Laplace Transform

Definition
Let f(t) be given for t ≥ 0. Laplace transform of the function f(t) is
the function F(s) defined by

Z∞
L{f(t)} = F(s) = e−st f(t) dt
0

whenever this improper integral converges.

Theorem
Suppose that f is piecewise continuous on [0, A] for any A > 0 and
|f(t)| ≤ Keat when t ≥ M where K > 0, M > 0, a ∈ R are constants.
Then L{f(t)} exists for s > a.
Recall: f is said to be piecewise continuous on an interval [a, b] if the interval can be partitioned by a
finite number of points a = t0 < t1 < ... < tn = b so that f is continuous on each open subinterval
(ti−1 , ti ) and f approaches a finite limit as the endpoints of each subinterval are approached from
within the subinterval.
Zb
If f is piecewise continuous on a finite interval [a, b] then f(t)dt exists and is just the sum of the
 a 
t
Zb n
X Zi 
 
integrals on the subintervals where f is continuous  f(t)dt = f(t)dt.
 
a i=1 t . . . . . . . . . . . . . . . . . . . .
i−1
. . . . . . . . . . . . . . . . . . . .
Proof.
Z∞ ZM Z∞
−st −st
e f(t) dt = e f(t) dt + e−st f(t) dt
0 0 M
| {z } | {z }
exists since f is piecewise cont. I
Z∞ Z∞ Z∞
−st −st
|I| ≤ |e f(t)| dt ≤ e Ke at
dt = Ke−(s−a)t dt
M M M
Zb t=b
Ke−(s−a)t
= lim Ke−(s−a)t dt = lim
b→∞ b→∞ −(s − a) t=M
M  
−K
= lim e|−(s−a)b
{z } −e −(s−a)M
b→∞ s − a
→ 0

if s − a > 0

If s > a, the limit exists and hence I converges.

Z∞
Therefore, if s > a then L{f(t)} = e−st f(t) dt exists.
0

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 1
L{1} = , s>0
s
Z∞ Zb t=b
e−st
proof: L{1} = e−st dt = lim e−st dt = lim
b→∞ b→∞ −s t=0
0  0 
−1 −sb 1
= lim e|{z} −1 = if s > 0
b→∞ s s
→ 0

if s > 0
 
∞
Z
 −sb → 0 if s > 0, e−sb → ∞ if s < 0. When s = 0, 
As b → ∞, e 1 dt diverges.
0

1
L{eat } = , s>a
s−a
Z∞ Zb t=b
−st at e−(s−a)t
proof: L{e } at
= e e dt = lim e−(s−a)t dt = lim
b→∞ b→∞ −(s − a) t=0
0  
0
−1 1
= lim e|−(s−a)b
{z } −1 = if s > a
b→∞ s − a s−a
→ 0

if s − a > 0
 
∞
Z
 −(s−a)b → 0 if s > a, e−(s−a)b → ∞ if s < a. When s = a, 
As b → ∞, e 1 dt diverges.

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 s
L{cos(at)} = , s>0
s 2 + a2
proof: !
Z −st
u = cos(at), dv = e dt
−st
I = e cos(at) dt e−st
⇒ du = −a sin(at)dt, v =
Z −s !
−st −st
−e cos(at) a −st u = sin(at), dv = e dt
= − e sin(at) dt e−st
s s ⇒ du = a cos(at)dt, v =
  −s

Z
−e−st cos(at) a  −e−st sin(at) a 
= −  + e−st cos(at) dt
s s s s 
| {z }
I
1 a a2
= − e−st cos(at) + 2 e−st sin(at) − 2 I
s s s
 
a2 1 a
⇒ 1 + 2 I = − e−st cos(at) + 2 e−st sin(at)
s s s
 
s2 1 −st a −st
⇒I= 2 − e cos(at) + e sin(at) +C
s + a2 s s2

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 Z∞ Zb
L{cos(at)} = e−st cos(at) dt = lim e−st cos(at) dt
b→∞
0
 0
 t=b
s2 1 −st a −st
= lim − e cos(at) + 2 e sin(at)
b→∞ s2 + a2
2
 s s t=0 
s 1 −sb a −sb 1
= lim 2 − e cos(ab) + e sin(ab) + − 0
b→∞ s + a2 s| {z } s2 | {z } s
→ 0 → 0

if s > 0 if s > 0

s
= if s > 0
s2 + a 2
 
−1 ≤ cos(ab) ≤ 1
 
 −sb −sb 

 −e ≤ e−sb cos(ab) ≤ |e {z } ⇒ e−sb cos(ab) → 0 (if s > 0) by squeeze thm. 

 | {z } 
 
 → 0 → 0 
 
 
 if s > 0 
 if s > 0 
 
Similarly, e−sb sin(ab) → 0 (if s > 0) by squeeze thm.

Similar calculations (exercise) gives:

a
L{sin(at)} = 2 , s>0
s + a2

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Suppose that f and g are two functions whose Laplace transforms
exists for s > a1 and s > a2 , respectively. Let a, b be two scalars.
Then for s > max{a1 , a2 } we have
Z∞
L{af(t) + bg(t)} = e−st [af(t) + bg(t)] dt
0
Z∞ Z∞
= a e−st f(t) dt + b e−st g(t) dt
0 0
Hence
L{af(t) + bg(t)} = aL{f(t)} + bL{g(t)}
(that is, Laplace transform is linear.)
Inductively we can show that
L{c1 f1 (t) + c2 f2 (t) + ... + cn fn (t)} = c1 L{f1 (t)} + c2 L{f2 (t)} + ... + cn L{fn (t)}
Example
f(t) = 2e3t + 4 cos t − 6 sin(7t) − 8
⇒ L{f(t)} = 2L{e3t } + 4L{cos t} − 6L{sin(7t)} − 8L{1}
1 s 7 1
⇒ L{f(t)} = 2 · +4· 2 −6· 2 −8· , s > 3.
s−3 s +1 s + 49 s
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Theorem
Suppose that f is continuous and f ′ is piecewise continuous on [0, A]
for any A > 0. Suppose further that there exist constants K, a, M such
that |f(t)| ≤ Keat for t ≥ M. Then L{f ′ (t)} exists for s > a, and
moreover
L{f ′ (t)} = sL{f(t)} − f(0)
Proof.
Let the points of discontinuity of f ′ on [0, A] be t1 < t2 < ... < tn then
 
ZA Zt1 Zt2 ZA −st , dv = f ′ (t)dt
−st ′ −st ′ −st ′ −st ′  u = e 
e f (t)dt = e f (t)dt + e f (t)dt + ... + e f (t)dt  
t1 tn ⇒ du = −se−st dt, v = f(t)
0 0
 
Zt1 Zt2 ZA
−st t1 −st t2 −st A  −st −st −st 
= e f(t) +e f(t) + ... + e f(t) + s e f(t)dt + e f(t)dt + ... + e f(t)dt 

0 t1 tn
0 t1 tn
Since f is continuous contributions of the integrated terms at t1 , t2 , ..., tn cancel and combining the
integrals we obtain
ZA ZA
−st ′ −sA −st
e f (t)dt = e f(A) − f(0) + s e f(t)dt
0 0
−(s−a)A
For A ≥ M, |f(A)| ≤ KeaA so |e−sA f(A)| ≤ Ke−(s−a)A . For s > a we have lim e = 0 hence
A→∞
−aA
for s > a we have lim e f(A) = 0 by squeeze theorem. Therefore, for s > a
A→∞
∞
Z ZA
−st ′ −st ′
L{f ′ (t)} = e f (t)dt = lim e f (t)dt
A→∞
0  0 
ZA ∞
Z
 −sA −st  −st
= lim e f(A) − f(0) + s e f(t)dt = 0 − f(0) + s e f(t)dt = sL{f(t)} − f(0)
A→∞
0 0
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. . . . . . . . . . . . . . . . . . . .
Corollary
If f ′ and f ′′ satisfy the same conditions that are imposed on f and f ′ ,
respectively, in the previous theorem, then L{f ′′ (t)} exists for s > a,
and is given by

L{f ′′ (t)} = s2 L{f(t)} − sf(0) − f ′ (0)

Proof.
L{f ′′ (t)} = sL{f ′ (t)} − f ′ (0) = s [sL{f(t)} − f(0)] − f′ (0) = s2 L{f(t)} − sf(0) − f ′ (0)

Inductively one can prove

Corollary
Suppose that f, f ′ , ..., f (n−1) are continuous and f (n) is piecewise continuous
on [0, A] for any A > 0. Suppose further that there exist constants K, a, M
such that |f(t)| ≤ Keat , |f ′ (t)| ≤ Keat , ...,|f (n−1) (t)| ≤ Keat for t ≥ M. Then
L{f (n) (t)} exists for s > a, and is given by

L{f (n)
(t)} = sn L{f(t)} − sn−1 f(0) − sn−2 f ′ (0) − ... − sf (n−2)
(0) − f (n−1)
(0)

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 n!
L{tn } = , s > 0 (n ∈ Z+ )
sn+1
proof: Let f(t) = tn
⇒ f ′ (t) = ntn−1 ⇒ f ′′ (t) = n(n − 1)tn−2 ⇒ ... ⇒ f (n)
(t) = n!
′ ′′
⇒ f(0) = f (0) = f (0) = ... = f (n−1)
(0) = 0

L{f (n)
(t)} = sn L{f(t)} − sn−1 f(0) − sn−2 f ′ (0) − ... − sf (n−2)
(0) − f (n−1)
(0)

L{n!} = sn L{tn }

n!L{1} = sn L{tn }
1
n! = sn L{tn } , s > 0
s
n!
L{tn } = ,s > 0
sn+1

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L{(−t)n f(t)} = F (n)
(s) where F(s) = L{f(t)}
sketch of proof:
Z∞
F(s) = e−st f(t) dt
0  
Z∞ Fact: If f is piecewise continuous on [0, A] for any A > 0
d  at 
F ′ (s) = e−st f(t) dt  and |f(t)| ≤ Ke when t ≥ M where K > 0, M > 0, a ∈ R 
ds  are constants then it is legitimate to differentiate 
0 under the integral sign with respect to s when s > a.
Z∞ Z∞
∂  −st 
= e f(t) dt = (−t)e−st f(t) dt = L{(−t)f(t)}
∂s
0 0
Similarly,
Z∞ Z∞
d
F ′′ (s) = (−t)e−st f(t) dt = (−t)2 e−st f(t) dt = L{(−t)2 f(t)}
ds
0 0
And inductively we obtain
Z∞
F (n) (s) = (−t)n e−st f(t) dt = L{(−t)n f(t)}
0

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Example
L{t cos t} =?
Solution s
L{cos t} =
s2 + 1  ′
s (s2 + 1) − 2s2 s2 − 1
L{t cos t} = −L{−t cos t} = − =− = 2
s2 + 1 2
(s + 1) 2 (s + 1)2

Z∞
at
L{e f(t)} = F(s − a) where F(s) = L{f(t)} = e−st f(t) dt
Z∞ Z∞ 0
−(s−a)t −st at
proof: F(s − a) = e f(t) dt = e e f(t) dt = L{eat f(t)}
0 0

In particular
s s−a
L{cos(bt)} = so L{eat cos(bt)} =
s2 + b2 (s − a)2 + b2
b b
L{sin(bt)} = so L{eat sin(bt)} =
s2 + b2 (s − a)2 + b2
n! n!
L{tn } = so L{eat tn } = (n ∈ Z+ )
sn+1 (s − a)n+1 . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
s−2
L{e2t cos(3t)} =
(s − 2)2 + 9

Example
4
L{e−3t sin(4t)} =
(s + 3)2 + 16

Example
4!
L{e−2t t4 } =
(s + 2)5
For the last example one can also compute as follows:
 (4)
d4
1
L{e−2t t4 } = L{e−2t (−t)4 } = 4 L{e−2t } =
 ′′′ ds ′′  s + 2 ′
−1 2 −3 · 2 4·3·2
= = = =
(s + 2)2 (s + 2)3 (s + 2)4 (s + 2)5
4!
=
(s + 2)5

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Definition
If L{f(t)} = F(s) then we say that f(t) is the inverse Laplace
transform of F(s) and we write L−1 {F(s)} = f(t)

L−1 is also linear.

Example
 
−1 s
L =?
s2 + s − 6

Solution
s s A B
= = +
s2 + s − 6 (s + 3)(s − 2) s+3 s−2
A(s − 2) + B(s + 3) = s 

s = −3 : −5A = −3  3 2
⇒
, B=A=

 5 5
s=2: 5B = 2
   
s 3/5 2/5
L−1 = L−1 +
s2 + s − 6 s
 + 3  −2
s  
3 −1 1 2 1 3 2
= L + L−1 = e−3t + e2t
5 s+3 5 s−2 5 5
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 Z∞
Definition: L{f(t)} = F(s) = e−st f(t) dt
0
Linearity: L{af(t) + bg(t)} = aL{f(t)} + bL{g(t)}

Derivatives:
L{y′ } = sL{y} − y(0)

L{y′′ } = s2 L{y} − sy(0) − y′ (0)

L{y(n) } = sn L{y} − sn−1 y(0) − sn−2 y′ (0) − ... − sy(n−2) (0) − y(n−1) (0)

List of formulas:
1
1) L{1} = , s > 0 6) L{(−t)n f(t)} = F(n) (s)
s
1
2) L{eat } = , s>a 7) L{eat f(t)} = F(s − a)
s−a
s s−a
3) L{cos(bt)} = 2 , s>0 L{eat cos(bt)} =
s + b2 (s − a)2 + b2
b b
4) L{sin(bt)} = 2 , s>0 L{eat sin(bt)} =
s + b2 (s − a)2 + b2
n! n!
5) L{tn } = n+1 , s > 0 (n ∈ Z+ ) L{eat tn } =
s (s − a)n+1
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Solutions of IVP’s using Laplace transform
Example
Use Laplace transform to solve the I.V.P.

y′′ − 2y′ − 3y = 2et , y(0) = 0, y′ (0) = 1

Solution
L {y′′ } − 2L {y′ } − 3L {y} = 2L {et }
2
s2 L{y} − sy(0) − y′ (0) − 2 [sL{y} − y(0)] − 3L{y} =
s−1
2
(s2 − 2s − 3)L{y} − 1 =
s−1
2
(s2 − 2s − 3)L{y} = 1+
s−1
s+1
(s − 3)(s + 1)L{y} =
s−1
1
L{y} =
(s − 1)(s − 3)
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 1 A B
= +
(s − 1)(s − 3) s−1 s−3
⇒ A(s − 3) + B(s − 1) = 1


s = 1 : −2A = 1  −1 1
⇒ A= , B=
 2 2
s=3: 2B = 1 

−1 1
L{y} = 2 + 2
s−1 s−3
−1 1 1 1
L{y} = · + ·
2 s−1 2 s−3
−1 t 1 3t
y = ·e + ·e
2 2

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Step Functions

Definition
Unit step function uc (t) (where c ≥ 0 a constant) is defined as


 0 if t < c
uc (t) =

 1 if t ≥ c

y y = uc (t)

c t

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. . . . . . . . . . . . . . . . . . . .
 e−cs
L{uc (t)} = , s>0
s
Z∞ Zc Z∞
proof: L{uc (t)} = e−st uc (t) dt = e−st uc (t) dt + e−st uc (t) dt
| {z } | {z }
0 0 0 c 1
Z∞ Zb t=b
e−st
= e−st dt = lim e−st dt = lim
b→∞ b→∞ −s
t=c
c  c  −cs
−1 −sb e
= lim e|{z} −e−sc = if s > 0
b→∞ s s
→ 0

if s > 0
 ∞ 
Z
As b → ∞, e−sb → 0 if s > 0, e−sb → ∞ if s < 0. When s = 0, 1 dt diverges.
c

L{uc (t)f(t − c)} = e−cs L{f(t)} (Note that constant function f(t) = 1 gives

the previous formula.)

proof: Z∞ Z∞  

L{uc (t)f(t − c)} = e−st uc (t)f(t − c) dt = e−st f(t − c) dt  x = t−c




⇒ dx = dt
0 c
Z∞ Z∞
= e−s(x+c) f(x) dx = e−cs e−sx f(x) dx = e−cs L{f(t)}
0 0
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. . . . . . . . . . . . . . . . . . . .
Example
L{u2 (t) · t4 } =?

Solution
f(t − 2) = t4 ⇒ f(t) = (t + 2)4 = t4 + 8t3 + 24t2 + 32t + 16

L{u2 (t) · t4 } = e−2s L{t 4 3 2

 + 8t + 24t + 32t + 16} 
−2s 4! 3! 2! 1 1
=e + 8 · 4 + 24 · 3 + 32 · 2 + 16 ·
s5 s s s s

Example
L{u3 (t) · et } =?

Solution
f(t − 3) = et ⇒ f(t) = et+3 = e3 et
1
L{u3 (t) · et } = e−3s L{e3 et } = e−3s e3
s−1

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Example  
3 4 − 2s
G(s) = e−2s + 2 ⇒ L−1 {G(s)} =?
s−4 s +9

Solution  
1 4 3 s 4
3· + · 2 −2· 2 = L 3e4t + sin(3t) − 2 cos(3t)
s−4 3 s +9 s +9 3
 
4
L−1 {G(s)} = u2 (t) 3e4(t−2) + sin(3(t − 2)) − 2 cos(3(t − 2))
3

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Example




 8 if t<4

g(t) =
 2t if 4 ≤ t < 6 ⇒ L{g(t)} =?



 t + 1 if 6 ≤ t

Solution
g(t) = 8 + u4 (t) · (2t − 8) + u6 (t) · (t + 1 − 2t)
L{g(t)} = L{8} + L{u4 (t) · (2t − 8)} + L{u6 (t) · (1 − t)}
| {z } | {z }
f(t − 4) f(t − 6)

f(t) = 2(t + 4) − 8 = 2t f(t) = 1 − (t + 6) = −5 − t

8
= + e−4s L{2t} + e−6s L{−5 − t}
s  
8 −4s 2 −6s 5 1
= +e +e − − 2
s s2 s s

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 

 f0 (t) if t < c1





 f1 (t) if c1 ≤ t < c2






 f2 (t) if c2 ≤ t < c3
g(t) = ..



 .





 fn−1 (t) if cn−1 ≤ t < cn





fn (t) if cn ≤ t

g(t) = f0 (t)+uc1 (t)·[f1 (t) − f0 (t)]+uc2 (t)·[f2 (t) − f1 (t)]+...+ucn (t)·[fn (t) − fn−1 (t)]

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