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Definition of Laplace Transform

Let be a given function which is defined for . If there exists a function


so that

then is called the Laplace Transform of , and will be denoted by


. Notice the integrator where is a parameter which may be real
or complex.

Thus,

The symbol which transform into is called the Laplace transform


operator.

Laplace transformation is a powerful method of solving linear differential equations. It


reduces the problem of solving differential equations into algebraic equations.

Subtopics:

Laplace Transform by Direct Integration


Table of Laplace Transforms of Elementary Functions
Linearity Property | Laplace Transform
First Shifting Property | Laplace Transform
Second Shifting Property | Laplace Transform
Change of Scale Property | Laplace Transform
Multiplication by Power of t | Laplace Transform
Division by t | Laplace Transform
Laplace Transform of Derivatives
Laplace Transform of Intergrals
Laplace Transform by Direct Integration

To get the Laplace transform of the given function , multiply by


and integrate with respect to from zero to infinity. In symbol,

Problem 01
Find the Laplace transform of when .

Solution 01

Thus,

answer
Problem 02
Find the Laplace transform of .

Solution 02

Thus,

answer

Problem 03
Find the Laplace transform of .

Problem 03

For .

Using integration by parts: . Let


Using integration by parts again. Let

Thus,

Therefore,

answer
Table of Laplace Transforms of Elementary Functions

Below are some functions and their Laplace transforms .


Properties of Laplace Transform

Constant Multiple
If is a constant and is a function of , then

Example:

Linearity Property
If and are constants while and are functions of whose
Laplace transform exists, then

Example:

First Shifting Property


If , then,

Second Shifting Property

If , and

then,

Change of Scale Property


If , then,
Multiplication by Power of
If , then,

where

Division by
If , then,

provided exists.

Transforms of Derivatives
The Laplace transform of the derivative exists when , and

In general, the Laplace transform of nth derivative is


Linearity Property
If and are constants while and are functions of whose
Laplace transform exists, then

Proof of Linearity Property

okay

This property can be easily extended to more than two functions as shown from the
above proof. With the linearity property, Laplace transform can also be called the linear
operator.

See examples below.

Problem 01
Find the Laplace transform of .

Solution 01

answer
Problem 02
By using the linearity property, show that

Solution 02

But

Thus,

From the table of Laplace transform,

and

Hence,
okay

First Shifting Property


If , when then,

In words, the substitution for in the transform corresponds to the


multiplication of the original function by .

Proof of First Shifting Property

okay

Problem 01
Find the Laplace transform of .

Solution 01

Thus,

answer

Problem 02
Find the Laplace transform of .

Solution 02
Thus,

answer

Problem 03
Find the Laplace transform of .

Solution 03

Thus,

answer

Problem 04
Find the Laplace transform of .

Solution 04

Thus,

answer
Second Shifting Property

If , and

then,

Proof of Second Shifting Property

Let

when

when

okay
Problem 01

Find the Laplace transform of

Solution 01

and

Thus,

answer

Problem 02

Find the Laplace transform of

Solution 02

and

Thus,

answer
Change of Scale Property
If , then,

Proof of Change of Scale Property

Let

when

when

Hence,

okay

Problem 01
Find the Laplace transform of using the change of scale property.

Solution 01

Thus,
answer

Problem 02

Given that , find .

Solution 02

, thus,

answer

Problem 03

Supposed that the Laplace transform of a certain function is ,


find the Laplace transform of .

Solution 03

If , then by change of scale property,

answer
Multiplication by Power of
If , then,

where

Proof of Multiplication by Power of

Differentiate both sides in ,

From Leibniz rule of differentiation under integral sign,

Thus,

Equation (1)

which proves the theorem for .

Assuming the theorem is true for then,

Equation (2)

Differentiate both sides in ,


Equation (3)

This shows that the theorem is true for from Equation (2) and for ,
from Equation (3). From Equation (1), the theorem is true for . Hence, it is true
for and , and so on, and thus, for all positive integer
values of .

Therefore,

where okay

Problem 01
Find the Laplace transform of .

Solution 01

answer

Problem 02
Find the Laplace transform of .

Solution 02
answer

Problem 03
Find the Laplace transform of .

Solution 03
answer

Division by
If , then,

provided exists.

Proof of Division by
Let

, then

From Multiplication by Power of

Integrate both sides

Problem 01

Find the Laplace transform of .

Solution 01
Let

Hence,

Thus,

answer
Problem 02

Find the Laplace transform of .

Solution 02

Since

and

Then,

answer

Problem 03

Find the Laplace transform of .


Solution 03

Since

and

Then,
answer

Problem 04

Find the Laplace transform of .

Solution 04

Since

Then,
answer
Laplace Transform of Derivatives
For first-order derivative:

For second-order derivative:

For third-order derivative:

For nth order derivative:

Proof of Laplace Transform of Derivatives

Using integration by parts,

Thus,

Apply the limits from 0 to :

okay
Problem 01
Find the Laplace transform of using the transform of derivatives.

Solution 01

..........
..........

..........

answer

Problem 02
Find the Laplace transform of using the transform of derivatives.

Solution 02

..........

answer
Problem 03
Find the Laplace transform of using the transform of derivatives.

Solution 03

..........

answer

Problem 04
Find the Laplace transform of using the transform of derivatives.

Solution 04

..........
..........

answer
Laplace Transform of Intergrals

Theorem
If , then

Proof

Let

then, and

Taking the Laplace transform of both sides,

From Laplace transform of derivative, and from the


Theorem above,

Thus,

Problem 01

Find the Laplace transform of if .

Solution 01

Since,
Then,

answer

Problem 02

Find the Laplace transform of .

Solution 02

Hence,

answer

Problem 03

Find the Laplace transform of

Solution 03
From division by t:

answer
Evaluation of Integrals

If , then .

Taking the limit as , then assuming the integral to be


convergent.

Problem 01

Evaluate

Solution 01

Since

and

Then,

Therefore,

answer
Problem 02

Find the value of .

Solution 02

Therefore,

Therefore,

answer

Problem 03

Find the value of

Solution 03

By "first shifting property" of Laplace transformation:

From "multiplication by power of t":


Therefore,

answer

Problem 04

Evaluate .

Solution 04

From Problem 01 | Division by t:

By first shifting property:

Thus,

answer

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