The Laplace Transform

Let f(x) be defined for 0x< and let s denote an arbitrary real variable. The Laplace transform of f(x) designated by either {f(x)} or F(s), is

for all values of s for which the improper integral Click to edit Master subtitle style converges. sx

{ f ( x)} = F ( s ) = e
0

f ( x)dx

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Convergence occurs when the limit

exists. If the sx does not exist, the improper limit integral diverges and f(x) has no Laplace transform.

lim e
0

f ( x)dx

Click to edit Master subtitle style

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When evaluating the integral in

{ f ( x)} = F ( s ) = e sx f ( x)dx
0

The variable s is treated as a constant because the integration is with respect to x.

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EXAMPLE
Determine whether the improper integral

1 x 2 dx 2

converges.

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EXAMPLE
Determine whether the improper integral

1 dx x 9

converges.

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EXAMPLE
Determine those values of s for which the improper integral

e
0

sx

dx converges.

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Find the Laplace Transform of f(x)=1

Laplace Transforms for a Number of Elementary Functions

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Find the Laplace Transform of f(x)=x2

Laplace Transforms for a Number of Elementary Functions

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Find {eax}

Laplace Transforms for a Number of Elementary Functions

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Additional transforms are given in Appendix A.

Laplace Transforms for a Number of Elementary Functions

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Properties of Laplace Transforms

{ f ( x)} = F ( s ) and { g ( x)} = G ( s )
Property 1. If

then x) any ( x)} constants + C { g C2 { C1 f (for+ C2 gtwo = C1 { f ( x)}C1 and ( x)} = 2

C1 F ( s ) + C2G ( s )
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Properties of Laplace Transforms

Property 2. If

{ f ( x)} = F ( s )

then ax any constant a for

e f ( x) = F ( s a)

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Properties of Laplace Transforms

Property 3. If

{ f ( x)} = F ( s )

x f ( x) = ( 1)

n then for any positive integer n n d n

ds

F [( s )]

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Properties of Laplace Transforms

Property 4. If then if

{ f ( x)} = F ( s ) f ( x) lim x 0 x exists, then x 0 1 f ( x) = F (t )dt x s

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Properties of Laplace Transforms

Property 5. If

{ f ( x)} = F ( s )

then

x 1 f (t )dt = F ( s ) 0 s

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Properties of Laplace Transforms

Property 6. If f(x) is periodic with period w, that is , f(x+w)=f(x), then

{ f ( x)} =

e
0

sx

f ( x)dx

1 e ws

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Functions of Other Independent Variables

For consistency only, the definition of the Laplace transform and its properties, the above equations are presented for functions of x. They are equally applicable for functions of any independent variable and are generated by replacing the variable x in the above equations by any variable of interest. In particular, the Laplace Transform of a function { f t tis = F ( s ) = e st f (t )dt of ( )}
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Inverse Laplace Transforms

An inverse Laplace transform of F(s), designated by 1{F(s)} is another function f(x) having the property that {f(x)} =F(s). This presumes that the independent variable of interest is x. If the independent variable of interest is t instead, then an inverse Laplace transform of F(s) is f(t) where {f(t)} =F(s). Click to edit Master subtitle style

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Inverse Laplace Transforms

The simplest technique for identifying inverse Laplace transforms is torecognize them, either from memory or from a table such as Appendix A. If F(s) is not a recognize form, then occasionally it can be transformed into such a form by algebraicmanipulation. Observe from Appendix A that almost all Laplace transforms are quotients. The 7/2/12 recommended procedure is to first

Inverse Laplace Transforms

Manipulating Denominators: The method of completing the square converts a quadratic polynomial into the sum of squares, a form that appears in many of the denominators in Appendix A. In particular, for the quadratic as2+bs+c, where a,b,and c denote constants.
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The method of partial fractions transforms a function of the form a(s)/b(s), where both a(s) and b(s) are polynomials in s, into the sum of other fractions such that the denominator of each new fraction is either a first degree or a quadratic polynomial raised to some power. The method requires only
1.

The degree of a(s) be less than the degree of b(s) and

7/2/12 2. b(s) be factored into the product

The method is carried out as follows.

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Manipulating Numerators: A factor s-a in the numerator may be written in terms of the factor s-b, where both a and b are constants, through the identity s-a=(s-b)+(b-a). The multiplicative constant a in the numerator may be written explicitly in terms of the multiplicative constant b through the 7/2/12 identity a=(a/b)(b)

Both identities generate recognizable inverse Laplace transforms when they are combined with: If the inverse Laplace transforms of two functions F(s) and G(s) exist, then for any constants C1 and C2.
-1 -1 -1

{ C1 F ( s ) + C2G ( s )} = C1 { F ( s )} + C2 { G ( s )}
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very broad conditions, the Laplace transform of the nth-derivative (n=1,2,3,) of y(x) is

Solutions of Linear Differential Equations with Constant Coefficients by Laplace Denote {y(x)} by Y(s). Then under Transforms
d n y n n 1 n = s Y ( s ) s y ( 0) dx n2 (0) ... sy ( n 2 ) (0) y ( n 1) (0) s y

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If the initial conditions on y(x) at x=0 are given by y(0)=C0 , y(0)=C1 ,.. y(n-1) (0)=Cn-1 , then d n y n n 1 n2 n = s Y ( s ) c0 s c1s ... cn 2 s cn 1 dx

{ y( x)} = s 2Y ( s )of c0 s c1 For the special cases n=1 and n=2

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{ y( x)} = s Y ( s ) c0

Solutions of Differential Equations

Laplace transforms are used to solve initial-value problems given by the nthorder linear differential equation with n n 1 constant coefficients d y d y dy

bn

dx

+ b n -1

dx

n 1

+ ...... + b1

dx

+ b 0 y = g ( x)

Together with the initial conditions 7/2/12 specified

First, take the Laplace transform of both sides of the differential equation

d y d y dy b n n + b n -1 n 1 + ...... + b1 + b 0 y = g ( x) dx dx dx
Thereby obtaining an algebraic equation for Y(s). Then solve for Y(s) algebraically, and finally take inverse -1 y(x) = { to )} Laplace transformsY ( sobtain
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n 1

Example

Solve y-5y=0 ; Solve y+4y=0 ;

y(0)=2 y(0)=2, y(0)=2 y(0)=1,

Solve y+y=sinx ; y(0)=1 Solve y-3y+4y=0 ; y(0)=5

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