Lecture 4.

Laplace transform
1. Laplace transforms

A Laplace transform is rarely computed by referring directly to the definition and integrating. Instead, we
use tables of Laplace transforms of commonly used functions (as shown in Table) or computer software.
We will also develop methods that are used to find the Laplace transform of a shifted or translated
function, step functions, pulses, and various other functions that arise frequently in applications.
The Laplace transform is linear, which means that constants factor through the transform, and the
transform of a sum of functions is the sum of the transform of these functions.
In mathematics, a transform is usually a device that converts one type of problem into another
type, presumably easier to solve. The strategy is to solve the transformed problem, then transform back
the other way to obtain the solution of the original problem. In the case of the Laplace transform, initial
value problems are often converted to algebra problems, a process we can diagram as follows:

initial value problem


algebra problem

solution of the algebra problem

solution of the initial value problem.
The Laplace transform [f] of f or 𝑓 𝑠 is a function defined by

for all s such that this integral converges. The inverse transform will be

The Laplace transform converts a function f to a new function called  [f]. Often we use t as the

independent variable for f and s for the independent variable of  [f]. Thus, f(t) is the function f evaluated

at t, and 𝑓 𝑠 is the function [f] evaluated at s.

Example : Find the Laplace transform of (i) f(t)=1, (ii) f(t) = e at, iii) f(t) given below and iv) f(t)= t with
a any real number.

(i) By direct application of the definition of a Laplace transform, we find

where the restriction s > 0 is required for the integral to exist.

(ii) Similarly, we find

(iii) Once again using the definition Laplace transform, we have

Integrating by parts we find

(iv) Similiarly,

1
1. Basic properties of Laplace transforms
It is difficult to evaluate the Laplace transform of each function by performing an integration. Instead of
this, we use various properties of Laplace transform.

Let L (f(t)) = F(s), then, some basic properties are: (assuming these transforms exists)

Example : Find the Laplace transform of f(t) = sin(at), with a any real number. L

Apply the definition and evaluate

Multiplying top and bottom expression with s+ia, the denominator leads to

2
 Table of Standard Laplace Transforms of Functions

Example : Find the Laplace transform of below functions.

3
 1
Example : Find the inverse Laplace transform of 𝐹 𝑠 = (𝑠+5)2 use shifting.

2. Laplace transform of Derivatives

One of the main uses of Laplace transforms is in solving differential equations. In the meantime we will
derive the required results, i.e. the Laplace transforms of derivatives.
The Laplace transform of the first derivative of f(t) is given by

The evaluation relies on integration by parts and higher-order derivatives may be found in a similar
manner.

Example : Find the Laplace transform of d2 f/dt2.

Using the definition of the Laplace transform and integrating by parts we obtain

This can be written more neatly as

In general the Laplace transform of the nth derivative is given by

Example : Find the Laplace transform of t d2 f/dt2. From the definition of the Laplace transform we have

3. Solution of Initial Value Problems Using the Laplace Transform

The Laplace transform is a powerful tool for solving some kinds of initial value problems. The technique
depends on the following fact about the Laplace transform of a derivative.

Consider the constant-coefficient equation

𝑦′′ + 𝑎𝑦′ + 𝑏𝑦 = 𝑟(𝑡)

with initial values y(0) = p, y’(0) = q.
4
Here y is a function of t (y = y(t)). We can solve it by the method of undetermined coefficients. The
method of Laplace transform will be an alternative that is more efficient in certain cases. It also works for
discontinuous r(t).
Let us evaluate the Laplace transform of both sides.

Note that this method can be generalized to higher order equations. The advantages compared to the
method of undetermined coefficients are:
 The initial conditions are built in the solution, we don't need to determine constants after obtaining
the general solution.
 There is no distinction between homogeneous and nonhomogeneous equations, or single and
multiple roots. The same method works in all cases the same way.
 The function on the right hand side r(t) belongs to a wider class. For example, it can be
discontinuous.
The only disadvantage is that, sometimes finding the inverse Laplace transform is too difficult. We have
to find roots of the polynomial s2 +as+b, which is the same as the characteristic polynomial we would
encounter if we were using method of undetermined coefficients.

Solution method
Perform a Laplace transform on the entire equation, using the definition of transform of the derivatives.
Then solve the resulting algebraic equation for F(s), the Laplace transform of the required solution to the
ODE. By using the method of partial fractions and consulting a table of Laplace transforms of standard
functions, calculate the inverse Laplace transform. The resulting function y(x) is the solution of the ODE
that obeys the given boundary conditions.

Partial Fractions Expansion

In many applications of Laplace transform, we need to expand a rational function in partial fractions.
Here, we will review this technique by examples.

 We can express any polynomial as a product of first and second order polynomials.
 For second order polynomials in the expansion, we have to use Ax+B (not simply a constant) in
the numerator.
 If numerator's degree is greater or equal to the denominator, we should first divide them using
polynomial division.

−𝑠 2 +7𝑠−1
Example : Find the inverse Laplace transform of 𝐹 𝑠 = (𝑠−2)(𝑠−5)2 .

5
First, we have to express F(s) in terms of simpler fractions:

Inserting s = 2, we see that 9 = 9A, thus A = 1.

Inserting s = 5, we see that 9 = 3C, thus C = 3.
The coefficient of s2: A + B = -1 therefore B = -2. So

Now we can easily _nd the inverse Laplace transform:

Example : Solve initial value problem of equation y'-4y = l; y(0) = 1.

We know how to solve this problem, but we will use the Laplace transform to illustrate the technique.
Write [y] (s) = Y(s). Take the Laplace transform of the differential equation, we get:

Here we used the that [1](s) = 1/s for s > 0 . Since y(0) = 1, we now have

At this point we have an algebra problem to solve for Y(s), obtaining

The solution of the initial value problem is

From entry 5 of Table, with a = 4,

And from entry 8, with a = 0 and b = 4,

The solution of the initial value problem is

Example : Two electrical circuits, both of negligible resistance, each consist of a coil having
selfinductance L and a capacitor having capacitance C. The mutual inductance of the two circuits is M.
There is no source of e.m.f. in either circuit. Initially the second capacitor is given a charge CV0, the first
capacitor being uncharged, and at time t = 0 a switch in the second circuit is closed to complete the
circuit. Find the subsequent current in the first circuit.

6
Using the transformation table,

Example : Solve initial value problem of equation y'+4y =0; y(0) = 5, y’(0)=3.

Example : Solve initial value problem of equation y’’-4y’+3y =1; y(0) = 0, y’(0)=-1/3.

7
Example : Solve initial value problem of equation y’’+4y’+4y =42te-2t; y(0) = 0, y’(0)=0.

4. The Heaviside Function and Pulses

We will now lay the foundations for solving certain initial value problems having discontinuous forcing
functions. To do this, we will use the Heaviside function. Functions with jump discontinuities can be
treated very efficiently using the unit step function, or Heaviside function.

The Heaviside function H is defined by

0, 𝑖𝑓 𝑡 < 0
𝐻 𝑡 =
1, 𝑖𝑓 𝑡 ≥ 0
Oliver Heaviside (1850-1925) was an English electrical engineer who did much to introduce Laplace
transform methods into engineering practice. A graph of H is shown in Figure. It has a jump discontinuity
of magnitude 1 at 0. The Heaviside function may be thought of as a flat switching function, "on" when t >
0, where H(t) = 1, and "off' when t < 0, where H(t) = 0 . We will use it to achieve a variety of effects,
including switching functions on and off at different times, shifting functions along the axis, and
combining functions with pulses.
If a is any number, then H(t - a) is the Heaviside function shifted a units to the right, and it is denoted by
0, 𝑖𝑓 𝑡 < 𝑎
𝐻 𝑡−𝑎 =
1, 𝑖𝑓 𝑡 ≥ 𝑎

H(t - a) models a flat signal of magnitude 1, turned off until time t = a and then switched on.

Pulse
A pulse is a function of the form
k[H(t - a) - H(t - b)]

in which a < b and k is a nonzero real number.

This pulse function is graphed in below Figure. It has value 0 if t < a (where H(t - a) = H(t - b) = 0),
value 1 if a < t < b (where H(t - a) = 1 and H(t - b) = 0), and value 0 if t > b (where H(t - a)=H(t - b)= 1).

8
 Pulse function H(t-a)-H(t-b). Graph of f(t)= [H(t-1)-H(t-2)]et

Example : Solve the initial value problem y" +4y = f(t); y (0) = y '(0) = 0, in which

0, 𝑖𝑓 𝑡 < 3
𝑓 𝑡 =
𝑡, 𝑖𝑓 𝑡 ≥ 3
First recognize that
f(t) = H(t - 3)t.

Apply the Laplace transform to the differential equation to get

in which we have inserted the initial conditions y(0) = y ' (0) = 0.

In order to use the second shifting theorem to compute [H(t – 3) t], write

We now have

The transform of the solution is

The solution is within reach. We must take the inverse Laplace transform of Y(s). To do this, first use a
partial fractions decomposition to write

Each term is an exponential times a function whose Laplace transform we know, and then

Because of the H(t - 3) factor in each term, this solution is zero until time t = 3, and we may write

or, upon combining terms,

Example : Simple Harmonic Oscillator: As a physical example, consider a mass m oscillating under the
influence of an ideal spring, spring constant k. As usual, friction is neglected. Then Newton's second law
becomes m X’’(t)+ k X(t)=0 with X(0) = x0 and X’(0) = 0. Find the solution of differential equation.

9
Applying the Laplace transform, we obtain

From the table of transform, this is seen to be the transform of cos(wot), which gives

as we expected.

Exercises

Find the Laplace transform of the following functions:

1) 𝑓 𝑡 = 2𝑒 −𝑡 𝑐𝑜𝑠 2 𝑡. 4)𝑓 𝑡 = 𝑒 𝑡 (𝑡 + 1) 2
2) 𝑓 𝑡 = 𝑒 𝑡 sin 𝑡 5)𝑓 𝑡 = 𝑒 3𝑡 𝑡 3
𝑡, 0 < 𝑡 < 𝑎 1, 0 < 𝑡 < 𝑎
3) 𝑓 𝑡 = 6) 𝑓 𝑡 =
0, 𝑎 < 𝑡 0, 𝑎 < 𝑡

Find the inverse Laplace transform of the following functions using partial fractions.
3 5𝑠+1
7) 𝐹 𝑠 = 𝑠(𝑠+8) 10) 𝐹 𝑠 = 𝑠 2 +4

5 1
8) 𝐹 𝑠 = (𝑠+1)(3𝑠+2) 11) 𝐹 𝑠 = 𝑠 2 (𝑠+1)

1 1
9) 𝐹 𝑠 = (3𝑠 2 +5𝑠−2) 12) 𝐹 𝑠 = 𝑠(𝑠 2 +9)

Solve the following initial value problems using Laplace transform.

13) 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0, 𝑦 0 = 4, 𝑦 ′ 0 = −3.

14) 𝑦 ′′′ − 𝑦 ′′ − 𝑦 ′ + 𝑦 = 0, 𝑦 0 = 2, 𝑦 ′ 0 = 𝑦 ′′ 0 = 0.

15) 𝑦 ′′ + 2𝑦 = 4𝑡 2 + 12, 𝑦 0 = 4, 𝑦 ′ 0 = 0.

16) 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 𝑒 −3𝑡 , 𝑦 0 = 0, 𝑦 ′ 0 = 0.

17) 𝑦′′′ − 𝑦 ′′ + 2𝑦 ′ = 𝑡 2 , 𝑦 0 = 1, 𝑦 ′ 0 = 𝑦 ′′ 0 = 0.

18) 𝑦 ′′′ + 5𝑦 ′′ = 𝑡 4 , 𝑦 0 = 𝑦 ′ 0 = 0, 𝑦 ′′ 0 = 1.

19) 𝑦 ′′ + 0.64𝑦 = 5.12𝑡 2 , 𝑦 0 = −25, 𝑦 ′ 0 = 0.

20) 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 𝑒 −𝑡 , 𝑦 0 = 0, 𝑦 ′ 0 = 1.

sin 𝑡 , 0 < 𝑡 < 3𝜋 1

21) 𝑦 ′′ − 𝑦 ′ − 6𝑦 = , 𝑦 0 = 50 , 𝑦 ′ 0 = −7/50.
0, 3𝜋 < 𝑡

References:

1. Greenberg, M.D. Advanced Engineering Mathematics, 2nd edition. Prentice Hall, 1998.
2. O'Neil, P.V. Advanced Engineering Mathematics, 5th edition. Thomson, 2003.
3. Ross, S.L. Introduction to Ordinary Differential Equations, 4th edition. Wiley, 1989.

10