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{f(x)} or
F(s),
f is
( x) F ( s ) e sx f ( x)dx
lim e
sx
f ( x)dx
f ( x) F ( s ) e sx f ( x)dx
0
EXAMPLE
Determine whether the improper
integral
1
2 x 2 dx
converges.
EXAMPLE
Determine whether the improper
integral
1
dx
9 x
converges.
EXAMPLE
Determine those values of s for
which the improper integral
e
0
sx
dx
converges.
Find {eax}
Properties of Laplace
Transforms
Property 1. If
f ( x) F ( s ) and g ( x) G ( s )
then for any two constants C1 and C2
C1 f ( x) C2 g ( x) C1 f ( x) C2 g ( x)
C1 F ( s ) C2G ( s )
Properties of Laplace
Transforms
Property 2. If
f ( x) F ( s )
then for any constant a
e f ( x) F ( s a)
ax
Properties of Laplace
Transforms
Property 3. If
f ( x) F ( s )
then for any positive integer n
d
x f ( x) 1
F [( s )]
n
ds
n
Properties of Laplace
Transforms
Property 4. If
f ( x) F ( s )
then if
f ( x)
lim
x 0
x
x 0
exists, then
f ( x) F (t )dt
x
Properties of Laplace
Transforms
Property 5. If
f ( x) F ( s )
then
1
f (t )dt F ( s )
s
Properties of Laplace
Transforms
Property 6. If f(x) is periodic with
period w, that is , f(x+w)=f(x), then
w
f ( x)
e
0
sx
f ( x)dx
1 e ws
Functions of Other
Independent Variables
For consistency only, the definition of the
Laplace transform and its properties, the
above equations are presented for functions
of x. They are equally applicable fo
rfunctions of any independent variable and
are generated by replacing the variable x in
the above equations by any variable of
interest. In particular, the Laplace Transform
of a function of t is
f (t ) F ( s ) e st f (t )dt
0
Inverse Laplace
Transforms
An inverse Laplace transform of
F(s), designated by -1{F(s)} is
another function f(x) having the
property that
{f(x)} =F(s).
This presumes that the
independent variable of interest
is x. If the independent variable
of interest is t instead, then an
inverse Laplace transform of F(s)
is f(t) where
{f(t)} =F(s).
Inverse Laplace
Transforms
The simplest technique for identifying inverse
Laplace transforms is torecognize them,
either from memory or from a table such as
Appendix A. If F(s) is not a recognize form,
then occasionally it can be transformed into
such a form by algebraicmanipulation.
Observe from Appendix A that almost all
Laplace transforms are quotients. The
recommended procedure is to first convert
the denominator to a form that appears in
Appendix A and then the numerator.
Inverse Laplace
Transforms
Manipulating Denominators:
The method of completing the square
converts a quadratic polynomial into
the sum of squares, a form that
appears in many of the denominators
in Appendix A. In particular, for the
quadratic
as2+bs+c, where a,b,and c denote
constants.
Manipulating Numerators:
A factor s-a in the numerator may be
written in terms of the factor s-b,
where both a and b are constants,
through the identity s-a=(s-b)+(b-a).
The multiplicative constant a in the
numerator may be written explicitly in
terms of the multiplicative constant b
through the identity a=(a/b)(b)
C1 F ( s ) C2G ( s ) C1 F ( s ) C2 G ( s )
-1
-1
-1
Solutions of Linear
Differential Equations with
Constant Coefficients by
Laplace
Transforms
Denote {y(x)} by Y(s). Then under
very broad conditions, the Laplace
transform of the nth-derivative
(n=1,2,3,)
of y(x) is
n
d y
n
n 1
s Y ( s ) s y (0)
n
dx
s
n2
( n2)
( n 1)
y (0) ... sy
( 0) y
( 0)
dny
n
n 1
n2
s Y ( s ) c0 s c1s ... cn 2 s cn 1
n
dx
For the
( x) s cases
yspecial
Y ( s ) of
c0 n=1 and n=2
y( x) s Y ( s ) c0 s c1
2
Solutions of Differential
Equations
Laplace transforms are used to solve
initial-value problems given by the nthorder linear differential equation with
constant
coefficients
n
n 1
d y
d y
dy
b n n b n -1 n 1 ...... b1
b 0 y g ( x)
dx
dx
dx
Together with the initial conditions specified
y(0)=C0 , y(0)=C1 ,.. y(n-1)(0)=Cn-1
n 1
d y
d y
dy
b n n b n -1 n 1 ...... b1
b 0 y g ( x)
dx
dx
dx
Thereby obtaining an algebraic
equation for Y(s). Then solve for Y(s)
algebraically, and finally take inverse
Laplace transforms to obtain
y(x) Y ( s )
-1
Example
Solve y-5y=0 ;
y(0)=2
Solve y+y=sinx ; y(0)=1
Solve y+4y=0 ; y(0)=2, y(0)=2
Solve y-3y+4y=0 ;
y(0)=1,
y(0)=5