Laplace Transforms

transform of derivatives

This single rule is the whole reason the Laplace transform solves differential equations. It tells you what happens to the transform when you differentiate in time — and the answer is that differentiation almost turns into multiplication by s, which is what flattens a calculus problem into an algebra problem.

The first-derivative rule is L{f'(t)} = s F(s) - f(0). Each time you differentiate, you pick up another factor of s and subtract an initial value: for the second derivative, L{f''(t)} = s^2 F(s) - s f(0) - f'(0). The pattern continues for higher orders, always carrying along the initial values f(0), f'(0), and so on. Crucially, the initial conditions are baked into the transform automatically — you never solve for them separately as constants of integration. That is the great convenience of the method.

When you apply this to a linear constant-coefficient equation like y'' + 3 y' + 2 y = g(t), every derivative is replaced by powers of s times Y(s) minus the relevant initial values, and the differential equation becomes a single algebraic equation for Y(s). You solve for Y(s) by ordinary algebra, then invert. The initial values f(0) and f'(0) are not optional decorations — they are the very quantities that make the answer satisfy the initial-value problem, and dropping them is the most damaging mistake in the whole method.

For y' + 2 y = 0 with y(0) = 5, transforming gives s Y - 5 + 2 Y = 0, so Y = 5/(s + 2), and inverting gives y(t) = 5 e^{-2 t}.

The initial value 5 enters directly through the derivative rule, so the solution already satisfies y(0) = 5 with no extra constant to fix.

The f(0) terms use the value just after t = 0; for problems with jumps or impulses at the origin this distinction between f(0-) and f(0+) matters, and physicists usually take the value the instant before the input acts.

Also called
differentiation theoremderivative rule微分定理微分定理