LAPLACE TRANSFORM

Definition:
∞
∫ e−st f (t )dt
Let a function f(t) be defined for all positive values of the variable t. Then 0 is defined as
the Laplace transform of f(t) ,provided the integral exists. The above integral is clearly a function of the
∞
∫ e−st f (t )dt
parameters s denoted as F(s).Thus the Laplace transform of f(t) is denoted by L{F(t)}= 0
=F(S),where L is called the Laplace Transform operator.

Remarks:

Some Important properties of Laplace Transforms

1. Linearity property

If c1,c2 are any two constants and F1(S),F2(S) are the Laplace transform of f1(t) and f2(t)
respectively, then L{C1 f1(t)+C2f2(t)} = C1L{f1(t)}+C2L{f2((t)}

= C1F1(S)+C2F2(S).

We have
∞
∫ e−st {c1 f 1 (t )+c2 f 2(t )}dt
L {C1 f1 (t) +C2f2(t)} = 0
∞ ∞
C 1∫ e f 1 (t )dt +C 2∫ e−st f 2 (t )dt
−st

= 0 0 \

= C1L{f1(t)}+C2L{f2(t)}

= C1F1(S) +C2F2(S)

As a particular case of this property{C f(t)}=C L{f(t) } where c is a constant.

2. Laplace Transform of Derivatives

I f L{f(t)}=F(S), then L{f’(t)} =SL{f(t)}-f(0)
∞
∫ e−st f ' (t )dt
We have L{f’(t)} = 0
 ∞
∫ e−st d {f (t )}
0

=
∞
∞
=[ ] ∫ f (t )(−s)e−st f (t )dt
f (t )e−st 0 −
0

∞
=−f (0)+s ∫ e−st f (t )dt
0

=sL {f (t )}−f (0)=sF ( s )−f (0 )

I f L{f(t)}=F(S), then L{f’’(t)}=s2L{f(t)}-sf(0)-f’(0)

We have

L{f’’(t)}=L{F’(t)} where F(t)=f’(t)

= S L {F(t)}-F(0)

= S L {f’(t)}-f’(0)

= S {S L {f(t)}-f(0)}-f’(0)

= S2 L {f(t)}-sf(0)-f’(0)

= S2F(S)-S f(0)-f’(0)

Note

Repeated application of the previous result gives

L {f n (t )}=s n L{f (t )}−s n−1 f (0)−s n−2 f '(0 )−. .. . .. . f n−1 (0 )

3. Initial and Final value Theorem

If L{f(t)}=F(S),then we have

lim t →0 f (t )=lim s→∞ sF (s )

lim t →∞ f (t )=lim s→0 sF (s )

We have L{f’(t)} = SL{f(t)}-f(0)

=SF(S)-f(0)

Taking limit as s → ∞ on both sides, we get

lim s→∞ {sF ( s )−f (0)}=lim s→∞ L {f ' (t )}
∞
=lim s→∞ ∫ e− st f ' (t )dt
0

= 0

lim s→∞ sF ( s )=f (0 )

=lim t →0 f (t )

This result is known as initial value theorem

0 on both sides of
→
(ii) Taking limit as s
∞
lim s→0 {sF (s)−f (0)}=lim s →0 ∫ e−st f ' (t )dt
0
∞
=∫ f ' ( t ) dt
0

=[ f ( t ) ]0 ∞

lim s→0 sF (s)=lim t →∞ f (t )

This result is known as final value theorem.

Laplace Transform of Some Elementary Function

1
L {e−at }= , where
(I) s +a a is a constant
∞
L {e }=∫ e−st e−at dt
−at

∞
=∫ e−( s+a) t dt
0
 [ ]
∞
e−( s+a )t
=
−( s+ a) 0

= 0 - 1 /-(s+a)

= 1/s+a, If s >-a

In similar way, we shall show that

1
L {e−at }= ,
s−a if s > a

a
L( sin at )= , s >0
ii) s + a2
2

∞
L {sin at }=∫ e−st sin atdt
0

[ ]
∞
e−st
= 2 2 (−s sin at −a cos at )
s +a 0

1 a
− 2 2
(−a)= 2 2
=0 s +a s +a

s
L( cos at )= , s>0
(iii) s +a 2
2

∞
L {cos at}=∫ e−st cos atdt
0

[ ]
∞
e−st
= 2 2 (−s cos at + a sin at )
s +a 0

1 s
− 2 2
(−s )= 2 2
=0 s +a s +a

a
L( sinh at )= , if s>|a|
(iv) s −a 2
2
L(sinh at )=L
e at −e−at
2 [ ]
1
{ L(e at )−L(e−at ) }
=2

1 1
{ −
1
= 2 s−a s +a
}
=
1
{
2a
2 s −a
2 2
= 2
a
s −a2 }
s
L( cosh at )= , if s >|a|
(iv) s −a2
2

L(cosh at )=L
e at +e−at
2 [ ]
1
{ L(e at )+L (e−at ) }
=2

1 1
{ +
1
= 2 s−a s+ a
}
=
1
{
2s
2 s −a
2 2
= 2
s
s −a2 }
Γ ( n+1 ) n !
n+1
= n+1
L{ t }= s
n s ,where n is a positive integer
∞
L {t }=∫ e−st t n dt
n

=0
∫ e−x ()
x n1
s s
dx , by
putting st = x
∞
1 Γ( n+1)
n+1 ∫
= xn e−x dx=
s 0 s n+1
 n!
=
sn+1

In particular,

L [1] = L [t0]=0!/s =1/s

L[t] =1!/S2=1/S2

L[t2] =2!/S3=1/S3

Γ 1/2+ 1 1/2 Γ 1/2 Γπ

1/2+1
= 3 /2
= 3/2
L[t1/2] = S S 2S

Example:1

Find L (at2+bt+c)

L (at2+bt+c) =a L[t2]+b L[t]+c L[1]

2 1 1
=a +b 2 +c
s 2
s s

2a b c
= + +
s 2 s2 s

Example:2

Find L (sin23t)

L[ sin2 3 t ]=L
[ 1−cos6 t
2 ]
, since sin2t=1-cos2t/2

1
= { L[ 1 ]−L[ cos6 t ] }
2

=
1 1
{− 2
s
2 s s + 36 }
18
=
s( s2 + 36)

Example:3
Find L (cos32t)

L[ cos3 2 t ]=L
[ 1
4
3
cos 6 t + cos2 t
4 ]
=
[ 1 s
+
3 s
4 s + 36 4 s2 + 4
2 ]
1 s (s 2 + 4 )+ 3 s (s 2 +36 )
=
4 ( s2 +36 )( s 2 +4 )

s ( s 2 +28 )
2 2
= ( s + 36)( s +4 )

Example : 4

Find L[sin t. cos3t]

L[sin t. cos 3t] = ½ L[sin 4t – sin 2t]

=
1
[
4
− 2
2
2 s +16 s + 4
2 ]
s2 −8
2 2
= ( s +16 )( s +4 )

Example : 5

Find L [ e at +7e−at +2cosat +5sin at+4 ]

L [ e at +7e−at +2cosat +5sin at+4 ] = L [ e at ]+ L [ e−at ]+2 L [ cos at ]+5 L [ sin at ]+4 L [ 1 ]
1 7 2s 5a 4
+ + 2 2 + 2 2+
= s−a s +a s + a s +a s

Example : 6
Find L{f(t)} , where f(t) = 0 when 0<t<3

= 2 when t>3.
∞
∫ e−st f ( t ) dt
0
L{f(t)} =

3 ∞
∫ e−st (0)dt +∫ e−st (2)dt
= 0 3

[ ]
∞
[ e−st ] 2 e−3 s
0+2
= −s 3 = s

Exercises:

Find the Laplace Transform of

(i) t 3 +4 t 2 + 6 t+7 6 8 6 7
+ 3+ 2+
Ans: s 4
s s s

2 2s
( ii ) 4 cos 2 2t Ans: + 2
s s +16

s 4 + 4 s2 + 24
( iii ) ( t 2 + 1)2 Ans:
s4

48 6 4 5 7s
( iv ) 2 t 4 −t 3 +4 e2 t −sin 5 t +7 cos 2t Ans : − 4+ − 2 + 2
s 4
s s−2 s +25 s +4

4( s 2−5 )
(v ) 2sin 2 t . cos 3 t Ans :
( s 2 +25 )(s 2 +1)

48
( vi ) sin 3 2t Ans :
( s2 + 4 )( s2 + 36)

s (s 2 +5 )
(vii ) cos t .cos 2t Ans : 2
( s + 9 )(s 2 +1)
 2
( viii ) sinh 2 t Ans :
1
[s 1
− =
8
]
2 s −16 s s ( s −16 )
2 2

2 abs
( ix ) sin at sin bt Ans :
[ s +( a+ b)2 ] [ s 2 +( a−b)2 ]
2

(x) f (t)=¿ { cost,0<t<π ¿¿¿¿

(xi) Find L {f (t)} if (a) f(t)=¿ {0 ,0<t<2¿¿¿¿

(b) f (t)=¿ {sint 0<t<π¿¿¿¿
Example :7

Find L {f (t)} when f (t)=¿ {( t−1)2 ,t>1 ¿ ¿¿¿

∞
∫ e−st f (t )dt
L{F(t)}= 0

1 ∞
=∫ e−st f ( t ) dt +∫ e−st f ( t ) dt
0 1

∞
=∫ (t−1)2 e−st f (t )dt
1

[ ]
∞
e−st
=∫ ( t −1)2 d
1 −s

{ ( )
= (t−1 )2
e−st
−s
e−st
−2(t −1) 2 +2
s ( ) ( )
e−st ∞
−s 3
}1
 2 e−s 2 e−s
=0− = 3
−s 3 s

Some More Properties With Examples

Change Scale of Property

IF L{f(t)}= F(S) Then L{f(at)}= 1/aF(S/a)

∞
∫ e−st f (at )dt
f(at)}= 0
L{

Put at=y then dt=dy/a

s
1 ∞ −a y
a
∫ e f ( y )dy
f(at)}= 0
L{

=
1
a
F
s
a ( )
Example:1

Find L[sin5 t]

1
L { sin t }= 2
=F ( s )
Now s +1 .

By change of scale of property

1 s
L { sin 5t }= F
5 5 ()
1 1
=
5 ( s / 5 )2 +1

5
= 2
s +25

Example:2

Find L[coshat]
 s
L { cosh at }= 2
=F ( s )
Now s −1 .

By change of scale of property

1
L { cosh at }= F
a
s
a ()
1 s/a1
=
a ( s / a )2−1

s
=
s − a2
2

First Translation or Shifting Property

IF L{f(t)}= F(S) Then L{eatf(t)}= F(S-a)

Proof
∞
∫ e−st e at f (at )dt
eatf(t)}= 0
L{
∞
=∫e
−( s−a)t
f (t )dt
0

=F(S-a)

Note

L{eatf(t)}= F(S+a), where F(S)=L(f(t))

Example:1

Find L(eattn) and (e-attn)

n!
L( t n )=
s n+1

n! − at n n!
L(e at t n )= n+1
L(e t )=
Then (s−a ) , (s +a )n+1

Example:2
 − at at
at
Find the Laplace transform e sin bt , e sin bt , e at cosbt , e− cos bt

b
L( sin bt )=
s + b2
2

b
L(e at sin bt )=
Then ( s−a )2 +b2

at b
L(e− sin bt )=
( s+ a)2 + b2

s
L( cos bt )=
Again s +b2
2

s−a
L(e at cos bt )=
Then (s−a )2 +b 2

at s +a
L(e− cos bt )=
(s +a )2 +b 2
Example:3

Find the Laplace transform (i) e−2t (sin 5 t+cos5 t ) (ii ) e−t cos t cos2 t

−2t 5 s
e ( sin 5 t+ cos 5 t ) = 2
+ 2
s +25 s +25
5s
=
s 2 +25

5( s+2 )
L(e−2t (sin 5 t+ cos 5 t )=
then (s +2 )2 +25

1
L( cos t cos 2 t ) = L( cos 3 t + cos t )
2
1 s s
= { 2 + 2 }
2 s +9 ( s +1

−t 1
L( e cos t cos 2 t ) = L( cos 3t +cos t )
2
1 s s +1
= { 2 + }
2 s +9 ( s+1 )2 +1
Second Translation or Shifting property

IfL(f (t ))=F (s) and g(t )=¿ (f (t−a),t>a (

(0,t<a
−as
then L(g(t ))=e F (s)

Proof
∞
∫ e−st g(t )dt
t)} = 0
L {g (

a ∞
=∫ e − st
g(t )dt+∫ e−st g (t )dt
0 a

∞
=∫ e− st f (t−a )dt
a
∞
=∫ e
− s(u+a )
f (u )du , by putting t=u+a
0
∞
=e −as
∫ e−su f (u )du
0

=e−as F( s )

This Property is also known as Heaviside’s shifting theorem

Example: Find L {f (t)} if f (t) =

{ 2π 2π
cos(t− ), t> ¿ ¿¿¿
3 3 ,

s 2π
2
Here, L (cost) = ( s +1 ) = F(s) & a = 3 ,

Using Second shifting property, we have

 −as
L {f (t)} = e F ( s)
2π
− s s
3
e 2
= s +1

2π
− s
3
se
2
= s +1 .

IV Multiplication by power of ‘t’

d
F( s )−
If L {f (t)} = F(s), then L {f (t)} = - ds

Proof:-
∞
∫ e−as f (t )dt
F(s) = L {f (t)} = 0

Differentiating under the integral sign, we have

∞
d
F( s )
d ∫ e−st f (t )dt
ds = ds 0

∞
∫ ∂∂s [ e−st f (t )]dt
= 0
∞
∫ te−st f (t )dt
=- 0
∞
∫ e−st {t¿f (t )}dt ¿
0

=-

= - L {t f (t)}

d
L {t f (t)} = - ds F(s)

d
= - ds L {f (t)}
Corollary:

If L {f (t)} = F(s) then L {tnf(t)}

dn
(−1) n [ L {f (t )}]
n

= ds
d
This can be proved by induction on n, the above result is proved for n = 1 as L {t f (t)} = - ds F(s) = -
F’(s)

dk
(−1)k F( s)
Assume the theorems to be true for n = k, so that L {tk f (t)} = ds k
∞
∫ e−st ¿ ¿ ¿ (−1)k F( k )( s).
Ie) 0 =
∞
d ∫ e−st ¿ ¿ ¿ k ( k +1)
Then ds 0 = (−1) F (s)
∞
−∫ e−st ¿ ¿ ¿ k ( k +1)
I 0 = (−1) F (s)
∞
∫ e−st ¿ ¿ ¿ k +1 ( k +1)
Ie) 0 = (−1) F ( s)

Which shows that the theorem holds for n = K+1.

Therefore, by induction of theorem is true for all positive values of n.

dn
(−1)n F( s)
Hence, L {tn f (t)} = ds n

Example:1

find L(te−5 t ) & L(t 2 et )

d
−5 t
L(te ) = - ds L(e−5t )
 d 1
= - ds s+5
{ }
{ 1
= ( s +5)
2 }
d2
2 t (−1)2 L(e t )
L(t e ) = ds 2

d2
= ds
2 { s−11 }
d − 1
= ds
{
(s−1 )2 }
{ 2
= (s−1 )
3 }
Example 2

Find the Laplace transforms of (i)tsinat (ii)tcosat (iii) (sinat-atcosat)

d
L(tsinat) = - ds L(sin at )

d a
2 2
= - ds s +a

2 as
2 2
= (s + a )
2

d
L(tcosat) = - ds L(cos at )

d s
2 2
= - ds s +a

( s2 + a2 ). 1−s . 2 s
=- ( s2 + a2 )2
 s 2−a2
2 2
= (s + a )
2

L(Sinat – at cosat) =L(sinat) – aL(t cosat)

a a( s2 −a 2 )
−
= s 2 +a 2 ( s 2 +a 2 )2

a( s2 + a2 )−a( s 2 −a2 )
= ( s 2 +a 2 )2

2 a3
( s2 + a2 )2
=

Example 3

−t
Find the laplace transforms of (i) te sin t (ii) t cosh3t (iii) t 2 cos 2 t

d
−t −t
(i) L (te sin t ) = - ds L (e sint )

d
= - ds
(
1
( s+1 )2 +1 )
2( s+1 )
2 2
= ( s + 2 s+2 )
d
(ii) L(t cosh3t) = - ds L(cosh3t)
d s
2
= - ds s −9

=
−
( (s 2−9).1−s .2 s
2
(s −9 )
2 )
( s 2 + 9)
2 2
= ( s −9 )
d2
(−1)2 L(cos 2 t )
(iii)
2
L(t cos 2 t ) = ds 2
 d2 s
2 2
= ds s + 4

( )
2
d ( s +4 ).1−s . 2 s
2 2
= ds ( s +4 )
2
d 4−s
2 2
= ds ( s + 4 )

( ( s2 +4 )2 (−2 s )−( 4−s 2 ). 2( s 2 + 4 )

2
(s +4)4 )
=
( s2 +4 )(−2 s )−(4−s2 ). 4 s
(s 2 +4 )3
=
2 s (s 2−12 )
2 3
= ( s +4 )

V. Division by t

f (t ) ∞
lim
t
L {f (t)} = F(S) and if t →o exists then
L
f (t )
t =
{ } ∫ F (S)ds
s .

Proof
∞
∫ e−st f (t )dt
We have F(S) = L {f (t)} = 0 ,Integrating Both sides with respect to s from s to ∞ ,
We get
∞ ∞ ∞
∫ F (S)ds ∫∫ e−st f (t )dtds
s = s 0
∞ ∞
∫ f (t )dt ∫ e−st ds
= 0 s

(on changing the order of integration)

 [ ]
∞ ∞
e−st
=∫ f (t ) dt
0 −t s

[ ]
∞
f (t )
=∫ e−st dt
0 t

=L { } f (t )
t .

Ie)
L { }
f (t )
t =
∫ F (S)ds
s .

Illustrative examples:

Example 1

Find
L { e−t −e−3t
t }
∞
L {
e−t −e−3t
t } ∫ L(e−t −e−3 t )ds
= s

[ ]
∞
1 1
∫ −
s+1 s+3
ds
= s
∞
=
[ log( s+1 )−log(s+3) ]s

=
log
[ ] s+3
s+1 .

Example 2

Find
L { }
sin at
t
∞

L {sint at } ∫ L(sin at )ds

= s
 ∞
a
∫ ( s2+a2 ) ds
= s

[ ]
∞
−1 s
tan
= a s

π
= 2
− tan−1
[ ]
s
a

=
cot−1 (a)
s

Note: The Laplace transform of cos at does not exist because no limit exists for cos at at t → 0 .

Example 3

Find
L {cos at−cosbt
t }
∞

L{cos at−cos bt
t =
} ∫ L(cos at−cosbt )ds
s

cos at−cosbt
lim
t
Since t →o =0

[ ]
∞
s s
∫ 2 2
− 2 2 ds
s +a s +b
= s
∞
= 1/2 [ log( s +a )−log(s +b ] s
2 2 2 2

[ ]
∞
s 2 + a2
=1 /2 log 2 2
s +b s

=1 /2 0−log
{ [ ]} s 2 +a2
s 2 +b2
 =log
√ s 2 + b2
s 2 + a2

Example 4

e−t sin t
t
Find the Laplace transform of
∞
L(e−t sin t
t ) = s
∫ L(e−t sin t )ds

e−t sint
lim =1
t
Since, t →o
∞
1
∫ ( s+1 )2+1 ds
=s
∞
= [ tan ]s
−1( s+1)

π
− [ tan−1 (s +1) ]
= 2
−1
= cot ( s+1 ) .

Example 5
∞
sin t t
∫ t dt ∫ e−t sint t dt
Evaluate 0 and hence find 0

∫ e−st sint t dt=L (sint t )

∞

∞
∫ L(sin t )ds
= s
 ∞ ∞
ds
∫ s2+1 = [ tan s ]
−1

= s s

π
− [ tan−1 s ]
= 2

−1
= cot s
∞
sin t
∫ e−st t
dt
−1
0 = cot s
∞
sin t
∫ t
dt π
Letting s → 0, we get 0 = 2.

Again
L ( )
sin t
t −1
= cot s
∞
sin t
∫ e−st t
dt
−1
By definition 0 = cot s

Then letting s =0, we get

∞
sin t
∫ e−t dt
t =cot−1 1
0

Example 6
∞ −2t
e −e−3 t
∫ t dt
Evaluate 0

[ ]
∞
e−2t −e−3 t e−2 t −e−3 t
∫ e−st t
dt L
t
0 =
∞
∫ L(e−2 t −e−3t )ds
=s

[ ]
∞
1 1
∫ −
s+1 s+3
ds
= s
 ∞
=
[ log( s+2)−log(s+3 ]s

=
log
[ ]
s+3
s+2

Putting s = 0 we get required integral

∞
e−2 t −e−3t
∫
0 t
dt log 3
= 2 []