Ch 6.

1: Definition of Laplace Transform

Many practical engineering problems involve mechanical or
electrical systems acted upon by discontinuous or impulsive
forcing terms.
For such problems the methods described in Chapter 3 are
difficult to apply.
In this chapter we use the Laplace transform to convert a
problem for an unknown function f into a simpler problem
for F, solve for F, and then recover f from its transform F.
Given a known function K(s,t), an integral transform of a
function f is a relation of the form

F ( s ) = K ( s, t ) f (t )dt , <

The Laplace Transform
Let f be a function defined for t 0, and satisfies certain
conditions to be named later.
The Laplace Transform of f is defined as

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

Thus the kernel function is K(s,t) = e-st.

Since solutions of linear differential equations with constant
coefficients are based on the exponential function, the
Laplace transform is particularly useful for such equations.
Note that the Laplace Transform is defined by an improper
integral, and thus must be checked for convergence.
On the next few slides, we review examples of improper
integrals and piecewise continuous functions.
Example 1
Consider the following improper integral.


0
e st dt
We can evaluate this integral as follows:
st b

0

e dt = lim e dt = lim
st
b 0
e
b s
b
st 1
( )
= lim e sb 1
s b
0

Note that if s = 0, then est = 1. Thus the following two cases

hold: 1
e dt = , if s < 0; and
st
0 s


0
e st dt diverges, if s 0.
Example 2
Consider the following improper integral.

0
st cos tdt
We can evaluate this integral using integration by parts:
b
0
st cos tdt = lim st cos tdt
b 0

= lim st sin t 0 s sin tdt

b b

b
0

b
[
= lim st sin t 0 + s cos t
b b
0
]
= lim [sb sin b + s (cos b 1)]
b

Since this limit diverges, so does the original integral.

Piecewise Continuous Functions
A function f is piecewise continuous on an interval [a, b] if
this interval can be partitioned by a finite number of points
a = t0 < t1 < < tn = b such that
(1) f is continuous on each (tk, tk+1)

(2) lim+ f (t ) < , k = 0, K , n 1

t t k

(3) lim f (t ) < , k = 1, K , n

t t k +1

In other words, f is piecewise continuous on [a, b] if it is

continuous there except for a finite number of jump
discontinuities.
Example 3
Consider the following piecewise-defined function f.
t 2 , 0 t 1

f (t ) = 3 t , 1 < t 2
t + 1 2 < t 3

From this definition of f, and from the graph of f below, we
see that f is piecewise continuous on [0, 3].
Example 4
Consider the following piecewise-defined function f.
t 2 + 1, 0 t 1

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

4, 2<t 3

From this definition of f, and from the graph of f below, we
see that f is not piecewise continuous on [0, 3].
Theorem 6.1.2
Suppose that f is a function for which the following hold:
(1) f is piecewise continuous on [0, b] for all b > 0.
(2) | f(t) | Keat when t M, for constants a, K, M, with K, M > 0.
Then the Laplace Transform of f exists for s > a.

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

Note: A function f that satisfies the conditions specified above

is said to to have exponential order as t .
Example 5
Let f (t) = 1 for t 0. Then the Laplace transform F(s) of f is:

L{1 } = e st dt
0
b
= lim e st dt
b 0

st b
e
= lim
b s 0

1
= , s>0
s
Example 6
Let f (t) = eat for t 0. Then the Laplace transform F(s) of f is:

{ }=
L e at

0
e st e at dt
b
= lim e ( s a ) t dt
b 0

( s a )t b
e
= lim
b s a
0

1
= , s>a
sa
Example 7
Let f (t) = sin(at) for t 0. Using integration by parts twice,
the Laplace transform F(s) of f is found as follows:

F ( s ) = L{ sin( at ) } = e
b
st
sin atdt = lim e st sin atdt
0 b 0

s b st
= lim (e cos at ) / a e cos at
st b

b
0 a 0
= lim e st cos at

1 s b

a a b 0
1 s st s b st
= lim (e sin at ) / a + e sin at
b

a a b 0 a 0
1 s2 a
= 2 F (s) F ( s) = 2 , s>0
a a s +a 2
Linearity of the Laplace Transform
Suppose f and g are functions whose Laplace transforms exist
for s > a1 and s > a2, respectively.
Then, for s greater than the maximum of a1 and a2, the Laplace
transform of c1 f (t) + c2g(t) exists. That is,
L{ c1 f (t ) + c2 g (t ) } = e st [c1 f (t ) + c2 g (t )]dt is finite

0
with

L{ c1 f (t ) + c2 g (t ) } = c1 e st
f (t )dt + c2 e st g (t )dt
0 0

= c1 L{ f (t )} + c2 L{g (t )}
Example 8
Let f (t) = 5e-2t - 3sin(4t) for t 0.
Then by linearity of the Laplace transform, and using results
of previous examples, the Laplace transform F(s) of f is:
F ( s ) = L{ f (t )}
{ }
= L 5e 2t 3 sin( 4t )
= 5 L{e } 3L{ sin( 4t ) }
2t

5 12
= 2 , s>0
s + 2 s + 16
Ch 6.2: Solution of Initial Value Problems
The Laplace transform is named for the French mathematician
Laplace, who studied this transform in 1782.
The techniques described in this chapter were developed
primarily by Oliver Heaviside (1850-1925), an English
electrical engineer.
In this section we see how the Laplace transform can be used
to solve initial value problems for linear differential equations
with constant coefficients.
The Laplace transform is useful in solving these differential
equations because the transform of f ' is related in a simple way
to the transform of f, as stated in Theorem 6.2.1.
Theorem 6.2.1
Suppose that f is a function for which the following hold:
(1) f is continuous and f ' is piecewise continuous on [0, b] for all b > 0.
(2) | f(t) | Keat when t M, for constants a, K, M, with K, M > 0.
Then the Laplace Transform of f ' exists for s > a, with
L{ f (t )} = sL{ f (t )} f (0)

Proof (outline): For f and f ' continuous on [0, b], we have

f (t )dt = lim e f (t ) ( s )e st f (t )dt

b b
lim e st st b

b 0 b
0 0

= lim e f (b) f (0) + s e st f (t )dt

b
sb
b
0
Similarly for f ' piecewise continuous on [0, b], see text.
The Laplace Transform of f '
Thus if f and f ' satisfy the hypotheses of Theorem 6.2.1, then
L{ f (t )} = sL{ f (t )} f (0)

Now suppose f ' and f '' satisfy the conditions specified for f
and f ' of Theorem 6.2.1. We then obtain
L{ f (t )} = sL{ f (t )} f (0)
= s[sL{ f (t )} f (0)] f (0)
= s 2 L{ f (t )} sf (0) f (0)
Similarly, we can derive an expression for L{f (n)}, provided f
and its derivatives satisfy suitable conditions. This result is
given in Corollary 6.2.2
Corollary 6.2.2
Suppose that f is a function for which the following hold:
(1) f , f ', f '' ,, f (n-1) are continuous, and f (n) piecewise continuous, on
[0, b] for all b > 0.
(2) | f(t) | Keat, | f '(t) | Keat , , | f (n-1)(t) | Keat for t M, for
constants a, K, M, with K, M > 0.
Then the Laplace Transform of f (n) exists for s > a, with
{ }
L f ( n ) (t ) = s n L{ f (t )} s n 1 f (0) s n 2 f (0) L sf ( n 2 ) (0) f ( n 1) (0)
Example 1: Chapter 3 Method (1 of 4)
Consider the initial value problem
y + 5 y + 6 y = 0, y (0 ) = 2, y(0 ) = 3
Recall from Section 3.1:
y (t ) = e rt r 2 + 5r + 6 = 0 (r + 2)(r + 3) = 0
Thus r1 = -2 and r2 = -3, and general solution has the form
y (t ) = c1e 2 t + c2 e 3t
Using initial conditions:
c1 + c2 = 2
c1 = 9, c2 = 7
2c1 3c2 = 3
Thus
y (t ) = 9e 2 t 7e 3t
We now solve this problem using Laplace Transforms.
 y + 5 y + 6 y = 0, y (0 ) = 2, y(0 ) = 3

Example 1: Laplace Tranform Method (2 of 4)

Assume that our IVP has a solution and that '(t) and ''(t)
satisfy the conditions of Corollary 6.2.2. Then
L{ y + 5 y + 6 y} = L{ y} + 5 L{ y} + 6 L{ y} = L{0} = 0
and hence
[s L{ y} sy(0) y(0)]+ 5[sL{ y} y(0)] + 6L{ y} = 0
2

Letting Y(s) = L{y}, we have

(s 2
)
+ 5s + 6 Y ( s ) (s + 5) y (0) y(0) = 0
Substituting in the initial conditions, we obtain
(s 2
)
+ 5s + 6 Y ( s ) 2(s + 5) 3 = 0
Thus
2 s + 13
L{ y} = Y ( s ) =
(s + 3)(s + 2)
Example 1: Partial Fractions (3 of 4)
Using partial fraction decomposition, Y(s) can be rewritten:
2 s + 13 A B
= +
(s + 3)(s + 2) (s + 3) (s + 2)
2 s + 13 = A(s + 2 ) + B(s + 3)
2 s + 13 = ( A + B) s + (2 A + 3B )
A + B = 2, 2 A + 3B = 13
A = 7, B = 9
Thus
7 9
L{ y} = Y ( s ) = +
(s + 3) (s + 2)
Example 1: Solution (4 of 4)
Recall from Section 6.1:

{ }= F (s) =
L e at
0

e e dt = e
st at
0

( s a ) t
dt =
1
sa
, s>a

Thus
7 9
Y ( s) = + = 7 L{e 3t } + 9 L{e 2t }, s > 2,
(s + 3) (s + 2)
Recalling Y(s) = L{y}, we have
L{ y} = L{7e 3t + 9e 2t }
and hence
y (t ) = 7e 3t + 9e 2t
General Laplace Transform Method
Consider the constant coefficient equation
ay + by + cy = f (t )
Assume that this equation has a solution y = (t), and that
'(t) and ''(t) satisfy the conditions of Corollary 6.2.2. Then
L{ay + by + cy} = aL{ y} + bL{ y} + cL{ y} = L{ f (t )}
If we let Y(s) = L{y} and F(s) = L{ f }, then
[ ]
a s 2 L{ y} sy (0) y(0) + b[sL{ y} y (0)] + cL{ y} = F ( s )
(as )
+ bs + c Y ( s ) (as + b ) y (0) ay(0) = F ( s )
2

Y (s) =
(as + b ) y (0) + ay(0)
+
F (s)
as 2 + bs + c as 2 + bs + c
Algebraic Problem
Thus the differential equation has been transformed into the
the algebraic equation

Y ( s) =
(as + b ) y (0) + ay(0)
+
F ( s)
as 2 + bs + c as 2 + bs + c
for which we seek y = (t) such that L{(t)} = Y(s).
Note that we do not need to solve the homogeneous and
nonhomogeneous equations separately, nor do we have a
separate step for using the initial conditions to determine the
values of the coefficients in the general solution.
Characteristic Polynomial
Using the Laplace transform, our initial value problem
ay + by + cy = f (t ), y (0 ) = y0 , y(0 ) = y0
becomes
Y ( s) =
(as + b ) y (0) + ay(0)
+
F ( s)
as 2 + bs + c as 2 + bs + c
The polynomial in the denominator is the characteristic
polynomial associated with the differential equation.
The partial fraction expansion of Y(s) used to determine
requires us to find the roots of the characteristic equation.
For higher order equations, this may be difficult, especially if
the roots are irrational or complex.
Inverse Problem
The main difficulty in using the Laplace transform method is
determining the function y = (t) such that L{(t)} = Y(s).
This is an inverse problem, in which we try to find such
that (t) = L-1{Y(s)}.
There is a general formula for L-1, but it requires knowledge
of the theory of functions of a complex variable, and we do
not consider it here.
It can be shown that if f is continuous with L{f(t)} = F(s),
then f is the unique continuous function with f (t) = L-1{F(s)}.
Table 6.2.1 in the text lists many of the functions and their
transforms that are encountered in this chapter.
Linearity of the Inverse Transform
Frequently a Laplace transform F(s) can be expressed as
F ( s ) = F1 ( s ) + F2 ( s ) + L + Fn ( s )
Let
f1 (t ) = L1{F1 ( s )},K , f n (t ) = L1{Fn ( s )}
Then the function
f (t ) = f1 (t ) + f 2 (t ) + L + f n (t )
has the Laplace transform F(s), since L is linear.
By the uniqueness result of the previous slide, no other
continuous function f has the same transform F(s).
Thus L-1 is a linear operator with
f (t ) = L1{F ( s )} = L1 {F1 ( s )}+ L + L1 {Fn ( s )}
Example 2
Find the inverse Laplace Transform of the given function.
2
Y (s) =
s
To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
2 1
Y ( s ) = = 2
s s
Using Table 6.2.1,
2 1 1
L {Y ( s )} = L = 2 L = 2(1) = 2
1 1

s s
Thus
y (t ) = 2
Example 3
Find the inverse Laplace Transform of the given function.
3
Y (s) =
s 5
To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
3 1
Y ( s) = = 3
s 5 s 5
Using Table 6.2.1,
3 1 1
L {Y ( s )} = L
1 1
= 3 L = 3e 5t

s 5 s 5
Thus
y (t ) = 3e 5t
Example 4
Find the inverse Laplace Transform of the given function.
6
Y ( s) =
s4
To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
6 3!
Y ( s) = 4 = 4
s s
Using Table 6.2.1,
1 3!
L {Y ( s )} = L 4 = t 3
1

s
Thus
y (t ) = t 3
Example 5
Find the inverse Laplace Transform of the given function.
8
Y ( s) = 3
s
To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
8 8 2 ! 2 !
Y ( s ) = 3 = 3 = 4 3
s 2 ! s s
Using Table 6.2.1,
2 ! 2!
L1{Y ( s )} = L1 4 3 = 4 L 1 3 = 4t 2
s s
Thus
y (t ) = 4t 2
Example 6
Find the inverse Laplace Transform of the given function.
4s + 1
Y ( s) = 2
s +9
To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
4s + 1 s 1 3
Y ( s) = = 4 + 2
s +9
2
s + 9 3 s + 9
2

Using Table 6.2.1,

s 1 1 3
L {Y ( s )} = 4 L 2
1 1 1
+ L 2 = 4 cos 3t + sin 3t
s + 9 3 s + 9 3
Thus
1
y (t ) = 4 cos 3t + sin 3t
3
Example 7
Find the inverse Laplace Transform of the given function.
4s + 1
Y ( s) = 2
s 9
To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
4s + 1 s 1 3
Y ( s) = = 4 + 2
s 9
2
s 9 3 s 9
2

Using Table 6.2.1,

s 1 1 3
L {Y ( s )} = 4 L 2
1 1 1
+ L 2 = 4 cosh 3t + sinh 3t
s 9 3 s 9 3
Thus
1
y (t ) = 4 cosh 3t + sinh 3t
3
Example 8
Find the inverse Laplace Transform of the given function.
10
Y (s) =
(s + 1)3
To find y(t) such that y(t) = L-1{Y(s)}, we first rewrite Y(s):
10 10 2! 2!
Y (s) = = 3
= 5 3
(s + 1)3
2 ! (s + 1) (s + 1)
Using Table 6.2.1,
2!
L {Y ( s )} = 5 L
1 1
= 5t 2 t
e
(s + 1)
3

Thus
y (t ) = 5t 2 e t
Example 9
For the function Y(s) below, we find y(t) = L-1{Y(s)} by using
a partial fraction expansion, as follows.
3s + 1 3s + 1 A B
Y ( s) = 2 = = +
s + s 12 ( s + 4)( s 3) s + 4 s 3
3s + 1 = A( s 3) + B( s + 4)
3s + 1 = ( A + B) s + (4 B 3 A)
A + B = 3, 4 B 3 A = 1
A = 11 / 7, B = 10 / 7

11 1 10 1 11 4t 10 3t
Y ( s) = + y (t ) = e + e
7 s + 4 7 s 3 7 7
Example 10
For the function Y(s) below, we find y(t) = L-1{Y(s)} by
completing the square in the denominator and rearranging the
numerator, as follows.
4s 10 4 s 10 4 s 12 + 2
Y (s) = = =
( )
s 2 6 s + 10 s 2 6s + 9 + 1 (s 3)2 + 1
4(s 3) + 2 s 3 1
= = 4 + 2
(s 3) + 1 (s 3) + 1 (s 3)2 + 1
2 2

Using Table 6.1, we obtain

y (t ) = 4e 3t cos t + 2e 3t sin t
Example 11: Initial Value Problem (1 of 2)

Consider the initial value problem

y 8 y + 25 y = 0, y (0 ) = 0, y(0 ) = 6
Taking the Laplace transform of the differential equation, and
assuming the conditions of Corollary 6.2.2 are met, we have
[s L{ y} sy(0) y(0)] 8 [sL{ y} y(0)] + 25L{ y} = 0
2

Letting Y(s) = L{y}, we have

(s 2
)
8s + 25 Y ( s ) (s 8) y (0) y(0) = 0
Substituting in the initial conditions, we obtain
(s 2
)
8s + 25 Y ( s ) 6 = 0
Thus 6
L{ y} = Y ( s ) = 2
s 8s + 25
Example 11: Solution (2 of 2)
Completing the square, we obtain
6 6
Y (s) = =
( )
s 2 8s + 25 s 2 8s + 16 + 9
Thus
3
Y (s) = 2
( s 4 )2
+ 9
Using Table 6.2.1, we have
L1 {Y ( s )} = 2 e 4t sin 3t
Therefore our solution to the initial value problem is
y (t ) = 2 e 4t sin 3t
Example 12: Nonhomogeneous Problem (1 of 2)

Consider the initial value problem

y + y = sin 2t , y (0 ) = 2, y(0 ) = 1
Taking the Laplace transform of the differential equation, and
assuming the conditions of Corollary 6.2.2 are met, we have
[s L{ y} sy(0) y(0)]+ L{ y} = 2 /(s
2 2
+ 4)
Letting Y(s) = L{y}, we have
(s 2
)
+ 1 Y ( s ) sy (0) y(0) = 2 /( s 2 + 4)
Substituting in the initial conditions, we obtain
(s 2
)
+ 1 Y ( s ) 2s 1 = 2 /( s 2 + 4)
Thus 2 s 3 + s 2 + 8s + 6
Y (s) = 2
( s + 1)( s 2 + 4)
Example 12: Solution (2 of 2)
Using partial fractions,
2 s 3 + s 2 + 8s + 6 As + B Cs + D
Y (s) = 2 = 2 + 2
( s + 1)( s + 4)
2
s +1 s +4
Then
( ) ( )
2 s 3 + s 2 + 8s + 6 = ( As + B ) s 2 + 4 + (Cs + D ) s 2 + 1
= ( A + C ) s 3 + ( B + D) s 2 + (4 A + C ) s + (4 B + D)
Solving, we obtain A = 2, B = 5/3, C = 0, and D = -2/3. Thus
2s 5/3 2/3
Y (s) = 2 + 2 2
s +1 s +1 s + 4
Hence
5 1
y (t ) = 2 cos t + sin t sin 2t
3 3
Ch 6.3: Step Functions
Some of the most interesting elementary applications of the
Laplace Transform method occur in the solution of linear
equations with discontinuous or impulsive forcing functions.
In this section, we will assume that all functions considered are
piecewise continuous and of exponential order, so that their
Laplace Transforms all exist, for s large enough.
Step Function definition
Let c 0. The unit step function, or Heaviside function, is
defined by

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

A negative step can be represented by

1, t < c
y (t ) = 1 uc (t ) =
0, t c
Example 1
Sketch the graph of
h(t ) = u (t ) u 2 (t ), t 0
Solution: Recall that uc(t) is defined by
0, t < c
uc (t ) =
1, t c
Thus
0, 0 t <

h(t ) = 1, t < 2
0 2 t <

and hence the graph of h(t) is a rectangular pulse.

Laplace Transform of Step Function
The Laplace Transform of uc(t) is

L{uc (t )} = e uc (t )dt = e st dt
st
0 c

b 1 st b

= lim e dt = lim e
st

b c b
s c

e bs e cs
= lim +
b
s s
e cs
=
s
Translated Functions
Given a function f (t) defined for t 0, we will often want to
consider the related function g(t) = uc(t) f (t - c):
0, t<c
g (t ) =
f (t c), t c
Thus g represents a translation of f a distance c in the
positive t direction.
In the figure below, the graph of f is given on the left, and
the graph of g on the right.
Example 2
Sketch the graph of
g (t ) = f (t 1)u1 (t ), where f (t ) = t 2 , t 0.
Solution: Recall that uc(t) is defined by
0, t < c
uc (t ) =
1, t c
Thus
0, 0 t <1
g (t ) =
(t 1) 2
, t 1

and hence the graph of g(t) is a shifted parabola.

Theorem 6.3.1
If F(s) = L{f (t)} exists for s > a 0, and if c > 0, then
L{ uc (t ) f (t c)} = e cs L{ f (t )} = e cs F ( s )

Conversely, if f (t) = L-1{F(s)}, then

{
uc (t ) f (t c) = L1 e cs F ( s ) }
Thus the translation of f (t) a distance c in the positive t
direction corresponds to a multiplication of F(s) by e-cs.
Theorem 6.3.1: Proof Outline
We need to show
L{ uc (t ) f (t c)} = e cs F ( s )
Using the definition of the Laplace Transform, we have

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

= e st f (t c)dt
c
u =t c
=
0
e s ( u + c ) f (u )du


cs
=e e su f (u )du
0

= e cs F ( s )
Example 3
Find the Laplace transform of

0, 0 t <1
f (t ) =
(t 1) 2
, t 1

Solution: Note that

f (t ) = (t 1) 2 u1 (t )
Thus
2e s
{ 2
}
L{ f (t )} = L u1 (t )(t 1) = e L t = 3
s

s
{}
2
Example 4
Find L{ f (t)}, where f is defined by
sin t , 0t < /4
f (t ) =
sin t + cos(t / 4), t / 4

Note that f (t) = sin(t) + u/4(t) cos(t - /4), and

L{ f (t )} = L{sin t}+ L{u / 4 (t ) cos(t / 4)}
= L{sin t}+ e s / 4 L{cos t}
1 s
= 2 + e s / 4 2
s +1 s +1
1 + se s / 4
=
s2 +1
Example 5
Find L-1{F(s)}, where
3 + e 7 s
F (s) =
s4
Solution:
3 1 e
7 s
1
f (t ) = L 4 + L 4
s s
1 1 3! 1 1 7 s 3!
= L 4 + L e 4
2 s 6 s

= t 3 + u7 (t )(t 7 )
1 1 3

2 6
Theorem 6.3.2
If F(s) = L{f (t)} exists for s > a 0, and if c is a constant,
then
L{e ct f (t )} = F ( s c), s > a + c
Conversely, if f (t) = L-1{F(s)}, then
e ct f (t ) = L1 {F ( s c)}
Thus multiplication f (t) by ect results in translating F(s) a
distance c in the positive t direction, and conversely.
Proof Outline:

{ }
L e f (t ) = e e f (t )dt = e ( s c ) t f (t )dt = F ( s c)
ct
0
st ct
0
Example 4
Find the inverse transform of
s +1
G ( s) = 2
s + 2s + 5
To solve, we first complete the square:

G ( s) =
s +1
=
s +1
=
(s + 1)
( )
s 2 + 2 s + 5 s 2 + 2 s + 1 + 4 (s + 1)2 + 4
Since
s
f (t ) = L1{F ( s )} = L1 2 = cos(2t )
s + 4
it follows that
L1 {G ( s )} = L1 {F ( s + 1)} = e t f (t ) = e t cos(2t )
Ch 6.4: Differential Equations with
Discontinuous Forcing Functions
In this section focus on examples of nonhomogeneous initial
value problems in which the forcing function is discontinuous.
ay + by + cy = g (t ), y (0 ) = y0 , y(0 ) = y0
Example 1: Initial Value Problem (1 of 12)

Find the solution to the initial value problem

2 y + y + 2 y = g (t ), y (0) = 0, y(0) = 0
where
1, 5 t < 20
g (t ) = u5 (t ) u20 (t ) =
0, 0 t < 5 and t 20
Such an initial value problem might model the response of a
damped oscillator subject to g(t), or current in a circuit for a
unit voltage pulse.
 2 y + y + 2 y = u5 (t ) u20 (t ), y (0) = 0, y(0) = 0

Example 1: Laplace Transform (2 of 12)

Assume the conditions of Corollary 6.2.2 are met. Then

2 L{ y} + L{ y} + 2 L{ y} = L{u5 (t )} L{u20 (t )}
or
[ ]
5 s 20 s

2 s 2 L{ y} 2sy (0) 2 y(0) + [sL{ y} y (0)] + 2 L{ y} =
e e
s
Letting Y(s) = L{y},
(2s 2
) ( )
+ s + 2 Y ( s ) (2 s + 1) y (0) 2 y(0) = e 5 s e 20 s s
Substituting in the initial conditions, we obtain
(2s 2
) ( )
+ s + 2 Y ( s ) = e 5 s e 20 s s
Thus
Y (s) =
( e 5 s
e 20 s)
s (2 s 2
+s+2 )
Example 1: Factoring Y(s) (3 of 12)

We have
Y (s) =
( e5 s
) (
e 20 s
= 5 s
)
20 s

s (2 s ) e e H (s)
2
+s+2
where
1
H (s) =
(
s 2s 2 + s + 2 )
If we let h(t) = L-1{H(s)}, then
y = (t ) = u5 (t )h(t 5) u20 (t )h(t 20)
by Theorem 6.3.1.
Example 1: Partial Fractions (4 of 12)

Thus we examine H(s), as follows.

1 A Bs + C
H ( s) = = +
( )
s 2s 2 + s + 2 s 2s 2 + s + 2

This partial fraction expansion yields the equations

(2 A + B) s 2 + ( A + C ) s + 2 A = 1
A = 1 / 2, B = 1, C = 1 / 2

Thus
1/ 2 s +1/ 2
H ( s) = 2
s 2s + s + 2
Example 1: Completing the Square (5 of 12)

Completing the square,

1/ 2 s +1/ 2
H (s) = 2
s 2s + s + 2
1/ 2 1 s +1/ 2
= 2
s 2 s + s / 2 + 1
1/ 2 1 s +1/ 2
= 2
s 2 s + s / 2 + 1 / 16 + 15 / 16
1/ 2 1 s +1/ 2
=
s 2 (s + 1 / 4 )2 + 15 / 16
1 / 2 1 (s + 1 / 4 ) + 1 / 4
=
s 2 (s + 1 / 4 )2 + 15 / 16
Example 1: Solution (6 of 12)

Thus
1 / 2 1 (s + 1 / 4 ) + 1 / 4
H (s) =
s 2 (s + 1 / 4 )2 + 15 / 16

=
1/ 2 1

(s + 1 / 4) 1 15 / 4

s 2 (s + 1 / 4 ) + 15 / 16 2 15 (s + 1 / 4 )2 + 15 / 16
2

and hence
1 1 t / 4 15 1 15
h(t ) = L {H ( s )} = e cos
1
t e sin
t / 4
t
2 2 4 2 15 4
For h(t) as given above, and recalling our previous results,
the solution to the initial value problem is then
(t ) = u5 (t )h(t 5) u20 (t )h(t 20)
Example 1: Solution Graph (7 of 12)

Thus the solution to the initial value problem is

(t ) = u5 (t )h(t 5) u20 (t )h(t 20), where
1 1 t / 4
h(t ) = e cos 15t 4
2 2
( 1
2 15
)
e t / 4 sin 15t 4 ( )
The graph of this solution is given below.
Example 1: Composite IVPs (8 of 12)

The solution to original IVP can be viewed as a composite of

three separate solutions to three separate IVPs:
0 t < 5: 2 y1 + y1 + 2 y1 = 0, y1 (0) = 0, y1 (0) = 0
5 < t < 20 : 2 y2 + y2 + 2 y2 = 1, y2 (5) = 0, y2 (5) = 0
t > 20 : 2 y3 + y3 + 2 y3 = 0, y3 (20) = y2 (20), y3 (20) = y2 (20)
Example 1: First IVP (9 of 12)

Consider the first initial value problem

2 y1 + y1 + 2 y1 = 0, y1 (0) = 0, y1 (0) = 0; 0 t < 5
From a physical point of view, the system is initially at rest,
and since there is no external forcing, it remains at rest.
Thus the solution over [0, 5) is y1 = 0, and this can be verified
analytically as well. See graphs below.
Example 1: Second IVP (10 of 12)

Consider the second initial value problem

2 y2 + y2 + 2 y2 = 1, y2 (5) = 0, y2 (5) = 0; 5 < t < 20
Using methods of Chapter 3, the solution has the form
( ) ( )
y2 = c1e t / 4 cos 15t / 4 + c2 e t / 4 sin 15t / 4 + 1 / 2
Physically, the system responds with the sum of a constant
(the response to the constant forcing function) and a damped
oscillation, over the time interval (5, 20). See graphs below.
Example 1: Third IVP (11 of 12)

Consider the third initial value problem

2 y3 + y3 + 2 y3 = 0, y3 (20) = y2 (20), y3 (20) = y2 (20); t > 20

Using methods of Chapter 3, the solution has the form

( ) (
y3 = c1e t / 4 cos 15t / 4 + c2 e t / 4 sin 15t / 4 )
Physically, since there is no external forcing, the response is a
damped oscillation about y = 0, for t > 20. See graphs below.
Example 1: Solution Smoothness (12 of 12)
Our solution is
(t ) = u5 (t )h(t 5) u20 (t )h(t 20)
It can be shown that and ' are continuous at t = 5 and t = 20,
and '' has a jump of 1/2 at t = 5 and a jump of 1/2 at t = 20:
lim (t ) = 0, lim (t ) = 1 / 2
t 5 t 5 +

lim (t ) -.0072, lim+ (t ) -.5072

t 20 t 20
Thus jump in forcing term g(t) at these points is balanced by a
corresponding jump in highest order term 2y'' in ODE.
Smoothness of Solution in General
Consider a general second order linear equation
y + p (t ) y + q (t ) y = g (t )
where p and q are continuous on some interval (a, b) but g is
only piecewise continuous there.
If y = (t) is a solution, then and ' are continuous on (a, b)
but '' has jump discontinuities at the same points as g.
Similarly for higher order equations, where the highest
derivative of the solution has jump discontinuities at the same
points as the forcing function, but the solution itself and its
lower derivatives are continuous over (a, b).
Example 2: Initial Value Problem (1 of 12)

Find the solution to the initial value problem

y + 4 y = g (t ), y (0) = 0, y(0) = 0
where
0, 0t <5
t 5 t 10
g (t ) = u5 (t ) u10 (t ) = (t 5) 5 5 t < 10
5 5 1,
t 10

The graph of forcing function

g(t) is given on right, and is
known as ramp loading.
 t 5 t 10
y + 4 y = u5 (t ) u10 (t ) , y (0) = 0, y(0) = 0
5 5

Example 2: Laplace Transform (2 of 12)

Assume that this ODE has a solution y = (t) and that '(t)
and ''(t) satisfy the conditions of Corollary 6.2.2. Then
L{ y} + 4 L{ y} = [L{u5 (t )(t 5)}] 5 [L{u10 (t )(t 10)}] 5
or
[
s L{ y} sy (0) y(0) + 4 L{ y} =
2
]
e 5 s e 10 s
5s 2
Letting Y(s) = L{y}, and substituting in initial conditions,

(s 2
)
+ 4 Y (s) = e ( 5 s
e 10 s
) 5s 2

Thus

Y (s) =
(e 5 s
e 10 s )
(
5s 2 s 2 + 4 )
Example 2: Factoring Y(s) (3 of 12)

We have
Y (s) =
(e 5 s
e 10 s
=
)
e 5 s e 10 s
5s s + 4
2 2
( ) 5
H (s)

where
1
H ( s) =
(
s2 s2 + 4 )
If we let h(t) = L-1{H(s)}, then
y = (t ) = [u5 (t )h(t 5) u10 (t )h(t 10)]
1
5
by Theorem 6.3.1.
Example 2: Partial Fractions (4 of 12)

Thus we examine H(s), as follows.

1 A B Cs + D
H ( s) = = + 2+ 2
(
s2 s2 + 4 ) s s s +4

This partial fraction expansion yields the equations

( A + C ) s 3 + ( B + D ) s 2 + 4 As + 4 B = 1
A = 0, B = 1 / 4, C = 0, D = 1 / 4

Thus
1/ 4 1/ 4
H ( s) = 2
s 2
s +4
Example 2: Solution (5 of 12)

Thus 1/ 4 1/ 4
H (s) = 2
s 2
s +4
1 1 1 2
= 2 2
4 s 8 s + 4
and hence

h(t ) = L1{H ( s )} = t sin (2t )

1 1
4 8

For h(t) as given above, and recalling our previous results,

the solution to the initial value problem is then
y = (t ) = [u5 (t )h(t 5) u10 (t )h(t 10)]
1
5
Example 2: Graph of Solution (6 of 12)

Thus the solution to the initial value problem is

1
(t ) = [u5 (t )h(t 5) u10 (t )h(t 10)], where
5
h(t ) = t sin (2t )
1 1
4 8
The graph of this solution is given below.
Example 2: Composite IVPs (7 of 12)

The solution to original IVP can be viewed as a composite of

three separate solutions to three separate IVPs (discuss):
0 t < 5: y1 + 4 y1 = 0, y1 (0) = 0, y1 (0) = 0
5 < t < 10 : y2 + 4 y2 = (t 5) / 5, y2 (5) = 0, y2 (5) = 0
t > 10 : y3 + 4 y3 = 1, y3 (10) = y2 (10), y3 (10) = y2 (10)
Example 2: First IVP (8 of 12)

Consider the first initial value problem

y1 + 4 y1 = 0, y1 (0) = 0, y1 (0) = 0; 0 t < 5
From a physical point of view, the system is initially at rest,
and since there is no external forcing, it remains at rest.
Thus the solution over [0, 5) is y1 = 0, and this can be verified
analytically as well. See graphs below.
Example 2: Second IVP (9 of 12)

Consider the second initial value problem

y2 + 4 y2 = (t 5) / 5, y2 (5) = 0, y2 (5) = 0; 5 < t < 10
Using methods of Chapter 3, the solution has the form
y2 = c1 cos(2t ) + c2 sin (2t ) + t / 20 1 / 4
Thus the solution is an oscillation about the line (t 5)/20,
over the time interval (5, 10). See graphs below.
Example 2: Third IVP (10 of 12)

Consider the third initial value problem

y3 + 4 y3 = 1, y3 (10) = y2 (10), y3 (10) = y2 (10); t > 10

Using methods of Chapter 3, the solution has the form

y3 = c1 cos(2t ) + c2 sin (2t ) + 1 / 4
Thus the solution is an oscillation about y = 1/4, for t > 10.
See graphs below.
Example 2: Amplitude (11 of 12)

Recall that the solution to the initial value problem is

y = (t ) =
1
[u5 (t )h(t 5) u10 (t )h(t 10)], h(t ) = 1 t 1 sin (2t )
5 4 8
To find the amplitude of the eventual steady oscillation, we
locate one of the maximum or minimum points for t > 10.
Solving y' = 0, the first maximum is (10.642, 0.2979).
Thus the amplitude of the oscillation is about 0.0479.
Example 2: Solution Smoothness (12 of 12)
Our solution is
y = (t ) =
1
[u5 (t )h(t 5) u10 (t )h(t 10)], h(t ) = 1 t 1 sin (2t )
5 4 8
In this example, the forcing function g is continuous but g' is
discontinuous at t = 5 and t = 10.
It follows that and its first two derivatives are continuous
everywhere, but ''' has discontinuities at t = 5 and t = 10 that
match the discontinuities of g' at t = 5 and t = 10.
Ch 6.5: Impulse Functions
In some applications, it is necessary to deal with phenomena of
an impulsive nature.
For example, an electrical circuit or mechanical system subject
to a sudden voltage or force g(t) of large magnitude that acts
over a short time interval about t0. The differential equation
will then have the form
ay + by + cy = g (t ),
where
big, t0 < t < t0 +
g (t ) =
0, otherwise
and > 0 is small.
Measuring Impulse
In a mechanical system, where g(t) is a force, the total impulse
of this force is measured by the integral
t 0 +
I ( ) = g (t )dt = g (t )dt
t 0

Note that if g(t) has the form

c, t0 < t < t0 +
g (t ) =
0, otherwise
then
t 0 +
I ( ) = g (t )dt = g (t )dt = 2 c, > 0
t 0

In particular, if c = 1/(2), then I() = 1 (independent of ).

Unit Impulse Function
Suppose the forcing function d(t) has the form
1 2 , < t <
d (t ) =
0, otherwise
Then as we have seen, I() = 1.
We are interested d(t) acting over
shorter and shorter time intervals
(i.e., 0). See graph on right.
Note that d(t) gets taller and narrower
as 0. Thus for t 0, we have
lim d (t ) = 0, and lim I ( ) = 1
0 0
Dirac Delta Function
Thus for t 0, we have lim d (t ) = 0, and lim I ( ) = 1
0 0

The unit impulse function is defined to have the properties

(t ) = 0 for t 0, and

(t )dt = 1
The unit impulse function is an example of a generalized
function and is usually called the Dirac delta function.
In general, for a unit impulse at an arbitrary point t0,

(t t0 ) = 0 for t t0 , and (t t0 )dt = 1

Laplace Transform of (1 of 2)

The Laplace Transform of is defined by

L{ (t t0 )} = lim L{d (t t0 )}, t0 > 0
0
and thus
t 0 +
L{ (t t0 )} = lim e d (t t0 )dt = lim
1

st
e st dt
0 0 0 2 t 0

st t 0 +
= lim
e
0 2 s
= lim
1
0 2 s
[
e s (t0 + ) + e s (t0 ) ]
t 0

e st0 e s e s st 0 sinh( s )
= lim = e lim
0 s
2 0 s
st 0 s cosh( s ) st 0
= e lim = e
0 s
Laplace Transform of (2 of 2)

Thus the Laplace Transform of is

L{ (t t0 )} = e st0 , t0 > 0
For Laplace Transform of at t0= 0, take limit as follows:
L{ (t )} = lim L{d (t t0 )} = lim e st0 = 1
t0 0 0 0

For example, when t0= 10, we have L{(t -10)} = e-10s.

Product of Continuous Functions and
The product of the delta function and a continuous function f
can be integrated, using the mean value theorem for integrals:

(t t0 ) f (t )dt = lim d (t t0 ) f (t )dt

0

1 t0 +
= lim f (t )dt
0 2 t 0

= lim [2 f (t*)] ( where t0 < t* < t0 + )

1
0 2

= lim f (t*)
0

= f (t0 )
Thus

(t t0 ) f (t )dt = f (t0 )
Example 1: Initial Value Problem (1 of 3)

Consider the solution to the initial value problem

2 y + y + 2 y = (t 7), y (0) = 0, y(0) = 0
Then
2 L{ y} + L{ y} + 2 L{ y} = L{ (t 7)}
Letting Y(s) = L{y},
[2s Y (s) 2sy(0) 2 y(0)]+ [sY (s) y(0)] + 2Y (s) = e
2 7 s

Substituting in the initial conditions, we obtain

(2s 2
)
+ s + 2 Y ( s ) = e 7 s
or
e 7 s
Y (s) = 2
2s + s + 2
Example 1: Solution (2 of 3)

We have
e 7 s
Y (s) = 2
2s + s + 2
The partial fraction expansion of Y(s) yields

e 7 s 15 / 4
Y (s) =
2 15 (s + 1 / 4 ) + 15 / 16
2

and hence

y (t ) =
1
u7 (t )e (t 7 )/ 4 sin
15
(t 7 )
2 15 4
Example 1: Solution Behavior (3 of 3)

With homogeneous initial conditions at t = 0 and no external

excitation until t = 7, there is no response on (0, 7).
The impulse at t = 7 produces a decaying oscillation that
persists indefinitely.
Response is continuous at t = 7 despite singularity in forcing
function. Since y' has a jump discontinuity at t = 7, y'' has an
infinite discontinuity there. Thus singularity in forcing
function is balanced by a corresponding singularity in y''.
Ch 6.6: The Convolution Integral
Sometimes it is possible to write a Laplace transform H(s) as
H(s) = F(s)G(s), where F(s) and G(s) are the transforms of
known functions f and g, respectively.
In this case we might expect H(s) to be the transform of the
product of f and g. That is, does
H(s) = F(s)G(s) = L{f }L{g} = L{f g}?
On the next slide we give an example that shows that this
equality does not hold, and hence the Laplace transform
cannot in general be commuted with ordinary multiplication.
In this section we examine the convolution of f and g, which
can be viewed as a generalized product, and one for which the
Laplace transform does commute.
Example 1
Let f (t) = 1 and g(t) = sin(t). Recall that the Laplace
Transforms of f and g are

L{ f (t )} = L{1 } = , L{ g (t ) } = L{ sin t } = 2
1 1
s s +1
Thus
L{ f (t ) g (t )} = L{ sin t } =
1
s2 +1
and
L{ f (t ) }L{ g (t ) } = 2
1
(
s s +1 )
Therefore for these functions it follows that
L{ f (t ) g (t )} L{ f (t ) }L{ g (t ) }
Theorem 6.6.1
Suppose F(s) = L{f (t)} and G(s) = L{g(t)} both exist for
s > a 0. Then H(s) = F(s)G(s) = L{h(t)} for s > a, where
t t
h(t ) = f (t ) g ( )d = f (t ) g (t )d
0 0

The function h(t) is known as the convolution of f and g and

the integrals above are known as convolution integrals.

Note that the equality of the two convolution integrals can be

seen by making the substitution u = t - .
The convolution integral defines a generalized product and
can be written as h(t) = ( f *g)(t). See text for more details.
 Theorem 6.6.1 Proof Outline

F ( s )G ( s ) = e su
f (u )du e s g ( )d
0 0

= g ( )d e s ( +u ) f (u )du
0 0

= 0
g ( )d e st f (t )dt

(t = + u )

= e st g ( ) f (t )dtd
0
t
= e st f (t )g ( )d dt
0 0

= e f (t ) g ( )d dt

t
st
0 0
= L{h(t )}
Example 2
Find the Laplace Transform of the function h given below.
t
h(t ) = (t ) sin 2td
0

Solution: Note that f (t) = t and g(t) = sin2t, with

1
F ( s ) = L{ f (t )} = L{t} = 2
s
2
G ( s ) = L{g (t )} = L{sin 2t} = 2
s +4
Thus by Theorem 6.6.1,

L{h(t )} = H ( s ) = F ( s )G ( s ) =
2
(
s2 s2 + 4 )
Example 3: Find Inverse Transform (1 of 2)

Find the inverse Laplace Transform of H(s), given below.

2
H (s) =
s 2 ( s 2)
Solution: Let F(s) = 2/s2 and G(s) = 1/(s - 2), with
f (t ) = L1{F ( s )} = 2t
g (t ) = L1{G ( s )} = e 2t
Thus by Theorem 6.6.1,

L {H ( s )} = h(t ) = 2 (t )e 2 d
t
1
0
Example 3: Solution h(t) (2 of 2)

We can integrate to simplify h(t), as follows.

t t t
h(t ) = 2 (t )e d = 2 t e d 2 e 2 d
2 2
0 0 0

= te 2 t
e 2 t
e 2 d
t

0 0 0

[ ] 1
[
= t e 2t 1 t e 2t e 2t 1

]
2
1 1
= te 2t t t e 2t + e 2t
2 2
1 2t 1
= e t
2 2
Example 4: Initial Value Problem (1 of 4)

Find the solution to the initial value problem

y + 4 y = g (t ), y (0) = 3, y(0) = 1
Solution:
L{ y} + 4 L{ y} = L{g (t )}
or
[s L{ y} sy(0) y(0)]+ 4L{ y} = G(s)
2

Letting Y(s) = L{y}, and substituting in initial conditions,

(s 2
)
+ 4 Y ( s ) = 3s 1 + G ( s )
Thus
3s 1 G ( s )
Y (s) = + 2
s +4 s +4
2
Example 4: Solution (2 of 4)

We have
3s 1 G ( s )
Y ( s) = 2 + 2
s +4 s +4
s 1 2 1 2
= 3 2 2 + 2 G ( s)
s + 4 2 s + 4 2 s + 4
Thus
1 1 t
y (t ) = 3 cos 2t sin 2t + sin 2(t ) g ( )d
2 2 0
Note that if g(t) is given, then the convolution integral can be
evaluated.
 y + 4 y = g (t ), y (0) = 3, y(0) = 1
Example 4:
Laplace Transform of Solution (3 of 4)

Recall that the Laplace Transform of the solution y is

3s 1 G ( s )
Y (s) = + 2 = (s) + ( s)
s +4 s +4
2

Note (s) depends only on system coefficients and initial

conditions, while (s) depends only on system coefficients
and forcing function g(t).
Further, (t) = L-1{ (s)} solves the homogeneous IVP
y + 4 y = 0, y (0) = 3, y(0) = 1

while (t) = L-1{ (s)} solves the nonhomogeneous IVP

y + 4 y = g (t ), y (0) = 0, y(0) = 0
Example 4: Transfer Function (4 of 4)

Examining (s) more closely,

G (s) 1
(s) = = H ( s )G ( s ), where H ( s ) =
s2 + 4 s2 + 4
The function H(s) is known as the transfer function, and
depends only on system coefficients.
The function G(s) depends only on external excitation g(t)
applied to system.
If G(s) = 1, then g(t) = (t) and hence h(t) = L-1{H(s)} solves
the nonhomogeneous initial value problem
y + 4 y = (t ), y (0) = 0, y(0) = 0
Thus h(t) is response of system to unit impulse applied at t = 0,
and hence h(t) is called the impulse response of system.
Input-Output Problem (1 of 3)

Consider the general initial value problem

ay + by + cy = g (t ), y (0) = y0 , y(0) = y0
This IVP is often called an input-output problem. The
coefficients a, b, c describe properties of physical system,
and g(t) is the input to system. The values y0 and y0' describe
initial state, and solution y is the output at time t.
Using the Laplace transform, we obtain

[ ]
a s 2Y ( s ) sy (0) y(0) + b[sY ( s ) y (0)] + cY ( s ) = G ( s )
or
(as + b) y0 + ay0 G (s)
Y (s) = + = ( s) + ( s)
as + bs + c
2
as + bs + c
2
 ay + by + cy = g (t ), y (0) = y0 , y(0) = y0

Laplace Transform of Solution (2 of 3)

We have
(as + b) y0 + ay0 G ( s)
Y (s) = + = (s) + (s)
as + bs + c
2
as + bs + c
2

As before, (s) depends only on system coefficients and

initial conditions, while (s) depends only on system
coefficients and forcing function g(t).
Further, (t) = L-1{ (s)} solves the homogeneous IVP
ay + by + cy = 0, y (0) = y0 , y(0) = y0
while (t) = L-1{ (s)} solves the nonhomogeneous IVP
ay + by + cy = g (t ), y (0) = 0, y(0) = 0
Transfer Function (3 of 3)
Examining (s) more closely,
G (s) 1
(s) = 2 = H ( s )G ( s ), where H ( s ) = 2
as + bs + c as + bs + c
As before, H(s) is the transfer function, and depends only on
system coefficients, while G(s) depends only on external
excitation g(t) applied to system.
Thus if G(s) = 1, then g(t) = (t) and hence h(t) = L-1{H(s)}
solves the nonhomogeneous IVP
ay + by + cy = (t ), y (0) = 0, y(0) = 0
Thus h(t) is response of system to unit impulse applied at t = 0,
and hence h(t) is called the impulse response of system, with
(t ) = L {H ( s )G ( s )} = h(t ) g ( )d
t
1
0