Module 2
Module 2
The concept of transform is not a new field of study. Recall in calculus that
differentiation and integration are transforms – meaning that these operations
transform a particular function into another function. Moreover, the differential
operator D is another example of transforming a function of a large class into
another function. Another operator 𝐿, the Laplace transform of a function, will be
discussed in this section which is essential particularly in the study of initial value
problems involving linear differential equations with constant coefficients.
Definition of the Laplace Transform. Let 𝐹(𝑡) be any function such that its
integral exists. The Laplace transform of 𝐹(𝑡), denoted by 𝐿{𝐹(𝑡)}, is a
function 𝑓(𝑠) defined by
∞
𝐿 {𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡 = 𝑓(𝑠)
0
The Laplace operator L is a linear operator and the linearity property applies;
meaning, that the transform of a linear combination of functions is a linear
combination of the transforms. This is illustrated below:
1. 𝐹(𝑡) = 1
∞
𝐿{𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡
0
∞
= ∫0 𝑒 −𝑠𝑡 (1) 𝑑𝑡
∞
= ∫0 𝑒 −𝑠𝑡 𝑑𝑡
Let 𝑢 = −𝑠𝑡
𝑑𝑢 = −𝑠 𝑑𝑡
1 ∞
= − ∫0 𝑒 𝑢 𝑑𝑢
𝑠
1
= − 𝑠 (𝑒 −𝑠𝑡 )|∞
0
1
= − 𝑠 (𝑒 −𝑠(∞) − 𝑒 −𝑠(0) )
1
= − 𝑠 (0 − 1)
1
= − 𝑠 (−1)
1
=𝑠
1
∴ 𝐿{1} = 𝑠
2. 𝐹 (𝑡) = 𝑡
∞
𝐿{𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡
0
∞
= ∫0 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡
∞
= ∫0 𝑡𝑒 −𝑠𝑡 𝑑𝑡
Use IBP.
𝑢=𝑡 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑑𝑢 = 𝑑𝑡 𝑣 = − 𝑒 −𝑠𝑡
𝑠
1 −𝑠𝑡 ∞ 1 −𝑠𝑡
= 𝑡 (− 𝑠 𝑒 ) − ∫0 (− 𝑠 𝑒 ) 𝑑𝑡
1 1 ∞
= − 𝑠 𝑡𝑒 −𝑠𝑡 + 𝑠 ∫0 𝑒 −𝑠𝑡 𝑑𝑡
1 1
= (− 𝑠 𝑡𝑒 −𝑠𝑡 − 𝑠 2 𝑒 −𝑠𝑡 ) |∞
0
1 1
= (− (∞)𝑒 −𝑠(∞) − 2 𝑒 −𝑠(∞) ) −
𝑠 𝑠
1 −𝑠(0)
1
(− (0)𝑒 − 2 𝑒 −𝑠(0) )
𝑠 𝑠
1
= (0 − 0) − (0 − 𝑠 2 (1))
1
= − (− 𝑠 2)
1
= 𝑠2
1
∴ 𝐿{𝑡} = 𝑠 2
3. 𝐹(𝑡) = cos 𝑡
∞
𝐿{𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡
0
∞
= ∫0 𝑒 −𝑠𝑡 (cos 𝑡) 𝑑𝑡
∞
= ∫0 𝑒 −𝑠𝑡 cos 𝑡 𝑑𝑡
Use IBP:
𝑢 = cos 𝑡 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑑𝑢 = − sin 𝑡 𝑑𝑡 𝑣 = − 𝑠 𝑒 −𝑠𝑡
1 ∞ 1
= (cos 𝑡) (− 𝑠 𝑒 −𝑠𝑡 ) − ∫0 (− 𝑠 𝑒 −𝑠𝑡 ) (− sin 𝑡)𝑑𝑡
1 1 ∞
= − 𝑒 −𝑠𝑡 cos 𝑡 − ∫0 𝑒 −𝑠𝑡 sin 𝑡 𝑑𝑡
𝑠 𝑠
𝑢 = sin 𝑡 𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑑𝑢 = cos 𝑡 𝑑𝑡 𝑣 = − 𝑠 𝑒 −𝑠𝑡
1
= − 𝑠 𝑒 −𝑠𝑡 cos 𝑡 −
1 1 ∞ 1
𝑠
[(sin 𝑡) (− 𝑠 𝑒 −𝑠𝑡 ) − ∫0 (− 𝑠 𝑒 −𝑠𝑡 ) cos 𝑡 𝑑𝑡]
1 1 1 ∞
= − 𝑠 𝑒 −𝑠𝑡 cos 𝑡 + 𝑠2 𝑒 −𝑠𝑡 sin 𝑡 − 𝑠 ∫0 𝑒 −𝑠𝑡 cos 𝑡 𝑑𝑡
∞ 1 1
∫0 𝑒 −𝑠𝑡 cos 𝑡 𝑑𝑡 = − 𝑠 𝑒−𝑠𝑡 cos 𝑡 + 𝑠2 𝑒−𝑠𝑡 sin 𝑡 −
1 ∞ −𝑠𝑡
∫ 𝑒
𝑠2 0
cos 𝑡 𝑑𝑡
∞ 1 ∞ −𝑠𝑡
∫0 𝑒 −𝑠𝑡 cos 𝑡 𝑑𝑡 + 𝑠2 ∫0 𝑒 cos 𝑡 𝑑𝑡
1 1
= − 𝑠 𝑒 −𝑠𝑡 cos 𝑡 + 𝑠2 𝑒 −𝑠𝑡 sin 𝑡
𝑠 2 +1 ∞ 1 1
𝑠2
∫0 𝑒 −𝑠𝑡 cos 𝑡 𝑑𝑡 = − 𝑠 𝑒 −𝑠𝑡 cos 𝑡 + 𝑠2 𝑒 −𝑠𝑡 sin 𝑡
1 1
∞ − 𝑒 −𝑠𝑡 cos 𝑡+ 2 𝑒 −𝑠𝑡 sin 𝑡
∫0 𝑒 −𝑠𝑡 cos 𝑡 𝑑𝑡 = 𝑠 𝑠
𝑠2 +1
𝑠2
𝑠2 1 1
= (𝑠 2+1) (− 𝑠 𝑒 −𝑠𝑡 cos 𝑡 + 𝑠 2 𝑒 −𝑠𝑡 sin 𝑡) |∞
0
𝑠2 1 1
= (𝑠2+1) [(− 𝑠 𝑒 −𝑠(∞) cos(∞) + 𝑠2 𝑒 −𝑠(∞) sin(∞)) −
1 1
(− 𝑠 𝑒 −𝑠(0) cos(0) + 𝑠2 𝑒 −𝑠(0) sin(0))]
𝑠2 1
= (𝑠 2+1) [(0 + 0) − (− 𝑠 (1) + 0)]
𝑠2 1
= (𝑠 2+1) ( 𝑠 )
𝑠
=
𝑠 2+1
𝑠
∴ 𝐿{cos 𝑡} = 𝑠 2+1
𝑡2 , 0<𝑡<2
4. 𝐺 (𝑡) = {
3, 𝑡>2
∞
𝐿{𝐺(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐺(𝑡) 𝑑𝑡
0
2 ∞
= ∫0 𝑒 −𝑠𝑡 (𝑡 2 ) 𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 (3) 𝑑𝑡
2 ∞
= ∫0 𝑡 2 𝑒 −𝑠𝑡 𝑑𝑡 + 3 ∫2 𝑒 −𝑠𝑡 𝑑𝑡
2
Use IBP (shortcut) for ∫0 𝑡 2 𝑒 −𝑠𝑡 𝑑𝑡.
+ 𝑡2 𝑒 −𝑠𝑡
- 2𝑡 1
− 𝑠 𝑒 −𝑠𝑡
+2 1 −𝑠𝑡
2𝑒 𝑠
1
0 − 𝑠 3 𝑒 −𝑠𝑡
1 2 2
= (− 𝑠 𝑡 2 𝑒 −𝑠𝑡 − 𝑠 2 𝑡𝑒 −𝑠𝑡 − 𝑠 3 𝑒 −𝑠𝑡 ) |20 +
1
3 (− 𝑠 𝑒 −𝑠𝑡 ) |∞
2
1 2 2
= [(− (2)2 𝑒 −𝑠(2) − (2)𝑒 −𝑠(2) − 𝑒 −𝑠(2) ) −
𝑠 𝑠2 𝑠3
1 2 2
(− (0)2 𝑒 −𝑠(0) − (0)𝑒 −𝑠(0) − 𝑒 −𝑠(0) )] +
𝑠 𝑠2 𝑠3
1 1
3 [(− 𝑒 −𝑠(∞) ) − (− 𝑒 −𝑠(2) )]
𝑠 𝑠
4 4 2 2
= [(− 𝑒 −2𝑠 − 2
𝑒 −2𝑠 − 3
𝑒 −2𝑠 ) − (0 − 0 − (1))] +
𝑠 𝑠 𝑠 𝑠3
1 −2𝑠
3 [0 − (− 𝑒 )]
𝑠
4 4 2 2 3
= − 𝑠 𝑒 −2𝑠 − 𝑠2 𝑒 −2𝑠 − 𝑠3 𝑒 −2𝑠 + 𝑠3 + 𝑠 𝑒 −2𝑠
1 4 −2𝑠
= − 𝑒−2𝑠 −
𝑠 𝑠2
𝑒 − 𝑠23 𝑒−2𝑠 + 𝑠23
𝑡 2 , 0 < 𝑡 < 2}
∴ 𝐿 {𝐺(𝑡) = {
3, 𝑡>2
1 −2𝑠 4 −2𝑠 2 −2𝑠 2
=− 𝑒 − 2𝑒 − 3𝑒 + 3
𝑠 𝑠 𝑠 𝑠
1
𝐿{1} =
𝑠
𝑛!
𝐿{𝑡 𝑛 } = , 𝑛 = 1, 2, 3, …
𝑠 𝑛+1
1
𝐿{𝑒 𝑎𝑡 } =
𝑠−𝑎
𝑘
𝐿{sin 𝑘𝑡} =
𝑠2 + 𝑘2
𝑠
𝐿{cos 𝑘𝑡} = 2
𝑠 + 𝑘2
𝑘
𝐿{sinh 𝑘𝑡} = 2
𝑠 − 𝑘2
𝑠
𝐿{cosh 𝑘𝑡} = 2
𝑠 − 𝑘2
1. 𝐹(𝑡) = cos 𝑡
𝐿{cos 𝑡}: 𝑘 = 1
𝑠
𝐿{cos 𝑡} = 𝑠 2+(1)2
𝑠
=
𝑠 2+1
(Note that the same answer was obtained in Example 4.1 Number 3)
2. 𝐹 (𝑡) = 3 cos 5𝑡
3. 𝐹(𝑡) = 𝑒 −3𝑡
𝐿{𝑒 −3𝑡 }: 𝑎 = −3
1
𝐿{𝑒 −3𝑡 } = 𝑠−(−3)
1
= 𝑠+3
1
4. 𝐹(𝑡) = 6 𝑡 4
1 1
𝐿 {6 𝑡 4 } = 6 𝐿{𝑡 4 }: 𝑛 = 4
1 1 4!
𝐿{𝑡 4 } = 6 (𝑠 4+1)
6
1 4(3)(2)(1)
= 6( )
𝑠5
4
= 𝑠5
5. 𝐹(𝑡) = sin 4𝑡 + cosh 2𝑡 − 8𝑒 2𝑡
𝐿{sin 4𝑡 + cosh 2𝑡 − 8𝑒 2𝑡 }
= 𝐿{sin 4𝑡} + 𝐿{cosh 2𝑡} − 8 𝐿{𝑒 2𝑡 }
𝑘 4 4
𝐿{sin 𝑘𝑡} = 𝑠2 +𝑘 2 : 𝐿{sin 4𝑡} = 𝑠2 +(4)2 = 𝑠2 +16
𝑠 𝑠 𝑠
𝐿{cos 𝑘𝑡} = : 𝐿{cosh 2𝑡} = =
𝑠 2+𝑘 2 𝑠 2 −(2)2 𝑠 2 −4
1 1
𝐿{𝑒 𝑎𝑡 } = 𝑠−𝑎 : 𝐿{𝑒 2𝑡 } = 𝑠−2
𝐿{sin 4𝑡 + cosh 2𝑡 − 8𝑒 2𝑡 }
= 𝐿{sin 4𝑡} + 𝐿{cosh 2𝑡} − 8 𝐿{𝑒 2𝑡 }
4 𝑠 1
= 2 + 2 −8( )
𝑠 +16 𝑠 −4 𝑠−2
4 𝑠 8
= 𝑠2 +16 + 𝑠2 −4 − 𝑠−2
𝐿{𝑒 𝑎𝑡 𝐹 (𝑡)} = 𝑓 (𝑠 − 𝑎)
Example Evaluate the 𝐿{𝐻 (𝑡)}.
4.3.
1. 𝐻 (𝑡) = 𝑒 3𝑡 cos 5𝑡
𝐿{𝑒 𝑎𝑡 𝐹 (𝑡)} = 𝑓 (𝑠 − 𝑎)
𝐿{𝑒 3𝑡 cos 5𝑡}: 𝐹(𝑡) = cos 5𝑡 , 𝑎 = 3
𝑠
𝐿{𝑒 3𝑡 cos 5𝑡} = (𝑠 2+25) (Replace 𝑠 by 𝑠 − 𝑎)
𝑠→𝑠−3
(𝑠−3)
= (𝑠−3)2 +25
𝑠−3
= 𝑠 2−6𝑠+9+25
𝑠−3
= 𝑠 2−6𝑠+34
2. 𝐻 (𝑡) = 𝑡 3 𝑒 −6𝑡
𝐿{𝑒 𝑎𝑡 𝐹 (𝑡)} = 𝑓 (𝑠 − 𝑎)
𝐿{𝑡 3 𝑒 −6𝑡 }: 𝐹 (𝑡) = 𝑡 3 , 𝑎 = −6
3. 𝐻 (𝑡) = 𝑒 2𝑡 (𝑡 − 1)2
𝐻 (𝑡) = 𝑒 2𝑡 (𝑡 − 1)2
= 𝑒 2𝑡 (𝑡 2 − 2𝑡 + 1)
= 𝑡 2 𝑒 2𝑡 − 2𝑡𝑒 2𝑡 + 𝑒 2𝑡
𝐿{ 𝑡 2 𝑒 2𝑡 }: 𝐹 (𝑡) = 𝑡 2 , 𝑎 = 2
𝑛!
𝐿{𝐹 (𝑡)} = 𝐿{𝑡 2 } (Use formula: 𝐿{𝑡 𝑛 } = 𝑠𝑛+1)
2!
= 𝑠 2+1
2(1)
= 𝑠3
2
= 𝑠3
2
𝐿{𝑡 2 𝑒 2𝑡 } = (𝑠 3) (Replace 𝑠 by 𝑠 − 𝑎)
𝑠→𝑠−2
2
= (𝑠−2)3
𝐿{𝑡𝑒 2𝑡 }: 𝐹 (𝑡) = 𝑡 , 𝑎 = 2
𝑛!
𝐿{𝐹 (𝑡)} = 𝐿{𝑡} (Use formula: 𝐿{𝑡 𝑛 } = 𝑠𝑛+1)
1!
= 𝑠 1+1
1
=
𝑠2
1
𝐿{𝑡𝑒 2𝑡 } = (𝑠 2) (Replace 𝑠 by 𝑠 − 𝑎)
𝑠→𝑠−2
1
= (𝑠−2)2
1 1
𝐿{𝑒 2𝑡 } = 𝑠−2 (Use formula: 𝐿{𝑒 𝑎𝑡 } =
𝑠−𝑎
)
0, 0≤𝑡 <𝑎
𝑈 (𝑡 − 𝑎 ) = {
1, 𝑡≥𝑎
The graph of the unit step function is given below.
Moreover, the unit step function can also be used to write piecewise-defined
functions in a compact form. A general piecewise-defined function given by
𝑔 (𝑡 ) , 0 ≤ 𝑡 < 𝑎
𝑓 (𝑡 ) = {
ℎ(𝑡 ) , 𝑡≥𝑎
can be written as
𝑓 (𝑡 ) = 𝑔 (𝑡 ) − 𝑔 (𝑡 )𝑈 (𝑡 − 𝑎 ) + ℎ(𝑡 )𝑈 ( 𝑡 − 𝑎 ) (Eqn. 4.1)
𝑔 (𝑡 ) , 0≤𝑡<𝑎
𝑓 (𝑡 ) = { ℎ (𝑡 ) , 𝑎≤𝑡<𝑏
𝑗 (𝑡 ) , 𝑡≥𝑏
can be written as
𝑡−1, 𝑡 <1
1. 𝑓 (𝑡 ) = {
𝑡+1, 𝑡 >1
𝑡−1, 𝑡 < 1
𝑓 (𝑡) = { :
𝑡+1, 𝑡 > 1
𝑔(𝑡) = 𝑡 − 1 , ℎ(𝑡) = 𝑡 + 1 , 𝑎 = 1
= (𝑡 − 1) − [(𝑡 − 1) − (𝑡 + 1)]𝑈(𝑡 − 1)
= (𝑡 − 1) − [ 𝑡 − 1 − 𝑡 − 1] 𝑈 (𝑡 − 1)
= (𝑡 − 1) − (−2)𝑈(𝑡 − 1)
= (𝑡 − 1) + 2 𝑈 (𝑡 − 1)
10𝑡 , 0 ≤ 𝑡 < 3
2. 𝑓 (𝑡) = {
0, 𝑡>3
10𝑡 , 0 ≤ 𝑡 < 3
𝑓 (𝑡) = { :
0, 𝑡>3
𝑔(𝑡) = 10𝑡 , ℎ(𝑡) = 0 , 𝑎 = 3
•(1, 1)
(0, 0) (2, 0)
• •
𝑎=1
0−1
𝑦 − 1 = 0−1 (𝑡 − 1)
𝑦−1 =𝑡−1
𝑦=𝑡
𝑔 (𝑡 ) = 𝑡
For the right portion of the graph, we get two points
(1, 1) and (2, 0). Using the two-point form,
𝑦 −𝑦
𝑦 − 𝑦1 = 2 1 (𝑡 − 𝑡1 ):
𝑡2 −𝑡1
0−1
𝑦 − 1 = 2−1 (𝑡 − 1)
−1
𝑦 − 1 = 1 (𝑡 − 1)
𝑦 − 1 = − (𝑡 − 1 )
𝑦 = −(𝑡 − 1) + 1
𝑦 = −𝑡 + 1 + 1
ℎ(𝑡) = −𝑡 + 2
𝑡, 𝑡≤1
𝑓 (𝑡 ) = {
−𝑡 + 2, 𝑡 > 1
𝑡, 𝑡≤1
𝑓 (𝑡) = { :
−𝑡 + 2, 𝑡 > 1
𝑔(𝑡) = 𝑡 , ℎ(𝑡) = −𝑡 + 2 , 𝑎 = 1
= 𝑡 − [𝑡 − (−𝑡 + 2)]𝑈(𝑡 − 1)
= 𝑡 − [ 𝑡 + 𝑡 − 2] 𝑈 (𝑡 − 1 )
= 𝑡 − (2𝑡 − 2)𝑈(𝑡 − 1)
Second Translation Theorem. The second translation theorem or second
shifting theorem states that
Moreover,
𝑒 −𝑎𝑠
𝐿{𝑈 (𝑡 − 𝑎)} = (Eqn. 4.4)
𝑠
𝑒−(1)𝑠
𝐿{𝑈(𝑡 − 1)} = (Use Eqn. 4.4)
𝑠
𝑒−𝑠
= 𝑠
2, 0<𝑡<1
1 2 𝜋
𝑓 (𝑡 ) = { 2 𝑡 , 1<𝑡<2
𝜋
cos 𝑡 , 𝑡>
2
𝑔 (𝑡 ) , 0≤𝑡<𝑎
𝑓 𝑡 = ℎ(𝑡 ) ,
( ) { 𝑎≤𝑡<𝑏
𝑗 (𝑡 ) , 𝑡≥𝑏
= 𝑔(𝑡) + [ℎ(𝑡) − 𝑔(𝑡)]𝑈(𝑡 − 𝑎) +
[𝑗(𝑡) − ℎ(𝑡)]𝑈(𝑡 − 𝑏)
2, 0<𝑡<1
1 2 𝜋
𝑓 (𝑡 ) = { 2 𝑡 , 1<𝑡<2
𝜋
cos 𝑡 , 𝑡> 2
1
=2+ [ 𝑡2 − 2] 𝑈 (𝑡 − 1) +
2
1 𝜋
[cos 𝑡 − 𝑡 2 ] 𝑈 (𝑡 − )
2 2
1
= 2 + 2 𝑡 2 𝑈(𝑡 − 1) − 2 𝑈 (𝑡 − 1) +
𝜋 1 𝜋
cos 𝑡 𝑈 (𝑡 − 2 ) − 2 𝑡 2 𝑈 (𝑡 − 2 )
1 𝜋
𝐿 {2 + 𝑡2 𝑈(𝑡 − 1) − 2 𝑈(𝑡 − 1) + cos 𝑡 𝑈 (𝑡 − )
2 2
1 2
𝜋
− 𝑡 𝑈 (𝑡 − )}
2 2
1
= 2𝐿{1} + 2 𝐿{𝑡 2 𝑈(𝑡 − 1)} −
𝜋
2𝐿{𝑈(𝑡 − 1)} + 𝐿 {cos 𝑡 𝑈 (𝑡 − )} −
2
1 𝜋
2
𝐿 {𝑡2 𝑈 (𝑡 − 2)}
1
𝐿{1} =
𝑠
𝑒 −𝑠
𝐿{𝑈(𝑡 − 1)} =
𝑠
𝜋 𝜋
𝐿 {cos 𝑡 𝑈 (𝑡 − )} : 𝐺 (𝑡) = cos 𝑡 , 𝑎 =
2 2
𝜋
𝐺 (𝑡 + 𝑎) = 𝐺 (𝑡 + 2)
𝜋
= cos (𝑡 + 2)
𝜋
= cos 𝑡 cos 2 −
𝜋
sin 𝑡 sin 2
= cos 𝑡 (0) − sin 𝑡 (1)
= − sin 𝑡
𝜋 𝜋
𝐿 {cos 𝑡 𝑈 (𝑡 − )} = 𝑒 − 2 𝑠 𝐿{− sin 𝑡}
2 𝜋
1
= 𝑒 −2 𝑠 (− 𝑠2 +1)
𝜋
1
= −𝑒 − 2 𝑠 (𝑠2 +1)
𝜋 𝜋
𝐿 {𝑡2 𝑈 (𝑡 − )} : 𝐺 (𝑡) = 𝑡 2 , 𝑎 =
2 2
𝜋
𝐺 (𝑡 + 𝑎) = 𝐺 (𝑡 + 2)
𝜋
2
= (𝑡 + 2)
𝜋2
= 𝑡 2 + 𝜋𝑡 + 4
𝜋 𝜋 𝜋2
𝐿 {𝑡2 𝑈 (𝑡 − )} = 𝑒 − 2 𝑠 𝐿 {𝑡 2 + 𝜋𝑡 + }
2 4
𝜋
2 𝜋 𝜋2
= 𝑒 −2 𝑠 ( 3 + + )
𝑠 𝑠2 4𝑠
1
𝐿{𝑓 (𝑡)} = 2𝐿{1} + 𝐿{𝑡 2 𝑈(𝑡 − 1)} − 2𝐿{𝑈(𝑡 − 1)}
2
𝜋 1 𝜋
+𝐿 {cos 𝑡 𝑈 (𝑡 − )} − 𝐿 {𝑡 2 𝑈 (𝑡 − )}
2 2 2
1 1 2 2 1 𝑒−𝑠
= 2 (𝑠 ) + 2 [𝑒−𝑠 (𝑠3 + 𝑠2 + 𝑠 )] − 2 ( )+
𝑠
𝜋 𝜋
− 𝑠 1 1 − 𝑠 2 𝜋 𝜋2
[−𝑒 2 (𝑠2+1)] − 2 [𝑒 2 (𝑠3 + 𝑠2 + 4𝑠 )]
2 1 1 1 2𝑒−𝑠
= + 𝑒−𝑠 ( 3 + 2
+ )− −
𝑠 𝑠 𝑠 2𝑠 𝑠
𝜋 𝜋
− 𝑠 1 − 𝑠 1 𝜋 𝜋2
𝑒 2 (𝑠 2+1) − 𝑒 2 (𝑠 3 + 2𝑠 2 + 8𝑠 )
1. 𝐿{𝑡 cos 𝑡}
𝑑
𝐿{𝑡 cos 𝑡} = (−1)1 [𝑑𝑠 (𝐿{cos 𝑡})] (First derivative)
𝑑 𝑠
= (−1)1 [𝑑𝑠 (𝑠 2+1)]
(𝑠 2 +1)(1)−𝑠(2𝑠)
= −[ (𝑠 2+1)2
] (Quotient Rule)
𝑠 2 +1−2𝑠 2
= −[ (𝑠 2+1)2
]
1−𝑠 2
= − [(𝑠 2+1)2 ]
𝑠 2−1
= (𝑠 2+1)2
2. 𝐿{𝑡 2 𝑒 2𝑡 }
𝐿{𝑡 2 𝑒 2𝑡 }: 𝐹 (𝑡) = 𝑒 2𝑡 , 𝑛 = 2
𝑑2
𝐿{𝑡 2 𝑒 2𝑡 } = (−1)2 [𝑑𝑠 2 (𝐿{𝑒 2𝑡 })] (Second derivative)
𝑑2 1
= (−1)2 [𝑑𝑠 2 (𝑠−2)]
𝑑 (𝑠−2)(0)−1(1)
= [ ] (1st der: Quotient Rule)
𝑑𝑠 (𝑠−2)2
𝑑 −1
= 𝑑𝑠 [(𝑠−2) 2] (2nd der: Quotient Rule)
(𝑠−2)2 (0)−(−1)[2(𝑠−2)]
=[ [(𝑠−2) 2]2
]
2(𝑠−2)
= (𝑠−2)4
2
= (𝑠−2)3
𝒕
Transforms of Integrals. Laplace Transform of ∫𝟎 𝑭(𝒕)𝒅𝒕
The Laplace transform of the integral of 𝐹 (𝑡) is given below.
𝑡 1
𝐿 {∫0 𝑡𝑒 𝑡 𝑑𝑡} = 𝑠 [𝐿{𝑡𝑒 𝑡 }]
𝑑
𝐿{𝑡𝑒 𝑡 } = (−1)1 [𝑑𝑠 (𝐿{𝑒 𝑡 })] (Use Eqn. 4.6)
𝑑 1
= (−1)1 [ ( )]
𝑑𝑠 𝑠−1
(𝑠−1)(0)−1(1)
= −[ (𝑠−1)2
]
1
= (𝑠−1)2
𝑡 1
𝐿 {∫0 𝑡𝑒 𝑡 𝑑𝑡} = 𝑠 [𝐿{𝑡𝑒 𝑡 }]
1 1
= 𝑠 [(𝑠−1)2 ]
1
= 𝑠(𝑠−1)2
𝑡
2. 𝐿 {∫0 𝑡 3 𝑑𝑡}
𝑡 1
𝐿 {∫0 𝑡 3 𝑑𝑡} = 𝑠 [𝐿{𝑡 3 }]
3!
𝐿{𝑡 3 } = 𝑠 3+1 (Use Eqn. 4.6)
3(2)(1)
= 𝑠4
6
=
𝑠4
𝑡 1
𝐿 {∫0 𝑡 3 𝑑𝑡} = 𝑠 [𝐿{𝑡 3 }]
1 6
= 𝑠 (𝑠 4 )
6
= 𝑠5
𝑏
1
𝐿 {𝐹(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
1 − 𝑒 −𝑠𝑝 𝑎
1.
To solve for the 𝐿{𝐹 (𝑡)}, define first the function over
one period. In this case, define 𝐹 (𝑡) in the interval
[0, 2]. See the figure below.
•(1,1)
•
(0, 0)
•(2, 0)
0−1
𝑦−1 = (𝑡 − 1)
0−1
𝑦−1 =𝑡−1
𝑦=𝑡
𝑔 (𝑡 ) = 𝑡
0−1
𝑦 − 1 = 2−1 (𝑡 − 1)
−1
𝑦 − 1 = 1 (𝑡 − 1)
𝑦 − 1 = − (𝑡 − 1 )
𝑦 = −(𝑡 − 1) + 1
𝑦 = −𝑡 + 1 + 1
ℎ(𝑡) = −𝑡 + 2
𝑡, 0≤𝑡<1
𝐹 (𝑡 ) = {
−𝑡 + 2 , 1 ≤ 𝑡 ≤ 2
1 𝑏
𝐿{𝐹 (𝑡)} = ∫ 𝑒 −𝑠𝑡 𝐹 (𝑡)𝑑𝑡
1−𝑒 −𝑠𝑝 𝑎
where 𝑝 = 2 and [𝑎, 𝑏] = [0,2]
1 2
= 1−𝑒 −𝑠(2) ∫0 𝑒 −𝑠𝑡 𝐹 (𝑡) 𝑑𝑡
1 1 2
= 1−𝑒 −𝑠(2) [∫0 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡 + ∫1 𝑒 −𝑠𝑡 (−𝑡 + 2) 𝑑𝑡]
1
∫0 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡 (Use IBP: Shortcut)
+𝑡 𝑒 −𝑠𝑡
1
-1 − 𝑒 −𝑠𝑡
𝑠
1
0 𝑒 −𝑠𝑡
𝑠2
1 1
= [𝑡 (− 𝑠 𝑒 −𝑠𝑡 ) − 𝑠 2 𝑒 −𝑠𝑡 ] |10
1 1
= [(1) (− 𝑠 𝑒 −𝑠(1) ) − 𝑠2 𝑒 −𝑠(1) ] −
1 1
[(0) (− 𝑒 −𝑠(0) ) − 2 𝑒 −𝑠(0) ]
𝑠 𝑠
1 1 1
= (− 𝑠 𝑒−𝑠 − 𝑠2 𝑒−𝑠 ) − (0 − 𝑠2 (1))
1 1 1
= − 𝑠 𝑒−𝑠 − 𝑠2 𝑒−𝑠 + 𝑠2
2
∫1 𝑒 −𝑠𝑡 (−𝑡 + 2) 𝑑𝑡
2 2
= − ∫1 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡 + 2 ∫1 𝑒 −𝑠𝑡 𝑑𝑡
1 1
= − [𝑡 (− 𝑒 −𝑠𝑡 ) − 𝑒 −𝑠𝑡 ] |12 +
𝑠 𝑠2
1
2 [(− 𝑠 ) (𝑒 −𝑠𝑡 )] |12
1 1
[(2) (− 𝑒 −𝑠(2) ) − 2 𝑒 −𝑠(2) ] −
𝑠 𝑠
= −{ 1 1
}+
[(1) (− 𝑒 −𝑠(1) ) − 2 𝑒 −𝑠(1) ]
𝑠 𝑠
1 1
2 {[(− 𝑠 ) (𝑒 −𝑠(2) )] − [(− 𝑠 ) (𝑒 −𝑠(1) )]}
2 1 1 1
= − [(− 𝑠 𝑒 −2𝑠 − 𝑠2 𝑒 −2𝑠 ) + 𝑠 𝑒 −𝑠 + 𝑠2 𝑒 −𝑠 ) +
1 1
2 [− 𝑠 𝑒 −2𝑠 + 𝑠 𝑒 −𝑠 ]
2 1 1 1 2 2
= 𝑒−2𝑠 + 2 𝑒−2𝑠 − 𝑒−𝑠 − 2 𝑒−𝑠 − 𝑒−2𝑠 + 𝑒−𝑠
𝑠 𝑠 𝑠 𝑠 𝑠 𝑠
1 −2𝑠 1 −𝑠 1 −𝑠
= 𝑠2 𝑒 + 𝑒 − 𝑒
𝑠 𝑠2
1 1 2
𝐿{𝐹(𝑡)} = 1−𝑒 −𝑠(2) [∫0 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡 + ∫1 𝑒 −𝑠𝑡 (−𝑡 + 2) 𝑑𝑡]
1 1 1
1
(− 𝑒 −𝑠 − 2 𝑒 −𝑠 + 2 ) +
= 1−𝑒 −2𝑠 [ 1 𝑠 𝑠
1 −𝑠
𝑠
1 −𝑠
]
−2𝑠
( 2𝑒 + 𝑒 − 2𝑒 )
𝑠 𝑠 𝑠
1 2 1 1
= 1−𝑒 −2𝑠 (− 𝑠 2 𝑒 −𝑠 + 𝑠 2 + 𝑠 2 𝑒 −2𝑠 )
(Combine like terms)
1 −2𝑒 −𝑠 +1+𝑒 −2𝑠
= 1−𝑒 −2𝑠 ( ) (Get LCD)
𝑠2
𝑒 −2𝑠 −2𝑒 −𝑠+1
= 𝑠 2(1−𝑒 −2𝑠 )
(𝑒 −𝑠 −1)(𝑒 −𝑠 −1)
= 𝑠 2(1−𝑒 −𝑠 )(1+𝑒 −𝑠 ) (Get factors)
(𝑒 −𝑠 −1)(𝑒 −𝑠 −1)
= 𝑠 2(−1)(𝑒 −𝑠−1)(1+𝑒 −𝑠)
(𝑒 −𝑠 −1)
= 𝑠 2(−1)(1+𝑒 −𝑠 )
−(𝑒 −𝑠 −1)
= 𝑠 2(1+𝑒 −𝑠 )
1−𝑒 −𝑠
= 𝑠 2(1+𝑒 −𝑠 )
2.
To solve for the 𝐿{𝐹 (𝑡)}, define first the function over one
period. In this case, define 𝐹 (𝑡) in the interval [−1, 1]. See
the figure below.
• (1,1)
(−1, −1) •
To define the graph over the interval [−1, 1], we get two points
(1, 1) and (−1, −1). Using the two-point form,
𝑦 −𝑦
𝑦 − 𝑦1 = 𝑡2 −𝑡 1 (𝑡 − 𝑡1 ):
2 1
−1−1
𝑦 − 1 = −1−1 (𝑡 − 1)
−2
𝑦 − 1 = −2 (𝑡 − 1)
𝑦−1 =𝑡−1
𝐹 (𝑡 ) = 𝑡
Therefore,
𝐹 (𝑡 ) = 𝑡 , − 1 ≤ 𝑡 ≤ 1
1 𝑏
𝐿{𝐹 (𝑡)} = 1−𝑒 −𝑠𝑝 ∫𝑎 𝑒 −𝑠𝑡 𝐹 (𝑡)𝑑𝑡
where 𝑝 = 2 and [𝑎, 𝑏] = [−1, −1]
1 1
= 1−𝑒 −𝑠(2) ∫−1 𝑒 −𝑠𝑡 𝐹(𝑡) 𝑑𝑡
1 1
= 1−𝑒 −𝑠(2) ∫−1 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡
1
∫−1 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡 (Use IBP: Shortcut)
+𝑡 𝑒 −𝑠𝑡
1
-1 − 𝑒 −𝑠𝑡 𝑠
1
0 𝑒 −𝑠𝑡
𝑠2
1 1
= [𝑡 (− 𝑠 𝑒 −𝑠𝑡 ) − 𝑠 2 𝑒 −𝑠𝑡 ] |1−1
1 1
= [(1) (− 𝑠 𝑒 −𝑠(1) ) − 𝑠2 𝑒 −𝑠(1) ] −
1 1
[(−1) (− 𝑒 −𝑠(−1) ) − 2 𝑒 −𝑠(−1) ]
𝑠 𝑠
1 1 1 1
= (− 𝑠 𝑒−𝑠 − 𝑠2 𝑒−𝑠 ) − ( 𝑠 𝑒𝑠 − 𝑠2 𝑒𝑠 )
1 1 1 1
= − 𝑠 𝑒−𝑠 − 𝑠2 𝑒−𝑠 − 𝑠 𝑒𝑠 + 𝑠2 𝑒𝑠
1 1
𝐿{𝐹 (𝑡)} = 1−𝑒 −𝑠(2) ∫−1 𝑒 −𝑠𝑡 (𝑡) 𝑑𝑡
1 1 1 1 1
= 1−𝑒 −2𝑠 (− 𝑠 𝑒 −𝑠 − 𝑠 2 𝑒 −𝑠 − 𝑠 𝑒 𝑠 + 𝑠 2 𝑒 𝑠 )
1 −𝑠𝑒 −𝑠 −𝑒 −𝑠 −𝑠𝑒 𝑠 +𝑒 𝑠
= ( )
1−𝑒 −2𝑠 𝑠2
1 −𝑒 −𝑠 (𝑠+1)−𝑒 𝑠 (𝑠−1)
= 1−𝑒 −2𝑠 ( )
𝑠2
1 , 0<𝑡<𝑐
𝐹 (𝑡, 𝑐 ) = {
−1, 𝑐 < 𝑡 < 2𝑐
−2𝑐 −𝑐 𝑐 2𝑐
1 𝑏
𝐿{𝐹(𝑡, 𝑐 )} = 1−𝑒 −𝑠𝑝 ∫𝑎 𝑒 −𝑠𝑡 𝐹 (𝑡, 𝑐 )𝑑𝑡
where 𝑝 = 2𝑐 and [𝑎, 𝑏] = [0,2𝑐]
1 2𝑐
= 1−𝑒 −𝑠(2𝑐) ∫0 𝑒 −𝑠𝑡 𝐹 (𝑡) 𝑑𝑡
𝑐
1 ∫0 𝑒 −𝑠𝑡 (1) 𝑑𝑡 +
= 1−𝑒 −𝑠(2𝑐) [ 2𝑐 ]
∫𝑐 𝑒 −𝑠𝑡 (−1) 𝑑𝑡
1 𝑐 2𝑐
= (∫0 𝑒 −𝑠𝑡 𝑑𝑡 − ∫𝑐 𝑒 −𝑠𝑡 𝑑𝑡)
1−𝑒 −2𝑐𝑠
1 1 1
= 1−𝑒 −2𝑐𝑠 [(− 𝑠 𝑒 −𝑠𝑡 ) |𝑐0 − (− 𝑠 𝑒 −𝑠𝑡 ) |2𝑐
𝑐 ]
1
1
− 𝑠 (𝑒 −𝑠(𝑐) − 𝑒 −𝑠(0) ) +
= 1−𝑒 −2𝑐𝑠 [ 1 ]
(𝑒 −𝑠(2𝑐) − 𝑒 −𝑠(𝑐) )
𝑠
1
1
− 𝑠 (𝑒 −𝑐𝑠 − 1) +
= 1−𝑒 −2𝑐𝑠 [ 1 ]
(𝑒 −2𝑐𝑠 − 𝑒 −𝑐𝑠 )
𝑠
1. 𝐹(𝑡) = 5 sin 3𝑡
1, 0<𝑡 <2
2. 𝐺(𝑡) = {
𝑡, 𝑡>2
For Numbers 3-5. Solve the Laplace transform of the following using the
formula.
3. 𝐹(𝑡) = 𝑒 −2𝑡−5
1
4. 𝐺(𝑡) = 𝑡 5 − 4 𝑒 −9𝑡 + 5(𝑡 − 1)2
5. 𝐻(𝑡) = cos 2 𝑡 Hint: Use an appropriate
trigonometric identity.
For Numbers 6-10. Use the translation theorems to solve for the Laplace
transform of the following functions.
6. 𝐹(𝑡) = 𝑒 −𝑡 cosh 𝑡
𝑡
7. 𝐹(𝑡) = 𝑒 2𝑡 [9 − 5𝑡 + 10 sin (4)]
1, 0≤𝑡<4
8. 𝐺(𝑡) = { 0 , 4≤𝑡<5
1, 𝑡≥5
9. 𝐺(𝑡) = 𝑡 𝑈(𝑡 − 2)
𝑡
13. Evaluate: 𝐿 {∫0 𝑡 2 cos 𝑡 𝑑𝑡}
For Numbers 14 and 15. Find the Laplace transform of the following periodic
functions.