Integral Transform

Laplace Transform

Transformation mapping of functions onto functions

, =

(1)

Given a function (, ) called kernel transformation, equation (1) associates with each
() of the class of functions for which the above integral exists a function () defined by (1).
Various particular choices of (, ) have led to special transforms, each with its own
properties to make it useful in specific circumstances. The transform defined by choosing

, =

0,
,

<0
0

is the one to which the next lesson is devoted (Rainville & Bedient 1981).

Laplace Transform
Let () be any function such that the integrations encountered may be
legitimately performed on (). The Laplace Transform of () is denoted by
L{f(t)}.
Reduces the problem of solving a differential equation to an algebraic
equation
Solution of the homogeneous solution will not be solved
No need to solve for the general solution because the boundary conditions
have been taken care of
operator L: use of this is effective in the study of initial value problems
involving linear differential equations with constant coefficients

Laplace Transform
Definition:

() = =
0
1

Linearity of Laplace Transform:

=
= 1 1

+ 2 {2 }

Examples

=
0

, .
> , .

So for > ,

1

=

0
1
=
(0 1)

=
>

Examples

1
=

1
1

1
+

( 1) 2

1
=

1
= 0

{ } =
1
0

{ } =

=0
0

1 2

1
1

( 1)( 2) (1)
+1

{ } = +

Examples

Examples

cos =

cos

1
cos = cos

cos

sin

sin

cos

sin
0

cos = cos

sin
+
cos

0
0
0

2
1

cos = cos
+ sin
2
cos

0
0
0
0

2
1

1+ 2
cos = cos
+
sin

0
0
0

1+ 2
cos = 0 1 + 0

0
2
1

cos =
2 + 2
0

=
=
+

Examples

sin =

sin

sin =

sin = 2
+ 2

Examples

sinh =
2
1
sinh =
2

1
=

2 0

1
1
1
sinh =

2 +

Examples

First Shifting Property of Laplace Transform

That is, the multiplication of the original function by corresponds to the

Examples
1. = 3 2 + 3
{ = { 3 2 + 3}
= 3 2 + 3 1
3!
1!
0!
= 42 2+3

2
3
6

2
+
3
3 2 + 3 =
4

Examples
2. = 2 4 5
{ = { 2 4 5 2 }
= 2 4 5 2
2!
2!
=
5 3
3
( 4)

2
10
2 + 3 =
3
3
( 4)

Examples
3. = sin2

3
2

3
{ = sin

2
1 cos 3
=
2
1
1
= 1 cos 3
2
2
2

1 1

9
2 + 3 =

=
2
2 2 + 9
2( 2 + 9)
3

Examples
4. = 6 sin cos
{ = 6 sin cos
= 3 2 sin cos
= 3 sin 2
2
6
6 sin cos = 3 2
= 2
+4 +4

INVERSE TRANSFORM
it can only be obtained if F(s) is in the standard form
form:
1 = 1 = ()

Examples
1

1. = 22+10
Technique: Completing Squares

1
= 2
2 + 1 + 10 1
1
=
1 2 + 32
1

= cos 3

Examples
33 22 4

2. = 4 +3 22

Technique: Partial Fractions

3 3 2 2 4
= 2 2
( + 2)
3 3 2 2 4
= 2
+2 1
1 2
3
1
= + 2+

+2 1

= 1 + 2 + 3 2

Examples
3+1

3. = 2 +6+13
3 +3 +19
=
+3 2+4
3 +3
8
=

2
+3 +4
+3 2+4
1

= 3 3 cos 2 4 3 sin 2

Examples
4. =

1
+1 5

=4
1
24
=

24 + 1
1

1 4
=

24

Table of Transforms
() = {()}
( )

()
()

+1
1
+
1
( + )+1

() = {()}

2 + 2

2 + 2

2 2

2 2

()
sin

cos
sinh b

cosh b

Exercises
1.
2.
3.
4.
5.
6.

5 3
2 sin 5
103 6 18 cos 5 914 + 2
4 5 + 6 3 3 sin 4 + 2 cos 2
{ cosh 3}
1 2+3

7. 1
8. 1

4 +20
1
3
+1

22 +4+7
64
1
9. 2 4+20
1
10.1 2 +1 2 +4+8

LAPLACE TRANSFORM OF DERIVATIVES

=
0

For first derivative:

() =
0

1
() =
+

0
0
= 0 +
() = 0

()

LAPLACE TRANSFORM OF DERIVATIVES

()

For second derivative:

= 2

0 0

()

Example
1. + 4 + 5 + 2 = 0

0 = 0 = 0; 0 = 3

3 2 0 0 0 + 4 2 0 0 + 5 0 + 2 = 0

3 + 4 2 + 5 + 2 3 = 0
3
3
= 3
=
+ 4 2 + 5 + 2
+2 +1
:
3
3
3
=

+
+2 +1
+1 2

= 1 = = 3 2 3 + 3

Example
2. 6 + 9 = 6 2 3
0 = 3; 0 = 0
2

0 0

2!
=6
3

6 0 + 9
12
2
6 + 9 =
+ 3 18
3
3
12
3 18
=
+
3 2
3 5
12
3
1
1
1
= =
+

3 2
3 5
1 1
24
3
9
1
1
=
+

2
3
3 2
3 5

1 4 3
= = + 3 3 9 3
2

18
3

Example
3. 2 + 5 = 8 sin 4 cos

0 = 1; 0 = 3

8
4
0 0 2 0 + 5 = 2
2
+1 +1
8
4
2
( 2 + 5) = 2
2
++1
+1 +1
8 4
+1
= 2
+
+ 1 ( 22 + 5) ( 22 + 5)
:
1
2
1
2
= 2 2

+
+
2
2
+1
1 +4
1 +4
1 2+4
= = 1 = 2 sin sin 2 + ( cos 2 + sin 2
= 2 sin + cos 2
2

DIFFERENTIATION OF LAPLACE TRANSFORM

To get the first derivative of the Laplace transform:

In general:

=
0

= 1

=
0

To get the second derivative of the Laplace

2
2
2

()

2
2

= ()

()
0

= 2

Example
1. { cos 3}

= 1
= (1){ cos 3}
= cos 3

V

:

1
=
1

()

()
=

1 1
=

Example
2

1. = ln 2 +4

2
1 1 ln 2 + 4
=

2
1 1 2 ln ln + 4
=

1 1 2
2
=
2

+4
1
= (2 2 cos 2)

Example
2. = ln

2 +9
+3

ln

2 + 9
+3

1 1
=

1
1
2
1 1 2 ln + 9 2 ln + 3
=

1 1 1
2
1
1
=
2

2 +9
2 ( + 3)
1
= (2 cos 3 3 )
2

INTEGRATION OF LAPLACE TRANSFORM

()

{ } =

()

=
0

=
0

0

=

Example
1.

3 sin 4

3 sin 4
4

3 + 16

4
3
1
= tan
4
4

3
1
1
= tan tan
4

3
1
= tan
2
4

,
=

= 1

{ }

{ }

= 1

()

Example
1. 1

3
2 +9

3
3
1
=

2
2
2
2
+9
+9

3
= 1
2 2 + 9 2
2

3
1
= 1 2
2
+9
3
1
1
= 0 2
2
+9
3 1
= sin 3
2 3
3
1
1 2
=
sin 3
2
+9
2

Example
2. 1

(+1)
2 +23 2
1

+1
2 + 2 3

=
2

+1
2 + 2 3

= + 2 3
= 2 + 2

= +1
2
+1
1 1
1
1
=

2 + 2 3 2
2
2 + 2 3
:
+1
1 1 1
1
1
1
=
+
2 + 2 3 2
2
4 +3
4 +1
1
= ( 3 + )
8

Exercises
1. 2 cos 2
2.

3 2 2

3.

4. 1

ln

+2

2 2 4
5 3

2 6+10

UNIT STEP FUNCTION (delayed function)

0, 0 < < 1
1, 1

0, < 0
1, 0

0,
<
( ),

represents a shift or translation of the function () by a units in the positive t

Second Shifting Property of Laplace Transform

1. =
2. = +
3.

Example
1.

= sin

sin

2.

{sin

sin + 2
=

3.

4 2 2

1
2 + 1

sin cos + cos sin

= 2
2 + 1

= 2 + 2 4 2
= 2 2 2
= 2 2 4 + 4
2
4 4
= 2 3 2 +

Example
4. { :
2,
= ,
1,

0<<1
1<<3
>3

= 2 2 1 + 1 3 + 1 3
3
2 2

=
+ + 1 3 + 3 +

2
3
2 2
1
1
1
3

=
+ 2 +
3 2 +
+

2 3 2 3
=
+ 2 2

Inverse Transform
1

1
=

Solution:
1. Find ()
2. Obtain
3. Multiply by

Example
1

3
+2

= 3

+2

1
+2 3
1
= 2 2
2
1 2 1
1 =
1 2
2
3 2 1
=
1 2 1
2
=

Laplace Transform of Periodic Function

= 1 + 2 + 4 + +

In general,

1
{ } =
1 2

Example
=

1
=
1 2

,
0<<1
2 ,
1<<2
2 = 2

1
=
1 2

1
2
1

=
+
2
2
1
0
1
2
1
1

1
1
1
2 + 2 + 2

0
0

1
1
2 1 2
=
+ 2
1 2 2 2

2
1
1
= 2
=
1 (1 + ) 2 (1 + )

2
1

FOURIER SERIES EXPANSION

=
+
cos
+ sin

=1
: = 1,2,3
1 +2
=


1 +2

=
cos

1 +2

=
sin

, , :

Example
=

,
0<<1
1,
1<<2
2 = 2

:
1
=
1

1
=
1

+
0

2
=
2

1
=
1

+
0

3
=
2

2
1

1
=
1

cos()
0

cos() +
0

1
+
()

=1

cos()
1

=
sin()

3
= +
2

1
=
1

1
0
2

1
+ 2 cos()

1
=
1

1
0

sin()
0

sin() +
0

cos 1

(1) 1
=
2

1 1

cos

sin
2

sin()
1

=
cos()

()

1
2

1
0

1
+ 2 sin()

2
1

1
cos(2)

1
=

1
0

FOURIER SERIES EXPANSION

2
=

0
2

=
cos

= 0

Thus,

=
+
2

For odd functions (sine series),

2
=

Thus,

cos
=1

= 0
= 0

sin
0

sin
=1