Transform Calculus

Module 2: Laplace Transform: Elementary

properties

Dr.rer.nat. Narni Nageswara Rao

July 2012

Paul Adrien Maurice DIRAC (1920-1984), English theoretical

physicist made extremely important contributions in the develop-
ment of quantum mechanics and shared the 1933 Nobel Prize in
Physics (with Erwin Schrodinger) "for the discovery of new pro-
ductive forms of quantum theory". In 1928 Dirac gave his rela-
tivistic equation which led to the prediction of the positron which
is experimentally observed by Anderson in 1932. Dirac also in-
troduced the quantum theory of radiation and was co-inventor of
the Fermi - Dirac statistics.

1 Properties of Laplace transforms

1.1 Linear property:
Suppose f (s) and
1 f2 (s) are Laplace transforms of F1 (t) and F2 (t) respec-
tively. Then
Lfc F (t) + c F (t)g = c LfF (t)g + c LfF (t)g
1 1 2 2 1 1 2 2

where c and c are any constants.

1 2

1.2 First shifting theorem (First translation)

Theorem 1.1. If LfF (t)g = f (s), then Lfe at
g = f (s
F (t) a)
 nnrao maths@yahoo.co.in

1
Proof.
Z 1
Let LfF (t)g = f (s) = e st
F (t)dt
Z 1
0
Z 1
T hen Lfe at
g
F (t) = e e at st
F (t)dt = e (s a)t
F (t)dt
0 0

P ut s a = z>
Z 0
1
= e zt
F (t)dt
0

= f (z )
= f (s a)

Note: f (s) = LfF (t)g ) f (s + a) = Lfe at

F (t) : g
1.3 Second shifting theorem (Second translation)
Theorem 1.2. If LfF (t)g = f (s) and

F (t a) t > a
G(t) = 0 t<a

then LfG(t)g = e f (s) or LfF (t

as
a)H (t a) g=e as
f (s)

Proof. Let LfF (t)g = f (s) and


F (t a) t > a
G(t) = 0 t<a

Z 1
LfG(t)g = e st
G(t)dt
Z 0
a Z 1
= e st
G(t)dt + e st
G(t)dt
a
Z 0
a Z 1
= e st

0dt + e st
F (t a)dt
a
0
Z 1
= 0+ e st
F (t a)dt
a

put t a = z then dt = dz
at t = a; z = a at t = 1; z = 1

2
 Z 1
= e s(z +a)
F (z )dz
0
Z 1
= e as
e sz
F (z )dz
0

LfG(t)g = e as
f (s)

1.4 Change of scale property

Theorem 1.3. If LfF (t)g = f (s) then LfF (at)g = 1
a
f s
a

Proof. Let
LfF (t)g = f (s);
Z
then
1
LfF (at)g = e st
F (at)dt
0

put at = z ) dt = dz
a
at t = 0; z = 0 and at t = 1; z = 1
Z 1 sz dz
= e a F (z )
a
0
Z 1
1 st s
= e a F (t)dt take = r
a a
Z0 1
1
= e rt
F (t)dt
a 0

1
= f (r )
a
1 s
= f
a a

1.4.1 Examples

1. Lfe g =
at 1
s a
* Lf1g = 1
s

2. Lfe t g = n+1
at n
(s
* Lft g = n+1
n!
a)
n
s
n!

3. Lfe sin(bt)g = 2 2
at
* Lfsin(bt)g =
(s
b
a) +b s
b
2 +b2

3
 4. Lfe at
cos(bt)g = (s
s a
2 2
a) +b
* Lfcos(bt)g = s2 s b2 +

5. Lfe at
sinh(bt)g = (s
b
a)2 b2 * Lfsinh(bt)g = s2 b b2
6. Lfe at
cosh(bt)g = (s
s a
a) b2 2 * Lfcosh(bt)g = s2 s b2

1.5 Problems
eat
1. Find the Laplace transform of the function F (t) = a
1

Solution:
 
eat 1
LfF (t)g = L a
1 1
=
a
Lfe g at
a
Lf1g
1 1 1
=

a s a as
1
=
s(s a)

2. Determine the Laplace transform of the following

(a) sin (at) (b) (t + 1) (c) 3e t + 4e t
2 2 2 2 3

solution

(a)
 
Lfsin (at)g2
= L 1 cos(2
2
at)

1 1
=
2
Lf1g
2
Lfcos(2at)g

1 1 s
=
2 s s + (2a) 2 2

2a 2

=
s(s + 4a )
2 2

(b)
Lf(t 2
+ 1) 2
g = Lft
+ 2 t + 1g
4 2

4! 2! 1
= +2
+
s s 5
s 3

24 4 1
= + +
s5 s3 s

4
 (c)
Lf3e 2t
+ 4e 3t
g = 3Lfe t g + 4Lfe 2 3t
g
3 4
= +
s 2 s+3

3. Find Lft 3
e 3t
g
solution

(n + 1) n!
* Lftn g = =
sn+1 sn+1
3!
Lft g 3
=
s4
3!
) Lft e t g = 3 3

(s + 3) 4

2 2)
4. Show that (a) Lfsinh(at)
cos(at)g = a(s
4
2a

s +4a 4 (b) Lfsinh(at)
sin(at)g =

2
2a s
s4 +4a4

Solution

a
Lfsinh(at)g =
s2 a2
a a (s 2a ) + 2ias
Lfe sinh(at)g = 
2 2
iat
=
(s ia)2 a2 (s 2a ) 2 2
2ias (s 2
2a ) + 2ias
2

a[s 2a + 2ias]
2 2

=
(s 2a ) + 4a s
2 2 2 2 2

Equating real and imaginary parts

a(s2 2a )
Lfsinh(at)
cos(at)g
2

=
s4 + 4a 4

2sa2
Lfsinh(at)
sin(at)g =
s4 + 4a 4

5. Find Lf(t + 2) 2
et g
Solution

2! 4
1! 4 n!
Lf(t 2
+ 4t + 4)et g =
(s 1)
+
(s 1)
+
s 1
2+1 1+1
* Lftn g = n+1
s
2 4 4
= + +
(s 1) (s 1) s 1 3 2

5
6. Evaluate LfF (t)g, if

(t 1) 2
t>1
F (t) = 0 0<t< 1
Solution
Z 1
LfF (t)g = F (t)e st
dt
0
Z Z 1
0
e
1

= st
dt + (t 1) 2
e st
dt
0
 1
1 Z 1
(t 1) 2
e st  2
= 0+ 
 + (t 1)e st
dt
s t=1
s
 1 Z 1
1

2 (t 1)e st
 + 2

= 0+0+  e st
dt
s s s2 1
 1 1

2 e st
= 0+ 
s2 s 1
 
2 e s
=
s2 s
2
= e s
s 3

7. Find the Laplace transform of F (t), where

 t
0<t<T
F (t) = T
1 t>T

Solution
Z 1
LfF (t)g = e st
F (t)dt
0
Z T Z 1
t
= e st
dt + e st
dt
T T
0
(   ) 1
1 te  st T
e  st T
e st 
= +
T s t=0 s2 t=0 s t=T
 
1 Te sT
e sT
1 sT
e
= + +
T s s2
s 2
s
e sT
1
= +
Ts 2
T s2
1  
= 1 e sT
Ts 2

6
8. Prove that LfH (t)g =
s )
2(1

s
e
2 +4 where

sin(2t) 0 < t < 
H (t) = 0 t>

Solution
Z 1
LfH (t)g = e st
H (t)dt
Z 0

= e st
sin(2t)dt + 0
0
st
e
= [ s sin(2t) 2 cos(2t)jt
s 2
+4 =0

e s
1
= (2) ( 2)
s2 +4 s2 +4
2  
= 1 e s
s2 +4
9. Find the Laplace transform of F (t), where


F (t) = cos t 2
3
t> 2
3

0 t< 2
3

Solution
Z 1
LfF (t)g = F (t)e st
dt
0
Z 1  
2
= 0+ e st
cos t dt
2
3
3
Z 1  
2
= e st
cos t dt
2
3
3
put t 2
= x; dt = dx
= 0 at t = 1; x = 1
3

at t = 2
3
;x
Z 1
= e
s ( 23 x) cos(x)dx
+

0
Z 1
2s
= e 3 e sx
cos(x)dx
0
2s
= e 3 Lfcos(x)g
2s s
= e 3
s 2
+1

7
10. Dirac delta function Find LfF (t)g, where F (t) is dirac delta func-
tion.

Solution  1
0t
F (t) = 
0 t>

Z 1
LfF (t)g
 = e st
F (t)dt
Z 0

1
= e st
dt + 0

0
 
1 e st
= 
 s 0
 
1 e s
1
= +
 s s
1 
= 1 e s
s

11. Heaviside unit step function Find LfF (t a) g, where F (t a) is

Heaviside's unit step function.

Solution 
1 t>a
F (t a) = 0 t<a

Z 1
LfF (t a) g = e st
dt + 0
a
1
e st 
=
s a
as
e
= 0+
s
as
e
) LfF (t a) g =
s

2 Appendix

8
S.No. F (t) LfF (t)g = f (s)
1 1 1
s
; s> 0
2 t s
1
2; s>0
3 tn ; n = 0; 1; 2; ::: n!
sn +1 ; s> 0
4 eat s a
1
; s>a
5 sin(at) s
a
2 +a2 ; s>0
6 cos(at) s
s
2 +a2 ; s>0
7 sinh(at) s2
a
a 2; s>0
8 cosh(at) s 2
s
a 2; s>0
9 ebt sin(at) (s
a
b) 2 + a2
10 ebt cos(at) (s
s b
b) +a 2 2
11 ebt sinh(at) (s
a
b) 2 a 2
12 ebt cosh(at) (s
s b
b) a 2 2
13 ebt eat
b a (s
1
a)(s b)
; a 6= b
14 bebt aeat
b a (s
s
a)(s b)
; a 6= b
as
15 H (t a) e
s

16  (t) 1
17  (t a) e as

Table 1: Table of Laplace transforms