DEPARTMENT OF MATHEMATICS

MAT391: ENGINEERING MATHEMATICS III

LESSON 1

LAPLACE TRANSFORMS
INTRODUCTION
Laplace transform methods have a key role to play in the modern approach to the analysis and design of engineering
systems. The stimulus for developing these methods was the pioneering work of the English electrical engineer Oliver
Heaviside (1850 1925) in developing a method for the systematic solution of ordinary differential equations with constant
coefficients. Heaviside was concerned with solving practical problems.

The standard methods of solving second-order differential equations with constant coefficients,

ay ′′ + by ′ + cy = f (x), (1)

are either by substitution of an assumed solution or by using D-operator methods. In either case, the general solution is first
ascertained and the arbitrary constants evaluated by insertion of the initial conditions.
Laplace transform:
1. An algebraic processes by which the solution of the differential equation is obtained.
2. The initial conditions are involved from the early stages so that the determination of the particular solution is consid-
erably shortened.
3. Enables us to deal with situations where the function is discontinuous: classical methods necessarily require the function
to be continuous.
4. The use of Laplace transforms is a powerful tool and has applications in numerous fields of technology.

LAPLACE TRANSFORMS
0.0.1 Definition and notation of Laplace transform
Definition 1. We define the Laplace transform of a function f (t) by the expression
Z ∞
L[f (t)] = f (t)e−st dt = F (s) (2)
0

where the constant parameter s is assumed to be positive and large enough to ensure that

lim f (t)e−st = 0
t→∞

for most common functions f (t).

The symbol L denotes the Laplace transform operator; when it operates on a function f (t), it transforms it into a function
F (s) of the variable s. We say the operator transforms the function f (t) in the t domain (usually called the time domain)
into the function F (s) in the s domain (usually called the frequency domain).

Laplace transforms of simple functions

Example 2 (Laplace transform of a constant function). Find the Laplace transform of f (t) = a for a constant a.
Z ∞ Z ∞
F (s) = L[f (t)] = f (t)e−st dt = ae−st dt
0 0
Z ∞
a
=a e−st dt = , for s > 0.
0 s

1
Example 3 (Laplace transform of natural Exponential function). Find the Laplace transform of f (t) = eat for a
constant a.
Z ∞ Z ∞
F (s) = L[f (t)] = f (t)e−st dt = eat e−st dt
0 0
Z ∞
1
= e−(s−a)t dt = , for s > a.
0 s−a

Example 4 (Laplace transform of cos at and sin at). By Euler’s formula we know that

eiat = cos at + i sin at

so that cos at = Re(eiat ) and sin at = Im(eiat ). It follows from Example 3 that
1 s + ia s a
L[eiat ] = = 2 = 2 +i 2 .
s − ia s + a2 s + a2 s + a2
Therefore,
s
L[cos at] = Re(L[eiat ]) = (3)
s2 + a2
a
L[sin at] = Im(L[eiat ]) = 2 (4)
s + a2
Example 5 (Laplace transform of cosh (at) and sinh (at)). By the definition of hyperbolic functions we have that
1 at
cosh at = [e + e−at ]
2
1
sinh at = [eat − e−at ].
2
It follows from Example 3 that
∞
1 1 1 1
Z
s
L[cosh at] = [ [e−(s−a)t + e−(s+a)t ]dt = [ + ]= 2
2 0 2 s−a s+a s − a2
and
∞
1 1 1 1
Z
a
L[sinh at] = [ [e−(s−a)t − e−(s+a)t ]dt = [ − ]= 2
2 0 2 s−a s+a s − a2
Example 6 (Laplace transform of f (t) = tn ).
Z ∞ ∞
1 ∞ −st

1
Z
−st t −st
L[t] = te dt = − e + e dt = 2
0 s 0 s 0 s
Z ∞  2 ∞ Z ∞
t 2 2!
L[t2 ] = t2 e−st dt = − e−st + te−st dt = 3
0 s 0 s 0 s
Z ∞  3 ∞
3 ∞ 2 −st 3 2! 3!
Z
3 3 −st t −st
L[t ] = t e dt = − e + t e dt = [ 3 ] =
0 s 0 s 0 s s s4
Z ∞  4 ∞ Z ∞
t 4 4 3! 4!
L[t4 ] = t4 e−st dt = − e−st + t3 e−st dt = [ 4 ] =
0 s 0 s 0 s s s5
..
.
Z ∞  n ∞
n ∞ n−1 −st
Z
n n −st t −st n!
L[t ] = t e dt = − e + t e dt = n+1
0 s 0 s 0 s

The following Laplace transforms are consequences of Examples 2-6:

4
1. L[4] = , s > 0.
s
7!
2. L[t7 ] = , s > 0.
s8
1
3. L[e3t ] = , s > 3.
s−3
2
 1
4. L[e−2t ] = , s > −2.
s+2
s
5. L[cos 2t] = 2 , s ∈ R.
s +4
π
6. L[sin πt] = 2 , s ∈ R.
s + π2
3
7. L[sinh 3t] = , s > 3.
s2
−9
s
8. L[cosh (−2t)] = 2 , s > 2.
s −4

Properties of the Laplace transform

Theorem 7 (THE LINEARITY PROPERTY). If f (t) and g(t) are functions having Laplace transforms and if α and β are
any real constants then
L[αf (t) + βg(t)] = αL[f (t)] + βL[g(t)].
Theorem 8 (THE FIRST SHIFT PROPERTY). If f (t) is a function having Laplace transform F (s), with s > σ, then the
function eat f (t) also has a Laplace transform, given by

L[eat f (t)] = F (s − a), s > σ + a.

Theorem 9 (DERIVATIVE-OF-TRANSFORM PROPERTY). If f (t) is a function having Laplace transform F (s) =

L[f (t)], s > σ, then the functions tn f (t) (n = 1, 2, ...) also have Laplace transforms, given by

dn
L[tn f (t)] = (1)n [F (s)] s > σ.
dsn
Theorem 10 (Dividing by t). If f (t) is a function having Laplace transform F (s) = L[f (t)], then
  Z ∞
f (t)
L = F (σ)dσ,
t s

f (t)
provided that lim exists.
t→0 t
Example 11. Use of the properties of Laplace transform
1. Find Laplace transform of f (t) = 3t + 2e3t .

F (s) = L[3t + 2e3t ] = 3L[t] + 2L[e3t ]

 
3 1 3 2
= 1+1 + 2 = 2+
s s−3 s s−3

2. Find Laplace transform of f (t) = 3 + 5e−2t .

F (s) = L[3 + 5e−2t ] = L[3] + 5L[e−2t ]

 
3 1
= +5
s s − (−2)
3 5
= +
s s+2

3. Find Laplace transform of f (t) = 3 sin 4t − 2t3 .

F (s) = L[3 sin 4t − 2t3 ] = 3L[sin 4t] − 2L[t3 ]

   
4 3!
=3 2 −2 4
s + 16 s
 
1 1
= 12 2 − 4
s + 16 s

3
 4. Find Laplace transform of f (t) = sin 2t cos 2t + et − 7.

F (s) = L[sin 2t cos 2t + et − 7] = L[sin 2t cos 2t] + L[et ] − L[7]

1 1 7 1 1 7
= L[ sin 4t)] + − = {L[sin 4t]} + −
2 s−1 s 2 s−1 s
1 4 1 7 2 1 7
= { 2 }+ − = 2 + −
2 s + 16 s−1 s s + 16 s − 1 s

5. Find Laplace transform of f (t) = t2 sinh 2t.

Solution. Because
2
F (s) = L[sinh 2t] =
s2 − 4
we have
d2
L[t2 sinh 2t] = (−1)2 [F (s)]
ds2
d2 2 4(4 + 3s2 )
= (−1)2 2 { 2 }=
ds s − 4 (s2 − 4)3

6. Find Laplace transform of f (t) = e3t sin t.

1
Solution. Because F (s) = L[sin t] = 2 we have
s +1
1
L[e3t sin t] = F (s − 3) =
(s − 3)2 + 1

e2t − 1
7. Find Laplace transform of f (t) = .
t
Solution. Because
1 1
F (s) = L[e2t − 1] = −
s−2 s
and
e2t − 1
lim = 1,
t→0 t
we have
e2t − 1 ∞
Z
L[ ]= F (σ)dσ
t
Zs ∞
1 1
= [− ]dσ
s σ − 2 σ
σ−2 2 2
= lim [ln ( ) − ln (1 − )] = ln 1 − ln (1 − )
σ→∞ σ s s
s
= ln ( )
s−2

Table of Laplace transforms

It is appropriate at this stage to draw together the results proved above for simple functions for easy access.

4
 f (t) L[f (t)] = F (s) Region of convergence

a
a s s>0

1
t s2 s>0

n!
tn n = 2, 3, 4, ... sn+1 s>0

1
eat s−a s>a

s
cos at s2 +a2 s>a

a
sin at s2 +a2 s>a

s
cosh at s2 −a2 s > |a|

a
sinh at s2 −a2 s > |a|

s+a
e−at cos bt (s+a)2 +b2 s > −a

a+b
e−at sin bt (s+a)2 +b2 s > −a