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2/6/2017 TheLaplaceTransformofaFunction

TheLaplaceTransformofaFunction https://math.oregonstate.edu/home/programs/undergrad/CalculusQuestStudyGuides/ode/laplace/lt/lt.html

TheLaplaceTransformofafunctiony(t)isdefinedby

iftheintegralexists.ThenotationL[y(t)](s)meanstaketheLaplacetransform
ofy(t).Thefunctionsy(t)andY(s)arepartnerfunctions.NotethatY(s)isindeedonlyafunctionofssincethedefiniteintegraliswithrespecttot.

Examples

Lety(t)=exp(t).Wehave

Theintegralconvergesifs>1.Thefunctionsexp(t)and1/(s1)arepartner
functions.

Lety(t)=cos(3t).Wehave

Theintegralconvergesfors>0.Theintegralcanbecomputedbydoing
integrationbypartstwiceorbylookinginanintegrationtable.

ExistenceoftheLaplaceTransform

Ify(t)ispiecewisecontinuousfort>=0andofexponentialorder,then
theLaplaceTransformexistsforsomevaluesofs.Afunctiony(t)isof
exponentialordercifthereisexistconstantsMandTsuchthat

Allpolynomials,simpleexponentials(exp(at),whereaisaconstant),sine
andcosinefunctions,andproductsofthesefunctionsareofexponentialorder.

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2/6/2017 TheLaplaceTransformofaFunction

Anexampleofafunctionnotofexponentialorderisexp(t^2).Thisfunction
growstoorapidly.Theintegral

doesnotconvergeforanyvalueofs.

TableofLaplaceTransforms

ThefollowingtableliststheLaplaceTransformsforaselectionoffunctions

RulesforComputingLaplaceTransformsofFunctions

ThereareseveralformulasandpropertiesoftheLaplacetransformwhichcan
greatlysimplifycalculationoftheLaplacetransformoffunctions.We
summarizethembelow.Thepropertiescanverifiedusingtheintegral
formulafortheLaplaceTransformandcanbefoundinanytextbook.

Linearity

LikedifferentiationandintegrationtheLaplacetransformationisalinear
operation.Whatdoesthismean?Inwords,itmeansthattheLaplace
transformofaconstanttimesafunctionistheconstanttimesthe
Laplacetransformofthefunction.InadditiontheLaplacetransform
ofasumoffunctionsisthesumoftheLaplacetransforms.
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2/6/2017 TheLaplaceTransformofaFunction

Letusrestatetheaboveinmathspeak.LetY_1(s)andY_2(s)denote
theLaplacetransformsofy_1(t)andy_2(t),respectively,andletc_1
beaconstant.RecallthatL[f(t)](s)denotestheLaplacetransformof
f(t).Wehave

Asacorollary,wehavethethirdformula:

Hereareseveralexamples:

HerewehaveusedtheresultsinthetablefortheLaplacetransform
oftheexponential.Hereareacoupleofmoreexamples:

TranslationProperty

ThetranslationformulastatesthatY(s)istheLaplacetransformofy(t),then

whereaisaconstant.Hereisanexample.TheLaplacetransformofthe
y(t)=tisY(s)=1/s^2.Hence

LaplaceTransformoftheDerivative
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2/6/2017 TheLaplaceTransformofaFunction

SupposethattheLaplacetransformofy(t)isY(s).ThentheLaplace
Transformofy'(t)is

Forthesecondderivativewehave

Forthen'thderivativewehave

DerivativesoftheLaplaceTransform

LetY(s)betheLaplaceTransformofy(t).Then

Hereisanexample.SupposewewishtocomputetheLaplace
transformoftsin(t).TheLaplacetransformofsin(t)is1/(s^2+1).
Hence,wehave

GoontotheInverseLaplaceTransform

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