Laplace Transform Methods

Laplace transform is a method frequently employed by engineers.

By applying the Laplace transform, one can change an ordinary dif-
ferential equation into an algebraic equation, as algebraic equation is
generally easier to deal with. Another advantage of Laplace transform
is in dealing the external force is either impulsive , (the force lasts a
very shot time period such as the bat hits a baseball) or the force is on
and off for some regular or irregular period of time.

1. The Laplace Transform

If f (t) is defined over interval [0, ∞), the Laplace transform of f ,
denoted as fˆ(s), is
Z ∞
b
L(f ) = f (s) = e−st f (t) dt
0

Our first theorem states when Laplace transform can be performed,

Theorem 1.1. If f (t) is (piecewise) continuous and there are pos-
itive numbers M, a such that
|f (t)| ≤ M eat
for all t ≥ c Then fb(s) is defined for all s > c
The next result shows that Laplace transform is unique in the sense
that different continuous functions will have different Laplace trans-
form.
Theorem 1.2. If fb(s) = gb(s) for all s > c, then f (t) = g(t) at all
t where both are continuous.
Notice if f (t) and g(t) are piecewise continuous (continuous except
at finite points where left and right limits exists,) their Laplace trans-
forms can be same for all s > c even if they are different at the isolated
discontinuous point. Since solutions of ordinary equations must be
continuous, so this is of no important concern.
1
2 LAPLACE TRANSFORM METHODS

Due to the uniqueness, we can define the inverse Laplace transform

L−1 as
L−1 (fd(s))(t) = f (t).
Theorem 1.3. Linear Property If both fb(s) and gb(s) exist for
all s > c, then af (t) + bg(t) has Laplace transform for all constant a
and b and
L(af + bg)(s) = afb(s) + bb
g (s), for all s > c
To find Laplace transform of a summation, we just need to find
Laplace transform of each term.
The next result shows that Laplace transform changes derivative
into scalar multiplication, it is this property enable Laplace transform
to change ODE into algebraic equation.
Theorem 1.4. Suppose that the function f (t) is continuous and
piecewise smooth (f 0 (t) is piecewise continuous) for all t ≥ 0 and there
are constants M, a such that
|f (t)| ≤ M eat for t ≥ T,
Then fb0 (s) is defined for all s > a and
fb0 (s) = sfb(s) − f (0).
Now if nth derivative f n (t) is piecewise smooth, then
fd
(n) (s) = sn fb(s) − sn−1 f (0) − sn−2 f 0 (0) − · · · − f (n−1) (0).

For example,
• When n = 2
fd
(2) (s) = s2 fb(s) − sf (0) − f 0 (0).

• When n = 3
fd
(3) (s) = s3 fb(s) − s2 f (0) − sf 0 (0) − f 00 (0).

• When n = 4
fd
(4) (s) = s4 fb(s) − s3 f (0) − s2 f 0 (0) − sf 00 (0) − f (3) (0).

The following table list the Laplace transform of most commonly used
functions, and
½
0 if t<a
ua (t) = u(t − a) =
1 if t≥a
is the Heaviside function.
 1. THE LAPLACE TRANSFORM 3

f = L−1 (fb) fb f = L−1 (fb) fb

1 1
1 s
(s > 0) t s2
(s > 0)

n! Γ(a+1)
tn (n ≥ 0) sn+1
(s > 0) ta (a > −1) sa+1
(s > 0)

1 k
eat s−a
(s > 0) sin(kt) s2 +k2
(s > 0)

s k
cos(kt) s2 +k2
(s > 0) sinh(kt) s2 −k2
(s > |k|)

s eas
cosh(kt) s2 −k2
(s > |k|) u(t − a) s
(s > 0)

b(s) if x00 +2x0 −3x = et , x(0) = 1, x0 (0) = −1.

Example 1.1. Find x

Solution Apply Laplace transform on both side of the equation,

L(x00 + 2x0 − 3x)(s) = L(et )(s)
\
Using the linear property af + bg(s) = afb(s) + bb
g (s) we have
L(x00 + 2x0 − 3x)(s) = xb00 (s) + 2xb0 (s) − 3b
x(s).
Together with xb00 (s) = s2 x
b(s) − sx(0) − x0 (0) and xb0 (s) = sb
x(s) − x(0)
0
We have, due to x(0) = 1, x (0) = −1,
L(x00 + 2x0 − 3x)(s) = xb00 (s) + 2xb0 (s) − 3b
x(s)
2
= [s x b(s) − sx(0) − x0 (0)] + 2[sb
x(s) − x(0)] − 3b
x(s)
2
= (s + 2s − 3)b x(s) − s − 1
So we have an algebraic equation for x
b(s),
1
x(s) − s − 1 = ebt (s) =
(s2 + 2s − 3)b
s−1
Solve this equation for x
b(s),
x(s) − s − 1 = ebt (s) =
(s2 + 2s − 3)b 1
s−1
1
(s2 + 2s − 3)b
x(s) = s−1 +s+1
2
(s + 2s − 3)bx(s) = s−1 + (s+1)(s−1)
1
s−1
x(s) = 1+(s+1)(s−1)
(s2 + 2s − 3)b s−1
2 1+(s2 −1)
(s + 2s − 3)bx(s) = s−1
2 s2
(s + 2s − 3)bx(s) = s−1
4 LAPLACE TRANSFORM METHODS

we get
s2
x
b(s) = (s−1)(s2 +2s−3)
a

Example 1.2. Find general solution to x00 + 2x0 + 3x = t2 et .

Solution Since we want to find general solution, we set x(0) = a

and x0 (0) = b
• Step One Apply Laplace transform to both sides of the equa-
tion and find Laplace transform for t2 et .
L(x00 + 2x0 + 3x)(s) = L(t2 e2 )(s)
we find
2
L(t2 e2 )(s) =
(s − 1)3
• Step Two: Using linear property to find an equation for x b(s).
L(x00 + 2x0 + 3x)(s) = (xb00 + 2xb0 + 3b
x(s)
= s2 x
b(s) − sa − b + 2(sb x(s) − a) + 3b
x(s)
= (s2 + 2s + 3)b x(s) − sa − b − 2a
The equation for x
b(s) is
2
(s2 + 2s + 3)b
x(s) − sa − b − 2a = (s−1)3

Hence,
sa+b+2a 2
x
b(s) = (s2 +2s+3)
+ (s−1)3 (s2 +2s+3)

• Step Three: find inverse Laplace transform and x(t), and get
µ√ ¶
2
√ √ √ √
x(t) = ae −t
2
sin( 2t) + cos( 2t) + b 22 e−t sin( 2t)
µ ¶ √
√ √
+e 3 t + 9 + 9 cos( 2t) + 182 e−t sin( 2t)
t 1 2 2

2. The Piecewise defined Functions

When solving an ODE an x(n) + an−1 x(n−1) + · · · + a1 x0 + a0 x = f (t)
with multiple defined function f (t), we need to change f (t) into linear
combinations of step functions
½ ua (t).
0 if t<a
Here ua (t) = u(t − a) =
1 if t≥a
and ½
0 if t<0
u(t) =
1 if t≥0
 2. THE PIECEWISE DEFINED FUNCTIONS 5

is called Heaviside function or unit step  function.

 0 if 0<t<a
In general, if b > a, ua (t) − ub (t) = 1 if a<t≤b
 0 if t>b
To express a multiple defined function as linear combination of step
functions, we need, for each finite interval [a, b] on which f has a
different expression, multiply the expression by the difference of step
functions ua (t) − ub (t); for the expression defined on an infinite interval
[c, ∞) we just multiply the expression by uc (t). f (t) is the summation
of all the products, as illustrated in the following examples,
Example 2.1. Express

 t2 − t + 3 if 0<t<2
t
f (t) = e if 2≤t<5

2t sin(t) if t≥5
as linear combination of step functions.

Solution Notice f (t) has three different expresses over interval

[0, 2), [2, 5) and [5, ∞), so we have two difference, u(t) − u2 (t) and
u2 (t) − u5 (t), and three products,
• (t2 − t + 3)(u(t) − u2 (t)) for (t2 − t + 3) defined on [0,2);
• et (u2 (t) − u5 (t)) for et defined on [2, 5);
• 2t sin(t)u5 (t) for 2t defined on [5, ∞).
f (t) is sum of these three products,
f (t) = (t2 − t + 3)(u(t) − u2 (t)) + et (u2 (t) − u5 (t)) + 2t sin(t)u5 (t)
= (t2 − t + 3)u(t) + (et − t2 + t − 3)u2 (t) + (2t sin(t) − et )u5 (t).
a

Example 2.2. Express


 t2 et if 0<t<3
f (t) = cos(t) if 3≤t<6
 2t if t≥6
as linear combination of step functions.

Solution Notice f (t) has three different expresses over interval

[0, 3), [3, 6) and [6, ∞), so we need to have two difference, u(t) − u3 (t)
and u3 (t) − u5 (t) and
f (t) = t2 et (u(t) − u3 (t)) + cos(t)(u3 (t) − u6 (t)) + 2tu6 (t)
= t2 et u(t) + (cos(t) − t2 et )u3 (t) + (2t − cos(t))u6 (t).
a
6 LAPLACE TRANSFORM METHODS

2.1. Solve ODE With Piecewise Input Function.

Example 2.3.½Find solution to x00 + 4x = f (t), x(0) = 0, x0 (0) =
cos(2t) if 0≤t<π
−1, where f (t) =
0 if t≥π

Solution First we express f (t) as linear combination of step

function, f (t) = cos(2t)(u(t) − u2π (t)) Apply Laplace transform to
both sides of the equation and using Mathcad we get
s
(s2 + 4)b
x(s) = −1 + (1 − e−πs ) 2
s +4
−1 s
x
b(s) = + (1 − e−πs ) 2
s2
+4 (s + 4)2
Apply inverse Laplace transform, we get,
½ 1
− 2 sin(2t) + 14 t sin(2t) if 0≤t<π
x(t) = π−2
0 if 4
sin(2t) ≥ π
a
The equation x00 + 4x = f (t) models a spring system that with
one spring, one end of the spring is fixed and a object with 1 unit
mass attached at one end. The Hook’s constant k = 4. f (t) is external
force applied to the system. In the Example 2.3, the force sin(2t) only
applied at first π unit of time (second).

3. Delta Function
Delta function is one of so-called generalized functions, which are
not functions in ordinary sense but as an operators that sometimes can
be represented by ordinary functions.
Definition 3.1. The Dirac delta function at a, δa (t), is an op-
erator that satisfies
Z ∞
g(t)δa (t) dt = g(a)
0

for any continuous function g(t).

In Physics, if f (t), a ≤ t ≤ b is a force that acts only during a short
period of time interval [a, b], the impulse p of force f (t) is computed
as Z b
f (t) dt.
a
 3. DELTA FUNCTION 7

δa (t) can be viewed as an instantaneous unit impulse that occurs pre-

cisely at the instant t = a. And pδa (t) is an instantaneous p units
impulse that occurs precisely at the time t = a.
δa (t) is an important function used in modelling real phenomena,
for example,
• In modelling the movement of a baseball after being hit by
bat.
• In spring-mass system, where a object with given mass it at-
tached to one end of a spring whose other end is attached to
a steady object (such as wall), modelling the movement when
hits the object with a hammer.
• Modelling the current in a closed circuit when the switch is
turn on and off instantly.
It turns out that we can stretch ourself a little and compute the
Laplace transform of δa (t). Let δ(t) = δ0 (t) then δa (t) = δ(t − a).
b = 1 and δba (s) = e−as .
Theorem 3.1. δ(s)
Example 3.1. A mass m = 1 is attached to a spring with constant
k = 4; there is not dashpot. The mass is released from the rest with
x(0) = 3. At the instant t = π the mass is struck with a hammer,
providing an impulse p = 8. Determine the motion of the mass.

Solution In general mx00 + kx = f (t) models the movement of

a mass attached to the end of spring with no dashpot. So we need to
solve
x00 + 4x = 8δπ (t), x(0) = 3, x0 (0) = 0.
Applying Laplace transform to both sides of the equation,
xb00 (s) + 4b
x(s) = 8δπ (s)
2
sx b − sx(0) − x0 (0) + 4bx(s) = 8e−πs
2 −πs
(s + 4)b x(s) − 3s = 8e
Solve for x
b(s), we get
3s 8
x
b(s) = + 2 e−πs
s2
+4 s +4
find the inverse Laplace transform, we get
½
2 cos(2t) if 0 ≤ t < π
x(t) = 2 cos(2t) + 4uπ (t) sin(2t) =
2 cos(2t) + 4 sin(2t) if t ≥ π
So clearly the impact of the impulse is felt by the spring and change
the its movement immediately. a
8 LAPLACE TRANSFORM METHODS

4. Exercise
1(10pt). Find the Laplace transform
(1) L[t2 + sin t]
(2) L[e3t t2 ]
(3) L[t sin(at)]
(4) L[e3t t2 cos t]
(5) L[u2 (t)t2 sin t], u2 (t) is the one-step function.

2(10pt). Find the inverse Laplace transforms.

−πs
(1) L−1 [ 2s+3e
s2 +4
]
−1 s+1
(2) L [ s2 +3s+7 ]
1 −7s
(3) L−1 [ s(s2 +2s+5) − s(s2e+2s+5) ]

3(20pt). Solve the first order ODE using Laplace Transform.

(1) x0 = −x + e−t , y(0) = 2
(2) x0 + 6x = et cos(3t) + 3t2 + 1, y(0) = −2
(3) x0 − 4x = u2 (t), x(0) = 1
(4) x0 − 2x = u5 (t)e−2(t−5) , x(0) = −1

4(20pt). Solving the second order ODE.

(1) x00 + 3x0 + 2x = e−t
(2) x00 + 4x0 + 6x = e2t cos(3t) + 3t2 + 1
(3) x00 − 4x = sin t + t2 , x(0) = 1, x0 (0) = 1
(4) x00 − 3x0 + 2x = |2t + 5|, x(0) = 0, x0 (0) = 1
(5) x00 − 3x0 + 2x = f (t), x(0) = 1, x0 (0) = 0 where
½
sin(2t) if 0≤t<π
f (t) =
0 if t≥π
(6) x00 + x0 + 3x = g(t), x(0) = 1, x0 (0) = 0 where
½
2t if 0≤t<1
g(t) =
1 if t≥1
(7) x00 + 6x = 3δ2 (t) x(0) = 0, x0 (0) = 1
(8) x00 + x0 + 3x = 5δ1 (t), x(0) = 1, x0 (0) = 1
(9) x00 − 3x0 + 2x = δ1 (t) − 3δ4 (t), x(0) = 0, x0 (0) = 0