Laplace transform

The method, in theory, becomes: multiply by e  st , integrate from 0 to  , manipulate algebraically

and reverse (invert). We thus define the Laplace transform of a function f (t ) as


e
 st
f (t ) dt  L  f (t )  F ( s) : s  0 if this integral exists.
0

The function e  st is called the kernel of the transformation.

Examples

 
 e  st  1
1. f (t )  1  L  f (t )   e dt    st
  provided that s > 0 so that e  0 as t  
 st

0  s 0 s
 
1
2. L e at    e  st e  at dt   e  ( s  a )t dt  provided that s + a > 0.
0 0
sa
   
 t  1  1  1
3. L t   te  st dt   e  st    e  st dt   2 e  st   2 provided that s > 0
0 s 0 0 s s 0 s
 
 e  st  a
4. L sin(at )   e  st
sin( at )dt   2 2 
 s sin( at )  a cos( at )  2
s  a 0 s  a
2
0

These transforms, and others, constitute a table of transforms which normally consist of a
combination of general theorems and the transforms of specific functions. Some of the more
common results are given in the next Table.

f (t )
L  f (t )   e  st f (t )dt  F ( s)
0

k k
s

t 1
s2

tn n!
s n 1

e  at 1
sa
sin(t ) 
s  2
2

cos(t ) s
s  2
2

sinh(t ) 
s 2
2

cosh(t ) s
s 2
2

kf (t ) kF ( s )

f (t )  g (t ) F (s)  G(s)

t n 1e at (n  1)!
( s  a)n

ebt sin(t ) 
( s  b) 2   2

ebt cos(t ) s b
( s  b) 2   2

ebt sinh(t ) 
( s  b)2   2

ebt cosh(t ) s b
( s  b)2   2

ebt  e at ba
( s  a )( s  b)

bebt  ae at (b  a ) s
( s  a )( s  b)

t sin( t ) 2 s
s 2 
2 2
 t cos(t ) s2   2
s 2 
2 2

t sinh( t ) 2 s
s  2 
2 2

t cosh(t ) s2   2
s  2 
2 2

Also L  f (t )  g (t )  L  f (t )  L  g (t ) which is the linearity property, but

L  f (t ) g (t )  L  f (t ) L  g (t )
IV.3. Inverse Laplace transform
In practice it is important to be able to recover f (t ) from its Laplace transform. It can be shown
that f (t ) is uniquely determined by F ( s ) . If F ( s )  L  f (t ) then f (t )  L 1  f (t ) where
L 1  f (t ) denotes the inverse Laplace transform. For example

 1  1
L 1  2   sin(2t )
s  4 2

Rarely do the functions of s appear in standard form. In general F ( s ) is a ratio of two polynomials
in s which can be expanded in partial fractions provided that the degree of the numerator is less
than the degree of the denominator (a proper rational function).

Table of Inverse Laplace Transforms

F (s) L 1  f (t )  f (t )

k k
s

1 t
s2

1 tn
s n 1 n!
 1 e at
sa

1 sin(t )
s  2
2


s cos(t )
s  2
2

1 sinh(t )
s 2
2


s cosh(t )
s 2
2

Examples

Determine the inverse Laplace transform of :

2s  3
a)
s  4 s  13
2

s6
b)
( s  1)( s  2)
4s  9
c)
( s  1) 2 ( s  2)

Solution
 2s  3  1  2s  3  1  2( s  2)  1  1 
a) L 1  2  L   L   L  
 s  4s  13   ( s  2)  9   ( s  2)  9   ( s  2)  9 
2 2 2

1
 2e 2t cos(3t )  e 2 t sin(3t )
3
 s6  1  5 4 
b) L 1   L    by partial fractions. Thus
 ( s  1)( s  2)   s 1 s  2 
 s6 
L 1    5e  4e
t 2t

 ( s  1)( s  2) 
 4s  9  1  1 5 1 
c) L 1   L     by partial fractions. Thus
 ( s  1) ( s  2)   s  1 ( s  1) s  2 
2 2

 4s  9  t
L 1    e  5te  e
t 2t

 ( s  1) ( s  2) 
2
Transforms of derivatives and the application to differential equations

Transforms of derivatives
The transforms of the first, second, third and fourth derivatives are given in the next Table
f (t ) F (s)

d sF ( s )  f (0)
 f (t ) 
dt
d2 s 2 F ( s )  sf (0)  f (0)
 f (t )
dt 2
d3 s3 F ( s )  s 2 f (0)  sf (0)  f (0)
 f (t )
dt 3
d4 s 4 F ( s )  s 3 f (0)  s 2 f (0)  sf (0)  f (0)
 f (t )
dt 4
dn s n F ( s )  s n 1 f (0)  s n 2 f (0)    f ( n 1) (0)
 f (t )
dt n
In the solution of a differential equation such as
d 2x dx
2
 3  5 x  sin(2t )
dt dt
x is an unknown function of t which we are attempting to find. Its Laplace transform is
therefore an unknown function of s, denoted by x or X ( s ) . Hence
Function Laplace transform

x x or X ( s )

dx sx  x0
dt
d 2x s 2 x  sx0  x0
dt 2

Method

1. Transform the differential equation using all the necessary rules and standard forms.
2. Solve the resulting equation (usually algebraic) for the unknown as a function of s.
3. Invert the function of s to obtain the required solution.

Examples
 d 2x dx dx
1. Solve the equation 2
 3  2 x  0 given that x  4;  3 when t  0
dt dt dt
Transforming the equation
d 2x   dx 
L  2   3 L    2 L  x  L 0
 dt   dt 
 s x  sx
2
0  x0   3  sx  x0   2 x  0
and since x0  4; x0  3 the equation can be solved for x
x  s 2  3s  2   4 s  9
4s  9 5 1
x    by partial fractions.
( s  2)( s  1) s  1 s  2
t 2 t
On inversion this gives x  5e  e
d 2x dx
2. Solve the equation 2  3  2 x  e 2t
dt dt
Since no initial conditions are given it is necessary to retain x0 and x0 as unknown
constants. Transforming the equation

 s 2 x  sx0  x0   3  sx  x0   2 x  s 1 2

1 sx0  x0  3 x0 1  x0 s ( s  2)   x0  3 x0  ( s  2)
x   
 s  2   s 2  3 s  2  s 2  3s  2 ( s  1)( s  2) 2
In partial fractions this is
A B C
x     A  1  2 x0  x0 ; B   x0  x0  1; C  1
s  1 s  2 ( s  2) 2
Inverting, x  Ae  t  Be 2 t  te 2t
dx
I f non-initial conditions are known such as x  1,  3 when t = 4, then the constants
dt
A and B can be determined by substitution.

Simultaneous differential equations

The solution of a set of simultaneous differential equations is achieved using the same
procedure. The transformed equations are again normally algebraic and can be solved by
elimination or even matrix methods.

Examples

1. Solve the simultaneous equations

  dx t
 dt  3 x  5 y  e
 given that x  0; y  0 when t  0
dy
  3 y  5x  0
 dt
The transformed system is
 1  1
 sx  3x  5 y   x  s  3  5 y 
 s 1   s  1 (1)
 sy  3 y  5 x  0  5 x  ( s  3) y  0
Eliminating x we get
5 5 5 s  5
y    which on inversion gives
( s  1)  s  16  17( s  1) 17  s 2  16 
2

5 t 5 5
y e  sin 4t  cos 4t
17 68 17
System (1) can now be solved for x and a further inversion yields an expression for x
in terms of t .
A more convenient method is to note that the second equation of the original
differential system gives
dy
5x   3 y which on substitution for y and dy from above gives
dt dt
20 20 65 4 4 13
5 x   e  t  cos 4t  sin 4t  x   e  t  cos 4t  sin 4t
17 17 68 17 17 68
2. Solve the simultaneous differential equations
 dx dy t
 dt  2 dt  3 x  e
 given that x  0; y  0 when t  0
3 dx  dy  3 y  x  0
 dt dt

Note that both equations contain dx and dy . In this case generate a third
dt dt
differential equation by eliminating either dx or dy (free choice). For example,
dt dt
eliminating dy by multiplying the second equation by 2 and subtracting the first
dt
equation gives
dx
5  6 y  x  e  t (*) which will give y directly provided that x can be found.
dt
Returning to the original differential equations and transforming we obtain
 1
 sx  x0   2  sy  y0   3 x 
 s 1
3  sx  x0    sy  y0   3 y  x  0

 Now eliminate y (we need x )
s3
x ( s  3) 2  2 s(3s  1)  
s 1
s3 ( s  3) 30 6 1
x     
( s  1)  5s  4 s  9  ( s  1)(5s  9)( s  1)
2
49(5 s  9) 49( s  1) 7( s  1) 2
Inverting, we obtain
6 95 t 6  t 1
x e  e 
49 49 7( s  1) 2
This result can then be used to obtain y by substitution into equation (*)
dx 48 95 t 48  t 6  t
t
6 y  x  e  5  e  e  te
dt 49 49 7
8 95 t 8  t 1  t
y  e  e  te
49 49 7

Exercises
1. Determine the Laplace transform of
a) t 2  2t  3 m) a  bt  ct
2

b) 4 sin(3t )  cosh(5t ) n) 2t  6t
2

 at  bt
c) cos 2 (t ) o) e  e
d) 5t  2 p) cos(at )  cos(bt )
e) t 3  8e  t  1 q) sin(3t )
f) 2  4e3t r) t cos(2t )  cosh(4t )
g) a sin(at )  b sin(bt ) s) t 4 e3t  e2t sin(t )
h) 5t 2  4cos(3t ) t) e2t cosh(t )
i) cosh(3t ) u) sin(bt   )
j) e 3t cos(2t )

e  et 
t 2
k)
l) cos(at   )

2. Determine the inverse Laplace transform of

 1 1
a. i.
s4 ( s  3)2  32
s 1 s
b. j.
s  9
2
s3 2

2 3 5 3
c.   k.
s 2
s s 1 ( s  3)( s  2)
1 7!
d. l.
2s  1 ( s  3)8
1 s
e. m. 2
3s  4 s  2s  3
s s
f. n. 2
4s  1
2
s  2s  2
1 2s  5
g. 2 o. 2
s 4 s 9
9s s3
h. 2 p. 2
s  16 s 1
3. Solve the following equations:
dy
a)  4 y  1 given that y  2 when t  0
dt
d2y dy dy
b) 2
 5  6 y  3 given that y  2,  0 when t  0
dt dt dt
dT
c)  T  0 given that T  T0 when   0 and  ,T0 are constants
d
d2y dy dy
d) 2
 2  y  sin t given that y  3,  1 when t  0
dt dt dt
d 2r dr dr
e) 4  4r  0 given that r  1,  2 when   0
d 2
d d
d 2x dx
f) 2
 16 x  32 given that x  3,  2 when t  0
dt dt
d 2x dx dx
g) 2
 5  4 x  e3t given that x  0,  2 when t  0
dt dt dt
 dx dy
 dt  2 x  dt  0
h)  given that x  1, y  2 when t  0
 dx  2 dy  3 y  e  t
 dt dt
  dx dy
 dt  dt  x  y  3sin(2t )
i)  given that x  0, y  0 when t  0
dy
  5x  4 y  0
 dt
 dx
 dt  x  2 y  3
j)  given that x  2, y  1 when t  0
dy
  2x  y  e 2 t
 dt
k) The displacements x and y of two connected particles are given by the
d 2x
 dt 2  3x  4 y  0
equations  2
d y  x  y  0
 dt 2
Determine the general solution for x and y in terms of t .
l) The currents i1 and i2 in connected loops satisfy the differential
 di1 di2
2 dt  dt  i1  20 cos t
equations 
2 di2  di1  i  0
 dt dt 2
Determine each current in terms of t if initially both are zero.