Kreyszig, Chapter 6

Laplace Transforms

Turn differential equations into algebra. Multiply, divide, look up a table, done. The engineer's favorite shortcut.

Prerequisites: First-Order ODEs, Second-Order ODEs, basic integration.
10
Chapters
5+
Simulations
10
Quizzes

Chapter 0: Why Transform?

You are an electrical engineer. A circuit has an inductor, a resistor, and a capacitor in series. Someone flips a switch and applies a voltage. What happens to the current?

The circuit obeys Kirchhoff's voltage law, which gives a second-order ODE with initial conditions. You could solve it with the characteristic equation and variation of parameters from the last lesson. But there is a faster way.

The core idea: The Laplace transform converts a differential equation into an algebraic equation. Solve the algebra, then convert back. Differentiation becomes multiplication by s. Integration becomes division by s. Initial conditions are baked in automatically.

Think of it like logarithms. Multiplying large numbers by hand is hard. But if you take logarithms, multiplication becomes addition. You add, then exponentiate back. The Laplace transform does the same thing for calculus: it turns the hard operation (differentiation) into an easy one (multiplication).

Problem
ODE with initial conditions in t-domain
↓ L{·}
Transform
Algebraic equation in s-domain
↓ solve
Solution
Y(s) = rational function of s
↓ L−1{·}
Answer
y(t) in the time domain

This workflow is so mechanical that engineers often solve ODEs without ever writing down the differential equation in the time domain. They think entirely in the s-domain.

What does the Laplace transform convert differentiation into?

Chapter 1: The Definition

Given a function f(t) defined for t ≥ 0, its Laplace transform is:

F(s) = L{f(t)} = ∫0 e−st f(t) dt

The variable t is time (or whatever the independent variable of your ODE is). The variable s is a new variable in the transform domain (also called the frequency domain). The exponential e−st is the kernel of the transform.

The integral converges when the real part of s is large enough to make e−st decay faster than f(t) grows. For most engineering functions, this is satisfied for s greater than some threshold.

Notation convention: Lowercase letters for time-domain functions: f(t), y(t), g(t). Uppercase for their transforms: F(s), Y(s), G(s). This is universal in engineering.

Example: f(t) = 1 for t ≥ 0. Then F(s) = ∫0 e−st dt = [−e−st/s]0 = 1/s for s > 0.

Example: f(t) = eat. Then F(s) = ∫0 e−st eat dt = ∫0 e−(s−a)t dt = 1/(s − a) for s > a.

The transform is linear: L{af + bg} = aL{f} + bL{g}. This follows directly from the linearity of integration. It means we can build up transforms of complicated functions from simpler ones.

What is the Laplace transform of f(t) = e3t?

Chapter 2: The Transform Table

You do not compute Laplace transforms from the integral definition every time. Instead, you use a table. Here are the essential pairs that cover most engineering problems:

f(t)F(s) = L{f}Condition
11/ss > 0
t1/s2s > 0
tnn!/sn+1s > 0
eat1/(s − a)s > a
sin(ωt)ω/(s2 + ω2)s > 0
cos(ωt)s/(s2 + ω2)s > 0
sinh(at)a/(s2 − a2)s > |a|
cosh(at)s/(s2 − a2)s > |a|
t·eat1/(s − a)2s > a
eatsin(ωt)ω/((s−a)2 + ω2)s > a
eatcos(ωt)(s−a)/((s−a)2 + ω2)s > a
Key insight: Notice the pattern. Polynomials in t become powers of 1/s. Exponentials shift the s variable. Sines and cosines produce quadratics in the denominator. Once you see the pattern, the table almost memorizes itself.
Transform Pair Explorer

Select a function f(t). The left panel shows f(t) in the time domain. The right shows |F(s)| in the s-domain (for real s). Adjust parameters with the slider.

parameter1.0

The inverse Laplace transform L−1 goes the other direction: given F(s), find f(t). In practice, you decompose F(s) using partial fractions, then look up each piece in the table.

What is L−1{5/(s2 + 25)}?

Chapter 3: s-Shifting

One of the most powerful properties of the Laplace transform is the first shifting theorem (s-shifting):

L{eatf(t)} = F(s − a)

In words: multiplying f(t) by eat in the time domain shifts F(s) by a in the s-domain. Replace every s with (s − a).

Why this matters: You already know L{sin(ωt)} = ω/(s2 + ω2). By s-shifting, L{eatsin(ωt)} = ω/((s−a)2 + ω2). You get the transform of damped oscillations for free, without recomputing any integral.

Example: Find L{e−2tcos(3t)}.

We know L{cos(3t)} = s/(s2 + 9). By s-shifting with a = −2, replace s with s + 2:

L{e−2tcos(3t)} = (s + 2)/((s + 2)2 + 9)

The inverse works too. If you see (s − a) everywhere in F(s), factor it out as an s-shift and look up the remaining part.

Example: Find L−1{3/((s + 1)2 + 9)}. This is ω/((s−a)2 + ω2) with a = −1 and ω = 3. So the answer is e−tsin(3t).

What is L{e5t·t2}?

Chapter 4: Transforms of Derivatives

This is the property that makes Laplace transforms useful for solving ODEs. The transform of a derivative is:

L{f'(t)} = sF(s) − f(0)

Differentiation becomes multiplication by s, minus the initial condition. For the second derivative:

L{f''(t)} = s2F(s) − sf(0) − f'(0)

Notice how initial conditions appear automatically. This is a major advantage over the classical methods: you do not have to solve the general solution first and then apply initial conditions at the end. The Laplace transform handles everything in one step.

Proof sketch for L{f'}: Integrate by parts: ∫0 e−stf'(t)dt = [e−stf(t)]0 + s∫0 e−stf(t)dt. The boundary term at infinity vanishes (for well-behaved f), and at zero gives −f(0). The integral is sF(s). So L{f'} = sF(s) − f(0).

For integrals, the rule reverses: L{∫0t f(τ)dτ} = F(s)/s. Integration becomes division by s.

Operation in t-domainOperation in s-domain
f'(t)sF(s) − f(0)
f''(t)s2F(s) − sf(0) − f'(0)
f(n)(t)snF(s) − sn−1f(0) − ... − f(n−1)(0)
0t f(τ)dτF(s)/s
t·f(t)−F'(s)
If y(0) = 2 and y'(0) = −1, what is L{y''} in terms of Y(s)?

Chapter 5: Solving IVPs

Now the payoff. Here is the complete procedure for solving an initial value problem using Laplace transforms:

Step 1
Take L of both sides of the ODE
Step 2
Insert initial conditions, get an algebraic equation for Y(s)
Step 3
Solve for Y(s) using algebra
Step 4
Partial fractions, then inverse transform: y(t) = L−1{Y(s)}

Full example: Solve y'' + 4y = 0, y(0) = 1, y'(0) = 0.

Step 1: Take L: s2Y − s(1) − 0 + 4Y = 0.

Step 2: (s2 + 4)Y = s.

Step 3: Y(s) = s/(s2 + 4).

Step 4: From the table, L−1{s/(s2 + 4)} = cos(2t). Done.

Key insight: The denominator s2 + 4 is the characteristic polynomial of the ODE. The Laplace transform automatically factors the characteristic equation into the denominator of Y(s). Poles of Y(s) correspond to the natural frequencies of the system.

Harder example: y'' + 2y' + 5y = 10, y(0) = 0, y'(0) = 0.

Transform: (s2 + 2s + 5)Y = 10/s. So Y = 10/(s(s2 + 2s + 5)).

Partial fractions: Y = 2/s − (2s + 4)/(s2 + 2s + 5) = 2/s − 2(s + 1)/((s+1)2 + 4) − 2/((s+1)2 + 4).

Inverse: y(t) = 2 − 2e−tcos(2t) − e−tsin(2t).

IVP Solver Visualizer

Solve y'' + 2ζω0y' + ω02y = 1 with y(0)=0, y'(0)=0. Orange: y(t). The solution approaches the steady state 1/ω02 (teal dashed).

ζ0.30
ω03.0
To solve y'' + 9y = 0, y(0)=0, y'(0)=3 via Laplace, what is Y(s)?

Chapter 6: Step & Delta Functions

Real engineering inputs are not smooth sinusoids. A switch flips. A hammer strikes. A load is suddenly applied. We need functions that model these abrupt changes.

The unit step function (Heaviside function) is:

u(t − a) = 0 for t < a,   1 for t ≥ a

It models switching something on at time a. Its Laplace transform is:

L{u(t − a)} = e−as/s

The second shifting theorem (t-shifting) says:

L{f(t − a)·u(t − a)} = e−asF(s)

Delaying a function by a in time multiplies its transform by e−as. This is the t-domain counterpart of s-shifting.

Dirac's delta function: δ(t − a) models an instantaneous impulse at t = a. It is zero everywhere except at a, where it is "infinite" in such a way that ∫δ(t−a)dt = 1. Its Laplace transform is beautifully simple: L{δ(t − a)} = e−as. For a = 0: L{δ(t)} = 1.
FunctionDescriptionL{·}
u(t − a)Step on at t = ae−as/s
f(t−a)u(t−a)Delayed fe−asF(s)
δ(t − a)Impulse at t = ae−as
δ(t)Impulse at origin1
What is the Laplace transform of a unit impulse at t = 3?

Chapter 7: Convolution

If you multiply two transforms F(s) and G(s), the inverse transform is not the product f(t)g(t). Instead, it is the convolution of f and g:

(f * g)(t) = ∫0t f(τ)g(t − τ) dτ

The convolution theorem states:

L{f * g} = F(s) · G(s)

Convolution in time equals multiplication in the s-domain. This is one of the most important results in all of signal processing.

Physical interpretation: If H(s) is the transfer function of a system (output/input in the s-domain), and the input is f(t), then the output is h(t) * f(t), where h(t) = L−1{H(s)} is the impulse response. The system's response to any input is the convolution of the input with the impulse response.

Example: Find L−1{1/(s(s+1))}. Write this as F(s)G(s) where F = 1/s and G = 1/(s+1). Then f(t) = 1 and g(t) = e−t. The convolution is:

0t 1 · e−(t−τ) dτ = 1 − e−t
Convolution Visualizer

Two functions f and g are convolved. The slider sweeps t. Orange: f(τ). Teal: g(t−τ) (flipped and shifted). Purple area: the product f(τ)g(t−τ) whose integral gives the output at time t.

t2.00
If L{f*g} = F(s)G(s), what does multiplication in the s-domain correspond to in time?

Chapter 8: Transfer Function Lab

In control engineering, the transfer function H(s) = Y(s)/U(s) characterizes a linear system completely. Given any input u(t), the output is Y(s) = H(s)U(s), or in time: y(t) = h(t) * u(t).

For the standard second-order system y'' + 2ζω0y' + ω02y = ω02u(t), the transfer function is:

H(s) = ω02 / (s2 + 2ζω0s + ω02)
System Response Lab

Choose an input signal. The system H(s) filters it. Top: input u(t). Bottom: output y(t). Adjust ζ and ω0 to see how the system shapes the response.

ζ0.30
ω04.0

Bode magnitude plot |H(jω)| vs ω:

Engineering insight: The poles of H(s) (roots of the denominator) determine stability. If all poles have negative real parts, the system is stable. Complex poles produce oscillatory response. The damping ratio ζ controls overshoot. This is the foundation of control theory.

Chapter 9: Connections

This lessonWhere it leads
Transform pairsFourier transform (Ch 6) — set s = jω for frequency analysis
Transfer function H(s)Control theory (Bode plots, Nyquist, root locus)
ConvolutionSignal processing (filtering, impulse response)
Poles and zerosSystem stability analysis
s-ShiftingEigenvalue shifting in linear algebra (Ch 4)
Step/impulse functionsPDE solutions via Laplace transforms (Ch 6)
Historical note: Laplace developed the mathematical theory around 1780. But the practical transform techniques engineers use today were developed over a century later by Oliver Heaviside, the self-taught English electrical engineer who also reformulated Maxwell's equations into their modern form.

"Mathematics is the art of giving the same name to different things." — Henri Poincaré

What determines the stability of a linear system described by transfer function H(s)?