Laplace Transforms Dr.

Suresh Kumar, BITS Pilani 1

Chapter 9

Laplace Transforms

Note: This module is prepared from Chapter 9 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.

Appeal: Please do not print this e-module unless it is really necessary.

Dr. Suresh Kumar, Department of Mathematics, BITS Pilani, Pilani Campus

Contents

0.1 Definitions of Laplace and inverse Laplace transforms . . . . . . . . . . . . . . . . . 3

0.2 Laplace transforms of some elementary functions . . . . . . . . . . . . . . . . . . . . 3
0.3 Sufficient conditions for the existence of Laplace transform . . . . . . . . . . . . . . 4
0.4 Some more Laplace transform formulas . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.4.1 Laplace transform of a function multiplied by eax . . . . . . . . . . . . . . . 5
0.4.2 Laplace transform of derivatives of a function . . . . . . . . . . . . . . . . . 5
0.4.3 Laplace transform of integral of a function . . . . . . . . . . . . . . . . . . . 6
0.4.4 Laplace transform of a function multiplied by x . . . . . . . . . . . . . . . . 6
0.4.5 Laplace transform of a function divided by x . . . . . . . . . . . . . . . . . . 7
0.5 Solution of DE using Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . 8
0.6 Solution of integral equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
0.7 Heaviside or Unit Step Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
0.8 Dirac Delta Function or Unit Impulse Function . . . . . . . . . . . . . . . . . . . . 11

2
Laplace Transforms

0.1 Definitions of Laplace and inverse Laplace transforms

Let f (x) be a function defined on a finite or infinite interval a x b. If we choose a fixed function
K(p, x) of variable x and a parameter p, then the general integral transformation is defined as
Z b
T [f (x)] = K(p, x)f (x)dx. (1)
a

The function K(p, x) is called kernel of T . In particular, if a = 0, b = and K(p, x) = epx , then
(1) is called Laplace transform of f (x) and is denoted by L[f (x)].
Z
L[f (x) = epx f (x)dx = F (p).
0

It may be noted that L is linear. For,

Z
L[f (x) + g(x)] = epx [f (x) + g(x)]dx
0
Z Z
px
= e f (x)dx + epx g(x)dx
0 0
= L[f (x)] + L[g(x)].
Further, if L[f (x)] = F (p), then f (x) is called inverse Laplace of F (p) and is denoted by L1 [F (p)].

L1 [F (p)] = f (x).
Z
Remark: The Laplace transform of a(x), that is, epx a(x)dx is the integral analog of the
0

X
power series a(n)xn with x = ep .
n=0

0.2 Laplace transforms of some elementary functions

It would be useful to memorize the following formulas related to Laplace and inverse Laplace
transforms of elementary functions.
Z  
px 1 1 1
(1) L [1] = e .1dx = (p > 0). L =1
0 p p

3
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 4

Z  
ax px ax 1 1 1
(2) L [e ] = e e dx = (p > a).L = eax
0 pa p a
Z
xn
 
n px n (n + 1) 1 1
(3) L [x ] = e x dx = (p > 0). L =
0 pn+1 pn+1 (n + 1)

e eiax
 iax   
a 1 1 1
(4) L [sin ax] = L = 2 2
. L 2 2
= sin ax
2i p +a p +a a

e + eiax
 iax   
p 1 p
(5) L [cos ax] = L = 2 . L = cos ax
2 p + a2 p 2 + a2

e eax
 ax   
a 1 1 1
(6) L [sinh ax] = L = 2 2
. L 2 2
= sinh ax
2 p a p a a

e + eax
 ax   
p 1 p
(7) L [cosh ax] = L = 2 . L = cosh ax
2 p a2 p 2 a2

Ex. 0.2.1. Find L sin2 x and L [4 sin x cos x + ex ].

 

Sol. 0.2.1.
   
 2  1 cos 2x 1 1 p
L sin x = L =
2 2 p p2 + 4
4 1
L 4 sin x cos x + ex = L 2 sin 2x + ex =
   
+ .
p2 +4 p+1
h i h i
Ex. 0.2.2. Find L1 1
p2 +2
and L1 1
p4 +p2
.

Sol. 0.2.2.

 
1 1 1
L = sin 2x.
p2 + 2 2
   
1 1 1 1 1
L =L = x sin x.
p4 + p2 p2 p2 + 1

0.3 Sufficient conditions for the existence of Laplace trans-

form
Let f (x) be a piecewise continuous function for x 0 and there exist constants M and c such that
|f (x)| M ect . Then L[f (x)] exists for p > c.
For, we have
Z  Z Z
px px M
e(pc)x dx =
 
|F (p)| = 
 e f (x)dx  e |f (x)|dx M , (p > c). (2)
0 0 0 pc
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 5

The above conditions are not necessary. Consider the function f (x) = x1/2 . This function is not
piecewise continuous on [0,b] for any p
positive real number b since it has infinite discontinuity at
x = 0. But L[x1/2 ] = (1/2)/p1/2 = /p exists for p > 0.
Further, from (2), we see that lim F (p) = 0. It is true even if the function is not piecewise
p
continuous or of exponential order. So if lim (p) 6= 0, then (p) can not be Laplace transform of
p
any function. For example, L1 [p], L1 [cos p], L1 [log p] etc. do not exist.

0.4 Some more Laplace transform formulas

0.4.1 Laplace transform of a function multiplied by eax
If L[f (x)] = F (p), then L [eax f (x)] = F (p a). (Shifting formula)
Z Z
px ax
ax
For, L [e f (x)] = e e f (x)dx = e(pa)x f (x)dx = F (p a).
0 0

Ex. 0.4.1. Use shifting formula to evaluate L [e2x sin x].

1
Sol. 0.4.1. Since L[sin x] = p2 +1
, so by shifting formula

1
L e2x sin x =
 
(p 2)2 + 1

0.4.2 Laplace transform of derivatives of a function

If L[f (x)] = F (p), then

L [f 0 (x)] = pF (p) f (0).

Z 
Z
0 px 0
f (x)dx = f (x)epx 0 + p epx f (x)dx = pF (p) f (0).

For L [f (x)] = e
0 0
Likewise, we can show that

L [f 00 (x)] = p2 F (p) pf (0) f 0 (0).

In general,

L f (n) (x) = pn F (p) pn1 f (0) pn2 f 0 (0) ...... f (n1) (0).
 

Ex. 0.4.2. Find Laplace transform of cos x considering that it is derivative of sin x.
1
Sol. 0.4.2. Here f (x) = sin x and F (p) = L[sin x] = p2 +1
.
p
L [cos x] = pF (p) f (0) = .
p2 +1
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 6

0.4.3 Laplace transform of integral of a function

Z x 
F (p)
If L[f (x)] = F (p), then L f (t)dt = .
Z x 0 p
For, let g(x) = f (t)dt so that g 0 (x) = f (x) and pL[g(x)] g(0) = F (p), where g(0) = 0.
0

The above result is quite useful in the form

  Z x
1 F (p)
L = f (t)dt
p 0
 
1 1
Ex. 0.4.3. Find L .
p(p2 + 1)
 
1 1
Sol. 0.4.3. Since L = sin x, so we have
p2 + 1
  Z x
1 1
L = sin t = 1 cos x.
p(p2 + 1) 0

0.4.4 Laplace transform of a function multiplied by x

If L[f (x)] = F (p), then L [xf (x)] = (1)F 0 (p), where prime stands for derivative with respect to
p.
Z
For, epx f (x)dx = F (p).
0

Differentiating both sides with respect to p, we get

Z
(x)epx f (x)dx = F 0 (p),
0
Z
or epx [xf (x)]dx = (1)F 0 (p).
0
Likewise, we can show that

L x2 f (x) = (1)2 F 00 (p).

 

In general,

L [xn f (x)] = (1)n F (n) (p).

Ex. 0.4.4. Find L[x sin x].

1
Sol. 0.4.4. We know L[sin x] = p2 +1
.
 
d 1 2p
L [x sin x] = (1) 2
= .
dp p +1 (p2 + 1)2
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 7

0.4.5 Laplace transform of a function divided by x

  Z
f (x)
If L[f (x)] = F (p), then L = F (t)dt.
x p
f (x)
For, let g(x) = so that xg(x) = f (x) and (1)G0 (p) = F (p), which on integrating from p to
x
gives the desired result, noting that G() = 0, G(p) being Laplace transform of g(x).
  Z
sin x sin x
Ex. 0.4.5. Find L and hence show that dx = .
x 0 x 2
Sol. 0.4.5. We know L[sin x] = p21+1 .
  Z
sin x 1  1 
L = 2+1
dt = tan t p = tan1 p = cot1 p.
x p t 2
Now,
Z  
px sin x sin x
e dx = L = tan1 p.
0 x x 2
Z
sin x
Choosing p = 0, we get dx = .
x 2
h0 cos x i
Ex. 0.4.6. Show that L does not exist.
x
Sol. 0.4.6. Please try yourself.
 
1 p+7
Ex. 0.4.7. Find L .
p2 + 2p + 5
Sol. 0.4.7. Please try yourself by making perfect square in the denominator.
2p2 6p + 5
 
1
Ex. 0.4.8. Find L .
p3 6p2 + 11p 6
Sol. 0.4.8. Please try yourself by making partial fractions.
  
1 p+1
Ex. 0.4.9. Find L log .
p1
Sol. 0.4.9. Please try yourself by letting
 
p+1
L[f (x)] = log
p1
so that
2
L[xf (x)] = .
p2 1
 
1 p
Ex. 0.4.10. Show that L = x sinh ax.
(p2 a2 )2
Sol. 0.4.10. Please try yourself.
 
1 p
Ex. 0.4.11. Show that L .
p4 + p2 + 1
Sol. 0.4.11. Please try yourself by using
 
p 1 1 1
=
p 4 + p2 + 1 2 p 2 p + 1 p2 + p + 1
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 8

0.5 Solution of DE using Laplace transform

To solve a DE, first take Laplace transform of both sides, find L[y] and finally take inverse Laplace
transform to obtain the solution y, as illustrated in the following examples.
Ex. 0.5.1. Solve y 0 y = 0.
Sol. 0.5.1. Taking Laplace transform of both sides, we get

pL[y] y(0) L[y] = 0.

Letting y(0) = c and solving for L[y], we have

c
L[y] = .
p1
Now taking inverse Laplace transform, we get
 
1 1
y = cL = cex .
p1
Ex. 0.5.2. Solve y 00 + y = 0.
Sol. 0.5.2. Taking Laplace transform of both sides, we get

p2 L[y] py(0) y 0 (0) + L[y] = 0.

Letting y(0) = c1 , y 0 (0) = c2 and solving for L[y], we have

p 1
L[y] = c1 + c2 2 .
p2 +1 p +1
Now taking inverse Laplace transform, we get

y = c1 cos x + c2 sin x.

Ex. 0.5.3. Solve y 0 + y = 3e2x , y(0) = 0.

Sol. 0.5.3. Taking Laplace transform of both sides, we get
3
pL[y] y(0) + L[y] = .
p2
Using y(0) = 0 and solving for L[y], we have
3 1 1
L[y] = = .
(p + 1)(p 2) p2 p+1
Now taking inverse Laplace transform, we get

y = e2x ex .

Ex. 0.5.4. Solve the Bessels DE of order 0 given by

xy 00 + y 0 + xy = 0, subject to y(0) = 1, y 0 (0) = 0.

Laplace Transforms Dr. Suresh Kumar, BITS Pilani 9

Sol. 0.5.4. Taking Laplace transform of both sides, we get

d  2 d
p L[y] py(0) y 0 (0) + pL[y] y(0)

(1) (L[y]) = 0.
dp dp
Using y(0) = 1, y 0 (0) = 0 and rearranging, we have
d[L[y]] p
= 2 dp,
L[y] p +1
which on integrating leads to
 1/2  
2 1/2 c 1 1 11 1 13 1
L[y] = c(p + 1) = 1+ 2 =c + ......
p p p 2 p3 2! 2 2 p5
Now taking inverse Laplace transform, we get
x2 x4
 
y = c 1 2 + 2 2 ........... = cJ0 (x).
2 2 .4
Using y(0) = 1, we get c = 1. Thus, the required solution is

y = J0 (x).
1
Remark 0.5.1. From the above example, notice that L[J0 (x)] = p .
p2 + 1
Z x 
Theorem 0.5.1. (Convolution Theorem) Prove that L[f (x)].L[g(x)] = L f (x t)g(t)dt .
0

Proof. We have
Z Z
ps
L[f (x)].L[g(x)] = e f (s)ds. ept g(t)dt
Z0 Z 0

p(s+t)
= e f (s)g(t)ds dt
0 0
Z Z
= epx f (x t)g(t)dxdt (s + t = x)
Z0 Zt x
= epx f (x t)g(t)dtdx (Change of order of integration)
Z0 0 Z x 
px
= e f (x t)g(t)dt dx
0 0
Z x 
= L f (x t)g(t)dt .
0

Remark 0.5.2. If L[f (x)] = F (p) and L[g(x)] = G(p), then by convolution theorem
Z x
1
L [F (p)G(p)] = f (x t)g(t)dt
0
.
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 10

 
1 1
Ex. 0.5.5. Use convolution theorem to find L .
p2 (p2 + 1)
Sol. 0.5.5. We know that
   
1 1 1 1
L = x, L = sin x.
p2 p2 + 1

So in view of convolution theorem, we have

    Z x
1 1 1 1 1
L =L . = (x t) sin tdt = x sin x.
p2 (p2 + 1) p2 p2 + 1 0
Z x
Remark 0.5.3. The integral f (x t)g(t)dt is called convolution of the functions f (x) and
0
g(x), and is denoted by f (x) g(x). So by convolution theorem, we have

L[f (x) g(x)] = L[f (x)]L[g(x)].

0.6 Solution of integral equations

If f (x) and K(x) are given functions, then the equation
Z x
f (x) = y(x) + K(x t)y(t)dt, (3)
0

where the unknown function y(x) appears under the integral sign, is called an integral equation.
Taking Laplace transform of both sides of (3), we get

L[f (x)] = L[y(x)] + L[K(x)]L[y(x)].

So we have
L[f (x)]
L[y(x)] =
1 + L[K(x)]
Z x
3
Ex. 0.6.1. Solve y(x) = x + sin(x t)y(t)dt.
0

Sol. 0.6.1. Taking Laplace transform of both sides, we get

L[y(x)] = L[x3 ] + L[sin x]L[y(x)].

So we have
L[x3 ] 6 6
L[y(x)] = = 4 + 6.
1 L[sin x] p p

Taking inverse Laplace transform, we have

1 5
y(x) = x3 + x.
20
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 11

0.7 Heaviside or Unit Step Function

It is denoted by H(t) or u(t), and is defined as

0, t<0
H(t) = u(t) =
1 , t 0.
It has a jump discontinuity at t = 0. If the discontinuity happens to be at t = a 0, we define

0, t<a
Ha (t) = ua (t) =
1 , t a.
The Laplace transform of ua (t) is given by
Z Z
pt eap
L[ua (t)] = e ua (t)dt = ept dt =
0 a p
1
In particular, L[u(t)] = .
p
Further, if L[f (t)] = F (p), then we have
Z Z
pt
L[f (t a)ua (t)] = e f (t a)dt = ep(a+z) f (z)dz = eap F (p).
a 0

It gives
L1 [eap F (p)] = f (t a)ua (t).
 3p 
1 e
Ex. 0.7.1. Find L .
p2 + 1
 
1 1
Sol. 0.7.1. We know L = sin t.
p2 + 1
 3p  
1 e 0, t<3
L = sin(t 3)u3 (t) =
p2 + 1 sin(t 3) , t 3.

0.8 Dirac Delta Function or Unit Impulse Function

A large force acting on a body for a very short duration of time is called impulse. For instance,
hammering a nail into wood, hitting cricket ball by bat etc. Impulse is modelled by a function
known as the Dirac delta function.
Let  > 0 be any real number, then the limit of the function

0, t<0
f (t) = 1/ , 0 t 
0, t > .

as  0+ defines Dirac delta function, which is denoted by (t). So lim+ f (t) = (t), and we may
0
interpret that (t) = 0 for t 6= 0 and (t) = at t = 0. The delta function can be made to act at
any point say a 0. Then we define

0, t 6= a
a (t) =
, t = a.
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 12

The function f (t) can be written in terms of unit step function as

1
f (t) = [u(t) u (t)].

It implies that

(t) = u0 (t).

Here it should be noted that ordinary derivative of u(t) does not exist at t = 0, u(t) being
discontinuous at t = 0. So it is to be understood as a generalized function or quasi function.
Similarly, we have

0, t<a
f (t) = 1/ , a t a +  (4)
0, t > a + .

can be written as
1
f (t) = [ua (t) ua+ (t)].

a (t) = u0a (t).
Now, let g(t) be any continuous function for t 0. Then using (4) , we have
Z
1 a+
Z
g(t)f (t)dt = g(t) = g(t0 ),
0  a
where a < t0 < a + , by mean value theorem of integral calculus. So in the limit  0, we get
Z
g(t)a (t)dt = g(a).
0

In particular, if we choose g(t) = ept , then we get

Z
ept a (t)dt = epa .
0

It means

L[a (t)] = epa and L[(t)] = 1.

L1 [epa ] = a (t) and L1 [1] = (t).

Examples
Suppose the LDE

y 00 + ay 0 + by = f (t), y(0) = y 0 (0) = 0, (5)

Laplace Transforms Dr. Suresh Kumar, BITS Pilani 13

describes a mechanical or electrical system at rest in its state of equilibrium. Here f (t) can be
an impressed external force F or an electromotive force E that begins to act at t = 0. If A(t) is
solution (output or indicial response) for the input f (t) = u(t) (the unit step function), then
A00 + aA0 + bA = u(t)
Taking Laplace transform of both sides, we get
1
p2 L[A] pA(0) A0 (0) + apL[A] + pL[A] A(0) =
p
Using A(0) = A0 (0) = 0 and solving for L[A], we get
1 1
L[A] = = , (6)
p(p2 + ap + b) pZ(p)
where Z(p) = p2 + ap + b.
Similarly, taking Laplace transform of (5), we get
Z t   Z t 
L[f (t)] d
L[y] = = pL[A]L[f (t)] = pL A(t )f ( )d = L A(t )f ( )d . (7)
Z(p) 0 dt 0
Taking inverse Laplace Transform, we have
d t
Z Z t
= y(t) = A(t )f ( )d = A0 (t )f ( )d ( A(0) = 0). (8)
dt 0 0

Since L[A]L[f (t)] = L[f (t)]L[A], (7) gives

Z t 
L[y] = pL f (t )A()d = L [] .
0

Taking inverse Laplace Transform, we get

Z t
y(t) = f 0 (t )A()d + f (0)A(t).
0

Thus, finally the solution of (5) for the general input f (t) is given by the following two formulas:
Z t
y(t) = A0 (t )f ( )d, (9)
0

Z t
y(t) = f 0 (t )A()d + f (0)A(t). (10)
0

In case, the input is f (t) = (t), the unit impulse function, let us denote the solution (output or
impulsive response) of (5) by h(t) so that L[h(t)] = 1/Z(p) and
1 L[h(t)]
L[A(t)] = = .
pZ(p) p
So A0 (t) = h(t) and formula (9) becomes
Z t
y(t) = h(t )f ( )d. (11)
0
Laplace Transforms Dr. Suresh Kumar, BITS Pilani 14

Ex. 0.8.1. Use formula (10) to solve y 00 + y 0 6y = 2e3t , y(0) = y 0 (0) = 0.

1 1 1 3t 1 2
Sol. 0.8.1. Here L[A(t)] = . So A(t) = + e + e 2t.
p(p2 + p 6) 6 15 10
Also, f (t) = 2e3t , f 0 (t) = 6e3t and f (0) = 2. So formula (10) gives
1 1 2
y(t) = e3t + e3t e2t .
3 15 5
h i
1
Formula (11) can also be used for the solution, where h(t) = L 1
p2 +p6
= 15 (e2t e3t ).