You know, it’s always a little scary when we devote a whole
section just to the definition of something.
Laplace transforms (or just transforms)
can seem scary when we first start looking at them. However, as we will see, they aren’t as bad
as they may appear at first.
Before we start with the definition of the Laplace
transform we need to get another definition out of the way.
A function is called piecewise
continuous on an interval if the interval can be broken into a finite
number of subintervals on which the function is continuous on each open
subinterval (i.e. the subinterval
without its endpoints) and has a finite limit at the endpoints of each
subinterval. Below is a sketch of a
piecewise continuous function.
In other words, a piecewise continuous function is a
function that has a finite number of breaks in it and doesn’t blow up to
infinity anywhere.
Now, let’s take a look at the definition of the Laplace transform.
Definition
There is an alternate notation for Laplace
transforms. For the sake of convenience
we will often denote Laplace transforms as,
With this alternate notation, note that the transform is
really a function of a new variable, s,
and that all the t’s will drop out in
the integration process.
Now, the integral in the definition of the transform is
called an improper integral and
it would probably be best to recall how these kinds of integrals work before we
actually jump into computing some transforms.
Example 1 If
,
evaluate the following integral.
Solution
Remember that you need to convert improper integrals to
limits as follows,
Now, do the integral, then evaluate the limit.
Now, at this point, we’ve got to be careful. The value of c will affect our answer.
We’ve already assumed that c
was nonzero, now we need to worry about the sign of c. If c is positive the exponential will go to infinity. On the other hand, if c is negative the exponential will go to zero.
So, the integral is only convergent (i.e. the limit exists and is finite) provided c<0. In this case we get,
(2)

Now that we remember how to do these, let’s compute some Laplace transforms.
We’ll start off with probably the simplest Laplace
transform to compute.
Example 2 Compute
L{1}.
Solution
There’s not really a whole lot do here other than plug the
function f(t) = 1 into (1)
Now, at this point notice that this is nothing more than
the integral in the previous example with . Therefore, all we need to do is reuse (2)
with the appropriate substitution.
Doing this gives,
Or, with some simplification we have,

Notice that we had to put a restriction on s in order to actually compute the
transform. All Laplace
transforms will have restrictions on s. At this stage of the game, this restriction
is something that we tend to ignore, but we really shouldn’t ever forget that
it’s there.
Let’s do another example.
Example 3 Compute
Solution
Plug the function into the definition of the transform and
do a little simplification.
Once again, notice that we can use (2)
provided .
So let’s do this.

Let’s do one more example that doesn’t come down to an
application of (2).
Example 4 Compute
L{sin(at)}.
Solution
Note that we’re going to leave it to you to check most of
the integration here. Plug the
function into the definition. This
time let’s also use the alternate notation.
Now, if we integrate by parts we will arrive at,
Now, evaluate the first term to simplify it a little and
integrate by parts again on the integral.
Doing this arrives at,
Now, evaluate the second term, take the limit and
simplify.
Now, notice that in the limits we had to assume that s>0 in order to do the following
two limits.
Without this assumption, we get a divergent integral
again. Also, note that when we got
back to the integral we just converted the upper limit back to infinity. The reason for this is that, if you think
about it, this integral is nothing more than the integral that we started
with. Therefore, we now get,
Now, simply solve for F(s)
to get,

As this example shows, computing Laplace
transforms is often messy.
Before moving on to the next section, we need to do a little
side note. On occasion you will see the
following as the definition of the Laplace
transform.
Note the change in the lower limit from zero to negative
infinity. In these cases there is almost
always the assumption that the function f(t)
is in fact defined as follows,
In other words, it is assumed that the function is zero if t<0.
In this case the first half of the integral will drop out since the
function is zero and we will get back to the definition given in (1). A Heaviside
function is usually used to make the function zero for t<0. We will be looking
at these in a later section.