Lecture 1: Laplace Transform. Linearity.

First
Shifting Theorem (s-Shifting)

Elisabeth Köbis

NTNU, TMA4130, Matematikk 4N, høst 2020

August 17th, 2020

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Literature

Erwin Kreyszig. Advanced Mathematical Engineering. John Wiley &

Sons, 10th edition, 2011

Wikipage: https://wiki.math.ntnu.no/tma4130/2020h/start

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Solving linear ODEs and related initial value problems

Initial
Algebraic Solving Solution
Value
Problem AP by of the
Problem
(AP) Algebra IVP
(IVP)

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What is a transform?

The idea of a transform is that it turns a given function into another

function. We are already acquainted with several transforms:
1. The derivative D takes a differentiable function f (defined on some
interval (a, b)) and assigns to it a new function Df := f 0 .
2. The integral I takes a continuous function f (defined on some
interval [a, b]) and assigns to it a new function
Z t
If (t) := f (x)dx.
a

3. The multiplication operator Mφ , which multiplies any given function

f on the interval [a, b] by a fixed function φ on [a, b], is a transform:

Mφ f (t) := φ(t) · f (t).

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We are particularly interested in transforms that are linear. A transform
T is linear if for some functions f, g and constants α, β ∈ R

T [αf + βg] = αT (f ) + βT (g).

In particular (taking α = β = 1),

T [f + g] = T (f ) + T (g),

and (taking β = 0)
T [αf ] = αT (f ).

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Definition: Laplace transform
Given a function f (t) (f : R+ → R), its Laplace transform is defined as
Z ∞
F (s) := L (f ) := e−st f (t)dt.
0

The given function f (t) is called the inverse transform of F (s) and is
denoted by L −1 (F ). Note that the above integral is an improper
integral, which is evaluated according to the rule
Z ∞ Z T
e−st f (t)dt := lim e−st f (t)dt.
0 T →∞ 0

Remark
Original functions are denoted by lowercase letters and their transforms
by the same letters in capital, so that F (s) denotes the transform of
f (t), and Y (s) denotes the transform of y(t), and so on.

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Laplace Transform

Figure: Pierre-Simon, marquis de Laplace, 23 March 1749 – 5 March 1827,

French astronomer and mathematician.

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Example
Let f (t) = 1 when t = 0. Find F (s).

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Example
Let f (t) = eat when t = 0, where a is a constant. Find F (s).

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 f (t)

6
5
4
3
2
1
e−st · eat
t
1 2 3
e−st

Figure: Visual verification that the Laplace transform of eat exists only if s > a:
Functions est with s = 5 and f (t) = eat with a = 2.

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 f (t)
e−st · eat

6
5
4
3
2
1 e−st
t
1 2 3

Figure: Visual verification that the Laplace transform of eat does not exists if
s < a: Functions est with s = 2 and f (t) = eat with a = 5.

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A Non-Working Example
Example
2
Does the Laplace transform of f (t) = et exist?

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f (t)

6
5
2
4 e−st · et
3
2
1
t
1 2 3
2
Figure: Functions f (t) = et and e−st for s = 2.

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Theorem: Linearity of the Laplace Transform
The Laplace transform is a linear operation; that is, for any functions f
and g whose transforms exist and any constants a and b the transform of
af (t) + bg(t) exists, and

L {af (t) + bg(t)} = aL {f (t)} + bL {g(t)}.

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Example
Find the transforms of cosh at and sinh at.

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Example
Derive the formulas
s
L (cos ωt) =
s2 + ω2
and
w
L (sin ωt) = .
s2 + ω 2

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Some Functions f (t) and Their Laplace Transforms L (f )

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Example
Find the Laplace transform of the function

f (t) = 5t3 − 2et .

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Theorem: First Shifting Theorem, s-Shifting
If f (t) has the transform F (s) (where s > k for some k), then eat f (t)
has the transform F (s − a) (where s − a > k). In formulas,

L {eat f (t)} = F (s − a),

or, if we take the inverse on both sides,

eat f (t) = L −1 {F (s − a)}.

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Example
Find the inverse of the transform
3s − 137
L (f ) = .
s2 + 2s + 401

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 f (t)
6
5
4
3
2
1
t
1 2 3
−1
−2
−3
−4
−5
−6

Figure: Function f (t) = e−t · (3 cos 20t − 7 sin 20t).

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Existence and Uniqueness of Laplace Transforms

1. f (t) should satisfy the growth restriction

∃ M, k s.t. ∀t = 0 : |f (t)| 5 M ekt .

2. f (t) should be piecewise continuous on a finite interval a 5 t 5 b

where f is defined. That is, this interval can be divided into finitely
many subintervals in each of which f is continuous and has finite
limits as t approaches either endpoint of such a subinterval from the
interior.

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 f (t) f (t)

t1 t2 t t1 t2 t

Figure: A piecewise continuous function Figure: f (t) is not piecewise

f (t) continuous.

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Theorem: Existence Theorem for Laplace Transforms
If f (t) is defined and piecewise continuous on every finite interval on the
semi-axis t = 0 and satisfies (2) for all t = 0 and some constants M and
k, then the Laplace transform L (f ) exists for all s > k.

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Uniqueness

If the Laplace transform of a given function exists, it is uniquely

determined. Conversely, it can be shown that if two functions (both
defined on the positive real axis) have the same transform, these
functions cannot differ over an interval of positive length, although they
may differ at isolated points. Hence we may say that the inverse of a
given transform is essentially unique. In particular, if two continuous
functions have the same transform, they are completely identical.

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References

The material of this lecture was based on Chapter 6.1 of the book
Advanced Mathematical Engineering by Erwin Kreyszig (John Wiley &
Sons, 10th edition, 2011)
and Chapter 6 in
Differential Equations Demystified by Steven G. Krantz (McGraw-Hill,
2005).
Moreover, we recommend the lecture notes by Morten Nome (in
Norwegian), who taught the 2019 edition of this course. You can
download Lecture 1 of Morten’s lecture notes collection here:
https://www.math.ntnu.no/emner/TMA4125/2019v/notater/
01-laplacetransform.pdf

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