General Laplace Transformation
General Laplace Transformation
Laplace (1749-1829): Pierre Simon de Laplace was a French Mathematician who lived during the
era 1749-1829 and was essentially interested to describe nature using Mathematics.
Define of Laplace Transformation: If 𝐹(𝑡) be a function of 𝑡 defined for all positive values of 𝑡
that is 𝑡 ≥ 0, then the Laplace transformation of 𝐹(𝑡) is denoted by 𝐿{𝐹(𝑡)} or 𝐹̇ (𝑠) or 𝐹(𝑠) and is
defined by the expression
∞
(1)
when 𝐹(𝑡) = 1, then Eq. (1), becomes
(1)
when 𝐹(𝑡) = 𝐾, then Eq. (1), becomes
or,
∞
𝐿 (𝑘) = ∫ 𝑒 −𝑠𝑡 𝑘 𝑑𝑡
0
∞
𝑒 −𝑠𝑡
= 𝑘[ ]
−𝑠 0
𝑘
=
𝑠
1
Example-3: Prove that 𝐿{𝑡} = 𝑠2 if 𝑠 > 0.
(1)
when 𝐹(𝑡) = 𝑡, then Eq. (1), becomes
∞ ∞
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [𝑡. ] −∫ . 𝑑𝑡
−𝑠 0 −𝑠
0
−𝑠𝑡 ∞
1 𝑒 1 1
=0+ [ ] = .
𝑠 −𝑠 0 𝑠 𝑠
[since 𝑒 −∞ = 0]
1
𝐿{1} =
𝑠2
If 𝑠 > 0.
2
Example-4: Prove that 𝐿{𝑡 2 } = 𝑠3 if 𝑠 > 0.
(1)
when 𝐹(𝑡) = 𝑡 2 , then Eq. (1), becomes
∞ ∞
2
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [𝑡 . ] − ∫ 2𝑡. . 𝑑𝑡
−𝑠 0 −𝑠
0
∞
2
= 0 + ∫ 𝑡. 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠
0
[𝑆𝑖𝑛𝑐𝑒 𝑒 −∞ = 0]
2 1
=0+ . 2
𝑠 𝑠
∞
1
[∵ ∫ 𝑡. 𝑒 −𝑠𝑡 . 𝑑𝑡 = ]
𝑠2
0
2
𝐿{1} =
𝑠3
If 𝑠 > 0.
Example-5: Find the Laplace transformation of 𝐹(𝑡) = 𝑡 𝑛 , where 𝑛 = 0,1,2,3, … … ...
Solution: By the definition of Laplace transformation, we get
(1)
when 𝐹(𝑡) = 𝑡 𝑛 , then Eq. (1), becomes
∞ ∞
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [𝑡 𝑛 . ] − ∫ 𝑛𝑡 𝑛−1 . . 𝑑𝑡
−𝑠 0 −𝑠
0
[Integrating by parts]
∞
𝑛
= 0 + ∫ 𝑡 𝑛−1 . 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠
0
[∵ 𝑒 −∞ = 0]
∞ ∞
𝑛 𝑒 −𝑠𝑡 𝑛 𝑒 −𝑠𝑡
= [𝑡 𝑛−1 . ] − ∫ (𝑛 − 1). 𝑡 𝑛−2 . . 𝑑𝑡
𝑠 −𝑠 0 𝑠 −𝑠
0
Repeating the process of the integration by parts, where first integral vanishes for both the limits, we
get
∞
𝑛(𝑛 − 1)(𝑛 − 2) ⋯ ⋯ ⋯ 3,2,1
𝐿{𝑡 𝑛 } = ∫ . 𝑡 0 . 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠𝑛
0
∞
𝑛!
= 𝑛 ∫ 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠
0
∞
𝑛! 𝑒 −𝑠𝑡
= 𝑛[ ]
𝑠 −𝑠 0
𝑛! 1
= ∙
𝑠𝑛 𝑠
𝑛!
=
𝑠 𝑛+1
If 𝑠 > 0.
(1)
when 𝐹(𝑡) = 𝑒 𝑎𝑡 , then Eq. (1), becomes
∞
𝐿 (𝑒 𝑎𝑡 ) = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡
0
∞
= ∫ 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
0
∞
𝑒 −(𝑠−𝑎)𝑡
=[ ]
−(𝑠 − 𝑎) 0
1
=
𝑠−𝑎
If 𝑠 > 𝑎.
(1)
when 𝐹(𝑡) = sin 𝑎𝑡, then Eq. (1), becomes
∞
𝐿(sin 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡
0
−𝑠𝑡 ∞
𝑒
=[ 2 (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡)]
𝑠 + 𝑎2 0
𝑎𝑥
𝑒 𝑎𝑥
[∵ ∫ 𝑒 sin 𝑏𝑥 𝑑𝑥 = 2 (𝑎 sin 𝑏𝑥 − 𝑏 cos 𝑏𝑥)]
𝑎 + 𝑏2
𝑎
= 2
𝑠 + 𝑎2
If 𝑠 > 0.
(1)
when 𝐹(𝑡) = cos 𝑎𝑡, then Eq. (1), becomes
∞
𝐿(cos 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 cos 𝑎𝑡 𝑑𝑡
0
−𝑠𝑡 ∞
𝑒
=[ 2 (−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡)]
𝑠 + 𝑎2 0
𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 cos 𝑏𝑥 𝑑𝑥 = (𝑎 cos 𝑏𝑥 + 𝑏 sin 𝑏𝑥)]
𝑎2 + 𝑏 2
𝑠
= 2
𝑠 + 𝑎2
If 𝑠 > 0.
(1)
when 𝐹(𝑡) = 𝑡 sin 𝑎𝑡, then Eq. (1), becomes
∞
𝐿(sin 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 𝑡 sin 𝑎𝑡 𝑑𝑡
0
Integrating by parts, taking 𝑡 as the first function and 𝑒 −𝑠𝑡 sin 𝑎𝑡 as the second function and applying
the results
𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 sin 𝑏𝑥 𝑑𝑥 = (𝑎 sin 𝑏𝑥 − 𝑏 cos 𝑏𝑥)]
𝑎2 + 𝑏 2
∞
𝑒 −𝑠𝑡
𝐿(sin 𝑎𝑡) = [𝑡 ∙ 2 (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡)]
𝑠 + 𝑎2 0
∞
𝑒 −𝑠𝑡
−∫ (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡) 𝑑𝑡
0 𝑠 2 + 𝑎2
Here, the first integral vanishes for both the limits, then
∞
𝑒 −𝑠𝑡
𝐿(sin 𝑎𝑡) = 0 − ∫ (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡) 𝑑𝑡
0 𝑠 2 + 𝑎2
∞ ∞
𝑠 −𝑠𝑡
𝑎
= 2 ∫ 𝑒 sin 𝑎𝑡 𝑑𝑡 + 2 ∫ 𝑒 −𝑠𝑡 cos 𝑎𝑡 𝑑𝑡
𝑠 + 𝑎2 0 𝑠 + 𝑎2 0
𝑠 𝑎 𝑎 𝑠
= 2 ∙ + ∙
𝑠 + 𝑎2 𝑠 2 + 𝑎2 𝑠 2 + 𝑎2 𝑠 2 + 𝑎2
2𝑎𝑠
= 2
(𝑠 + 𝑎2 )2
If 𝑠 > 0.
(1)
when 𝐹(𝑡) = 𝑡 cos 𝑎𝑡, then Eq. (1), becomes
∞
𝐿(sin 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 𝑡 cos 𝑎𝑡 𝑑𝑡
0
Integrating by parts, taking 𝑡 as the first function and 𝑒 −𝑠𝑡 cos 𝑎𝑡 as the second function and applying
the results
𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 cos 𝑏𝑥 𝑑𝑥 = (𝑎 cos 𝑏𝑥 + 𝑏 sin 𝑏𝑥)]
𝑎2 + 𝑏 2
∞
𝑒 −𝑠𝑡
𝐿(cos 𝑎𝑡) = [𝑡 ∙ 2 (−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡)]
𝑠 + 𝑎2 0
∞
𝑒 −𝑠𝑡
−∫ 2 2
(−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡) 𝑑𝑡
0 𝑠 +𝑎
Here, the first integral vanishes for both the limits, then
∞
𝑒 −𝑠𝑡
𝐿(cos 𝑎𝑡) = 0 − ∫ 2 2
(−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡) 𝑑𝑡
0 𝑠 +𝑎
∞ ∞
𝑠 −𝑠𝑡
𝑎
= ∫ 𝑒 cos 𝑎𝑡 𝑑𝑡 − ∫ 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡
𝑠 2 + 𝑎2 0 𝑠 2 + 𝑎2 0
𝑠 𝑠 𝑎 𝑎
= ∙ 2 − 2 ∙ 2
𝑠2 2
+𝑎 𝑠 +𝑎 2 𝑠 + 𝑎 𝑠 + 𝑎2
2
𝑠 2 − 𝑎2
= 2
(𝑠 + 𝑎2 )2
If 𝑠 > 0.
(1)
when 𝐹(𝑡) = 𝑒 𝑎𝑡 sin 𝑏𝑡, then Eq. (1), becomes
∞
𝐿(𝑒 𝑎𝑡 sin 𝑏𝑡) = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 sin 𝑏𝑡 𝑑𝑡
0
∞
= ∫ 𝑒 −(𝑠−𝑎)𝑡 sin 𝑏𝑡 𝑑𝑡
0
𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 sin 𝑏𝑥 𝑑𝑥 = (𝑎 sin 𝑏𝑥 − 𝑏 cos 𝑏𝑥)]
𝑎2 + 𝑏 2
∞
𝑒 −(𝑠−𝑎)𝑡
𝐿(cos 𝑎𝑡) = [ (−(𝑠 − 𝑎) sin 𝑏𝑡 − 𝑏 cos 𝑏𝑡)]
(𝑠 − 𝑎)2 + 𝑏 2 0
𝑏
=
(𝑠 − 𝑎)2 + 𝑏 2
If 𝑠 > 0.
Problem-12: Find the Laplace transform of the function 𝑒 𝑎𝑡 cos 𝑏𝑡.
Solution: By the definition of Laplace transformation, we get
(1)
when 𝐹(𝑡) = 𝑒 𝑎𝑡 cos 𝑏𝑡, then Eq. (1), becomes
∞
𝐿(𝑒 𝑎𝑡 cos 𝑏𝑡) = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 cos 𝑏𝑡 𝑑𝑡
0
∞
= ∫ 𝑒 −(𝑠−𝑎)𝑡 cos 𝑏𝑡 𝑑𝑡
0
𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 cos 𝑏𝑥 𝑑𝑥 = (𝑎 cos 𝑏𝑥 + 𝑏 sin 𝑏𝑥)]
𝑎2 + 𝑏 2
∞
𝑎𝑡
𝑒 −(𝑠−𝑎)𝑡
𝐿(𝑒 cos 𝑏𝑡) = [ (−(𝑠 − 𝑎) cos 𝑏𝑡 + 𝑏 sin 𝑏𝑡)]
(𝑠 − 𝑎)2 + 𝑏 2 0
𝑠−𝑎
=
(𝑠 − 𝑎)2 + 𝑏 2
Table of some Important Laplace Transforms
2 𝑘 𝑘
,𝑠>0
𝑠
3 1
𝑡 ,𝑠>0
𝑠2
4 𝑡2 2!
,𝑠>0
𝑠3
5 𝑡 𝑛 (𝑛 = 0,1,2,3, ⋯ ) 𝑛!
, (𝑛 = 1,2,3, ⋯ ), 𝑠 > 0
𝑠𝑛+1
6 𝑒 𝑎𝑡 1
,𝑠>𝑎
(𝑠−𝑎)
𝑎
7 sin 𝑎𝑡 ,𝑠>0
𝑠2 +𝑎2
𝑠
8 cos 𝑎𝑡 ,𝑠>0
𝑠2 +𝑎2
𝑎
9 sinh 𝑎𝑡 , 𝑠 > |𝑎|
𝑠2 −𝑎2
𝑠
10 cosh 𝑎𝑡 , 𝑠 > |𝑎|
𝑠2 −𝑎2
11 2𝑎𝑠
𝑡 sin 𝑎𝑡 ,𝑠>0
(𝑠2 +𝑎2 )2
12 𝑡 cos 𝑎𝑡 𝑠2 −𝑎2
,𝑠>0
(𝑠2 +𝑎2 )2
13 𝑡 𝑛 𝑒 𝑎𝑡 (𝑛 = 1,2,3, ⋯ ) 𝑛!
,𝑠>𝑎
(𝑠−𝑎)𝑛+1
14 𝑒 𝑎𝑡 sin 𝑏𝑡 𝑏
(𝑠−𝑎)2 +𝑏2
𝑠−𝑎
15 𝑒 𝑎𝑡 cos 𝑏𝑡
(𝑠−𝑎)2 +𝑏2
16 𝑒 𝑎𝑡 sinh 𝑏𝑡 𝑏
(𝑠−𝑎)2 −𝑏2
𝑠−𝑎
17 𝑒 𝑎𝑡 cosh 𝑏𝑡
(𝑠−𝑎)2 −𝑏2
1 3 1 1 1 1 5 3 3 3 31 3
Note:(1)=, (2) =√𝜋,(2) =(2+1) =2(2) = √𝜋, (2) =(2+1)=2(2) =2 √𝜋 and (-2 +
2 2
1
1)=(- ) = -2.√𝜋
2