CHAPTER FIVE

LAPLACE TRANSFORMS
1. Introduction:
In this chapter we will see how to use Laplace
transforms to solve differential equations. There
are many kinds of transforms .

Definition:
Given a function f (t) for , t 0 its Laplace
transform
w
st st
( f (t )) F (s) 0
e f ( t ) d t lim
w
0
e f (t ) d t
--
--------------------------------- (1)

We say the transform converges if the limit exists,

and diverges if not.

Furthermore, f (t ) in (1) is called the inverse

transform (or inverse) of F ( s ) . So that
1
f (t ) L (F ) ------- (2)
Next we will give examples on computing the
Laplace transform of given functions.

Example1: Let f ( t) 1 for t 0 .

n
st st
( f ( t )) F (s ) 0
e d t lim
n
0
e dt

1 ns
lim e 1
s n

1

s
1
(1)
Therefore s
Example 2: Let f ( t) t for t 0 .

n
st st
( f (t )) F (s) 0
te d t lim
n
0
te dt

1 ns 1
lim te
n
s s
1
2
s
1
( t)
Therefore s
2

f ( t) e
at
Example 2: Let for t 0 .
 w
st (s a ) t
( f ( t )) F (s ) e d t lim
at
e e dt
0 n 0

1 (sa)n
lim e 1
s a n

1

s a
1
)
at
Therefore (e
s a

2 Linearity of the Laplace Transform

The Laplace transform is a linear operator.
That is for any functions f (t ) and g ( t ) whose
Laplace transforms exist and constants c 1 and c 2
are given,
c1 f ( t ) c 2 g ( t ) c 1 ( f ) c 2 ( g )
.

Applications:
at
e
at
e
f ( t ) cosh at
Example 1: Let 2
, find
L( f ) .
Solution:

at
e e
at

( f ) F ( s ) cosh at
2
1 1
e e . (*)
at at
= 2 2
1 1 1
e e
at

at

But sa , then s ( a ) s a .
Therefore
1 1 1 1 s
(c o s h a t )
2 sa 2 s a s a
2 2 .

Inverse Laplace Transform:

1
If is the linear transform, is also a linear
inverse Laplace transform.

Example 2: (partial fraction)

1 1
Let F (s) , a b
. Find f (t ) (F ) .
( s a )( s b )

Solution:
By partial fraction reduction, we have
 1 A B
.
( s a )( s b ) s a sb

1
A
1 B
Solve to get a b
and b a .
1 1 1 1 1
Therefore,
( s a )( s b ) a b s a a b s b

11 1

= a b s a s b .
1 1 1 1 1 1
Therefore , f (t ) (F )
ab sa sb

e ,
1
e
at bt

= ab a b (by
example 1 above).
1
Example 3: Find ( F ) f (t ) given that
s
F (s)
9 .
2
s

s s
Solution:: F (s) ,
9 ( s 3 )( s 3 )
2
s

Then
s A B

( s 3 )( s 3 ) s3 s3 .
1 1
A B
Solve to get 2
and 2
.
So that
 s 1 1

s
2
9 2 ( s 3) 2 ( s 3)
.
Therefore,
1 s 1 1 1 1 1 1 1 3t 1 3t
2 e e (from
s 9 2 s3 2 s3 2 2

the table)

3t
e
3t
1 s e
2 co sh 3t
s 9 2 .
The answer can also be obtained from the table,
when k 3 .

1 2s 6
.
Example 4: Find ( s 2 )( s 4 )

2s 6 A B

Solution: ( s 2 ) ( s 4 ) s 2 s 4 .
Solve to get A 1, B 1 .
Therefore,
1 2s 6 1 1 1 1

2t 4t
( ) ( ) e e
( s 2 )( s 4 ) s2 s4
(from the table).
 1 2s 8
2
Example 5: Find s 8s 15
.

Solution:
2s 8 2s 8

s
2
8 s 15 ( s 5 )( s 3 ) .
2s 8 A B

Then ( s 5 )( s 3 ) s5 s3 .
Solve to get A B 1.
1 2s 8 1 1 1 1
Therefore, 2
s 8s 15 s5 s3

e
5t 3t
=e (from
the table).

Exercise :
s
Let F (s)
( s a )( s b )
, a b . Find f (t ) .

Solution: Exercise

Example 7 (Induction Hypothesis):

n 1
Let f ( t ) t , n is a natural number.

st n 1

Then
F (s) e t dt
0

Integrate by parts to get

1 st n 1 n 1 st
|0
n
e t e t dt
= s s 0

1 n 1 st
(0 0 )
n
e t dt
= s s 0

n 1 n 1
e
st
t dt
n
L t n

= s 0
s . (1)
By the induction hypothesis, we have

1 n n
t t
st st st n 1 n 1
t dt t |0 e dt
n n n
e e t
0
s s 0
s

=

n 1 st n 1 n 1 st n2
n ( n 1) st n2
e t
s s
|0
s
e t dt
s
2 e t dt
0 0

=

n ( n 1 ) 1 st n 2 n 2 st n3
n ( n 1 )( n 2 ) st n3
2 e t | 0
e t dt 2 e t dt
s s s 0 s s 0

n ( n 1)( n 2 )
t
n3

= s
3

n ( n 1 )( n 2 )( n 3 ) ( n ( n 1 ))
L t
nn
= s
n

n ( n 1)( n 2 )( n 3 ) ( 2 )(1) n!
= s
n
(1)
s
n
(1)

n 1 n! ( n 1) !
= n 1
n 1 s 0
s s s

( n 1) !
t
n 1

Therefore s
n2 .

Example:
2 ( n 1) ! 2
(t ) (t )
2
Find . Here n 1. So 1 2 3 .
s s

3 Gamma Function
The gamma function ( ) is defined by

t 1
( ) e t dt
0
, 0 .
Properties:

t

(1)
(1 ) e dt 1
,
0

t

(2) (2) e t dt ( 1 ) 1
0

(3) ( 1 ) ( ) ,
(4) ( k 1 ) k ! , where k 0 ,1, 2 ,

Example:
( 3 ) 2! 2 ( 2 ) 2 , or ( 3 ) ( 2 1) 2 ( 2 ) 2!

1

(5) 2
(6) ( k 1 ) k ( k ) k !

Example:
Relationship between Gamma and Laplace
Transform

st
(t )
a a
e t dt
0
.

t a 1

Let Recall that

(a ) e t dt
0

So we set,
a
x x dx
st x t t sdt dx dt
a

s s
; and s
.
a
x x dx 1 x
(t ) e e
a a
Therefore s
a
s s
a 1
x dx
0 0

1 1
=s a 1
( a 1) a 1
a (a ) .
s
1
(t ) a (a )
a
Therefore s
a 1

First Translation Theorem

( f ( t )) F ( s ) f (t )) F ( s a )
at
If then (e .
1
( F ( s a )) e
at
So that f (t ).

Proof:

st

Given ( f ( t )) F ( s ) e f (t ) d t
. Replacing s by
0

s a , we get

F (s a) e
( s a )t
f (t ) d t e
st
e at
f ( t ) d t ( e
at
f ( t ))
.
0 0

Example:
 1 s
(1) Since 2 cos 2t (from the table), by
s 4

1 s 1

t
e cos 2t
translation theorem, ( s 1) 4
2 ,
1 2
(2) 2 s in 2 t ,
(s 4

1 2 2t
e s in 2 t
then (s 2) 4
2 .

Theorem :
n
d
( f ( t )) F ( s ), then ( t f ( t ) ) ( 1) F (s) .
n n

If ds
n

Proof:

st d d
F (s) e
st
From f ( t ) dt
, then ds
F (s)
ds
e f ( t ) dt
0 0

st
F ( s ) ( 1)
1
e .t . f ( t ) dt
This implies
0

st
F ( s ) ( 1 )
2 2
e .t . f ( t ) dt
0

st
( s ) ( 1)
(n) n n
F e .t . f ( t ) dt
0
 = ( 1) ( t
n n
f ( t )) .

Example 1:
2t 1 d 1 1
Since (e ) , then ( te
2t
) , and
s 2 ds s 2 (s 2)
2

2
2t d 1 2
) ( 1)
2 2
(t e 2
ds s 2 (s 2)
3 (check).

Example 2:
1 1
2
Find s 6 s 1 3 .

1 1 1

Solution: s
2
6 s 13 ( s 3)
2
4 ( s 3)
2
2
2

1 2
= 2 ( s 3) 2
2 2 . (1)
Using the translation theorem, from the table we
k
(s in k t )
see that s k
2 2 = F (s) .
Here f ( t ) sin kt .
1 k
e f (t ) (2)
at
So that 2
(s a) k
2

1 1 1 1 2
From (1) 2 2
s 6s 13 2 ( s 3) 2
 1 3t
= 2 sin 2 t (by (2)). e

The answer can also be obtained from the table

straight way (see item 19 in the table).

4th January

Example 3:
1 7s 2

Find ( s 2 )( s 1)( s 2 )
.

Solution:
By partial fraction,
7s 2 A B C

( s 2 )( s 1 )( s 2 ) s 2 s 1 s 2 .
That is,
A ( s 1 )( s 2 ) B ( s 2 )( s 2 ) C ( s 2 )( s 1 ) 7 s 2
.
Then A 1, B 3, C 4 . (check)
 7s 2 1 3 4

Therefore, ( s 2 )( s 1 )( s 2 ) s 2 s 1 s 2 .
So that
1 7s 2 1 1 1 1 1 1
3 4
( s 2 )( s 1)( s 2 ) s 2 s 1 s2
2 t
= e 3e 4 e
t 2t
(from the table).

Example 4:
s 5s 3
2
1
2
Find ( s 2 )( s 1)
.
Solution:
By partial fraction,
5s 3
2
s A B C

( s 2 )( s 1 )
2
s 2 s 1 ( s 1)
2 .
So that A ( s 1 ) 2
B ( s 2 )( s 1 ) C ( s 2 ) s
2
5s 3 .
Then A 1, B 2, C 1. (check).
Therefore,
s 5s 3 1
2
1 1 1 1 1 1
2
2 2
( s 2 )( s 1) s 2 s 1 ( s 1)
2 t
= e 2 e te
t t
(from the table).

Example 5:
5s s 2
2
1

Find ( s 2 )( s
2
1)
.
Solution:
s 2 Bs c
2
5s A

By partial fraction, ( s 2 )( s
2
1) s 2 s
2
1
.
Solve to get A 4, B 1, C 3 (check).
So that
5s s 2
2
1 1 1 1 s 1 1
4 3
( s 2 )( s 1) s 2 s 1 s 1
2 2 2 2 1

2t
= 4e cos t 3 sin t (from the table).

Exercise:
(1) Applying the definition to evaluate
2 2t
2t
(a) ( t e ) ( t e ).
(b)
0, 0 t 3
(2) Evaluate ( f ( t )) for f (t )
2, t 3
1
f (t )
(3) Show that the function t
2 does not
possess a Laplace transform.