Module-3: Laplace Transforms

Integral Transform: An integral transform is a particular kind of mathematical

operator that maps a function from its original function space into another
function space.

The function K(s, x) is called the kernel of the transformation T, and it is clear
that T is linear regardless of the nature of K.
Based on kernel K, various special cases of the integral transform led to specific
transformations, which are useful in handling particular types of problems.

Note:
 x, s are just variables, some books are using t instead of x and p instead of s.
 Its an improper integral (as one limit is  )
Definition of Laplace Transformation:
Let f (t ) is the function of t defined for all positive real values of t , then the
Laplace Transformation of f (t ) is denoted by L  f (t ) and defined by

L  f (t )   f (t ) e st dt
0
b
provided that lim  f (t ) e  st dt exists.
b 
0

Note: Output of the above integral will be a new function of s, so we can rewrite
above integral as.

L  f (t )   f (t ) e st dt  F ( s) ; s may be real or complex
0

Conditions for Existence of Laplace Transformation



 f (t ) e
 st
The Laplace Transformation of f (t ) , i.e., dt exists for s  a , if (see
0

example 3)
(1). f (t ) is continuous.
(2). lim f (t ) e at is finite.
t 
Note: This condition is sufficient but not necessary.

Proof:
  
L  f (t )   g (t )    f (t )   g (t )  e dt    f (t )e dt    g (t ) e  st   L  f (t )    L  g (t ) 
 st  st

0 0 0

 L  f (t )   g (t )    L  f (t )    L  g (t ) 
Miscellaneous problems
  
Example: Find L cos 2 ax and L sin 2 ax  
1  cos ax 1  cos ax
Solution: We know that sin 2 ax  & cos2 ax  ,
2 2
1  cos ax  1 1 1  
 
L sin 2 ax  L 
 2  2
1
   L 1  cos ax   L 1  L cos ax     2
2
s
2 
2  s  s  4a  
1  cos ax  1 1 1  
L cos 2 ax  L 
1 s
   L 1  cos ax   L 1  L cos ax     2 
 2  2 2 2  s  s  4a 2  
Table of Laplace Transformations of
Elementary Functions
 First Shifting Theorem

Example 1: Find L e3t cos 2t  

s
Solution; We know that Lcos2t = , then by shifting theorem;
s2  4
s 3
L e3t cos 2t = s  s  (3)  s  3
 s  3 4
2

Example 2: Find L t 5e 2t  

Solution; We know that L t  =
5! 120
5
51
 , then by shifting theorem;
s s6
L t 5e 2t  =
120
s  s  (2)  s  2
 s  2
6

Example 4: Show that L 4sin t cos t  2e t    4


2
s2  4 s  1
. HW
Note: This question also, solved by another process “Laplace Trsnsform of (Multiplication by
tn)”
Change of Scale Property Theorem
 Laplace Trsnsform of (Multiplication by tn)

Question 1: Find Lt sin at .

a
Solution: We know that L sin at   F ( s), for n  1
s2  a2
 
d1 d  a  
 L t sin at  (1) 1 F ( s )  (1) F ( s )    2
d 2 as
1 1
2 
  
ds ds ds  s  a   s  a  
2 2 2

 
2as
 L t sin at 
s  a2 
2 2

Question 2: Find Lt cos at .

s
Solution: We know that L cos at   F ( s), for n  1
s2  a2
 2 
d1 d  s  s  a 2  2s 2 
 L t cos at  (1) 1 F ( s)  (1) F ( s )    2
d 
  
1 1

ds ds ds  s  a 2 
  s 2
 a  
2 2 

s2  a2
 L t cos at 
s  a2 
2 2

Question 3: Find L t sin at .  2


a
Solution: We know that L sin at   F ( s ), for n  2
s a
2 2

 
2
d 2  a   2as 2  2a 3  8as 2 
 L t sin at  (1)
2 2 d
F ( s)  2  2 
ds 2 ds  s  a 2  
  s 2
 a  
2 3

6as 2  2a 3
 L t sin at 
2

s  a2 
2 3
Laplace Trsnsform of (Division by t)