School of Engineering Engineering Mathematics 4

1
 At the end of this section, students are able to
Derive the Laplace transform of an expression by using the
integral definition
Obtain inverse Laplace transforms with the help of a table of
Laplace transforms
Obtain more Laplace transforms using 3 theorem
Derive the Laplace transform of the derivative of an expression
Derive further Laplace transforms from known transforms
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Use the Laplace transform to obtain the solution to linear,
constant-coefficient, inhomogeneous differential equations of
second and higher order.

2
 Laplace Transform of Derivatives
Let f’(t) denotes the fist derivative of f(t) wrt to t.
Let f’’ (t) denotes the second derivative of f(t) wrt to t.

Then by definition L f t    e f t dt
  st

v  f t 
0
 ue  st
Integrating by parts   
u    se  st
v  f t  

   
L f t   e  st f t  0    se st f t dt


0

L f t   0  f 0  s  e f t dt
  st

3
 Laplace Transform of Derivatives
Then
L f t   sL f t  f (0) (1)

Now if we replace f(t) in Eq. (1) with f’(t), then

L f t    f (0)  sL f t 

and from Eq. (1)

L f t    f (0)  s f (0)  sL f t 

4
 Laplace Transform of Derivatives

As usual L f t   F (s) then

  
L f t    f (0)   sf (0)  s F (s)
2

Finally

L f t   s F (s)  sf (0)  f (0)

 2 (2)

5
 Laplace Transform of Derivatives

Based on this

L f t   s 3 F (s)  s 2 f (0)  sf (0)  f (0) (3)

and

 
L f IV t   s 4 F (s)  s 3 f (0)  s 2 f (0)  sf (0)  f (0) (4)

6
 Generating new transforms
Deriving the Laplace transform of f (t) often requires
integration by parts. However, this process can
sometimes be avoided if the transform of the
derivative is known:
For example, if f (t) = t then f ′ (t) = 1 and f (0) = 0 so
that, since: L f (t )  sL{ f (t )}  f (0) then L{1}  sL{t}  0

That is:
1 1
 sL{t} therefore L{t}  2
s s

7
 Generating new transforms
Example 1: Generate Laplace transform of f (t) = t2
Solution: f (t) = t2, then f ′(t) = 2t and f(0)=0, and

 
L f t   sL f t  f (0), then L2t  sL t 2  0,

 
2Lt  sL t , 2  sL t 2 ,
22
 
s
therefore
L t  3
2

s
 
2

8
 Generating new transforms
Now your turn:
Repeat last example to verify that

  t 1

L sin t   2

1 L te 2
s  1
4
2
s s2  4
Lsin t  2
1
2
s 1
s 2 1
Lt cos t 
s 
3
2
2
1

9
 Summary (Laplace of Derivatives)
0

L f t   F s 
1

L f t   sF s   f (0)
2

L f t   s 2 F s   sf 0  f (0)

3

L f t   s 3 F s   s 2 f 0  sf (0)  f (0)

4

 t  s F s  s f 0  s f 0  sf (0)  f (0)

L f IV 4 3 2

10
 Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
The Laplace transform can be used to solve linear,
constant-coefficient, inhomogeneous differential equations
of the form:

an f ( n ) (t )  an1 f ( n1) (t )   a2 f (t )  a1 f (t )  a0 f (t )  g (t )

where:
an , an1 , , a2 , a1 , a0
are known constants, g (t ) is a known expression in t and
the values of f (t ) and its derivatives are known at t = 0.

11
 Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 1: Solve the following DE
f t   f t   1 where f(0) = 0
Solution:
1) Take the LT of both sides Recall:
L f t   f t   L
1 L f t   F s 
L f t  L f t   L
1 L f t   sF s   f (0)
2) Find an expression F (s) = L{f(t)} in the form of algebraic
fraction
F s  
1
sF s   f (0)  F s  
1
or
s ss  1

12
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 1 (cont.)
3) Separate right hand side into partial fractions
1 A B
  If s  0  A  1
ss  1 s s  1
If s  -1  B  1
1  As  1  Bs
and

 F s   
1 1 1 1 1
 
ss  1 s s  1 s s 1

13
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 1 (cont.)

4) Take the inverse LT

Recall or use table:
1 1 
L F s   L  
1 1
 1 
L1    1
 s s  1 s
 1 
1  1  1  1  L1  t
e
f t   L    L    s 1
s   s  1
Finally
f t   1  e t

14
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
So let’s summarise and generalize this:
To solve linear, constant coefficient, inhomogeneous
differential equations (DE) using the Laplace transform,
follow the following 4 steps:
1) Take the LT of both sides of the DE,
2) Find an expression F (s) = L{f(t)} in the form of
algebraic fractions
3) Separate F(s) into its partial fractions
4) Find the inverse L-1{F(s)} to find the solution f(t) to the DE.

15
Solve linear, first-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform

𝑆+1 1 1 1 1
𝑌= + 𝑆 2 (𝑆 2−1) = 𝑠−1 + 𝑆 2−1 − 𝑆 2
(𝑠 2 −1)

16
 Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Solve the pair of following simultaneous DE:
y  x  et
Given that at t=0, x=0 and y = 0
x  y  e t
Solution:
1) Express both equations in LTs

sY s   y0 X (s)  1

s 1
sX s   x0 Y (s)  1
s 1
17
 Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
2) Insert the initial conditions: x(0)=0 and y(0) = 0

sY s   X ( s ) 
1
s 1
1

sX s   Y ( s ) 
1
s 1

18
 Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
3) Solve Equation set (1) for X(s) and Y(s) by the normal
algebraic method, for example eliminating Y(s) first
sY s   X ( s ) 
1
s 1
sY s   s 2 X ( s ) 
s
s 1
s 2  2s  1
 2

s  1 X s  
s

1

s  1 s  1 s  1s  1
s 2  2s  1
 X s  
 
s  1s  1 s 2  1

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 Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
If we express this in partial fractions, we have

X s   
1 1 1 1 s 1
  2  2 2
2 s 1 2 s  1 s  1 s  1
4) Taking the inverse LT of Eq. (2) gives

xt    e  e  cos t  sin t

1 t 1 t
2 2

20
 Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
5) Now revert to Equation set (1) and eliminate this time X(s)
to obtain Y(s) and hence y(t), in the same way
s Y s   sX ( s ) 
2 s
s 1
Y s   sX ( s ) 
1
s 1
s 2  2s  1
 2

s  1 Y s  
s

1

s  1 s  1 s  1s  1
s 2  2s  1
 Y s  
 
s  1s  1 s 2  1

21
 Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
If we express this in partial fractions, we have

Y s  
1 1 1 1 s 1
  2  2 3
2 s 1 2 s  1 s  1 s  1
6) Taking the inverse LT of Eq. (3) gives

yt   e  e  cos t  sin t

1 t 1 t
2 2

22
 Solve linear, first-order, constant coefficient, inhomogeneous
simultaneous differential equations using the Laplace transform
Example 2: Cont.
7) So the results are
xt    e  e  cos t  sin t
1 t 1 t
2 2
yt   e  e  cos t  sin t
1 t 1 t
2 2
8) And finally the results can be expressed as

xt   cos t  sin t  cosh t

yt   sin t  cos t  cosh t
23
 Solve linear, second-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 3: Solve the following DE
f t   3 f t   2 f (t )  4t where f(0) =f ′ (0) = 0
Solution: Recall:
L f t   F s 
1) Take the LT of both sides
L f t   sF s   f (0)
L{ f t }  3L{ f t }  2L{ f (t )}  4L{t} L f t   s 2 F s   sf (0)  f (0)
4
s F ( s)  sf (0)  f (0)  3sF ( s)  3 f (0)  2 F ( s) 
2

s2
2) Find an expression F (s) = L{f(t)} in the form of algebraic
fraction
s  3s  2F (s)   
4 4
or F s 
s s  1s  2
2
2
s2

24
Solve linear, second-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Example 2: (cont.)
3) Separate RHS into partial fractions
Solving gives:
F s   2
4 A B C D
 2  
s s  1s  2 s s s 1 s  2 A2 B  3
C4 D  1
F s  
2 3 4 1
  
s2 s s 1 s  2
4) Take the inverse LT
L1 F s   2t  3  4e t  e 2t

or f t   3  2t  4e t  e 2t

25
 Solve linear, second-order differential homogenous equations
using the Laplace transform

Try this :

s2Y+sy(0)-y’(0)+4[sY-y(0)]+3Y=0
Y(s2+4s+3)+s(3)-1-4(3)=0
Y(s2+4s+3)=3s+1+4(3)

26
Solve linear, second-order, constant coefficient, inhomogeneous
differential equations using the Laplace transform
Now try this one

4 f t   9 f t   18 where f(0) = f ′(0) = 0

Answer:
 3 
f t   21  cosh t 
 2 

27
 Case Study (1)
Capacitor C [F] is charged to an initial voltage Vo. Switch S is
closed to discharge C through the resistor R [Ohms]. What is the
charge on the capacitor after t seconds?

V (t )  I (t ) R.........(1) I S

V0
dQ(t ) R
I (t )   .............(2) C
dt
Q(t )
C .............(3)
V (t ) Initial condition Q(0)  CV0

28
 Case Study (1)
Initial condition at t = 0, the charge, Q, on the capacitor is

I
Q(0)  CV0 S

Considering equations (1), (2), and V0

R
(3), we obtain the following equation C

dQ Q
 0 (4)
dt RC
Eq. (4) is 1st order ODE with one initial condition,
hence we can solve it.

29
 Case Study (1)
Solution by LT Method
dQ Q
 0
dt CR
1) Take the LT of both sides of the DE,
Q
sQ  CV0  0
RC
2) Find an expression Q (s) = L{f(t)} in the form of
algebraic fraction
CV0
Q ( s)  , where τ  RC
1
s

30
 Case Study (1)
Solution by LT Method

3) Separate F(s) into its partial fractions (if required)

4) Find the inverse LT L-1{F(s)} to find the solution f(t) to the DE.

t

Q(t )  CV0 e 

31
 Case Study (2)
 Arise in problems involving Newton’s 2nd Law
of Motion F=ma
d2y
m 2  k ( y  l )
k dt
m k kl
y  y 
m m
y(t)
Simple harmonic motion
Trolley released from
of angular frequency
rest at y(0); unextended
k
spring length l 
m

32
 Case Study (2)
Example
y  9 y  9 y(0)  10, y (0)  0
9
s 2 y  sy(0)  y (0)  9 y 
s
9 9 10s
s 2 y  10s  0  9 y  y  2
s s( s  9) s  9
2

2nd term is “close” to standard form for cos3t

Focus attention on 1st term and simplify using partial fractions.

33
 Case Study (2)

9 A Bs  C A( s 2  9)  s( Bs  C )
  2 
s( s  9) s s  9
2
s( s 2  9)

A B  0 C0 A  1  B  1
9 1 s
  2
s( s  9) s s  9
2

9 10s 1 s 10s 1 9s
y    2  2   2
s( s 2  9) s 2  9 s s 9 s 9 s s 9
1 1 1 s
y (t )  L { }  L {9 2 }  1 9 cos 3t
s s 9

34
 Case Study (2)
yt   1 9 cos 3t
12
10
8
6
4
2
0
-2 0 45 90 135 180 225 270 315 360 405 450 495 540 585 630 675 720

-4
-6
-8
-10

Solution is an undamped sinusoidal oscillation of angular

frequency 3 rad/s

35
 Case Study (3)
Harmonic motion with velocity dependent damping
Additional damping force Fd  y (t )
k Equation as before
m with additional term
in y

y  2 y  10 y  0, y(0)  0, y (0)  1

s y  sy(0)  y (0)  2(sy  y(0))  10 y  0
2

1
s y  1  2sy  10 y  0
2
y ( s)  2
s  2s  10
36
 Case Study (3)
1
y ( s)  2
s  2s  10
The denominator will not factorise so we cannot express it as
the sum of linear terms
( this would have given an exponential sum as solution in t).
We expect a damped oscillation from the form of the differential
equation, so we work to fit the s-form to one of the standard
forms for
 at  at
L{e sin kt} L{e cos kt}

37
 Case Study (3)
1
y ( s)  2
s  2s  10
Using the method of completing the square
1 1
y 
s 2  2s  10 ( s 2  2s  1)  9 Perfect square
1 k
 cf
( s  1) 2  9 ( s  a) 2  k 2
1 3

3 ( s  1) 2  32

1 t
y (t )  e sin 3t
3

38
 Case Study (3)
1 t
y (t )  e sin 3t
3
0.25

0.2

0.15

0.1

0.05

0
0 30 60 90 120 150 180 210 240 270 300 330 360 390 420 450 480 510 540
-0.05

-0.1

39
THANK YOU

40
This lecture note is taken from Dr Abdulkareem Sh Mahdi