Differential Equations

BDA 24303
Chapter 3 – Laplace Transform

By:
Assoc Prof Ir Ts Dr Bukhari Manshoor, CEng MIET
Dept. of Mechanical Engineering
Faculty of Mechanical & Manufacturing Engineering

© Dr. Bukhari bin Manshoor

Laplace Transform
● Improper integral: Introduction & Definition.
● Linearity.
● Multiplying by t.
● First shift theorem.
● Unit step function, Delta function and periodic function.
● Second shift theorem.
● Inverse Laplace transform:
- Definition and properties.
- Method of solution: partial fraction, completing the square and convolution theorem.
● Application of first order differential equations: Solve initial and boundary value problems for
linear differential equation with constant coefficients which involve unit step function, Dirac
Delta function and periodic function.
Introduction
● When we solved ordinary, constant-coefficient differential equations, we plugged in a trial
solution , and arrived at a characteristic equation in .
● Essentially, we transformed a DE into a polynomial (algebraic) equation.

𝑦 ′ ′ + 3 𝑦 ′ +2 𝑦 =0 𝑟 2 +3 𝑟 +2=0
● This method did not help us with the right-hand side of the differential equation.
𝑦 ′ ′ + 3 𝑦 ′ +2 𝑦 =𝑥 ′ +𝑥
● Suppose we have the DE as above, we cannot extend the differential to algebraic
transformation to deal with the right hand side.
● Such a differential to algebraic transformation exists. It is called the Laplace
transformation.

Problem in Solution in Solution in

Inverse
original way Transform transform way original way
of thinking
Transform of thinking
of thinking
 Solving an ODEs by Laplace
Transforms
Method of Undetermined Coefficient,
x,t domain Method of Variation Parameter, etc…

Solution of
ODE
the ODE
Laplace Inverse
Transform Laplace
Transform
Laplace
Laplace
transform
solution
equation
Solving by
Laplace-(s) domain algebra
Laplace Transformed Equation
● Let we have a function . The Laplace transformation transforms this function into a new
function, .
ℒ { 𝑓 ( 𝑡 ) }=𝐹 ( 𝑠 )
● The independent variable of the function changes from t to s.
● Let be a function defined over [0,∞).
∞
ℒ { 𝑓 ( 𝑡 ) }= 𝐹 ( 𝑠 ) =∫ 𝑒
−𝑠𝑡
𝑓 ( 𝑡 ) 𝑑𝑡
0

● Notice that t is the parameter of integration which disappears, while s appears in the
integrand and “survives” integration.
● Furthermore, the given function in is called the Inverse Transform of and will be denoted
by .

𝑓 (𝑡 )=ℒ − 1 { 𝐹 ( 𝑠 ) }
Functions and their Laplace
Transforms
● Constant function:

𝑓 (𝑡 )=𝑎

[ ] [ ( )]
∞ −𝑠𝑡 ∞
𝑒 1 𝑎
ℒ { 𝑓 ( 𝑡 ) }=∫ 𝑒 𝑎𝑑𝑡 =𝑎
− 𝑠𝑡
=𝑎 0 − =
0 −𝑠 0 −𝑠 𝑠
● Function
𝑓 (𝑡 )=𝑒𝑎𝑡

[ ] [ ( )]
∞ ∞ − ( 𝑠 −𝑎 ) 𝑡 ∞
𝑒 1 1
ℒ { 𝑓 ( 𝑡 ) }=∫ 𝑒 − 𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡 =∫ 𝑒 − ( 𝑠 − 𝑎) 𝑡 𝑑𝑡 = = 0− =
0 0 − (𝑠 − 𝑎) 0 − ( 𝑠 −𝑎 ) 𝑠 −𝑎

● Function and
𝑓 (𝑡 )=𝑡

[ ] [ )]
∞ − 𝑠𝑡 ∞

(
− 𝑠𝑡
𝑡𝑒 𝑒 1 1
ℒ { 𝑓 ( 𝑡 ) }=∫ 𝑒
− 𝑠𝑡
𝑡𝑑𝑡= − − = ( 0 −0 ) − 0 − =
0 𝑠 𝑠
2
0 𝑠
2
𝑠
2

𝑛!
ℒ {𝑡 } =
𝑛
*In general;
𝑠 𝑛+1
Functions and their Laplace Transforms -
(Summary)
Exercise 0
By using the summary table of functions and their Laplace transforms, find the for the
following function .
Properties of the Laplace Transform
● Linearity.
● First shift theorem.
● Differentiation of transform
● Integration of transform
● Laplace transform of derivatives
● Laplace transform of integral
Properties of the Laplace Transform - Linearity
● The Laplace transform is a linear operation; that is, for any functions and whose
transforms exist and any constants a and b the transform of exists, and;
ℒ { 𝑎 𝑓 ( 𝑡 ) +𝑏𝑔 ( 𝑡 ) }=𝑎 ℒ { 𝑓 ( 𝑡 ) } +𝑏 ℒ { 𝑔 ( 𝑡 ) }
● Proof:
∞
ℒ { 𝑎 𝑓 ( 𝑡 ) +𝑏𝑔 ( 𝑡 ) }=∫ 𝑒 [ 𝑎𝑓 ( 𝑡 )+ 𝑏𝑔 ( 𝑡 ) ] 𝑑𝑡
− 𝑠𝑡

0
∞ ∞
¿ 𝑎∫ 𝑒 𝑓 (𝑡 ) 𝑑𝑡 +𝑏∫ 𝑒
− 𝑠𝑡 − 𝑠𝑡
𝑔 (𝑡 ) 𝑑𝑡
0 0

¿ 𝑎 ℒ { 𝑓 (𝑡 ) } +𝑏 ℒ { 𝑔 ( 𝑡 ) }
Example: Polynomial
Find the transforms of

ℒ { 𝑓 ( 𝑡 ) }=ℒ { 5 𝑡 3 +6 𝑡 2+3 𝑡   }
¿ 5 ℒ {𝑡 3 } +6 ℒ { 𝑡 2 } +3 ℒ { 3 𝑡 }

¿5
( ) ( ) ( )
𝑠
3!
3+1
+6
2!
𝑠
2+1
+3
1!
𝑠
1+1

30 12 3
¿ 4+ 3+ 2
𝑠 𝑠 𝑠
Example: Cosine & Sine
Find the transforms of and .

- Euler formula; 𝑒 𝑖𝑥 =cos 𝑥 +𝑖 sin 𝑥

𝑒 −𝑖𝑥 =cos 𝑥 −𝑖 sin 𝑥
1 1 𝑠+𝑖𝑎 𝑠+𝑖𝑎 𝑠 𝑎
ℒ (𝑒 )=
𝑖𝑎𝑡
= × = 2 2= 2 +𝑖
𝑠 − 𝑖𝑎 𝑠 −𝑖𝑎 𝑠+𝑖𝑎 𝑠 + 𝑎 𝑠 +𝑎
2 2
𝑠 +𝑎
2

- Since

ℒ ( 𝑒 ) =ℒ ( cos 𝑎𝑡 +𝑖 sin 𝑎𝑡 ) =ℒ ( cos 𝑎𝑡 ) +𝑖 ℒ ( sin 𝑎𝑡 )

𝑖𝑎𝑡

- Equating the real and imaginary parts of these two equations;

𝑠
ℒ ( cos 𝑎𝑡 )= 2 2
𝑠 +𝑎
𝑎
ℒ ( sin 𝑎𝑡 )=
𝑠 2 +𝑎 2
Example: Combine function
Find the transforms of .

ℒ { 𝑓 ( 𝑡 ) }=ℒ { 𝑒𝑡 +sinh 2 𝑡 }
¿ ℒ {𝑒 𝑡 } + ℒ {sinh 2 𝑡 }
1 2
¿ + 2
𝑠 −1 𝑠 − 4
𝑠2 +2 𝑠 −6
¿
( 𝑠 −1 ) ( 𝑠2 − 4 )
Example: Inverse Laplace – Partial fraction
Find the inverse transform.
- For
( 𝑠 +7 ) 5= 𝐴 ( −7 ) +𝐵 ( 0 )
𝐹 ( 𝑠)= 2 5
𝑠 −3 𝑠 −10 𝐴=−
- The inverse transform can be simplified as below; 7
( 𝑠 +7 ) ( 𝑠+7 ) - Thus, we have;
( )
𝐹 𝑠= 2 = − 5/ 7 12 /7
𝑠 −3 𝑠 −10 ( 𝑠+ 2 )( 𝑠 −5 ) 𝐹 ( 𝑠) = +
- By using partial fraction; ( 𝑠+2 ) ( 𝑠 − 5 )
( 𝑠 +7 )
=
𝐴
+
𝐵 𝑓 (𝑡 )=ℒ
−1
{𝐹 ( 𝑠 )}
{ }
( 𝑠+2 )( 𝑠 −5 ) ( 𝑠+2 ) ( 𝑠 − 5 ) −1 −5 /7 12/ 7
¿ℒ +
( 𝑠 +7 ) = 𝐴 ( 𝑠 −5 )+ 𝐵 ( 𝑠+2 ) ( 𝑠 +2 ) ( 𝑠 −5 )
- The numerators,
- For
12= 𝐴 ( 0 )+ 𝐵 ( 7 )
¿ℒ
−1
{ −5 /7 12/ 7
+
( 𝑠 +2 ) ( 𝑠 −5 ) }
5 − 2𝑡 12 5 𝑡
12 ¿− 𝑒 + 𝑒
𝐵= 7 7
7
Exercise 1
Find the Laplace transforms of the following functions.

Given Find

2 𝑠 +16 10 20
𝑎¿ 2 𝑏¿ 𝑐¿
𝑠 − 16 2 𝑠+ √ 2 ( 𝑠 − 1 ) ( 𝑠+ 4 )
18 𝑠 −12 1
𝑑¿ 𝑒¿ 𝑎≠ 𝑏
2
9𝑠 −1 ( 𝑠 +𝑎 )( 𝑠+𝑏 )
Properties of the Laplace Transform – 1st shifting
theorem
● If has the transform (where ), then has the transform (where ).
● In formula;

ℒ { 𝑒𝑎𝑡 𝑓 ( 𝑡 ) } =𝐹 ( 𝑠 − 𝑎 )
● Or, if we take inverse on both sides;
● Proof: 𝑒 𝑎𝑡 𝑓 ( 𝑡 )=ℒ −1 { 𝐹 ( 𝑠 −𝑎 ) }
∞
ℒ { 𝑓 ( 𝑡 ) }=∫ 𝑒
− 𝑠𝑡
𝑓 ( 𝑡 ) 𝑑𝑡 =𝐹 ( 𝑠 )
0
∞
ℒ {𝑒 𝑓 ( 𝑡 ) }=∫ 𝑒
𝑎𝑡 − 𝑠𝑡 𝑎𝑡
𝑒 𝑓 ( 𝑡 ) 𝑑𝑡
0
∞
¿∫ 𝑒
− ( 𝑠 −𝑎 ) 𝑡
𝑓 ( 𝑡 ) 𝑑𝑡
0
∞
¿∫ 𝑒
− (𝑝 ) 𝑡
𝑓 ( 𝑡 ) 𝑑𝑡 *
0

¿ 𝐹 ( 𝑝 )=𝐹 ( 𝑠 − 𝑎 )
Example
Find the Laplace transforms of the following function.

𝑎¿ 𝑓 ( 𝑡 ) =𝑒 3 𝑡 cos 𝜔 𝑡
ℒ { 𝑓 ( 𝑡 ) }=ℒ { 𝑒 3𝑡 cos 𝜔 𝑡 }
- 1st shifting theorem;
ℒ {𝑒𝑎𝑡 𝑓 ( 𝑡 ) }=𝐹 ( 𝑠 − 𝑎 )
--- in this function,
- Laplace transform;
𝑠
𝐹 ( 𝑠 ) =ℒ { 𝑓 ( 𝑡 ) } =ℒ { cos 𝜔 𝑡 }= 2 2
𝑠 +𝜔
- Thus;
𝑠−3
𝐹 ( 𝑠 −𝑎 )=
( 𝑠 −3 )2+ 𝜔 2
Example
Find the Laplace transforms of the following function.

𝑏 ¿ 𝑓 (𝑡 )=𝑒− 2𝑡 sinh 𝜔 𝑡
ℒ { 𝑓 ( 𝑡 ) }=ℒ { 𝑒− 2 𝑡 sinh 𝜔 𝑡 }
- 1st shifting theorem;
ℒ {𝑒𝑎𝑡 𝑓 ( 𝑡 ) }=𝐹 ( 𝑠 − 𝑎 )
--- in this function,
- Laplace transform;
𝜔
𝐹 ( 𝑠 ) =ℒ { 𝑓 ( 𝑡 ) } = ℒ {sinh 𝜔 𝑡 } = 2 2
𝑠 −𝜔
- Thus;
𝜔
𝐹 ( 𝑠 − 𝑎 )=
( 𝑠+2 )2 + 𝜔2
Example
Find the Laplace transforms of the following function.

c
ℒ { 𝑓 ( 𝑡 ) }=ℒ { 𝑡 3 𝑒 3 𝑡 }
- 1st shifting theorem;
ℒ {𝑒𝑎𝑡 𝑓 ( 𝑡 ) }=𝐹 ( 𝑠 − 𝑎 )
--- in this function,
- Laplace transform;
3!
𝐹 ( 𝑠 ) =ℒ { 𝑓 ( 𝑡 ) } =ℒ { 𝑡 2 } =
𝑠4
- Thus;
3! 6
𝐹 ( 𝑠 −𝑎 )= =
( 𝑠 −3 )4 ( 𝑠 −3 )4
Example: Inverse Laplace – Completing the square
Find the inverse transform. - Completing the square method
3 𝑠 −15
𝐹 ( 𝑠)= 2
2 𝑠 − 4 𝑠+10

ℒ { 𝐹 ( 𝑠 ) }=ℒ
−1
{
−1 3 𝑠 −15
2 𝑠2 − 4 𝑠+10 }
3 −1
¿ ℒ
2 { 2
𝑠 −5
𝑠 −2 𝑠 +5 } 𝑠 2 − 2 𝑠+ 5
2
𝑠 − 2 𝑠+ 1+5 − 1
3 −1
¿ ℒ
2 { 𝑠 −5
( 𝑠 −1 )2 +22 }
¿
2
ℒ
{
3 −1 𝑠 −1 −5+1
( 𝑠 −1 )2 +22 }
¿
3
2 [ {
ℒ
−1 ( 𝑠 − 1)
2
( 𝑠 − 1 ) +22
− ℒ
−1
} 4
{ 2
( 𝑠 − 1 ) +22 }]
 [ { } { }]
(𝑠 − 1) - Inverse Laplace by 1st shifting theorem.
3 1
¿ ℒ −1 − 4 ℒ −1
2 2
( 𝑠 − 1 ) +22
2
( 𝑠 − 1 ) +22 ℒ −1 { 𝐹 ( 𝑠 − 𝑎 ) }=𝑒 𝑎𝑡 𝑓 ( 𝑡 )
ℒ −1 { 𝐹 ( 𝑠 ) }= 𝑓 ( 𝑡 )
[ { }]
−1
3 𝑡 4 1× 2
¿ 𝑒 cos 2𝑡 − ℒ
2 2 2
( 𝑠 − 1 ) + 22 - Example:

[ { }] { }
𝑠
3 𝑡 −1 2 ℒ
−1
= cos 𝜔 𝑡
¿ 𝑒 cos 2𝑡 − 2 ℒ 𝑠 +𝜔 2
2
2 2
( 𝑠 − 1 ) +22
3 𝑡
¿ [ 𝑒 cos 2𝑡 − 2𝑒 sin 2 𝑡 ]
𝑡
ℒ
−1
{ 𝑠 −𝑎
2
(𝑠 − 𝑎) + 𝜔2
} 𝑎𝑡
=𝑒 cos 𝜔 𝑡

2
3 𝑡 𝑡
¿ 𝑒 cos 2𝑡 − 3 𝑒 sin 2𝑡
ℒ −1
{ 𝜔
}
𝑠 2 +𝜔 2
= cos 𝜔 𝑡

2
ℒ −1
{ 𝜔
2
(𝑠 − 𝑎) + 𝜔2
}=𝑒 𝑎𝑡 cos 𝜔 𝑡
Exercise 2
Find the Laplace transforms of the following functions.

Given Find
𝜋
𝑎¿
( 𝑠 + 𝜋 )2
𝑠−6
𝑏¿
( 𝑠 −1 ) 2+ 4
4 𝑠 −2
𝑐¿ 2
𝑠 − 6 𝑠+18
Properties of the Laplace
Transform – Differentiation of
transform.
● Let be the Laplace transform to the function . The definition of the transform;
∞
𝐹 ( 𝑠 ) =ℒ { 𝑓 ( 𝑡 ) } =∫ 𝑒
−𝑠𝑡
𝑓 ( 𝑡 ) 𝑑𝑡
0

● Derivatives of the transform*;

𝑑 ( 𝐹 ( 𝑠 ) ) 𝑑 ∞ −𝑠𝑡
𝑑𝑠
= ∫ 𝑒 𝑓 ( 𝑡 ) 𝑑𝑡
𝑑𝑠 0
∞ ∞ ∞
𝜕 − 𝑠𝑡
¿∫ 𝑒 𝑓 ( 𝑡 ) 𝑑𝑡 ¿∫ −𝑡 𝑒 − 𝑠𝑡 𝑓 ( 𝑡 ) 𝑑𝑡 =−∫ 𝑒− 𝑠𝑡 [ 𝑡𝑓 ( 𝑡 ) ] 𝑑𝑡
0 𝜕𝑠 0 0

● Thus;
𝐹 ( 𝑠 )=− ℒ {[ 𝑡𝑓 ( 𝑡 ) ] }
′
or ℒ {[ 𝑡𝑓 ( 𝑡 ) ] }= − 𝐹 ′ ( 𝑠 )

● For where ,

ℒ { [ 𝑡 𝑓 ( 𝑡 ) ] }=( −1 ) 𝑑 ¿ ¿
𝑛 𝑛 𝑛
*From Leibniz rule of
differentiation under integral sign.
Properties of the Laplace
Transform – Integration of
transform.
● Let be the Laplace transform to the function . The definition of the transform;
∞
𝐹 ( 𝑠 ) =ℒ { 𝑓 ( 𝑡 ) } =∫ 𝑒
−𝑠𝑡
𝑓 ( 𝑡 ) 𝑑𝑡
0

● Integration of the transform both side from to ;

[ ]
∞ ∞ ∞

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

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

● Thus;

{[ ]}
∞

[ ]
𝑓 (𝑡 ) ∞ ∞
∫ 𝐹 ( 𝑠 ) 𝑑𝑠=ℒ 𝑡 ∫𝑒 − 𝑠𝑡
𝑑𝑠 =
𝑒− 𝑠𝑡
=
𝑒 −∞ 𝑒 −𝑠𝑡
− =0 −
𝑒 − 𝑠𝑡 𝑒 − 𝑠𝑡
=
𝑠
𝑠 −𝑡 𝑠 −𝑡 −𝑡 −𝑡 𝑡

● And,
{ }
∞
𝑓 (𝑡 )
ℒ
−1
∫ 𝐹 ( 𝑠 ) 𝑑𝑠 =
𝑡
𝑠
Example: Differentiation of transform
Find the Laplace transforms of the following function.

𝑓 (𝑡 )=𝑡 2 𝑒3 𝑡
ℒ { 𝑓 ( 𝑡 ) }=ℒ { 𝑡 2 𝑒3 𝑡 }
- Take and 𝐹 ( 𝑠 ) =ℒ {𝑒
3𝑡
}= 1 =( 𝑠 −3 )− 1
𝑠 −3
- Differentiation of transform;
𝑑𝑛 ( 𝐹 ( 𝑠) )
ℒ { [ 𝑡 𝑓 ( 𝑡 ) ] }=( −1 )
𝑛 𝑛
𝑛
𝑑𝑠
𝑑 [( 𝑠 −3 ) ]
2 −1

ℒ {[ 𝑡 𝑒 ] }=( − 1 )
2 3𝑡 2

𝑑 𝑠2

𝑑 2 [ ( 𝑠 − 3 )−1 ] 𝑑 [− 1 ( 𝑠 − 3 )−2 ]
¿ 2
=
𝑑𝑠 𝑑𝑠
−3 2
¿ −1 ( −2 ) ( 𝑠 −3 ) =
( 𝑠 − 3 )3
Example: Integration of transform
Find the Laplace transforms of the following function.

1 −cos 2𝑡
𝑓 (𝑡 )=
𝑡
1 𝑠
- Let take Thus, 𝐹 ( 𝑠 ) =ℒ {1 −cos 2𝑡 }= − 2 2
𝑠 𝑠 +2
- Integration of transform;

{[ ]} {[ ]} ∫
∞
𝑓 (𝑡 ) 1− cos 2 𝑡
ℒ =ℒ = 𝐹 ( 𝑠 ) 𝑑𝑠
𝑡 𝑡 𝑠
∞
¿∫
( 𝑠 𝑠 +2 ) 𝑑𝑠
1
−
𝑠
𝑠
2 2

𝑙𝑛 𝑥 𝑦 =𝑦 𝑙𝑛 𝑥
[ ]
∞
1
ln ( 𝑠 + 4 )
2
¿ ln 𝑠 −
2 𝑠

[ ] [ ]
∞ ∞
1 1 1 1
∗2 ln 𝑠 − ln ( 𝑠 + 4 ) ln 𝑠 − ln ( 𝑠 + 4 )
2 2 2
¿ ¿
2 2 𝑠 2 2 𝑠
 [ ]
∞
1 1
ln 𝑠 − ln ( 𝑠 + 4 )
2 2
¿
2 2 𝑠

- Apply the limit;

[ ( )]
∞
2
1 𝑠
¿ ln 2
2 𝑠 +4 𝑠

( )
2
1 𝑠
¿ 0 − ln
2 2
𝑠 +4

( )
2
1 𝑠 +4
¿ ln
2 𝑠
2
Exercise 3
By using the differentiation of transform theorem, find the Laplace transform of the
following functions.

By using the integration of transform theorem, find the Laplace transform of the following
functions.
Laplace Transform of Derivatives
● The Laplace transform is a method of solving ODEs and initial value problems.
● The crucial idea is that operations of calculus on functions are replaced by operations of
algebra on transforms.
● Roughly, differentiation of will correspond to multiplication of by s.
● The transforms of the first and second derivatives of ;

1st derivatives ----- ℒ { 𝑓 ′ (𝑡 ) }=𝑠 ℒ { 𝑓 ( 𝑡 ) } − 𝑓 (0)

2nd derivatives ----- ℒ { 𝑓 ′ ′ (𝑡 ) }=𝑠 2 ℒ { 𝑓 (𝑡 ) } − 𝑠𝑓 ( 0 ) − 𝑓 ′ ( 0)

nth derivatives ----- ℒ { 𝑓 𝑛 (𝑡 ) }=𝑠 𝑛 ℒ { 𝑓 ( 𝑡 ) } − 𝑠𝑛− 1 𝑓 ( 0 ) − 𝑠𝑛 −2 𝑓 ′ ( 0 ) − … − 𝑓 𝑛 − 1( 0)

● Proof of 1st derivatives;
∞
ℒ { 𝑓 ′ ( 𝑡 ) }=∫ 𝑒
− 𝑠𝑡
𝑓 ′ ( 𝑡 ) 𝑑𝑡
0
∞
∞
¿ [𝑒 𝑓 (𝑡 )] 0 +𝑠 ∫ 𝑒
−𝑠𝑡 − 𝑠𝑡
𝑓 ( 𝑡 ) 𝑑𝑡
0

¿ − 𝑓 ( 0 ) + 𝑠 ℒ { 𝑓 (𝑡 ) } ● Proof of 2nd derivatives

¿ 𝑠 ℒ { 𝑓 (𝑡 ) } − 𝑓 ( 0 ) ∞
ℒ { 𝑓 ′ ′ ( 𝑡 ) }=∫ 𝑒
− 𝑠𝑡
𝑓 ′ ′ ( 𝑡 ) 𝑑𝑡
0
∞
∞
¿ [𝑒 𝑓 ′ (𝑡 ) ]0 + 𝑠∫ 𝑒
−𝑠𝑡 −𝑠𝑡
𝑓 ′ ( 𝑡 ) 𝑑𝑡
0

¿ − 𝑓 ′ ( 0 )+ 𝑠 ℒ { 𝑓 ′ (𝑡 ) }
¿ − 𝑓 ′ ( 0 )+ 𝑠 [ 𝑠 ℒ { 𝑓 (𝑡 ) } − 𝑓 ( 0 ) ]

¿ 𝑠 2 ℒ { 𝑓 (𝑡 ) } − 𝑠 𝑓 ( 0 ) − 𝑓 ′( 0)
Laplace Transform of an Integral
● Integration of will correspond to division of by s. Proof;
● The transforms of integration of ; ℒ { 𝑓 ( 𝑡 ) }=𝐹 (𝑠)
𝑡

Let 𝑦 (𝑡 )=∫ 𝑓 (𝑡 ) 𝑑𝑡 then, 𝑦 ′ (𝑡)= 𝑓 ( 𝑡 )

{ }
𝑡
𝐹 ( 𝑠)
ℒ ∫ 𝑓 ( 𝑡 ) 𝑑𝑡 = 0

0 𝑠 ℒ { 𝑓 ( 𝑡 ) }=ℒ { 𝑦 ′ (𝑡) } =𝐹 (𝑠)

● If we take the inverse transform on both sides; ∞
¿∫ 𝑒
− 𝑠𝑡
𝑦 ′ ( 𝑡 ) 𝑑𝑡
0

{ }
𝑡 ∞
𝐹 ( 𝑠)
∫ 𝑓 ( 𝑡 ) 𝑑𝑡 =ℒ −1
𝑠
∞
¿ [ 𝑒 −𝑠𝑡 𝑦 (𝑡 ) ]0 + 𝑠 ∫ 𝑒 − 𝑠𝑡 𝑦 ( 𝑡 ) 𝑑𝑡
0 0

¿ − 𝑦 ( 0 ) +𝑠 ℒ { 𝑦 (𝑡 ) }

¿ 𝑠 ℒ { 𝑦 (𝑡) }=𝐹 (𝑠 )
𝑡
Thus; 𝐹 ( 𝑠)  
0
𝑦 ( 0 )=∫ 𝑓 ( 𝑡 ) 𝑑𝑡 =0
=ℒ { 𝑦 (𝑡 ) } =∫ 𝑓 (𝑡 ) 𝑑𝑡
0
𝑠 0
Properties of the Laplace Transform -
Summary
Theorem
First shift theorem

Differentiation of transform

Integration of transform

Laplace transform of derivatives (1st

derivatives)
Laplace transform of derivatives (2nd
derivatives)

Laplace transform of integral

Differential Equations: Initial Value Problems
● How the Laplace transform method solves ODEs and initial value problems?
● Consider the following initial value problem.

𝑦 ′ ′ + 𝑎 𝑦 ′ +𝑏𝑦 =𝑟 ( 𝑡 ) 𝑦 ( 0 )= 𝐾 0 𝑦 ′ ( 0 )= 𝐾 1

1st step – Setting up the subsidiary equation by transform the equation (Laplace transform)
ℒ { 𝑦 ′ ′ }= 𝑠 2 𝑌 − 𝑠𝑦 ( 0 ) − 𝑦 ′ (0)

ℒ { 𝑦 ′ }= 𝑠𝑌 − 𝑦 ( 0 )
ℒ { 𝑦 }=𝑌
ℒ {𝑟 (𝑡 ) }= 𝑅 (𝑠 )

We have;
[ 𝑠 2 𝑌 − 𝑠𝑦 ( 0 ) − 𝑦 ′ (0) ] +𝑎 [ 𝑠 𝑌 − 𝑦 ( 0 ) ] + 𝑏 [ 𝑌 ] = 𝑅 (𝑠)
Collecting Y – terms;
( 𝑠 2 +𝑎𝑠 +𝑏 ) 𝑌 = ( 𝑠+ 𝑎 ) 𝑦 ( 0 ) + 𝑦 ′ ( 0 ) + 𝑅( 𝑠)
2nd step – Solve the subsidiary equation algebraically for Y.
Division by and use of the so-called transfer function.
1
𝑄 ( 𝑠 )= 2
𝑠 +𝑎𝑠 +𝑏

gives the solution

𝑌 ( 𝑠 ) = [ ( 𝑠+𝑎 ) 𝑦 ( 0 ) + 𝑦 ( 0 ) ] 𝑄 ( 𝑠 ) + 𝑅 ( 𝑠 ) 𝑄( 𝑠)
′

3rd step – Inversion of Y(s) to obtain the solution of the ODEs (usually by
partial fraction) so that we obtain the solution;
𝑦 ( 𝑡 ) = ℒ −1 { 𝑌 (𝑠) }
Example:
Solve the following initial value problem. 𝑦 ′ ′ − 𝑦 =𝑡 𝑦 ( 0 ) =1 𝑦 ′ ( 0 ) =1

1st step – Setting up the subsidiary equation

ℒ { 𝑦 ′ ′ }= 𝑠 2 𝑌 − 𝑠𝑦 ( 0 ) − 𝑦 ′ (0)
ℒ { 𝑦 }=𝑌
1
ℒ {𝑡 }= 2
𝑠
We have;
1
[ 𝑠 2 𝑌 − 𝑠𝑦 ( 0 ) − 𝑦 ′ (0) ] −𝑌 = 2
𝑠
Collecting Y – terms and apply the initial value given;

( 𝑠 2 − 1 ) 𝑌 = 𝑠𝑦 ( 0 ) + 𝑦 ′ ( 0 )+ 12
𝑠
( 𝑠 2 − 1 ) 𝑌 = 𝑠+1+ 12
𝑠
2nd step – Solve the subsidiary equation.
1 1 𝐴𝑠+ 𝐵 𝐶 𝑠 + 𝐷
= + 2
𝑄 ( 𝑠 )= 2 𝑠 ( 𝑠 −1 )
2 2
𝑠
2
𝑠 −1
𝑠 −1
1= ( 𝐴𝑠 + 𝐵 ) ( 𝑠 − 1 ) + ( 𝐶𝑠 + 𝐷 ) 𝑠
2 2

1
Thus; 𝑌 ( 𝑠 ) =( 𝑠+1 ) 𝑄 ( 𝑠)+ 2
𝑄 (𝑠 ) 1= 𝐴 𝑠 3 − 𝐴𝑠 + 𝐵 𝑠 2 − 𝐵+ 𝐶 𝑠 3+ 𝐷 𝑠 2
𝑠
1= ( 𝐴 +𝐶 ) 𝑠 3 + ( 𝐵 + 𝐷 ) 𝑠 2 − 𝐴𝑠 − 𝐵
𝑠+1 1
𝑌 (𝑠)= + 𝐵=− 1 , 𝐴=0 , 𝐶=0 , 𝐷=− 𝐵=1
𝑠 − 1 𝑠 2 ( 𝑠2 − 1 )
2

Therefore;
𝑠 +1 1 1 1 1
¿ + 2 =− + 2
( 𝑠 − 1 ) ( 𝑠+1 ) 𝑠 (𝑠2 − 1) 𝑠 ( 𝑠 −1)
2 2 2
𝑠 𝑠 −1

1 1 1
¿ − +
𝑠 −1 𝑠
2 2
𝑠 −1

3rd step – Inversion of the

𝑦 (𝑡)=ℒ
−1
{ 𝑌 (𝑠) } =ℒ − 1 { 1
𝑠−1
−ℒ}−1 1
𝑠 { }
2
+ℒ
−1
{ 2
1
𝑠 −1 }
𝑦 ( 𝑡 ) =𝑒 𝑡 − 𝑡 +sinh 𝑡
Example 1:
Solve the following initial value problem. 𝑦 ′ ′ + 𝑦 ′ − 6 𝑦 =1 𝑦 ( 0 )=0 , 𝑦 ′ ( 0 ) =1

1st step – Setting up the subsidiary equation

2nd step – Solve the subsidiary equation.

3rd step – Inversion of the

Example 2:
Solve the following initial value problem. 𝑦 ′ ′ − 3 𝑦 ′ +2 𝑦 =4 𝑡 𝑦 ( 0 )=−1 , 𝑦 ′ ( 0 )=2

1st step – Setting up the subsidiary equation

2nd step – Solve the subsidiary equation.

3rd step – Inversion of the

Example 3:
Solve the following initial value problem. *2nd shifting theorem

𝑦 ′ ′ + 2 𝑦 ′ + 2 𝑦=𝑟 ( 𝑡 ) ,𝑟 ( 𝑡 )=10 sin 2 𝑡 if 0<𝑡 < 𝜋 and 0 if 𝑡 > 𝜋

Initial value; 𝑦 ( 0 )=1 , 𝑦 ′ (0)=− 5

1st step – Setting up the subsidiary equation

2nd step – Solve the subsidiary equation.

3rd step – Inversion of the

Unit Step Function
● The unit step function or Heaviside function, defined as is 0 for has a jump of size 1 at
(where we can leave it undefined), and is 1 for in a formula;

{
𝐻 ( 𝑡 −𝑎 )= 0 if 𝑡 < 𝑎
1 if 𝑡 > 𝑎
(𝑎≧ 0)

(a) Unit step function (b) Unit step function

● Fig. (a) shows the special case which has its jump at zero, and Fig. (b) the general case
for an arbitrary positive a.
● The transform of follows directly from the defining integral.

|
∞ ∞ ∞
𝑒 − 𝑠𝑡
ℒ { 𝐻 (𝑡 −𝑎) } =∫ 𝑒 𝐻 ( 𝑡 − 𝑎 ) 𝑑𝑡=∫ 𝑒 .1 𝑑𝑡=
−𝑠𝑡 −𝑠𝑡

0 0
𝑠 𝑡 =𝑎

* Here the integration begin at because is 0 for Hence;

𝑒− 𝑎 𝑠
ℒ {𝐻 ( 𝑡 − 𝑎) }= (𝑠 >0)
𝑠

● The unit step function is a typical “engineering function” made to measure for
engineering applications.
● Multiplying functions with we can produce all sorts of effects.
● The simple basic idea is illustrated as in the following figures.

● Fig. (A) – Given function.

● Fig. (B) – It is switched off between and (because when ) and is switched on beginning
at
● Fig. (C) – It is shifted to the right by 2 units, say, for instance, by 2 sec, so that it begins 2
sec. later in the same fashion as before.
● The other example as in the following figures.

● The figs. shows the effect of many unit step functions.

● Three of them in (A) and infinitely many in (B) when continued periodically to the right.
● Fig. (B) is an example of the effect of a rectifier that clips off the negative half-waves of a
sinusoidal voltage.
Function for graphs
● Let we have the following graphs;

y y y

1 1 1
t t t
0 1 2 0 1 2 0 1 2

● The function is called a

unit step function or
Heaviside step function.
Function for graphs
● Let we have the following graphs;

called
t-shifting

is Heaviside step function,

2nd Shifting Theorem (t-shifting)
● Previously we already look at the 1st shifting theorem; If has the transform , then has the
transform
● 2nd shifting theorem, If has the transform , then the “shifted function”

{
~ 0 if 𝑡<𝑎
𝑓 ( 𝑡 ) = 𝑓 ( 𝑡 −𝑎 ) 𝐻 ( 𝑡 − 𝑎) =
𝑓 (𝑡 −𝑎) if 𝑡>𝑎
has the transform

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

● If we take inverse on both side, we can write,

𝑓 (𝑡 − 𝑎 ) 𝐻 ( 𝑡 − 𝑎 ) =ℒ −1 {𝑒− 𝑎𝑠 𝐹 ( 𝑠)  }
● Proof:
● From the definition of the Laplace transform;
∞
ℒ { 𝑓 ( 𝑡 − 𝑎 ) 𝐻 ( 𝑡 −𝑎 ) }=∫ 𝑒
− 𝑠𝑡
. 𝑓 (𝑡 − 𝑎 ) 𝐻 ( 𝑡 − 𝑎 ) 𝑑𝑡
0

{ 0 if 𝑡<𝑎
𝑎 ∞
¿∫ 𝑒
− 𝑠𝑡
. 0 𝑑𝑡+∫ 𝑒
− 𝑠𝑡
. 𝑓 ( 𝑡 − 𝑎 ) 𝑑𝑡 𝑓 (𝑡 − 𝑎 ) 𝐻 ( 𝑡 − 𝑎 ) =
0 𝑎
𝑓 (𝑡 −𝑎) if 𝑡>𝑎
∞
¿∫ 𝑒− 𝑠𝑡 . 𝑓 ( 𝑡 −𝑎 ) 𝑑𝑡 * Let
𝑎
i.e.
∞
¿∫ 𝑒
− 𝑠 (𝑝+ 𝑎)
. 𝑓 ( 𝑝) 𝑑 𝑝
𝑎

∞
¿𝑒
−𝑎𝑠
∫ 𝑒− 𝑠𝑝 . 𝑓 ( 𝑝 ) 𝑑 𝑝
𝑎

¿ 𝑒 −𝑎𝑠 ℒ { 𝑓 (𝑡) } =𝑒− 𝑎𝑠 𝐹 (𝑠)

ℒ { 𝑓 ( 𝑡 − 𝑎) 𝐻 ( 𝑡 −𝑎 ) }=𝑒− 𝑎𝑠 𝐹 (𝑠 )
Exercise 4
Find the Laplace transform of the following function.
How to write a unit step function?
● A function of the following form;

{
𝑓1 0 ≤ 𝑡 ≤ 𝑎1
𝑓2 𝑎1 ≤ 𝑡 ≤ 𝑎2
𝑓 (𝑡 )= … …
𝑓 𝑛 −1 𝑓 𝑛 − 2 ≤ 𝑡 ≤ 𝑎𝑛 − 1
𝑓𝑛 𝑡 ≥ 𝑎𝑛 −1

can be written in terms of unit step function as follows.

𝑓 (𝑡 )= 𝑓 1+ [ 𝑓 2 − 𝑓 1 ] 𝐻 ( 𝑡 − 𝑎1) + …+ [ 𝑓 𝑛 − 𝑓 𝑛− 1 ] 𝐻 ( 𝑡 −𝑎𝑛 −1 )
Example a:
Sketch the graph and express the following function in term of unit step functions, then by
using the 2nd shifting theorem, find the Laplace transforms.

{
2 i f 0<𝑡 < 𝜋 f(t)
𝑓 (𝑡 )= 0 if 𝜋 <𝑡 <2 𝜋 𝑓 1=2
sin 𝑡 if 𝑡 >2 𝜋 𝑓 3=sin 𝑡
𝑓 2=0
2
Compare with the general solution;
𝑎 1=𝜋 𝑓 1=2 t
𝑎2=2 𝜋 𝑓 2=0 𝜋 2𝜋 3𝜋 4𝜋
𝑓 3=sin 𝑡
𝑓 (𝑡 )=2+ [ 0 − 2 ] 𝐻 ( 𝑡 − 𝜋 ) + [ sin 𝑡 −0 ] 𝐻 ( 𝑡 −2 𝜋 )
¿ 2 −2 𝐻 (𝑡 − 𝜋 ) +𝐻 ( 𝑡 −2 𝜋 ) sin 𝑡
ℒ { 𝑓 ( 𝑡 ) }=ℒ {( 2− 2 𝐻 ( 𝑡 − 𝜋 ) + 𝐻 ( 𝑡 −2 𝜋 ) sin 𝑡 ) }

¿ ℒ {2 } −2 ℒ { 𝐻 ( 𝑡 − 𝜋 ) } + ℒ { 𝐻 ( 𝑡 − 2 𝜋 ) sin 𝑡 }
2
ℒ {2 } = --- Constant function
𝑠
𝑒− 𝜋 𝑠
2 ℒ { 𝐻 ( 𝑡 − 𝜋 ) }=2 --- Heaviside function
𝑠
𝑒 −2 𝜋 𝑠
ℒ { 𝐻 ( 𝑡 − 2 𝜋 ) sin 𝑡 }= 2 --- t-shifting
𝑠 +1

2 𝑒 − 𝜋 𝑠 𝑒− 2 𝜋 𝑠
¿ −2 + 2
𝑠 𝑠 𝑠 +1
Example b:
Express the following graph in terms of unit step function and then find the Laplace transform

f(t)

t
0 1 2
Example c:
Express the following step function in terms of unit step function and then find the Laplace
transform

𝑓 (𝑡 )= {
𝑒𝑡 0 ≤ 𝑡 < 3
0 𝑡≥3
Example d:
Express the following graph in terms of unit step function and then find the Laplace transform

f(t)

t
0 1 2
Example e:
Sketch the graph and express the following function in term of unit step functions, then by
using the 2nd shifting theorem, find the Laplace transforms.

{
0 i f 𝑡<𝑎
𝑓 (𝑡 )= 𝑒 𝑡 − 𝑎 if 0<𝑡 <𝑏
0 if 𝑡 >𝑏
Example f:
Express the following graph in terms of unit step function and then find the Laplace transform

f(t)

t
0 1 2
Partial Fraction

Factor in denominator Term in partial fraction decomposition

𝑘=1,2,3 , …

𝑘=1,2,3 , …