DEFINITION OF THE LAPLACE TRANSF'ORM

Let F(t'1 be a function of t specified for t) 0. Then the Laplace transf orm of F(t),
denoted bv "( {f'(4}, is defined bY
(r)
{ tF(4}
where we assume at present that the parameter s is real. Later it will be found
''
useful
to consider s comPlex.
The Laplace transform of Ft(t) is said to erist if the integral (7) conuergas for
some
value of s; otherwise it does not exist. For sufficient conditions under which the Laplace
transform does exist, see Page 2.

NOTATION
If a function of f is indicated in terms of a capital letter, such as F(t), G(r), Y(t), etc-,
the Laplace transform of the function is denoted by the corresponding lower ease letter,
cases, a tilde (-) can be used to denote the Laplace trans-
' g(s), g(s), etc. In otherLaplace
i.e. /(s),
transform of a'(t) is fi (s)'
tonn. ffrus, for example, the

LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS

r(r) { {r(4} = l(s)

1 I 1
s
s)0
o t p
1
s)0

d. tn
n! s)o
The adjacent table shows Sn+ I
Laplace transforms of various n = 0r!r2, . Note, Factorial n : n! : l' 2' ' 'n
elementary functions. For de- Also, by dqfinition 0! : 1.
tsils of evaluation using defini-
tion (1), see Problems 1 and 2. 4. eet
1 s)a
For a more extensive table see 8-A
Appendix B, Pages 245 la 254.
b. sin oi s)0

6. cos at s)0

7. sinh of .l--.
a.-&.
s > lol

cosh ot s>lol
8.
"t.
az-4.
 T}IE I,APLACE TRANSFORM lcHAP.l

SECTIONAL OR PIECEWISE CONTINUITY

A function is called sectionally continuou,s or pieeeusise cont'inuu.ts in.an interval
a=t4B if the interval can be subdivided into a finite number of intervals in each of
which the function is continuous and has finite right and left hanrl limits.

ts

Ftg. t-l

An example of a function which is sectionally continuous is shown graphically in

Fig. 1-1 above. This function has discontinuities at tr, tz and ta,, Note that the right and
left hand limits att2,for example, are nepresented by UmF'(tr*e) = F(t"+0) = F(rz+)
and Umf(tr-.) : F(tz-}) : F(tr-) respectively, where e is positive.

FUNCTIONS OF DXPONENTIAL ORDER

If real constantg' M > 0 and y exist sueh that for all t > N
I e_,. F(t)l < M or ltr.'(Qi lMe't
we saythat .F'(t) is a function of enponential ord.er y as tn oo or, briefly, is of erponentinl
ord,er.
Exarnple1, F(t, - t2 is of exponential order 3 (for example), since lt2l = tz 1 dt foy all t > 0.
Example 2. F(t) - ef is not of exponential order since I e-tt stx | = can be made larger than
any given constant by increasing t. "r"-"t

Intuitively, functions of exponential order cannot "grow" in absolute value more rapidly
than Meat as f inereases. In practice, however, this is no restriction since M and y can be
as largB as desired.
Bounded functions, such as sin at or cos at, ateof exponential order.

SUFFICIENT CONDITIONS FOR EXISTENCE OF LAPLACE TRANSFORMS

Theorem 7-I. If F'(t) is sectionally continuous in every flnite interval 0 < t < N and
of exponential order 7 for t ) N, then its Laplace transform /(s) exists for all s ) 7.
For a proof of this see Problem 47. It must be emphasized that the stated conditions
are sufi'cient tn guarantee the existence of the Laplace transform. If the conditions are
not satisfied, however, the Laplace transform may or may not exist [see Problem 32].
Thus the conditions are not necessa,ry for the existence of the Laplace transform.
For bther sufficient conditiong, see Problem 145.
 Solved Problems
LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS

1. Prove that: (o).({1} - 1, e>0; (b) .({t} = }, s>o; (c) 4.{e",1=;{, ,to.
(o) { {U : fo- "-u rg
o, = J" e-st d.t
"tg
- lP
-. e-Et ., *
Iim |- - Ie-EP I
: lim i
P+e -8 l0 - P-- = :a if a)0

(D) { (D = !o* "-u {q a, = Jt31 ;|l' te-Et d,t

= ",*to(+) -,'(#) l; =;n(j-+-T)

=+ if r>o
where we bave used integration by parts.
cIIAP.ll TIrE LAPLACE TRANSFORM 11

(c) <{eot} : f o* u-" (eot) d,t = }tfl I

e-.(s-a't dt

= p-- 11- 1-e-(s-crp

li- r-,t"-"','|" = P*- s-a
: :a-d'- if a)o
-(s-o)lo
For methods not employing direct integration, see Problem 15'

z. Prove that (o) *({sin atl : Ah,, (b).({cos at\ - F+ if s>0'

(q) { {sin ot} : f r' "-"' sin at r.t = Itf- I'^P e- st sin at ilt
,. e-st (- s sin at - a cos ot) lP
P+a 8' + &' l0

s2*uz
if s>0

(b) z{cosor}
{r!v.wL, : f'"-"rcosatdt
" = lim (' "-"casatdt
p+oJO
Jo

-. e-yt (-s cos at * a sin ol) lP

= rrur-t
P+a 9z+(L' lo

= p+A irs>o
We have used here the results

t = MW
e&sinltd.t (r)

f e'tcosltdt : tk-#f'f-]-aA! (21

Arwthcr method. Assuming that the result of Problem 1(c) holds for complex numbers (which can
be proved), we have
t{erott, = }, = #", (s)

But ei^t = coso,t * isinat. I{ence

1{etotS = f o' "-",(cos of * i sin ot) (4)

From (8) and (r') we have on equating real aud imaginary parts,

{ {cos ot} = r"+Zr, -( (sin ot} = A+A

72 THE LAPLACE TRANSFORM ICHAP:I

B.Provethat(o).({sinhat}_e+,(b).q{cosho,t\:e+ifs>|o|.
(o) {{sinhar} = = fo*,",(T)*
"W\
= L f ,- "-" ilt - i
est
fr- -" e-at d.t

= L",*,, - !<v-*t
L _ pJ =
!!2le-a-"+"J a
= 8'z-ai for e>lol
Another method. Using the linearity property of the Laplace transformation, we have at once .

- = * f.@._ c-qtl
: r'2<{e"t)
t tsinh ot) - 1

t"-T--i }<1"-"r1
rlr - lt
= ;lfr = a:a a
ror s > lal
;T-"i
(D) A.s in part (q.),

{ {coshar} = *{:"'+ e-"t\

r n rsocy + f,<U-^>
lTl 20''
tJ-t , 1l : F+
2la=i+r+rf fors>lal

4. Find .( {r(4} if : {l t';::

"(4
. By definition,
{ {F(D} : fo' "-n r{r) a, = f ot "-"'(5) dt + fu" "-u lo1 o,

Ft e-st ts 5(1 e-rs;

= 5)o e-'t dt = u-1. = -' - s -
.: