The Laplace Transform

Let f(x) be defined for 0x< and

let s denote an arbitrary real
variable.
The Laplace transform of f(x)
designated by either

{f(x)} or
F(s),
f is
( x) F ( s ) e sx f ( x)dx

for all values of s for which the

improper integral converges.

Convergence occurs when

the limit
R

lim e

sx

f ( x)dx

exists. If the limit does not

exist, the improper integral
diverges and f(x) has no
Laplace transform.

When evaluating the integral in

f ( x) F ( s ) e sx f ( x)dx
0

The variable s is treated as a

constant because the integration
is with respect to x.

EXAMPLE
Determine whether the improper
integral

1
2 x 2 dx

converges.

EXAMPLE
Determine whether the improper
integral

1
dx
9 x

converges.

EXAMPLE
Determine those values of s for
which the improper integral

e
0

sx

dx

converges.

Laplace Transforms for a

Number of Elementary
Functions

Find the Laplace Transform of f(x)=1

Laplace Transforms for a

Number of Elementary
Functions

Find the Laplace Transform of f(x)=x2

Laplace Transforms for a

Number of Elementary
Functions

Find {eax}

Laplace Transforms for a

Number of Elementary
Functions

Additional transforms are given in

Appendix A.

Properties of Laplace
Transforms
Property 1. If

f ( x) F ( s ) and g ( x) G ( s )
then for any two constants C1 and C2

C1 f ( x) C2 g ( x) C1 f ( x) C2 g ( x)
C1 F ( s ) C2G ( s )

Properties of Laplace
Transforms
Property 2. If

f ( x) F ( s )
then for any constant a

e f ( x) F ( s a)
ax

Properties of Laplace
Transforms
Property 3. If

f ( x) F ( s )
then for any positive integer n

d
x f ( x) 1
F [( s )]
n
ds
n

Properties of Laplace
Transforms
Property 4. If

f ( x) F ( s )

then if

f ( x)
lim
x 0
x
x 0

exists, then

f ( x) F (t )dt
x

Properties of Laplace
Transforms
Property 5. If

f ( x) F ( s )
then

1
f (t )dt F ( s )
s

Properties of Laplace
Transforms
Property 6. If f(x) is periodic with
period w, that is , f(x+w)=f(x), then
w

f ( x)

e
0

sx

f ( x)dx

1 e ws

Functions of Other
Independent Variables
For consistency only, the definition of the
Laplace transform and its properties, the
above equations are presented for functions
of x. They are equally applicable fo
rfunctions of any independent variable and
are generated by replacing the variable x in
the above equations by any variable of
interest. In particular, the Laplace Transform
of a function of t is

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

Inverse Laplace
Transforms
An inverse Laplace transform of
F(s), designated by -1{F(s)} is
another function f(x) having the
property that
{f(x)} =F(s).
This presumes that the
independent variable of interest
is x. If the independent variable
of interest is t instead, then an
inverse Laplace transform of F(s)
is f(t) where
{f(t)} =F(s).

Inverse Laplace
Transforms
The simplest technique for identifying inverse
Laplace transforms is torecognize them,
either from memory or from a table such as
Appendix A. If F(s) is not a recognize form,
then occasionally it can be transformed into
such a form by algebraicmanipulation.
Observe from Appendix A that almost all
Laplace transforms are quotients. The
recommended procedure is to first convert
the denominator to a form that appears in
Appendix A and then the numerator.

Inverse Laplace
Transforms
Manipulating Denominators:
The method of completing the square
converts a quadratic polynomial into
the sum of squares, a form that
appears in many of the denominators
in Appendix A. In particular, for the
quadratic
as2+bs+c, where a,b,and c denote
constants.

The method of partial fractions

transforms a function of the form
a(s)/b(s), where both a(s) and b(s) are
polynomials in s, into the sum of other
fractions such that the denominator of
each new fraction is either a first degree
or a quadratic polynomial raised to
some power. The method requires only
1.The degree of a(s) be less than the
degree of b(s) and
2. b(s) be factored into the product of
distinct linear and quadratic polynomials
raised to various powers.

The method is carried out as follows.

Manipulating Numerators:
A factor s-a in the numerator may be
written in terms of the factor s-b,
where both a and b are constants,
through the identity s-a=(s-b)+(b-a).
The multiplicative constant a in the
numerator may be written explicitly in
terms of the multiplicative constant b
through the identity a=(a/b)(b)

Both identities generate recognizable

inverse Laplace transforms when
they are combined with:
If the inverse Laplace transforms of
two functions F(s) and G(s) exist,
then for any constants C1 and C2.

C1 F ( s ) C2G ( s ) C1 F ( s ) C2 G ( s )
-1

-1

-1

Solutions of Linear
Differential Equations with
Constant Coefficients by
Laplace
Transforms
Denote {y(x)} by Y(s). Then under
very broad conditions, the Laplace
transform of the nth-derivative
(n=1,2,3,)
of y(x) is
n

d y
n
n 1

s Y ( s ) s y (0)
n
dx
s

n2

( n2)
( n 1)

y (0) ... sy
( 0) y
( 0)

If the initial conditions on y(x) at

x=0 are given by
y(0)=C0 , y(0)=C1 ,.. y(n-1)
(0)=Cn-1 , then

dny
n
n 1
n2

s Y ( s ) c0 s c1s ... cn 2 s cn 1
n
dx
For the
( x) s cases
yspecial
Y ( s ) of
c0 n=1 and n=2

y( x) s Y ( s ) c0 s c1
2

Solutions of Differential
Equations
Laplace transforms are used to solve
initial-value problems given by the nthorder linear differential equation with
constant
coefficients
n
n 1

d y
d y
dy
b n n b n -1 n 1 ...... b1
b 0 y g ( x)
dx
dx
dx
Together with the initial conditions specified
y(0)=C0 , y(0)=C1 ,.. y(n-1)(0)=Cn-1

First, take the Laplace transform of

both sides of the differential equation
n

n 1

d y
d y
dy
b n n b n -1 n 1 ...... b1
b 0 y g ( x)
dx
dx
dx
Thereby obtaining an algebraic
equation for Y(s). Then solve for Y(s)
algebraically, and finally take inverse
Laplace transforms to obtain

y(x) Y ( s )
-1

Example

Solve y-5y=0 ;
y(0)=2
Solve y+y=sinx ; y(0)=1
Solve y+4y=0 ; y(0)=2, y(0)=2
Solve y-3y+4y=0 ;
y(0)=1,
y(0)=5