Unit-01: Laplace Transforms

Properties of Laplace Transform: (Properties without proof)

• Linearity,
• First Shifting Theorem,
• Change of Scale,
• Second Shifting Theorem,
• Multiplication by t,
• Division by t,
• Laplace Transform of derivatives,
• Laplace Transform of integrals
• Evaluation of real improper integrals by using Laplace Transformation.

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 1/17
Second Shifting Theorem: Statement & Problems

Statement:


f (t − a) t > a
If L[f (t)] = φ(p) and g(t) = , where a ∈ R, then
0 t ≤a

L[g(t)] = e−ap φ(p)

Problems:

Q. No. Find L{f (t)} Answer

  
2π 2π
cos t −
 t> 
p

11 If f (t) = 3 3 e−2πp/3
e · 2
2π p +1
0 t≤

 3
(t − 1)4 t > 1 
24

12 If f (t) = e−p
e ·
0 t ≤1 p5

et−α t > α 
1

13 If f (t) = e−αp
e ·
0 t ≤α p−1

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 2/17
Multiplication by t n , where n ∈ N ∪ {0}
Statement & Problems

Statement

Let L{f (t)} = φ(p) then

n dn n
L{t · f (t)} = (−1) {φ(p)}
dpn

Special cases:

d
L{t · f (t)} = − {φ(p)}
dp

2 d2
L{t · f (t)} = {φ(p)}
dp2

Note:
As the value of n increases the problem will become more tedius to com-
pute, in general you may expect a couple of problems upto n = 2. How-
ever it is not compulsory always to have n ≤ 2.

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 3/17
Problems

Q01. Find L{te−t cosh 2t}

Sol.
1  −t 2t
L{te−t cosh 2t} = e + e−2t


L te
2
1 
L{te−t cosh 2t} = L t et + e−3t


2
1
L{te−t cosh 2t} = L(tet ) + L(te−3t )
2
1 d 
L{te−t cosh 2t} = − · L(et ) + L(e−3t )
2 dp
 
−t 1 1 1
L{te cosh 2t} = − · +
2 p−1 p+3
 
−t 1 1 1
L{te cosh 2t} = · +
2 (p − 1)2 (p + 3)2
Moreover, following is ALWAYS preferable in such cases rather than diffrenta-
tion method
n!
L[t n e±at ] = L[t n ]p=(p∓a) =
(p ∓ a)n+1
So please use First Shifting Theorem in these problems.

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 4/17
Problems (contd...)

Q02. Find L{1 + te−t }3

Sol.
L{1 + te−t }3 = L 1 + 3te−t + 3t 2 e−2t + t 3 e−3t


L{1 + te−t }3 = L(1) + 3L(te−t ) + 3L(t 2 e−2t ) + L(t 3 e−3t )

L{1 + te−t }3 = L(1) + 3L(t)p=(p+1) + 3L(t 2 )p=(p+2) + L(t 3 )p=(p+3)

     
−t 3 1 1 2 6
L{1 + te } = + 3 2 +3 3 + 4
p p p=(p+1) p p=(p+2) p p=(p+3)
1 3 6 6
L{1 + te−t }3 = + + +
p (p + 1)2 (p + 2)3 (p + 3)4
1 3 6 6
L{1 + te−t }3 = + + +
p (p + 1)2 (p + 2)3 (p + 3)4

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 5/17
Problems (contd...)

Q03. Find L{t sin3 t}

Sol.
1
L{t sin3 t} = L {t(3 sin t − sin 3t)}
4
1
L{t sin3 t} = {3L(t sin t) − L(t sin 3t)}
4
 
3 d 1 1
L{t sin3 t} = − −
4 dp 1 + p2 9 + p2
 
3 3p 1 1
L{t sin t} = −
2 (1 + p2 )2 (9 + p2 )2
3p p4 + 18p2 + 81 − p4 − 2p2 − 1
 
3
L{t sin t} =
2 [(1 + p2 )(9 + p2 )]2
p2 + 5
 
3
L{t sin t} = 24p ·
(p4 + 10p2 + 9)2

3 24p · (p 2 + 5)
L{t sin t} = 4
(p + 10p2 + 9)2

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 6/17
Problems (contd...)
√
Q04. Find L[t 1 + sin t]
Sol.
"s  #
√
     
t t t t
L[t 1 + sin t] = L t sin2 + cos2 + 2 sin cos
2 2 2 2
s 
 2
√
  
t t
L[t 1 + sin t] = L t sin + cos 
2 2
√
     
t t
L[t 1 + sin t] = L t sin + cos
2 2
√
    
d t t
L[t 1 + sin t] = − L sin + L cos
dp 2 2
√
 
d 1/2 p
L[t 1 + sin t] = − +
dp p2 + 1/4 p2 + 1/4
√
   
d 1/2 + p d 1 + 2p
L[t 1 + sin t] = − = −2 ·
dp p2 + 1/4 dp 4p2 + 1
√ 4p2 + 4p − 1
   
d 1/2 + p
L[t 1 + sin t] = − =4·
dp p2 + 1/4 16p4 + 8p2 + 1
√ 4p2 + 4p − 1
 
L[t 1 + sin t] = 4 ·
16p4 + 8p2 + 1
S.E III-Computer Engineering: Applied Mathematics
By: Prof. Gaurav Mittal; Mathematics Department TSEC 7/17
Problems (contd...)
(   )
sin t 2
Q05. Find L t
et
(   )
sin t 2  −2t 2   2

L t = L te sin t = L t sin t p=p+2
et
(  2 )
sin t 1 1
L t t
= · [L {t(1 − cos 2t)}]p=p+2 = · [L {t − t cos 2t}]p=p+2
e 2 2
(  )
sin t 2
   
1 1 d p
L t = · 2+
et 2 p dp p2 + 4 p=p+2
(  2 )
(p2 + 4) · 1 − p · 2p
 
sin t 1 1
L t = · 2+
et 2 p (p2 + 4)2 p=p+2
(  2 )
4 − p2
 
sin t 1 1
L t = · 2+ 2
et 2 p (p + 4)2 p=p+2
(   )
sin t 2 4 − (p + 2)2
 
1 1
L t = · +
et 2 (p + 2)2 ((p + 2)2 + 4)2
(   )
sin t 2 p2 + 4p
 
1 1
L t = · −
et 2 (p + 2)2 (p2 + 4p + 8)2

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 8/17
Problems(contd...)

R∞
Q06. Evaluate e−3t t sin tdt using LT.
0

R∞
Solution: Let I = e−3t t sin tdt
0

I = L{t sin t}p=3

d
L{t sin t} = − L{sin t}
dp
 
d 1
=−
dp p2 + 1
2p
=
(p2 + 1)2
 
2p 3
I= =
(p2 + 1)2 p=3 50
Z∞
3
e−3t t sin tdt =
50
0

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 9/17
Problems(contd...)
R∞
Q07. Evaluate e−t t 3 sin tdt using LT.
0

R∞
Solution: Let I = e−t t 3 sin tdt
0

I = L{t 3 sin t}p=1

1
L{sint} = 2
p +1
 
d 1 2p
L{tsint} = − 2
= 2
dp p + 1 (p + 1)2
3p2 − 1
 
2 d 2p
L{t sin t} = − =2
dp (p2 + 1)2 (p2 + 1)3
3p2 − 1
 
3 d
L{t sin t} = −2
dp (p2 + 1)3
3(p2 + 1)2 (2p)(3p2 − 1) − (6p)(p2 + 1)3
 
3
L{t sin t} = 2
(p2 + 1)6
3(p2 + 1)2 (2p)(3p2 − 1) − (6p)(p2 + 1)3
 
I=2 =0
(p2 + 1)6 p=1

Z∞
e −t t 3 sin tdt = 0
0

S.E III-Computer Engineering: Applied Mathematics

10/17
Problems(contd...)
R∞
Q07. Evaluate te−3t J0 (4t)dt using LT.
0

R∞
Solution: Let I = e−3t tJ0 (4t)dt
0
I = L{tJ0 (4t)}p=3
1
L{J0 (t)} = p
p2 + 1
1 1
L{J0 (4t)} = · r 
4 p 2
+1
4
1
L{J0 (4t)} = p
p2 + 16
" #
d d 1
L{tJ0 (4t)} = − L{J0 (4t)} = − p
dp dp 2
p + 16
p
L{tJ0 (4t)} = 2
(p + 16)3/2
 
p 3
I = [L{tJ0 (4t)}]p=3 = 2 3/2
=
(p + 16) p=3 125

Z∞
3
e−3t tJ0 (t)dt =
125
0
11/17
Problems(contd...)
R∞ t 2 sin 3t
Q07. Evaluate dt using LT.
0 e2t

R∞ t 2 sin 3t R∞ −2t 2
Solution: Let I = dt = e t sin 3tdt
0 e2t 0

I = L{t 2 sin 3t}p=2

3
L{sin 3t} =
+9 p2
 
d 3 6p
L{t sin 3t} = − 2
= 2
dp p + 9 (p + 9)2
 2
(p + 9) · 4p2 − (p2 + 9)2

2 d 6p
L{t sin t} = − =6
dp (p2 + 9)2 (p2 + 9)4

 2
(p + 9) · 4p2 − (p2 + 9)2

 2
 18
I = L{t sin t} p=2 = 6 2 4
=
(p + 9) p=2 2197

Z∞
t 2 sin 3t 18
dt =
e2t 2197
0

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 12/17
Division of f (t) by t n where n ∈ N
If Lf (t) = φ(p), then
  Z∞   Z∞ Z∞ Z∞
f (t) f (t)
L = φ(y )dy & L
φ(y)dy = · · φ(y )(dy )n
φ(y)(dy)
φ(y)(dy
t tn
p p p p
n
| times
{z }
1 − cos at
 
Q01. Find L .
t
  Z∞
1 − cos at
L = L(1 − cos at)dy
t
p
  Z∞  
1 − cos at 1 y
L = − 2 dy
t y y + a2
p
   ∞
1 − cos at 1 2 2
L = ln y − ln (y + a )
t 2 p
2
∞  2
p + a2
    
1 − cos at 1 y 1
L = ln 2 = ln
t 2 y + a2 p 2 p2
s 
2 2
 
1 − cos at p +a 
L = ln 
t p2

S.E III-Computer Engineering: Applied Mathematics

13/17
Division by t n : Problems (contd...)

e−at − e−bt
 
Q02. Find L .
t
Z∞
e−at − e−bt
 
L = L(e−at − e−bt )dy
t
p

Z∞ 
e−at − e−bt
  
1 1
L = − dy
t y +a y +b
p

e−at − e −bt
 
L = [ln(y + a) − ln(y + b)]∞
p
t
 −at ∞
− e−bt
  
e y +a
L = ln
t y +b p
 −at
− e−bt
  
e p+b
L = ln
t p+a

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 14/17
Division by t n : Problems (contd...)

sin2 t
 
Q03. Find L .
t
Z∞
sin2 t
 
L = L(sin2 t)dy
t
p

Z∞
sin2 t
 
1
L = L(1 − cos 2t)dy
t 2
p

Z∞ 
sin2 t
  
1 1 y
L = − 2 dy
t 2 y y +4
p
s 
 2  2
sin t 1  p + 4
L = ln
t 2 p2

sin2 t
   2 
1 p +4
L = ln
t 4 p2

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 15/17
Division by t n : Problems (contd...)
sin2 t

Q03. Find L .
t2
Z∞  2 
sin2 t
 
sin t
L = L dy
t2 t
p
Z∞
sin2 t y2 + 4
   
1
L = ln · 1dy
t2 4 y2
p
 ∞
sin2 t
  2
y2
 2
y · 2y − (y 2 + 4) · 2y
   Z
1 y +4
L = ln y− y· 2 · dy
t2 4 y2 y +4 y4 p
 2    2  Z ∞
sin t 1 y +4 dy
L 2
= ln 2
·y +8 2
t 4 y y +4 p
 2    2  ∞
sin t 1 y +4 −1 y
L = ln · y + 4 tan
t2 4 y2 2 p
 2    2  
sin t 1 p +4 π −1 p
L = 0 − p · ln + 4 · − 4 tan
t2 4 p2 2 2
 2    2 
sin t 1  p  p +4
L 2
= 4 cot−1 − p · ln
t 4 2 p2
 2    2 
sin t 1 −1 p
  p +4
L = 4 cot − p · ln
t2 4 2 p2
S.E III-Computer Engineering: Applied Mathematics
By: Prof. Gaurav Mittal; Mathematics Department TSEC 16/17
Division by t n : Problems of Evaluation of Integrals
(contd...)

Validate the following Integrals:

SN Evaluate Answer
R∞ −t sin t
 
π
1. I= e dt I=
0  t 4
R∞ sin t

π
2. I= dt I=
0  t 2 
R∞ cos at − cos bt

b
3. I= dt I = ln
0 t a 
R∞ −t cos 3t − cos 2t
 
1 1
4. I= e dt I = ln
0 t 2 2
R∞ −t sin2 t
 
1
5. I= e dt I = ln(5)
0 t 4
R∞ −2t sinh t sin t
   
1 −1 1
6. I= e dt I = tan
0 t 2 2
R∞ −√2t sinh t sin t
 
π
7. I= e dt I=
0  t  8
R∞ sin 2t + sin 3t 3π
8. I= dt I=
0 tet 4

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 17/17