Laplace Transform

What are Laplace transforms?


F ( s )  L{ f (t )}   f (t )e dt
 st

t is real, s is complex!

Note “transform”: f(t)  F(s), where t is

integrated and s is variable
Consider the following improper integral.


st
e dt
0
We can evaluate this integral as follows:
st b

 0

st
b  0
b
e dt  lim  e dt  lim
e
st
b  s
1

 lim e  1
s b 
sb

0

Note that if s = 0, then est = 1. Thus the following two cases

hold:
 1
 e dt   , if s  0; and
st
0 s

 e dt diverges , if s  0.
st
0
Evaluating F(s) = L{f(t)}
1. f(t) = 1 ∞ ∞
−𝑠𝑡
1
𝐹 𝑠 = 𝐿 1 = න 1𝑒 𝑑𝑡 = − න 𝑒 −𝑠𝑡 −𝑠𝑑𝑡
𝑠
0 0
∞
1 −𝑠𝑡 ∞
1 1
=− 𝑒 0 = −
𝑠 𝑠 𝑒 𝑠𝑡 0
1 1 1 1
=− − 0 =− 0−1
𝑠 ∞ 𝑒 𝑠
1
=
𝑠
  t
2. f (t )  e
∞ ∞
𝐹 𝑠 = න 𝑒 −𝛼𝑡 𝑒 −𝑠𝑡 𝑑𝑡 = න 𝑒− 𝛼+𝑠 𝑡
𝑑𝑡
0 0
− 𝑠+ 𝛼 𝑡 ∞
𝑒 𝑒 −0
= =0 −
− 𝑠+ 𝛼 0 − 𝑠+ 𝛼
1
=
𝑠+ 𝛼

5
 3. g (t )  sin t
∞ ∞

𝐺 𝑠 = න 𝑒 −𝑠𝑡 𝑔 𝑡 𝑑𝑡 = න 𝑒 −𝑠𝑡 sin 𝑡 𝑑𝑡

0 0

𝑒 −𝑠𝑡 cos 𝑡 + 𝑠𝑒 −𝑠𝑡 sin 𝑡 ∞ 𝟏

=− ⃒ = 𝟐
𝑠2 + 1 0 𝐬 +𝟏

Consider
 sin tdt. Let u  e  st , dv  sin tdt
 st
e
0
 du   se  st dt , v   cos t
From  udv  uv   vdu
 

e cos t   se
 st  st  st
sin tdt  e cos tdt
0 0
6
  st
Let u  e , dv  cos tdt.
 du   se  st dt , v  sin t
 

e cos t   se
 st  st  st
sin tdt  e cos tdt
0 0 
 e  st cos t  s (sin te  st   se  st sin tdt )
0

 e  st cos t  s sin te  st  s 2  e  st sin tdt
 0

(1  s 2 )  e  st sin tdt  e  st cos t  s sin te  st

0

e  st
cos t  s sin te  st
 1
0 e sin tdt  
 st
 2
s 1
2
0 s 1
7
Linearity of the Laplace Transform
Suppose f and g are functions whose Laplace transforms exist for
s > a1 and s > a2, respectively.

Then, for s greater than the maximum of a1 and a2, the Laplace
transform of c1 f (t) + c2g(t) exists. That is,

L c1 f (t )  c2 g (t )    est c1 f (t )  c2 g (t )dt is finite



with
 
L c1 f (t )  c2 g (t )   c1  e  st
f (t )dt  c2  e  st g (t )dt
0 0

 c1 L f (t )  c2 Lg (t )
 4. f (t) = 5e-2t - 3sin(4t) for t  0.
the Laplace transform F(s) of f is:

𝐹 𝑠 = 𝐿 𝑓(𝑡) = 𝐿 5𝑒 −2𝑡 − 3sin(4𝑡)

= 5 𝐿 𝑒 −2𝑡 } − 3𝐿 {sin(4𝑡)
∞ ∞

= 5 න 𝑒 −2𝑡 𝑒 −𝑠𝑡 𝑑𝑡 − 3 න 𝑒 −𝑠𝑡 sin 4𝑡 𝑑𝑡

0 0

5 12
= − 2 , 𝑠>0
𝑠+2 𝑠 + 16
 Find the Laplace transform of each of the following
functions
(1) f(t) = eat (2)
f(t) = 3

(3) f(t) = t 1
(4)
f(t) = e 2t 6) 𝑓 𝑡 = ( 𝑒 3𝑡 + 𝑒 −3𝑡
5). 𝑓 𝑡 = 𝑡 2 + 4𝑡 + 4 2

7) 𝑓 𝑡 = 𝑒 −𝑡 (sin 𝑡 + cos 𝑡 ) 8) 𝑓 𝑡 = 𝑡 2 cos 3𝑡