1 LAPLACE TRANSFORMS

Let f(x) be dened for 0 < x < and let s denote an arbitrary real variable.
The laplace transform of f(x) designated by either L{f(x)} or F(s) is,
L{f(x)} = F(s) =
_
e
sx
f(x)dx (1)
for all values of s for which the improper integral converges. Convergence occurs
when the limit
lim
x
_
x
0
e
sx
f(x)dx (2)
exists. If this limit does not exist, the improper integral diverges and f(x) has
no Laplace transform.
1.1 PROPERTIES OF LAPLACE TRANSFORMS
Property 1 (Linearity): If L{f(x)} = F(s) and L{g(x)} = G(s) then for any
two constant c
1
and c
2
L{c
1
f(x) + c
2
g(x)} = c
1
L{f(x)} + c
2
L{g(x)} = c
1
F(s) + c
2
G(s) (3)
Property 2 If L{f(x)} = F(s) , then for any constant a
L{e
ax
f(x)} = F(s a) (4)
Property 3 If L{f(x)} = F(s) then for any positive integer n
L{x
n
f(x)} = (1)
n
d
n
ds
n
[F(s)] (5)
Property 4 If L{f(x)} = F(s) , Then
lim
s
F(s) = 0 (6)
Example 1 Find L{e
ax
}
F(s) =
_

0
e
sx
e
ax
dx
=
_

0
e
(as)x
dx = lim
R
_
R
0
e
(as)x
dx
= lim
R
_
e
(as)x
a s
_
x=R
x=0
= lim
R
_
e
(as)R
1
a s
_
=
1
s a
for s > a L{e
ax
} =
1
s a
s > a
L{e
2x
} =
1
s 2
(s > 2) L{xe
2x
} = (1)
d
ds
_
1
s 2
_
=
1
(s 2)
2
1
Example 2 Find L{1}
F(s) =
_

0
e
sx
1 dx lim
K
_
K
0
e
sx
dx
lim
K
e
sx
s

K
0
= lim
K
e
sK
s
. .
0
+
1
s
=
1
s
= L{1} (s > 1)
f(x) F(s) = L{f(x)}
1
1
s
(s > 0)
x
1
s
2
(s > 0)

x
1
2

s
3/2
(s > 0)
sin ax
a
s
2
+ a
2
(s > 0)
cos ax
s
s
2
+ a
2
(s > 0)
sinh x
a
s
2
a
2
(s > |a|)
cosh x
s
s
2
a
2
(s > |a|)
x
n
, (n = 1, 2, 3, ..)
n!
s
n+1
(s > 0)
1.2 INVERSE LAPLACE TRANSFORM
An inverse Laplace transform of F(s) designated by L
1
{F(s)} is another func-
tion f(x) having the property that L{f(x)} = F(s).
Property 5 (Linearity)
L
1
{c
1
F(s) + c
2
G(s)} = c
1
L
1
{F(s)} + c
2
L
1
{G(s)}
Example 3 Find
L
1
_
s + 3
(s 2)(s + 1)
_
s + 3
(s 2)(s + 1)
=
A
s 2
+
B
s + 1
A =
5
3
, B =
2
3
s + 3
(s 2)(s + 1)
=
5
3
s 2

2
3
s + 1
L
1
_
s + 3
(s 2)(s + 1)
_
=
5
3
L
1
_
1
s 2
_

2
3
L
1
_
1
s + 1
_
=
5
3
e
2x

2
3
e
x
2
1.2.1 CONVOLUTIONS
The convolution of two function f(x) and g(x) is
f(x) g(x) =
_
x
0
f(t)g(x t)dt
Theorem 1 : (Convolution Theorem) If
L{f(x)} = F(s)
L{g(x)} = G(s)
then
L{f(x) g(x)} = F(s)G(s)
L
1
{F(s)G(s)} = f(x) g(x)
1.2.2 LAPLACE TRANSFORMS OF DERIVATIVE
L
_
d
n
y
dx
n
_
= s
n
y(s) s
n1
y

(0) ... sy
n2
(0) y
n1
(0)
For the special cases of n = 1 and n = 2
L{y

(x)} = sy(s) y(0)

L{y

(x)} = s
2
y(s) sy(0) y

(0)
Example 4 y

y = e
5x
y(0) = 0
Taking the laplace transform of bath sides:
L{y

} 5L{y} = L{e
5x
}
sy(s) y(0) 5y(s) =
1
s 5
y(s)(s 5) =
1
s 5
y(s) =
1
(s 5)
2
L
1
{y(s)} = L
1
_
1
(s 5)
2
_
y(x) = xe
5x
Example 5 Find the general solution of
y

+ k
2
y = f(x) (k is constant)
L{y

+ k
2
y} = L{f(x)}
s
2
y(s) s y(0)
..
c
1
y

(0)
. .
c
2
+k
2
y(s) = F(s)
y(s)[s
2
+ k
2
] = F(s) + c
1
s + c
2
3
y(s) = F(s)
1
s
2
+ k
2
+ c
1
s
s
2
+ k
2
+ c
2
1
s
2
+ k
2
L
1
{y(s)} = L
1
_
F(s)
k

k
s
2
+ k
2
_
+ c
1
L
1
_
s
s
2
+ k
2
_
+ L
1
_
c
2
k

k
s
2
+ k
2
_
y(x) =
f(x)
k
sin kx + c
1
cos kx + c
2
sin kx
y(x) =
_
x
0
f(t)
k
sin k(x t)dt + c
1
cos kx + c
2
sin kx
4