CHAPTER 4

THE LAPLACE TRANSFORM

Definition.

Let f be a function dened for all

t 0. The Laplace transform of f is the function

F (s) dened by

F (s) = L(f ) =

est f (t)dt,

(1)

provided the improper integral on the right exists.

The original function f (t) in (1) is called the
inverse transform or inverse of F (s) and is denoted
by L1 (F ); i.e.,
f (t) = L1 (F (s)).

Notation: Original functions are denoted by lower

case letters and their Laplace transforms by the same
1

letters in capitals. Thus F (s) = L(f (t)), Y (s) =

L(y(t)) etc.
Recall that, by denition, for any function h
dened on [0, ),

h(t) dt = lim
0

h(t)dt
0

and the integral is said to converge if this limit exists.

Because est decreases so rapidly with t, the Laplace
transform usually does exist [there are exceptions,
however], and then we say that the function f HAS
A WELL-DEFINED LAPLACE TRANSFORM.

Example 1.

Let f (t) = eat , when t 0.

Find F (s).
2

Solution.
F (s) = L(eat )

=
est eat dt
0

= lim

est eat dt.

Now

b
(as)t

dt =

b
e

b(as)

as

1
as

if s = a
if s =
a.

If s < a, a s > 0 and e(as)b as b . Thus

(as)t
when s a, 0 e
dt diverges. When s > a,
a s < 0, and e(as)b 0 as b , and then
1
F (s) = L(e ) =
, s > a.
sa
at

Example 2.

Let f (t) = 1, t 0. Find F (s).

3

(2)

Solution.

This function is the same as the one in

Example 1 with a = 0, thus,

1
L(1) = , s > 0.
s

(3)

The Laplace transform is a linear operation; i.e., the

Laplace transform of a linear combination of functions equals the same linear combination of their
Laplace transforms. Thus

Theorem
L(af (t) + bg(t)) = aL(f ) + bL(g),

(4)

where a and b are constants.

As a corollary, the inverse Laplace transform
also satises the linearity property.
L1 (aF (s) + bG(s)) = aL1 (F ) + bL1 (g).
4

(5)

Verication of (4) and (5) is easy.

Example 3.

Using (4), we obtain

)

1 at
(e + eat )
2
(
)
1
1
1
=
+
2 sa s+a
s
= 2
, s > a 0.
s a2

L(cosh at) = L

Example 4.

If F (s) =

3
s

5
s7 ,

nd f (t) = L1 (F ).
Solution. Using (5), we have
1
3
)
L1 (F ) = L1 ( ) + 5L1 (
s
s7
= 3 1 + 5 e7t = 3 + 5e7t .

Example 5.

Set a = iw in the formula (2)

L(eiwt ) = L(cos wt + i sin wt)

= L(cos wt) + iL(sin wt)
1
s + iw
=
= 2
s iw
s + w2
Equating real and imaginary parts, we get
L(cos wt) =

s
s2 +w2

, L(sin wt) =

w
s2 +w2

Example 6. To show that L(tn ) =

.
n!

sn+1

(6,7)

n = 0, 1, 2, . . ..
Solution.

L(tn ) =

est tn dt

1 st n
= e t | 0
s

n
+
est tn1 dt.
s 0
First term is zero at t = 0 and as t . Thus,
6

using induction
n
L(t ) = L(tn1 )
s
n(n 1) . . . 1
=
L(1)
sn
n!
= n+1 .
s
n

Example 7.

Given F (s) =

2s+5
s2 +9 ,

(8)

nd L1 (F (s)).

Solution.
(
)
(
)
5
2s + 5
2s
1
1
+
L
=L
s2 + 9
s2 + 9 s2 + 9
(
)
(
)
s
5 1
3
= 2L1
+
L
s2 + 9
3
s2 + 9
5
= 2 cos 3t + sin 3t.
3

PIECEWISE CONTINUOUS FUNCTIONS

7

One of the nice things about Laplace transforms

is that they are dened by integration, and, unlike
dierentiation, integration doesnt care whether the
function is continuous or not. In fact it is easy to dene the Laplace transform of a function whose graph
is broken up into pieces. More formally:
A function f (t) dened for t 0 has a jump
discontinuity at a [0, ) if the one sided limits
lim f (t) = and

ta

lim+ f (t) = +

ta

exist but f is not continuous at t = a.

By denition, a function f (t) is PIECEWISE

8

CONTINUOUS on a nite interval a t b if jump

discontinuities are its only discontinuities. Such a
function always has a nice Laplace transform (unless it grows extremely quickly, faster than exponentially).

Transform of derivatives and integrals

Theorem Suppose that f (t) is continuous and has
a well-dened Laplace transform on [0, ) and f (t)
is piecewise continuous on [0, ). Then L(f (t)) exists and

L(f ) = sL(f ) f (0), s > a.

Proof.

(10)

First consider the case when f (t) is con9

tinuous for [0, ). Then

L(f ) =
est f (t)dt
0



= est f (t)  + s
0
sb

= lim e
b

est f (t)dt

f (b) f (0) + sL(f ).

Since f has a well-dened Laplace transform, the

rst term on the right is 0 when s > 0, showing that
L(f ) = sL(f ) f (0) for s > a.
If f is merely piecewise continuous, the proof
is quite similar; in this case, the range of integration
in the original integral must be split into parts such
that f is continuous in each such part.
Apply (10) to f to obtain
L(f ) = sL(f ) f (0)
= s(sL(f ) f (0)) f (0)
= s2 L(f ) sf (0) f (0).
10

(11)

Similarly L(f ) = s3 L(f ) s2 f (0) sf (0) f (0),

etc. By induction we obtain the following
Suppose that f (t), f (t), f (t), . . .,

Theorem

f (n1) (t) are continuous and have well-dened Laplace

transforms on [0, ) and f (n) (t) is piecewise continuous on [0, ), then
L(f (n) ) = sn L(f ) sn1 f (0) sn2 f (0)
f (n1) (0).
Example 8.
Solution.

Find L(sin2 t).

Here f (t) = sin2 t, f (t) = 2 sin t cos t =

sin 2t, f (0) = 0. In view of (7) we obtain

L(f ) = L(sin 2t)
2
= 2
s +4
= sL(f ) f (0) = sL(f )
..

(12)

L(sin2 t) =

2
s(s2 +4)

.
11

Example 9.

Find L(t sin t).

Solution. Here f (t) = t sin t and f (0) = 0. Also

f (t) = sin t + t cos t, f (0) = 0
f (t) = 2 cos t 2 t sin t
= 2 cos t 2 f (t)
.. by (11), L(f ) = 2L(cos t)2 L(f ) = s2 L(f ).
..

(s2 + 2 )L(f ) = 2L(cos t) =

Hence L(t sin t) =

2s
(s2 +2 )2

2s
s2 +2

Solution of Initial value problems

Consider the initial value problem
y + ay + by = r(t)
y(0) = k0 , y (0) = k1

(13)

with a, b, k0 and k1 constants. The function r(t) has

the Laplace transform R(s).
12

Step 1.

Take the Laplace transform of both sides

of the d.e. using the linearity property of the Laplace

transform.
s2 L(y)sy(0)y (0)+a(sL(y)y(0))+bL(y) = L(r).

Step 2.

Use the given initial conditions to arrive

at the subsidiary equation

s2 L(y) sk0 k1 + a(sL(y) k0 ) + bL(y) = L(r).

Step 3.

Solve this for L(y):

(s + a)k0 + k1 + R(s)
L(y) =
.
2
s + as + b

Step 4. Reduce the above to a sum of terms whose

inverses can be found, so that the solution y(t) of
(13) is obtained.
13

Solve y + y = e2t ,

Example 10.

y(0) = 0, y (0) = 1.
Solution.

Taking the Laplace transform of both

sides of the d.e. and using initial conditions we arrive

at
s2 L(y) sy(0) y (0) + L(y) =
..

L(y) =

1
s2 +1

1+

1
s2

)
=

1
.
s2

s1
(s2)(s2 +1) .

Now
s1
A
Bs + C
=
+ 2
(s 2)(s2 + 1)
s2
s +1
for appropriate constants A, B and C. Multiply
both sides of this equation by (s 2)(s2 + 1) and
equate the coecients of s0 , s, s2 to obtain A2C =
1, 2B +C = 1, A+B = 0. Thus A = 15 , B = 15 ,
and C = 35 .
..

L(y) =

1
5

1
s2

s3
5(s2 +1)

14

1
5(s2)

s
5(s2 +1)

3
5(s2 +1) .

Taking the inverse transform of both sides we get

(using (2), (6), and (7))
1 2t
1
3
y(t) = e cos t + sin t.
5
5
5

15

Transform of the integral of a function

Theorem.

If f (t) is piecewise continuous and has

a well-dened Laplace transform on [0, ), then

(

f ( )d

L
0

Example 11.

1
= L(f )
s

(s > 0, s > a). (14)

Find f (t) if L(f ) =

1
s2 (s2 +w2 ) .

Solution.
(

..

1
sin wt
w

1
= 2
s + w2

we use (14) to get

(
L

1
w

sin w d

1 cos wt
w2
1
=
s(s2 + w2 )

=L

16

and
(
)
(
)
t
sin wt
1
1
L
(1 cos w )d = L
(t
)
w2 0
w2
w
1
= 2 2
.
s (s + w2 )
(
)
1
sin wt

.. f (t) = w2 t w .
Theorem. (s-Shifting)
If f (t) has the transform F (s), s > a, then
L(ect f (t)) = F (s c), s c > a.

(15)

Thus using the formulae (8), (6), and (7) we obtain

n!
L(e t ) =
(s c)n+1
sc
L(ect cos wt) =
(s c)2 + w2
w
ct
L(e sin wt) =
.
(s c)2 + w2
ct n

Example 12.

Solve y + 2y + 5y = 0,
17

y(0) = 2, y (0) = 4.
Solution.

Following the procedure outlined earlier

we obtain
2s
L(y) =
(s + 1)2 + 22
2(s + 1)
2
=

(s + 1)2 + 22
(s + 1)2 + 22
..

y(t) = et (2 cos 2t sin 2t).

Example 13.

Solve y 2y + y = et + t,

y(0) = 1, y (0) = 0.
Solution. Taking Laplace transform of the d.e.
s2 L(y) sy(0) y (0) 2(sL(y) y(0)) + L(y)
1
1
+
=
s 1 s2
or
(s2 2s + 1)L(y) = s 2 +

18

1
1
+ 2
s1 s

or
s2
1
1
+
+
(s 1)2
(s 1)3
s2 (s 1)2
1
1
1
=

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

+
(s 1)2
s 1 s2
s

L(y) =

..

y(t) =

t2 t
2e

et + t + 2 = ( t2 1)et + t + 2.

Unit Step (Heaviside) function

Definition.
{
u(t a) =
Example 14.

0,
1,

t<a
t>a

(16)

Graph f (t) = u(t 1) u(t 3).

Clearly f (t) = 1 when 1 < t < 3 and 0 otherwise.

Observe that if 0 < a < b
{ 0,
u(t a) u(t b) =
19

1,
0,

t<a
a<t<b
t > b.

Let g(t) be some function of t. Then, if 0 < a < b

{
g(t)(u(t a) u(t b)) =

0
if t < a
g(t) if a < t < b
0
t > b.

You can think of this in the following way: this

function is OFF until t = a. Then it suddenly
turns ON the function g(t). It remains ON until t = b, where it suddenly switches OFF again.
You can easily imagine lots of engineering situations
where this might be useful, for example in circuit
theory. Notice that this function is usually DISCONTINUOUS, but this wont be a problem for the
Laplace transform, because the transform is dened
by an integral, and discontinuous functions can often be integrated. In fact, the main advantage of the
Laplace transform is that it allows us to solve ODEs
with discontinuous right-hand-sides. Such ODEs often come up in engineering applications.
20

Example 15.

Express

t,

2 t,
f (t) =

0,
1,

0<t<1
1<t<2
2<t<3
t>3

Solution.
f (t) = t(u(t) u(t 1))
+ (2 t)(u(t 1)
u(t 2)) + u(t 3).

Example 16.

Sketch

g(t) = 2u(t) + tu(t 1) + (3 t)u(t 2)

3u(t 4),
Solution.
21

t > 0.

When
0 < t < 1 g(t) = 2 1 + t 0 + (3 t) 0 3 0 = 2
1 < t < 2 g(t) = 2 1 + t 1 + (3 t) 0 3 0
=2+t
2 < t < 4 g(t) = 2 1 + t 1 + (3 t) 1 3 0 = 5
t > 4 g(t) = 2 1 + t 1 + (3 t) 1 3 1 = 2

Theorem. (t-Shifting)
If L(f (t)) = F (s) then
L(f (t a)u(t a)) = eas F (s).

(17)

Example 17. Setting f (t a) = 1 in (17) we get

eas
L(u(t a)) =
.
s

Example 18.

Compute L(t2 u(t 1)).

22

(18)

Solution.
L(t2 u(t 1)) = L((t 1 + 1)2 u(t 1))
= L(((t 1)2 + 2(t 1) + 1)u(t 1))
2
2
1
= es ( 3 + 2 + ).
s
s
s

Example 19.

Compute L((et + 1)u(t 2)).

Solution.
L((et + 1)u(t 2)) = L((et2 e2 + 1)u(t 2))
( 2
)
e
1
= e2s
+
.
s1 s

The next and nal problem in this section is

rather complicated, but it really just involves assembling a lot of small bits and pieces. Notice that
23

NONE of the methods we learned in earlier chapters

would have allowed us to solve this problem, so it
should convince you that the Laplace Transform is
really useful!
Example 20.

Solve the initial value problem

y + 3y + 2y = g(t), y(0) = 0, y (0) = 1,

{ 1,
0<t<1
with
.
g(t) =
0,
t>1
Solution.

g(t) = u(t) u(t 1)

.

Taking the Laplace transform of both sides of the

d.e. we obtain, using (18),
s2 L(y) sy(0) y (0) + 3(sL(y) y(0)) + 2L(y)
1
es
=
s
s
so that,

[
]
s+1
1
s
L(y) =

e
.
s(s2 + 3s + 2)
s(s2 + 3s + 2)
24

Now

..

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

=
2 s s+2

1
L1 ( s(s+2)
) = 12 (1 e2t ).

Also
1
1
=
s(s2 + 3s + 2)
s(s + 1)(s + 2)
(
)
1 1
1
1
=
+

2 s s+2
s+1
..
..

L1

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

{
=

= 12 (1 + e2t ) et

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

)
}

1
(1 + e2(t1) ) e(t1) u(t 1).
2
[using (17)]
25

Finally
1
y(t) = (1 e2t )
2[
]
1
(1 + e2(t1) ) e(t1) u(t 1).
2

THE DIRAC DELTA FUNCTION

1. Definition. Let fh (t) be a family of functions
of t dened by

0
t<0
fh (t) = 1/h 0 t h
0
th
for all h > 0. Notice that, for any h,

h
1
dt = 1.
fh (t)dt =
h
0
0

Thus for example f10100 (t) is a function with max26

imum value 10100 and yet the area under its graph
is still 1. The graph is an extremely tall but sharp
and narrow spike next to t = 0. We dene
(t) lim fh (t).
h0

Of course this doesnt really make sense mathematically, but you can think of (t) as an extremely tall
and narrow spike at t = 0. Similarly, you can think
of (t - a) as an innitely tall and narrow spike at t
= a. Note

(t)dt = 1,

(t) = 0 everywhere EXCEPT t = 0.

Now let g(t) be any function, and consider

h
1
fh (t)g(t)dt =
g(t)dt.
h
0
0
h
If h is very small, 0 g(t)dt g(0)h, so

fh (t)g(t)dt g(0).
0

27

Since the approximation gets better and better as

h 0, we have

(t)g(t)dt = g(0).
0

In a similar way,

(t a)g(t)dt = g(a).

Hence the Laplace transform of (t a) is

L [(t a)] =

est (t a)dt = eas .

So L1 [eas ] = (t a).
Note that by setting a = 0 we have
L1 [1] = (t).

EXAMPLE: INJECTIONS!
28

Suppose that a doctor injects, almost instantly, 100

mg of morphine into a patient. He does it again
24 hours later. Suppose that the HALF-LIFE of
morphine in the patients body is 18 hours. Find
the amount of morphine in the patient at any time.
Solution: Half-life refers to the exponential function ekt . Half-life 18 hours = 0.75 days means
n(2)
1
k0.75
=
e
,
that
is,
k
=
= 0.924. So with2
0.75
out the injections,
dy
= ky,
dt

k = 0.924.

The injections are at a rate of 100 mg per day, but

concentrated in delta-function spikes at t = 0 and
t = 1 [time unit is DAYS]. So we have
dy
dt

= ky + 100(t) + 100(t 1)

sL[y] y(0) = 0.924L[y] + 100 1 + 100es

By the way, notice that we have to think of the
29

delta function as something which itself has UNITS.

In this case you should think of the delta function
as something that has units of [1/time], so that this
equation has consistent units. In many problems,
it is actually very helpful to work out what units
the delta function has it can have dierent units
in dierent problems! This is particularly useful in
physics problems where something gets hit suddenly
and gains some momentum instantly you can use
this in some of the tutorial problems.
Since y(0) = 0,
1 + es
L(y) = 100
s + 0.924
100
100es
=
+
s + 0.924 s + 0.924
So, using the t-shifting theorem, we get
y = 100e0.924t + 100e0.924(t1) u(t 1)
= 100e0.924t

0<t<1

= 100(1 + e0.924 )e0.924t t > 1.

30

EXAMPLE: PARAMETER RECONSTRUCTION!

Sometimes it happens, in Engineering applications,
that you have a system whose nature you understand
[for example, you may know that it is a damped harmonic oscillator] but you dont know the values of
the parameters [the spring constant, the mass, the
friction coecient]. In such a case, what you can do
is to poke the system with a sudden, sharp force,
and watch how it behaves. Then you can reconstruct the parameters of the system as follows.
Suppose for example that you have a damped harmonic oscillator say, a spring with a mass attached which is initially at rest, that is, x(0)
= x(0)

= 0. and you poke it with a unit impulse

[change of momentum = 1 in MKS units] at time t
= 1; in other words, the applied force is just (t 1).
31

You observe that the displacement of the mass is

x(t) = u(t 1)e(t1) sin(t 1).
[You can use Graphmatica to look at the graph by
putting in
y = exp((x 1)) sin(x 1) step(x 1);
note that this oscillator is underdamped, despite the
shape of the graph!] Question: what are the values of the mass, the spring constant, the frictional
coecient?
Solution:

Newtons Second Law in this case

says:
Mx
= kx bx + (t 1).
With the given initial data, taking the Laplace transform gives
M s2 X(s) = kX(s) bsX(s) + es ,
32

and so

es
X(s) =
.
M s2 + bs + k

But the Laplace transform of the given response function is [using both t-shifting and s-shifting!]
es
es
X(s) =
= 2
,
(s + 1)2 + 1
s + 2s + 2
so by inspection we see that M = 1, b = 2, k = 2 in
MKS units, and we have successfully reconstructed
the parameters of this system, just by hitting it with
a delta function impulse! Similar ideas work for electrical circuits etc etc etc. Useful idea.
If you look at the graph of the solution you will
see that the derivative jumps suddenly at t = 1; that
is, there is a sharp corner there. This is typical
in problems involving delta-function impulses, basically because such impulses cause the momentum,
and therefore the velocity, to change suddenly.

33

HOW DO I HANDLE NON-STANDARD DATA?

So far we have always assumed that one is given y(0),
y (0), y (0) and so on. But what if you are given the
data at other points... for example, how do we solve
y + y = 0,
given y(/2) = 1, y (/2) = 1, instead of y(0) and
y (0)? Answer: we pretend that we know y(0) and
y (0), and work them out later. Lets call y(0) =
and y (0) = . Then taking the Laplace transform
as usual, we have
s2 Y s + Y = 0,
or
Y = (s + )/(1 + s2 ),
so that
y = cos(x) + sin(x).
34

Now we can use y(/2) = 1, y (/2) = 1 to get two

equations for and . You will nd that = 1
and = 1, so nally y = cos(x) + sin(x).

35