1.

The Laplace Transform

Our last technique for solving linear dierential equations with constant coecients
(rst and second order) is the Laplace transform. Basically,
(1) Start with an initial value problem of the form

ay 00 + by 0 + cy = g(t),
where

a, b,

and

y 0 (0) = z0

y(0) = y0 ,

are constants.

(2) Use the Laplace transform to obtain an algebraic equation in a new variable

(3)

s. The Laplace transform replaces y = y(t) by its transform Y (s). y 0 and

y 00 will be transformed into expressions involving Y (s), y(0), and y 0 (0).
We solve for Y (s) using algebraic techniques like factoring and partial fraction decomposition. No integration is needed on this step.

(4) We undo the Laplace transform to get

y(t), the actual solution to the initial

value problem.

The Laplace Transform of a Function (Section 6.1).

Denition. Let f (t) be a function. Then the Laplace transform of f (t) is a function
1.1.

of a real-valued variable

s.

It is dened as

est f (t) dt

lim

A
The Laplace transform of
values of

f (t)

is denoted

Example 1.

f (t) = e2t :

we can combine the exponents:

It is dened for the

e(2s)t dt

lim

A
we get

lim

2 s > 0,

So we cannot let

e(22)t dt = lim

lim

If

F (s).

est e2t dt

s = 2,

or

lim

If

L {f (t)}

for which the integral and limit exist and are nite.

equal

2.

1 dt = lim t |A
0 = lim A =
A

Thus, we assume

s 6= 2:

(2s)t

(2s)t

e
|A
dt = lim
0 = lim
A
A 2 s

then the limit is innite. Thus, we need


lim

e(2s)A
e

2s
2s


(2s)0

Therefore, the Laplace transform of

e2t

=0

e(2s)A
e(2s)0

2s
2s

2 s < 0,

1
1
=
2s
s2

is

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

1
s2

For this course, we will only focus on the Laplace transform of:

so

s > 2:

eat
cos(bt) and sin(bt)

(1) Exponential Functions:

(2) Cosine and Sine:
(3) Powers of

t: tn

(4) Sums, Constant Multiples, and Products of the above three types of functions
(5) Piecewise Continuous Functions (see section 2)
The main value that the Laplace transform has over our previous techniques is that
if

g(t)

is a piecewise continuous function, only the Laplace transform can be used.

Here is a small table of Laplace transforms of the three types of functions:

L {f (t)}

f (t)

1
sa
s
s2 +b2
b
s2 +b2
n!
sn+1

at

cos(bt)
sin(bt)
tn
n! = n(n 1)(n 2) . . . (2)(1)

where

is a positive integer.

0!

is dened to be

1.

In particular, the denominator for the Laplace transform of exponential functions

is a linear (degree one) polynomial.

The denominators for cosine and sine are

quadratic polynomials which cannot be factored.

The numerator for cosine is
should be a constant,
a power of

b.

They have complex roots

with no constants added.

bi.

The numerator for sine

Finally, the denominator of the Laplace transform of

tn

is

with nothing added.

Let us do one more example with the integral before we start using the table as a
shortcut:

Example.

f (t) = t:

est t dt

lim

A
Use integration by parts with

u=t

and

and we have

We need

Then

u0 = 1
!

and

1
est (1) dt
A
s
0
!
A
1 st
1 st
+
e
dt
= lim te
A
s
0 s

A
1 st
1 st 
= lim te
2e

A
s
s
0


1 sA
1 sA 1 0
1 0
= lim Ae
2e
+ 0e + 2 e
A
s
s
s
s


1
s < 0 so that the limit exists, since lim s AesA = 0
lim

1
test
s

v 0 = est .

s > 0:


=

1 0
1
0e + 2 e0
s
s


=

1
1!
= 2
s2
s

v = 1s est

if

s < 0.

So

3
The Laplace transforms for cosine and sine also require integration by parts as well.
Now, how do we take the Laplace transforms of sums and constant multiples?
Remember that the Laplace transform is an integral and limit, and both integrals
and limits have a sum rule and constant multiple rule.

These give the Laplace

transform its own sum rule and constant multiple rule:

Denition.
f2 (t)

Given two functions

f1 (t)

and

f2 (t),

the Laplace transform of

f1 (t) +

is

Given a constant

L {f1 (t) + f2 (t)} = L {f1 (t)} + L {f2 (t)}

c, the Laplace transform of c f1 (t) is
L {c f1 (t)} = c L {f1 (t)}

Example 2.

f (t) = 3e2t + cos(4t) + 5t2



L 3e2t + cos(4t) + 5t2

Use the sum rule:




= L 3e2t + L {cos(4t)} + L 5t2
Use the constant multiple rule:



= 3L e2t + L {cos(4t)} + 5L t2
Use the table:

=3

1
3
s
2!
s
10
+ 2
+ 5 (2+1) =
+ 2
+ (2+1)
2
2
s2 s +4
s2 s +4
s
s

Therefore,



L 3e2t + cos(4t) + 5t2 =

3
s
10
+ 2
+ (2+1)
2
s2 s +4
s

Warning: L {f1 (t)f2 (t)} =

6 L {f1 (t)} L {f2 (t)}!

Example.

A st at
e e
A 0

L {eat cos(bt)} = lim

We will need

s 6= a

u = b sin(bt)
lim

= lim

and

v=

e(as)t
as :

= lim

and

= lim

v=

u = cos(bt)

and

v 0 = e(as)t .

!
e(as)t
(b sin(bt)) dt
as
0
!
A
e(as)t
b
cos(bt) +
e(as)t (sin(bt)) dt
as
as 0

e(as)t
cos(bt)
as

For the second integration by parts, use

b cos(bt)

cos(bt) dt.

for the limit to exist.

Use integration by parts twice: for the rst time, let

Then

A (as)t
e
A 0

cos(bt) dt = lim

u = sin(bt)

e(as)t
as :

e(as)t
b
cos(bt) +
as
as

e(as)t
sin(bt)
as

and

e(as)t
b e(as)t
b2
cos(bt) +
sin(bt)
as
as as
(a s)2

v 0 = e(as)t .

Then

u0 =

!!
e(as)t
(b cos(bt)) dt
as
!

e(as)t (cos(bt)) dt
0

4
Thus,

lim

(as)t

e(as)t
b e(as)t
b2
cos(bt) +
sin(bt)
as
as as
(a s)2

cos(bt) dt = lim

(as)t

A (as)t
b2
(as)
e
(cos(bt)) dt to the left side:
2
0

 (as)t



A
e
b e(as)t
b2
(as)t
e
cos(bt) dt = lim
lim 1 +
cos(bt) +
sin(bt)
A
A
(a s)2
as
as as
0
Move

Combine fractions on the left side:


lim

(a s)2 + b2
(a s)2

(as)t


cos(bt) dt = lim

e(as)t
b e(as)t
cos(bt) +
sin(bt)
as
as as

+b
(a s)2 = (s a)2 . Divide both sides by (as)
(as)2 :
 (as)t
A
A

(s a)2
e
b e(as)t

lim
e(as)t cos(bt) dt =
lim
cos(bt)
+
sin(bt)

2
2
A 0
(s a) + b A a s
as as
0

s>a

We need

so that

lim

e(as)A
as

b e(as)A
A as as

cos(bA) = lim

sin(bA) = 0.

Then

we are left with


 (as)0
(s a)2
b e(as)0
e
lim
e
cos(bt) dt =
cos(0)
sin(0)

A 0
(s a)2 + b2
as
as as




(s a)2
(s a)2
(s a)
1
1
=
=
=

(s a)2 + b2
as
(s a)2 + b2 s a
(s a)2 + b2
Therefore, for s > a,


(s a)
L eat cos(bt) =
(s a)2 + b2
(as)t

Similarly,



L eat sin(bt) =

b
(s a)2 + b2

Note that the denominators are quadratic polynomials in

The numerator for

eat cos(bt)

must be

s a,

s whose zeroes are a bi.

a polynomial in degree one, and the

constant term comes from the exponential function.

1.2. Going Backwards: The Inverse Laplace Transform (part of Section
6.2).
What if we are given

Example 3.

L {f (t)}

L {f (t)} =

and want to know what

f (t)

was?

1
s2 .

1
s2 . But could there be other func1
tions of t whose laplace transform is
s2 ? Is there some computation we can do
1
2t
1
to go from
,
s2 to e ? Actually, there is an inverse Laplace transform, called L
From example 1, we know that

and

L1

1
s2

= e2t .


L e2t =

The inverse Laplace transform, like the regular Laplace

transform, involves an integral.

The problem is that this integral is a contour

integral, and those types of integrals are not encountered until Math 120A (Complex Analysis).
table to match

s, F (s), we can use the

L {f (t)} = F (s), or equivalently,

Fortunately, given certain functions of

F (s)

with a function

f (t)

so that

(cos(bt)) dt

L1 {F (s)} = f (t).

From an applied perspective, no two dierent functions of

can have the same Laplace transform.

f (t) = e2t .

That is,

L1

1
s2

So in example 3, if

L {f (t)} =

1
s2 , then

= e2t .

It is important to know that the inverse Laplace transform is an integral.

This

gives us a sum rule and constant multiple rule for the inverse Laplace transform:

Denition.
of

F1 (s)

Given two functions

F1 (s) + F2 (s)

and

F2 (s),

the inverse Laplace transform

is

L1 {F1 (s) + F2 (s)} = L1 {F1 (s)} + L1 {F2 (s)}

Given a constant

c,

the Laplace transform of

c F1 (s)

{c F1 (s)} = c L

is

{F1 (s)}

Note: The following example is modied from the one shown on Monday.

Example 4.

1
s2

F (s) =

8
s2 +4

2s2
s2 4s+13 . Find

f (t)

so that

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

Step 1: Use the denominators and numerators to identify the types of functions of

whose Laplace transform gives us

F (s).

In this example, the rst term has denominator

with constant term

2.

s 2,

a polynomial of degree 1

The entry in the table whose Laplace transform has a linear

eat . a is the constant term, so in

2t
term in F (s) must have come from e .

polynomial denominator is
so

a=2

and the rst

The second term has denominator

factored (its zeroes are

s = 2i).

2i

s2 + 4,

this case,

a = 2,

a quadratic polynomial which cannot be

s = 2i or
sin(2t). When

- that is, the polynomial equals zero when

This narrows it down to constant multiples of

cos(2t)

or

we need to distinguish between cosine and sine, we look at the numerator and see if
it is

s or a number. s means we have cosine.

A number means we have sine. If both

are added in the numerator, we need to split the fraction into a sum so that the
numerator of the rst fraction is just

s,

and the numerator of the second fraction

is a number. Here, the numerator of the second term is

term came from

8,

a number, so the second

sin(2t).

The third term has denominator

s2 4s + 13.

Using the quadratic formula, this

2 3i. We must rewrite it as s2 4s + 13 = (s 2)2 + 32 . In

general, if your function of s has denominator a quadratic polynomial whose zeroes
2
2
are a bi, then replace the polynomial by (s a) + b . So the third term is
polynomial has zeroes

2s 2
(s 2)2 + 32
The numerator has

in it, but unfortunately, it is not a constant multiple of

s 2.

What will happen is that the inverse Laplace transform of the third term will involve
a sum of

e2t cos(3t)

and

e2t sin(3t).

Step 2: Identify constant multiples.


L e2t =

1
1
s2 , and we have s2 . Since




1
1
= 1
= 1L e2t = L e2t
s2
s2

e2t . That is,



1
1
L
= e2t
s2

the rst term must have come from

2
8
2
s2 +22 , and we have s2 +22 = 4 s2 +22 . When in doubt, the constant
8
multiplier is the old numerator divided by the numerator we want: 4 = . Thus,
2
the second term must have come from 4 sin(2t). That is,

L {sin(2t)} =

L1

8
s2 + 4


= 4 sin(2t)



L e2t sin(3t) = (s2)32 +32 . Since our
2t
2t
may have come from a sum of e cos(3t) and e sin(3t), we start with
multiple to make sure the coecient of s in the numerator is one:
2s 2
s1
=2
2
2
(s 2) + 3
(s 2)2 + 32


L e2t cos(3t) =

s2
(s2)2 +32 and

Step 3 (only needed when dealing with

numerators by replacing

by

sa+a

eat cos(bt)

and

eat sin(bt)):

third term
a constant

Get the correct

and splitting the fraction.

s2+21
(s 2) + 1
s1
=2
=2
(s 2)2 + 32
(s 2)2 + 32
(s 2)2 + 32


s2
1
=2
+
(s 2)2 + 32
(s 2)2 + 32

e2t cos(3t).
2t
The second term must be the Laplace transform of a constant multiple of e sin(3t).
The rst term inside the parentheses here is the Laplace transform of

We need to identify this constant multiple. Since we want a numerator of 3, we

have

1
1
3
=
(s 2)2 + 32
3 (s 2)2 + 32

so the second term inside the parentheses must have come from
the third term is


2

Overall, the third term

L1

s2
1
3
+
2
2
(s 2) + 3
3 (s 2)2 + 32

1 2t
3e

sin(3t).

Hence

2s2
(s2)2 +32 is the Laplace transform of

2s 2
(s 2)2 + 32



1
= 2 e2t cos(3t) + e2t sin(3t)
3

.
Step 4: Add it up.
The function of
be

whose Laplace transform is

F (s) =

1
s2

+ s28+4 +


1
8
2s 2
+
+
s 2 s2 + 4 s2 4s + 13


1 2t
2t
2t
= e + 4 sin(2t) + 2 e cos(3t) + e sin(3t)
3
L1

2s2
s2 4s+13 must

7
Check! Take the Laplace transform of our answer. Do we get

F (s)?

s2
1
3
+
(s 2)2 + 32
3 (s 2)2 + 32


1
8
s2
1
=
+ 2
+2 2
+ 2
s2 s +4
s 4s + 13 s 4s + 13
8
2(s 2 + 1)
1
+
+
=
s 2 s2 + 4 s2 4s + 13
1
8
2s 2
=
+
+
= F (s)
s 2 s2 + 4 s2 4s + 13

1
2

+2
+4 2
s2
s + 22

2.

The Laplace Transform of a Piecewise Continuous Function

(Note: This material covers section 6.3)

Denition.

f (t) can be

f1 (t) a0 t < a1

f (t) a t < a
2
1
2
f (t) =

.
.
.

fn (t) an1 t < an

A piecewise continuous function

written as:

f1 (t), f2 (t), . . ., fn (t) is a continuous function, and none of these functions

for nite values of t. Be aware that specifying a0 and an
is optional. If they are not there, then f (t) = f1 (t) when t < a1 , and f (t) = fn (t)
when an1 t.

t<1
e
Example 5. f (t) = sin(t) 1 t < 2

2
t
2t
Each

can have a limit of

f (t)
t2 .

starts o as

Denition.

et ,

switches to

at

t = 1,

and switches again at

t=2

to

The Heaviside function is a special piecewise continuous function. It

is dened as

where

sin(t)

(
0 t<c
uc (t) =
1 tc

c 0.

The main use of the Heaviside function is we can write any piecewise continuous

f (t) as a sum of Heaviside functions being multiplied by the functions used

f (t) (as long as f (t) does not change at negative values of t):

t<1
e
Example. f (t) = sin(t) 1 t < 2

2
t
2t
function

to dene

Step 1: Write the rst function:

f (t) = et +?

t-value where f (t) changes functions. In this example, the

t = 1. This means we must add u1 (t), since u1 (t) changes
from 0 to 1 at t = 1. But what do we multiply u1 (t) by? At t = 1, we need to get
t
t
rid of e and replace it with sin(t). This is done by multiplying by sin(t) e . In
other words, we multiply u1 (t) by the new function minus the previous function:


f (t) = et + u1 (t) sin(t) et +?

Step 2: Find the rst

rst switch occurs at

Step 3: Repeat step 2 for each value of

previous function is

sin(t),

f (t) switches functions. Here, we

t = 2. The new function is t2 , and the

where

only need to repeat step 2 one more time at

so we have

f (t) = e + u1 (t) sin(t) et + u2 (t) t2 sin(t)
Check:

t < 1,

When

by denition,

u1 (t) = 0

and

u2 (t) = 0.

Let us check if

f (t) = et :




f (t) = et + (0) sin(t) et + (0) t2 sin(t) = et
1 t < 2, by denition, u1 (t) = 1 and u2 (t) = 0. Let us check if f (t) = sin(t):




f (t) = et + (1) sin(t) et + (0) t2 sin(t) = et + sin(t) et = sin(t)

When

u1 (t) = 1 and u2 (t) = 1. Let us check if f (t) = t2 :

f (t) = et + (1) sin(t) et + (1) t2 sin(t) = et + sin(t) et + t2 sin(t) = t2

When

2 t,

by denition,

Fact. In general, given

f1 (t)

f (t)
2
f (t) =

...

fn (t)

a0 t < a1
a1 t < a2
an1 t < an

we can rewrite f (t) in terms of Heaviside functions:

f (t) = f1 (t) + ua1 (t) (f2 (t) f1 (t)) + . . . + uan1 (t) (fn (t) fn1 (t))
Let us see how to compute the Laplace transform of a piecewise continuous function:

Theorem. Let L {f (t)} = F (s) and c 0. Then

L {uc (t)f (t c)} = ecs F (s)

.
Proof.

Let

Note that the

inside

f (t)

A st
e f (t) dt.
A 0
is not being shifted: no constant is added inside f (t).

F (s) be the Laplace transform of f (t).

We now compute the Laplace transform of

est uc (t)f (t c) dt
0

Our goal is to get an integral of the form

cs

esu f (u) du

lim

F (s) = lim

uc (t)f (tc) using the integral denition:

lim

That is,

9
where

and

are variables to be determined. In particular, the lower end limit

of the integral must be zero, the upper end limit must go to innity,
and the variable inside the function

cs

c,

is gone,

esu f (u) du = ecs L {f (u)} = ecs L {f (t)} = ecs F (s)

c 0,

uc (t)

cannot be shifted. This results in

lim

L {f (u)} = L {f (t)}
Since

since the variable inside

is not being shifted.

we can split the integral into a sum of two integrals, one from zero to

and the other from

lim

A:

to

st

uc (t)f (t c) dt +

st

uc (t)f (t c) dt

c
uc (t) = 0 when 0 t < c, the rst integral becomes 0 est (0)f (t c) dt = 0,
since uc (t) = 1 when t c, the second integral becomes
A
A
st
lim
e (1)f (t c) dt = lim
est f (t c) dt

Since
and

uc (t); it is replaced by 1. Now we do a

t = u + c (this replaces the t in the exponent)
Ac
lim
es(u+c) f (u) du

This allows us to get rid of 

with

u = t c.

Then

esc esu f (u) du

Ac

= ecs lim

esu f (u) du

Then as

goes to innity, so will

goes to innity with a limit as

B,

so we can replace the limit as

goes to innity:

= ecs lim

esu f (u) du

But the limit and integral just become the Laplace transform of

F (s):

The only dierence is the

Laplace transform of

uc (t)f (t c)

is

which is

est f (t) dt

0
and the B , but

inside the integral, and

f (u),

F (s) = lim
same role as

= dt.

Ac

= lim

B = A c.

and du

cc

Let

u-substitution

is not being shifted, so it plays the

is going to innity just like

ecs F (s).

A.

In particular, note that

Thus, the

ecs

came

from the u-substitution.

Strategy for using the chart to compute the Laplace transform of a piecewise function:
(1) Convert the piecewise function into a sum of Heaviside functions (see the
fact just before the theorem).
(2) Go term by term so you are dealing with one Heaviside function at a time.

uc (t)f (t c). To determine the

u + c to get f (u + c c) = f (u).

(3) We have something of the form

replace every

in

f (t c)

by

function

f,

10

L {f (u)}, the Laplace transform

L {uc (t)f (t c)} = ecs L {f (u)}.

(4) Find
(5)

of

f (u)

(no shift).

(6) Repeat steps 3 through 5 for each remaining Heaviside function.

Example 6.

Let us compute the Laplace transform of

f (t c) = f (t 4) = e
Replace

by

u+c=u+4

u4 (t)e2t .

Here,

c = 4,

and

2t

f (u):

to nd

f (u) = e2(u+4) = e2u+8 = e8 e2u

f (u) = e8 e2u :



L e8 e2u = e8 L e2u = e8

Compute the Laplace transform of

u4 (t)e2t is


L u4 (t)e2t = e4s e8

1
s2

Thus, the Laplace transform of

Remark.

1
s2

If you look at the table on page 317 of the textbook, you will notice that

L {uc (t)} = ecs

1
s

To compute this, we look at

uc (t) = uc (t)e0(tc)
Our

f (t c) = e0(tc) ,

so

f (u) = e0u
The Laplace transform of

0(tc)

uc (t)e

e0u

is

1
s0

1
s , so the Laplace transform of

is

n
o

1
L {uc (t)} = L uc (t)e0(tc) = ecs L e0u = ecs
s

Example 7.
Start with

Let us nd the Laplace transform of

u2 (t)(t 1): c = 2

and

u2 (t)(t 1) u4 (t)et .

f (t 2) = t 1.

Then

f (u) = (u + 2) 1 = u + 1
The Laplace transform of

f (u) = u + 1

is

L {u + 1} =
Thus, the Laplace transform of

u2 (t)(t 1)

1
1
+
s2
s
is

L {u2 (t)(t 1)} = L {u2 (t)(u + 1)} = e

Now look at

u4 (t)et = u4 (t) (et ): c = 4

f (u) = e

and

u+4

2s

1
1
+
s2
s

f (t 4) = et .
4 u

= e e

f (u) = e4 eu is


L e4 eu = e4 L {eu } = e4

The Laplace transform of

1
s1

Then

uc (t) =

11

u4 (t)(et )

Thus, the Laplace transform of

is






t
4 u
4s
L u4 (t)(e ) = L u4 (t)(e e ) = e
e4

1
s1

u2 (t)(t 1) u4 (t)et is



1
1
4s
4 1
+
+e
e
s2
s
s1

Therefore, the Laplace transform of

e2s

Now let us go backwards. Given

ecs F (s),

if we want to nd

L1 {ecs F (s)},

we

need to:

u = t c.
L1 {F (s)} = f (u).
1
L {ecs F (s)} = uc (t)f (u) = uc (t)f (t c)

(1) Let

(2) Find
(3)

In step 3, make sure you convert back to t, especially if you need to nd the inverse
Laplace transform of a sum of
will have dierent

Example 8.
Here,

c = 2,

u's

ecs F (s)

with dierent values of

c.

Otherwise, you

all over the place.

Let us nd the inverse Laplace transform of

s
e2s s2 +3
2.

u = t 2.

so we let

s
s2 +32 and use the variable u instead
, a degree 2 polynomial with zeroes 3i, we

Next, nd the inverse Laplace transform of

of

t.

Since the denominator is

have either

cos(3u)

sin(3u).

or

s +3

Since the numerator is

s,

it must be

cos(3u).

Thus,


e

2s

Example 9.
Here,

c = 2,

s
2
s + 32


= u2 (t) cos(3u) = u2 (t) cos(3(t 2)) = u2 (t) cos(3t 6)

Let us nd the inverse Laplace transform of

e2s (s2)s2 +32 .

u = t 2.

so we let

s
(s2)2 +32 and use the variable u instead
2
2
2u
of t. Here, we have a denominator of the form (sa) +b , which suggests e
cos(3u)
2u
or e
sin(3u). However, the numerator is neither s 2 (needed for cosine) or 3
Next, nd the inverse Laplace transform of

(needed for sine), so we need to replace the

in the numerator with

s = s 2 + 2:

s2
2
s2+2
=
+
(s 2)2 + 32
(s 2)2 + 32
(s 2)2 + 32
The rst term on the right hand side matches the Laplace transform of

3. To correct this, we
3
, a fraction whose numerator and denominator are
3

The second term has a constant numerator, but it is not

multiply the second term by
the number we want,

3:
s2
2
3
+
(s 2)2 + 32
3 (s 2)2 + 32

Swap the numerators:

e2u cos(3u).

s2
2
3
+
(s 2)2 + 32
3 (s 2)2 + 32

12
2 2u
sin(3u). Therefore, the
3e
inverse Laplace transform of the sum is e
cos(3u) + 23 e2u sin(3u).
s
2s
2u
Therefore, the inverse Laplace transform of e
cos(3u) + 23 e2u
(s2)2 +32 is u2 (t) e
Now substitute u = t 2:

The second term must be the Laplace transform of

2u

2s

s
(s 2)2 + 32


= u2 (t) e

2(t2)


2 2(t2)
cos(3(t 2)) + e
sin(3(t 2))
3

sin(3u) .