Laplace Transform
Laplace Transform
MATHEMATICS II
LAPLACE TRANSFORM
Mohsen Aghaeiboorkheili
Department of Mathematics & Computer Science
The Papua New Guinea University of Technology
L {f (t)} = F (s).
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Laplace transform Definition and Notation
L {f (t)} = F (s).
Example 1
Suppose that a is a real number. Find Laplace transform for f (t) =
eat provided s > a.
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Laplace transform Definition and Notation
Solution
R∞ R∞
L {f (t)} = 0
e−st f (t)dt = 0
e−st eat dt
R∞ 1 (a−s)t t=∞
= 0
e(a−s)t dt = e t=0
a−s
1 h i
= lim e(a−s)t − lim e(a−s)t
a−s t→∞ t→0
1 1 1
= (0 − 1) = − =
a−s a−s s−a
It means the Laplace transform for f (t) = eat can be denoted as F (s) =
1
.
s−a
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Laplace transform Definition and Notation
Solution
R∞ R∞
L {f (t)} = 0
e−st f (t)dt = 0
e−st eat dt
R∞ 1 (a−s)t t=∞
= 0
e(a−s)t dt = e t=0
a−s
1 h i
= lim e(a−s)t − lim e(a−s)t
a−s t→∞ t→0
1 1 1
= (0 − 1) = − =
a−s a−s s−a
It means the Laplace transform for f (t) = eat can be denoted as F (s) =
1
.
s−a
If it is mentioned to use definition of Laplace transform to find Laplace
transform of a function then you should use Definition 1 otherwise we
rarely find the Laplace transform of a function using integration. Instead
we can use the following table.
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Laplace transform Definition and Notation
1 n! s−a
1 tn eat cos(bt)
s sn+1 (s − a)2 + b2
1 n! a
eat tn eat sinh(at)
s−a (s − a)n+1 s 2 − a2
a−b a s
eat − ebt sin(at) cosh(at)
(s − a)(s − b) s 2 + a2 s 2 − a2
s 2as
cos(at) t sin(at) δ(t − a) e−as
s2 + a2 (s2 + a2 )2
s2 − a2 b
t cos(at) eat sin(bt)
(s2 + a2 )2 (s − a)2 + b2
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Laplace transform Definition and Notation
Example 2
Use Table 1 to find the Laplace transform for f (t) = sin(3t).
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Laplace transform Definition and Notation
Example 2
Use Table 1 to find the Laplace transform for f (t) = sin(3t).
Solution
3
Using Table 1, L {sin(3t)} = .
s2 +9
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Laplace transform Definition and Notation
Example 2
Use Table 1 to find the Laplace transform for f (t) = sin(3t).
Solution
3
Using Table 1, L {sin(3t)} = .
s2 +9
Example 3
Use Table 1 to find the Laplace transform for f (t) = e2t cos(5t).
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Laplace transform Definition and Notation
Example 2
Use Table 1 to find the Laplace transform for f (t) = sin(3t).
Solution
3
Using Table 1, L {sin(3t)} = .
s2 +9
Example 3
Use Table 1 to find the Laplace transform for f (t) = e2t cos(5t).
Solution
s−2
Using Table 1, L {e2t cos(5t)} = .
(s − 2)2 + 25
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Laplace transform Definition and Notation
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Laplace transform Definition and Notation
Example 4
Use Table 1 to find the Laplace transform for f (t) = 14t − sin(7t).
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Laplace transform Definition and Notation
Example 4
Use Table 1 to find the Laplace transform for f (t) = 14t − sin(7t).
Solution
L {14t − sin(7t)} = L {14t} + L {− sin(7t)}
14 7
= − .
s2 s2 + 49
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Laplace transform Definition and Notation
Example 5
Use Table 1 to find the Laplace transform for f (t) = −5t2 e−4t + sin(3t).
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Laplace transform Definition and Notation
Example 5
Use Table 1 to find the Laplace transform for f (t) = −5t2 e−4t + sin(3t).
Solution
L {−5t2 e−4t + sin(3t)} = L {−5t2 e−4t } + L {sin(3t)}
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Laplace transform Definition and Notation
Example 5
Use Table 1 to find the Laplace transform for f (t) = −5t2 e−4t + sin(3t).
Solution
L {−5t2 e−4t + sin(3t)} = L {−5t2 e−4t } + L {sin(3t)}
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Laplace transform Definition and Notation
1 n! s 2 − a2
1 tn t cos(at)
s sn+1 (s2 + a2 )2
1 n! b
eat tn eat eat sin(bt)
s−a (s − a)n+1 (s − a)2 + b2
a−b a s−a
eat − ebt sin(at) eat cos(bt)
(s − a)(s − b) s 2 + a2 (s − a)2 + b2
s 2as a
cos(at) t sin(at) sinh(at)
s2 + a2 (s2 + a2 )2 s 2 − a2
s
cosh(at) e−as δ(t − a)
s2 − a2
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Laplace transform Definition and Notation
Example 6
Use Table 2 to find inverse Laplace transform for the following functions:
7
1 s2 −9
,
s
2 s2 +64
,
5 4s
3 s2 +12
− s2 +8
,
1
4 s+42
,
−5s
5 (s2 +1)2
.
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Laplace transform Definition and Notation
Solution
7 7 3
1 Since s2 −9
= 3 s2 −32
, so
L −1 { s27−9 } = L −1 { 73 3
s2 −32
}
= 7
3
L −1 { s2 −3
3
2}
7
= 3
sinh(3t).
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Laplace transform Definition and Notation
Solution
7 7 3
1 Since s2 −9
= 3 s2 −32
, so
L −1 { s27−9 } = L −1 { 73 3
s2 −32
}
= 7
3
L −1 { s2 −3
3
2}
7
= 3
sinh(3t).
2 L −1 { s2 +64
s
} = L −1 { s2 +8
s
2 } = cos(8t).
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Laplace transform Definition and Notation
Solution
7 7 3
1 Since s2 −9
= 3 s2 −32
, so
L −1 { s27−9 } = L −1 { 73 3
s2 −32
}
= 7
3
L −1 { s2 −3
3
2}
7
= 3
sinh(3t).
2 L −1 { s2 +64
s
} = L −1 { s2 +8
s
2 } = cos(8t).
√
5 4s √5 12 s
3 Since s2 +12
− s2 +8
= √ −4 √ 2, so
12 s2 + 122 s2 + 8
√
L −1 { s2 +12
5
− 4s
s2 +8
} = L −1 { √5 √
12
−4 s
√ 2}
12 s2 + 122 s2 + 8
√
= √5 L −1 { 12
√ 2} − 4L −1 { s
√ 2}
12 s2 + 12 s2 + 8
√ √
= √5 sin( 12t) − 4 cos( 8t).
12
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Laplace transform Definition and Notation
Solution ( cont.)
4 L −1 { s+42
1 } = L −1 { 1
s−(−42)
} = e−42t .
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Laplace transform Definition and Notation
Solution ( cont.)
4 L −1 { s+42
1 } = L −1 { 1
s−(−42)
} = e−42t .
−5s
5 Since = −5 2s , so
(s2 +1)2 2 (s2 +12 )2
−5s
L −1 { } = L −1 {− 5 2s }
(s2 +1)2 2 (s2 +12 )2
= 5 L −1 {
−2 2s }
(s2 +12 )2
= 5 t sin(t).
−2
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Laplace transform Definition and Notation
Solution ( cont.)
4 L −1 { s+42
1 } = L −1 { 1
s−(−42)
} = e−42t .
−5s
5 Since = −5 2s , so
(s2 +1)2 2 (s2 +12 )2
−5s
L −1 { } = L −1 {− 5 2s }
(s2 +1)2 2 (s2 +12 )2
= 5 L −1 {
−2 2s }
(s2 +12 )2
= 5 t sin(t).
−2
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Laplace transform Definition and Notation
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Laplace transform Definition and Notation
Example 7
Solve the following IVP using Laplace transform
y 0 − 4y = 1 with y(0) = 1.
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Laplace transform Definition and Notation
Example 7
Solve the following IVP using Laplace transform
y 0 − 4y = 1 with y(0) = 1.
Solution
Applying Laplace transform for the both sides of differential equa-
tions gives:
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Laplace transform Definition and Notation
Solution ( cont.)
L {y 0 − 4y} = L {1} =⇒
L {y 0 } − 4L {y} = 1
s
=⇒
1
sL {y} − y(0) − 4L {y} = s
=⇒
1
sL {y} − 1 − 4L {y} = s
=⇒
L {y} (s − 4) = 1
s
+1 =⇒
L {y} (s − 4) = s+1
s
=⇒
L {y} = s+1
s(s−4)
Now taking inverse Laplace transform of the last equation, i. e., L {y} = s+1
s(s−4)
, gives
L −1 {L {y}} = L −1 { s(s−4)
s+1
} =⇒
y = L −1 { s(s−4)
s+1
}.
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Laplace transform Definition and Notation
Solution ( cont.)
Using partial fraction decomposition,
s+1 A B A(s−4)+Bs
s(s−4)
= s
+ s−4
= s(s−4)
(A+B)s−4A
= s(s−4)
s+1 11 5 1
=− + ,
s(s − 4) 4s 4s−4
then
y(t) = L −1 { s(s−4)
s+1
} = L −1 {− 14 1
s
+ 5 1
4 s−4
}
= − 41 L −1 { 1s } + 54 L −1 { s−4
1
} = − 41 + 54 e4t
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Laplace transform Definition and Notation
Example 8
Find the solution of y 00 + 4y 0 + 3y = et with y(0) = 0 and y 0 (0) = 2.
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Laplace transform Definition and Notation
Example 8
Find the solution of y 00 + 4y 0 + 3y = et with y(0) = 0 and y 0 (0) = 2.
Solution
Applying Laplace transform for the both sides of differential equations gives:
L {y 00 + 4y 0 + 3y} = L {et } =⇒
L {y 00 } + 4L {y 0 } + 3L {y} = 1
s−1
=⇒
1
(s2 + 4s + 3)L {y} = s−1
+2 =⇒
2s−1
(s + 1)(s + 3)L {y} = s−1
=⇒
L {y} = 2s−1
(s−1)(s+1)(s+3)
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Laplace transform Definition and Notation
Solution ( cont.)
Now taking inverse Laplace transform of the last equation, i. e., L {y} =
2s−1
(s−1)(s+1)(s+3)
, gives
L −1 {L {y}} = L −1 { (s−1)(s+1)(s+3)
2s−1
} =⇒
y = L −1 { (s−1)(s+1)(s+3)
2s−1
}.
2s−1 A B C
(s−1)(s+1)(s+3)
= s−1
+ s+1
+ s+3
A(s+1)(s+3)+B(s−1)(s+3)+C(s−1)(s+1)
= (s−1)(s+1)(s+3)
(A+B+C)s2 +(4A+2B)s+3A−3B−C
= (s−1)(s+1)(s+3)
1 3
So 2s − 1 = (A + B + C)s2 + (4A + 2B)s + 3A − 3B − C that yields A = 8
,B = 4
and C = − 87 . Hence
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Laplace transform Shifting and Heaviside
Solution ( cont.)
2s − 1 1 1 3 1 7 1
= + −
(s − 1)(s + 1)(s + 3) 8s−1 4s+1 8s+3
then
y(t) = L −1 { (s−1)(s+1)(s+3)
2s−1
} = L −1 { 18 1
s−1
+ 3 1
4 s+1
− 7 1
8 s+3
}
= 1
8
L −1 { s−1
1
} + 34 L −1 { s+1
1
} − 78 L −1 { s+3
1
}
1 t
= 8
e + 43 e−t − 78 e−3t
1 t
So the final answer is y(t) = 8
e + 34 e−t − 78 e−3t .
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Laplace transform Shifting and Heaviside
Solution ( cont.)
2s − 1 1 1 3 1 7 1
= + −
(s − 1)(s + 1)(s + 3) 8s−1 4s+1 8s+3
then
y(t) = L −1 { (s−1)(s+1)(s+3)
2s−1
} = L −1 { 18 1
s−1
+ 3 1
4 s+1
− 7 1
8 s+3
}
= 1
8
L −1 { s−1
1
} + 34 L −1 { s+1
1
} − 78 L −1 { s+3
1
}
1 t
= 8
e + 43 e−t − 78 e−3t
1 t
So the final answer is y(t) = 8
e + 34 e−t − 78 e−3t .
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Laplace transform Shifting and Heaviside
Example 9
Find the Laplace transform of eat cos(bt).
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Laplace transform Shifting and Heaviside
Example 9
Find the Laplace transform of eat cos(bt).
Solution
Since L {cos(bt)} = s
s2 +b2
= F (s) then
s−a
L {eat cos(bt)} = F (s − a) = .
(s − a)2 + b2
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Laplace transform Shifting and Heaviside
Example 9
Find the Laplace transform of eat cos(bt).
Solution
Since L {cos(bt)} = s
s2 +b2
= F (s) then
s−a
L {eat cos(bt)} = F (s − a) = .
(s − a)2 + b2
Example 10
Find the Laplace transform of t3 e7t .
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Laplace transform Shifting and Heaviside
Example 9
Find the Laplace transform of eat cos(bt).
Solution
Since L {cos(bt)} = s
s2 +b2
= F (s) then
s−a
L {eat cos(bt)} = F (s − a) = .
(s − a)2 + b2
Example 10
Find the Laplace transform of t3 e7t .
Solution
Since L {t3 } = 6
s4
= F (s) then
6
L {e7t t3 } = F (s − 7) = .
(s − 7)4
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Laplace transform Shifting and Heaviside
Theorem 1.3 (The First Shifting Theorem For Inverse Laplace Transform)
For any number like a, L −1 {F (s − a)} = eat L −1 {F (s)} or
−1 at −1
L {F (s)} = e L {F (s + a)}.
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Laplace transform Shifting and Heaviside
Theorem 1.3 (The First Shifting Theorem For Inverse Laplace Transform)
For any number like a, L −1 {F (s − a)} = eat L −1 {F (s)} or
−1 at −1
L {F (s)} = e L {F (s + a)}.
Example 11
Find the Laplace inverse transform for 4 .
s2 +4s+20
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Laplace transform Shifting and Heaviside
Theorem 1.3 (The First Shifting Theorem For Inverse Laplace Transform)
For any number like a, L −1 {F (s − a)} = eat L −1 {F (s)} or
−1 at −1
L {F (s)} = e L {F (s + a)}.
Example 11
Find the Laplace inverse transform for 4 .
s2 +4s+20
Solution
Since
4 4
= = F (s + 2)
s2 + 4s + 20 (s + 2)2 + 16
then F (s) = 4 . So
s2 +16
= e−2t L −1 { 2 4 }
s +16
= e−2t sin(4t).
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Laplace transform Shifting and Heaviside
Example 12
3s−1
Find the inverse Laplace transform for s2 −6s+2 .
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Laplace transform Shifting and Heaviside
Example 12
3s−1
Find the inverse Laplace transform for s2 −6s+2 .
Solution
3s−1 3(s−3)+8
s2 −6s+2 = (s−3)2 −7
3(s−3) 8
= (s−3)2 −7 + (s−3)2 −7 .
So
3(s−3)
L −1 { s23s−1
−6s+2 } = L −1 { (s−3) 2 −7 } + L −1 { (s−3)
8
2 −7 }
√
(s−3)
= 3L −1 { √ 2} + √8 L −1 { 7√
2}
(s−3)2 − 7 7 (s−3)2 − 7
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Laplace transform Shifting and Heaviside
Solution ( cont.)
But we know that
L −1 {F (s − 3)} = e3t L −1 {F (s)}
So
√
L −1 {F (s − 3)} = e3t L −1 {F (s)} = e3t L −1 { s
√ 2} = e3t cosh( 7t)
s2 − 7
√ √
L −1 {G(s − 3)} = e3t L −1 {G(s)} = e3t L −1 { 7
√ 2} = e3t sinh( 7t)
s2 − 7
L −1 { s23s−1
−6s+2
} = 3L −1 {F (s − 3)} + √8 L −1 {G(s − 3)}
7
√ √
= 3e3t cosh( 7t) + √8 e3t sinh( 7t).
7
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Laplace transform Shifting and Heaviside Heaviside and Pulses
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Laplace transform Shifting and Heaviside Heaviside and Pulses
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Remark 5
Generally for 0 < a1 < a2 < · · · < an , every function in the form of
f (t)
0 for 0 ≤ t < a1
a1 ≤ t < a2
f (t)
1 for
a2 ≤ t < a3
f2 (t)
for
. . .
f (t) = . . .
. . .
fn−2 (t)
for an−2 ≤ t < an−1
an−1 ≤ t < an
fn−1 (t)
for
fn (t) for an ≤t
can be represented by
f (t) = f0 (t) H(t − 0) − H(t − a1 ) + f1 (t) H(t − a1 ) − H(t − a2 )
+ f2 (t) H(t − a2 ) − H(t − a3 ) + · · · + fn−2 (t) H(t − an−2 ) − H(t − an−1 )
+ fn−1 (t) H(t − an−1 ) − H(t − an ) + fn (t)H(t − an ).
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Laplace transform Shifting and Heaviside Heaviside and Pulses
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 13
Use Theorem 1.4 to find Laplace transform for H(t − a).
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 13
Use Theorem 1.4 to find Laplace transform for H(t − a).
Solution
Consider the function f (t) = 1, then obviously f (t − a) = 1. Plug in these into
Theorem 1.4 gives:
e−as
L {H(t − a)} = e−as L {1} = .
s
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 14
Compute L {g(t)} where
0 for t<2
g(t) = .
t2 + 1 for t≥2
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 14
Compute L {g(t)} where
0 for t<2
g(t) = .
t2 + 1 for t≥2
Solution
Using Remark 4, part 1 ,
0 for t<2
H(t − 2) =
1 for t≥2
if we multiply this by t2 + 1 then we will find exactly g(t), i. e., g(t) = (t2 + 1)H(t − 2)
or
g(t) = H(t − 2)(t2 + 1). (5)
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
So now we have
g(t) = H(t − 2)f (t − 2)
then using Theorem 1.4,
f (t) = f (t + 2 − 2)
= (t + 2)2 + 1
= t2 + 4t + 5
or briefly f (t) = t2 + 4t + 5.
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
We just need to find L {f (t)} and then plug into Equation (6) to get L {g(t)}.
L {f (t)} = L {t2 + 4t + 5}
2 4 5
= + 2 +
s3 s s
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Laplace transform Shifting and Heaviside Heaviside and Pulses
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 15
−3s
Compute L −1 { se
s2 +4
}.
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 15
−3s
Compute L −1 { se
s2 +4
}.
Solution
−3s
L −1 { se
s2 +4
} = L −1 {e−3s s2s+4 }
= H(t − 3)f (t − 3)
where f (t) = L −1 { s
s2 +4
} = cos(2t) so
se−3s
L −1 { } = H(t − 3) cos(2(t − 3)).
s2 + 4
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 16
Solve the IVP y 00 + 4y = g(t) such that y(0) = y 0 (0) = 0 and
0 for t<3
g(t) =
t for t≥3
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 16
Solve the IVP y 00 + 4y = g(t) such that y(0) = y 0 (0) = 0 and
0 for t<3
g(t) =
t for t≥3
Solution
Applying Laplace transform for the both sides of differential equations gives:
L {y 00 + 4y} = L {g(t)} =⇒
L {y 00 } + 4L {y} = L {g(t)} =⇒
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
L {g(t)}
L {y} = (7)
s2 + 4
Now let to find L {g(t)} and then plug it into the Equation (??). Using Remark 4, part
1 ,
0 for t<3
H(t − 3) =
1 for t≥3
if we multiply this by t then we will find exactly g(t), i. e., g(t) = tH(t − 3) or
Since g(t) should be in the form of H(t−3)f (t−3) to apply Theorem 1.4 so f (t−3) = t.
Changing t with t + 3 will gives f (t) = t + 3. Hence
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
1 3
So L {g(t)} = e−3s + , then plug this into the Equation (7) gives
s2 s
1 3
!
e−3s +
L {g(t)} s2 s
L {y} = s(s+4)
= s2 +4
1 + 3s
= e−3s .
s2 (s2 + 4)
1 + 3s
y(t) = L −1 {e−3s } (9)
s2 (s2 + 4)
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
1 + 3s
where h(t) = L −1 { }, so let find h(t) and put it into the Equation (10) to
s2 (s2 + 4)
compute y(t). Using fraction decomposition for s21+3s
(s2 +4)
gives
3 1
that gives A = 4
,B = 4
,C = − 34 and D = − 14 . Hence
3 1 −3 s− 1
h(t) = L −1 { s21+3s
(s2 +4)
} = L −1 { s4 + 4
s2
+ 4
s2 +4
4
}
= 3
4
L −1 { 1s } + 41 L −1 { s12 } − 34 L −1 { s2s+4 } − 14 L −1 { s21+4 }
= 3
4
L −1 { 1s } + 41 L −1 { s12 } − 34 L −1 { s2 +2
s
2 } − 8L
1 −1 { 2
s2 +22
}
3
= 4
+ 41 t − 3
4
cos(2t) − 1
8
sin(2t)
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
3
Since h(t) = 4
+ 14 t − 3
4
cos(2t) − 1
8
sin(2t), then
3 t−3 3 1
h(t − 3) = 4
+ 4
− 4
cos(2(t − 3)) − 8
sin(2(t − 3))
t 3 1
= 4
− 4
cos(2(t − 3)) − 8
sin(2(t − 3))
or finally
0 for t<3
y(t) = .
t − 3
cos(2(t − 3)) − 1
sin(2(t − 3)) for t≥3
4 4 8
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 17
Find the Laplace transform for the following function
0 for t<2
g(t) = t − 1 for 2≤t<3.
−4 t≥3
for
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Example 17
Find the Laplace transform for the following function
0 for t<2
g(t) = t − 1 for 2≤t<3.
−4 t≥3
for
Solution
Obviously we can re-arrange the function f (t) in the following form
0 for t<2 0 for t<2 0 for t<2
g(t) = t − 1 for 2≤t<3 = t−1 for 2 ≤ t < 3+ 0 for 2≤t<3
−4 t≥3 t≥3 −4 t≥3
for 0 for for
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
0 for t<2 0 for t<2
g1 (t) = t − 1 for 2≤t<3 and g2 (t) = 0 for 2≤t<3.
t≥3 −4 t≥3
0 for for
0 for t<2
g1 (t) = (t − 1) 1 for 2 ≤ t < 3 = (t − 1) [H(t − 2) − H(t − 3)] . (11)
t≥3
0 for
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
0 for t<2
0 for t<3 0 for t<3
g2 (t) = 0 for 2≤t<3 = = −4
−4 for t≥3 1 for t≥3
−4 t≥3
for
So we have
f (t) = g1 (t) + g2 (t)
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Laplace transform Shifting and Heaviside Heaviside and Pulses
Solution ( cont.)
L {f (t)} = L H(t − 2) t − 1 + L H(t − 3) − t − 3
= L H(t − 2)f1 (t − 2) + L H(t − 3)f2 (t − 3)
1 1
L {f1 (t)} = + , (13)
s2 s
1 6
L {f2 (t)} = − − . (14)
s2 s
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Laplace transform Convolution
Solution ( cont.)
Then
1 1 1 6
L {g(t)} = e−2s + − e−3s + .
s2 s s2 s
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Laplace transform Convolution
Definition 4 (Convolution)
If f (t) and g(t) are defined for t ≥ 0, then the convolution f ∗ g of f with g is the
function defined by Z t
(f ∗ g)(t) = f (t − x)g(x)dx
0
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Laplace transform Convolution
Definition 4 (Convolution)
If f (t) and g(t) are defined for t ≥ 0, then the convolution f ∗ g of f with g is the
function defined by Z t
(f ∗ g)(t) = f (t − x)g(x)dx
0
but this identity satisfy for convolutions of two functions(see the following theorem).
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Laplace transform Convolution
Definition 4 (Convolution)
If f (t) and g(t) are defined for t ≥ 0, then the convolution f ∗ g of f with g is the
function defined by Z t
(f ∗ g)(t) = f (t − x)g(x)dx
0
but this identity satisfy for convolutions of two functions(see the following theorem).
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Laplace transform Convolution
−1 −1 −1
L L {f (t)L {g(t)} 6= L L {f (t)} L L {g(t)}
or
−1
L L {f (t)L {g(t)} 6= f (t)g(t)
but this identity satisfy for convolutions of two functions(see the following theorem).
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Laplace transform Convolution
−1 −1 −1
L L {f (t)L {g(t)} 6= L L {f (t)} L L {g(t)}
or
−1
L L {f (t)L {g(t)} 6= f (t)g(t)
but this identity satisfy for convolutions of two functions(see the following theorem).
−1 −1 −1
L {F (s)G(s)} = L {F (s)} ∗ L {G(s)}
or
−1
L {F G} = f ∗ g.
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Laplace transform Convolution
−1 −1 −1
L L {f (t)L {g(t)} 6= L L {f (t)} L L {g(t)}
or
−1
L L {f (t)L {g(t)} 6= f (t)g(t)
but this identity satisfy for convolutions of two functions(see the following theorem).
−1 −1 −1
L {F (s)G(s)} = L {F (s)} ∗ L {G(s)}
or
−1
L {F G} = f ∗ g.
Remark 6
Convolution is commutative, i. e., f ∗ g = g ∗ f .
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Laplace transform Convolution
Example 18
1
Compute L −1 .
s(s − 4)2
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Laplace transform Convolution
Example 18
1
Compute L −1 .
s(s − 4)2
Solution
Since 1 = 1 1 = F (s)G(s) such that F (s) = 1 and G(s) = 1 , so
s(s−4)2 s (s−4)2 s (s−4)2
1 1 1
−1 −1 −1
L =L ∗L .
s(s − 4)2 s (s − 4)2
Hence to find L −1 1
we need to do three things:
s(s−4)2
1 −1
1 compute f (t) = L s
,
−1 1
2 compute g(t) = L 2 , (s−4)
3 Find the final answer of the example that is f (t) ∗ g(t) = L −1 1 ∗ L −1 1 .
s (s−4)2
1 : Based on the Table 2, f (t) = L −1 1 s
= 1,
2 : Based on the Table 2, g(t) = L −1 1
2 = te4t ,
(s−4)
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Laplace transform Convolution
Solution ( cont.)
3 : Now f (t) = 1 and g(t) = te4t then
Z t
f ∗g = f (t − x)g(x)dx
0
Z t
= xe4x dx Using DI method
0
x=t
1 4x 1 4x
= 4 xe − 16 e
x=0
1 4t 1 4t 1
= 4 te − 16 e + 16
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Laplace transform Convolution
Example 19
Solve the IVP y 00 − 2y 0 − 8y = f (t) with y(0) = 1 and y 0 (0) = 0.
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Laplace transform Convolution
Example 19
Solve the IVP y 00 − 2y 0 − 8y = f (t) with y(0) = 1 and y 0 (0) = 0.
Solution
Applying Laplace transform for the both sides of differential equations gives:
L {f (t)}=F (s)
L {y 00 − 2y 0 − 8y} = L {f (t)} ==========⇒
L {y 00 } − 2L {y 0 } − 8L {y} = F (s) =⇒
L {y} = s−2
s2 −2s−8
+ 1
s2 −2s−8
F (s)
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Laplace transform Convolution
Solution ( cont.)
Now partial fraction decomposition gives,
s−2 1 1 2 1
s2 −2s−8 = 3 s−4 + 3 s+2
1 1 1 1 1
s2 −2s−8 = 6 s−4 − 6 s+2
then
1 1 2 1 1 1 1 1
L {y} = + + F (s) − F (s).
3s−4 3s+2 6s−4 6s+2
Applying inverse Laplace transform for both sides of the above equation
gives
3L + 23 L −1 { s+2 } + 16 L −1 { s−4
1 −1 1 1 1
y(t) = { s−4 } F (s)}
(15)
6L
1 −1 1
− { s+2 F (s)}.
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Laplace transform Convolution
Solution ( cont.)
Using Table 2, L −1 { s−4
1
} = e4t and L −1 { s+2
1
} = e−2t . Moreover
using Theorem 1.7,
L −1 { s−4
1
F (s)} = L −1 { s−4
1
} ∗ L −1 {F (s)} = e4t ∗ f (t)
L −1 { s+2
1
F (s)} = L −1 { s+2
1
} ∗ L −1 {F (s)} = e−2t ∗ f (t)
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Laplace transform Convolution
Solution ( cont.)
Using Table 2, L −1 { s−4
1
} = e4t and L −1 { s+2
1
} = e−2t . Moreover
using Theorem 1.7,
L −1 { s−4
1
F (s)} = L −1 { s−4
1
} ∗ L −1 {F (s)} = e4t ∗ f (t)
L −1 { s+2
1
F (s)} = L −1 { s+2
1
} ∗ L −1 {F (s)} = e−2t ∗ f (t)
Example 20
Solve for f (t) in the integral equation
Z t
f (t) = 2t2 + f (t − x)e−x dx.
0
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Laplace transform Convolution
Example 20
Solve for f (t) in the integral equation
Z t
f (t) = 2t2 + f (t − x)e−x dx.
0
Solution
Rt
Since 0 f (t − x)e−x dx is exactly in the form of Definition 4 with
g(x) = e−x , so
Z t
f (t − x)e−x dx = f ∗ e−x ,
0
then integral equation will change into the following form
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Laplace transform Convolution
Solution ( cont.)
Applying Laplace transform for the both side of the Equation (15)
gives
L {f (t)} = 2L {t2 } + L {f (t) ∗ e−t } =⇒
F (s) = 4
s3
+ L {f (t)}L {e−t } =⇒
4 1
F (s) = s3
+ F (s) s+1 =⇒
4 4
F (s) = s3
+ s4
Taking inverse Laplace transform of the last equation yields
f (t) = 2t2 + 23 t3 .
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Laplace transform Dirac delta function
Definition 5
For any positive number consider the pulse δ defined by
1
δ (t) = H(t) − H(t − )
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Laplace transform Dirac delta function
Definition 5
For any positive number consider the pulse δ defined by
1
δ (t) = H(t) − H(t − )
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Laplace transform Dirac delta function
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Laplace transform Dirac delta function
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Laplace transform Dirac delta function
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Laplace transform Dirac delta function
3 L {δ(t)} = 1,
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Laplace transform Dirac delta function
3 L {δ(t)} = 1,
4 L −1 {1} = δ(t),
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Laplace transform Dirac delta function
3 L {δ(t)} = 1,
4 L −1 {1} = δ(t),
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Laplace transform Dirac delta function
3 L {δ(t)} = 1,
4 L −1 {1} = δ(t),
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Laplace transform Dirac delta function
3 L {δ(t)} = 1,
4 L −1 {1} = δ(t),
7 f ∗ δ = f.
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Laplace transform Dirac delta function
Example 21
Solve the IVPs y 00 + 2y 0 + 2y = δ(t − 3) with y(0) = y 0 (0) = 0.
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Laplace transform Dirac delta function
Example 21
Solve the IVPs y 00 + 2y 0 + 2y = δ(t − 3) with y(0) = y 0 (0) = 0.
Solution
Applying Laplace transform for the both sides of differential equations gives:
L {y 00 } + 2L {y 0 } + 2L {y} = e−3s =⇒
L {y} = 1
s2 +2s+2
e−3s
Now applying inverse Laplace transform for the both sides of the last equation gives:
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Laplace transform Dirac delta function
Solution ( cont.)
1
y(t) = L −1 {e−3s }.
s2 + 2s + 2
Using Theorem 1.5
y(t) = L −1 {e−3s s2 +2s+2
1
}
(17)
= H(t − 3)f (t − 3)
1 1
L −1 { } = L −1 { } = e−t sin(t)
s2 + 2s + 2 (s + 1)2 + 1
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Laplace transform Systems of linear DEs
Solution ( cont.)
or f (t) = e−t sin(t). Hence f (t − 3) = e−(t−3) sin(t − 3). Now put
this into the Equation (17) gives
(
0 for t < 3
−(t−3)
y(t) = H(t−3)e sin(t−3) =
e−(t−3) sin(t − 3) for t ≥ 3
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Laplace transform Systems of linear DEs
Solution ( cont.)
or f (t) = e−t sin(t). Hence f (t − 3) = e−(t−3) sin(t − 3). Now put
this into the Equation (17) gives
(
0 for t < 3
−(t−3)
y(t) = H(t−3)e sin(t−3) =
e−(t−3) sin(t − 3) for t ≥ 3
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Laplace transform Systems of linear DEs
Example 22
Solve the following system of differential equations:
00 0 3y 0 +
x − 2x
+ 2y = 4
− x0 + 2y 0 + 3y = 0
= x0 (0) = y(0) = 0
x(0)
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Laplace transform Systems of linear DEs
Example 22
Solve the following system of differential equations:
00 0 3y 0 +
x − 2x
+ 2y = 4
− x0 + 2y 0 + 3y = 0
= x0 (0) = y(0) = 0
x(0)
Solution
Applying Laplace transform for both sides of the above DEs gives:
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Laplace transform Systems of linear DEs
Solution ( cont.)
Using Remark 3,
2 0
s L {x} − sx(0) − x (0) − 2sL {x} + 2x(0) + 3sL {y} − 3y(0) + 2L {y} = L {4}
or 2 4
s L {x} − 2sL {x} + 3sL {y} + 2L {y} = s
−sL {x} + 2sL {y} + 3L {y} = 0
that means 2 4
(s − 2s)L {x} + (3s + 2)L {y} = s
−sL {x} + (2s + 3)L {y} = 0
Solving the above system of equations for L {x} and L {y} will gives,
4s + 6
L {x} = (18)
s2 (s − 1)(s + 2)
2
L {y} = (19)
s(s − 1)(s + 2)
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Laplace transform Systems of linear DEs
Solution ( cont.)
Using fraction decomposition
4s+6 A B C D
s2 (s−1)(s+2)
= s + s2
+ s−1 + s+2
2 E F G
s(s−1)(s+2) = s + s−1 + s+2
4s+6
s2 (s−1)(s+2)
= − 72 1s − 3 s12 + 10 1
3 s−1 + 1 1
6 s+2
2
s(s−1)(s+2) = − 1s + 2 1
3 s−1 + 1 1
3 s+2
Now put these into the Equations (18) and (19) yields:
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Laplace transform Systems of linear DEs
Solution ( cont.)
71 1 10 1 1 1
L {x} = − −3 2 + + (20)
2s s 3 s−1 6s+2
1 2 1 1 1
L {y} = − + + (21)
s 3s−1 3s+2
Now applying inverse Laplace transform for both sides of the Equations (20) and (21)
gives
x = − 27 L −1 { 1s } − 3L −1 { s12 } + 10
3
L −1 { s−1
1
} + 16 L −1 { s+2
1
}
y = −L −1 { 1s } + 23 L −1 { s−1
1
} + 13 L −1 { s+2
1
}
x(t) = − 27 − 3t + 10 t
3
e + 16 e−2t
y(t) = −1 + 23 et + 13 e−2t
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Laplace transform DEs polynomial coefficients
Please pay attention that L {tf (t)} 6= tL {f (t)}. But there is the following Theorem
that tell you how to deal with L {tf (t)}.
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Laplace transform DEs polynomial coefficients
Please pay attention that L {tf (t)} 6= tL {f (t)}. But there is the following Theorem
that tell you how to deal with L {tf (t)}.
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Laplace transform DEs polynomial coefficients
Please pay attention that L {tf (t)} 6= tL {f (t)}. But there is the following Theorem
that tell you how to deal with L {tf (t)}.
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Laplace transform DEs polynomial coefficients
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Laplace transform DEs polynomial coefficients
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Laplace transform DEs polynomial coefficients
Theorem 1.10
Let y be piece wise continuous on [0, k] for every positive number k. Suppose there are numbers M and b such
that |y(t)| ≤ M ebt for t ≥ 0. Then
lim Y (s) = 0.
s→∞
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Laplace transform DEs polynomial coefficients
Theorem 1.10
Let y be piece wise continuous on [0, k] for every positive number k. Suppose there are numbers M and b such
that |y(t)| ≤ M ebt for t ≥ 0. Then
lim Y (s) = 0.
s→∞
Example 23
Solve y 00 + 2ty 0 − 4y = 1 with y(0) = y 0 (0) = 0.
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Laplace transform DEs polynomial coefficients
Theorem 1.10
Let y be piece wise continuous on [0, k] for every positive number k. Suppose there are numbers M and b such
that |y(t)| ≤ M ebt for t ≥ 0. Then
lim Y (s) = 0.
s→∞
Example 23
Solve y 00 + 2ty 0 − 4y = 1 with y(0) = y 0 (0) = 0.
Solution
Applying Laplace transform for the both sides of the DE gives
2 0 0 1
s Y (s) − sy(0) − y (0) − 2Y (s) − 2sY (s) − 4Y (s) = s
⇒
0 2 1
−2sY + (s − 6)Y = s
⇒
2
Y 0 + 6−s
2s
Y = − 12
2s
2
But Y 0 + 6−s
2s
Y = − 12 is a linear first order differential equation for Y in the form of Y 0 + p(s)Y = q(s).
2s
Then
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Laplace transform DEs polynomial coefficients
Solution ( cont.)
R 6−s2 2
( 6 − s )ds
R R
ds
g(s) = e p(s)ds = e 2s =e 2s 2s
R 6 ds−R s2 ds R 3
ds− s ds
R
= e 2s 2s =e s 2
2 2 2
ln(s3 )− s 3 −s −s
= e 4 = eln(s ) e 4 = s3 e 4
so
c
Z
Y (s) = 1 q(s)g(s)ds +
g(s) g(s)
2
s Z s 2
2
e 4 1 −s
2 e 4 u=− s
4
= − se 4 ds + c = ⇒
========
s3 2 s3 1
du=− sds
2
2
s Z s 2 s 2 s 2
e 4 e 4 e 4 e 4
u u
= e du + c = e +c
s3 s3 s3 s3
2
s s 2 s2
e 4 2 e 4 e 4
−s
= e 4 +c = 13 + c
s3 s3 s s3
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Laplace transform DEs polynomial coefficients
Solution ( cont.)
So
s2
1 e4
Y (s) = 3 + c 3
s s
also based on Theorem 1.10, we should have lim Y (s) = 0 but this
s→∞
happens if and only if c = 0 that yields
1 1
Y (s) = or L {y(t)} = (22)
s3 s3
Now applying inverse Laplace transform for both sides of the Equa-
tion (22) gives
1
y(t) = t2 .
2
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Laplace transform DEs polynomial coefficients
Theorem 1.9 can be stated for inverse Laplace transform also in the following form.
Let f (t) have Laplace transform F (s) for s > 0, and assume that F (s) is differentiable. Then
−1 (n) n n −1
L {F (s)} = (−1) t L {F (s)}
or
−1 −n −n −1 (n)
L {F (s)} = (−1) t L {F (s)}.
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Laplace transform DEs polynomial coefficients
Theorem 1.9 can be stated for inverse Laplace transform also in the following form.
Let f (t) have Laplace transform F (s) for s > 0, and assume that F (s) is differentiable. Then
−1 (n) n n −1
L {F (s)} = (−1) t L {F (s)}
or
−1 −n −n −1 (n)
L {F (s)} = (−1) t L {F (s)}.
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Laplace transform DEs polynomial coefficients
Example 24
Find L −1 {arctan(s)}.
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Laplace transform DEs polynomial coefficients
Example 24
Find L −1 {arctan(s)}.
Solution
Let to use Remark 11, Case 1.
1
L −1 {arctan(s)} = − L −1 {(arctan(s))0 }
t
1 1
= − L −1
t 1+ s2
1
= − sin(t).
t
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Laplace transform DEs polynomial coefficients
Example 24
Find L −1 {arctan(s)}.
Solution
Let to use Remark 11, Case 1.
1
L −1 {arctan(s)} = − L −1 {(arctan(s))0 }
t
1 1
= − L −1
t 1+ s2
1
= − sin(t).
t
Example 25
Find L −1 {ln(s2 + 1)}.
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Laplace transform DEs polynomial coefficients
Solution
Let to use Remark 11, Case 1.
1
L −1 {ln(s2 + 1)} = − L −1 {(ln(s2 + 1))0 }
t
1 2s
= − L −1
t 1 + s2
2 s
= − L −1
t 1 + s2
2
= − cos(t).
t
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Laplace transform DEs polynomial coefficients
Solution
Let to use Remark 11, Case 1.
1
L −1 {ln(s2 + 1)} = − L −1 {(ln(s2 + 1))0 }
t
1 2s
= − L −1
t 1 + s2
2 s
= − L −1
t 1 + s2
2
= − cos(t).
t
f (t)
Theorem 1.12 (Laplace Transform of t
)
Let f (t) have Laplace transform F (s) for s > 0, i.e, F (s) = L {f (t)} . Then
Z ∞
f (t)
L = F (x) dx.
t s
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Laplace transform DEs polynomial coefficients
Example 26
Z ∞
1 − cos(t)
Use Theorem 1.12 to evaluate dt.
0 tet
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Laplace transform DEs polynomial coefficients
Example 26
Z ∞
1 − cos(t)
Use Theorem 1.12 to evaluate dt.
0 tet
Solution
Z ∞
1 − cos(t)
Let I = dt and
0 tet
Z ∞
−st 1 − cos(t)
G(s) = e dt.
0 t
It is obvious that I = G(1) so if we find G(s) then by plugging s = 1 into G(s) we can find I.
Z ∞
−st 1 − cos(t)
G(s) = e dt
0 t
1 − cos(t)
= L
t
Z ∞
= F (x) dx
s
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Laplace transform DEs polynomial coefficients
Solution ( cont.)
such that F (s) = L {1 − cos(t)} = 1 − s = 1 = 1 = s−3 . then
s 1+s2 s3 +s s3 (1+s−2 ) 1+s−2
Z ∞
G(s) = F (x) dx
s
x−3
Z ∞
−2
= dx u=1+x
s 1 + x−2
Z 1
= −1
2
u du
1+s−2
= 1
2
ln(1 + s−2 )
Then I = G(1) = 1
2
ln(2).
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