Dr.

Ahmed Masmali Math-331 Jazan University Department Of Mathematics 2

1 The Laplace Transform

1.1 Introduction
In elementary calculus you learned that differentiation and integration are trans-
forms; this means, roughly speaking, that these operations transform a function
into another function. For example, the function f (x) = x2 is transformed, in turn,
into a linear function and a family of cubic polynomial functions by the operations
of differentiation and integration:

x3
Z
d 2
(x ) = 2x and x2 dx = +c
dx 3
Moreover, these two transforms possess the linearity property that the trans-
form of a linear combination of functions is a linear combination of the transforms.
For a and b constants
d
af (x) + bg(x) = af 0 (x) + bg 0 (x)

Z dx Z Z
 
and af (x) + bg(x) dx = a f (x)dx + b g(x)dx

provided that each derivative and integral exists. In this section we will examine
a special type of integral transform called the Laplace transform. In addition to
possessing the linearity property the Laplace transform has many other interesting
properties that make it very useful in solving linear initial-value problems.

INTEGRAL TRANSFORM: If f (x, y) is a function of two variables, then a def-

inite integral of f with respect to one of the variables leads toZa function of the
2
other variable. For example, by holding y constant, we see that 2xy 2 dx = 3y 2 .
Z b 1

Similarly, a definite integral such as k(s, t)f (t)dt transforms a function f of the
a
variable t into a function F of the variable s. We are particularly interested in
an integral transform, where the interval of integration is the unbounded interval
[0, ∞). If f (t) is defined for t ≥ 0, then the improper integral is defined as a limit:
Z ∞ Z b
k(s, t)f (t)dt = lim k(s, t)f (t)dt · · · · · · (1)
0 b→∞ 0
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 3

If the limit in (1) exists, then we say that the integral exists or is convergent; if
the limit does not exist, the integral does not exist and is divergent. The limit in
(1) will, in general, exist for only certain values of the variable s.

Definition: The function K(s, t) in (1) is called the kernel of the transform.
The choice K(s, t) = e−st as the kernel gives us an especially important integral
transform.

1.2 Laplace Transform

Definition: Let f be a function defined for all positive values of t. Then the
Laplace transform of f (t) denoted by L {f (t)} or F (s) is defined by
Z ∞
L {f (t)} = F (s) = e−st f (t)dt · · · · · · (?)
0

provided that the integral converges. Here the parameters s is a real (or) complex
number. The relation (?) can be written as f (t) = L−1 {F (s)}.

Figure 1

Definition: (Piecewise continuous function)

A function f is piecewise continuous on the interval [a, b] if the interval [a, b]
can be broken into a finite number of subintervals a = t0 < t1 < t2 < · · · < tn = b,
such that f is continuous in each subinterval (ti , ti+1 ), for i = 0, 1, 2. · · · n − 1
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 4

Figure 2: Piecewise continuous

Example 1. . The function defined by


2
 t
 0 ≤ t ≤ 1,
f (t) = 3 − t, 1 < t ≤ 2,

t + 1, 2 < t ≤ 3


is piecewise continuous on [0, 3].

1
Example 2. The function f (t) = is not piecewise continuous in any interval
t
containing t = 0.

Definition: (Exponential order)

A function f is said to be of exponential order c
if there exist constants c, M > 0, and T > 0
such that |f (t)| ≤ M ect for all t > T .

i.e A function f (t) is said to be of exponential order c if

lim e−ct f (t) = a finite quantity

t→∞

Example 1. The functions f (t) = t, f (t) = e−t , and f (t) = 2 cos t are all of
exponential order c = 1 for t > 0, since we have, respectively,

|t| ≤ et , |e−t | ≤ et and |2 cos t| ≤ 2et

Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 5

A comparison of the graphs on the interval (0, ∞) is given in figure 3

Figure 3: Exponential order c = 1

Example 2.

2
A function such as f (t) = et is not of exponential order,
since, as shown in Figure , its graph grows faster than
any positive linear power of e for t > c > 0.

Sufficient Conditions for Existence of L{f (t)}:

If f is piecewise continuous on [0, ∞) and of exponential order c,
then L {f (t)} exists for s > c.

Linear property: If L f (t) = F (s) and L g(t) = G(s) then

 

L c1 f (t) + c2 g(t) = c1 L f (t) + c2 L g(t)

  

where c1 and c2 are constants.

Laplace Transform of Elementary Functions:
Elementary functions include Algebraic and transcendental functions. From the
definition and ordinary integration, we obtain the following results.
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 6

k
(1). L k = (s > 0) where k is a constant.

s
Z ∞ Z ∞  e−st ∞
−st −st k
k
Sol :L {k} = e kdt = k e dt = k = − e−∞ −1 = if s > 0
0 0 −s 0 s s
1
(2). L t = 2 .

Zs ∞ "
 e−st   e−st  ∞
#
1
Sol: L {t} = −st
e tdt = t − (1) 2
= 2 if s > 0
0 −s s s
0
n!
In general L tn = n+1 where n is a positive integer.

s
1
(3). L e
 at
= (s − a > 0).
s−a
Sol: Z ∞
L e e−st eat dt
 at
=
0
Z ∞ h e−(s−a)t i∞
−(s−a)t
= e dt =
0 −(s − a) 0
1
= if s > a
s−a
1
Similarly L e−at =

if (s > −a)
s+a
eat 
Z
eat sin bt = 2

a sin bt − b cos bt
a + b2
eat 
Z
Note: eat cos bt = 2 a cos bt + b sin bt

a + b2

a
(4). L sin at =

.
s2 + a2
Sol: Z ∞
L sin at = e−st sin atdt

0
h e−st
i∞
= 2 − s sin at − a cos at
a + s2 0
a
= 2
s + a2
s
(5). L cos at =

if s > 0.
s2 + a2
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 7

Sol: Z ∞
L cos at = e−st cos atdt

0
h e−st
i∞
= 2 − s cos at + a sin at
a + s2 0
s
= 2
s + a2
a
(6). L sinh at =

if s > |a|.
s2
− a2
Sol: Using the linearity property of the Laplace transform, we have
n eat − e−at o
L sinh at = L

2
1h i
= L {eat − L {e−at }}
2
1h 1 1 i a
= − }} = 2
2 s−a s+a s − a2
s
Similarly L cosh at =

if Re(s) > a
s2 − a2

S.N O Function f (t) Laplace TransformL {f (t)}

k
1 f (t) = k L {k} =
s
n!
2 f (t) = t n
L {t } = n+1
n
s
1
3 f (t) = e at
L {e } =
at
s−a
k
4 f (t) = sin kt L {sin kt} = 2
s + k2
s
5 f (t) = cos kt L {cos kt} = 2
s + k2
k
6 f (t) = sinh kt L {sinh kt} = 2
s − k2
s
7 f (t) = cosh kt L {cosh kt} = 2
s − k2

Example 1.1 Find the Laplace transform (L ) of the following functions:

(a) t2 + at + b (b) t3 + 5 cos t (c) 2e3t − e−3t

(d) sin2 t (e) cos3 t (f ) 3 cosh 5t − 4 sinh 5t

Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 8

Solution: (a) L t2 + at + b

by linear property

2! a b
= L t2 + aL t + L b = 3 + 2 +
  
s s s
(b) L t3 + 5

by linear property

3! 5 6 5
= L t3 + L 5 = 4 + = 4 +
 
s s s s

(c) L 2e3t − e−3t


by linear property

1 1 s+9
= 2L e3t − L e−3t =
 
− = 2
s−3 s+3 s −9
n 1 − cos 2t o
(d) L sin t = L
2

by linear property
2
1h  i 1h1 s i 2
L 1 − L cos 2t =

= − 2 =

2 2 s s +4 s s2 + 4
n cos 3t + 3 cos t o
(e) L cos3 t = L by linear property cos 3t = 4 cos3 t−3 cos t


4
1h  i 1h s 3s i s3 + 7s
= L cos 3t + 3L cos t =

+ =


4 4 s2 + 9 s2 + 1 s2 + 1 s2 + 9

(f ) L 3 cosh 5t − 4 sinh 5t by linear property

  3s 20 3s − 20
= 3L cosh 5t − 4L sinh 5t = − 2 = 2
s2 − 25 s − 25 s − 25

Example 1.2 Find the Laplace transform of the following functions:

(
0 0 ≤ t < 3,
f (t) =
2, t ≥ 3

Solution: The function f , shown in Figure below is piecewise continuous and

of exponential order for t > 0. Since f is defined in two pieces. L f (t) is


expressed as the sum of two integrals:

Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 9

Figure 4

Piecewise continuous function

∞ Z Z 3 Z ∞
L f (t) = −st −st
e−st (2)dt

e f (t)dt = e (0)dt +
0 0 3
h 2e−st i∞
=0+
−s 3
−3s
2e
= , s > 0.
s

Exercise: Find the Laplace transform of the following functions:

2
2
(a) f (t) = t2 + 1 (b) f (t) = sin t + cos t (c) f (t) = cos3 2t

(d) f (t) = sin(at + b) (e) f (t) = cos(wt + θ) (f ) f (t) = sinh2 2t

( (
2t + 1 0 ≤ t < 1, sin t 0 ≤ t < π,
(g) f (t) = (h) f (t) =
0, t≥1 0, t≥π

1.3 Inverse Laplace Transform

If F (s) represents the Laplace transform of a function f (t), that is,

L f (t) = F (s)


, we then say f (t) is the inverse Laplace transform of F (s) and write

f (t) = L −1 F (s)

Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 10

S.N O Transform L {f (t)} Inverse Transform L −1 {f (t)}

k k
1 L {k} = k = L −1
s s
1 −1 1
L {t} = 2 t=L

2
s s2
1 1
L {e } =
at
eat = L −1

3
s−a s−a
k  k
4 L {sin kt} = 2 sin kt = L −1
s + k2 2
s + k2
s s
5 L {cos kt} = 2 cos kt = L −1
s + k2 s2 + k 2
k k
L {sinh kt} = 2 sinh kt = L −1 2

6
s − k2 s − k2
s s
7 L {cosh kt} = 2 cosh kt = L −1
s − k2 s2 − k 2
Use of Partial Fractions to Find Inverse L.T:
Application of L.T to a D.E results in a algebraic equation which usually comes
P (s)
out as a rational function Y (s) = where P (s) and Q(s) are polynomials in s.
Q(s)
P (s)
When the degree of P (s) ≤ Q(s), then the rational function can be written
Q(s)
as the sum of simpler rational functions, called partial fractions, depending on the
nature of factors of the denominator Q(s) as follows:

Rules in denominator Corresponding Partial Fractions

A
Non-repeated linear factor ax + b
ax + b
A1 A2 Ar
Repeated linear factor (ax + b)r + 2
+ ··· +
ax + b (ax + b) (ax + b)r
Non-repeated quadratic factor
Ax + B
ax2 + bx + c
ax2 + bx + c
Repeated quadratic factor
A1 x + B1 A2 x + B2 Ar x + Br
(ax2 + bx + c)r 2
+ 2 2
+ ··· +
ax + bx + c (ax + bx + c) (ax2 + bx + c)r

Example 1.3 Find Inverse Laplace transform of the following functions:

n1o n 5 o n4 6 1 o n (s + 2)2 o
(a) L −1 4 (b) L −1 2 (c) L −1 + 5 − (d) L −1
s s + 49 s s s+8 s3
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 11

Solution:
n1o 1 n 3! o 1 3 t3
(a) L −1 4 = L −1 3+1 = t =
s 3! s 3! 3!
n 5 o 5 n 7 o 5
(b) L −1 2 = L −1 2 = sin 7t
s + 49 7 s + 72 7

(c)
n4 6 1 o n1o 6
−1 4!
n o n 1 o
L −1
+ − =L 4−1
+ L −L −1
s s5 s + 8 s 4! s5 s+8
1 4
= 4 + t − e−8t
4
(d)
n (s + 2)2 o n s2 + 4s + 4 o
−1 1 4 4o
n
L −1 = L −1 = L + +
s3 s3 s s2 s3
n1o n1o n2o
= L −1 + 4L −1 2 + 2L −1 3
s s s
2
= 1 + 4t + 2t

Example 1.4 Find Inverse Laplace transform of the following functions:

1 3s + 7 2s − 1
(a) (b) 2 (c) 3
(s + 1)(s + 2) s − 2s − 3 s −s

Solution:(a)
n 1 o n A B o
L −1 = L −1 + (by partial fractions)
(s + 1)(s + 2) s+1 s+2
n 1 −1 o
= L −1 + (by linear property)
s+1 s+2
n 1 o n 1 o
= L −1 − L−1
s+1 s+2
−t −2t
=e −e
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 12

(b)
n 3s + 7 o n 3s + 7 o
L −1
=L −1
s2 − 2s − 3 (s − 3)(s + 1)
n A B o
=L −1
+ (by partial fractions)
s−3 s+1
n 4 −1 o
= L −1 + (by linear property)
s−3 s+1
n 4 o n −1 o
= L −1 + L −1
s−3 s+1
3t −t
= 4e − e

(c)
n 2s − 1 o n 2s − 1 o
L −1 = L −1
s3 − s s(s2 − 1)
n A Bs + C o
= L −1 + 2 (by partial fractions)
s s −1
n 1 −s + 2 o
= L −1 + 2 (by linear property)
s s −1
n1o n s o n 1 o
= L −1 − L −1 2 + 2L −1 2
s s −1 s −1
= 1 − cosh t + 2 sinh t

Exercise: Find the Inverse Laplace transform (L −1 ) of the following functions:

n1 48 o n1 1 1 o n 10s o
(a) L −1 2 − 3 (b) L −1 2 − + (c) L −1 2
s s s s s−2 s + 16
n s+1 o n s o n 1 o
(d) L −1 2 (e) L −1 2 (f ) L −1 2
s +2 s + 2s − 3 s + s − 20
n 1 o n s o
(g) L −1 2 (h) L −1
s + 3s (s − 2)(s − 3)(s − 6)

TRANSLATION ON THE s-AXIS

Theorem: (First Translation Theorem)
If L {f (t)} = F (s) and a is any real number, then L {eat f (t)} = F (s − a)
Note :L {e−at f (t)} = F (s + a), (s + a) > 0
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 13

If we consider s a real variable, then the graph

of F (s − a) is the graph of F (s) shifted on the
s-axis by the amount |a|. If a > 0 the graph of
F (s) is shifted a units to the right, whereas
if a < 0 the graph is shifted |a| units to the left.

For emphasis it is sometimes useful to use the symbolism

L eat f (t) = L f (t)

 
s→s−a

where s → s − a means that in the Laplace transform F (s) of f (t) we replace the
symbol s wherever it appears by s − a.
(Inverse Form of First Translation Theorem): To compute the inverse of
F (s−a), we must recognize F (s), find f (t) by taking the inverse Laplace transform
of F (s), and then multiply f (t) by the exponential function eat . This procedure
can be summarized symbolically in the following manner:

L −1 F (s − a) = L −1 F (s) s→s−a = eat f (t)

 

where f (t) = L −1 F (s)



S.N O Function f (t) Laplace TransformL {eat f (t)}

k
1 f (t) = k L {eat k} =
s−a
n!
2 f (t) = tn L {eat tn } =
n+1
s−a
k
3 f (t) = sin kt L {eat sin kt} =
2
s − a + k2
s−a
4 f (t) = cos kt L {eat cos kt} =
2
s − a + k2
k
5 f (t) = sinh kt L {eat sinh kt} =
2
s − a − k2
s−a
6 f (t) = cosh kt L {eat cosh kt} =
2
s − a − k2

Example 1.5 Find the Laplace transform of the following functions:

(a) L t3 e−3t (b) L e−t 3 cos 5t − 4 sin 5t

 

Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 14

(c) L e2t 3 sinh 2t − 5 cosh 2t (d) L e−t cos2 t




3! 3!
Solution: (a) L t3 e−3t = L t3
 
s→s+3
= =
s4 s→s+3 (s + 3)4
(b)
L e−t 3 cos 5t − 4 sin 5t = L 3 cos 5t − 4 sin 5t


s→s+1
3s 4(5)
= 2 − 2
s + 25 s + 25 s→s+1
3(s + 1) 20
= −
(s + 1) + 25 (s + 1)2 + 25
2

3s − 17
=
(s + 1)2 + 25
(c)
L e2t 3 sinh 2t − 5 cosh 2t = L 3 sinh 2t − 5 cosh 2t


s→s−2
3(2) 5(s)
= 2 − 2
s − 4 s − 4 s→s−2
6 5(s − 2)
= −
(s − 2) − 4 (s − 2)2 − 4
2

−5s + 16
=
(s − 2)2 − 4
(d)  
1 + cos 2t
L e −t
cos t = L cos t
2 2
=L
 
s→s+1 2 s→s+1
1h  i
= L 1 + L cos 2t

2 s→s+1
1 1
h s i
= + 2
2 s s + 4 s→s+1
1h 1 s+1 i
= +
2 s + 1 (s + 1)2 + 4

Example 1.6 Find the Inverse Laplace transform of the following functions:
n 1 o n 1 o n s o
(a) L −1 (b) L −1
(c) L −1
(s + 2)3 s2 + 2s + 5 (s + 1)2
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 15

n 1 o
−1 1
n o n1o 1
Solution: (a) L −1
=L −2t
=e L −1
= e−2t t2
(s + 2)3 s3 s→s+2 s3 2
(b)
n 1 o n 1 o
L −1 = L −1
s2 + 2s + 5 (s + 1)2 + 4
n 1 o
=L −1
(s + 1)2 + 4 s→s+1
1 n 2 o 1
= e−t L −1 2 = e−t sin 2t
2 s + 22 2
(c)
s −1 s + 1 − 1
n o n o
L −1
=L
(s + 1)2 (s + 1)2
n 1 1 o
= L −1 −
s + 1 (s + 1)2 s→s+1
n1 1o
= e−t L −1 − 2 = e−t 1 − t


s s

Exercise: Find the Laplace (L ) and Inverse Laplace transform (L −1 ) of the

following functions:

(a) L et sin 2t (b) L e2t (t − 1)2 (c) L (1 − et + 3e−4t ) cos 5t

  

n 1 o n 1 o n s o
(d) L −1
(e) L −1
(f ) L −1
(s − 1)4 s2 − 6s + 10 s2 + 4s + 5

1.4 Laplace Transform of Differentiation

Differentiation of Transforms: Multiplication by t
Differentiation of the transform of a function corresponds to the multiplication of
the function by t.
d
Theorem: If L f (t) = F (s), then L t · f (t) = − F (s).



ds
In general
dn
L tn · f (t) = (−1)n n F (s),


for n = 1, 2, 3 · · ·
ds

2as
Example 1.7 Show that L t sin at =


2 .
s 2 + a2
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 16

Solution:
a
L sin at =

s2
+ a2
Using theorem on multiplication by t
dn a o 2as
L t sin at = −

2 2
=
2
ds s + a s 2 + a2

Example 1.8 Evaluate L te−2t sin t .



Solution:
1
L sin t =

s2 + 1
1 1
L e sin t =
 −2t
2
= 2 ( by first shifting theorem)
(s + 2) + 1 s + 4s + 5
Using theorem on multiplication by t
dn 1 o 2s + 4
L t(e−2t sin t) = −

2
=
2
ds s + 4s + 5 s2 + 4s + 5

1.5 Laplace Transform of Integrals

 Z t  F (s)
Theorem: If L f (t) = F (s), then L


f (u)du = .
0 s
Generalization for nth integral
Z tZ t Z t  F (s)
L ··· f (u)du · · · du = n
0 0 0 s

nZ t o
Example 1.9 Evaluate L eu du .
0

Solution: Let f (t) = et

1
⇒ L f (t) = L et =



= F (s)
s−1
Z t  F (s)
By Laplace transform of integral L f (u)du = .
0 s
nZ t o F (s) 1 1 1
L eu du = = · =
0 s s (s − 1) s(s − 1)
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 17

nZ t o
Example 1.10 Evaluate L e−u cos u du .
0

Solution: Let f (t) = e−t cos t

s+1
⇒ L f (t) = L e−t cos t =



= F (s)( by first shifting theorem)
(s + 1)2Z+ 1
 t  F (s)
By Laplace transform of integral L f (u)du = .
0 s
nZ t o F (s) 1 s+1 s+1
L −u
e cos u du = = · 2
= 2
0 s s (s + 1) + 1 s(s + 2s + 2)

nZ t o
Example 1.11 Evaluate L u sin u du .
0

Solution: Let f (t) = t sin t

⇒ L f (t) = L t sin t (Multiplication by t)



d d 1
2s
= − L(sin t) = − = = F (s)
ds ds s2 + 1 (s2 + 1) 2
Z t  F (s)
By Laplace transform of integral L f (u)du = .
0 s
nZ t o F (s) 1 2s 2
L u sin u du = = · 2 2
= 2
0 s s (s + 1) (s + 1)2
CONVOLUTION:
Convolution is used to find inverse Laplace transforms in solving differential equa-
tions and integral equations.
If functions f and g are piecewise continuous on the interval [0.∞), then a special
product, denoted by f ∗ g, is defined by the integral
Z t


f ∗ g (t) = f (u)g(t − u)du
0

and is called the convolution of f and g.

Theorem: If f (t) and g(t) are piecewise continuous on [0, ∞) and of exponential
order, then

L f (t) ∗ g(t) = L (f (t))L (g(t)) = F (s)G(s)



(or) L −1 F (s)G(s) = f (t) ∗ g(t)


Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 18

nZ t o
Example 1.12 Use convolution theorem, evaluate L eu cos(t − u) du .
0

Solution: With f (t) = et and g(t) = cos t, the convolution theorem states that
the Laplace transform of the convolution of f and g is the product of their Laplace
transforms
nZ t o 1 s s
L eu cos(t − u) du = L {et }L {cos t} = · 2 =
0 s−1 s +1 (s − 1)(s2 + 1)

n 1 o
Example 1.13 Use convolution theorem, evaluate L −1 .
s2 (s2 + 1)
Solution: Rewriting
1 1 1
= 2· 2 = F (s) · G(s)
s2 (s2 + 1) s s +1
so that  1 
f (t) = L −1 F (s) = L −1 2


= sin t
s +1
−1 1
 
g(t) = L −1
G(s) = L


=t
s2
By convolution theorem
Z t
n 1 o
L −1
=f ∗g = f (u)g(t − u) du
s2 (s2 + 1) 0
Z t
= (t − u) sin u du = t − sin t
0

Exercise: Use convolution theorem, find the Laplace and Inverse transform of
the following functions:

(a) L t sinh 3t (b) L t2 cos t

 

nZ t o nZ t o
(c) L e du (d) L
u
u sin udu
0 0
n 1 o n 1 o
(e) L −1 (f ) L −1
s(s − 1) s(s − a)2
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 19

1.6 Applications of L. T to DE with constant coefficients

Laplace Transform is especially suitable to obtain the solution of linear non-
homogeneous ordinary differential equations with constant coefficients, when all
the boundary conditions are specified for the unknown function and its derivatives
at a single point.

Figure 5

Laplace Transform of Derivatives: If f (t) is continuous and of exponential or-

der, and f 0 (t) sectionally continuous then

L f 0 (t) = sf (s) − f (0)

L f 00 (t) = s2 f (s) − sf (0) − f 0 (0)

L f 000 (t) = s3 f (s) − s2 f (0) − sf 0 (0) − f 00 (0)

Theorem: If f, f 0 , · · · f n−1 are continuous on (0, ∞) and are exponential order and
if f n is piecewise continuous on [0, ∞), then

L f (n) (t) = sn f (s) − sn−1 f (0) − sn−2 f 0 (0) − · · · − f (n−1) (0)

Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 20

Figure 6

dy
Example 1.14 Use the L.T to solve the given IVP: − y = 1, y(0) = 0
dt
Solution:Take Laplace transform on both side of y 0 − y = 1
⇒ L y 0 − L y = L {1}
 

⇒ sL y − y(0) − L y = L{1}
 

1
⇒ L y (s − 1) =

s
n 1 o n −1 1 o
⇒ y = L −1 = L −1 + = −1 + et
s(s − 1) s s−1

Example 1.15 Use the L.T to solve the given IVP: y 0 + 6y = e4t , y(0) = 2
Solution:Take Laplace transform on both side of y 0 + 6y = e4t
⇒ L y 0 + 6L y = L {e4t }
 

  1
⇒ sL y − y(0) + 6L y =
s−4
1
⇒ L y (s + 6) =

+2
s−4
n 1 2 o
⇒ y = L −1 +
(s + 6)(s − 4) s + 6
n 1/10 −1/10 2 o 1 19
⇒ y = L −1 + + = e4t + e−6t
s−4 s+6 s+6 10 10
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 21

Example 1.16 Using L.T to solve the given IVP:

y 00 + 9y = et , given y(0) = 0 y 0 (0) = 0
Solution: Take Laplace transform on both side of y 00 + 9y = et
⇒ L y 00 + 9L y = L {et }
 
h i 1
⇒ s2 L y − sy(0) − y 0 (0) + 9L y =
 
s−1
1
⇒ L y s2 + 9 =


s−1
n 1 o
y=L −1
(s − 1)(s2 + 9)
n A Bs + C o
= L −1 + 2
s−1 s +9
1 −1 n 1 o 1 −1 n 1 o 1 −1 n s o
= L − L − L
10 s−1 10 s2 + 9 10 s2 + 9
1 1 1
= et − sin 3t − cos 3t.
10 30 10

Example 1.17 Using Laplace transform to solve the given initial value problem
y 00 + 2y 0 + 5y = e−t sin t, given y(0) = 0 y 0 (0) = 1

Solution: Take Laplace transform on both side of y 00 + 2y 0 + 5y = e−t sin t

⇒ L y 00 + 2L y 0 + 5L y = L {e−t sin t}
  
h i h i 1
⇒ s L y − sy(0) − y (0) + 2 sL y − y(0) + 5L y =
2 0
  

2
s+1 +1
1
⇒ L y s2 + 2s + 5 = 2


+1
s + 2s + 2
n s2 + 2s + 3 o
y = L −1
(s2 + 2s + 2)(s2 + 2s + 5)
n 1/3 2/3 o
= L −1 2 + 2
s + 2s + 2 s + 2s + 5
1 −1 n 1 o 2 n 1 o
= L
2 + L −1

2 by First shifting theorem
3 s+1 +1 3 s+1 +4
1 n 1 o 1 n 2 o 1 1
= L −1 2 + L−1 2 = e−t sin t + e−t sin 2t
3 s + 1 s→s+1 3 s + 4 s→s+1 3 3
−t
e

= sin t + sin 2t
3
Dr. Ahmed Masmali Math-331 Jazan University Department Of Mathematics 22

Example 1.18 Using Laplace transform to solve the initial value problem
y 00 − 3y 0 + 2y = e−4t , given y(0) = 1 y 0 (0) = 5

Solution: Take Laplace transform on both side of y 00 − 3y 0 + 2y = e−4t

⇒ L y 00 − 3L y 0 + 2L y = L {e−4t }
  

1
⇒ s2 L y − sy(0) − y 0 (0) − 3 sL y − y(0) + 2L y =
      
s+4
1
⇒ L y s2 − 3s + 2 − s − 5 + 3 =


s+4
1
⇒ L y s2 − 3s + 2 =


+s+2
s+4
s2 + 6s + 9
⇒L y =



(s + 4) s2 − 3s + 2
n s2 + 6s + 9 o
y=L −1
(s + 4)(s − 2)(s − 1)
n A B C o
=L −1
+ +
s−1 s−2 s+4
n −16/5 25/6 1/30 o
= L −1 + +
s−1 s−2 s+4
−16 −1 n 1 o 25 −1 n 1 o 1 n 1 o
= L + L + L −1
5 s−1 6 s−2 30 s+4
−16 t 25 2t 1
= e + e + e−4t
5 6 30

Exercise: Using Laplace transform to solve the following IVP:

(a) y 0 + y = e−3t cos 2t, given y 0 = 0

(b) y 0 − y = 2 cos 5t, given y 0 = 0

(c) y 00 − 2y 0 + 5y = 0, given y 0 = 1 y 0 0 = 3

(d) y 00 − y 0 = et cos t, given y 0 = 0 y 0 0 = 0

(e) y 00 − 6y 0 + 9y = t, given y 0 = 0 y 0 0 = 1