Laplace Transform of Derivatives and Integrals

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laplace-transform derivative integral

Core Idea

The key property L{f'(t)} = sF(s) - f(0) (and generalizations for higher derivatives) converts ODE initial value problems into algebraic problems. Similarly, L{∫₀ᵗ f(τ) dτ} = F(s)/s, converting integro-differential equations to algebraic form.

Explainer

From your study of the Laplace transform definition, you know that L{f(t)} = ∫₀^∞ f(t)e^{−st} dt = F(s). The transform converts a function of time t into a function of the complex parameter s. What you now need is: what happens when you apply the Laplace transform to a *derivative*? The answer, derived from integration by parts (your soft prerequisite), is the formula that makes Laplace transforms the workhorse of ODE solving.

Apply integration by parts to L{f'(t)} = ∫₀^∞ f'(t)e^{−st} dt, with u = e^{−st} and dv = f'(t) dt. Then du = −se^{−st} dt and v = f(t), giving: [f(t)e^{−st}]₀^∞ + s∫₀^∞ f(t)e^{−st} dt. The boundary term evaluates to 0 − f(0) (assuming f(t) doesn't grow too fast), and the integral is exactly F(s). Result: L{f'(t)} = sF(s) − f(0). Differentiation in the time domain becomes multiplication by s in the s-domain, with an initial condition subtracted. Applying this formula a second time to f''(t) = (f')'(t) gives L{f''(t)} = s²F(s) − sf(0) − f'(0), and the pattern continues: each differentiation adds a factor of s and "peels off" one more initial condition.

This is the core reason Laplace transforms are powerful for initial value problems. An ODE like y'' + 3y' + 2y = eˡ with y(0) = 0, y'(0) = 1 transforms into (s²Y − s·0 − 1) + 3(sY − 0) + 2Y = 1/(s−1). The left side, after collecting terms, is (s² + 3s + 2)Y − 1. Solving for Y(s) is now purely algebra: Y(s) = (1 + 1/(s−1)) / (s² + 3s + 2). Partial fraction decomposition followed by inverse transform gives the solution. The differential equation — previously requiring the method of undetermined coefficients or variation of parameters — reduces to polynomial arithmetic.

The integration formula L{∫₀ᵗ f(τ) dτ} = F(s)/s is the symmetric partner. Just as differentiation multiplies by s, integration divides by s. This duality (s ↔ multiplication, 1/s ↔ integration) is a formal parallel to the derivative/integral relationship from calculus, but now entirely algebraic in the s-domain. Together these formulas make the Laplace transform a full operational calculus: the operations of differentiation and integration on functions become multiplication and division on their transforms, letting you manipulate ODEs as if they were ordinary equations.

Practice Questions 5 questions

Prerequisite Chain

Counting to 10Counting to 20Understanding ZeroThe Number ZeroCounting to FiveOne-to-One CorrespondenceCombining Small Groups Within 5Addition Within 10Addition Within 20Two-Digit Addition Without RegroupingTwo-Digit Addition with RegroupingAddition Within 100Repeated Addition as MultiplicationMultiplication Facts Within 100Division as Equal SharingDivision as Grouping (Measurement Division)Division: Grouping (Repeated Subtraction) ModelDivision: Fair Sharing ModelDivision as Equal SharingDivision as GroupingBasic Division FactsDivision Facts Within 100Two-Digit by One-Digit DivisionDivision with RemaindersRemainders and Quotients in DivisionDivision Word ProblemsIntroduction to Long DivisionFactors and MultiplesPrime and Composite NumbersEquivalent FractionsRelating Fractions and DecimalsDecimal Place ValueReading and Writing DecimalsComparing and Ordering DecimalsAdding and Subtracting DecimalsMultiplying DecimalsDividing DecimalsDividing FractionsMixed Number ArithmeticOrder of OperationsInteger Order of OperationsVariable ExpressionsCombining Like TermsOne-Step EquationsTwo-Step EquationsSolving Multi-Step EquationsEquations with Variables on Both SidesAngle Pairs: Complementary, Supplementary, and VerticalParallel Lines and TransversalsCorresponding AnglesAlternate Interior AnglesTriangle Angle Sum TheoremExterior Angle TheoremTriangle Inequality TheoremSimilar Triangles: AA SimilaritySimilar Triangles: SSS and SAS SimilarityProportions in Similar TrianglesRight Triangle Trigonometry IntroductionTrigonometric Ratios ReviewRadian MeasureConverting Between Degrees and RadiansThe Unit CircleGraphing Sine and CosineGraphing Tangent and Reciprocal Trigonometric FunctionsDerivatives of Trigonometric FunctionsAntiderivativesIndefinite IntegralsBasic Integration RulesRiemann SumsDefinite Integral DefinitionFundamental Theorem of Calculus Part 1Fundamental Theorem of Calculus Part 2U-SubstitutionPartial Fraction Decomposition for IntegrationImproper Integrals - ConvergenceLaplace Transform: Definition and PropertiesLaplace Transform of Derivatives and Integrals

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