Laplace Transformation

LIGC PASCUAL LAPLACE TRANSFORMATION Page | 1
LAPLACE TRANSFORMATION

4.1 LAPLACE TRANSFORMATION

Laplace Transformation is one of the most efficient methods in solving Ordinary and Partial Differential
Equations. The effectiveness of the Laplace Transform is due to its ability to reduce the problem of solving a
Differential Equation to an algebraic problem. If the Laplace Transformation is applied to Non-Homogeneous
Linear Differential Equation, the solution can be obtained directly without first solving the corresponding
Homogeneous Equation. Another advantage is that it takes care of the initial conditions so that in initial value
problems, the determination of a general solution is avoided.

Definition: The Laplace Transform of a ) t ( f , which is defined for all values of t:

L { }

= =

0
st
dt ) t ( f e ) s ( F ) t ( f

4.2 LAPLACE TRANFORMATION OF COMMON FUNCTIONS

A. L { }
( )

= =

0
t a s
0
at st at
dt e dt e e e
( )
( )
| |
0 a - s -
0
t a - s -
e e
a s
1

a s
e

L { }
a - s
1
e
at
= Provided s > a

B. L { } e
0
= L { }
s
1
0 - s
1
1 = =

C. L { }

=

0
n st n
dt t e t Provided n > 0
Using Integration by Parts:
n
t u = dt e dv
st
=
dt t n du
1 n
=
st
e
s
1
v

=
L { }
s
n
0
s
e
dt t e
s
n
s
e t
t
s n

0
1 n st
0
st n
n
+
|
|
.
|
\
|
= + =

L { } t
1 n

But
( )
0 e
s
=

for s > 0: L { }
s
n
t
n
=

L { } t
1 n

But L { }
s
1 n
t
1 n

=
L { } t
2 n

L { }
s
1 n
s
n
t
n

= L { }
s
2 n
s
1 n
s
n
t
2 n

L { } t
3 n

COLLEGE OF ENGINEERING
CENTRAL PHILIPPINE UNIVERSITY
JARO, ILOILO CITY, PHILIPPINES
0063-33-3291971 TO 79 local 1084

L { }
s
1
s
2
s
3 n
s
2 n
s
1 n
s
n
t
n

= L { } t
0

But ( ) ( ) ( ) ( ) ( ) ! n 1 2 3 n 2 n 1 n n =
L { }
1 n n
n
s
! n
s
1

s
! n
t
+
= = Provided n > 0

D. L { }

=

0
st
dt bt sin e bt sin
st
e u

= dt bt sin dv =
dt e s du
st
= bt cos
b
1
v =
L { }

=

0
st
0
st
dt bt cos e
b
s
b
bt cos e
bt sin
st
e u

= dt bt cos dv =
dt e s du
st
= bt sin
b
1
v =
L { }
|
|
.
|
\
|
+ +

0
st
0
st 0 s
dt bt sin e
b
s
b
bt sin e
b
s
b
0 cos e
b
b cos e
bt sin
L { }
2
2

0
st
2
2
b
s
b
1
dt bt sin e
b
s
b
1
bt sin = =

L { } bt sin
|
|
.
|
\
|
+
2
2
b
s
1 L { }
b
1
bt sin =
|
|
.
|
\
| +
2
2 2
b
b s
L { }
b
1
bt sin =
L { }
2 2
b s
b
bt sin
+
=

E. L { }

=

0
st
dt bt cos e bt cos
Similar to the solution of L { } bt sin
L { }
2 2
b s
s
bt cos
+
=

4.3 LINEARITY PROPERTY OF LAPLACE TRANSFORMATION

A. L { }

= =

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

B. L { } | |dt g(t) C f(t) C e g(t) C f(t) C

0
2 1
st
2 1

+ = +

L { }

+ = +

0
st
2

0
st
1 2 1
dt g(t) e C dt f(t) e C g(t) C f(t) C
L { }
1 2 1
C g(t) C f(t) C = + L { }
2
C f(t) + L { } g(t)

4.4 LAPLACE TRANSFORMATION OF { } bt sinh AND { } bt cosh

A. L { }= bt sinh L
2
1

2
e - e

-bt bt
=
)
`
L { }
2
1
e
bt
L { } e
bt

L { }
( ) ( )
( ) ( )
2 2
b s
b

b s b s
b s b s
2
1
b s
1

b s
1
2
1
bt sinh
=
(
+
+
=
|
.
|
\
|
+
= Provided s > b

B. L { }= bt cosh L
2
1

2
e e

-bt bt
=
)
`
+
L { }
2
1
e
bt
+ L { } e
bt

L { }
( ) ( )
( ) ( )
2 2
b s
s

b s b s
b s b s
2
1
b s
1

b s
1
2
1
bt cosh
=
(
+
+ +
=
|
.
|
\
|
+
+
= Provided s > b

4.5 FIRST SHIFTING PROPERTY OF LAPLACE TRANSFORMATION

Theorem: If L { }

= =

0
st
dt ) t ( f e ) s ( F ) t ( f
Then, L { }
( )
) a s ( F dt ) t ( f e dt ) t ( f e e ) t ( f e

0
t a s
0
at st at
= = =

(t) f
L { } ) s ( F (t) f =
(t) f
L { } ) s ( F (t) f =
1
s
1

t a
e
a s
1

n
t
1 n
s
! n
+

n at
t e
( )
1 n
a s
! n
+

bt sin
2 2
b s
b
+

bt sin e
at

( )
2 2
b a s
b
+

bt cos
2 2
b s
s
+

bt cos e
at

( )
2 2
b a s
a s
+

bt sinh
2 2
b s
b

bt sinh e
at

( )
2 2
b a s
b

bt cosh
2 2
b s
s

bt cosh e
at

( )
2 2
b a s
a s

Examples:

A. 5 t 3 sin 4 3t (t) f
2
+ =

L { } 3 (t) f = L { } 4 t
2
L { } 5 t 3 sin + L { } 1
L { }
|
.
|
\
|
+ |
.
|
\
|
+
|
.
|
\
|
= =
s
1
5
3 s
3
4
s
2!
3 ) s ( F (t) f
2 2 3

L { }
s
5

9 s
12

s
6
) s ( F (t) f
2 3
+
+
= =

B. ( ) t 2 sin sin t 2 cos cos t 2 sin 2t sin (t) f = = =
L { } = = ) s ( F (t) f L { }
4 s
2
t 2 sin
2
+
=

C. ( ) t 2 cos e
2
1
e
2
1
t 2 cos 1
2
1
e t cos e (t) f
t 3 t 3 t 3 2 t 3
+ =
(
+ = =
L { }
2
1
(t) f = L { }
2
1
e
3t -
+ L { } cos2t e
-3t

L { }
( ) ( )
(
+ +
+
+
+
=
(
+ +
+
+
|
.
|
\
|
+
= =
4 3 s
3 s
3 s
1
2
1

2 3 s
3 s
2
1

3 s
1
2
1
) s ( F (t) f
2 2 2

4.6 PROBLEM SET

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

2. ( )
t 4 2
e 1 t (t) f + =

3. t 3 sinh (t) f =

4.
2
t 3
sin (t) f
2
=

5. t cos t sin 6 (t) f =

6.
-5t 3t
e 3 e (t) f =

7. t 4 sin 2 t 2 cos 4 (t) f =

8. ( ) = t cos (t) f

9. t 2 cos (t) f
2
=

10.
( ) 1 - 2t
e (t) f

=

11. ( )
3
3 t (t) f =

12. ( )
2
t
e t (t) f + =

13. t sinh e (t) f
t 2
=

14. t 3 cos e (t) f
2 t
=

15.
( ) x 1 5
e x (x) f

=

16.
|
.
|
\
|
+ =
2
x 3 sin e (x) f
x 4

17. x cos x sin e (x) f
2 2 x
=

18. ( ) x 4 sin x e (x) f
x 3
=

19. x 3 cosh x (x) f
3
=

20. x sinh x sin (x) f =

4.7 INVERSE LAPLACE TRANSFORMATION

If, L { }

= =

0
st
dt ) t ( f e ) s ( F ) t ( f
L
-1
L { } ) t ( f ) t ( f =

L
-1
{ } ) t ( f (s) F =

The Inverse Transform can be found only if (s) F is in its standard form as given in the Table of Summary of
Formulae. If not, the Method of Partial Fraction Expansion is used to reduce the (s) F to the standard forms with
known inverses.

Examples:

A.
s
4
4 s
6
(s) F
2

=
L
-1
{ }
2
6
(s) F = L
-1
4
2 s
2

2 2

)
`
L
-1

)
`

s
1

L
-1
{ } 4 t 2 sinh 3 ) t ( f (s) F = =

B.
( ) ( ) 9 1 s
1 s
9 1 s 2 s
1 s
10 s 2 s
1 s
(s) F
2 2 2
+

=
+ +

=
+

=
L
-1
{ }= (s) F L
-1

( )
)
`
+

2 2
3 1 s
1 s

L
-1
{ } t 3 cos e ) t ( f (s) F
t
= =

C.
( )
( )
( )
( )
( ) ( ) ( ) ( )
5 4 5 5 5 5
3 s
16
3 s
3
3 s
16
3 s
3 s 3
3 s
16 3 s 3
3 s
7 s 3
(s) F
+
+
=
+
+
+
=
+
+
=
+
=
L
-1
{ }
! 3
3
(s) F = L
-1

( ) ! 4
16
3 s
! 3
4
)
`
+
L
-1

( )
)
`
+
5
3 s
! 4

L
-1
{ } ( )
t 3 - 3 t 3 - 4 t 3 - 3
e t t 4 3
6
1
e t
3
2
e t
2
1
) t ( f (s) F = = =

D.
( ) ( ) ( ) 2 s
D
1 s
C
s
B
s
A
2 s 1 - s s
4 s 2 s 3
2 - s s s
4 s 2 s 3
s 2 s s
4 s 2 s 3
(s) F
2 2
2 3
2 2
2 3
2 3 4
2 3
+
+
+ + =
+

=
+

=
+

=

By Partial Fraction Expansion and Method of Undetermined Coefficients:

( ) ( ) ( ) ( ) ( ) ( ) 1 - s Ds 2 s Cs 2 s 1 - s B 2 s 1 - s As 4 s 2 s 3
2 2 2 3
+ + + + + + =
when 0 s = , ( )( ) B 2 2 1 - B 4 - = = 2 B =
1 s = , ( )( ) C 3 3 1 C 3 4 2 3 = = = -1 C =
-2 s = , ( ) ( ) ( )( ) D 12 3 4 D 36 4 4 2 8 3 = = = 3 D =
coeff. of
3
s , 3 1 A D C A 3 + = + + = 1 A =
2 s
3
1 s
1
s
2
s
1
(s) F
2
+
+
+ =

L
-1
{ }= (s) F L
-1

! 1
2
s
1
+
)
`
L
-1

)
`
2
s
! 1
L
-1
3
1 s
1
+
)
`
L
-1

)
`
+ 2 s
1

L
-1
{ }
t 2 - t
e 3 e t 2 1 ) t ( f (s) F + + = =

4.8 PROBLEM SET

1.
s
3
s
4
(s) F
3
=

2.
4 s
6
2 s
5
(s) F
+
+
=

3.
( )
5
2 s
20
(s) F
+
=

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

5.
8 s 4 s
6
(s) F
2
+
=

6.
64 s
s 4
(s) F
2
=

7.
5 s 4 s
s 2 5
(s) F
2

=

8.
15 s 2 s
1 s
(s) F
2
+
+
=

9.
13 s 6 s
1 s 3
(s) F
2
+ +
+
=

10.
( )
3
3 s
9 s 4
(s) F
=

11.
( ) ( ) 4 s 1 s
2 s
(s) F
2
+ +
+
=

12.
( ) 1 s s
1 s
(s) F
2 2
+
+
=

13.
2 s 3 s
1 s 2
(s) F
3
2
+
+
=

14.
s 5 s 2 s
10 s 4 s
(s) F
2 3
2
+ +
+ +
=

15.
1 - s
4 s 2 s
(s) F
4
2
+
=

16.
8 s 4 s 2 s
14 s 9
(s) F
2 3
+
+
=

4.9 LAPLACE TRANSFORMATION OF DERIVATIVES

Given Function : f(t) y =
First Derivative : ' y
dt
dy
=
Second Derivative : ' ' y
dt
y d
2
2
=
n
th
Derivative :
' n
n
n
y
dt
y d
=
Laplace of the First Derivative : L { }

= =

0
st
dt ) t ( ' y e ) s ( F ) t ( ' y

Using Integration by Parts :
st
e u

= ) t ( dy dt
dt
) t ( dy
dt ) t ( ' y dv = = =
dt se du
st
= ) t ( y v =
L { } s e ) 0 ( y e ) ( y dt ) t ( y e s e ) t ( y ) s ( F ) t ( ' y
0 s
0
st
0
st
+ = + = =

L { } ) t ( y
L { } s ) t ( ' y = L { } ) 0 ( y ) t ( y
Laplace of the Second Derivative : L { }

= =

0
st
dt ) t ( ' ' y e ) s ( F ) t ( ' ' y
Using Integration by Parts :
st
e u

= dt
dt
) t ( y d
dt ) t ( ' ' y dv
2
2
= =
dt se du
st
= ) t ( ' y v =
L { } s e ) 0 ( ' y e ) ( ' y dt ) t ( ' y e s e ) t ( ' y ) s ( F ) t ( ' ' y
0 s
0
st
0
st
+ = + = =

L { } ) t ( ' y
L { } s ) t ( ' ' y = L { } | s s ) 0 ( ' y ) t ( ' y = L { } | ) 0 ( ' y ) 0 ( y ) t ( y
L { }
2
s ) t ( ' ' y = L { } ) 0 ( ' y ) 0 ( sy ) t ( y

Laplace of the Third Derivative : L { }
3
s ) t ( ' ' ' y = L { } ) 0 ( ' ' y ) 0 ( ' sy ) 0 ( y s ) t ( y
2

Therefore, the Laplace Transform of the n
th
Derivative is:

L
n
n
n
s
dt
) t ( y d
=
)
`
L { } ) 0 ( y ) 0 ( ' ' y s ) 0 ( ' y s ) 0 ( y s ) t ( y

' ) 1 n ( 3 n 2 n 1 n

Example:

L
5
5
5
s
dt
) t ( y d
=
)
`
L { } ) 0 ( y ) 0 ( ' ' ' sy ) 0 ( ' ' y s ) 0 ( ' y s ) 0 ( y s ) t ( y

iv 2 3 4

4.10 SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICENTS USING LAPLACE
TRANSFORMATION

Three Essential Steps in Solving Differential Equations Using Laplace Transformation:

1. The given differential equation is transformed into an algebraic equation called the subsidiary equation
2. The subsidiary equation is solved by purely algebraic manipulations.
.
3. The solution of the subsidiary equation is transformed back to the original function so that it becomes the
required solution of the given differential equation.

Consider the Linear Differential Equation with Constant Coefficients:

) ( ) ( ) ( ... ) ( ) ( ) ( x F y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
dx
y d
x a
0 1 2 n
2 n
2 n 1 n
1 n
1 n n
n
n
= + + + + +

) ( ... x F y a Dy a y D a y D a y D a
0 1
2 n
2 n
1 n
1 n
n
n
= + + + + +

( ) ) x ( F y a D a ... D a D a D a
0 1
2 n
2 n
1 n
1 n
n
n
= + + + + +

With initial conditions :
0
C ) 0 ( y =
1
C ) 0 ( ' y =
2
C ) 0 ( ' ' y =

3
C ) 0 ( ' ' ' y =

Steps in Solving the Differential Equation:

1. Take the Laplace Transform of both sides of the given linear differential equation.
2. Apply the initial conditions and solve the resulting algebraic equation to obtain
L { } ) s ( F ) x ( y = .
3. Find the inverse transform.
L
-1
L { } = = ) x ( y ) x ( y L
-1
{ } ) s ( F
) x ( f ) x ( y = is the solution.

Example: Solve 0 y 2 y' 5 y'' 4 y''' = + + + 0 ) 0 ( ' y ) 0 ( y = = 3 ) 0 ( ' ' y =

Solution: Take the Laplace Transform of both sides of the given differential equation.

L { }= + + + y 2 y' 5 y'' 4 y''' L { } 0

|
3
s L { } | |
2 2
s 4 ) 0 ( ' ' y ) 0 ( ' sy ) 0 ( y s ) x ( y + L { } | ) 0 ( ' y ) 0 ( sy ) x ( y

| s 5 + L { } | 2 ) 0 ( y ) x ( y +

L { } 0 ) x ( y =

Apply the initial conditions: 0 ) 0 ( ' y ) 0 ( y = = , 3 ) 0 ( ' ' y =

3
s L { }
2
s 4 3 ) x ( y + L { } s 5 ) x ( y + L { } 2 ) x ( y + L { } 0 ) x ( y =

( ) 2 s 5 s 4 s
2 3
+ + + L { } 3 ) x ( y =
L { }
( ) ( )
2 2 3
1 s 2 s
3
2 s 5 s 4 s
3
) s ( F ) x ( y
+ +
=
+ + +
= =

Break the ) s ( F into its Partial Fraction Expansion and solve the value of the arbitrary constants by Method of
Undetermined Coefficients:

( ) ( ) ( )
2 2
1 s
C
1 s
B
2 s
A
1 s 2 s
3
+
+
+
+
+
=
+ +

( ) ( ) ( ) ( ) 2 s C 2 s 1 s B 1 s A 3
2
+ + + + + + =
When 1 s = 3 C =
2 s = 3 A =
0 s = C 2 B 2 A 3 + + = ( ) 3 2 B 2 3 3 + + = 3 B =

Substitute the values of the arbitrary constants into the Partial Fraction Expansion. Then, take the Inverse Laplace
Transform and obtain the solution.

L { }
( )
2
1 s
3
1 s
3
2 s
3
) s ( F ) x ( y
+
+
+
+
= =

L
-1
L { } 3 ) x ( y ) x ( y = = L
-1
3
2 s
1
)
`
+
L
-1

! 1
3
1 s
1
+
)
`
+
L
-1

( )
)
`
+
2
1 s
! 1

x x x 2
xe 3 e 3 e 3 ) x ( F ) x ( y

+ = =

Example: Solve x cos 4 y y'' = 0 ) 0 ( y = 1 ) 0 ( ' y =

Solution: Take the Laplace Transform of both sides of the given differential equation.

L { } 4 y y'' = L { } x cos

|
2
s L { } | ) 0 ( ' y ) 0 ( sy ) x ( y L { }
)
`
+
=
1 s
s
4 ) x ( y
2

Apply the initial conditions: 0 ) 0 ( y = , 1 ) 0 ( ' y =

2
s L { } 1 ) x ( y L { }
1 s
s 4
) x ( y
2
+
=

( ) 1 s
2
L { }
1 s
1 s 4 s
1 s
1 s s 4
1
1 s
s 4
) x ( y
2
2
2
2
2
+
+ +
=
+
+ +
= +
+
=
L { }
( )( ) ( )( ) ( )
( )
1 s
s 2 D
1 s
C
1 s
B
1 s
A
1 s 1 s 1 s
1 s 4 s
1 s 1 s
1 s 4 s
) s ( F ) x ( y
2 2 2
2
2 2
2
+
+
+
+
+
+
=
+ +
+ +
=
+
+ +
== =

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) 1 s 1 s s 2 D 1 s 1 s C 1 s 1 s B 1 s 1 s A 1 s 4 s
2 2 2
+ + + + + + + + = + +
When 1 s = ( ) 4 A 2 =
2
1
A =
1 s = ( ) ( ) 2 2 B 1 4 1 = + +
2
3
B =
0 s = C B A 1 + = C
2
3
2
1
1 + = 0 C =
Eq. coeff. of
3
s : D 2 B A 0 + + = D 2
2
3
2
1
0 + + = 1 D =
L { }
1 s
s 2
1 s
2
3
1 s
2
1
) s ( F ) x ( y
2
+
+
+
= =
L
-1
L { }
2
1
) x ( y ) x ( y = = L
-1

2
3
1 s
1
+
)
`
+
L
-1
2
1 s
1
)
`
L
-1

)
`
+1 s
s
2

x cos 2 e
2
3
e
2
1
) x ( F ) x ( y
x x
+ = =

4.11 PROBLEM SET

1. 0 y 13 ' y 6 y'' = + + 3 ) 0 ( y = 1 ) 0 ( ' y =

2. 0 y 12 ' y y'' = 3 ) 0 ( y = 5 ) 0 ( ' y =

3. 0 y 2 y' 3 y''' = 1 ) 0 ( y = 11 ) 0 ( ' y = 13 ) 0 ( ' ' y =

4. 0 y 4 y' 4 ' ' y y''' = + + + 0 ) 0 ( ' y ) 0 ( y = = 5 ) 0 ( ' ' y =

5.
x 2
e 10 y y'' = + 0 ) 0 ( ' y ) 0 ( y = =

6.
x
e 6 y 2 ' y 3 y''

= + 3 ) 0 ( ' y ) 0 ( y = =

7.
x 3
e 10 y 5 ' y 4 y''

= + + 4 ) 0 ( y = 0 ) 0 ( ' y =

8. x cos e y y''
x 2
= + 0 ) 0 ( ' y ) 0 ( y = =

9. 4 x y 4 y'' + = + 1 ) 0 ( y = 0 ) 0 ( ' y =

10. x 18 ' y 3 y'' = + 0 ) 0 ( y = 5 ) 0 ( ' y =

11. x 8 2 y 4 y'' = 0 ) 0 ( y = 5 ) 0 ( ' y =

12. x 2 sin 6 y y'' = + 3 ) 0 ( y = 1 ) 0 ( ' y =

13. x 2 cos 4 y 4 ' y 4 y'' = + 2 ) 0 ( y = 5 ) 0 ( ' y =

14. x cos 4 x sin 8 y 5 ' y 2 y'' = + 1 ) 0 ( y = 3 ) 0 ( ' y =

4.12 LAPLACE TRANSFORMATION OF INTEGRALS

L { } dt ) t ( f dt e dt dt ) t ( f e dt ) t ( f

0

t
st
0

t
st
t

|
.
|
\
|
= =
L { } ( ) dt ) t ( f e - e
s
1
dt ) t ( f
s
e
dt ) t ( f
st - -
0

0
t
st

t

|
.
|
\
|
=
|
|
.
|
\
|
=
L { } ( )

=
=

0
st -
0
st -
t
dt ) t ( f e
s
1
dt ) t ( f e - 0
s
1
dt ) t ( f
L { }
s
1
dt ) t ( f

t
=
L { } ) s ( F
s
1
) t ( f =

Examples:

A. L { }
s
1
dt sin4t e

t
2t -
=
L { }
( )
(
+ +
=
16 2 s
4

s
1
sin4t e
2
2t -

B. L { }
s
1
dt e t

t
4t - 5
=
L { }
( ) ( )
(
+
=
(
+
=
6 6
4t - 5
4 s
120

s
1
4 s
! 5

s
1
e t

C. L { }
s
4
dt t 2 cosh 4

t
=
L { }
(
=
4 s
s

s
4
t 2 cosh
2

4.13 DIFFERENTIATION OF LAPLACE TRANSFORMATION

L { }

= =

0
st
dt ) t ( f e ) s ( F ) t ( f

Differentiating both sides of the equation with respect to s,

( )

=
|
|
.
|
\
|
= =

0
st
0
st

0
st
dt ) t ( f e t dt ) t ( f
ds
e d
dt ) t ( f e
ds
d
) s ( F
ds
d

| | = =

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

The differentiation of the transform of a function, (t) f , corresponds to the multiplication of the function,
(t) f , by t. Differentiating the first derivative with respect with s,

= ) s ( F
ds
d
2
2
L ( ) { }= t ) t ( f t L { } ) t ( f t
2

Differentiating the second derivative with respect with s,

= ) s ( F
ds
d
3
3
L ( ) { } = t ) t ( f t
2
L { } ) t ( f t
3

Therefore, for the nth derivative,

( )
n
n
n
1 ) s ( F
ds
d
= L { } ) t ( f t
n

L { } ( ) ( )
n
n
n
n
n
n n
ds
d
1 ) s ( F
ds
d
1 ) t ( f t = = L { } ) t ( f

Example:

L { } ( )
2
2
2 2
ds
d
1 t 3 cos t = L { }
( ) ( )
( ) (
(
+
+
=
(
+
=
2
2
2
2 2
2
9 s
s 2 s 9 s
ds
d
9 s
s
ds
d
t 3 cos
L { }
( )
( ) ( ) ( )( ) ( )( )
( )
4
2
2 2
2
2
2
2
2
2
9 s
s 2 9 s 2 s 9 s 2 9 s
9 s
s 9
ds
d
t 3 cos t
+
+ +
=
(
(
=
L { }
( ) ( )( )
( )
( ) ( ) ( ) | |
( )
4
2
2 2 2
4
2
2 2
2
2
2
9 s
s 9 2 9 s 9 s s 2
9 s
9 s s 9 s 4 9 s s 2
t 3 cos t
+
+ + +
=
+
+ +
=

L { }
( )
( )
( )
( )
( )
( )
3
2
2
3
2
2
3
2
2 2
2
9 s
27 s s 2
9 s
s - 27 s 2
9 s
2s - 18 9 s s 2
t 3 cos t
+
=
+
=
+
+ +
=

4.14 COROLLARY OF THE DIFFERENTIATION OF LAPLACE TRANSFORMATION

L { }
ds
d
) t ( f t = L { } ) s ( F
ds
d
) t ( f =
= ) t ( f t L
-1

)
`
) s ( F
ds
d

t
1
) t ( f = L
-1

)
`
) s ( F
ds
d

Example:

( ) ( ) ( ) 4 s ln s ln 2 4 s ln s ln
4 s
s
ln ) s ( F
2 2 2
2
2
+ = + =
|
|
.
|
\
|
+
=
t
1
) t ( f = L
-1

t
1
) s ( F
ds
d
=
)
`
L
-1

|
|
.
|
\
|
+

4 s
s
ln
ds
d

2
2

t
1
) t ( f = L
-1
( ) | |
t
1
4 s ln s ln 2
ds
d

2
=
)
`
+ L
-1

)
`
+ 4 s
2s
-
s
2

2

( ) ( )
t
t sin 4
t 2 cos 1
t
2
t 2 cos 2 2
t
1
) t ( f
2
= = =

4.15 INTEGRATION OF LAPLACE TRANSFORMATION

L { }

= =

0
st
dt ) t ( f e ) s ( F ) t ( f

Integrating both sides of the equation with respect to s,

|
.
|
\
|
= = =

0
s
st
0

s
st
0

s
st
s
dt ) t ( f e
t
1 -
dt ) t ( f ds e ds dt ) t ( f e ds ) s ( F
( ) ( ) = |
.
|
\
|
= |
.
|
\
|
=

dt
t
) t ( f
e dt
t -
) t ( f
e e ds ) s ( F

0
st
0
st
s
L
)
`

t
) t ( f

L
=
)
`

s

t
) t ( f
L { }

=

s
ds ) s ( F ds (t) f

The integration of the transform of a function, (t) f , corresponds to the division of the function, (t) f , by t.

Example:

L
=
)
`

s
t

t
t 3 sin e
L { }
( )

+
=
(
+ +
=

s

s
2
-t
3
1 s
arctan
3
3
ds
9 1 s
3
ds t 3 sin e

L
|
.
|
\
| +
=
|
.
|
\
| +
=
)
`

3
1 s
arctan
2 3
1 s
arctan arctan
t
t 3 sin e

t

4.16 COROLLARY OF THE INTEGRATION OF LAPLACE TRANSFORMATION

L
=
)
`

s

t
) t ( f
L { }

=

s
ds ) s ( F ds (t) f
=
t
) t ( f
L
-1
{ }
s
ds ) s ( F

t ) t ( f = L
-1
{ }
s
ds ) s ( F

Example:

( )
2
2
5 s 4 s
2 s
(s) F
+ +
+
=
t ) t ( f = L
-1

( )
t ds
5 4s s
2 s

s
2
2
=
(
(
+ +
+
L
-1
( ) ( ) { }
+ + +
s
2 -
2
ds 2 s 5 4s s
t ) t ( f = L
-1

( )
2
t
1
5 s 4 s
2
1

s
1
2
+ +
L
-1

( ) 2
t
5 s 4 s
1

s
2
=
)
`
+ +

L
-1

)
`
+ +
5 s 4 s
1 1

2

2
t
) t ( f = L
-1

2
t
5 s 4 s
1

2
=
)
`
+ +
L
-1

( ) 2
t
1 4 s 4 s
1

2
=
)
`
+ + +
L
-1
( )
)
`
+ + 1 2 s
1

2

2
t sin te
) t ( f
t 2
=

4.17 PROBLEM SETS

4.17.1 DIFFERENTIATION AND INTEGRATION OF LAPLACE TRANSFORMATION

1. ( ) = t sin t ) t ( f

2. t cos t sin t 2 ) t ( f
2
=

3. t cos e t ) t ( f
t 2
=

4. t cos t ) t ( f
2 2
=

5. ( ) t 4 sin e t ) t ( f
t 3
=

6.
t
4 t 3 cos
) t ( f

=

7.
t
2 e 3
) t ( f
t 2
=

8.
t
t sin 4
) t ( f
2
=

9.
t
t 4 sin e
) t ( f
t 3
=

10.
t
t 2 cos e
) t ( f
t 4
=

4.17.2 COROLLARY OF THE DIFFERENTIATION AND INTEGRATION OF LAPLACE
TRANSFORMATION

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

2.
|
|
.
|
\
|
=
4 s
s
ln (s) F
2
4

3.
|
|
.
|
\
|
+
+
=
1 s 2 s
2 s 2 s
ln (s) F
2
2

4.
|
|
.
|
\
|
+
+
=
3 s
9 s
ln (s) F
2

5.
( )
(
=
2 s s
2 s
ln (s) F
2

6.
( )
(
=
1 s
1 s
ln (s) F
2
4

7.
( )
2
2
16 s
s 4
(s) F
+
=

8.
( )
2
2
9 s
s 3
(s) F
=

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

10.
( )
( )
2
2
10 s 6 s
3 s 5
(s) F
+

=

4.18 UNIT STEP FUNCTIONS

Definition:
a t
a t

1
0
) a t ( u
<
=
The graph of ) a t ( u :

Special Case:
0 t
0 t

1
0
) t ( u
<
=
The graph of ) t ( u :

If the given function ) t ( f is defined for 0 t , the function becomes,

a t
a t

) a t ( f
0
) a t ( u ) a t ( f
<
=

This represents a shift or translation of the function ) t ( f by a units in the positive t direction. The graphs for
) t ( f and ) a t ( u ) a t ( f , respectively:

4.18.1 SECOND SHIFTING PROPERTY OF LAPLACE TRANSFORMATION

If L { } ) s ( F ) t ( f =
Then, L { }
as as
e ) s ( F e ) a t ( u ) a t ( f

= = L { } ) t ( f
Modifying, L { }
as
e ) a t ( u ) t ( f
= L { } ) a t ( f +
If 1 ) t ( f = , L { }
as
e ) a t ( u
= L { }
s
e
1
as
=
Examples:

A. L { }
s
e ) t ( u int s

= L ( ) { } t in s +
t sin ) t ( f = = a
( ) t sin sin t cos cos t sin t sin ) a t ( f = + = + = +
L { }
s
e ) t ( u int s

= L { }
1 s
e
1 s
1
e t in s -
2
s
2
s
+
= |
.
|
\
|
+

B. L ( ) { }
s 2 2
e ) 2 t ( u 4 - t
= L ( ) | | { }
2
4 - 2 t +
( )
2
4 t ) t ( f = 2 a =
( ) | | ( ) 4 t 4 t 2 t 4 - 2 t ) a t ( f
2 2 2
+ = = + = +
L ( ) { }
s 2 2
e ) 2 t ( u 4 - t
= L { }
|
.
|
\
|
+ = +

s
4
s
4
s
2
e 4 t 4 t
2 3
s 2 2

C.
3 t
3 t 1
1 t 0

1
t
2
) t ( f
< <
< <
=
| | | | | | ) 3 t ( u ) 3 t ( u ) 1 t ( u t ) 1 t ( u ) t ( u 2 ) t ( f + + =
( ) ( ) ) 3 t ( u t 1 ) 1 t ( u 2 - t ) t ( u 2 ) t ( f + + =

L { } 2 ) t ( f = L { }+ ) t ( u L ( ) { }+ 1) - u(t 2 - t L ( ) { } 3) - u(t t - 1
1 ) t ( f
1
= 2 t ) t ( f
2
= t 1 ) t ( f
3
=
0 a
1
= 1 a
2
=

3 a
3
=

1 ) a t ( f
1
= +

( ) 1 t 2 1 t ) a t ( f
2
= + = + ( ) t 2 3 t 1 ) a t ( f
3
= + = +

L { }
s 0
e 2 ) t ( f
= L L L { } t - 2 -
L { }
|
.
|
\
|

+ |
.
|
\
|
+ |
.
|
\
|
=

2
s 3
2
s
s
1
s
2
e
s
1
s
1
e
s
1
2 f(t)

4.18.2 PROBLEM SET

1. ( ) ( ) 3 t u 3 - t
3

2. ( ) ( ) 2 t u 5 4t - t
2
+

3. ( ) 1 t u e
4t

4.
( )
) 2 t ( u e t
2 - t - 2

5. ( ) ( ) 2 t u 2 t cos t

6.
|
.
|
\
|
|
.
|
\
|
+
4
t u
4
t sin

7.
|
.
|
\
|

2
t u t 2 cos

8.
2 t
2 t 1

4
t
) t ( f
2
< <
=

9.
1 t
1 t 0

t
e
) t ( f
-t
< <
=

10.
1 t
1 t 0

1 - t
t - 1
) t ( f
< <
=

4.19 INVERSE TRANSFORMATION OF THE SECOND SHIFTING PROPERTY

From, L { }
s
e
) a t ( u
as
=
The Inverse Laplace is: L
-1
( ) a t u
s
e

as
=
)
`

From, L { }
as
e ) a t ( u ) a t ( f
= L { } ) t ( f

The Inverse Laplace is: L
-1
L { }= ) a t ( u ) a t ( f L
-1
{
as
e
L { } } ) t ( f
L
-1
( ) { } ) a t ( u ) a t ( f s F e
as
=

Steps in Using the Above Formula:

1. Find ) t ( f by getting the L
-1
( ) { } s F .
2. Find ) a t ( f .
3. Multiply ) a t ( f by ) a t ( u .
{ }
s
e 1

+ { }
s 3
e 1 - t
+

Example: Solve L
-1

( )
)
`
+

3 s
se

4
-2s
.

Solution: First, obtain a and ( ) s F from the ( ) s F e
as
.

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

Determine the ) t ( f by getting the Inverse Laplace of the ( ) s F .

( )
( )
( )
( )
( ) ( ) ( ) ( )
4 3 4 4 4 4
3 s
3
3 s
1
3 s
3
3 s
3 s
3 s
3 3 s
3 s
s
) s ( F
+
+
=
+
+
+
=
+
+
=
+
=
= ) t ( f L
-1

( )
3
3 s
1

3
)
`
+
L
-1

( )
)
`
+

3 s
1

4

! 2
1
) t ( f = L
-1

( ) ! 3
3

3 s
2!

3
)
`
+
L
-1

( )
)
`
+

3 s
3!

4

2
e t
2
e t
) t ( f
t 3 3 t 3 2
=

Then, find ) a t ( f from the obtained ) t ( f .

( )
( )
( )
( )
2
e 2 t
2
e 2 t
) 2 t ( f ) a t ( f
2 t 3 3 2 t 3 2
= =

Finally, multiply the resulting ) a t ( f to ) a t ( u .

L
-1

( )
( )
( )
( )
( )
) 2 t ( u
2
e 2 t
2
e 2 t

3 s
se

2 t 3 3 2 t 3 2
4
-2s
=
)
`
+

Example: Solve L
-1

( )
)
`
+

s
e 3 s

2
-3s
.

Solution: First, obtain a and ( ) s F from the ( ) s F e
as
.

3 a =
( )
2 2
s
3
s
1
s
3 s
) s ( F + =
+
=
= ) t ( f L
-1
+
)
`

s
1
L
-1
t 3 1
s
3

2
+ =
)
`

( ) 3 t 3 1 ) 3 t ( f ) a t ( f + = =
L
-1

( )
( ) | | ) 3 t ( u 3 t 3 1
s
e 3 s

2
-3s
+ =
)
`
+

4.19.1 PROBLEM SET

1.
s
e e
s 3 s 2
+

2.
|
.
|
\
|

+
3
s 4
s
3
4 s
4
e

3.
( )
4 s
e
2
1 s
+

4.
( )
9 s
e 3 s
2
s
+

5.
16 s
e s
2
s 2
+

6.
( )
( )
3
s
1 s
e 1 s
+

7.
( )
10 s 6 s
e 3 s
2
s 2
+

8.
5 s 4 s
e
2
s 3
+

9.
2 s 3 s
e s
2
s
+

10.
( )( ) 2 s 1 s
e s 5
2
s
+

4.20 PERIODIC FUNCTIONS

A function, ) t ( f , is said to be periodic p 2 if there exists a constant such that for all values of t. The
minimum value of p 2 which satisfies the relationship below is known as the Period of the Function

.
) t ( f ) p 2 t ( f = +

To illustrate, a periodic function defined in one period.

2 t 1
1 t 0

1
t
) t ( f
< <
< <
=

Plotting the function in three periods.

4.20.1 LAPLACE TRANSFORMATION OF PERIODIC FUNCTIONS

If a periodic function, ) t ( f , is piecewise continuous on an interval of length p 2 , then, its Laplace
Transform exists and the integral from zero to infinity can be written as the series of integrals over
successive periods.

L { }

= =

0
st
dt ) t ( f e ) s ( F ) t ( f

L { } + + + + = =

8p
6p
st
6p
4p
st
4p
2p
st
p 2
0
st
dt ) t ( f e dt ) t ( f e dt ) t ( f e dt ) t ( f e ) s ( F ) t ( f

By substituting p 2 t t + = in the second integral, p 4 t t + = in the third integral, p 6 t t + = in the fourth
integral, , and ( )p 1 n 2 t t + = in the nth integral, the new limits in every integral are zero and p 2 .

L { }
( ) ( )
+ + + + + = =

+ +
2p
0
p 4 t s
2p
0
p 2 t s
p 2
0
st
dt ) p 4 t ( f e dt ) p 2 t ( f e dt ) t ( f e ) s ( F ) t ( f

If ) t ( f is a periodic function, then, ) t ( f ) p 2 t ( f = + , ) t ( f ) p 4 t ( f = + , ) t ( f ) p 6 t ( f = + .

L { } + + + = =

2p
0
ps 4 st
2p
0
ps 2 st
p 2
0
st
dt ) t ( f e e dt ) t ( f e e dt ) t ( f e ) s ( F ) t ( f

The factors that do not depend on t can be factored out from the integral signs.

L { } ( )

+ + + = =
p 2
0
st ps 4 ps 2
dt ) t ( f e e e 1 ) s ( F ) t ( f

From geometric series,
x 1
1
x x x x 1 x
4 3 2
0 n
n
= + + + + + =
=

L { }

= =
p 2
0
st
ps 2
dt ) t ( f e
e 1
1
) s ( F ) t ( f

Example: Find the Laplace Transform of the periodic function, given one period is.

2 t 1
1 t 0

t - 2
t
) t ( f
< <
< <
=

Solution:

2 p 2 =

L { }

= =
p 2
0
st
ps 2
dt ) t ( f e
e 1
1
) s ( F ) t ( f
L { } ( )
(
= =

2
1
st
1
0
st
s 2
dt e t 2 dt e t
e 1
1
) s ( F ) t ( f
Integration by Parts:

t u = dt e dv
st
= t 2 u = dt e dv
st
=

dt du =
s
e
v
st
=

dt du =
s
e
v
st
=

L { }
( )
+
(
+

= =

dt e
s
1
-
s -
e t - 2
dt e
s
1

s
e t

e 1
1
) s ( F ) t ( f
2
1
st
2
1
st
1
0
st
1
0
st
s 2

L { }
+
|
|
.
|
\
|
+ +
(
|
|
.
|
\
|
+
= =

e
s
1
s
e
0 e
s
1
0
s
e

e 1
1
) s ( F ) t ( f
2
1
st
2
s
1
0
st
2
s
s 2

L { } ( ) ( )
(
+ +
= =

s s 2
2
s
s
2
s
s 2
e e
s
1
s
e
1 e
s
1
s
e

e 1
1
) s ( F ) t ( f
L { }
(
+ +
= =

s
2
s 2
2 2
s
2 s 2
e
s
1
e
s
1
s
1
e
s
1

e 1
1
) s ( F ) t ( f
L { }
2
s
tanh
s
1
e
s
1
s
1
e
s
2

e 1
1
) s ( F ) t ( f
2
s 2
2 2
s
2 s 2
=
(
+ +
= =

4.20.2 PROBLEM SET

1.
4 t 2
2 t 0

1 -
1
) t ( f
< <
< <
=

2.
2 t 1
1 t 0

1
t - 1
) t ( f
< <
< <
=

3.
2 t 1
1 t 0

e
e
) t ( f
t
< <
< <
=

4.
2
t ) t ( f = 1 t 0 < <

5.
3
t ) t ( f = 2 t 0 < <

Laplace Transformation

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Laplace Transformation

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LIGC PASCUAL LAPLACE TRANSFORMATION Page | 1

L { } ) 0 ( y ) 0 ( ' ' y s ) 0 ( ' y s ) 0 ( y s ) t ( y

L { } ) 0 ( y ) 0 ( ' ' ' sy ) 0 ( ' ' y s ) 0 ( ' y s ) 0 ( y s ) t ( y

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