Additional information as a supplement for theOptimization Theory Handbook :

Definition. Let f t be a function on [ 0 ,∞ ) . The Laplace transform of f is the function F defined by the
integral
∞
1 F  s:=∫0 e−st f t dt
The domain of F s is all the values of s for which theintegral in 1exists.The Laplace transform of
f is denoted by both F and L { f } .
Because of the properties of the exponential function , there is a simple algebraic relation between the
Laplace transform of a function of f t and that of its derivative f ' t ; namely
L { f ' } s=s L { f }s − f 0.
This formula can be verified using integration by parts :
∞ ∞
L { f ' } s=∫0 e−st f t dt= f t e−st |tt =∞
=0 s ∫0 e
−st
f t dt=− f 0s L { f } s 
assuming that f t e−st 0 as t  ∞ .
The integral in 1is an improper integral that is defined by
∞ N
∫0 e−st f t dt= Nlim
∞
∫0 e−st f t dt
whenever thelimit exists.

Example 1 Determine the Laplacetransform of the constant function f t=1, t≥0.

∞ N e−sN t= N 1 e−sN
F  s=∫0 e−st⋅1 dt= lim ∫0 e−st dt= lim − |t=0 = lim [ − ].
N ∞ N ∞ s N∞ s s
Since e−sN 0 when s0 is fixed and N ∞ , we get F  s=1 /s for s0.

Example 2 Determine the Laplace transform of f t =e a t , where a is constant.

Using the definition of thetransform ,
∞ ∞ N e−s−a t t= N
F  s=∫0 e−st⋅e a t dt=∫0 e− s−a t dt= lim ∫0 e− s−a t dt= lim |t=0
N ∞ N  ∞ s−a
1 e− s −at 1
= lim [ − ]= .
N  ∞ s−a s−a s−a
For similar reasons as mentioned in the previous example above.

Example 3 Find L {sin bt } , where b is a nonzeroconstant.

∞ ∞
We need to compute L {sin bt } s =∫0 e−st⋅sin b t dt =∫0 e−st⋅sin b t dt
Using integration by parts , we find
e−st
L {sin bt }= lim [− 2 2  s sin btb cos bt]|t= t=0
N

N ∞ s b
b e−sN
= lim [ 2 2 − 2 2  s sin bN b cos bN ]
N ∞ s b s b
b
= 2 2 for s0.
s b
Linearity of theTransform.

Theorem 1. Let f 1 and f 2 be functions whose Laplace transform exist for s ,
and let c be a constant.Then
2 L { f 1 f 2 } s=L { f 1 } s L { f 2 } s
3 L {c f 1 }s =c L { f 1 } s .

Determine L { 134 e2t −7sin8t } .

From the linearity property , we know that the Laplace transform of the sum of any finite
number of functionsis the sum of their Laplace transforms. Thus
L {134 e 2t −7sin 8t }=L { 13}L { 4 e2t }L {−7sin 8t}
=13 L {1 }4 L {e 2t }−7 L {sin 8t }.
In examples 1thru 3 we determined that
1 1 8
L {1 } s = , L {e 2t } s = , L { sin8t } s= 2 2 .
s s−2 s 8
Using these results , we find
1 1 8 13 4 56
L {134 e 2t −7sin 8t }=13 4  −7  2 =  − 2 .
s s−2 s 64 s s−2 s 64
Since
L {1 } , L {e 2t } , and L { sin8t }are all defined for s2, so is L {134 e 2t −7sin 8t } .

Referenced from Fundamentals of Differential Equations , Nagle and Saff 1993