Laplace Transforms

Definition. An ordinary differential equation is an equation that

contains one or several derivatives of an unknown function which we
call y and which we want to determine from the equation.
The equation may contain y itself as well as given functions and con-
stants.

Examples. Is this equation differential?

y 2 − 2y 0 + 1 = 0 , y 2 − 2y + 1 = 0 , (y 0)2 − 2y + 1 = cos x ,

(y 0)2 − 2y + 1 = cos y , yy 0 − 2y 00 + 1 = xey ,

ˆ x ˆ x
y 2 000 −y(u)2 y 2 000 2
+ x y = e du , + x y = e−u du
y0 0 y0 0

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1 Laplace Transform. Inverse Transform

The Laplace Transform is used to reduce a differential equation to an

algebraic one.
Definition. Let f (t) be a given function defined for all t ≥ 0
ˆ ∞
F (s) = e−stf (t) dt
0

is the Laplace transform of f (t). It is denoted by L (f )

L (f ) = F (s)

The operation is also called the Laplace transform.

The original function f (t) is called the inverse transform
or the inverse of F (s) and is denoted by L −1(F )

f (t) = L −1(F )

Example.
1
f (t) = 1 , L (f ) = L (1) = ,
s

1
f (t) = eat , L (eat) = , s > Re(a)
s−a

2
Some Properties of Laplace Transform
1. Linearity
L (af + bg) = a L (f ) + b L (g)
Example.
s a
L (cosh at) = , L (sinh at) = ,
s2 − a2 s2 − a2

s ω
L (cos ωt) = , L (sin ωt) =
s2 + ω 2 s2 + ω 2

2. First Shifting Theorem

If f (t) has the transform F (s), s > k,
then eatf (t) has F (s − a), s − a > k

L (f (t)) = F (s) , s > k,

L (eatf (t)) = F (s − a) , s > k + a,

eatf (t) = L −1(F (s − a))

Proof.
ˆ ∞ ˆ ∞
F (s − a) = −(s−a)t
e f (t) dt = e−steatf (t) dt = L (eatf (t))
0 0

Example. Damped vibrations

s−a
L (eat cos ωt) = , s > a,
(s − a)2 + ω 2

ω
L (eat sin ωt) = , s>a
(s − a)2 + ω 2

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Transform of Derivatives

1. Laplace transform of the first derivative of f

L (f 0) = s L (f ) − f (0)
Proof.
ˆ ∞ ˆ ∞
L (f ) =
0
e −st 0
f (t) dt = e−st d(f (t))
0 0

ˆ ∞
=e −st
f (t) |∞
0 +s e−stf (t) dt = s L (f ) − f (0)
0

2. Laplace transform of the second derivative of f

L (f 00) = s2 L (f ) − sf (0) − f 0(0)

Proof. f 00 = (f 0)0, thus

L (f 00) = s L (f 0) − f 0(0) = s2 L (f ) − sf (0) − f 0(0)

3. Laplace transform of the third derivative of f

L (f 000) = s3 L (f ) − s2f (0) − sf 0(0) − f 00(0)

Proof. f 000 = (f 00)0, thus

L (f 000) = s L (f 00) − f 00(0) = s3 L (f ) − s2f (0) − sf 0(0) − f 00(0)

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Example. L (t2) =? L ((t2)00) = L (2) = 2/s. Thus, L (t2) = 2/s3
Example. f (t) = cos ωt, L (f ) =? f 0 = −ω sin ωt, f 00 = −ω 2f
Example. f (t) = y 00 + ay 0 + by
L (f ) = (s2 + as + b)L (y) − (s + a)y(0) − y 0(0)

Initial Value Problem

y 00 + ay 0 + by = r(t) , y(0) = k0 , y 0(0) = k1 , a, b are const

Here r(t) is the input (driving force) applied to the mechanical
system, and y(t) is the output (response of the system).

In Laplace’s method we do 3 steps

1. Notation: Y = L (y), R = L (r)
Transform the equation
(s2 + as + b)Y − (s + a)y(0) − y 0(0) = R
This is the subsidiary equation.

2. Solve it for Y
Y (s) = [(s + a)y(0) + y 0(0)] Q(s) + R(s)Q(s)
where
1
Q(s) =
s2 + as + b
is called the transfer function.
In the simplest case y(0) = y 0(0) = 0
Y L (output)
Y (s) = R(s)Q(s) ⇒ Q = =
R L (input)

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 3. Do the inverse Laplace transform

y(t) = L −1(Y )

Example. y 00 − y = t, y(0) = 1, y 0(0) = 1

Example. y 00 + 2y 0 + y = e−t, y(0) = −1, y 0(0) = 1

2 Unit Step Function

u(t)
 1
0 for t < 0
u(t) =
1 for t > 0
t
0
At t = 0 it is undefined or can be defined to be 0, 1 or 1/2.
The unit step function is also called the Heaviside function and
denoted by θ(t).
It can be thought of as an idealisation of a smooth function which
changes very quickly from 0 to 1. For example
uϵ (t)

  1
1 1 t
u(t) = + tan−1
2 π 
t
0

Example. Write the function in a piece-wise form, and plot it

3 u(t + 1) − u(t − 2) + 2u(t − 3)

Note also that u(t) + u(−t) = 1

6
 f(t)
The unit step function is used
to model the effect of a driving force t

being on or off.
If we want to switch a driving force f(t)u(t-a)

f (t) on at some time t = a we can

t
multiply f (t) by u(t − a):
f (t) → f (t)u(t − a)
f(t)u(b-t)
To switch it off at t = b we multiply
it by u(b − t) = 1 − u(t − b): t
f (t) → f (t) − f (t)u(t − b)
Thus, to switch on at t = a and then f(t)(u(t-a)-u(t-b))
to switch off at t = b we multiply
it by u(t − a) − u(t − b): t

f (t) → f (t)(u(t − a) − u(t − b))

Example. Write the function in a piece-wise form, and plot it

y(t) = cos 3t − u(t − π) − u(t − π) cos 3t + 2u(t − 2π) sin 3t
Example. Write the function whose graph is shown in terms of the
unit step function
4
4

3
2

2
2 4 6 8 10 12
1
-2

-4 2 4 6 8 10 12

Here f (t) = 4 sin πt/2

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Second shifting theorem; t-shifting

If f (t) has the transform F (s), then the “shifted function”


0 for t < a
f˜(t) = f (t − a)u(t − a) =
f (t − a) for t > a
has the transform e−asF (s):

L f (t − a)u(t − a) = e−asF (s)

f (t − a)u(t − a) = L −1 e−asF (s)

Proof.
ˆ ∞ ˆ ∞
−as −as −sτ
e F (s) = e e e−s(τ +a)f (τ ) dτ
f (τ ) dτ =
ˆ0 ∞ 0 ˆ
∞
−st
= |τ + a = t| = e f (t − a) dt = e−stf (t − a)u(t − a) dt
a 0
= L (f (t − a)u(t − a))

Examples.
f (t) = 1 , L (f˜) =?

2 for 0 < t < 2

f (t) = t − 4 for 2 < t < 4 , L (f ) =?
sin πt for t > 4


2 2e−2s 4e−2s se−πs

F (s) = 2 − 2 − + 2 , f (t) =?
s s s s +1

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 Example. Response of an RC-circuit to a single square wave.
Find the current i(t) in the circuit below if a single square wave with
voltage V0 is applied. The circuit is assumed to be quiescent before the
square wave is applied.

C
v(t)

v0

v(t)

t
a b
R
The equation of the circuit is
q(t)
R i(t) + = v(t)
C
The solution is


 0 for 0 < t < a
t
i(t) = K1e− RC for a < t < b
t
 (K − K )e− RC

1 2 for t > b

V0 a V0 b
K1 = e RC , K2 = e RC
R R

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3 Dirac’s delta function

Often we need to describe phenomena of an impulsive nature which in-

volve the action of very large forces or voltages over very short intervals
of time.
We define the impulse of a driving force f (t) over a time interval
a ≤ t ≤ a + k to be the integral of f (t) from a to a + k.
We consider the case of a very short time intervals, i.e. very small k
and its limit k → 0 where the force acts only for an instant but we
want the impulse to stay finite.
Consider fk (t-a)
Area = 1
1/k
1
k for a < t < a + k
fk (t − a) =
0 for otherwise
Its impulse Ik is 1 for all k.
Let us represent fk (t − a) as

u(t − a) − u(t − a − k)
fk (t − a) =
k t
a a+k
The limit of fk (t − a) as k → 0 is
denoted by δ(t − a)
u(t − a) − u(t − a − k)
δ(t − a) = lim fk (t − a) = lim = u0(t − a)
k→0 k→0 k
and is called the Dirac delta function (or the unit impulse function)
Dirac’s delta function is not a function in the ordinary sense because
 ˆ ∞
∞ for t = a
δ(t − a) = , but δ(t − a) dt = 1
0 for otherwise −∞
It is a so-called distribution or generalised function.
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Nevertheless, the Laplace transform of Dirac’s delta function is well-
defined as is seen from the Laplace transform of fk (t − a)

L (u(t − a)) − L (u(t − a − k))

L (fk (t − a)) =
k
−as −(a+k)s −ks
e −e −as 1 − e
= =e
ks ks
Taking the limit k → 0, we get

L (δ(t − a)) = e−as

Example. Response of a damped vibrating system to a

single square wave and to a unit impulse

y 00 + 3y 0+2y = r(t) , y(0) = 0 , y 0(0) = 0

(A) r(t) = u(t − 1) − u(t − 2)

(B) r(t) = δ(t − 1)

y
0.25
0.20
0.15
0.10
0.05
t
2 4 6 8 10

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4 Convolution

Convolution Theorem. The product of the transforms

F (s) = L (f ) and G(s) = L (g) is the transform H(s) = L (h) of
the convolution h(t) of f (t) and g(t) which is denoted by (f ? g)(t)
and defined by
ˆ t
h(t) = (f ? g)(t) = f (τ )g(t − τ ) dτ
0

Example. H(s) = 1/(s2 + 1)2

Properties of the convolution

1. Commutative law: f ?g =g?f
2. Distributive law: f ? (g1 + g2) = f ? g1 + f ? g2
3. Associative law: (f ? g) ? v = f ? (g ? v)
4. f ? 0 = 0 ? f = 0
5. In general, f ? 1 6= f

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Differential equations and the convolution

y 00 + ay 0 + by = r(t) , y(0) = k0 , y 0(0) = k1 , a, b are const

Introduce Y = L (y), R = L (r), Q(s) = 1

s2 +as+b
, and get

Y (s) = [(s + a)y(0) + y 0(0)] Q(s) + R(s)Q(s)

If y(0) = y 0(0) = 0
ˆ t
Y (s) = R(s)Q(s) ⇒ y(t) = q(t − τ )r(τ ) dτ
0

It is the integral representation of the solution.

Example. Response of a damped vibrating system to a single square
wave
y 00 + 3y 0+2y = u(t − 1) − u(t − 2) , y(0) = 0 , y 0(0) = 0

Integral equations and the convolution

Example
ˆ t
y(t) = t + sin(t − τ )y(τ ) dτ
0

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