The Laplace Transform

Pierre-Simon Laplace (1749-1827)

was a French mathematician and astronomer whose
work was pivotal to the development of mathematical
astronomy and statistics.
Laplace is remembered as one of the greatest
scientists of all time.

Why is Laplace transform?

What is Laplace transform?

Definition 1 The Laplace transform of f (t) is F (s),

defined by
Z ∞
F (s) = L[f (t)] = f (t)e−stdt. (1)
0
where f (t) is given for t ≥ 0 and for all t < 0 is taken to
be zero.
Some remarks of the Laplace transform:

• Because the upper limit of integration is indefinite,

the integral is improper and must be evaluated by
the limiting process, this is
Z ∞ Z T
f (t)e−st dt = lim f (t)e−st dt. (2)
0 T →∞ 0

• If L[f (t)] = L[g(t)], then f (t) = g(t).

R∞
• L[0] = 0, since 0
0e−stdt = 0.

Example 1 The Laplace transform of the function

f (t) = 1 is an improper integral that convergences if
s > 0. Thus,
Z ∞ Z ∞
L[f (t)] = L[1] = F (s) = f (t)e−st dt = 1e−st dt
0 0
Z T
−st 1 e−sT 1
= lim e dt = − lim = , (3)
T →∞ 0 s T →∞ s s

since limT →∞ e−sT = 0. 

How to use the Laplace transform?

Laplace transform table

 Example 2 Use the Laplace transform table to find
the following results:
6
f (t) = t3, =⇒ F (s) = .
s4

4
f (t) = sin 4t, =⇒ F (s) = .
s2 + 16

t s
f (t) = cos , =⇒ F (s) = .
2 s2 + (1/4)

1
f (t) = e−2t, =⇒ F (s) = .
s+2

Properties of the Laplace transform

Theorem (Linearity) If f (t) and g(t) are functions

having Laplace transforms and if α and β are any con-
stants then
L[αf (t) + βg(t)] = αL[f (t)] + βL[g(t)]
 Theorem (First shift theorem) If f (t) is a function
having Laplace transform F (s), then the function eat f (t)
also has a Laplace transform, given by

L[eatf (t)] = F [s − a] (4)

This theorem says that the Laplace transform of eat

times a function f (t) is equal to the Laplace transform
of f (t) itself, with s replaced by s − a. It is called as the
First shift theorem.

Proof: A proof of the theorem follows directly from the

definition of the Laplace transform, since
Z ∞ Z ∞
L[eatf (t)] = eat f (t)e−st dt = f (t)e−(s−a)t dt,
0 0
then,
Z ∞
L[f (t)] = F (s) = f (t)e−stdt,
0
we see that the last integral above is in structure exactly
the Laplace transform of f (t) itself, except that s − a
takes the place of s, so that
L[eatf (t)] = F (s − a).


Example 3 Determine L[e−3t sin t].

Solution:
We have
1
L[sin t] = .
s2 + 1
so, by the first shift theorem,
L[e−3t sin t] = F (s + 3),
this is,
1 1
L[e−3t sin t] = = .
(s + 3)2 + 1 s2 + 6s + 10


Theorem (The scale changing theorem) If the Laplace

transform of f (t) exists, this is, L[f (t)] = F (s), then
1 s
L[f (at)] = F , if a > 0. (5)
a a

Theorem (The special product theorem) If f (t) is

a function having Laplace transform
F (s) = L[f (t)],
then the function tn f (t) (n = 1, 2, · · · ) also have Laplace
transforms, given by
n
n n d F (s)
L[t f (t)] = (−1) .
dsn

Laplace transform of derivative

By definition
  Z ∞
df df
L = e−st dt.
dt 0 dt
Integration by parts, we have
  Z ∞
df
L = [e−st f (t)]∞
0 +s e−st f (t)dt = −f (0) + sF (s),
dt 0
this is
 
df
L = sF (s) − f (0)
dt
L[f ′ (t)] = sF (s) − f (0)

For example:
   
d s 1
L sin t = L[cos t] = 2 =s 2
= sL[sin t],
dt s +1 s +1

Similarly, the higher order derivatives are

 2 
d f 2 ′
L = s F (s) − sf (0) − f (0).
dt2
 n 
d f
L n
= snF (s) − sn−1 f (0) − sn−2 f ′ (0) − · · · − f (n−1) (0)
dt
Xn
= snF (s) − s(n−i) f (i−1) (0).
i=1
The above results can be readily proved by induction.

Example 4 Let f (t) = t2. Derive L[f ] from L[1].

Solution:
Since
f (0) = 0
f ′ (0) = 0
f ′′ (t) = 2
L[2] = 2L[1] = 2/s
So, we obtain
2 2
L[f ′′] = L[2] = = s2L[f ] ⇒ L[t2] = ,
s s3
Example 5 Let f (t) = t sin at. Find L[f ].

Solution:
We have f (0) = 0 and
f ′ (t) = sin at + at cos at, ⇒ f ′ (0) = 0,
f ′′ (t) = 2a cos at − a2t sin at
= 2a cos at − a2f (t),
so we have
L[f ′′] = 2aL[cos at] − a2L[f ] = s2L[f ].
Using the formula for the Laplace transform of cos at,
we obtain
2as
(s2 + a2 )L[f ] = 2aL[cos at] = .
(s2 + a2)
Hence, the result is
2as
L[t sin at] = .
(s2 + a2)2

Exercise 1 Find the Laplace transforms (a) L[sin2 t],

(b) L[cos2 t].
Laplace transform solution to an initial value prob-
lem

Consider an initial value problem

y ′′ (t) + y(t) = 1, y(0) = y ′ (0) = 1.
We first begin by taking the Laplace transform of both
sides of the differential equation, obtaining, in light of
the result on transform derivatives,
1
s2Y (s) − sy(0) − y ′ (0) + Y (s) = .
s
Using the initial conditions, this becomes
1
(s2 + 1)Y (s) − s − 1 = .
s
The unknown in this equation is Y (s) = L[y(t)], the
Laplace transform of the unknown function y(t). So,
instead of having to solve a differential equation to de-
termine y(t), we need only to solve an algebraic equation
for Y (s), getting
s2 + s + 1 1 1
Y (s) = = + , (6)
s(s2 + 1) s s2 + 1
where the function on the right are obtained by a partial
fraction decomposition. By inspection and memory, we
notice that the first being the transform of 1 and the
second the transform of sin t. Hence, this determines
y(t) = 1 + sin t.