MA1002 : Mathematics II

Dr. Hiranmoy Pal1

1 Department of Mathematics

National Institute of Technology Rourkela

May 16, 2023

The Laplace Transform

I The Laplace Transform is especially useful in the solution of

initial-value problems.

I The idea is to transform a suitable function f of a real

variable t into a related function F of a real variable s.

I The Laplace Transform applied to an initial-value problem

involving a linear differential equation in an unknown function
of t transforms the IVP into an algebraic problem involving
the variable s.

I We shall see how the resulting algebraic problem is employed

to find the solution of the given initial-value problem.
The Definition
I Let f be a real-valued function of the real variable t, defined
for t > 0.

I Consider a real variable s, and the function F defined by

Z ∞
F (s) = e−st f (t) dt, (1)
0

for all values of s for which this integral exists.

I The function F defined in (1) is called the Laplace transform

of the function f.

I We denote the Laplace transform of f by L (f ) and we write

F (s) by
Z ∞ Z R
−st
L (f (t)) = e f (t) dt = lim e−st f (t) dt.
0 R→∞ 0
Example 1

I Consider the function f defined by

f (t) = 1, for t > 0.

I Then
Z ∞ Z R
−st
L (f (t)) = e · 1 dt = lim e−st · 1 dt
0 R→∞ 0
R
e−st 1 e−sR
  
1
= lim − = lim − = ,
R→∞ s 0 R→∞ s s s

for all s > 0.

I Hence we have
1
L (1) = , s > 0.
s
Example 2
I Consider the function f defined by

f (t) = t, for t > 0.

I Then
Z ∞ Z R
−st
L (f (t)) = e · t dt = lim e−st · t dt
0 R→∞ 0
R
e−st

= lim − (st + 1)
R→∞ s2 0
e−sR
 
1 1
= lim 2
− 2 (sR + 1) = 2 ,
R→∞ s s s

for all s > 0.

I Hence we have
1
L (t) = , s > 0.
s2
Example 3
I Consider the function f defined by

f (t) = eat , for t > 0. (a is a real constant)

I Then
Z ∞ Z R
−st at
L (f (t)) = e ·e dt = lim e(a−s)t dt
0 R→∞ 0
" #R " #
e(a−s)t e(a−s)R 1
= lim = lim −
R→∞ a−s R→∞ a−s a−s
0
1
= − ,
a−s
for all s > a.
I Hence we have
1
L eat =


, s > a.
s−a
Example 4
I Consider the function f defined by

f (t) = sin (bt), for t > 0. (b is a real constant)

I Then
Z ∞ Z R
−st
L (f (t)) = e · sin (bt) dt = lim e−st · sin (bt) dt
0 R→∞ 0
R
e−st

= lim − 2 (s sin (bt) + b cos (bt))
R→∞ s + b2 0
−sR
 
b e
= lim − 2 (s sin (bR) + b cos (bR))
R→∞ s2 + b2 s + b2
b
= 2 , for all s > 0.
s + b2
I Hence we have
b
L (sin (bt)) = , s > 0.
s2 + b2
Example 5
I Consider the function f defined by

f (t) = cos (bt), for t > 0. (b is a real constant)

I Then
Z ∞ Z R
L (f (t)) = e−st · cos (bt) dt = lim e−st · cos (bt) dt
0 R→∞ 0
R
e−st

= lim (−s cos (bt) + b sin (bt))
R→∞ s2 + b2 0
e−sR
 
s
= lim 2 2
(−s cos (bR) + b sin (bR)) + 2
R→∞ s +b s + b2
s
= , for all s > 0.
s2 + b2
I Hence we have
s
L (cos (bt)) = , s > 0.
s2 + b2
 Piecewise Continuous Function
Defn: A function f is said to be piecewise continuous (or sectionally
continuous) on a finite interval a ≤ t ≤ b,
I if this interval can be divided into a finite number of
subintervals such that
1. f is continuous in the interior of each of these subintervals,
2. f (t) approaches finite limits as t approaches either endpoint of
each of the subintervals from its interior.

Example: Consider the function f defined by

(
−1, for 0 < t < 2
f (t) = .
1, for t > 2
I Here f is piecewise continuous on every finite interval
0 ≤ t ≤ b. At t = 2, we have

lim f (t) = −1 and lim f (t) = 1.

t→2− t→2+
Exponential Order of a Function
Defn: A function f is said to be of exponential order if there exists a
constant α and positive constants t0 and M such that

|f (t)| ≤ M eαt ,

for all t > t0 at which f (t) is defined.

I If f is of exponential order corresponding to some definite

constant α, then we say that f is of exponential order eαt .

I In which case
e−αt |f (t)| ≤ M,
for all t > t0 at which f (t) is defined.

I Note that if f is of exponential order eαt , then f is also of

exponential order eβt for any β > α.
Examples

I Every bounded function is of exponential order with α = 0.

I The following functions are of exponential order.

f (t) = eat cos (bt) and g(t) = tn , t > 0.

2
I The functions f (t) = et is not of exponential order.
 Convergence of Improper Integrals
Theorem: Let g and G be real functions such that

0 ≤ g(t) ≤ G(t) on a ≤ t < ∞.

I Suppose Z ∞
G(t) dt exists.
a
I Suppose g is integrable on every finite closed subinterval of
a ≤ t < ∞.

I Then
Z ∞
g(t) dt exists.
a
Theorem: Suppose a function g is integrable on every finite closed
subinterval of a ≤ t < ∞.

I Then Z
∞ Z ∞
|g(t)| dt exists =⇒ g(t) dt exists.
a a
Existence Theorem for Laplace Transforms

I Let f be a real function satisfying:

1. Suppose f is piecewise continuous in every finite closed
interval 0 ≤ t ≤ b (b > 0).
2. Suppose f is of exponential order. That is, there exists α,
t0 > 0 and M > 0 such that

|f (t)| ≤ M eαt , for t > t0 .

I Then the Laplace transform

Z ∞
e−st f (t) dt
0

exists for s > α.

Proof. We have
Z ∞ Z t0 Z ∞
−st −st
e f (t) dt = e f (t) dt + e−st f (t) dt.
0 0 t0

I The first integral on the right exists.

I Note that
 −st
e f (t) ≤ M e−(s−α)t ,

for t > t0 .

I Moreover
Z ∞ Z R
M e−(s−α)t dt = lim M e−(s−α)t dt
t0 R→∞ t0
" #R
M e−(s−α)t
= lim −
R→∞ s−α
t0
M e−(s−α)t0
= , exists for s > α.
s−α
 I Since e−st f (t) is integrable on every finite closed subinterval
 

of t0 ≤ t < ∞,
Z ∞
 −st 
e f (t) dt, exists for s > α.
t0

I Hence Z ∞
e−st f (t) dt, exists for s > α.
t0
I The Laplace transform of f (t) exists for s > α.

Remark. Observe that if f (t) satisfies the hypotheses of the previous

Theorem then L (|f (t)|) also exists for s > α.
I That is, the improper integral
Z ∞
e−st f (t) dt
0

is absolutely convergent for s > α.

Problems

Find the Laplace Transform of the following functions

1. f (t) = tm , m > 0.

2. f (t) = eat sin (bt).

3. f (t) = eat cos (bt).

4. f (t) = sinh (bt).

5. f (t) = cosh (bt).

6. f (t) = sin2 (at).

7. f (t) = t + sin2 (at).

2
8. f (t) = t2 − 1 .