LAPLACE TRANSFORMS AND ITS

APPLICATIONS

A Project report submitted to

Institute of Mathematics and Applications
in partial fulfillment of the requirements of the degree of
B.Sc(H)
in
Mathematics and Computing
by

MADHAB CHANDRA GIRI

(7473U216009)

Under the supervision of

Dr. Pinakadhar Baliarsingh

INSTITUTE OF MATHEMATICS AND APPLICATIONS

BHUBANESWAR - 751029, ODISHA, INDIA
 LAPLACE TRANSFORMS AND ITS
APPLICATIONS

A Project report submitted to

Institute of Mathematics and Applications
in partial fulfillment of the requirements of the degree of
B.Sc(H)
in
Mathematics and Computing
by

MADHAB CHANDRA GIRI

(7473U216009)

Under the supervision of

Dr. Pinakadhar Baliarsingh

INSTITUTE OF MATHEMATICS AND APPLICATIONS

BHUBANESWAR - 751029, ODISHA, INDIA
 Dedicated
To Maa and Bapa
 Declaration
I, Madhab Chandra Giri, University Roll Number 7473U216009 hereby declare that this
project entitled “LAPLACE TRANSFORMS AND ITS APPLICATIONS" repre-
sents my original work carried out as a B. Sc. (Hons) student of IMA Bhubaneswar and,
to the best of my knowledge, it is not a copy of previously published or written by another
person, nor any material presented for award of any other degree or diploma of Institute
of Mathematics and Applications, Bhubaneswar or any other institution. Any contribution
made to this research by others, with whom I have worked at Institute of Mathematics
and Applications, Bhubaneswar or elsewhere, is explicitly acknowledged in the dissertation.
Works of other authors cited in this dissertation have been duly acknowledged under the
section Bibliography.

Madhab Chandra Giri

7473U216009
IMA Bhubaneswar
Date:

i
 Institute of Mathematics and Applications
Andharua, Bhubaneswar - 751029

Certificate

This is to certify that the work presented in this project entitled "Laplce Transforms and
Its Applications" by Madhab Chandra Giri, Rollno- 7473U216009 is a record of original
research/ review work carried out by him under my supervision and guidance in partial
fulfillment of the requirements of the B. Sc. (Hons.) in Mathematics and Computing.
Neither this project nor any part of it has been submitted for any degree or diploma to any
institute or university in India or abroad.

Dr. Pinakadhar Baliarsingh

Associate Professor
Institute of Mathematics and
Applications, Bhubaneswar

Place:
Date:

ii
 ACKNOWLEDGEMENT
I bow down to the God Almighty, for guiding me with grace in this endeavour.

I want to convey my heartiest gratitude towards my parents and all people of eminence,
whose constant inspiration and encouragement helped me to complete my project work.

I would like to express my deepest gratitude to my supervisor, DR. PINAKADHAR

BALIARSINGH, for his continuous support, simulating suggestions, and guidance at ev-
ery stage while conducting my project work. I am very happy to inscribe this page, and I
owe a warm thanks to you, sir.

I am immensely indebted to PROF. JASOBANTA JENA, DIRECTOR, IMA for

providing the necessary facilities and an admirable environment to conduct my project work.

I extend my gratitude to my teachers DR. TRAILOKYA PANIGRAHI, DR. SUD-

HAKAR SAHOO and all teaching and non-teaching staff of IMA, for their valuable sup-
port.

Last but not least, I owe my deepest gratitude to my friends and relatives for their co-
operation and support.

Madhab Chandra Giri

7473U216009
Institute of Mathematics and Applications, Bhubaneswar
Date:

iii
 Abstract

The Laplace transform provides a powerful technique for transforming differential equations
from the time domain to the frequency domain, enabling the utilization of algebraic meth-
ods for solving them. Through this transformation, complex differential equations can be
simplified and solve an IVP Differential equation easily.
In this study, we explore the principles of Laplace transformations and their applica-
tion to each category of differential equations. We demonstrate the step-by-step process of
transforming differential equations into algebraic equations using Laplace transforms, solving
them, and subsequently obtaining the inverse transforms to retrieve solutions in the original
domain.

Keywords:Linear Differential Equation,Partial Differential Equation,Integral Differen-

tial Equation,Laplace Transform,Inverse Laplace Transform

iv
Contents

1 Preliminaries 1
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 History and Development . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 Main Objective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.5 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 The Laplace Transform 4

3 Existence of Laplace Transform 5

3.1 Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3.2 Example-1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3.3 Example-2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.4 Uniqueness of Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . 7

4 Basic properties of Laplace Transformation 7

4.1 Linearity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
4.2 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
4.3 Inverse of the Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . 10
4.4 Translation Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
4.5 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.6 Differentiation and Integration of the Laplace Transform . . . . . . . . . . . 12

5 Convolution Theorem 13

6 Solving Differential Equations 15

7 Solving ODEs Using Laplace transform 15

7.1 Using Unit step Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
7.2 Transforms of Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

8 Solving PDE’s using Laplace Transforms 18

9 Solving integro-differential equation Using Laplace Transforms 20

10 Conclusion 23

11 Future Work 23

v
1 Preliminaries

1.1 Introduction

Differential equations are vital in understanding phenomena across diverse fields. This
project focuses on solving different types of differential equations, such as linear, partial and
integralusing Laplace transformations. Laplace transforms convert differential equations into
algebraic ones, making them more manageable for analysis. Through this exploration, i aim
to demonstrate the effectiveness of Laplace transformations in solving real-world problems
and provide insights into their application across various domains.
By exploring the application of Laplace transformations to differential equations, this
project seeks to provide insights into the practical implications of these mathematical tools
across different domains. Through a combination of theoretical discussion and practical
examples, we will elucidate the steps involved in solving differential equations using Laplace
transformations, highlighting their utility and versatility in tackling real-world problems.

1.2 History and Development

The Laplace transform, named after the French mathematician Pierre-Simon Laplace, is
a powerful mathematical tool used in various fields, including engineering, physics, and
mathematics. Its development can be traced back to the early 19th century. Here’s a brief
overview of its history and development:

• Preliminary Work by Laplace (Late 18th Century): Pierre-Simon Laplace, a

prominent mathematician and astronomer, laid the groundwork for what would later
become known as the Laplace transform through his work on differential equations and
celestial mechanics. He introduced the concept of generating functions and integral
transforms, which were essential precursors to the Laplace transform.

• Formal Introduction (Late 19th Century): The formal introduction of the Laplace
transform as a mathematical tool occurred in the late 19th century. Although Laplace
had laid the theoretical foundation earlier, the systematic development and application
of the Laplace transform to solve differential equations gained momentum during this
time.

1
 • Wide Application (Early to Mid-20th Century): The Laplace transform found
widespread application in various branches of science and engineering during the early
to mid-20th century. Engineers and scientists began to appreciate its utility in solving
differential equations, particularly in the analysis of dynamical systems and control
theory.

• Development of Laplace Transform Tables (Mid-20th Century): With the

growing importance of the Laplace transform in engineering and physics, extensive
tables of Laplace transforms were compiled. These tables provided engineers and sci-
entists with a valuable resource for quickly finding the Laplace transforms of commonly
encountered functions, simplifying the application of the transform in practice.

• Expansion and Refinement (Late 20th Century to Present): The latter half of
the 20th century saw further expansion and refinement of the theory and applications of
the Laplace transform. Advances in computational techniques facilitated the numerical
computation of Laplace transforms, making it even more accessible for practical use.

• Modern Applications and Developments (21st Century): In the 21st century,

the Laplace transform continues to be a vital tool in various fields, including signal pro-
cessing, control systems, and mathematical modeling. Its applications have expanded
to areas such as image processing, communication systems, and quantum mechanics.

1.3 Motivation

The motivation behind Laplace transformation lies in its ability to simplify the analysis of
linear time-invariant systems, particularly in the domain of differential equations. Here is
one key point that motivate the use of Laplace transformation:

• Solving Differential Equation: Laplace transformation provides a powerful tool for

solving linear ordinary and partial differential equations. By transforming a differential
equation from the time domain to the Laplace domain, where multiplication becomes
convolution and0 solving the transformed equation often becomes simpler. This is
especially true for systems with complex inputs or initial conditions.

2
1.4 Main Objective

The main objective of Laplace transformation is to simplify the analysis of linear time-
invariant systems, especially in the context of differential equations. Laplace transformation
converts a function of time into a function of a complex variable, which often makes it easier
to analyze the behavior of systems governed by differential equations.
By transforming differential equations into algebraic equations, Laplace transformation
facilitates solving initial value problems and boundary value problems more efficiently. It’s
particularly useful in engineering and physics for studying systems with inputs, outputs, and
linear time-invariant characteristics, such as electrical circuits, mechanical systems, control
systems, and heat transfer problems.

1.5 Applications

Laplace transformation, a powerful mathematical tool, finds applications in various fields,

including engineering, physics, mathematics, and control theory. Here are some common
applications:

• Partial Differential Equations: Laplace transforms are employed to solve partial

differential equations, transforming them into simpler algebraic equations that are
easier to solve.

• Image Processing: Laplace transforms find applications in image processing tasks

such as edge detection, image enhancement, and image compression. By transforming
images into the frequency domain using techniques like the Fourier-Laplace transform,
analysts can manipulate and process images more effectively, leading to clearer visual
representations and reduced storage requirements.

• Digital Signal Processing: Although Laplace transforms primarily deal with continuous-
time signals, they also have applications in digital signal processing for analyzing
discrete-time signals and systems through the use of the Z-transform, which is closely
related to the Laplace transform.

• Economics and Finance: Laplace transforms are sometimes used in mathematical

economics and finance to model and analyze dynamic systems, such as economic growth
models, financial market fluctuations, and option pricing models

3
2 The Laplace Transform

Suppose that f is a real- or complex-valued function of the (time) variable t > 0 and s is a
real or complex parameter. The Laplace transform [4] [1] of f is defined by
Z ∞ Z τ
F (s) = L{f (t)} = e−st f (t) dt = lim e−st f (t) dt (1)
0 τ →∞ 0

whenever the limit exists (as a finite number). When it does, the integral (1) is said to
converge. If the limit does not exist, the integral is said to diverge and there is no Laplace
transform defined for f . The notation L(f ) will also be used to denote the Laplace transform
of f , and the integral is the ordinary Riemann (improper) integral.
The parameter s belongs to some domain on the real line or in the complex plane. We
will choose s appropriately so as to ensure the convergence of the Laplace integral (1). In
a mathematical and technical sense, the domain of s is quite important. However, in a
practical sense, when differential equations are solved, the domain of s is routinely ignored.
When s is complex, we will always use the notation s = x + iy.
The symbol L is the Laplace transformation, which acts on functions f and generates a
new function F (s).
Peacewise Continous and Laplace Transform
A function f is piecewise continuous [4] on the interval [0, ∞) if

1. lim+ f (t) exists and f (0+ ) exists, and

t→0

2. f is continuous on every finite interval (0, b) except possibly at a finite number of points
τ1 , τ2 , . . . , τn in (0, b) at which f has a jump discontinuity.

An important consequence of piecewise continuity is that on each subinterval the function

f is also bounded. That is to say,

|f (t)| ≤ Mi , τi < t < τi+1 , i ≥ 1, 2, . . . , n − 1,

for finite constants Mi .

In order to integrate piecewise continuous functions from 0 to b, one simply integrates f

4
over each of the subintervals and takes the sum of these integrals, that is,
Z b Z τ1 Z τ2 Z b
f (t) dt ≤ f (t) dt + f (t) dt + · · · + f (t) dt.
0 0 τ1 τn

This can be done since the function f is both continuous and bounded on each subinterval
and thus has a well-defined (Riemann) integral.

(2)

Exponential order
Definition A function f (t) is of exponential order α if there exist constants M > 0 and
α such that for some t0 ≥ 0,
|f (t)| ≤ M eαt , t ≥ t0 .

Clearly the exponential function eat has exponential order α = a, whereas tn has exponential
order α for any α > 0 and any n ∈ N , and bounded functions like sin t, cos t, tan−1 t
2
have exponential order α = 0, whereas e−t has order α = −1. However, et does not have
exponential order. Note that if β > α, then exponential order α implies exponential order
β, since eαt ≤ eβt , t ≥ 0. We customarily state the order as the smallest value of α that
works, and if the value itself is not significant it may be suppressed altogether.

3 Existence of Laplace Transform

When does the Laplace transform exist?

1. The Laplace transform [4] is guaranteed to exist if the function is piecewise continuous
on [0, ∞) and/or of exponential order.

5
 2. Functions that are not of exponential order may not be solvable using the Laplace
2
transform, thus are out of scope for this study. For example, L(et ).

3.1 Theorem

If f is Piecewise continuous on [0, ∞) and of exponential order α, then the Laplace transform
L(f) exists for Re(s) > α and converges absolutely.

Proof. First,
|f (t)| ≤ M1 eαt , t ≥ t0 ,

for some real α. Also, f is piecewise continuous on [0, t0 ] and hence bounded there (the
bound being just the largest bound over all the subintervals), say

|f (t)| ≤ M2 , 0 < t < t0 .

Since eαt has a positive minimum on [0, t0 ], a constant M can be chosen sufficiently large so
that
|f (t)| ≤ M eαt , t > 0.

Therefore,
Z τ Z τ
e−(x−α)τ M
|e−st f (t)|dt ≤ M e−(x−α)t dt ≤ M ≤ .
0 0 x−α x−α
Letting τ → ∞ and noting that Re(s) = x > α yield
Z ∞
M
|e−st f (t)|dt ≤ .
0 x−α

Thus the Laplace integral converges absolutely in this instance (and hence converges) for
Re(s) = x > α.

3.2 Example-1

Let f (t) = eat , a real. This function is continuous on [0, ∞) and of exponential order a.
Then Z ∞ Z ∞
−st at 1
at
L(e ) = e e dt = e−(s−a)t dt = , for Re(s) > a.
0 0 s−a
The same calculation holds for a complex and Re(s) > Re(a).

6
3.3 Example-2

Applying integration by parts to the function f (t) = t (t ≥ 0), which is continuous and of
exponential order, gives
∞
Z ∞
−st te−st 1 Z ∞ −st 1
L(t) = te dt = − + e dt = L(1)
0 s 0
s 0 s

provided Re(s) > 0.

1
= .
s2
Performing integration by parts twice as above, we find that
Z ∞
2
2
L(t ) = e−st t2 dt =
0 s3

for Re(s) > 0. By induction, one can show that in general,

n!
L(tn ) =
sn+1

for Re(s) > 0

for n ≥ 1. Indeed, this formula holds even for n = 0, since 0! = 1.

3.4 Uniqueness of Laplace Transform

Laplac transform of a time domain signal [4] is unique and therefore each Laplace transform
result ,F(s) has its corresponding unique time signal.

4 Basic properties of Laplace Transformation

4.1 Linearity

One of the most basic and useful properties of the Laplace operator L is that of linearity,
namely, if f1 ∈ L for Re(s) > α, f2 ∈ L for Re(s) > β, then f1 + f2 ∈ L for Re(s) >
max{α, β}, and L(c1 f1 +c2 f2 ) = c1 L(f1 )+c2 L(f2 ) . This follows from the fact that integration

7
is a linear process [4],
Z ∞ Z ∞ Z ∞
e−st (c1 f1 (t) + c2 f2 (t)) dt = c1 e−st f1 (t) dt + c2 e−st f2 (t) dt (f1 , f2 ∈ L).
0 0 0

4.2 Infinite Series

P∞
For an infinite series, n=0 an tn , in general it is not possible to obtain the Laplace transform
of the series by taking the transform term by term.[4]
Example-
∞
−t2
X (−1)n t2n
f (t) = e = , −∞ < t < ∞.
n=0 n!

Taking the Laplace transform term by term gives

∞ ∞ ∞
(−1)n (−1)n (2n)! 1X (−1)n (2n)!
L(t2n ) =
X X
= .
n=0 n! n=0 n!s2n+1 s n=0 n!s2n

Applying the ratio test,

un+1 2(2n + 1)
lim = lim = ∞,
n→∞ un n→∞ |s|2

and so the series diverges for all values of s.

2 2
However, L(e−t ) does exist since e−t is continuous and bounded on [0, ∞).
So when can we guarantee obtaining the Laplace transform of an infinite series by term-
by-term computation?

Theorem 4.1. If
∞
an tn
X
f (t) =
n=0

converges for t ≥ 0, with

Kαn
|an | ≤ ,
n!
for all n sufficiently large and α > 0, K > 0, then
∞ ∞
an n!
an L{tn } =
X X
L{f (t)} = n+1
,
n=0 n=0 s

where Re(s) > α.

8
Proof. Since f (t) is represented by a convergent power series, it is continous on [0, ∞). We
desire to show that the difference
N N
!
n n
X X
L(f (t)) − an L (t ) = L f (t) − an t
n=0 n=0

N
!
n
X
≤ Lx f (t) − an t
n=0
R ∞ −xt
converges to zero as N → ∞, where Lx h(t) = 0 e h(t)dt, x = Re(s)
To this end
N ∞
an tn = an tn
X X
f (t) −
n=0 n=N +1

P∞ (αt)n
≤K N +1 n!
(αt)n
 
αt
− N
P
=K e n=0 n!
P∞ xn
Since ex = n=0 n! .As h ≤ g implies Lx (h) ≤ Lx (g) when the transforms exist,

N N
(αt)n
! !
n αt
X X
Lx f (t) − an t ≤ KLx e −
n=0 n=0 n!
N
αn
!
1 X
=K −
x − α n=0 xn+1
N  n !
1 1X α
=K −
x − α x n=0 x
→ 0 (Re(s) = x > α)
is N → ∞ We have used the fact that the geometric series has the sum
∞
1
zn =
X
|z| < 1.
n=0 1−z

Therefore,
N ∞
X X an n!
L{f (t)} = lim an L(tn ) = n+1
(Re(s) > u)
n=0 s
N →∞
n=0

9
4.3 Inverse of the Laplace Transform

In order to apply the Laplace transform to physical problems, it is necessary to invoke the
inverse transform. If L{f (t)} = F (s), then the inverse Laplace transform is denoted by
L−1 {F (s)} = f (t), t ≥ 0, which maps the Laplace transform of a function back to the
n o
original function. For example, L−1 ω
s2 +ω 2
= sin ωt, t ≥ 0. The question naturally arises:
Could there be some other function f (t) ̸= sin ωt with L−1 { s2 +ω
ω
2 } = f (t)? More generally,

we need to know when the inverse transform is unique. [4]

Theorem 4.2. -Distinct continuous functions on [0, ∞) have distinct Laplace transforms.

This result is known as Lerch’s theorem. It means that if we restrict our attention to
functions that are continuous on [0, ∞), then the inverse transform L−1 {F (s)} is uniquely
defined and we can speak about the inverse, L−1 {F (s)}.
Note also that L−1 is linear, that is, L−1 {aF (s) + bG(s)} = af (t) + bg(t) if L{f (t)} =
F (s), L{g(t)} = G(s). This follows from the linearity of L and holds in the domain common
to F and G.

4.4 Translation Theorem

Two very useful results for determining Laplace transforms and their inverses. The first
pertains to a translation in the s-domain and the second to a translation in the t-domain.
[4] [1]

Theorem 4.3. -[First Translation Theorem] If F (s) = L{f (t)} for Re(s) > 0, then

F (s − a) = L{eat f (t)}, for a real, Re(s) > a.

Proof. For Re(s) > a, Z ∞

F (s − a) = e−(s−a)t f (t) dt
0
Z ∞
= e−st eat f (t) dt
0

= L{eat f (t)}

Unit step function- An important function occurring in electrical systems is the (de-

10
layed) unit step function (Figure 3) ua (t) defined as:

1,

if t ≥ a
ua (t) =
0,

if t < a

(3)

Theorem 4.4. -[Second Translation Theorem] If F (s) = L{f (t)}, then

L{ua (t)f (t − a)} = e−as F (s) (a ≥ 0).

Proof. This follows from the basic fact that

Z ∞ Z ∞
e−st [ua (t)f (t − a)] dt = e−st ua (t)f (t − a) dt
0 0
Z ∞
= e−st f (t − a) dt
Za∞
= e−s(τ +a) f (τ ) dτ (setting τ = t − a)
0
Z ∞
= e−as e−sτ f (τ ) dτ
0

= e−as F (s).

4.5 Improper Integrals

An interesting and unexpected application of Laplace Transforms is to evaluating integrals.

Consider the following integral, known as the Dirichlet Integral
Z ∞
sin x
dx.
0 x
π
The value of this integral is 2
. To obtain this one can use Feynman’s technique of differ-
entiating under the integral sign, for instance. However, the Laplace Transform provides

11
a completely new way to compute this integral. To do so, we will rely on the following
property: ( ) Z ∞ Z ∞
f (t) f (t) −st
L = e dt = L{f (t)} dt (4)
t 0 t s

Using this, we can write that

Z ∞ ( )
sin(x) f (t)
dx = L (5)
0 x t s=0

by letting s go to 0.
This implies

Z ∞ Z ∞ ∞
sin(x) 1 −1 π
dx = dt = tan (t) = (6)
0 x 0 t2 + 1 0
2

4.6 Differentiation and Integration of the Laplace Transform

Theorem 4.5. -
[4] [2] [1]Let f be Piece-wise continuous on [0, ∞) of exponential order α and L:

L{f (t)} = F (s).

Then

dn
F (s) = L{(−1)n tn f (t)},
dsn
for n = 1, 2, 3, . . . (s > α).

Proof. By virtue of the hypotheses, for s ≥ x0 > α, it is justified to interchange the

derivative and integral sign in the following calculation:

d d Z ∞ −st
F (s) = e f (t) dt
ds ds 0
Z ∞
∂ −st
= e f (t) dt
Z0 ∂s ∞
= (−t)e−st f (t) dt = L{(−t)f (t)}.
0

Since for any s > α, one can find some x0 satisfying s ≥ x0 > α, the preceding result

12
holds for any s > α. Repeated differentiation (or rather induction) gives the general case,
by virtue of L{(−t)f (t)} being uniformly convergent for s ≥ x0 > α.

Theorem 4.6. -
If f is piecewise continuous on [0, ∞) and of exponential order α, with F (s) = L{f (t)}
f (t)
and such that lim+ t
exists, then
t→0

Z ∞ ( )
f (t)
F (x) dx = L (s > α).
0 t

Proof. Integrating both sides of the equation

Z ∞
F (x) = e−xt f (t) dt (x real),
0

we obtain Z ∞ Z ∞ Z ω 
F (x) dx = lim e−xt f (t) dx dt.
s w→∞ 0 s
R ∞ −xt
As 0 e f (t) dt converges uniformly for α < s ≤ x ≤ w , we can reverse the order of
integration , giving Z ∞ Z ω Z ∞ 
−xt
F (x) dx = lim e f (t) dt dx
0 0→∞ s 0

Z ∞ −xt omega
e
= w→∞
lim (f (t)) dt
0 −t
s
Z ∞ Z ∞
1 f (t)
= e−st f (t) dt − w→∞
lim e−wt dt
0 t 0 t
( )
f (t)
=L − lim G(w)
t w→∞
( )
f (t)
=L ,
t
as limw→∞ G(w) = 0 by for G(w) = L{f (t)/t}. The existence of L{f (t)/t} is ensured by
the hypotheses.

5 Convolution Theorem
Theorem 5.1. -
The Laplace transform of the convolution of two functions f (t) and g(t) is equal to the

13
product of their individual Laplace transforms. Mathematically, it can be expressed as [4]
[1]:

L{f ∗ g}(s) = F (s)G(s)

Where Z t
f (t) ∗ g(t) = f (τ )g(t − τ ) (7)
0

and F(s) and G(s) denote the Laplace transforms of f (t) and g(t), respectively.

Proof. let’s denote the convolution of f (t) and g(t) as h(t) = f ∗ g. Then, the Laplace
transform of h(t) is given by:

Z ∞
L{h(t)} = e−st h(t) dt
0

Using the definition of convolution, we have:

Z t
h(t) = f (τ )g(t − τ ) dτ
0

Substituting this expression into the Laplace transform of h(t), we get:

Z ∞ Z t 
L{h(t)} = e−st f (τ )g(t − τ ) dτ dt
0 0

Now, we can interchange the order of integration:

Z ∞ Z t 
L{h(t)} = e−st f (τ )g(t − τ ) dτ dt
0 0

Z ∞ Z ∞ 
−st
= e f (τ )g(t − τ ) dt dτ
0 τ

Z ∞ Z ∞ 
= e−sτ f (τ ) e−s(t−τ ) g(t − τ ) dt dτ
0 τ

Z ∞ Z ∞ 
−sτ −su
= e f (τ ) e g(u) du dτ
0 0

14
 Z ∞  Z ∞ 
= e−su g(u) du e−sτ f (τ ) dτ
0 0

= L{f (t)} · L{g(t)}

6 Solving Differential Equations

Transforms of derivatives
Suppose g(t) is a differentiable function of exponential order, that is, |g(t)| ≤ M ect for
some M and c. So L{g(t)} exists, and what is more, limt→∞ e−st g(t) = 0 when s > c.
[2]Then Z ∞
L{g ′ (t)} = e−st g ′ (t)dt = −g(0) + sL{g(t)} (8)
0

Similarly

L{g ′′ (t)} = s2 G(s) − sg(0) − g ′ (0)

L{g ′′′ (t)} = s3 G(s) − s2 g(0) − sg ′ (0) − g ′′ (0)

7 Solving ODEs Using Laplace transform

Take the equation
x′′ (t) + x(t) = cos(2t), x(0) = 0, x′ (0) = 1.

Take the Laplace transform of both the sides.x(s) denote the Laplace transform of x(t).[?]

L(x′′ (t)) + L(x(t)) = L(cos(2t)),

s
s2 x(s) − sx(0) − x′ (0) + x(s) = .
s2 +4

15
Plugging the initial conditions now—this makes the computations more streamlined—to
obtain
s
s2 x(s) − 1 + x(s) = .
s2 +4
We solve for X(s),
s 1
x(s) = + .
(s2 + 1)(s2 + 4) + 1 s2 + 1
By partial fractions
1 s 1 1 1
x(s) = 2
− 2 + 2 .
3s +1 3s +4 s +1
Now take the inverse Laplace transform to obtain

1 1
x(t) = cos(t) − cos(2t) + sin(t).
3 3

7.1 Using Unit step Function

Suppose for example that f (t) is a “signal” and started receiving the signal sin t at time
t = π. The function f (t) should then be defined as [3]

0

if t < π,
f (t) = 
sin t if t ≥ π.

Using the Heaviside function, f (t) can be written as

f (t) = u(t − π) sin t

It is useful to know that Heaviside function interacts with the Laplace transform.

1
L{u(t − a)} = e−as .
s

This can be generalized into a shifting property or second shifting property.

L{f (t − a)u(t − a)} = e−as L{f (t)}

Example-3 Consider the mass-spring system x′′ (t) + x(t) = f (t), x(0) = 0, x′ (0) = 0, where
f (t) = 1 if 1 ≤ t < 5 and zero otherwise.
f (t) can be written as u(t − 1) − u(t − 5). Transform the equation and plug in the initial

16
conditions as before to obtain

e−s e−5s
s2 x(s) + x(s) = − .
s s

Solving x(s) to obtain

e−s e−5s
x(s) = − .
s(s2 + 1) s(s2 + 1)
( )
−1 1
L 2
= 1 − cos t.
s(s + 1)
Similarly,
e−s
( )
−1
L = L−1 {e−s L{1 − cos t}}
s(s2 + 1)
= 1 − cos(t − 1)u(t − 1),
−5s
( )
e
L−1 = L−1 {e−5s L{1 − cos t}}
s(s2 + 1)
= 1 − cos(t − 5)u(t − 5).
Hence, the solution is

x(t) = (1 − cos(t − 1))u(t − 1) − (1 − cos(t − 5))u(t − 5)

7.2 Transforms of Integrals

A feature of Laplace transforms is that it is also able to easily deal with integral equations.
That is, equations in which integrals rather than derivatives of functions appear. The basic
property, which can be proved by applying the definition and doing integration by parts, is
Z t
1
L{f (τ )}dτ = F (s).
0 s

It is sometimes useful (e.g. for computing the inverse transform) to write this as [?]
Z t
1
f (τ )dτ = L−1 { F (s)} (9)
0 s
 
Example-4 To compute L−1 1
s(s2 +1)
we could proceed by applying this integration rule.

−1 1 Z t
1 Z t
L { 2 }= L{ 2 }dτ = sinτ dτ = 1 − cost (10)
s(s + 1) 0 s +1 0

17
8 Solving PDE’s using Laplace Transforms
Given a function u(x, t) defined for all t > 0 and assumed to be bounded, applying the
Laplace transform in [?] t considering x as a parameter:
Z ∞
L(u(x, t)) = e−st u(x, t)dt ≡ U (x, s)
0

In applications to PDEs we need the following:

Z ∞ ∞ Z ∞
−st −st
L(ut (x, t)) = e ut (x, t)dt = e u(x, t) +s e−st u(x, t)dt = sU (x, s) − u(x, 0)
0 0
0

so
L(ut (x, t)) = sU (x, s) − u(x, 0)

In exactly the same way we obtain

L(utt (x, t)) = s2 U (x, s) − su(x, 0) − ut (x, 0).

We also need the corresponding transforms of the x derivatives:

Z ∞
L(ux (x, t)) = e−st ux (x, t)dt = Ux (x, s)
0

Z ∞
L(uxx (x, t)) = e−st uxx (x, t)dt = Uxx (x, s)
0

Example-5
∂u ∂u
+ = x, x > 0, t > 0, (11)
∂x ∂t
with boundary and initial condition

u(0, t) = 0, t > 0, (12)

u(x, 0) = 0, x > 0. (13)

As above we use the notation U (x, s) = L(u(x, t)) for the Laplace transform of u. Then
applying the Laplace transform to this equation we have

dU (x, s) x dU x
+ sU (x, s) − u(x, 0) = ⇒ (x, s) + sU (x, s) = .
dx s dx s

18
 This is a constant coefficient first-order ODE. We solve it by finding the integrating factor
R
sdx
µ=e = esx . Thus we have

d sx x
[e U (x, s)] = esx .
dx s
Integrating both sides to get

1
Z 
U (x, s) = e−sx esx xdx + Ce−sx .
s
Using integration by parts to evaluate the integral:

Z  sx ′
Z
e xesx Z esx xesx 1
esxx dx = dx = − dx = − 2 esx .
s s s s s
So

1 1 x 1
 
U (x, s) = e−sx xesx − esx + Ce−sx = 2 − 3 + Ce−sx .
s s s s
We can evaluate the constant C using the boundary condition 0 = U (0, s) = − s13 + C ⇒
1
C= s3
, so we have

x 1 e−sx
U (x, s) = − + .
s2 s3 s3
Taking the inverse Laplace transform we have

t2 (t − x)2
u(x, t) = xt − + H(t − x) ,
2 2
where H is the unit step function (or Heaviside function):


0,

if x < 0
H(x) =  .
1, if x ≥ 0

19
9 Solving integro-differential equation Using Laplace
Transforms
A typical form of an integral equation in u(x) is of the form
Z β(x)
u(x) = f (x) + λ K(x, t)u(t) dt
α(x)

where K(x, t) is called the kernel of the integral equation , and α(x) and β(x) are the limits
of integration. [5]
Classification of integral equation
An integral equation can be classified as a linear or nonlinear integral equation . The
differential equation can be equivalently represented by the integral equation. Therefore,
there is a good relationship between these two equations.
The most frequently used integral equations fall under two major classes, namely Volterra
and Fredholm integral equations.
There are four major types of integral equations– the two main classes and two related
types of integral equations. In particular, the four types are given below:

• Volterra integral equations

• Fredholm integral equations

• Integro-differential equations

• Singular integral equations

Volterra integral equation: The most standard form of Volterra linear integral equa-
tions is of the form Z x
ϕ(x)u(x) = f (x) + λ K(x, t)u(t)dt (14)
a

where the limits of integration are functions of x, and the unknown function u(x) appears
linearly under the integral sign. If the function ϕ(x) = 1, then equation (14) simply becomes
Z x
u(x) = f (x) + λ K(x, t)u(t)dt (15)
a

and this equation is known as the Volterra integral equation of the second kind; whereas if

20
ϕ(x) = 0, then equation (14) becomes
Z x
f (x) + λ K(x, t)u(t)dt = 0 (16)
a

which is known as the Volterra equation of the first kind.

Fredholm integral equations: The most standard form of Fredholm integral equations
is of the form Z b
ϕ(x)u(x) = f (x) + λ K(x, t)u(t)dt (17)
a

where the limits of integration a and b are constant, and the unknown function u(x) appears
linearly under the integral sign. If the function ϕ(x) = 1, then equation (17) simply becomes
Z b
u(x) = f (x) + λ K(x, t)u(t)dt (18)
a

and this equation is known as the Fredholm integral equation of the second kind; whereas if
ϕ(x) = 0, then equation (17) becomes
Z b
f (x) + λ K(x, t)u(t)dt = 0 (19)
a

which is known as the Fredholm integral equation of the first kind.

As for examples, the following integral equations are nonlinear integral equations:
Z x
u(x) = f (x) + λ K(x, t)u2 (t)dt
Zax
u(x) = f (x) + λ K(x, t) sin(u(t))dt
Zax
u(x) = f (x) + λ K(x, t) ln(u(t))dt
a

Next, if we set f (x) = 0, in Volterra or Fredholm integral equations, then the resulting
equation is called a homogeneous integral equation; otherwise, it is called nonhomogeneous
integral equation.
Singular integral equations: A singular integral equation is defined as an integral
with infinite limits or when the kernel of the integral becomes unbounded at a certain point
in the interval. As for examples,
Z ∞
1
u(x) = f (x) + λ f (x) = u(t)dt, 0<α<1
−∞ (x − t)α

21
are classified as the singular integral equations.
Integro-differential equations:
In the early 1900s, Vito Volterra studied the phenomenon of population growth, and new
types of equations have been developed and termed as integro-differential equations. In this
type of equation, the unknown function u(x) appears as the combination of the ordinary
derivative and under the integral sign. In electrical engineering problems, the current I(t)
flowing in a closed circuit can be obtained in the form of the following integro-differential
equation [6]:
dI 1 Zt
L + RI + I(τ )dτ = f (t), I(0) = I0 (20)
dt C 0
where L is the inductance, R the resistance, C the capacitance, and f (t) the applied voltage.
Similar examples can be cited as follows:
Z x
u(x) = f (x) + λ (x − t)u(t)dt, u(0) = 0 u′ (0) = 1 (21)
0

Z 1
u(x) = f (x) + λ (x − t)u(t)dt, u(0) = 1 (22)
0

Equations (20) and (21) are of Volterra-type integro-differential equations, whereas equation
(22) is a Fredholm-type integro-differential equation. These terminologies were concluded
because of the presence of indefinite and definite integrals.
R x 2(x−t) ′
Example-6 Consider the integro-differential equation ϕ′′ (x) + 0 e ϕ (t)dt = e2x ,
ϕ(0) = ϕ′ (0) = 0.
Solution: Let L(ϕ(x)) = Φ(x), then taking the Laplace transform of the given equation, we
have
{s2 Φ(s) − sϕ(0) − ϕ′ (0)} + L(e2x )L(ϕ′ (x)) = L(e2x )
1 1
s2 ϕ(s) + {S ϕ(s) − ϕ(0)} =
s−2 s−2
1 1 1 1
ϕ(s) = = − +
s(s − 1)2 s (s − 1) (s − 1)2

ϕ(x) = 1 − ex + ex x

Example-7 Use the method of Laplace Transform to solve the integral equation
Rx
u(x) = x − 0 (x − ξ)u(ξ)dξ (1)

22
Solution. Here,
K(x, ξ) = x − ξ = g(x − ξ) = g(x) = x

Thus, (1) can be written as

u(x) = x − g(x) ∗ u(x)

Applying Laplace Transform on both sides, we get

U (s) = L[x] − L[x]U (s)

1 1
U (s) = 2
− 2 U (s)
s s
1
⇒ U (s) = 2
s +1
So,
1
 
u(x) = L−1 = sin(x)
s2 + 1

10 Conclusion
Laplace transformation stands as a formidable mathematical technique, essential in engi-
neering, physics, and control theory. Its capability to convert differential equations into
algebraic forms simplifies problem-solving processes, enabling efficient analysis of linear sys-
tems and facilitating frequency domain analysis. Despite its challenges and limitations,
Laplace transformation’s utility in solving differential equations, understanding system be-
havior, and aiding in control system design underscores its significance as a foundational tool
for researchers, engineers, and scientists grappling with complex mathematical problems and
dynamic systems.

11 Future Work
The research gap identified in this synopsis project revolves around the exploration of Laplace
transform methods for solving fractional differential equations and their application in mod-
eling population growth. By addressing this gap, the project aims to contribute to both
theoretical advancements in mathematical modeling and practical insights into critical soci-
etal challenges.

23
References
[1] Gangadharaiah Y.H. & Sandeep N. (2021). Engineering Applications of the
Laplace Transform. Cambridge Scholars Publishing. ISBN: 9781527574267.
https://books.google.co.in/books?id=7ytCEAAAQBAJ

[2] Lebl J. (2014). Notes on Diffy Qs: Differential Equations for Engi-
neers. CreateSpace Independent Publishing Platform. ISBN: 9781505698190.
https://books.google.co.in/books?id=gJ4-nwEACAAJ

[3] McLachlan N.W. (2014). Laplace Transforms and Their Applications

to Differential Equations. Dover Publications. ISBN: 9780486798233.
https://books.google.co.in/books?id=TDFeBAAAQBAJ

[4] Schiff J.L. (2013). The Laplace Transform: Theory and Applications. Springer New York.
ISBN: 9781475772616. https://books.google.co.in/books?id=ROYZswEACAAJ

[5] Sharma D.C. & Goyal M.C. (2017). Integral Equations. Prentice Hall India Pvt., Limited.
ISBN: 9788120352803. https://books.google.co.in/books?id=Pp0nDwAAQBAJ

[6] Singh Jagbir. (2021). Integral Equations and Calculus of Variations. Maharshi Dayanand
University Press.

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