Lecture Notes for Laplace Transform

Wen Shen

April 2009

NB! These notes are used by myself. They are provided to students as a supplement to the
textbook. They can not substitute the textbook.

—Laplace Transform is used to handle piecewise continuous or impulsive force.

6.1: Definition of the Laplace transform (1)

Topics:
• Definition of Laplace transform,
• Compute Laplace transform by definition, including piecewise continuous functions.

Definition: Given a function f (t), t ≥ 0, its Laplace transform F (s) = L{f (t)} is defined as
Z ∞ Z A
. −st .
F (s) = L{f (t)} = e f (t) dt = lim e−st f (t) dt
0 A→∞ 0
We say the transform converges if the limit exists, and diverges if not.
Next we will give examples on computing the Laplace transform of given functions by defini-
tion.

Example 1. f (t) = 1 for t ≥ 0.

Z A ¯A
1 −st ¯¯ 1£ ¤ 1
F (s) = L{f (t)} = lim e · 1 dt = lim − e ¯ = lim − e−sA − 1 = ,
−st
(s > 0)
A→∞ 0 A→∞ s 0
A→∞ s s

Example 2. f (t) = et .
Z Z ¯A
A
−st at
A
−(s−a)t 1 −(s−a)t ¯¯
F (s) = L{f (t)} = lim e e dt = lim e dt = lim − e ¯
A→∞ 0 A→∞ 0 A→∞ s−a 0
1 ¡ −(s−a)A ¢ 1
= lim − e −1 = , (s > a)
A→∞ s−a s−a

1
Example 3. f (t) = tn , for n ≥ 1 integer.

Z ( ¯ Z A n−1 −st )
A −st ¯A
e ¯ − nt e
F (s) = lim e−st tn dt = lim tn ¯ dt
A→∞ 0 A→∞ −s 0 0 −s
Z A
n n
= 0 + lim e−st tn−1 dt = L{tn−1 }.
s A→∞ 0 s
So we get a recursive relation
n
L{tn } = L{tn−1 }, ∀n,
s
which means
n−1 n−2
L{tn−1 } = L{tn−2 }, L{tn−2 } = L{tn−3 }, · · ·
s s
By induction, we get
n n (n − 1) n (n − 1) (n − 2)
L{tn } = L{tn−1 } = L{tn−2 } = L{tn−3 }
s s s s s s
n (n − 1) (n − 2) 1 n! 1 n!
= ··· = · · · L{1} = n = n+1 , (s > 0)
s s s s s s s

Example 4. Find the Laplace transform of sin at and cos at.

Method 1. Compute by definition, with integration-by-parts, twice. (lots of work...)
Method 2. Use the Euler’s formula
eiat = cos at + i sin at, ⇒ L{eiat } = L{cos at} + iL{sin at}.
By Example 2 we have
1 1(s + ia) s + ia s a
L{eiat } = = = 2 2
= 2 2
+i 2 .
s − ia (s − ia)(s + ia) s +a s +a s + a2
Comparing the real and imaginary parts, we get
s a
L{cos at} = 2 2
, L{sin at} = 2 , (s > 0).
s +a s + a2
R∞ RA
Remark: Now we will use 0 instead of limA→∞ 0 , without causing confusion.

For piecewise continuous functions, Laplace transform can be computed by integrating each
integral and add up at the end.

Example 5. Find the Laplace transform of

½
1, 0 ≤ t < 2,
f (t) =
t − 2, 2 ≤ t.

2
We do this by definition:
Z ∞ Z 2 Z ∞
−st −st
F (s) = e f (t) dt = e dt + (t − 2)e−st dt
0 0
¯2 ¯∞ 2 Z A
1 −st ¯¯ 1 ¯ 1 −st
= e ¯ + (t − 2) e−st ¯¯ − e dt
−s t=0 −s t=2 2 −s
¯∞
1 −2s 1 1 −st ¯¯ 1 −2s 1
= (e − 1) + (0 − 0) + e ¯ = (e − 1) + 2 e−2s
−s s −s t=2 −s s

3
6.2: Solution of initial value problems (4)
Topics:

• Properties of Laplace transform, with proofs and examples

• Inverse Laplace transform, with examples, review of partial fraction,

• Solution of initial value problems, with examples covering various cases.

Properties of Laplace transform:

1. Linearity: L{c1 f (t) + c2 g(t)} = c1 L{f (t)} + c2 L{g(t)}.

2. First derivative: L{f 0 (t)} = sL{f (t)} − f (0).

3. Second derivative: L{f 00 (t)} = s2 L{f (t)} − sf (0) − f 0 (0).

4. Higher order derivative:

L{f (n) (t)} = sn L{f (t)} − sn−1 f (0) − sn−2 f 0 (0) − · · · − sf (n−2) (0) − f (n−1) (0).

5. L{−tf (t)} = F 0 (s) where F (s) = L{f (t)}. This also implies L{tf (t)} = −F 0 (s).

6. L{eat f (t)} = F (s − a) where F (s) = L{f (t)}. This implies eat f (t) = L−1 {F (s − a)}.

Remarks:

• Note property 2 and 3 are useful in differential equations. It shows that each derivative
in t caused a multiplication of s in the Laplace transform.

• Property 5 is the counter part for Property 2. It shows that each derivative in s causes
a multiplication of −t in the inverse Laplace transform.

• Property 6 is also known as the Shift Theorem. A counter part of it will come later in
chapter 6.3.

Proof:

1. This follows by definition.

2. By definition
Z ∞ ¯∞ Z ∞
0 −st 0 −st ¯
L{f (t)} = e f (t)dt = e f (t)¯ − (−s)e−st f (t)dt = −f (0) + sL{f (t)}.
0 0 0

4
 3. This one follows from Property 2. Set f to be f 0 we get

L{f 00 (t)} = sL{f 0 (t)} − f 0 (0) = s(sL{f (t)} − f (0)) − f 0 (0) = s2 L{f (t)} − sf (0) − f 0 (0).

4. This follows by induction, using property 2.

5. The proof follows from the definition:

Z Z ∞ Z ∞
0 d ∞ −st ∂ −st
F (s) = e f (t)dt = (e )f (t)dt = (−t)e−st f (t)dt = L{−tf (t)}.
ds 0 0 ∂s 0

6. This proof also follows from definition:

Z ∞ Z ∞
at −st at
L{e f (t)} e e f (t)dt = e−(s−a)t f (t)dt = F (s − a).
0 0

By using these properties, we could find more easily Laplace transforms of many other func-
tions.

Example 1.
n! n!
From L{tn } = , we get L{eat tn } = .
sn+1 (s − a)n+1

Example 2.
b b
From L{sin bt} = , we get L{eat sin bt} = .
s2 + b2 (s − a)2 + b2

Example 3.
s s−a
From L{cos bt} = , we get L{eat cos bt} = .
s2 + b2 (s − a)2 + b2

Example 4.
3! 1 1
L{t3 + 5t − 2} = L{t3 } + 5L{t} − 2L{1} = 4
+5 2 −2 .
s s s

Example 5.
3! 1 1
L{e2t (t3 + 5t − 2)} = 4
+5 2
−2 .
(s − 2) (s − 2) s−2

5
Example 6.
2 4 s+1
L{(t2 + 4)e2t − e−t cos t} = 3
+ − ,
(s − 2) s − 2 (s + 1)2 + 1

because
2 4 2 4
L{t2 + 4} = 3
+ , ⇒ L{(t2 + 4)e2t } = 3
+ .
s s (s − 2) s−2

Next are a few examples for Property 5.

Example 7.
µ ¶0
at 1 at 1 1
Given L{e } = , we get L{te } = − =
s−a s−a (s − a)2

Example 8. µ ¶0
b −2bs
L{t sin bt} = − = .
s + b2
2 (s2+ b2 )2

Example 9. µ ¶0
s s2 − b2
L{t cos bt} = − = ··· = 2 .
s + b2
2 (s + b2 )2

6
Inverse Laplace transform. Definition:

L−1 {F (s)} = f (t), if F (s) = L{f (t)}.

Technique: find the way back.

Some simple examples:

Example 10.
½ ¾ ½ ¾ ½ ¾
−1 3 −1 3 2 3 2 3
L =L · 2 = L−1 = sin 2t.
s2 + 4 2 s + 22 2 s2 + 22 2

Example 11.
½ ¾ ½ ¾ ½ ¾ ½ ¾
−1 2 −1 1 6 1 −1 3! 1 −5t −1 3! 1
L 4
=L · 4
= L 4
= e L 4
= e−5t t3 .
(s + 5) 3 (s + 5) 3 (s + 5) 3 s 3

Example 12.
½ ¾ ½ ¾ ½ ¾
−1 s+1 −1 s 1 2 1
L =L + L−1 = cos 2t sin 2t.
s2 + 4 2
s +4 2 2
s +4 2

Example 13.
½ ¾ ½ ¾ ½ ¾
−1 s+1 −1 s+1 −1 3/4 1/4 3 1
L 2
=L =L + = e2t + e−2t .
s −4 (s − 2)(s + 2) s−2 s+2 4 4

Here we used partial fraction to find out:

s+1 A B
= + , A = 3/4, B = 1/4.
(s − 2)(s + 2) s−2 s+2

7
Solutions of initial value problems.
We will go through one example first.

Example 14. (Two distinct real roots.) Solve the initial value problem by Laplace transform,

y 00 − 3y 0 − 10y = 2, y(0) = 1, y 0 (0) = 2.

Step 1. Take Laplace transform on both sides: Let L{y(t)} = Y (s), and then

L{y 0 (t)} = sY (s) − y(0) = sY − 1, L{y 00 (t)} = s2 Y (s) − sy(0) − y 0 (0) = s2 Y − s − 2.

Note the initial conditions are the first thing to go in!

2
L{y 00 (t)} − 3L{y 0 (t)} − 10L{y(t)} = L{2}, ⇒ s2 Y − s − 2 − 3(sY − 1) − 10Y = .
s
Now we get an algebraic equation for Y (s).
Step 2: Solve it for Y (s):

2 s2 − s + 2 s2 − s + 2
(s2 − 3s − 10)Y (s) = +s+2−3= , ⇒ Y (s) = .
s s s(s − 5)(s + 2)

Step 3: Take inverse Laplace transform to get y(t) = L−1 {Y (s)}. The main technique here is
partial fraction.

s2 − s + 2 A B C A(s − 5)(s + 2) + Bs(s + 2) + Cs(s − 5)

Y (s) = = + + = .
s(s − 5)(s + 2) s s−5 s+2 s(s − 5)(s + 2)

Compare the numerators:

s2 − s + 2 = A(s − 5)(s + 2) + Bs(s + 2) + Cs(s − 5).

The previous equation holds for all values of s.

Set s = 0: we get −10A = 2, so A = − 15 .
Set s = 5: we get 35B = 22, so B = 2235
.
4
Set s = −2: we get 14C = 8, so C = 7 .
Now, Y (s) is written into sum of terms which we can find the inverse transform:
1 1 1 1 22 4
y(t) = AL−1 { } + BL−1 { } + CL−1 { } = − + e5t + e−2t .
s s−5 s+2 5 35 7

8
Structure of solutions:

• Take Laplace transform on both sides. You will get an algebraic equation for Y .
• Solve this equation to get Y (s).
• Take inverse transform to get y(t) = L−1 {y}.

Example 15. (Distinct real roots, but one matches the source term.) Solve the initial value
problem by Laplace transform,
y 00 − y 0 − 2y = e2t , y(0) = 0, y 0 (0) = 1.

Take Laplace transform on both sides of the equation, we get

1
L{y 00 } − L{y 0 } − L{2y} = L{e2t }, ⇒ s2 Y (s) − 1 − sY (s) − 2Y (s) = .
s−2
Solve it for Y :
1 s−1 s−1 s−1
(s2 −s−2)Y (s) = +1 = , ⇒ Y (s) = = .
s−2 s−2 (s − 2)(s2 − s − 2) (s − 2)2 (s + 1)
Use partial fraction:
s−1 A B C
2
= + + .
(s − 2) (s + 1) s + 1 s − 2 (s − 2)2
Compare the numerators:
s − 1 = A(s − 2)2 + B(s + 1)(s − 2) + C(s + 1)
Set s = −1, we get A = − 29 . Set s = 2, we get C = 13 . Set s = 0 (any convenient values of s
can be used in this step), we get B = 92 . So
2 1 2 1 1 1
Y (s) = − + +
9 s + 1 9 s − 2 3 (s − 2)2
and
2 2 1
y(t) = L−1 {Y } = − e−t + e2t + te2t .
9 9 3
Compare this to the method of undetermined coefficient: general solution of the equation
should be y = yH + Y , where yH is the general solution to the homogeneous equation and
Y is a particular solution. The characteristic equation is r2 − r − 2 = (r + 1)(r − 2) = 0,
so r1 = −1, r2 = 2, and yH = c1 e−t + c2 e2t . Since 2 is a root, so the form of the particular
solution is Y = Ate2t . This discussion concludes that the solution should be of the form
y = c1 e−t + c2 e2t + Ate2t
for some constants c1 , c2 , A. This fits well with our result.

9
 A very brief review on partial fraction, targeted towards inverse Laplace trans-
form.

Goal: rewrite a fractional form PPmn (s)

(s)
(where Pn is a polynomial of degree n) into sum of
“simpler” terms. We assume n < m.

The type of terms appeared in the partial fraction is solely determined by the denominator
Pm (s). First, fact out Pm (s), write it into product of terms of (i) s − a, (ii) s2 + a2 , (iii)
(sa )2 + b2 . The following table gives the terms in the partial fraction and their corresponding
inverse Laplace transform.

term in PM (s) from where? term in partial fraction inverse L.T.

real root, or
A
s−a g(t) = eat Aeat
s−a
double roots,
A B
(s − a)2 or r = a and g(t) = eat + Aeat + Bteat
s − a (s − a)2
double roots,
3 A B C C 2 at
(s − a) and g(t) = eat + 2
+ Aeat + Bteat + te
s − a (s − a) (s − a)3 2
imaginary roots or
As + B
s 2 + µ2 g(t) = cos µt or sin µt A cos µt + B sin µt
s2 + µ2
complex roots, or
A(s − λ) + B
(s − λ)2 + µ2 g(t) = eλt cos µt(or sin µt) eλt (A cos µt + B sin µt)
(s − λ)2 + µ2

In summary, this table can be written

Pn (s)
(s − a)(s − b)2 (s
− c)3 ((s − λ)2 + µ2 )
A B1 B2 C1 C2 C3 D1 (s − λ) + D2
= + + 2
+ + 2
+ 3
+ .
s − a s − b (s − b) s − c (s − c) (s − c) (s − λ)2 + µ2

12
Section 4-5 : Solving IVP’s with Laplace Transforms

It’s now time to get back to differential equations. We’ve spent the last three sections learning how to
take Laplace transforms and how to take inverse Laplace transforms. These are going to be invaluable
skills for the next couple of sections so don’t forget what we learned there.

Before proceeding into differential equations we will need one more formula. We will need to know
how to take the Laplace transform of a derivative. First recall that f(n) denotes the nth derivative of the
function f. We now have the following fact.

Fact
Suppose that f, f’, f”,…f(n-1) are all continuous functions and f(n) is a piecewise continuous function.
Then,
{ }
(n)
 f= s n F ( s ) − s n −1 f ( 0 ) − s n − 2 f ′ ( 0 ) −  − sf ( n − 2) ( 0 ) − f ( n −1) ( 0 )

Since we are going to be dealing with second order differential equations it will be convenient to have
the Laplace transform of the first two derivatives.
{ y′} sY ( s ) − y ( 0 )
=
 { y′′} = s 2Y ( s ) − sy ( 0 ) − y′ ( 0 )

Notice that the two function evaluations that appear in these formulas, y ( 0 ) and y′ ( 0 ) , are often
what we’ve been using for initial condition in out IVP’s. So, this means that if we are to use these
formulas to solve an IVP we will need initial conditions at t = 0.

While Laplace transforms are particularly useful for nonhomogeneous differential equations which have
Heaviside functions in the forcing function we’ll start off with a couple of fairly simple problems to
illustrate how the process works.

Example 1 Solve the following IVP.

y′′ − 10 y′ + 9 y =
5t , y ( 0) =
−1 y′ ( 0 ) =
2

Solution
The first step in using Laplace transforms to solve an IVP is to take the transform of every term in the
differential equation.
 { y′′} − 10 { y′} + 9 { y} =
 {5t}

Using the appropriate formulas from our table of Laplace transforms gives us the following.

s 2Y ( s ) − sy ( 0 ) − y′ ( 0 ) − 10 ( sY ( s ) − y ( 0 ) ) + 9Y ( s ) =
5
s2
Plug in the initial conditions and collect all the terms that have a Y(s) in them.

(s 2
− 10 s + 9 ) Y ( s ) + s − 12 =2
5
s
Solve for Y(s).
5 12 − s
=Y (s) +
s ( s − 9 )( s − 1) ( s − 9 )( s − 1)
2

At this point it’s convenient to recall just what we’re trying to do. We are trying to find the solution,
y(t), to an IVP. What we’ve managed to find at this point is not the solution, but its Laplace
transform. So, in order to find the solution all that we need to do is to take the inverse transform.

Before doing that let’s notice that in its present form we will have to do partial fractions twice.
However, if we combine the two terms up we will only be doing partial fractions once. Not only that,
but the denominator for the combined term will be identical to the denominator of the first term.
This means that we are going to partial fraction up a term with that denominator no matter what so
we might as well make the numerator slightly messier and then just partial fraction once.

This is one of those things where we are apparently making the problem messier, but in the process
we are going to save ourselves a fair amount of work!

Combining the two terms gives,

5 + 12 s 2 − s 3
Y (s) =
s 2 ( s − 9 )( s − 1)

The partial fraction decomposition for this transform is,

A B C D
Y (s) = + 2+ +
s s s − 9 s −1

Setting numerators equal gives,

5 + 12 s 2 − s=
3
As ( s − 9 )( s − 1) + B ( s − 9 )( s − 1) + Cs 2 ( s − 1) + Ds 2 ( s − 9 )

Picking appropriate values of s and solving for the constants gives,

5
=s 0 =5 9B ⇒ =B
9
s=
1 16 =
−8 D ⇒ D=−2
31
=s 9 =
248 648C ⇒=C
81
4345 50
s=
2 45 =
−14 A + ⇒ A=
81 81
Plugging in the constants gives,
 50 5 31
2
Y (s) = 81
+ 9
+ 81
−
s s2
s −9 s −1

Finally taking the inverse transform gives us the solution to the IVP.
50 5 31 9t
y (t ) = + t + e − 2et
81 9 81

That was a fair amount of work for a problem that probably could have been solved much quicker using
the techniques from the previous chapter. The point of this problem however, was to show how we
would use Laplace transforms to solve an IVP.

There are a couple of things to note here about using Laplace transforms to solve an IVP. First, using
Laplace transforms reduces a differential equation down to an algebra problem. In the case of the last
example the algebra was probably more complicated than the straight forward approach from the last
chapter. However, in later problems this will be reversed. The algebra, while still very messy, will often
be easier than a straight forward approach.

Second, unlike the approach in the last chapter, we did not need to first find a general solution,
differentiate this, plug in the initial conditions and then solve for the constants to get the solution. With
Laplace transforms, the initial conditions are applied during the first step and at the end we get the
actual solution instead of a general solution.

In many of the later problems Laplace transforms will make the problems significantly easier to work
than if we had done the straight forward approach of the last chapter. Also, as we will see, there are
some differential equations that simply can’t be done using the techniques from the last chapter and so,
in those cases, Laplace transforms will be our only solution.

Let’s take a look at another fairly simple problem.

Example 2 Solve the following IVP.

2 y′′ + 3 y′ − 2 y =
te −2t , y ( 0) =
0 y′ ( 0 ) =
−2
Solution
As with the first example, let’s first take the Laplace transform of all the terms in the differential
equation. We’ll the plug in the initial conditions to get,

2 ( s 2Y ( s ) − sy ( 0 ) − y′ ( 0 ) ) + 3 ( sY ( s ) − y ( 0 ) ) − 2Y ( s ) = 2
1
( s + 2)
( 2s 2
+ 3s − 2 ) Y ( s ) + 4 =
1
( s + 2)
2

Now solve for Y(s).

1 4
=Y (s) −
( 2s − 1)( s + 2 )
3
( 2s − 1)( s + 2 )
Now, as we did in the last example we’ll go ahead and combine the two terms together as we will
have to partial fraction up the first denominator anyway, so we may as well make the numerator a
little more complex and just do a single partial fraction. This will give,
1 − 4 ( s + 2)
2

Y (s) =
( 2s − 1)( s + 2 )
3

−4 s 2 − 16 s − 15
=
( 2s − 1)( s + 2 )
3

The partial fraction decomposition is then,

A B C D
Y (s) = + + +
2 s − 1 s + 2 ( s + 2 ) ( s + 2 )3
2

Setting numerator equal gives,

−4 s 2 − 16 s − 15 = A ( s + 2 ) + B ( 2 s − 1)( s + 2 ) + C ( 2 s − 1)( s + 2 ) + D ( 2 s − 1)
3 2

= ( A + 2 B ) s 3 + ( 6 A + 7 B + 2C ) s 2 + (12 A + 4 B + 3C + 2 D ) s
+ 8 A − 4 B − 2C − D

In this case it’s probably easier to just set coefficients equal and solve the resulting system of
equation rather than pick values of s. So, here is the system and its solution.
s3 : 0 
A + 2B = 192 96
 A=
− B=
s2 : 6 A + 7 B + 2C =
−4  125 125
 ⇒
s1 :12 A + 4 B + 3C + 2 D =
−16  2 1
C=
− D=
−
s 0 : 8 A − 4 B − 2C − D =−15  25 5

We will get a common denominator of 125 on all these coefficients and factor that out when we go to
plug them back into the transform. Doing this gives,
1  −192 96 10 25 2!2! 
Y (s)
=  + − − 
125  2 ( s − 12 ) s + 2 ( s + 2 )2 ( s + 2 )3 

Notice that we also had to factor a 2 out of the denominator of the first term and fix up the
numerator of the last term in order to get them to match up to the correct entries in our table of
transforms.

Taking the inverse transform then gives,

1  25 2 −2t 
y (t ) =
t
−2 t −2 t
 −96e + 96e − 10te − t e 
2

125  2 
Example 3 Solve the following IVP.
2sin ( 3t ) ,
y′′ − 6 y′ + 15 y = y ( 0) =
−1 y′ ( 0 ) =
−4
Solution
Take the Laplace transform of everything and plug in the initial conditions.

s 2Y ( s ) − sy ( 0 ) − y′ ( 0 ) − 6 ( sY ( s ) − y ( 0 ) ) + 15Y ( s ) =
3
2 2
s +9

( s 2 − 6s + 15) Y ( s ) + s − 2 =s 2 6+ 9
Now solve for Y(s) and combine into a single term as we did in the previous two examples.
− s 3 + 2 s 2 − 9 s + 24
Y (s) =
( s 2 + 9 )( s 2 − 6s + 15)
Now, do the partial fractions on this. First let’s get the partial fraction decomposition.
As + B Cs + D
Y (s)
= + 2
s + 9 s − 6 s + 15
2

Now, setting numerators equal gives,

− s 3 + 2 s 2 − 9 s + 24= ( As + B ) ( s 2 − 6s + 15) + ( Cs + D ) ( s 2 + 9 )
= ( A + C ) s3 + ( −6 A + B + D ) s 2 + (15 A − 6 B + 9C ) s + 15B + 9 D
Setting coefficients equal and solving for the constants gives,
s3 : A+C = −1 1 1
 =A = B
s : − 6A + B + D =
2
2  10 10
 ⇒
s1 :15 A − 6 B + 9C =
−9  11 5
C=− D=
s0 : 24 
15 B + 9 D = 10 2

Now, plug these into the decomposition, complete the square on the denominator of the second
term and then fix up the numerators for the inverse transform process.
 1  s +1 −11s + 25 
Y (s)
=  2 + 2 
10  s + 9 s − 6 s + 15 
1  s + 1 −11( s − 3 + 3) + 25 
=  + 
10  s 2 + 9 ( s − 3) + 6 
2

1 s 1 33 11( s − 3) 8 66 
= 2 + 2 − − 
10  s + 9 s + 9 ( s − 3)2 + 6 ( s − 3)2 + 6 

Finally, take the inverse transform.

y (t =
)
1

10 
1
cos ( 3t ) + sin ( 3t ) − 11e3t cos
3
( 6t ) − 8 3t
6
e sin ( 6t ) 
To this point we’ve only looked at IVP’s in which the initial values were at t = 0. This is because we need
the initial values to be at this point in order to take the Laplace transform of the derivatives. The
problem with all of this is that there are IVP’s out there in the world that have initial values at places
other than t = 0. Laplace transforms would not be as useful as it is if we couldn’t use it on these types of
IVP’s. So, we need to take a look at an example in which the initial conditions are not at t = 0 in order to
see how to handle these kinds of problems.

Example 4 Solve the following IVP.

y′′ + 4 y=′ cos ( t − 3) + 4t , y ( 3=
) 0 y′ ( 3=
) 7
Solution
The first thing that we will need to do here is to take care of the fact that initial conditions are not at t
= 0. The only way that we can take the Laplace transform of the derivatives is to have the initial
conditions at t = 0.

This means that we will need to formulate the IVP in such a way that the initial conditions are at t = 0.
This is actually fairly simple to do, however we will need to do a change of variable to make it work.
We are going to define
η=
t −3 ⇒ η +3
t=

Let’s start with the original differential equation.

y′′ ( t ) + 4 y′ ( t=
) cos ( t − 3) + 4t

Notice that we put in the ( t ) part on the derivatives to make sure that we get things correct here.
We will next substitute in for t.
y′′ (η + 3) + 4 y′ (η +=
3) cos (η ) + 4 (η + 3)

Now, to simplify life a little let’s define,

u (=
η ) y (η + 3)
Then, by the chain rule, we get the following for the first derivative.
du dy dt
u ′ (η
= ) = = y′ (η + 3)
dη dt dη

By a similar argument we get the following for the second derivative.

(η ) y′′ (η + 3)
u ′′=
The initial conditions for u (η ) are,
u ( 0 ) = y ( 0 + 3) = y ( 3) = 0
u ′ ( 0 )= y′ ( 0 + 3)= y′ ( 3)= 7
The IVP under these new variables is then,
u ′ cos (η ) + 4η + 12,
u ′′ + 4= u (=
0) 0 u ′ (=
0) 7

This is an IVP that we can use Laplace transforms on provided we replace all the t’s in our table with
η ’s. So, taking the Laplace transform of this new differential equation and plugging in the new initial
conditions gives,

s 2U ( s ) − su ( 0 ) − u ′ ( 0 ) + 4 ( sU ( s ) − u ( 0 )=
) s 4 12
+ 2+
s +1 s
2
s

( s 2 + 4s )U ( s ) −=7 s 2 s+ 1 + 4 +s12
2
s

Solving for U(s) gives,

4 + 12 s + 7 s 2
(s
+ 4s )U ( s ) =
2 s
s2 + 1
+
s2
1 4 + 12 s + 7 s 2
= U (s) +
( s + 4 ) ( s 2 + 1) s3 ( s + 4 )

Note that unlike the previous examples we did not completely combine all the terms this time. In all
the previous examples we did this because the denominator of one of the terms was the common
denominator for all the terms. Therefore, upon combining, all we did was make the numerator a little
messier and reduced the number of partial fractions required down from two to one. Note that all
the terms in this transform that had only powers of s in the denominator were combined for exactly
this reason.

In this transform however, if we combined both of the remaining terms into a single term we would
be left with a fairly involved partial fraction problem. Therefore, in this case, it would probably be
easier to just do partial fractions twice. We’ve done several partial fractions problems in this section
and many partial fraction problems in the previous couple of sections so we’re going to leave the
details of the partial fractioning to you to check. Partial fractioning each of the terms in our transform
gives us the following.
 1 1
1  −s + 4 
= 17
+  2
( s + 4 ) ( s + 1) s + 4 17  s + 1 
2

4 + 12 s + 7 s 2 1 114 17 17
= + + 16
− 16

s ( s + 4)
3 3
s s 2
s s+4

Plugging these into our transform and combining like terms gives us
1 114 17 273
1  −s + 4 
U (s) = + + 16
− 272
+  2 
3
s s 2
s s + 4 17  s + 1 
1 2!2! 114 17 273
1  −s 4 
= + + 16
− 272
+  2 + 2 
s 3
s 2
s s + 4 17  s + 1 s + 1 

Now, taking the inverse transform will give the solution to our new IVP. Don’t forget to use η ’s
instead of t’s!

e + ( 4sin (η ) − cos (η ) )
1 2 11 17 273 −4η 1
u (η )= η + η+ −
2 4 16 272 17

This is not the solution that we are after of course. We are after y(t). However, we can get this by
noticing that
y ( t ) = y (η + 3) = u (η ) = u ( t − 3)

So, the solution to the original IVP is,

( t − 3) + ( t − 3) + − e−4(t −3) + ( 4sin ( t − 3) − cos ( t − 3) )

1 11 17 273 1
y (t )=
2

2 4 16 272 17
+ ( 4sin ( t − 3) − cos ( t − 3) )
1 2 1 43 273 −4(t −3) 1
y ( t )= t − t− − e
2 4 16 272 17

So, we can now do IVP’s that don’t have initial conditions that are at t = 0. We also saw in the last
example that it isn’t always the best to combine all the terms into a single partial fraction problem as we
have been doing prior to this example.

The examples worked in this section would have been just as easy, if not easier, if we had used
techniques from the previous chapter. They were worked here using Laplace transforms to illustrate the
technique and method.
6.3: Step functions (2)
Topics:

• Definition and basic application of unit step (Heaviside) function,

• Laplace transform of step functions and functions involving step functions (piecewise
continuous functions),
• Inverse transform involving step functions.

We use steps functions to form piecewise continuous functions.

Unit step function(Heaviside function):
½
0, 0 ≤ t < c,
uc t =
1, c ≤ t.
for c ≥ 0. A plot of uc (t) is below:
u
c

0 c t

For a given function f (t), if it is multiplied with uc (t), then

½
0, 0 < t < c,
uc tf (t) =
f (t), c ≤ t.
We say uc picks up the interval [c, ∞).

Example 1. Consider ½
1, 0 ≤ t < c,
1 − uc (t) =
0, c ≤ t.
A plot of this is given below
1− u
c

0 t
c

13
We see that this function picks up the interval [0, c).

Example 2. Rectangular pulse. The plot of the function looks like

u −u
a b

0 a b t

for 0 ≤ a < b < ∞. We see it can be expressed as

ua (t) − ub (t)

and it picks up the interval [a, b).

Example 3. For the function

½
f (t), a ≤ t < b
g(t) =
0, otherwise

We can rewrite it in terms of the unit step function as

³ ´
g(t) = f (t) · ua (t) − ub (t) .

Example 4. For the function


 sin t, 0 ≤ t < 1,
ft = et , 1 ≤ t < 5,
 2
t 5 ≤ t,

we can rewrite it in terms of the unit step function as we did in Example 3, treat each interval
separately ³ ´ ³ ´
f (t) = sin t · u0 (t) − u1 (t) + e · u1 (t) − u5 (t) + t2 · u5 (t).
t

14
Laplace transform of uc (t): by definition
Z ∞ Z ∞ ¯∞
−st −st e−st ¯¯ e−sc e−st
L{uc (t)} = e uc (t) dt = e · 1 dt = = 0 − = , (s > 0).
0 c −s ¯t=c −s s

Shift of a function: Given f (t), t > 0, then

½
f (t − c), c ≤ t,
g(t) =
0, 0 ≤ t < c,

is the shift of f by c units. See figure below.

f g

0 t 0 c t

Let F (s) = L{f (t)} be the Laplace transform of f (t). Then, the Laplace transform of g(t) is
Z ∞ Z ∞
−st
L{g(t)} = L{uc (t) · f (t − c)} = e uc (t)f (t − c) dt = e−st f (t − c) dt.
0 c

Let y = t − c, so t = y + c, and dt = dy, and we continue

Z ∞ Z ∞
−s(y+c) −sc
L{g(t)} = e f (y) dy = e e−sy f (y) dy = e−cs F (s).
0 0

So we conclude
L{uc (t)f (t − c)} = e−cs L{f (t)} = e−cs F (s) ,
which is equivalent to
L−1 {e−cs F (s)} = uc (t)f (t − c) .

Note now we are only considering the domain t ≥ 0. So u0 (t) = 1 for all t ≥ 0.

15
In following examples we will compute Laplace transform of piecewise continuous functions
with the help of the unit step function.

Example 5. Given ½
sin t, 0 ≤ t < π4 ,
f (t) =
sin t + cos(t − π4 ), π4 ≤ t.
It can be rewritten in terms of the unit step function as
π
f (t) = sin t + u π4 (t) · cos(t − ).
4
(Or, if we write out each intervals
π π
f (t) = sin t(1 − u π4 (t)) + (sin t + cos(t − ))u π4 (t) = sin t + u π4 (t) · cos(t − ).
4 4
which gives the same answer.)
And the Laplace transform of f is
π 1 π s
F (s) = L{sin t} + L{u π4 (t) · cos(t − )} = 2 + e− 4 s 2 .
4 s +1 s +1

Example 6. Given ½
t, 0 ≤ t < 1,
f (t) =
1, 1 ≤ t.
It can be rewritten in terms of the unit step function as

f (t) = t(1 − u1 (t)) + 1 · u1 (t) = t − (t − 1)u1 (t) .

The Laplace transform is

1 −s 1
L{f (t)} = L{t} − L{(t − 1)u1 (t)} = − e .
s2 s2

Example 7. Given ½
0, 0 ≤ t < 2,
f (t) =
t + 3, 2 ≤ t.
We can rewrite it in terms of the unit step function as

f (t) = (t + 3)u2 (t) = (t − 2 + 5)u2 (t) = (t − 2)u2 (t) + 5u2 (t) .

The Laplace transform is

1 1
L{f (t)} = L{(t − 2)u2 (t)} + 5L{u2 (t)} = e−2s 2
+ 5e−2s .
s s

16
Example 8. Given ½
1, 0 ≤ t < 2,
g(t) =
t2 , 2 ≤ t.
We can rewrite it in terms of the unit step function as

g(t) = 1 · (1 − u2 (t)) + t2 u2 (t) = 1 + (t2 − 1)u2 (t) .

Observe that

t2 − 1 = (t − 2 + 2)2 − 1 = (t − 2)2 + 4(t − 2) + 4 − 1 = (t − 2)2 + 4(t − 2) + 3 ,

we have ¡ ¢
g(t) = 1 + (t − 2)2 + 4(t − 2) + 3 u2 (t) .
The Laplace transform is
µ ¶
1 2 4 3
L{g(t)} = + e−2s 3
+ 2+ .
s s s s

Example 9. Given 
 0, 0 ≤ t < 3,
f (t) = et , 3 ≤ t < 4,

0, 4 ≤ t.
We can rewrite it in terms of the unit step function as

f (t) = et (u3 (t) − u4 (t)) = u3 (t)et−3 e3 − u4 (t)et−4 e4 .

The Laplace transform is

1 1 1 £ −3(s−1) ¤
L{g(t)} = e3 e−3s − e4 e−4s = e − e−4(s−1) .
s−1 s−1 s−1

17
Inverse transform: We use two properties:
1
L{uc (t)} = e−cs , and L{uc (t)f (t − c)} = e−cs · L{f (t)} .
s

In the following examples we want to find f (t) = L−1 {F (s)}.

Example 10.
1 − e−2s 1 1
F (s) = 3
= 3 − e−2s 3 .
s s s
−1 1 1 2
We know that L { s3 } = 2 t , so we have
( 1 2
1 1 2
t, 0 ≤ t < 2,
f (t) = L−1 {F (s)} = t2 − u2 (t) (t − 2)2 = .
2 2 1 2
2
t − 12 (t − 2)2 , 2 ≤ t.

Example 11. Given

µ ¶
e−3s 1 A B
F (s) = 2 = e−3s = e−3s + .
s + s − 12 (s + 4)(s + 3) s+4 s−3

By partial fraction, we find A = − 17 and B = 17 . So

£ ¤ 1 £ ¤
f (t) = L−1 {F (s)} = u3 (t) Ae−4(t−3) + Be3(t−3) = u3 (t) −e−4(t−3) + e3(t−3)
7
which can be written as a p/w continuous function
½
0, 0 ≤ t < 3,
f (t) =
− 17 e−4(t−3) + 17 e3(t−3) , 3 ≤ t.

Example 12. Given

· ¸
se−s −s s + 2 − 2 −s s+2−2 s+2−2
F (s) = 2 =e =s + .
s + 4s + 5 (s + 2)2 + 1 (s + 2)2 + 1 (s + 2)2 + 1

So £ ¤
f (t) = L−1 {F (s)} = u1 (t) e−2(t−1) cos(t − 1) − 2e−2(t−1) sin(t − 1)
which can be written as a p/w continuous function
½
0, 0 ≤ t < 1,
f (t) =
e−2(t−1) [cos(t − 1) − 2 sin(t − 1)] , 1 ≤ t.

18
6.4: Differential equations with discontinuous forcing
functions (1)
Topics:

• Solve initial value problems with discontinuous force, examples of various cases,

• Describe behavior of solutions, and make physical sense of them.

Next we study initial value problems with discontinuous force. We will start with an example.

Example 1. (Damped system with force, complex roots) Solve the following initial value
problem
½
00 0 0, 0 ≤ t < 1,
y + y + y = g(t), g(t) = , y(0) = 1, y 0 (0) = 0 .
1, 1 ≤ t,

Let L{y(t)} = Y (s), so L{y 0 } = sY − 1 and L{y 00 } = s2 Y − s. Also we have L{g(t)} =

L{u1 (t)} = e−s 1s . Then
1
s2 Y − s + sY − 1 + Y = e−s ,
s
which gives
e−s s+1
Y (s) = 2
+ 2 .
s(s + s + 1) s + s + 1
Now we need to find the inverse Laplace transform for Y (s). We have to do partial fraction
first. We have
1 A Bs + C
= + .
s(s2 + s + 1) s s2 + s + 1
Compare the numerators on both sides:

1 = A(s2 + s + 1) + (Bs + C) · s

Set s = 0, we get A = 1.
Compare s2 -term: 0 = A + B, so B = −A = −1.
Compare s-term: 0 = A + C, so C = −A = −1.
So µ ¶
−s 1 s+1 s+1
Y (s) = e − 2 + .
s s +s+1 s2 +s+1
We work out some detail
√
s+1 s+1 (s + 21 ) + √13 · 23
= √ = √ ,
s2 + s + 1 (s + 12 )2 + ( 23 )2 (s + 12 )2 + ( 23 )2

19
so ½ ¾ Ã √ √ !
s+1 − 12 t 3 1 3
L−1 2
=e cos t + √ sin t .
s +s+1 2 3 2
We conclude
" Ã √ √ !# " √ √ #
− 21 (t−1) 3 3 1 3 1 3
y(t) = u1 (t) 1 − e cos (t − 1) − sin (t − 1) +e− 2 t cos t + √ sin t .
2 2 2 3 2

Remark: There are other ways to work out the partial fractions.
Extra question: What happens when t → ∞?
Answer: We see all the terms with the exponential function will go to zero, so y → 1 in the
limit. We can view this system as the spring-mass system with damping. Since g(t) becomes
constant 1 for large t, and the particular solution (which is also the steady state) with 1 on
the right hand side is 1, which provides the limit for y.
Further observation:

• We see that the solution to the homogeneous equation is

" √ √ #
1 3 3
e− 2 t c1 cos t + c2 sin t ,
2 2

and these terms do appear in the solution.

• Actually the solution consists of two part: the forced response and the homogeneous
solution.

• Furthermore, the g has a discontinuity at t = 1, and we see a jump in the solution also
for t = 1, as in the term u1 (t).

20
Example 2. (Undamped system with force, pure imaginary roots) Solve the following initial
value problem

 0, 0 ≤ t < π,
y 00 + 4y = g(t) = 1, π ≤ t < 2π, y(0) = 1, y 0 (0) = 0 .

0, 2π ≤ t,

Rewrite
1 1
g(t) = uπ (t) − u2π (t), L{g} = e−πs − e−2π .
s s
So
1 ¡ −π ¢
s2 Y − s + 4Y = e − e−2π .
s
Solve it for Y :
e−π − e−2π s e−π e−2π s
Y (s) = + = − + .
s(s2 + 4) s2 + 4 s(s2 + 4) s(s2 + 4) s2 + 4

Work out partial fraction

1 A Bs + C 1 1
= + 2 , A= , B=− , C = 0.
s(s2 + 4) s s +4 4 4

So
1 1 1
L−1 { } = − cos 2t .
s(s2+ 4) 4 4
Now we take inverse Laplace transform of Y
1 1 1 1
y(t) = uπ (t)( − cos 2(t − π)) − u2π (t)( − cos 2(t − 2π)) + cos 2t
4 4 4 4
1
= (uπ (t) − u2π ) (1 − cos 2t) + cos 2t
½ 1 4
(1 − cos 2t), π ≤ t < 2π,
= cos 2t + 4
0, otherwise,
= homogeneous solution + forced response

21
Example 3. In Example 14, let

 0, 0 ≤ t < 4,
g(t) = et , 4 ≤ 5 < 2π,

0, 5 ≤ t.

Find Y (s).
Rewrite
g(t) = et (u4 (t) − u5 (t)) = u4 (t)et−4 e4 − u5 (t)et−5 e5 ,
so
1 1
G(s) = L{g(t)} = e4 e−4s − e5 e−5s .
s−1 s−1
Take Laplace transform of the equation, we get
¡ ¢ 1 s
(s2 + 4)Y (s) = G(s) + s, Y (s) = e4 e−4s − e5 e−5s 2
+ 2 .
(s − 1)(s + 4) s + 4

Remark: We see that the first term will give the forced response, and the second term is from
the homogeneous equation.
The students may work out the inverse transform as a practice.

22
Example 4. (Undamped system with force, example 2 from the book p. 334)

 0, 0 ≤ t < 5,
00 0
y + 4y = g(t), y(0) = 0, y (0) = 0, g(t) = (t − 5)/5, 5 ≤ 5 < 10,

1, 10 ≤ t.

Let’s first work on g(t) and its Laplace transform

t−5 1 1
g(t) = (u5 (t) − u10 (t)) + u10 (t) = u5 (t)(t − 5) − u10 (t)(t − 10),
5 5 5
1 1 1 1
G(s) = L{g} = e−5s 2 − e−10s 2
5 s 5 s
Let Y (s) = L{y}, then

G(s) 1 −5s 1 1 −10s 1

(s2 + 4)Y (s) = G(s), Y (s) = = e − e
s2 + 4 5 s2 (s2 + 4) 5 s2 (s2 + 4)
Work out the partial fraction:
. 1 A B Cs + 2D
H(s) = = + 2+ 2
s2 (s2 + 4) s s s +4

one gets A = 0, B = 41 , C = 0, D = − 81 . So
½ ¾ ½ ¾
. −1 1 −1 1 1 1 2 1 1
h(t) = L 2 2
=L · 2− · 2 2
= t − sin 2t.
s (s + 4) 4 s 8 s +2 4 8

Go back to y(t)
1 1
y(t) = L−1 {Y } = u5 (t)h(t − 5) − u10 (t)h(t − 10)
· 5 5 ¸ · ¸
1 1 1 1 1 1
= u5 (t) (t − 5) − sin 2(t − 5) − u10 (t) (t − 10) − sin 2(t − 10)
5 4 8 5 4 8

 0, 0 ≤ t < 5,
1 1
= (t − 5) − 40 sin 2(t − 5), 5 ≤ 5 < 10,
 20
1 1
4
− 40
(sin 2(t − 5) − sin 2(t − 10)), 10 ≤ t.
1
Note that for t ≥ 10, we have y(t) = 4
+ R · cos(2t + δ) for some amplitude R and phase δ.
The plots of g and y are given in the book. Physical meaning and qualitative nature of the
solution:
The source g(t) is known as ramp loading. During the interval 0 < t < 5, g = 0 and initial
conditions are all 0. So solution remains 0. For large time t, g = 1. A particular solution is
Y = 41 . Adding the homogeneous solution, we should have y = 14 + c1 sin 2t + c2 cos 2t for t
large. We see this is actually the case, the solution is an oscillation around the constant 14 for
large t.

23