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MODULE 7 - Laplace Transforms of Integrals

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M222C | ADVANCED MATHEMATICS FOR CE

MODULE 7
LAPLACE TRANFORMS OF INTEGRALS

If ℒ{𝑓(𝑡)} = 𝐹(𝑠), then

𝑡
𝐹(𝑠)
ℒ{∫ 𝑓(𝑢) 𝑑𝑢} =
0 𝑠

Proof of Laplace Transforms of Integrals

𝑡 ∞ 𝑡
−𝑠𝑡
ℒ{∫ 𝑓(𝑢) 𝑑𝑢} = ∫ 𝑒 ∫ 𝑓(𝑢) 𝑑𝑢 𝑑𝑡
0 0 0

Using integration by parts,


𝑡
𝑢 = ∫0 𝑓(𝑢) 𝑑𝑢
𝑑 𝑡
𝑑𝑢 = [∫0 𝑓(𝑢) 𝑑𝑢]
𝑑𝑡
𝑑𝑣 = 𝑒 −𝑠𝑡 𝑑𝑡
1
𝑣 = − 𝑒 −𝑠𝑡
𝑠

𝑡 𝑡 ∞
1 1 ∞ 𝑑 𝑡
ℒ{∫ 𝑓(𝑢) 𝑑𝑢} = [∫ 𝑓(𝑢) 𝑑𝑢 ∙ − 𝑒 −𝑠𝑡 ] + ∫ 𝑒 −𝑠𝑡 ∙ [∫ 𝑓(𝑢) 𝑑𝑢] 𝑑𝑡
0 0 𝑠 0
𝑠 0 𝑑𝑡 0

𝑡 𝑑 𝑡
Let: ∫0 𝑓(𝑢) 𝑑𝑢 = 𝑔(𝑡) [∫0 𝑓(𝑢) 𝑑𝑢] = 𝑓(𝑡)
𝑑𝑡

𝑡 ∞
1 1 ∞
ℒ{∫ 𝑓(𝑢) 𝑑𝑢} = [− 𝑒 −𝑠𝑡 ∙ 𝑔(𝑡)] + ∫ 𝑒 −𝑠𝑡 ∙ 𝑓(𝑡) 𝑑𝑡
0 𝑠 0 𝑠 0

𝑡
1
ℒ{∫ 𝑓(𝑢) 𝑑𝑢} = 0 + 0 + 𝐹(𝑠)
0 𝑠

𝑡
𝐹(𝑠)
ℒ{∫ 𝑓(𝑢) 𝑑𝑢} =
0 𝑠

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M222C | ADVANCED MATHEMATICS FOR CE

Examples:

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M222C | ADVANCED MATHEMATICS FOR CE

𝑡
Find the Laplace transform of ∫0 (6𝑢2 − 𝑒 2𝑢 ) 𝑑𝑢

𝑡 ℒ(6𝑡 2 −𝑒 2𝑡 )
ℒ [∫0 (6𝑢2 − 𝑒 2𝑢 ) 𝑑𝑢] =
𝑠

1
= ℒ (6𝑡 2 − 𝑒 2𝑡 )
𝑠

1 2 1
= [6 ( 3 ) − ]
𝑠 𝑠 𝑠−2

1 12(𝑠−2)−𝑠 3
= [ ]
𝑠 𝑠 3 (𝑠−2)

1 12𝑠−24−𝑠 3
= [ ]
𝑠 𝑠 3 (𝑠−2)

𝑡 −𝑠 3 12𝑠−24
ℒ [∫0 (6𝑢2 − 𝑒 2𝑢 ) 𝑑𝑢] = answer
𝑠 4 (𝑠−2)

𝑡 1
Find the Laplace transform of ∫0 ( 𝑢3 + 3𝑒 −3𝑢 ) 𝑑𝑢
2

1
𝑡
1 ℒ ( 𝑡3 + 3𝑒−3𝑡 )
2
ℒ [∫ ( 𝑢3 + 3𝑒−3𝑢 ) 𝑑𝑢] =
0 2 𝑠

1 1
= ℒ ( 𝑡3 + 3𝑒−3𝑡 )
𝑠 2

1 1 6 1
= [ ( 4) + 3 ( )]
𝑠 2 𝑠 𝑠+3

1 3(𝑠+3)+3𝑠4
= [ ]
𝑠 𝑠4 (𝑠+3)

1 3𝑠+9+3𝑠4
= [ ]
𝑠 𝑠4 (𝑠+3)

𝑡 1 3𝑠4 +3𝑠+9
ℒ [∫0 ( 𝑢3 + 3𝑒−3𝑢 ) 𝑑𝑢] = answer
2 𝑠5 (𝑠+3)

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M222C | ADVANCED MATHEMATICS FOR CE

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