Laplace Transform Mathematics

LAPLACE TRANSFORMS
Definitions:
Laplace Transform:
If f(t) is a function of ‘t’ defined for all t ≥0 then the Laplace transform
of f(t) is denote as

L f  t    F  S    e -st f  t  dt
0 , s is the parameter L is called the
Laplace operator
Condition for existence of Laplace transforms

Let f(t) be defined for all t ≥0 such that
i) f(t) is piecewise continuous in every finite interval in the range t
≥0
ii) f(t) is of exponential order then L[f(t)] exists.
Piecewise continuous function

A function f(t) is said to be piecewise continuous in any closed
interval (a,b) if it is defined on that interval and is such that the interval
can be divided into a finite number of sub-intervals in each of which f(t) is
continuous.
Exponential order
A function f(t) is said to be of exponential order if
Lt e t f  t    a finite quantity
t 
Problem 1: Show that t is of

n
exponentia l order as t   , n  0
tn   
Lt e at t n  Lt at    indetermin ate form 
t  t  e
Solution:
nt n1   
 Lt  indetermin ate form 
t  ae at  
 
Apply L’Hospital Rule
n(n  1)......1
 Lt (repeat th e process)
t  a n e at
n! n!
 Lt n at   0
 t  a e 
t is of exponentia l order as t   , n  0
n
Hence
Problem 2: Write a function for which Laplace transformation does not

exist. Explain
why Laplace transform does not exist.
Solution: L(tan t) and L e t do not exists  2
L(tan t )  Lt e  at tan t
t 

t 3 2t 5 
 Lt e  t  
 at
 ....
t 
 3 15 
Dept. of Mathematics, AAMEC 1

Unit – V (Laplace Transform)
 a 2t 5  t 3 2t 5 
 Lt  1  at   ...  t    ...
t 
 21  3 15 
t 3 2t 5
 Lt t    at 2
t 
3 15

L(e t )  Lt e  at  e t
2 2
t 
 Lt e  t ( a t )
t 
 Lt e t ( t  a )  
t 
Cos at
exist? Justify
3 : Does the Laplace transform of t
Problem
  Cosat  
Solution :  L   does not exist 
  t  
 at Cos at e 
 at
at2 2
a 4t 4   2 4 
Lt e
t
 Lt
t 
 1
2!

4!
 ....  Cos   1 - 2!  4!  ...
t  t 
  
 1 a 2t a 4t 3 
 Lt e   
 at
 ....
t 
 t 2! 4! 
 at a 2 t 2   1 a 2 t a 4 t 3 
 Lt  1   ....    ...
t 
 1! 2!   t 2! 4! 
1 a 2t
 Lt   ....  
t 
t 2!
IMPORTANT RESULT

n   e  x x n 1 dx
(3) 0

(4) n 1   e  x x n dx
0

(11) 2Sin A Cos B  Sin(A  B)  Sin(A - B)
(12) 2Cos A Sin B  Sin(A  B)  Sin(A - B)
(13) 2Cos A Cos B  Cos(A  B)  Cos (A - B)
(14) 2SinA Sin B  Cos (A  B) - Cos(A - B)
TRANSFORMS OF ELEMENTARY FUNCTIONS

k
L(k )  , s  0, where k is a constant
1) s

L[ f (t )]   e  st f (t )dt
0
 
L[ k ]   ke  st dt  k  e  st dt
0 0

 e   st
 e  e 0 
 k   k 
  s 0  s s 
k

s
k
 L[ k ]  [e -  0]
s
In particular L(0)=0
L(1)=1/s
1
L(e -at )  , where a is a cconstant
2) sa

L[ f (t )]   e  st f (t )dt
0

L(e  at )   e  st e  at dt
0

  e ( s  a ) t dt
0

 e ( s  a )t 
 
  (s  a)  0
e  e 0  
1
    if s  -a
  ( s  a ) s  a  s  a
1
L(e at )  if s  a
3) sa
In result ‘2’ replace ‘a’ by ‘-a’
s
L(cos at ) 
4) s  a2
2
L(cos at )   e  st cos at dt
0

 e  ax 
 e cosbx dx  2 (  s cos at  a sin at ) 
 ax
 a b 2
 0
a = -s b=a

 e0 
 0 2 (  s cos0  a sin 0
 s a 2

s
 2
s  a2
a
L(sin at) 
5) s2  a2

 e ax 
L(sin at)   e Sinat dt   e sin bx dx  2
 st
(aSinbx  bCosbx)
ax
0  a b 2

a=-s b=a

 e  st 
 2 ( sSinat  aCosbt
 s a
2
 0
 e 0  a
 0 2 ( a ) 
 s2  a2
 s  a2 
a
L(sin at )  2
6) s  a2
 e at  e  at  1
L(sin h at)  L    L(e at )  L(e  at )
 2  2
1 1 1 
  
2  s  a s  a 
1  ( s  a)  ( s  a) 
 
2  ( s  a )( s  a) 
1  s 2  as  s  a 
  
2 s2  a2 
1  2a 
  2
2  s  a 2 
a
 2
s  a2
s
L(Coshat) 
7) s 2
 a2
 e at  e  at  1
L(Coshat)  L    L(e at )  L(e  at )
 2  2
1 1 1 
  
2  s  a s  a 
1  ( s  a)  ( s  a) 
 
2  ( s  a )( s  a ) 
1  2s 
  2
2  s  a 2 
s
 2
s  a2
n1
L(t n )  if s  0 & n  -1
8) s n1


L(t n )   e  st t n dt put st  x t  x/s

0
n

 x  dx dt 1
 e  x

0  s s dx s
 n
 x x dx dx
 e n 
0 s s s
1 
 

 n 1  e  x x n dx  (n)  0 e x dx
 x n 1
s 0
In particular if n is a +ve integer
n1  n!
n!
L(t n )  if s  0 & n is a  ve integer
s n1
STANDARD RESULTS IN LAPLACE TRANSFORM
f(t) L f (t )  F(s)
1. 1 1
s
2. t 1
s2
3. t2 2!
s3
4. t n ( 1,2,3,...) n!
s n 1
5. t n ( n ? 1  (n  1)
s n1
6. e at 1
sa
7. e  at 1
sa
8. Sin at a
s  a2
2
9. Cos at s
s  a2
2
PROBLEM USING ELEMENTARY FUNCTIONS
Pr oblem 1. Find L(t 3 )

n!
Solution : L(t n ) 
s n 1
Pr oblem 2. Find L( t )

1
 
1
2
 3
2
 nn , 1  
n 1
2
s2
 1 
Pr oblem 3. Find L 
 t
1 1

1
 1 
L(t ) 
2 2
1
 2
1

 1 s
s 2
s 2
Pr oblem 4. Find L e 3t

Pr oblem 5. Find L Cos 2t 
Pr oblem 6. Find L Sin2t 
Pr oblem 7. Find L 2e 3t 

1
Solution : We know that L(e -at ) 
sa
2
L(2e -3t )  2 L(e 3t ) 
s3
HOME WORK
Problem Answer
1. L(e 3t5
) e5
( s  3)

 e at  1
2. L 
 a  a (s  a)
3. L  2 t  1
s  log 2
BASIC PROPERTIES
1) Linear property
Statement
L   k1t1 (t )  k 2 t 2 (t )  k1 L f1 (t )  k 2 L f 2 (t )
Where k1 & k2 are constants

L   k1t1 (t )  k 2 t 2 (t )    k1 f1 (t )  k 2 f 2 (t ) e  st dt
Proof 0
 
 k1  f1 (t )e dt  k 2  f 2 (t )e  st dt
 st
0 0
 k1 L f1 (t )  k 2 L f 2 (t )
 L is a linear operator
Since
L f1 (t )  F1 ( s ) L f 2 (t )  F2 ( s )
 k1 F 1( s)  k 2 F2 (s)
2) Change of scale property

 
Statement If L f (t )  f ( s ) then
1  s
L f (at )  F
a  a 
Proof: By definition

F ( s )  L f (t )   e  st f (t )dt
0

L f (at )   e  st f ( at )dt f (at) is a function of t 

0
Put x = at
x dt 1
t  
a dx a
  s  x 
dx
  e  a  f ( x).
0 a
 
1  
x s
1   s  a   t
 e f ( x)dx   e a
f (t )dt
a0 a0
Changing x = t
1  s
 F 
a  a
1  s
 L f (t )  F 
a  a
3) First shifting property
if L f (t )  F ( s ) then
L(e -at f (t ))  F ( s  a)
L(e at f (t ))  F ( s  a )
Proof:
By definition

L f (t )   e  st f (t )dt ......(1)
0

 F (s)

L e  at
f (t )   e  st  e -at f (t )dt
0
Since e -at
f (t ) is a function of t 

  e ( s  a ) t f(t)dt .........(2)
0
 F ( s  a )  compare (1) & (2) 

Change a to –a
L e at f (t )  F ( s  a)
PROBLEMS RELATED TO THE PROPERTIES
1. Find
L(e 2 t  3e 5t )
Solution : L(e 2t  3e 5t )  L(e 2t )  3L(e 5t )
1 1
 3
s2 s5
2. Find
L(e 2t  3e  st  5Cost )
Solution : L(3e 5t  5Cost )  3L(e 5t )  5L(Cost )
3 5s
  2
s  5 s 1
3. Find
L(Sin 2 2t )
 1 - Cos4t   1  Cos 2 x 
Solution : L(Sin 2 2t)  L    Sin x 
2

 2 2
 1  Cos 4t 
 L - L
 2   2 
1 1
 L(1) - L  Cos4t 
2 2
1 1 s 1 s
  . 2  
2 s 2 s  4 2 2s 2( s 2  16)
4. Find L(Sin(t   )),  is a constant

Solution : L(Sin(t   ))  L Sin tCos  CostSin  
 L Sin tCos   L CoswtSin 
 Cos L Sint   Sin L Coswt 
 Sin , Cos is a constant   Cos 2  2  Sin . 2 s 2
s w s w
5. Find L (Sinhat)
 e at  e  at 
Solution : L(Sinhat)  L 
 2 
1
  L(e at )  L(e  at )
2

1 1 1 
  
2  s - a s  a 
1  ( s  a)  ( s  a) 
 
2  ( s  a )( s  a) 
1  s2  a  s  a
  
2 s2 - a 2 
1  2a 

2  s 2  a 2 
a
 2
s  a2
6. Find L (Coshat)
 e at  e  at 
Solution : L(Coshat)  L 
 2 
  L(e at )  L(e at )
1
2
1 1 1 
  
2  s - a s  a 
1  s  a  s  a
 
2  s 2  a 2 
1  2s 
  2
2  s  a 2 
s
 2 2
s -a
PROBLEMS [BASED ON FIRST SHIFTING THEOREM]
1. Find L e 3t Sin 2 t 

Solution : we know that
L e at f (t )  F ( s  a)
where f ( s )  L f (t )
L f (t )  L( Sin 2 t )
 1  Cos 2t 
 L 
 2
1
  L(1)  L(Cos 2t )
2
1 1 s 
   2
2  s s  4 
1 1 s3 
L  e 3t Sin 2 t    as s  s  3
2  s  3 ( s  3)  4 
 2
2. Find L t 2 e 2 t 
Solution : L (e  at f (t ))  F ( s  a ) where F(s)  L f(t) 
L f (t )  L t 2  
2
s3
2
L e  2 t t 2   as s  s  2
( s  2) 3
3. Find L Cosht.Sin2t 
  e t  e t  
Solution : L Cosht.Sin2t   L    Sin2t 
  2  
1 1
 L(e t Sin2t )  L (e t Sin2t )
2 2
2
L(Sin2t)  2
S 4
2
L(e t Sin2t)  as s  s - 1
(S - 1) 2  4
2
L(e t Sin2t)  as s  s  1
(S  1) 2  4
1 2 1 2
 L Cosht.Sin2t   .  .
2 ( s  1)  4 2 ( s  1) 2  4
2
1 1
 
( s  1)  4 ( s  1) 2  4
2
4. Find the Laplace transfrom of e 2 t Sin5t

Solution
We know that
L e  at f (t )  F ( s  a )
To find L e 2 t Sin5t 
5
L f (t )  L Sin5t   ss2
s  25
2
5

( s  2) 2  25
the laplace transform of

e  t (3Sin h2t - 5Cos 2t )
5)Find
Solution : L 3Sin h2t - 5Cos h2t   3L Sin h2t   5 L(Cos h2t)
6 5s
 2 
s 4 s 4 2
6  5s
 2
s 4
6  5s
L  e t (3Sin h2t - 5Cos h2t   2 as s  s  1
s 4
6  5( s  1)

( s  1) 2  4
6  5s  5  5s  1
  2
s  2 s  1  4 s  2s  3
2
the laplace transform of

(e  t Sin2t Cos3t )
6)Find
Solution : L e  t Sin 2t Cos3t  L Sin 2tCos 3t  s  s 1

L Sin 5t  Sin(t ) s  s 1

2
Sin (A  B)  Sin (A - B)
By formula Sin A Cos B 
2
1
 L Sin5t  S int  s s 1
2
1 5 1 
  2  2 
2  s  2 s s  1 s s 1
1 5 1 
   
2  ( s  1)  2 s ( s  1)  1
2 2
1 5 1 
  2  2 
2  s  2 s  26 s  2 s  2 
HOME WORK
Problem Answer
s 1 1
1.Find the laplace 
( s  1) 2  4 ( s  1) 2  4
transform of
 1 
L e t Cosh 2t  Sinh2t 
 2 
2( s  3) 15
2 .Find the laplace 
( s  3) 2  5 2 ( s  3) 2  25
transform of
e 3t  2 cos5t  3 sin 5t 
s 2  18
3 .Find the laplace
s 2 ( s 2  36)
transform of
L Cos 2 3t 
Using
1  Cos 2 x
Cos 2 x 
2
2s 2  24
4 .Find the laplace
( s 2  36)( s 2  4)
transform of
L Sin2tCos 2t 
3 
5 .Find the laplace
s
transform of
  3
L 
 t

1 1 2
6 .Find the laplace  
s6 s6 s
transform of
L  e 3t  e  3t 
2
1
7 .Find the laplace
s 2  2s  5
transform of
Find L e t Sin tCos t 
DIFFERENTIATION OF TRANSFORMS
t  f (t )
Transform of
d
L t ( f (t )  L f (t )
ds

L f (t )  F ( s )   e  st f (t )dt
0

d d
F ( s )   e st f (t )dt
ds ds 0


  e  st f (t ) dt
0 s

   te st f (t )dt
0

    tf (t ) e st dt
0

d
 F ( s )    tf (t ) e  st dt
ds 0
d
 F ( s )  L tf (t )
ds
F ( s )  L tf (t )
d2
F  t f (t )  2 F ( s )  F ( s )
2
Similarly
ds
F  t f (t )  (1)
dn
n
 F ( s )
n
In General ds n
L tSin 2t 
1.Find

d
Solution : L t  f (t )  L f (t )
ds
d
L t  Sin2t   L Sin2t 
ds
d  2 

ds  s 2  4 

 ( s 2  4)  0  2(2 s )
( s 2  4) 2
4s
 2
( s  4) 2
L tSint 
2.Find
d
Solution : L tSin t   L Sinat
ds
d  a 

ds  s 2  a 2 

 ( s 2  a 2 )  0  a  2s
(s 2  a 2 )2
2as
 2
(s  a 2 ) 2
3.Find the laplace transform of

te  t S int
Solution : L te  t S int   L (tS int) s  s  1
d
L t  f (t )  L f (t )
We know that
ds
d
 L S int 
ds
d  1 
  
ds  s 2  1
 ( s 2  1)  0  2s 
  
 ( s 2  1) 2 
2s
 s  s 1
( s 2  1) 2
2( s  1)

 (s  1) 2  1 2

t 2 e 2 t

d2
Solution : L t e 2 2t
  2 L f (t )
ds
d2
 2 L e  2 t 
ds
d2  1 
 2  s  2 
ds
d2
 2  ( s  2) 1 
ds
d
   ( s  2)  2 
ds
d  1 
 
ds  ( s  2) 2 
2

 (2)( s  2) 3
( s  2) 3
e 3t  tCos 2t 
Solution : L e 3t (tCos 2t ) as s  s - 3
-d
L t  f (t )  F ( s)
ds
f (t )  Cos 2t
s
L(Cos 2t )  2  F (s) s  s - 3
s 4
-d
L(Cos 2t )   F ( s )
ds
-d  s 

ds  s 2  4 
 ( s 2  4)  1  s  2 s 
  
 ( s 2  4) 2 
 s 2  4  2s 2 
  
 ( s  4) 
2 2
  s2  4 
  2
 ( s  4) 
2
1
Using first shifting property =
s2  4
s2  4
L(e tCos 2t ) 
3t
2 as s  s - 3
 (s - 3)  4
2

(s  3) 2  4

 (s - 3) 2  4 2
s 2  6s  9  4
 2
( s  6s  13) 2
6. Find the laplace transform of t 2 e 2 t Cos 2t

Solution
L te 2 t Cos 2t   L tCos 2t  ss 2
d
L t  f (t )  L f (t )
W.K.T ds
d
L tCos 2t  ss 2  L Cos 2t  ss 2
ds
d  s 

ds  s 2  4  ss 2
 ( s 2  4)  0  s  2 s 
  
 ( s 2  4) 2  ss 2
2s 2
2( s  2)2
 
( s  4)
2 2

( s  2) 2  4
2

HOME WORK
Problem Answer
6s 2  8
1.Find
s 2 ( s 2  4)
L(tSin 2 t )
2
2.Find
( s  4)3
L(t 2 e 4 t )
s 2  2s
( s 2  2 s  2) 2
te  t Cost
6( s  2)
 (s  2) 2  9 2
te 2t Sin3t
INTEGRATION OF TRANSFORMS
f (t )
Transform of
t
 f (t )  
L   F ( s )ds
To prove  t  s
f (t )
Lt exists
If
t0
t
Proof:
s
F ( s )   e  st f (t )dt
We know that 0
Integrate both sides w.r.to ‘s’ over the limits s to ∞

 
 F ( s)ds    e
 st
f (t )dtds
s s 0

  
  f (t )   e  st ds dt
0  s 


 e  st 
  f (t )  dt
0   t  s

f (t )
  0  e st  s dt
0 t

f (t ) st
 e dt
0 t
 (t ) 
 L
 t 
Problem 1:
1 - Cos t
Find the laplace transform of
t
 1  Cost   f (t ) 
Solution : L   L
 t   t 
 f (t )  
L    F ( s )ds
Using the transform
 t  s
f (t )  1  Cost
L f (t )  F ( s)  L(1  Cost )
 L(1)  L(1  Cost )
1 s

 2
s s 1
 1  Cost    1 s 
L     2  ds
 t  s  s s  1 

1  2s 
  log s   2 ds
 2 s s 1  s

1  
  log s  log( s 2  1) 
 2  s
  1
  log s  log( s 2  1)  2
 

 s 
  log 2 
 s 1 s

 s 
 0  log 
 s2 1
s2  1
 log
s
Problem 2:
Sinat
t
 Sin at   f (t ) 
 t   t 
 f (t )  
L    F ( s )ds
Using the transform
 t  s
f (t )  Sin at
L f (t )  L Sin at   F ( s )
a

s  a2
2
 Sin at   a a  2ds
L   2 ds   2
 t  s s  a 2
2 s s  a2

1  s 
 a  tan 1   
a  a  s
  s 
 a  tan 1 ()  tan 1   
  a 
    1  s  
 tan -1
x  Cot 1
x   a  2  tan   
2    a 
 a
 tan 1  
 s
 Sin at  1  a 
 L  tan  
 t   s
put a  1, s  0

Sin t 
0 t   
1
dt tan ( )
2
Problem 3:
Cos 2t - Cos 3t
t
 Cos 2t - Cos 3t   f (t ) 
 t   t 

 f (t )  
L    F ( s )ds
Using the transform
 t  s
f (t )  Cos 2t  Cos 3t
L f (t )  L Cos 2t   L(Cos3t )
s s
 
s2  4 s2  9
 Cos 2t - Cos 3t   s 
s
L   2 ds   2 ds
 t  s s  4 s s  9
1   2s 
s 
   2 ds   2 ds
2 s s 4 s s 9 
1
  log  ( s 2  4   log( s 2  9) s

2
  log  ( s 2  4   log( s 2  9) s
1 
2

1  s2  4  
  log  2   
2  s 9  s
  4 
 s2  1  2  
1
 log  
s   as s 
2  2 9 
 s  1  s2  
   
1  s  4
2
 log  2 
2  s  9 
1  s2  4 
 log  2 
2  s 9
1  s2  4 
 0  log  2 
2  s  9 
 s2  4 
 log  

 s 9 
2
Problem 4:
e 3t Sin 2t
t
 e 3t Sin 2t   Sin 2t 
 t   t 
 f (t ) 
 L as s  s  3
 t 
 f (t )  
L    F ( s )ds
Using the transform
 t  s

f (t )  Sin 2t
2
L f (t )  L Sin 2t   s s3
s2  4
 f (t )   Sin 2t  
L  L    F ( s )ds s  s  3
 t   t  s

2
 2 ds
s s  4

ds
 2. 2 ds
s s  4

 1  s 
 2   tan 1   
 2  2  s
 s
 tan 1 ()  tan 1   s s3
 2
  s
  tan 1   s  s  3
2  2
 s
 Cot 1   s  s  3
 2
 s
 tan 1   s  s  3
 2
Problem 5:
e  at  e  bt
t
 e  at  e  bt  
Solution : L     L e at  e bt  ds
 t  s
 
  L e ds   L(e bt )ds

 at
s s
 
1 1
 ds   ds
s s  a s s  b
  log( s  a )  log( s  b) s


 s  a
  log
 s  b  s

s (1  a ) 
  log s 


s 1 b  
s  s

sa
 log 1  log
sb

 sb
 log  
 sa
HOME WORK
1.Find the laplace transform  s  2

log 
1  e 2 t  s 
of
t
2.Find the laplace transform 1  s2  4 
log 
Sin 2t 4  s 2

of
t
3.Find the laplace transform 1 1  s  
   tan    tan 1
( s )
Sin 2tCos t 2   3


of
t
LAPLACE TRANSFORM OF DERIVATIVE AND INTEGRALS.

LAPLACE TRANSFORM OF DERIVATIVES.
L f (t )  SL f (t )  f (0)

Result 1.
Proof. By definition of laplace transformation

L f (t )   e st f (t )dt

0

  e st d ( f (t ))
0

  e f (t ) 0   f (t )e st ( s ) dt
 st 
0

  0  f (0)  s  e st f (t )dt

0
  f (0)  SL f (t )
L f (t)    SL f (t )  f (0)
L f (t )  S 2 L f (t )  sf (0)  f (0)

Result 2.

L f (t )   e st f (t )dt

0
Proof.

  e st d ( f (t ))
0
 e  st d ( f (t ))

  e f (t ) 0   f (t )(  s )e st dt

 st 


  0  f (0)  S  e  st f (t )dt

0
  f (0)  SL f (t )

L f (t )  SL f (t )  f (0)
 S  SF ( s )  f (0)  f (0)
 S 2 F ( s )  Sf (0)  f (0)
TRANSFORMS OF INTEGRALS
 t
 L f (t )
L


0
f (t )dt  
 s
Result.
t
g (t )   f (t )dt
0
Let
g (t )  f (t )
L g (t )  SL g (t )  g (0)
 t
 0
L f (t )  SL  f (t )dt    f (t )dt

 0 0
 t

 SL

 f (t )dt 
0
0
 t t
 1
L   f (t )dt   L f (t )
 0 0 s2
Corollary
Problems
 S int 
t
1. Find L   dt 
 0 t 
 t  L f (t )
Solution : L   f (t )dt  
 0  s
S int t
f (t ) 
t
 S int  
L    L( S int) ds
 t  s
 
  tan ( s )    tan 1 ( s )
ds
 2 1
s s 1 s
2
 Cot 1 ( s )
 Sint 
t
Cot 1 ( s )
L  dt  
 0 t  s

t
 te
t
S int dt
0
2.Find the Laplace transform of
 t
L(te  t S int)
Solution : L   te S int dt   t
......(1)
 0  s
f (t )  e  t Sin t
Consider
L f (t )  L e  t Sin t  ss 1
1

( s  1) 2  1
Lte  t Sin t   L t  f (t )
d
 L f (t )
ds
d  1 

ds  ( s  1) 2  1
d  1 

ds  ( s  1) 2  1
 ( s  1) 2  1.0  2( s  1) 
  
  ( s  1) 2
 1 2

 12( s  1)

( s 2  2s  2) 2
 t
 1 2( s  1)
L   te t S int dt  
 0  s ( s 2  2 s  2) 2
Substitute in (1)
 e  t Sin t 
t
L  dt 
 0 t 
3.Find

e  t Sin t 
t
L f (t )
Solution : L   dt  
 0 t  s
 e  t Sin t   1 
L   ds   L(e st Sin t )

t  s ( s  1)  1
2
 s
1
L Sin t     tan 1
( s  1)  
s as s  s  1
s 1
2
 tan 1 ()  tan 1 ( s  1)


  tan 1 ( s  1)
2
 Cot 1 ( s  1)

 e  t Sin t 
t
Cot 1 ( s  1)
L  dt  
 0 t  s
 t Cos t
t
e dt
0
4.Find the Laplace transform of
 t
 1 1
L  f ( x)dx   F ( s )   L f (t )
We know that
 0  s s
 t
 1 d
L   tCos t dt    L tCos t  by formula L t f(t)    L f (t )
Given
 0  s ds
1
  L tCos t 
s
1  d 
     L(Cos t )
s  ds 
1  d  s  
    
s  ds  s 2  1  
1   ( s 2  1)  1  s (2 s )  
      
s   ( s 2  1) 2  
1   (s 2  1  2s 2 )  
      
s   ( s 2  1) 2  
 t
s2 1 
 
L  e  tCostdt   
t
2 
   s ( s  1) 
2
0 s  s 1
 ( s  1) 2  1 
 2 
 ( s  1) ( s  1)  1 
2
LAPLACE TRANSFORM OF PERIODIC FUNCTION
Definition
A function f(t) is said to be periodic if
f (t  T )  f (t ) & t is true for some value of T .
In general
f (t  nT )  f (t ) & t when T is called the period of the function f(t)
Example
Sin t , Cos t is a periodic function with period 2π since Sin (2π + t)=Sin t and Cos(2π
+ t)=Cos t.
L.T of periodic function
If f(t) be a periodic function with period T then
1 T st
L f (t ) 
1  e TS 0
e f (t )dt

Graph of Sin t
y
1
-2π -π π
3π
x
0 π/2 2π
4π
Graph of Cos t
y
1
-3π/2 -π/2 π/2 3π/2

5π/2
x
0
Problems -1
y=Cos t
1) Fin the L.T of the function
 t 0ta
f (t )  
 2a - t a  t  2a
Solution: The given function is periodic in the interval ( 0, 2a) with period 2a
1 T  st
L f (t )   e f (t )dt
1  e  ST 0
T=2a
a 2a
  e t dt   e -st (2a  t )dt

 st
0 a
a 2a
  t (e dt )   e -st (2a  t )e st dt

-st
0 a
a 2a
  e  st   e  st     e  st   e  st  
  t   1  2 
   (2a  t )   (1) 2  
   s    s   0    s   s   a
 e  as e  as   1   e 2 as   e  as e  as  
  a  2   0 2      0  s2    a  s  s2  
  s s   s       
 ae as e  as 1 e 2 as e 2 as ae as e  as 
   2  2 2  2   2 
 s s s s s s s 

 1 e  as 2e  as 
 2  2  2 
 s s s 

1
1  2e as  e 2as 
s 2
1
 2 (1  e as ) 2
s
(1  e  as ) 2 (1  e  as ) 2
 2 
s (1  e 2 as ) s 2 (1  e as )(1  e as )
1  e 2 as
 1  (e  as ) 2 
1  e  as 
as
 2 mutliply Nr & Dr by e 2
s (1  e )  2 as
 
as  as

1 e e  2 2
 2  as
s  2 2 
 as
 e e 
1  as 
 2 tan h 
s  2
2) Find the laplace transform of the square wave given by the equation
 T
 E , 0  t 
f (t )   2
  E, T  t  T
 2
f (t  T )  f (t )
where
Solution : The given function is periodic in the interval ( 0, T) with period T
1 T  st
L f (t )   ST 
e f (t ) dt
1 e 0
 T

1  2 st T
  Ee dt    Ee dt   st
1 e  0
 ST
T 
 2 
 st T2 T 
E  e   e ST  
    
1  e ST    s  0   s  T 
 2
   ST    ST  
E  e  1  e   e 2 2  ST
 
    
1  e ST    s  s  s   s  

     
E   ST

  ST 
1  2e 2  e ST 
s (1  e )  

2
E  2 
 ST
  1  e 
s (1  e  ST )  
2
  ST

E 1  e  2
E (1  e ST ) 2  
 
 ST  2   2   
 ST  ST  ST
s 1  e  1  e  s 1  e   1  e 2 
    
  ST

E 1  e 2 
  
  ST

s 1  e 2 
 
ST

Multiply Nr & Dr by
e 4
 
ST  ST

 e 4
e 4

E
  
s  ST  ST

 e 4
e 4

 
3) Find the laplace transform of the periodic function f(t) given
 
 Sin t 0t
 and its period is 2
f (t )  
 0  2 
 t 
 2 
2 2
Solution : The given function is periodic in the interval ( 0, ) with period
 
2
1 
L f (t )   s 2 e
 st
f (t )dt
1 e  0
  2

1 
 e Sint dt  e  (0)dt 

  
 st  st
 s 2
 
1 e 

0 
 
 

1 
 e Sint dt 
 
 st
 2 s
 
1 e 

0



1  e  st
 
  2 s  s2   2   s Sin  t - Cos  t  
1 e    0
  s

1 e     1  

    s Sin  -  Cos     0  Cos 0 
 s 2
 s2   2    s 2   2  

1 e 
 
  s

1  e

 
    ( 1)  
 s 2
 s2   2 s2   2 
1 e 
 
  s

1  e

 
    ( 1)  
 s 2
 s2   2 s2   2 
1 e 
 
   s
 
1   e 
    
   2 2  
  s     s   
 s 2 2 2
1 e  
   s
 
 1 e   
    
 2  s 2
s 2 
1 e  
 
 
  s

  1 e  

 2
s 2    s
  s
 
  1 e    1 e   
    
 1
 
s 
2 2  s
1 e 
4) Find the Laplace transform of the periodic function

kt
f (t )  for 0  t  T, f(t  T)  f(t)
T
1 T  st
Solution : L f (t )   ST 
e f (t )dt
1 e 0
1 T
kt
 ST 
 e st dt
1 e 0 T
k T
 ST 
 e st dt
T (1  e ) 0
T
k   e st   e  st  
 t   1 2 
T (1  e  ST )    s   s 

 0
k    T  ST e  ST   1 
  e  2   0 2  
T (1  e ST )    s s   s  
k   T ST e  ST 1 
 e  2  2
T (1  e  ST )   s s s 
k  1  e  ST  STe  ST 

T (1  e ST )  s2 

HOME WORK
1.Find the Laplace Transform of the
1  s  e -S
function L f (t )  tan h   -
 2  s(1  e )
-S
 t for 0  t   s
f (t )  
 T  t for   t  2
and f (t  2 )  f (t )
2.Find the Laplace Transform of the
k  as 
function tan h  
 k for 0  t  a s  2 
f (t )  
 k for a  t  2a
where f (t  2a)  f (t )
EVALUATION OF THE DEFINITE INTEGRALS USING LAPLACE TRANSFORM

Problem 1.

e
2 t
t Sin 3t dt
0
Evaluate

I   e 2 t t Sin 3t dt
0
Solution : Let
f (t )  t Sin 3t, then
If

I   e 2t f (t ) dt  F ( s ) s 2  F (2)
0
F ( s )  L f (t )
and
 L tSin 3t 
d
  L Sin 3t 
ds
d  3 
  2 
ds  s  9 
 3  1)  6s
  2  2 s  
 ( s  9) ( s 2  9) 2
2

6 2 12
 F(2)  2 
(2  9) 2 169
12
 I  F (2) 
169
Problem 2:


e
3 t
t Sin t dt
0
Evaluate

I   e 2 t t Sin 3t dt
0
Solution : Let
f (t )  t Sin t, then
If

I   e 3t f (t ) dt  F ( s) s 3  F (3)

0
F ( s )  L tSin t 
and
d
 L Sin t 

ds
d  1  (1)  2 s 2s
  2   
ds  s  1 ( s 2  1) 2 ( s 2  1) 2
2.3 6 3
 F(3)  2  
(3  1) 2 100 50
3
 I  F (3) 
50
Problem 3:

e 3t  e 6
0 2 dt.
Evaluate
e 3t  e 6t
Solution : If f (t )  , then
t

I   f (t ) dt  F ( s ) s 0  F (0)
0
 e 3t  e 6 t 
F (s)  L  
 t 
But

1  1 
    ds
s  s  3 s  6 
  log( s  3)  log( s  6) s

 
  s 3    1 3/ s  
  log      log  
  s 6  s   1  6 / s   s
 1 3/ s 
 log 1  log 
 1  6 / s 
 s 3  s 6
  log 
  log  
 s 6  s 3
6
 F(0)  log  log e 2
3
 I  F (0)  log e 2.
INVERSE LAPLACE TRANSFORMS
If L[f(t)] = F(s), then f(t) is called an inverse Laplace transform of F(s) and is denoted
f (t )  L1  F ( s)
by
STANDARD INVERSE LAPLACE TRANSFORMS

 1
L1   1
1)  s
 1  tn
  ' n' is a  ve integer  1
1
L 
2)  s n 1  n!
 1 
L1   e
 at
3)  sa

1 
L1   e
at
4)  sa
 1  1
L1  2   Sin at
 s a  a
2
5)
 s 
L1  2 
 Cos at
 s a 
2
6)
 s  1
L1  2   Sin h at
7)  s  a 2
 a
 s 
L1  2 
 Cos h at
8)  s 2
 a 
 1  e at
L  1
2 
  Sin bt
9)  ( s  a ) 2
 b  b .
 1  e at
L1  2 
  Sin h bt
 ( s  a)  b 
2
10)
b
 sa 
L1  2 
  e at Cos bt
 ( s  a)  b 
2
11)
 sa 
L1  2 
  e at Cos h bt
 ( s  a)  b 
2
12)
 2as 
L1  2 2 
  t Sin at
13)  ( s 2
 a ) 
1  s2  a2 
L  2 2 2 
  t Cos at
14)  ( s  a ) 
FIRST SHIFTING PROPERTY
If f(t)  L1  F ( s )
then e at f(t)  L1  F ( s  a )
e at L1  F ( s )  L1  F ( s  a )
e -at L1  F ( s )  L1  F ( s  a )
Problems
1  1 s 
1. Find L1    2
 s  3 s s  4 
 1  1  1  1  s 
Solution L1   L    L
 s  3   s  s 2  4 
 e 3t  1  Cos h2t
 1 1 1 s 
2. Find L1  2   2  2
 s s  4 s  4 s  9 
Solution
 1  1  1  1  1  s 
L1 
2 
 L1   L  L
 s   s  a   s  4   s  9 
2 2
Sin2t
 t  e 4t   Cos h3t
2
 1 
3. Find L1  2 
 ( s  1) 
 1
e t L1  2 
 e t  t
 s 
Solution
 1 
4. Find L1  
 ( s  2)  1 
2

 s22 
L1  
 ( s  2)  1 
2
Solution
 s2  1  1 
 L1    2 L  ( s  2) 2  1 
 ( s  2)  1
2
 

s  1  1 
 e  2 t L1   2 L  s 2  1 s  s  2
 s  1
2
 e 2t Cos t  2e 2t Sin t

 1 
5. Find L1 
 s  6 s  10 
2
 1 
Solution L1  
 ( s  3)  1
2
1  
 e 3t L1 
 s  s 3
 s  1 
2
 e Sin t
3t
 1 
6. Find L1  2
 s  8s  16 
 1 
Solution L1  2 
 ( s  4) 
 1
 e 4 t L1 
ss4
 s 
2
 3s  2 
7. Find L1  2
 s  4s  20 
 3( s  2)  4 
 ( s  2)  4 
2
3s   2 t 1  4 
 e 2t L1   e L
 s  4   s 2  4 
2 2
 3e 2 t Cos 4 t  e 2t Sin 4t
 e 2t (3Cos 4t  Sin 4t)
 3s  7 
8. Find L1 
 s  2 s  3 
2
 3s  7 
 ( s  1)  2 
2
 3( s  1)  10 
 L1  2 
 ( s  1)  2 
2
 s  t 1  1 
 3e t L1    10 e L  2 
 s 2   s 2 
2 2 2
3e t
 Cos h2t  5e 2t Sin h2t
2
HOME WORK
Problem Answer
1.Find the inverse Laplace Transform of e t  t
2t 2

s
( s  2) 3
2.Find the inverse Laplace Transforms of e 2 t Sin t
1
s 2  4s  5
3. Find the inverse Laplace Transform of e 2t Cost
 s2 
 s 2  4 s  5 
4.Find the inverse Laplace Transform of 1  2t 3
e t
1 6
( s  2) 4
5.Find the inverse Laplace Transform of t4
e4t
 e 2 t Sin5t  e 3t Cost
 1 5 s3  4!
 ( s  4) 5  ( s  2) 2  5 2  ( s  3) 2  6 2 
 
Type 1:
METHOD OF PARTIAL FRACTION
P( x)
Q( x)
An expression of the form is called a rational function, where
P(x) and Q(x) are polynomial in x.
Method 1:
Suppose Q(x) is factoriable into non-repeated (distinct) linear factors say
L1,L2,……Ln .
i.e. Q(x)= L1,L2,……Ln .

P( x) A1 A2 A
   ....  n
Q( x) L1 L2 Ln
then
3x  1 A B C
   .... 
( x  1)( x  2)( x  1) ( x  1) ( x  2) ( x  1)
EXAMPLE
Method 2:
P( x)
Q( x)
In , let the denominator Q(x) contain repeated linear factors of the
form (ax+b)5
P( x) A1 A2 A5
   .... 
Q( x) (ax  b) (ax  b) 2 ( ax  b) 5
then

x2  1 A B C
  
( x  1) 2 (2 x  1) (2 x  1) ( x  1) ( x  1) 2
EXAMPLE
Method 3:
P( x)
Q( x)
In , let the denominator Q(x) contain a non-repeated quadratic factor
ax2+bx+c.
P( x) Ax  b
 2
Q( x) ax  bx  c
then
x 1 A Bx  C
 
( x  1)( x 2  1) ( x  1) ( x 2  1)
EXAMPLE
Problem 1:
 1 
Find L1  
 ( s  1)( s  3) 
1
Let F( s ) 
( s  1)( s  3)
Splitting into partial fractions
1 A B
 
( s  1)( s  3) s  1 s  3
 A( s  3)  B( s  1)
put s  -1
1  A(1  3)
1

2
1
put s  -3 B  -
2
1 1

1
 2  2
( s  1)( s  3) s  1 s  3
 1  1 1  1  1 1  1 
L1    2 L  s  1  2 L  s  3 
 ( s  1)( s  3)     
1 1
 e - t - e 3t
2 2
1
 (e -t - e 3t )
2
Problem 2:
 1 s 
Find L1  
 ( s  1)( s  4s  13 
2
1 s A BS  C
   2
( s  1)( s  4 s  13) s  1 s  4 s  13
2
1 - s  A( s 2  4s  13)  ( BS  C )( s  1)
put s  -1
2  A(1  4  13)
2  10 A
2
A
10
1
A
5
equating coeff.of s2
A+B=0
B = -A
1

5
Equating Const.coeff.
13A + C = 1
 1
13   C  1
 5
8
C
5
1 1 8
 S
1 s
 5  2 5 5
( s  1)( s  4 s  13) s  1 s  4 s  13
2
 1 s  1 1  1  1 1  s8 
L1    L    L  2 
 ( s  1)( s  4s  13)  5  s  1 5  s  4 s  13 
2
1 1  s  2  6  6 1  1 
 e t  L1   L
5 5  ( s  2) 2  3 2  5  ( s  2) 2  3 2 
1 1  s  6  2t 1  3 
 e t  e  2t L1  2   e L  s 2  32 
5 5  (s  3  5  3
1 1  6  2t
 e t  e  2 t Cos3t e Sin 3t
5 5 15
Problem 3:
 4s  5 
Find L1  
 ( s  1) ( s  2) 
2
4s  5
Solution : Given F ( s ) 
( s  1) 2 ( s  2)
Splitting into partial fraction
4s  5 A B C
  
( s  1) 2 ( s  2) s  1 ( s  1) 2 s  2
 4s  5  A( s  1)( s  2)  B( s  2)  C ( s  1) 2
9
put s  1,  B((1  2)  4  5  B  3
3
1
put s  2,  C (-2 - 1) 2  8  5  9C  3  C  
3
1
Equating coefficien ts of s 2 , we get A  C  0  A  -C 
3
1 1 1 1 1
 F ( s)  3 
3 s 1 ( s  1) 3 s  2
2

1  1   1  1 1  1 
L1  F ( s )  L1    3L1  2 
 L  
3  s  1  ( s  1)  3  s  2
1  1 1
 e t  3e t L1  2   e  2t
3  s  3
1 1
 e t  3e t  t  e  2 t
3 3
et e 2t
 (1  9t ) 
3 3
Problem 4:
 s9 
Find L1  
 ( s  2)( s  3) 
2
s9
Solution : Given F ( s) 
( s  2)( s 2  3)
Splitting into partial fraction
s9 A Bs  C
  2
( s  2)( s  3) s  2 ( s  3)
2
 s  9  A( s 2  3)  B( s  C )( s  212
put s  -2, A (-2) 2  3  2  9
 A)4  3)  7  A  1
Equating constant terms , 3A  2C  9  2C  9 - 3A  9 - 3  6  c  3
Equating coefficien ts of x 2 , A  B  0  B  -A  -1
1 s3 1 s3
 F ( s)   2   2
s2 s 3 s2 s 3
 1  1  s3 
 L1  F ( s )  L1   L
 s  2   s 2  3 
 s   1 
 e  2 t  L1  2   3 2
 s  3  s  3 
3Sin 3 t
 e  2  Cos 3 t 
3
HOME WORK
Problem Solution
 1  1
1. Find L1  
(1  e  2 t )  e t
 s ( s  1)( s  2)  2
 5s  3  e t
2. Find L1   e  t
 2Cos2t  3Sin2t 
 ( s  1)( s  2 s  5)  2
2
t t
3. Find L1 
 2s  1
2 
 e  e  2t 
 ( s  2) ( s  1) 
2
3
Type 2:
Inverse Laplace Transform of Logarithmic and Trigonometric Functions
d
using the formula L t ( f (t )  L f (t )
ds
Problem 1:
  1 s  
Find L1  log  2  
  s  
  1 s  
L1  log  2    f (t )
  s  
Since L1  F ( s )  f (t )
 1 s 
log  2 
 L f (t )
 s 
d   1 s  
L f(t)     log  2  
ds   s  
d
   log 1  s   log s 2 
ds
1 1
  2s
1 s s2
2 1
 
s s 1
 2 1 
t. f (t )  L1  
 s s  1
 1  1 
 2 L1    L1  
 s  s  1
 2 1  e t
2  et
 2  e  f (t ) 
t
t
Problem 2:
 s ( s  1) 
Find L1  log 2
 s  1 
 s( s  1) 
L1  log 2   f (t ) L1  F ( s )  f (t )
 s 1 
To find f(t)
s ( s  1)
log  L f (t )
s2 1
log s(s  1) - log(s 2  1)  L f(t) 
-d
L t  f(t)    log s ( s  1)  log( s 2  1)
ds
-d
  log s  log( s  1)  log( s 2  1)
ds
-1 1 1
   2  2s
s s 1 s 1
2s 1 1
 2  
s 1 s s 1
 2s   1  1 
t. f (t )  L1  2   L1    L1 
 s  1  s  s  1
 2Cos t - 1 - e -t
2Cost  1  e  t
f (t ) 
t
Problem 3:
1 s 2  1
Find L log  2 
 s 
  s 2  1 
L  log 
1
   f (t )
  s 2
 
 L1  F (s)  f (t )
to find f(t)
 s 2 1
log 2
  L f (t )
 s 
log  s 2  1  log s 2  L f (t )
d
L t. f (t )   log( s 2  1)  log s 2 
ds
 1 1 
  2 .2 s  2 .2s 
 s 1 s 
 2s 2s 
  
 s  1 s 
2 2
 2s 2  2s 2
  2    2 
 s 1 s  s 1 s
  2s   2
t. f (t )  L1  2   L1  
 s  1  s
 s   1
 2 L1  2   2 L1  
 s  1  s
 2 cost  1
f  t 
t
Problem 4:
  s 
Find L1  tan 1   
  a 
  s 
Solution : Let L1  tan 1     f (t )
  a 
 s
tan 1    L f (t )
 a
d   s 
w.k .t L t(ft)     tan 1   
ds   a 
 
 
1   1 

 a
 1 s 2
  a

 a2   1
  2 2   
 a s   a

 a 
 
 a  s 
2 2
 a 
t  f (t )   L1  2
 a  s 
2
  Sin at
Sin at
f (t )  
t
Problem 5.
  a 
Find L1  Cot 1   
  s 
  a 
Solution : Let L1  Cot 1     f (t )
  s 
 a
Cot 1    L f (t )
 s
d   a 
w.k .t L t(ft)     Cot 1  
ds   s  
 
1   a d 1
   2  By formula (Cot 1 x) 


1 a  
s 
2
 s  ds 1 x2
 s2   a
   
 s 2  a 2   s2 
 a 
 
 s  a 
2
2
 a 
t  f (t )   L1  2
 s  a 
2
  Sin at
Sin at
f (t )  
t
HOME WORK
Problem Answer
  s5   1
Find L-1  log  2    2Cos3t  e 5t 
  s 9  t
-1   s 2  1  1
Find L  log    1  2Cost 
  s   t

 s2 1   1 t
Find L  log  -1
   e  2Cost  1
  s ( s  1)   t
TYPE 3:
L F ( s )  t L-1  F  s    - t f  t 

This formla used to find the inverse Laplace transform of a function, when the
function contains a linear factor in s in the numerator and the perfect square of a
quadratic in the denominator

Problem 1.
 s 
Find L1  2 2 2 
 (s  a ) 
s
Solution Let F ( s) 
(s 2  a 2 ) 2
d s
F ( s)  2
ds (s  a 2 ) 2
d 3
 F ( s)   2 ds
ds (s  a 2 ) 2
s
F (s)    ds
(s 2  a 2 ) 2
Put s 2  a 2  u
2sds  du
du / 2  1 1
F ( s)   2  
u 2u 2( s 2  a 2 )
L1  F ( s )  tL1  F ( s )
 1 
 tL1  2) 
 2( s  a 
2
 1 
 t L1  2
2  ( s  a 2 ) 
 t Sin hat
2a
Problem 2.
 s3 
Find L1  2 2 
 ( s  6 s  13) 
s3
Solution F ( s )  2
( s  6s  13) 2
d s3
F ( s)  2
ds ( s  6s  13) 2
s3
F (s)   ds
( s 2  6s  13) 2
s 2  6 s  13  u
2 s  6  du
2( s  3)ds  du
du
ds 
2( s  3)
du / 2
F ( s)  
u2
1 1
 
2u 2( s 2  6s  13)
 1 
L1  F ( s )  tL1  
 2( s  6s  13) 
2
t 1  1 
 L  2
2  ( s  6s  13) 
t 1  1 
 L 
2  ( s  3) 2  2 2 
t  1 
 e  3t L1  2
 s  2 
2
2
t  2 
 e  3t L1  2
 s  2 
2
4
t
 e  3t Sin 2t
4
Problem 3:
 s2 
Find L1  2 2 
 ( s  4s  5) 
w.k .t L-1  F(s)  tL1  F ( s )......(1)
s2
Let F ( s ) 
( s  4s  5) 2
2
s2
Then F ( s )   ds
( s 2  4s  5) 2
Let u  s 2  4 s  5
d u  (2 s  4)ds
d u  2( s  2)ds
du
  ( s  2)ds
2
1 du 1 du 1  1  1
 F (s)          
2 u2 2 u2 2  u  2( s 2  4s  5)
Hence (1) becomes
 s2   1 
L1  2 
 t L1  
 ( s  4 s  5)   2( s  4 s  5) 
2 2
t 1  1 
 L  2 
2  s  4 s  4  4  5) 
t 1  1 
 L  2
2  s  4 s  4  1) 
t 1  1  chaning s into s - 2 and multiplyin g
 L 
2  ( s  2) 2  12  the resulting function by e - 2t
t  1 
 e - 2t L1  2
2  s  1
t
 e - 2t Sin t
2
HOME WORK
Problem Answer

 s  t
1. Find L-1  2 2 2 
Sin at
 (s  a )  2a
 2( s  1)  te  t S int
2. Find L-1  2 2 
 ( s  2s  2) 
CONVOLUTION THEOREM
Definition: The convolution of two functions f(t) and g(t) denoted by

t
f  t   g  t  is defined as f  t   g  t    f  u  g  t  u  du ¿ f ↑
0
CONVOLUTION THEOREM of Laplace Transform
Statement : If L F t    F s  and L g t    g s  then L f  t   g  t    F s  G  s  where

t
f  t   g  t    f  u  g  t  u  du
0
t
Proof : We know that L F t     e -st f  t  dt

0 u

 L f  t   g  t     e  st  f  t   g  t   dt
0 t=u
 t
  e  st  f  u  g  t  u  du dt
0 0
t t
   e  st f  u  g  t  u  du dt
0 0 0 t
On changing the order of integration. The above integral becomes
t 
L f  t   g  t      e f  u  g  t  u  dt du
- st
0 U
Put t-u = v when t=∞ then v=∞

dt =dv when t=u, then v=0
t 
 L f  t   g  t     f  u   e  s  u  v )  g  v dvdu
0 0
t 
  f  u  e du  g  v  e -sv dv
- su
0 0
Changing the dummy variables suitably
t 
  f  t  e dt  g  t  e -st dt
- st
0 0
 L f  t  . L g t  
 F S.G  S 

Problems
 1 
L1  2 
1.Using convolution theorem, find   S  5 S 
Solution: By convolution theorem

t
L-1 . F  S .G  S    L-1  F  S    L1  G  S     f  u  g  t  u du

0
 1  -1  1  -1  1 
L-1  2 
 L  S  5   L  S 2 
  S  5 S 
 e -5t  t
t
  e -5u (t  u )du
0
t
  e -5u   t
 e -5u 
   t - u    -    - du 
  -5   0 0 -5 
  1  1 t
  0 -    -  e -5u du
  5  5 0
t
1 1  e -5u 
 - 
5 5  - 5  0
1 1
   e -5t  1
5 25
 2 
L1 
  S  1  s  4  
2 
Problem 2: Using convolution theorem, find

t
L . F  S .G  S    L  F  S    L  G  S     f  u  g  t  u du
-1 -1 1
 2   2   1 
L1    L1  2  L1 
  S  1  s  4  
2
 S  4   S  1
 sin 2t  e  t
  sin2u e - t - u  du
0
t
  e - t - u  sin2u du
0
t
 e t  e - u sin2u du
0
  t

e   t eu
 sin 2u  2 cos 2u   
  1 2
2 2
 0 

e ax
  e ax sinbx dx   a sinbx - bcosbx 
a 2 b 2
a=1 ,b=2
 et
e  t
 sin 2t  2 cos 2t   1   2 
 5 5 
1 2 2
 sin2t - cos2t  e - t
5 5 5
1
  sin2t - 2cos2t  2e - t 
5
 4 
L1  
  s  2 s  5 
2 2
Problem3: Using convolution theorem, find
 4   4 
L1  2 
 L-1
 2 2 
  s  2 s  5    S  2 S  1  1  5 
2
Solution:
 4 
 L1  2 
SS 1

  S  1  2 2 
2

 4 
 e t L1  2 
 S  2  
2 2
 2   2 
 e - t L-1  2 
 e - t L-1  2 2 
 S  2  
2
 S  2  
 e sin2t e -t sin2t
t
By convolution theorem
t
-1 -1 1
 4  t
L1  2 
  e u sin 2u..e   t  u  sin 2 t  u  du
  s  2 s  5  0
2
  e t sin 2u.. sin  2t  2u  du

0
Cos(A - B) - Cos(A  B)
By formula sinASinB 
2
t
 cos 4u - 2t   cos 2t 
 e t    du
0  2
e t t t

2 0
  cos 4u  2t  du - cos2t 0 du

e t   sin  4u  2t   t

 - cos2t u  0 
t
  
2   4 0 
e t  1 
   sin 2t  sin   2t    cos 2t  t  0 
2  4 
e t  1 
   sin 2t  sin  2t    t cos 2t 
2  4 
e t
  sin 2t  2t cos 2t 
4
 1 
L1  
  s  1 
2 2

t
-1 -1 1
 1  1  1   1 
L1   L  2   L1  2
  s  1   S  1  S  1
2 2
 sint  sint
t
  sinu sin  t - u  tdu

0
using
COS ( A  B  COS  A  B 
sin A sin B  HereA  u & B  t - u
2
1t
   cos 2u  t    cos t du
20
1   sin  2u  t   t 
t
     cos t  u  0
2  2 0 
1 1
   sint - sin  - t    cos t t  0 
2 2 
1 1
   sint  sin t   t cos t 
2 2 
1 1
   2 sin t   t cost 
2 2 
1
  sint - tcost
2
1  S2 
L  2 2 
  S  a  s  b  
2 2

t
-1 -1 1
 S 2
 S  1  S 
L1    L1  2 .L  2
  S  a  s  b  
2 
 S a   S  b 
2 2 2 2 2
 cosat  cosbt
t
  cosau  cosb t - u  du
0
1t
  cos au  bt - bu  cos au - bt  bu du
20
1  sin   a - b  u  bt  sin   a  b  u  bt  
t
   
2 ab ab 0
1  1 1   sin bt sin bt  
   sin at  sin at      
2  a-b ab   ab ab 
1  1 1   1 1  
  sin at    sin bt   
2  a  b a b  a  b a b 
1   a  b   a  b    a  b   a  b  
  sin at   sin bt  
2  a b
2 2
  a2  b2  
1  2a   2b  
  sin at 2 2 
 sin bt 2 2  
2  a b   a b  
a sin at  b sin bt

a2  b2
HOME WORK
Problem Answer
1.Using convolution e t
theorem, find  sin 2t  2t cos 2t 
4
 4 
L1  
  s  2 s  5 
2 2
.2.Using convolution 3  1 1  3t 
cos 3t  3 sin 3t  e 
82  3
theorem, find
3 
 s 
L1  
  s  9 3s  1  
2
3. .Using convolution e  t  e 2 t
theorem, find
 1 
L1  
  s  1) s  2  
Application of Laplace Transforms for Solving Differential Equations
Using Laplace transform we can solve the ordinary differential equation with
constant coefficients, without finding the general solution and then evaluating the arbitrary
constants.
Procedure to solve differential equations

1 Take Laplace transform of both sides of the given differential equation using
initial conditions. This gives an algebraic equations
2 Solve the algebraic equation and get Y or LY  in terms of s and let the
solution Y =F(S)
3 Take inverse Laplace transform on both sides. This gives


L1 y  L1  F  S   ,
the required solution
Important Results
 dy 
L
 dt   L Y   SL y   y  0
1.
 d 2 y
L 2 
 L Y   S 2 L y   Sy 0  Y ,  0
2. 
dt 
 d 3 y
L 3 
 L Y '''   S 3 L y   S 2 y  0  SY ,  0   Y ''  0 
3. 
dt 
PROBLEM:1
Solve by using laplace transform (D2 + 9)y = cos2t given that if y(0) =
π
1,y( ) = -1.
2
SOLUTION:
Given that (D2+9)y = cos2t
d2 y
(or) + 9y = cos2t
dt2
i.e y + 9y = cos2t
Taking Laplace transform on both sides , we get
L(Y") + 9Y = L (cos2t)
S
S2L(Y) – SY(0) - Y'(0) + 9L(Y) = ………………….. (1)
S +22
2
π
Using I.Cs y(0) = 1 , y( ) = -1
2
∴ The given that y(0) = 1 , and y’(0) is not given so we take y’(0) =
K. then (1) becomes
S
S2L(Y) – S – K + 9L(Y) =
S +22
2
S
(S2 + 9) L(Y) = + S +K
S +22
2
S (S + K )
L(Y) = 2 2 2 +
( S +2 ) ( S +9 ) ( S 2+9 )
Y = L-1
[( 2
S
2
S +2 ) ( S +9
2
)]
+ L-1 [ ]
2
S
S +9
+ KL-1 [ ]
2
1
S +9
……….. (2)
s ( As+ B ) ( Cs+ D )
Let 2 2 2 = + ……………………………………..(3)
( s + 2 ) ( s + 9) ( S 2+ 9 ) ( S2 +4 )

S= (As+B)(S2+9) + (Cs+D)(S2+4) …………………………(4)
Put s = 0 in (1), we get

0 = 4B + 9D ……………………………………………(5)
Taking co.eff of s2,we get

0 = B+D …………………………………………………(6)
(5) => 4B + 9D = 0
(6) × 4 => B + 9D =0
(-) (-)
B =0 and D = 0
3
Equating co.eff of S ,we get
1 = A +C ………………………………………………(7)
Equating the co.eff of S, we get
2 = 4A + 9C …………………………………………..(8)
(5) => 4A + 9C = 1
(6) × 4 = > 4A + 4C = 1
(-) (-)
5C = 1
1
 C =
5
1
Put c= in (7), we get
5
1
1 = A+
5
1
A = -
5
Hence, (2) becomes
Y = L-1
[ ( ) ( )] ( )
−1
2
S
5 S +3 2
+
1
2
S
5 S +2 2
S
S +3
1
+ L−1 2 2 + K L−1 2 2
S +3 ( )
=-
1
5
L-1 ( S +S 3 )+ 15 L ( S S+2 )+ L ( S +S 3 )+ K3 L ( S 3+3 )
2 2
−1
2 2
−1
2 2
−1
2 2
1 1 k
= - cos3t + cos2t + cos3t + sin3t
5 5 3
1 1 k
= cos3t (1- )+ cos2t + sin3t
5 5 3
4 1 k
Y(t) = cos3t + cos2t + sin3t
5 5 3
π
Put t =
2
4
y ( π2 ) =
5
cos3 ( π2 )+ 15 cos 2( π2 )+ k3 sin 3( π2 )
4 1 k
-1 = ( 0 ) + (−1 )+ (−1)
5 5 3
1 k
-1 =- -
5 3
1 −k
−1=
5 3
4 −k 12
- = => k =
5 3 5
(9) can be written as

4 1 12
Y(t) = cos 3 t + cos 2t + sin 3t
5 5 5
PROBLEM:2
Solve using laplace transform y” – 3y’+2y = 4 , y(0) = 2,
y’(0)=3 .
SOLUTION:
Given y” – 3y’+2y = 4
Taking L.T on both sides, we get
L(Y”) – 3L(Y’) + 2L(Y) = 4L(1)
1
S2L(Y) – SY(0) – Y’(0) – 3[SL(Y) – Y(0)]+2L(Y) = 4.
S
4
S2L(Y) – SY(0) – Y’(0) – 3SL(Y) + 3Y(0)+ 2L(Y) =
S
Using I.C y(0) = 2, y’(0) = 3,The above equation becomes
4
(S2 – 3S + 2)L(Y) – 2S -3 + 6 =
S
4
(S2 – 3S +2) L(Y) – 2S + 3 =
S
4 ( 4+ (2 S−3 ) S 4+2 S 2−3 S
(S-1) (S-2)L(Y) = + 2 S−3 )= =
S S S
2
2 S −3 S+ 4
L(Y) = ………………………………………………(1)
S ( S−1 ) (S−2)
(2 s2 −3 s+ 4) A B C
Let = + +
s ( s−1 ) (s−2) S ( S−1) (S−2)
2S2 – 3S +4 = A(s-1)(s-2) + B(S)(S-2) +C(S)(S-2) …………(I)

Put S = 0 in (I), we get
4 = 2A
 A=2
Put s = 1 in (I),we get
2 – 3 + 4 = -B
3= -B
 B=-3
Put S=2 in (I), we get
8 – 6 + 4 = c(2)(1)
6 = 2c => c = 3
1 Becomes
1 1 1
L(Y) = 2 ( )–3( )+3 ( )
S S−1 S−2
1 1 1
Y = 2 L-1(
S ( )
¿−3 L−1
S−1 ( )
+3 L−1
S−2
y = 2 – 3et + 3e2t
PROBLEM:3

Solve y”+4y’+4y = e-t , given that y(0) = 0, y’(0) = 0
SOLUTION :
Given y” + 4y’ + 4y = e-t
Taking L.T on both sides,we get
L(Y”) + 4L(Y’) + 4L(Y) = e-t
1
S2L(Y) – SY(0) – Y’(0) + 4[SL(Y) – Y(0)] + 4L(Y) =
S+1
Using I.C. Y(0) = 0,Y’(0) = 0, the above becomes
1
S2L(Y) + 4SL(Y) + 4L(Y) =
S+1
1
L(Y) [ S2 +4S + 4 ] =
S+1
1
L(Y) =
( S+1 )( S+2 )2
 Y = L-1
[ 1
( S+1 ) ( S +2 )2 ] ……………………(1)
1 A B C
Let = + +
( s+1 )( s+2 ) ( S+ 1 ) ( S +2 ) ( S +2 )2
2
1= A(S+2)2 + B(S+1)(S+2) + C(S+1) …………………..(2)
Put s = -1 in (2), we get

1 = A
 A = 1
Put s = -2 in (2), we get
1= -c
=> c = -1
Put s = 0 in (2), we get
1 = 4A+2B+C
1 = 4 + 2B -1
1 = 3 + 2B => - 2 = 2 B => B = -1
Hence,(1) becomes
Y = L-1
1
−
[ 1
−
1
( S+1 ) ( S+ 2 ) ( s+2 )2 ]
as ss2
 1  -1  1   1 
 L1  - L - L-1
 2 
as ss2
 S  1  s  2 
  s  2  
 1
 e - t - e - 2t - e - 2t L-1  2 
 s 
 e -e -e t
-t -2t -2t
Problem:4
Solve by using laplace transform y’’-2y’+y=et, y(0)=2, y’(0)=1.
Solution :
Given y’’-2y’+y=et
L(y’’)-2L(y’)+L(y)=L(et)
1
S2L(y)-sy(0)-y’(0)-2[sL(y)-y(0)]+L(y)=
s−1
1
S2L(y)-sy(0)-y’(0)-2sL(y)+2y(0)+L(y)=
s−1
Using IC y(0)=2 , y’(0)=1
1
L(y)(s2-2s+1)-2s-1+4=
s−1
1
L(y)(s-1)2-2s+3=
s−1
1
L(y)(s-1)2= +(-2s+3)
s−1
1 s 1
L(y)= 3 +2 2 -3
(s−1) (s−1) (s−1)2
1 s 1
y=L-1[
(s−1)
3 ]+2 L
-1
[
(s−1)
2 ]-3 L
-1
[
(s−1)
2 ] s
s+1
1 s+1 1
y=et L-1[ t -1
3 ]+2 e L [ 2 ]-3 et L-1 [ 2 ]
(s ) (s) (s )
t t2 1 1 1
=e + 2etL-1[ ]+ 2et L-1 [ 2 ]-3e [
t
]
2 s (s ) (s )2
t2
=et + 2et+2ett-3ett
2
t2
= et + 2et-ett
2
Problem: 5
Using laplace transform solve y’’+y’=t2+2t given that y=0 and y’=-2 when
t=0
Solution
Given y’’+y’=t2+2t
L(y’’) +L (y’)=L(t2)+2L(t)
2! 1
S2L(Y)-sy(0)-y’(0)+sL(y)-y(0)= 3 +2 2
s s
Using I.cs. y(0)=0 , y’(0)=-2
2 1
S2L(Y)+2+sL(y)= 3 +2 2
s s
2 1 2+2 s−2 s3
(s2+s)L(y)= 3 +2 2 -2=
s s s3
3
2+2 s−2 s
L(y)= 4
(s +1) s
3
-1 2+2 s−2 s
Y=L [ (s +1) s4 ] 1
3
2+2 s−2 s A B C D E
Let = + + 2 + 3 + 4
(s +1) s
4
(s +1) s s s s
2+2s-2s3=As4+B(s+1)s3+C(s+1)s2+D(s+1)s+E(s+1) 2
Put s=-1 in 3, we get
2-2+2=A A=2
Equating the coefficient of s4 in 2, on both side
0=A+B
0=2+B B=-2
Equating the coefficient of s3 in 2, on both side
-2=B+C

-2=-2+c C=0
2
Equating the coefficient of s in 2, on both side
0=C+D
0=0+D D=0
Equating the coefficient of s in 2, on both side
2=D+E
2=0+E E=2
(1) becomes
2 2 2
Y=L-1[ − + 4 ]
(S +1) s s
1 1 1
=2L-1 −2 L−1 + 2 L−1 4
(S +1) s s
3
2t
=2e-t-2+
3!
t3
=2e-t-2+
3!
Problem Answer
1. Solve y’’+6y’+9y=6t e with2 -3t
1 -3t 4
Y= e t
y(0)=0=y’(0) 2
2. Solve y’’+9y=18t with 2 2+3 π sin 3 t
Y(t)=2t- sin 3 t +
π 3 2
y(0)=y( )
2
3. Solve the differential eqn 1 -t −1 -3t +14 50
Y(t)= e e + t
y’’+3y’+2=e-t, y(0)=1,y’(0)=0 2 18 9 9
Solution of integral equations

Problem:1
t
Solve y+ ∫y dt=t2+2t by using laplace transform.
0
Solution:
t
Given that y+ ∫y dt=t2+2t
0
Taking L.T on both side , we get
t
L(y)+L[ ∫y dt]=L( t2)+2L(t)
0
t
1 1
We know that L[ ∫ f (x) dx]=
s
F(s)=
s
L[f(t)]
0
t
1
(or) ∫y dt=
s
L(y)
0
n!
L(tn)= n+1
s
1 2 2
L(y)+ L(y)= 3 + 2
s s s
1 2 2
L(y)[1+ ]= 3 + 2
s s s
s+1 s+1
L(y)( )=2( 3 )
s s
s+1 s 2
L(y)=2( 3 )( )= 2
s s+1 s
1
Y=2L-1( 2 )
s
Y=2t
Problem:2

t
dy
Solve the integral equation using laplace transform method +2 y +∫ y
dt 0
(t)dt=0 given that y(0)=1.
Solution:
t
dy
Given that +2 y +∫ y (t)dt=0
dt 0
t
(or) y ' + 2 y +∫ y (t)dt=0
0
Taking L.T on both side , we get
t
L(y’)+2L(y)+L( ∫y (t)dt)=0
0
1
sL(y)-y(0)+2L(y)+ L(y)=0
s
using I.Cs y(0)=1 in the above, we get
1
sL(y)-1+2L(y)+ L(y)=0
s
1
L(y)[s+ +2]-1=0
s
1+2 s+ s2
L(y)[ ]=1
s
s
L(y)= 2
1+2 s+s
s
L(y)=
(s +1)2
s
Y=L-1[ 2 ]
(s +1)
Changing s into s-1
s−1
Y=e-tL-1[ ]
s2
1 1
=e-t[L-1( )- L-1( 2 )]
s s
-t
=e [1-t]
Problem Answer
-t
t
Y= e t
1. Solve y+ ∫y dt=1-e-t
0
t
t4
2. Solve y(t)=t + 2
∫y (x) sin ( t −s ) dx Y=t2+
0
12


Laplace Transform Mathematics

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Laplace Transform Mathematics

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LAPLACE TRANSFORMS

Condition for existence of Laplace transforms

Piecewise continuous function

Problem 1: Show that t is of

Problem 2: Write a function for which Laplace transformation does not

Solution: L(tan t) and L e t do not exists  2

Dept. of Mathematics, AAMEC 1

Dept. of Mathematics, AAMEC 2

TRANSFORMS OF ELEMENTARY FUNCTIONS

Dept. of Mathematics, AAMEC 3

Dept. of Mathematics, AAMEC 4

L(t n )   e  st t n dt put st  x t  x/s

PROBLEM USING ELEMENTARY FUNCTIONS

Pr oblem 1. Find L(t 3 )

Dept. of Mathematics, AAMEC 5

Pr oblem 5. Find L Cos 2t 

Pr oblem 6. Find L Sin2t 

Pr oblem 7. Find L 2e 3t 

Dept. of Mathematics, AAMEC 6

2) Change of scale property

L f (at )   e  st f ( at )dt f (at) is a function of t 

Dept. of Mathematics, AAMEC 7

 F ( s  a )  compare (1) & (2) 

PROBLEMS RELATED TO THE PROPERTIES

4. Find L(Sin(t   )),  is a constant

Dept. of Mathematics, AAMEC 8

PROBLEMS [BASED ON FIRST SHIFTING THEOREM]

1. Find L e 3t Sin 2 t 

4. Find the Laplace transfrom of e 2 t Sin5t

the laplace transform of

the laplace transform of

Dept. of Mathematics, AAMEC 10

Dept. of Mathematics, AAMEC 11

Dept. of Mathematics, AAMEC 12

3.Find the laplace transform of

4.Find the laplace transform of

Dept. of Mathematics, AAMEC 13

Dept. of Mathematics, AAMEC 14

6. Find the laplace transform of t 2 e 2 t Cos 2t

Integrate both sides w.r.to ‘s’ over the limits s to ∞

Dept. of Mathematics, AAMEC 16

Dept. of Mathematics, AAMEC 17

Dept. of Mathematics, AAMEC 18

  L e ds   L(e bt )ds

Dept. of Mathematics, AAMEC 19

1.Find the laplace transform  s  2

LAPLACE TRANSFORM OF DERIVATIVE AND INTEGRALS.

L f (t )  SL f (t )  f (0)

L f (t )   e st f (t )dt

  0  f (0)  s  e st f (t )dt

L f (t )  S 2 L f (t )  sf (0)  f (0)

L f (t )   e st f (t )dt

  e f (t ) 0   f (t )(  s )e st dt

Dept. of Mathematics, AAMEC 20

  0  f (0)  S  e  st f (t )dt

  f (0)  SL f (t )

L f (t )  SL  f (t )dt    f (t )dt

Dept. of Mathematics, AAMEC 21

L   ds   L(e st Sin t )

 tan 1 ()  tan 1 ( s  1)

Dept. of Mathematics, AAMEC 22

LAPLACE TRANSFORM OF PERIODIC FUNCTION

Dept. of Mathematics, AAMEC 23