6.1 Linearity

Theorem 6.1.1. The Laplace transform is linear: for any functions \(f(t)\) and \(g(t)\) whose transforms exist and any constants \(a\) and \(b\), \[\mathcal {L}\{a f(t) + b g(t)\} = a\mathcal {L}\{f(t)\} + b\mathcal {L}\{g(t)\} .\]

Proof. Integration is linear: \(\int _0^T e^{-st}(af + bg)\,dt = a\int _0^Te^{-st}f\,dt + b\int _0^Te^{-st}g\,dt\), and letting \(T\to \infty \) gives the result. □

Example 6.1.2.

1.
Find \(\mathcal {L}\{\cosh at\}\) and \(\mathcal {L}\{\sinh at\}\).
2.
Let \(F(s) = \frac {1}{(s-a)(s-b)}\) with \(a\neq b\). Find \(\mathcal {L}^{-1}\{F(s)\}\).

Solution.

1.
Since \(\cosh at = \frac 12(e^{at} + e^{-at})\), linearity gives, for \(s>|a|\), \[\mathcal {L}\{\cosh at\} = \frac {1}{2}\cdot \frac {1}{s - a} + \frac {1}{2}\cdot \frac {1}{s + a} = \frac {1}{2}\cdot \frac {(s + a) + (s - a)}{s^2 - a^2} = \frac {s}{s^2 - a^2} .\] In the same way, since \(\sinh at = \frac 12(e^{at} - e^{-at})\), \[\mathcal {L}\{\sinh at\} = \frac {1}{2}\left (\frac {1}{s - a} - \frac {1}{s + a}\right ) = \frac {a}{s^2 - a^2} .\]
2.
By partial fractions, \(\frac {1}{(s -a)(s-b)} = \frac {A}{s -a} + \frac {B}{s -b}\) with \(A = \frac {1}{a - b}\) and \(B = -\frac {1}{a - b}\), so \[f(t) = \frac {1}{a-b}\left (\mathcal {L}^{-1}\left \{\frac {1}{s - a}\right \} - \mathcal {L}^{-1}\left \{\frac {1}{s-b}\right \}\right ) = \frac {e^{at} - e^{bt}}{a - b} .\]

Example 6.1.3. Find \(\mathcal {L}\{3 - 2e^{4t} + 5\sin 2t\}\) and \(\mathcal {L}^{-1}\left \{\frac {2s + 6}{s^2 + 9}\right \}\).

Solution. By linearity and the transforms found so far, \(\mathcal {L}\{3 - 2e^{4t} + 5\sin 2t\} = \frac 3s - \frac {2}{s - 4} + \frac {10}{s^2 + 4}\). For the inverse, split the fraction: \(\frac {2s + 6}{s^2 + 9} = 2\cdot \frac {s}{s^2 + 9} + 2\cdot \frac {3}{s^2 + 9}\), so the inverse transform is \(2\cos 3t + 2\sin 3t\).

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