Lecture Notes for Laplace Transform

11th to 16th May.

Learning outcomes:

Students should be able to:

1. Understand how to Laplace Transform various Functions

2. Understand the Inverse Laplace Transforms
3. Understand properties of Laplace Transforms including the Heaviside Function
4. Solve Differential Equations using Laplace Transforms

Advice: Note that the work in this unity has been mapped out in a logical way with lots of examples.
It is encouraged that you study these examples carefully and with a piece of paper, solve the
problems and practice several times but without looking at the examples.

Section 1
We begin by defining Laplace Transform and introducing notation succinctly. Note that it is the
component or the kernel e−st that makes the transformation different from others. The limits are of
critical important in comprehending and simplify the process.

We set out a few examples that you are required to go through, discuss with peers before
attempting exercises that have been or will be posted in the activities that follow.

1
For a constant function f ( x )=1 for t ≥ 1 , we can see that the integral is mapped on the product
−st 1
e .1 , setting the limit as A tends to infinity from 0, we get the value as .
s
Now follow the same to see how the transform was done for example 2.

The next slides show generalization of Laplace. Go through and lets have discussion where you get
challenges.

2
So, we see that we can recursively Laplace transform a function of a variable to any integer given by
t.
n

For the slide below, there are two approaches. You either do it by integration by parts if it is normal
trig functions such as f ( x )=sinx∨f ( x )=cosx or use Euler’s method which states that
iat
e =cosat +isinat .

For the next example, we look at a slightly different function with two components where
f ( x )=1∨f ( x )=t−2. This gives a view on how a function can behave differently in different regions.

Please study the following properties carefully as they have a huge application in the following
examples.

3
Parts 2 and 3 are very crucial as they will be largely used in solving differential equations which is the
ultimate of this unity of study. Please make sure you understand this process very well.

4
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Section 2
We now have to learn the reverse process of Laplace transform called Inverse Laplace transform.
You are advised to quickly revise the forward Laplace transform, starting with simple ones and see
how we can conduct the reverse process. Please check the sequencing or patterns in the elements or
components of the expressions. These will help you see the logic. Make sure to start with the
simplest. Try to search for some simple expressions if you are finding some of these hard. You can
then come back and tackle these.

6
We now apply the techniques learned to solve differential equations. You will see that almost all the
previous steps will be included in these processes.

1. You first Laplace transform

2. Reorganise or simplify the express
3. Do the Invers Laplace transformation
4. Reorganise

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8
9
10
Heaviside Function

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14
15
Applications

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