1

MAE 5331 Fall 2011

Analytical Methods in Engineering
Prof. Albert Y. Tong

Laplace Transform

Definition of Laplace Transform
Let ) (t f be a given function which is defined for all 0 > t . The Laplace
transform of ) (t f , denoted by ) (s f or { } ) (t f L , is given by

{ }
}

= =
0
) ( ) ( ) ( dt t f e t f L s f
st

provided the integral exists.

Note: The integral may fail to define a function of s , in particular, because of infinite
discontinuities in ) (t f for certain positive values of t or because of failure of
) (t f to behave in a sufficiently regular way near 0 = t or for large values of t .
However, the presence of a finite number of finite discontinuities of "jumps" will
not in itself, affect the existence of the integral.
) (t f is called the inverse Laplace transform of ) (s f or { } ) ( ) (
1
s f L t f

= .

Example 1:
{ }
0 when ;
1 1
) ( ) (
0 when 1 ) (
0
0
> = =
= =
> =

}
s
s
e
s
dt e s f t f L
t t f
st
st


Example 2:

2
a s
a s
dt e
dt e e s f
t e t f
t a s
st at
at
>

=
=
=
> =
}
}

when ;
1
) (
0 when ) (
0
) (
0


Table of Laplace Transform can be found in most books (e.g. Table 5.9 in Kreyszig and
Appendix A in Schaum's Outline). Transforms of some basic functions are given here:
(see attachment 1).

Properties of Laplace Transform

1. Linearity of the Laplace Transform:
The Laplace Transform is a linear operation, that is for any functions ) (t f and
) (t g whose Laplace Transform exists and any constants a and b , we have:
{ } { } { } ) ( ) ( ) ( ) ( t g bL t f aL t bg t af L + = +


2. Transforms of First Order Derivatives:
Let ) (t f be continuous with a piecewise continuous derivative ) (t f ' , in every
finite interval T t s s 0 . Also let ) (t f be of order
t
e
o
as t . Then when o > s ,
the Laplace Transform of ) (t f ' exists and
{ } ) 0 ( ) ( ) (
+
= ' f s f s t f L
where ) 0 (
+
f denotes the limit of ) (t f as t approaches zero through positive values.
Note: 1. A function ) (t f is of exponential order as t tends to infinity provided
some constant o exists s. t. ) (t f e
t o
is bounded for all t greater than
some finite number T . Thus, ) (t f does not grow more rapidly than
t
Me
o


3
as t where M is some constant. This is also expressed by saying that
) (t f is of the order of
t
e
o
, or that ) (t f is ) (
t
e
o
u .
2. If ) (t f is continuous except for an ordinary discontinuity at
0
t t = , the
other conditions remaining as stated before, then we have:
{ } | |
s t
e t f t f f s f s t f L
0
) ( ) ( ) 0 ( ) ( ) (
0 0
+ +
= '

(The last term corresponds to the jump of ) (t f at
0
t ).

3. Transforms of Higher Order Derivatives:
Let ) (t f has a continuous derivative ) (
) 1 (
t f
n
of order 1 n and a piecewise
continuous derivative of ) (
) (
t f
n
in every finite interval T t s s 0 . Also let
) ( , , ) ( , ) (
) 1 (
t f t f t f
n
' be of order
t
e
o
as t . Then the Laplace Transform of
) (
) (
t f
n
exists when o > s and is given by:
{ } ) 0 ( ) 0 ( ) 0 ( ) 0 ( ) ( ) (
) 1 ( 3 2 1 ) ( + + + +
' ' ' =
n n n n n n
f f s f s f s s f s t f L

Proof:
{ }
{ }
| |
{ } ) 0 ( ) 0 ( ) 0 ( ) ( ) (
) 0 ( ) 0 ( ) (
) 0 ( ) 0 ( ) (
) 0 ( ) ( ) (
) 0 ( ) (
) ( ) (
) ( ) (
) 1 ( 2 1 ) (
2
0
0
0
+ + +
+ +
+ +
+
+

' =
' =
' =
' ' = ' '
=
+ =
' = '
}
}
n n n n n
st st
st
f f s f s s f s t f L
f sf s f s
f f s f s s
f s f s t f L
f s f s
dt t f e s t f e
dt t f e t f L

Worked Example

4
1 ) (
) (
= '
=
t f
t t f
both f f ' and are continuous and of exponential order for any 0 > o .
Hence:
{ }
{ }
{ }
{ } 0 for
1
1
) ( ,
1
1 Since
) ( 1
) 0 ( ) ( ) (
2
2
> =
= =
=
= '
+
s
s
t L
s
s f
s
L
s f s L
f s f s t f L



Solution to ODE
Procedure:
1. ODE and initial condition for ) (t y
Laplace Transform
2. Algebraic equation for ) (s y
Algebra
3. Solutions for ) (s y
Inverse Laplace Transform
4. Solution for ) (t y
Thus the ODE for ) (t y and its initial condition is converted to an algebraic equation that
is then solved for ) (s y . The most difficult step is the final one in which ) (s y is inverted
to obtain ) (t y .

example (1): 1 ) 0 ( ; 0 = = +
+
y y
dt
dy

Taking the Laplace Transform:
1
1
) (
0 ) ( ) 0 ( ) (
+
=
= +
+
s
s y
s y y s y s

t
e t y

= ) (

5

example (2): 2 ) 0 ( , 2 ) 0 ( ; 0 4 = ' = = + ' '
+ +
y y y y
Taking the Laplace Transform:
{ }
x x
s
L
s
s
L s y L t y
s s
s
s
s
s y
s y s s y s
s y y sy s y s
2 sin 2 cos 2
4
2
4
2
) ( ) (
4
2
4
2
4
2 2
) (
0 ) ( 4 2 2 ) (
0 ) ( 4 ) 0 ( ) 0 ( ) (
2
1
2
1 1
2 2 2
2
2
+ =
)
`

+
+
)
`

+
= =
+
+
+
=
+
+
=
= +
= + '

+ +


More Properties of Laplace Transform

4. Transforms of the Integral of a Function:
If ) (t f is piecewise continuous and of exponential order, then:
{ } ) (
1
) (
0
t f L
s
d f L
t
=
)
`

}
t t
Proof:
Let
}
=
t
d f t G
0
) ( ) ( t t
then ) (t G is continuous and of exponential order with 0 ) 0 ( =
+
G and ) ( ) ( t f t G = ' .
{ } { }
{ }
{ }
s
s f
t f L
s
d f L
d f sL
G t G sL
t G L t f L
t
t
) (
) (
1
) (
) (
) 0 ( ) (
) ( ) (
0
0
= =
)
`

)
`

=
=
' =
}
}
+
t t
t t



Worked Example

6
Let
) (
1
) (
2 2 2
w s s
s f
+
= . Find ) (t f .
i.e. find
)
`

) (
1
2 2 2
1
w s s
L
From Table 5.9 of Kreyszig (or any Laplace Transform Table):
wt
w w s
L sin
1 1
2 2
1
=
)
`

Applying the previous transform property:
( ) wt
w
w
w
d w
w w s s
L
t
t
cos 1
1
cos
1
sin
1
) (
1 1
2
0
2
0
2 2
1
= =
=
)
`

+
}

t
t t

Applying again:
( )
|
.
|

\
|
=
|
.
|

\
|
=
=
)
`

|
.
|

\
|
+
}

w
wt
t
w
w
w w
d w
w w s s s
L
t
t
sin 1
sin
1 1
cos 1
1 1 1 1
2
0
2
0
2 2 2
1
t t
t t



5. Shifting on the s-axis:
If ) (t f has the transform ) (s f where > s then ) (t f e
at
has the transform
) ( a s f where > a s ; thus if
{ } { } ) ( ) ( then ) ( ) ( a s f e t f L s f t f L
at
= =
That is, replacing s by a s in the transform (shifting in the s -axis) corresponds
to multiplying the original function by
at
e .
example: bt t f sin ) ( =

7
{ }
2 2
2 2
) (
sin
) (
b a s
b
bt e L
b s
b
s f
at
+
=
+
=



6. Shifting on the t-axis:
If ) (s f is the Laplacetransform of ) (t f , then arbitrary) but ; 0 ( ) ( >

a s f e
as
is
the transform of the function:
= ) (t f {
0 if
( ) if
t a
f t a t a
<
>

example: = ) (t f {
0 0
0
sin( ) when
0 when
t t t t
t t
>
<

Find ) (s f
1
) (
1
1
) ( then , sin ) ( Let
2
2
0
+
=
+
= =

s
e
s f
s
s g t t g
s t



7. Differentiation of Transforms:
{ } ) ( ) ( ) (
ds
f d
s f t f t L = ' =
In general,
{ }
n
n
n n
ds
s f d
t f t L
) (
) 1 ( ) ( =
i.e. differentiation of the transform of a function corresponds to the multiplication of
the function by t .


8. Integration of Transforms:

8
}

=
)
`

s
s d s f
t
t f
L ) (
) (
; > s
i.e. integration of the transform of a function ) (t f corresponds to the division of ) (t f
by t .



Uniqueness of the Inverse Transforms (Lerch Theorem)
If one function having a given transform is known, it is the only possible one.
This result is known as the Lerch's theorem. More precisely, two functions having the
same transform cannot differ throughout any interval of positive length.

1
1
i.e.
1 ) (
) (
1
e.g.
1
0
=
)
`

=
=

}
s
L
t f
dt t f e
s
st

However if we take ) (t f to be zero, or other values, at some finite number of
points (say at 0 = t ), the value of the integral is not changed. Hence the new function is a
solution which differ from 1 ) ( = t f at several points but not through any interval of finite
length. The above situation is of no significance in applications.



The Convolutions
If ) (t f and ) (t g are the inverse Laplace Transform of ) (s f and ) (s g ,
respectively, and satisfy the requirement of the existence theorem, then the inverse
Laplace Transform of the product ) (s f ) (s g is the convolution of ) (t f and ) (t g written
as ) * ( * f g g f = and defined by
}

t
d t g f
0
) ( ) ( t t t
i.e.

9

{ }
}
=

t
d t g f s g s f L
0
1
) ( ) ( ) ( ) ( t t t
{ }
1
) ( ) ( * ) ( ) (
) (
1
) (
) ( ) ( with
) ( ) (
) (
1
?
) (
e.g.
0
) (
0
) (
0
1
1
=

=
=
= =
=

=
= =
=

=
)
`

}
}
at
t
t a
t
t a
t
at
e
a
ae
d ae
d t g f g f s g s f L
e t g
a s
s g
a t f
s
a
s f
s g s f
a s s
a
a s s
a
L
t
t
t
t t t