UECM1653 Mathematics for Engineering I

UECM1683 Mathematics for Physics I

Chapter 4 : Laplace Transform

The Laplace transform is an important tool for solving certain kinds of initial values problem,
particularly those involving discontinuous forcing function, as occur frequently in areas such as
electric and communication engineering, quantum physics, solution of partial differential
operation, etc. It is also used to solve boundary value problems involving partial differential
equations to analyze wave and diffusion phenomena. The Laplace transform is an example of a
class called integral transforms, and it takes a function 𝑓(𝑡) of one variable t (which we shall
refer to as time) into a function 𝐹(𝑠) of another variable s (the complex frequency).

Definition:
The Laplace transform of a function f is a function ℒ 𝑓 𝑡 (𝑠) defined by

∞
ℒ 𝑓 𝑡 (𝑠) = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = 𝐹(𝑠)
0

The improper integration is with respect to t and defines a function of the new variables s for all
s such that this integral converges.
Note- we call it improper integral because the upper limit in the integral is infinite, so the domain
of integration is infinite. And because the lower limit in the integral is zero, it follows that the
negative values of t for 𝑓(𝑡) is ignored or suppressed that means 𝐹(𝑠) contains information of
𝑓(𝑡) only for 𝑡 ≥ 0. In general, however, unless the domain is clearly specified, a function 𝑓(𝑡)
is normally intepreted as being defined for all real values, both positive and negative, of t.
Making use of the Heaviside unit step function 𝐻 𝑡 , where
0 𝑡<0
𝐻 𝑡 =
1 𝑡≥0
We have
0 𝑡<0
𝑓 𝑡 𝐻 𝑡 =
𝑓(𝑡) 𝑡≥0
Thus the effect of multiplying f (t) by H(t) is to convert it into a causal function.
Graphically, the relationship between f (t) and f (t)H(t) is

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It follows that the corresponding Laplace transform 𝐹(𝑠) contains full information on the
behavior of 𝑓(𝑡)𝐻(𝑡). Consequently, strictly speaking one should refer to { 𝑓(𝑡)𝐻(𝑡), 𝐹(𝑠)}
rather than { 𝑓(𝑡), 𝐹(𝑠)} as being a Laplace transform pair. However, it is common practice to
drop the 𝐻(𝑡) and assume that we are dealing with causal functions.

Notation:
Because the symbol ℒ 𝑓 𝑡 (𝑠) may be awkward to write in computations, we will

make the following convention. We will use lowercase letters for a function we put into the
transform and the corresponding uppercase letters for the transformed function.

ℒ𝑓 𝑡 =𝐹 𝑠 ℒ𝑔 𝑡 =𝐺 𝑠 ℒ𝑥 𝑡 =𝑋 𝑠 ℒ 𝑦 =𝑌

Example 1:
Let c be any real number, and 𝑓 𝑡 = 𝑐. The Laplace transform of f is the function defined by

∞ ∞
ℒ𝑓 𝑡 =ℒ 𝑐 = 𝑒 −𝑠𝑡 𝑐 𝑑𝑡 = 𝑐 𝑒 −𝑠𝑡 𝑑𝑡
0 0
𝑘 𝑘
1 −𝑠𝑡
= lim 𝑐 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑐 lim − 𝑒
𝑘→∞ 0 𝑘→∞ 𝑠 0

1 −𝑠𝑘 1 1 𝑐
= 𝑐 lim − 𝑒 + =𝑐 = ∎
𝑘→∞ 𝑠 𝑠 𝑠 𝑠

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Example 2:
Let a be any real number, and 𝑓 𝑡 = 𝑒 𝑎𝑡 . The Laplace transform of f is the function defined
by
∞ ∞
ℒ𝑓 𝑡 = ℒ 𝑒 𝑎𝑡 = 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡 = 𝑒 𝑎 −𝑠 𝑡
𝑑𝑡
0 0
𝑘 𝑘
𝑎 −𝑠 𝑡
1 𝑎 −𝑠 𝑡
= lim 𝑒 𝑑𝑡 = lim 𝑒
𝑘→∞ 0 𝑘→∞ 𝑎−𝑠 0

1 1
= lim 𝑒 𝑎−𝑠 𝑘 − where 𝑠 > 𝑎
𝑘→∞ 𝑎 − 𝑠 𝑎−𝑠
1 1
=− = ∎
𝑎−𝑠 𝑠−𝑎

Example 3:
Determine The Laplace transform of the ramp function 𝑓 𝑡 = 𝑡 .

Solution:

Exercise 1:
Determine The Laplace transform of the ramp function 𝑓 𝑡 = 2𝑒 −5𝑡 .

Solution:

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Laplace Transform Table

f (t ) L( f ) f (t ) L( f )

1 s
1 cos  t
s s 2 2

1 
t sin  t
s2 s 2 2

tn n! cosh a t
s
n  0,1,... s n 1 s  a2
2

(a  1) a
sinh a t
ta s  a2
2
s a 1

2s
1 t sin t 
eat
sa s 2
2 
2

a b s2  2
e at  e bt t cost 
s  a s  b s 2
2 
2

Note that: Γ 𝑛 + 1 = 𝑛!

Properties of Laplace Transform

Now we consider some of the properties of the Laplace transform that will enable us to find
further transform pairs {𝑓(𝑡 ), 𝐹(𝑠)} without having to compute them directly using the
definition.

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The Linear properties of Laplace Transform:

A fundamental property of the Laplace transform is its linearity, which may be stated as follows:
Let f and g be functions where Laplace transforms exist, and let 𝛼 and 𝛽 be constants. Then

ℒ 𝛼𝑓 𝑡 +𝛽𝑔 𝑡 =𝛼ℒ 𝑓 𝑡 + 𝛽ℒ 𝑔 𝑡
=𝛼𝐹 𝑠 +𝛽𝐺 𝑠 .

Example 4:
Determine The Laplace transform of the ramp function 𝑓 𝑡 = −5𝑡 + 4𝑒 −3𝑡 .

Solution:
1 1
Using ℒ 𝑡 = and ℒ 𝑒 𝑎𝑡 = 𝑠−𝑎 from previous examples
𝑠2

Exercise 2:
Determine the Laplace transform of the following function
(i) k (t )  5e 4t  sin(3t )
(ii) w(t )  cos(5t )  2t cos(3t )

(iii) f (t )  4  3t sin(2t )  5t 3  2e 7t

(iv) h(t )  14t 5  4 sinh(7t )

Solution:

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The Inverse Laplace Transform

If ℒ 𝑓 𝑡 (𝑠) = 𝐹 𝑠 , then ℒ −1 𝐹 𝑠 = 𝑓 𝑡 denotes a function 𝑓(𝑡) whose Laplace transform
is 𝐹(𝑠) and is called the inverse Laplace transform of 𝐹(𝑠) . That is

ℒ𝑓 𝑡 =𝐹 𝑠 ⟹ ℒ −1 𝐹 𝑠 =𝑓 𝑡

Example 5:
1 1
ℒ −1 = 𝑒 𝑎𝑡 Since ℒ 𝑒 𝑎𝑡 =
𝑠−𝑎 𝑠−𝑎
1 1
ℒ −1 = 1 Since ℒ1 = ■
𝑠 𝑠

Remark:
The inverse Laplace transform also has linearity property

ℒ −1 𝛼 𝐹 𝑠 + 𝛽 𝐺 𝑠 = 𝛼 ℒ −1 𝐹 𝑠 + 𝛽 ℒ −1 𝐺 𝑠
= 𝛼 𝑓(𝑡) + 𝛽 𝑔(𝑡).

The most obvious way of finding the inverse transform of the function 𝐹(𝑠) is using a table of
transforms. Sometimes it is possible to write down the inverse transform directly from the table,
but more often than not. It is first necessary to carry out some algebraic manipulation of 𝐹(𝑠).
In particular, we frequently need to determine the inverse transform of a rational function of the
𝑝(𝑠)
form , where 𝑝(𝑠) and 𝑞(𝑠) are polynomials in s. in such cases the procedure is first to
𝑞(𝑠)

resolve the function into partial fractions and then to use the table of transforms.

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Example 6:
Find the following inverse Laplace transforms.

3
(i) ℒ −1 𝑠−6
4𝑠
(ii) ℒ −1 𝑠 2 +6 2
1 4𝑠
(iii) ℒ −1 + 𝑠 2 −9
3𝑠 4
1
(iv) ℒ −1 𝑠 2 +𝑠−6
2
(v) ℒ −1 𝑠 2 +3𝑠−28

Solution:

Exercise 3:
Find the inverse Laplace transform of the following functions.
5s 4
(i) G( s)   2
s  11 s  8
2

3s 2  27
(ii) F ( s)   2
( s  4) 2
s
(iii) Q( s ) 
s  64
2

7
(iv) R( s) 
s 92

Solution:
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The First Shifting Theorem (s – shifting)

Exponential modulation theorem
The shifting theorems of this section will enable us to solve problems involving pulses and other
discontinuous forcing functions. We will show that the Laplace transform of 𝑒 𝑎𝑡 𝑓(𝑡) is the
transform of 𝑓(𝑡), shifted a units to the right. This shift is achieved by replacing s by s-a in
𝐹(𝑠) to obtain 𝐹(𝑠 − 𝑎).

Theorem:
If 𝑓(𝑡) is a function having Laplace transform 𝐹(𝑠), then for any number a,

L[e a t f (t )]  F (s  a)
or L 1[ F (s  a)]  e a t f (t )

This conclusion is also called shifting in the s variable.

Proof:
 
L[e at f (t )](s)   e st e at f (t )dt  e ( s a)t f (t )dt  F (s  a)
0 0 ■

Example 7:

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s at
Given L[cos(bt )]   F ( s) . Find the Laplace Transform of e cos(bt ) .
s b
2 2

Solution:
Use First shifting theorem,
s
L[e at cos(bt )]  F (s  a) and L[cos(bt )]   F ( s)
s  b2
2

( s  a)
So L[e at cos(bt )]  F ( s  a) 
( s  a) 2  b 2 ■

Example 8:
24
Given L[t ] 
4
. Find the Laplace Transform of t 4 e5t .
s5
Solution:

Example 9:
1
Find ℒ −1 .
𝑠+2 2

Solution:

Exercise 4:
Determine

1. ℒ 𝑒 −3𝑡 sin 2𝑡
1 1
2. ℒ −1 +
𝑠+7 𝑠−4 5

1
3. ℒ −1 2
𝑠+1 𝑠 2 +4

Solution:
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Derivative-of-transform property:
This property relates operations in the time domain to those in the transformed s domain, but
initially we shall simply look upon it as a method of increasing our repertoire of Laplace
transform pairs. The property is also sometimes referred to as the multiplication-by-t property. A
statement of the property is contained in the following theorem.

Derivative of transform:
Theorem:
If 𝑓(𝑡) is a function having Laplace transform of
ℒ𝑓 𝑡 =𝐹 𝑠
then the functions 𝑡 𝑛 𝑓(𝑡) (𝑛 = 1, 2, . . . ) also have Laplace transforms, given by

𝑛 𝑛
𝑑 𝑛 𝐹(𝑠)
ℒ 𝑡 𝑓(𝑡) = −1 , 𝑛 = 1, 2, …
𝑑𝑠 𝑛

Example 10:
Find ℒ 𝑡 sinh(2𝑡) .

Solution:

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Example 11:
Find ℒ 𝑡 2 sin(3𝑡)

Solution:

Exercise 5:

1. Find ℒ 𝑡 3 𝑒 −2𝑡
2. Find ℒ 𝑡 cosh 𝑎𝑡

Solution:
1.

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Heaviside function (Unit step function)

Functions having jump discontinuities are efficiently treated by using the unit step function or
Heaviside function H, defined by
0 , t  0
H (t )  
1 , t  0
This is the Heaviside function shifted a units to the right:

0 , t  a
H (t  a)  
1 , t  a

In particular,

 0 ,t  a
H (t  a) g (t )  
 g (t ) , t  a
so the function 𝐻(𝑡 − 𝑎) may be interpreted as a device for ‘switching on’ the function 𝑓(𝑡) at
𝑡 = 𝑎. In this way the unit step function may be used to write a concise formulation of
piecewise-continuous functions. Consider the piecewise continuous function 𝑓(𝑡)
𝑓1 𝑡 0≤ 𝑡 < 𝑎
𝑓 𝑡 = 𝑓2 𝑡 𝑎 ≤ 𝑡 < 𝑏
𝑓3 𝑡 𝑡 ≥𝑏
In terms of the unit step function, the function 𝑓(𝑡) may thus be expressed as

𝑓 𝑡 = 𝑓1 𝑡 𝐻 𝑡 + 𝑓2 𝑡 – 𝑓1 𝑡 𝐻 𝑡 – 𝑎 + 𝑓3 𝑡 – 𝑓2 𝑡 𝐻 𝑡 – 𝑏 .

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Alternatively, 𝑓(𝑡) may be constructed using the top hat function 𝐻(𝑡 − 𝑎) − 𝐻(𝑡 − 𝑏).
Clearly, p393
1 𝑎 ≤ 𝑡 < 𝑏
𝐻 𝑡 − 𝑎 − 𝐻(𝑡 − 𝑏) =
0 otherwise

which gives
𝑓 𝑡 𝑎 ≤ 𝑡 < 𝑏
𝑓 𝑡 𝐻 𝑡−𝑎 −𝐻 𝑡−𝑏 = .
0 otherwise

Example 12:
Express in terms of unit step functions the piecewise-continuous causal function
2𝑡 2 0≤ 𝑡 < 3
𝑓 𝑡 = 𝑡+4 3 ≤ 𝑡 < 5
9 𝑡 ≥5
Solution:
𝑓(𝑡) = 2𝑡 2 𝐻(𝑡) + (𝑡 + 4 − 2𝑡 2 )𝐻(𝑡 − 3) + (9 − 𝑡 − 4)𝐻(𝑡 − 5)
That is,
𝑓 𝑡 = 2𝑡 2 𝐻 𝑡 + 𝑡 + 4 − 2𝑡 2 𝐻 𝑡 − 3 + 5 − 𝑡 𝐻 𝑡 − 5 .

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On the other hand, 𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎) represents a translation of the function 𝑓(𝑡) by a units
to the right (to the right, since 𝑎 > 0), so that
2
𝑓 𝑡 = 2𝑡 2 𝐻 𝑡 + 𝑡−3 +3 +4−2 𝑡−3 +3 𝐻 𝑡 − 3

+ 5− 𝑡−5 +5 𝐻 𝑡−5 .

𝑓 𝑡 = 2𝑡 2 𝐻 𝑡 + −2 𝑡 − 3 2
− 5 𝑡 − 3 − 2 𝐻 𝑡 − 3 + 10 − 𝑡 − 5 𝐻 𝑡 − 5 ∎

Second Shifting Theorem (shifting in the t variable)

If 𝑓(𝑡) is a function having Laplace transform 𝐹(𝑠), then for a positive constant a,

L[ H (t  a) f (t  a)](s)  e  a s F (s)

or L 1[e  a s F (s)]  H (t  a) f (t  a)

Example 13:
Find the Laplace transform L[ H (t )].
Solution:
∞ ∞ ∞
−𝑠𝑡 −𝑠𝑡
𝑒 −𝑠𝑡 1
𝐿𝐻 𝑡 = 𝑒 𝐻 𝑡 𝑑𝑡 = 𝑒 ∙ 1 𝑑𝑡 = = ∎
𝑠 0
𝑠
0 0

Example 14:
Find the Laplace transform L[ H (t  a)].
Solution:
∞ ∞ ∞
−𝑠𝑡 −𝑠𝑡
𝑒 −𝑠𝑡 𝑒 −𝑎𝑠
𝐿 𝐻 𝑡−𝑎 = 𝑒 𝐻 𝑡 − 𝑎 𝑑𝑡 = 𝑒 ∙ 1 𝑑𝑡 = = ∎
𝑠 𝑎
𝑠
0 𝑎

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Example 15:
Find the Laplace transform L[g ] , where

 0 ,t  2
g (t )   2
t  1 , t  2
Solution:

Example 16:

 se 3 s 
1
Find L  2 
s  4
Solution:

Exercise 6:

1- Find the Laplace transform of 𝑓(𝑡).

cos 2𝑡 1 ≤ 𝑡 < 3 𝑡2 0≤ 𝑡 < 3

(i) 𝑓 𝑡 =
0 𝑜𝑡𝑕𝑒𝑟𝑤𝑖𝑠𝑒 (ii) 𝑓 𝑡 = 2𝑡 + 3 3 ≤ 𝑡 < 5
7 𝑡 ≥5

2- Find the inverse Laplace transform of

4𝑒 −4𝑠 𝑒 −𝜋𝑠 (𝑠+3)
(i) ℒ −1 (ii) ℒ −1
𝑠 𝑠+2 𝑠 𝑠 2 +1

Solution:
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Convolution

If f (t) and g(t) are defined for t  0 , then the convolution f  g of f with g is a function
defined by
t
( f  g )(t )   f (t   ) g ( )d for t  0 such that this integral converges.
0

Remark: ( f  g )(t )  ( g  f )(t )   g (t   ) f ( )d

0

Example 17:

Find the convolution of f (t )  sin t and g (t )  t .

Solution:
t t
( f  g )(t )  ( g  f )(t )   (t   ) sin( )d   t sin( )   sin( )d  t  sin t
0 0

The Convolution Theorem:

If 𝑓(𝑡) and 𝑔(𝑡) have Laplace transforms 𝐹(𝑠) and 𝐺(𝑠) respectively, then,

ℒ 𝑓 ∗ 𝑔 = ℒ 𝑓 ℒ 𝑔 = 𝐹 𝑠 𝐺(𝑠)

And the inverse convolution theorem is

L 1[ FG ]  f  g

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Example 18:

1  1 
Find L  2  by using the convolution theorem
 s( s  4) 

Solution:

Example 19:

Find Lt  cos t 

Solution:

Exercise 7:
1
Determine ℒ −1 𝑠 2 𝑠+2 2

Solution:

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Solution of Initial value problem

To apply the Laplace Transform to the solution of an initial value problem, we must able to
transform a derivative. This involves the concept of piecewise continuous function.

Suppose 𝑓(𝑡) is defined at least on [𝑎, 𝑏]. Then f is piecewise continuous on [𝑎, 𝑏] if :
1. f is continuous at all but perhaps finitely many points of [𝑎, 𝑏]
2. If f is not continuous at t0 in (𝑎, 𝑏), then 𝑓(𝑡) has finite limits form both sides at 𝑡0 .
3. 𝑓(𝑡) has finite limits as t approaches a and as t approaches b from within the interval.

Transform of a derivative
Theorem:
Let f be continuous for t  0, and suppose 𝑓 ′ is piecewise continuous on [0, k] for every k > 0.

Suppose also that lim e  sk f (k )  0 if s > 0. Then

k 

L f (s)  sF (s)  f (0)

Transform of a Higher derivative

Theorem:

Let 𝑓, 𝑓 ′ , … , 𝑓 𝑛 +1
be continuous for t  0, and suppose 𝑓 (𝑛) is piecewise continuous on
[0, 𝑘] for every k > 0. Suppose also that

lim e  sk f ( j ) (k )  0
k 

For s > 0 and j = 1,2, …, n-1. Then

L[f ( n ) ](s)  sn F(s)  sn 1f (0)  sn  2f (0)  ...  sf ( n  2) (0)  f ( n 1) (0)

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For second derivative case n=2

L f (s)  s 2 F (s)  sf (0)  f (0)

If n=3, third derivative:

ℒ 𝑓 ′′′ 𝑡 = 𝑠 3 𝐹 𝑠 − 𝑠 2 𝑓 0 − 𝑠 𝑓 ′ 0 − 𝑓 ′′ 0 .

Example 20:

Solve y   4 y  1 ; y(0)  1

Solution:
L y   4 y   L[1 ]  L[ y ]  4 L[ y ]  L[1]
1
 sY  y (0)  4Y 
s
1
 sY  1  4Y 
s
s 1
Y 
s ( s  4)

 1 5 
 s 1   4  4 
y (t )  L1[Y ]  L1    L1
 
 s ( s  4)   s s  4
 
1 1  5  1 
  L1    L1 
4  s  4  s  4 
1 5
y (t )    e 4t
4 4

Example 21:

Solve y   4 y   3 y  e t ; y(0)  0 , y (0)  2

19
UECM1653 Mathematics for Engineering I
UECM1683 Mathematics for Physics I
Solution:

Example 22:
Solve the differential equation
𝑑2 𝑥 𝑑𝑥
2
+ 5 + 6𝑥 = 2𝑒 −𝑡
𝑑𝑡 𝑑𝑡
𝑑𝑥
subject to the initial conditions 𝑥 = 1 and = 0 at 𝑡 = 0.
𝑑𝑡

Solution:

Exercise 8:

1. Solve 𝑦 ′ + 4𝑦 = cos 𝑡 ; 𝑦 0 = 0
2. Solve 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = sin 𝑡 ; 𝑦 0 = 0 , 𝑦 ′ 0 = 0
𝑑2𝑥 𝑑𝑥 𝑑𝑥
3. Solve + 2 𝑑𝑡 + 5𝑥 = 1 ; 𝑥 = 1 and = 0 at 𝑡 = 0
𝑑𝑡 2 𝑑𝑡
𝑑2𝑥 𝑑𝑥 𝑑𝑥
4. Solve − 3 + 2𝑥 = 2𝑒 −4𝑡 ; 𝑥 = 1 and = 1 at 𝑡 = 0
𝑑𝑡 2 𝑑𝑡 𝑑𝑡

Solution:
20
UECM1653 Mathematics for Engineering I
UECM1683 Mathematics for Physics I

Laplace Transform

Solve the initial value problem y  2 y  e ; y(0)  2 by

t
1.

(i) the method of integrating factor

(ii) the Laplace transform Sept 2011

2. (a) Find a particular solution of y  3 y  2 y  3e2x .

(b) Find the inverse Laplace transform of the following function using the Laplace
transform table provided.

2
(i)
s  3s  5
2

e2s
(ii) Sept 2011
s ( s  2)
3. Use Laplace transform to solve the following initial value problem

y  5 y  6 y  et , y (0)  0 , y (0)  0

Jan 2012

1  2s  3 
4. Obtain the inverse Laplace transform of L  .
 s  4s  13 
2

Jan 2012

5. Use Laplace transform to solve the following system

x  2 x  3 y   2 y  4
2 y   x  3 y  0
x(0)  x(0)  y (0)  0

21