Lecture 9 - 2

EEF 210E
DIFFERENTIAL EQUATIONS
LECTURE 9
CHAPTER 6
THE LAPLACE TRANSFORM
6.1 Definition of the Laplace Transform
Improper Integrals
where A is a positive real number.

If the integral from a to A exists for each A > a, and if the limit
as A→∞ exists, then the improper integral is said to converge
to that limiting value.
Otherwise the integral is said to diverge, or to fail to exist.
Example Let where c is a real nonzero constant.
Then
It follows that the improper integral converges to the value −1/c

if c < 0 and diverges if c > 0.
If c = 0, the integrand f (t) is the constant function with value 1.
In this case
so the integral again diverges.

Piecewise Continuous Functions
A function f is said to be piecewise continuous on an interval
α ≤ t ≤ β if the interval can be partitioned by a finite number of
points so that
1. f is continuous on each open subinterval .
2. f approaches a finite limit as the endpoints of each subinterval
are approached from within the subinterval.
In other words, f is piecewise continuous on α ≤ t ≤ β if it is continuous
there except for a finite number of jump discontinuities.
 The integral of a piecewise continuous function on a finite
interval is just the sum of the integrals on the subintervals created
by the partition points.
 Values are assigned to the function f at the endpoints α and β and at

the partition points and .
 However, it does not matter whether f (t) is defined at these
points, or what values may be assigned to f (t) at them. The values of
the integrals in remain the same regardless.
 If f is piecewise continuous for t ≥ a, the exists for each

A > a.
 However, piecewise continuity is not enough to ensure convergence of
the improper integral
Proof will not be given.
Compare the areas and
The Laplace Transform
An Integral Transform is a relation of the form:
transform Kernel function
These are very useful in solving linear differential equations.

The Laplace transform is defined as:
The Kernel is:

In general, the parameter s may be complex, but here we will be
dealing with real s.
The Laplace transform F of a function f exists if f satisfies the
following conditions:
 Functions that satisfy the conditions of this theorem are called as

piecewise continuous and exponential order.
 To establish this theorem, we must show that
converges for s > a.
Exists by part 1) of the theorem
We have to show the convergence of
The limit converges if

Example
Example
Example
Integate by parts
A second integration by parts yields:
Solve for
Linearity of Laplace Transform
 Now let us suppose that and are two functions whose

Laplace transforms exist for and respectively.
Then, for s greater than the maximum of and :
Hence:
Example Find the Laplace transform of
6.2 Solution of Initial Value Problems
Proof: Consider
Assume f’ has points of discontinuity
u dv
Integrating each term on the right by parts yields:
Since f is continuous, the contributions of the integrated terms at
cancel.
Further, the integrals on the right side can be combined into a single
integral, so that we obtain:
0
For we have as
whenever
Second and Higher Order Derivatives
Example
inverse transform
Now we must find the function whose Laplace transform is Y(s) (the
inverse Laplace transform)
(Page:321)
Properties of Laplace Transform
 It converts a differential equation into an algebraic equation.

 By using Laplace transform method, the solution for an initial
value problem can be automatically found.
 Nonhomogeneous equations can be solved in the same way.
 It can also be applied to higher order equations.
 The inverse Laplace transform is also a linear operator.
 Frequently, a Laplace transform F(s) is expressible as a sum of
several terms:
 Suppose that
 Then the function
has the Laplace transform and:

Example
Example
6.3 Step Functions
 To deal effectively with functions having jump discontinuities, it is
very helpful to introduce a function known as the unit step function
or Heaviside function.
Example Sketch the graph of , where
Example Consider the function
Express in terms of
Laplace transform of the unit step function
0 as
Now, consider a function and its translation by c units in the
positive t-direction, :
We can express this function as:

Proof:
Introduce a new integration variable:

Example
Example Find the inverse transform of
This function can also be written as:

Proof
Example Find the inverse transform of
Differentiation of Transforms
If f(t) is piecewise continuous for and as
, then:
for Equivalently;
If you apply it repeatedly, you get:
for
Proof:
Example Find
Example Find
Integration of Transforms
If f(t) is piecewise continuous for and as
, then, provided that
exists and is finite:
It follows that:
for Equivalently;
Proof:
Reverse the order of integration:

Example: Find
Since

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EEF 210E

where A is a positive real number.

It follows that the improper integral converges to the value −1/c

so the integral again diverges.

 Values are assigned to the function f at the endpoints α and β and at

 If f is piecewise continuous for t ≥ a, the exists for each

transform Kernel function

These are very useful in solving linear differential equations.

The Kernel is:

 Functions that satisfy the conditions of this theorem are called as

We have to show the convergence of

The limit converges if

A second integration by parts yields:

 Now let us suppose that and are two functions whose

 It converts a differential equation into an algebraic equation.

 Then the function

has the Laplace transform and:

We can express this function as:

Introduce a new integration variable:

This function can also be written as:

If you apply it repeatedly, you get:

exists and is finite:

Reverse the order of integration:

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