Laplace Transform and ODE’s - I

The Laplace transform is an integral transform invented by the

French mathematician Pierre-Simon Laplace , and systematically
developed by the British physicist Oliver Heaviside, to solve differ-
ential equations that describe various physical processes.

Definition 0.1. A function f : I → R defined on a finite interval

I is called piecewise continuous if it is continuous on I except of
of finitely many points, where it has both one-sided limits.
A function f : [0, ∞) → R is called picewise continuous if it is
piecewise continuous on each finite interval [0, T ].

Definition 0.2. The Laplace transform of a piecewise continuous

function f : [0, ∞) → R is defined by the equality
Z ∞
L(f (t)) := F (s) = e−stf (t)dt,
0
whenever the integral is convergent

1. Properties of the Laplace transform

Theorem 1.1. Suppose that a function f is continuous on [0, ∞),
its derivative f 0 is piecewise continuous on [0, ∞) and f is of
exponential order at infinity, i.e. there exist positive numbers
a > 0, K > 0, T0 > 0 such that
|f (t)| ≤ Keat, ∀t ≥ T0. (1.1)
Then
L{f 0(t)} = sL{f (t)} − f (0), ∀s > a. (1.2)
1
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Proof. Assume that t1, ..., tn are points of discontinuity of f 0on

[0, A]. Then

Z A Z t1 Z t2
−st 0 −st 0
e f (t)dt = e f (t)dt + e−stf 0(t)dt + · · ·
0 0 t1
Z A
+ e−stf 0(t)dt = e−stf (t)|t01 + e−stf (t)|tt21 + ... + e−stf (t)|A
tn
tn
Z t1 Z t2 Z A
−st −st
+s e f (t)dt + s e f (t)dt + ... + s e−stf (t)dt
0 t1 tn
Z A
−sA
= −f (0) + e f (A) + s e−stf (t)dt.
0
(1.3)
Since
e−sAf (A) ≤ Ke−(s−a)A → 0, as A → ∞,
passing to the limit as A → ∞ in (1.3) we arrive at (1.2). 
Corollary 1.2. If f1, f 0, ...f (n−1) are continuous on [0, ∞), of
exponential order a at infinity and f (n) is piecewise continuous on
[0, ∞), then

L{f (n)(t)} = snL{f (t)}+

sn−1f (0) − sn−2f 0(0) − ... − f (n−2)(0)s − f (n−1)(0), ∀s > a.
(1.4)
The following special case of (1.4) will be used frequently in solv-
ing initial value problems for second order equations
L{f 00(t)} = sL{f 0(t)}−f 0(0) = s2L{f (t)}−sf (0)−f 0(0). (1.5)
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Theorem 1.3. Let F (s) = L{f (t)}(s) and assume that f (t) is
piecewise continuous on [0, ∞) and of exponential order α. Then
for s > α we have :

L{tnf (t)}(s) = (−1)nF (n)(s), (1.6)

L{f + g} = L{f } + L{g}, (1.7)

L{eatf (t)} = L{f }(s − a). (1.8)

Exercise 1.4. Show that
L{tf 0(t)} = −F (s) − sF 0(s).
According to (1.6)
d d
L{tf 0(t)} = − L{f 0(t)} = − (sF (s)−f (0) = −F (s)−sF 0(s).
ds ds
Exercise 1.5. Show that
L{t2f 00(t)} = s2F 00(s) + 4sF 0(s) + 2F (s).
Exercise 1.6. Calculate L{tn}, n ≥ 1.

Z ∞ ∞
Z ∞
1 1 −st n−1
tne−stdt = − e−sttn + n e t dt
0 s 0 0 s
∞ n(n − 1) ∞ −st n−2
Z
n −st n−1
= − 2e t + e t dt
s 0 s2 0
Z ∞
n(n − 1)(n − 2)
= 3
e−sttn−3dt
s 0
Z ∞
n! n!
= ··· = n e−stdt = n+1 .
s 0 s
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Exercise 1.7. Calculate L{sin(at)}.

Z ∞ Z ∞ 0
1
I := sin(at)e−stdt = − e−st sin(at)dt =
0 0 s
∞ a ∞
Z
1 −st
− e sin(at) + cos(at)e−stdt =
s 0 s 0
Z ∞ ∞ a2
Z ∞
a 0 a
e−st cos(at)dt = − 2 e−st cos(at) − 2 sin(at)e−stdt =


− 2
s 0 s 0 s 0
a2 ∞
Z
a
2
− 2 sin(at)e−stdt.
s s 0

So we have
a a2
I = 2 − 2 I.
s s
Therefore
Z ∞
a
I := sin(at)e−stdt = . (1.9)
0 s 2 + a2

We denote by L−1{F (s)} the inverse Laplace transform of a func-

tion F (s). If L{f (t)} = F (s), then

L−1{F (s)} = f (t).

Exercise 1.8. Find

 
2 3s 1
z(t) := L−1 + + .
s − 5 s2 + 25 s2 + 4s + 5
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1 s 1
z(t) = 2L−1 +3L−1 2 +L−1 2 =
s−5 s + 25 s + 4s + 5
   
1 1
2e5t+3 cos(5t)+L−1 2 = 2e5t+3 cos(5t)+L−1 =
s + 4s + 5 (s + 2)2 + 1
2e5t + 3 cos(5t) + e−2t sin t.

   
7 7 4! 7 4t 4
L−1 = L−1 = e t
(s − 4)5 4! (s − 4)5 4!

2. Solving the Cauchy problem for linear ODE’s

by using the Lapalce transform
In this section we will use the Laplace transform to solve ini-
tial value problems for linear differential equations with constant
coefficients.
Exercise 2.1. Solve the Cauchy problem:
y 00 − y 0 − 6y = 0, y(0) = 1, y 0(0) = −1.

s2Y (s) − sy(0) − y 0(0) − (sY (s) − y(0)) − 6Y (s) = 0,

s2Y (s) − s + 1 − sY (s) + 1 − 6Y (s) = 0,

s−2 s−2 1 1 4 1
Y (s) = = = + .
s2 − s − 6 (s − 3)(s + 2) 5 s − 3 5 s + 2
Hence
 
1 1 4 1 1 4
y(t) = L−1 + = e3t + e−2t.
5s − 3 5s + 2 5 5
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Exercise 2.2. Solve the Cauchy problem:

(
y 00 + 6y 0 + 34y = 0,
y(0) = 3, y 0(0) = 1.

s2Y (s) − 3s − 1 + 6 [sY (s) − 3] + 34Y (s) = 0.

Thus
3s + 19
Y (s) =
s2 + 6s + 34
s+3 5
=3 + 2
(s + 3)2 + 25 (s + 3)2 + 25
= e−3t [3 cos(5t) + 2 sin(5t)] .
Exercise 2.3. Solve the Cauchy problem
(
y 00 + 2y 0 + 5y = 0,
y(0) = 1, y 0(0) = 0.

(s2 + 2s + 5)Y (s) = s + 2,

s+2 s+1 1 2
Y (s) = 2 = + .
s + 2s + 5 (s + 1)2 + 4 2 (s + 1)2 + 4
Thus
 
s+1 1 2 1
y(t) = L−1 + = e−t cos(2t)+ e−t sin(2t).
(s + 1)2 + 4 2 (s + 1)2 + 4 2
Exercise 2.4. Solve the Cauchy problem:
y 00 − 4y = 4t − 8e−2t, y(0) = 0, y 0(0) = 5.

4 1
s2Y (s) − sy(0) − y 0(0) − 4y(s) = − 8 ,
s2 s+2
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4 8 5
Y (s) = − + ,
s2(s2 − 4) (s + 2)2(s − 2) s2 − 4
4 1 1 1 1 1 1 1
= − = − − ,
s2(s2 − 4) s2 − 4 s2 4 s − 2 4 s + 2 s2
5 5 1 5 1
= −
s2 − 4 4 s − 2 4 s + 2
1 A B C
= + +
(s + 2)2(s − 2) s − 2 s + 2 (s + 2)2
As2 + 4As + 4A + Bs2 − 4B + Cs − 2C
=
...

A + B = 0, 4A + C = 0 ⇒ C = −4A, 4A − 4B − 2C

1
⇒ 12A − 4B = 1, A = −B =
16
1
C = −4A = −
4
8 1 1 1 1 1
− = − + − 2 .
(s + 2)2(s − 2) 2s − 2 2s + 2 (s + 2)2
Thus

3 1 3 1 1 1 1 1 1 1
Y (s) = − − 2 −− + −2 .
2s − 2 2s + 2 s 2s − 2 2s + 2 (s + 2)2
Therefore

y(t) = e2t − e−2t + 2e−2tt − t.