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Basic properties

We spent a lot of time learning how to solve linear nonhomogeneous ODE with constant coeﬃcients.

However, in all the examples we consider, the right hand side (function f (t)) was continuous. This is

not usually so in the real world applications. In particular, we can consider the diﬀerential operator

L as a black box, which receives as input the external signal f (t) and produces as output the solution

y(t), symbolically, y = L−1 f . It is more often than not the external signal can be represented as a

piecewise continuous function, hence it would be of great value to have an eﬃcient method to solve

such problems. In the next three lectures we will learn one such possible method, which is based on

the Laplace transform.

Definition 1. Let function f (t) be deﬁned on [0, ∞). Then its Laplace transform L {f } is another

function F (s), which is deﬁned as

∫ ∞

F (s) = L {f } := e−st f (t) dt. (1)

0

The Laplace transform, according to this deﬁnition, is an operator: It is deﬁned on functions, and

it maps functions to another functions. Generally s is a complex variable, but in most of the examples

we consider, we will not bother about the domain of F (s) or about the question on the existence of

the Laplace transform, for all the functions we deal with their Laplace transforms are well deﬁned.

Note that in (1) the Laplace transform is deﬁned as an improper integral. Strictly speaking, while

evaluating this integral, we need to consider the limit

∫ c

lim e−st f (t) dt.

c→∞ 0

It is a good idea to remember about this limit, but in the calculations that follow I will usually use

shortcut notations. Let me start with several examples.

∫ ∞

1 1

L {1} = e−st dt = − e−st |∞

0 = .

0 s s

∫ ∞ ∫ ∞

{ } 1 −(s−a)t ∞ 1

L eat = e−st eat dt = e−(s−a)t dt = − e |0 = ,

0 0 s−a s−a

∫ ∞ ∫

−st t −st ∞ 1 ∞ −st 1

L {t} = e t dt = − e |0 + e dt = 2 .

0 s s 0 s

MATH266: Intro to ODE by Artem Novozhilov, e-mail: artem.novozhilov@ndsu.edu. Fall 2013

1

Example∫ 5. Find L {sin∫t} and L {cos t}. Probably you remember that to evaluate the integrals of

the form eat sin bt dt or eat cos bt dt you need to use a clever trick with integration by parts twice

(do it). I, however, will choose a diﬀerent approach. From the Euler’s formula eit = cos t + i sin t, we

can ﬁnd that

eit − e−it eit + e−it

sin t = , cos t = .

2i 2

Now, ∫ ( )

1 ∞ it 1 1 1 1

L {sin t} = (e − e−it )e−st dt = − = 2 .

2i 0 2i s − i s + i s +1

Analogously,

s

L {cos t} = .

s2 + 1

We can continue evaluating these integrals and extending the list of available Laplace transforms.

However, a much more powerful approach is to infer some general properties of the Laplace transform,

and use them, instead of calculating the integrals. First very useful property is the linearity of the

Laplace transform:

1◦ Linearity. L is a linear operator. This means that for any two functions f and g for which the

Laplace transform is deﬁned, and two constants a, b ∈ R we have

Example 6. Using this property we can easily ﬁnd, using the information above, the Laplace trans-

form of, e.g., 5 − 3t + π cos t:

5 3 πs

L {5 − 3t + π cos t} = 5 L {1} − 3 L {t} + π L {cos t} = − + .

s s2 s2 + 1

{ }

2◦ Shifting property. If L {f } = F (s) then L eat f (t) = F (s − a).

To prove this property, consider

∫ ∞

{ }

L e f (t) =

at

eat f (t)e−st dt

∫0 ∞

= e−(s−a)t f (t) dt (let p = s − a)

∫0

∞

= e−pt f (t) dt = F (p) = F (s − a).

0

{ }

Example 7. Now, to ﬁnd, e.g., L e3t sin t we do not need to evaluate the integral:

{ } 1

L e3t sin t = ,

(s − 3)2 + 1

since L {sin t} = 1

s2 +1

.

2

3◦ Time scaling. Let L {f (t)} = F (s) then

1 (s)

L {f (at)} = F ,

a a

for any a > 0.

To prove, we start again with the deﬁnition

∫ ∞

L {f (at)} = f (at)e−st dt,

0

and use the change of variables at = τ , from where dt = dτ /a. Note that for a > 0 the limits

of integration will not change:

∫

1 ∞ 1 (s)

f (τ )e− a τ dτ = F

s

L {f (τ )} =

a 0 a a

1 (s)

L {f (at)} = F .

|a| a

Example 8. Find L {cos 3t}. By the previous property and the fact that L {cos t} = s

s2 +1

we ﬁnd

1 s/3 s

L {cos 3t} = 2

= 2 .

3 (s/3) + 1 s + 32

L {tn f (t)} = (−1)n F (n) (s), n ∈ N.

∫ ∞

′

F (s) = (−t)f (t)e−st dt,

0

{ }

Example 9. What is L t3 ? We can evaluate the integral, but it is easier to ﬁnd, using Property

4 and the fact that L {1} = 1/s, that

( )′′′

{ } 1 3·2

L t3 = (−1)3 = 4 .

s s

3

5◦ Diﬀerentiation. Let L {f (t)} = F (s). Then

{ }

L f ′ (t) = sF (s) − f (0).

For the proof, consider ∫

{ } ∞

′

L f (t) = f ′ (t)e−st dt

0

and use the integration by parts

∫ ∞

{ ′ } −st ∞

L f (t) = e f (t)|0 + s f (t)e−st dt = −f (0) + s L {f } = sF (s) − f (0).

0

We can generalize this property to diﬀerentiation of any order. For instance, to ﬁnd L {f ′′ (t)}

just consider f ′′ (t) as the derivative of f ′ (t) for which we already found the Laplace transform

sF (s) − f (0). Hence, according to the property,

{ }

L f ′′ (t) = s(sF (s) − f (0)) − f ′ (0) = s2 F (s) − sf (0) − f ′ (0).

It is useful to make a separate table with properties and Laplace transforms of frequently occurring

functions.

Inverse Laplace transform. If we are given a function f (t) we can ﬁnd its Laplace transform by

evaluating the corresponding integral:

F (s) = L {f (t)} .

It is also possible to go in the opposite direction: We are given F (s) and asked to ﬁnd a function f (t),

for which f = L –1 {F }, i.e., ﬁnd the inverse Laplace transform. This is possible due to the following

important uniqueness theorem

Theorem 10. If two functions f1 and f2 have the same Laplace transform, then they coincide at

every point t at which they both are continuous.

There exists a general formula for ﬁnding the inverse Laplace transform:

∫ γ+iT

1

L {F } =

–1

lim est F (s) ds,

2πi T →∞ γ−iT

but we will never use it (if you’d like to understand what this formula means, consider taking a course

on Complex Analysis). Our algorithm of ﬁnding the inverse Laplace transform is by using the table.

As an example, we know that

s

L {cos 4t} = 2 .

s + 16

This means that { }

s

L –1

= cos 4t.

s2 + 16

While ﬁnding the inverse Laplace transform it is important to remember that it is also linear.

Therefore, { }

{ } { }

1 4 · 14 1 –1 4 1

L –1

= L –1

= L = sin 4t.

s2 + 16 s2 + 42 4 s2 + 4 2 4

More about it in the next lecture.

4

15.1 Table of the most useful Laplace transforms

In this section I will list the Laplace transforms of the most frequently encountered functions.

1

1

s

1

eat , a ∈ R

s−a

n!

tn , n ∈ N

sn+1

ω

sin ωt, ω ∈ R

s2

+ ω2

s

cos ωt, ω ∈ R

s + ω2

2

ω

sinh ωt, ω ∈ R

s − ω2

2

s

cosh ωt, ω ∈ R

s − ω2

2

ω

eat sin ωt, a, ω ∈ R

(s − a)2 + ω 2

s−a

eat cos ωt, a, ω ∈ R

(s − a)2 + ω 2

ω

eat sinh ωt, a, ω ∈ R

(s − a)2 − ω 2

s−a

eat cosh ωt, a, ω ∈ R

(s − a)2 − ω 2

2ωs

t sin ωt, ω ∈ R ( )2

s2 + ω 2

s2 − ω 2

t cos ωt, ω ∈ R ( )2

s2 + ω 2

n!

tn eat , a ∈ R, n ∈ N

(s − a)n+1

1

u(t), Heaviside function

s

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