Part-1: Laplace Transform

Dr. Kamlesh Jangid

Department of HEAS (Mathematics)

Rajasthan Technical University, Kota-324010, India
E-mail: kjangid@rtu.ac.in

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 Outline

Outline

1 Introduction

2 Definition: Laplace Transform

3 Laplace transforms of elementary functions

4 Sufficient conditions for the existence of Laplace transform

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 Introduction

Introduction

Laplace transform is one of the important tools for solving linear,

constant coefficient ordinary or partial differential equations under
suitable initial and boundary conditions.

One of the important applications of Laplace transformations is the

solution of the mathematical models of physical system in which the
right hand side of the differential equation, representing the driving
force is discontinuous or acts for a short time only or is a periodic
function.
dy
+ P(t)y = Q(t).
dt

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 Definition: Laplace Transform

An integral transform is any transform T of the following form:

Z t2
T{f (t)}(s) = T{f (t), s} = K(t, s)f (t)dt = F(s),
t1

where the function K is the kernel function.

Particularly, if we choose t1 = 0, t2 = ∞ and K(t, s) = e−st , then it
becomes the Laplace Transform.

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 Definition: Laplace Transform

Laplace Transform

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

Z ∞
F(s) = e−st f (t)dt (1)
0

is called the Laplace transform of f (t), provided the integral exists. The
Laplace transform of f (t) is usually denoted by L{f (t)}, L is called the
Laplace transform operator. That is,

L{f (t)} = F(s). (2)

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 Definition: Laplace Transform

The original function f (t) is called the inverse Laplace transform and we
can write

L−1 {F(s)} = f (t). (3)

The convenient notation to evaluate the improper integral is

Z ∞ Z T
e−st f (t)dt = lim e−st f (t)dt. (4)
0 T→∞ 0

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 Definition: Laplace Transform

Linearity of Laplace transformation:

Theorem (Linear Property)
Let f (t) and g(t) be any two functions whose Laplace transforms exists.
Then, for any two constants α and β, we have

L{αf (t) + βg(t)} = αL{f (t)} + βL{g(t)}. (5)

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 Laplace transforms of elementary functions

Laplace transforms of elementary functions

Using the Laplace transform definition, we can easily obtain image

formulas for some elementary functions that are illustrated as follows:
Example
Find the Laplace transform of f (t) = 1.

Solution
We use the definition of the Laplace transform, to get
Z ∞  −st ∞  
e 1
L{1} = e−st (1)dt = − = −0 +
0 s 0 s
1
= , s > 0.
s

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 Laplace transforms of elementary functions

Example
Evaluate the Laplace transform of f (t) = eat , t ≥ 0.

Solution
By using the definition of the Laplace transform, we get
Z ∞ Z ∞  −(s−a)t ∞
e
L{eat } = e−st (eat )dt = e−(s−a)t dt = −
0 0 (s − a) 0
 
1 1
= 0− = , s > a.
(s − a) s−a

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 Laplace transforms of elementary functions

Example
Find the Laplace transform of f (t) = cos at, t ≥ 0.

Solution
Since cos t + i sin t = ei t , therefore cos t = <(ei t ).

L{cos at} = L{<(eiat )}

 
1
=<
s − ia
s
= 2 .
s + a2

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 Laplace transforms of elementary functions

Example
Find the Laplace transform of f (t) = sinh ωt, t ≥ 0.

Solution
We use the definition of the Laplace transform, to get

1 ∞ −st ωt
Z
L{sinh ωt} = e (e − e−ωt )dt
2 0
1 ∞ −(s−ω)t
Z
= (e − e−(s+ω)t )dt
2 0
 −(s−ω)t ∞
1 e e−(s+ω)t
= − +
2 (s − ω) (s + ω) 0
 
1 1 1 ω
= − = 2 , s > ω.
2 (s − ω) (s + ω) s − ω2

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 Laplace transforms of elementary functions

Table: Laplace transforms of some elementary functions

f (t) L{f (t)} f (t) L{f (t)}

1 a
1 sin(at)
s s2 + a2
1 s
eat cos(at)
s2 + a2
s−a
n! a
tn , n = 1, 2, ... sinh(ωt)
sn+1 s2 − ω 2
Γ(α + 1) s
tα , α positive cosh(ωt)
sα+1 s − ω2
2

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 Laplace transforms of elementary functions

Example
Find the Laplace transform of f (t) = 12t3 + sin 5t − 20e−3t , t ≥ 0.

Solution
Given f (t) = 12t3 + sin 5t − 20e−3t , therefore

L{f (t)} = L{12t3 + sin 5t − 20e−3t }

= 12 L{t3 } + L{sin 5t} − 20L{e−3t } (using Linear property)

Now, on using the standard formulas, namely

n! 1 a
L{tn } = n+1 , L{eat } = , L{sin at} = 2
s s−a s + a2
we obtain,

6 5 1
L{f (t)} = 12 4
+ 2 − 20
s s + 25 s+3
72 5 20
= 4 + 2 − .
s s + 25 s + 3
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 Laplace transforms of elementary functions

Example
If f (t) = 12t3 + sin 5t − 20e−3t , t ≥ 0, then find the Laplace transform of
f (3t).

Solution
Given f (t) = 12t3 + sin 5t − 20e−3t . Then following the previous example,
the Laplace transform of f (t) is as under

72 5 20
L{f (t)} = + 2 − .
s4 s + 25 s + 3

Now, on using the change of scale property, namely L{f (at)} = 1a F( as ), we

get
 
1 72 5 20
L{f (3t)} = + −
3 (s/3)4 (s/3)2 + 25 (s/3) + 3
 
1 5832 45 60
= + 2 − .
3 s4 s + 225 s + 9
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 Sufficient conditions for the existence of Laplace transform

Sufficient conditions for the existence of Laplace transform

Let f (t) be a piecewise continuous function on 0 ≤ t < ∞. Then, in any

interval 0 ≤ a ≤ t ≤ b, there are at most a finite number of points
tk , k = 1, 2, 3, ..., m, tk−1 < tk , at which the function f (t) has finite jumps
(discontinuities) and is continuous on each subinterval tk−1 < t < tk .

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 Sufficient conditions for the existence of Laplace transform

Piecewise continuous functions

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 Sufficient conditions for the existence of Laplace transform

A function f (t) is said to be of exponential order α, if there exists constant

α such that M > 0 such that

|f (t)| ≤ Meαt , t ≥ 0. (6)

In other words, we can say the function does not grow too fast.

Geometrically, this condition implied that the graph of f (t), t > 0 does not
grow faster than the graph of the exponential function g(t) = Meαt , α > 0.

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 Sufficient conditions for the existence of Laplace transform

Example
|t| ≤ et , |e−t | ≤ et , | cos t| ≤ et , t ≥ 0 are functions of exponential order 1.

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 Sufficient conditions for the existence of Laplace transform

Example
2
For a function f (t) = ec t , t ≥ 0, it is not possible to determine constant α
2 2
and M such that ec t ≤ Meαt . Therefore, ec t is not a function of
exponential order.

Note: A function f (t) has a Laplace transform, if it is of exponential order.

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 Sufficient conditions for the existence of Laplace transform

Theorem (existence theorem)

If f (t) is a piecewise continuous function on the interval [0, ∞) and is of
exponential order α for t ≥ 0, then L{f (t)} exists for s > α.

Note: The above theorem gives only the sufficient condition for the
existence of the Laplace transform. That is, a function may have Laplace
transform even if it violates the existence condition.

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 Sufficient conditions for the existence of Laplace transform

Example
The function f (t) = t−1/2 , is not continuous on any interval [0, T].
RT
However, 0 e−st t−1/2 dt exists for all T ≥ 0.
Z ∞ Z ∞
2
L{t−1/2 } = e−st t−1/2 dt = 2 e−su du
0 0
Z ∞
2 2 √
=√ e−z dz (z = u s)
s 0
r
π
= , s > 0.
s

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 Sufficient conditions for the existence of Laplace transform

Note: Let f (t) satisfy the conditions of the existence theorem and
L{f (t)} = F(s). Then

lim F(s) = 0
s→∞

lim [sF(s)] is bounded.

s→∞

For example, if f (t) = cos at, then F(s) = s/(s2 + a2 ). Thus lim F(s) = 0
s→∞
and lim [sF(s)] = 1
s→∞

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 Sufficient conditions for the existence of Laplace transform

THANK YOU

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