Module 3 Lecture IV: Laplace Transforms

Advanced Engineering Mathematics

Engr. Neil S. Sereño, SOE, BiPSU-Naval Campus
Nov 2021

Lecture IV
1. Laplace Transforms: Definition
2. Laplace Transforms of Elementary Functions
3. Laplace Transforms of Trigonometric Functions
4. Laplace Transforms of Hyperbolic Functions
5. Other Laplace Transforms Formulas
6. Laplace Transforms of Derivatives

1. Laplace Transforms: Definition

If F(t ) is defined for all values of t where t  0 , and if s is a real number such that the improper integral

0
est F(t )dt  f (s) converges for some values of s and all greater values, then f (s) is called the Laplace Transform
of F(t ) . For brevity and convenience, we use the notation L F(t )  f (s) .

f (s)  L F(t )   est F(t )dt
0
d
It should be noted that the Laplace Transform operator L  is similar to the differential operator D  in
dx
nature, they are both linear operators. If F1 (t ) & F2 (t ) have Laplace Transforms and c1 & c2 are constant
coefficients, then the linearity is shown

L c1F1 (t )  c2 F2 (t )  ......  c n Fn (t )  c1L F1 (t )  c 2L F2 (t )  ......  c n L Fn (t)

 c1f1 (s)  c2f 2 (s)  ......  c n f n (s)

2. Laplace Transforms of Elementary Functions

Elementary Function Laplace Transform Formulas:

a
(1) L a  , a is any constant
s
1
(2) L t  2 , s  0
s
(3)   1
L t n  n 1 , s  0
s
(4)  
L eat 
1
sa
, sa

a
 Proof for Formula (1) L a  .
s

L F(t )   e  st F(t )dt  f (s)
0

L a   e  st (a)dt
0

 a  e  st (a)dt
0

 e  st 
a 
 s  0
 
 e  st 
L a  a  
 s  0
 e  e0 
 a   ; where e   0;e0  1
 s s 
 1
 a0 
 s
a
L a 
s
1
 Proof for Formula (2) & (3) L t 
s2

L F(t )   e  st F(t )dt  f (s)
0

L t   e  st tdt Using Integration by Parts
0

  e  st
L t   e  st tdt  uv   vdu; Let u  t , du  dt ;dv  e  st dt , v 
0 0 s
 e  st e
 st
L t  uv 0  


s 0 s
vdu  t   dt
0

  
te  st  1  st t e  st  1  e  s t 
s  0 s 0
   e d t      
s  0 s  s  0
 
te  st  1  st  te  st e  st 
    e    2 
s  0 s2   0 s s 0
 e  e    0  e0 e0 
   2   2  ; where e  0, e0  1
 s s   s s 
 1 1
L t     2   2
 s  s

 Proof for Formula (3) L t    s1

n
n 1


L F(t )   e st F(t )dt  f (s)
0

 

L t n
e  st t n dt Using Integration by Parts
0

est
L t   
 
n
e tdt  uv  
 st  st
vdu; Let u  t , du  t dt ;dv  e dt , v 
n n-1
0 0 s

 t n e st n st n 1 
   uv   vdu

L t n
    e t dt 
0
 s s 0

n 
 
L t n

s
n
0 s
 
   e st t n 1dt   L t n 1 ;  s  0 
From the above equation it follows that

n 1
 
L t n 1 
s
 
L t n 2 ; and also

n(n  1)
 
L tn 
s2
L t n 2 
The iteration of the foregoing process gives, finally
 n(n  1)(n  2)(n  3)..................(2)(1)
 
L tn 
s n 1
L t 0 or  
 
n!
L t n  n 1 ; since L t 0  L 1 
s
1
s
 
 Proof for Formula (4) L e 
at 1
sa
 

L F(t )   e st F(t )dt  f (s)
0

 

L e at
e st  eat dt
0
 
  e st  at  dt   e  s a t dt
0 0

 e s a t  e  e0
     ; where e  0, e0  1
  s  a  0 sa sa

 
L eat 
1
sa
; s  a 

3. Laplace Transforms of Trigonometric Functions

s
(5) L cos at 
, sa Note: Trigonometric functions are always
s  a2 2

a expressed in its simplest form of sine

(6) L sin at  2 2 , s  a and cosine using the trigonometricidentities
s a
s before Laplace transformation commence.
 Proof for Formula (5) L cos at  2
s a 2


L F(t )   e st F(t )dt  f (s)
0

L cos at   e st cos atdt; Using Integration by Parts
0
  sin at
L cos at   e st cos atdt  uv   vdu; Let u  e st , du  se st dt;dv  cos atdt, v 
0 0 a

 est sin at sin at 
 

L cos at  uv   vdu    se st dt 
0
 a a 0

  e  st sin at sin at 
   se st
 st
e cos atdt   dt 
0
 a a 0

s 
 e sin at     e st sin atdt 
1 st 

a 0
a 0

 
e sin   e0 sin 0    e st sin atdt ;e  0, e 0  1,sin 0  0 
1  s 

a a 0

 
s  cos at
  e st sin atdt ; Let u  e st , du  se st dt ;dv  sin atdt , v  
a 0 a
s  1  st  st  cos at  
0 e cos atdt  a  a  e cos at 0  0 se   a  tdt 
  
 st

s 1 
   e cos   e0 cos 0    e st cos atdt  ;e   0, e 0  1, cos 0  1
s 
a a a 0 
s 1 s   s 1 s  
   0  1   e st cos atdt      e st cos atdt 
a a a 0  a a a 0 
 s s2 
0
e  st cos atdt  
a2 a2 
0
e  st cos atdt; combine like terms
  s s 2  st
0 e  st cos atdt 
a 2 a 2 0
 e cos atdt

 s 2  st s
0 2 0
 st
e cos at dt  e cos atdt  2
a a
 s 2
 s
0 e cos atdt  a 2  1  a 2
 st

  s2  a 2  s
0
 st
e cos at d t  2  2
 a  a
 s a2
0
 st
e cos at d t  
a 2 s2  a 2
 s
L cos at   e  st cos atdt  ,s  a
0 s  a2 2

a
 Proof for Formula (6) L sin at  2 can also be done by the process used in Formula (5) and is left for the
s  a2
student as an exercise.

4. Laplace Transforms of Hyperbolic Functions

a
L sinh at 
Note: Hyperbolic functions are always expressed
(7) , sa
s a 2 2
in its simplest form of hyperbolic sine and
s
(8) L cosh at  2 2 , s  a hyperbolic cosine using the trigonometric
s a
identities before Laplace transformation
a
 Proof for Formula (7) L sinh at  2 ;s  a commence.
s  a2

L F(t )   e st F(t )dt  f (s)
0

L sinh at   est sinh atdt; Here the improper integration is not necessary instead a hyperbolic
0

identity is employed.
From the Euler's Equations:
eat  cosh at  sinh at  (a )
e-at  cosh at  sinh at  (b)
Adding the equations (a) & (b):
e at  cosh at  sinh at
e -at  cosh at  sinh at
e at  e -at  2 cosh at or
eat  e  at
cosh at 
2
Similarly, subtracting the equations (a) & (b)gives
eat  e at
sinh at 
2
e  e 
at  at
L sinh at  L  
 2 
1 1 1 
1
2

 L eat  e  at     
2sa sa 
 1  s  a  (s  a) 
L sinh at   
2  (s  a)(s  a) 
1  s  a  s+a 
  2 2 
2 s a 
1  2a  a
L sinh at   2 2   2 2 ;s  a
2s a  s a
s
 Proof for Formula (8) L cosh at  2 ;s  a
s  a2
 eat  e  at 
L cosh at  L  
 2 
1 1 1 

1
2
 
L eat  e  at    
2sa sa 
1 sa sa 
  
2  (s  a)(s  a) 
1  2s 
  2 2
2s a 
s
L cosh at  2 2 ;s  a
s a
5. Other Laplace Transforms Formulas
2a 2
(9)  
L sin 2 at 
s(s 2  4a 2 )
, s0

s 2  2a 2

(10) L cos 2 at  s(s 2  4a 2 )
, s0

a
(11) L sin at cos at  2 , s0
s  4a 2
sk

(12) L e kt cos at   (s  k)  a
2 2  
,Shifting Theorem: L e kt F(t )  f (s  k)


(13) L e kt sin at   a
(s  k)  a
2 2  
,Shifting Theorem: : L e kt F(t )  f (s  k)

 eat  e bt  1
(14) L  
 a  b  (s  a)(s  b)
 aeat  be bt  s
(15) L  
 a  b  (s  a)(s  b)
 t  dn
s

(16) L  sin at   2 2 2 , Derivative of Transform: L t n F(t )  () n n  f (s) 
 2a  (s  a ) ds

s2  a 2 n
(17) L t cos at 
(s 2  a 2 ) 2
, Derivative of Transform: L t n

F( t )  ( 
) n d

ds n
f (s) 
 sin at  at cos at  1
(18) L   2 2 2
  (s  a )
3
2a
 cos at  cos bt  s
(19) L   2 2 2
 b a  (s  a )(s  b )
2 2 2

 a sin bt  b cos at  1
(20) L   2 2 2
 ab(b  a )  (s  a )(s  b )
2 2 2
 
Proof for Formulas (12) & (13) L e F(t )  F(s  k) ; Shifting Theorem
kt

 
L ekt cos at  f(s  k); F(s) is shifted to some value k
s
 F(t )  cos at;f (s)  ,shifting s to (s  k)
s  a2
2

sk

L ekt cos at   (s  k) 2  a 2
dn
 Proof for Formulas (16) & (17) L t F(t )  ( )  n
 ds n
f(s)  ; Derivative of Transform
dn

L t F(t )  ()
n

ds n
f(s) ; Transform by differentiation
n

 t  1
L  sin at   L t sin at
 2a  2a
 t  1  n d 
n

n 
L  sin at    () f(s) 
 2a  2a  ds 
a
 n  1; F(t )  sin at;f (s) 
s  a2
2

 t  1 d  a 
L  sin at      2 2  ;differentiating F(s) with respect to s
 2a  2a ds  s  a 
1  (s 2  a 2 )(0)  a(2s) 
  
2a  (s 2  a 2 ) 2 
1 2as
  2 2 2
2a (s  a )
 t  s
L  sin at   2 2 2
 2a  (s  a )

6. Laplace Transforms of Derivatives

(21) L  x(t )  X (s), where x(t ) is a zero derivative function

(22)  
L F(n) (t )  s n f(s)  s n 1F(0)  s n 2F'(0)  s n 3F''(0)  .......  sF(n 2) (0)  F(n 1) (0)
 
Proof for Formulas (22) L F (t )  s f(s)  s
(n)
 n n 1
F(0)  sn 2F'(0)  sn 3F''(0)  .......  sF(n 2) (0)  F(n 1) (0)

L F(t )   e  st F(t )dt  f (s)  eq(1)
0

L F'(t )   e  st F'(t )dt; Laplace Transform of first derivative, use intergation by parts.
0
 
L F'(t )   e  st F'(t )dt  uv   vdu
0 0

 Let u  e st , du  se st dt; dv  F'(t )dt , v  F(t )

 

L F'(t )  e  st F(t )   se  st F(t )dt
0
  
 e  st F(t )  s  e  st F(t )dt  e  F()  e 0 F(0)  s  e st F(t )dt
0 0 0
 
 F(0)  s  e F(t )dt;from eq(1)  st

 st
e F(t )dt  f (s)
0 0

L F'(t )  F(0)  s f (s)  s f (s)  F(0)  eq(2)

 
L F''(t )   est F''(t )dt; Laplace Transform of second derivative
0
 
L F''(t )   est F''(t )dt  uv   vdu
0 0

 
L F''(t )   e  st F''(t )dt  uv   vdu
0 0

 Let u  e , du  se  st dt ; dv  F''(t )dt , v  F'(t )

 st

 

L F''(t )  e  st F'(t )   se st F'(t )dt
0
  
 e F'(t )  s  e F'(t )dt  e  F'()  e 0 F'(0)  s  e st F'(t )dt
 st  st
0 0 0
 
 F'(0)  s  e  st F'(t )dt;from eq(2)  e  st F'(t )dt  s f (s)  F(0)
0 0

L F''(t )  F'(0)  s  s f (s)  F(0)   s 2 f (s)  s F(0)  F'(0)  eq(3)


L F'''(t )   e  st F'''(t )dt ; Laplace Transform of third derivative
0
 
L F'''(t )   e  st F'''(t )dt  uv   vdu
0 0

 Let u  e , du  se  st dt ; dv  F'''(t )dt , v  F''(t )

 st

 

L F'''(t )  e  st F''(t )   se st F''(t )dt
0
  
 e  st F''(t )  s  e  st F''(t )dt  e  F''()  e 0 F''(0)  s  e  st F''(t )dt
0 0 0
 
 F''(0)  s  e F''(t )dt;from eq(3)
 st

 st
e F''(t )dt  s 2 f (s)  s F(0)  F'(0)
0 0

 
L F'''(t )  F''(0)  s s 2 f (s)  s F(0)  F'(0)  s 3 f (s)  s 2 F(0)  s F'(0)  F''(0)  eq(4)
Iteration of the foregoing process gives, finally
 
L F(n) (t )  s n f (s)  s n 1 F(0)  .........  s F(n 2) (0)  F(n 1) (0)
Where F(0), F'(0), F''(0), F''(0),......, F(n 2) (0), F(n 1) (0) are all initial values.
If incase initial values are not provided assume all initial values to be zero.

Worked Examples

  
1. L t 3  3t 2  5t  8  L t 3  3 L t 2  5 L t  L 8  
3! 2! 1! 8

31
 3 21  5 11 
s s s s
6 6 5 8
 4 3 2
s s s s
6  6s  5s 2  8s3

L t 3  3t 2  5t  8   s4
 1 3  1 3
2. L  sin 2t  cos 3t   L sin 2t  L cos 3t
2 2  2 2
1 2 1 3s 1 2 3s 
  2 2  2 2   2  2 
2 s 2 2 s 3 2s 4 s 9 
1 2  3s  1  2(s 2  9)  3s(s 2  4)  1  2s 2  18  3s 3  12s 
  2     
2  (s  4)(s 2  9)  2  (s 2  4)(s 2  9)  2  (s 2  4)(s 2  9) 
1  3s  2s  12s  18
3 2
3
L  sin 2t  cos 3t  
2 2  2(s 2  4)(s 2  9)

3. L 5sinh 3t  4 cosh 3t  5 L sinh 3t  4 L cosh 3t

3 s 15 4s
 5  4 2 2  2  2
s 3 2 2
s 3 s 9 s 9
4s  15
L 5sinh 3t  4 cosh 3t  2
s 9

    
4. L 2e3t sin 2t  3e3t cos 3t  2L e3t sin 2t  3L e3t cos 3t ; Use Formulas (12) & (13)
Shifting Theorem: L e F(t )  f (s  k)
kt


L 2e3t sin 2t  3e cos 2t  2 L e sin 2t  3 L e cos 2t
3t 3t 3t

 For L e sin 2t ; k  3, F(t )  sin 2t , f (s) 

3t 2
s 4
1 2

 
 For L e3t cos 2t ; k  3, F(t )  cos 2t , f 2 (s) 
s
s 42

 
L 2e3t sin 2t  3e3t cos 2t  2 f1 (s  3)  3 f1 (s  3)
2 s 3 4  3(s  3)
 2  3 
(s  3)  4
2
(s  3)  4 (s  3) 2  4
2

4  3s  9 3s  5

L 2e3t sin 2t  3e3t cos 2t  2   2
s  6s  9  4 s  6s  13

dn
5. L t 2 sin 2t  Formulas (16): L t n F(t )  () n f (s)
ds n
 For L t 2 sin 2t ; n  3, F(t )  sin 2t , f (s) 
2
s 4
2

dn
L t 2 sin 2t  ( ) n f (s) 
ds n
2 d 
2
2  d  d  2 
 ( )    ;differentiate f(s) twice
ds  s  4  ds  ds  s 2  4  
2  2

d  (s 2  4)(0)  2(2 s)  d  4s 

    2 2
ds  (s 2  4) 2  ds  (s  4) 
(s 2  4)2 (4)  (4s)(2)(s 2  4)(2s) 4(s 2  4)2  16s2 (s2  4)
 
(s 2  4) 2 
2
(s 2  4) 4

4(s 2  4)  16s 2 4s 2  16  16s 2

 
(s 2  4)3 (s 2  4)3
12s 2  16
L t 2 sin 2t 
(s 2  4)3
6. L e 2t sinh 2 2t  Formulas (13): L e kt F(t )  f (s  k)
eat  e  at
 For L e sinh 2t ; k  2, a  2, F(t )  sinh 2t, but sinh kt 
2t 2 2

2
 e 2t  e 2t   e  e 
2
2t
e 2t 2  2e 2t  e 2t  e 2t 2
2 2t

 F(t )     
 2  4 4
e 4t  2  e 4t e 4t  e 4t  2 1 e 4t  e 4t 1 1  e 4t  e 4t 
 F(t )        1
4 4 2 2 2 2 2 
4t
e e
4t
1
 but  cosh 4t; F(t )   cosh 4t  1
2 2
1 s 1  1 s  (s 2  16) 1 s 2  s 2  16
2
8
 f (s)   2 2        2
2  s  4 s  2 s(s  16) 2
2 s(s  16) s(s  16)
2

8
 f (s) 
s(s  4)(s  4)

L e 2t sinh 2 2t  f (s  2) 
8
(s  2)(s  2  4)(s  2  4)

L e 2t sinh 2 2t 
8
(s  2)(s  2)(s  6)

 d3 y 
   
7. L  3   Formulas (22): L F n  (t )  L F(n) (t )  s n f(s)  s n 1F(0)  s n 2 F'(0)  s n 3 F''(0)  ....
 dt 
d3 y
 For 3  y '''(t ); n  3
dt
 d3 y 
L  3   L  y '''(t )
 dt 
 s3f(s)  s 2 F(0)  s F'(0)  F''(0)
 if: F(0)  1, F'(0)  2, F''(0)  4
 d3 y 
L  3   s3f(s)  s 2  2s  4
 dt 

 dx 
8. L   2 x(t )  t 3  , x(0)  3: Formulas (22, 21 & 3)
 dt 
 dx 
 dt 

L    2L  x(t )  L t 3 ; x(0)  3 Note: Take the Laplace transform
of each term separately. Consider the
3!
s X (s)  x(0)  2 X (s)  31 initial value at x(0)  3 once the Laplace
s
6 transform of the equation is obatained.
s X (s)  (  3)  2 X (s)  4
s
6  3s 4
X (s)  s  2  
s4
6  3s 4
X (s)  4
s s  2
  d3q d2q dq 
9. L  3  6 2  13  0  ; q(0)  1, q'(0)  4, q''(0)  2 : Formulas (22)
 dt dt dt 
s Q(s)  s q(0)  s q'(0)  q''(0)  6 s 2Q(s)  s q(0)  q'(0)   13 s Q(s)  q (0)   0
3 2

s3Q(s)  s 2  4s  2  6 s 2Q(s)  s (1)  ( 4)   13 s Q(s)  1  0

s3Q(s)  s 2  4s  2  6s 2Q(s)  6s  24  13s Q(s)  13  0
s3Q(s)  6s 2Q(s)  13s Q(s)  s 2  10s  39
 
Q(s) s3  6s 2  13s  s 2  10s  39
Take the Laplace transform
of each term separately.
s 2  10s  39 s 2  10s  39
Q(s)  3  Consider the initial values.
s  6s 2  13s s(s 2  6s  13)

10. L  y ''(t )  y '(t )  2 y (t )  4 ; y (0)  1, y'(0)  4

L  y ''(t )  L  y '(t )  2L  y(t )  L 4
4
s 2Y (s)  s y (0)  y '(0)  sY (s)  y(0)  2Y (s) 
s
4
s 2Y (s)  s  4  sY (s)  1  2Y (s) 
s
4
s 2Y (s)  sY (s)  2Y (s)  (s  3) 
s
4
 
s 2  s  2 Y (s) 
s
 (s  3)

4  s(s  3) s 2  3s  4
 
s 2  s  2 Y (s) 
s

s
Note: In preparation for the inverse Laplace
transformation process, it is necessary that
s  3s  4
2
s  3s  4
2
Y (s)  2  the denominator be expressed as factors.
s(s  s  2) s(s  1)(s  2)

11. Find the Laplace transform of a step function  (t ) as defined below

0;0  t  1

 (t )  1;1  t  2.
t ; t  2

Solution: Graph the given Step-Function and obtain the Laplace transformation using the definition

L F(t )   est F(t )dt  f (s) .
0

Graph of the function  (t )

0;0  t  1

 (t )  1;1  t  2.  (t )
t ; t  2


1 2 t
The solution is the area under the graph of the function  (t ).
0;0  t  1

 (t )  1;1  t  2.
t ; t  2


L  (t )   e  st (t )dt   (s)
0

L  (t )   e  st (0)dt   e  st (1)dt   e  st (t )dt
1 2

0 1 2
2 
 0   e d t   te d t  st  st
1 2

1 1 1
   
2
for   e  st dt   e  st    e 2s  e  s  e  s  e 2s
2

1 s 1 s s
  1
for   te  st dt  uv   vdu; u  t , du  dt ;dv  e  st dt , v   e  st
2 2 s

 te st  1  st
   
 1 st  1 st 
  st
te dt      2 e (t )dt   te  e
2
 s 2 s s 2 s2 2

2e 2s e 2s
   
 1 1  2s
  te dt   e  2e
 st  2s
 2 e e   2
2 s s s s
2s 2s 2s
 2se  e (2s  1)e
  te  st dt  2

2 s s2
e  s  e 2s 2se 2s  e 2s s(e  s  e 2s )  2se 2s  e 2s
L  (t )   
s s2 s2
se s  se 2s  2se 2s  e 2s se  s +se 2s  e 2s
 
s2 s2
se  s  (s  1)e 2s
L  (t )   (s) 
s2
12. Find the Laplace transform of a step function h(t ) as defined below
 1 ;0  t  1  (t )

h(t )  2t  3;1  t  2.
 1 ; t  2
  (t )  1
1

 (t )  2t  3
t
1 2 3

1
 (t )  1


L h(t )   est h(t )dt  H (s)
0
1 2 
  est (1)dt   e st (2t  3)dt   e st (1)dt
0 1 2

L h(t )    est dt  2  te st dt  3 e st dt   e st dt
1 2 2

0 1 1 2

L h(t )  H (s)  ? (The evaluation of the definite integrals is left to the learner for practice.)
Fundamental Trigonmetric Identies/Formulas Sum and Difference of Two Angles
1 1 1) sin(   )  sin  cos   cos  sin 
1) sin   , csc  
csc  sin  2) sin(   )  sin  cos   cos  sin 
2) cos  
1
,sec  
1 3) cos(   )  cos  cos   sin  sin 
sec  cos  4) cos(   )  cos  cos   sin  sin 
1 1
3) tan   , cot   tan   tan 
cot  tan  5) tan(   ) 
1  tan  tan 
sin  cos 
4) tan   , cot   tan   tan 
cos  sin  6) tan(   ) 
Square Relation of Trigonmetric Functions 1  tan  tan 

1) sin 2   cos 2   1
Double-Angle Formulas
2) 1  tan 2   sec 2 
1) sin 2  2sin  cos 
3) 1  cot 2   csc 2 
2) cos 2  cos 2   sin 2 
1  cos 2
4) sin 2   3) cos 2  2 cos 2   1
2
1  cos 2 4) cos 2  1  2sin 2 
5) cos 2  
2 2 tan 
5) tan 2 
1  cos 2 1  tan 2 
6) tan 2  
1  cos 2