Laplace Transforms

Introduction to Laplace Transforms

Motivation: Laplace transforms are very helpful in solving ODEs

Start with an initial value Using Laplace method, the The solution is
ODE problem (IVP) IVP is transformed to an transferred back to the
(Time domain) algebraic equation that can physical domain
be solved by simple (Time domain)
algebraic manipulation
(s domain)
 Laplace transform: basics and definition
• If 𝑓(𝑡) is a function defined for all 𝑡 ≥ 0, its Laplace transform is

• Laplace transform is one of many integral transforms

where 𝑘 𝑠, 𝑡 = 𝑒 −𝑠𝑡 and is referred to as the Kernel

• Inverse Laplace transform

𝑓 𝑡 = ℒ −1 𝐹 𝑠 = ℒ −1 ℒ(𝑓 𝑡 )

• Notation: it is common to write:

 𝑓(𝑡) as f
 F(s) as F
Examples: on the basic definition of the Laplace transform
• Find the Laplace transform for 𝑓(𝑡) = 1, for 𝑡 ≥ 0

• Find the Laplace transform for 𝑓(𝑡) = 𝑡, for 𝑡 ≥ 0

∞ ∞
∞ ∞ −𝑠𝑡
−𝑠𝑡
𝑒 −𝑠𝑡 𝑡 𝑒 𝑒 −𝑠𝑡 1
ℒ 𝑡 = 𝑒 𝑡𝑑𝑡 = − 𝑑𝑡 = − 2 = 2
0 −𝑠 0 −𝑠 𝑠 𝑠
0 0

• Find the Laplace transform for 𝑓(𝑡) = 𝑒 𝑎𝑡 , for 𝑡 ≥ 0

∞
∞ ∞
𝑒 −(𝑠−𝑎)𝑡 1
ℒ 𝑒 𝑎𝑡 = 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡 = 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 = =
0 0 −(𝑠 − 𝑎) (𝑠 − 𝑎)
0
𝐼𝑓 (𝑠 − 𝑎) > 0
 Linearity of the Laplace transforms
• The Laplace transform is a linear operation

Proof
∞
ℒ 𝑎(𝑓 𝑡 + 𝑏(𝑔 𝑡 = 𝑒 −𝑠𝑡 𝑎(𝑓 𝑡 + 𝑏(𝑔 𝑡 𝑑𝑡
0
∞ ∞
=𝑎 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 + 𝑏 𝑒 −𝑠𝑡 𝑔 𝑡 𝑑𝑡
0 0

= 𝑎ℒ(𝑓) + 𝑏ℒ(𝑔)
 Application on the Linearity of the Laplace transforms
• Find the Laplace of the function 𝑓(𝑡) = sinh 𝑏𝑡
𝑒 𝑏𝑡 + 𝑒 −𝑏𝑡
sinh 𝑏𝑡 =
2
Solution
∞
ℒ sinh 𝑏𝑡 = 𝑒 −𝑠𝑡 sinh 𝑏𝑡 𝑑𝑡
0

∞ ∞ ∞
𝑒 𝑏𝑡 + 𝑒 −𝑏𝑡 1 1
= 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑒 −𝑠𝑡 𝑒 𝑏𝑡 𝑑𝑡 + 𝑒 −𝑠𝑡 𝑒 −𝑏𝑡 𝑑𝑡
0 2 2 0 2 0
∞ ∞
1 1
= 𝑒 −𝑠𝑡 𝑒 𝑏𝑡 𝑑𝑡 + 𝑒 −𝑠𝑡 𝑒 −𝑏𝑡 𝑑𝑡
2 0 2 0

1 1 1 1
= +
2 𝑠−𝑏 2 𝑠+𝑏

𝑠
=
𝑠 2 − 𝑏2
Common Laplace transforms
 First shifting theorem (s-Shifting)

Proof
∞
ℒ 𝑒 𝑎𝑡 𝑓(𝑡) = 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓(𝑡)𝑑𝑡
0
∞ ∞
= 𝑒 −(𝑠−𝑎)𝑡 𝑓(𝑡)𝑑𝑡 = 𝑒 −𝑘𝑡 𝑓(𝑡)𝑑𝑡 , 𝑤ℎ𝑒𝑟𝑒 𝑘 = (𝑠 − 𝑎)
0 0
= 𝐹 𝑘 = 𝐹(𝑠 − 𝑎)
 Shifting example
Knowing the following

Find the Laplace inverse of:

Solution:
With problems like this, usually try to simplify using completing the squares and partial fractions
𝑠 2 + 2𝑠 + 401 = 𝑠 2 + 2𝑠 + 1 − 1 + 401
= 𝑠 + 1 𝑠 + 1 + 400 = 𝑠 + 1 2 + 202

3𝑠 − 137 = 3s + 3 − 3 − 137 = 3 s + 1 − 140

3𝑠 − 137 3 s + 1 − 140 s+1 20

= =3 −7
𝑠 2 + 2𝑠 + 401 𝑠 + 1 2 + 202 𝑠 + 1 2 + 202 𝑠 + 1 2 + 202

3𝑠 − 137 s+1 20
ℒ −1 = 3ℒ −1 − 7ℒ −1
𝑠 2 + 2𝑠 + 401 𝑠 + 1 2 + 202 𝑠 + 1 2 + 202
= 3 𝑒 −𝑡 cos 20𝑡 − 7 𝑒 −𝑡 sin 20𝑡
 Transforms of Derivatives and Integrals
Laplace Transform of Derivatives
First order

Second order

Proofs
1st order

2nd order

Laplace Transform of nth order Derivatives

 Transforms of Derivatives and Integrals
Examples
𝐹𝑜𝑟 𝑓 𝑡 = 𝑡 𝑠𝑖𝑛 𝜔𝑡
𝐹𝑖𝑛𝑑 ℒ(𝑓(𝑡))
Solution (involves a trick)
𝑓 𝑡 = 𝑡 𝑠𝑖𝑛 𝜔𝑡, 𝑓 ′ 𝑡 = 𝑠𝑖𝑛 𝜔𝑡 + 𝜔 𝑡 𝑐𝑜𝑠 𝜔𝑡, 𝑓′′ 𝑡 = 𝜔 𝑐𝑜𝑠 𝜔𝑡 − 𝜔2 𝑡 𝑠𝑖𝑛 𝜔𝑡 + 𝜔 𝑐𝑜𝑠 𝜔𝑡

ℒ 𝑓 ′′ 𝑡 = 2𝜔ℒ 𝑐𝑜𝑠 𝜔𝑡 − 𝜔2 ℒ 𝑡 𝑠𝑖𝑛 𝜔𝑡 we used the linearity of Laplace

𝑠
= 2𝜔 2 2 − 𝜔2 ℒ 𝑓(𝑡)
𝑠 +𝜔

𝐵𝑢𝑡
ℒ 𝑓 ′′ 𝑡 = 𝑠 2 ℒ 𝑓 − 𝑠𝑓 0 − 𝑓′(0) we used the derivative rule
= 𝑠2ℒ 𝑓
𝑠
2𝜔 2 2 − 𝜔2 ℒ 𝑓 = 𝑠 2 ℒ 𝑓 solve using algebraic manipulation
𝑠 +𝜔
2𝜔𝑠
ℒ 𝑓 = 2
𝑠 + 𝜔2 2
 Transforms of Derivatives and Integrals
Laplace Transform of Integrals

Proof
𝑡
𝐿𝑒𝑡 𝑔(𝑡) = 𝑓 𝜏 𝑑𝜏 𝑓 𝑡 = 𝑔′(𝑡)
0

ℒ 𝑓(𝑡)
ℒ 𝑔(𝑡) =
𝑆
𝑡
1
ℒ 𝑓 𝜏 𝑑𝜏 = 𝐹(𝑠)
0 𝑆
Solving Initial Value Problems Using Laplace
 Solving IVP using Laplace Transforms
General Framework
• To solve an initial value problem

• Transform it to an algebraic equation by applying the Laplace

transforms.
Known as subsidiary equation

• Rearrange the subsidiary equation

• Multiply by the 1/coefficients of Y

Known as Transfer function

• Solve the subsidiary equation for Y (i.e. Y(s))

• Determine the Laplace inverse of Y(s)

 Example: Solving IVP using Laplace Transforms
• Find the solution for the following Initial Value Problem

Solution
• Step 1: Transform it to an algebraic equation

• Step 2: Rearrange the subsidiary equation

• Step 3: Multiply by 1/coefficients of Y (i.e. the transfer function)

 Example: Solving IVP using Laplace Transforms

• Simplify using partial fraction expansion

• Determine the Laplace inverse of Y

Partial fraction expansion
(Review)
 Partial fraction expansion
• Often to simplify a complex fraction we need to separate it into partial
fractions:
1 −1 1
= + 2
𝑥 2 (𝑥 2 − 1) 𝑥 2 (𝑥 − 1)

Fraction Partial fractions

• It is much easier to integrate or find the Laplace inverse of the partial
fractions
• The general approach to find the partial fractions is as follows
1. Expand the fraction based on its denominator
1 𝐴 𝐵 𝐶𝑥 − 𝐷
= + +
𝑥 2 (𝑥 2 − 1) 𝑥 𝑥 2 (𝑥 2 − 1)
2. Find the constants
1 = 𝐴𝑥(𝑥 2 − 1) + 𝐵(𝑥 2 − 1) + (𝐶𝑥 − 𝐷)𝑥 2
We can substitute 4 values of x to get 4 equations with 4 unknowns, which can be
solved to find A, B, C,D
 Partial fraction expansion
1 = 𝐴𝑥(𝑥 2 − 1) + 𝐵(𝑥 2 − 1) + (𝐶𝑥 − 𝐷)𝑥 2

𝑎𝑡 𝑥 = 0 𝐵 = −1

𝑎𝑡 𝑥 = 1 𝐶−𝐷 =1 𝐷 = −1

𝐶=0
𝑎𝑡 𝑥 = −1 −𝐶 − 𝐷 = 1

𝑎𝑡 𝑥 = 2 1 = 6𝐴 − 3 + 4 𝐴=0

1 𝐴 𝐵 𝐶𝑥 − 𝐷
= + +
𝑥 2 (𝑥 2 − 1) 𝑥 𝑥 2 (𝑥 2 − 1)

−1 1
= +
𝑥2 (𝑥 2 − 1)
 Partial fraction expansion
Example: Find the partial fraction expansion of
1
𝑥 2 (3𝑥 + 1)

1 𝐴 𝐵 𝐶
General expansion = + +
𝑥 2 (3𝑥 + 1) 𝑥 𝑥 2 (3𝑥 + 1)

Finding constants 1 = 𝐴𝑥(3𝑥 + 1) + 𝐵(3𝑥 + 1) + 𝐶𝑥 2

𝑎𝑡 𝑥 = 0 𝐵=1

𝑎𝑡 𝑥 = −1/3 𝐶=9

𝑎𝑡 𝑥 = 1 1 = 4𝐴 + 4 + 9 𝐴 = −3

1 −3 1 9
= + +
𝑥 2 (3𝑥 + 1) 𝑥 𝑥 2 (3𝑥 + 1)
 Partial fraction expansion
Example: Find the partial fraction expansion of
1
𝑥 2 (3𝑥 + 1)2

1 𝐴 𝐵 𝐶 𝐷
General expansion = + + +
𝑥 2 (3𝑥 + 1)2 𝑥 𝑥 2 (3𝑥 + 1) (3𝑥 + 1)2

Finding constants 1 = 𝐴𝑥(3𝑥 + 1)2 +𝐵(3𝑥 + 1)2 +𝐶𝑥 2 (3𝑥 + 1)+ 𝑥 2 𝐷

𝑎𝑡 𝑥 = 0 𝐵=1

𝑎𝑡 𝑥 = −1/3 𝐷=9

𝑎𝑡 𝑥 = 1 1 = 16𝐴 + 16 + 4𝐶 + 9 16𝐴 + 4𝐶 = −24

𝑎𝑡 𝑥 = −1 1 = −4𝐴 + 4 − 2𝐶 + 9 −4𝐴 − 2𝐶 = −12

𝐶 = 18, 𝐴 = −6
1 6 1 18 9
=− + 2− +
𝑥 2 (3𝑥 + 1)2 𝑥 𝑥 (3𝑥 + 1) (3𝑥 + 1)2
Shifted Initial Value Problems
 Solving Shifted IVP using Laplace
 Initial value problems whose initial conditions are defined at a point
other than the origin (t=0) are referred to as shifted IVP
Example: 𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑅(𝑡) 𝑦 𝑐 = 𝐷, 𝑦 ′ 𝑐 = 𝐹

 Here the initial conditions are defined at point 𝑡 = 𝑐

 Typically, to solve an IVP using Laplace, one needs to determine the

Laplace of (𝑦’ 𝑎𝑛𝑑 𝑦’’) as a first step. But both ℒ 𝑦 ′ 𝑎𝑛𝑑 ℒ 𝑦 ′′
involve the values of the initial conditions 𝑦 0 𝑎𝑛𝑑 𝑦’ 0 , which are
unknowns in this case as the initial conditions are defined at point 𝑡 = 𝑐
not 𝑡 = 0

 To solve such IVP, a shift can be introduced: 𝑡 = 𝑡 − 𝑐

 Such that the initial condition is shifted to the origin 𝑡 = 0
𝑦 0 = 𝐷, 𝑦 ′ 0 = 𝐹
 Example: Solving shifted IVP using Laplace
Problem 6-13: solve the following IVP
𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 6𝑒 2𝑡−3 , 𝑦 1.5 = 4, 𝑦 ′ 1.5 = 5
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛:
• 𝐹𝑖𝑟𝑠𝑡, 𝑖𝑛𝑡𝑟𝑜𝑑𝑢𝑐𝑒 𝑎 𝑠ℎ𝑖𝑓𝑡 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑖𝑠 𝑑𝑒𝑓𝑖𝑛𝑒𝑑 𝑎𝑡 𝑧𝑒𝑟𝑜
𝑡 = 𝑡 − 1.5 𝑦 𝑡 = 0 = 4, 𝑦′ 𝑡 = 0 = 5
• 𝑊𝑖𝑡ℎ 𝑡ℎ𝑒 𝑠ℎ𝑖𝑓𝑡, 𝑡ℎ𝑒 𝐼𝑉𝑃 𝑤𝑖𝑙𝑙 𝑡𝑎𝑘𝑒 𝑡ℎ𝑒 𝑓𝑜𝑟𝑚
𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 6𝑒 2(𝑡+1.5)−3
𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 6𝑒 2𝑡
• 𝐴𝑝𝑝𝑙𝑦 𝑡ℎ𝑒 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
6
𝑠 2 𝑌 − 𝑠𝑦 0 − 𝑦 ′ (0) + 3𝑠𝑌 − 3𝑦 0 − 4𝑌 =
𝑠−2
6
(𝑠 2
+ 3𝑠 − 4)𝑌 − 4𝑠 − 5 − 12 =
𝑠−2
2
6
𝑠 + 3𝑠 − 4 𝑌 = + 4𝑠 + 17
𝑠−2
6 4𝑠 17
• 𝑆𝑜𝑙𝑣𝑒 𝑓𝑜𝑟 𝑌 𝑌= + +
𝑠 − 2 𝑠 + 4 (𝑠 − 1) 𝑠 + 4 (𝑠 − 1) 𝑠 + 4 (𝑠 − 1)
Example: Solving shifted IVP using Laplace
6 4𝑠 + 17
𝑌= +
𝑠 − 2 𝑠 + 4 (𝑠 − 1) 𝑠 + 4 (𝑠 − 1)
𝑅𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡 𝑡ℎ𝑒 𝑓𝑟𝑎𝑐𝑡𝑜𝑖𝑛𝑠 𝑢𝑠𝑖𝑛𝑔 𝑝𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 𝑒𝑥𝑝𝑎𝑛𝑠𝑖𝑜𝑛
6 1 1/5 6/5
= + −
𝑠 − 2 𝑠 + 4 (𝑠 − 1) 𝑠−2 𝑠+4 𝑠−1
4𝑠 + 17 −1/5 21/5
= +
𝑠 + 4 (𝑠 − 1) 𝑠+4 (𝑠 − 1)

𝑅𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡 𝑡ℎ𝑒 𝑓𝑟𝑎𝑐𝑡𝑜𝑖𝑛𝑠 𝑢𝑠𝑖𝑛𝑔 𝑝𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 𝑒𝑥𝑝𝑎𝑛𝑠𝑖𝑜𝑛

1 3
𝑌= +
𝑠−2 (𝑠 − 1)

𝑇𝑎𝑘𝑒 𝑡ℎ𝑒 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑖𝑛𝑣𝑒𝑟𝑠𝑒

𝑦 = 𝑒 2𝑡 + 3𝑒 𝑡
𝑐ℎ𝑎𝑛𝑔𝑒 𝑡ℎ𝑒 𝑠ℎ𝑖𝑓𝑡𝑒𝑑 𝑡 𝑡𝑜 𝑡ℎ𝑒 𝑜𝑟𝑖𝑔𝑖𝑛𝑎𝑙 𝑡

𝑦(𝑡) = 𝑒 2(𝑡−1.5) + 3𝑒 (𝑡−1.5)

Systems of 1st order ODEs
 Systems of 1st order ODEs
 Initial value problems in the form of systems of 1st order ODEs can
be solved using Laplace transforms

Example: Solve the following system of ODEs

𝑦1′ = 2𝑦1 + 𝑦2
𝑦1 0 = 1, 𝑦2 0 = 2
𝑦2′ = 𝑦1 + 2𝑦2

Solution:
• 𝐴𝑝𝑝𝑙𝑦 𝑡ℎ𝑒 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑡𝑜 𝑏𝑜𝑡ℎ 𝑒𝑞𝑢𝑎𝑡𝑜𝑖𝑛𝑠
𝑠𝑌1 − 𝑦1 (0) = 2𝑌1 + 𝑌2

𝑠𝑌2 − 𝑦2 0 = 𝑌1 + 2𝑌2
• 𝑆𝑜𝑙𝑣𝑒 𝑓𝑜𝑟𝑌1 and 𝑌2
𝑠 − 2 𝑌1 − 𝑌2 = 𝑦1 (0)
𝑠 − 2 −1 𝑌1 1
=
−𝑌1 + 𝑠 − 2 𝑌2 = 𝑦2 (0) −1 𝑠 − 2 𝑌2 2
 Systems of 1st order ODEs
𝑠 − 2 −1 𝑌1 1
=
−1 𝑠 − 2 𝑌2 2
𝑌1 −1
𝑠−2 −1 1
=
𝑌2 −1 𝑠−2 2

3 1 1 3
𝑌1 = − 𝑎𝑛𝑑 𝑌2 = +
2(𝑠 − 3) 2 𝑠 − 1 2(𝑠 − 1) 2(𝑠 − 3)

• 𝑇𝑎𝑘𝑒 𝑡ℎ𝑒 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑖𝑛𝑣𝑒𝑟𝑠𝑒

3 3𝑡 1 𝑡
𝑦1 (𝑡) = 𝑒 − 𝑒
2 2
1 𝑡 3 3𝑡
𝑦2 𝑡 = 𝑒 + 𝑒
2 2
• 𝑅𝑒𝑎𝑟𝑟𝑎𝑛𝑔𝑒

𝑦1 (𝑡) 3 1 3𝑡 1 −1 𝑡
= 𝑒 + 𝑒
𝑦2 (𝑡) 2 1 2 1

[𝑦] [𝑦](1) [𝑦](2)

 Laplace of few special functions
Unit step function and Dirac delta function
 Unit step function (Heaviside function)
 Unit step function has only two outputs: zero or 1. So it acts like an
off/on switch.
 The unit step function is discontinuous at the point at which it changes
value from zero to 1
Graphical representation

Unit step function u(t) Unit step function u(t-a)

Definition of unit step function Laplace of unit step function

∞
∞
𝑒 −𝑠𝑡 𝑒 −𝑎𝑠
Proof: 𝑒 −𝑠𝑡 . 1 𝑑𝑡 = − =
𝑎 𝑠 𝑠
𝑎
 Example: Unit step function
Write the following 𝑓(𝑡) using unit step function and find its Laplace
transform
𝑓(𝑡) 6
2, 𝑖𝑓 0 < 𝑡 < 1
𝑓 𝑡 = 6, 𝑖𝑓 1 < 𝑡 < 5 2
1, 𝑖𝑓 5 < 𝑡 < 8 1
𝑡
1 5 8
Solution:
𝑓 𝑡 = 2𝑢 𝑡 − 2𝑢 𝑡 − 1 + 6𝑢 𝑡 − 1 − 6𝑢 𝑡 − 5 + 1𝑢 𝑡 − 5 − 1𝑢(𝑡 − 8)
𝑓 𝑡 = 2 𝑢 𝑡 − 𝑢 𝑡 − 1 + 6 𝑢 𝑡 − 1 − 𝑢 𝑡 − 5 + 𝑢 𝑡 − 5 − 𝑢(𝑡 − 8)

1 𝑒 −𝑠 𝑒 −𝑠 𝑒 −5𝑠 𝑒 −5𝑠 𝑒 −8𝑠

ℒ(𝑓 𝑡 ) = 2 − +6 − + −
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠
2 𝑒 −𝑠 𝑒 −5𝑠 𝑒 −8𝑠
𝐹 𝑠 = +4 −5 −
𝑠 𝑠 𝑠 𝑠
 Second Shifting Theorem (t-Shifting)
 The function 𝑓(𝑡) whose values are nonzero at 𝑡 > 0 is defined as
0 𝑖𝑓 𝑡 < 0
𝑓 𝑡 𝑢 𝑡 =
𝑓 𝑡 𝑖𝑓 𝑡 > 0

 The shifted edition of the function 𝑓(𝑡) is defined as

 If the Laplace transform of 𝑓(𝑡) is 𝐹 𝑠 , then

Proof:
∞ ∞
= 𝑒 −𝑠𝑡 𝑓 𝑡 − 𝑎 𝑑𝑡 = 𝑒 −𝑠𝑡 𝑓 𝑡 − 𝑎 𝑢(𝑡 − 𝑎)𝑑𝑡
𝑎 0
Example: Unit step function and second shifting theorem
Write the following function using unit step functions and find its Laplace transform

Solution:
1 2 1 𝜋 𝜋
𝑓 𝑡 = 2𝑢 𝑡 − 2𝑢 𝑡 − 1 + 𝑡 𝑢 𝑡 − 1 − 𝑡 2𝑢 𝑡 − + cos 𝑡 𝑢 𝑡 −
2 2 2 2
To find the Laplace transform, cast all terms into the form 𝑓(𝑥 − 𝑎)𝑢(𝑥 − 𝑎)
1 2 1 1
𝑡 𝑢 𝑡−1 = 𝑡−1 2+ 𝑡−1 + 𝑢 𝑡−1
2 2 2
1 2 𝜋 1 𝜋 2 𝜋 𝜋 𝜋2 𝜋
𝑡 𝑢 𝑡− = 𝑡− + 𝑡− + 𝑢 𝑡−
2 2 2 2 2 2 8 2
𝜋 𝜋 𝜋
cos 𝑡 𝑢 𝑡 − = −sin 𝑡 − 𝑢 𝑡 −
2 2 2
Apply the Laplace transform to each term inside the three bracketed components
2 𝑒 −𝑠
• ℒ 2𝑢 𝑡 − 2𝑢 𝑡 − 1 = −𝑠
2 𝑠
 Unit step function Example
1 2 1 2 1 𝑒 −𝑠 𝑒 −𝑠 𝑒 −𝑠
• ℒ 𝑡 𝑢 𝑡−1 =ℒ 𝑡−1 + 𝑡−1 + 𝑢(𝑡 − 1) = + +
2 2 2 𝑠3 𝑠2 2𝑠

1 2 𝜋 1 𝜋 2 𝜋 𝜋 𝜋2 𝜋
• ℒ 𝑡 𝑢(𝑡 − ) =ℒ 𝑡− + 𝑡− + 𝑢(𝑡 − )
2 2 2 2 2 2 8 2
𝜋 𝜋 𝜋
− 𝑠 − 𝑠 2 − 𝑠
𝑒 2 𝜋𝑒 2 𝜋 𝑒 2
= + +
𝑠3 2 𝑠2 8 𝑠
𝜋
− 𝑠
𝜋 𝜋 𝑒 2
• ℒ −sin 𝑡 − 𝑢(𝑡 − ) = −
2 2 𝑠 2 +1

1 1 𝜋 𝜋
ℒ 𝑓 𝑡 = ℒ 2𝑢 𝑡 − 2𝑢 𝑡 − 1 + 𝑡 2 𝑢 𝑡 − 1 − 𝑡 2 𝑢 𝑡 − + cos 𝑡 𝑢 𝑡 −
2 2 2 2
𝜋 𝜋 𝜋 𝜋
−2𝑠 −2𝑠 −2𝑠 −2𝑠
2 2𝑒 −𝑠 𝑒 −𝑠 𝑒 −𝑠 𝑒 −𝑠 𝑒 𝜋𝑒 2
𝜋 𝑒 𝑒
= − + + + − − − − 2
𝑠 𝑠 𝑠3 𝑠2 2𝑠 𝑠3 2 𝑠2 8 𝑠 𝑠 +1
 Example: (second shifting theorem)
Find the Laplace inverse of the following

Solution:

We know that ℒ sin 𝜋𝑡 1 1 ℒ 𝑒 𝑎𝑡 𝑓(𝑡) = 𝐹 𝑠 − 𝑎 ,

= 2 , ℒ 𝑡 = ,
𝜋 𝑠 + 𝜋2 𝑠2

ℒ 𝑓 𝑡 − 𝑎 𝑢(𝑡 − 𝑎) = 𝑒 −𝑎𝑠 𝐹(𝑠)

1 1
So ℒ −1 𝐹 𝑠 = sin 𝜋 𝑡 − 1 𝑢 𝑡 − 1 + sin 𝜋 𝑡 − 2 𝑢 𝑡 − 2 + 𝑒 −2 𝑡−3
𝑡 − 3 𝑢(𝑡 − 3)
𝜋 𝜋
 Delta Function
Delta function is used to represent short impulses. For example: to represent
mechanical impacts and sudden loadings (mechanical or electrical)
Impulse function definition • Dirac delta function is the impulse function
when 𝑘 → 0

Dirac Delta function

Impulse function representation

Important Delta function identity

 Delta Function Example
Solve the following IVP.
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 𝛿 𝑡 − 1 , 𝑦 0 = 0, 𝑎𝑛𝑑 𝑦 ′ 0 = 0

Solution:
Apply the Laplace transform to the equation
𝑠 2 𝑌 + 3𝑠𝑌 + 2𝑌 = 𝑒 −𝑠

Find the transfer function

1
𝑄=
(𝑠 2 + 3𝑠 + 2)
Solve for Y
𝑒 −𝑠 1 1
𝑌= 2 = 𝑒 −𝑠 −
(𝑠 + 3𝑠 + 2) 𝑠+1 𝑠+2

Find the Laplace inverse of (𝑌(𝑠))

𝑦 𝑡 = 𝑒− 𝑡−1 𝑢 𝑡 − 1 − 𝑒 −2 𝑡−1 𝑢 𝑡−1
Convolution
 Convolution
 If the Laplace transform of the functions 𝑓 𝑡 𝑎𝑛𝑑 𝑔(𝑡) are 𝐹 𝑠 𝑎𝑛𝑑 𝐺 𝑠 ,
respectively. Then
ℒ 𝑓 𝑡 𝑔(𝑡) ≠ 𝐹 𝑠 𝑔(𝑠)

 The convolution operation on the functions 𝑓(𝑡) 𝑎𝑛𝑑 𝑔(𝑡) is defined as

∞
ℎ 𝑡 = (𝑓 ∗ 𝑔) 𝑡 = 𝑓 𝜏 𝑔 𝑡 − 𝜏 𝑑𝜏
0

 The Laplace transform of ℎ(𝑡) satisfies

ℒℎ 𝑡 = 𝐹 𝑠 𝑔(𝑠)
 Proof of the convolution-Laplace identity

Here 𝜏 𝑎𝑛𝑑 𝑝 are dummy variables

Introduce a change in variables such that 𝑝 = 𝑡 − 𝜏 where 𝜏 is a constant
Thus

Then we can write 𝐹(𝑠)𝐺(𝑠) as

Change the integration order to get

 Convolution examples
• Convolution often helps in finding the Laplace inverse

• Example: find the Laplace inverse of the following

1/(𝑠 2 + 𝜔2 )2
Solution:
1 1 1
= 2
𝑠2 + 𝜔2 2 𝑠 + 𝜔2 𝑠2 + 𝜔2
1 1
So, we are trying to find ℒ −1 = ℒ −1 𝐹 𝑠 𝐺(𝑠)
𝑠2 + 𝜔2 𝑠2 + 𝜔2

ℒ sin 𝜔𝑡 1
We know that = 2
𝜔 𝑠 + 𝜔2
sin 𝜔𝑡
So 𝑓 𝑡 = 𝑔 𝑡 =
𝜔
𝑡 𝑡
1 sin 𝜔𝜏 sin 𝜔(𝑡 − 𝜏)
ℒ −1 = 𝑓 𝜏 𝑔 𝑡 − 𝜏 𝑑𝜏 = 𝑑𝜏
𝑠2 + 𝜔2 2
0 0 𝜔 𝜔
𝑡
1 1 sin 𝜔𝑡
= 2 sin 𝜔𝜏 sin 𝜔(𝑡 − 𝜏) 𝑑𝜏 = −𝑡 cos 𝜔𝑡 +
𝜔 0 2 𝜔
Differentiation and Integration of Laplace transforms
• These relations are useful to solve IVP with variable coefficients
• Also they are useful in determining the Laplace or its inverse for complex cases