MODULE 4 - Laplace Transforms
MODULE 4 - Laplace Transforms
MODULE 4
LAPLACE TRANSFORMS
Pierre Simon Marquis Laplace was a French scholar and polymath whose work
was important to the development of engineering, mathematics, statistics,
physics, astronomy, and philosophy. Laplace formulated Laplace's equation, and
pioneered the Laplace transform which appears in many branches
of mathematical physics, a field that he took a leading role in forming.
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f(t) F(s)
1
1
𝑠
1
t
𝑠2
𝑛!
𝑡𝑛
𝑠 𝑛+1
1
𝑒 ±𝑎𝑡
𝑠±𝑎
𝑛!
𝑡 𝑛 𝑒 ±𝑎𝑡
(𝑠 ± 𝑎)𝑛+1
𝑘
sin 𝑘𝑡
𝑠 + 𝑘2
2
𝑠
cos 𝑘𝑡
𝑠2 + 𝑘2
𝑘
sinh 𝑘𝑡
𝑠2 − 𝑘2
𝑠
cosh 𝑘𝑡
𝑠2 − 𝑘2
𝑘
𝑒 ±𝑎𝑡 sin 𝑘𝑡
(𝑠 ± 𝑎)2 + 𝑘 2
𝑠±𝑎
𝑒 ±𝑎𝑡 cos 𝑘𝑡
(𝑠 ± 𝑎)2 + 𝑘 2
2𝑘𝑠
t sin 𝑘𝑡
(𝑠 2 + 𝑘 2 )2
𝑠2 − 𝑘2
t cos 𝑘𝑡
(𝑠 2 + 𝑘 2 )2
Multiply 𝑓(𝑡) by 𝑒 −𝑠𝑡 and integrate with respect to t from zero to infinity.
Then if the resulting integral exists (that is, has some finite value), it is a function of
s, say 𝐹(𝑠):
∞
𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0
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Remember, the original function 𝑓 depends on 𝑡 and the new function 𝐹(its
transform) depends on 𝑠.
The function F of the variable s is called the Laplace Transform of the original
function f(t) and will be denoted by ℒ(𝑓). Then:
∞
𝐹(𝑠) = ℒ𝑓(𝑡) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0
Example No. 1:
Find the Laplace Transform of 𝑓(𝑡) = 1 when 𝑡 ≥ 0.
𝐹(𝑠) = ℒ(1)
∞
ℒ(1) = ∫0 𝑒 −𝑠𝑡 (1) 𝑑𝑡
1 ∞
= − ∫0 𝑒 −𝑠𝑡 (−𝑠 𝑑𝑡)
𝑠
1
= − 𝑒 −𝑠𝑡 | ∞
0
𝑠
1
= − [𝑒 −𝑠(∞) − 𝑒 −𝑠(0) ]
𝑠
1
= − (−1)
𝑠
1
ℒ(1) = , 𝑠 > 0
𝑠
Example No. 2:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡 when 𝑡 ≥ 0.
∞
ℒ(𝑡) = ∫0 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡
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∞ 0 1 1
= [− 𝑒 −𝑠(∞) + 𝑒 −𝑠(0) ] − [ 𝑒 −𝑠(∞) − 𝑒 −𝑠(0) ]
𝑠 𝑠 𝑠2 𝑠2
1
ℒ(𝑡) = , 𝑠>0
𝑠2
Example No. 3:
Find the Laplace Transform of 𝑓(𝑡) = 𝑡 2 when 𝑡 ≥ 0.
∞
ℒ(𝑡 2 ) = ∫0 𝑒 −𝑠𝑡 (𝑡 2 ) 𝑑𝑡
Example No. 4:
Find the Laplace Transform of 𝑓(𝑡) = 𝑒 𝑎𝑡 when 𝑡 ≥ 0 and a is constant.
∞
ℒ(𝑒 𝑎𝑡 ) = ∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡
∞
= ∫0 𝑒 (−𝑠+𝑎)𝑡 𝑑𝑡
∞
= ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
1 ∞
=− ∫ 𝑒 −(𝑠−𝑎)𝑡 [−(𝑠 − 𝑎)𝑑𝑡]
(𝑠−𝑎) 0
1
=− |𝑒 −(𝑠−𝑎)𝑡 | ∞
0
(𝑠−𝑎)
1
=− [𝑒 −(𝑠−𝑎)(∞) − 𝑒 −(𝑠−𝑎)(0) ]
(𝑠−𝑎)
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1
= − (𝑠−𝑎) (−1)
1
ℒ(𝑒 𝑎𝑡 ) = (𝑠−𝑎) , (𝑠 − 𝑎) > 0
Example No. 5:
Find the Laplace Transform of 𝑓(𝑡) = 𝑐𝑜𝑠 𝑘𝑡 when 𝑡 ≥ 0 and 𝑘 is constant.
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