LAPLACE TRANSFORMS

Integral transform is a particular kind of mathematical operator which arises in the analysis of
some boundary value and initial value problems of classical Physics. A function g defined by a
b
relation of the form g(y) = K x,y f x dx is called the integral transform of f(x). The function
a

K(x, y) is called the kernel of the transform. The various types of integral transforms are Laplace
transform, Fourier transform, Mellin transform, Hankel transform etc.
Laplace transform is a widely used integral transform in Mathematics with many applications
in physics and engineering. It is named after Pierre-Simon Laplace, who introduced the
transform in his work on probability theory. The Laplace transform is used for solving
differential and integral equations. In physics and engineering it is used for analysis of linear
time-invariant systems such as electrical circuits, harmonic oscillators, optical devices, and
mechanical systems.
Definition
The Laplace transform of a function f(t), defined for all real numbers t F(s),
defined by:

L {f (t)} = F s e-st f t dt . The parameter s is a complex number.

0

L is called the Laplace transformation operator.

Transforms of elementary functions
1
1. L {1} = , s > 0.
s

1
Proof: L {1} e-st .1dt = if s>0
0
s

n!
when n = 0,1, 2,...
s n+1
2. L t n =
otherwise
s n+1

Proof:
 e-st n
L t n = e-st t n dt = t n + L t n-1
0
-s 0
s
n n-1 n n-1 1
= L t n-2 =...= ... L 1
s s s s s

n!
if n is a positive integer
n n-1 1 1 s n+1
= ... =
s s ss n+1
otherwise
s n+1

1
3. L eat = , s>a
s-a

Proof:
- s-a t
L eat = e-st eat dt = e dt
0 0
- s-a t
e 1
= - s-a = , s>a
s-a
0
a
4. L sinat = 2 2 , s 0
s +a
Proof:
st
st
e s sin at a cos at
0
L sinat e sin atdt 2 2
0
s a
a
2
, s 0
s a2
s
5. L cosat = , s 0
s +a 2
2

Proof:

-st
e-st -scosat+asinat
0
L cosat e cosatdt
0
s 2 +a 2
s
, s 0
s +a 2 2

a
6. L sinha t = 2 2 , s a
s -a
 Proof:
eat e at
1 1 1
L sinhat L
2 2 s a s a
a
, s a
2
a2
s
s
7. L coshat = 2 2 , s a
s -a

Proof:
at at
e e 1 1 1
L coshat L
2 2 s a s a
s
, s a
s2 a2
Properties of Laplace transforms
1. Linearity property.

If a, b, c be any constants and f, g, h be any functions of t then

L af t +bg t -ch t = aL f t +bL g t -cL h t
Because of the above property of L, it is called linear operator.

2. First shifting property.

If L{f (t)} = F(s) then L eat f t = F s-a .

Proof:

L eat f t = e-st eat f t dt = e - s-a t f t dt

0 0

= e -rt f t dt where r = s-a.

0

= F(r) = F s-a .

Application of this property leads to the following results.

 n!
n+1
when n = 0,1, 2,...
s-a
1. L eat t n =
otherwise n+1
s-a
b
2. L eat sinbt = 2
s-a +b 2
s-a
3. L eat cosbt = 2
s-a +b 2
b
4. L eat sinhbt = 2
s-a - b2
s-a
5. L eat coshbt = 2
s-a -b2
where in each case s > a.

Examples:
Find the Laplace transform of the following.
1. Sin32t

Solution:

sin 6t 3sin 2t 4 sin 3 2t

3 1
sin 3 2t sin 2t sin 6t
4 4
3 1
L sin 3 2t L sin 2t L sin 6t
4 4
3 2 1 6 48
. 2 . 2
4 s 4 4 s 36 s2 4 s 2 36

2. e4t sin2tcost

Solution:
1
L e4t sin2tcost L e4t sin3t + sint
2
1 3 1
2 2
2 s 4 9 s 4 1
 3. e2t cos 2 t

Solution:
1
L e2t cos 2 t L e 2t 1 cos 2t
2
1 1 s 2
2
2 s 2 s 2 4

1, 0 t 1
4. f (t ) t, 1 t 2
0, t 2

Solution:
1 2
L f(t) e-st .1dt e-st .tdt e-st .0dt
0 1 2
2s s 2s
1 2e e e
s s s2 s2
Exercises:
Find the Laplace transform of
t 3
1. sin 5 t 2. 1 te 3. cosh at sin at

3
sin t , 0 t 1
4. f t 5. t
0, t t

Transforms of integrals
t
1
If L f(t) = F s then L f(u)du = F s
0
s

Proof:
 t
Let
0

\ L
1
Hence L
s
t
1
i.e. L f u du = F s .
0
s

Multiplication by tn

If L f t = F s
n dn
then L t n f t = -1 F s , n =1,2,3,...
ds n
Proof:

We have e-st f t dt = F s
0

d d
Consider e-st f t dt = F s
ds 0 ds
ByLeibnitz's rule for differentiation under the integral sign
d
e-st f t dt = F s
0 s ds
d
e-st tf t dt = - F s
0 ds

which proves the theorem for n = 1.

Now assume the theorem to true for n = m(say), so that

m dm
e-st t m f t dt = -1 F s
0
ds m
d -st m m d m+1
Then e t f t dt = -1 F s
ds 0
ds m+1
By Leibnitz's rule,
m 1 d m+1
e-st t m+1f t dt = -1 F s
0
ds m+1
 This shows that if the theorem is true for n = m, it is also true for n = m+1. But it is true for n
= 1. Hence it is true for n = 1+1 = 2, n = 2+1 = 3 and so on.
Thus the theorem is true for all positive integral values of n.

Division by t

1
If L f t = F s then L f t = F s ds
t s

Proof:

We have F s = e-s t f(t)dt

0

Consider F s ds e -st f(t)dt ds

s s 0

e-st f(t)dsdt changing the order of integration

0 s

f(t) e-st ds dt t is independent of s

0 s

1
L f(t)
t
Examples:
Find the Laplace transform of
1. tcosat

Solution:
s
L cosat =
s +a 2
2

d s s 2 -a 2
L tcosat 2
ds s +a 2
2
s 2 +a 2

2. te-tsin3t

Solution:
 3
L sin 3t 2
s 9
d 3 6s
L t sin 3t 2 2
ds s 9 s 2
9

Now using first shifting property,we get

6 s 1 6 s 1
L e t t sin 3t 2 2
2
s 1 9 s2 2s 10

cosat-cosbt
3.
t
Solution:
s s
L cosat-cosbt = 2
- 2 2
2
s +a s +b
cosat-cosbt s s
L = 2 2
- 2 2 ds
t s
s +a s +b
12
s 2 +b 2
= log 2 2
s +a
Exercises:
Find the Laplace transforms of the following functions.
e-t sint
1. tsin2t 2. te2tsin3t 3.
t

eat -cosbt 1- cos3t

4. 5.
t t

Periodic functions:
Suppose that the function F (t ) is periodic with period . Then its Laplace transform is given by
( n 1)
st
L F (t ) e F (t )dt e st F (t )dt.
0 n 0 n

Let us put t n . Then L F (t ) exp( sn s )F ( n )d .

n 0 0
But F( n ) F( ) , we get
n
L F (t ) exp( sn ) exp( s ) F ( )d exp( s ) exp( s ) F ( )d
n 0 0 n 0 0

1
sw
exp( s ) F ( )d .
1 e 0

Theorem

s
e F ( )d
If F (t ) has a Laplace Transform and if F (t ) F (t ), L F (t ) 0
sw
.
1 e
Example (a)

1, 0 t c
Find the transform of the function (t , c) ; (t 2c, c) (t , c).
0, c t 2c
c
s
e d
1
L (t , c) 0
2 cs
.
1 e s(1 e cs )
Example (b)
Find the transform of the square-wave function
1, 0 t c
Q(t, c) ; Q(t 2c, c) Q(t , c).
1, c t 2c
c 2c
s s
e d e d
(1 e cs ) (1 e cs )ecs / 2 1 cs
L Q(t , c) 0 c
2 cs
tanh .
1 e s(1 e cs ) s(1 e cs )ecs / 2 s 2

Exercise:
1. Define a triangular-wave function T (t , c) by
t, 0 t c
T (t , c) ; T(t 2c, c) T (t , c). Sketch T (t , c) and find its
2c t , c t 2c
Laplace Transform.
2. Define the function G (t ) by G(t ) et ,0 t c; G(t c ) G(t ), t 0. Sketch the
graph of G (t ) and find its Laplace Transform.
3. Define the function S (t ) by S (t ) 1 t ,0 t 1; S(t 1) S (t ),t 0. Sketch the
graph of S (t ) and find its Laplace Transform.
4. Sketch a half-wave rectification of the function sin t , as described below, and find its

sin t , 0 t
2
transform. F (t ) ;F t F (t ).
2 w
0, t
w
5. Find L F (t ) where F (t ) t for 0 t and F (t ) F (t ).

A Step Function:
Applications frequently deal with situations that change abruptly at specified times. We
need a notation for a function that will suppress a given term up to a certain value of t and
insert the term for all larger t. The function we are about to introduce leads us to a
powerful tool for constructing inverse transforms.
0, t 0
Let us define function (t ) by (t ) .
1, t 0
The definition says that (t ) is zero when the argument is negative and (t ) is unity
when the argument is positive or is zero. It follows that
0, t c
(t c) .
1, t c
The Laplace Transform of (t c) F (t c) is

L (t c) F (t c) e st F (t c)dt.
c
Now put t c v in the integral to obtain
s(c v )
L (t c) F (t c) e F (v)dv e cs L F (t ) .
0
Theorem
1
If L f ( s) F (t ), if c 0, and if F (t ) be assigned values (no matter what ones) for
c t 0, L 1 e cs
f ( s) F (t c) (t c).
Example (a):
 t2, 0 t 2
Find L y (t ) where y (t ) .
6, t 2
y (t ) t 2 (t 0) (t 2) 6 (t 2) (t ) t2 (6 t 2 ) (t 2)
2 2 4 2
and L y (t ) L t2 e 2 s L 6 (t 2)2 e 2s
.
s3 s s2 s3
Example (b) :
3 4e s 4e3s
Find and sketch a function g (t ) for which g (t ) L1 .
s s2 s2
g (t ) 3 4(t 1) (t 1) 4(t 3) (t 3)
3, 0 t 1
7 4t , 1 t 3
5, 3 t

g(t)
3

t
1 3

Exercises:
1. Sketch the graph of the given function for t 0.
(i) (t 1) 2 (t 2) 3 (t 4).
-5
(ii) t 2 t 2 (t 2).
2. Express F (t ) in terms of the function and find L F (t ) .
4, 0 t 2
(i) F (t ) .
2t 1, t 2
t2, 0 t 2
(ii) F (t ) t 1, 2 t 3.
7, t 3
sin 3t , 0 t
(iii) F (t ) .
0, t