Lecture No.

22

Differential Equations

Laplace Transform
(Definition)

By
Mudasar Rehman
Outlines

➢ Objectives
➢ Introduction
➢ Examples
➢ Home Task

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Objectives

➢ To develop the concept of several variables.

➢ In studying a real-world phenomenon, a quantity being investigated

usually depends on two or more independent variables. So we need
to extend the basic ideas of the calculus of functions of a single
variable to functions of several variables.
➢ These ideas are then used to compute volumes, masses, and centroids
of more general regions.

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Introduction

In elementary calculus you learned that differentiation and integration

are transforms; this means, roughly speaking, that these operations
transform a function into another function. For example, the function
𝑓 𝑥 = 𝑥 2 is transformed, in turn, into a linear function and a family of
cubic polynomial functions by the operations of differentiation and
integration

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 𝑑 2 1 3
𝑥 = 2𝑥, න 𝑥 2 𝑑𝑥 = 𝑥 +𝑐
𝑑𝑥 3

Moreover, these two transforms possess the linearity property that the
transform of a linear combination of functions is a linear combination of
the transforms. For α and β constants

𝑑
𝛼 𝑓 𝑥 + 𝛽𝑔(𝑥) = 𝛼𝑓 ′ 𝑥 + 𝛽𝑔′ (𝑥)
𝑑𝑥

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and
න 𝛼 𝑓 𝑥 + 𝛽𝑔(𝑥) 𝑑𝑥 = 𝛼 න 𝑓 𝑥 𝑑𝑥 + 𝛽 න 𝑔(𝑥) 𝑑𝑥

provided that each derivative and integral exists. In this section we will
examine a special type of integral transform called the Laplace
transform.

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INTEGRAL TRANSFORM

If f (x, y) is a function of two variables, then a definite integral of f with

respect to one of the variables leads to a function of the other variable.
2
For example, by holding y constant, we see that ‫׬‬1 2𝑥𝑦 2 𝑑𝑥 = 3𝑦 2 .
𝑏
Similarly, a definite integral such as ‫𝐾 𝑎׬‬ 𝑠, 𝑡 𝑓 𝑡 𝑑𝑡 transforms a
function f of the variable t into a function F of the variable s.

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We are particularly interested in an integral transform, where the
interval of integration is the unbounded interval [0, ∞). If f (t) is defined
for 𝑡 ≥ 0, then the improper integral is defined as a limit:

∞ 𝑏
න 𝐾 𝑠, 𝑡 𝑓 𝑡 𝑑𝑡 = lim න 𝐾 𝑠, 𝑡 𝑓 𝑡 𝑑𝑡 (1)
0 𝑏→∞ 0

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If the limit in (1) exists, then we say that the integral exists or is

convergent; if the limit does not exist, the integral does not exist and is

divergent. The limit in (1) will, in general, exist for only certain values

of the variable s.

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The function K(s, t) in (1) is called the kernel of the transform. The

choice 𝐾 𝑠, 𝑡 = 𝑒 −𝑠𝑡 as the kernel gives us an especially important

integral transform.

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Laplace Transform

Let f be a function defined for 𝑡 ≥ 0. Then the integral

∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 (2)
0

is said to be the Laplace transform of f, provided that the integral

converges.

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Important Note:

When the defining integral (2) converges, the result is a function of s.

In general discussion we shall use a lowercase letter to denote the
function being transformed and the corresponding capital letter to
denote its Laplace transform—for example,
ℒ 𝑓(𝑡) = 𝐹 𝑠 , ℒ 𝑔(𝑡) = 𝐺(𝑠)

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Example: Evaluate ℒ 1

Solution:
As (2)
∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

Here 𝑓 𝑡 = 1
∞
ℒ 1 = න 𝑒 −𝑠𝑡 (1) 𝑑𝑡
0

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 𝑏
= lim න 𝑒 −𝑠𝑡 (1) 𝑑𝑡
𝑏→∞ 0

𝑏
𝑒 −𝑠𝑡
= lim อ
𝑏→∞ −𝑠
0

𝑒 −𝑏𝑠 − 1
= lim
𝑏→∞ −𝑠

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provided that 𝑠 > 0. In other words, when 𝑠 > 0, the exponent −𝑠𝑏 is
negative, and 𝑒 −𝑠𝑏 → 0 as 𝑏 → ∞ . The integral diverges for 𝑠 < 0

0−1
=
−𝑠
1
ℒ 1 =
𝑠

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Example: Evaluate ℒ 𝑡

Solution:
As (2)
∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

Here 𝑓 𝑡 = 𝑡
∞
ℒ 𝑡 = න 𝑒 −𝑠𝑡 𝑡 𝑑𝑡
0

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 ∞
= න 𝑒 −𝑠𝑡 𝑡 𝑑𝑡
0

Integrating by parts

∞
𝑡𝑒 −𝑠𝑡 1 ∞ −𝑠𝑡
= อ + න 𝑒 𝑑𝑡
−𝑠 𝑠 0
0

Using

lim 𝑡 𝑒 −𝑠𝑡 = 0
𝑡→∞

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We get

1 ∞ −𝑠𝑡
= 0 + න 𝑒 𝑑𝑡
𝑠 0

1 1
=
𝑠 𝑠

1
ℒ 𝑡 = 2
𝑠

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Example: Evaluate ℒ 𝑒 −3𝑡

Solution:
As (2)
∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

Here 𝑓 𝑡 = 𝑒 −3𝑡
∞
ℒ 𝑒 −3𝑡 = න 𝑒 −𝑠𝑡 𝑒 −3𝑡 𝑑𝑡
0

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 ∞
= න 𝑒 −𝑠𝑡−3𝑡 𝑑𝑡
0

∞
= න 𝑒 −(𝑠+3)𝑡 𝑑𝑡
0

∞
−(𝑠+3)𝑡
𝑒
= อ
−(𝑠 + 3)
0

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As
lim 𝑒 −(𝑠+3)𝑡 = 0
𝑡→∞

∞
𝑒 −(𝑠+3)𝑡 1
อ =
−(𝑠 + 3) 𝑠+3
0

1
ℒ 𝑒 −3𝑡 =
𝑠+3

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Example: Evaluate ℒ 1/𝑡

Solution:
As (2)
∞
ℒ 𝑓(𝑡) = න 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0

Here 𝑓 𝑡 = 1/𝑡
∞
1 −𝑠𝑡
1
ℒ =න 𝑒 𝑑𝑡
𝑡 0 𝑡

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 ∞ −𝑠𝑡
𝑒
=න 𝑑𝑡
0 𝑡

To check the convergence we split limit of integration

1 −𝑠𝑡 ∞ −𝑠𝑡
𝑒 𝑒
=න 𝑑𝑡 + න 𝑑𝑡
0 𝑡 1 𝑡

For 0 ≤ 𝑡 ≤ 1 we have 𝑒 −𝑠𝑡 > 𝑒 −𝑠 if 𝑠 > 0

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Therefore

∞ −𝑠𝑡 1 −𝑠 ∞ −𝑠𝑡
𝑒 𝑒 𝑒
න 𝑑𝑡 = න 𝑑𝑡 + න 𝑑𝑡
0 𝑡 0 𝑡 1 𝑡

Here

1 −𝑠 1
𝑒 1
න 𝑑𝑡 = න 𝑠
𝑑𝑡
0 𝑡 0 𝑡𝑒

1 11
= 𝑠න 𝑑𝑡
𝑒 0 𝑡
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 1 1
= 𝑠 ln 𝑡ቚ
𝑒 0

1
= 𝑠 ln 1 − ln 0
𝑒
=∞
1 𝑒 −𝑠𝑡 1 𝑒 −𝑠
Hence ‫׬‬0 𝑡 𝑑𝑡 also diverges as ‫׬‬0 𝑡 𝑑𝑡 is divergent.

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 ∞ 𝑒 −𝑠𝑡
Consequently ‫׬‬0 𝑡 𝑑𝑡 also diverges.

So by definition

1
ℒ
𝑡

does not exist.

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For further and detail study consult

❖ Differential Equations with Boundary Value Problems by Zill & Cullen

❖ https://www.youtube.com/results?search_query=laplace+transform

❖ https://www.youtube.com/watch?v=KqokoYr_h1A

❖ For any query feel free to email at mudasar@uosahiwal.edu.pk

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