Learning Objectives
By the end of this section you will be able to:
- Explain what the Laplace transform does to a function of and why it turns differential equations into algebraic ones.
- Derive the rules and straight from the definition.
- Solve an initial-value problem for by applying the transform, solving an algebraic equation in , and inverting back to .
- Interpret the poles of in the s-plane as stability/oscillation indicators of the time-domain response.
- Handle discontinuous forcings (step pulses, impulses) using the Heaviside and Dirac symbols — exactly the case where undetermined coefficients breaks down.
- Verify a Laplace-derived solution numerically using SciPy/PyTorch's ODE solvers to machine precision.
The Big Picture: Why Transform At All?
"A differential equation is hard. An algebraic equation is easy. The Laplace transform turns the first into the second."
Up to now, solving has required two separate skills: find the homogeneous solution from the characteristic roots, then guess a particular solution that matches the forcing. The recipe works, but it breaks the moment is a non-elementary expression — a rectangular pulse, an instantaneous impulse, a piecewise input from a controller. Every real engineering signal looks like that.
The Laplace transform offers a different deal. Pay one fixed cost up front — set up an integral that turns the time function into a function of a new variable — and in exchange, all derivatives become multiplications by , all integrals become divisions, all initial conditions get baked in automatically, and discontinuous forcings become tidy algebraic expressions.
The contract
The Laplace transform converts:
- Calculus operations on → algebra on .
- Initial conditions → constants inside the same algebra (no separate step).
- Piecewise / discontinuous forcing → smooth exponential factors in the s-domain.
Control engineering
Transfer functions are the lingua franca of feedback control. They are literally Laplace transforms of impulse responses.
Signal processing
Filter design uses pole-zero plots in the s-plane. Every audio equaliser and image deblurring algorithm relies on this picture.
Electrical circuits
Replace , , with impedances , , and Kirchhoff's laws become ordinary Ohm-style algebra.
Defining the Laplace Transform
The Laplace transform of a function defined for is the function given by
The variable is in general complex; the integral converges for larger than some threshold determined by how fast grows. Read the formula slowly:
- Multiply by an exponentially decaying weight . Large kills the tail, small probes it.
- Integrate the product from to . The output is a single number for each chosen .
- Sweep over all admissible values; you now have a brand-new function that encodes everything about in a different variable.
A mental image
Think of as a spotlight. Different values shine the light with different decay rates. The integral measures "how much of overlaps with this exponential spotlight." Big sees only the early part of ; small averages over the long tail.
Three transforms by hand
Three pairs you will use over and over. Each one is one integral.
The exponential is the eigenfunction
Look at pair 2: the Laplace transform of is a single shifted reciprocal . This is the deeper reason everything works — the exponential inside the integral "sees" only the corresponding component of . Sinusoids and polynomials are just combinations of exponentials, so each gets a clean rational image in .
Linearity: The Foundational Property
Because the integral is linear, so is the Laplace transform:
This is the property that lets us transform an ODE term by term. Add and multiply by constants on the time side, and the same operations appear on the s side. Combined with the derivative rule below, every linear ODE with constant coefficients reduces to an algebraic problem.
The Magic Rule: Derivatives Become Multiplication by
This is the rule that makes the whole machine work. We will derive it from the definition using a single integration by parts.
First derivative
Start from the definition with replaced by :
Integrate by parts with , . Then and . So
Assume does not grow faster than some exponential, so the boundary term at vanishes for large enough. At the boundary term is . We get the clean rule:
Second derivative
Apply the first-derivative rule twice — that is, treat as the derivative of :
Simplify:
The pattern keeps going
By induction, . Each differentiation in pulls out one power of and pays the price of one initial-condition term. The transform literally records how much initial information was needed to integrate the derivative away.
The whole trick in one breath
When you Laplace-transform , the LHS becomes
The coefficient of on the s side is exactly the characteristic polynomial . The IC terms appear as a known constant on the right. Solve for , invert. Done.
A Small Table You Will Use Forever
You only need a handful of pairs to handle every constant-coefficient 2nd-order ODE you will meet in physics and engineering. Memorise the first eight; derive the rest on the fly.
| f(t) (time domain) | F(s) (s domain) | Comment |
|---|---|---|
| 1 | 1/s | The DC level. Re(s) > 0. |
| t^n (n integer ≥ 0) | n! / s^(n+1) | Polynomial inputs. |
| e^(at) | 1 / (s − a) | The exponential eigenfunction. |
| sin(ωt) | ω / (s² + ω²) | Pure oscillation. |
| cos(ωt) | s / (s² + ω²) | 90° phase-shifted partner. |
| e^(at) sin(ωt) | ω / ((s − a)² + ω²) | Damped/growing sinusoid. |
| e^(at) cos(ωt) | (s − a) / ((s − a)² + ω²) | Same with cosine. |
| u(t − a) | e^(−a s) / s | Heaviside step at t = a. |
| δ(t − a) | e^(−a s) | Dirac impulse at t = a. |
| f'(t) | s F(s) − f(0) | Derivative rule — the engine of everything. |
| f''(t) | s² F(s) − s f(0) − f'(0) | Direct corollary; this is what we use for second-order ODEs. |
| ∫₀ᵗ f(τ) dτ | F(s) / s | Integration ↔ division by s (the symmetric partner of the derivative rule). |
| u(t − a) f(t − a) | e^(−a s) F(s) | Second shifting theorem — vital for piecewise forcing. |
Why the table is short
Every entry follows from plus linearity. Sinusoids are sums of complex exponentials; polynomials come from differentiating with respect to ; damped sinusoids are products and shifts. If you ever forget an entry, derive it in 30 seconds with one of these tricks.
The Five-Step Recipe
Every constant-coefficient initial-value problem now follows the same five steps:
- Transform. Apply to both sides of the ODE. Replace with , derivatives with their -rules.
- Plug in ICs. Substitute and . Now the equation is purely algebraic in .
- Solve. Isolate .
- Partial fractions. Break into pieces that match table entries.
- Invert. Read each piece off the table backwards to get .
The diagram in your head
Time domain (hard) → Laplace → s domain (easy algebra) → Inverse Laplace → Time domain (answer).
Worked Example (Step-by-Step)
Solve subject to .
Click to expand the full hand calculation
From the table: and .
, , so . The transformed equation is
First term: response to the initial condition. Second term: response to the forcing. Notice that the algebra cleanly separates these two physical effects.
Write . Clear denominators: . Set : → . Set : → .
So
., scaled by . , scaled by gives .
✓. gives ✓.
. Then ✓. The Laplace machine produced exactly the solution.
The system is an undamped oscillator with natural frequency . The forcing has frequency , so there is no resonance and the response stays bounded — exactly the mixture of cos(2t), sin(t), sin(2t) we found. If we had used as forcing instead, the inverse-Laplace would produce a term that grows without bound: classical resonance, revealed by a repeated pole at .
Interactive Laplace Explorer
Drive a generic damped second-order system with several canonical forcings and watch , its poles, and update in real time. Click the forcing buttons to pick step, impulse, sinusoid, or free response (initial conditions only).
Three experiments worth doing
- Resonance. Set forcing to with , then drag toward . The two pole markers (✕ for the system, ○ for the forcing) get close to each other and the time-domain response amplitude spikes.
- Stability boundary. Drop to 0. The characteristic poles sit on the imaginary axis — perpetual oscillation.
- Step settling. Pick the step input preset. Increase and watch the response transition from ringing (underdamped) to a smooth s-curve (overdamped).
Drag the Poles: s-Plane ↔ t-Plane
The point of all this algebra is that the location of the poles of in the s-plane is the entire story of . Real part < 0 means decay; real part > 0 means growth; imaginary part means oscillation; pole on the imaginary axis means undamped oscillation; two equal real poles mean critical damping with a signature. Move the poles, and the time response follows.
What you are really doing
The impulse response is the inverse Laplace of — a function with two poles. By dragging those poles you are literally manipulating and watching . This is the same picture every control engineer uses to design feedback loops: place the closed-loop poles wherever you want the response to live.
Partial Fractions: How the Inverse Transform Really Works
After solving for , you almost always have a proper rational function . The inverse-Laplace algorithm is then: factor the denominator, write as a sum of simpler rationals, and invert each piece off the table. Two flavours cover almost everything.
Distinct simple poles
If with all different, then
The residue formula on the right is the fastest way to compute by hand. Each term inverts to .
Complex conjugate pair
When the denominator contains an irreducible quadratic , do not factor into complex pieces — keep it as a real quadratic and write the numerator as :
Repeated poles
If a pole has multiplicity , the partial-fraction expansion includes terms up to . The inverse transform of is . That extra factor is exactly the same that appeared in section 22.03 — the Laplace transform makes its origin algebraically transparent.
Why partial fractions is unavoidable
The Laplace transform turns calculus into algebra, but it does NOT remove the need to factor a denominator. The hard work has just moved from "invent a particular solution" to "break a rational function into table entries." The good news: there is a deterministic mechanical procedure (partial fractions) — no guessing, ever.
Why Bother: Discontinuous Forcing
Now we earn the cost we paid up front. Suppose the input to our system is a rectangular pulse:
Where is the Heaviside step function: zero before its argument, one after. The method of undetermined coefficients chokes here — what would you guess for a particular solution that is on between and ? Laplace doesn't care:
The first identity says "a switch turning on at appears as an exponential factor in s." The second (the second shifting theorem) says "a time-shifted function gets multiplied by the same exponential." Together they are the entire vocabulary for piecewise inputs.
The Dirac impulse
The instantaneous "kick" is the derivative of . By the derivative rule (formally):
Impulses become just exponentials in s — no factor. Geometrically that makes sense: an impulse has zero width, so there is no integration happening — only the exponential timestamp survives.
Two physical scenarios you can finally solve
- Hammer strike on a piano string. The string obeys a second-order ODE; the hammer is well-modelled as . Laplace gives you the post-strike vibration in one line.
- Voltage switch onto an RLC circuit. The supply is ; the circuit equation is second-order. Laplace converts the discontinuity into a clean algebraic factor.
Symbolic Computation in Python (SymPy)
SymPy makes the entire pipeline literal: transform, substitute, solve, invert. The script below redoes the worked example end-to-end so you can confirm every intermediate quantity matches what you computed by hand.
Run the script. The output ends with , exactly matching the by-hand answer. The and checks return 1 and 0 — the initial conditions are encoded correctly through the algebra.
Numerical Cross-Check (SciPy / PyTorch)
Symbolic answers can lie if you typed something wrong. Numerical integration is a fully independent check: a different algorithm (Runge-Kutta) attacking the original ODE in the time domain, with no awareness of the Laplace machinery. Agreement to or better is your assurance that the symbolic derivation is right.
Expected output: at every sample time, the numeric and exact columns agree to ten or eleven decimal places. The same pattern works in PyTorch via ; the right-hand-side function becomes a callable returning a tensor, the integration is differentiable end-to-end, and you can place the entire ODE inside a neural network (a neural ODE) that learns the characteristic polynomial — which, by everything in this section, is literally the denominator of .
Bonus: Heaviside forcing with SymPy
The script below tackles the case that breaks undetermined coefficients: a rectangular pulse drives an undamped oscillator. SymPy returns the answer as a piecewise expression in two Heaviside functions — exactly the shape of the physical response.
Common Pitfalls
Forgetting to plug in the ICs
The most common mistake: write and continue. That drops the term. Your answer will satisfy the ODE but the wrong initial conditions.
Mis-shifting in the second shifting theorem
requires the function and the step to both be shifted by the same . A common slip is writing with the unshifted ; that requires extra work and is NOT just .
Partial fractions with complex poles
You can split a real quadratic into two complex linear factors, but it is almost always faster to keep it together and use the / table entries directly.
The integral does not always converge
For there is no for which the defining integral converges. Functions that grow faster than any exponential do not have a Laplace transform. In practice this is rare in engineering — most physical signals are at worst exponentially bounded — but it is the correct mathematical caveat.
Summary
The Laplace transform is the single most powerful tool for solving linear ODEs with constant coefficients. Its full leverage comes from a small, structured set of rules:
- Definition: .
- Linearity: .
- Derivative rule: .
- Shifting: .
- Inverse via partial fractions and a small table.
The s-plane picture
| Pole location | Time-domain behaviour | Physical regime |
|---|---|---|
| Re(s) < 0, Im(s) = 0 | Pure decay C e^(rt) | Overdamped — fast non-oscillating return |
| Re(s) = 0, Im(s) = 0 (repeated) | Linear in t times decay | Critically damped |
| Re(s) < 0, Im(s) ≠ 0 | Damped sinusoid | Underdamped |
| Re(s) = 0, Im(s) ≠ 0 | Pure sinusoid | Undamped oscillator |
| Re(s) > 0 | Exponential blow-up | Unstable |
Coming up next: Chapter 23 opens the door to systems of differential equations — coupled equations where Laplace becomes a matrix identity and the poles of become the eigenvalues of the system matrix. Everything you learned here generalises one dimension at a time.