CALCULUS 3

Chapter 2 LAPLACE TRANSFORMS

Prof. N. Dinh
&
Assoc. Prof. N. N. Hai
INTERNATIONAL UNIVERSITY

October 10, 2024

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1 INTRODUCTION, DEFINITIONS AND EXAMPLES

2.1.1 Introduction

Laplace transform methods have a key role to

play in the modern approach to the analysis and
design of engineering systems.

• The stimulus: Oliver Heaviside (English

electrical engineer, 1850-1925) invented a
method for the systematic solution of ordinary
differential equations with constant coefficients.
The method was used to solve practical
problems and based mainly on intuition, lacking
mathematical rigour.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1 INTRODUCTION, DEFINITIONS AND EXAMPLES

2.1.1 Introduction (cont’d)

Because it worked in practice, Heaviside’s
method was widely accepted by engineers.
• It was then recognized that an integral
transformation invented almost a century before
by P.S. Laplace (French, 1749-1825) provided a
theoretical foundation for Heaviside’s work.
• It was also recognized that the use of this
integral method (Laplace transform) provides
more systematic alternative for investigating
differential equations than the method provided
by Heaviside.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1 INTRODUCTION, DEFINITIONS AND EXAMPLES

2.1.1 Introduction (cont’d)

• The Laplace transform is an ideal tool for the

investigation of electrical circuits and
mechanical vibration. It also finds particular
applications in signal and linear system analysis.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
 2.1 INTRODUCTION, DEFINITIONS AND EXAMPLES

2.1.1 Introduction (cont’d)

Basic idea underlying the use of Laplace transforms:

Step 1. A constant coefficient linear differential equation

(DE) will be transformed into an algebraic
equation.

Step 2. The algebraic equation is solved by purely

algebraic manipulations.

Step 3. The solution of the algebraic equation is

transformed back to obtain the solution of the
original equation.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.2 DEFINITION OF LAPLACE TRANSFORM

Definition 1.1 (Laplace transform)

Let f (t) be a function on [0, ∞). The Laplace
transform of f is the function F defined by the
integral
Z ∞
F (s) = e −st f (t)dt (1)
0

The domain of F (s) is all the values of s (in

general, s is a complex number) for which the
integral in (1) exists.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.2 DEFINITION OF LAPLACE TRANSFORM

The Laplace transform of f is denoted by F , or

L(f ), or L{f }. Thus,
Z ∞
L(f ) = F (s) = e −st f (t)dt.
0

Note
• The symbol L denotes the Laplace transform
operator. It transforms f (t) into a function
F (s) of the complex variable s.
• The domain of f (t) is called time domain.
• The domain of F (s) is called frequency
domain.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.2 DEFINITION OF LAPLACE TRANSFORM

Figure 2.1 The Laplace Transform operator.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.2 DEFINITION OF LAPLACE TRANSFORM
• Laplace transformation:
Z ∞
f 7→ L(f ) = F (s) = e −st f (t)dt. (1)
0
The original function f in (1) is called the inverse
transform or inverse of F , will be denoted by
f (t) = L−1 (F ).

Figure 2.2 The Laplace transform pair.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.2 DEFINITION OF LAPLACE TRANSFORM

• It is usual to refer to f (t) and F (s) as a

Laplace transform pair.

• The integral in (1) is an improper integral that

is defined by
Z ∞ Z T
e −st f (t)dt = lim e −st f (t)dt
0 T →∞ 0

whenever the limit exists (as a complex

number).

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.2 DEFINITION OF LAPLACE TRANSFORM

In general, an integral transform is a relation of the

form Z β
F (s) = K (s, t)f (t)dt,
α
where K (s, t) is a given function (called the kernel)
and the limits of integration α and β are also given.
It is possible that α = −∞ or β = ∞, or both.

Laplace transform is an integral transform with

kernel

K (s, t) = e −st , α = 0, and β = +∞.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.3 EXAMPLES

Example 1.1. Determine the Laplace transform

of f (t) = 1, t ≥ 0.

Example 1.2. Determine the Laplace transform

of f (t) = e at , where a is a constant.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.2 DEFINITION OF LAPLACE TRANSFORM

In almost of the cases of applications, we use

Laplace transformations where s takes real values.

Assumption
In this chapter we assume that s ∈ R.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.3 EXAMPLES

Example 1.3. Derive the formulae

s ω
L(cos ωt) = 2 2
, L(sin ωt) = 2 .
s +ω s + ω2

Example 1.4. Show that

n!
L{t n } = ,
s n+1
where n is a nonnegative integer and s > 0.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.1.3 EXAMPLES

f (t) F (s) = L{f }(s) Re (s)

1
f (t) = 1 s Re (s) > 0
1
f (t) = e at s−a Re (s) > Re (a)
s
f (t) = cos ωt, ω ∈ R s +ω 2
2 Re (s) > 0
ω
f (t) = sin ωt, ω ∈ R s 2 +ω 2 Re (s) > 0
n!
f (t) = t n s n+1 Re (s) > 0

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.2 EXISTENCE OF LAPLACE TRANSFORM

Sufficient Conditions for Existence of L{(t)}

Observe that
Z ∞ Z ∞
t2 −st t 2
e (t−s)t dt
n o
L e = e e dt =
0 0

does not exist for every t ≥ 0.

Question:

Under what conditions does L{f } exist?

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.2 EXISTENCE OF LAPLACE TRANSFORM

• A function f (t) is said to have a jump

discontinuity at t0 ∈ (a, b) if f (t) is
discontinuous at t0 and the one-sided limits

lim f (t) and lim f (t)

t→t0− t→t0+

exist as finite numbers.

• If the discontinuity occurs at an endpoint,
t0 = a (or b), a jump discontinuity occurs if the
one-sided limit of f (t) as t → a+ (t → b − )
exists as a finite number.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.2 EXISTENCE OF LAPLACE TRANSFORM

• A function f is said to be piecewise

continuous on [a, b] if it is continuous at every
point in [a, b] except possibly for a finite number
of points at which f has a jump discontinuity.

Figure 2.3 A piecewise continuous function.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.2 EXISTENCE OF LAPLACE TRANSFORM

• A function f (t) is said to be piecewise

continuous on [a, ∞) if f (t) is piecewise
continuous on [a, A] for all A > a.

Caution

A function that is piecewise continuous on a

finite interval is necessarily integrable over that
interval.
However, piecewise continuity on [0, ∞) is not
enough to guarantee the existence (as a finite
number) of the improper integral over [0, ∞).
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.2 EXISTENCE OF LAPLACE TRANSFORM

Definition 2.1 (Functions of exponential order)

A function f (t) is said to be of exponential order
(of order σ) if there exist positive constants T and
M such that

|f (t)| ≤ Me σt for all t ≥ T .

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.2 EXISTENCE OF LAPLACE TRANSFORM

Example 2.1. f (t) = e 3t cos 5t is of exponential

order σ = 3 since

|e 3t cos 5t| ≤ e 3t .

Here M = 1 and T is any nonnegative constant.

Example 2.2. g(t) = t n is of exponential order

(note: n is fixed), with any σ > 0.

• It follows from Example 2.2 that

Every polynomial is of exponential order with any
order σ > 0.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.2 EXISTENCE OF LAPLACE TRANSFORM

Theorem 2.1 (Existence of Laplace transform)

If f (t) is piecewise continuous and of exponential
order σ, then L{f } exists for s > σ.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3 PROPERTIES OF THE LAPLACE TRANSFORM

2.3.1 Linearity property

Theorem 3.1 (The linearity property)

Let f and g be functions whose Laplace transforms
exist for s > σ, and let c be a constant. Then
L(f + g) = L(f ) + L(g)
L(cf ) = cL(f )

If L(f ) and L(g) exist for s > σ, and a, b ∈ R, then

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

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3 PROPERTIES OF THE LAPLACE TRANSFORM

Example 3.1. Find the Laplace transforms of

cosh at and sinh at.

Example 3.2. Derive the formulas (revisited)

s ω
L{cos ωt} = , L{sin ωt} = , s > 0.
s 2 + ω2 s 2 + ω2

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.1 LINEARITY PROPERTY

Note

s a
L{cos at} = , L{sin at} = , s > 0,
s 2 + a2 s 2 + a2

s a
L{cosh at} = , L{sinh at} = , s > |a|.
s 2 − a2 s 2 − a2

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.1 LINEARITY PROPERTY

Example 3.3. Find the Laplace transform of

cos(3t + π4 ).
Solution

π π π
cos 3t + = cos cos 3t − sin sin 3t
4 4 4
1 1
= √ cos 3t − √ sin 3t.
 
2 2
 
π 

1 1
L cos 3t +  = √ L{cos 3t} − √ L{sin 3t}
4 2 2
1 s 1 3
=√ · 2 −√ · 2
2 s +9 2 s +9
s −3
=√ 2 .
2(s + 9)
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.2 THE FIRST SHIFT PROPERTY

Theorem 3.2 (The first shift property)

If the Laplace transform L{f }(s) = F (s) exists for
s > σ, then

L e at f (t) (s) = F (s − a)
n o

for s > σ + a.

CAUTION In general,
n o n o n o
L f (t)g(t) (s) ̸= L f (t) (s)L g(t) (s).

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.2 THE FIRST SHIFT PROPERTY

Example 3.4. Determine

L{e at cos ωt} and L{e at sin ωt}.

• The functions e at cos ωt and e at sin ωt are

members of a general class of functions called
damped sinusoids. These play an important role
in the study of engineering systems, particularly in
the analysis of vibrations.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.3 DERIVATIVE OF LAPLACE TRANSFORM

There is a rule similar to the first shift rule by which

we can find the Laplace transform of t n f (t) when
the transform of f (t) is known.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.3 DERIVATIVE OF LAPLACE TRANSFORM

Theorem 3.3 (Derivative-of-transform property)

Let F (s) = L{f }(s) and assume that f (t) is
piecewise continuous on [0, ∞) and of exponential
order σ. Then, for s > σ,
n
n nd F
n o
L t f (t) (s) = (−1) (s)
ds n

So, differentiating the transform of a function with

respect to s is equivalent to multiplying the function
itself by −t.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.3 DERIVATIVE OF LAPLACE TRANSFORM

Example 3.5. Prove the following formulae

f (t) F (s) = L{f }(s)

1 s
f (t) = 2ω (t sin ωt) (s 2 +ω 2 )2
1 1
f (t) = 2ω 3 (sin ωt − ωt cos ωt) (s 2 +ω 2 )2
1 s2
f (t) = 2ω (sin ωt + ωt cos ωt) (s 2 +ω 2 )2

Example 3.6. Determine L{t 2 e t }.

2
ANS. (s−1)3 .

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.3.4 TABLE OF LAPLACE TRANSFORMS

In the following table, we list the Laplace transforms of some

of the elementary functions.

TABLE OF LAPLACE TRANSFORMS

f (t) F (s) = L{f }(s) Region of convergence

1
1 s
s>0
n!
t n , n = 1, 2, . . . s n+1
s>0
1
e at s−a
s>a
n!
e at t n , n = 1, 2, . . . (s−a)n+1
s>a
ω
sin ωt s 2 +ω 2
s>0
s
cos ωt s 2 +ω 2
s>0
ω
sinh ωt s 2 −ω 2
s > |ω|
s
cosh ωt s 2 −ω 2
s > |ω|

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.4 INVERSE LAPLACE TRANSFORM

Definition 4.1 (Inverse transform)

If F (s) is the Laplace transform of f (t), then f (t) is
called the inverse transform of F (s) and we write
f = L−1 {F }. L−1 is also called the inverse
Laplace transform operator.

Note: As was pointed out, the Laplace transform

F (s) only determine the behaviour of f (t) for t ≥ 0.
Thus
L−1 {F (s)}(t) = f (t) only for t ≥ 0.
When writing L−1 {F (s)}(t) = f (t), it is assumed
that t ≥ 0.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.4 INVERSE LAPLACE TRANSFORM

Example 4.1. Determine L−1 {F }, where

3
(a) F (s) = 2 ;
s +9
s −1
(b) F (s) = 2 .
s − 2s + 5

Theorem 4.1 (Linearity of inverse transform)

The inverse Laplace transform is linear, that is,

L−1 αF (s) + βG(s) = αL−1 {F (s)} + βL−1 {G(s)}

n o

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.4 INVERSE LAPLACE TRANSFORM

Example 4.2. Determine

 
5 
L−1 

.
(s + 2)4 

5 3 −2t
ANS. 6t e

Example 4.3. Determine

 
5 6s 3
L−1 
 
− 2 + 2 .
s − 6 s + 9 2s + 8s + 10 

ANS. 5e 6t − 6 cos 3t + 32 e −2t sin t.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5 SOLUTION OF DIFFERENTIAL EQUATIONS

Example 4.4. Determine

 
3s + 2 
L−1  2

.
s + 2s + 10 

ANS. 3e −t cos 3t − 13 e −t sin 3t.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.4 INVERSE LAPLACE TRANSFORM-EXAMPLES

• In many problems, we frequently need to

determine the inverse transform of a rational
function of the form
P(s)
F (s) = ,
Q(s)
where P(s) and Q(s) are polynomials in s.

• In such a case, the method of partial

fractions (often used in computing definite
integrals) turns out to be the best one as we will
see in the next example.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.4 INVERSE LAPLACE TRANSFORM-EXAMPLES

Example 4.5. Find the inverse of

2s 2 + 10s
.
(s + 1)(s 2 − 2s + 5)

ANS. 3e t cos 2t + 4e t sin 2t − e −t .

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5 SOLUTION OF DIFFERENTIAL EQUATIONS

Introduction

• Convention The functions (to be transformed)

are often denoted by lowercase letters f , g, h, . . .
and their Laplace transforms are denoted by the
same (corresponding) letters but in uppercase:
F , G, H, . . ..

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
 2.5.1 LAPLACE TRANSFORMS OF DERIVATIVES

Theorem 5.1 (Laplace transform of derivatives)

Let f (t) be continuous on [0, ∞) and f ′ (t) be
piecewise continuous on [0, ∞), with both of
exponential order σ. Then, for s > σ,

L{f ′ }(s) = sF (s) − f (0) (2)

We can use (2) one more time to obtain

 
L{f }(s) = sL{f }(s)−f (0) = s sL{f }(s)−f (0) −f ′ (0),
′′ ′ ′

which simplifies to
L{f ′′ }(s) = s 2 F (s) − sf (0) − f ′ (0) (3)
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.1 LAPLACE TRANSFORMS OF DERIVATIVES

In general we obtain the following result.

Theorem 5.2 (Laplace transforms of derivatives)

Let f (t), f ′ (t), . . . , f (n−1) (t) be continuous on
[0, ∞) and f (n) (t) be piecewise continuous on
[0, ∞), with all these functions of exponential order
σ. Then, for s > σ,

L{f (n) }(s) = s n F (s) − s n−1 f (0) − s n−2 f ′ (0)−

(4)
− · · · − f (n−1) (0)

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.1 LAPLACE TRANSFORMS OF DERIVATIVES-EXAMPLES

Example 5.1. Using the fact that

ω
L{sin ωt}(s) = 2 ,
s + ω2
determine L{cos ωt}.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.2 LAPLACE TRANSFORM OF THE INTEGRAL OF A FUNCTION

Theorem 5.3 (Transform of Integral)

Let F (s) denote the transform of a function f (t)
which is piecewise continuous for t ≥ 0 and of
exponential order σ > 0. Then, for s > σ and t > 0,
 
Z t 1
L f (u)du (s) = F (s)
0 s

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.2 LAPLACE TRANSFORM OF THE INTEGRAL OF A FUNCTION

Example 5.2. Find the inverse of

1 1
(a) ; (b) .
s(s 2 + ω 2 ) s 2 (s 2 + ω 2 )

1 t sin ωt
ANS. (a) ω 2 (1 − cos ωt). (b) ω2 − ω3 .

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.1 LAPLACE TRANSFORMS OF DERIVATIVES-EXAMPLES

• If L{f } = F (s), then the Laplace transforms of

f ′ (t), f ′′ (t), . . . can be expressed in terms of F (s).

• Equations (2)–(4) shed a light on the reason why

the Laplace transform is such a useful tool in
solving initial value problems.
Roughly speaking, they tell us that by using the
Laplace transform we can replace “differentiation
with respect to t” with “multiplication by s”,
thereby converting a differential equation into an
algebraic one.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.3 ORDINARY DIFFERENTIAL EQUATIONS (ODEs)

Let us consider an example.

Example 5.3. Consider the differential equation:
y − 2y + 5y = −8e −t ;
′′ ′
y (0) = 2, y ′ (0) = 12.
Taking the Laplace transform of both sides of the equation
gives
L{y ′′ } − 2L{y ′ } + 5L{y } = −8L{e −t }.
8
[s 2 Y (s) − sy (0) − y ′ (0)]−2[sY (s) − y (0)] + 5Y (s) = − ,
s +1
which yields
2s 2 + 10s
Y (s) = ,
(s + 1)(s 2 − 2s + 5)
and now (see Example 4.5)
y (t) = L−1 {Y (s)}(t) = 3e t cos 2t + 4e t sin 2t − e −t .

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
 2.5.3 ORDINARY DIFFERENTIAL EQUATIONS (ODEs)
METHOD OF LAPLACE TRANSFORMS

To solve an initial value problem:

Step 1. Take the Laplace transform of both sides of the
equation.
Step 2. Use the properties of the Laplace transform and
the initial conditions to obtain an equation for
the Laplace transform of the solution and then
solve this equation for the transform.
Step 3. Determine the inverse Laplace transform of the
solution by looking it up in a table or by using a
suitable method (such as partial fractions) in
combination with the table.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.3 ORDINARY DIFFERENTIAL EQUATIONS (ODEs)

• In Step 1 we are tacitly (implicitly) assuming that

the solution is piecewise continuous on [0, ∞) and
of exponential order. Once we have obtained the
inverse Laplace transforms in Step 3, we can verify
that these tacit assumptions are satisfied.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.3 ORDINARY DIFFERENTIAL EQUATIONS-EXAMPLES

Example 5.4. Solve the differential equation:

d 2x dx
+ 6 + 9x = sin t, t ≥ 0
dt 2 dt
subject to the initial conditions x (0) = ẋ (0) = 0.

ANS.
3 −3t 1 3 2
x (t) = e + te −3t − cos t + sin t.
50 10 50 25

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.3 ORDINARY DIFFERENTIAL EQUATIONS
SIMULTANEOUS DIFFERENTIAL EQUATIONS
Example 5.5. Solve for t the simultaneous first
order differential equations
dx dy
+ + 5x + 3y = e −t
dt dt
dx dy
2 + + x+ y =3
dt dt
subject to the initial conditions x = 2 and y = 1 at
t = 0.
ANS.
9 11 25
x (t) = − − e −2t + e t
2 6 3
15 1 −t 11 −2t 25 t
y (t) = + e + e − e (t ≥ 0).
2 2 2 2
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.5.3 ORDINARY DIFFERENTIAL EQUATIONS
SIMULTANEOUS DIFFERENTIAL EQUATIONS

Example 5.6. Solve the system of equations

x ′′ (t) − x (t) + 5y ′ (t) = t
y ′′ (t) − 4y (t) − 2x ′ (t) = −2
with the initial conditions
x (0) = 0, x ′ (0) = 0, y (0) = 0, y ′ (0) = 0.

ANS.
x (t) = −t + 5 sin t − 2 sin 2t
y (t) = 1 − 2 cos t + cos 2t.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6 ENGINEERING APPLICATIONS: ELECTRICAL CIRCUITS
AND MECHANICAL VIBRATIONS

2.6.1 ELECTRICAL CIRCUITS

We now briefly study application of differential

equations to an elementary electric circuit consisting
of an electromotive force (e.g, a battery or
generator), resistor, inductor, and capacitor in
series. These circuits are called LCR series circuits

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6 ENGINEERING APPLICATIONS: ELECTRICAL CIRCUITS
AND MECHANICAL VIBRATIONS

Figure 2.4 An LCR series circuit.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS
• The current i, measured in amperes, is a
function of time t.
• The resistance R (ohms), the capacitance C
(farads), and the inductance L (henrys) are all
positive and are assumed to be known constants.
• The impressed voltage e (volts) is a given
function of time.
• The total charge q (coulombs) on the capacitor
is also a function of time t.
• The relation between charge q(t) and current
i(t) is dq
i=
dt
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

Two physical principles governing LCR series circuits

are
(I) conservation of charge and
(II) conservation of energy.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

These conservation laws are called Kirchhoff’s

laws:
(I) The current i passing through each of the
elements (resistor, inductor, capacitor, or
electromotive force) in the series circuit must be
the same.
(II) The algebraic sum of the instantaneous change
in potential (voltage drop) around a closed
circuit must be zero.

In order to apply Kirchhoff’s laws we obviously need

to know the voltage drop across each element of the
circuit. These voltage formulae are stated below.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

i. The voltage drop across a resistance of R ohms

equals Ri (Ohm’s law).
ii. The voltage drop across an inductance of L
henrys equals L(di/dt).
iii. The voltage drop across a capacitance of C
farads equals q 1Z
= i(t)dt.
C C

Figure 2.5
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

Kirchhoff’s voltage law

(Loop Rule)
The algebraic sum of the changes in potential
encountered in a complete traversal of any loop of a
circuit must be zero.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

Thus,
d 2q dq 1
L + R + q = E (t) (5)
dt 2 dt C
Differentiating both sides of equation (5) gives

d 2i di 1 d
L + R + i = E (t)
dt 2 dt C dt
Rt
If q(0) = 0, then q = 0 i(τ )dτ and (5) can be
rewritten
di 1 Z t
L + Ri(t) + i(τ )dτ = E (t)
dt C 0

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

Example 6.1. The LCR circuit consists of a

resistor R, a capacitor C and an inductor L
connected in series together with a voltage source
e(t). Prior to closing the switch at time t = 0, both
the charge on the capacitor and the resulting
current in the circuit are zero. Determine the charge
q(t) on the capacitor and the resulting current i(t)
in the circuit at time t given that
R = 160Ω, L = 1H, C = 10−4 F , and e(t) = 20V .
1  −80t 4 −80t 
ANS. q(t) = 1−e cos 60t − e sin 60t .
500 3
dp 1
i(t) = = e −80t sin 60t.
dt 3
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

Figure 2.6

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.1 ELECTRICAL CIRCUITS

Example 6.2. In the parallel network of Figure

2.7 there is no current flowing in either loop prior to
closing the switch at time t = 0. Deduce the
currents i1 (t) and i2 (t) flowing in the loops at time
t.
ANS. i1 (t) = 4.55 − 7.49e −59.1t + 2.98e −14.9t
i2 (t) = 3.64 + 1.22e −59.1t − 4.86e −14.9t .

Figure 2.7
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.2 MECHANICAL VIBRATIONS

Assuming we are dealing with ideal springs and

dampers the relationship between the forces and
displacements at time t are:
2
mass: F = m ddt x2 = M ẍ (Newton’s law);

spring: F = k(x2 − x1 ) (Hook’s law);

dx2 dx1
 
damper: F =B dt − dt = B(ẋ2 − ẋ1 ).

Using these relationships leads to the system of

equations, which may then be analyzed using
Laplace transform techniques.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.2 MECHANICAL VIBRATIONS

Example 6.3. The mass of the

mass-spring-damper system is subjected to an
externally applied periodic force F (t) = 4 sin ωt at
time t = 0. Determine the resulting displacement
x (t) of the mass at time t, given that
x (0) = ẋ (0) = 0, for the two cases
(a) ω = 2 (b) ω = 5.
In case ω = 5, what would happen to the response
if the damper were missing?

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.6.2 MECHANICAL VIBRATIONS
Example 6.4. Consider the mechanical system
which consists of two masses M1 = 1 and M2 = 2,
each attached to a fixed base by a spring, having
constants k1 = 1 and k3 = 3 respectively, and
attached to each other by a third spring having
constant k2 = 2. The system is released from rest
at time t = 0 in a position in which M1 is displaced
1 unit to the left of its equilibrium position and M2
displaced 2 unit to the right of its equilibrium
position. Neglecting all frictional effects, determine
the positions of the masses at time t.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7 STEP AND IMPULSE FUNCTIONS

2.7.1 THE HEAVISIDE STEP FUNCTION

• In the previous section, we considered linear

differential equations in which the forcing
functions were continuous.
• In many engineering applications the forcing
functions may frequently be discontinuous.
Jump discontinuities occur naturally in physical
problems such as electric circuits with on/off
switches.
• To handle such behavior, O. Heaviside
introduced the step function.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.1 THE HEAVISIDE STEP FUNCTION

Let’s consider an initial value problem

dy
+ y = f (t), y (0) = 0
dt
where 
1, 0 ≤ t < 1;
f (t) = 
0, t ≥ 1.
For 0 ≤ t < 1 we have
dy
+ y = 1, y (0) = 0.
dt

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.1 THE HEAVISIDE STEP FUNCTION

The solution is y = 1 − e −t , 0 ≤ t < 1. Since y is

continuous,
y (1) = lim− y (t) = 1 − e −1 .
t→1

For t > 1 we have the equation

dy
+ y = 0, y (1) = 1 − e −1 .
dt
Solving gives y (t) = (e − 1)e −t , t ≥ 1. Thus the
solution of the given initial value problem is

 1 − e −t , 0 ≤ t ≤ 1,
y (t) = 
(e − 1)e −t , t ≥ 1.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.1 THE HEAVISIDE STEP FUNCTION

Definition 7.1 (Heaviside step function)

The unit step function H(t) is defined by

0, t < 0;
H(t) = 
1, t ≥ 0.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.1 THE HEAVISIDE STEP FUNCTION

A function representing a unit step at t = a may be

obtained by a horizontal translation of duration a:
 
t − a < 0;
0, 0, t < a;
H(t − a) =  =
1, t − a ≥ 0 1, t ≥ a.

Figure 2.9

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.1 THE HEAVISIDE STEP FUNCTION

The product function f (t)H(t − a) takes values


 0, t < a;
f (t)H(t − a) = 
f (t), t ≥ a.
In this way the unit step function may be used to
write a concise formulation of piecewise continuous
functions.

Figure 2.10
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.1 THE HEAVISIDE STEP FUNCTION

For example,

f
1 (t),0 ≤ t < a;
f (t) = 
f2 (t), t≥a
= f1 (t)[1 − H(t − a)] + f2 (t)H(t − a)
= f1 (t)H(t) + [f2 (t) − f1 (t)]H(t − a).
To construct this function, we could use the
following “switching” operations:
(a) switch on the function f1 (t) at t = 0;
(b) switch on the function f2 (t) at t = a and at the
same time switch off the function f1 (t).
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.1 THE HEAVISIDE STEP FUNCTION

Example 7.1. Express in terms of unit step

functions the piecewise continuous causal function

2t 2 ,




0 ≤ t < 3;
f (t) = t + 4, 3 ≤ t < 5;
t ≥ 5.

 12,


Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.2 THE SECOND SHIFT THEOREM

Theorem 7.1 (Second Shifting Theorem;

Time Shifting)
Let F (s) = L{f }(s) exist for s > σ ≥ 0. If a is a
positive constant, then

L{f (t − a)H(t − a)}(s) = e −as F (s) (6)

and if f (t) is continuous on [0, ∞), then

L−1 e −as F (s) = f (t − a)H(t − a)

n o

Loosely speaking, we can obtain the transform of

the shifted function f (t − a)H(t − a) by
multiplying F (s) by e −as .
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.2 THE SECOND SHIFT THEOREM

• Notice that formula (6) includes as a special

case the formula for L{H(t − a)}(s):

The Laplace transform of H(t − a) with a ≥ 0 is

e −as
L{H(t − a)} = , s > 0, a≥0
s
and in the particular case of a = 0,
1
L{H(t)} = , s>0
s

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.2 THE SECOND SHIFT THEOREM

• f (t − a)H(t − a) may be interpreted as

representing the function f (t) delayed in time by a
units. Thus, when considering its Laplace transform
e −as F (s), the component e −as may be interpreted as
a delay operator on the transform F (s), indicating
that the response of the system characterized by
F (s) will be delayed in time by a units.

Figure 2.11
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.2 THE SECOND SHIFT THEOREM

• Theorem 7.1 is of fundamental importance

because it allows us to write down the
transforms for delayed time functions.
• In practice it is more common to be faced with
the problem of computing the transform of a
function expressed as g(t)H(t − a) rather than
f (t − a)H(t − a).
• Set f (t) = g(t + a), Equation (6) then gives

L{g(t)H(t − a)}(s) = e −as L{g(t + a)}(s)

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.2 THE SECOND SHIFT THEOREM

Example 7.2. Determine

L{(cos t)H(t − π)}.

ANS.
s
L{(cos t)H(t − π)} = −e −πs .
s2 +1

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.2 THE SECOND SHIFT THEOREM

Example 7.3. Write the following function using

unit step functions and find its transform.



 2, if 0 < t < 1;
t2

f (t) =  2, if 1 < t < π2 ;
t > π2 .

cos t,

if

ANS.
2 1 1 3  −s
L{f (t)} = + 3 + 2 − e
s s s 2s

1 1 π π 2  −πs/2
− 2 + 3+ 2+ e .
s +1 s 2s 8s
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.3 INVERSION USING THE SECOND SHIFT THEOREM
Delays are inherent in most practical systems and
engineers are interested in knowing how these
influence the system response. Consequently, so far
the most useful form of the second shift theorem is
L−1 e −as F (s) = f (t − a)H(t − a)
n o
(7)
Comparing (7) with the result
L−1 {F (s)} = f (t)H(t)
we see that
L e −as F (s) = [f (t)H(t)] with t replaced by t − a
−1
n o

indicating that the response f (t) has been delayed

in time by a units. This is why the theorem is
sometimes called the delay theorem.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.3 INVERSION USING THE SECOND SHIFT THEOREM

Example 7.4. Determine

4e −4s 
 

L−1 

.
s(s + 2) 

ANS. 
   0, 0≤t<4
L−1 e −4s s(s+2)
4
= −2(t−4)
2 − 2e , t ≥ 4.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.3 INVERSION USING THE SECOND SHIFT THEOREM

Example 7.5. Find and sketch a function g(t)

for which
4e −s 4e −3s 
 
3
−1
g(t) = L  − 2 + 2 .
s s s

3, 



0≤t<1
ANS. g(t) = 7 − 4t, 1 ≤ t < 3
 −5, t ≥ 3.



Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.4 DIFFERENTIAL EQUATIONS

We now return to the solution of linear differential

equations for which the forcing function f (t) is
piecewise continuous.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.4 DIFFERENTIAL EQUATIONS
Example 7.6. The current i in an LC series
circuit is governed by the initial value problem
i ′′ (t) + 4i(t) = g(t); i(0) = 0, i ′ (0) = 0,
where 
1, 0 < t < 1;




g(t) = −1, 1 < t < 2;

 0,

t > 2.
Determine the current as a function of time t.
ANS.    
1 1 1 1
i(t) =  − cos 2t  −  − cos 2(t − 1)H(t − 1)
4 4 2 2
 
1 1
+  − cos 2(t − 2)H(t − 2).
4 4
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.4 DIFFERENTIAL EQUATIONS

Example 7.7. Solve the initial value problem for a damped

mass-spring system acted upon by a sinusoidal force for some
time interval
(
′′ ′ 10 sin 2t if 0 < t < π;
y + 2y + 2y = r (t) =
0 if t > π;
y (0) = 1, y ′ (0) = −5.

Solution We first rewrite

r (t) = 10 sin 2t − 10(sin 2t)H(t − π).

Then taking the Laplace transform of the differential equation

we get
20  −πs

(s 2 Y − s + 5) + 2(sY − 1) + 2Y = 1 − e .
s2 + 4
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.4 DIFFERENTIAL EQUATIONS

Solving for Y gives

20 20e −πs s −3
Y = 2 2
− 2 2
+ 2 .
(s + 4)(s + 2s + 2) (s + 4)(s + 2s + 2) s + 2s + 2
(8)
For the last fraction we get from the first shifting theorem
( )
−1 (s + 1) − 4
L = e −t (cos t − 4 sin t).
(s + 1)2 + 1
The first fraction in (8) has the representation
20 −2s − 2 2(s + 1) + 4
F (s) := = 2 + .
(s 2 2
+ 4)(s + 2s + 2) s +4 (s + 1)2 + 1
Its inverse transform is
f (t) = L−1 {F (s)} = −2 cos 2t − sin 2t + e −t (2 cos t + 4 sin t).
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.4 DIFFERENTIAL EQUATIONS

Thus, using the second shifting theorem we get

y (t) = f (t) − f (t)H(t)|t→t−π + e −t (cos t − 4 sin t)

= f (t) − f (t − π)H(t − π) + e −t (cos t − 4 sin t)

3e −t cos t − 2 cos 2t − sin 2t if 0 < t < π,
= h i
e −t (3 + 2e π ) cos t + 4e π sin t if t > π.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 PERIODIC FUNCTIONS

• In natural and engineering sciences we often

deal with periodic processes such as oscillatory
or rotary motion of various parts of machines
and apparatuses, acoustic and electromagnetic
vibrations etc.

• The processes are described mathematically by

means of periodic functions.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 PERIODIC FUNCTIONS

Definition 7.2 (Periodic Functions)

A function f (t) is said to be periodic of period
T > 0 if
f (t + T ) = f (t)
for all t in the domain of f .

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 PERIODIC FUNCTIONS

• To specify a periodic function, it is sufficient to

give its values over one period.

Figure 2.12 A periodic function.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 PERIODIC FUNCTIONS

Theorem 7.2
If f (t) has period T and is piecewise continuous on
[0, T ], then
1 Z T
L{f }(s) = e −st f (t)dt, for s > 0
1 − e −sT 0

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 PERIODIC FUNCTIONS

Example 7.8. Determine the Laplace transform

of the rectified half-wave defined by

sin ωt,

0 < t < π/ω,
f (t) = 
 0, π/ω < t < 2π/ω
f (t + 2π/ω) = f (t) for all t.

ω
ANS. L{f }(s) = (s 2 +ω 2 )(1−e −sπ/ω )
.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 THE IMPULSE FUNCTION

In many engineering applications, one encounters

functions that have a very large value over a very
short interval. Mathematically, such functions are
idealized by the impulse functions.

Suppose F (t) represents a force applied to an

object m at time t. Then the impulse of F over
the time interval a ≤ t ≤ b is defined as
Z b
impulse = F (t)dt.
a

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 THE IMPULSE FUNCTION

Definition 7.3 (Dirac delta function)

The Dirac delta function δ(t) is characterized by
the following two properties:

 0 if t ̸= 0;
δ(t) = 
+∞ if t = 0
and Z ∞
h(t)δ(t)dt = h(0) (9)
−∞
for any function h(t) that is continuous on an open
interval containing 0.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.5 THE IMPULSE FUNCTION

The Dirac delta function (or simply the delta

function) is also called the unit impulse function.
It is not a function in the usual sense, but is an
example of a class of what are called the
generalized functions or the distributions.

• Equivalent conditions to Equation (9) are

Z ∞
h(t)δ(t)dt = h(0)
0−

and Z 0+
h(t)δ(t)dt = h(0).
−∞

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.6 THE SIFTING PROPERTY

An important property of the unit impulse function

that is of practical significance is the so-called
sifting property:

If g(t) is continuous on an open interval

containing t = a, then
Z ∞
g(t)δ(t − a)dt = g(a)
−∞

This is referred to as the sifting property because it

provides a method of isolating, or sifting out, the
value of a function at any particular point.
• You should not be confused with shifting.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.6 LAPLACE TRANSFORMS OF IMPULSE FUNCTIONS

By the definition of the Laplace transform, we have

for any a > 0,
Z ∞
L{δ(t − a)} = δ(t − a)e −st dt
0

which, using the sifting property, gives

L{δ(t − a)} = e −as

or, in terms of the inverse transform,

L−1 {e −as } = δ(t − a)

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.6 LAPLACE TRANSFORMS OF IMPULSE FUNCTIONS

It can be shown that these formulae hold even if

a = 0, that is
L{δ(t)} = 1
and
L−1 {1} = δ(t)

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.6 LAPLACE TRANSFORMS OF IMPULSE FUNCTIONS
Example 7.9. A mass attached to a spring is
released from rest 1 m below the equilibrium
position for the mass–spring system and begins to
vibrate. After π seconds, the mass is struck by a
hammer exerting an impulse on the mass. The
system is governed by the symbolic initial value
problem
d 2x dx
+ 9x = 3δ(t − π); x (0) = 1, (0) = 0,
dt 2 dt
where x (t) denotes the displacement from
equilibrium at time t. Determine x (t).
ANS. x (t) = cos 3t + sin 3(t − π)H(t − π.)
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.7 RELATIONSHIP BETWEEN HEAVISIDE STEP
AND IMPULSE FUNCTIONS

Definition 7.4 (Test function)

A test function is a function that has derivatives of
all orders and that is zero outside a finite interval.

One class of testing functions is

 2
− d 2d−t 2
, |t| < d;

ω(t) = Ce


 0, |t| ≥ d,
where d > 0 and C are any constants.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.7 RELATIONSHIP BETWEEN HEAVISIDE STEP
AND IMPULSE FUNCTIONS

For a generalized function g(t) and a test function

θ(t) the integral
Z ∞
G(θ) = θ(t)g(t)dt
−∞

is evaluated. This integral assigns the number G(θ)

to each function θ(t). For example, if g(t) = δ(t),
then Z ∞
G(θ) = θ(t)δ(t)dt = θ(0)
−∞
so that in this particular case, for each test function
θ(t), the value θ(0) is assigned to G(θ).
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.7 RELATIONSHIP BETWEEN HEAVISIDE STEP
AND IMPULSE FUNCTIONS

We can now use the concept of a test function to

define what is meant by saying that two generalized
functions are equivalent or “equal”.

Definition 7.5
If f (t) and g(t) are two generalized functions, then
f = g if and only if
Z ∞ Z ∞
θ(t)f (t)dt = θ(t)g(t)dt
−∞ −∞

for all test functions θ(t).

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.7 RELATIONSHIP BETWEEN HEAVISIDE STEP
AND IMPULSE FUNCTIONS

Then
d
δ(t) = H(t) = H ′ (t)
dt
and
d
δ(t − a) = H(t − a) = H ′ (t − a)
dt

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.7 RELATIONSHIP BETWEEN HEAVISIDE STEP
AND IMPULSE FUNCTIONS

Example 7.10. A system is characterized by the

differential equation model
d 2x dx du
+ 5 + 6x = u + 3 .
dt 2 dt dt
Determine the response of the system to a forcing
function u(t) = e −t applied at time t = 0, given
that it was initially in a quiescent state.

ANS. x (t) = −e −t + 5e −2t − 4e −3t , t ≥ 0.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.7 RELATIONSHIP BETWEEN HEAVISIDE STEP
AND IMPULSE FUNCTIONS

The derivative δ ′ (t) of the impulse function is also a

generalized function, and it can be shown that
Z ∞
f (t)δ ′ (t)dt = −f ′ (0)
−∞

or, more generally,

Z ∞
f (t)δ ′ (t − a)dt = −f ′ (a)
−∞

provided that f ′ (t) is continuous at t = a.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.7.7 RELATIONSHIP BETWEEN HEAVISIDE STEP
AND IMPULSE FUNCTIONS

Likewise, the nth derivative of δ(t) satisfies

Z ∞
f (t)δ (n) (t − a)dt = (−1)n f (n) (a)
−∞

provided that f (n) (t) is continuous at t = a.

Using the definition of the Laplace transform, it
follows that
L δ (n) (t − a) = s n e −at
n o

and, in particular,

L δ (n) (t) = s n
n o

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8 TRANSFER FUNCTIONS

2.8.1 DEFINITIONS

The study of engineering systems whose behavior is

determined by linear ordinary differential equations
is often carried out by examining what is called the
system transfer function.
Typically, a system is governed by a linear nth order
constant coefficient ordinary differential equation
whose solution or output, also called the response
of the system, we will denote by x (t) and whose
forcing function, or input, is a known function we
will denote by u(t), where t is the time.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8 TRANSFER FUNCTIONS

In general, in linear systems the input itself may be

the solution of another linear differential equation,
in which case the system relating the response x (t)
to the input u(t) becomes
d nx d n−1 x d mu
an n + an−1 n−1 + · · · + a0 x = bm m + · · · + b0 u
dt dt dt
where n ≥ m and the coefficients ai and bk are
constants.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS

Definition 8.1 (Transfer Function)

The transfer function of a linear time-invariant
system is defined to be the ratio of the Laplace
transform of the system output (or response
function) to the Laplace transform of the system
input (or forcing function), under the assumption
that all the initial conditions are zero (that is, the
system is initially in a quiescent state).
L{Output}
Transfer Function =
L{Input}

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS

Transfer functions are frequently used in engineering

to characterize the input-output relationships of
linear time-invariant systems, and play an important
role in the analysis and design of such systems.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS

Consider a linear time-invariant system

characterized by the differential equation
d nx d n−1 x d mu
an n + an−1 n−1 + · · · + a0 x = bm m + · · · + b0 u
dt dt dt
(10)
where n ≥ m, the as and bs are constant
coefficients, and x (t) is the system response or
output to the input or forcing term u(t) applied at
time t = 0.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS

Taking Laplace transforms throughout in (10) will

lead to the transformed equation. Since all initial
conditions are assumed to be zero, we see from (4)
that, in order to obtain the transformed equation,
we simply replace d/dt by s, giving
(an s n + an−1 s n−1 + · · · + a0 )X (s)
= (bm s m + bm−1 s m−1 + · · · + b0 )U(s)
where X (s) and U(s) denote the Laplace transforms
of x (t) and u(t) respectively.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS
The system transfer function G(s) is then defined
to be
X (s) bm s m + bm−1 s m−1 + · · · + b0
G(s) = = . (11)
U(s) an s n + an−1 s n−1 + · · · + a0
Writing
P(s) = bm s m + bm−1 s m−1 + · · · + b0
Q(s) = an s n + an−1 s n−1 + · · · + a0
the transfer function may be expressed as
P(s)
G(s) =
Q(s)
where, in order to make the system physically
realizable, the degrees m and n of the polynomials
P(s) and Q(s) must be such that n ≥ m.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS

The polynomial Q(s) is called the characteristic

polynomial of the system, and the equation
Q(s) = 0
is called the characteristic equation of the
system; its order determines the order of the
system and its roots are referred to as the poles of
the transfer function.

Likewise, the roots of

P(s) = 0
are referred to as the zeros of the transfer function.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS

It is important to realize that, in general, a transfer

function is only used to characterize a linear
time-invariant system.

It is a property of the system itself, and is

independent of both system input and output.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS
Since G(s) may be written as
bm (s − z1 )(s − z2 ) · · · (s − zm )
G(s) =
an (s − p1 )(s − p2 ) · · · (s − pn )
where zi s and pi s are the transfer function zeros and
poles respectively, we observe that G(s) is known,
apart from a constant factor, if the positions of all
the poles and zeros are known. Consequently, a plot
of the poles and zeros of G(s) is often used as an
aid in the graphical analysis of the transfer function.
Since the coefficients of the polynomials P(s) and
Q(s) are real, all complex roots always occur in
complex conjugate pairs, so that the pole-zero
plot is symmetrical about the real axis.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.1 DEFINITIONS
Example 8.1. The response x (t) of a system to
a forcing function u(t) is determined by the
differential equation
d 2x dx du
9 2 + 12 + 13x = 2 + 3u.
dt dt dt
(a) Determine the transfer function characterizing
the system.
(b) Write down the characteristic equation of the
system. What is the order of the system?
(c) Determine the transfer function poles and zeros,
and illustrate them diagrammatically in the s
plane.
ANS. (c) poles: s = − 32 ± j, zero: −3/2.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.2 IMPULSE RESPONSE

From (11) we find that for a system having transfer

function G(s) the response x (t) of the system,
initially in a quiescent state, to an input u(t) is
determined by the transformed relationship

X (s) = G(s)U(s).

If the input u(t) is taken to be the unit impulse

function δ(t) then the system response will be
determined by

X (s) = G(s)L{δ(t)} = G(s).

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.2 IMPULSE RESPONSE

Taking inverse Laplace transforms leads to the

corresponding time response h(t), which is called
the impulse response of the system (it is also
sometimes referred to as the weighting function
of the system); that is, the impulse response is
given by

h(t) = L−1 {X (s)} = L−1 {G(s)}.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.2 IMPULSE RESPONSE

Definition 8.2 (Impulse response)

The impulse response h(t) of a linear
time-invariant system is the response of the system
to a unit impulse applied at time t = 0 when all the
initial conditions are zero. It is such that

L{h(t)} = G(s),

where G(s) is the system transfer function.

h(t) = L−1 {G(s)}

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.2 IMPULSE RESPONSE

Example 8.2. Determine the impulse response

of the linear system whose response x (t) to an
input u(t) is determined by the differential equation
d 2x dx
+ 5 + 6x = 5u(t).
dt 2 dt

ANS. h(t) = 5(e −2t − e −3t ).

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.3 INITIAL-AND FINAL-VALUE THEOREMS

The initial value of a function is the value at a time

t = 0, the final value is the value at t = ∞. It is
the steady state value attained after all transients
have ceased.

The initial and final value theorems are useful

because they enable us to predict system behaviour
as t → 0 and t → ∞ without actually inverting
Laplace transforms.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.3 INITIAL-AND FINAL-VALUE THEOREMS

Theorem 8.1 (Initial-value Theorem)

If f (t) and f ′ (t) are both Laplace transformable and
if lims→∞ sF (s) exists, then

lim f (t) = s→∞

lim sF (s).
t→0+

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.3 INITIAL-AND FINAL-VALUE THEOREMS

Example 8.3. Determine the initial value of f (t)

when
3s + 2
F (s) = .
s 2 + 2s + 1
Solution Using the initial value theorem
s(3s + 2) 3 + 2s
lim f (t) = s→∞
lim 2 = lim = 3.
t→0+ s + 2s + 1 s→∞ 1 + 2s + 1
s2

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.3 INITIAL-AND FINAL-VALUE THEOREMS

Example 8.4. A circuit consists of a resistance

R and a capacitance C connected in series together
with constant voltage source E . Prior to closing the
switch at time t = 0, the charge on the capacitor is
zero. Determine the current i(t) in the circuit at
time t after the switch is closed, and investigate the
use of the initial value theorem.

Figure 2.13
ANS. i(0+) = E /R.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.3 INITIAL-AND FINAL-VALUE THEOREMS

Theorem 8.2 (Final-value Theorem)

If f (t) and f ′ (t) are both Laplace transformable and
if limt→∞ f (t) exists, then

lim f (t) = lim sF (s).

t→∞ s→0

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.3 INITIAL-AND FINAL-VALUE THEOREMS

Example 8.5. Determine the final value of f (t)

when
2s + 5
F (s) = .
s 2 + 3s + 1
Solution Using the final value theorem,
s(2s + 5)
lim f (t) = lim sF (s) = lim =0
t→∞ s→0 s→0 s 2 + 3s + 1

provided that limt→∞ f (t) exists.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Definition 8.3 (Convolution)

Given two piecewise-continuous functions f (t) and
g(t), the convolution of f (t) and g(t), denoted
f ∗ g, is defined as
Z ∞
(f ∗ g)(t) = f (t − τ )g(τ )dτ.
−∞

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

The integral
Z ∞
f (t − τ )g(τ )dτ
−∞
is called the convolution integral.

In the particular case when f (t) and g(t) are causal

functions,
f (τ ) = g(τ ) = 0 (τ < 0), f (t−τ ) = 0 (τ > t),
and we have
Z t
(f ∗ g)(t) = f (t − τ )g(τ )dτ
0
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Example 8.6. Let

f (t) = tH(t) and g(t) = t 2 H(t).

The convolution of f (t) and g(t) is

Z t Z t
t ∗ t2 = (t − τ )τ 2 dτ = (tτ 2 − τ 3 )dτ
0 0
tτ 3 τ 4  τ =t

t4 t4 t4
= − = − = .
3 4 τ =0 3 4 12

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Theorem 8.3
Let f , g, and h be piecewise continuous on [0, ∞).
Then
f ∗g =g ∗f (commutative law)
f ∗ (g1 + g2 ) = f ∗ g1 + f ∗ g2 (distributive law)
(f ∗ g) ∗ h = f ∗ (g ∗ h) (associative law)
f ∗ 0 = 0.

Note There are other properties of ordinary

multiplication that the convolution integral does not
have.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Theorem 8.4 (Convolution Theorem)

If f (t) and g(t) are of exponential order σ,
piecewise continuous on [0, ∞) and have Laplace
transforms F (s) and G(s) respectively, then for
s > σ,
L{(f ∗ g)}(s) = F (s)G(s)
or, equivalently,

L−1 {F (s)G(s)}(t) = (f ∗ g)(t)

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Example 8.7. Find the inverse Laplace

transform of the function
1
.
(s 2 + a2 )2
Solution Set
1
F (s) = G(s) = .
s 2 + a2
Then
sin at
f (t) = g(t) = , t ≥ 0.
a

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

We thus have
 
1 sin at sin at
L−1  2 −1
  n o
= L F (s)G(s) = ∗
(s + a2 )2  a a
1 tZ
= 2 sin a(t − u) sin(au)du
a 0
1 Zt 1 Zt
= 2 cos a(t − 2u)du − 2 cos atdu
2a 0 2a 0
1 u=t 1 u=t
= − 3 sin a(t − 2u) − 2 (cos at)u
4a u=0 2a u=0
1  
= 3 sin at − at cos at .
2a

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Differential Equations
Example 8.8. Solve the problem
x ′′ (t) + k 2 x (t) = f (t); x (0) = A, x ′ (0) = B
where k, A, and B are constants and L{f (t)}
exists.

Solution Applying Laplace transforms leads to

s 2 X (s) − As − B + k 2 X (s) = F (s),
As + B F (s)
X (s) = 2 2
+ 2 .
s +k s + k2
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Thus,
B 1
x (t) = A cos kt + sin kt + f (t) ∗ sin kt
k k
B 1Zt
= A cos kt + sin kt + f (t − u) sin kudu,
k k 0
or
B 1Zt
x (t) = A cos kt + sin kt + f (u) sin k(t −u)du.
k k 0

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Integral Equations

An integral equation contains the dependent

variable under an integral sign. An equation of the
form
Z t
y (t) = f (t) + λ K (t, τ )y (τ )dτ
0

is called a Volterra integral equation, where λ is

a parameter and K (t, τ ) is called the kernel of the
integral equation.

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Example 8.9. Solve the equation

1 2 Zt
y (t) = t − (t − u)y (u)du. (12)
2 0

Solution We can rewrite

1
y (t) = t 2 − t ∗ y (t).
2
Apply the Laplace transform operator throughout
(12) to obtain
1 Y (s)
Y (s) = − ,
s3 s2
from which
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

1 s2 + 1 − s2 1 s
Y (s) = 2
= 2
= − 2 .
s(s + 1) s(s + 1) s s +1
Then
 
s  1
y (t) = L−1  − 2 = 1 − cos t.
s s + 1

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Integro-differential Equations

Equations that involve both the integral of an

unknown function and its derivative are called
integro-differential equations.

Example 8.10. Solve the integro-differential

equation
Z t
′
y (t) = 1 − y (t − u)e −2u du, y (0) = 1. (13)
0

Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
2.8.4 CONVOLUTION

Solution Equation (13) can be written as

y ′ (t) = 1 − y (t) ∗ e −2t .

Taking Laplace transform of this equation we obtain

1 
1 
sY (s) − 1 = − Y (s) .
s s +2
Solving gives
(s + 1)(s + 2) s +2 2 1
Y (s) = = = − .
s(s + 1)2 s(s + 1) s s +1
Hence, y (t) = 2 − e −t .
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS
 Exercises

Text book:
G. James, Advanced Modern Engineering
Mathematics, 4th edition, Pearson, 2011.

A. Non-assessed Exercises (corrected in class):

2; 4c, f, p; 5e, 5k, 6a, 6i; 7, 10; 13, 15b, 18;
25a, 26b; 34; 49a.
B. Homework Exercises (to be submitted): 3;
4b, d, g, h, j, k, n, q; 5b, 5f, 5g, 5i, 5n, 6d, 6e, 6g,
6j; 8, 9, 12; 14, 15c, 15e, 15f, 17, 19, 21, 22, 23;
25b, 25c, 26a, 26c, 28; 35, 36; 49b, 49c, 50, 51.
Prof. N. Dinh & Assoc. Prof. N. N. Hai CALCULUS 3 Chapter 2 LAPLACE TRANSFORMS