SRI / ODE / Laplace Transform

LAPLACE TRANSFORM

SIGNIFICANT
Can be extended to solve systems of :

differential equation
partial differential equation
integral equation

especially those having discontinuous and impulse forcing terms

DEFINITION
Let f (t ) be defined for [0, ) and let s denote an arbitrary real variable. The Laplace
transform of f (t ) , designated by

e st f (t ) dt

for all values of s for which the improper integral converges.

* means :
T

Convergence occur when lim e st f (t )dt exists.

Diverges if the limit does not exist.

So f (t ) has no Laplace transform.

SYMBOL
L{ f (t )}

Laplace transform of f (t )

F (s )

result of Laplace transform

Therefore,

L{ f (t )} = e st f (t ) dt = F ( s )
0

or
L{ f (t )} = F ( s )
L{g (t )} = G ( s )
L{ y ( x)} = Y ( s )

SRI / ODE / Laplace Transform

TABLE OF LAPLACE TRANSFORM

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

F (s )

a
s
n!

t n , n = 1, 2, 3, ...

s n +1

e at

1
sa

sin at

a
s + a2

cos at

s
s + a2

sinh at

a
s a2

cosh at

s
s a2

t n f (t )

(1) n

d n F (s)
ds n

eat f (t )

F (s a)

f (t a ) H (t a )

e as F (s)

f (t ) (t a )

f (a)e as

------------------------------------------------------------------------------------------------------------Example 1

Find the Laplace transform of the following function.

f (t ) = 6
Solution

By using the definition of Laplace transform,

L{ f (t )} = e st f (t ) dt
0

L{6} =

e st
6
e 6 dt = 6 lim e dt = 6 lim
=s
T 0
T s

0
st

By using the table of Laplace transform, L{6} =

6
s

st

SRI / ODE / Laplace Transform

Example 2

Obtain the Laplace transform of f (t ) = e 3t .

Solution

By using the definition of Laplace transform,

L{e 3t } = e st e 3t dt
0

= e ( s + 3) t dt
0

= lim e ( s + 3) t dt
T

e ( s + 3) t
= lim

T ( s + 3)

= 0
( s + 3)
1
=
s+3

By using the table of Laplace transform,

L{e 3t } =

1
1
=
s ( 3) s + 3

------------------------------------------------------------------------------------------------------------Example 3

Determine the Laplace transform of the following function.

1 t , 0 < t < 1,
f (t ) =
t 1.
0,
Solution

L{ f (t )} = e st f (t ) dt
0

= e st (1 t ) dt + e st (0) dt
1

= e st (1 t )dt

Integration by Part
u = 1 t
dv = e st dt

11
1

= (1 t )e st e st dt
s
0 0 s
1

1 1

= + 2 e st
s s
0
=

1
1 e s 1
+ 2 2 = 2 (s 1 + e s )
s s
s
s

SRI / ODE / Laplace Transform

Example 4

Find the Laplace transform of f (t ) = sin 4t .

Integration by Part
u = sin 4t

Solution

L{sin 4t} = e

st

dv = e st dt

sin 4t dt

e st sin 4t
4 st
=
+ 0 e cos 4t dt
s 0 s

4 e st cos 4t
4 st
=
0 e sin 4t dt
s s 0 s
=

4 42

s2 s2

Integration by Part
w = cos 4t
dy = e st dt

e st sin 4t dt

Therefore,
4 16
L{sin 4t}
s2 s2
4
16
1 + 2 L{sin 4t} = 2
s
s
4
L{sin 4t} = 2
s + 16
L{sin 4t} =

------------------------------------------------------------------------------------------------------------PROPERTIES OF LAPLACE TRANSFORM

1st Theorem (Linearity)

If L{ f1 (t )} = F1 ( s ) and L{ f 2 (t )} = F2 ( s ) , then
L [ f1 (t ) f 2 (t )] = L{ f1 (t )} L{ f 2 (t )}
= F1 ( s ) F2 ( s )

2nd Theorem (First Shift Theorem)

If L{ f (t )} = F ( s ) and a is a constant, then L{e at f (t )} = F ( s a)

3rd Theorem (Multiplication by t n )

If L{ f (t )} = F ( s ) , then for any positive integer n = 1, 2, 3, ...
L{t n f (t )} = ( 1) n

dn
[ F ( s )]
ds n

4th Theorem (Divide by t)

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

f (t )
L
= F ( s) ds
t s
This rule is applicable only if the limit of f (t t ) as t 0 , exists.

SRI / ODE / Laplace Transform

Example 1 (1st Theorem)

Find the Laplace transform of the following functions

(a)
(b)

3 + 2t .
5t 2 2et .

Solution

(a)

L{3 + 2t} = L{3} + L{2t}

3
= + 2L{t}
s
3
1!
= + 2 1+1
s
s
3 2
= + 2
s s

(b)

L{5t 2 2et } = L{5t 2 } L{2et }

1
2!
= 5 2 +1 2

s 1
s
10
2
= 3
s
s 1

------------------------------------------------------------------------------------------------------------Example 2 (1st Theorem)

Determine the Laplace transform of

(a)

5 cos 3t + 2 sin 5t 6t 3

(b)

7 + e 4 t sinh 2t

Solution

(a)

L{5 cos 3t + 2 sin 5t 6t 3} = 5L{cos 3t} + 2L{sin 5t} 6L{t 3}

s
5
3!
=5 2
+2 2
6 3+1
2
2
s +3
s +5
s
5s
10
36
= 2
+ 2
4
s + 9 s + 25 s

(b)

L{7 + e 4t sinh 2t} = L{7} + L{e 4t } L{sinh 2t}

7
1
2
= +
2
s s (4) s 2 2
7
1
2
= +
2
s s+4 s 4

SRI / ODE / Laplace Transform

Example 3 (1st Theorem)

Find the Laplace transform of the following function.

et + 12 (3 sinh t + cosh t )
Solution

L{e t + 12 (sinh t + cosh t )} = L{e t } + 12 [L{sinh t} + L{cosh t}]

=

1
1
+
s (1) 2

1
1
+
s +1 2

s
3
s 2 1 + s 2 1

3+ s
s 2 1

2( s 1) + 3 + s
2( s 2 1)

5s
2( s 2 1)

------------------------------------------------------------------------------------------------------------Example 4 (1st Theorem)

Given that cosh t = 12 (e t + e t ) , obtain the Laplace transform of

f (t ) = cosh 3t

Solution

By definition, cosh 3t = 12 (e 3t + e 3t )

1
L{cosh 3t} = L (e 3t + e 3t )

2
1
= [L{e3t } + L{e 3t }]
2
=

1 1
1
+

2 s 3 s (3)

1 s +3+ s 3
2 ( s 3)( s + 3)

1 2s
2 s 2 3 2

s
s 32
2

SRI / ODE / Laplace Transform

Example 5 (1st Theorem)

Find the Laplace transform of the following function

f (t ) = cos2 2t
Solution

Trigonometric identity : cos 2 2t = 12 [1 + cos 2(2)t ] = 12 (1 + cos 4t )

Therefore,

L{cos2 2t} = L{ 12 (1 + cos 4t )}

1
= [L{1} + L{cos 4t}]
2
s
1 1
= + 2
2 s s + 16
1 s 2 + 16 + s 2
=

2 s ( s 2 + 16)
=

1 2s 2 + 16

2 s ( s 2 + 16)

s2 + 8
s ( s 2 + 16)

------------------------------------------------------------------------------------------------------------Example 6 (2nd Theorem)

The Laplace transform of a function, f (t ) is given by F ( s) =

transform of : (a) e 2t f (t )

and

Solution

(a)

L{e 2t f (t )} = F[ s (2)]
= F ( s + 2)
2( s + 2) + 1
=
( s + 2)( s + 2 + 1)
2s + 5
=
( s + 2)( s + 3)

(b)

L{e3t f (t )} = F ( s 3)
2( s 3) + 1
=
( s 3)( s 3 + 1)
2s 5
=
( s 3)( s 2)

(b) e3t f (t ) .

2s + 1
. State the Laplace
s( s + 1)

SRI / ODE / Laplace Transform

Example 7 (2nd Theorem)

Obtain Laplace transform of 2e 2t cosh 5t

Solution

L{cosh 5t} =

s
s
= 2
= F ( s)
2
s 5
s 25
2

By using 1st shift theorem,

L{e at f (t )} = F ( s a)
Then,

L{2e 2t cosh 5t} = 2L{e 2t cosh 5t}

= 2 F [ s ( 2)]
= 2 F ( s + 2)
2( s + 2)
=
( s + 2) 2 25
2( s + 2)
= 2
s + 4 s + 4 25
2( s + 2)
= 2
s + 4 s 21

------------------------------------------------------------------------------------------------------------Example 8 (2nd Theorem)

Find the Laplace transform of the following function

e t sin 3t
Solution

L{sin 3t} =

3
3
= 2
= F ( s)
2
s +3
s +9
2

Then by using 1st shift theorem

L{e t sin 3t} = F ( s (1))

= F ( s + 1)
3
=
( s + 1) 2 + 9
3
= 2
s + 2s + 1 + 9
3
= 2
s + 2s + 10

SRI / ODE / Laplace Transform

Example 9 (2nd Theorem)

Find the Laplace transform of the following function

e 3t t 2
Solution

2!
s 2+1
2
= 3
s
= F (s)

L{t 2 } =

Then by using 1st shift theorem

L{e 3t t 2 } = F ( s (3))
= F ( s + 3)
2
=
( s + 3)3

------------------------------------------------------------------------------------------------------------Example 10 (2nd Theorem)

Determine L{e 3t t sin 5t} if L{t sin 5t} =

10 s
( s + 25) 2
2

Solution
L{t sin 5t} =

10 s
= F (s)
( s + 25) 2
2

By using 1st shift theorem,

L{e at f (t )} = F ( s a)
Then,

L{e 3t t sin 5t} = F[ s (3)]

= F ( s + 3)
=

10( s + 3)
[( s + 3) 2 + 25] 2

10( s + 3)
( s + 6s + 9 + 25)2

10( s + 3)
( s + 6s + 34)2

SRI / ODE / Laplace Transform

10

Example 11 (3rd Theorem)

Find the Laplace transform of the following function : t 2 e 3t

Solution
L{e 3t } =

1
1
=
= F ( s)
s ( 3) s + 3

By using 3rd theorem

L{t n f (t )} = ( 1) n

dn
[ F ( s )]
ds n

L{t 2 e 3t } = (1) 2

d2 1

ds 2 s + 3

Then,

d2
( s + 3) 1
2
ds
d
= ( s + 3) 2
ds

= (2)( s + 3) 3 =

2
( s + 3) 3

------------------------------------------------------------------------------------------------------------Example 12 (3rd Theorem)

Obtain L{t 2 sin 2t} .

Solution

L{sin 2t} =

2
2
= 2
= F ( s)
2
s +2
s +4
2

By using 3rd theorem, then

L{t 2 sin 2t} = (1) 2

d2 2

ds 2 s 2 + 4

d2
= 2 [2( s 2 + 4) 1 ]
ds
d
= (2)(2 s )( s 2 + 4) 2
ds
d 4s

= 2
ds ( s + 4) 2
=

( s 2 + 4) 2 [4] (4 s )[2( s 2 + 4)2 s ]

( s 2 + 4) 4

4 s 2 16 + 16 s 2
( s 2 + 4) 3

12 s 2 16 4(3s 2 4)
= 2
( s 2 + 4) 3
( s + 4) 3

SRI / ODE / Laplace Transform

11

Example 13 (4th Theorem)

Find the Laplace transform of f (t ) =

sin 7t
t

Solution

sin 7t 0
= . (indeterminate form)
t 0
t
0
sin 7t
7 cos 7t
By using LHopital rule, lim
= lim
= 7 , i.e. limit exists.
t 0
t 0
1
t
lim

L{sin 7t} =

7
s + 72
2

Then,

7
sin 7t
L
ds
= 2
t s s + 49

= lim tan 1 ( 7s )
T

T
s

s
tan 1
2
7

------------------------------------------------------------------------------------------------------------Example 14 (4th Theorem)

1 cos 4t
Determine L
.
t

Solution

lim
t 0

1 cos 4t
4 sin 4t
= lim
= 0 , i.e. limit exists.
t 0
1
t

L{1 cos 4t} =

1
s
2
s s + 16
1
s
1 cos 4t
L
ds
= 2
t
s s s + 16

= lim ln s 12 ln(s 2 + 16)

T

T
s

1
s2
lim ln 2

2 T s + 16 s

1
T2
1
s2
lim ln 2
ln 2
2 T T + 16 2
s + 16

1
s2
s 2 + 16
ln 2
= ln
2
s + 16
s2