Chapter 13

Fourier and Laplace Transformation

Contents
13.1 Fourier Transforms and Its Inverse 3

13.2 Fourier Sine and Cosine Transform 9

13.3 Laplace Transforms 14

13.4 Differentiation and Integration of Laplace Transform 26

13.4.1 Laplace transform of derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
13.4.2 Laplace transform of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

13.5 Convolution and Integral Equation 31

13.5.1 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
13.5.2 Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

13.6 Exercise 38

Fourier transform decomposes a function of time (a signal) into the frequencies that make it up
similarly how a musical chord can be expressed as the amplitude (or loudness) of its constituent notes.
The Fourier transform of a function of time itself is a complex-valued function of frequency. In addition to
this, Laplace transform is very similar to the Fourier transform. While the Fourier transform of a function
is a complex function of a real variable (frequency), the Laplace transform of a function is a complex
function of a complex variable. Laplace transforms are usually restricted to functions of t with t > 0. It
has its own applications in classical control theory, mechanical and electrical engineering and physics
area.

13.1 Fourier Transforms and Its Inverse

Definition 13.1.1 The Fourier complex transforms of a function f (x) is defined by

1
Z ∞
F(s) = F [ f (x)] = √ f (x)e−isx dx
2π −∞

This integral exists for all functions f (x) which are continuous in the interval I, except at most at a
finite number of points of discontinuities, if any, are finite jump discontinuities and f (x) is piece wise
differentiable.
The inverse Fourier complex transform of F(s) is defined by

1
Z ∞
f (x) = √ F(s)eisx ds
2π −∞

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2 Fourier and Laplace Transformation

Theorem 13.1.1 If f (x) is absolutely integrable on the x-axis and piecewise continuous on every finite
interval, then the fourier transform F(s) of f (x) exists.

 Example 13.1 Find the Fourier transform of


1 for |x| < 1
f (x) =
0 for |x| > 1

and evaluate 0∞ sinx x dx.

R

Solution: The Fourier transform of f (x) is

F(s) = F [ f (x)]
1
Z ∞
= √ f (x)e−isx dx
2π −∞
Z −1 Z 1
1 1 1
Z ∞
= √ f (x)e−isx dx + √ f (x)e−isx dx + √ f (x)e−isx dx
2π −∞ 2π −1 2π 1
Z 1
1
= √ e−isx dx if s 6= 0
2π −1
1 e−isx 1
= −√ |−1
2π is

1 e−is − eis
= −√ [ ]
2π is
1 eis − e−is
= √ [ ]
2π is
1 2(eis − e−is )
= √
2π s(2i)
1 2 sin s
= √ since eis = cos(s) + i sin(s) and e−is = cos(s) − i sin(s)
2π s
r
2 2 sin s
=
π s

but if s = 0, then

F(s) = F [ f (x)]
1
Z ∞
= √ f (x)e−isx dx
2π −∞
Z −1 Z 1
1 1 1
Z ∞
−isx −isx
= √ f (x)e dx + √ f (x)e dx + √ f (x)e−isx dx
2π −∞ 2π −1 2π 1
Z 1
1
= √ e−isx dx
2π −1

1 1
Z
= √ e−i(0)x dx if s = 0
2π −1
Z 1
1
= √ dx
2π −1
1
= √ x|1−1
2π
r
2
=
π

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13.1 Fourier Transforms and Its Inverse 3
 q
2 sin s
 for s 6= 0
Therefore, F(s) = qπ s
2

π for s = 0
Now, by the inversion formula, we get

1 ∞ Z
√ F(s)eisx ds = f (x)
2π −∞

1 for |x| < 1
Z ∞
1
√ F(s)eisx ds =
2π −∞ 0 for |x| > 1
putting x = 0

Z ∞r
1 2 sin s
√ ds = 1
2π −∞ π s
1 ∞ sin s
Z
ds = π
π −∞s
sin s
Z ∞
ds = π
−∞ s
sin s sin s
Z ∞
2 ds = π since is even
0 s s
sin s
Z ∞
π
ds =
0 s 2
let s = x ⇒ ds = dx
sin x
Z ∞
π
dx =
0 x 2

 Example 13.2 Find the Fourier transform of

1 − x2

for |x| ≤ 1
f (x) =
0 for |x| > 1

and show that 0∞ x cos x−sin x

dx = −π ∞ x cos x−sin x
cos( 2x ) dx = −3π
R R
x3 4 and 0 x3 16 .
Solution: The Fourier transform of f (x) is

F(s) = F [ f (x)]
1
Z ∞
= √ f (x)eisx dx
2π −∞
Z −1 Z 1
1 1 1
Z ∞
isx isx
= √ f (x)e dx + √ f (x)e dx + √ f (x)eisx dx
2π −∞ 2π −1 2π 1
Z 1
1
= √ f (x)eisx dx
2π −1
Z 1
= (1 − x2 )eisx dx
−1

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4 Fourier and Laplace Transformation

1 1 − x2 −isx 2x −isx 2 −isx 1

= √ [− e − e + e ]|−1
2π is (is)2 (is)3
1 1 − x2 −isx 2x −isx 2
= √ [− e + 2e − 3 e−isx ]|1−1
2π is s is
1 1 − 1 −is 2 −is 2 1 − 1 is 2(−1) is 2
= √ [− e + 2 e − 3 e−is ] − [− + e − 3 eis ]
2π is s is is s2 is
1 2 2 1 2 2
= √ [− 2 eis + 3 eis ] − √ [ 2 e−is + 3 e−is ]
2π s is 2π s is
1 2 is 2 −is 2 is 2 −is
= √ (− 2 e − 2 e + 3 e − 3 e )
2π s s is is
1 2 is 2 is
= √ (− 2 [e + e ] + 3 [e − e−is )
−is
2π s is
1 2 2
= √ (− 2 [2 cos s] + 3 [2i sin s])
2π s is
1 4 4
= √ (− 2 [cos s] + 3 [sin s])
2π s s
4
= −√ [s cos s − sin s]
2πs3
From the inverse Fourier transform, we have
1 ∞ Z
√ F(s)eisx ds = f (x)
2π −∞
1 − x2

1 for |x| ≤ 1
Z ∞
isx
√ F(s)e ds =
2π −∞ 0 for |x| > 1
• Case I: If x = 0, then
1 −4
Z ∞
√ √ [s cos s − sin s] ds = 1
2π −∞ 2πs3
1 ∞ −4
Z
[s cos s − sin s] ds = 1
2π −∞ s3
1
Z ∞
−8 3
[s cos s − sin s] ds = 2π
0 s
1 −π
Z ∞
3
[s cos s − sin s] ds =
0 s 4
let s = x ⇒ ds = dx
1 −π
Z ∞
3
[x cos x − sin x] dx =
0 x 4
−π
Therefore, 0∞ x cos x−sin x
R
x3
dx = 4 .
1
• Case II: If x = 2 , then
1 −4 3
Z ∞
is
√ √ [s cos s − sin s]e 2 ds =
2π −∞ 2πs 3 4
1 ∞ −4 3
Z
is
3
[s cos s + sin s]e 2 ds =
2π −∞ s 4
1 s s −3π
Z ∞
3
[s cos s − sin s](cos( ) + i sin( )) ds =
−∞ s 2 2 8

1 s 1 s −3π
Z ∞ Z ∞
3
[s cos s − sin s] cos( ) ds − 3
[s cos s − sin s]i sin( ) ds =
−∞ s 2 −∞ s 2 8
1 s −3π
Z ∞
3
[s cos s − sin s] cos( ) ds =
−∞ s 2 8
1 s
Z ∞
since 3
[s cos s − sin s]i sin( ) ds = 0
−∞ s 2

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13.1 Fourier Transforms and Its Inverse 5

because of odd function

1 s −3π
Z ∞
[s cos s − sin s] cos( ) ds =
−∞ s3 2 8
let s = x ⇒ ds = dx
1 x −3π
Z ∞
3
[x cos x − sin x] cos( ) dx =
−∞ x 2 8
1 x −3π
Z ∞
2 3
[x cos x − sin x] cos( ) dx =
0 x 2 8
1 x −3π
Z ∞
3
[x cos x − sin x] cos( ) dx =
0 x 2 16
R ∞ [x cos x−sin x] −3π
Therefore, 0 x3
cos( 2x ) dx = 16 .


 Example 13.3 Find the fourier transform of f (x) = e−|x| for all x.
Solution: Since 
−x for x ≥ 0
−|x| =
x for x < 0
This implies that
e−x

−|x| for x ≥ 0
e =
ex for x < 0
Thus,

F(s) = F [ f (x)]
1
Z ∞
= √ f (x)eisx dx
2π −∞
Z 0
1 1
Z ∞
= √ ex eisx dx + √ e−x eisx dx
2π −∞ 2π 0
Z 0
1 1
Z ∞
= √ ex+isx dx + √ e−x+isx dx
2π −∞ 2π 0
Z 0
1 1
Z ∞
= √ e(1+is)x dx + √ e(−1+is)x dx
2π −∞ 2π 0

1 1 (1+is)x 0 1 −1 (−1+is)x ∞
= √ [ e ]−∞ + √ [ e ]0
2π 1 + is 2π − is
1
1 1 1 −1
= √ [ (1 − 0)] + √ [ (0 − 1)]
2π 1 + is 2π 1 − is
1 1 1 1
= √ [ ]+ √ [ ]
2π 1 + is 2π 1 − is
1 1 1
= √ [ + ]
2π 1 + is 1 − is
1 2
= √ [ ]
2π 1 + s2
√
2
=
π(1 + s2 )
√
2
Therefore, F(s) = π(1+s2 )
. 

Properties of Fourier Transform

1. Linear Property

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6 Fourier and Laplace Transformation

Theorem 13.1.2 If F(s) and G(s) are Fourier complex transform of f (x) and g(x), respectively
and α and β some constant numbers, then

F [α f (x) + β g(x)] = αF [ f (t)] + β F [g(t)] = αF(s) + β G(s)

2. Change of Scale Property

Theorem 13.1.3 If F(s) are a Fourier transform of f (x), then

1 s
F [ f (ax)] = F( ), a 6= 0
a a

3. Shifting Property

Theorem 13.1.4 If F(s) are a Fourier transform of f (x), then

F [ f (x − a)] = eisa F(s)

Proof:
Z ∞
F [ f (x − a)] = f (x − a)eisx dx
−∞
let x − a = t so that dx = dt Z ∞
= eis(t+a) f (t) dt
−∞
Z ∞
= e(ist+isa) f (t) dt
−∞
Z ∞
= eisa eist f (t) dt
−∞
Z ∞
= eisa eist f (t) dt
−∞
= eisa F(s)

4. Modulation Property

Theorem 13.1.5 If F(s) are a Fourier transform of f (x), then

1
F [ f (x) cos(ax)] = [F(s + a) + F(s − a)]
2
Proof:
Z ∞
F [ f (x) cos(ax)] = f (x) cos(ax)eisx dx
−∞
eiax + e−iax
Z ∞
= eisx f (x)( ) dx
−∞ 2
1 ∞ i(s+a)x
Z Z ∞
= [ e f (x) dx + ei(s−a)x f (x) dx]
2 −∞ −∞
1
= [F(s + a) + F(s − a)]
2

 Example 13.4 Find F [ f (x) cos(3x)] if F(s) = 2 sin s

s is the Fourier transform of f (x).

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13.2 Fourier Sine and Cosine Transform 7

Solution: From the property of modulation, we have

1
F [ f (x) cos(3x)] = (F(s + 3) + F(s − 3))
2
1 2 sin(s + 3) 2 sin(s − 3)
= ( + )
2 s+3 s−3
sin(s + 3) sin(s − 3)
= +
s+3 s−3


13.2 Fourier Sine and Cosine Transform

For an odd function f (x), the Fourier integral is the Fourier sine integral

2
Z ∞ Z ∞
f (x) = B(λ ) sin(λ x) dλ , where B(λ ) = f (t) sin(λt) dt
0 π 0

We now set

2 ∞
Z
B(λ ) = f (t) sin(λt) dt
π
r 0r Z
2 2 ∞
= f (t) sin(λt) dt
π π 0
| {z }
FS (λ )
r
2
= FS (λ ) where S suggests ’sine’
π

Hence
Z ∞
f (x) = B(λ ) sin(λ x) dλ
0
Z ∞r
2
= FS (λ ) sin(λ x) dλ
0 π
r Z
2 ∞
= FS (λ ) sin(λ x) dλ
π 0
rlet λ = s ⇒ dλ = ds and t = x ⇒ dt = dx
2 ∞
Z
= FS (s) sin(sx) ds
π 0

Therefore, Fourier sine transform of f (x) defined by

r Z
2 ∞
FS (s) = f (x) sin(sx) dx
π 0

and inverse Fourier sine transform of Fs (s) defined by

r Z
2 ∞
f (x) = FS (s) sin(sx) ds
π 0

Similarly, for an even function f (x), the Fourier integral is the Fourier cosine integral

2
Z ∞ Z ∞
f (x) = A(λ ) cos(λ x) dλ , where A(λ ) = f (t) cos(λt) dt
0 π 0

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8 Fourier and Laplace Transformation

We now set
2 ∞
Z
A(λ ) = f (t) cos(λt) dt
π
r 0r Z
2 2 ∞
= f (t) cos(λt) dt
π π 0
| {z }
FC (λ )
r
2
= FC (λ ) where C suggests ’cosine’
π
Hence
Z ∞
f (x) = A(λ ) cos(λ x) dλ
0
r
2
Z ∞
= FC (λ ) cos(λ x) dλ
0 π
r
2 ∞
Z
= FC (λ ) sin(λ x) dλ
π 0
rlet λ = s ⇒ dλ = ds and t = x ⇒ dt = dx
2 ∞
Z
= FC (s) cos(sx) ds
π 0

Therefore, Fourier cosine transform of f (x) defined by

r Z
2 ∞
FC (s) = f (x) cos(sx) dx
π 0

and inverse Fourier cosine transform of Fc (s) defined by

r Z
2 ∞
f (x) = FC (s) cos(sx) ds
π 0

 Example 13.5 Find the Fourier sine and Fourier cosine transform of the function

k for 0 < x < a
f (x) =
0 for x > 0

Solution: From the definition

r Z
2 ∞
FS (s) = f (x) sin(sx) dx
π
r Z0 r Z
2 a 2 ∞
= k sin(sx) dx + 0 sin(sx) dx
π 0 π a
r
2 1 − cos(as)
= k( )
π s

r Z
2 ∞
FC (s) = f (x) cos(sx) dx
π 0
r Z r Z
2 a 2 ∞
= k cos(sx) dx + 0 cos(sx) dx
π 0 π a
r
2 sin(as)
= k( )
π s


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13.2 Fourier Sine and Cosine Transform 9

 Example 13.6 Find the Fourier cosine transform of the exponential function f (x) = e−x .
Solution: The Fourier cosine transform of f (x) = e−x is given by

FC (s) = FC [e−x ]
r Z
2 ∞ −x
= e cos(sx) dx
π
r 0
2 e−x
= (− cos(sx) + s sin(sx))|∞
0
π 1 + s2
r
2 1
=
π 1 + s2

 Example 13.7 Find the Fourier sine transform of the exponential function f (x) = e−x and show that

x sin(mx) πe−m
Z ∞
dx =
0 1 + x2 2

Solution: The Fourier sine transform of f (x) = e−x is given by

FS (s) = FS [e−x ]
r Z
2 ∞ −x
= e sin(sx) dx
π 0
r
2 e−x
= (− sin(sx) − s cos(sx))|∞
0
π 1 + s2
r
2 s
=
π 1 + s2

using the inverse formula for Fourier sine transform, we get

r Z
2 ∞
f (x) = FS (s) sin(sx) ds
π 0
r Z r
2 ∞ 2 s
e−x = sin(sx) ds
π 0 π 1 + s2
r
−x 2 s
since f (x) = e and FS (s) =
π 1 + s2
2 s
Z ∞
e−m = 2
sin(ms) ds
π 0 1+s
πe−m s
Z ∞
= sin(ms) ds
2 0 1 + s2
let s = x ⇒ ds = dx
πe−m x
Z ∞
= 2
sin(mx) dx
2 0 1+x

R ∞ x sin(mx) πe−m
Therefore, 0 1+x2
dx = 2 . 

 Example 13.8 Find the Fourier cosine transform of


 x for 0 < x < 1
f (x) = 2−x for 1 < x < 2
0 for x > 2


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10 Fourier and Laplace Transformation

Solution: From the definition of Fourier transform, we have

FS (s) = FS [ f (x)]
r Z
2 ∞
= f (x) sin(sx) dx
π
r Z0
2 1
Z 2 Z ∞
= [ x sin(sx) dx + (2 − x) sin(sx) dx + (0) sin(sx) dx]
π
r Z0 1 2
2 1
Z 2
= [ x sin(sx) dx + (2 − x) sin(sx) dx]
π
r Z0 1
2 1 Z 2 Z 2
= [ x sin(sx) dx + 2 sin(sx) dx − x sin(sx) dx]
π 0 1 1
r Z
2 1
Z 2 Z 2
= [ x sin(sx) dx + 2 sin(sx) dx − x sin(sx) dx]
π 0 1 1
r
2 x 1
= [(− cos(sx) + 2 sin(sx))|10 −
π s s
2 x 1
cos(sx)|21 − ( cos(sx) + 2 sin(sx)|10 )]
s
r s s
2 1 2
= [(− cos(s) − (cos(2s) − cos(s)) −
π s s
2 1 1 1
( cos(2s) + 2 sin(2s) − ( cos(s) + 2 sin(s)))]
rs s s s
2 1 2
= [( (sin(s) − sin(2s)) + (cos s − 2 cos(2s))]
π s2 s


If f (x) is absolutely integrable on the positive x-axis and piecewise continuous on every finite interval,
the Fourier cosine and sine transforms of f exists. Furthermore, if f and g have Fourier cosine and sine
transform, so does α f + β g for any constants α and β .

Theorem 13.2.1 If FS (s) and FC (s) are the Fourier sine and cosine transforms of f (x) respectively,
then FS [ f (ax)] = 1a Fs ( as ), a 6= 0 and FC [ f (ax)] = 1a Fc ( as ), a 6= 0.

Theorem 13.2.2 If f and g have Fourier cosine and sine transform, then for any constants α and β

FC [α f + β g] = αFC [ f ] + β FC [g]
FS [α f + β g] = αFS [ f ] + β FS [g]

Theorem 13.2.3 If FS (s) and FC (s) are fourier sine and cosine transforms of f (x) respectively, then
1. FS [ f (x) sin(ax)] = 21 [FC (s − a) − FC (s + a)]
2. FS [ f (x) cos(ax)] = 21 [FS (s + a) + FS (s − a)]
3. FC [ f (x) sin(ax)] = 21 [FS (s + a) − FS (s − a)]
4. FC [ f (x) cos(ax)] = 12 [FC (s − a) + FC (s + a)]

 Example 13.9 If FS (s) and FC (s) are fourier sine and cosine transforms of f (x) respectively, then show
that
1
FS [ f (x) sin(ax)] = [FC (s − a) − FC (s + a)]
2
Solution: From the definition of fourier sine transform
r Z
2 ∞
FS [ f (x)] = f (x) sin(sx) dx
π 0

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13.2 Fourier Sine and Cosine Transform 11

Remark 13.2.4 1. sin(sx) cos(ax) = 12 [sin(s − a)x + sin(s + a)x]

2. sin(sx) sin(ax) = 21 [cos(s − a)x − cos(s + a)x]
3. cos(sx) cos(ax) = 12 [cos(s − a)x + cos(s + a)x]

So,
r Z
2 ∞
FS [ f (x) sin(ax)] = f (x) sin(ax) sin(sx) dx
π
r Z0
2 ∞
= f (x) sin(sx) sin(ax) dx
π
r Z0
2 ∞ 1
= f (x) [cos(s − a)x − cos(s + a)x] dx
π 0 2
r Z r Z
1 2 ∞ 2 ∞
= [ f (x) cos(s − a)x dx − cos(s + a)x dx]
2 π 0 π 0
1
= [FC (s − a) − FC (s + a)]
2

 Example 13.10 Find the fourier sine and cosine transform of e−x sin 5x.
Solution:
q , and then the fourier sine and cosine transform of e−x is given by FS [e−x ] =
Let f (x) = e−xq
π 1+s2 and FC [e ] =
2 s −x 2 1
π 1+s2 , respectively. So,

FS [e−x sin 5x] = FS [ f (x) sin 5x]

1
= [FC (s − 5) − FC (s + 5)]
2r r
1 2 1 2 1
= [ 2
− ]
2 π 1 + (s − 5) π 1 + (s + 5)2
r
1 2 1 1
= [ − ] and
2 π 1 + (s − 5)2 1 + (s + 5)2

FC [e−x sin 5x] = FC [ f (x) sin 5x]

1
= [FS (s + 5) − FS (s − 5)]
2r r
1 2 s+5 2 s−5
= [ 2
− ]
2 π 1 + (s + 5) π 1 + (s − 5)2
r
1 2 s+5 s−5
= [ − ]
2 π 1 + (s + 5)2 1 + (s − 5)2

Theorem 13.2.5 Cosine and sine transform of derivatives

Let f (x) be continuous and absolutely integrable on the x-axis, let f 0 (x) be piecewise continuous on
every finite interval, and let f (x) → 0 as x → ∞. Then
r
0 2
FC [ f (x)] = sFS [ f (x)] − f (0) and
π
FS [ f 0 (x)] = −sFC [ f (x)]

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12 Fourier and Laplace Transformation

If f 0 (x), f 00 (x) satisfy the respected assumptions for f , f 0 in the above theorem
r
00 0 2 0
FC [ f (x)] = sFS [ f (x)] − f (0)
π
r
2 0
= −s2 FC [ f (x)] − f (0) similarly
π
r
2
FS [ f 00 (x)] = −s2 FS [ f (x)] + s f (0)
π
 Example 13.11 Find the Fourier cosine transform FC [e−ax ] of f (x) = e−ax , where a > 0.
Solution: By differentiation, (e−ax )00 = a2 e−ax , thus a2 f (x) = f 00 (x). So,

FC [a2 f (x)] = FC [ f 00 (x)]

a2 FC [ f (x)] = FC [ f 00 (x)]
r
2 0
= −s FC [ f (x)] −
2
f (0)
π
r
2
= −s2 FC [ f (x)] + a
π
r
2 2 2
⇒ (a + s )FC [ f (x)] = a
π
q
Therefore, FC [e−ax ] = π2 ( a2 +s
a
2 ). 

13.3 Laplace Transforms

An integral transform is a transformation in the form of an integral that produces from given functions
new functions depending on a different variables. These transformations are of interest mainly as tools for
solving the initial value problems involving ordinary and partial differential equations, and an integral
equations, and they often also help in handling and applying special functions. The Laplace transform is
of this kind and is by far the most important integral transform in engineering.
Definition 13.3.1 A function is called is piecewise continuous in an interval a ≤ t ≤ b if the interval
can be subdivided into a finite number of intervals in each of which the function is continuous and has
finite right and left hand limits.

Definition 13.3.2 f (t) be of exponential order γ as t → ∞ (exponential order); that is, there exist
constant γ, M > 0 and T > 0 such that

| f (t)| ≤ Meγt for all t > T

 Example 13.12 f (t) = t 2 is of exponential order 3 since |t 2 | = t 2 < e3t for all t > 0. 

 Example 13.13 f (t) = e

t3 t3 t3
is not of exponential order since |e | = e can be made larger than any
given constant by increasing t. 

Intuitively, functions of exponential order can not grow in absolute value more rapidly than Meγt as t
increases. In practice, however, this is no restriction since M and γ can be as large as desired.
Bounded functions such as sin(at) or cos(at), are of exponential order.
Definition 13.3.3 Let f (t) is piecewise continuous on [0, ∞) and of exponential order γ for t ≥ 0. The
Laplace transform F(s) exists for all s > γ, denoted by L [ f (t)] is defined by
Z ∞
L [ f (t)] = F(s) = e−st f (t) dt
0

provided the integral converges.

The sufficient conditions quaranting the existence of L[ f (t)] are

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13.3 Laplace Transforms 13

• f (t) is piecewise continuous on [0, ∞); that is, if in any interval 0 ≤ t ≤ b, there are at most a
finite number of points tk , k = 1, 2, 3, · · · , n(tk−1 < tk ) at which f has finite discontinuities and is
continuous on each open interval tk−1 < t < tk .
• f (t) be of exponential order for t > T ; that is, there exist constant c, M > 0 and T > 0 such that

| f (t)| ≤ Mect for all t > T

 Example 13.14 Evaluate L [1].

Solution:Let f (t) = 1 and f (t) = 1 ≤ eγt for all γ ≥ 0. So, it is of exponential order of 0. Therefore, for
all s > 0, we have

Z ∞
L[1] = e−st f (t) dt
0
Z ∞
= e−st dt, since f (t) = 1
0
Z m
= lim e−st dt
m→∞ 0
1
= lim [− e−st ]|m
0
s
m→∞
1
= lim [1 − e−sm ]
m→∞ s
1
= ,s>0
s

 Example 13.15 Evaluate L [ f (t)] for


0 for 0 ≤ t < 3
f (t) =
2 for t ≥ 3

Solution: Here f (t) = 0 or f (t) = 2. In any case f (t) ≤ eγt for all γ ≥ 0. So, it is of exponential order of
0. Therefore, for all s > 0, we have

Z ∞
L [ f (t)] = e−st f (t) dt
0
Z 3 Z ∞
= e−st (0)dt + e−st (2) dt
0 3
2e−st 3
= |
s ∞
2e−3s
= ,s>0
s

 Example 13.16 Evaluate the Laplace transform L [eat ].

Solution: Let f (t) = eat and | f (t)| ≤ Meγt for all γ ≥ a. So, it is of exponential order of a. Therefore, for

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14 Fourier and Laplace Transformation

all s > 0, we have

Z ∞
L [ f (t)] = e−st f (t) dt
0
Z ∞
= e−st eat dt
0
Z ∞
= e−(s−a)t dt
0
let u = s − a
1
= − e−ut |∞ 0
u
1
= − [0 − 1]
u
1
=
u
1
= since u = s − a
s−a

Example 13.17 Evaluate the Laplace transform L [sin(2t)].

Solution: Let f (t) = sin(2t), then

Z ∞
L [sin(2t)] = e−st sin(2t) dt
0
1 ∞1Z
= − e−st sin(2t)|∞ 0 − e−st 2 cos(2t) dt
s 0 s
1 −st 2 ∞ −st
Z
∞
= − e sin(2t)|0 + e cos(2t) dt
s s 0
1 2 1
= [− e−st sin(2t) + − e−st cos(2t)]|∞ 0 −
s s s
2
Z ∞
e−st sin(2t)dt]
s 0
1 2 1
= [− e−st sin(2t) + − e−st cos(2t)]|∞ 0 −
s s s
4
Z ∞
e−st sin(2t)dt
s2 0
1 2 1
= [− e−st sin(2t) + − e−st cos(2t)]|∞ 0 −
s s s
4
L [sin(2t)]
s2

s2 + 4 1 2 1
( [− e−st sin(2t) + − e−st cos(2t)]|∞
)L [sin(2t)] = 0
s2 s s s
2
=
s2
2
L [sin(2t)] =
s2 + 4

 Example 13.18 Evaluate the Laplace transform L [sin(bt)].

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13.3 Laplace Transforms 15

Solution: Let f (t) = sin(bt), then

Z ∞
L [sin(bt)] = e−st sin(bt) dt
0
1 ∞1
Z
= − e−st sin(bt)|∞ 0 − e−st b cos(bt) dt
s 0 s
1 b ∞ −st
Z
= − e−st sin(bt)|∞ 0 + e cos(bt) dt
s s 0
1 b 1
= [− e−st sin(bt) + [− e−st cos(bt)]|∞ 0 −
s s s
b
Z ∞
e−st sin(bt) dt]
s 0
1 b 1
= [− e−st sin(bt) + [− e−st cos(bt)]|∞ 0 −
s s s
b2 ∞ −st
Z
e sin(bt) dt
s2 0
1 b 1
= [− e−st sin(bt) + [− e−st cos(bt)]|∞ 0 −
s s s
b2
L [sin(bt)]
s2

s2 + b2 1 b 1
( [− e−st sin(bt) + [− e−st cos(bt)]|∞
)L [sin(bt)] = 0
s2 s s s
b
=
s2
b
L [sin(bt)] =
s2 + b2

 Example 13.19 Show that L [cos bt] = s2 +b

s
2.
Solution: Let f (t) = cos(bt), then

b2 e−st sin(bt) se−st cos(bt) ∞

L [cos(bt)] = [ − ]|0
s2 + b2 b b2
b2 s
= 2 2
[ 2]
s +b b
s
=
s2 + b2

 Example 13.20 Prove that L [t n ] = sn+1

n!
, n = 1, 2, 3, · · · .

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16 Fourier and Laplace Transformation

f (t) L [ f (t)] = F(s)

1
1 s ,s > 0
1
t s2
,s > 0
n!
tn sn+1
,s > 0
1
eat s−a s > a
,
b
sin bt s2 +b2
,s > 0
s
cos bt s2 +b2
,s > 0
b
sinh bt s2 −b2
, s > |b|
s
cosh bt 2
s −b 2 , s > |b|

Solution: Let f (t) = t n

Z ∞
L [t n ] = e−st t n dt
0
1 n ∞ −st n−1
Z
= − e−st t n |∞ 0 + e t dt
s s 0
n
Z ∞
= e−st t n−1 dt
s 0
n
= L [t n−1 ], n = 1, 2, 3, · · ·
s
since L [1] = 1s , it follows by iteration that
1 1
L [t] = L [1] = 2
s s
2 2 2!
L [t 2 ] = L [t] = 3 = 3
s s s
3 6 3!
L [t 3 ] = L [t ] = 4 = 4
2
s s s
.. ..
. .
n n (n − 1)! n!
L [t n ] = L [t n−1 ] = = n+1
s s sn s
Therefore, L [t n ] = n!
sn+1
. 

Laplace transform of some elementary function

Properties of Laplace Transform
1. Linearity property

Theorem 13.3.1 If f (t) and g(t) are functions with Laplace transforms F(s) and G(s), respec-
tively and α and β are some constant numbers, then

L [α f + β g] = αL [ f ] + β L [g]

 Example 13.21 Find the Laplace transform of the function f (t) = et+7 .
Solution: Here f (t) = et+7 , then we have
L [ f (t)] = L [et+7 ]
= L [et e7 ]
= e7 L [et ]
1 1
= e7 since L [et ] =
s−1 s−1
e7
=
s−1


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13.3 Laplace Transforms 17

 Example 13.22 Find the Laplace transform of the function f (t) = 4t 2 − 5 sin(3t).
Solution: Here f (t) = 4t 2 − 5 sin(3t), then we have

L [ f (t)] = L [4t 2 − 5 sin(3t)]

= 4L [t 2 ] − 5L [sin(3t)]
2! 3
= 4 3 −5 2
s s +9
8 15
= −
s3 s2 + 9


2. First Shifting Property

Theorem 13.3.2 If L [ f (t)] = F(s), then

L [eat f (t)] = F(s − a)

 Example 13.23 Show that L [eat t n ] = (s−a)

n!
n+1 .

Solution: Let f (t) = t n , then F(s) = L [ f (t)] = L [t n ] = n!

sn+1
. By using shifting properties

L [eat f (t)] = F(s − a) where L [ f (t)] = F(s)

n!
⇒ L [eat t n ] =
(s − a)n+1

Therefore, L [eat t n ] = n!
(s−a)n+1
. 

 Example 13.24 Show that L [eat sin bt] = (s−a)b2 +b2 .

Solution: Let f (t) = sin bt, then F(s) = L [ f (t)] = L [sin bt] = b
s2 +b2
. By using shifting properties

L [eat f (t)] = F(s − a) where L [ f (t)] = F(s)

b
⇒ L [eat sin bt] =
(s − a)2 + b2

Therefore, L [eat sin bt] = b

(s−a)2 +b2
. 

 Example 13.25 Show that L [eat cos bt] = (s−a)

s−a
2 +b2 .

Solution: Let f (t) = sin bt, then F(s) = L [ f (t)] = L [sin bt] = b
s2 +b2
. By using shifting properties

L [eat f (t)] = F(s − a) where L [ f (t)] = F(s)

s−a
⇒ L [eat cos bt] =
(s − a)2 + b2

Therefore, L [eat cos bt] = s−a

(s−a)2 +b2
. 

eb
 Example 13.26 Show that L [eat+b ] = s−a .
Solution: Let f (t) = eat+b , then we have

L [ f (t)] = L [eat+b ]
= L [eat eb ]
= eb L [eat ]
1 1
= eb since L [eat ] =
s−a s−a
eb
=
s−a


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18 Fourier and Laplace Transformation

Example 13.27 Find the Laplace transform of f (t) = sin(2t) cos(3t).

Solution: Let f (t) = sin(2t) cos(3t), then we have

L [ f (t)] = L [sin(2t) cos(3t)]

1
= L [ (sin(2 − 3)t + sin(2 + 3)t)]
2
1
= L [ (sin −t + sin(5t))]
2
1
= L [− sint + sin(5t)]
2
1
= L [sin(5t) − sint]
2
1
= (L [sin(5t)] − L [sint])
2
1 5 1
= ( − )
2 s2 + 25 s2 + 1


 Example 13.28 Find the Laplace transform of f (t) = e−3t (2 cos(5t) − 3 sin(5t)).
Solution:

L [ f (t)] = L [e−3t (2 cos(5t) − 3 sin(5t))]

= L [2e−3t cos(5t) − 3e−3t sin(5t)]
= L [2e−3t cos(5t) − L [3e−3t sin(5t)]
s+3 5
= 2 −3 )
(s + 3)2 + 25 (s + 3)2 + 25
2s − 9
= 2
s + 6s + 34


3. Second Shifting Property


f (t − a) for t > a
Theorem 13.3.3 If L [ f (t)] = F(s) and g(t) = , then
0 for t < a

L [g(t)] = e−as L [ f (t)] = e−as F(s)

 Example 13.29 Find the Laplace transform of the function

(t − 2)3

for t > 2
g(t) =
0 for t < 2

f (t − a) for t > 2
Solution: Here a = 2 and g(t) = , where f (t) = t 3 . Hence
0 for t < 2

3!
L [g(t)] = e−2s F(s), where F(s) = L [ f (t)] = L [t 3 ] =
s4
3!
= e−2s ( )
s4
6e−2s
=
s4


4. Change of scale property

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13.3 Laplace Transforms 19

Theorem 13.3.4 If L [ f (t)] = F(s), then

1 s
L [ f (at)] = F( )
a a

5. Multiplication of f (t) by t n

Theorem 13.3.5 If L [ f (t)] = F(s), then

dn
L [t n f (t)] = (−1)n F(s)
dsn

Example 13.30 Find the Laplace transform of the function f (t) = t cost.
Solution: Here f (t) = t cost, then we have

L [ f (t)] = L [t cost]
d s
= (−1)1 F(s), where F(s) = L [cost] = 2
ds s +1
d s
= − ( 2 )
ds s + 1
s2 − 1
=
(s2 + 1)2


Example 13.31 Find the Laplace transform of the function f (t) = t cos(bt).
Solution: Here f (t) = t cos(bt), then we have

L [ f (t)] = L [t cos(bt)]
d s
= (−1)1 F[s], where F(s) = L [cost] = 2
ds s + b2
d s
= − ( 2 )
ds s + b2
s2 + b2 − 2s2
= −( 2 )
(s + b2 )2
s2 − b2
=
(s2 + b2 )2


Example 13.32 Find the Laplace transform of the function f (t) = t 2 sin(bt).
Solution: Here f (t) = t 2 sin(bt), then we have

L [ f (t)] = L [t 2 sin(bt)]
d2 b
= (−1)2 2
F(s), where F(s) = L [sin bt] = 2
ds s + b2
d 2 b
= ( 2 )
ds s + b2
2
d −2bs
= ( 2 )
ds (s + b2 )2
2b(3s2 − b2 )
=
(s2 + b2 )3


 Example 13.33 Find the Laplace transform of f (t), where f (t) is given by

f (t) = bt cos bt + sin bt

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20 Fourier and Laplace Transformation

Solution: Here f (t) = bt cos bt + sin bt, then we have

L [bt cos bt + sin bt] = L [bt cos bt] + L [sin bt]

= bL [t cos bt] + L [sin bt]
s2 − b2 b
= b( )+ 2
s2 + b2 s + b2
bs2 − b3 + b(s2 + b2 )
=
(s2 + b2 )2
bs2 − b3 + bs2 + b3
=
(s2 + b2 )2
2bs2
=
(s2 + b2 )2

2bs2
Therefore, L [bt cos bt + sin bt] = (s2 +b2 )2
. 

6. Division of f (t) by t

Theorem 13.3.6 If L [ f (t)] = F(s), then

1
Z ∞
L [ f (t)] = F(s)ds
t s

f (t)
provided lim exists.
t→0 t

t
 Example 13.34 Find the Laplace transform of the function f (t) = 1−e
t .
Solution: Since L [1 − et ] = L [1] − L [et ] = 1s − s−1
1
= F(s), we have

1 − et
L [ f (t)] = L [ ]
t
1 1
Z ∞
= F(s)ds, where F(s) = L [1 − et ] = −
s s s−1
1 1
Z ∞
= ( − )ds
s s s − 1
= [ln s − ln(s − 1)]|∞ s
s ∞
= ln( )|
s−1 s
1
= ln( )|∞s
1 − 1s
1
= 0 − ln( )
1 − 1s
1
= − ln( )
1 − 1s
s−1
= ln( )
s

cos(2t)−cos(3t)
 Example 13.35 Find the Laplace transform of the function f (t) = t .

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13.3 Laplace Transforms 21

Solution: Since L [cos(2t) − cos(3t)] = L [cos(2t)] − L [cos(3t)] = s

s2 +4
s
− s2 +9 = F(s), we have

cos(2t) − cos(3t)
L [ f (t)] = L [ ]
Z ∞ t
= F(s)ds,
s
s s
where F(s) = L [cos(2t) − cos(3t)] = −
s2 + 4 s2 + 9
s s
Z ∞
= ( − ) ds
s2 + 4 s2 + 9
s
1 1
= [ ln(s2 + 4) − ln(s2 + 9)]|∞
s
2 2
1 s2 + 4 ∞
= ln( 2 )|
2 s +9 s
1 1 + s42 ∞
= ln( )|s
2 1 + s92
1 s2 + 9
= ln( 2 )
2 s +4

sint
 Example 13.36 Find the Laplace transform of f (t) = t .
Solution: Since L [sint] = 1
s2 +1
= F(s) and lim sint
t = 1, we have
t→0

sint
L [ f (t)] = L [ ]
t
1
Z ∞
= F(s)ds, where F(s) = L [sint] =
s s2 + 1
1
Z ∞
= 2 +1
) ds
(
s s
1
= tan−1 ( )
s

7. Periodic Functions
Theorem 13.3.7 Let f (t) have period p > 0 so that f (t + p) = f (t), then
R p −st
e f (t)dt
L [ f (t)] = 0
1 − e−sp

8. Behavior of F(s) as s → ∞.

Theorem 13.3.8 If L [ f (t)] = F(s), then

lim F(s) = 0
s→0

Inverse Laplace Transform

Definition 13.3.4 Let F(s) = L [ f (t)] = 0 e−st f (t) dt be the Laplace transform of f . We say that
R∞

f (t) is the Inverse Laplace Transform of F(s) and write

f (t) = L−1 [F(s)]

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22 Fourier and Laplace Transformation

L −1 [F(s)] f (t)
1
s ,s > 0 1
1
s2
,s > 0 t
n!
sn+1
,s > 0 tn
1
s−a , s > a eat
b
s +b2
2 ,s > 0 sin bt
s
s2 +b2
,s > 0 cos bt
b
s2 −b2
, s > |b| sinh bt
s
2
s −b 2 , s > |b| cosh bt

Some inverse Laplace transforms

 Example 13.37 Show that L −1 [ s15 ] = 24

1 4
t .
1
Solution: Here F(s) = s5
, then we have

1 4!
L −1 [ ] = L −1 [ 5 ]
s5 4!s
1 −1 4!
= L [ 4+1 ]
4! s
1 4
= t
4!
1 4
= t
24


 Example 13.38 Evaluate L −1 [ s13 ].

1
Solution: Here F(s) = s3
, then we have

1 2!
L −1 [ ] = L −1 [ 3 ]
s3 2!s
1 −1 2!
= L [ 3]
2! s
1 2
= t
2


 Example 13.39 Show that L −1 [ 1

s2 +64
] = 81 sin(8t).
1
Solution: Here F(s) = s2 +64
, then we have

1 8
L −1 [ ] = L −1 [ 2 ]
s2 + 64 8(s + 82 )
1 −1 8
= L [ 2 ]
8 s + 82
1
= sin(8t)
8


Properties of inverse Laplace Transform

1. The inverse Laplace Transform is linear

Theorem 13.3.9 If α and β are constant while F(s) and G(s) are inverse Laplace transform,
then
L −1 [αF(s) + β G(s)] = αL −1 [F(s)] + β L −1 [G(s)]

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13.3 Laplace Transforms 23

 Example 13.40 Evaluate L −1 [ 3s+5

s2 +7
].
3s+5
Solution: Here F(s) = s2 +7
, then we have

3s + 5 3s 5
L −1 [ 2
] = L −1 [ 2 + 2 ]
s +7 s +7 s +7
3s 5
= L −1 [ 2 ] + L −1 [ 2 ]
s +7 s +7
s 1
= 3L −1 [ 2 ] + 5L −1 [ 2 ]
s +7 s +7
√ √
= 3 cos( 7t) + 5 sin( 7t)


3
 Example 13.41 Evaluate L −1 [ (s+1)
s4
].
(s+1)3
Solution: Here F(s) = s4
, then we have

(s + 1)3 s3 + 3s2 + 3s + 1
L −1 [ 4
] = L −1 [ ]
s s4
1 3 3 1
= L −1 [ + 2 + 3 + 4 ]
s s s s
1 3 3 1
= L −1 [ ] + L −1 [ 2 ] + L −1 [ 3 ] + L −1 [ 4 ]
s s s s
1 1 2! 3!
= L −1 [ ] + 3L −1 [ 2 ] + L −1 [3 3 ] + L −1 [ 4 ]
s s 2!s 3!s
1 1 3 2! 1 3!
= L −1 [ ] + 3L −1 [ 2 ] + L −1 [ 3 ] + L −1 [ 4 ]
s s 2! s 3! s
3 2 1 3
= 1 + 3t + t + t
2 3!
3 2 1 3
= 1 + 3t + t + t
2 6


2. Shifting Property

Theorem 13.3.10 If L −1 [F(s)] = f (t), then

L −1 [F(s − a)] = eat f (t) = eat L −1 [F(s)]

3. Second shifting property

Theorem 13.3.11 If L −1 [F(s)] = f (t), then


f (t − a) t > a
L −1 [e−as F(s)] =
0 t <a

4. Change of scale

Theorem 13.3.12 If L −1 [F(s)] = f (t), then

1 t
L −1 [F(as)] = f( )
a a

5. Inverse Laplace Transform of Derivative

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24 Fourier and Laplace Transformation

Theorem 13.3.13 If L −1 [F(s)] = f (t), then

dn
L −1 [F (n) (s)] = L −1 [ F(s)] = (−1)nt n f (t)
dsn

 Example 13.42 Find L −1 [ (s2 +b

s
2 )2 ].

Solution: Let f (t) = sin(bt), then L [ f (t)] = L [sin(bt)] = b

s2 +b2
= F(s). Again

d b
L [t f (t)] = (−1)1 F(s), where F(s) = 2
ds s + b2
d b
L [t sin(bt)] = − ( 2 )
ds s + b2
2bs
L [t sin(bt)] =
(s + b2 )2
2
s
t sin(bt) = 2bL−1 [ 2 ]
(s + b2 )2
1 s
t sin(bt) = L −1 [ 2 ]
2b (s + b2 )2

Therefore, L −1 [ (s2 +b
s
2 )2 ] =
1
2b t sin(bt). 

 Example 13.43 Find L −1 [ (s2 +1)

s
2 ].

Solution: Since L −1 [ s21+1 ] = sint and d 1 −2s

ds ( s2 +1 ) = (s2 +1)2 , we have

−2s s 1
L −1 [ ] = −t sint ⇒ L −1 [ 2 ] = t sint
(s2 + 1)2 (s + 1)2 2


6. Inverse Laplace Transform of Integration

Theorem 13.3.14 If L −1 [F(s)] = f (t), then

f (t)
Z ∞
−1
L [ F(s) ds] =
s t

13.4 Differentiation and Integration of Laplace Transform

13.4.1 Laplace transform of derivatives
Our goal is to use the Laplace transform to solve certain kinds of differential equations. To this end we
d2y
need to evaluate quantities such as L [ dy
dt ] and L [ dt 2 ].

Theorem 13.4.1 If L [ f (t)] = F(s), then L [ f 0 (t)] = sF(s) − f (0).

Theorem 13.4.2 If f (t) fails to be continuous at t = 0 and lim f (t) = f (0+ ) exists but not equal to
t→0
f (0), which may or may not exist, then

L [ f 0 (t)] = sF(s) − f (0+ )

Theorem 13.4.3 If f (t) fails to be continuous at t = 0, then

L [ f 0 (t)] = sF(s) − f (0) − e−as [ f (a+ ) − f (a− )]

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13.4 Differentiation and Integration of Laplace Transform 25

where f (a+ ) − f (a− ) is sometimes called the jump at the discontinuity t = a. For more than one
discontinuity, appropriate modification can be made.

Theorem 13.4.4 If L [ f (t)] = F(s), then

L [ f 00 (t)] = s2 F(s) − s f (0) − f 0 (0)

If f (t) and f 0 (t) are continuous for 0 ≤ t ≤ T and of exponential order for t > T while f 00 (t) is
sectionally continuous for 0 ≤ t ≤ T .

2
 Example 13.44 Find the Laplace transforms of f (t) = sin t.

Solution: Here f (t) = sin2 t, then we have

f (t) = sin2 t ⇒ f (0) = 0
⇒ f 0 (t) = 2 sint cost = sin(2t)
By the above theorem, L [ f 0 (t)] = sF(s) − f (0), where F(s) = L [ f (t)] = L [sin2 t], so that
1
F(s) = [L [ f 0 (t)] + f (0))
s
1
= L [ f 0 (t)] so
s
L [sin(2t)] = sL[sin2 t] − sin2 (0)
1
⇒ L [sin2 t] = L [sin(2t)]
s
2
= 2
s(s + 4)
Therefore, L [sin2 t] = 2
s(s2 +4)
. 

 Example 13.45 Find the Laplace transform of the function f (t) = cos2 (2t).
Solution: Here f (t) = cos2 (2t), then we have
f (t) = cos2 (2t) ⇒ f (0) = 1
f 0 (t) = −4 cos(2t) sin(2t) = −2 sin(4t)
L [ f 0 (t)] = sF(s) − f (0)
L [−2 sin(4t)] = sF(s) − 1
sF(s) = L [−2 sin(2t)] + 1
8
= − 2 +1
s + 42
1 8
F(s) = −
s s(s2 + 42 )
1 8
⇒ L [cos2 (2t)] = −
s s(s2 + 42 )
s2 + 15
=
s(s2 + 42 )


 Example 13.46 Solve y00 − y = t, y(0) = 1, y0 (0) = 1 using Laplace transform.

Solution: Here we have y00 − y = t. Now, let’s take Laplace both side of the equation
L [y00 − y] = L [t]
L [y00 ] − L [y] = L [t]
1
s2 L [y] − sy(0) − y0 (0)) − L [y] =
s2
1
s2 L [y] − s − 1 − L [y] =
s2

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26 Fourier and Laplace Transformation

using initial condition y(0) = 1 and y0 (0) = 1

1
(s2 − 1)L [y] = +s+1
s2
1 + s2 + s3
(s2 − 1)L [y] =
s2
1 + s2 + s3
L [y] =
s2 (s2 − 1)
s+1 1
= +
s2 − 1 s2 (s2 − 1)
s 1 1 1
= 2
+ 2 + 2 − 2
s −1 s −1 s −1 s
s 2 1
= + −
s2 − 1 s2 − 1 s2
s 2 1
⇒y = L −1 [ 2 + − ]
s − 1 s2 − 1 s2
s 2 1
= L −1 [ 2 ] + L−1 [ 2 ] − L−1 [ 2 ]
s −1 s −1 s
= cosht + 2 sinht − t

 Example 13.47 Solve y00 − 3y0 + 2y = 4e2t ,

y(0) = −3, y0 (0) = 5.
Solution: Here we have y00 − 3y0 + 2y = 4e2t . Now, let’s take Laplace both side of the equation

L [y00 − 3y0 + 2y] = L [4e2t ]

L [y00 ] − L [3y0 ] + L [2y] = L [4e2t ]
4
(s2 L [y] − s(y(0)) − y0 (0)) − 3(sL[y] − y(0)) + 2L [y] =
s−2
4
(s2 L [y] + 3s − 5) − 3(sL [y] + 3) + 2L [y] =
s−2
2 4
(s − 3s + 2)L [y] + 3s − 14 =
s−2
2 4
(s − 3s + 2)L [y] = + 14 − 3s
s−2
−3s2 + 20s − 24
(s2 − 3s + 2)L [y] =
s−2

−3s2 + 20s − 24
L [y] =
(s − 2)(s2 − 3s + 2)
−3s2 + 20s − 24
L [y] =
(s − 1)(s − 2)2
7 4 4
L [y] = − + +
s − 1 s − 2 (s − 2)2
7 4 4
y = L −1 [− + + ]
s − 1 s − 2 (s − 2)2
7 4 4
y = L −1 [− ] + L −1 [ ] + L −1 [ ]
s−1 s−2 (s − 2)2
1 1 1
y = −7L −1 [ ] + 4L −1 [ ] + 4L −1 [ ]
s−1 s−2 (s − 2)2
y = −7et + 4e2t + 4te2t

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13.4 Differentiation and Integration of Laplace Transform 27

 Example 13.48 Find the Laplace transform of f (t) by using the Laplace transform of derivatives, where
f (t) is given by

f (t) = bt cos bt + sin bt

Solution: Since f (t) = bt cos bt + sin bt = d

dt (t sin bt). Let g(t) = t sin bt and G(s) = L [g(t)] = 2bs
(s2 +b2 )2
,
then by differentiation

d
L [bt cos bt + sin bt] = L [ (t sin bt)]
dt
= sG(s) − g(0)
2bs
= s( 2 )−0
(s + b2 )2
2bs2
=
(s2 + b2 )2

2bs2
Therefore, L [bt cos bt + sin bt] = (s2 +b2 )2
. 

Theorem 13.4.5 If f (t), f 0 (t), f 00 (t), · · · , f (n−1) (t) are continuous on [0, ∞) and are of exponential
order and if f (n) (t) is piecewise continuous on [0, ∞) and L [ f (t)] = F(s), then

L [ f (n) (t)] = sn F(s) − sn−1 f (0) − sn−2 f 0 (0) − · · · − f n−1 (0)

Theorem 13.4.6 If L −1 [F(s)] = f (t) and f (0) = 0, then

L −1 [sF(s)] = f 0 (t)

The multiplication by s has the effect of differentiation f (t).

13.4.2 Laplace transform of Integration

If F(s) = L [ f (t)], then

Z ∞
e−st f (t) dt = F(s)
0

R∞
Taking the limit as s → 0, we have 0 f (t)dt = F(0).

Theorem 13.4.7 If F(s) = L [ f (t)], then

Z t
F(s)
L[ f (u) du] =
0 s

Rt
 Example 13.49 Show that L [ 0 sin 2u du] = s(s22+4) .
Rt
Solution: Since L [sin 2t] =2
s2 +4
, we have L [ 0 sin 2u du] = s
s(s2 +4)
as can be verified directly. 

Rt t
 Example 13.50 Evaluate L [ 0 e sint
t dt].

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28 Fourier and Laplace Transformation

Solution:

Z t t
e sint F(s) et sint
L[ dt] = , where F(s) = L [ ]
0 t s t
et sint ∞
Z
but F(s) = L [ ]= G(s) ds
t s
1
where G(s) = L [et sint] =
(s − 1)2 + 1
1
Z ∞
= ( ) ds
s (s − 1)2 + 1
= tan−1 (s − 1)|∞
s
π
= − tan−1 (s − 1)
2

Theorem 13.4.8 If L −1 [F(s)] = f (t), then

Z t
F(s)
L −1 [ ]= f (u)du
s 0

This division by s (or multiplication by 1s ) has the effect of integration f (t) from 0 to t.

 Example 13.51 Find L −1 [ s(s+1)

1
].
Solution: Since L −1 [ s(s+1)
1
] = L −1 [ 1s − s+1
1
] = 1 − e−t .
Alternatively,

1
1
L −1 [ ] = L −1 [ s+1 ]
s(s + 1) s
Z t
= f (u) du
0
1
where f (t) = L −1 [F(s)] = L −1 [ ] = e−t
s+1
Z t
= e−u du
0
= −e−u |t0
= −e−t + 1
= 1 − e−t

 Example 13.52 Find L −1 [ s(s21+4) ].

Solution: Since L −1 [ s21+4 ] = 12 sin 2t, we have

Z t
1 1 1
L −1 [ 2
]= sin 2u du = (1 − cos 2t)
s(s + 4) 0 2 4

 Example 13.53 Evaluate L −1 [ s(s21+1) ].

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13.5 Convolution and Integral Equation 29

Solution:
1 1 1
L −1 [ ] = L −1 [ ( 2 )]
s(s2 + 1) s s +1
( s21+1 )
= L −1 [ ]
s
Z t
= sin τ dτ
0
= − cos τ|t0
= 1 − sint

 Example 13.54 Evaluate L −1 [ 1

s2 (s2 +1)
].
Solution:
1 1 1
L −1 [ ] = L −1 [ 2 ( 2 )]
s2 (s2 + 1) s s +1
( s(s21+1) )
−1
= L [ ]
s
1 s
s − s2 +1 )
= L −1 [ ]
s
Z t
= (1 − cos τ) dτ
0
= (τ − sin τ)|t0
= t − sint

13.5 Convolution and Integral Equation

13.5.1 Convolution
Definition 13.5.1 If functions f and g are piecewise continuous on [0, ∞), then the convolution of f
and g, denoted by f ∗ g, is given by the integral
Z t
f ∗g = f (τ)g(t − τ) dτ
0

 Example 13.55 Evaluate et ∗ sint.

Solution: Let f (t) = et and g(t) = sint,

et ∗ sint = f ∗g
Z t
= f (τ)g(t − τ) dτ
0
Z t
= eτ sin(t − τ) dτ
0
1 τ
= e [cos(t − τ) + sin(t − τ)]|t0
2
1 t 1 1
= e − cost − sint
2 2 2
1 t
= (e − cost − sint)
2


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30 Fourier and Laplace Transformation

 Example 13.56 Find the convolution of f (t) = t 3 and g(t) = cost.

Solution:

t 3 ∗ cost = f ∗g
Z t
= f (τ)g(t − τ) dτ
0
Z t
= τ 3 cos(t − τ) dτ
0
= [−τ 3 sin(t − τ) + 3τ 2 cos(t − τ) + 6τ sin(t − τ) − 6 cos(t − τ)]|t0
= 3t 2 + 6 cost − 6

Properties of Convolution

1. Commutativity
f ∗g = g∗ f

2. Associativity
f ∗ (g ∗ h) = ( f ∗ g) ∗ h

3. Distributivity
f ∗ (g + h) = ( f ∗ g) + ( f ∗ h)

4. Constant multiple of c
(c f ) ∗ g = c( f ∗ g) = f ∗ (cg)

Theorem 13.5.1 If the fourier transform of f and g exists, then the fourier transform of f ∗ g; that is,

F [ f (t) ∗ g(t)] = F [ f (t)]F [g(t)]

Where F [ f (t) ∗ g(t)] is the fourier transform of the convolution of f anf g, F [ f (t)] is the fourier
transform of f and F [g(t)] is the fourier transform of g.

1
 Example 13.57 If g(t) = 1+x 2 , then find g ∗ g.

Solution: Since f (x) = e−|x| , then F [e−|x| ] = √1 ( 2 2 ),

2π 1+s
and from the inverse fourier transform

1
Z ∞
f (x) = √ F [ f (x)]e−isx ds
2π −∞

Thus

1 ∞Z
e−|x| = √ F [e−|x| ]e−isx ds
2π −∞
1 1 2
Z ∞
e−|x| = √ √ ( )e−isx ds
2π −∞ 2π 1 + s2
2 ∞ 2 −isx
Z
e−|x| = e ds
2π −∞ 1 + s2
1 −isx
Z ∞
⇒ πe−|x| = 2
e ds
−∞ 1 + s

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13.5 Convolution and Integral Equation 31

Let x = −s0 and s = x0 ⇒ ds = dx0 . So

1
Z ∞
πe−|−s0 | = 2
e−i(−s0 )x0 dx0
−∞ 1 + x0
1
Z ∞
πe−|s0 | = 2
eis0 x0 dx0
−∞ 1 + x0
1
⇒ F[ ] = πe−|s0 |
1 + x02
1 1
⇒ F[ 2
]F [ ] = πe−|s0 | πe−|s0 |
1 + x0 1 + x02
1 1
⇒ F[ 2
]F [ ] = π 2 e−2|s0 |
1 + x0 1 + x02
1 1
⇒ F[ ]F [ ] = π 2 e−|2s0 |
1 + x02 1 + x02
1 1
⇒ F[ ∗ ] = π 2 e−|2s0 |
1 + x02 1 + x02
1 1 1
⇒ F[ ∗ ] = π(πe−|2s0 | ) let g(x0 ) =
1 + x02 1 + x02 1 + x02
⇒ F [g(x0 ) ∗ g(x0 )] = π(πe−|2s0 | )
1
Z ∞
⇒ F [g(x0 ) ∗ g(x0 )] = π e−ix0 (−2s0 ) dx0
−∞ 1 + x02
1 −isx
Z ∞
−|x|
since πe = e ds
−∞ 1 + s2
1
Z ∞
⇒ F [g(x0 ) ∗ g(x0 )] = π 2
e−i2s0 x0 dx0
−∞ 1 + x0

Now let x = 2x0 , then dx0 = 21 dx. Hence

1 1
Z ∞
F [g(x0 ) ∗ g(x0 )] = π e−is0 x dx
1 + ( 2x )2
−∞ 2
4 1
Z ∞
⇒ F [g(x0 ) ∗ g(x0 )] = π 2
e−is0 x dx
−∞ 4 + (x) 2

2
Z ∞
⇒ F [g(x0 ) ∗ g(x0 )] = π e−is0 x dx
−∞ 4 + (x)2
2π
⇒ g(x0 ) ∗ g(x0 ) =
4 + (x)2

2π 1
Therefore, g(x0 ) ∗ g(x0 ) = 4+(x)2
is the convolution of g(x) and g(x), where g(x) = 1+x2
. 

Theorem 13.5.2 The Convolution Theorem

If f (t) and g(t) are piecewise continuous on [0, ∞) and of exponential order, then

L [ f ∗ g] = L [ f (t)]L [g(t)] = F(s)G(s)

Theorem 13.5.3 The Inverse Convolution Theorem

L −1 [F(s)G(s)] = L −1 [F(s)] ∗ L −1 [G(s)]

1
 Example 13.58 Find the inverse transform by using convolution for (s−1)2.

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32 Fourier and Laplace Transformation

Solution:

1 1 1
L −1 [ ] = L −1 [( )( )]
(s − 1)2 s−1 s−1
1 1
= L −1 [ ] ∗ L −1 [ ]
s−1 s−1
= et ∗ et
Z t
= eτ e(t−τ) dτ
0
Z t
= et dτ
0
= τet |t0
= tet

1
 Example 13.59 Find the inverse transform by using convolution for (s+1)(s+2) .
Solution:

1 1 1
L −1 [ ] = L −1 [( )( )]
(s + 1)(s + 2) s+1 s+2
1 1
= L −1 [ ] ∗ L −1 [ ]
s+1 s+2
= e−t ∗ e−2t
Z t
= e−τ e(−2t+τ) dτ
0
Z t
= e−2t dτ
0
= τe−2t |t0
= te−2t

1
 Example 13.60 Find the inverse transform by using convolution for (s2 +1)2.
Solution:

1 1 1
L −1 [ ] = L −1 [( 2 )( )]
(s2 + 1)2 s + 1 s2 + 1
1 1
= L −1 [ 2 ] ∗ L −1 [ 2 ]
s +1 s +1
= sint ∗ sint
Z t
= sin τ sin(t − τ) dτ
0
Z t
= sin τ(sint cos τ − sin τ cost) dτ
0
Z t Z t
= sin τ sint cos τdτ − sin τ sin τ cost dτ
0 0
Z t Z t
= sint sin τ cos τdτ − cost sin2 τ dτ
0 0

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13.5 Convolution and Integral Equation 33

1 1 1
= sint sin2 τ|t0 − cost[ τ − sin 2τ]|t0
2 2 4
1 2 1 1
= sint sin t − cost[ t − sin 2t]
2 2 4
1 2 1 1
= sint sin t − t cost − cost sin 2t
2 2 4
1 2 1 1
= sint sin t − t cost − cost(2 sint cost)
2 2 4
1 1 1
= sint sin t − t cost − sint cos2 t
2
2 2 2
1 2 2 1
= sint[sin t + cos t] − t cost
2 2
1 1
= sint − t cost
2 2
1
= (sint − t cost)
2

Remark 13.5.4 When g(t) = 1 we recall that L [g(t)] = L [1] = G(s) = 1s . But then, by the convolu-
tion theorem, the Laplace transform of the integral of f is
Z t
f (t) ∗ g(t) = f (τ)g(t − τ) dτ
0
Z t
= f (τ) dτ since g(t) = 1
0
Z t
⇒L[ f (τ) dτ] = L [ f (t) ∗ g(t)]
0
= L [ f (t)]L [g(t)]
= F(s)G(s)
1
= F(s)
s
F(s)
=
s
Z t
−1 F(s)
⇒L [ ] = f (τ) dτ
s 0

13.5.2 Integral Equation

We can use the Laplace transforms of functions for evaluating complicated integrals in any easy manner
as illustrated by the following examples.

Example 13.61 Evaluate 0 t 2 e−t sin(2t) dt by using Laplace transform.

R∞


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34 Fourier and Laplace Transformation

Solution: We know that L [sin(2t)] = 2

s2 +4
, therefore

d2 2
L [t 2 sin(2t)] = (−1)2 2
( 2 )
ds s + 4
d −4s
= ( )
ds (s2 + 4)2
12s2 − 16
=
(s2 + 4)3
by definition of Laplace transform
Z ∞ Z ∞
t 2 e−st sin(2t) dt = e−st t 2 sin(2t) dt
0 0
= L [t 2 sin(2t)]
12s2 − 16
= , when s = 1, we have
(s2 + 4)3
12 − 16
Z ∞
t 2 e−t sin(2t) dt =
0 (1 + 4)3
4
= −
125

Example 13.62 Evaluate 0 te−2t sint dt by using Laplace transform.

R∞


Solution: We know that L [sint] = 1

s2 +1
, therefore

d 1
L [t sint] = (−1)1 ( )
ds s2 + 1
2s
=
(s2 + 1)2

by definition of Laplace transform

Z ∞ Z ∞
te−st sint dt = e−st t sint dt
0 0
= L [t sint]
2s
= , when s = 2, we have
(s2 + 1)2

4
Z ∞
te−2t sint dt =
0 (4 + 1)2
4
=
25

R ∞ e−t −e−3t
 Example 13.63 Prove that
o t dt = ln 3.
Solution: We know that if L [ f (t)] = F(s), then L [ f (t) F(s)ds. Taking f (t) = e−t − e−3t , we have
R∞
t ]= s

L [ f (t)] = L [e−t − e−3t ]

= F(s)
1 1
= − then
s+1 s+3

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13.5 Convolution and Integral Equation 35

e−t − e−3t ∞ 1 1
Z
L[ ] = ( − ) ds
t s s+1 s+3
= (ln |s + 1| − ln |s + 3|)|∞
s
s+1 ∞
= ln | |
s+3 s
1 + 1s ∞
= ln | |s
1 + 3s
1 + 1s
= 0 − ln | |
1 + 3s
s+1
= − ln | |
s+3

e−t − e−3t s+3

L[ ] = ln | | (13.1)
t s+1
e−t − e−3t e−t − e−3t
Z ∞
L[ ]= e−st ( )dt (13.2)
t 0 t
From equation (13.1) and (13.2), we have

e−t − e−3t s+3

Z ∞
e−st ( ) dt = ln | |
0 t s+1
e−t − e−3t 0+3
Z ∞
e−(0)t ( ) dt = ln | |, taking the limit as s → 0+ we find
0 t 0+1
Z ∞ −t
e − e−3t 3
( ) dt = ln | |
0 t 1
= ln 3
R ∞ e−t −e−3t
Therefore, 0 ( t ) dt = ln 3. 

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36 Fourier and Laplace Transformation

13.6 Exercise
1. Find the Fourier sine transform of f (x) = 1, where 0 < x < `.
`(1−cos nπ)
Ans. nπ

2. Find the Fourier cosine transform of f (x) = 1, where 0 < x < `.


0 if n = 1, 2, 3, · · ·
Ans.
` if n = 0

3. Find the Fourier sine transform of f (x) = x2 , where 0 < x < `.

(
2`3 `3
n3 π 2 (cos nπ − 1) − nπ cos nπ if n = 1, 2, 3, · · ·
Ans. `3
3 if n = 0

4. Find the Fourier cosine transform of f (x) = x2 , where 0 < x < `.

2`3
Ans. n2 π 2
(cos nπ − 1)

5. If FS [ f (x)] = 1−cos nπ
n2 π 2
, where 0 < x < π. Find f (x).
∞
2 1 − cos nπ
Ans. π3 ∑( n2
) sin nx
n=1
(
6 nπ
(2n+1)π (sin 2 − cos nπ) if n = 1, 2, 3, · · ·
6. If FC [ f (x)] = 2 , where 0 < x < 4. Find f (x).
π if n = 0

1
∞ 3 sin nπ nπ
Ans. 2π + π3 ∑( 2
) cos
n=1 2n + 1 4
cos( 2nπ
3 )
7. If f (n) = (2n+1)2
, find FS−1 [ f (n)] if 0 < x < 1.

∞ cos( 2nπ
3 )
Ans. 2 ∑ 2
sin nπx
n=1 (2n + 1)

cos( 2nπ
3 )
8. If f (n) = (2n+1)2
, find FC−1 [ f (n)] if 0 < x < 1.

∞ cos( 2nπ
3 )
Ans. 1 + 2 ∑ cos nπx
n=1 (2n + 1)2

9. Find the Laplace transform of the function f (t), where f (t) = 7e2t + 9e−2t + 5 cost + 7t 3 + 5 sin 3t +
2.
3
Ans. 16s−4
s2 −4
+ s25s+1 + 2s s+42
4 + s215
+9

10. Find L [t 3 e3t ].

6
Ans. (s−2)4

cos(1 − 2π 2π

3 if t > 3
11. Find the Laplace transform of f (t), where f (x) = 2π
0 if t < 3
2πs
Ans. e− 3 s
1+s2

s2 +s
12. If L [cos2 t] = s(s2 +4)
, find L [cos2 at].

s2 +2a2
Ans. s(s2 +4a2 )

Any one can get this soft-copy from Google site Exodus4Wisdom Natnael
c Nigussie
[email protected]
[email protected]
13.6 Exercise 37
√
13. Find the Laplace transform of sin t.
√
x −1s
Ans. 3 e
4
2s 2
√
cos
√ t.
14. Find the Laplace transform of t
1 1
Ans. ( πs ) 2 e− 4 s

Show that 0∞ te−3t sint dt = 50 3

R
15. .
R ∞ 3 −t
16. Show that R0 t e sint dt = 0.
17. Show that 0∞ t sint π
t dt = 2 .
at
18. If f (t) = e −cos
t
bt
. Find the Laplace transform f (t).
2
s +b 2
Ans. 21 [ln (s−a)2]

d2y
19. Using Laplace transform, find the solution of the initial value problem dt 2
+ 9y = 6 cos 3t, where
y(0) = 2, y0 (0) = 0.

Ans. y(t) = t sin 3t + 2 cos 3t

20. Solving by using the Laplace transform method, y00 (t) + 4y0 (t) + 4y(t) = 6e−t , where y(0) = −2,
y0 (0) = 8.
Ans. y(t) = 6e−t − 8e−2t − 2te−2t

Any one can get this soft-copy from Google site Exodus4Wisdom Natnael
c Nigussie
[email protected]
[email protected]