Laplace transform

Application in solving deferential equation

Abiy Endayilalu
5/1/2407

Advisor Ato Addisu W.

Contents
ACKNOWLEDGMENTs ............................................................................................................................. 3
Objective ....................................................................................................................................................... 4
INTRODUCTION ........................................................................................................................................ 5
CHAPTER ONE ........................................................................................................................................... 6
Laplace transform ..................................................................................................................................... 6
1.1.

Definition of Laplace transforms .................................................................................................. 6

1.2.

Linearity of Laplacetransforms ..................................................................................................... 8

1.3.

Existence of Laplace transform................................................................................................... 10

1.4.

Inverse of Laplace transforms ..................................................................................................... 11

CHAPTER TWO ..................................................................................................................................... 13

Application of Laplace Transform to differential equation ........................................................................ 13
2.1.

Derivative of Laplace transforms ................................................................................................ 13

2.2.

INTEGRAL OF LAPLACE TRANSFOR .................................................................................. 15

2.3.

Application to IVP (Initial Value Problem) ................................................................................ 16

CONCLUSSION......................................................................................................................................... 18
References ................................................................................................................................................... 19

2|Page

ACKNOWLEDGMENTs
First I would like to thanks my adviser Ato Addisu W. next to God. For his
advising and guide me how to prepare this paper.
And also, I would like to thanks all my parents and my sister for their
financial support and for their advice in any time during the preparation of
this paper.

3|Page

Objective
The main objective or aim of this project is that give any linear deferential
equation problem we can solve its using Laplace transform which is efficient
method for solving derivative and integral of Laplacetransform.

4|Page

INTRODUCTION
This project consists of two chapter, which are Laplace transform and
application of Laplace transform.
Chapter one consists of definition of Laplace transform, linearity of Laplace
transform, sufficient condition for existence of Laplace transform and inverse
of Laplace transform.
Chapter two deals the application of Laplace transform to deferential
equation and also consist of derivative of Laplace transform and integral of
Laplace transform

5|Page

CHAPTER ONE
Laplace transform
1.1.

Definition of Laplace transforms

In this chapter we define the Laplace transform on [0,) and operation of

Laplace transform with example. The Laplace transform is named for the eminent
French mathematicians P.S Laplace who studied equation of the form
( ( )) =
Definition:

( )=

- Given a function

( )

1782 .

( ) define for all t 0, the Laplace transform of

is the function define as follow

( )=

( ) =

( )

for alls value of s for which the in proper integral convergent .

Recall that any improper integral over an infinite interval is define as limit of
integral over bounded interval, that is
( )

= lim

f(t)dt

If the limit exist, then we say that the improper integral convergent, otherwise it
divergent or fail to exist,
Note that The integrand of the improper integral in equation (1) contains
parameter in addition to the variable of integration .
Therefore, when the integral in the equation (1) convergent not merely to a
number, but to a function

6|Page

of , ( ).

Example: Find the Laplace transform of the function ( ) = 1 ?

Solution:
( ) = (1) =

Let

= lim

. This implies that

( )

lim

lim

( )
)

limit

du = limit

(1-

= lim

)=

( )

( )
= lim
(0)

for s > 0 .

Remark: -The limit we computed in example 1 above would not exist if s < 0 for
then (

become unbounded as be . Hence(1) is defined only for

s>0.
Example: Evaluates (t) =?
Solution (t) = lim
t=

lim

= lim

( )
)

=[-st

lim

(1 sb

7|Page

, u = -st , du = -sdt ,

( )
)

dt, Let st =u, dt =

Let u = v , dv =

, then by partial fraction method .

du =1 , v =

= -sb

(-1) = 1- sb

)=

= uv -

, for s > 0

(t) =

( )
(0)

1.2.

Linearity of Laplacetransforms

We know Laplace transform of several function, we can combine them to obtain

transform of other functions. Because of that the Laplace transform is a linear
operator.
Theorem: Linearity of Laplace transforms. Ifa and b are constant. Then
{

( ) +

( )}= { ( )} + { ( )} . For all s such that the Laplace

transforms ofa function f and g both exist.

Proof The above theorem follows immediately from the linearity of the operation
of taking limits and of integration {
lim

blim

[af(t) + bg(t)]dt = alim

( ) +

( )} =

[af(t) + bg(t)]dt =

f(t)dt +

g(t)dt = a { ( )} + { ( )}

Example 1 evaluates(3 + 4 ) ?
Solution (3 + 4 ) = (3.1 + 4. ) =
3(1) + 4( ) = 3 + 4

Example: Finds Laplace transform of f(x) =

Solution: ( ) =
:. ( ) =

?
(

) = ..

implies n is an element of the set of whole number

Example: (coshax) =?
Solution: (coshax) = [
8|Page

]=

)+

(1) =

=
= (

)+

:. (coshax) =

dx +

dx

=
, > | |.

Table of Laplace transform

( )
1

(f(t))
1
1
!
1

sin
+
cos
+
sinh

cosh

9|Page

1.3.

Existence of Laplace transform

Sufficient condition that quadrantthe existenceof (f(t)) are

1.

be exponential order t>T

2.

be piece wise continuous on [0, )

Definition (exponential order): Function f is said to be exponential order if there is

exist a number M> 0 and t > 0 | ( )|

( )

for t>T

Example 1: If f(t)=t
Solution | ( )| =| |

>0

Example 2 ( ) = 2 cos
Solution |f(t)| = |2cost| 2
2.

be piece wise continuous on [0, )

Definition: Function f(t) is said to be piecewise continuous on the bounded

interval la

[a, b] canbe subdivided in to finitely many

abutting sub interval in such a way that

1. f be continuous in the interior of each of these subinterval and
2. f(t) has finite limit as t approach each end point of each subinterval from its sub
interior . We such that f is piece wise continuous for t > 0
If it is piece wise continuous on every bounded subinterval of [0, +)

10 | P a g e

Example: Evaluate (f(t)) , where

f(t) =

0,0 < 3
2, 3

Solution:
(f(t)) =

( ) +lim

(f(t)) =2

f(t)dt =lim

( )

( )

4
| + lim

= lim

1.4.

( )

f(t)dt implies

|
4

, s> 0

Inverse of Laplace transforms

Two different function that are both continuous for all t0 can not have the same
laplace transform .Thus if F(s) is transform of some continuous function f(t). Then
f(t) is uniquely determined.
This observation allows us to make the following definition if F(s) = (f(t)) ,Then
we call f(t) is the inverse Laplace transform of F(s) and we write f(t) = {
Example: 1.

( )=1

2.

11 | P a g e

3.

4.

)=
) = sin3t

(F(s))}

Note that.

F(t) + G(S)

Evaluate

Is a linear operator for any and function F(s) and G(s) then

)=

{F(s)} +

) = 3cos7 +

)=

{ ( )}

)+

) = 3

) +

sin7

Theorem: - uniqueness of inverse Laplace transform. Suppose that the function

f(t) and g(t) satisfy the existence of Laplace transform .
That is their Laplace transform F(s) and G(s) both exist .If F(s) =G(s) for all s>c
(for some c) then f(t) =g(t) whenever on [0,+) both f and g are continuous.

12 | P a g e

CHAPTER TWO

Application of Laplace Transform to

differential equation
In this chapter we consider the application of Laplace transform o obtain
derivative and integral of Laplace transform as well as application to finding initial
value problem .
1.1.

Derivative of Laplace transforms

Suppose is continuous for t 0 then integrating by part gives

{f(t)=
f(t)dt=
f(t) -s
f(t)dt
0
( )

( )

f()-f(0)+s

= -f(0)+ s(f(t))
(f(t)) = (f(t)) (0)=sF(s)-f(0), where F(s)=(f(t)) .

(f(t)) =
f(t)dt=
( ) +
f(t)dt-f(0)+s(f(t)),s(sF(s))0
f(0)= F (S)-Sf(0)-f(0),where F(s)= f(t).
Theorem: If , ,
( )

and if
(
(

( )

(t)) =

If n=2,

13 | P a g e

)are continuous [0,) and are of exponential order

(t) is piecewise continuous on [0,), then

(t))=

( )

F(S)-
F(S)-

f(0)-

( )

(0) , where ( ) = (f(t)) .

f(0)-

f(0).

)(0).

( )

( )

(t))= F (S)-
=

(0).

F (S)- [sf(0) + f(0)] =

F(s) s F(0)

From this theorem we can write

(

( )) =

( )
( )

Where ( ) = ( ( )) and then (

( )

(0)

) depend on ( ) =

( ) and ( 1)

derivative of ( ) evaluated at 0.
( ) =

Theorem: If F(s)=(f(t)), and n=1,2,3..n then

( ).

Prove by PMI
Step 1for

(tf(t))=
=

( )

( ) =

n=1,(tf(t))=
( )
( )
( )

( )

dt=
( )

Step 2assume that

( )

( )

f(t)dt=

dt= (tf(t)) (tf(t))=

(

( ) =

( ))dt =

( )

( )
( )

F(s)

Stepp3 prove that for k+1.

(

( ) =

( ) =g(t)

G(s)=
(

(
)

14 | P a g e

( ) =

F(s)
( )

( )

WHERE G(S)= ( ( )),

( ) , ( )=
( )=

( ) = ( . ( )),where

( ) =

( ),
(

( ) =
( ) by PMI

( ) =

1.2.

( ),
(

)=

( )

)=

Example(
= (

( )
(

(
)

( )=

( ) ,

, where F(s)
(

)=

)(
(

)
)

INTEGRAL OF LAPLACE TRANSFOR

WE shall consider that Laplace transform provide important means for solving
differential equations. For this reason it will be necessary for us to find Laplace
transform integrals.
Theorem: If lim

( ) exists and (f(x))=F(t) then

( )

( )

Proof:
we shall assume that lim
exist than we have g(x)=
F(t) =

( ) =

Thus G(t) = -

( )

( )

exist , other wise it Laplace transform may not

( )

or f(x) = xg(x).

( ) =
=

( )

( ) =

( )

..equal 2

Now since g(x) satisfies the condition that lim G(t) = 0, than G(t) = (

( )

Example
Find the Laplace transform of the following function

15 | P a g e

( )

)=

1.

dx?

Solution (

)=

( )

= F(t)

dt = lim

dt = lim ln( )= -

this is divergent .
There fore(

2.

) does nt exist

dx?

Solution
(

)=

=F(t)

dx =

( )

There fore
2.3.
T

dt = lim =

dt = lim tan

dx =

Application to IVP (Initial Value Problem)

involve the operation integraion and yields the new

function (f(t)) = F(s) of anew independent variables.

That is the Laplace transformer convert a differential equation in the unknown
function f(t) in to algebraic equation F(s) . Because algebraic equation are
generally easier to solve then differential equation.
This is one method that simplifies the problem of finding the solution of f(t)
Procedure to apply Laplace transforms IVP

16 | P a g e

1. Apply Laplace transform of

2. Solve the transformed equation for y(s) =

3. Apply inverse of Laplace transform,

( ) .

Example solve the Laplace transform of the function

Y+6y=

, y(0) = 2

Step 1 (

+ 6 ) = (

=sY(s) y(0) + 6y(s) =

= sy(s) -2+6y(s) =
= y(s) (s+6 ) =
Y(s) =

= y(s) =
Step 2

)(

( ( )) =

Y(t) =

Y(t) =

=6y(t) =
Y(t) + 6y(t) =
=y(t) +6y(t) =

17 | P a g e

+2

+
-

Y(0)=

( )

( )

Therefore

y(t) =

is the solution of

the given function.

CONCLUSSION
Laplace transform defined on [0,) and given by
( ) =

( ) =

( ) .

The inverse of Laplace transform is unique function ( ) is continuous

on [0, ) and satisfies

( ) =

( ).

Laplace transform and inverse of Laplace transform

Any piece wise continuous function of exponential order as a Laplace

transform. So these conditions are sufficient for solving different types of
differential and integral equation.

18 | P a g e

References
Text book: - Dennis G Zell, A first course in differential equation.
Reference: - Erwin Keying, Advanced mathematics, 10 edition, Wiley 2000.
-Martin Broun, differential equation and there applications, Springerveliger,
1993.
-Nageleltal, fundamental of differential equation 5

edition Addition Willey

long man, 2004

-W.E.Boyce and R.C.oiprima, elementary differential equations and boundary
value problems,7 edition, John Wiley and sons, INC 2001.
-E.O. Rain Vile and P.E.Bedient, elementary differential equations, Macmillan
publishing company, 1999.
-R.I.Ross, introduction to ordinary differential equations,4 edition, Wiley,
1989.

19 | P a g e

20 | P a g e