Laplace Transform L13

Differential Equations
MATH 251
F.A.Wireko, PhD
Email:fawireko@gmail.com
Department of Mathematics
Kwame Nkrumah University Of Science and Technology
March 5, 2024
F.A.Wireko, PhD Email:fawireko@gmail.com (Department

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Science and Technolo
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Lecture Thirteen

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Laplace Transforms
Introduction
In this lecture, we introduce Laplace transforms, its basic definition

and its applications to differential equations.
At the end of this lecture you should be able to;

1 Understand the concept of Laplace transforms.
2 Solve some Laplace transforms and inverse Laplace transforms.
3 Apply the knowledge in Laplace transforms to solve IVP’s

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Cont...
A function f (t) is said to be piecewise continuous on an interval

α ≤ t ≤ β if the interval can be subdivided into a finite number of
points α < t0 < t1 < · · · < tn = β such that:
1 f (t) is continuous on each open sub-interval ti−1 < t < ti .
2 f (t) has a limit point for each sub-interval.
3 f (t) has finite number of point of discontinuities.
If f (t) is piecewise continuous on α ≤ t ≤ β for every β > α, then

f (t) is said to be piecewise continuous on t > α.

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Cont...
1 An example of a piecewise function is shown in the figure below
Figure: A piecewise continuous function

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Cont...
The integral of f (t) on the interval α ≤ t ≤ β is given as

Z β Z t1 Z t2 Z β
f (t)dt = f (t)dt + f (t)dt + f (t)dt (1)
α α t1 t2
Among the tools various tools for solving linear differential equations
are integral transforms.
An integral transform is a relation of the form
Z β
F (s) = K (s, t)f (t)dt (2)
α
where K (s, t) is a given function called the kernel of the

transformation and the limits of integration α and β are also given.

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Cont...
It is possible for α = -∞, or β = ∞ or both. The relation transforms

the function f into another function F (s), which is called the
transform of f (t).
Let f (t) be given for t ≤ 0, and suppose that f (t) satisfies certain
conditions. Then the Laplace transform of f (t), which we will denote
by L{f (t)} or F (s), is defined by the equation
Z ∞
L{f (t)} = F (s) = e −st f (t)dt (3)
0
whenever this improper integral converges.

The Laplace transform makes use of the kernel K (s, t) = e −st .

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Laplace of Functions
Constant function
Let f (t) = k,
then
Z ∞
L{k} = e −st (k)dt
0
Z ∞
=k e −st dt
0 −st ∞
e
=k −
s 0
−∞t
e 0(t)

e
=k − −
s s

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Cont...

1
L{k} = k 0 + (4)
s
k
L{k} = , s > 0. (5)
s

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Example
Find the Laplace of the following

• f (t) = 5
• g (t) = 7
• h(t) = −85
• m(t) = 1
3
• n(t) = P, where P is a constant.

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Solution
Using equation (5), we have

• L{5} = 5s
• L{7} = 7
s
• L{85} = −85
s
• L { 13 } = 1
3s
• L{P} = P
s

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Exponential Function
Let f (t) = e kt
then
Z ∞
L{e kt } = e −st .e kt dt
Z0 ∞
= e (−s+k) dt
Z0 ∞ (6)
−(s−k)t
= e dt
0 ∞
1 −(s−k)t
= − e
s −k 0

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Cont...
∞
kt 1 −(s−k)t
L{e } = − e
s −k 0

1
= 0−1
s −k
1
= , s>k (7)
s −k

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Example
Find the Laplace of the following
• f (t) = e 5t }
• g (t) = {e 8t }
• m(t) = {e −2t }

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Solution
Using equation (7), we have
• L{e 5t } = 1
s−5
• L{e 8t } = 1
s−8
• L{e −2t } = 1
s+2

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Trig Functions
Let f (t) = cos(ωt) or f (t) = sin(ωt)

Recalling the Euler’s formula ;
e iωt = cos(ωt) + isin(ωt)
Finding L{e iωt }

Z ∞
L{e iωt
}= e −st e iωt dt
0
Z ∞
= e (−s+iω)t dt (8)
0
Z ∞
= e −(s−iω)t dt
0

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Cont...
∞
iωt 1
L{e }= − e (s−iω)t
s − iω 0
1 s + iω
= = 2
s − iω s + ω2
Since
cosωt = Re(e iωt ) and sin(ωt) = Im(e iωt )
Therefore
s
L{cosωt} = (9)
+ ω2 s2
ω
L{sinωt} = 2 (10)
s + ω2
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Example
• f (t) = sin(2t)
• g (t) = sin(5t)
• m(t) = cos(2t)
• n(t) = cos(4t)

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Solution
• L{sin(2t)} = 2
s 2 +4
• L{sin(5t)} = 5
s 2 +25
• L{cos(2t)} = s
s 2 +4
• L{cos(4t)} = s
s 2 +16

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Polynomials
Let f (t) = t n where n is a positive integer
then
Z ∞
L{t n } = t n e −st dt
0
Using integration by parts
e −st ∞ n ∞ n−1 −st
Z
L{t n } = t n + t e dt
−s 0 s 0
(11)
In a product such as t n e −st , the numerical value of s is large enough
to make the product converge to zero as t → ∞

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Cont...
Therefore [t n e −st ] = 0 - 0
Z ∞
n
n
L{t } = t n−1 e −st dt
s 0
R∞ R∞
Notice that 0 t n−1 e −st dt is identical to 0 t n e −st dt except that n
is replaced by (n - 1)
R∞ R∞
If In = 0 t n e −st dt, then In−1 = 0 t n−1 e −st dt and the result
becomes In = ns In−1 .

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Cont...
Replace n by n − 1 repeatedly.
Z ∞
In = t n e −st dt (12)
0
n n n−1
In−1 = . In−2 (13)
s s s
n n−1 n−2
In = . . In−3 . . . . . . etc (14)
s s s
Thus
n n−1 n−2 n − (n − 1)
In = . . ... I0
s s s s
1
where I0 = L{t 0 } = L{1} = s

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Cont...
Therefore
n(n − 1)(n − 2)(n − 3) . . . (3)(2)(1)
In = (15)
s n+1
n!
= n+1 (16)
s

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Example
• L{t} = 1! 1
s 1+1
= s2
• L{t 6 } = 6! 720
s 6+1
= s7

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Hyperbolic functions
Let f (t) = sinh(at)
but
1
sinh(at) = (e at − e −at )
2
Therefore
1 ∞ at
Z
L{sinh at} = (e − e −at )e −st dt
2 0
1 ∞ −(s−a)t
Z
= (e − e (s+at) )dt
2 0
−(s−a)t ∞ −(s+a)t ∞
1 e e
= −
2 −(s − a) 0 −(s + a) 0

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Cont...

1 1 1
L{sinh at} = 0−− − 0−−
2 s −a s +a

1 1 1
= −
2 s −a s +a

1 2a
=
2 s 2 − a2
a
=
s − a2
2
Thus
a
L{sinh at} =
s 2 − a2

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Example
• L{sinh 2t} = 2
s 2 −4
• L{sinh 7t} = 7
s 2 −49

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Hyperbolic Functions
Let f (t) = cosh at

but
1
cosh at = (e at + e −at )
2
Therefore
1 ∞ at
Z
L{cosh at} = (e + e −at )e −st dt
2 0
−(s−a)t ∞ −(s−a)t ∞
1 e e
= +
2 −(s − a) 0 −(s + a) 0

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Cont...

1 1 1
= +
2 s −a s +a

1 2s
=
2 s 2 − a2
s
= 2
s − a2
Hence
s
L{cosh at} =
s2 − a2

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Example
•
s
L{cosh 2t} =
s2 −4
•
s
L{cosh 3t} =
s2 −9

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Table of Laplace Transforms

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Properties of Laplace Transforms
Linearity Property
Given f (t) and g (t) then,

Z ∞
L{af (t) + bg (t)} = e −st [af (t) + bg (t)]dt
Z0 ∞
= [af (t)e −st + bg (t)e −st ]dt
0
Z ∞ Z ∞
−st
= af (t)e dt + bg (t)e −st dt
0 0
Z ∞ Z ∞
=a e −st f (t)dt + b e −st g (t)dt
0 0
= aL{f (t)} + bL{g (t)}

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Homogeneity Property
Z ∞
L{af (t)} = e −st [af (t)]dt
0
Z ∞
=a e −st f (t)dt
0
= aL{f (t)}

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Example
Find the Laplace transform of the following

• f (t) = 2 sin 3t + cos 3t
• g (t) = 4e 2t + 3 cosh 4t

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Solution
L{2sin3t + cos3t} = 2L{sin3t} + L{cos3t}

3 s
=2 2 +
s +9 s2 + 9
6 s
= 2 + 2
s +9 s +9
6+s
= 2
s +9

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Cont...
L{4e 2t + 3cosh4t} = 4L{e 2t } + 3L{cosh4t}

1 s
= 4. + 3. 2
s −2 s − 16
2
7s − 6s − 64
=
(s − 2)(s 2 − 16)

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Exercise
Find the following
• L{2 sin 3t + 4 sinh 3t}
• L{5e 4t + cosh2t}
• L{t 3 + t 2 - 4t + 1}
• L{6e −5t + e 3t + 5t 3 - 9}

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Cont...
• f(t) = 6e −5t + e 3t + 5t 3 - 9
• g (t) = 4 cos(4t) − 9 sin(4t) + 2 cos(10t)
• h(t) = 3 sinh(2t) + 3sin(4t)
• m(t) = e 3t + cos(6t) − e 3t cos(6t)

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Derivatives
Z ∞
L{f ′ (t)} = e −st f ′ (t)dt
Z0 ∞ (17)
−st
= e d[f (t)]dt
0
Applying integration by parts.

Let
u = e −st and dv = d[f (t)]dt
Thus
du = −se −st dt and v = f (t)

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Cont...
Thus,
Z ∞ ∞ Z ∞
−st −st
e d[f (t)]dt = e f (t) − f (t)[−se −st ]dt
0 0 0
Z ∞
= −f (0) + s e −st f (t)dt
0
= −f (0) + sF (s)
Hence,
L{f ′ (t)} = sF (s) − f (0) (First Order)
We can further deduce for higher order.
Recall that;
f ”(t) = [f ′ (t)]′
L{f ′ (t)} = sL{f (t)} − f (0) (18)

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Cont...
L{f ”(t)} = sL{f ′ (t)} − f ′ (0)

= s[sF (s) − f (0)] − f ′ (0)
L{f ”(t)} = s 2 F (s) − sf (0) − f ′ (0)
This can be generalized as ;
L{f n (t)} = s n F (s) − s n−1 f (0) − s n−2 f ′ (0) . . . sf n−2 (0) − f (n−1) (0)
(19)

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The First Shift Theorem.
Given the Laplace function ;
Z ∞
F (s) = e −st f (t)dt
0
Shifting s by −a, we have
Z ∞
F (s − a) = e −(s−a)t f (t)dt
Z0 ∞
(20)
= e −st [e at f (t)]
0
= L{e at f (t)}
By shifting property ;
L{e at f (t)} = F (s − a) = L{f (t)} (21)

s→(s−a)

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Example
Find the Laplace of
f (t) = e 3t sin 2t

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Solution
1
L{e 3t } =
s −3
3
L{sin 2t} = 2
s +4
Hence
2
L{e 3t sin 2t} =
(s − 3)2 + 4
2
= 2
s − 6s + 13

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Exercise
Find
1
L{e −2t cosh 3t}
2
L{e 3t sinh 2t}
3
L{e −4t cos 2t}

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Theorem 2.
Multiplying by ′ t ′ and ′ t n′
Given Z ∞
F (s) = e −st f (t)dt (22)
0
differentiating equation (22) w.r.t s, we have
Z ∞
F ′ (s) = (−t)e −st f (t)dt (23)
0
Z ∞
=− e −st (tf (t)) dt (24)
0
F ′ (s) = −L{tf (t)} (25)
Therefore
L{tf (t)} = −F ′ (s) (26)
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cont...
Differentiating equation (25) w.r.t s, we have
Z ∞
F ”(s) = − (−t)e −st (tf (t)) (27)
0
Z ∞
e −st t 2 f (t) dt

= (28)
0
L{t 2 f (t)} = (−1)2 F ”(s) (29)
This can be generalized as;
L{t n f (t)} = (−1)n F n (s) (30)

d n F (s)
= (−1)n (31)
ds n
for n = 1, 2, 3 . . .
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Example
Find the Laplace transform of
f (t) = t sin 2t

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Solution
2
L{sin 2t} =
s2 +4
Since n = 1, we differentiate L{sin 2t} once.

d 2
L{t sin 2t} = (−1)1
ds s 2 + 4
2
(s + 4)(0) − 2(2s)
=−
(s 2 + 4)2
−4s
=− 2
(s + 4)2
4s
= 2
(s + 4)2

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Example
Find the Laplace of

f (t) = t 2 sin 2t

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Solution
2
L{sin 2t} =
s2 +4
Since n = 2, we differentiate L{sin 2t} twice.

2

2 2 d 2
L{t sin 2t} = (−1)
ds 2 s 2 + 4
12s 2 − 16
= 2
(s + 4)3

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Exercise
Find
L{t 2 cosh 3t}
L{t 2 sinh 2t}
L{t 2 sin(2t)}
L{t 3 e −4t }

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Laplace Inverse
Suppose the Laplace transform
L{f (t)} = F (s)
then the inverse transformation is given as
L−1 {F (s)} = f (t)

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Example
Find the inverse Laplace transform of the following:
6 1 4
1 F (s) = s - s−8 + s−3
s
2 G (s) = s 2 +25
12
3 H(s) = s 2 −9

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Solution
1
6 1 4
−
F (s) = +
s s −8 s −3
−1 1 1 1
F (s) = f (t) = 6 − +4
s s −8 s −3
= 6(1) − e 8t + 4(e 3t )
= 6 − e 8t + 4e 3t

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Cont...
2
s
G (s) =
s2
+ 25
s
= 2
s + 52
G −1 {s} = cos 5t
12
H{s} = { }
s2 − 9
3
=4 2
s − 32
H −1 (s) = h(t) = 4 sinh 3t

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Rules for Partial Fraction Decomposition
Consider the rational function

M(x)
f (x) =
N(x)
If f (x) is a proper fraction then the following apply
* Factorize the denominator into its prime factors. These determine the
shapes of the partial fractions.
A
* A linear factor (s + a) gives a partial fraction s+a where A is a
constant to be determined.

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Cont...
* A repeated factor (s + a)2 gives
A B
+
(s + a) (s + a)2
* Similarly (s + a)3 gives
A B C
+ 2
+
(s + a) (s + a) (s + a)3
* A quadratic factor (s 2 + ps + q) gives
Ps + Q
(s 2 + ps + q)
* Repeated quadratic factor (s 2 + ps + q)2 gives
Ps + Q Rs + T
+
(s 2 + ps + q) (s 2 + ps + q)2
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Cont...
A Case of Improper Fractions
If
M(x)
f (x) =
N(x)
is improper fraction, we first divide out to obtain
Q(x)
f (x) = g (x) +
N(x)
where Q(x)
N(x) is a proper fraction.
We then apply the rules above on
Q(x)
N(x)
.
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Table of Inverse Laplace Transforms

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Example
Find the inverse Laplace transform of each of the following
s
1 F (s) = (3s+2)(s−2)
5s+1
2 G (s) = s 2 −s−12
s 2 −15s+41
3 H(s) = (s+2)(s−3)2

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Solution
1
s
F (s) =
(3s + 2)(s − 2)
Resolving F (s) into partial fraction
s A B
= +
(3s + 2)(s − 2) 3s + 2 s − 2
Setting numerators equal gives,
s = A(s − 2) + B(3s + 2)

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Cont...
Thus
1 1
B=
and A =
4 4
So the partial fraction decomposition becomes,
1 1
F (s) = 2
+
12(s + 3 ) 4(s − 2)
Then the inverse Laplace transform becomes

1 − 2t 1
L−1 {F (s)} = f (t) = e 3 + e 2t
12 4

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Cont...
2
5s + 1
G (s) =
s2
− s − 12
5s + 1
=
(s − 4)(s + 3)
Resolving G (s) into partial fraction
5s + 1 A B
= +
s 2 − s − 12 (s − 4) (s + 3
5s + 1 = A(s + 3) + B(s − 4)
Solving for A and B give
A = 3 and B=2
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Cont...
Thus
5s + 1 3 2
G (s) = = +
s 2 − s − 12 (S − 4) (s + 3
Hence
L−1 {G (s)} = 3e 4t + 2e −3t

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Cont...
3
s 2 − 15s + 41
H(s) =
(s + 2)(s − 3)2
Resolving H(s) into partial fraction
s 2 − 15s + 41 A B C
= + +
(s + 2)(s − 3)3 (s + 2) (s − 3) (s − 3)2
s 2 − 15s + 41 = A(s − 3)2 + B(s + 2)(s − 3) + C (s + 2)

Solving for the values of A, B and C give
A = 3, B = −2 and C =1

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Cont...
Thus
s 2 − 15s + 41 3 2 1
2
= − +
(s + 2)(s − 3) (s + 2) (s − 3) (s − 3)2
Hence
L−1 {H(s)} = 3e −2t − 2e 3t + te 3t

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Example
Find the Laplace inverse of

s
M(s) =
s2 + 4s + 5

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Solution
Note that the denominator can not be factorise as the product of

two linear terms.
We therefore apply the method of completing the square.
To do this, we take half the coefficient of the s, square this, and then
add and subtract the result to the polynomial.
After doing this, we have
s
F (s) =
(s + 2)2 + 1

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Cont...
Note that the above transform was shifted by (s + 2).

Hence we rewrite the numerator to fit the shift by
Hence
s +2−2
F (s) =
(s + 2)2 + 1
Rewriting the above, we have
s +2 2
F (s) = −
(s + 2)2 + 1 (s + 2)2 + 1
Finding the inverse transform F (s)

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Cont...
Thus

−1 s +2 −1 2
f (t) = L −L
(s + 2)2 + 1 (s + 2)2 + 1
f (t) = e −2t cos t + 2e −2t sin t

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Example
Find the inverse Laplace transform of

2 − 5s
M(s) =
(s − 6)(s 2 + 11)

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Solution
Here we make use of partial fraction. Let us know that the equation
can be written as;
A Bx + C
M(s) = + (32)
s − 6 s 2 + 11
Now let us work this out;
2 − 5s = A(s 2 + 11) + (Bs + C )(s − 6)
= As 2 + 11A + Bs 2 − 6B + Cs − 6C
= (A + B)s 2 + (−B + C )s + 11A − 6C
Thus M(s) can be written as

1 28 28s − 67
M(s) = − + 2
47 s −6 s + 11

Differential
of Mathematics
March 5, Of2024
73 / 76
Cont...
Rewriting M(s) we have

 √ 
67 √11
1  28 28s
M(s) = − + √ − √11 
47 s − 6 s + ( 11)
2 2 s + ( 11)2
2
Hence the inverse Laplace transform is given as

√ √

1 6t 67
m(t) = −28e + 28 cos( 11t) − √ sin( 11t)
47 11

Differential
of Mathematics
March 5, Of2024
74 / 76
Exercise
• Express the following in partial fractions and find their inverse Laplace
transforms
a
s 2 − 9s − 7
(s 2 + 2s + 2)(s − 1)
b
22s + 16
(s + 1)(s + 2)(s + 3)
c
s 2 − 11s + 16
(s + 1)(s − 2)2
d
5s 2 − 4s − 7
(s − 3)(s 2 + 4)

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of Mathematics
March 5, Of2024
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Blessings

Differential
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Laplace Transform L13

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Differential Equations

Kwame Nkrumah University Of Science and Technology

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

In this lecture, we introduce Laplace transforms, its basic definition

At the end of this lecture you should be able to;

2 Solve some Laplace transforms and inverse Laplace transforms.

3 Apply the knowledge in Laplace transforms to solve IVP’s

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

A function f (t) is said to be piecewise continuous on an interval

1 f (t) is continuous on each open sub-interval ti−1 < t < ti .

2 f (t) has a limit point for each sub-interval.

3 f (t) has finite number of point of discontinuities.

If f (t) is piecewise continuous on α ≤ t ≤ β for every β > α, then

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

1 An example of a piecewise function is shown in the figure below

Figure: A piecewise continuous function

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

The integral of f (t) on the interval α ≤ t ≤ β is given as

where K (s, t) is a given function called the kernel of the

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

It is possible for α = -∞, or β = ∞ or both. The relation transforms

whenever this improper integral converges.

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Find the Laplace of the following

• n(t) = P, where P is a constant.

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Using equation (5), we have

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Find the Laplace of the following

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Using equation (7), we have

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Let f (t) = cos(ωt) or f (t) = sin(ωt)

e iωt = cos(ωt) + isin(ωt)

Finding L{e iωt }

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Let f (t) = t n where n is a positive integer

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Let f (t) = cosh at

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Given f (t) and g (t) then,

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

F.A.Wireko, PhD Email:fawireko@gmail.com (Department

Find the Laplace transform of the following

F.A.Wireko, PhD Email:fawireko@gmail.com (Department