Matemáticas para la Ingeniería 3

Theme 7: Laplace Transform

Francisco Rodríguez Sánchez
Universidad de Málaga

1 Laplace Transform. Definitions and properties

1.1 Definitions
Definition 1.1. The (direct) Laplace transform of a real function f (t) defined for 0 ≤ t < ∞
is the ordinary calculus integral
Z ∞
F (s) = f (t) e−st dt
0
where s is a real number. The function F (s) is usually denoted L( f (t)) and L is called
Laplace transform operator.
Example 1.2. We’ll illustrate the definition calculating the Laplace transform for some func-
tions.
1. f (t) = 1.

Z ∞ 
e−st
∞ 1 assumed s > 0.
F (s) = 1 e−st dt = = s
0 −s t =0 ∞ assumed s ≤ 0.
1
Then L(1) = for s > 0.
s
2. f (t) = t. Integrating by parts (u = t, dv = e−st dt)

Z ∞ 
te−st e−s t
∞ 1 assumed s > 0.
F (s) = t e−st dt = − = s2
0 −s s2 t =0 ∞ assumed s ≤ 0.
dn −st
Example 1.3. Using dsn e = (−1)n tn e−st
Z ∞ Z ∞
dn dn
 
n n −st n −st n 1 n!
L(t ) = t e dt = (−1) e dt = (−1) = n +1 ( s > 0).
0 dsn 0 dsn s s
Example 1.4. The unit step function, also called Heaviside’s function is
(
1 for t ≥ 0
H (t) =
0 otherwise.
1
This is a piecewise continuous function with L( H (t)) = for s > 0 (see example 1.2).
s
Now we are coming to calculate the Laplace transform for function H (t − a) with a > 0
which represents a unit step in t = a.

1
 Z ∞ Z ∞ Z ∞
−st −st u=t− a
L( H (t − a)) = H (t − a)e dt = e dt = e−s(u+a) du =
0 a 0
e−as
= e−as L(1) = ( s ≥ a ).
s
R∞
Example 1.5. Remember the Gamma function Γ( x ) = 0 e−t t x−1 dt for x > 0. Then for
a > −1
Γ ( a + 1)
L (t a ) = , s > 0.
s a +1
R∞ u=st R ∞ a
Indeed L (t a ) = 0 t a e−st dt = 0 usa e−u du s = s a +1 Γ ( a + 1 ) .
1

Existence of the Transform.

R∞
It is known that the Laplace integral 0
f (t)e−st dt exists in the sense of the improper integral
Z ∞ Z N
−st
f (t)e dt = lim f (t)e−st dt
0 N →∞ 0

and the problem is to determine the classes of functions f in such a way that the convergence
is guaranteed.
The next theorem gives us a sufficient condition for existence for the Laplace transforms.

Theorem 1.6 (Existence of L( f )). Let f (t) be piecewise continuous on every finite interval in
t ≥ 0 and satisfy

| f (t)| ≤ Meαt (1)

for some constants M and α. Then L( f (t)) exists for s ≥ α and

lim L( f (t)) = 0. (2)

s→∞

Proof. It has to be shown that the Laplace integral of f is finite for s > α. Advanced calculus
implies that it is sufficient to show that the integrand is absolutely bounded above by an
integrable function g(t). Take g(t) = Me−(s−α)t . Then g(t) ≥ 0. Furthermore, g is
integrable, because Z ∞
M
g(t) dt = .
0 s − α
Inequality | f (t)| ≤ Meαt implies the absolute value of the Laplace transform integrand
f (t)e−st is estimated by

f (t)e−st ≤ Meαt e−st = g(t)

R∞ M
The limit statement follows from |L( f (t))| ≤ 0 g(t) dt = s− α , because the right side of
this inequality has limit zero at s = ∞. The proof is complete.

Obviously (1) gives only a sufficient condition for the existence of a Laplace transform,
and not a necessary one, since Laplace transforms can be found for functions that do not
satisfy condition (1). For example, f (t) = t−1/4 (see Example 1.5).
Furthermore, the property (2) in the previous theorem gives us a criterion to determine
when a function is the Laplace transform of another. For example, polynomial functions
are not Laplace transforms. Instead, the function F (s) = arctan(1/s) for s > 0 could be a
Laplace transform, as we confirm in the Example 2.6.

2
1.2 Properties of the Laplace Operator
Linearity
Proposition 1.7. Let f 1 (t) and f 2 (t) be functions which Laplace transform exists and let c1 and c2
be constant real numbers, then

L(c1 f 1 (t) + c2 f 2 (t)) = c1 L( f 1 (t)) + c2 L( f 2 (t))

Proof.
Z ∞
L(c1 f 1 (t) + c2 f 2 (t)) = (c1 f 1 (t) + c2 f 2 (t))e−st dt =
0
Z ∞ Z ∞
= c1 f 1 (t)e−st dt + c2 f 2 (t)e−st dt =
0 0
= c1 L( f 1 (t)) + c2 L( f 2 (t))

Translations
Proposition 1.8 (t-shift rule). Let f (t) be a function and g(t) = H (t − a) f (t − a), i.e.
(
f (t − a) for t > a
g(t) =
0 for t < a

with a ≥ 0, then

L( g(t)) = L ( H (t − a) f (t − a)) = e−as L( f (t))

Proof.
Z ∞ Z ∞
L( g(t)) = g(t)e−st ds = f (t − a)e−st dt
0 a

doing u = t − a
Z ∞ Z ∞ Z ∞
L( g(t)) = f (t − a)e−st dt = f (u)e−s(u+a) du = e−as f (u)e−su du =
a 0 0
− as
=e L( f (t))

Remark. The hypothesis a ≥ 0 in the previous Proposition is necessary, other case, this
result is not true. For a counterexample, given f (t) = t, we obtain
Z ∞
1 1
L [ H (t + 1) f (t + 1)] = (t + 1)e−st dt = L(t) + L(1) = 2
+
0 s s
1+s
= 2 6= es L(t)
s
Example 1.9. For calculating the Laplace transform for rectangular pulse function

1 −
(
1 for a ≤ t < b
f (t) = (with a > 0) | |
0 othercase
a b

3
observe what f (t) = H (t − a) − H (t − b) where H (t) is the Heaviside unit step function.
Then

L( f (t)) = L( H (t − a)) − L( H (t − b)) = e−as L(1) − e−bs L(1) =

e−as − e−bs
=
s
Proposition 1.10 (s-shift rule). If L( f (t)) = F (s) for s > c then L(e at f (t)) = F (s − a) for
s > a + c.

Proof. It is easy. Start developing F (s − a).

Rescaling
1 s
Proposition 1.11. If L( f (t)) = F (s) and a > 0, then L( f ( at)) = F .
a a
Proof.
Z ∞ Z ∞ Z ∞
−st at=u −s ua du 1 s
L( f ( at)) = f ( at)e dt = f (u)e = f (u)e− a u du =
0 0 a a 0
1 s
= F
a a

Laplace Transform for Derivatives

Theorem 1.12 (t-Derivative Rule). If f (t) is continuous, limt→∞ f (t)e−st = 0 for all large
values of s and f 0 (t) is piecewise continuous, then L( f 0 (t)) exists for all large s and

L( f 0 (t)) = sL( f (t)) − f (0).

Proof. Already L( f (t)) exists, because f is of exponential order and continuous. On an

interval [ a, b] where f 0 is continuous, integration by parts using u = e−st , dv = f 0 (t)dt gives
Z b Z b
0 −st b
f (t)e dt = f (t)e−st t=a +s f (t)e−st dt =
a a
Z b
−bs − as
= f (b)e − f ( a)e +s f (t)e−st dt
a

On any interval [0, N ], there are finitely many intervals [ a, b] on each of which f 0 is continu-
ous. Add the above equality across these finitely many intervals [ a, b]. The boundary values
on adjacent intervals match and the integrals add to give
Z N Z N
f 0 (t)e−st dt = f ( N )e− Ns − f (0)e0 + s f (t)e−st dt
0 0

Take the limit across this equality as N → ∞. Then the right side has limit − f (0) +
sL( f (t)), because of the existence of L( f (t)) and limt→∞ f (t)e−st = 0 for large s. There-
fore, the left side has a limit, and by definition L( f 0 (t)) exists and L( f 0 (t)) = − f (0) +
sL( f (t)).

4
 Similarly we have:
L( f 00 (t)) = sL( f 0 (t)) − f 0 (0) = s (sL( f (t)) − f (0)) − f 0 (0) =
= s2 L( f (t)) − s f (0) − f 0 (0)
and furthermore L( f 000 (t)) = s2 L( f (t)) − s2 f (0) − s f 0 (0) − f 00 (0). In general,
 
L f (n) (t) = sn L( f (t)) − sn−1 f (0) − sn−2 f 0 (0) − · · · − f (n−1) (0)

Proposition 1.13 (s-derivative rule).

dn
L( f (t)) = (−1)n L (tn f (t)) .
dsn
Proof. Proceed by induction on n.
• For n = 1
Z ∞ Z ∞
d d
f (t)e−st dt = − t f (t)e−st dt = −L(t f (t)).


L( f (t)) =
ds 0 ds 0

dn
• Hypothesis: L( f (t)) = (−1)n L (tn f (t)). Then
dsn
d n +1
 n 
d d d
n + 1
L( f (t)) = n
L( f (t)) = [(−1)n L (tn f (t))] =
ds ds ds ds
Z ∞ Z ∞
d n −st
n n
−tn+1 f (t)e−st dt =


= (−1) t f (t)e dt = (−1)
0 ds 0
 
n +1 n +1
= (−1) L t f (t) .
.
What proves the thesis.
4−s
Example 1.14. Use the above propositions to prove that L (t − 1)e3t =


for s > 3.
( s − 3)2

1.2.1 Laplace Transform for Integrals

Rt
When 0 f (u) du is a t-dependent function which verify conditions for the existence of its
Laplace transform, we have
R
t
 L( f (t))
Proposition 1.15. L 0 f (u) du =
s
Z t  Z ∞ Z t 
Proof. L f (u) du = f (u) du e−st dt.
0 0 0
Rt
Integration by parts using u = 0 f (u) du and dv = e−st dt gives
 X−Xst Z t ∞ Z ∞
e−st
Z t
e XXX
L f (u) du = f
 (Xu ) du − f ( t ) dt =
− −s

0 s 0 XXX
t=
X 0 0
1
= L( f (t)).
s

f (t)
Proposition 1.16. If limt→∞ t exists and L( f (t)) = F (s), then
  Z ∞
f (t)
L = F (t) dt.
t s

Proof. Omitted.

5
1.3 Laplace Transform Table
1
Proposition 1.17. L(e at ) = assumed s > a.
s−a
Proof.
∞

Z ∞
e( a−s)t  1 for s > a
L(e at ) = e(a−s)t dt = = s−a
0 a−s ∞ for s ≤ a
t =0

a
Proposition 1.18. L(sin at) = assumed s > 0.
s2 + a2
Proof. First we calculate L(sin t)
   
d cos t d sin t
L(sin t) = L − = −sL(cos t) + 1 = −sL + 1 = −s2 L(sin t) + 1.
dt dt
1
Hence L(sin t) = . Rescaling (Proposition 1.11)
s2 + 1
1 1 a
L(sin at) = s2
= .
a +1 s2 + a2
a2

s
Proposition 1.19. L(cos at) = assumed s > 0.
s2 + a2
Proof. Analogous.
s
Proposition 1.20. L(cosh at) = assumed s > | a|.
s2 − a2
e at + e−at
Proof. Exercise. Hint: use cosh at = .
2
a
Proposition 1.21. L(sinh at) = 2 assumed s > | a|.
s − a2
Proof. Analogous.

1.3.1 Laplace Transform for Dirac Delta Distribution

A frequently used concept in Laplace and Fourier theory is that of the Dirac Delta, defined
somewhat abstractly as:

δ(t) = 0 for t 6= 0 and

Z ∞
δ(t) dt = 1
−∞

The Dirac Delta is not a function but a concept called distribution. Roughly speaking, it can
be thought of as a function that is very, very high and very, very thin. δ(t − a) is usually
used to move the Dirac delta for a > 0 (see figure 1)..
Often this distribution is defined as the “function” which do
Z ∞
f (t)δ(t) dt = f (0)
−∞

and it can also be see as the limit of families of functions with certain properties, for example

6
 `
a

Figure 1: Dirac Delta at t = a.

r
n −nx2
• Gaussian functions : δn (t) = e for n = 1, 2, 3, . . .
π
n 1
• Lorentz functions : δn (t) = for n = 1, 2, 3, . . .
π 1 + n2 x 2
• and others.

that is, δn (t) → δ(t) for n → ∞.

From
Z t Z t
(
0 if t < a
δ( x − a) dx = lim δn ( x − a) dx = = H (t − a)
−∞ n→∞ −∞ 1 if t ≥ a

we can interpret, for a ≥ 0

d
H (t − a) = δ(t − a)
dt
and so, using t-derivative rule, theorem 1.12, we get the Laplace transform for the Dirac
Delta:

L(δ(t − a)) = sL( H (t − a)) − H (0 − a) = e−as for a ≥ 0.

Table 1(a) on page 13 shows most important Laplace transforms.

2 Inverse Laplace Transform

Definition 2.1. We say that f (t) is an inverse Laplace transform of F (s) if L( f (t)) = F (s)
and then we say
L−1 ( F (s)) = f (t).
Note that inverse Laplace transform is not unique.

7
 (
0 for t = 2
Example 2.2. Functions f 1 (t) = et and f 2 (t) = .
et for t 6= 2
Check
1
L( f 1 (t)) = L( f 2 (t)) = ,
s−1
1
so both functions are the inverse Laplace transform of the same function F (s) = s −1 .

However there are conditions for the uniqueness of the inverse transform as established
next theorem we give without proof.
Theorem 2.3 (Lerch). If f 1 (t) and f 2 (t) are continuous, of exponential order and L( f 1 (t)) =
L( f 2 (t)) for all s > s0 then f 1 (t) = f 2 (t) for all t ≥ 0.
Table 1b shows most important Inverse Laplace transforms, immediate consequence of
table 1a.

2.1 Properties of the Inverse Laplace Transform

The following properties are deduced from section 1.2.

Linearity
Let F1 (s) and F2 (s) be functions and let c1 and c2 be constant real numbers, then

L−1 (c1 F1 (s) + c2 F2 (s)) = c1 L−1 ( F1 (s)) + c2 L−1 ( F2 (s)).

Translation 1
If L−1 ( F (s)) = f (t) then L−1 ( F (s − a)) = e at f (t).

Translation 2
If L−1 ( F (s)) = f (t) then L−1 (e−as F (s)) = f (t − a) H (t − a) assuming a ≥ 0.

Rescaling
 
1 t
If L−1 ( F (s)) = f (t) then L−1 ( F ( as)) = f assuming a ≥ 0.
a a

Derivative rule
If L−1 ( F (s)) = f (t) then L−1 ( F (n) (s)) = (−1)n tn f (t).

Integral rule
R∞ f (t)
If L−1 ( F (s)) = f (t) then L−1


s
F (u) du = .
t
s sin φ + ω cos φ
Example 2.4. The inverse Laplace transform of the function X (s) = is
s2 + ω 2
x (t) = sin(ωt + φ).

Rearranging terms in the fraction

   
s ω
X (s) = (sin φ) + (cos φ) .
s + ω2
2 s + ω2
2

8
We can now take the inverse Laplace transform of table 1(b) on page 13:
   
−1 s −1 ω
x (t) = (sin φ)L + (cos φ)L
s2 + ω 2 s2 + ω 2
= (sin φ)(cos ωt) + (sin ωt)(cos φ)
= sin(ωt + φ).
s+b
Example 2.5. Calculate the inverse Laplace transform of F (s) = .
( s + a )2 + ω 2

s+b s+a 1
F (s) = 2 2
= 2 2
+ (b − a) ,
(s + a) + ω (s + a) + ω ( s + a )2 + ω 2
so
b−a
   
f (t) = F −1 ( F (s)) = e−at cos ωt + sin ωt .
ω
1 sin t
Example 2.6. The inverse Laplace transform of F (s) = arctan( ) is f (t) = .
s t
−1
The derivative is F 0 (s) = 2 and using derivative rule L−1 ( F 0 (s)) = −t f (t), we
s +1
obtain
 
1 −1 1 sin t
f (t) = L 2
=
t s +1 t

3 Convolution
Definition 3.1 (Convolution). Let f (t) and g(t) be functions piecewise continuous of ex-
ponential order with f (t) = 0 and g(t) = 0 for t < 0. We call convolution product (or
simply convolution) of f and g to
Z ∞ Z t
( f ∗ g)(t) = f (u) g(t − u) du = f (u) g(t − u) du.
−∞ 0

Proposition 3.2. Convolution is commutative, i.e. ( f ∗ g)(t) = ( g ∗ f )(t).

Proof. Exercise 6.

Proposition 3.3. Convolution is associative, i.e. (( f ∗ g) ∗ h)(t) = ( f ∗ ( g ∗ h))(t).

Proof.
Z ∞
(( f ∗ g) ∗ h))(t) = ( f ∗ g)(u)h(t − u) du =
−∞
Z ∞
Z ∞ 
= f (v) g(u − v) dv h(t − u) du =
−∞ −∞
Z ∞  Z ∞ 
{w=u−v}
= f (v) g(u − v)h(t − u) du dv =
−∞ −∞
Z ∞ Z ∞ 
= f (v) g(w)h(t − v − w) dw dv =
−∞ −∞
Z ∞
= f (v) ( g ∗ h) (t − v) dv =
−∞
= ( f ∗ ( g ∗ h))(t)

9
Theorem 3.4. If L−1 ( F (s)) = f (t) and L−1 ( G (s)) = g(t) then

L−1 ( F (s) G (s)) = f (t) ∗ g(t)

Proof. Using Fubini’s theorem

Z ∞ Z ∞ ZZ
F (s) G (s) = f (u)e−su du g(v)e−sv dv = f (u) g(v)e−s(u+v) dudv.
0 0 [0,∞)×[0,∞)
(
u=y ∂(u, v) 0 1
We do a change of variable with Jacobian = abs = 1 and
v = t−y ∂(t, y) 1 −1
the (u, v)-region [0, ∞) × [0, ∞) of integration is transformed from the (t, y)-region {(t, y) |
y ≥ 0 and t ≥ y}.
y=t
v y

u t

Hence
Z ∞ Z t
F (s) G (s) = f (y) g(t − y)e−st dydt =
t =0 y =0
Z ∞ Z t Z ∞
−st
= e f (y) g(t − y) dydt = e−st ( f ∗ g)(t) dt =
t =0 y =0 0
= L(( f ∗ g)(t))

therefore L−1 ( F (s) G (s)) = ( f ∗ g)(t).

Example 3.5. Consider a linear time-invariant system with transfer function

1
F (s) =
(s + a)(s + b)

The impulse response is simply the inverse Laplace transform of this transfer function f (t) =
L−1 ( F (s)).
To evaluate this inverse transform, we use the convolution property. That is, the inverse
of
1 1 1
F (s) = = ·
(s + a)(s + b) s+a s+b
is

e−at − e−bt
    Z t
−1 1 −1 1 − at −bt
f (t) = L ∗L =e ∗e = e−ax e−b(t− x) dx = .
s+a s+b 0 b−a

Exercise. Use method of partial fraction expansion to evaluate the inverse Laplace transform f (s) =
L−1 ( F (s)) being
1 A B
F (s) = = +
(s + a)(s + b) s+a s+b
used in the Example 3.5 above.

10
Example 3.6. Convolution could be used to prove the rule 2.1:

If L−1 ( F (s)) = f (t) then L−1 (e−as F (s)) = f (t − a) H (t − a) assuming a ≥ 0.

Indeed,

L−1 (e−as F (s)) = L−1 (e−as ) ∗ L−1 ( F (s)) =

= δ(t − a) ∗ f (t) = δ(t − a) ∗ H (t) f (t) =
Z ∞
= δ(u − a) H (t − u) f (t − u) du =
0
= H (t − a) f (t − a)

4 Laplace Method for Solving Ordinary Differential Equations

Linear differential equations with given initial conditions can be solved using the Laplace
transform.

Example 4.1. We use Laplace method for solving the linear ODE

y00 + y0 − 2y = x with y(0) = 2, y0 (0) = −1.

First of all, note that x is the independent variable, so that

L(y00 ) + L(y0 ) − 2L(y) = L( x )

and using x-derivative rule

1
(s2 L(y) − sy(0) − y0 (0)) + (sL(y) − y(0)) − 2L(y) =
s2
1
(s2 L(y) − 2s + 1) + (sL(y) − 2) − 2L(y) =
s2
1
(s2 + s − 2)L(y) − 2s − 1 =
s2
1 2s3 + s2 + 1
(s2 + s − 2)L(y) = 2 + 2s + 1 =
s s2
Hence
2s3 + s2 + 1 2s3 + s2 + 1
L(y) = =
s2 ( s2 + s − 2) s2 (s − 1)(s + 2)
Using partial fraction method

2s3 + s2 + 1 1/2 1/4 4/3 11/12

L(y) = 2
=− 2 − + + .
s (s − 1)(s + 2) s s s−1 s+2

Applying inverse transforms according to the table 1(b)

       
1 −1 1 1 −1 1 4 −1 1 11 −1 1
y=− L − L + L + L
2 s2 4 s 3 s−1 12 s+2
1 1 4 x 11 −2x
= − x− 1+ e + e
2 4 3 12
x
16e + 11e − 2x − 6x − 3
= .
12

11
Example 4.2 (Damped oscillator). Solve by Laplace’s method the initial value problem

x 00 + 2x 0 + 2x = 0, x (0) = 1, x 0 (0) = −1.

By Laplace transformation we have L( x 00 ) + 2L( x 0 ) + 2L( x ) = 0, hence

s2 L( x ) − s x (0) − x 0 (0) + 2(sL( x ) − x (0)) + 2L( x ) = 0

s2 L( x ) − s + 1 + 2(sL( x ) − 1) + 2L( x ) = 0
(s2 + 2s + 2)L( x ) = s + 1

From here
s+1 s+1
L( x ) = =
s2 + 2s + 2 ( s + 1)2 + 1
and
   
−1 s+1 −t −1 s
x (t) = L =e L = e−t cos t
( s + 1)2 + 1 2
s +1

12
4.1 Laplace Transform Table

F (s) f (t) = L−1 ( F (s))

f (t) F (s) = L( f (t))
1
1 1
1 s>0 s
s
1
1 t
t s>0 s2
s2
n! 1 tn
tn s>0 s n +1 n!
s n +1
1
ta Γ ( a + 1) ta
s>0 s +1
a
( a > −1) s a +1 ( a > −1) Γ ( a + 1)
1 1
e at s>a e at
s−a s−a
a 1 sin at
sin at s>0
s + a2
2 s + a2
2 a
s s
cos at s>0 cos at
s + a2
2 s2 + a2
a 1 sinh at
sinh at s > | a|
s − a2
2 s − a2
2 a
s s
cosh at s > | a| cosh at
s − a2
2 s − a2
2

δ(t − a) e−as s>0 e−as δ(t − a)

(a) Direct Transform (b) Inverse Transform

Table 1: Direct and inverse Laplace transform for some functions.

13
Exercises
Exercise 1
Find the Laplace transform of each of the following functions:
(
3 for 0 < t < 5,
a) f (t) =
0 for t > 5.
b) f (t) = e−2t cos2 3t − 3t2 e3t .
Hint: You can use the equality 2 cos2 a = 1 + cos 2a.
(
cos(t − 2π
3 ) for t > 2π
3 ,
c) f (t) = cos(t − 2π3 ) H ( t − 2π
3 ) = 2π
0 for t < 3 .

Solutions:
2π
3 e5s −1


s +2 se− 3 s
a) F (s) = se5s
. b) F (s) = 2(s1+2) + 1
2 s2 +4s+40 − 6
( s −3)3
. c) F (s) = s2 +1
.

Exercise 2
t
Z   
sin u 1 1
Prove that L du = arctan .
0 u s s

Exercise 3
s2 − 2s + 1
If L( f (t)) = compute L( f (2t)). Solution: 4(ss− 2
+1)2
.
(2s + 1)2 (s − 1)

Exercise 4
s2 − a2
Prove L (t cos at) = .
( s2 + a2 )2

Exercise 5
Find L( f (t)), knowing L( f 00 (t)) = arctan 1
and f (0) = 2, f 0 (0) = −1.


s
1


2s+arctan −1
Solution: L( f (t)) = s2
s
.

Exercise 6
Prove that convolution is commutative, i.e. ( f ∗ g)(t) = ( g ∗ f )(t).

Exercise 7
Calculate the inverse Laplace transform of
6s − 4 s+5
a) F (s) = b) F (s) =
s2 − 4s + 20 ( s − 2)3 ( s + 3)
1 e−2s
c) F (s) = 2 2
d) F (s) = .
s (s + 3s − 4) s2 − 4
s
e) F (s) = 2 2
(s − 1) (s + 2s + 5)

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 Solutions:
2e2t 2te2t 7t2 e2t 2e−3t
a) f (t) = e2t (2 sin (4t) + 6 cos (4t)). b) f (t) = 125 − 25 + 10 − 125 .
et e−4t t 3
c) f (t) = 5 − 80 − 4 − 16 . d) f (t) = 12 H (t − 2) sinh(2t − 4).
 
t et et sin (2t) cos (2t)
e) f (t) = 8 + 16 − e−t 8 + 16 .

Exercise 8
Use the convolution rule to solve the following inverse Laplace transform:
" #  
− 1 s − 1 1
a) L b) L
( s2 + a2 )2 s2 ( s + 1)2

Solutions:
t sin ( at)
a) . b) t e−t + 2e−t + t − 2.
2a

Exercise 9
2
Use convolution to prove L sin2 (t) =
 
.
s ( s2 + 4)

Exercise 10
Solve the following ODEs using Laplace method:

a) x 00 + 4x = 9t with x (0) = 0 and x 0 (0) = 7.

b) x 000 − x = et with x (0) = x 0 (0) = x 00 (0) = 0.
(
1 for 0 < t < 1,
c) x 00 + 4x = f (t) with x (0) = 0, x 0 (0) = 1 and f (t) =
0 for t > 1.
d) (1 − t) x 0 − tx = t with x (0) = 1.
Hint: Make the change y = (1 − t) x and study the new equation.
Solutions:
√ 
3t
√ √ !
  cos 3 sin 23t t
9t 19 sin 2t t 1
e− 2 .
2
a) x (t) = 4 + 8 . b) x (t) = 3 − 3 et + 3 + 9

H (t−1) cos(2t−2) cos(2t) sin(2t) H ( t −1) 2e−t + t − 1

c) x (t) = 4 − 4 + 2 − 4 + 14 . d) x (t) = .
1−t

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