Laplace and Inverse Laplace Transform
Uploaded by
gtewszc123Laplace and Inverse Laplace Transform
Uploaded by
gtewszc123LAPLACE TRANSFORMS
INTRODUCTION
Laplace transform is an integral transform employed in solving physical
problems.
Many physical problems when analyzed assumes the form of a differential
equation subjected to a set of initial conditions or boundary conditions.
By initial conditions we mean that the conditions on the dependent
variable are specified at a single value of the independent variable.
If the conditions of the dependent variable are specified at two different
values of the independent variable, the conditions are called boundary
conditions.
The problem with initial conditions is referred to as the Initial value
problem.
The problem with boundary conditions is referred to as the Boundary
value problem.
Laplace transform is essentially employed to solve initial value problems. This
technique is of great utility in applications dealing with mechanical systems and
electric circuits. Besides the technique may also be employed to find certain
integral values also. The transform is named after the French Mathematician
P.S. de’ Laplace (1749 – 1827).
This subject originated from the operational methods applied by the English
engineer Oliver Heaviside around 1800, to problems in electrical engineering.
Unfortunately, Heaviside’s treatment was unsystematic and locked rigour,
Laplace Transform
which was placed on Sound mathematical footing by Bromwich and Carson
during 1916-17. It was found that Heaviside’s operational calculus is best
introduced by means of a particular type of definite integrals called Laplace
transforms.
The method of Laplace transforms has the advantage of directly giving the
solution of differential equations with given boundary values without the
necessity of first finding the general solution and then evaluating from it the
arbitrary constants. Moreover the ready tables of Laplace transforms reduce the
problem of solving differential equations to mere algebraic manipulation.
Definition: Let f t be a real-valued function defined for all t 0 and s be a
e
st
parameter, real or complex. Suppose the integral f (t )dt exists (converges).
0
Then this integral is called Laplace transform of f(t) and is denoted by L f t .
Thus, L f t = e f (t )dt …………… (1)
st
We note that the value of the integral on the right hand side of (1) depends on s.
Hence L f t is a function of s denoted by F s or f (s) .
Thus L f t F (s) …………… (2)
Consider relation (2). Here f t is called the Inverse Laplace transform of F(s)
and is denoted by L1 F s. Thus, L1 F (s) f t …………… (3)
Suppose f(t) is defined as follows :
f1 t 0 t a
f t f 2 t a t b
f t t b
3
2
Laplace Transform
Note that f(t) is piecewise continuous. The Laplace transform of f(t) is defined as
L f t = e st f (t )
0
a b
= e f1 (t )dt e f 2 (t )dt e f 3 (t )dt
st st st
0 a b
NOTE : In a practical situation, the variable t represents the time and s
represents frequency. Hence the Laplace transform converts the time domain
into the frequency domain.
Basic Properties
The following are some basic properties of Laplace transforms :
1. Linearity property :
For any two functions f(t) and (t) (whose Laplace transforms exist) and any
two constants a and b, we have La f t b t a L f t bL t
Proof : By definition, we have
La f t b t = e st
af (t ) b (t )dt = a e
st
f (t )dt b e st (t )dt
0 0 0
La f t b t a L f t bL t
This is the desired property.
In particular, for a=b=1, we have
L f t t L f t L t
and for a = -b = 1, we have
L f t t L f t L t .
3
Laplace Transform
1 s
2. Change of scale property: If L f t F (s) , then L f at = F ,
a a
where a is a positive constant.
Proof : By definition, we have
L f at = e st f (at)dt …………… (1)
0
x 1
Let us set at x , then t and dt dx
a a
Therefore R.H.S of expression (1) becomes,
s
1 a x 1 s
L f at = e f ( x)dx F
a0 a a
This is the desired property.
3. Shifting property: Let a be any real constant. Then L eat f (t ) F (s a)
Proof : By definition, we have
L e f (t ) e
at st
e at
f (t ) dt = e ( s a ) f (t )dt
0 0
= F s a This is the desired property.
Here we note that the Laplace transform of eat f(t) can be written down directly
by changing s to s-a in the Laplace transform of f(t).
Transforms of Some Functions
1) Let a be a constant. Then find L eat .
= e e dt e
st ( s a )t
L(eat)
at
dt
0 0
e ( s a )t 1
= , s>a
( s a) 0 s a
4
Laplace Transform
1
Thus, L(eat) =
sa
In particular, when a=0, we get
1
L(1) = , s > 0.
s
2) Find the laplace transform of coshat and sinh at
e at e at e at e at
We have coshat and sinh at
2 2
1
L(cosh at) = L
e at e at
= e st e at e at dt
2 20
1 ( s a ) t
=
2 0
e e ( s a)t dt
Let s > |a| . Then,
1 e s a t e s a t
Lcoshat
2 s a s a 0
Lcoshat
1 1
2 sa
e e 0
1
sa
e e 0
1 1
Lcoshat 0 1 1 0 1 1 1 1
2 sa sa 2 s a s a
1 s a s a 1 2s
Lcoshat
s
2 2
2
2 s a s a 2 s a s a 2
s
Thus, L (cosh at) = s> |a|
s a2
2
1 s
and so L 2 2
coshat
s a
e at e at
We have sinh at s > |a|
2
5
Laplace Transform
1 St at
e at e at
L(sinh at) = L = e e e at dt
2 20
1 S a t
Lsinh at e dt e S a t dt
2 0 0
Let s > |a| . Then,
1 e ( S a ) t e ( S a )
Lsinh at
2 (s a) (s a) 0
Lsinh at
1 1
2 sa
e e 0
1
sa
e e 0
1 1
LSinhat 0 1 1 0 1 1 1 1
2 sa sa 2 s a s a
1 s a s a 1 2a
Lsinh at
a
2 2
2
2 s a s a 2 s a s a 2
a
Thus, L (sinh at) = s> |a|
s a2
2
a
and so L1 2 2
sinh at
s a
a 1 sinh at
L (sinh at) = , s > |a| and so, L1 2 2
.
s a s a
2 2
a
3. Find Lsin at
We have L (sin at) = e sin at dt
st
Here we suppose that s > 0 and then integrate by using the formula
e ax
e sin bxdx
ax
a sin bx b cosbx
a2 b2
e St
Thus, Lsin at s sin at a cosat0
s2 a2
6
Laplace Transform
L(sin at)
1
s a 2
2
0 e 0 s sin 0 a cos0 2
1
s a2
0 10 a
a
L (sinat) = 2 , s>0
s a2
a
And so L1 2 sin at .
s a
2
4. Find Lcos at .
We have L (cos at) = e cosatdt
st
Here we suppose that s>0 and integrate by using the formula
e ax
e cosbxdx a 2 b 2 a cosbx b sin bx
ax
e St
Thus, Lcosat s cosat a sin at 0
s a
2 2
Lcosat 2
1
0 s 1 a 0 2 s 2
s a 2
s a
s
L (cos at) = 2 s>0
s a2
s
and so L1 2 cosat .
s a
2
5 . Let n be a constant, which is a non-negative real number or a negative non-
integer. Then find L t n .
= e t dt
st n
L(tn)
0
n
x dx 1
Let s > 0 and set st = x, then L(t n ) e x n1 e x x n dx
0 s s s 0
7
Laplace Transform
The integral e x dx is called gamma function of (n+1) denoted by
x n
(n 1) .
(n 1)
Thus L(t n )
s n1
In particular, if n is a non-negative integer then (n 1) =n!.
n! 1 1 tn tn
Hence L(t n ) and so L or as the case may be
s n1 s n1 (n 1) n!
OR
L f t e St f t dt L t n e St t n dt L t n t n e St dt
0 0 0
Integrate by parts
e St e St
Lt n
t n
s
n.t n 1
s
dt
0 0
L tn
1
s
0 0 n t n1 e St dt
s 0
L tn
n n1
s
L t …………… (1)
Change n to n-1 we get
n 1
L t n1
s
L t n2 , substituting this in equation (1) we get
n n 1 n 2
L tn
s s
Lt
, Continue the procedure we get
n n 1 n 2
L tn
s s
s
3 2 1
L t0
s s s
L t n n L1
n!
s
n! 1
L t n n L t n n1 .
s s s
n!
8
Laplace Transform
Examples: L t 3
3!
s 4
6! 720
, L t 6 7 7 etc.
s s
TABLE OF LAPLACE TRANSFORMS
f(t) F(s)
1
1 , s>0
s
1
eat , s>a
sa
s
coshat , s > |a|
s a2
2
a
sinhat , s > |a|
s a2
2
a
sinat , s>0
s a2
2
s
cosat , s>0
s a2
2
n!
tn, n=0,1,2,….. , s>0
s n1
(n 1)
tn, n > -1 , s>0
s n1
Application of shifting property
If L {f(t)} = F(s), then L [eatf(t)] = F(s-a)
Application of this property leads to the following results:
9
Laplace Transform
1.
L e at sin bt b
L1
b
e at
sin bt
s a b
2 2
s a b
2 2
2.
L e at cosbt sa
L1
sa
e at cosbt
s a b
2 2
s a b
2 2
1
3.
L e at sinh bt b
L
b
e at
sinh bt
s a b 2
2
s a b
2 2
4.
L e at coshbt sa
L1
sa
e at coshbt
s a b
2 2
s a b
2 2
n!
5.
L e at t n
n!
L1 e at t n
s an
s a
n
Examples
t 0 t 3
1. Find L{f(t)} given f t
4 t 3
Solution: Here
3
Lf(t) = e f (t )dt e tdt 4e dt
st st st
0 0 3
Integrating the terms on the RHS, we get
1 3s 1
Lf(t) = e 2 (1 e 3s )
s s
This is the desired result.
sin 2t 0 t
2. Find L{f(t)} given f t
0 t
Solution: Here
10
Laplace Transform
Lf(t) = e f (t )dt e f (t )dt = e sin 2tdt
st st st
0 0
e st
= 2 s sin 2t 2 cos2t = 2 2 1 e s
s 4 0 s 4
This is the desired result.
3. Evaluate:
i) L(sin3t sin4t)
ii) L(cos2 4t)
iii) L(sin32t)
Solution:
1
i) Here L(sin3t sin4t) = L [ (cost cos7t )]
2
=
1
L(cost ) L(cos7t) , [by using linearity property]
2
1 s s 24s
= 2 2 .
2 s 1 s 49 (s 1)(s 2 49)
2
1 1 1 s
ii) Here L(cos24t) = L (1 cos8t ) 2
2 2 s s 64
iii) We have sin3
1
3sin sin 3
4
For =2t, we get
sin3 2t
1
3sin 2t sin 6t
4
1 6 6 48
so that L(sin3 2t ) 2 2
4 s 4 s 36 (s 4)(s 2 36)
2
This is the desired result.
11
Laplace Transform
4. Find L(cost cos2t cos3t).
1
Solution: Here cos2t cos3t = [cos5t cost ]
2
1
So that cost cos2t cos3t = [cos5t cost cos2 t ]
2
1
= [cos6t cos4t 1 cos2t ]
4
1 s s 1 s
Thus L(cost cos2t cos3t) = 2 2
4 s 36 s 16 s s 4
2
5. Find L(cosh22t)
1 cosh2
Solution: We have cosh2 For = 2t, we get
2
1 cosh4t 1 1 s
cosh2 2t , Thus, L(cosh2 2t ) 2
2 2 s s 16
1
6. Evaluate i) L( t ) ii) L (iii) L(t-3/2)
t
(n 1)
Solution: We have L(tn) =
s n 1
1
1 ( 1)
i) For n= , we get L(t1/2) = 23 / 2
2 s
1 1 1
Since (n 1) n(n) , we have 1
2 2 2 2
Thus, L( t ) 3
2
2s
1
ii) For n = - , we get L(t 2 ) 1
1 1 2
2 s 2 s
12
Laplace Transform
1
2
iii) For n = - , we get L(t 2 ) 1 1 2 s .
3 2 3
2 s 2 s 2
7. Evaluate : i) L(t2) ii) L(t3)
n!
Solution : We have, L(tn) =
s n 1
2! 2
i) For n = 2, we get L(t2) =
s3 s3
3! 6
ii) For n=3, we get L(t3) =
s4 s4
8. Find L[e-3t (2cos5t – 3sin5t)]
Solution : Given L[e-3t (2cos5t – 3sin5t)] = 2L(e-3t cos5t) – 3L(e-3t sin5t)
=2
s 3 15
, [by using shifting property]
(s 3) 25 (s 3)2 25
2
2s 9
= , on simplification.
s 6s 34
2
9. Find L[coshat sinhat]
Solution: Here L[coshat sinat] = L
eat eat
sin at
2
1 a a
= 2
2 ( s a) a ( s a) a
2 2 2
a s 2 2a 2
=
s a 2 a 2 s a 2 a 2
, on simplification
13
Laplace Transform
10. Find L(cosht sin3 2t)
et et 3sin 2t sin 6t
Solution:Given L(cosht sin3 2t) = L
2 4
=
1
8
3 L et sin 2t L(et sin 6t ) 3L(et sin 2t ) L(et sin 6t )
1 6 6 6 6
=
8 (s 1) 4 (s 1) 36 (s 1) 4 (s 1) 36
2 2 2 2
3 1 1 1 1
= .
4 (s 1) 4 (s 1) 36 (s 1) 24 (s 1) 36
2 2 2 2
4t 52
11. Find L(e t )
(n 1)
Solution: We have L(tn) = Put n= -5/2. Hence
s n 1
(3 / 2) 4
L(t-5/2) = 3 / 2 Change s to s+4.
s 3 / 2 3s
5
4
Therefore, L e 4t .t 2 .
3s 4 2
3
12. Find L 1 t 3
Solution: Lt 1 Lt 3t 3t 1
3 3 2
L1 t Lt 3Lt 3Lt Lt 3 3
3 3 2 3! 2! 1 1
4 3 2
s s s s
L 1 t
3
6 6 3 1 6 6s 3s 2 s 3
s4 s3 s2 s s4
.
14
Laplace Transform
13. Find L 4 sin 2 t cos2t
Solution: L 4 sin 2 t cos2t L4
1 cos2t
cos2t
2
1 cos4t
L 4 sin 2 t cos2t 2 Lcos2t L cos2 2t 2 Lcos2t L
2
L 4 sin 2 t cos2t 2Lcos2t L1 Lcos4t
L4 sin t cos2t
2s 1 s
2
s 4 s s 2 2
16
14. Find L e 2t 2t 2 4t 5
2t
Solution: L e 2t 2 4t 5 2L e 2t t 2 4L e 2t t 5L e 2t
Le 2t 4t 5 2
2! 1 1
2t 2
4 5 .
s 23
s 22
s2
15. Find Lt sin at and Lt cos at .
Solution: We have Lt
1
s2
L teiat
1
[By using Shifting property]
s ia2
s ia
2
s 2
a 2 i 2as
s2 a2
i
2as
s a2 s a s a s a 2 2
iat
L te 2 2 2 2
2 2 2
s2 a2
Lt cosat i sin at
2as
i
s 2
a
2 2
s 2
a2
2
s2 a2
Lt cosat and Lt sin at
2as
.
s 2
a 2 2
s 2
a2
2
15
Laplace Transform
16. Find Lcosh 2t cos 2t
e 2t e 2t
Solution: Lcosh2t cos2t L cos2t
2
Lcosh2t cos2t
1
2
L e 2t cos2t e 2t cos2t
Lcosh2t cos2t L e 2t cos2t L e 2t cos2t
1
2
1 s2 s2
Lcosh2t cos2t .
2 s 2 4 s 22 4
2
17. Find Lsin 2t sinh 3t
e 3t e 3t
Solution: Lsin 2t sinh 3t Lsin 2t
2
Lsin 2t sinh 3t
1
2
L e3t sin 2t L e 3t sin 2t
1
Lsin 2t sinh 3t
2 2
2 s 32 4 s 32 4
Lsin 2t sinh 3t
1 2 12s
s 3 2
4 s 3 2
4 s 32
4 s
32
4.
18. Find i) L 4t and iii) La
ii) L 10t t
L4 Le s log
1
Solution: i) t t . log 4
ii) L 10t L e t . log10 1
s log10
iii) L a t L e t . log a 1
s log a
16
Laplace Transform
Exercise
I Find L f(t) in each of the following cases :
e t 0t 2
1. f (t )
0 t 2
1 0 t 3
2. f (t )
t t 3
t
0t a
3. f (t ) a
1 ta
II. Find the Laplace transforms of the following functions :
1) L 1 t 2 10) L[cos4t cos7t] 19) L[ 5-t ]
11) L[sin5t cos2t] 20) L[e-2t cos2 2t]
2) La bt 3
12) L[sint sin2t sin3t] 21) L[e2t sin3t sin5t]
3) L t 3 3t 2 6t 8 13) L[sin2 5t] 22) L[ e-t sin4t + t cos2t]
4) L 1 e t
2
14) L[cos3 2t] 23) L[ sin32t]
5) L[ cos(3t )] 15) L[sinh2 5t] 24) L[ 3cosh5t-4 sinh5t]
6) L[sin2t] 16) L[t5/2] 25) L[ cosh4t·sin3t]
7) L( Sin24t) 1
3
17) L t
8) L( cos23t) t
9) L[sin3t sin5t] 18) L[3t]
17
Laplace Transform
Transforms of Derivative
In this section we shall express the Laplace transforms of the derivative of a
function in terms of the function itself. This property of Laplace transforms is
very useful, as the operation of differentiation may be replaced by simple
algebraic operation on the Laplace transforms.
Theorem: [Multiplication by t n ]
dn
If L f t F (s) then Prove that L t n . f (t ) 1
ds n
F (s)
n
Proof: Here we suppose that n is a positive integer. By definition, we have
F(s) = e f (t )dt , Differentiating ‘n’ times on both sides w. r. t. s, we get
st
dn n st
s n 0
F ( s ) e f (t )dt
ds n
Performing differentiation under the integral sign, we get
dn
n
F (s) (t ) n est f (t )dt , Multiplying on both sides by (-1)n , we get
ds 0
dn
(1) n n
F (s) (t n f (t )e st dt L[t n f (t )], by definition
ds 0
Thus, L t f (t ) = (1)
n
dn
ds n
F (s) . This is the transform of t n . f t
n
1 d
n
Also ds n F (s) (1) t f (t ) , In particular, we have
n n
L
d
L[t f(t)] = F (s) , for n=1
ds
d2
L[t2 f(t)]= F (s) , for n=2, etc.
ds 2
18
Laplace Transform
1 d d2
Also, L F (s) tf (t ) and L1 2 F (s) t 2 f (t ) .
ds ds
Theorem: If f t is a continuous and L f t F s then prove that
i) L f t sF ( s) f (0) and
ii) L f t s 2 F (s) sf (0) f (0)
Proof: By the definition of Laplace transforms we have
L f (t ) = e st f (t )dt = e st f (t ) 0 (s)e st f (t )dt ,
0 0
[by using integration by parts]
= [e (boundedfunction) f (0)] s e st f (t )dt
0
= 0 f (0) sL f t
Thus L f t sL f t f 0 sF ( s) f (0) …………… (1)
Replace f t by f t in (1)
L f t sL f t f 0
L f t ssF s f (0) f 0 s 2 F s sf 0 f 0 , In general, we have
Lf n (t ) s n Lf (t ) s n1 f (0) s n2 f (0) ....... f n1 (0)
Worked examples:
1) Find the Laplace transforms of t.sin 2t
Solution: We have L t n f t 1 n dn
ds n
F s
Lt sin 2t 1 F (s)
d
ds
19
Laplace Transform
Where F (s) L f t Lsin 2t
2
s 4
2
d 2 (s 2 4) 0 22s
Lt sin 2t 1 1
ds s 2 4 s2 4
2
Lt sin 2t
4s
.
s 2
4
2
2) Find the Laplace transform of t cos3t
Solution: We have L t f t 1
n dn
ds n
F s n
Lt cos3t 1 F (s)
d
ds
Where F (s) L f t Lcos3t
s
s 9
2
d s (s 2 9) 1 s2s s 2 9 2s 2
Lt cos3t 1 2 1 2
ds s 9 s2 9
2
s 9
2
s2 9
Lt cos3t .
s 2
9
2
3)
Find L tet cos2t
Solution: We have L t n f t 1 n dn
ds n
F s
L tet cos2t 1
d
ds
F (s)
Where F (s) L f t L e t cos2t s 1
s 12 4
[(s 1) 2 4] 1 (s 1)2(s 1)
L tet cos2t 1
d s 1
1
ds (s 1) 2 4 s 12 4
2
20
Laplace Transform
L te t cos2t s 12 4 .
(s 1) 2
4
2
4) Find L[te-t sin4t]
4
We have, L[e t sin 4t ]
(s 1) 2 16
d 1
L[te-t sin4t] = 4 2
ds s 2s 17
8(s 1)
= .
(s 2s 17) 2
2
5)
Find L t 2 sin t .
Solution : We have L t n f t 1 n dn
ds n
F s
L t 2 sin t 1
2 d2
ds 2
F (s) where F (s) Lsin t 21
s 1
d 2 1 d 2s
L t 2 sin t 1
ds 2 s 2 1 ds s 2 1 2
6s 2 2
L t 2 sin t .
s2 1 3
6) Find L(t2 sin3t).
3
We have L(sin3t) = , So that
s 9
2
d2 3 d s 18( s 2 3)
L(t2 sin3t) = = 6 = 2 .
ds 2 s 2 9 ds (s 2 9) 2 ( s 9) 3
21
Laplace Transform
7) Find the Laplace transform of te t cosht .
Solution: : We have L t n f t 1 n dn
ds n
F s
L tet cosht 1 d
ds
F (s)
Where F (s) L f t L e t cosht s 1
s 12 1
[(s 1) 2 1] 1 (s 1)2(s 1)
t d s 1
L te cosht 1 1
ds (s 1) 2 1 s 12 1
2
t
L t e cosht s 12 1 .
(s 1) 2
1
2
8)
Find L t 3e 2t .
Solution: We have L t f t 1
dn
ds n
F s n
n
L t 3 e 2t 1 3 d3
ds 3
F (s) where F (s) L e 2t 1
s2
d 2 1
Lt dsd
1
3
L t e 2
2t 3 2t
3
e 3
s 2 ds s 22
d 2
L t 3 e 2t
L t 3 e 2t
3
ds s 2
6
s 24
.
3
e
3t
9) Prove that t sintdt
0
50
d d 1
e
st
We have t sin tdt L(t sin t ) = L(sint ) = 2
0 ds ds s 1
22
Laplace Transform
2s
= , Putting s = 3 in this result, we get
(s 1) 2
2
3
e
3t
t sintdt This is the result as required.
0
50
Exercise:
Find the Laplace transforms of the followings:
1. t.cosat 5. t. sin 2 t 9. t 2 sin at
2. t.sin at 6. t. sin 3 3t 10. t 2 cos 2t
3. t coshat 7. t.3 e 2t 11. t 2 sin 2t
4. t. sinh mt 8. t.e at sin at 12. t 3 e 3t
Answers:
1.
s2 a2 1 1
s 2 36 10.
s 2s 2 24
6. 2 2 2
s 2
a 2 2
2 s
s 36 s 2
4
3
2.
2as 12s 2 16
11.
s 2
a 2 2
6 s 2
4
3
7.
s2 a2 s 24 6
3. 12.
s 2
a 2 2
8.
2a.s a s 34
2ms s 2
2as 2a 2
2
4.
s 2
m2 2
2 6as 2 2a 3
5. 9.
s. s 4
2
s 2
a2
3
23
Laplace Transform
Transforms of integrals
t 1
Theorem: If L f (t ) F ( s) then prove that L f (t )dt F (s) where s >0
0 s
t
Proof: Define function g t f t dt , therefore g t f (t ) Such that g 0 0 .
0
Consider Lg t e st g (t )dt
0
Integrate by parts by considering g(t) as first function and e-st as second function.
e st e st
Lg t g (t ) g t dt
s 0 0 s
1
1
s
s0
Lg (t ) e (boundedfunction) e 0 g (0) e st g (t )dt
1
L f (t )dt 0 0 e st f (t )dt
1
0 s s0
1
L f (t )dt F (s) .
0 s
f(t)
Theorem: [division by t] i.e Transform of
t
f (t )
If L f (t ) F ( s) then prove that L F (s)ds
t s
Proof : We have , F(s) = e f (t )dt
st
st
Therefore, F (s)ds e
s s 0
f (t )dt ds =
0
f (t ) est dsdt
s
24
Laplace Transform
e st
f (t ) dt = e st
f (t ) f (t )
= dt L
0 t s 0 t t
f (t ) f (t )
Thus L F (s)ds . This is the transform of .
t s t
f (t )
Also, L F (s)ds
1
.
s
t
Examples
1. Find L cos2tdt
0
1
Solution: We have L f (t )dt F (s) , Where F s L f (t )
0 s
F (s) Lcos2t
s
s 4
2
1 s 1
Hence L cos2t dt 2 L cos2tdt 2 .
0 s s 4 0 s 4
2) Find L sin 3tdt
0
1
Solution: We have L f (t )dt F (s) , Where F S L f (t )
0 s
F (s) Lsin 3t
3
s 9
2
1 3 3
Hence L sin 3t dt L sin 3tdt
s s 9 s(s 9)
2 2
0 0
25
Laplace Transform
3) Find L t sin tdt
0
1
Solution: We have L f (t )dt F (s) ,
0 s
Where F S L f (t )
F (s) Lt sin t (1)
d
L(sin t ) d 21
ds ds s 1
2s
F (s) 2s
s 1 s2 1 2
2 2
1 2s 2
Hence L t sin tdt L t sin tdt 2 .
0 s s 2
1
2
0 ( s 1) 2
4) Find L t sinh tdt
0
1
Solution: We have L f (t )dt F (s) ,
0 s
Where F s L f (t )
F (s) Lt sinh t (1)
d
L(sinh t ) d 21
ds ds s 1
2s
F (s) 2s
s2 1 s2 1 2
2
1 2s 2
Hence L t. sinh t.dt . L t . sinh tdt 2 .
0 s s 1
2 2
0 (s 1)
2
26
Laplace Transform
5) Find L e 2t cost.dt
0
1
Solution: We have L f (t )dt F (s) ,
0 s
Where F s L f (t )
F (s) L e 2t cost
s2
(s 2) 2 1
2 t 1 s2 2t s2
Hence L e cost.dt L e costdt .
s (s 2) 1 s[(s 2) 1]
2 2
0 0
t
6) Find L te t sin 4tdt
0
1
Solution : Here We have L f (t )dt F (s) ,
0 s
Where F s L f (t )
F (s) L tet sin 4t (1)
d
ds
d
L(e t sin 4t )
1
2
2
ds (s 1) 4
8(s 1) 8(s 1)
F (s)
(s 1) 2 16 (s 1) 2 16 2
2
1 8(s 1)
Hence L t sin 4t dt
0
s (s 1) 16
2 2
8(s 1)
L t sin 4t dt
s(s 2s 17)
2 2
0
8(s 1)
t
Thus L te t sin 4tdt = .
0 s(s 2s 17) 2
2
27
Laplace Transform
et sin t
7) Find L
t
f (t )
Solution: We have L F (s)ds , where F ( s) L f (t )
t s
t 1
F (s ) = L(e sin t )
(s 1) 2 1
et sin t
Hence
L =
ds
tan 1 (s 1) s
t 0 (s 1) 1
2
= tan 1 (s 1) = cot –1 (s+1).
2
sin t sin at
8) Find L . Using this evaluateL .
t t
f (t )
Solution: We have L F (s).ds where F ( s) L f (t )
t s
1
F ( s) L(sin t ) =
s 1
2
sin t
So that L = s
ds
1
tan 1 s S
t
2
s
= tan 1 s cot1 s .
2
sin at sin at
Consider L = a L aLf (at)
t at
1 s
= a F , in view of the change of scale property
a a
1 s
= cot
a
28
Laplace Transform
cosat cosbt
9) Find L
t
f (t )
Solution: We have L F (s)ds where F ( s) L f (t )
t s
F ( s) Lcos at cos bt =
s s
2
s a
2 2
s b2
cosat cosbt s s
So that L = 2 2 ds
t
s s a
2
s b 2
1 s 2 a 2
= log 2
2 s b 2 s
1 s2 a2 s 2 a 2
= Lt log log 2
2
2 s s 2 b 2 s b
1 s 2 b 2 1 s 2 b 2
= 0 log 2 = log 2
2
.
2
2 s a 2 s a
sin 2 t
10) Find L
t
f (t )
Solution: We have L F (s)ds
t s
where F ( s) L f (t )
1 cos2t 1
F (s) L sin 2 t L
1 1
.L1 Lcos2t 2
s
2 s s 4
2 2
sin 2 t 1 1 s 1 1
s
L
t s 2 s s 4
2 ds
2 s s
ds
s s 4
2
ds
sin 2 t 1
1 s
L log s log s 2
4 2 log 2
t 2 s
s 4s
29
Laplace Transform
sin t 1 1
2
1 log 1 log 1
L log 2
t 2 1 4 4
1 2
s2 s s
sin 2 t 1 4
L log 1 2 .
t 2 s
2 sin 2t cos3t
11) Find L
t
f (t )
Solution: We have L F (s)ds
t s
where F ( s) L f (t )
L f (t ) L2 sin 2t cos 3t Lsin 5t sin t Lsin 5t Lsin t
F (s) L f (t )
5 1
2
s 25 s 1
2
f (t ) 2 sin 2t cos3t 5 1
L
t L
t
s s 5
2 2
ds
s s 1
2
ds
f (t ) 1 s
L 5 tan 1 tan 1 s
t 5 5s s
tan 1 tan 1 tan 1 tan 1 s
s
5
2 sin 2t cos3t s
L tan 1 s tan 1
t 5
s
s
2 sin 2t cos3t 5 tan 1 4s .
L tan 1
t 1 s s 5 s
2
5
30
Laplace Transform
e at e bt
12) Find L
t
f (t )
Solution: We have L F (s)ds where F ( s) L f (t )
t s
L f (t ) L e at e bt L e at L e bt
1
1
s a s b
f (t ) e at e bt 1 1
L L ds log(s a) log(s b) s
t t s s a s b
e at e bt sa sa
L log 0 log
t sb s s b
e at e bt s b
L log .
t sa
Exercise
Find the Laplace transforms of the followings.
2 sin 2t. sin 3t 1 e at
1. L 6. L 11. L t.e 2t sin 5tdt
t t 0
2 sin 5t cos3t 1 cosat
2. L 7. L
t t 12. L e 5t t 3 costdt
0
2 sin 3t cos5t 1 e 2t
3. L
t 8. L
t
sinh t
4. L 2 sin 2t. sin 5t
t 9. L
t
sin at sin bt
5. L e t sin t
t 10. L
t
31
Laplace Transform
Answers
1 s 2 49 1 s 1 s2 a2
1. log 4. log 7. log
2 s 2 9 2 s 1 a
12s s(a b)
2. tan 1 5. tan 1 2 s 2
2 ab s 8. log
32 s 2
s
3. tan 1
2 sa
6. log
a
Transform of a periodic function
A function f (x) is said to be a periodic function of period T > 0 if
f ( x) f ( x nT ) where n=1, 2, 3,….. the graph of the periodic function repeats
itself in equal intervals.
Example: sin x, cos x are periodic functions of period 2 since sin(x + 2n) = sin x,
cos(x+ 2n) = cos t.
Note that the graph of the function between 0 and 2 is the same as that between
2 and 4 and so on.
Theorem: (Transforms of periodic function)
1 T st
1 e ST 0
Let f(t) be a periodic function of period T. Then Lf (t ) e f (t )dt
Proof : By definition, we have
L f(t) = e f (t )dt e f (u)du
st su
0 0
T 2T ( n1)T
e f (u)du e f (u)du ....... e
su su su
= f (u)du ....
0 T nT
32
Laplace Transform
( n 1)T
= e
n 0
su
f (u)du , Let us set u = t + nT, then
nT
T
L f(t) = e
n 0 t 0
s (t nT )
f (t nT )dt
Here f(t+nT) = f(t), by periodic property.
1 st
T T
Hence Lf (t )
n 0
(e sT ) n e st f (t )dt =
1 e ST
e f (t )dt
0 0
[identifying the above series as a geometric series]
T
Thus L f (t ) =
1
sT
e st f (t )dt , This is the desired result.
1 e 0
Examples
1) For the periodic function f(t) of period 4, defined by
3t 0t 2
f (t ) , find L f (t )
6 2t 4
Solution: Here, period of f(t) = T = 4
1 st 1 st
T 4
We have, L f (t ) = sT
e f (t )dt = 4 s
e f (t )dt
1 e 0 1 e 0
1 2 st 4
1 e 4 s 0 2
st
= 3te dt 6e dt
e st 2 2 e st e st 4
=
1 3
t 1.
dt 6
1 e 4 s s 0 0 s s 2
=
1 3 1 e 2s 2se 4s 3(1 e 2 s 2se 4 s )
= .
1 e 4 s s2 s 2 (1 e 4 s )
33
Laplace Transform
E sin t 0 t
2
2) A periodic function of period is defined by f (t ) .
0
2
t
Where E & are positive constants.
E
Show that L f (t ) =
(s w )(1 e s / w )
2 2
2
Here T = . Therefore
2 / /
L f (t ) =
1 1
e f (t)dt = Ee sin tdt
st st
s ( 2 / ) s ( 2 / )
1 e 0 1 e 0
/
e st
=
E
2 s sin t cost
1 e s ( 2 / ) s
2
0
E (e s / 1) E (1 e s / )
= =
1 e s ( 2 / ) s2 2 (1 e s / )(1 e s / )(s 2 2 )
E
= , This is the desired result.
(1 e s /
)(s 2 2 )
3) A periodic function f (t ) of period 2a, a > 0 is defined by
E 0t a as
, then show that L f (t ) = tanh .
E
f (t )
E a t 2a s 2
Here T = 2a. Therefore
1 2a st 1 a st 2a
2 as 2 as
L [f(t) ]= e f (t ) dt = Ee dt Eest dt
1 e 0 1 e 0 a
=
E
2 as
s(1 e )
1 e sa (e 2as e as )
=
E
2 as
s(1 e )
1 e as
2
E (1 e as ) 2
s(1 e as )(1 e as )
34
Laplace Transform
E e as / 2 e as / 2 E as
= as / 2
tanh , This is the result as desired.
s e as / 2
e s 2
for 0 < t < p and f t p f (t ) .
kt
4) Find the Laplace transforms of f (t )
p
Solution: Here f t is a periodic function of period p. Thus we have
p
L f (t )
1
ps
e st f (t )dt
1 e 0
kt
p p
L f (t ) e st . dt L f (t )
1 k
ps ps
test dt
1 e 0
p p(1 e ) 0
p
e st e st e sp e sp 1
L f (t )
k k
p s 2 2
p1 e ps
t
p(1 e ps ) s s 2 s s
0
pe sp 1 sp ke sp
L f (t )
k
p 1 e ps
k
s 2 1 e ps 2 s1 e ps .
s
5) Find the Laplace transform of the function defined by
a
1 0t 2
f (t ) and
a
1 t a
2
Solution: Here T = a. Therefore
a
a2
st
a
L f (t )
1 1
sa e f (t )dt e f (t )dt
e st f (t )dt st
1 e 0 1 e sa
0 a
2
a2 st a
a
st
a
1 e e st
L f (t )
2
1
a
st
e 1dt e ( 1) dt 1 e sa
1 e sa s s a
0
2
0
2
35
Laplace Transform
s. a s.
a
1 e 2 1 e sa e 2
L f (t )
1 e sa s s s s
2
s.
a
s
a
L f (t )
1 sa 1 1 e 2
1 e 2e 2
s 1 e
sa
s 1 e
sa
2
sa
sa
1 e 2 1 e 2
1
L f (t )
1
s
sa sa
s sa
1 e 2 1 e 2 1 e 2
sa4
sa
1 e e 4 1 as
L f (t ) tan .
s 4
sa sa
s
1 e 4
e4
Exercise
Find the Laplace transforms of the followings:
1) f (t ) e t , for 0 t 2 & f (t 2) f (t )
2) f (t ) t , for 0 t 4 & f (t 4) f (t )
t 0t a
3) f (t ) given f (t 2a f (t )
2a t a t 2a
0 0t
4) f (t ) and f t 2 f (t )
sin t
2
t
t 0t
5) f (t ) and f (t ) f 2 t
t t 2
36
Laplace Transform
T
E 0t 2
6) f (t ) and f (t T ) f (t )
T
E t T
2
Answers:
1 e 2s 1 s s
1. 5.
1
1 s
2
s e e 1 s 2 e 1
s 1 1 e 2s 1 e 2s
1 4se 4 s e 4 s E sT
2. 6. tanh
s 2 1 e 4 s s 4
3.
1 e as 2
s2
4.
Ts
2
s 2 e 1
Step Function(diagram and explanation)
At times, we come across such fractions of which the inverse transforms cannot
be determined from the formulae so far derived. In order to cover such cases,
we introduce unit step function (or Heaviside’s unit function). In many
Engineering applications, we deal with an important discontinuous function
H (t a) defined as follows.
0 t a
H (t a) , Where a is a non-negative constant.
1 t a
This function is known as the unit step function or the Heaviside function. The
function is named after the British electrical engineer Oliver Heaviside. The
function is also denoted by u(t a) The graph of the function is shown below:
37
Laplace Transform
Note that the value of the function suddenly jumps from value zero to the value 1
as t a from the left and retains the value 1 for all t > a. Hence the function
H(t-a) is called the unit step function.
In particular, when a=0, the function H(t-a) become H(t), where
0 t 0
U (t ) H (t )
1 t 0
Transform of step function: By definition, we have
e as
a
LH (t a) = e H (t a)dt = e 0dt e st (1)dt =
st st
0 0 a s
1
In particular, we have L [H(t)] =
s
1 e
as
1
Also L s H (t a) and L1 H (t ) .
s
Definition: Let f (t ) be any function defined for all t 0 , then the product
0 ta
function f t a H (t a)
f t a t a
The function f (t a) H (t a) represents the graph of f (t ) shifted throught a
distance a to the right i.e. (t a ) , and is of special importance.
38
Laplace Transform
Theorem (Second shifting property):
If L f (t ) f ( s) . Then L f (t a).H (t a) e as F (s) where H (t a) is the
unit step function.
Proof : We have L f (t a) H (t a) = f (t a)H (t a)e
st
dt
0
a
= e
st
f (t a) H (t a)dt e st . f t a.H (t a)dt =
0 a
a
e st
f (t a).0.dt e . f (t a).1.dt e st f (t a)dt
st
0 a a
Setting t-a = u, we get t a u,&dt du
L f (t a) H (t a) = e s ( au ) f (u)du = e sa .e su f (u).du
0 0
= e e f (u)du e e f (t )dt
sa su sa st
0 0
[we change the variable u to t]
L f (t a) H (t a) = e sa F (s) This is the desired shift theorem.
Also, L-1 [e-as L f(t)] = f(t-a) H(t-a).
Examples
1. Find L[et-2 + sin(t-2)] H(t-2)
Solution : Let f(t-2) = [et-2 + sin(t-2)]
Then f(t) = [et + sint]
1 1
so that L[ f(t)] = 2
s 1 s 1
By Heaviside shift theorem, we have
L[f(t-2) H(t-2)] = e-2s Lf(t)
39
Laplace Transform
1 1
Thus, L[e (t 2) sin(t 2)]H (t 2) e 2 s 2 .
s 1 s 1
2. Find L(3t2 +2t +3) H(t-1)
Solution: Let f(t-1) = 3t2 +2t +3
so that f(t) = 3(t+1)2 +2(t+1) +3 = 3t2 +8t +8
6 8 8
Hence Lf (t )
s3 s 2 s
Thus L[3t2 +2t +3] H(t-1) = L[f(t-1) H(t-1)]
6 8 8
= e-s L f(t) = e s 3 2 .
s s s
3. Find L[e-t H(t-2)]
Solution: Let f(t-2) = e-t , so that, f(t) = e-(t+2)
e 2
Thus, L [f(t)] =
s 1
By shift theorem, we have
2 s e 2( s 1)
L[ f (t 2) H (t 2)] e Lf (t )
s 1
Thus L e t H (t 2) e 2( s 1)
s 1
.
f t t a
4. Let f (t ) 1 , Verify that f(t) = f1(t) + [f2(t) – f1(t)]H(t-a).
f 2 t t a
Solution: Consider
f t f 2 t f1 t t a
f1 (t ) f 2 t f1 (t )H t a 1
f1 t ta
f t t a
2 f t , given
f1 t t a
40
Laplace Transform
Thus the required result is verified.
5. Express the following functions in terms of unit step function and hence find
their Laplace transforms.
t 2 1 t 2 cost 0t
a. f (t ) and b. f (t )
4t t2 sin t t
Solution:
a. Here, f(t) = t2 + (4t-t2) H(t-2)
2
Hence L [f(t)] = 3
L(4t t 2 ) H (t 2) …………… (1)
s
Let (t-2) = 4t – t2
So that (t) = 4(t+2) – (t+2)2 = -t2 + 4
2 4
Now L (t ) , Expression (1) reads as
s3 s
L (t 2) H (t 2)
2
L [f(t)] =
s3
2
= 3 e 2s L (t )
s
2 4 2
= e 2 s 3
s s
3
s
This is the desired result.
b. Here f(t) = cost + (sint-cost)H(t-)
s
Hence, L [f(t)] = L(sin t cost )H (t ) …………… (2)
s 1
2
Let (t-) = sint – cost
Then (t) = sin(t + ) – cos(t + ) = -sint + cost
1 s
so that L [(t)] = 2
s 1 s 1
2
Expression (2) reads as
41
Laplace Transform
s 1
L (t )H (t ) = 2
s s s
L [f(t)] = e s L (t ) = 2 e s 2 .
s 1
2
s 1 s 1 s 1
6. Express the following functions interms of unit step function and find their
Laplace transforms.
2t 0t
a. f (t )
1 t
t 2 0t 2
b. f (t )
6 t2
1 0t 4
c. f (t )
2t 1 t4
Solution:
a. Consider the unit step function
u t 0 for t
u t 1 for t
We shall express f (t ) in terms of unit step function.
The function is f (t ) 2t 2t.ut 2t when t
And f (t ) 0 when t
f (t ) 2t 2t.u t ut
42
Laplace Transform
INVERSE LAPLACE TRANSFORMS
Let L f (t ) F ( s) Then f (t ) is defined as the inverse Laplace transform of F (s )
and is denoted by L1 F (s) thus L1 F (s) f (t )
Linearity Property
Let L-1 [F(s)] = f(t) and L-1 [G(s)] = g(t) and a and b be any two constants. Then
L-1 [a F(s) + b G(s)] = a L-1 F(s) + b L-1 G(s)
Table of Inverse Laplace Transforms
Sl. No. f (t ) L f (t ) F ( s) L-1 F (s ) L1 F (s) = f(t)
1 1
1 1 L1 1
s s
1 1
2 t L1 2 t
s2 s
2! 2!
3 t2 L1 3 t2
S3 s
n! n!
4 tn n 1
L1 n1 tn
s s
1 1
5 e at L1 e at
sa s a
43
Laplace Transform
a a
6 L1 2
s a
sin at sin at
s a2
2 2
s s
7 L1 2
s a
cosat cosat
s a2
2 2
a a
8 L1 2
s a
sinh at sinh at
s a2
2 2
s s
9 L1 2
s a
coshat coshat
s a2
2 2
n! 1
1 e kt .t n1
10 kt n
L n
e .t
s k n1 s k n 1!
a a
11 e kt . sin at L1 2
e kt sin at
s k 2
a 2
s k a
2
sk sk
12 e kt . cosat L1 2
e kt . cosat
s k 2 a 2 s k a
2
a a
13 e kt . sinh at L1 2
e kt . sinh at
s k 2
a2 s k a
2
sk sk
14 e kt . coshat L1 2
e kt . coshat
s k 2 a 2 s k a
2
Examples: Find the inverse Laplace transforms of the followings
1 s b 2s 1 4s 9
1. 2. 3.
2s 1 s a2
2
4s 25 9 s 2
2
Solution:
1 1 1 1 1 1 2 t
1
1. L L e
2s 1 2 s 1 2
2
44
Laplace Transform
sb s b 1 a b
2. L1 2 2
L1 2 2
L 2 2
cosat . sin at
s a s a a s a a
2s 5
1 4s 8 2 1 s 5 2 1
s 92
(iii) L 2 2
L 4L 2
4s 25 9 s 4 s
2 25 s 9
4
Note: We have, if L[ f(t)] = F(s), then L[eat f(t)] = F(s – a), and so
L-1 [F(s – a)] = eat f(t) = e at L-1 F(s)
Examples
3s 1
1. Evaluate: L1
s 14
3s 1 - 1 1 1 1
Given L-1 3 L1 2 L1
s 1 4
s 13
s 14
1 1
3et L1 3
2et L1 4
s s
Using the formula
1 1 tn
L and taking n 2 and 3, we get
s n 1 n!
3et t 2 et t 3
Given
2 3
s2
2. Evaluate: L-1
s - 2s 5
2
s2 1 s 1 3 1 s 1 1
Given L-1 L L 3L1
s 1 4
2
s 1 4
2
s 1 4
2
s 12 4
45
Laplace Transform
s 1
et L-1 3 et L1 2
s 4
2
s 4
3
et cos 2t et sin 2t
2
2s 1
Evaluate : L1
s 3s 1
2
Given 2L -1
s 1 2L s L
3
2 1 1
3
2
1
s 5 4 s 5 4 s 5 4
3 2
2
3 2
2
3 2
2
3t s
3t
1
2 e L 2
2 1
e 2 L1 2
s 54 s 54
3t
5 2 5
2e 2 cos h t sin h t
2 5 2
1 s
3) Evaluate L 2
s 4
s A B
Solution: Consider …………… (1)
s 4 s 4 s 42
2
s A(s 4) B 4 A B 0 when s 0 and 5 A B 1 when s 1
Solving the equations 4 A B 0 & 5 A B 1 we get A 1 & B 4
Therefore from (1)
s 1 4 1 s 1 1 1 4
L L s 4 L 2
s 42 s 4 s 42 s 4
2
s 4
s
L1 2
e 4t 4te4t .
s 4
46
Laplace Transform
1 2s 2 5s 8
4) Find L
s3
1 2s 2 5s 8 1 1 1 1 1 1
Solution: L 2L s 5L 2 8L 3
s s
3
s
2s 2 5s 8 t2
L1 3 2.1 5.t 8. 2 5t 4t 2 .
s 2!
s2
5) Find the inverse Laplace transforms of
s 4s 13
2
1 s2 s2 s24
Solution: L 2 L1 2 L1 2
s 4s 13 s 4s 4 9 s 2 3
2
s2 s 2 4 1 3
L1 2 L1 2
L 2
s 4s 13 s 2 3 3 s 3 3
2 2
s2 4
L1 2 e 2t cos3t e 2t sin 3t .
s 4s 13 3
1 s3
6) Evaluate L 4
s a
4
s3 A B cs D
Solution : Let 4 2 …………… (1)
s a 4
s a s a s a2
Hence s3 = A(s + a) (s2 + a2) + B (s-a)(s2+a2)+(Cs + D) (s2 – a2)
For s = a, we get A = ¼; for s = -a, we get B = ¼;
comparing the constant terms, we get D = a(A-B) = 0;
comparing the coefficients of s3, we get 1 = A + B + C
and so C = ½. Using these values in (1), we get
s3 1 1 1 1 s
s a
4 4
4 s a s a 2 s 2 a 2
47
Laplace Transform
Taking inverse transforms, we get
s3 1
1
L 4 4 eat eat cos at
1
s a 4 2
cos hat cos at
1
2
s
7) Find the inverse Laplace transform of
s s2 1
4
s s 1 2s
Solution: 2 2
s s 1 s s 1 s s 1 2 s s 1 s s 1
4 2 2 2
1 s2 s 1 s2 s 1
= 2
2 s s 1 s 2 s 1
1 1 1 1 1 1
= 2 2 2
2 s s 1 s s 1 2 1 3
2 2
1 3
2
s 2 2 s
2 2
3 3
s 1 2 2 2
L1 4 .
s s 1 2 3
2 2 2
1 3 1 3
2 2
s 2 2 s
2 2
1t t
1
1 2 t 3 2 t 3 2 3 e 2 e 2
1 1
= e sin t e sin t sin t
3
2 2 3 2 2
2 3 t
sin t sin h
3 2 2
48
Laplace Transform
3s 2
8) Find the inverse Laplace transforms of .
2s 4s 3
2
3 1
Solution: Consider 2s 2 4s 3 2 s 2 2s 2 s 2 2s 1
2 2
1
2
= 2s 1
2
2
3s 2 3s 2 3s 1 5
Now
2s 4s 3
2
1
2
1
2
2s 1 2s 1
2 2
2 2
1 3s 2 1 1 3s 1 5
L 2 .L
2s 4s 3 2
2
s 1 1
2
2
1
.3.L1 5. 2L1
3s 2 1 s 1 2
L1 2 2 2
2s 4s 3 2
s 12 1 s 12 1
2 2
3s 2 1 t 1 1
L1 2 3.e cos t 5 2 sin t .
2s 4s 3 2 2 2
2s 1
9) Find L1 2
s 2s 10
Solution: Consider s 2 2s 10 s 1 32
2
2s 1 1 2s 2 1
L1 2 L
2
s 2s 10 s 1 3
2
49
Laplace Transform
2s 1 1 s 1 1 1 3
L1 2 2.L L
2
s 1 32
s 2s 10 s 12
3 3
2
2s 1 1 t
L1 2 2.e cos3t e . sin 3t .
t
s 2s 10 3
3 4s
10) Find L1 2
9s 16
1 3 4s 3 4s 1 1 3 4s
Solution: L 9s 2 16 L1
L
2 16 9 2
4
2
4
2
9 s 9 s s2
3 3
4
1 3 4s 1 9 1 3 1 s
L 2 L 2
4.L 2
9s 16 9 4 2 4
s 2 4
s 3
3
3 4s 1 9 4 4t
L1 2 sinh t 4. cosh .
9s 16 9 4 3 3
2s 2 6s 5
11) Find the inverse Laplace transforms of
s 3 6s 2 11s 6
Solution : We know that s 3 6s 2 11s 6 s 1s 2s 3
2s 2 6s 5 2s 2 6s 5 A B C
…………… (1)
s 6s 11s 6 s 1s 2s 3 s 1 s 2 s 3
3 2
2s 2 6s 5 As 2s 3 Bs 1s 3 Cs 1s 2
By setting the values for s 1,2,3 we get corresponding values for A, B and C
1 5
i.e. A , B 1 & C
2 2
50
Laplace Transform
1 5
2s 6s 5
2
1
3 2 2
s 6s 11s 6 s 1 s 2 s 3
2
2s 2 6s 5 1 1 1 1 1 5 1 1
1
L 3 .L L L
s 6s 11s 6 2 s 1 s 2 2 s 3
2
2s 2 6s 5 1 t 5 3t
L1 3 2e e 2e .
2t
s 6s 11s 6
2
1
12) Find L1
s.(s 1)(s 2)
1 A B C
Solution: Let = …………… (1)
ss 1s 2 s s 1 s 2
1 A.s 1s 2 B.ss 2 C.ss 1
By setting the values for s 0,1,2 we get corresponding values for A, B and C
1 1
i.e. A , B 1, C , Therefore from (1)
2 2
1 1
1 1 1 1 1 1 1 1 1 1 1
2 2 L1 L L L
ss 1s 2 s s 1 s 2 s ( s 1)(s 2) 2 s s 1 2 s 2
1
L1
1 1 1
.1 e t e 2t 1 2e t e 2t .
s(s 1)(s 2) 2 2 2
1 2s 3
13) Find L 2
s 1s 2
2s 3 A B C
Solution: Consider ……………..(1)
s 1s 2 s 1 s 2 s 22
2
2s 3 As 2 Bs 1s 2 Cs 1
2
51
Laplace Transform
By setting the values for s 1,2,&0 we get corresponding values for A, C and B
5 1 5
i.e. A , C & B , Therefore from (1)
9 3 9
5 5 1
2s 3
9 9 3 2
s 1s 2 s 1 s 2 s 2
2
2s 3 5 1 1 5 1 1 1 1 1
L1 2
L L L
2
s 1s 2 9 s 1 9 s 2 3 s 2
2s 3 5 t 5 2t 1 2t
L1 2
e e t.e .
s 1s 2 9 9 3
1 s
14) Find L
s 3 s 4
2
s A B.s C
Solution: Consider 2 …………… (1)
s 3 s 4 s 3 s 4
2
s A s 2 4 (B.s c)s 3
3
Put s 3 3 A(13) B.0 A
13
3
Equating coefficient of S on both side we get A B 0 B
2
13
4
Equating the coefficient of s on both side we get 3B C 1 C
13
3 3 4
s
s
From (1) we have 13 132 13
s 3 s 4 s 3 s 4
2
s 3 1 3 s 4 1
. 2
s 3 s 4 13 s 3 13 s 4 13 s 2 4
2
52
Laplace Transform
s 3 1 1 3 1 s 2 1 2
L1 L L 2 2
L 2 2
s 3 s 4 13 s 3 13 s 2 13 s 2
2
s 3 3t 3 2
L1 e cos2t sin 2t .
s 3 s 4 13
2
13 13
1 3s 16s 26
2
15) Find L 2
s s 4s 13
3s 2 16s 26 A Bs C
Solution: Consider 2 …………… (1)
s s 4s 13
2
s s 4s 13
3s 2 16s 26 A s 2 4s 13 Bs C.s
Put s 0 26 13A A 2
Equating coefficient of s on both side we get 3 A B B 1
2
Equating the coefficient of s on both side we get 16 4 A C C 8
Therefore from (1)
3s 2 16s 26 2 1.s 8 3s 2 16s 26 2 (s 2) 6
s s 2 4s 13 s s 2 4s 13
s s 2 4s 13 s s 22 32
3s 2 16s 26 1 1 1 s2 3
L1 2 2.L s L 2.L1
s s 4s 13
s 22
3 2
s 2 32
2
3s 2 16s 26
L1 2 2.1 e cos3t 2e sin 3t 2 e cos3t 2 sin 3t .
2t 2t 2t
s s 4s 13
1 s3
16) Find L
s 1 s 2s 5
2
s3 A B.s C
Solution: Consider 2 …………… (1)
s 1 s 2s 5 s 1 s 2s 5
2
s 3 A s2 2s 5 Bs Cs 1
53
Laplace Transform
Put s 1 4 A1 2 5 4 8 A A
4 1
8 2
1
Equating the coefficient of s on both side we get 0 A B B
2
2
1
Equating the coefficient of s on both side we get 1 2 A B C C
2
From equation (1)
1 1 1
S
s3 s3 1 1 1 s 1
2 22 2 . 2
2
2
s 1 s 2s 5 s 1 s 2s 5 s 1 s 2s 5 2 s 1 2 s 2s 5
s 3 1 1 1 1 1 s 1
L1
s
1 s 2
2s 5
2 L
s 1 2
L s 12 2 2
s 3 1 t 1 t
L1 2 e 2 e cos2t .
s
1 s 2
2s 5
1 s2
17) Find L
s 1 s 1
2
s2 A B.s C
Solution: consider 2 …………… (1)
s 1 s 1 s 1 s 1
2
s 2 A. s 2 1 B.s Cs 1
Put s 1 1 A1 1 1 2 A A
1
2
1
Equating the coefficient of s on both side we get 1 A B B
2
2
1
Equating the coefficient of s on both side we get 0 B C B C C
2
From equation (1)
54
Laplace Transform
1 1 1
s
2
s 2 2 2 s2 1 1 s 1
2
s 1 s 1 s 1 s 1 s 1 s 1 2 s 1 s 1
2 2 2
s2 1 1 1 1 s 1 1
L1 L L 2 L 2
2
s 1 s 1 2 s 1 s 1 s 1
L1
s2
1 t
e cost sin t .
s 1 s 1 2
2
s 2 2s 3
18) Find the inverse Laplace transforms of
s 2 2s 2 s 2 2s 5
s 2 2s 3 As B Cs D
Solution: Consider 2 2 ………… (1)
s 2s 2 s 2s 5 s 2s 2 s 2s 5
2 2
s 2 2s 3 As B s 2 2s 5 Cs D s 2 2s 2
Coefficient of s A C 0 …………… (2)
3
Coefficient of s 2 A B 2C D 1 …………… (3)
2
Coefficient of s 5 A 2B 2C 2D 2 …………… (4)
Constant term 5B 2D 3 …………… (5)
Use (2) 1n (3) we get B D 1 …………… (6)
1 2
From (5) and (6) we get B ,&D
3 3
Use the values of B and D in (4) we get 5A+2C=0…………… (7)
From (1) and (7) we get A=0 and C=0
From (1)
55
Laplace Transform
1 2
s 2 2s 3 3 3
2
s 2s 2 s 2 2s 5 s 2 2s 2 s 2 2s 5
s 2 2s 3 1 1 1 1 1 2
L1 2 = 3L L
s 2s 2 s 2s 5
2
2 2
s 1 1 3 s 1 2
2 2
s 2 2s 3 1 t
= 3 e sin t 3 e sin 2t 3 e sin t sin 2t .
1 t 1 t
L1 2
s 2s 2 s 2s 5
2
2s 2 6s 5
1
19) Find L
s 1 s 5s 6
2
2s 2 6s 5 2s 2 6s 5
Solution: Consider
s 1 s 2 5s 6 s 1s 2s 3
2s 2 6 s 5 A B C
…………… (1)
s 1s 2s 3 s 1 s 2 s 3
2s 2 6s 5 As 2s 3 Bs 1s 3 Cs 1s 2
Put S 1, we get 1 A 1 2 1 2 A A
1
2
Put S 2 8 12 5 B1(1) B 1
Put s 3 18 18 5 C21 C
5
2
1 5
2s 6 s 5
2
1
2 2
s 1s 2s 3 s 1 s 2 s 3
2s 2 6s 5 1 1 1 1 1 5 1 1
L1 L L L
s 1 s 5s 6 2 s 1
2
s 2 2 s 3
56
Laplace Transform
2s 2 6s 5 1 t 5 3t
L1 2e e 2e .
2t
s 1 s 5s 6
2
1 s 2 10s 25
20) Find L
s 25s
3
s 2 10s 25 s 2 10s 25 s 2 10s 25
Solution: Consider
s 3 25s
s s 2 25
ss 5s 5
s 2 10s 25 A B C
…………… (1)
s 25s
3
s s 5 s 5
s 2 10s 25 As 5s 5 B.ss 5 C.ss 5
Put s 0,5,5 in the above, correspondingly we get A 1, C 1, B 1
From (1)
s 2 10s 25 1 1 1 s 2 10s 25 1 1 1 1
L 3 L1 L1 L
s 25s
3
s s 5 s 5 s 25s s s 5 s 5
s 2 10s 25
1 5t 1 s 10s 25
2
e5t e 5t
1 e e L 3 1 2
5t
L 3
s 25s s 25s 2
s 2 10s 25
1
L 3 1 2 sinh 5t .
s 25s
57
Laplace Transform
Exercise
Find the inverse Laplace transforms of the followings
3s 2 10s 6 2s 11 5s 3
9) 16)
1)
s4 s 4s 8
2
s 1 s 2 2s 5
s 1 3s 7
2) 10) 2s 3 2s 2 4s 1
s 2s 8 17) 2
2
s 6s 9
2
s 1 s2 s 1
1
3) s 8
s 32 11)
s 4s 5 18)
3s 2 2s 1
2
1 s 3 s 2 1
4) s2
s 32 16 12) s
s 4s 29
2
19)
s 1 s 4a 4
4
5) 3s 7
s 2s
2
13)
s 2s 3
2 2s 2 1
1 2s 2 20)
s2 1 s2 4
6) s
s4 14) 2
1 s s2
7)
as b 1
15)
8)
1 2
s s 1 s2 9
2
s 33
Answers
t
1) 3t 5t t 5) e cosht
2 3
t
2) e cosh3t t 3 12t 2 24t
3t 6)
3) t.e 6
1 3t
4)
b
e sin 4t 1 t
4 7) e a
a
58
Laplace Transform
1 3t 1 1 1
8) t.e 15) t sin t sin 3t
2 9 8 216
e 2t 3
9) 4 cos2t 7 sin 2t 16) et e t cos2t e t sin 2t
2
2
10) e 3t 3 2t 3
t
3
17) cost 2 sin t e cos t 3. sin
2
t
2 2
11) e 2t cost 6 sin t
18) 2.e cost sin t
3t
2t
12) e cos5t
t 1
13) 4e e 19)
3t
sin at.sinh at
2a 2
1 t 2 2t
14) e e 3
3 3 20) sin t sin 2t
2
Inverse Laplace transform using derivatives
s2 1
1) Show that L1 sin at at cosat
s 2
a 2 2
2a
Solution: We have Lsin at and Lcosat 2
a s
F ( s)
s a
2 2
s a2
We have Lat cosat aLt. cosat a. 1
d
F (s) a d 2 s 2
ds ds s a
(s 2 a 2 )(1) s(2s 0) s2 a2
Lat cosat a a 2
s2 a2
2
2 2
s a
Consider Lsin at at cos at L[sin at ] L[at cos at]
Lsin at at cosat
a
a(s 2 a 2 ) a s 2 a 2 a s 2 a 2
s2 a2
s2 a2
2
s2 a2 2
59
Laplace Transform
2as 2 2as 2
Lsin at at cosat [sin at at cosat] L
1
s 2
a2
2 2 2
s a
2
s2
sin at at cosat 2a.L1 [By Linearity property]
s 2 a 2
2
s2 1
L1 sin at at cosat .
2 2
s a 2a
2
3 sin at at cosat .
1 1
2) Show that L1 2
s 2 a 2 2a
Solution: We have Lsin at and Lcosat 2
a s
F ( s)
s a
2 2
s a2
We have Lat cosat aLt. cosat a. 1
d
F (s) a d 2 s 2
ds ds s a
(s 2 a 2 )(1) s(2s 0) s2 a2
Lat cosat a a 2 2
s2 a2
2
s a 2
Consider Lsin at at cos at L[sin at ] L[at cos at]
Lsin at at cosat 2
a
a(s 2 a 2 ) a s 2 a 2 a s 2 a 2
s a2 s2 a2
2
s2 a2
2
2a 3 2a 3
Lsin at at cosat [sin at at cosat] L1 2
s 2
a2
2
s 2 a 2
sin at at cosat 2a 3 .L1
1
[By Linearity property]
2 2
s a
2
s2
3 sin at at cosat .
1
L1 2
s 2 a 2 2a
60
Laplace Transform
1 1 s 2 s 3
3) Show that L 2
t.e t e t t 2
s s 1
2
t
Solution: We have L t.e d 1
1
ds s 1 s 12
L e t
1
s 1
, Lt 2 , L2
s
1 2
s
Consider L t.et et t 2 L t.et L et Lt L2
1 2 s 2 s 2 ( s 1) s 1 2s( s 1) 2
2
1 1
L t.e t e t t 2
s 12 s 1 s 2 s s 2 s 1
2
t t
L t.e e t 2
s 2 s 3 s 2 s 2 2s 1 2s 3 4s 2 2s
s 2 .s 1
2
1 1 s s
1 s 2 s3 2 3
L t.e t e t t 2 L 2 2
t.e t e t t 2 .
s s 1 s s 1
2 2
1 s2 a sin at b sin bt
4) Show that
L 2
s a 2
s 2
b2
a 2 b2
a2 b2
Solution: We have La.sin at a.
a
& L b. sin bt
S 2 a2 s2 a2 s 2 b2
a2 b2
Consider La. sin at b.sin bt La. sin at Lb. sin bt
s 2 a 2 s 2 b2
a 2 s 2 b 2 b 2 (s 2 a 2 )
s 2 a2 b2
L a. sin at b. sin bt
2 2
s2
a
2
s b
s 2 a2 s 2 b2
a 2 b 2 .s 2
a.sin at b.sin bt L1 2
s a s b
2 2 2
s2
L 21
2
1
a.sin at b.sin bt .
2
s a s b a b
2 2
2
61
Laplace Transform
Inverse transform of logarithmic and inverse functions
If L f (t ) F ( s), then by the derivative transforms we have
Lt. f (t ) F (s)
d
ds
d
Therefore L1 F (s) t. f (t ) .
ds
Examples
s b
1) Evaluate L1 log
s a
Solution: We have Lt. f (t ) F (s) then
d
ds
d
L1 F (s)
f (t ) ds
t
sa
Let F (s) log logs a logs b
sb
d
F (s) 1 1 d F (s) 1 1
ds s a s b ds s b s a
d 1 1 1
L1 F (s) L1 L e bt e at
ds s b s a
e bt e at
t. f (t ) e bt e at f (t ) .
t
a
2) Find f (t ) . Given that F (s) tan 1
s
a
Solution: Given F (s) tan 1 F (s) 2
d s
s ds s a2
62
Laplace Transform
d s
L1 [ F (s)] L1 2 t. f (t ) sin at
ds s a
2
sin at
f (t ) .
t
s 2
3) Find f (t ) . Given that F (s) log
s 1
s 2
Solution: F (s) log logs 2 logs 1
s 1
d
F (s) 1 1 d F (s) 1 1
ds s 2 s 1 ds s 1 s 2
d 1 1 1
L1 F (s) L1 L e t e 2t
ds s 1 s 2
e t e 2t
t. f (t ) e t e 2t f (t ) .
t
1
4) Find f (t ) .Given that L f (t ) log1 2
s
1 s 2 1
Solution: Let L f (t ) F (s) F (s) log1 F ( s ) log 2
s2 s
F s log s 2 1 log s 2
d
F (s) 22s 2 d F (s) 2 22s
ds s 1 s ds s s 1
d 2 2s
L1 [ F (s)] L1 L1 2 t. f (t ) 2 2 cost
ds s s 1
2(1 cost )
f (t ) .
t
63
Laplace Transform
sa
5) Find f t . Given that F (s) log .
sa
sa
Solution: Let F (s) log logs a logs a
sa
d
F (s) 1 1 d F (s) 1 1
ds sa sa ds sa sa
d 1 1 1
L1 F (s) L1 L e at e at
ds s a s a
e bt e at 2 e at e at 2
t. f (t ) e at e at f (t ) .sinh at .
t t 2 t
s s
6) Find f (t ) . If L f (t ) log or Find L1 log .
s 1 s 1
s
Solution: Let F (s) log log s logs 1
s 1
d
F (s) 1 1 d F (s) 1 1
ds s s 1 ds s 1 s
d 1 1 1
L1 F (s) L1 L et 1
ds s 1 s
et 1
t. f (t ) e 1 f (t )
t
.
t
7) Find f (t ) . Given that a) L f (t ) cot1 s and b) L f (t ) cot1 (s 1)
Solution:
a) Given F s cot1 s
d
F (s) 1 2
ds 1 s
d 1
L1 F (s) L1 t. f (t ) sin t
ds 1 s
2
64
Laplace Transform
sin t
f (t ) .
t
b) Given F s cot1 (s 1)
d
F (s) 1 2
ds 1 (s 1)
d 1
L1 F (s) L1 2
t. f (t ) e t .sin t
ds 1 ( s 1)
e t .sin t
f (t ) .
t
s 2 1 s 1
8) Find f (t ) . Given that a) L f (t ) log and b) s. log 2
s 1 s 1
Solution:
s 2 1
a) Given F s log
log s 1 logs 1
2
s 1
d
F (s) 22s 1 d F (s) 1 22s
ds s 1 s 1 ds s 1 s 1
d 1 s
L1 F (s) L1 2L1 2 t. f (t ) e t 2 cost
ds s 1 s 1
f (t )
e t
2 cost.
t
s 1
b) Given F (s) s. log 2 s.log(s 1) log(s 1) 2
s 1
d
F (s) s 1 1 log s 1 d F (s) s s 12 s 1 log s 1
ds s 1 s 1 s 1 ds s 1 s 1
d
F (s) 2 2s log s 1 d F (s) 22s log s 1
ds s 1 s 1 ds s 1 s 1
d 2s 1 s 1
L1 F s L1 2 L log
ds s 1 s 1
65
Laplace Transform
sinh t 2 cosht 2 sinh t
t. f (t ) 2. cosht 2. f (t )
t t t2
f (t )
2
t. cosht sinh t .
t2
f (t )
Note : We have L F (s)ds where L f (t ) F ( s)
t s
Denote F (s)ds s
s
f (t )
(s) L1 (s)
f (t )
L
t t
But (s) F (s) L f (t ) f (t ) L1 (s)
L1 (s) L1 (s) .
1
t
1 1
9) Evaluate L
2
s s a
2
1
L f (t ) 2
1 1
Solution: Let F (s) f (t ) L1 2
s a s a s a
2 2 2 2
1 a 1
f (t ) .L1 2 sin at
s a a
2
a
t
1 1 F ( s)
t
sin at 1 cosat
Now L 2 1
2
L dt
s( s a ) s 0 a a a 0
1 1 cosat
L1 2 2
.
s ( s a ) a2
66
Laplace Transform
2s
10) Find L1 2
s 4
2
2s
L f (t )
2s 2s
Solution : Let F (s) f (t ) L1 2
s 2
4
2
s 2
4
2
s 2 4
f (t ) f (t ) 2s
We have L
t s
F ( s ) ds L t
s s 2
4
2
ds
f (t ) 1 f (t ) 1
L 2 L 2
t s 4 s
t s 4
f (t ) 1 f (t ) 1 1 2 t
L1 2 L 2 2
f (t ) sinh 2t
t s 4 t 2 s 2 2
2s t. sinh 2t
i.e. L1 2
.
s 2
4 2
1 1
11) Find L 2
s s a
2
2
1
Solution: Let F (s)
s s a2
2
2
L f (t )
1 1
f (t ) L1 2 2
s s a
2 2 2
2
s s a
f (t ) f (t ) 1
We have L F (s)ds L 2 2 ds …………… (1)
t s
t s s s a
2
1 A B Cs D
Now consider 2 2 …………… (2)
s s a
2 2
2
s s s a2
1 As s 2 a 2 B s 2 a 2 Cs Ds 2 1 A.s 3 A.sa 2 Bs2 Ba2 Cs 3 Ds2
1
Put s 0 1 Ba2 B
a2
67
Laplace Transform
Coefficient of s 0 A C
3
1
Coefficient of s 2 0 B D D B D
a2
Coefficient of s 0 A.a 2 A 0,C 0
1 1
2
1 2 1 1 1 1
From (2) a2 2 a 2 2 2 2 2 2
2
s s a2 2
s s a s s a 2
a s
s a2
f (t ) 1 1 1
From (1)
L
t s a s
2 2
ds
s a2
2
f (t ) 1 1
1 1 s f (t ) 1 1 1 s
L .tan L 2 0 tan 1
t a s s a t a s a 2 a
2
a s
f (t ) 1 1 1 1 s f (t ) 1 1 1 1 1 1 s
L 2 cot L L cot
t a s a a t a 2 s a a
1 sin at 1 1 s sin at
1 a . t f (t ) a 3 at sin at .
f (t ) 1 1
2 L cot
t a a t
Exercise:
Find the inverse Laplace transforms of the followings
s 3 4 1 s
1. log 4. log1 2 7. cot
s 2 s a
s 1 s2 8.
s
2. log 5. log 2
s 1 s s 2
a2
2
s 2 s2 1 1
3. log 9.
s 6. log
ss 1 s 12
68
Laplace Transform
Answers
e 2t e 3t 21 cos2t
1. 4.
t t sin at
7.
e t 1 21 cosh2t t
2. 5.
t t t.sin at
8.
1 e 2t 6.
1 e t
2 cost 2a
3. t
t t 9. t.e
CONVOLUTION
The convolution of two functions f (t ) and g (t ) denoted by f (t ) * g (t ) is defined
t
as f (t ) * g (t ) = f (t u) g(u)du
0
Property: The convolution of two function is commutative.
i.e. f (t ) * g (t ) = g (t ) * f (t )
t
Proof: By definition, we have f (t ) * g (t ) = f (t u) g(u)du
0
Put t u x then u t x du dx , when u 0, x t and u t x 0
0
f (t ) * g (t ) = f ( x) g(t x)(dx)
t
t
= g (t x) f ( x)dx g (t ) f (t )
0
This is the desired property. Note that the operation is commutative.
69
Laplace Transform
Convolution theorem
Statement: If f (t ) and g (t ) be two functions defined for t 0, then
L f (t ) * g (t ) L f (t ).Lg (t )
Proof: Let us denote f (t ) * g (t ) = (t ) . Then by the definition of convolution
t
(t ) f (t ) * g (t ) = f (t u) g(u)du
0
t
Consider L[ (t )] e st [ f (t u) g (u)]dt
0 0
t
e
st
= f (t u) g (u)du …………… (1)
0 0
We note that the region for this double integral is the entire area lying between
the lines u =0 and u = t. On changing the order of integration, we find that t
varies from u to and u varies from 0 to .
Hence (1) becomes
L (t ) = e
st
f (t u) g (u)dtdu
u 0 t u
s (t u )
e g (u) e
su
= f (t u)dt du
0 u
sv
e g (u) e f (v)dvdu ,
su
= where v = t-u
0 0
e g(u)du e f (v)dv
su sv
=
0 0
= Lg (t ).L f (t ) = L f (t ).Lg (t )
Thus L f (t ) * g (t ) L f (t ).Lg (t ) . This is desired property.
Note: From convolution theorem we have L f (t ).Lg (t ) L f (t ) * g (t )
70
Laplace Transform
But L f (t ) F ( s),& Lg (t ) G( s)
t t
F (s).G(s) L f (t u).g (u)du L F (s).G(s) f (t u).g (u)du
1
0 0
L1 F (s).G(s) f (t ) * g(t ) L1 F (s).G(s) L1 F (s)* L1 G(s) .
Worked Examples
1). Verify Convolution theorem for the functions f (t ) and g (t ) in the following
cases: (i) f(t) = t, g(t) = sint (ii) f(t) =t, g(t) = et
Solution:
(i) Here, f (t ) t L f (t ) L(t ) L f (t )
1
s2
g (t ) sin t Lg (t ) Lsin t Lsin t
1
s 1
2
t t
Now f * g f (t u).g (u).du (t u) sin u.du
0 0
f * g (t u)( cosu) 0 (1)( sin u) 0 t sin t
t t
1 1 1
L [f g] = 2 2 2 …………… (1)
s 2
s 1 s (s 1)
Now consider
1 1 1
L f(t) . L g(t) = 2 2 2 …………… (2)
s s 1 s (s 1)
2
From (1) and (2), we find that L [f g] = L f(t) . L g(t)
Thus convolution theorem is verified.
(ii)Here f (t ) t,&g(t ) et
t t
f * g f (t u).g (u).du f * g t u .eu du
0 0
71
Laplace Transform
Employing integration by parts, we get f g = et – t – 1
1 1 1 1
so that L[f g] = 2 2 …………… (3)
s 1 s s s (s 1)
1 1 1
Now L[ f(t) ]. L [g(t) ]= 2 …………… (4)
s s 1 s (s 1)
2
From (3) and (4) we find that L[f g] = L [f(t) ]. L[ g(t)]
Thus convolution theorem is verified.
2) Verify convolution theorem for the functions f (t ) et and g (t ) cost .
Solution: Given f (t ) et L f (t ) L et L f (t )
1
s 1
g (t ) cost Lg (t ) Lcost Lg (t )
s
s 1
2
L f (t ).Lg (t )
1 s s
…………… (1)
. 2
s 1 s 1 s 1 s 2 1
t t
Now f * g f (t u).g (u).du f * g e . cosu.du
t u
0 0
t
e u
cosu sin u
t
f * g e . e . cosudu f * g e
t u t
0 2 0
e t t
f * g e cost sin t e 0 cos0 sin 0
2
1
f * g sin t cost et
2
L f * g
1
2
1 1
L(sin t ) L(cost ) L(e t ) 2 2
s
1
2 s 1 s 1 s 1
1
L f * g 2
2s s
2 …………… (2)
2 s 1 s 1 s 1 s 1
From (1) and (2) convolution theorem verifies.
72
Laplace Transform
3) Verify convolution theorem for the functions f (t ) sin t ,&g (t ) cost
Solution: : Given f (t ) sin t L f (t ) Lsin t L f (t )
1
s 1
2
g (t ) cost Lg (t ) Lcost Lg (t )
s
s 1
2
L f (t ).Lg (t )
1 s s s
2 …………… (1)
. 2
s 1 s 1 s 1 s 1
2 2
s 1
2 2
t t
Now f g f (t u).g (u).du f g sint u cosu.du
0 0
1t 1t
sin t sin(t 2u)du
2 0 2 0
f g 2. sin t u . cosu.du f g
1 cos(t 2u)
t
f g sin t .u
t
f g
1
t.sin t
2 0
2 0 2
1 d 1 1
L f g Lt.sin t L f g .(1). 2 .
1 2s
2 2 ds s 1 2 s 2 1 2
L f g
s
…………… (2)
s 2
1 2
From (1) and (2) convolution theorem verifies.
t 1
4) By using the Convolution theorem, prove that L f (t )dt L f (t )
0 s
Solution: Let us define g(t) = 1, so that g(t-u) = 1
t t
1
Then L f (t )dt L f (t ) g (t u)dt L[ f g ] = L f(t) . L g(t) = L f(t) .
0 0 s
t
1
Thus L f (t )dt Lf (t ) , This is the result as desired.
0
s
73
Laplace Transform
t
1
5) Using Convolution theorem, prove that L e u sin(t u)du
0 (s 1)(s 2 1)
Solution: Let us denote, f(t) = e-t g(t) = sin t, then
t t
L e u sin(t u)du L f (u) g (t u)du = L f(t) . L g(t)
0 0
1 1 1
= 2 = , This is the result as desired.
(s 1) (s 1) ( s 1)(s 2 1)
1 1
6) Using convolution theorem find L
s 1 s 1
2
Solution: We have L1 F (s).G(s) L1 F (s) L1 G(s)
1 1 1
L1 2 L1 2 L1 sin t et
s 1s 1
s 1 s 1
1 t
1
sin u.e t u .du
L 2
s 1 s 1 0
t
1 t e
t u
2 sin u cosu
1 1
1 u
t
L 2 e e . sin u.du L e
s 1 s 1 s 1 (s 1)
2
0 0
1 t e t e0
L1 2 ( sin 0 cos0)
s 1 (s 1)
e 2
( sin t cost )
2
L1 2
1
1
2 sin t cost e (0 1)
t
s 1 s 1
L1 2
1
1 t
e sin t cost .
s 1 s 1 2
1 1
7) Using convolution theorem find L
s .s 1
3
Solution: We have L1 F (s).G(s) L1 F (s) L1 G(s)
74
Laplace Transform
1
L1 3 L1 1
s 3 L1 1 t 2 t 1 2 t
s 1 2 e 2 t * e
s .s 1
1 1 t 2 (t u ) 1 1 1 t t 2 u
e u .e du
L1 3 u .e du L 3
s (s 1) 2 0 s (s 1) 2 0
1 e t 2 u
L1 3
2 u .e 2u.e 2.e
u u
t
s (s 1) 0
1 e t 2 t
L1 3
2 t e 2t.e 2e 0 0 2.1
t t
s ( s 1)
1 t2
L1 3 t
2 t 1 e .
s (s 1)
1
8) Using convolution theorem find L1
2 2
s a
2
Solution: We have L1 F (s).G(s) L1 F (s) L1 G(s)
1 1 1 1 1 1 1
L1 L 2 L1 2 L 2
2 2
s a
2
s a
2
. 2
s a
2
2
s a 2
s a
1 1 1 1 1
L1 1
sin at sin at L 2 2 sin at sin at
s 2 a 2
2
a a
s a 2
2
a
1 1 t
2 sin au. sin a(t u).du
1
L
2 2
s a a 0
2
1 1 t
2
L1 2. sin au. sin(at au).du
s 2
a 2 2
2a 0
1 1 t
2
L1 [cos(2au at) cosat].du
s 2 a 2
2
2a 0
[2sinA.sinB=cos(A-B)-cos(A+B)]
75
Laplace Transform
1 1 1 sin(2au at )
t
L 2 cosat.u
2 2 2
s a 2a 2a 0
1 1 sin(2at at) sin(0 at)
L1 2 t. cosat 0. cosat
2
2 2
s a 2a 2a 2a
1 1 sin at sin at
L1 2 t. cosat
s a 2a 2a
2 2 2 2a
sin at
3 sin at at. cosat
1 1 1 1
L1 2 2. t . cos at L1
2
2 2
s a 2a
2a
2 2
s a 2a
2
1
9) Find L1 Using Convolution theorem.
(s 3)(s 5)
Solution: We have L1 F (s).G(s) L1 F (s) L1 G(s)
1 1 1 1
L1 L1 L e 3t e 5t
s 3s 5 s 3 s 5
1 t 3u 5(t u ) 1 1 t
1
L e .e du L e e 2u du
5t
s 3s 5 0 s 3s 5 0
t
e 5t 2t
2u
1 1 5t e 1
L e . L1 2 e 1
s 3s 5 2 0 s 3s 5
1 e 3t e 5t
L1 .
s 3s 5 2
76
Laplace Transform
s
10) Find L1 Using Convolution theorem.
2 2
s a
2
Solution: We have L1 F (s).G(s) L1 F (s) L1 G(s)
s 1 s 1 s 1 1
L1 L 2 L1 2 L 2
2 2
s a
2
s a
2
. 2
s a
2
2
s a 2
s a
s 1 s 1
L1 1
cosat sin at L 2 . cosat sin at
s 2 a 2
2
a
s a 2
2
a
s 1 t
1
L 2
sin au. cosa(t u).du
s 2 a 2 a 0
s 1 t
L1
2 2
2. sin au. cos(at au).du
2a
2
s a 0
1 t
sinau at au sinau at audu
s
L1 2
s 2 a 2 2a 0
1 t
sin at sin2au at du
1 s
L
2 2
s a 2a 0
2
1 s 1 cos(2au at
t
L 2
u. sin at
s 2 a 2 2a 2a
0
s 1 1 1
L1 t. sin at cos(2at at) 0 cos(0 at)
2 2 2
s a 2a 2a 2a
s 1 1 1
L1 t. sin at cosat cosat
s 2 a 2
2
2a 2a 2a
s 1
L1 t. sin at .
2 2
s a 2a
2
77
Laplace Transform
1 1
11) Find L using Convolution theorem.
s 2
s a 2
Solution: We have L1 F (s).G(s) L1 F (s) L1 G(s)
1 1
L1 2
1
L1 1
2
L 2
t t.e at t 2 * e at
s .s a s s a
2
1 t 2 (t u ) 1 1 at t 2 au
1
L 2 2
u .e
du L 2 2
e u .e du
s ( s a ) 0 s ( s a ) 0
t
at 2 e
au
1 e au e au
1
L 2 2
e
u . 2u. 2.
s ( s a) a a2 a3 0
1
at 2 e
at
e at e at e 0
L1 2 2
e
t 2t . 2 0 0 2. 3
s ( s a) a a2 a3 a
1 t 2 2t 2 2.e at
L1 2 2
2 3 3 .
s (s a) a a a a
t
12) Solve the integral equation f (t ) at f (u).sin(t u)du . i.e. find
0
t
f (t ) Given that f (t ) at f (u).sin(t u)du .
0
Solution: Given equation f (t ) at f (u).sin(t u)du can be written using
0
convolution theorem as follows.
f (t ) at f (t ) sin t
Taking the Laplace transform on both side, we get
L f (t ) Lat L f (t ) * sin t
1
L f (t ) L f (t ). 2 1 2 L f (t ) 2
a 1 a
s 2
s 1 s 1 s
78
Laplace Transform
s2 a s 2 1 1 1
L f (t ) 2 2 L f (t ) a. 4 L f (t ) a. 2 4
s 1 s s s s
1 1 1 1
f (t ) L1 a. 2 4 f (t ) a. L1 2 L1 4
s s s s
t3
f (t ) a.t
3!
t
13) Find the function f (t ) given that f (t ) cost 2 f (u).sin(t u)du or solve
0
the integral equation f (t ) cost 2 f (u).sin(t u).du .
0
Solution: Given equation f (t ) cost 2 f (u).sin(t u)du can be written using
0
convolution theorem as follows. f (t ) cos t 2. f (t ) * sin t
Taking the Laplace transform on both side, we get
L f (t ) Lcost 2L f (t ) sin t L f (t ) 2.L f (t ).Lsin t
s
s 1
2
L f (t ) 2L f (t )Lsin t L f (t ) 2L f (t ). 2
s 1 s
2
s 1
2
s 1 s 1
2 s 2 3
L f (t )1 2 2 L f (t ) 2 2
s s
s 1 s 1 s 1 s 1
L f (t )
s 1 s
2 = cos 3t .
f (t ) L
s 3
2
s 2 3
79
Laplace Transform
14) By Laplace transform method solve the integral equation
t
f(t) l f u sint u du .
0
Taking Laplace transform of the given equation, we get
t
L f t L f u sint u du
1
s 0
By using convolution theorem, we get
s3 1 1 s 1
3
t2
L f t 3 or f t L 3 1
s s 2
This is the solution of the given integral equation.
Exercise:
1) Verify convolution theorem for the following pair of functions:
(i) f(t) = cosat, g(t) = cosbt (iii) f(t) = et g(t) = sint
(ii) f(t) = t, g(t) = t e-t (iv ) f(t)=1 g(t)=sint
2) Using Convolution theorem find inverse Laplace transforms of the followings
1 s 1
i) iv) vii)
s 1 s 2 1 s 2
a
2 2
s 12
s 2
1
1 1 s2
ii) v) viii)
s 2s 4 s s a
2
s2 a2 s2 b2
1 1 1
iii)
s s 1
3
vi)
s s a2
2
ix)
s as b
3) Solve the following integral equations
t t
i) f (t ) sin t 5. f (u).sin(t u)du ii) f (t ) t 2 e (t u)du
2 u
0 0
80
Laplace Transform
t t
iii) f (t ) a.sin t 2 f (u).cos(t u)du v) f (t ) 4t 3 f (u).sin(t u)du
0 0
t t
iv) f (t ) t 2 e . f (t u)du vi) f (t ) t e . f (t u).du
2u 2 u
0 0
t
4) Show that L t u e t u cosudu
s
0 s 1 s 1
2 2
t
5) Show that L t u .ueau du 2
1
0 s sa
2
6) Using the convolution theorem, prove the following:
t t
s 1
(i) L (t u)e u 1
cosudu (ii) L (t u)ueau du
0 (s 1) (s 2 1)
2
0 s (s a) 2
2
Evaluation of L-1[e-as F(s)]
We have, if Lf(t) = F(s), then L[f(t-a) H(t-a)] = e-as F(s), and so
L-1[e-as F(s)] = f(t-a) H(t-a)
Examples
e ss
(1) Evaluate: L1
s 24
1
Solution: Here a 5 , F (s)
s 24
2t 1 1 e 2t t 3
Therefore f t L1 F (s) L1
1
e L s 4
s 24 6
e 5s e 2(t 5) (t 5) 3
Thus L 1
f (t a) H (t a) H t 5
s 24 6
81
Laplace Transform
es se2s
(2) Evaluate: L1 2 2
s 1 s 4
Solution: Given = f1 t H t f 2 t 2 H t 2 …………… (1)
1 s
Here f1 t L1 2 sin t and f 2 t L1 2 cos2t
s 1 s 4
Now relation (1) reads as
Given= sint H t cos 2t 2 H t 2
cos t H t cos 2t H t 2 .
LAPLACE TRANSFORM METHOD FOR
DIFFERENTIAL EQUATIONS
As noted earlier, Laplace transform technique is employed to solve initial-value
problems. The solution of such a problem is obtained by using the Laplace
Transform of the derivatives of function and then the inverse Laplace Transform.
The following are the expressions for the derivatives derived earlier.
L f (t ) sL f (t ) f (0) or L y (t ) s. y( s) y(0)
L f (t ) s 2 L f (t ) sf (0) f (0) or Ly(t ) s 2 y(s) sy(0) y(0)
L f (t ) s 3 L f (t ) s 2 f (0) s. f (0) f (0)
Worked Examples
d2y dy
1) Solve by using Laplace transform method 2
2 y e 2t Given that
dt dt
dy
y 1, 1 when t 0 .
dt
82
Laplace Transform
d2y dy
Solution: Given 2
2. y e 2t y(t ) 2. y(t ) y e2t
dt dt
Taking the Laplace transform of the given equation, we get
Ly(t ) 2Ly(t ) Ly(t ) L e2t
s 2 Ly(t ) sy(0) y(0) 2sLy(t ) y0 Ly(t )
1
s2
Given y(0) 1,&y (0) 1
s 2 Ly(t ) s(1) (1) 2[sL y(t )] 2 Ly(t )
1
s2
s 2
2s 1 Ly(t ) s 3
1
s2
s 2 2s 1 Ly(t )
1
s2
s 3
s 2
2s 1 L y(t )
s 2 5s 7
s 2
L y(t ) 2
s 2 5s 7
s 2s 1 s 2
s 2 5s 7 1 3 1
Ly(t ) y (t ) L
s 12 s 2 s 1 s 2
2
1 1 1
y(t ) 3.L1 2
L y(t ) 3.tet e 2t
s 1 s 2
This is the solution of the given equation.
2) Solve by using Laplace transform method
y 2 y 3 y sin t Given that y(0) y (0) 0 .
Solution: Given that y 2 y 3 y sin t
Taking the Laplace transform of the given equation, we get
s Ly(t) sy(o) y(o) 2s Ly(t) y(o) 3 L y(t) s 1 1
2
2
Using the given conditions, we get
s 2
2s 3 Ly(t )
1
s 3
2
Ly(t ) 2
1
s 2s 3 s 2 3
83
Laplace Transform
1 A B Cs D
y(t ) L1 y(t ) L1 2
s 1s 3 s 1
2
s 1 s 3 s 1
1 1 1 1
s
y(t ) L1 8 40 102 5
s 1 s 3 s 1
1 1 1 1 1 1 1 s 2
y(t ) L1 L L
8 s 1 40 s 3 10 s 2 1
1 1 1 s 1 1
y(t ) e t e 3t L1 2 2L 2
8 40 10 s 1 s 1
y(t ) et e 3t cost 2 sin t .
1 1 1
8 40 10
d2y dy
3) Solve 2
3 2 y e 3t Given that y 0 and y 0 when t 0 .
dt dt
Solution: Given y 3y 2 y e3t
Taking Laplace transforms on both side we get
L y 3L y 2L y(t ) L e3t
s 2 L y(t ) s. y(0) y(0) 3sL[ y(t )] y(0) 2Ly(t )
1
s 3
s 2
3s 2 Ly(t )
1
s 3
Ly(t ) 2
1
s 3s 2 s 3
1 A B C
y(t ) L1 y(t ) L1
s 1s 2s 3 s 1 s 2 s 3
1 1
1 1 1
y(t ) L1 2 L1 L1 2 e t e 2t e 3t
s 1 s 2 s 3 2 2
84
Laplace Transform
y(t )
2
1 t
e e3t e 2t .
dy
4) Solve 5 y e5t Given that y(0) 2 .
dt
dy
Solution: Given 5 y e5t y 5 y e5t
dt
Ly 5 y L e5t Ly 5Ly
1
s 5
sLy y(0) 5Ly
1 1
s.L[ y] 2 5L[ y]
s 5 s 5
2s 9
s 5L[ y] 2 s 5L[ y]
1
s 5 s 5
2s 9 2s 10 1 2(s 5) 1
L[ y] L[ y] L[ y]
s 52
s 52
s 5 s 52
2
1 1 1
y 2.L1 L 2
y 2.e5t t.e5t .
s 5 s 5
5) Solve 9. y 6 y y 0 Given that y(0) 3, and y (0) 1 .
Solution: The given equation is 9. y 6 y y 0 .
Taking Laplace transform on both side, we get
9.L y 6 L y L y 0
9 s 2 Ly(t ) s. y(0) y(0) 6s.Ly(t ) y(0) Ly(t ) 0
9s 2 6s 1 Ly(t ) 93s 1 18 0
9s 2
6s 1Ly(t ) 27s 9 9s 2
6s 1 Ly(t ) 93s 1
93s 1 9(3s 1)
Ly(t ) Ly(t ) Ly(t )
9
9s 6s 1
2
3s 12
3s 1
85
Laplace Transform
1
1
1 9 1
.t
y(t ) 9.L1 y (t ) L y 3.e 3
is the solution.
3s 1 3
1
s
3
d 2 y dy
6) Solve 5 sin 2t by using Laplace transforms given that
dt 2 dt
y(0) y (0) 1.
Solution: Given equation can be written as y y 5. sin 2t
Taking Laplace transforms on both side we get
L y y 5.Lsin 2t Ly Ly 5.
2
s 4 2
s 2 Ly(t ) s. y(0) y(0) s.L y(t ) y(0) 2
10
s 4
s 2 Ly(t ) s.1 1 sLy(t ) 1 2
10
s 4
s 3 4s 10
2
s s L y(t ) 2
10
s 4
s ss 1L y(t )
s2 4
s 3 4s 10 1 s 4s 10
3
L y(t ) …………… (1)
ss 1 s 2 4 y (t ) L
ss 1 s 4
2
s 3 4s 10 A B Cs D
Now consider 2 …………… (2)
ss 1 s 4
2
s s 1 s 4
s 3 4s 10 As 1 s 2 4 B.s s 2 4 Cs D.ss 1
5
Put s 0 10 A(4) A
2
15
Put s 1 15 B.1.5 B B 3 , Equating the coefficient of s 3 we get
5
5 1
1 A B C 1 3 C C
2 2
86
Laplace Transform
Equating the coefficient of s on both side we get
2
5 1
0 A C D 0 D D 2 . From (2)
2 2
5 1
s2
s 3 4s 10 2 3 2
From (1)
s(s 1)(s 2 4) s s 1 s2 4
5 1 1 1 1 s 1 2
y(t ) L1 3.L1 L 2 L 2
2 s s 1 2 s 4 s 4
5 1
y .1 3.et cos2t sin 2t .
2 2
d2y dy
7) Solve 2
2. 5 y e t . sin t Given that y(0) 0, and y (0) 1 . By
dt dt
Laplace transform method.
Solution: The given equation is y 2. y 5 y e t .sin t .
Taking Laplace transforms on both side we get
Ly 2 y 5 y L e t . sin t Ly 2Ly 5Ly
1
s 12 1
s 2 Ly s. y(0) y (0) 2s.Ly y(0) 5Ly
1
s 12 1
s 2 Ly s.0 1 2s.Ly 5Ly
1
s 2s 2
2
s 2 2s 5 Ly 2
1
s 2s 2
1
s 2 2s 3 1 s 2 2s 3
Ly
s 2s 5 s 2s 2
2 2
y L
2
s 2s 5 s 2s 2
2
s 2 2s 3 As B Cs D
Consider 2 2 …………… (1)
s 2s 5 s 2s 2 s 2s 5 s 2s 2
2 2
s 2 2s 3 As B s 2 2s 2 Cs D s 2 2s 5
Equating the coefficient of s A C 0 …………… (2)
3
87
Laplace Transform
Equating the coefficient of s 2 1 2 A B 2C D 2( A C) B D 1
2(0) B D 1 B D 1 …………… (3)
Equating the coefficient of s 5 A 2B 2C 2D 2
5 A 2C 2B D 2 5 A 2C 2.1 2 5 A 2C 0 …………… (4)
Put s 0 5B 2D 3 …………… (5)
By solving (2) and (4) we get A 0,&C 0
1 2
By solving (3) and (5) we get B ,&D
3 3
1 2
From (1) y L 2 3 2 3
1
s 2s 5
s 2s 2
1 1 2 1 1
y L1 L
3 s 12 4 3 s 12 1
1 2 2 1 1 1 t 2 t
y L1 L y e sin 2t e sin t
6 s 1 22 3 s 1 1
2 2
6 3
sin 2t 2 sin t
y e t .
6 3
8) Solve y 9 y 25e4t Given that y(0) 3,& y (0) 7 by Laplace transform
method.
Solution: Given y 9 y 25e4t
Take Laplace transform on both side we get
Ly 9Ly 25L e 2t s 2 Ly sy(0) y(0) 9Ly 25.
1
s4
s 2
9 Ly s.3 7
25
s4
s 2 9 Ly
25
s4
3s 7
88
Laplace Transform
25 (3s 7)(s 4) 3s 2 5s 3
s 2
9 L y
s4
L y
s 4 s 2 9
3s 2 5s 3
y L1 …………… (1)
s 4 s 9
2
3s 2 5s 3 A Bs C
Consider 2
s 4 s 9 s 4 s 9
2
3s 2 5s 3 A s 2 9 Bs Cs 4
Put s 4 25 25A A 1
Equating the coefficient of s we get 3 A B B 2
2
Equating the coefficient of s we get 5 4B C C 3
3s 2 5s 3 1 2s 3
2
s 4 s 9 s 4 s 9
2
3s 2 5s 3
1 1 1 1 s 1 3
L s 4 2.L 2 L 2
L
s 4 s 9
2
s 3
2
s 3
2
3s 2 5s 3
L1 e 2. cos3t sin 3t .
4t
s 4 s 9
2
9) Solve the equation y 2. y y 2 y 0 by the method of Laplace
transforms. Given that y(0) y (0) 0 & y (0) 6.
Solution: Given equation is y 2. y y 2 y 0
Taking Laplace transform on both side we get
L y 2.L y L y 2 L y 0
s 3 L[ y] s 2 y(0) sy(0) y(0) 2 s 2 L[ y] sy(0) y(0) s.L[ y] y(0) 2L[ y] 0
s 3 L[ y] s 2 .0 s.0 6 2 s 2 L[ y] 0 0 sL[ y] 0 2.L[ y] 0
s 3 2s 2 s 2 .L[ y] 6 s 1s 1s 2L[ y] 6
89
Laplace Transform
6
y L1
s 1s 1s 2
6 A B C
Consider
s 1s 1s 2 s 1 s 1 s 2
6 1 3 2
s 1s 1s 2 s 1 s 1 s 2
6 1 1 1 1 1
L1 L1 3.L 2.L
s 1s 1s 2 s 1 s 1 s 2
i.e. y et 3.et 2.e2t is the solution.
d2y dy
10) Solve 2
2. 5 y 10 sin t by the Laplace transform method. Given
dt dt
that y(0) 0 & y (0) 1 .
Solution: Given equation can be written as y 2. y 5 y 10 sin t
L y 2.L y 5.L y 10 .Lsin t
s 2 L[ y] s. y(0) y(0) 2s.L[ y] y(0) 5.L[ y] 10.
1
s 1
2
10
s 2 L[ y] s.0 (1) 2.s.L[ y] 2.0 5.L[ y]
s 1
2
s 2
2s 5 L[ y]
10
s2 1
1 s
2
2s 5 L[ y]
9 s2
s2 1
9 s2 9 s2
L[ y] 2 y L1 2
s 1 s 2 2s 5
s 1 s 2s 5
2
9 s2 As B Cs D
Consider 2 2 …………… (1)
s 1 s 2s 5
2 2
s 1 s 2s 5
9 s2 As Bs 2
2s 5 Cs Ds 2
1
Equation the coefficient of s we get A C 0 …………… (2)
3
Equation the coefficient of s we get 2 A B D 1 …………… (3)
2
90
Laplace Transform
Equation the coefficient of s we get 5 A 2B C 0 …………… (4)
Equation the constant term we get 5B D 9 …………… (5)
Solving the equation (2), (3) , (4) and (5) we get
A 1, B 2, C 1 & D 1
9 s2 s2 s 1
2 2
s 1 s 2s 5
2 2
s 1 s 2s 5
1 9 s2 1 s 1 1 1 s 1 2
s 2 1 L s 12 2 2
L 2
s 1 s 2s 5
2
L
s 2 1 2.L
s 1 1 2
y cost 2.sin t L1 L 2
s 1 2 s 1 2
2 2 2
y cost 2.sin t et . cos2t et sin 2t is the solution.
11) A particle is moving along a path satisfying the equation
d 2x dx
2
6. 25x 0 where x denotes the displacement of the particle at time t
dt dt
. If the initial position of the particle is at x 20 and the initial speed is 10, find
the displacement of the particle at any time t using Laplace transforms.
Solution: The given equation can be rewritten as
x(t ) 6 x(t ) 25x(t ) 0 …………… (1)
Here the initial conditions are x(t ) 20,&x(t ) 10 .
Taking the Laplace transforms on both side of (1) we get
Lx(t ) 6 Lx(t ) 25 Lx(t ) 0
s 2 Lx(t ) s.x(0) x(0) 6sL[ x(t ) x(0) 25Lx(t ) 0
s 2
6s 25 Lx(t ) s.20 10 6[20] 0
s 2
6s 25Lx(t ) 20s 130
91
Laplace Transform
20s 130 20s 130
Lx(t ) x(t ) L1 2
s 6s 25 s 6s 25
2
20s 130 20s 60 70 20s 130 20s 3 70
2 2
s 6s 25 s 6s 9 16
2
s 6s 25 s 3 4
2 2
s 32 4 2
20s 130 1 s 3 70 1 4
L1 2 20L L 2
s 6s 25 s 3 4 4 s 3 4
2 2 2
35 3t
x(t ) 20.e 3t . cos4t e .sin 4t is the solution.
2
12) Solve the simultaneous equations for x and y interms of t . Given that
dx dy
4 y 0, 9x 0 with x(0) 2, y(0) 1 .
dt dt
Solution: Given equations can be written as
x(t ) 4 y 0 and 9 x y (t ) 0
Taking Laplace transforms of the given equations, we get
s.L( x) x(0) 4L( y) 0
9 L( x) sL( y) y(0) 0
Using the initial conditions we get
s L x(t ) 4 L y(t ) 2
9 L x(t ) 5 L y(t ) 1
s 18
Solve the above equations we get L y
s 2 36
1 s 18 s 6
Therefore y(t ) L 2 y L1 2 3L1 2
s 36 s 36 s 36
y cos6t 3. sin 6t …………… (1)
dy
Using this in 9x 0
dt
92
Laplace Transform
x
1
6.sin 6t 18cos6t
9
2
x 2. cos6t sin 6t …………… (2)
3
(1) and (2) together represents the solution of the given equations.
dx dy
13) Solve 2x 3 y,& y 2x by Laplace transform method. Given that
dt dt
x(0) 8,&y(0) 3
Solution: Given equation can be written as x(t ) 2 x 3 y & y (t ) y 2 x
Taking Laplace transforms for the above equation we get
s.L( x) x(0) 2.L( x) 3.L( y) s 2L( x) 3.L( y) 8 …………… (1)
s.L( y) y(0) L( y) 2.L( x) 2.L( x) s 1L( y) 3 …………… (2)
Solving the equations (1) and (2) we get
3s 22 1 3s 22
L( y ) 2 yL
s 3s 4 2
1 5
2
s
2 2
3 35
3 s
yL1 2 L1 2
2
3 5
2
2
3 5
2
s s
2 2 2 2
5
5t 35 2 1
3t
y 3.e cosh . .L
2 2
2 2 5
2
3 5
2
s
2 2
5t 5t
3t 3t
y 3.e 2 . cosh 7.e 2 . sinh …….(3)
2 2
93
Laplace Transform
1 dy
Using this in the equation x y we get
2 dt
5t 5t
3t
x e 8. cosh 2. sinh ……(4)
2
2 2
(3) And (4) together gives the solution.
Exercise
Solve the following differential equation using Laplace
transform method
1) y 5 y 0 Given y( ) 2
2) y y sin x Given y(0) 1
dp
3) kp Given p(0) 250, k is a constant.
dt
4) y y 0 given y(0) 1, y (0) 1
5) y 9 y 0 given y(0) 0, y (0) 2
6) y 3 y 2 y 4 given y(0) 2, y (0) 3
7) y 3 y 2 y 0 given y(0) 1, y (0) 2
d2y dy dy
8) 2
2. 5 y 4.e t Given y 0,
dt dt dt
d2y dy
9) 2
3. 2 y 4.e 2t Given y(0) 3, y (0) 5
dt dt
d2y dy dy
10) 2
10 24 y 24t Given y 0,
dt dt dt
11) y y 2 y 1 2t Given y 0, y 4
12) y 4 y 4 y 4 et 2.e2t Given y(0) 3, y (0) 0
13) y y 6 cos2t given y 3, y 1
14) y 2 y 5 y et .sin t given y 0, y 1
94
Laplace Transform
15) y 5 y 6 y e2t given y(0) 2, y (0) 1
16) y 4 y 3y et given y(0) y (0) 1
17) y 3y 2 y 2t 2 2t 2 Given y(0) 2, y (0) 0
18) y 9 y cos2t given y (0) 1, y 1
2
19) y 2 y y t given y(0) 3, y(1) 1
20) y 2. y 17 y 0 given y(0) 0, y (0) 12
21) y 3. y 2 y 4 given y(0) 2, y (0) 3
22) y 4 y 3 y 0 given y(0) 3, y (0) 7
d 2x dx
23) 2
3. 2 x 20 given x(0) 1, x(0) 2
dt dt
A particle moves along a line so that its displacement x from a fixed point
d 2x dx
at any time t is given by the equation 2
4. 5x 80.sin t . If the particle is
dt dt
initially at rest. Find the displacement at any time t.
24)
95
Laplace Transform
Solve the following simultaneous differential equationsfor
x and y in termsof t :
dx dy
12) y sin t , x cost , x(0) 2, y(0) 0
dt dt
25)
dx dy
13) y e t , x sin t , x(0) 1, y(0) 0
dt dt
dx dy
14) 2 x 3 y, y 2 x, x(0) 8, y(0) 3
dt dt
dx dy
15) 3 y 2 x, 2 x y, x(0) 8, y(0) 3
dt dt
Answers
1) y 2.e t 9) y
1
3
47.et 32.e 2t 12t.e 2t )
1 1 1
2) y .e x cos x sin x 3 1 5
2 2 2 y e3t e 6t t
4 3 12
3) y 5 5.e 0.2t
11) y et e 2t t
4) y cost sin t
2
12) y 1 t t 2 e 2t 1 et
5) y sin 3t
3 13) y 5 cost 2 cos2t sin t
6) y 2 3.et 3.e 2t 1 1
14) y e t sin t e t sin 2t
3 6
7) y 4.e t 3.e 2t
20) y 3.e t sin 4t
8) y e t 1 cos2t
21) y 2 3.et 3.e 2t
22) y 2.e3t et .
96
You might also like
- Laplace Transforms - Elementary FunctionsNo ratings yetLaplace Transforms - Elementary Functions11 pages
- UNIT - IV Laplace Transformations Class 1No ratings yetUNIT - IV Laplace Transformations Class 177 pages
- 1 1 1 1 Topic Topic Topic Topic: Laplace Transforms Laplace Transforms Laplace Transforms Laplace TransformsNo ratings yet1 1 1 1 Topic Topic Topic Topic: Laplace Transforms Laplace Transforms Laplace Transforms Laplace Transforms27 pages
- Unit-3 Engineering Mathematics-II Laplace Transform and Its ApplicationsNo ratings yetUnit-3 Engineering Mathematics-II Laplace Transform and Its Applications7 pages
- Module-3 Laplace and Inverse Laplace Transforms PDFNo ratings yetModule-3 Laplace and Inverse Laplace Transforms PDF45 pages
- Laplace and Its Inverse Transform - Unit - Iii - Iv MaterialsNo ratings yetLaplace and Its Inverse Transform - Unit - Iii - Iv Materials49 pages
- School of Engineering Engineering Mathematics 4 (MTH60403/ENG2123)No ratings yetSchool of Engineering Engineering Mathematics 4 (MTH60403/ENG2123)53 pages
- Mathematical Physics Unit - 6 Laplace Transform and ApplicationNo ratings yetMathematical Physics Unit - 6 Laplace Transform and Application55 pages
- 18MAB102T-Advanced Calculus and Complex Analysis Module 3: Laplace TransformNo ratings yet18MAB102T-Advanced Calculus and Complex Analysis Module 3: Laplace Transform145 pages
- Laplace Transforms and Its Applications: Unit-IiiNo ratings yetLaplace Transforms and Its Applications: Unit-Iii68 pages
- Laplace Transform: Differential EquationsNo ratings yetLaplace Transform: Differential Equations39 pages
- Elgenfunction Expansions Associated with Second Order Differential EquationsFrom EverandElgenfunction Expansions Associated with Second Order Differential EquationsNo ratings yet
- Student Solutions Manual to Accompany Economic Dynamics in Discrete Time, secondeditionFrom EverandStudent Solutions Manual to Accompany Economic Dynamics in Discrete Time, secondedition4.5/5 (2)
- Math 10 1st Quarter Power and Supporting CompetenciesNo ratings yetMath 10 1st Quarter Power and Supporting Competencies3 pages
- T1 and T2 Axioms For Frames (C. H. Dowker, D. Strauss)No ratings yetT1 and T2 Axioms For Frames (C. H. Dowker, D. Strauss)11 pages
- Mcqs - Unit # 6: F.SC Part 2: Pair of Lines & CirclesNo ratings yetMcqs - Unit # 6: F.SC Part 2: Pair of Lines & Circles6 pages
- Abstract Algebra: Groups, Rings and Fields, Advanced Group Theory, Modules and Noetherian Rings, Field TheoryNo ratings yetAbstract Algebra: Groups, Rings and Fields, Advanced Group Theory, Modules and Noetherian Rings, Field Theory195 pages
- Ncert Solutions For Class 7 Maths 5may Chapter 2 Fractions and Decimals Exercise 2 2No ratings yetNcert Solutions For Class 7 Maths 5may Chapter 2 Fractions and Decimals Exercise 2 215 pages
- Math 8 Week 1 Real Number System - Identification of The Classification of Numbers (Discussion)No ratings yetMath 8 Week 1 Real Number System - Identification of The Classification of Numbers (Discussion)23 pages
- Topology Mcqs This File Contains The Mcqs Covering The Online Lectures Given During Covid 19100% (2)Topology Mcqs This File Contains The Mcqs Covering The Online Lectures Given During Covid 1919 pages
- 12 - Laplace Transforms and Their Applications PDF100% (1)12 - Laplace Transforms and Their Applications PDF72 pages
