Laplace Transformation

1. Linearity Property of Laplace Transformation:

Statement: A Laplace transformation 𝐿{𝐹(𝑡)} is said to be linear if for every pair of functions 𝐹1 (𝑡)
and 𝐹2 (𝑡) and for every pair of constants 𝐶1 and 𝐶2 , we have
𝐿{𝐶1 𝐹1 (𝑡) + 𝐶2 𝐹2 (𝑡)} = 𝐶1 𝐿{𝐹1 (𝑡)} + 𝐶2 𝐿{𝐹2 (𝑡)}
= 𝐶1 𝐹1 (𝑠) + 𝐶2 𝐹2 (𝑠)

where 𝐹1 (𝑠) and 𝐹2 (𝑠) are the linear Laplace transformations of 𝐹1 (𝑡) and 𝐹2 (𝑡) respectively.

Proof: By the definition of Laplace transformation, we get

𝐿{𝐹1 (𝑡)} = 𝐹1 (𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹1 (𝑡)𝑑𝑡

0

and
∞

𝐿{𝐹2 (𝑡)} = 𝐹2 (𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹2 (𝑡)𝑑𝑡

0

Now if 𝐶1 and 𝐶2 are any two arbitrary constants then

𝐿{𝐶1 𝐹1 (𝑡)} = 𝐶1 𝐹1 (𝑠) = ∫ 𝑒 −𝑠𝑡 𝐶1 𝐹1 (𝑡)𝑑𝑡 = 𝐶1 𝐿{𝐹1 (𝑡)}

0

and
∞

𝐿{𝐶2 𝐹2 (𝑡)} = 𝐶2 𝐹2 (𝑠) = ∫ 𝑒 −𝑠𝑡 𝐶2 𝐹2 (𝑡)𝑑𝑡 = 𝐶2 𝐿{𝐹2 (𝑡)}

0

Therefore,
∞

𝐿{𝐶1 𝐹1 (𝑡) + 𝐶2 𝐹2 (𝑡)} = ∫ 𝑒 −𝑠𝑡 {𝐶1 𝐹1 (𝑡) + 𝐶2 𝐹2 (𝑡)}𝑑𝑡

0

∞ ∞

= ∫ 𝑒 −𝑠𝑡 𝐶1 𝐹1 (𝑡)𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 𝐶2 𝐹2 (𝑡)𝑑𝑡

0 0

= 𝐶1 𝐿{𝐹1 (𝑡)} + 𝐶2 𝐿{𝐹2 (𝑡)}

 = 𝐶1 𝐹1 (𝑠) + 𝐶2 𝐹2 (𝑠)

The result may be generalized for any number of functions for the same number of arbitrary
constants. Hence
𝑛 𝑛

𝐿 {∑ 𝐶𝑟 𝐹𝑟 (𝑡)} = ∑ 𝐶𝑟 𝐿{𝐹𝑟 (𝑡)}

𝑟=1 𝑟=1

Problem-1: Find the Laplace transform of 𝑒 4𝑡 + 4𝑡 3 − 2 𝑠𝑖𝑛 3 𝑡 + 3 𝑐𝑜𝑠 5 𝑡.

Solution: We applying the linearity property

𝐿{𝑒 4𝑡 + 4𝑡 3 − 2 𝑠𝑖𝑛 3 𝑡 + 3 𝑐𝑜𝑠 5 𝑡} = 𝐿{𝑒 4𝑡 } + 4𝐿{𝑡 3 } − 2𝐿{𝑠𝑖𝑛 3 𝑡} + 3𝐿{𝑐𝑜𝑠 5 𝑡}

1 3! 3 𝑠
= +4∙ 4−2∙ 2 + 3 ∙
𝑠−4 𝑠 𝑠 + 32 𝑠 2 + 52
1 24 6 3𝑠
= + 4− 2 + 2
𝑠−4 𝑠 𝑠 + 9 𝑠 + 25

Problem-2: Find the Laplace transform of 3𝑡 4 − 2𝑡 3 + 4𝑒 −3𝑡 − 2 𝑠𝑖𝑛 5 𝑡 + 3 𝑐𝑜𝑠 2 𝑡.

Solution: We applying the linearity property

𝐿{3𝑡 4 − 2𝑡 3 + 4𝑒 −3𝑡 − 2 𝑠𝑖𝑛 5 𝑡 + 3 𝑐𝑜𝑠 2 𝑡} = 3𝐿{𝑡 4 } − 2𝐿{𝑡 3 } + 4𝐿{𝑒 −3𝑡 } − 2𝐿{𝑠𝑖𝑛 5 𝑡}

+3𝐿{𝑐𝑜𝑠 2 𝑡}

4! 3! 1 5 𝑠
=3∙ − 2 ∙ + 4 ∙ − 2 ∙ + 3 ∙
𝑠5 𝑠4 𝑠+3 𝑠 2 + 52 𝑠 2 + 22
72 12 4 10 3𝑠
= − + − +
𝑠 5 𝑠 4 𝑠 + 3 𝑠 2 + 25 𝑠 2 + 4

Problem-3: Find the Laplace transform of 4𝑒 5𝑡 + 6𝑡 3 − 3 𝑠𝑖𝑛 4 𝑡 + 2 𝑐𝑜𝑠 2 𝑡.

Solution: We applying the linearity property

𝐿{4𝑒 5𝑡 + 6𝑡 3 − 3 𝑠𝑖𝑛 4 𝑡 + 2 𝑐𝑜𝑠 2 𝑡} = 4𝐿{𝑒 5𝑡 } + 6𝐿{𝑡 3 } − 3𝐿{𝑠𝑖𝑛 4 𝑡}

+2𝐿{𝑐𝑜𝑠 2 𝑡}

1 3! 4 𝑠
=4∙ +6∙ 4−3∙ 2 2
+2∙ 2
𝑠−5 𝑠 𝑠 +4 𝑠 + 22
4 36 12 2𝑠
= + 4− 2 + 2
𝑠−5 𝑠 𝑠 + 16 𝑠 + 4
2. First shifting (or translation) theorem:

Statement: If 𝐹(𝑠) be the Laplace transformation of 𝐹(𝑡), then show that the Laplace
transformation of 𝑒 𝑎𝑡 𝐹(𝑡) is 𝐹(𝑠 − 𝑎), where 𝑎 is any real or complex number. Therefore,
𝐿 {𝐹(𝑡)} = 𝐹(𝑠)
𝐿 {𝑒 𝑎𝑡 𝐹(𝑡)} = 𝐹(𝑠 − 𝑎)
𝑠 > 𝑎, 𝑎 > 0.
Proof: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0

𝐿{𝑒 𝑎𝑡 𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝐹(𝑡)𝑑𝑡

0

= ∫ 𝑒 −(𝑠−𝑎)𝑡 𝐹(𝑡)𝑑𝑡
0

Putting 𝑠 − 𝑎 = 𝑢
∞

𝐿{𝑒 𝑎𝑡 𝐹(𝑡)} = ∫ 𝑒 −𝑢𝑡 𝐹(𝑡)𝑑𝑡

0

= 𝐹(𝑢) = 𝐹(𝑠 − 𝑎)

Problem-1: Find the Laplace transform of 𝑒 −2𝑡 sin 3𝑡.

Solution: We have

3
𝐿{sin 3𝑡} = = 𝐹(𝑠)
𝑠2 + 32

Then by using first shifting theorem we get

3
𝐿{𝑒 −2𝑡 sin 3𝑡} = 𝐹(𝑠 + 2) =
(𝑠 + 2)2 + 32

3 3
= = 2
𝑠2 + 4𝑠 + 4 + 9 𝑠 + 4𝑠 + 13
Problem-2: Find the Laplace transform of 𝑡 3 𝑒 5𝑡 .

Solution: We have

3! 6
𝐿{𝑡 3 } = 4
= 4 = 𝐹(𝑠)
𝑠 𝑠

Then by using first shifting theorem we get

6
𝐿{𝑡 3 𝑒 5𝑡 } = 𝐹(𝑠 − 5) =
(𝑠 − 5)4

Problem-3: Find the Laplace transform of 𝑒 3𝑡 (2 cos 5𝑡 − 3 sin 5𝑡).

Solution: We have

𝑠 5
𝐿{2 cos 5𝑡 − 3 sin 5𝑡} = 2 ∙ − 3 ∙
𝑠 2 + 52 𝑠 2 + 52
2𝑠 15
= − 2
𝑠2 +5 2 𝑠 + 52
2𝑠 − 15
= = 𝐹(𝑠)
𝑠 2 + 52

Then by using first shifting theorem we get

𝐿{𝑒 3𝑡 (2 cos 5𝑡 − 3 sin 5𝑡)} = 𝐹(𝑠 − 3)

2(𝑠 − 3) − 15
=
(𝑠 − 3)2 + 52

2𝑠 − 6 − 15
=
𝑠 2 − 6𝑠 + 9 + 25
2𝑠 − 6 − 15
=
𝑠 2 − 6𝑠 + 34

Problem-4: Find the Laplace transform of 𝑒 4𝑡 cosh 5𝑡.

Solution: We have
𝑠
𝐿{cosh 5𝑡} = = 𝐹(𝑠)
𝑠2 − 52

Then by using first shifting theorem we get

𝑠−4
𝐿{𝑒 4𝑡 cosh 5𝑡} = 𝐹(𝑠 − 4) =
(𝑠 − 4)2 − 52
 𝑠−4 𝑠−4
= =
(𝑠 − 4)2 − 52 𝑠 2 − 8𝑠 + 16 − 25

𝑠−4
=
𝑠2 − 8𝑠 − 9

2𝑎𝑠 𝑠2 −𝑎2
Problem-5: Prove that i) 𝐿{𝑡 sin 𝑎𝑡} = (𝑠2 +𝑎2)2 ii) 𝐿{𝑡 cos 𝑎𝑡} = (𝑠2 +𝑎2)2

Solution: We have

1
𝐿{𝑡} = = 𝐹(𝑠)
𝑠2

Then by using first shifting theorem we get

1
𝐿{𝑡𝑒 𝑖𝑎𝑡 } = 𝐹(𝑠 − 𝑖𝑎) =
(𝑠 − 𝑖𝑎)2

(𝑠 + 𝑖𝑎)2
𝐿{𝑡 cos 𝑎𝑡 + 𝑖𝑡 sin 𝑎𝑡} =
(𝑠 − 𝑖𝑎)2 (𝑠 + 𝑖𝑎)2

(𝑠 + 𝑖𝑎)2
=
{(𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎)}2

𝑠 2 − 𝑎2 + 𝑖2𝑎𝑠
𝐿{𝑡 cos 𝑎𝑡} + 𝑖𝐿{𝑡 sin 𝑎𝑡} =
(𝑠 2 + 𝑎2 )2

Now equating the real and imaginary parts from both sides, we get

𝑠 2 − 𝑎2
𝐿{𝑡 cos 𝑎𝑡} = 2
(𝑠 + 𝑎2 )2

2𝑎𝑠
𝐿{𝑡 sin 𝑎𝑡} =
(𝑠 2 + 𝑎 2 )2

Similar applications of the first shifting properties leads us to the following results:
𝑛!
Problem-6: Prove that 𝐿{𝑒 𝑎𝑡 𝑡 𝑛 } = (𝑠−𝑎)𝑛+1

𝑏
Problem-7: Prove that 𝐿{𝑒 𝑎𝑡 sin 𝑏𝑡} = (𝑠−𝑎)2+𝑏2

𝑠−𝑎
Problem-8: Prove that 𝐿{𝑒 𝑎𝑡 cos 𝑏𝑡} = (𝑠−𝑎)2 +𝑏2

𝑏
Problem-9: Prove that 𝐿{𝑒 𝑎𝑡 sinh 𝑏𝑡} = (𝑠−𝑎)2 −𝑏2
 𝑠−𝑎
Problem-10: Prove that 𝐿{𝑒 𝑎𝑡 cosh 𝑏𝑡} =
(𝑠−𝑎)2 −𝑏 2

3. Second shifting (or translation) theorem:

Statement: If 𝐹(𝑠) be the Laplace transformation of 𝐹(𝑡) and
𝐹(𝑡 − 𝑎), 𝑡 > 𝑎
𝐺(𝑡) = {
0, 𝑡<𝑎
then show that the Laplace transformation of
𝐿{𝐺(𝑡)} = 𝑒 −𝑎𝑠 𝐹(𝑠)
Proof: By the definition of Laplace transformation, we get

𝐿{𝐺(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐺(𝑡)𝑑𝑡

0

𝑎 ∞

= ∫ 𝑒 −𝑠𝑡 𝐺(𝑡)𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 𝐺(𝑡)𝑑𝑡

0 𝑎

𝑎 ∞
−𝑠𝑡
= ∫𝑒 . 0 𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 𝐹(𝑡 − 𝑎)𝑑𝑡
0 𝑎

= ∫ 𝑒 −𝑠𝑡 𝐹(𝑡 − 𝑎)𝑑𝑡

𝑎

Putting 𝑡 − 𝑎 = 𝑢, 𝑑𝑢 = 𝑑𝑡
∞

𝐿{𝐺(𝑡)} = ∫ 𝑒 −(𝑢+𝑎)𝑠 𝐹(𝑢)𝑑𝑢

0
∞

𝐿{𝐺(𝑡)} = 𝑒 −𝑎𝑠 ∫ 𝑒 −𝑢𝑠 𝐹(𝑢)𝑑𝑢

0

= 𝑒 −𝑎𝑠 𝐹(𝑠)
Example-1: Find the Laplace transformation of 𝐹(𝑡) where
𝜋 𝜋
sin (𝑡 − ) , 𝑡 >
𝐹(𝑡) = { 3 3
𝜋
0, 𝑡<
3
Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0

𝜋
3 ∞
−𝑠𝑡
= ∫𝑒 𝐹(𝑡)𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
0 𝜋
3

𝜋
3 ∞
𝜋
= ∫ 𝑒 −𝑠𝑡 . 0 𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 sin (𝑡 − ) 𝑑𝑡
3
0 𝜋
3

∞
𝜋
= ∫ 𝑒 −𝑠𝑡 sin (𝑡 − ) 𝑑𝑡
3
𝜋
3

𝜋
Putting 𝑡 − 3 = 𝑢, 𝑑𝑢 = 𝑑𝑡
∞
𝜋
𝐿{𝐹(𝑡)} = ∫ 𝑒 −(𝑢+ 3 )𝑠 sin 𝑢 𝑑𝑢
0
∞
𝜋𝑠
−
𝐿{𝐹(𝑡)} = 𝑒 3 ∫ 𝑒 −𝑢𝑠 sin 𝑢 𝑑𝑢
0

𝜋𝑠 𝜋𝑠 1
= 𝑒 − 3 𝐿{sin 𝑢} = 𝑒 − 3
𝑠2 +1

Example-2: Find the Laplace transformation of 𝐹(𝑡) where

2𝜋 2𝜋
cos (𝑡 − ) , 𝑡 >
𝐹(𝑡) = { 3 3
2𝜋
0, 𝑡<
3
Solution: By the definition of Laplace transformation, we get
 ∞

𝐿{𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0

2𝜋
3 ∞

= ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0 2𝜋
3

2𝜋
3 ∞
2𝜋
= ∫ 𝑒 −𝑠𝑡 . 0 𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 cos (𝑡 − ) 𝑑𝑡
3
0 2𝜋
3

∞
2𝜋
= ∫ 𝑒 −𝑠𝑡 sin (𝑡 − ) 𝑑𝑡
3
2𝜋
3

2𝜋
Putting 𝑡 − = 𝑢, 𝑑𝑢 = 𝑑𝑡
3
∞
2𝜋
𝐿{𝐹(𝑡)} = ∫ 𝑒 −(𝑢+ 3 )𝑠 cos 𝑢 𝑑𝑢
0
∞
2𝜋𝑠
−
𝐿{𝐹(𝑡)} = 𝑒 3 ∫ 𝑒 −𝑢𝑠 cos 𝑢 𝑑𝑢
0

2𝜋𝑠 𝜋𝑠 𝑠
= 𝑒− 3 𝐿{cos 𝑢} = 𝑒 − 3
𝑠2 + 1

4. The change of Scalar Property:

Statement: If 𝐹(𝑠) be the Laplace transformation of 𝐹(𝑡) then show that
1 𝑠
𝐿{𝐹(𝑎𝑡)} = 𝐹( )
𝑎 𝑎
Proof: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0
By replacing 𝑡 by 𝑎𝑡 in 𝐹(𝑡), we get
∞

𝐿{𝐹(𝑎𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑎𝑡)𝑑𝑡

0

𝑑𝑢
Putting 𝑎𝑡 = 𝑢, = 𝑑𝑡
𝑎
∞
𝑠𝑢 𝑑𝑢
𝐿{𝐹(𝑡)} = ∫ 𝑒 − 𝑎 𝐹(𝑢)
𝑎
0
∞
1 𝑠𝑢
𝐿{𝐹(𝑡)} = ∫ 𝑒 − 𝑎 𝐹(𝑢)𝑑𝑢
𝑎
0

1 𝑠
= 𝐹( )
𝑎 𝑎

Problem-1: Find the Laplace transform of cos 5𝑡.

Solution:
𝑠
𝐿{cos 𝑡} =
𝑠2 +1
𝑠
1 5 𝑠
𝐿{cos 5𝑡} = =
5 𝑠 2 𝑠 2 + 25
( ) +1
5

5. Laplace Transformation of Derivatives:

Statement: If 𝐹(𝑡) is continuous for 𝑡 ≥ 0 and of exponential order at 𝑡 → ∞ while 𝐹′(𝑡) is
sectionally continuous and if 𝐿{𝐹(𝑡) = 𝐹(𝑠) then show that
𝐿{𝐹′(𝑡)} = 𝑠𝐹(𝑠) − 𝐹(0)
In general, if 𝐿{𝐹(𝑡)} = 𝐹(𝑠) and if 𝐹′(𝑡), 𝐹′′(𝑡), ⋯ ⋯, 𝐹 𝑛−1 (𝑡) are continuous for 𝑡 ≥ 0 and of
exponential order at 𝑡 → ∞ while 𝐹 𝑛 (𝑡) is sectionally continuous for and 𝑡 ≥ 0, then show that
𝑛−1

𝐿{𝐹 𝑛 (𝑡)} = 𝑠 𝑛 𝐹(𝑠) − ∑ 𝑠 𝑛−𝑟−1 𝐹 𝑟 (0)

𝑟=0

= 𝑠 𝑛 𝐹(𝑠) − 𝑠 𝑛−1 𝐹(0) − 𝑠 𝑛−2 𝐹 ′(0) − ⋯ ⋯ − 𝐹 𝑛−1 (0)

Proof: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 = 𝐹(𝑠)

0

𝐿{𝐹′(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹′(𝑡)𝑑𝑡

0

Integrating by parts
∞

𝐿{𝐹′(𝑡)} = [𝑒 −𝑠𝑡 𝐹(𝑡)]∞

0 − ∫ −𝑠 ∙ 𝑒
−𝑠𝑡
𝐹(𝑡)𝑑𝑡
0
∞

= 0 − 𝐹(0) + 𝑠 ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0

= −𝐹(0) + 𝑠𝐹(𝑠) = 𝑠𝐹(𝑠) − 𝐹(0)

Again,
∞

𝐿{𝐹′′(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹′′(𝑡)𝑑𝑡

0

= [𝑒 −𝑠𝑡 𝐹′(𝑡)]∞
0 − ∫ −𝑠 ∙ 𝑒 −𝑠𝑡 𝐹′(𝑡)𝑑𝑡
0
∞

= 0 − 𝐹′(0) + 𝑠 ∫ 𝑒 −𝑠𝑡 𝐹′(𝑡)𝑑𝑡

0

= −𝐹 ′ (0) + 𝑠{𝑠𝐹(𝑠) − 𝐹(0)}

= 𝑠 2 𝐹(𝑠) − 𝑠𝐹(0) − 𝐹 ′ (0)

Similarly,

𝐿{𝐹′′′(𝑡)} = 𝑠 3 𝐹(𝑠) − 𝑠 2 𝐹(0) − 𝑠𝐹 ′ (0) − 𝐹 ′′ (0)

Generalized it, we find

𝐿{𝐹 𝑛 (𝑡)} = 𝑠 𝑛 𝐹(𝑠) − 𝑠 𝑛−1 𝐹(0) − 𝑠 𝑛−2 𝐹 ′(0) − ⋯ ⋯ − 𝐹 𝑛−1 (0)

Problem-1: Find the Laplace transform of 𝐹′′(𝑡) when 𝐹(𝑡) = 𝑒 3𝑡 .

Solution: Given that 𝐹(𝑡) = 𝑒 3𝑡 . Therefore, 𝐹(0) = 1. And, 𝐹 ′ (𝑡) = 3𝑒 3𝑡 .

We know that,

𝐿{𝐹′(𝑡)} = 𝑠𝐹(𝑠) − 𝐹(0)

1 3
=𝑠∙ −1=
𝑠−3 𝑠−3

Problem-2: Find the Laplace transform of 𝐹′(𝑡) when 𝐹(𝑡) = cos 𝑎𝑡.

Solution: Given that 𝐹(𝑡) = cos 𝑎𝑡. Therefore, 𝐹(0) = 1, 𝐹 ′ (𝑡) = −𝑎 sin 𝑎𝑡 then 𝐹 ′ (0) = 0 and
𝐹 ′′(𝑡) = −𝑎2 cos 𝑎𝑡.

We know that,

𝐿{𝐹 ′′ (𝑡)} = 𝑠 2 𝐹(𝑠) − 𝑠𝐹(0) − 𝐹′(0)

𝐿{−𝑎2 cos 𝑎𝑡} = 𝑠 2 𝐿{cos 𝑎𝑡} − 𝑠 ∙ 1 − 0

−𝑎2 𝐿{cos 𝑎𝑡} = 𝑠 2 𝐿{cos 𝑎𝑡} − 𝑠

𝑠
𝐿{cos 𝑎𝑡} =
(𝑠 2 + 𝑎2 )

6. Multiplication by powers of 𝒕𝒏 :
Statement: If 𝐿{𝐹(𝑡)} = 𝐹(𝑠) then show that

𝑑𝑛
𝐿{𝑡 𝑛 𝐹(𝑡)} = (−1)𝑛 𝐹(𝑠) = (−1)𝑛 𝐹 𝑛 (𝑠)
𝑑𝑠 𝑛

Proof: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0

(1)

Now applying Leibnitz’s rule for differentiating under the integral sign, we get
∞
𝑑
𝐹′(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
𝑑𝑠
0
 ∞

= ∫ −𝑡 ∙ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
0

= ∫ −𝑒 −𝑠𝑡 {𝑡𝐹(𝑡)}𝑑𝑡
0

= −𝐿{𝑡𝐹(𝑡)}

𝐿{𝑡𝐹(𝑡)} = −𝐹′(𝑠)

Hence, the theorem is proved for 𝑛 = 1. To prove the theorem in general, let us use the mathematical
induction. Suppose that the theorem is true for 𝑛 = 𝑘. Then we have,

∫ 𝑒 −𝑠𝑡 {𝑡 𝑘 𝐹(𝑡)}𝑑𝑡 = (−1)𝑘 𝐹 𝑘 (𝑠)

0

Differentiating both sides with respect to 𝑠, we have

∞
𝑑
∙ ∫ 𝑒 −𝑠𝑡 {𝑡 𝑘 𝐹(𝑡)}𝑑𝑡 = (−1)𝑘 𝐹 𝑘+1 (𝑠)
𝑑𝑠
0

Now applying Leibnitz’s rule for differentiating under the integral sign, we get
∞

∫ −𝑡𝑒 −𝑠𝑡 {𝑡 𝑘 𝐹(𝑡)}𝑑𝑡 = (−1)𝑘 𝐹 𝑘+1 (𝑠)

0

∫ 𝑒 −𝑠𝑡 {𝑡 𝑘+1 𝐹(𝑡)}𝑑𝑡 = (−1)𝑘+1 𝐹 𝑘+1 (𝑠)

0

Thus, it follows that if the theorem holds for 𝑛 = 𝑘 then it also holds for 𝑛 = 𝑘 + 1. Hence by
mathematics induction the theorem is holds for all positive integral values 𝑛.

𝑑𝑛
𝐿{𝑡 𝑛 𝐹(𝑡)} = (−1)𝑛 𝐹(𝑠) = (−1)𝑛 𝐹 𝑛 (𝑠)
𝑑𝑠 𝑛
Problem-1: Find the Laplace transform of the function 𝑡 3 𝑒 𝑡 .

Solution: we have

1
𝐿{𝑒 𝑡 } =
𝑠−1

3 𝑡}
𝑑3 3
1
𝐿{𝑡 𝑒 = (−1) ( )
𝑑𝑠 3 𝑠 − 1
(−1)(−2)(−3) 6
= (−1)3 =
(𝑠 − 1)4 (𝑠 − 1)4

Problem-2: Find the Laplace transform of the function 𝑡 3 𝑒 −3𝑡 .

Solution: we have

1
𝐿{𝑒 −3𝑡 } =
𝑠+3

𝑑3 1
𝐿{𝑡 3 𝑒 −3𝑡 } = (−1)3 3
( )
𝑑𝑠 𝑠 + 3
(−1)(−2)(−3) 6
= (−1)3 4
=
(𝑠 + 3) (𝑠 + 3)4

Problem-3: Find the Laplace transform of the function 𝑡 2 cos 𝑎𝑡.

Solution: we have
𝑠
𝐿{cos 𝑎𝑡} =
𝑠 2 + 𝑎2

𝑑2 𝑠
𝐿{𝑡 2 cos 𝑎𝑡} = (−1)2 ( 2 )
𝑑𝑠 𝑠 + 𝑎2
2

𝑑 −2𝑠 2 1
= ( 2 + )
𝑑𝑠 (𝑠 + 𝑎2 )2 𝑠 2 + 𝑎2

8𝑠 3 6𝑠
= 2 2 3
− 2
(𝑠 + 𝑎 ) (𝑠 + 𝑎2 )2

8𝑠 3 − 6𝑠 3 − 6𝑎2 𝑠
=
(𝑠 2 + 𝑎2 )3

2𝑠(𝑠 2 − 3𝑎2 )
=
(𝑠 2 + 𝑎2 )3
 ∞ 𝑠2 −𝑎2
Problem-4: Prove that ∫0 𝑡𝑒 −𝑠𝑡 cos 𝑎𝑡 𝑑𝑡 = (𝑠2 +𝑎2)2

Solution: By the definition of Laplace transformation, we get

∞

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0

Left hand side

∞ ∞

∫ 𝑡𝑒 −𝑠𝑡 cos 𝑎𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 {𝑡 cos 𝑎𝑡}𝑑𝑡

0 0

𝑑
= 𝐿{𝑡 cos 𝑎𝑡} = − 𝐿{cos 𝑎𝑡}
𝑑𝑠
𝑑 𝑠
=− ( 2 )
𝑑𝑠 𝑠 + 𝑎2

(𝑠 2 + 𝑎2 ) ∙ 1 − 𝑠 ∙ 2𝑠
=( )
(𝑠 2 + 𝑎2 )2

𝑠 2 + 𝑎2 − 2𝑠 2
=−
(𝑠 2 + 𝑎2 )2

𝑠 2 − 𝑎2
=
(𝑠 2 + 𝑎2 )2
∞ 2𝑎𝑠
Problem-5: Prove that ∫0 𝑡𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡 = (𝑠2 +𝑎2)2

Solution: By the definition of Laplace transformation, we get

∞

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

0

Left hand side

∞ ∞
−𝑠𝑡
∫ 𝑡𝑒 sin 𝑎𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 {𝑡 sin 𝑎𝑡}𝑑𝑡
0 0

𝑑
= 𝐿{𝑡 sin 𝑎𝑡} = − 𝐿{sin 𝑎𝑡}
𝑑𝑠
𝑑 𝑎
=− ( 2 )
𝑑𝑠 𝑠 + 𝑎2
 −2𝑎𝑠
= −( )
(𝑠 2 + 𝑎2 )2

2𝑎𝑠
=
(𝑠 2 + 𝑎 2 )2

Problem-6: Find the Laplace transform of 𝐹(𝑡) = 𝑡 2 (sin 𝑎𝑡 + 𝑒 𝑎𝑡 )

Solution: Since

𝑎 1
𝐿{(sin 𝑎𝑡 + 𝑒 𝑎𝑡 )} = +
𝑠2 +𝑎 2 𝑠−𝑎

2 (sin 𝑎𝑡 )}
𝑑2 2
𝑎 1
𝐿{𝑡 𝑎𝑡 + 𝑒 = (−1) ( + )
𝑑𝑠 2 𝑠 2 + 𝑎2 𝑠 − 𝑎
𝑑 −2𝑎𝑠 1
= ( 2 2 2
− )
𝑑𝑠 (𝑠 + 𝑎 ) (𝑠 − 𝑎)2

(𝑠 2 + 𝑎2 )2 ∙ (−2𝑎) + 2𝑎𝑠 ∙ 2(𝑠 2 + 𝑎2 ) ∙ 2𝑠 2

= 2 2 4
+
(𝑠 + 𝑎 ) (𝑠 − 𝑎)3

−2𝑎 ∙ (𝑠 2 + 𝑎2 ) + 8𝑎𝑠 2 2
= 2 2 3
+
(𝑠 + 𝑎 ) (𝑠 − 𝑎)3

−2𝑎𝑠 2 − 2𝑎3 + 8𝑎𝑠 2 2

= 2 2 3
+
(𝑠 + 𝑎 ) (𝑠 − 𝑎)3

6𝑎𝑠 2 − 2𝑎3 2
= 2 2 3
+
(𝑠 + 𝑎 ) (𝑠 − 𝑎)3

2𝑎(3𝑠 2 − 𝑎2 ) 2
= 2 2 3
+
(𝑠 + 𝑎 ) (𝑠 − 𝑎)3

7. Laplace Transformation of integrals:

Statement: i) If 𝐿{𝐹(𝑡)} = 𝐹(𝑠) then show that

𝑡
𝐹(𝑠)
𝐿 {∫ 𝐹(𝑢) 𝑑𝑢} =
𝑠
0

Proof: Let us consider

𝐺(𝑡) = ∫ 𝐹(𝑢) 𝑑𝑢
0

then
 𝑡
𝑑
𝐺 ′(𝑡) = {∫ 𝐹(𝑢) 𝑑𝑢} = 𝐹(𝑡)
𝑑𝑡
0

and
0

𝐺(0) = ∫ 𝐹(𝑢) 𝑑𝑢 = 0
0

Now, applying Laplace transformation of derivatives

𝐿{𝐺 ′ (𝑡)} = 𝑠𝐿{𝐺(𝑡) − 𝐺(0)

𝐿{𝐹(𝑡)} = 𝑠𝐿 {∫ 𝐹(𝑢) 𝑑𝑢}

0

𝐹(𝑠) = 𝑠𝐿 {∫ 𝐹(𝑢) 𝑑𝑢}

0

𝑡
𝐹(𝑠)
𝐿 {∫ 𝐹(𝑢) 𝑑𝑢} =
𝑠
0

ii) If 𝐿{𝐹(𝑡)} = 𝐹(𝑠) then show that

∞
𝐹(𝑡)
𝐿{ } = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡
𝑠

𝐹(𝑡)
Proof: Let us consider 𝐺(𝑡) = , so that 𝐹(𝑡) = 𝑡𝐺(𝑡)
𝑡

Taking Laplace transformation on both side

𝐿{𝐹(𝑡)} = 𝐿{𝑡𝐺(𝑡)}

𝑑
= (−1) 𝐿{𝐺(𝑡)}
𝑑𝑠
𝑑
−𝐹(𝑠) = 𝐿{𝐺(𝑡)}
𝑑𝑠

Integrating both sides with respect to 𝑠 to ∞, we get

 ∞

[𝐿{𝐺(𝑡)]∞
𝑠 = − ∫ 𝐹(𝑠) 𝑑𝑠
𝑠

− lim 𝐿{𝐺(𝑡)} + lim 𝐿{𝐺(𝑡)} = − ∫ 𝐹(𝑠) 𝑑𝑠

𝑠→∞ 𝑠→𝑠
𝑠

Since

lim 𝐿{𝐺(𝑡)} = 𝐺(𝑡)

𝑠→𝑆

lim 𝐿{𝐺(𝑡)} = lim ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 = 0

𝑠→∞ 𝑠→∞
0

Therefore,
∞

𝐿{𝐺(𝑡)} = ∫ 𝐹(𝑠) 𝑑𝑠
𝑠

∞ ∞
𝐹(𝑡)
𝐿{ } = ∫ 𝐹(𝑠) 𝑑𝑠 = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡
𝑠 𝑠

sin 𝑡 sin 𝑎𝑡
Problem-1: Find the Laplace transform of (a) and (b)
𝑡 𝑡

Solution: Let 𝐹(𝑡) = sin 𝑡 then

1
𝐿{𝐹(𝑡)} = 𝐿{sin 𝑡} = = 𝐹(𝑠)
𝑠2 +1

Then by the theorem

∞
𝐹(𝑡)
𝐿{ } = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡
𝑠
∞
sin 𝑡 𝑑𝑢
𝐿{ }=∫ 2 = [tan−1 𝑢]∞
𝑠 = tan
−1
∞ − tan−1 𝑠
𝑡 𝑢 +1
𝑠

𝜋 1
= − tan−1 𝑠 = cot −1 𝑠 = tan−1
2 𝑠
𝜋
Since tan−1 𝑠 + cot −1 𝑠 = 2

sin 𝑡 1 1
𝐿{ } = tan−1
𝑡 𝑠 𝑠
Problem-2: Using Laplace transformation prove that
∞
𝑒 −𝑎𝑡 − 𝑒 −𝑏𝑡 𝑏
∫ 𝑑𝑡 = log
𝑡 𝑎
0

as 𝑠 → 0.
Solution: Let 𝐹(𝑡) = 𝑒 −𝑎𝑡 − 𝑒 −𝑏𝑡 then
1 1
𝐿{𝐹(𝑡)} = 𝐿{𝑒 −𝑎𝑡 − 𝑒 −𝑏𝑡 } = − = 𝐹(𝑠)
𝑠+𝑎 𝑠+𝑏
Then by the theorem
∞
𝐹(𝑡)
𝐿{ } = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡
𝑠
∞ ∞
−𝑠𝑡
𝐹(𝑡) 1 1
∫𝑒 𝑑𝑡 = ∫ [ − ] 𝑑𝑢
𝑡 𝑢+𝑎 𝑢+𝑏
0 𝑠
∞ ∞
−𝑠𝑡
𝑒 −𝑎𝑡 − 𝑒 −𝑏𝑡 1 1
∫𝑒 𝑑𝑡 = ∫ [ − ] 𝑑𝑢
𝑡 𝑢+𝑎 𝑢+𝑏
0 𝑠

= [log(u + a) − log(𝑢 + 𝑏))]∞

𝑠

= [log ∞ − log ∞ − log(𝑠 + 𝑎) + log(𝑠 + 𝑏)]

𝑠+𝑏
= log ( )
𝑠+𝑎
Now taking limit as 𝑠 → 0, we have
∞
𝑒 −𝑎𝑡 − 𝑒 −𝑏𝑡 𝑏
∫ 𝑑𝑡 = log ( )
𝑡 𝑎
0

1−𝑒 𝑡
Problem-3: Find the Laplace transformation of 𝐹(𝑡) = .
𝑡

Solution: Let 𝐹(𝑡) = 1 − 𝑒 𝑡 , then

1 1
𝐿{𝐹(𝑡)} = 𝐿{1 − 𝑒 𝑡 } = − = 𝐹(𝑠)
𝑠 𝑠−1
Then by the theorem
∞
𝐹(𝑡)
𝐿{ } = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡
𝑠
 ∞ ∞
1 − 𝑒𝑡 1 1
𝐿{ } = ∫ 𝐹(𝑢) 𝑑𝑢 = ∫ [ − ] 𝑑𝑢
𝑡 𝑢 𝑢−1
𝑠 𝑠

= [log 𝑢 − log(u − 1)]∞

s
u ∞
= [log ( )]
u−1 𝑠
1
= −log ( )
1 − 1⁄𝑠
s−1
= log ( )
𝑠
cos 𝑎𝑡−cos 𝑏𝑡 cos 𝑎𝑡−cos 𝑏𝑡
Problem-4: Find the Laplace transformation of 𝐹(𝑡) = or 𝐿 { }.
𝑡 𝑡

Solution: Let 𝐹(𝑡) = cos 𝑎𝑡 − cos 𝑏𝑡, then

𝑠 𝑠
𝐿{𝐹(𝑡)} = 𝐿{cos 𝑎𝑡 − cos 𝑏𝑡} = − = 𝐹(𝑠)
𝑠 2 + 𝑎2 𝑠 2 + 𝑏 2
Then by the theorem
∞
𝐹(𝑡)
𝐿{ } = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡
𝑠
∞ ∞
cos 𝑎𝑡 − cos 𝑏𝑡 𝑢 𝑠
𝐿{ } = ∫ 𝐹(𝑢) 𝑑𝑢 = ∫ [ 2 2
− 2 ] 𝑑𝑢
𝑡 𝑢 +𝑎 𝑢 + 𝑏2
𝑠 𝑠
∞
1 2𝑢 2𝑢
= ∫[ 2 2
− 2 ] 𝑑𝑢
2 𝑢 +𝑎 𝑢 + 𝑏2
𝑠
1
= [𝐿𝑜𝑔(𝑢2 + 𝑎2 ) − 𝐿𝑜𝑔(𝑢2 + 𝑏 2 )]∞
𝑠
2
1
= [log ∞ − log ∞ − log(𝑠 2 + 𝑎2 ) + log(𝑠 2 + 𝑏 2 )]
2
1 𝑠 2 + 𝑏2
= log ( 2 )
2 𝑠 + 𝑎2
8. Laplace Transformation of periodic function:
Statement: If 𝐹(𝑡) is a periodic function with period 𝑇 > 0, so that 𝐹(𝑡 + 𝑇) = 𝐹(𝑡), then show
that

𝑇
∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
𝐿{𝐹(𝑡)} =
1 − 𝑒 −𝑠𝑇
𝐹(𝑡)
Proof: Let us consider 𝐺(𝑡) = , so that 𝐹(𝑡) = 𝑡𝐺(𝑡)
𝑡

Taking Laplace transformation on both side

 𝐿{𝐹(𝑡)} = 𝐿{𝑡𝐺(𝑡)}

𝑑
= (−1) 𝐿{𝐺(𝑡)}
𝑑𝑠
𝑑
−𝐹(𝑠) = 𝐿{𝐺(𝑡)}
𝑑𝑠

Integrating both sides with respect to 𝑠 to ∞, we get

∞

[𝐿{𝐺(𝑡)]∞
𝑠 = − ∫ 𝐹(𝑠) 𝑑𝑠
𝑠

− lim 𝐿{𝐺(𝑡)} + lim 𝐿{𝐺(𝑡)} = − ∫ 𝐹(𝑠) 𝑑𝑠

𝑠→∞ 𝑠→𝑠
𝑠

Since

lim 𝐿{𝐺(𝑡)} = 𝐺(𝑡)

𝑠→𝑆

lim 𝐿{𝐺(𝑡)} = lim ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 = 0

𝑠→∞ 𝑠→∞
0

Therefore,
∞

𝐿{𝐺(𝑡)} = ∫ 𝐹(𝑠) 𝑑𝑠
𝑠

∞ ∞
𝐹(𝑡)
𝐿{ } = ∫ 𝐹(𝑠) 𝑑𝑠 = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡
𝑠 𝑠