t + u
3
(t)(t 3) u
4
(t)(t 3) + u
4
(t).
The Laplace transform is
F(s) =
1
s
2
e
3s
L((t + 3)) + e
3s
L((t + 3) 3) e
4s
L((t + 4) 3) +
e
4s
s
=
1
s
2
e
3s
_
1
s
2
+
3
s
_
+
e
3s
s
2
e
4s
_
1
s
2
+
1
s
_
+
e
4s
s
.
Example 4.16. Compute the inverse Laplace transform of
G(s) =
(2s 3)e
s
s
2
+ 2s + 10
.
Solution. We need to make this look like 11 in Table 1. We may write G(s) as
G(s) = 2
(s + 1)e
s
(s + 1)
2
+ 3
2

5
3
3e
s
(s + 1)
2
+ 3
2
= e
s
F
1
(s) + e
s
F
2
(s).
Next we nd the inverse of F
1
(s) and F
2
(s) from the table. Here
f
1
(t) = 2e
t
cos 3t, f
2
(t) =
5
3
e
t
sin 3t.
The inverse Laplace transform is
g(t) = u
1
(t)f
1
(t 1) + u
1
(t)f
2
(t)
= u
1
(t)
_
2e
(t1)
cos(3(t 1))
5
3
e
(t1)
sin(3(t 1))
_
.
4.2. Heaviside Function 45
Example 4.17. Find the solution to the ODE
y

+ y =
_
1 t, 0 t < 1,
0, t 1 .
y(0) = 1, y

(0) = 0 .
Solution. The right side is the same as (1 t) u
1
(t))(1 t). Taking the Laplace
transform of both sides,
(s
2
L(y) s) +L(y) =
1
s

1
s
2
e
s
L(1 (t + 1)),
or
L(y) =
s
s
2
+ 1
+
1
s(s
2
+ 1)

1
s
2
(s
2
+ 1)
+
e
s
s
2
(s
2
+ 1)
,
Set
F(s) :=
1
s(s
2
+ 1)
=
1
s

s
(s
2
+ 1)
G(s) :=
1
s
2
(s
2
+ 1)
=
1
s
2

1
(s
2
+ 1)
.
Then
L(y) =
s
s
2
+ 1
+ F(s) G(s) + e
s
G(s).
It follows that
y(t) = cos(t) + f(t) g(t) + u
1
(t)g(t 1).
Here
f(t) = 1 cos t
g(t) = t sint.
Hence,
y(t) = 1 t + sint + u
1
(t)(t 1 sin(t 1)).
Homework 4.2
Find the Laplace transform of the following.
1. f(t) =
_
_
_
0 0 < t < 2
1 1 t < 2
0 t 2
2. f(t) =
_
0 0 < t < 2
(t 2)
2
t 2
3. f(t) =
_
0 0 < t < 1
t
2
2t + 2 t 1
4. f(t) =
_
cos t 0 < t < 2
1 sin t t 2
Find the inverse Laplace transform of the following.
5. F(s) =
3!e
s
(s 2)
4
6. F(s) =
e
2s
s
2
+ s 2
7. F(s) =
2(s 1)e
2s
s
2
2s + 2
8. F(s) =
2e
2s
s
2
4
9. F(s) =
(s 2)e
s
s
2
4s + 3
10. F(s) =
e
s
+ e
2s
e
3s
e
4s
s
46 4. Laplace Transform
Solve the following dierential equations.
11. y

+ y = f(t); y(0) = 0, y

(0) = 1; f(t) =
_
1 0 < t < 3
0 t 3
12. y

+ 3y

+ 2y = f(t); y(0) = 0, y

(0) = 0; f(t) =
_
1 0 < t < 10
0 t 10
13. y

+ 3y

+ 2y = u
2
(t); y(0) = 0, y

(0) = 1;
14. y

+ y = f(t); y(0) = 0, y

(0) = 1; f(t) =
_
t/2 0 < t < 6
3 t 6
Answers
2. F(s) = 2e
2s
/s
3
3. F(s) = e
s
(s
2
+ 2)/s
3
5. f(t) = u
1
(t)(t 1)
3
e
2(t1)
6. f(t) =
1
3
u
2
(t)(e
t2
e
2(t2)
)
7. f(t) = 2u
2
(t)e
t2
cos(t 2)
8. f(t) = u
2
(t) sinh 2(t 2)
9. ??
10. f(t) = u
1
(t) + u
2
(t) u
3
(t) u
4
(t)
11. y(t) = 1 cos t + sin t u
3
(1 + cos t)
12. y(t) =
1
2
(1 + e
2t
) e
t
u
10
(t)
_
1
2
+
1
2
e
2(t10)
e
(t10)
_
13. y(t) = e
t
e
2t
+ u
2
(t)
_
1
2
e
(t2)
+
1
2
e
2(t2)
_
14. y(t) =
1
2
(t + sin t)
1
2
u
6
(t)(t 6 sin(t 6))
4.3. The Delta Function
We have developed a sophisticated method of solving ODEs. So much so that we
can think of forcing an ODE with a large force that acts over a short time. The
physical phenomena we wish to describe might be a spark, or a baseball being hit
by a bat. We could approximate such a force with the functions

(t) =
_
1/

2
< t <

2
0 otherwise
,
where > 0. We think of as being a small positive number. Figure 4 below shows
a graph of

. Notice that the area under the curve for each > 0 is one. We do
not want an innite velocity to result.
We are interested small. In fact, we need to compute the limit as goes
to zero if we want to think of the force as acting instantaneously. If we want to
compute the Laplace transform of such a force, we will need to compute
lim
0
_

f(t)

(t) dt
for a continuous f(t). The limit is not hard to compute. Indeed, the function

(t)
is zero most of the time. If f continuous and is small, then f does not change
4.3. The Delta Function 47
-2 -1 0 1 2
t
0
1
2
3
4
5

)
Figure 4. Graph of (t) for various .
much on the small interval

2
< t <

2
. In fact, it is close to f(0). Thus the
integral is approximately
lim
0
_

f(t)

(t) dt lim
0
_

f(0)

(t) dt
= f(0) lim
0
_

(t) dt = f(0) lim

0
1
= f(0).
More generally
(4.4) lim
0
_

f(t c)

(t) dt = f(c).
We cannot move the limit inside the integral since lim
t

(t) does not exist.

However, formally we set
(4.5) lim
t

(t) = (t)
and we write
_

f(t c)(t) dt = f(c)

with the understanding that (4.5) really means (4.4). The function (t) is called
the Delta function.
The Laplace transform of the Delta function is easy to compute. Indeed,
L((t c)) =
_

0
e
st
(t c) dt
= e
cs
.
Example 4.18. Find an anti derivative of (t 1).
Solution We just need to solve
y

= (t 1)
y(0) = 0.
48 4. Laplace Transform
Taking the Laplace transform of both sides, we nd
L(y) y(0) = e
s
.
That is,
L(y) =
e
s
s
,
and
y(t) = u
1
(t).
Example 4.19. Find an two anti derivatives of (t 1).
Solution We just need to solve
y

= (t 1)
y(0) = 0, y

(0) = 0.
Taking the Laplace transform of both sides, we nd
s
2
L(y) sy(0) sy

(0) = e
s
.
That is,
L(y) =
e
s
s
2
,
and
y(t) = u
1
(t)(t 1).
There is a pattern here. Figure 5 plots the Delta function and its anti deriva-
tives. Does the pattern make sense to you?
Example 4.20. Find the solution to
y

4y

+ 3y = (t 1), y(0) = 0, y

(0) = 1 .
Solution. Taking the Laplace transform of both sides, we nd
L(y) =
e
s
(s 3)(s 1)
+
1
(s 3)(s 1)
.
Set
F(s) =
1
(s 3)(s 1)
=
1
2
s 3

1
2
s 1
.
Then
f(t) =
1
2
e
3t

1
2
e
t
,
and y = u
1
(t)f(t 1) + f(t) or
y = u
1
(t)
1
2
_
e
3(t1)
e
t1
_
+
1
2
_
e
3t
e
t
_
.
4.3. The Delta Function 49
0 0.5 1 1.5 2

0
2e+06
4e+06
6e+06
8e+06
1e+07

)
0 0.5 1 1.5 2
t
0
0.2
0.4
0.6
0.8
1
1.2
1.4
u
1
(
t
)
0 0.5 1 1.5 2
t
0
0.2
0.4
0.6
0.8
1
1.2
1.4
y
=
u
1
(
t
)
(
t
-
1
)
Figure 5. Graph of (top) (t 1); its anti derivative (middle) u
1
(t 1); and
it second anti derivative (bottom) u
1
(t)(t 1).
Homework 4.3
Solve the following dierential equations.
1. y

+ 2y

+ 2y = (t ); y(0) = 1, y

(0) = 0
2. y

+ 4y = (t ) (t 2); y(0) = 0, y

(0) = 0
3. y

+ 4y

+ 3y = 1 + (t 1); y(0) = 0, y

(0) = 0.
4. y

+ y = (t 2) cos t; y(0) = 0, y

(0) = 1
Answers
1. y(t) = e
t
cos t + e
t
sin t + u

(t)e
(t)
sin(t )
2. y(t) =
1
2
u

(t) sin 2(t )

1
2
u
2
(t) sin 2(t 2)
4. y(t) = sint + u
2
(t) sin t
50 4. Laplace Transform
4.4. The Convolution
There is a way to avoid the use of partial fractions to compute the inverse Laplace
transform. Suppose
F(s) = L(f(t)),
G(s) = L(g(t)).
Set H(s) = F(s)G(s). It is too bad the inverse Laplace transform of H(s) is not
f(t)g(t). However, its not hard to show
L
1
(F(s)G(s)) =
_
t
0
f()g(t ) d
=
_
t
0
f(t )g() d
= f g.
That is,
(4.6) h(t) = L
1
(F(s)g(s)) = f g.
Equation (4.6) is called the convolution of f and g.
Example 4.21. Find the inverse Laplace transform of
H(s) =
1
s
2
(s
2
+ 1)
.
Solution. Set
F(s) =
1
s
2
, G(s) =
1
s
2
+ 1
.
Then
f(s) = t, g(s) = sin t,
and
L
1
(H(s)) =
_
t
0
sin(t ) d
= cos(t )
_
t
0
cos(t ) d
= t + sin(t )

t
0
= t sin t.
Alternatively we could use partial fractions and
1
s
2
(s
2
+ 1)
=
1
s
2

1
s
2
+ 1
.
Then the inverse is easy and the same as above.
4.4. The Convolution 51
Homework 4.3
Solve the following dierential equation.
1. y

+ y = g(t); y(0) = 0, y

(0) = 1
Answer
1. y(t) =
_
t
0
sin(t )g() d + sin t