Chapter 4 Laplace Transforms

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Chapter 4
Laplace Transforms
4.1 Introduction:
The previous chapter introduced the concept of Fourier series. If the function is
nonzero only when t ! 0 , a similar transform, the Laplace transform, exists. It is
particularly useful in solving initial-value problems involving linear, constant
coefficient, ordinary and partial differential equations. The present chapter develops
the general properties and techniques of Laplace transforms.

4.2 Definition of Laplace transforms:

Consider the function f(t) such that f(t) = 0 for t ! 0 . Then the Laplace integral
¥
£[f(t)] = F ( s) = ò e- st f (t ) dt
0

defines the Laplace transform of f(t). Which we shall write £[f(t)] or F(s). The
Laplace transform converts a function of t into a function of the transform variable
s.

Example: find £(1) , £(t) and £(eat ) ?

Solution:
¥
£[f(t)] = F ( s ) = ò e - st f (t ) dt
0
¥ ¥
£(1) = ò e - st
(1) dt =
- s - st
ò
-s 0
e dt =
s
e [ ]
- 1 - st ¥
0
0

-1
£(1) = [0 - 1] = 1 where s ! 0
s s

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¥
£[f(t)] = F ( s ) = ò e - st f (t ) dt
0
¥
1 - st
£(t) = ò e - st t dt take u = t Þ du = dt and dv = e - st dt Þ v = e
0
-s
¥ ¥ ¥
é 1 - st ù 1 - st é1 ù é 1ù 1
£(t) = êt e ú -ò e dt = 0 - ê 2 e - st ú = 0 - ê0 - 2 ú = 2 s!0
ë -s û0 0 - s ës û0 ë s û s

¥
£[f(t)] = F ( s ) = ò e - st f (t ) dt
0
¥ ¥
[ ]= òe
£e at - st
(e ) dt =
at - ( s - a) - ( s - a )t
- ( s - a) ò0
e dt
0

[ ]
£ eat =
-1
( s - a)
[
e- ( s - a )t ]
¥
0 =
-1
( s - a)
[0 - 1] = 1
( s - a)
where s ! a

Example: Find £(sinw t) and £(cosw t) ?

Solution: eiwt = cos wt + i sin wt Euler's formula

¥
£(eiwt ) = ò e - st (eiwt ) dt
0
¥ ¥ ¥
£(e ) = ò e
i wt - st
(cos wt + i sin wt ) dt = ò e - st
cos wt dt + i ò e - st sin wt dt Þ
0 0 0
i wt
£(e ) = £( cos wt ) + i £( sinwt ) ........................... (1)

and from the previous example we know that

1
£(eiwt ) = taking i w = a and multiplyin g by the conjugate Þ
s - iw
1 s + iw s + iw
£(eiwt ) = ´ = Þ
s - iw s + iw s2 + w 2
s w
£(eiwt ) = 2 +i 2 ................................. (2)
s +w 2
s + w2

comparing equations (1) and (2) we find

s
£(cos wt ) =
s + w2
2

w
£( sinwt ) =
s + w2
2

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4.3 Laplace transforms for derivatives:

4.3.1 First derivative:

¥
£[y' (t)] = ò e - st y' (t) dt
0
¥
[ ] ¥
= e - st y (t ) 0 - ò y(t) (-s e - st ) dt
0
¥
= [0 - y (0)] + s ò e - st y(t) dt
0

£[y' (t)] = - y (0) + s £[y(t)]

4.3.2 Second derivative:

£[y' ' (t) ] = £[G' (t)] where G (t ) = y ' (t )

G ' (t ) = y ' ' (t )
From 1st derivative law

£[G' (t)] = s £[G(t)] - G (0)

= s £[y' (t)] - y ' (0)
= s {s £ [ y (t )] - y (0)} - y ' (0)
£[y' ' (t) ] = s 2 £ [ y (t )] - s y (0) - y ' (0)

From the sequence of 1st and 2nd derivatives we can find that:

£[y' ' ' (t)] = s3 £ [ y(t )] - s 2 y(0) - s y' (0) - y' ' (0)

and

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Example: find £ (t n )
Solution:
y (t ) = t n Þ y (0) = 0 Þ y ' (t ) = n t n -1
£[y' (t) ] = s £[y(t)] - y (0)
[ ] [ ]
£ n t n -1 = s £ t n

[ ] [ ] n
£ t n = £ t n -1
s

if n = 1 then
1 1 1 1
£[t ] = £[1] = ´ = 2
s s s s

if n = 2 then

[] 2 2 1 2
£ t 2 = £[t ] = ´ 2 = 3
s s s s

if n = 3 then

[] 3
[]
3 2 1 3!
£ t3 = £ t2 = ´ ´ 2 = 4
s s s s s

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Table of L.T

No. f(t) F(s)

1
1 1
s
1
2 t
s2
2!
3 t2
S3
n!
4 tn
s n +1
1
5 e at
s-a

w
6 sin w t
s +w2
2

s
7 cos w t
s +w2
2

w
8 sinh w t
s -w2
2

s
9 cosh w t
s -w2
2

10 e at f (t ) f ( s - a)

11 t n f (t ) (-1) n f ( n ) (s)

12 y ( n ) (t ) s n £ [ y(t )] - s n -1 y(0) - s n - 2 y' (0) - ............ - y n -1 (0)

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4.4 Properties of Laplace Transforms

A)

B) If C = constant then,

Example: Find £[3 - 5 e 2t + 4 sin t - 7 cos 3 t ] ?

Solution:

[ ]
= 3 £[1] - 5 £ e 2t + 4 £[sint ] - 7 £[cos3 t ]
3 1 1 s
= -5 +4 2 -7 2
s s-2 s +1 s +9
3 5 4 7s
= - + 2 - 2
s s - 2 s +1 s + 9

C) If £[f(t)] = F (s) then

Example: Find £[e3t cos 4 t ] ?

Solution:

s
£[cos 4 t ] = = F ( s)
s + 16
2

[ ]
£ e3t f (t ) = f ( s - 3) =
( s - 3)
( s - 3) 2 + 16
s -3
=
s - 6 s + 25
2

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D) If £[f(t)] = F (s) then

Example: Find £[t sin t ] ?

Solution:

1
£[sin t ] = = F ( s)
s +12

d 1
£[t sint ] = (-1)1 ( 2 )
ds s + 1
2s
= 2
( s + 1) 2

Example: Find £[t 2 sin t ] ?

Solution:

[
£ t sin t = (-1)
2
]d2 æ 1 ö
ç
2
÷
ds 2 è s 2 + 1 ø
6 s2 - 2
= 2
( s + 1)3

4.5 Inverse of Laplace transforms

If sin( x) = y then x = sin -1 ( y)

£[f(t)] = F ( s) then f (t ) = £ -1[F(s)]

Example:

é1 ù
£ -1 ê ú = 1
ësû
é 1 ù
£ -1 ê ú = e 3t
ë s - 3 û

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4.5.1 Properties of Inverse of Laplace transform

A)

B) If C = constant then,

C) If £-1[F (s)] = f (t ) then

D) If £-1[F (s)] = f (t ) then

E) If £-1[F (s)] = f (t ) then

Example:

é 4 3s 5 ù
£ -1 ê - 2 + 2
ë s - 2 s + 16 s + 4 úû
é 1 ù é s ù é 1 ù
= 4 £ -1 ê ú - 3 £ -1 ê 2 ú + 5 £ -1 ê 2
ës - 2û ë s + 16 û ë s + 4 úû
5
= 4 e 2t - 3 cos 4 t + sin 2 t
2

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Example:

é 3s - 1 ù é 3( s + 1) - 1 - 3 ù é 3( s + 1) - 4 ù é 3( s + 1) - 4 ù
£ -1 ê 2 ú = £ -1 ê 2 ú = £ -1 ê 2 ú = £ -1 ê ú
ë s + 2s + 5 û ë s + 2s + 1 + 4 û ë s + 2s + 1 + 4 û ë ( s + 1) + 4 û
2

é 3( s + 1) 4 ù é ( s + 1) ù é 2 ù
= £ -1 ê - ú = 3 £ -1 ê ú - 2 £ -1 ê ú
ë ( s + 1) + 4 ( s + 1) + 4 û ë ( s + 1) + 4 û ë ( s + 1) + 4 û
2 2 2 2

w
[
£ eat cos wt =] ( s - a)
( s - a) + w 2
[
and £ eat sin wt = ] ( s - a)2 + w 2
é ( s + 1) ù é 2 ù
\ 3 £ -1 ê ú - 2 £ -1 ê ú = 3 e - t cos 2 t - 2 e - t sin 2 t
ë ( s + 1) + 4 û ë ( s + 1) + 4 û
2 2

Example:

é 5 s 2 - 7 S + 17 ù
£ -1 ê ú Þ
ë ( s - 1) ( s + 4) û
2

5 s 2 - 7 S + 17 A Bs + C
= + 2
( s - 1) ( s + 4) ( s - 1) ( s + 4)
2

5 s 2 - 7 S + 17 A ( s 2 + 4) + ( Bs + C ) ( s - 1)
= Þ
( s - 1) ( s 2 + 4) ( s - 1) ( s 2 + 4)
5 s 2 - 7 S + 17 = A ( s 2 + 4) + ( Bs + C ) ( s - 1) Þ
A=3
B=2
C = -5
5 s 2 - 7 S + 17 3 2s - 5
= + 2
( s - 1) ( s + 4) ( s - 1) ( s + 4)
2

é 5 s 2 - 7 S + 17 ù é 1 ù é s ù é 1 ù
-1
£ ê ú = 3 £ -1 ê ú + 2 £ -1 ê 2 ú - 5 £ -1 ê 2 ú
ë ( s - 1) ( s + 4) û ë ( s - 1) û ë ( s + 4) û ë ( s + 4) û
2

é 5 s 2 - 7 S + 17 ù 5
£ -1 ê ú = 3 et + 2 cos 2 t - sin 2 t
ë ( s - 1) ( s + 4) û
2
2

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4.6 Solution of Ordinary D.E's by Laplace transforms:

4.6.1 D.E's with constant coefficients:

Example: y' '+4 y = 16 t Û y(0) = 3 y' (0) = -6

Solution: Let Y = £[y]

£[y' '+4 y] = £[16 t ]

£[y' '] + 4 £ [y] = 16 £[ t ]
16
s 2 (Y ) - s y (0) - y ' (0) + 4 Y =
s2
y (0) = 3 and y ' (0) = -6
16
s 2Y - 3s + 6 + 4Y = 2
s
16
( s 2 + 4) Y = 3s - 6 + 2
s
3s - 6 16 16 A B
Y= 2 + 2 2 from partial fraction = 2+ 2 where A = 4 B = -4
s + 4 s ( s + 4) s ( s + 4) s
2 2
( s + 4)
3s 6 4 é1 1 ù
Y= - 2 + ê s 2 - ( s 2 + 4) ú
s +4 s +4 1
2
ë û
3s 10 4
Y= - 2 + 2
s +4 s +4 s
2

é 3s 10 4ù
y = £ -1 [Y ] = £ -1 ê 2 - 2 + 2ú
ës + 4 s + 4 s û
\ y (t ) = 3 cos 2 t - 5 sin 2 t + 4 t

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4.6.2 D.E's with variable coefficients: (First degree polynomial only)

From the properties of Laplace transforms we recall that:

[ ]
£ t n y (t ) = (-1) n
d n F ( s)
d sn
Hence for n = 1
d
£[t y (t )] = - F ' ( s ) or in another exp ression = - £[ y (t )]
ds
similarlly
d d
£[t y ' (t )] = -£[ y ' (t )] = - [s F ( s ) - y (0)]
ds ds
= - s F ' ( s) - F ( s)
similarlly for y ' ' (t )

£[t y ' ' (t )] = -

d
ds
£[ y ' ' (t )] = - [
d 2
ds
s F ( s) - s y (0) - y ' (0) ]
= - s 2 F ' ( s ) - 2 s F ( s) + y (0)

Example: Solve the following D.E ?

t y ' '-t y '+ y = 0 where y ' (0) = 1 and y (0) = 0
£[t y ' '] - £[t y '] + £[ y ] = 0 and F ( s ) = £[y] = Y
[- s Y '-2 s Y + 0] - [- s Y'-Y] + Y = 0
2

- s 2 Y '-2 s Y + s Y'+ Y + Y = 0
(- s 2 + s ) Y '+ (-2s + 2) Y = 0
- s ( s - 1) Y '-2 ( s - 1) Y = 0 ÷ - ( s - 1)
dY
s + 2Y = 0
ds
dY ds 1
ò 2Y = -ò s Þ 2 ln Y = - ln s + c Þ ln Y = -2 ln s + 2 c
-2 -2
ln Y = ln( s - 2 ) + 2 c Þ Y = eln ( s )+2 c
Þ Y = eln ( s )
´ e2 c
k
Y = s-2 ´ k Þ Y = 2
s
k k
! Y = 2 Þ £[y] = 2
s s
ékù é1ù
y = £ -1[Y ] = £ -1 ê 2 ú = k £ -1 ê 2 ú
ës û ës û
y = kt
applying the initial condition y ' (0) = 1
y' = k = 1
y=t

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4.6.3 Simultaneous Linear D.E's

Example: Solve the D.E’s ?
dy dx
+6y =
dt dt
y (0) = 3 and x(0) = 2
dx dy
3x - =2
dt dt

Solution: assume £[y] = Y and £[x ] = X

£[y'] + 6 £[ y ] = £[x']
s Y - y (0) + 6 Y = s X - x(0)
s Y - 3 + 6 Y = s X - 2 !!!!!!!!! (1)

3 £[x ] - £ [x'] = 2 £ [y']

3 X - [s X - x(0)] = 2 [s Y - y (0)]
3 X - [s X - 2] = 2 [s Y - 3] !!!!!!! (2)

- s X + ( s + 6) Y = 1 !!!!!!!! (1)
(3 - s ) X - 2 s Y = -8 !!!!!!! (2)

2 s + 16 2 s + 16 4 2
X= = = -
s + s - 6 ( s - 2)(s + 3) s - 2 s + 3
2

3s -1 3s -1 1 2
Y= 2 = = +
s + s - 6 ( s - 2)(s + 3) s - 2 s + 3

é 4 2 ù
x = £ -1[X ] = £ -1 ê -
ë s - 2 s + 3 úû
x = 4 e2 t - 2 e-3 t

é 1 2 ù
y = £ -1[Y ] = £ -1 ê +
ë s - 2 s + 3 úû
y = e2 t + 2 e-3 t

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