Laplace transform · Definition

Laplace transform

differential equationsLaplace transform

Before you start you need to know

It turns an initial value problem into an algebraic one: differentiating in \(t\) becomes multiplying by \(s\).

Definition

The Laplace transform \(\mathcal L\) assigns to a function \(f(t)\), defined for \(t\ge0\), the function \(F(s)\) obtained by integrating \(f\) times \(e^{-st}\) over \([0,\infty)\).

\[\mathcal L\{f\}(s)=F(s)=\int_0^\infty e^{-st}f(t)\,dt\]

For \(s\) large enough the improper integral converges whenever \(f\) is piecewise continuous and of exponential order, that is, \(|f(t)|\le Me^{at}\). That is why \(\mathcal L\{e^{at}\}=1/(s-a)\) holds only for \(s>a\), while \(e^{t^2}\) has no transform. The operation is linear: \(\mathcal L\{\alpha f+\beta g\}=\alpha F+\beta G\), which is enough to transform sums of basic functions.

The basic transforms come straight from the integral: \(\mathcal L\{1\}=1/s\), \(\mathcal L\{t^n\}=n!/s^{n+1}\), \(\mathcal L\{\sin bt\}=b/(s^2+b^2)\) and \(\mathcal L\{\cos bt\}=s/(s^2+b^2)\). Multiplying by \(e^{at}\) shifts \(s\) to \(s-a\), so \(\mathcal L\{te^{t}\}=1/(s-1)^2\). A common mistake is flipping the sign of the shift.

The payoff comes when solving equations: transform the whole equation, solve for \(F(s)\) with algebra, and return to \(f(t)\) via the inverse transform, using tables and partial fractions. Initial conditions enter the process automatically, avoiding the search for a general solution followed by fitting constants. It is especially convenient when the forcing term \(g(t)\) is discontinuous or an impulse.

Think about it

Why does \(\mathcal L\{e^{2t}\}\) exist only for \(s>2\)?

Because the integrand is \(e^{-(s-2)t}\), which tends to zero (with finite integral) only if \(s-2>0\); for \(s\le2\) the integral diverges.

Exercises 10

References

  • William E. Boyce, Richard C. DiPrima, Douglas B. Meade, Elementary Differential Equations and Boundary Value Problems, 12th edition, Wiley, 2021. §6.1
  • Dennis G. Zill, A First Course in Differential Equations with Modeling Applications, 11th edition, Cengage, 2018. §7.1