192 CHAPTER 4.

THE LAPLACE TRANSFORM

4.1 Definition of the Laplace Transform

Definition. Let f be a function defined for t ≥ 0. The integral
 ∞
L{f (t)} = e−st f (t)dt
0

is called the Laplace transform of f provided that the integral converges.

Remark. The integral is a function of the variable s defined over the range of values of
s for which the integral exists.

Example 4.1.1. For t ≥ 0, let f (t) = 1. Then

 ∞
1
L{1} = e−st dt = , s > 0.
0 s

Example 4.1.2. For t ≥ 0, let f (t) = t. Then

 ∞
1
L{t} = e−st t dt = 2 , s > 0.
0 s

Example 4.1.3. Let n be a positive integer. For t ≥ 0, let f (t) = tn . Then

 ∞
n n!
L{t } = e−st tn dt = n+1 , s > 0.
0 s

Example 4.1.4. Let a be a real constant. For t ≥ 0, let f (t) = eat . Then
 ∞
at 1
L{e } = e−st eat dt = , s > a.
0 s−a

Example 4.1.5. Let k be a nonzero real constant. For t ≥ 0, let f (t) = sin(kt). Then
 ∞
k
L{sin(kt)} = e−st sin(kt)dt = 2 , s > 0.
0 s + k2

Example 4.1.6. Let k be a nonzero real constant. For t ≥ 0, let f (t) = cos(kt). Then
 ∞
s
L{cos(kt)} = e−st cos(kt)dt = 2 , s > 0.
0 s + k2
4.1. DEFINITION OF THE LAPLACE TRANSFORM 193

Example 4.1.7. Let k be a nonzero real constant. For t ≥ 0, let f (t) = sinh(kt). Then
 ∞
k
L{sinh(kt)} = e−st sinh(kt)dt = 2 , s > |k|.
0 s − k2

Example 4.1.8. Let k be a nonzero real constant. For t ≥ 0, let f (t) = cosh(kt). Then
 ∞
s
L{cosh(kt)} = e−st cosh(kt)dt = 2 , s > |k|.
0 s − k2

Remark. Let f and g be two functions defined for t ≥ 0 such that the Laplace trans-
forms of f and g exist for s > T1 and s > T2 , respectively, where T1 and T2 are constants.
Let α and β be real constants. Then the Laplace transform of the function αf + βg
exists for s larger than T1 and T2 and

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

That is, the Laplace transform is a linear operator.

Theorem 4.1.1 (Transforms of Some Basic Functions). Let a and k be nonzero real
constants. Then the following hold.

1
(1) L{1} =
s
n!
(2) L{tn } = , n = 1, 2, 3, · · ·
sn+1
1
(3) L{eat } =
s−a
k
(4) L{sin(kt)} =
s2 + k2
s
(5) L{cos(kt)} =
s2 + k2
k
(6) L{sinh(kt)} =
s2 − k 2
s
(7) L{cosh(kt)} =
s2 − k2
194 CHAPTER 4. THE LAPLACE TRANSFORM

Example 4.1.9. Let a be a real constant and n be a positive integer. For t ≥ 0, let
f (t) = tn eat . Then
 ∞  ∞
n at −st n at
L{t e } = e t e dt = e−(s−a)t tn dt
0 0
n!
= , s>a
(s − a)n+1

(see Example 4.1.3).

√
Example 4.1.10. Let f (0) = 0 and for t > 0, let f (t) = 1/ t. Then
   ∞  ∞
1 −st 1 2 2 √
L √ = e √ dt = e−u √ du (u = st)
t 0 t 0 s
√ √
2 π π
=√ = 1/2 , s > 0.
s 2 s

Example 4.1.11. Let p > −1 be a constant. Let f (0) = 0 and for t > 0, let f (t) = tp .
Then
 ∞  ∞
p −st p yp
L{t } = e t dt = e−y p+1 dy (y = st)
0 0 s
 ∞
1 Γ(p + 1)
= p+1 y p e−y dy = , s>0
s 0 sp+1

where Γ(x) is the Gamma function, that is,

 ∞
Γ(x) = y x−1e−y dy, x > 0.
0

Example 4.1.12. Let a be a real constant and k be a nonzero real constant. Then
 ∞
at
L{e sinh(kt)} = e−st eat sinh(kt)dt
0 ∞
= e−(s−a)t sinh(kt)dt
0
k
= , s > a + |k|
(s − a)2 − k 2

(see Example 4.1.7).

4.1. DEFINITION OF THE LAPLACE TRANSFORM 195

Definition. A function f defined on an interval a ≤ t ≤ b is said to be piecewise

continuous on the interval if there is a partition

a = t0 < t1 < · · · < tm = b

such that f is continuous on the interval ti−1 < t < ti and the one-sided limits

f (t+
i−1 ) = lim+ f (ti−1 + ), f (t−
i ) = lim+ f (ti − )
→0 →0

exist and are finite for i = 1, 2, · · · , m.

Definition. A function f defined for t ≥ 0 is said to be piecewise continuous if it is

piecewise continuous on every bounded interval 0 ≤ t ≤ T where T > 0.

Definition. A function f defined for t ≥ 0 is said to be of exponential order if there exist

constants c, M > 0 and T > 0 such that |f (t)| ≤ Mect for all t > T .

Remark. Let f and g be two functions defined for t ≥ 0. Let α and β be real constants.
If f and g are piecewise continuous, then αf + βg and f g are piecewise continuous. If
f and g are of exponential order, then αf + βg and f g are of exponential order.

Example 4.1.13. A function f defined for t ≥ 0 is of exponential order if f is bounded.

Example 4.1.14. Let a be a real constant and m be a positive integer. For t ≥ 0, let
f (t) = eat and
g(t) = bm tm + bm−1 tm−1 + · · · + b1 t + b0
where bm , bm−1 , · · · , b0 are constants. Then the function f g is of exponential order.

Example 4.1.15. For t ≥ 0, let

3/2
f (t) = et .
Then f is not of exponential order.

Example 4.1.16. Let f be a piecewise continuous function defined for t ≥ 0. Let F be

the indefinite integral of f , i.e.,
 t
F (t) = f (u)du, t ≥ 0.
0

Then F is continuous. If f is of exponential order, then F is of exponential order.

196 CHAPTER 4. THE LAPLACE TRANSFORM

Example 4.1.17. For t ≥ 0, let

2
f (t) = sin(et ).
Then f is of exponential order, since it is bounded. For any t ≥ 0,
2 2
f  (t) = 2tet cos(et ).
The derivative of f is not of exponential order.
Theorem 4.1.2 (Sufficient Conditions for Existence). Let f be a piecewise continuous
function defined for t ≥ 0 that is of exponential order. Let c, M and T be constants with
M > 0 and T > 0 such that |f (t)| ≤ Mect for all t > T . Then L{f (t)} exists for s > c.
Example 4.1.18. Let a and b be constants with 0 < a < b. Let A be a real constant.
For t ≥ 0, let ⎧
⎪
⎨0 if 0 ≤ t < a
f (t) = A if a ≤ t < b
⎪
⎩
0 if b ≤ t.
Then f is piecewise continuous and of exponential order. The Laplace transform is
 b
A
L{f (t)} = e−st A dt = (e−as − e−bs ), s > 0.
a s
Remark. Let f be a function defined for t ≥ 0 that satisfies the following conditions:

(a) f is piecewise continuous on every bounded interval T1 ≤ t ≤ T where 0 < T1 < T .

(b) tp |f (t)| for some constant p < 1 is bounded on an interval 0 < t ≤ q where q > 0.
(c) f is of exponential order.

Then L{f (t)} exists for s sufficiently large.

Example 4.1.19. For t ≥ 0, let
⎧
⎨0 if t = 0
f (t) = 1
⎩√ if t > 0.
t
Then f is piecewise continuous on every bounded interval T1 ≤ t ≤ T where 0 < T1 < T .
It is of exponential order and t1/2 |f (t)| = 1 for t > 0. The Laplace transform L{f (t)}
exists for s > 0 (see Example 4.1.10). Meanwhile, f (t) becomes unbounded as t → 0+ .
The function f is not piecewise continuous.
4.2. INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES 197

4.2 Inverse Transforms and Transforms of Deriva-

tives
Inverse Transforms

Definition. Let F (s) be a function that represents the Laplace transform of a function
f (t), that is, L{f (t)} = F (s). Then f (t) is called the inverse Laplace transform of F (s)
and is denoted by
f (t) = L−1 {F (s)}.
Remark. The inverse Laplace transform is a linear operator.
Proposition 4.2.1. Let f and g be two functions defined for t ≥ 0 that are piecewise
continuous and of exponential order. If L{f (t)} = L{g(t)} for sufficiently large s, then
f (x) = g(x) for every x where f and g are continuous.
Remark. Two continuous functions having the same Laplace transform are identical.
Theorem 4.2.1 (Some Inverse Transforms). Let a and k be nonzero real constants.
Then the following hold.
 
−1 1
(1) 1=L
s
 
n −1 n!
(2) t =L , n = 1, 2, 3, · · ·
sn+1
 
at −1 1
(3) e =L
s−a
 
−1 k
(4) sin(kt) = L
s2 + k 2
 
−1 s
(5) cos(kt) = L
s2 + k 2
 
−1 k
(6) sinh(kt) = L
s2 − k 2
 
−1 s
(7) cosh(kt) = L
s2 − k 2
198 CHAPTER 4. THE LAPLACE TRANSFORM

Example 4.2.1. Let a be a real constant and n be a positive integer. Then

 
n at −1 n!
t e =L , s > a.
(s − a)n+1

Example 4.2.2. Let p > −1 be a constant. Then

 
p −1 Γ(p + 1)
t =L , s > 0.
sp+1

Example 4.2.3. Let a be a real constant and k be a nonzero real constant. Then
 
at −1 k
e sinh(kt) = L , s > a + |k|.
(s − a)2 − k 2

Example 4.2.4. Let a be a real constant and k be a nonzero real constant. Then
 
at −1 s−a
e cosh(kt) = L , s > a + |k|.
(s − a)2 − k 2

Example 4.2.5. For s > 3, let

6 1
F (s) = + .
(s − 1)(s + 1)(s − 3) s − 3

To find L−1 {F (s)} write

6 −3/2 3/4 3/4

= + + .
(s − 1)(s + 1)(s − 3) s−1 s+1 s−3

The inverse Laplace transform is

L−1 {F (s)}
 
−3/2
−1 3/4 3/4 1
=L + + +
s−1 s+1 s−3 s−3
     
3 −1 1 3 −1 1 7 −1 1
=− L + L + L .
2 s−1 4 s+1 4 s−3

That is,
3 3 7
L−1 {F (s)} = − et + e−t + e3t .
2 4 4
4.2. INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES 199

Transforms of Derivatives

Proposition 4.2.2. Let f be a continuous function defined for t ≥ 0 that is of expo-

nential order. If f  is piecewise continuous, then

L{f (t)} = sL{f (t)} − f (0).

Theorem 4.2.2 (Transform of a Derivative). Let f, f  , · · · , f (n−1) be continuous func-

tions defined for t ≥ 0 that are of exponential order. If f (n) is piecewise continuous,
then
L{f (n) (t)}
= sn L{f (t)} − sn−1 f (0) − sn−2 f  (0) − · · · − f (n−1) (0).

Example 4.2.6. Let k be a nonzero real constant. For t ≥ 0, let f (t) = sin(kt). Then
f (0) = 0 and f  (t) = k cos(kt) for t ≥ 0. The Laplace transform of f  is
k
L{k cos(kt)} = sL{f (t)} − f (0) = s .
s2 + k2
That is,
s
L{cos(kt)} = .
s2 + k2
Example 4.2.7. For t ≥ 0, let f (t) = sin2 t. Then f (0) = 0 and f  (t) = sin(2t) for
t ≥ 0. The Laplace transform of f satisfies
2
sL{f (t)} = L{f  (t)} + f (0) = L{sin(2t)} = .
s2 +4
That is,
2
L{sin2 t} = .
s(s2 + 4)
Example 4.2.8. For t ≥ 0, let f (t) = t2 . Then f (0) = 0 and f  (t) = 2t for t ≥ 0 so
that f  (0) = 0 and f  (t) = 2 for t ≥ 0. The Laplace transform of f satisfies
2
s2 L{f (t)} = L{f  (t)} + sf (0) + f  (0) = L{2} = .
s
That is,
2
L{t2 } = .
s3
200 CHAPTER 4. THE LAPLACE TRANSFORM

Example 4.2.9. Let k be a nonzero real constant. For t ≥ 0, let f (t) = t sin(kt). Then
f (0) = 0 and for any t ≥ 0,

f  (t) = sin(kt) + kt cos(kt)

so that f  (0) = 0 and for any t ≥ 0,

f  (t) = 2k cos(kt) − k 2 f (t).

The Laplace transform of f satisfies

s2 L{f (t)} = L{f  (t)} + sf (0) + f  (0)

= 2k L{cos(kt)} − k 2 L{f (t)}
or
2ks
(s2 + k 2 )L{f (t)} = 2k L{cos(kt)} = .
s2+ k2
That is,
2ks
L{t sin(kt)} = .
(s2 + k 2 )2
Example 4.2.10. To find the solution of the first-order nonhomogeneous differential
equation
y  + y = e−t
which satisfies the initial condition
y(0) = 5
take the Laplace transform of both sides of the differential equation and obtain
1
sL{y} − y(0) + L{y} = .
s+1
From the initial condition we have
1 5
L{y} = + .
(s + 1)2 s + 1

The required solution is

y = te−t + 5e−t
(see Example 4.2.1). This solution satisfies the given differential equation not only when
t ≥ 0 but for all values of t.
4.2. INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES 201

Example 4.2.11. Let a be a real constant. To solve the initial value problem
y  − y = eat , y(0) = −1
take the Laplace transform of both sides of the differential equation and obtain
1
sL{y} − y(0) − L{y} = , s>a
s−a
or
1 1
L{y} = − , s > a.
(s − 1)(s − a) s − 1
If a = 1, then
y = tet − et
(see Example 4.2.1). If a = 1, then
1 1 a
L{y} = − .
a−1 s−a s−1
The solution is
1
y= (eat − aet ).
a−1
In either case, the solution satisfies the given differential equation for all values of t.
Example 4.2.12. To solve the initial value problem
y  + y = sin(2t)
y(0) = 0, y (0) = 1
take the Laplace transform of both sides of the differential equation and obtain
2
s2 L{y} − sy(0) − y  (0) + L{y} = .
s2 +4
From the initial conditions we have
2 1 5/3 2/3
L{y} = + 2 = 2 − 2 .
(s2 2
+ 1)(s + 4) s + 1 s +1 s +4
The solution of the initial value problem is
5 1
y= sin t − sin(2t).
3 3
This solution satisfies the given differential equation for all values of t (see Example 3.5.2
with g(x) = sin(2x)).
202 CHAPTER 4. THE LAPLACE TRANSFORM

Example 4.2.13. To solve the initial value problem

y  − 2y  − 3y = 6et
y(0) = 1, y (0) = 3

take the Laplace transform of both sides of the differential equation and obtain
6
s2 L{y} − sy(0) − y  (0) − 2(sL{y} − y(0)) − 3L{y} =
s−1
or
6
(s2 − 2s − 3)L{y} − (s − 2)y(0) − y (0) = .
s−1
From the initial conditions we have
6 1
L{y} = + .
(s − 1)(s + 1)(s − 3) s − 3

The solution is
3 3 7
y = − et + e−t + e3t
2 4 4
(see Example 4.2.5). This satisfies the given differential equation for all values of t.

Example 4.2.14. To find the solution of the initial value problem

x + 80x = 0
1
x(0) = , x (0) = 0
2
take the Laplace transform of both sides of the differential equation and obtain

s2 L{x} − sx(0) − x (0) + 80L{x} = 0.

From the initial conditions we have

s/2 1 s
L{x} = = √ .
s2 + 80 2 s2 + (4 5)2

The solution is
1 √
x= cos(4 5t)
2
(see Example 3.8.1). This satisfies the given differential equation for all values of t.
4.2. INVERSE TRANSFORMS AND TRANSFORMS OF DERIVATIVES 203

Example 4.2.15. To find the solution of the differential equation

y (4) − y = 0

which satisfies

y(0) = 0, y (0) = 1, y (0) = 0, y (3) (0) = 0

take the Laplace transform of both sides of the differential equation and obtain

s4 L{y} − s3 y(0) − s2 y (0) − sy (0) − y (3) (0) − L{y} = 0.

From the initial conditions we have

s2 1 1 1
L{y} = = + 2 .
s −1
4 2 s2 +1 s −1

The solution is
1
y = (sin t + sinh t)
2
(see Example 3.3.14). This satisfies the given differential equation for all values of t.

Theorem 4.2.3 (Behavior of F (s) as s → ∞). Let f be a piecewise continuous function

defined for t ≥ 0 that is of exponential order. Then

lim L{f (t)} = 0.

s→∞

Remark. There is a constant T > 0 such that |sL{f (t)}| is bounded on the interval
T ≤ s < ∞.

Remark. Let
lim f (t) = b
t→∞

for some constant b. If sL{f (t)} has no poles in the right half-plane, then

lim sL{f (t)} = b.

s→0+

Proposition 4.2.3. Let f be a continuous function defined for t ≥ 0 that is of expo-

nential order. If f  is piecewise continuous and of exponential order, then

lim sL{f (t)} = f (0).

s→∞