SSCE1793

DIFFERENTIAL EQUATIONS

CHAPTER 3

LAPLACE TRANSFORM METHOD

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TABLE OF CONTENTS

Contents Page
3.1 Definition of Laplace Transform 3
3.2 Laplace Transform Properties 4
3.2.1 Linearity Property
3.2.2 First-Shifting Property
3.2.3 Multiplication by tn Property
3.3 Laplace Transform of Unit Step Function 12
3.4 Laplace Transform of Dirac Delta Function 19
3.5 Inverse Laplace Transforms 21
3.5.1 Finding Inverse Laplace Transform Using Partial 23
Fractions
3.5.2 Finding Inverse Laplace Transforms using Convolution 27
Theorem
3.6 Solving IVP and BVP using Laplace Transforms 30
3.7 Solving System of Differential Equations using Laplace 34
Transforms
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3.1 DEFINITION OF LAPLACE TRANSFORM

Definition:
The Laplace transform of a function f (t ) is defined by
L ( f ( t ) ) = F ( s ) = ò e- st f ( t ) dt
¥

Example 1:
Using definition of Laplace Transform, find F (s ) if f (t ) = a, a is
constant.

Solutions:
 4

Example 2:
Find the Laplace transform of f (t ) = eat , a is a constant.

Solutions:

Example 3:
Find L ( f ( t ) ) if f (t )is a piecewise function defined as:
ì2 , 0<t <5
ï
f (t ) = í0 , 5 < t < 10
ï e 4t , 10 < t
î
Solutions:
 5

Using the same process, we can find the Laplace transform of many other
functions. The elementary Laplace table is given as follows:

L ( f (t )) = F ( s )
f (t ) F (s) Condition on s

a a s>0
s
t n , n = 0,1, 2,... n! s>0
s n +1
e at 1 s>a
s-a
sin at a s>0
s2 + a2
cos at s s>0
s2 + a2
sinh at a s> a
s2 - a2
cosh at s s> a
s2 - a2
 6

Past Year Test 2

1)

2)

3)
 7

3.2 Laplace Transform Properties

3.2.1 Linearity Property

Let f, f1, f2 be the functions whose Laplace transforms exist for s > a and c be
a constant. Then for s > a,
• L ( f1 ± f 2 ) = L ( f1 ) ± L ( f 2 )
• L ( cf ) = c L ( f )

For example,
L (1 + 5e 4 t - 6 sin 2t ) can be written as L (1) + L ( 5e 4 t ) - L ( 6 sin 2t ) and
each term is solved separately, i.e

( ) ( )
L 1 + 5e4t - 6 sin 2t = L (1) + L 5e4t - L ( 6 sin 2t )
1
( )
= + 5 L e 4t - 6 L ( sin 2t )
s
1 5 12
= + - 2
s s-4 s +4
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3.2.2 First Shifting Property

If L ( f (t )) = F ( s ) , then ( )
L eat f ( t ) = F ( s - a )

Proof – by definition:

Example 4:

Find L ( e2t t ) .
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Example 5:

Find L ( e4t cos t ).

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3.2.3 Multiplication by tn Property

If L ( f (t ) ) = F ( s ) , then
d nF
(
L t f (t )
n
) = (-1)n

ds n
, n = 1, 2,3,...

Example 6:

Find L ( t sin 6t ).

Solutions:
 11

Example 7:

Find L ( e - t t sin 2t ).
Solutions:
 12

Past Year Test 2

1)

2)

3)
 13

3.3 Laplace Transform of Heaviside/Unit Step Function

Before we find the Laplace transform of Heaviside function (also called unit
step function), let us discuss its definition first.

• Definition: Unit Step Function

The unit step function, 𝐻(𝑡 − 𝑎) is defined by:

0, 0≤𝑡<𝑎
𝑓(𝑡) = 𝐻(𝑡 − 𝑎) = *
1, 𝑡≥𝑎

The graph of 𝑓 (𝑡 ) = 𝐻(𝑡 − 𝑎) is illustrated as:

• Step Function to Unit Step Function and Vice Versa

A step function is a piecewise continuous function of the form

𝑔! , 0 ≤ 𝑡 < 𝑎!
⎧𝑔 , 𝑎! ≤ 𝑡 < 𝑎"
⎪ "
𝑔(𝑡) = ⋮
⎨𝑔#$! , 𝑎#$" ≤ 𝑡 < 𝑎#$!
⎪
⎩ 𝑔#, 𝑡 ≥ 𝑎#$!

The step functions can be expressed into the unit step functions forms.
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Consider the step function:

𝑔, 0≤𝑡<𝑎
𝑔(𝑡) = 7 !
𝑔" , 𝑡≥𝑎

The Heaviside unit step function is

0, 0≤𝑡<𝑎
𝑔(𝑡) = 𝑔! + 7
[𝑔" − 𝑔! ], 𝑡≥𝑎

0, 0≤𝑡<𝑎
𝑔(𝑡) = 𝑔! + [𝑔" − 𝑔! ] *
1, 𝑡≥𝑎

𝑔(𝑡) = 𝑔! + [𝑔" − 𝑔! ]𝐻(𝑡 − 𝑎)

Example 8:
Express the following functions in terms of unit step functions.
𝑡 − 4, 0≤𝑡<2
𝑓(𝑡) = ; 𝑡, 2≤𝑡<4
0, 𝑡≥4
Solutions:
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Example 9:
Express the following unit step functions into the step functions form.
𝑓 (𝑡) = (𝑡 + 1) + [1 − 𝑡]𝐻(𝑡 − 2) + [𝑡 " ]𝐻(𝑡 − 4)

Solutions:
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• Laplace Transform of Unit Step Functions, 𝓛{𝑯(𝒕 − 𝒂)}.

𝑒 !"#
ℒ{𝐻(𝑡 − 𝑎)} = , 𝑎>0
𝑠

Proof – by definition:

Example 10:
Find L { f ( t )} if f ( t ) = H ( t - 2) - H ( t - 4).
Solution:
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• Laplace Transform of 𝓛{𝒇(𝒕 − 𝒂)𝑯(𝒕 − 𝒂)}.

Second shifting property says that

ℒ {𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎)} = 𝑒 !"# ℒ{𝑓(𝑡)} = 𝑒 !"# 𝐹(𝑠)

Proof – by definition:
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Example 11:

Find L {(t - 4) H (t - 4)}.

2

Solutions:
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Example 12:
& &
Find ℒ *cos 2 B𝑡 + C 𝐻 B𝑡 − CD
" "

Solutions:
 20

Example 13:
ì4 , 0 < t < 2
A function f ( t ) is defined by f ( t ) = í
î2t - 3 , t > 2
Express the function f ( t ) in unit step form and determine its Laplace
transforms.

Solutions:
 21

Past Year Test 2

1)

2)

3)
t

4)
 22

3.4 Laplace Transform of Dirac Delta Function

• Definition of Dirac Delta Function

The Dirac Delta function 𝛿(𝑡 − 𝑎) is defined by

∞, if 𝑡 = 𝑎
𝛿 (𝑡 − 𝑎) = 7
0, otherwise
and
'
N 𝛿 (𝑡 − 𝑎) 𝑑𝑡 = 1
(
'
N 𝑓(𝑡)𝛿 (𝑡 − 𝑎) 𝑑𝑡 = 𝑓(𝑎)
(

• Laplace Transform of Dirac Delta Function, 𝓛{𝜹(𝒕 − 𝒂)}

ℒ{𝛿 (𝑡)} = 1
ℒ{𝛿 (𝑡 − 𝑎)} = 𝑒 $)* , 𝑎 > 0
ℒ{𝑓(𝑡)𝛿 (𝑡 − 𝑎)} = 𝑒 $)* 𝑓(𝑎) , 𝑎 > 0

Proof – by definition:
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Example 14:
Find L ( f (t ) ) if f (t ) = e -2t + d (t - 2)

Example 15:
æ æ p öö
Find L ç t 3d ç t - ÷
è è 2 ø ÷ø
 24

Example 16:
(
Find L sin 2t d ( t - 2 ) )
 25

3.5 Inverse Laplace Transforms

Finding the Laplace transform of a function is not terribly difficult if we have the
Laplace table. All you need to do is to identify the correct property that you
need to map to.

In the inverse process, we are going to be given a transform, F(𝑠), and ask
what function (or functions) did we have originally. It could be little tricky and
lengthy process to manipulate the expression of F(𝑠) to be something that is
similar to the table.

The following notation is used for inverse transform:

L -1 ( F ( s )) = f (t )

and all of the previous properties of Laplace transform are changed

accordingly for their inverses, i.e.

L -1 ( F ( s - a ) ) = eat f (t )
𝑒 !"#
ℒ !$ 8 9 = 𝐻 (𝑡 − 𝑎 )
𝑠
( )
L -1 e-as F ( s ) = f (t - a) H (t - a)
ℒ !$ {𝑒 !"# } = 𝛿 (𝑡 − 𝑎)
ℒ !$ {𝑒 !"# 𝑓(𝑎)} = 𝑓(𝑡)𝛿 (𝑡 − 𝑎)

Trivia: What is ℒ !$ {1}?

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Example 17:
Find the inverse Laplace transform of the followings:

4 1 6
a) F ( s ) = b) F ( s ) = c) F ( s ) =
( s - 1)
4
s2 + 9 s5

Solutions:
 27

Example 18:
Determine

-1
ìï 2 üï -1
ìï 3 üï
L í ý L í 3ý
ïî ( ) ïþ ïî ( ) ïþ
a) 2 b)
s - 2 + 9 2 s + 5
 28

3.5.1 Finding Inverse Laplace Transform Using Partial Fractions

Previously, we have seen few examples that involved fractions, which can
be written into expressions that we have in the table of transforms by a little
bit of manipulation.

-1 ì 3s + 1 ü
But, what about L í ý? How can we re-write the fraction?
îs - s - 6þ
2

Solution: Partial fraction!

Partial Fractions

There are few types of denominator that u should know:

A
1) A linear factor ( s + a )gives a partial fraction where A is a
s+a
constant to be determined.
A B
2) A repeated factor ( s + a ) gives +
2
.
s + a ( s + a )2
A B C
( s + a)
3
3) Similarly, gives + + .
s + a ( s + a ) 2 ( s + a )3
Ps + Q
4) A quadratic factor ( s 2 + ps + q ) gives 2 .
s + ps + q
5) Repeated quadratic factors ( s + ps + q ) gives
2 2

Ps + Q Rs + T
+
s 2 + ps + q ( s 2 + ps + q )2 .

Therefore: 3s + 1 A B
= +
3s + 1 3s + 1 1 2 s2 - s - 6 s + 2 s - 3
= = +
s 2 - s - 6 ( s + 2 )( s - 3) s + 2 s - 3 A ( s - 3) + B ( s + 2 ) = 3s + 1
s = 3 : 5B = 10 Þ B = 2
ì 3s + 1 ü -1 ì 1 2 ü
\L í 2
-1
ý=L í + ý s = -2 : -5 A = -5 Þ A = 1
îs - s - 6þ î s + 2 s - 3þ

from table: = e -2t + 2e 3t 3s + 1 1 2

= +
s2 - s - 6 s + 2 s - 3
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Tips when dealing with the fractions:

If the denominator is a quadratic equation (i.e. polynomial degree 2), try to
factorize the denominator first. If it is possible, then proceed with the
partial fraction decomposition. If not, do the completing the square to the
denominator to get the F (s - a)function.

Example 19:
-1 ì 5s + 1 ü
Determine L í ý
î s - s - 12 þ
2
 30

Example 20:
ìï 4s 2 - 5s + 6 üï
-1
Determine L í ý
îï ( s + 1) ( s 2
+ 4 ) þï
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Example 21: (Completing the square)

ì 2s - 3 ü
-1
Determine L í ý
î s + 2 s + 17 þ
2
 32

Past Year Test 2

1)

2)

3)

4)
 33

3.5.2 Finding Inverse Laplace Transforms using Convolution

Theorem

Convolution Theorem

Example 22:
1
s ( s2 + 4)
Find the inverse Laplace transform for using Convolution theorem.

Solutions:
 34

Past Year Final Exam

1)

2)

3)
 35

3.6 Solving IVP and BVP using Laplace Transforms

In this section, we will see the use of Laplace transforms to solve differential
equations that have been discussed earlier in Chapter 1 and 2. To solve a
differential equation by Laplace transforms, we will go through four distinct
stages.
(a) Rewrite the equation in terms of Laplace transforms.
(b) Insert the given initial conditions.
(c) Rearrange the equation algebraically to give the transform of the
solution.
(d) Determine the inverse transform to obtain the particular solution.

Transforms of Derivatives

If L { y(t )} = Y (s), then

L { y¢ ( t )} = sY (s) - y0

L { y¢¢(t )} = s 2Y (s) - sy0 - y0¢

L { y¢¢¢ ( t )} = s3Y (s) - s 2 y0 - sy0¢ - y0¢¢
! ! !
{
L y(
n)
( t )} = s nY (s) - s n-1 y0 - s n-2 y0¢ - " - y0( n-1)
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Example 23:
dy
Solve the equation - 2 y = 4, given that at t = 0, y = 1.
dt
Solutions:
 37

Example 24:
d2y dy
Solve the equation 2
- 3 + 2 y = 2e3t given that y ( 0 ) = 5and
dt dt
y¢ ( 0 ) = 7 .

Solutions:
 38

Past Year Final Exam

1)

2)
 39

3)

4)
 40

3.7 Solving System of Differential Equations using Laplace

Transforms
When we have more than one differential equation, it forms a system.
Laplace transforms are useful in analyzing systems of differential equations.
In this course, we will limit our discussion only to 2 × 2 system.

For illustration, let’s consider the following simple system:

dx
= 2 x + y, x(0) = 1
dt
dy
= 3 x + 4 y, y (0) = 0.
dt
We begin by applying the Laplace transform to both sides of each equation:

L ( x¢ ) = 2 L ( x ) + L ( y )
L ( y ¢ ) = 3L ( x ) + 4 L ( y )

Since L ( f (t )) = F ( s), it implies L ( x(t )) = X (s) and L ( y(t )) = Y ( s), and

by transform of derivatives, we find that the differential system is
transformed into a pair of simultaneous linear algebraic equations for the
functions X and Y :

sX ( s) - 1 = 2 X ( s) + Y ( s)
sY ( s) = 3 X ( s) + 4Y ( s)
which can be rearranged as

( s - 2) X ( s) - Y ( s) = 1
-3 X ( s) + ( s - 4)Y ( s) = 0
which has solutions

s-4 3
X ( s) = , Y ( s) =
( s - 1)( s - 5) ( s - 1)( s - 5)
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Finding the inverse Laplace transform of X ( s ) and Y (s) will then be the
solutions that we wish to find. Using the method of partial fraction expansions
lead to:

and finally, the solutions are:

3 1
x(t ) = et + e5t
4 4
3 3
y (t ) = - et + e5t
4 4
Note: In this example, reducing the system to X(s) and Y(s) terms is just a
process of algebraic manipulations. However, in certain case, it may get
messy. In next example, we will see how can we apply Cramer’s rule to
systematically deduce X(s) and Y(s) terms.
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Example 25:
Solve the following system of differential equations using Laplace
transforms.
dx
= -x - 3y
dt
dy
= -x + y
dt
Given x(0) = 0, y(0) = 1.

Solutions:

Write the equations in term of Laplace transform, and substitute the

initial conditions.

Form a linear system.

Apply Cramer’s rule to determine the expression of X ( s) and Y (s)

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Find the inverse transform of X ( s)and Y (s)to get x(t ) and y(t )
 44

Example 26:

Solutions:
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Example 27:
Solve the following system of differential equations using Laplace
transforms.

0
 46

Past year Final Exam