LAPLACE TRANSFORMS

HISTORICAL BACKGROUND

Marquis Pierre Simon de Laplace (1749-1827) was a French mathematical

astronomer. He was the son of a Normandy farmer and was ashamed of his humble
childhood and did everything to hide his peasant origins. By the time of his death he had
become a marquise, interior minister and various other privileged portfolios. He was
educated at the military school in Beaumont and in 1767 with the help of Jean
d`Alement, he was appointed professor of mathematics at the Ecole Militaire School in
Paris. Laplace's contributions were in the fields of astronomy, potential theory and
probability theory. His work on astronomy was published in five volumes on 'Celestial
Mechanics' and his work on potential theory was important because it opened doors to
many of today's engineering problems. He was one of the leading French Scientist of
the 18th century and saw mathematics as a tool to serve his problems. After the French
revolution (1789), Laplace went into politics and became interior minister (only for six
weeks) but continued his mathematics despite all the political changes in France.
Towards the end of his life he lived in Arcueil, close to Paris, where he died in 1827.

The Laplace transform technique was crucial in providing Oliver Heaviside's

development of solutions to constant coefficient ordinary differential equations.
Laplace transforms are widely used in control engineering. Roughly speaking the
method is used to convert a calculus problem (the differential problem) into an algebraic
problem (frequently an exercise on partial fractions and / or completing the square).
The solution of the algebra problem is then fed backwards through what is called
“Inverse Laplace Transform” and the solution of the differential equation is obtained.

DEFINITION AND PROPERTIES OF LAPLACE TRANSFORM

The Laplace technique transforms the independent variable t (time) to a complex

variable s (frequency).
Hence the transform changes the function of time, f (t ) into a function of s, F ( s ) . The
convention is to use lower case for functions of time, f (t ) or y (t ) and capitals for its
Laplace transform, F ( s ) or Y ( s ) (functions of s).
The Laplace transform is denoted by , so { f (t )} = F ( s ) .
Sometimes we also use the notation f ( s ) or y ( s) .
The Laplace transform of a function f (t ) is defined by
{ f (t )} =
∞
e − st f (t )dt
0
Where t ≥ 0 and s is assumed to be positive and large enough to make the product
e − st f (t ) finite as t → ∞ , the actual value of s is not important since this value is not
directly involved in the working, so we have to put a restriction on s for the integral to
converge (or exist).
∞
F (s) = e − st f (t )dt
0

SB: Laplace Transform 1

Example 1: Find {a} , a is a constant
Solution: By definition
t =M
a e − st
{a} =
∞ M
− st − st
e .a. dt = lim e a dt = lim
0 M →∞ 0 M →∞ −s t =0
− sM
ae −ae 0−a a
= lim = =
M →∞ −s −s s
{a} = a
s

Example 2: Determine {e } where a is a real constant.

at

{e } =
∞ M
Solution: at
e at e− st dt = lim e at e − st dt
M →∞ 0
t =M
M e−( s −a )t
= lim e − ( s − a ) t dt = lim
M →∞ 0 M →∞ −( s − a ) t =o

e− ( s −a ) M − e o −1
= lim = for Re s>a
M →∞ −( s − a ) −( s − a )
1
{e } EMBED "Equation" \* mergeformat
at
=
s− a
Example 3: Find the Laplace transform of f (t ) = cos(at ) .
∞
Solution: {cos at} = e − st cos at dt .
0
We could determine this by integration by parts . However a better way
comes from remembering that e jθ = cos θ + j sin θ , so cos θ = Re(e jθ ) and
sin θ = Im(e jθ ) .
∞ ∞ ∞
{cos at} = e − st cos at dt = e − st Re(e jat )dt = Re e − ( s − ja ) t dt
0 0 0

−( s − ja )t ∞
e 1 1
= Re = Re ( 0 − 1) = Re
−( s − ja ) −( s − ja ) ( s − ja )
0
s + ja
= Re 2
s + a2
s
{cos at} = .
s + a2
2

Note: we have found the Laplace transform of f (t ) = sin(at ) .

The working should be the same except that we need the imaginary part of the result.
∞ ∞ a
{sin at} = e − st sin at dt = e − st Im(e jat )dt = 2
0 0 s + a2

SB: Laplace Transform 2

Example 4: Find the Laplace transform of f (t ) = t .
∞
∞
− st −te− st 1 ∞
Solution: {t} = e t dt = + e − st dt
0
s s 0
0
∞
1 −e − st 1
= [0 − 0] + = .
s s s2
0

1
{t} =
s2

Example 5: Find the Laplace transform of f (t ) = t n .

∞
Solution: {t n } = e − st t n dt = I n
0
∞
t n e− st n ∞
In = + t n−1e − st dt
−s s 0
0
n
= [0 − 0] + I n −1 ,
s
n (n − 1) (n − 2) 2 1
In = . . .... . .I 0
s s s s s
n!
I n = n .I 0
s
1
since I 0 = {1} =
s
n!
{t n } = n +1
s

SB: Laplace Transform 3

PROPERTIES OF LAPLACE TRANSFORM
Let f (t ) and g (t ) be functions of time t and a, b be constants then the following
results are of use in finding the Laplace Transform of a function which is made up of
basic functions, such as those found in the previous section.

1. Linearity: {af (t ) + bg (t )} = a { f (t )} + b { g (t )}
Example 1: Determine the Laplace Transform of the function,
2t 5 + 7 cos 4t − 1
Solution: {2t 5 + 7 cos 4t − 1} = 2 {t 5 } + 7 {cos 4t} − {1}
5! s 1 240 7s 1
2. + 7. 2 − = 6 + 2 − .
s 6
s +4 s
2
s s + 16 s

t5
Example 2: Determine 2 + 5t − e −6t +
3
t5
Solution: 2 + 5t − e −6t +
3
= {2} + 5 {t} − {e } + 13 {t }
−6 t 5

2 5 1 1 5! 2 5 1 40
= + 2− + 6 = + 2− + 6
s s s+6 3 s s s s+6 s

2s 2 + s + 9
Example 3: Show that {e −t
+ cos 3t} =
( s + 1) ( s 2 + 9 )
Solution: {e −t
+ cos 3t} = {e } + {cos 3t}
−t

1 s 1 s
= + 2 = + 2
s +1 s + 9 s +1 s + 9
s + 9 + s ( s + 1)
2
s2 + 9 + s2 + s
= =
( s + 1)( s 2 + 9) ( s + 1)( s 2 + 9)
2s 2 + s + 9
= .
( s + 1) ( s 2 + 9 )

2. First shift theorem

This provides a very useful rule, which extends the values/results we have already
established to a wider range of functions. It depends on the fact the transform of f (t ) is
a function of s i.e. F ( s ) .
The rule is, if { f (t )} = F ( s) then {e − at
f (t )} = F ( s + a )
∞ ∞
Proof: {e − at f (t )} = e − st e − at f (t ) dt = e− ( s + a ) t f (t ) dt = { f (t + a )}
0 0

1 1
Example 1: we know {t} = Then {te } =
−4 t

( s + 4)
2
s2
3
Example 2: we know {sin 3t} =
s +92

3 3
Then {e −2 t
sin 3t} = =
( s + 2) s + 4 s + 13
2 2
+9
SB: Laplace Transform 4
 2
Example 3: t 2 e3t .We know that if f ( t ) = t 2 then [ f (t )] = f ( s) = .
s3
2
Using the above theorem: t 2 e3t = f ( s − 3) = .
( s − 3)
3

3. Second shift theorem

If { f (t )} = F ( s) then {H (t − a) f (t − a)} = e− as F ( s)
2s 2 se −2 s
Example 1: given { f (t )} = Then {H (t − 2) f (t − 2)} =
s+9 s+9

4. Initial value theorem

This theorem applies only to real values of s, f (t ) which possess a limit as t → 0 .
The initial value theorem states the lim { f (t )} = lim {sF ( s)} .
t →0 s →∞
Some care is needed when applying the theorem. The Laplace transform of some
functions exists only for Re( s ) > 0 , and for these functions taking the limit s → ∞ is
not sensible.

5. Final value theorem

This theorem applies only to real values of s, f (t ) which possess a limit as
t →∞.
The final value theorem states the lim { f (t )} = lim {sF ( s)} .
t →∞ s →0

6. The convolution theorem

{ f (T ) g (t − T )} = F ( s )G ( s)

7. Multiplication by t
d
If { f (t )} = F ( s) then {tf (t )} = − {F ( s)}
ds
d ∞ ∂ − st
Proof It may be shown that {F ( s)} = e f (t ) dt
ds 0 ∂s
∞
=
0
−te − st f (t )dt = − {tf (t )}
Example 1:
2 d 2 4s
We know {sin 2t} = Then {t sin 2t} = − =
s +4 ds s + 4 ( s + 4)
2 2 2 2

Example 2:
s
We know {cos at} =
s + a2
2

d s s2 − a2
Then {t cos at} = − = :
ds s 2 + a 2 ( s2 + a2 )
2

Therefore in general:
dn
If { f (t )} = F ( s) then {t n
f (t )} = ( −1)
n

ds n
{F ( s)} .
f (t ) ∞ f (t )
If { f (t )} = F ( s) then = F (u )du , if lim exists.
t s t →0 t
SB: Laplace Transform 5
Table of Laplace transforms (see Maths Handbook for a far more extensive table)
f (t ) L { f ( t )} = F ( s ) f (t )

a a af ( t ) + bg ( t ) aF ( s ) + bG ( s )
s
e at 1 df sF ( s ) − f ( 0 )
s−a dt
sin at a d2 f s 2 F ( s ) − sf ( 0 ) − f ′ ( 0 )
s + a2
2
dt 2
cos at s ebt f ( t ) F ( s − b)
s + a2
2

sinh at a f (t ) ∞
F ( s′ ) ds′
s − a2
2
t s

cosh at s tf ( t ) −
dF
s − a2
2
ds
tn n! H (t − b ) f (t − b ) e −bs F ( s )
s n +1
te at 1 f ( ct ) 1 s
F
( s − a)2 c c
t cos at s2 − a2
t
F (s)G ( s)
g ( t − t ′ ) f ( t ′ ) dt ′
(s 2
+a )
2 2
0

t sin at 2as
(s + a2 )
2 2

SB: Laplace Transform 6

Exercises 1:

Find the Laplace transform of the following functions

(a) e −5t (b) sin 3t (c) cos 2t (d) t 7
3t
(e) sinh 6t (f) e sin 2t (g) t 7 e5t

Ansewers to exercises 1
1 3 s
(a) {e } = {sin 3t} = {cos 2t} =
−5 t
(b) (c)
s+5 s2 + 9 s2 + 4
7! 6
(d) {t } = 8 {sinh 6t} = 2
7
(e)
s s − 36
2 7!
(f) {e 3t
sin 2t} = (g) {t e } =
7 5t

( s − 3) ( s − 5)
2 8
+4

Exercises 2:

Find the Laplace transform of the following functions

(a) 3t 2 + 4t − 1 (b) (t + 1)3 (c) 2e5t − 3et + e −7 t
(d) 2 sin 3t − 3cos 2t (e) t sin 6t (f) t ( et + e −2t )
1
(g) (1 − cos 2t ) ≡ sin 2 t (h) e −3t cos 5t (i) t 2e 2t
2
(j) e −2t ( 2t 3 + 3t − 2 ) (k) ( cosh 2t )( sin t ) (l) e − at f ′(t )

Ansewers to exercises 2
6 4 1 6 6 3 1 2 3 1
(a) 3 + 2 − + 3+ 2+
(b) (c) + +
s s s s 4
s s s s − 5 s −1 s + 7
6 3s 12 s 1 1
(d) 2 − 2 (e) 2 (f) +
s +9 s +4 ( s + 36) 2
( s − 1) ( s + 2)2
2

1 1 s s+3 2
(g) − 2 (h) (i)
2 s s +4 ( s + 3) + 25
2
( s − 2)3
12 3 2 1 1 1
(j) + − (k) +
( s + 2) ( s + 2) s + 2
4 2
2 ( s − 2) + 1 ( s + 2) 2 + 1
2

(l) ( s + a ) F ( s + a ) − f (0)

More Exercises:

7 t 3 − 2 sin 3t cosh 3t 3 − 2 t + 4 cos 2 t

4 te −2t 2 e −3t sin 2 t t 2 e 4t
2 cos 3t + 5 sin 3t t − 3 cos 4 t
2
t 2 e −2t + e − t cos 2 t + 3

SB: Laplace Transform 7