Theoretical Physics

Prof. Ruiz, UNC Asheville, doctorphys on YouTube

Chapter Q Notes. Laplace Transforms

Q1. The Laplace Transform.

Pierre-Simon Laplace (1749-1827)

Courtesy School of Mathematics and Statistics
University of St. Andrews, Scotland

The Laplace transform is defined as follows:

∞
F ( s) = ∫ f (t ) e− st dt , where s > 0 .
0

This is also written with the notation shown below.

F ( s) = L{ f (t )}
In the spirit of our theoretical physics course, we
would like to "derive" this formula.

We will follow Prof. Mattuck's "derivation," one that he gives in his Differential Equations
course at MIT. At this point, do not be concerned with any applications of the Laplace
transform. We will do that later.

Prof. Arthur Mattuck, MIT

Differential Equations

Prof. Mattuck uses the trick

x = eln x
to show how to arrive at the
Laplace transform from an
infinite series.

We start with the power series

∞
A( x) = ∑ an x n ,
n =o
where we write A(x) since the coefficients are given by the little an.

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Since each n is one more than the previous one, ∆n = 1 and we write
∞
A( x) = ∑ an x n ∆n .
n =o

Now to go to a continuous variable, we change this to an integral. Remember our three

steps: 1)change the delta to "d", 2)rip off the n index and replace with a function of your
promoted continuous variable, and 3)turn the summation sign into a "snake" (an integral
sign).
∞
A( x) = ∫ a(n) x n dn
0

Everyone loves the natural base e, so we use the trick x = eln x and write the above
as
∞ n
A(eln x ) = ∫ a(n) eln x  dn
0

To increase our chances that this integral will not "blow up" in our face, we restrict ln x
so that it is negative. Therefore, we want ln x ≤ 0 . This occurs when 0 ≤ x ≤ 1 ,
visualized from the plot below.

Image Courtesy The Australian

Learning and Teaching Council,
School of Physics, The University of
New South Wales, Australia.

Therefore,

ln x = − s , where s > 0 .
We then have
∞ n
A(e− s ) = ∫ a( n) e− s  dn ,
0

which is

∞
A(e− s ) = ∫ a (n)e− s n dn
0

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Now two things look strange. First, that e− s in the argument. So we fix this by writing

∞
A(e− s ) ≡ F ( s) = ∫ a(n)e− s n dn
0

Next, that n looks strange since we typically reserve "n" for integers. So let's use the
variable "t" instead. Then,
∞
F ( s) = ∫ a(t )e− st dt
0

Finally, since we originally started with "A" matched to the little "a," let's replace a(t) with
f(t) so that "F" is matched with little "f."

∞
F ( s) = ∫ f (t )e− st dt where s >0.
0

This is the Laplace transform.

Q2. Evaluating Laplace Transforms.

Still, do not concern yourself with any applications. Let's become familiar with the
Laplace transform by evaluating Laplace transforms for some common functions f(t).

The function f (t ) = 1

∞ ∞
F ( s) = ∫ f (t )e− st dt = ∫ e− st dt
0 0

∞
e− st 1
F (s) = = 0−  
−s 0  −s 

1
F ( s) = s >0.
s , where

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 f (t ) = 1 F ( s) = 1/ s

Images made at www.mathisfun.com, Function Grapher and Calculator.

Think of these two graphs as residing in two separate spaces, like two worlds. The
simple constant function in t-space appears as 1/s in s-space. See the analogy below
where we transform from the real night sky to Van Gogh's Starry Night (1889).

Normal Space Van Gogh Space

The function f (t ) = eat

∞ ∞
F (s) = ∫ e at e− st dt = ∫ e( a − s )t dt . We must have s > a .
0 0

∞
e( a − s ) t  1  1
F ( s) = = 0− =
a−s 0  a − s  s − a for s>a

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 1
Summary:
F (s) = s > a.
s−a, where

The function g (t ) = eat f (t ) and the Laplace Transform Shifting Property

∞ ∞
G ( s) = ∫ eat f (t )e− st dt = ∫ f (t )e− ( s −a )t dt
0 0

G ( s ) = F ( s − a) , where s > a .

PQ1 (Practice Problem). Find the Laplace transform for f (t ) = eat by using the

shifting property G (s ) = F (s − a) , where g (t ) = eat f (t ) with f (t ) = 1 .

The functions f (t ) = cos ω t and sin ω t

We use the Real-Imaginary Trick and take f (t ) = cos ω t + i sin ω t = eiω t . The
imaginary number "i" keeps the two the functions separate for us.

1
Use
L{eat } = with a = iω .
s−a
1
L{eat } =
s − iω
1 s + iω s + iω
L{eat } = = 2
s − iω s + iω s + ω 2

s ω
L{cos ω t} = L{sin ω t} =
s2 + ω2 and
s2 + ω 2

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The cosine and sine functions can also been worked with in the traditional manner.

The function f (t ) = cos ω t (the traditional way).

ei ω t + e − i ω t
Let's use the backward Euler formula: cos ω t =
2

1 ∞ iω t − st 1 ∞ −iω t − st
F ( s) = ∫ e e dt + ∫ e e dt
2 0 2 0
1
Now use our former result
L{eat } = where s > a.
s−a

1 1 1 
F ( s) =  +
2  s − iω s + iω 

1  2s 
F (s) =
2  s 2 + ω 2 

s
F (s) =
s2 + ω 2

PQ2 (Practice Problem). Use the traditional way to show that the Laplace transform for
f (t ) = sin ω t is

ω
F (s) =
s2 + ω 2 .

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PQ3 (Practice Problem). Use the shifting property that the Laplace transform of
g (t ) = e at f (t ) is G( s ) = F ( s − a) to show that the Laplace transform of
f (t ) = e− at cos ω t is
s+a
F ( s) =
( s + a)2 + ω 2 .

PQ4 (Practice Problem). Use the shifting property to show that the Laplace transform
of f (t ) = e− at sin ω t is

ω
F ( s) =
( s + a)2 + ω 2 .

The function f (t ) = t n
∞
F ( s) = ∫ t n e− st dt
0

n
 d ∞
F ( s) =  − 
 ds 
∫0
e − st dt

n
 d
F ( s) =  −  L{1}
 ds 
n
 d 1
F ( s) =  − 
 ds  s
n!
F (s) =
s n+1
By the way, note also that the Laplace transform is a linear operation

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 L{α f (t ) + β g (t )} = α L{ f (t )} + β L{g (t )}

PQ5 (Practice Problem). Explain or show why L{0} = 0 .

Our Laplace Transform Table ( s > a > 0) .

f (t ) F (s)

1
1
s
n!
tn
s n +1
at
1
e s−a
cos ω t s
s2 + ω 2
ω
sin ω t
s2 + ω 2
s+a
e − at cos ω t
( s + a) 2 + ω 2
ω
e − at sin ω t
( s + a) 2 + ω 2

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Q3. The Laplace Transform of a Derivative.

∞ df − st
L{ f '(t )} = ∫ e dt
0 dt
We will use integration by parts. Always think of integration by parts as being related to
the product rule for differentiation.

d df
 f e− st  = e− st − fse − st
dt dt
Therefore,
∞ d ∞
L{ f '(t )} = ∫  f e− st  dt + ∫ s f e− st dt
0 dt 0

− st ∞
L{ f '(t )} = fe + sL{ f (t )}
0

It is important that f (t ) < e st so the integral converges.

− st ∞
L{ f '(t )} = fe + sL{ f (t )} = 0 − f (0) + sF ( s )
0

L{ f '(t )} = sF ( s) − f (0)
Next, consider a Laplace transform of a second derivative. The trick is to consider the
second derivative as a first derivative of something.

L{ f "(t )} = L{g '(t )} with g (t ) = f '(t )

L{g '(t )} = sG ( s ) − g (0) with G ( s ) = sF ( s ) − f (0)

L{ f "(t )} = s 2 F ( s ) − sf (0) − f '(0)

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Q4. Differential Equations: Radioactive Decay. Now comes the
application!

1. Take the Laplace Transform of Your Differential Equation

The Differential Equation MELTS into an Algebraic Equation in s-Space

Normal Space Van Gogh Space

2. Solve the Algebraic Equation in s-Space

3. Use Your Laplace Transform Table to Come Home to Regular Space

Your "Laplace Transform Table" is your porthole to return home.

Radioactive Decay

The infinitesimal change in the number of radioactive decay particles is proportional to

the product of the number of particles remaining and the infinitesimal time interval. The
minus sign indicates a decrease in radioactive particles remaining.

dN = −λ Ndt with λ >0

Therefore, the rate of change is proportional to what you have left.

dN
= −λ N
dt
PQ6 (Practice Problem). Solve the above differential equation using standard
methods. We will solve this differential equation using Laplace transforms.

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We will use this form for our equation.

dN (t )
+ λ N (t ) = 0
dt
1. Take the Laplace Transform

dN (t )
L{ } + L{λ N (t )} = L{0}
dt

Remember that L{ f '(t )} = sF ( s) − f (0) . Therefore.

sF ( s ) − N (0) + λ F ( s ) = 0
2. Solve Your Algebraic equation

sF ( s ) + λ F ( s ) = N (0)

F ( s)( s + λ ) = N (0)

N (0)
F (s) =
s+λ
3. Use the Laplace Transform Table to Get Your Solution

1
N (t ) = L−1{F ( s)} = N (0) L−1{ }
s+λ

at
1
e s−a

N (t ) = N (0)e− λt

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Q5. The Damped Harmonic Oscillator.

A Mass is Attached to Spring.

Courtesy David M. Harrison
Department of Physics, University of Toronto

Recall our mass on the spring.

F = − kx − bv = ma

d 2x dx
m 2 + b + kx = 0
dt dt
Let's solve this with initial conditions
dx(0) b
x (0) = A and ≡ v(0) = − A.
dt 2m

We will need the Laplace transform for the first and second derivatives:

L{ f '(t )} = sF ( s ) − f (0) and L{ f "(t )} = s 2 F ( s) − sf (0) − f '(0) .

1. Take the Laplace Transform

d 2x dx
m 2 + b + kx = 0
dt dt

m  s 2 F ( s ) − sx(0) − v (0)  + b [ sF ( s ) − x (0) ] + kF ( s ) = 0

b
With our initial conditions x (0) = A and
v(0) = − A we have
2m

 b 
m  s 2 F ( s ) − sA + A  + b [ sF ( s ) − A] + kF ( s ) = 0
 2m 

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2. Solve Your Algebraic equation

b
F ( s )  ms 2 + bs + k  = Ams − A + Ab
2
b
( ms + )
F (s) = A 2 2
ms + bs + k

3. Use the Laplace Transform Table to Get Your Solution

b
(ms + )
x(t ) = L−1{F ( s)} = L−1{ A 2 2 }
ms + bs + k
From our table, it appears we have something close to this one below. This looks
promising so complete the square in the denominator.

− at
s+a
e cos ω t
( s + a) 2 + ω 2
First divide by the mass m.
b
(s + )
F ( s) = A 2m
b k
s2 + s+
m m
b
(s +)
F ( s) = A 2m
2 2
 b  k  b 
 s + 2m  + m −  2m 

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 s+a
Matching this with
( s + a) 2 + ω 2 gives us

2
b k  b 
a= ω2 = −  
2m and
m  2m  with the solution

x(t ) = Ae− at cos ω t

k
Note that if there is no friction, i.e., b = 0 , then ω2 =
m . This angular frequency
2 k k
for the frictionless oscillator is defined as
ω 0 = ω0 =
m , i.e., m . In classical
b
mechanics one often defines
β=
2m , calling this the damping coefficient.
With these definitions:

k b
ω0 = and
β=
m 2m ,

2
b k  b 
a= =β ω 2 = −   = ω02 − β 2 .
2m and
m  2m 

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 b
Summary: For the initial conditions x(0) = A and v(0) = −
2m ,
b
x(t ) = Ae −β t
cos ω t , where β= and ω 2 = ω02 − β 2 .
2m

Courtesy User LP, Wikimedia Commons

2π 2π
Since ω = 2π f = , the period of the damped oscillations is T= , i.e.,
T ω

2π
T=
ω02 − β 2 .

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