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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 ) = est f (t) dt.
0
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)| keat t M.
And nally,
Denition 4.4. A function f is said to be piecewise smooth if f and its derivative
are piecewise continuous.
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 L(1) we compute it using the denition
1 A 1
L(1) = est 1 dt = lim est = lim (1 eAs ).
0 A s 0 A s
The limit of the exponential is zero as long as s > 0. Therefore,
1
L(1) = , s>0
s
as expected.
Example 4.7. Compute L(eat ).
Solution. Again we apply Theorem 4.5 to see what to expect. The function
f (t) = eat 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(eat ) we compute it using the denition
L(eat ) = est eat dt = e(as)t dt
0 0
1 (as)t A 1
= lim e = lim (1 eA(as) ).
A as 0 A s a
We need the exponent to be negative for the limit to exist. This is the case provided
s > a. Therefore,
1
L(eat ) = s > a.
sa
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)| keat for all
t M . We use the denition of Laplace transform and integrate by parts
A
L(f (t)) = est f (t) dt = lim est f (t) dt
0 A 0
A A
= lim est f (t) + sest f (t) dt
A 0 0
A
= lim esA f (A) f (0) + sest f (t) dt .
A 0
4. Laplace Transform 39
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) = s2 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
s2 L(y) sy(0) y (0) + 3 sL(y) y(0) + 2L(y) = 0.
Next we use the initial data and rearrange to nd
(s2 + 3s + 2)L(y) = s + 3,
that is,
s+3
L(y) = .
s2
+ 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)/(s2 + 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. We have using partial fractions
s+3 s+3 A B
2
= = + .
s + 3s + 2 (s + 1)(s + 2) s+1 s+2
40 4. Laplace Transform
1
2. eat sa s>a
n!
3. tn sn+1 s>0
n!
4. tn eat (sa)n+1 s>a
a
5. sin at s2 +a2 s>0
s
6. cos at s2 +a2 s>0
b
7. eat sin bt (sa)2 +b2 s>a
sa
8. eat cos bt (sa)2 +b2 s>a
12. (t c) ecs
t
13. f (t )g( ) dt F (s)G(s)
0
This implies
s + 3 = A(s + 2) + B(s + 1),
and A = 1 and B = 2. Therefore,
2 1
L(y) = .
s+1 s+2
We may now use Table 1 to nd
y(t) = 2et e2t .
No guessing involved!
4. Laplace Transform 41
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 s2 + 4s + 5 = s2 + 4s + 4 4 + 5 = (s + 2)2 + 1. Then
2s + 1 (s + 2) 1
F (s) = =2 3 .
s2
+ 4s + 5 2
(s + 2) + 1 (s + 2)2 + 1
This is readily found in Table 1 and
f (t) = 2e2t cos t 3e2t sin t
Homework 4.1
Find the inverse Laplace transform of the following.
3 2s3
1. F (s) = s2 +4 6. F (s) = s2 4
4 2s+1
2. F (s) = (s1)3
7. F (s) = s2 2s+2
2 8s2 4s+12
3. F (s) = s2 +3s4 8. F (s) = s(s2 +4)
3s 12s
4. F (s) = s2 s6 9. F (s) = s2 +4s+5
2s+2 2s3
5. F (s) = s2 +2s+5 10. F (s) = s2 +2s+10
2 2
1.5 1.5
1 1
uc
uc
0.5 0.5
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
t t
0.5
f(t)
0
-0.5
-1
0 5 10 15 20
t
1.5
1
f(t)
0.5
0
0 0.5 1 1.5 2 2.5 3
t
Solution. Here
f (t) = t u3 (t)t + u3 (t)(t 3) u4 (t)(t 3) + u4 (t).
The Laplace transform is
1 3s 3s 4s e4s
F (s) = e L((t + 3)) + e L((t + 3) 3) e L((t + 4) 3) +
s2 s
3s 4s
1 1 3 e 1 1 e
= e3s + + 2 e4s + + .
s2 s2 s s s2 s s
Example 4.16. Compute the inverse Laplace transform of
(2s 3)es
G(s) = .
s2 + 2s + 10
Solution. We need to make this look like 11 in Table 1. We may write G(s) as
(s + 1)es 5 3es
G(s) = 2 2 2
(s + 1) + 3 3 (s + 1)2 + 32
= es F1 (s) + es F2 (s).
Next we nd the inverse of F1 (s) and F2 (s) from the table. Here
5
f1 (t) = 2et cos 3t, f2 (t) = et sin 3t.
3
The inverse Laplace transform is
g(t) = u1 (t)f1 (t 1) + u1 (t)f2 (t)
5
= u1 (t) 2e(t1) cos(3(t 1)) e(t1) sin(3(t 1)) .
3
4.2. Heaviside Function 45
Solution. The right side is the same as (1 t) u1 (t))(1 t). Taking the Laplace
transform of both sides,
1 1
(s2 L(y) s) + L(y) = 2 es L(1 (t + 1)),
s s
or
s 1 1 es
L(y) = 2 + 2
2 2 + 2 2 ,
s + 1 s(s + 1) s (s + 1) s (s + 1)
Set
1 1 s
F (s) := 2
= 2
s(s + 1) s (s + 1)
1 1 1
G(s) := 2 2 = 2 2 .
s (s + 1) s (s + 1)
Then
s
L(y) = 2 + F (s) G(s) + es G(s).
s +1
It follows that
y(t) = cos(t) + f (t) g(t) + u1 (t)g(t 1).
Here
f (t) = 1 cos t
g(t) = t sin t.
Hence,
y(t) = 1 t + sin t + u1 (t)(t 1 sin(t 1)).
Homework 4.2
Find the Laplace transform of the following.
0 0<t<1 0 0<t<1
3. f (t) =
1. f (t) = 1 1t<2 t2 2t + 2 t1
0 t2
0 0<t<2 cos t 0 < t < 2
2. f (t) = 4. f (t) =
(t 2)2 t2 1 sin t t 2
3!es 2e2s
5. F (s) = 8. F (s) =
(s 2)4 s2 4
e2s (s 2)es
6. F (s) = 2 9. F (s) = 2
s +s2 s 4s + 3
2(s 1)e2s es + e2s e3s e4s
7. F (s) = 2 10. F (s) =
s 2s + 2 s
46 4. Laplace Transform
()
2
0
-2 -1 0 1 2
t
= f (0).
More generally
(4.4) lim f (t c) (t) dt = f (c).
0
We cannot move the limit inside the integral since lim (t) does not exist.
t
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)) = est (t c) dt
0
cs
= e .
Example 4.18. Find an anti derivative of (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 .
1e+07
8e+06
6e+06
()
4e+06
2e+06
0
0 0.5 1 1.5 2
1.4
1.2
0.8
u1(t)
0.6
0.4
0.2
0
0 0.5 1 1.5 2
t
1.4
1.2
1
y=u1(t)(t-1)
0.8
0.6
0.4
0.2
0
0 0.5 1 1.5 2
t
Figure 5. Graph of (top) (t 1); its anti derivative (middle) u1 (t 1); and
its second anti derivative (bottom) u1 (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) = et cos t + et sin t + u (t)e(t) sin(t )
2. y(t) = 12 u (t) sin 2(t ) 21 u2 (t) sin 2(t 2)
4. y(t) = sin t + u2 (t) sin t
50 4. Laplace Transform
Solution. Set
1 1
F (s) = , G(s) = .
s2 s2 +1
Then
f (s) = t, g(s) = sin t,
and
t
L1 (H(s)) = sin(t ) d
0
t
= cos(t ) cos(t ) d
0
t
= t + sin(t )
0
= t sin t.
Alternatively we could use partial fractions and
1 1 1
2 2
= 2 2 .
s (s + 1) s s +1
Then the inverse is easy and the same as above.
4.4. The Convolution 51
Homework 4.4
Solve the following dierential equation.
1. y + y = g(t); y(0) = 0, y (0) = 1
Answer
t
1. y(t) = sin(t )g( ) d + sin t
0