Mathematics 2M1

1. Laplace Transforms

MATH29661
2012-13

Laplace Transforms
Four Lectures,
Tutorials
E Kreyszig, Advanced Engineering Mathematics,
Wiley : Sect 5 (Laplace Transforms),
KA Stroud, Engineering Mathematics, Palgrave :
Programme 26 (Laplace Transforms)
Stroud, Advanced Engineering Mathematics, 2,3,4
HELM Resources, Section 20

1.1 Introduction to Laplace

Transforms
Pierre-Simon
Laplace
1749 1827
French
mathematician.

1.1 Introduction to Laplace Transforms

1.1 Introduction to Laplace Transforms

For any function f(t), the Laplace

Transform is defined as

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

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

1.1 Introduction to Laplace Transforms

Example 1.1.1
If f(t) = t, find the Laplace Transform

f ( t ) =

[t ] = f ( s )

As this is a definite integral between limits on t,

the final result will NOT depend on t.
It will, however depend on s.
For this reason,
[f(t)] is often written as f ( s )

1.1 Introduction to Laplace Transforms

Example 1.1.2
at
If f (t ) = e , find the Laplace Transform

f ( t ) =

[e at ]

e 4t

Hence find

1.1 Introduction to Laplace Transforms

1.1 Introduction to Laplace Transforms

Laplace Transforms : An Illustration

st
t
=
t
e
dt
[]

-st

Consider the function f(t) = t e for

different values of s (s = 1, 2, 5).

0
is given by the area under the curve for the
appropriate value of s.

0.35

0.35

0.3

0.3

0.25

0.25

0.2

0.2

0.15

0.15

0.1

0.1

0.05

0.05
1

1.1 Introduction to Laplace Transforms

1.1 Introduction to Laplace Transforms

s = 1 : Largish area under curve

s = 2 : Smaller area under curve

0.35

0.35

0.3

0.3

0.25

0.25

0.2

0.2

0.15

0.15

0.1

0.1

0.05

0.05
1

1.1 Introduction to Laplace Transforms

The Laplace Transform (area under curve)

depends on s. In fact, it is equal to 1/s2

0.35

0.35

0.3

0.3

0.25

0.25

0.2

0.2

0.15

0.15

0.1

0.1

0.05

0.05
2

1.1 Introduction to Laplace Transforms

s = 5 : Even smaller area under curve

1.2 Laplace Transforms by Table

1.2 Laplace Transforms by Table

The direct integration approach of section
1.1 will give the Laplace Transform of
many functions. Once carried out, these
Laplace Transforms can be written in a
table.
Maths formula Tables (page 13),
HELM 20.2 (page 5)

1.2 Laplace Transforms by Table

1.2 Laplace Transforms by Table

1.2 Laplace Transforms by Table

1.2 Laplace Transforms by Table

1.2 Laplace Transforms by Table

1.2 Laplace Transforms by Table

Example 1.2.1
Use the tables to find
i)

t 3

ii)

[sin 6t ]

1.2 Laplace Transforms by Table

Note that the Laplace Transform is a linear

process i.e.

[ f (t ) + g (t )] =

[ f (t )] +

[ g (t )]

and

[ k f (t )] = k

1.2 Laplace Transforms by Table

[ f (t )]

1.2 Laplace Transforms by Table

Example 1.2.2
Use the tables and linearity properties to
find

More generally

[ k1 f (t ) + k2 g (t )] = k1

[ f (t )] + k2

[ g (t )]

These linearity properties can be used in the

same way as for derivatives and integrals.

4e 8 t sin 3t + 7e 2 t
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.3 Inverse Laplace Transforms

1.3 Inverse Laplace Transforms

1.3 Inverse Laplace Transforms

If

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

Then the process of finding f(t) when only f ( s )

is known, is called taking the Inverse Laplace
Transform.
A common notation is

f (t ) =

f ( s)

1.3.1 Inverse Laplace Transforms by

Table

1.3.1 Inverse Laplace Transforms by Table

1.3.1 Inverse Laplace Transforms by Table

Example 1.3.1
The tables of Laplace Transforms can
also be used to find Inverse Laplace
Transforms. If there is a function of s in
the right column, its inverse Laplace
Transform will be in the left column.

Find
1

i)
ii)
iii)

The linearity properties apply here.

1
s 2

7
s 2
1 12 s
s 2 + 4

Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.3 Inverse Laplace Transforms

1.3.2 Inverse Laplace Transforms by
Partial Fractions

1.3.2 Inverse Laplace Transforms by Partial

Fractions

1.3.2 Inverse Laplace Transforms by Partial Fractions

Example 1.3.2
When a rational function is expressed in
terms of partial fractions, the resulting
functions are in a suitable form for their
inverse Laplace Transforms to be
identified.

Find the Inverse Laplace Transform of

f (s) =

1
( s 1)( s + 2)
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.3.2 Inverse Laplace Transforms by Partial Fractions

Example 1.3.3
Find the Inverse Laplace Transform of

3s 2 + 2s 3
f ( s) = 2
s ( s + 3)
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.3.2 Inverse Laplace Transforms by Partial

Fractions

Quadratic Factors
The process for dealing with a quadratic
factor of the form

As + B
s 2 + qs + r
is as follows

1.3.2 Inverse Laplace Transforms by Partial

Fractions

Quadratic Factors

As + B
s 2 + qs + r

1.3.2 Inverse Laplace Transforms by Partial Fractions

Example 1.3.4

If q = 0, then let r = so
2

-1

As + B
s 2 + 2 = A

-1

s B
s 2 + 2 +

-1

s 2 + 2

Find

-1

3s + 8
s 2 + 4
Basic

= A cos t +

sin t

B
= A cos r t +
sin r t
r

Trig/Hyp
Polytrig
Heavy
Exptrig

1.3.2 Inverse Laplace Transforms by Partial

Fractions

Quadratic Factors

As + B
s 2 + qs + r

If q 0, complete the square for s 2 + qs + r

to get ( s + u ) 2 + v 2 .
Now, write As + B as A( s + u ) + ( B Au )
-1 As + B

s 2 + qs + r =

=A

-1

-1 B Au
A( s + u )
( s + u )2 + v 2 +
( s + u )2 + v 2

-1
-1
B Au

s+u
v
(s + u)2 + v2 + v
(s + u)2 + v2

= Ae u t cos vt +

1.3.2 Inverse Laplace Transforms by Partial Fractions

Example 1.3.5

Find

-1

7 s + 20
s 2 + 4s + 13
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

B Au u t
e sin vt
v

1.4.1 Laplace Transforms of Derivatives

1.4 Laplace Transforms of

derivatives and integrals
1.4.1 Laplace Transforms of Derivatives

It is possible to express the Laplace

df
Transform of
in terms of the
dt
LaplaceTransform of f(t)
df
df
st
=
dt 0 dt e dt

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

= f ( ) 0 f (0) 1 + s f e st dt
0

= s f ( s ) f (0)

1.4.1 Laplace Transforms of Derivatives

1.4.1 Laplace Transforms of Derivatives

It is possible to express the Laplace

df
Transform of
in terms of the
dt
LaplaceTransform of f(t)
df
df
st
=
e
dt

dt 0 dt

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

= f ( ) 0 f (0) 1 + s f e st dt
0

= s f ( s ) f (0)

It is possible to express the Laplace

df
Transform of
in terms of the
dt
LaplaceTransform of f(t)

df
dt = s f ( s ) f (0)

d2 f
Similarly, it is possible to find the Laplace Transform of
dt 2
.

1.4.1 Laplace Transforms of Derivatives

This can be done by setting g =

d2 f
dt 2

df
dt

dg
dt = s

[ g (t )] g (0)

df
dt f '(0)

=s
= s s
= s2

[ f (t )] f (0) f '(0)
[ f (t )] sf (0) f '(0)

= s 2 f ( s ) sf (0) f '(0)

1.4.1 Laplace Transforms of Derivatives

Example 1.4.1
Verify the formulae
df
dt = s f ( s) f (0)
and
d2 f
dt 2

1.4.1 Laplace Transforms of Derivatives

2
= s f ( s ) sf (0) f '(0)

for

f (t ) = sin 2t + t

Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

d2 f
dt 2

2
= s f ( s ) sf (0) f '(0)

1.4.2 Laplace Transforms of Integrals

1.4 Laplace Transforms of

derivatives and integrals
1.4.2 Laplace Transforms of Integrals

1.4.2 Laplace Transforms of Integrals

It is possible to express the Laplace

t
Transform of =0 f ( ) d in terms of the
LaplaceTransform of f(t)

1.4.2 Laplace Transforms of Integrals

Example 1.4.2

The Laplace Transform of

t

=0

f ( ) d

For

f (t ) = t sin t

is given by

t f ( ) d = 1 f ( s )
s
=0

Find the Laplace Transform of the

Integral
t

=0

f ( ) d = sin d
=0

Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.4 Laplace Transforms of

Derivatives and Integrals
1.4.3 The convolution and its Laplace
Transform

1.4.3 The convolution and its Laplace Transform

Given two functions f(t) and g(t), the

convolution is defined as

1.4.3 The convolution and its Laplace Transform

The Laplace Transform of the Convolution is

given by

[( f * g )(t )]

h(t ) = ( f * g )(t ) = f ( ) g (t ) d
0

t f ( ) g (t ) d
0

= f ( s) g ( s)
The Laplace Transform of the convlution is
the product of the two individual Laplace
Transforms.

1.4.3 The convolution and its Laplace Transform

Example 1.4.3
Find the Laplace Transform of the integral
t

=0

sin(7 ) (t )d
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.5.1 The first shift theorem

1.5 First and Second Shift Theorems

1.5.1 The First Shift Theorem

Imagine f (t ) has Laplace Transform f ( s )

The Laplace Transform of e
is given as follows

at

f (t )

1.5.1 The first shift theorem

at

1.5.1 First Shift Theorem

f (t ) = e

at

f (t ) e

= f (t ) e

st

( s + a )t

dt

Find the Laplace Transform of

dt

= f ( s + a)

So if
Then,

[ f (t )] =

Example 1.5.1

f (t ) = t 3e 2t

f ( s)

Basic
Trig/Hyp

e at f (t ) = f ( s + a)

Polytrig
Heavy
Exptrig

1.5 First and Second Shift Theorems

1.5.2 The Unit Step Function

1.5.2 The Unit-Step Function

1.5.2 The Unit-Step Function

The unit-step function is given by

The unit-step function is given by

0 t < 0
u (t ) =
1 t 0

0 t < 0
u (t ) =
1 t 0
Alternative notation H(t) or H0(t)

1.5.2 The Unit-Step Function

Alternative notation
H(t) or H0(t)
Oliver Heaviside
b 1850 London
d 1925 Devon
Much work in
electromagnetism

1.5.2 The Unit-Step Function

The unit step function can be combined with

other functions or with shifted versions of
itself to give a function switching on and off.

1.5.2 The Unit-Step Function

1.5.2 The Unit-Step Function

A shifted unit-step function

sin t

switched on at t = 0

0 t<0
u (t ) sin t =
sin t t 0

0 t < a
u (t a) =
1 t a
Alternative notation Ha(t)
u(t-1)

1.5.2 The Unit-Step Function

t2

1.5.2 The Unit-Step Function

switched on at t = 0

0
u (t )t 2 = 2
t

t<0
t0

t2

switched on at t = 1
0
u (t 1) t 2 = 2
t

t <1
t 1

1.5.2 The Unit-Step Function

t2

1.5.2 The Unit-Step Function

switched on and delayed at t = 1

0
u (t 1) ( t 1) =
2
( t 1)
2

t <1
t 1

1.5.2 The Unit-Step Function

To switch on a function at t =a but start it AS

IF it was t = 0, use

u (t a ) f (t a)

t2

switched on

0
u (t 1) t = 2
t
2

t <1
t 1

switched on / delayed
0
2
u (t 1) ( t 1) =
2
( t 1)

t <1
t 1

1.5.2 The Unit-Step Function

To switch ON a function at t =a and OFF

at t = b, use

u (t a) u (t b)

u (t 1) u (t 4)

1.5.2 The Unit-Step Function

u
(
t
)
u
(
t
) sin t

2
2

1.5.2 The Unit-Step Function

Example 1.5.2
Plot the function
f ( t ) = 2t u ( t ) + (1 2t ) u ( t 1)
+ ( t 2 8t + 15 ) u ( t 3) + ( t 2 + 8t 16 ) u ( t 5 )

1.5.2 The Unit-Step Function

u (t 2 ) u (t 2 ) sin t 2

1.5.3 The Second Shift Theorem

1.5 First and Second Shift Theorems

1.5.3 The Second Shift Theorem

1.5.3 The Second Shift Theorem

the Laplace Transform of

u (t a) f (t a)

= e
a

st

Now introduce a substitution :

So that

e s t u (t a) f (t a) dt

[ f (t )]

1.5.3 The Second Shift Theorem

is given by

[ f (t )] = f ( s)
Imagine
i.e. the Laplace Transform of
is given by f ( s )

f (t a) dt

as u(t-a) = 0 when t < a

dx = dt

The integral becomes

e s ( x + a ) f ( x) dx

= e s a e sx f ( x) dx
0

= e s a f (s)

x =t a

1.5.3 The Second Shift Theorem

1.5.3 The Second Shift Theorem

[ f (t )] =

So, if

Also written,

f (s)

-1

If

f ( s ) = f (t )

then,

[ f (t a) u (t a)] = e

a s

f ( s)

then,
-1

e a s f ( s ) = f (t a) u (t a)

Second Shift Theorem

Second Shift Theorem

1.5.3 Second Shift Theorem

Example 1.5.3
Find the Inverse Laplace Transform of

e3s
s2
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.5.3 Second Shift Theorem

Example 1.5.4
Find the Inverse Laplace Transform of

e7s
s
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.6 Solution of ODEs by Laplace Transforms

1.6 Solution of ODEs by Laplace

Transforms

Laplace Transform can be used to

solve Ordinary Differential Equations. In
summary, the procedure is
1) Take the Laplace Transform of
every term in the ODE. This will give an
ALGEBRAIC equation involving y ( s ) ,
the Laplace Transform of the Solution.
2) Re-arrange to find y ( s) in terms of
the other quantities in the equation.
3) Take the Inverse Laplace Transform
to find y(t), the solution to the original
ODE.

1.6 Solution of ODEs by Laplace Transforms

Note : - This procedure works best for

an n-th order ODE with n conditions at
t = 0.
Adaptation to ODEs without initial
conditions or to those with conditions at
points other than t = 0 will be shown.

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.1
Use Laplace Transforms to solve the
system

dy
+ 2 y = 6e 3 t
dt
y (0) = 4

Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.2
Use Laplace Transforms to solve the
system

d2y
dy
+
2
+ 2 y = et
2
dt
dt
y (0) = 0
y '(0) = 0

Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.6 Solution of ODEs by Laplace Transforms

When there are no initial conditions

given, the assumption can be made that
y(0)=A and y(0)=B (for a second-order
equation).
If necessary, at the end of the process,
new constants P and Q can be derived
from A and B.

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.3
Use Laplace Transforms to solve the
ODE

dy
+ y = 3e 2t
dt
Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.6 Solution of ODEs by Laplace Transforms

When there are initial conditions given,

but for a value of t other than t = 0, the
same procedure applies but at the end,
the conditions are applied.

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.4
Use Laplace Transforms to solve the
ODE
dy
+ y = 3e 2t
dt
y (1) = e 2

Basic
Trig/Hyp
Polytrig
Heavy
Exptrig

1.6 Solution of ODEs by Laplace Transforms

By use of the shift theorems, it is

possible to solve ODEs involving the
Unit-Step Function

1.6 Solution of ODEs by Laplace Transforms

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.5
A piston in a mechanical system anticipates an
impulse for a period of 5 seconds. The system
involves a damped spring with friction and a
restoring force. The system is governed by the
equation :
d 2x
dx
+
2
+ 10 x = u (t ) u (t 5)
dt 2
dt

Example 1.6.5 - solution

The impulse

The right-hand side represents the impulse being

switched on and then switched off. The system is
initially stationary in is rest position

x(0) = 0

x '(0) = 0

Solve for x as a function of t

1.6 Solution of ODEs by Laplace Transforms

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.5 - solution

ODE

d 2x
dx
+
2
+ 10 x = u (t ) u (t 5)
dt 2
dt

x(0) = 0

x '(0) = 0

Laplace Transform
1 1
s x( s ) sx(0) x '(0) + 2 s x( s ) x(0) + 10 x( s ) = e 5 s
s s
2

(s

1 1
+ 2s + 10 ) x( s ) = e 5 s
s s
1
1
x( s) = 2
1 e5 s
s + 2s + 10 s
2

Example 1.6.5 - solution

Laplace Transform of Solution

x( s ) =

1
1
5 s

e
1
(
)
2
s + 2s + 10 s

1 1 1
s+2

x( s ) =
(1 e5 s )
2
2
10 s 10 ( s + 1) + 3
1 1 1

s +1
1
3
x( s ) =

(1 e 5 s )
2
2
2
2
10 s 10 ( s + 1) + 3 30 ( s + 1) + 3

1.6 Solution of ODEs by Laplace Transforms

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.5 - solution

Laplace Transform of Solution

Laplace Transform of Solution

1 1 1

s +1
1
3
5 s
x( s ) =
1
e

(
)
2
2
2
2
10
s
10
30
s
1
3
s
1
3
+
+
+
+
( )
( )

1 1 1
s +1
1
3
x( s ) =

2
10 s 10 ( s + 1) + 32 30 ( s + 1)2 + 32

1 1 5 s 1
s +1
1
3
5 s
+
e +
e
e5 s
2
2
2
2
10 s
10 ( s + 1) + 3
30 ( s + 1) + 3

1.6 Solution of ODEs by Laplace Transforms

Example 1.6.5 - solution

1

Solution x(t ) = 10 10 e

cos 3t

Example 1.6.5 - solution

1 t
e sin 3t
30

1
1
u (t 5) + e(t 5) cos 3 ( t 5 ) u (t 5)
10
10
1
+ e (t 5) sin 3 ( t 5 ) u (t 5)
30

Solution
Impulse

x( s ) =

1 1 1
s +1
1
3

2
2
10 s 10 ( s + 1) + 3 30 ( s + 1)2 + 32

1 1 5 s 1
s +1
1
3
e +
e5 s +
e5 s
2
2
2
2
10 s
10 ( s + 1) + 3
30 ( s + 1) + 3

1 1 t
1
e cos 3t e t sin 3t
10 10
30
1
1
u (t 5) + e (t 5) cos 3 ( t 5 ) u (t 5)
10
10
1
+ e (t 5) sin 3 ( t 5 ) u (t 5)
30

x(t ) =