CHAPTER 4: LAPLACE TRANSFORM

4.1 DEFINITION OF LAPLACE TRANSFORM

The Laplace transform is an integral transform that associates a real variable function
f t with a function F s .

Definition 4.1 (Laplace Transform)

Let f t be a function defined over 0, . Then

L f t e st f t dt
0

is called the Laplace Transform of f t if the integral exist. This transform is

written symbolically as L f t , where L may be interpreted as an operator .

The integral is an improper integral which is, by definition , evaluated according to

the rule
T

e f t dt lim e f t dt
st st

0 T 0

If this limit exists then the integral above is a function of the variable s . So, the
general form of the Laplace transform can be write as

L f t e st f t dt F s
0

Existence of Laplace Transform:

Piecewise Continuous
f ( t ) is piecewise continuous on the interval 0 t t 0 for any positive t 0 .
If t 0 the function have no effect on the transform.

Exponential Order
f ( t ) is of exponential order if there exists a constant K 0 , a 0 and
t 0 0 , such that
f t Ke a t
for all t t 0 .

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Example 4.1:

Find the Laplace transform for each function by using the definition of Laplace transform.

(a) f (t ) a ,

where a is a constant

(b) f (t ) e at

where a is a constant

1 t , 0 t 1
(c) f (t )
0, 1 t

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 Table 4.1: Laplace Transform

f t f t F s
k k
s
tn, n 1,2,3,... n!
s n 1
e at 1
sa
cos at s
s a2
2

sin at a
s a2
2

cosh at s
s a2
2

sinh at a
s a2
2

e at f t F s a

t n f t , n 1,2,3,... d n F s
1 n

ds n
H t a e as
s
f t a ut a e as F s

y t Y s

y' t sY s y0

y" t s 2Y s sy0 y' 0

y n t s nY s s n1 y0 s n2 y' 0 ... y n1 0

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* Refer to the Table of Laplace Transform.

4.2 PROPERTIES OF LAPLACE TRANSFORMS

Theorem 4.1 (Linearity property)

If the Laplace transforms of f1 (t ) and f 2 (t ) exist with constants and , then :

Lf 1( t ) f 2 ( t ) = L f1( t ) L f 2 ( t )

Example 4.2:

By referring to the table of Laplace transform, find the Laplace transform of each function.
(a) f (t ) 5t 3 6t
(b) f (t ) t 12

Theorem 4.2 (First translation property)

If L f (t ) F (s) and a is a constant, then:

L e at f t F s a

Example 4.3:

By using the first translation property, find

(a)
L te at

(b)
L et sin t

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Theorem 4.3 (Multiplication by t n )

If L f (t ) F (s) , then for n=1, 2, 3,.:

L t n f ( t ) ( 1 )n
dn
L f (t )
ds n
n
n d
(1) F ( s)
ds n

Example 4.4:
By using the theorem of multiplication by t n , find:

(a)
L te at

(b)
L t 2e at

(c) Ltsin 2t

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4.3 UNIT STEP FUNCTION

The function u( t a ) is defined by:

0, 0t a
u t a
1, ta
is called a unit step function or the Heaviside step function (notation u replace to H ).

The function ut a u a t is graphed in Figure 4.1:

f t

f t ut a
1-

0 a t

Figure 4.1: A unit step function

Example 4.5:

Sketch the graph of the given function.

(a) u t
(b) ut 2

Example 4.6:

Sketch the graph of the given function.

(a) f ( t ) e t ,t 0
(b) f ( t ) ut 2e t

Example 4.7:

Sketch the graph of the given function.

(a) f ( t ) t 2 ,t 0
(b) f ( t ) t 2ut 1

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A step function is a piecewise continuous function of the form :

g1 , 0 t a1
g ,
2 a1 t a 2
.
g( t )
.
g n 1, a n 2 t a n 1

g n , t a n 1.

For n 2 , the step function is of the form :

g , 0 t a
g( t ) 1
g 2 , t a.

It can be written in terms of unit step function as follows:

g , 0 t a
g( t ) 1
g 2 , t a
g1 g 2 g1 ut a

Example 4.8:

Sketch the graph of the step function below. Hence, write the step function in terms of unit
step function.
1 t , 0 t 1
(a) f (t )
0, t 1

t 2, 0 t 4
(b) f (t )
6 t , t 4

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Next, for n 3 ,

g1 , 0ta

g( t ) g 2 , atb
g , tb
3
g1 g 2 g1 ut a g 3 g 2 ut b

Example 4.9:

Write the following step function in terms of unit step function.

0 0t 4

f (t ) 2 4t 7
1 t 7

Example 4.10:

Write the following step function in terms of unit step function.

3 0t 2

a ) f ( t ) 2t 1 2t 5
9 t 5

t 2 0t3

b ) f ( t ) 5t 3t 6
2t 3 t6

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Theorem 4.4 (Laplace Transform of Unit Step Function)

If a 0 , then
as

e
L u( t a )
s

Example 4.11:
Determine the Laplace transform of the given function.
f t 2 3ut 2 ut 3

Theorem 4.5: (Property of Second translation)

If a 0 and L f ( t ) F ( s ) , then
L{ f ( t a )u( t a )} e as L{ f ( t )}
e as F ( s )

Example 4.12:
Find the following Laplace transform.
(a)
L 2t 2 3t 1 ut 3
(b)
L e t ut 2

Example 4.13:
Sketch the graph and write the step function in terms of unit step function. Hence, find its
Laplace transform.
t , 0t 2

(a) f (t ) 4 t , 2 t 4
0 4t
,

1 t 0 t 1
f (t )
(b)
0 t 1

et 0t 3
f (t )
(c)
0 t 3

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4.4 INVERSE LAPLACE TRANSFORM

If L{f(t)}= F(s), then we say that f(t) is the inverse Laplace transform of F(s) and employ the
notation:
L-1 F s f t

with L-1 is known as the operator of the inverse Laplace transform.

1
** Note!!! L-1 .
L

Example 4.16:
Determine the inverse Laplace transform of the given function.
4
(a) s

12
(b) s3

2
(c) s 5

3
(d) 2 s 6

8
(e) s 2 9

1
(f) 4s 2 9

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4.4.1 Properties of Inverse Laplace Transform.

Theorem 4.6 ( Linearity of the Inverse transform)

If and are constants, then

L-1 F s Gs = L-1 F s L-1 Gs ------(4.10)

Example 4.17:
Determine the inverse Laplace transform of:
3s 2
(a) s2 4

7s 3
(b) s2 9

Theorem 4.7 ( Property of First Translation)

If L1{ F( s )} f ( t ) and let a be a constant, then

1 at 1
L { F ( s a )} e L { F ( s )} --------(4.11)
e at f (t )

Example 4.18:

Determine the inverse Laplace transform of:

2
(a) s5

3
(b) 2 s 6

5
(c)
( s 2) 3

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Theorem 4.8 ( Second Translation Theorem )

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If L { F ( s )} f ( t ) and a constant, then

1 as
L {e F ( s )} f ( t a )u( t a ) --------(2.12)

where u(t-a) is unit step function.

Example 4.19:

Find the Inverse Laplace Transform of the given expression:

e 2 s
(a)
s2

e 4 s
(b)
( s 2) 3

se s
(c) s 2 4

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4.4.2 Partial Fractions

Partial fractions play an important role in finding inverse Laplace transforms.

M ( s)
Let ,where M (s) and N (s) are polynomials in term of s with no common factors
N ( s)
and N (s) 0 .

Partial fractions Rule:

If the degree of M(s) is greater than or equal to the of degree N(s), use long division to
M (s)
express N ( s ) as the sum of a polynomial.
M (s)
If the degree of M(s) is less than to the degree of N(s), then express N ( s ) as a cascading
sum of the form:

(i) Linear factor s a

A
sa , A constant

Repeated Linear factor s a

2
(ii)
A1 A2

s a s a 2

(iii) Repeated Linear factor (s a) n

A1 A2 A3 An
....
s a ( s a) 2
( s a) 3
( s a) n
2
(iv) Quadratic factor (s ps q)
Ps Q
2
( s ps q)
2 2
(v) Repeated Quadratic factor (s ps q)
Ps Q Rs T

2
(s ps q) (s ps q) 2
2

Example 4.20:
Write the given expressions in partial fractions, then find the inverse Laplace transform.
1
(a) s ( s 1)

2s 2 s 1
(b) ( s 1)( s 2 1)

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Theorem 4.9 (Convolution Theorem)

The Convolution Theorom is used to find the inverse Laplace transform of a product of two
functions F (s) G(s)

If L F ( s ) f ( t ) and L G( s ) g( t ) , then
1 1

L F ( s ) G( s ) 0 f ( u ) g ( t u )du ------------(2.13)
1 t

Example 4.21:
Use the Convolution theorem to find the inverse Laplace transform of
1
(a) s ( s 1)

a
(b) , a constant
s (s a 2 )
2 2

1
(c)
( s 1)(s 4)

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4.5 SOLUTION OF INITIAL-VALUE PROBLEM

The Laplace transform is ideally suited to solve an initial-value problems.

Theorem 4.10 :

If Ly( t ) Y ( s ) , then
Ly' ( t ) sY ( s ) y( 0 )
Ly' ' ( t ) s 2Y ( s ) sy( 0 ) y' ( 0 )
Ly' ' ' ( t ) s 3Y ( s ) s 2 y( 0 ) sy' ( 0 ) y' ' ( 0 )

Hence we can write,

y n t s nY s s n1 y0 s n2 y' 0 ... y n1 0
To solve an initial-value problems by using Laplace Transform, the steps taken are shown
below:

Step 1:
Given a linear differential equation with initial condition
ay" by' cy f t ; y0, y' 0, y" 0

Step 2:
Rewrite the equation in terms of Laplace Transform
Lay" by' cy L f t
Step 3:
Insert the given initial conditions:
y0, y' 0, y" 0

Step 4:
Rearrange the Y s equation algebraically

Step 5:
Determine the inverse Laplace Transform
-1 Y ( s )

Step 6:
Obtain the particular solution: y t

Example 4.22:

Use the Laplace transform to solve

y cos t ; y0 0
dy
dt

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Example 4.23:

Solve
d2y
2
4 y 15e t ; y0 5, y' 0 2
dt

Example 4.24:

Solve the initial value problem by using the method of Laplace transform.
y" 2 y' 5 y 0; y0 2, y' 0 4

Example 4.25:

Solve the initial value problem by using the method of Laplace transform.
y" y ut 3; y0 2, y' 0 1

where ut 3 is the unit step function.

Example 4.26:

Solve the initial value problem by using the method of Laplace transform.
y" 2 y' 5 y 4e t ; y0 0, y' 0 2

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Example 4.27:

Given the differential equation,

y' t 2 yt f t

with y0 0 , find the response of the output , if the input function is a unit step function
described below.
f(t)

1-

t
0 1

4.6 TRANSFER FUNCTION

The transfer function H s of a linear system is defined as the ratio of the Laplace transform
of the output function X s to the Laplace transform of the input function F s , under the
assumption that all initial conditions are zero (steady state).

X s output
H s
F s input

The function ht is called the impulse response function for the system.

Example 4.28:

A linear system is governed by the given differential equation

y" 9 y f t

Find:

a) The transfer function H s for the system

b) The impulse response function ht .

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