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Introduction to
Frames
1 33
Laplace transforms
Learning outcomes
When you have completed this Programme you will be able to:
. Derive the Laplace transform of an expression by using the integral
definition
. Obtain inverse Laplace transforms with the help of a Table of Laplace
transforms
. Derive the Laplace transform of the derivative of an expression
. Solve first-order, constant-coefficient, inhomogeneous differential equa-
tions using the Laplace transform
. Derive further Laplace transforms from known transforms
. Use the Laplace transform to obtain the solution to linear, constant-
coefficient, inhomogeneous differential equations of second and higher
order
1097
1098 Engineering Mathematics
where s is a variable whose values are chosen so as to ensure that the semi-
infinite integral converges. More will be said about the variable s in Frame 3.
For now, what would you say is the Laplace transform f
x 2 for x 0?
Substitute for f
x in the integral above and then perform the integration.
The answer is in the next frame
2 2
Lf2g provided s > 0
s
Because:
1
sx
Lff
xg e f
x dx
x0
so
1
sx
Lf2g e 2 dx
x0
sx 1
e
2
s x0
2
0
1=s
2
s
Notice that s > 0 is demanded because if s < 0 then e sx ! 1 as x ! 1 and if
s 0 then Lf2g is not defined (in both of these two cases the integral
diverges), so that
2
Lf2g provided s > 0
s
Introduction to Laplace transforms 1099
1
3
kx
Lfe g provided s > k
sk
Because
1
kx sx kx
Lfe g e e dx
x0
1
skx
e dx
x0
skx 1
e
s k x0
1 s k > 0 is demanded to ensure that the
0
s k integral converges at both limits
1
provided s k > 0, that is provided s > k
s k
These two examples have demonstrated that you need to be careful about the
finite existence of the Laplace transform and not just take the integral
definition without some thought. For the Laplace transform to exist the
integrand
sx
e f
x
must converge to zero as x ! 1 and this will impose some conditions on the
values of s for which the integral does converge and, hence, the Laplace
transform exists. In this Programme you can be assured that there are no
problems concerning the existence of any of the Laplace transforms that you
will meet.
Move on to the next frame
5 L 1 fF sg f x ex
k
k s>0
s
kx 1
e s> k
sk
Reading the table from left to right gives the Laplace transform and reading
the table from right to left gives the inverse Laplace transform.
Use these, where possible, to answer the questions in the Revision exercise that
follows. Otherwise use the basic definition in Frame 1.
Introduction to Laplace transforms 1101
Revision summary 7
1 The Laplace transform of f
x, denoted by Lff
xg, is defined to be:
1
Lff
xg e sx f
x dx
x0
where s is a variable whose values are chosen so as to ensure that the semi-
infinite integral converges.
2 If F
s is the Laplace transform of f
x then f
x is the inverse Laplace
transform of F
s. We write:
f
x L 1 fF
sg
There is no simple integral definition of the inverse transform so you have
to find it by working backwards using a Table of Laplace transforms.
Revision exercise 8
1 Find the Laplace transform of each of the following. In each case f
x is
defined for x 0 :
(a) f
x 3 (b) f
x e (c) f
x e2x
3x
(d) f
x 5e (e) f
x 2e7x 2
1 (a) f
x 3 9
k 3
Because Lfkg provided s > 0, Lf 3g provided s > 0
s s
(b) f
x e
k e
Because Lfkg provided s > 0, Lfeg provided s > 0
s s
(c) f
x e2x
kx 1 1
Because Lfe g provided s > k, Lfe2x g provided s > 2
sk s 2
3x
(d) f
x 5e
1
1
3x sx 3x sx 3x 3x
Lf 5e g e
5e dx 5 e e dx 5Lfe g
x0 x0
3x 5
Lf 5e g provided s > 3
s3
(e) f
x 2e7x 2
1
1
Lf2e7x 2 g e sx
2e7x 2 dx 2e 2
e sx 7x
e dx 2e 2 Lfe7x g
x0 x0
2
2e
Lf2e7x 2 g provided s > 7
s 7
1102 Engineering Mathematics
1
2 (a) F
s
s
k 1 1
Because L 1 k, L 1 L 1 1
s s s
1
(b) F
s
s 5
1 1
Because L 1 e kx , L 1 e
5x e5x
sk s 5
3
(c) F
s
s2
1 3
Because L 1 e 2x and Lf3e 2x g 3Lfe 2x g so
s2 s2
3
L 1 3e 2x
s2
3
(d) F
s
4s
3
3=4 3 3=4
F
s so that L 1 L 1 3=4
4s s 4s s
1
(e) F
s
2s 3
8 9
1 > 1 >
1 1 < = 1 3
F
s 2 so that f
x L 1 L 1 2 e2x
2s 3 3 2s 3 >
:s 3 >
; 2
s
2 2
Next frame
These are easily proved using the basic definition of the Laplace transform in
Frame 1.
Armed with this information let's try a simple differential equation. By using
Lff 0
xg sF
s f
0
take the Laplace transform of both sides of the equation
f 0
x f
x 1 where f
0 0
and find an expression for the Laplace transform F
s.
Work through this steadily using what you know;
you will find the answer in Frame 12
1104 Engineering Mathematics
12 1
F
s
s
s 1
Because, taking Laplace transforms of both sides of the equation you have
that:
The Laplace transform of the left-hand side equals
Lff 0
x f
xg Lf1g
the Laplace transform of the right-hand side
That is:
The transform of a sum is the sum of the
Lff 0
xg Lff
xg Lf1g
transforms.
From what you know about the Laplace transform of f
x and its derivative
f 0
x this gives:
1
sF
s f
0 F
s
s
That is:
1
s 1F
s f
0 and you are given that f
0 0 so
s
1 1
s 1F
s , that is F
s
s s
s 1
Well done. Now, separate the right-hand side into partial fractions.
You have done plenty of this before in Programme F.7; the answer is in Frame 13
13 1 1
F
s
s s1
Because
1 A B
Assume that then, 1 A
s 1 Bs from which you
s
s 1 s s 1
1 1
find that A 1 and B 1 so that F
s
s s1
That was straightforward enough. Now take the inverse Laplace transform and
find the solution to the differential equation.
The answer is in Frame 14
Introduction to Laplace transforms 1105
f x 1 e x 14
Because
f
x L 1 fF
sg
1 1 1
L
s s1
1 1 The inverse Laplace transform of a difference
L 1 L 1
s s1 is the difference of the inverse transforms
x
1 e Using the Table of Laplace transforms in Frame 6
You now have a method for solving a differential equation of the form:
af 0
x bf
x g
x given that f
0 k
where a, b and k are known constants and g
x is a known expression in x:
(a) Take the Laplace transform of both sides of the differential equation
(b) Find the expression F
s Lff
xg in the form of an algebraic fraction
(c) Separate F
s into its partial fractions
(d) Find the inverse Laplace transform L 1 fF
sg to find the solution f
x to
the differential equation.
Now you try some but before you do just look at the Table of Laplace
transforms in the next frame. You will need them to solve
the equations in the Revision exercise that follows.
k
k s>0
s
kx 1
e s> k
sk
kx 1
xe s> k
s k2
16 Revision summary
1 If F
s is the Laplace transform of f
x then the Laplace transform of
f 0
x is:
Lff 0
xg sF
s f
0
17 Revision exercise
Solve each of the following differential equations:
(a) f 0
x f
x 2 where f
0 0
(b) f 0
x f
x e x where f
0 0
(c) f 0
x f
x 3 where f
0 2
0 2x
(d) f
x f
x e where f
0 1
0 x
(e) 3f
x 2f
x 4e 2 where f
0 0
20 2
s3
Because
f
x x2 , f 0
x 2x and f
0 0
Substituting in
Lff 0
xg sLff
xg f
0
gives
Lf2xg sLfx2 g 0
that is
2
2Lfxg sLfx2 g so sLfx2 g
s2
therefore
2
Lfx2 g
s3
Just try another one. Verify the third entry in the Table of Laplace transforms
in Frame 15, that is:
1
Lfxe x g
s 12
This is a littler harder but just follow the procedure laid out in the previous two
frames and try it. The explanation is in the next frame
Introduction to Laplace transforms 1109
Because 21
f
x xe x , f 0
x e x
xe x
and f
0 0
Substituting in
Lff 0
xg sLff
xg f
0
gives
x
Lfe xe x g sLfxe x g 0
that is
Lfe x g Lfxe x g sLfxe x g
therefore
Lfe x g
s 1Lfxe x g
giving
1 1
s 1Lfxe x g and so Lfxe x g
s1
s 12
On now to Frame 22
Now, using Lff 00
xg s2 F
s sf
0 f 0
0 the Laplace transform of
f
x sin kx where k is a constant is . . . . . . . . . . . .
Differentiate f
x twice and follow the procedure that you used in Frames 19 to 21.
Take it carefully, the answer and working are in the following frame
24 k
Lfsin kxg
s2 k2
Because
f
x sin kx, f 0
x k cos kx and f 00
x k2 sin kx.
Also f
0 0 and f 0
0 k:
Substituting in
Lff 00
xg s2 F
s sf
0 f 0
0 where F
s Lff
xg
gives
Lf k2 sin kxg s2 Lfsin kxg s:0 k
that is
k2 Lfsin kxg s2 Lfsin kxg k
so
k
s2 k2 Lfsin kxg k and Lfsin kxg
s2 k2
And Lfcos kxg . . . . . . . . . . . .
It's just the same method
25 s
Lfcos kxg
s2 k 2
Because
f
x cos kx, f 0
x k sin kx and f 00
x k2 cos kx.
Also f
0 1 and f 0
0 0:
Substituting in
Lff 00
xg s2 F
s sf
0 f 0
0 where F
s Lff
xg
gives
Lf k2 cos kxg s2 Lfcos kxg s:1 0
that is
k2 Lfcos kxg s2 Lfcos kxg s
so
s
s2 k2 Lfcos kxg s and Lfcos kxg
s2 k2
The Table of transforms is now extended in the next frame.
Introduction to Laplace transforms 1111
k
k s>0
s
kx 1
e s> k
sk
kx 1
xe s> k
s k2
1
x s>0
s2
2
x2 s>0
s3
k
sin kx s2 k 2 > 0
s2 k2
s
cos kx s2 k 2 > 0
s2 k2
(b) Find the expression F
s Lff
xg in the form of an algebraic fraction
Substituting the values for f
0 and f 0
0 and then rearranging gives
4
s2 3s 2F
s
s2
so that
4
F
s
s2
s 1
s 2
28 Revision summary
1 If F
s is the Laplace transform of f
x then:
Lff 00
xg s2 F
s sf
0 f 0
0
and Lff 000
xg s3 F
s s2 f
0 sf 0
0 f 00
0
Revision exercise 29
Use the Laplace transform to solve each of the following equations:
(a) f 0
x f
x 3 where f
0 0
(b) 3f 0
x 2f
x x where f
0 2
(c) f 00
x 5f 0
x 6f
x 2e x where f
0 0 and f 0
0 0
(d) f 00
x 4f
x sin 2x where f
0 1 and f 0
0 2
Answers in next frame
Can You?
Checklist 26 31
Check this list before and after you try the end of Programme test.
Test exercise 26
1 Using the integral definition, find the Laplace transforms for each of the 32
following:
(a) f
x 8 (b) f
x e5x (c) f
x 4e2x3
2 Using the Table of Laplace transforms, find the inverse Laplace transforms
of each of the following:
5 2e3
(a) F
s 2
(b) F
s 3
s 2 s
3 2s 5
(c) F
s (d) F
s
s2 9 s2 3
1116 Engineering Mathematics
kx 1
3 Given that the Laplace transform of xe is F
s derive the
s k2
Laplace transform of x2 e3x without using the integral definition.
4 Use the Laplace transform to solve each of the following equations:
(a) f 0
x 2f
x x where f
0 0
(b) f 0
x f
x e x where f
0 1
(c) f 00
x 4f 0
x 4f
x e 2x where f
0 0 and f 0
0 0
(d) 4f 00
x 9f
x 18 where f
0 0 and f 0
0 0
Further exercises 26
33 1 Find the Laplace transform of each of the following expressions (each
being defined for x 0):
(a) f
x akx , a > 0 (b) f
x sinh kx (c) f
x cosh kx
(
k for 0 x a
(d) f
x
0 for x > a
2 Find the inverse Laplace transform of each of the following:
2 1 3s 4
(a) F
s (b) F
s 2 (c) F
s 2
3s 4 s 8 s 16
7s2 27 4s s2 6s 14
(d) F
s 3 (e) F
s 2
(f) F
s 3
s 9s
s2 1 s s2 4s 4
1
3 Show that if F
s Lff
xg e sx f
x dx then:
x0
0
(a) (i) F
s Lfxf
xg (ii) F00
s Lfx2 f
xg
Use part (a) to find
(b) (i) Lfx sin 2xg (ii) Lfx2 cos 3xg
(c) What would you say the nth derivative of F
s is equal to?
4 Show that if Lff
xg F
s then Lfekx f
xg F
s k where k is a
constant.
Hence find:
(a) Lfeax sin bxg
(b) Lfeax cos bxg where a and b are constants in both cases.
Introduction to Laplace transforms 1117