INTRODUCTION

Laplace transforms prove a very useful tool in analyzing engineering systems -

particularly in the fields of signal processing and linear systems analysis. Before considering the
details of the method let us briefly outline how its use compares with the standard method of
solving ordinary differential equations.

the Laplace transform converts integral and differential equations into algebraic equations
this is like phasors, but;

 applies to general signals, not just sinusoids

 handles non-steady-state conditions

Laplace transform method:

 Consider the given ODE in the function f(t);

 Take Laplace transform (using tables), incorporating the initial conditions, to give an
algebraic equation in the transform F (s);
 solve for F (s);
 rearrange this expression for F (s) to appropriate form for inversion;
 Take inverse Laplace transform (using tables) to give solution.

The general procedure is outlined above but before we can apply the method it is necessary
to return to look in more detail at the various parts of the above process. First we must state the
definition of a Laplace transform.

The Laplace transform of a function f(t) is defined by:

Multiplication by Power of t | Laplace Transform

Derivative - in mathematics, the derivative is a way to represent rate of change, that is -

the amount by which a function is changing at one given point. For functions that act on the real
numbers, it is the slope of the tangent line at a point on a graph. The derivative is often written
using "dy over dx" (meaning
the difference in y divided by the difference in x. The d's are not variable, and therefore cannot
be cancelled out.

Steps in solving Laplace Transform using Multiplication by t:

1. Determine if the function can be solved using multiplication by t. The function has always t
multiplied to the main function.
Example: f(t) = tsin3t
2. Find the equivalent Laplace transform of the main function in the Laplace transform table.
Example: refer to example in step 1:
sin bt = b
s2+b2
3. Substitute to the equivalent equation given on the equation written above.
Example: refer to example in step 1 and 2:

4. Simplify.
Example: Find the first derivative of 3
s2+9

Simplifying this;
Theorem:
ℒ {𝑓(𝑡)} = 𝐹𝑠, 𝑡ℎ𝑒𝑛
𝑑𝑛
ℒ {𝑡 𝑛 𝑓(𝑡)} = (−1)𝑛 𝑑𝑠𝑛 𝐹(𝑠) = (−1)𝑛 𝐹 𝑛 (𝑠) ; where n=1,2,3…

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

𝑑𝐹 𝑑 ∞ −𝑠𝑡
= ∫ 𝑒 𝑓(𝑡) 𝑑𝑡
𝑑𝑠 𝑑𝑠 0
From Leibniz rule of differentiation under internal sign:
∞
𝑑𝐹 𝜕 −𝑠𝑡
=∫ 𝑒 𝑓(𝑡) 𝑑𝑡
𝑑𝑠 0 𝜕𝑠
∞
𝑑𝐹
= ∫ (−𝑡𝑒 −𝑠𝑡 )𝑓(𝑡) 𝑑𝑡
𝑑𝑠 0
∞
𝑑𝐹
= − ∫ 𝑒 −𝑠𝑡 [𝑡 𝑓(𝑡)] 𝑑𝑡
𝑑𝑠 0

𝑑𝐹
= −ℒ {𝑡 𝑓(𝑡)}
𝑑𝑠
Thus,
𝑑𝐹
ℒ {𝑡 𝑓(𝑡)} = − = −𝐹′(𝑠)
𝑑𝑠
(Proves theorem for n=1)
Example 1:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡𝑐𝑜𝑠2𝑡
Solution:

then substitute now to:

Simplify:

Therefore;

Example 2:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡 2 𝑒 5𝑡
Solution:

Laplace Transform of e5t is equal to:

Differentiate:

First derivative of the Laplace transform is equal to

Differentiate and simplify:

Answer
Example 3:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡𝑒 −2𝑡
Solution:

Differentiate:

Simplifying:
Answer

Example 4:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡(1 − 𝑒 𝑡 )
Solution:

Substitute:

Differentiate:
=
Simplifying:
= Answer
EXERCISES

1. 𝑓(𝑡) = 𝑡 2 (𝑐𝑜𝑠2𝑡)

2. 𝑓(𝑡) = 𝑡(−𝑠𝑖𝑛2 𝑡)

3. 𝑓(𝑡) = 𝑡 2 (𝑠𝑖𝑛ℎ2𝑡)

4. 𝑓(𝑡) = 𝑡(𝑒 3𝑡 )

5. 𝑓(𝑡) = 𝑡(1 − 𝑠𝑖𝑛2 𝑡)

Key to correction:

2𝑠 3 − 24𝑠
1.
(𝑠 2 + 4)3

4 − 𝑠2 1
2. 2 2
− 2
(𝑠 + 4) 2𝑠
12𝑠 3 − 16
3.
(𝑠 2 − 4)3
1
4. −
(𝑠 − 3)
1 1 4 − 𝑠2
5. − +
𝑠 2 2𝑠 2 2(𝑠 2 + 4)2
Division by t | Laplace Transform

Theorem:

Steps in solving Laplace Transform

1. Determine if the function can be solved using division by t. The function always has t as
its denominator.
sin 𝑡
Example: 𝑓(𝑡) = 𝑡

2. Find the equivalent Laplace transform of the numerator in the Laplace transform table.
Example: *refer to the example in step 1*
𝑏
sin 𝑏𝑡 =
𝑠2 + 𝑏2
3. Integrate the equivalent Laplace transform, with ∞ as its upper limit and s as its lower
limit. Solve the definite integral.
Example: Based on the prior example
∞
1
𝐿(sin 𝑡) = ∫ 𝑑𝑢
0 𝑠2 + 1
b=1, because t still has a coefficient of 1. Since ;
∞
𝑓(𝑡)
𝐿[ = ∫ 𝐹(𝑢) 𝑑𝑢
𝑡 0

it is now a function of u. We’re going to replace the variables with u.

∞
𝑑𝑢
𝐿(sin 𝑡) = ∫
0 𝑢2 +1

4. Solve the Definite Integral.

 𝑒 4𝑡−𝑒 −3𝑡
Example 1: Find the Laplace Transform of of 𝑓(𝑡) =
𝑡

Solution:
 sin 𝑡
Example 2: Find the Laplace Transform of 𝑓(𝑡) =
𝑡

Solution:
Example 3: Find the Laplace Transform of
cos 4𝑡 − 𝑐𝑜𝑠5𝑡
𝑓(𝑡) =
𝑡
Solution:

Thus;
 𝑠𝑖𝑛2 𝑡
Example 4: Find the Laplace Transform of 𝑓(𝑡) =
𝑡

Solution:
EXERCISES:
Find the Laplace Transform of the following using Division by t.
𝑒 −𝑎𝑡 −𝑒 −𝑏𝑡
1. 𝑓(𝑡) =
𝑡
1−𝑒 𝑡
2. 𝑓(𝑡) =
𝑡
𝑠𝑖𝑛2𝑡
3. 𝑓(𝑡) =
𝑡
∞ 𝑒 −𝑡 𝑠𝑖𝑛2 𝑡
4. Evaluate ∫0 𝑑𝑡
𝑡
𝑠𝑖𝑛2 𝑡
5. 𝑓(𝑡) =
𝑡

Key to Correction:

1. ln (s+b) – ln (s+a)
𝑠−1
2. ln( )
𝑠
2
3. Arctan ( )
𝑠
1
4. ln(5)
4
1
5. [ln(𝑠 2 + 4) − ln(𝑠 2 )]
4
LAPLACE TRANSFORM OF DERIVATIVES

Theorem:

Laplace Transform of the Derivatives f(n) of Any Order is given as:

Therefore, the Laplace Transform of 1st, 2nd, and 3rd derivatives of f(t) is given as:

For first-order derivative:

For second-order derivative:

For third-order derivative:

Proof of Laplace transform of Derivatives

Example 1:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡 3 using the transform of derivatives:
Solution:
First, we should write derivatives of f (t) and its corresponding f (0) in different orders like the one below:

Next, let’s use the formula for the Laplace Transform of Derivatives.

Simplify:

Example 2:
Find the Laplace Transform of 𝑓(𝑡) = 𝑠𝑖𝑛2 𝑡 using the transform of derivatives.
Solution:
Example 3:
Find the Laplace Transform of 𝑓(𝑡) = 𝑒 −7𝑡
Solution:
Once again, let’s list the derivatives of the equation:

Substitute the values:

Combine common terms coefficients:

(𝑠 + 7)𝐿(𝑓) = 1
1
𝐿(𝑓) = 𝑠+7 Answer.
Example 4:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡𝑐𝑜𝑠4𝑡 using transform of Derivatives
Solution:
𝑓(𝑡) = 𝑡𝑐𝑜𝑠4𝑡 𝑓(0) = 0
𝑓 ′ (𝑡) = −4𝑡𝑠𝑖𝑛4𝑡 + 𝑐𝑜𝑠4𝑡 𝑓 ′ (0) = 1
ℒ(f ′ ) = sℒ(f) − f(0)
Substitute:

Using Multiplication by Power of t

Substitute:

Simplifying this:
𝑠 2 + 16
ℒ(f) = 2
(𝑠 + 16)2
Answer.
Exercises:

1. 𝑓(𝑡) = 𝑠𝑖𝑛𝑡
2. 𝑓(𝑡) = 𝑡𝑒 5𝑡
3. 𝑓(𝑡) = 𝑡𝑠𝑖𝑛𝑡
Solve:
4. y”-y=t, y(0)=1, y’(0)=1
5. y”+y’+9y=0, y(0)=0.16, y’(0)=0

Key to Correction:

1
1.
𝑠2 + 1
1
2.
(𝑠 − 5)2
2𝑠
3.
(𝑠 2 + 1)2
4. 𝑒 𝑡 + 𝑠𝑖𝑛ℎ − 𝑡
5. 𝑒 −0.5𝑡 (0.16𝑐𝑜𝑠2.96𝑡 + 0.027𝑠𝑖𝑛2.96𝑡)
Laplace Transform of Integrals
Theorem:
ℒ{ f(t)} = F(s), then
𝑡
𝐹(𝑠)
ℒ[∫ 𝑓(𝑢)𝑑𝑢 ] =
0 𝑠

Proof of Transform of Integrals:

𝑡
Let 𝑔(𝑡) = ∫0 𝑓(𝑢)𝑑𝑢

Then, 𝑔′ (𝑡) = 𝑓(𝑡) 𝑎𝑛𝑑 𝑔(0) = 0

From Laplace transform of derivative, ℒ{g ′ (t)} = sℒ{g(t)} − g(0) and from the
Theorem above, ℒ{f(t)} = F(s)
Thus,
Example 1:
𝑡
Find the Laplace Transform of ∫0 (𝑢2 − 𝑢 + 𝑒 −𝑢 )𝑑𝑢

Solution:

Simplifying:
𝑠3 − 𝑠2 + 𝑠 + 2
=
𝑠 4 (𝑠 + 1)
Answer.
Example 2:
𝑡 𝑠𝑖𝑛𝑤𝑢
Find the Laplace Transform of ∫0 𝑑𝑢
𝑤

Solution:

Simplify:
1 𝑤
= [ 2 ]
𝑠𝑤 𝑠 + 𝑤 2
1 1
= [ 2 ]
𝑠 𝑠 + 𝑤2
Example 3:
Find the Laplace Transform of
Solution:

Answer

Example 4:
Find the Laplace Transform of
Solution:
EXERCISES:

𝑡
1. ∫ 𝑒 −3𝑡 𝑐𝑜𝑠5𝑢 𝑑𝑢
0
𝑡
2. ∫ 𝑢 sin 𝑢 𝑑𝑢
0
𝑡
3. ∫ 𝑢 cosh 3𝑢 𝑑𝑢
0
𝑡
𝑠𝑖𝑛2 𝑢
4. ∫ 𝑑𝑢
0 𝑢
𝑡
sinh 𝑢
5. ∫ 𝑑𝑢
0 𝑢

Key to Correction:

𝑠+3
1.
𝑠3 + 6𝑠 2 + 34𝑠
2
2.
(𝑠 2 + 1)2
𝑠2 + 9
3.
(𝑠 2 − 9)2
1 𝑠2 + 4
4. ln[ 2 ]
4𝑠 𝑠
1 𝑠+1
5. [𝑙𝑛 ]
2𝑠 𝑠−1