Laplace Transforms: Nirav B. Vyas

Laplace Transforms
Nirav B. Vyas
Department of Mathematics
Atmiya Institute of Technology and Science
Yogidham, Kalavad road
Rajkot - 360005 . Gujarat
N. B. Vyas
Laplace Transforms
Laplace Transforms
Definition:
Let f (t) be a function of t defined for all t 0 then Laplace
transform of f (t) is denoted by L{f (t)} or f(s) and is
defined as
L {f (t)} = f (s) =
est f (t) dt
provided the integral exists where s is a parameter ( real or

complex).
N. B. Vyas
Laplace Transforms
Laplace Transforms
NOTATIONS:
The original functions are denoted by lowercase letters such
as f (t), g(t), ...
Laplace transforms by the same letters with bars such as
f(s)
g (s), ...
N. B. Vyas
Laplace Transforms
Linearity of the Laplace Transforms

Theorem 1:
If L {f (t)} = f (s) and L {g (t)} = g (s) then for any constants a and b
L {af (t) + bg (t)} = aL {f (t)} + bL {g (t)}
N. B. Vyas
Laplace Transforms

Theorem 1:
Corollary 1:
Putting a = 0 and b = 0, we get L[0] = 0
N. B. Vyas
Laplace Transforms

Theorem 1:
Corollary 1:
Corollary 2:
Putting b = 0, we get L[af (t)] = aL[f (t)]
N. B. Vyas
Laplace Transforms

Theorem 1:
Corollary 1:
Corollary 2:
Putting b = 0, we get L[af (t)] = aL[f (t)]
Corollary 3:
L [a1 f1 (t) + a2 f2 (t) + ... + an fn (t)]
= a1 L [f1 (t)] + a2 L [f2 (t)] + ... + an L [fn (t)]
N. B. Vyas
Laplace Transforms
Laplace Transforms of some elementary functions
1 L(1) =
1
s
N. B. Vyas
Laplace Transforms
1 L(1) =
1
s
2 L(eat ) =
1
sa
N. B. Vyas
Laplace Transforms
1 L(1) =
1
s
2 L(eat ) =
1
sa
cor.1 If a = 0 L(1) =
1
s
N. B. Vyas
Laplace Transforms
1 L(1) =
1
s
2 L(eat ) =
1
sa
cor.1 If a = 0 L(1) =
cor.2 L[eat ] =
1
s
1
if s > a
s+a
N. B. Vyas
Laplace Transforms
1 L(1) =
1
s
2 L(eat ) =
1
sa
cor.1 If a = 0 L(1) =
1
s
1
if s > a
s+a
1
cor.3 L[cat ] = L[eat log c ] =
if s > a log c and c > 0
s a logc
cor.2 L[eat ] =
N. B. Vyas
Laplace Transforms
3 L[sinh at] =
s2
a
a2
N. B. Vyas
Laplace Transforms
a
a2
s
4 L[cosh at] = 2
s a2
3 L[sinh at] =
s2
N. B. Vyas
Laplace Transforms
a
a2
s
4 L[cosh at] = 2
s a2
a
5 L[sin at] = 2
s + a2
3 L[sinh at] =
s2
N. B. Vyas
Laplace Transforms
a
a2
s
4 L[cosh at] = 2
s a2
a
5 L[sin at] = 2
s + a2
s
6 L[cos at] = 2
,s > 0
s + a2
3 L[sinh at] =
s2
N. B. Vyas
Laplace Transforms
a
a2
s
L[cosh at] = 2
s a2
a
L[sin at] = 2
s + a2
s
L[cos at] = 2
,s > 0
s + a2
1
L[sin t] = 2
,s > 0
s +1
3 L[sinh at] =
4
5
6
cor.1
s2
N. B. Vyas
Laplace Transforms
a
a2
s
L[cosh at] = 2
s a2
a
L[sin at] = 2
s + a2
s
L[cos at] = 2
,s > 0
s + a2
1
L[sin t] = 2
,s > 0
s +1
s
,s > 0
L[cos t] = 2
s +1
3 L[sinh at] =
4
5
6
cor.1
cor.2
s2
N. B. Vyas
Laplace Transforms
7 L[tn ] =
(n + 1)
sn+1
N. B. Vyas
Laplace Transforms
7 L[tn ] =
=
n!
sn+1
(n + 1)
sn+1
, n = 0, 1, 2, ...
N. B. Vyas
Laplace Transforms
7 L[tn ] =
=
n!
sn+1
(n + 1)
sn+1
, n = 0, 1, 2, ...
cor.1 If n = 0, L[1] =
1
s
N. B. Vyas
Laplace Transforms
7 L[tn ] =
=
n!
sn+1
(n + 1)
sn+1
, n = 0, 1, 2, ...
cor.1 If n = 0, L[1] =
cor.2 If n =
1
s
1
2
N. B. Vyas
Laplace Transforms
7 L[tn ] =
=
n!
sn+1
(n + 1)
sn+1
, n = 0, 1, 2, ...
cor.1 If n = 0, L[1] =
cor.2 If n =

12
L t
1
s
1
2
=
( 12 )
s
1
2
r
=
N. B. Vyas
Laplace Transforms
7 L[tn ] =
=
n!
sn+1
(n + 1)
sn+1
, n = 0, 1, 2, ...
cor.1 If n = 0, L[1] =
cor.2 If n =

12
L t
1
s
1
2
=
( 12 )
s
1
2
r
=
N. B. Vyas
Laplace Transforms
Examples of Laplace Transform

1
2t3
e2t
4
t3
N. B. Vyas
Laplace Transforms

1
2t3

2
L A+
e2t
1
B t2
4
t3
+Ct

1
2
N. B. Vyas
Laplace Transforms

1
L

2t3
e2t
1
B t2
4
t3
L A+
+Ct
at

e 1
L
a

1
2
N. B. Vyas
Laplace Transforms

1
L

2t3
e2t
1
B t2
4
t3
L A+
+Ct
at

e 1
L
a
L {sin(at + b)}

1
2
N. B. Vyas
Laplace Transforms

1
L

2t3
e2t
1
B t2
4
t3
L A+
+Ct
at

e 1
L
a
L {sin(at + b)}
L {sin 2t cos 3t}

1
2
N. B. Vyas
Laplace Transforms

1
L

4
5
6
2t3
e2t
1
B t2
4
t3
L A+
+Ct
at

e 1
L
a
L {sin(at + b)}

1
2
L {sin 2t cos 3t}

L cos2 4t
N. B. Vyas
Laplace Transforms

1
L

4
5
6
7
2t3
e2t
1
B t2
4
t3
L A+
+Ct
at

e 1
L
a
L {sin(at + b)}

1
2
L {sin 2t cos 3t}

L cos2 4t

L cos3 2t
N. B. Vyas
Laplace Transforms
First Shifting Theorem

If L {f (t)} = f (s) then L eat f (t) = f (s a)
N. B. Vyas
Laplace Transforms

Proof: By the def. of Laplace
N. B. Vyas
Laplace Transforms


R
L eat f (t) = est eat f (t) dt
0
N. B. Vyas
Laplace Transforms


R
0
e(sa)t f (t) dt
N. B. Vyas
Laplace Transforms


R
0
e(sa)t f (t) dt
ert f (t) dt
N. B. Vyas
Laplace Transforms


R
0
e(sa)t f (t) dt
ert f (t) dt
= f(r)
N. B. Vyas
Laplace Transforms


R
0
e(sa)t f (t) dt
ert f (t) dt
= f(r)
= f(s a)
N. B. Vyas
Laplace Transforms


R
0
e(sa)t f (t) dt
ert f (t) dt
= f(r)
= f(s a)
Thus if we know the transformation f(s) of f (t) then we can
write the transformation of eat f (t) simply replacing s by s a to
get F (s a)
N. B. Vyas
Laplace Transforms

Note:
1
L(eat ) =
1
sa
N. B. Vyas
Laplace Transforms

Note:
1
1
sa
(n + 1)
L[eat tn ] =
(s a)n+1
L(eat ) =
N. B. Vyas
Laplace Transforms

Note:
1
1
sa
(n + 1)
L[eat tn ] =
(s a)n+1
L(eat ) =
L[eat sinh bt] =
b
(s a)2 b2
N. B. Vyas
Laplace Transforms

Note:
1
1
sa
(n + 1)
L[eat tn ] =
(s a)n+1
L(eat ) =
b
(s a)2 b2
s
L[eat cosh bt] =
(s a)2 b2
L[eat sinh bt] =
N. B. Vyas
Laplace Transforms

Note:
1
1
sa
(n + 1)
L[eat tn ] =
(s a)n+1
L(eat ) =
b
(s a)2 b2
s
L[eat cosh bt] =
(s a)2 b2
b
L[eat sin bt] =
(s a)2 + b2
L[eat sinh bt] =
N. B. Vyas
Laplace Transforms

Note:
1
1
sa
(n + 1)
L[eat tn ] =
(s a)n+1
L(eat ) =
b
(s a)2 b2
s
L[eat cosh bt] =
(s a)2 b2
b
L[eat sin bt] =
(s a)2 + b2
sa
L[eat cos bt] =
,s > 0
(s a)2 + b2
L[eat sinh bt] =
N. B. Vyas
Laplace Transforms
Examples
Find out the Laplace transform of e3t (2 cos 5t 3 sin 5t)
N. B. Vyas
Laplace Transforms
Examples
L[eat sinhbt]
N. B. Vyas
Laplace Transforms
Examples
L[eat sinhbt]
L[t3 e3t ]
N. B. Vyas
Laplace Transforms
Examples
L[eat sinhbt]
L[t3 e3t ]
L[(t + 2)2 et ]
N. B. Vyas
Laplace Transforms
Examples
L[eat sinhbt]
L[t3 e3t ]
L[(t + 2)2 et ]
L[et sin2 t]
N. B. Vyas
Laplace Transforms
Examples
L[eat sinhbt]
L[t3 e3t ]
L[(t + 2)2 et ]
L[et sin2 t]
L[cosh at sin at]
N. B. Vyas
Laplace Transforms
Examples
Ex. Find the

Laplace transform of the function which is defined as
t/
T 0<t<T
f (t) =
1 when t > T
N. B. Vyas
Laplace Transforms
Examples

Ex. Find Laplace transform of f (t) =
N. B. Vyas
sin t 0 < t <

0
when t >
Laplace Transforms
Examples

Ex. Find Laplace transform of f (t) where f (t) =
N. B. Vyas
Laplace Transforms
t 0<t<4
5 when t > 4
Change of Scale property

at
1
sa
If L {f (t)} = f (s) then L e f (bt) = f

,b > 0
b
b
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
Z
L {f (t)} = est f (t) dt
0
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
Z
0

L eat f (bt) =
est eat f (bt) dt
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
Z
0

L eat f (bt) =
est eat f (bt) dt
e(sa)t f (bt) dt
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
Z
0

L eat f (bt) =
est eat f (bt) dt
=
=
R
0
R
e(sa)t f (bt) dt
e(
sa
b
)bt f (bt) dt
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
Z
0

L eat f (bt) =
est eat f (bt) dt
=
=
R
0
R
e(sa)t f (bt) dt
e(
sa
b
)bt f (bt) dt
Let bt = u b dt = du
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
Z
0

L eat f (bt) =
est eat f (bt) dt
=
=
R
0
R
e(sa)t f (bt) dt
e(
sa
b
)bt f (bt) dt

R
sa
du
L eat f (bt) = e( b )u f (u)
b
0
N. B. Vyas
Laplace Transforms

at
1
sa

,b > 0
b
b
Z
0

L eat f (bt) =
est eat f (bt) dt
=
=
R
0
R
e(sa)t f (bt) dt
e(
sa
b
)bt f (bt) dt

at
R ( sa )u
du
1 sa
b
L e f (bt) = e
f (u)
= f
b
b
b
0
N. B. Vyas
Laplace Transforms
Inverse Laplace Transform

If L {f (t)} = f (s) then f (t) is called the inverse

Laplace
transform of f(s) and it is denoted by L1 f(s) = f (t)
N. B. Vyas
Laplace Transforms

Laplace

1
1
L
=1
s
N. B. Vyas
Laplace Transforms

Laplace

1
1
L
=1
s

1
1
L
= eat
sa
N. B. Vyas
Laplace Transforms

Laplace

1
1
L
=1
s

1
1
L
= eat
s
a

1
1
1
L
= sin at
2
2
s +a
a
N. B. Vyas
Laplace Transforms

Laplace

1
1
L
=1
s

1
1
L
= eat
s
a

1
1
1
L
= sin at
2
2
s + a a
s
L1
= cos at
2
s + a2
N. B. Vyas
Laplace Transforms

Laplace

1
1
L
=1
s

1
1
L
= eat
s
a

1
1
1
L
= sin at
2
2
s + a a
s
L1
= cos at
2
2
s + a
1
1
L1
= sinh at
2
2
s a
a
N. B. Vyas
Laplace Transforms

Laplace

1
1
L
=1
s

1
1
L
= eat
s
a

1
1
1
L
= sin at
2
2
s + a a
s
L1
= cos at
2
2
s + a
1
1
L1
= sinh at
2
2
s a a
s
L1
= cosh at
s2 a2
N. B. Vyas
Laplace Transforms

Laplace

1
1
L
=1
s

1
1
L
= eat
s
a

1
1
1
L
= sin at
2
2
s + a a
s
L1
= cos at
2
2
s + a
1
1
L1
= sinh at
2
2
s a a
s
L1
= cosh at
s2 a2

1
tn1
L1
=
sn
(n 1)!
N. B. Vyas
Laplace Transforms
Partial Fractions
N. B. Vyas
Laplace Transforms
Partial Fractions
N. B. Vyas
Laplace Transforms
Partial Fractions
N. B. Vyas
Laplace Transforms
Examples of Inverse Laplace Transform - I

1
L1
s2 3s + 4
s3
N. B. Vyas
Laplace Transforms

1

s2 3s + 4
s3

4
3 s 2s2 + 1
L1
2
s5
L1
N. B. Vyas
Laplace Transforms

1

s2 3s + 4
s3

4
3 s 2s2 + 1
L1
2
s5

s+7
1
L
(s + 1)2 + 1
L1
N. B. Vyas
Laplace Transforms

1

s2 3s + 4
s3

4
3 s 2s2 + 1
L1
2
s5

s+7
1
L
(s + 1)2 + 1

3s + 5
1
L
(s + 1)4
L1
N. B. Vyas
Laplace Transforms

1

s2 3s + 4
s3

4
3 s 2s2 + 1
L1
2
s5

s+7
1
L
(s + 1)2 + 1

3s + 5
1
L
(s + 1)4

3s
1
L
s2 + 2s 8
L1
N. B. Vyas
Laplace Transforms

1

s2 3s + 4
s3

4
3 s 2s2 + 1
L1
2
s5

s+7
1
L
(s + 1)2 + 1

3s + 5
1
L
(s + 1)4

3s
1
L
s2 + 2s 8

3s + 7
1
L
s2 2s 3
L1
N. B. Vyas
Laplace Transforms

1

s2 3s + 4
s3

4
3 s 2s2 + 1
L1
2
s5

s+7
1
L
(s + 1)2 + 1

3s + 5
1
L
(s + 1)4

3s
1
L
s2 + 2s 8

3s + 7
1
L
s2 2s 3

2s2 6s + 5
L1
s3 6s2 + 11s 6
L1
N. B. Vyas
Laplace Transforms
Examples of Inverse Laplace Transform - II

1
L1
s + 29
(s + 4)(s2 + 9)
N. B. Vyas
Laplace Transforms

1
s + 29
(s + 4)(s2 + 9)

s
1
L
(s2 1)
L1
N. B. Vyas
Laplace Transforms

1

s + 29
(s + 4)(s2 + 9)

s
1
L
(s2 1)

4s + 5
1
L
(s 1)2 (s + 2)
L1
N. B. Vyas
Laplace Transforms

1

s + 29
(s + 4)(s2 + 9)

s
1
L
(s2 1)

4s + 5
1
L
(s 1)2 (s + 2)

2s2 1
1
L
(s2 + 1)(s2 + 4)
L1
N. B. Vyas
Laplace Transforms

1

s + 29
(s + 4)(s2 + 9)

s
1
L
(s2 1)

4s + 5
1
L
(s 1)2 (s + 2)

2s2 1
1
L
(s2 + 1)(s2 + 4)

s
1
L
s4 + s2 + 1
L1
N. B. Vyas
Laplace Transforms

1

s + 29
(s + 4)(s2 + 9)

s
1
L
(s2 1)

4s + 5
1
L
(s 1)2 (s + 2)

2s2 1
1
L
(s2 + 1)(s2 + 4)

s
1
L
s4 + s2 + 1

s
1
L
s4 + 4a4
L1
N. B. Vyas
Laplace Transforms

1

s + 29
(s + 4)(s2 + 9)

s
1
L
(s2 1)

4s + 5
1
L
(s 1)2 (s + 2)

2s2 1
1
L
(s2 + 1)(s2 + 4)

s
1
L
s4 + s2 + 1

s
1
L
s4 + 4a4

s+3
1
L
s2 + 6s + 13
L1
N. B. Vyas
Laplace Transforms
Transformation of Derivatives
Thm: If f 0 (t) be continuous and L [f (t)] = f(s) then

L {f 0 (t)} = sf(s) f (0) provided lim est f (t) = 0
t
N. B. Vyas
Laplace Transforms

t
i.e.
L {f 0 (t)}
= sL {f (t)} f (0)
N. B. Vyas
Laplace Transforms

t
i.e.
L {f 0 (t)}
= sL {f (t)} f (0)
Simillarly L {f 00 (t)} = sL {f 0 (t)} f 0 (0)
N. B. Vyas
Laplace Transforms

t
i.e.
L {f 0 (t)}
= sL {f (t)} f (0)

= s [sL {f (t)} f (0)] f 0 (0)
N. B. Vyas
Laplace Transforms

t
i.e.
L {f 0 (t)}
= sL {f (t)} f (0)

= s [sL {f (t)} f (0)] f 0 (0)
= s2 L {f (t)} sf (0) f 0 (0)
N. B. Vyas
Laplace Transforms

t
i.e.
L {f 0 (t)}
= sL {f (t)} f (0)

= s [sL {f (t)} f (0)] f 0 (0)
= s2 L {f (t)} sf (0) f 0 (0)
= s2 f(s) sf (0) f 0 (0)
N. B. Vyas
Laplace Transforms

t
i.e.
L {f 0 (t)}
= sL {f (t)} f (0)

= s [sL {f (t)} f (0)] f 0 (0)
= s2 L {f (t)} sf (0) f 0 (0)
= s2 f(s) sf (0) f 0 (0)
In general
L {f n (t)} = sn f(s) sn1 f (0) sn2 f 0 (0) . . . f n1 (0)
N. B. Vyas
Laplace Transforms

t
i.e.
L {f 0 (t)}
= sL {f (t)} f (0)

= s [sL {f (t)} f (0)] f 0 (0)
= s2 L {f (t)} sf (0) f 0 (0)
= s2 f(s) sf (0) f 0 (0)
In general
L {f n (t)} = sn f(s) sn1 f (0) sn2 f 0 (0) . . . f n1 (0)
N. B. Vyas
Laplace Transforms
Examples of Transformation of Derivatives
Ex. Derive the Laplace transform of sin at and cos at
N. B. Vyas
Laplace Transforms

1
Ex. Obtain L {tn } from L(1) =
s
N. B. Vyas
Laplace Transforms

1
s
Ex. Find L(t sin at)
N. B. Vyas
Laplace Transforms

1
s
Ex. Find L(t sin at)
Ex. Find L(t cos at)
N. B. Vyas
Laplace Transforms
Transformation of Integrals
Thm: If L [f (t)] = f(s) then L
Z
N. B. Vyas

1
f (u)du = f(s)
s
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t)
I (t) =
dt 0
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t) and I(0) = 0
I (t) =
dt 0
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t) and I(0) = 0
I (t) =
dt 0
I(0) = sI(s)
L {f (t)} = L {I 0 (t)} = sI(s)
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t) and I(0) = 0
I (t) =
dt 0
I(0) = sI(s)
L {f (t)} = L {I 0 (t)} = sI(s)
L {f (t)} = sI(s)
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t) and I(0) = 0
I (t) =
dt 0
I(0) = sI(s)
L {f (t)} = L {I 0 (t)} = sI(s)
L {f (t)} = sI(s)
L {f (t)} = sL {I(t)}
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t) and I(0) = 0
I (t) =
dt 0
I(0) = sI(s)
L {f (t)} = L {I 0 (t)} = sI(s)
L {f (t)} = sI(s)
L {f (t)} = sL {I(t)}
Z t

f(s) = sL
f (u)du
0
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t) and I(0) = 0
I (t) =
dt 0
I(0) = sI(s)
L {f (t)} = L {I 0 (t)} = sI(s)
L {f (t)} = sI(s)
L {f (t)} = sL {I(t)}
Z t

f(s) = sL
f (u)du
0
Z t

1
f (s) = L
f (u)du
s
0
N. B. Vyas
Laplace Transforms
Z t

1
f (u)du = f(s)
s
0
Z t
Proof: Let I(t) =
f (u)du
0

Z t
d
0
f (u)du = f (t) and I(0) = 0
I (t) =
dt 0
I(0) = sI(s)
L {f (t)} = L {I 0 (t)} = sI(s)
L {f (t)} = sI(s)
L {f (t)} = sL {I(t)}
Z t

f(s) = sL
f (u)du
0
Z t

1
f (s) = L
f (u)du
s
0

Z t
1
L1
f (s) =
f (u)du
s
0
N. B. Vyas
Laplace Transforms
Examples of Transformation of Integrals

1
Ex. Prove that:
= sin t
s2 + 1

1
1
Ex. Prove that: L
= 1 cos t
s(s2 + 1)
1
Ex. Find inverse Laplace transform of 3 2
s (s + a2 )
L1
N. B. Vyas
Laplace Transforms
Multiplication by tn
Thm: If L [f (t)] = f(s) then L {tn f (t)} = (1)n
N. B. Vyas
dn
f (s)
dsn
Laplace Transforms
Multiplication by tn
dn
f (s)
dsn

d
f (s) then L1 f0 (s) = tf (t)
if L {tf (t)} = (1)1
ds
Thm: If L [f (t)] = f(s) then L {tn f (t)} = (1)n
N. B. Vyas
Laplace Transforms
Examples of Laplace transform when tn is in

multiplication

L t2 eat
N. B. Vyas
Laplace Transforms

multiplication
1
2

L t2 eat

L t3 e3t
N. B. Vyas
Laplace Transforms

multiplication

L t2 eat

L t3 e3t
L {tcos at}
N. B. Vyas
Laplace Transforms

multiplication
1
2
3
4

L t2 eat

L t3 e3t
L {tcos at}

L tsin2 t
N. B. Vyas
Laplace Transforms

multiplication
1
2
3
4
5

L t2 eat

L t3 e3t
L {tcos at}

L tsin2 t

L te2t cos 3t
N. B. Vyas
Laplace Transforms

multiplication
1
2

L t2 eat

L t3 e3t
L {tcos at}

L tsin2 t

L te2t cos 3t
L {tcos(4t + 3)}
3
4
N. B. Vyas
Laplace Transforms
Division by t

integral exists.
Z
1
f (t) =
f(s) provided the
t
s
N. B. Vyas
Laplace Transforms
Examples of Laplace Transform when t is in division

1
sin t
t
N. B. Vyas
Laplace Transforms

sin t
L
t

1 cos 2t
L
t
N. B. Vyas
Laplace Transforms

sin t
L
t

1 cos 2t
L
t
at

e
ebt
L
t
N. B. Vyas
Laplace Transforms

sin t
L
t

1 cos 2t
L
t
at

e
ebt
L
t

cos 2t cos 3t
L
t
N. B. Vyas
Laplace Transforms

sin t
L
t

1 cos 2t
L
t
at

e
ebt
L
t

cos 2t cos 3t
L
t

t
1e
L
t
N. B. Vyas
Laplace Transforms

sin t
L
t

1 cos 2t
L
t
at

e
ebt
L
t

cos 2t cos 3t
L
t

t
1e
L
t

cos at cos bt
L
t
N. B. Vyas
Laplace Transforms

sin t
L
t

1 cos 2t
L
t
at

e
ebt
L
t

cos 2t cos 3t
L
t

t
1e
L
t

cos at cos bt
L
t
t

e sin t
L
t
N. B. Vyas
Laplace Transforms
Examples of infinite integral using Laplace Transform
Z
1
Find
te2t sin t dt
N. B. Vyas
Laplace Transforms
Z
1
Z
2
Find
Find
0
te2t sin t dt
sin mt
dt
t
N. B. Vyas
Laplace Transforms
Z
1
Z
2
Find
Find
0
Z
3
Find
0
te2t sin t dt
sin mt
dt
t
et e3t
dt
t
N. B. Vyas
Laplace Transforms
Z
1
Z
2
Find
Find
0
Z
3
Find
0
Z
4
Find
0
te2t sin t dt
sin mt
dt
t
et e3t
dt
t
et sin2 t
dt
t
N. B. Vyas
Laplace Transforms
Examples of Inverse Laplace Transform
L1
s
(s2 + a2 )2
N. B. Vyas
Laplace Transforms
s
(s2 + a2 )2

s
L1 cot1
a
L1
N. B. Vyas
Laplace Transforms

s
(s2 + a2 )2

s
L1 cot1
a

s+1
1
L
log
s1
L1
N. B. Vyas
Laplace Transforms
Convolution
Defn:
Convolution of function f (t) and g(t) is denoted f (t) g(t) and
Z t
defined as f (t) g(t) =
f (u)g(t u) du
0
N. B. Vyas
Laplace Transforms
Convolution
Defn:
Convolution of function f (t) and g(t) is denoted f (t) g(t) and
Z t
defined as f (t) g(t) =
f (u)g(t u) du
0
Theorem: Convolution theorem

If L1 f(s) = f (t) and L1 {
g (s)} = g(t) then
Z t

L1 f(s)
g (s) =
f (u)g(t u) du
0
N. B. Vyas
Laplace Transforms
Convolution
t
f (u)g(t u) du
Proof: Let (t) =

0
N. B. Vyas
Laplace Transforms
Convolution
Z
Proof: Let (t) =

f (u)g(t u) du

Z 0 Z t
st
then L((t)) =
e
f (u)g(t u) du dt
0
N. B. Vyas
Laplace Transforms
Convolution
Z
Proof: Let (t) =

f (u)g(t u) du

Z 0 Z t
st
then L((t)) =
e
f (u)g(t u) du dt
0
0
Z Z t
=
est f (u)g(t u) du dt
0
N. B. Vyas
Laplace Transforms
Convolution
Z
Proof: Let (t) =

f (u)g(t u) du

Z 0 Z t
st
then L((t)) =
e
f (u)g(t u) du dt
0
0
Z Z t
=
0
The region integration for this double integration is entire area

lying between the lines u = 0 and u = t. On changing the order
of integration, we get
N. B. Vyas
Laplace Transforms
Convolution
Z
Proof: Let (t) =

f (u)g(t u) du

Z 0 Z t
st
then L((t)) =
e
f (u)g(t u) du dt
0
0
Z Z t
=
0

of integration,
Z we
Z get
L((t)) =
0
est f (u)g(t u) dt du
N. B. Vyas
Laplace Transforms
Convolution
Z
Proof: Let (t) =

f (u)g(t u) du

Z 0 Z t
st
then L((t)) =
e
f (u)g(t u) du dt
0
0
Z Z t
=
0

of integration,
Z we
Z get
L((t)) =
0
u
Z

Z
=
esu f (u)
est+su g(t u) dt du
0
N. B. Vyas
Laplace Transforms
Convolution
Z
Proof: Let (t) =

f (u)g(t u) du

Z 0 Z t
st
then L((t)) =
e
f (u)g(t u) du dt
0
0
Z Z t
=
0

of integration,
Z we
Z get
L((t)) =
0
u
Z

Z
=
esu f (u)
est+su g(t u) dt du
Zu

Z0
su
s(tu)
=
e f (u)
e
g(t u) dt du
0
N. B. Vyas
Laplace Transforms
Convolution
Z
Proof: Let (t) =

f (u)g(t u) du

Z 0 Z t
st
then L((t)) =
e
f (u)g(t u) du dt
0
0
Z Z t
=
0

of integration,
Z we
Z get
L((t)) =
0
u
Z

Z
=
esu f (u)
est+su g(t u) dt du
Zu

Z0
su
s(tu)
=
e f (u)
e
g(t u) dt du
Zu

Z0
su
sv
=
e f (u)
e g(v) dv du, Putting t u = v
0
u
N. B. Vyas
Laplace Transforms
Convolution
Z
=
esu f (u)
g (s)du
N. B. Vyas
Laplace Transforms
Convolution
esu f (u)
g (s)du
0
Z
= g(s)
esu f (u)du
N. B. Vyas
Laplace Transforms
Convolution
esu f (u)
g (s)du
0
Z
= g(s)
esu f (u)du
L((t)) = g(s)f(s)
N. B. Vyas
Laplace Transforms
Convolution
esu f (u)
g (s)du
0
Z
= g(s)
esu f (u)du
L((t)) = g(s)f(s)
Z t

1
L
g(s)f (s) = (t) =
f (u)g(t u) du
0
N. B. Vyas
Laplace Transforms
Examples of Convolution theorem
Apply convolution theorem to evaluate:

1
1
Ex. L
s2 (s 1)
N. B. Vyas
Laplace Transforms

1
1
Ex. L
s2 (s 1)

s
1
Ex. L
(s2 + 4)2
N. B. Vyas
Laplace Transforms

1
1
Ex. L
s2 (s 1)

s
1
Ex. L
(s2 + 4)2

1
1
Ex. L
(s + a)(s + b)
N. B. Vyas
Laplace Transforms

1
1
Ex. L
s2 (s 1)

s
1
Ex. L
(s2 + 4)2

1
1
Ex. L
(s + a)(s + b)

1
1
Ex. L
s(s2 + 4)
N. B. Vyas
Laplace Transforms
Application to Differential Equations
Ex. Use transform method to solve y 00 + 3y 0 + 2y = et , y(0) = 1 ,

y 0 (0) = 0
N. B. Vyas
Laplace Transforms
Application to Differential Equations
Ex. Use transform method to solve y 00 + 3y 0 + 2y = et , y(0) = 1 ,

y 0 (0) = 0
Ex. Solve the equation x00 + 2x0 + 5x = et sin t, x(0) = 0 , x0 (0) = 1
N. B. Vyas
Laplace Transforms
Laplace transform of Periodic function
If f (t) is sectionally continuous function over an

interval of length p (0 t p) and f (t) is a
periodic function with period p (p > 0), that is
f (t + p) = f (t), then its Laplace transform exists
and
Z p
1
L{f (t)} =
est f (t)dt, (s > 0)
ps
1e
0
N. B. Vyas
Laplace Transforms
Periodic Square Wave

Ex. Find the Laplace transform of the square wave
function of period 2a defined as

k
if 0 t < a
f (t) =
k if a < t 2a
N. B. Vyas
Laplace Transforms
Periodic Triangular Wave

Ex. Find the Laplace transform of periodic function

t
if 0 < t < a
f (t) =
2a t if a < t < 2a
with period 2a
N. B. Vyas
Laplace Transforms
Unit Step function or Heavisides unit function
The Heaviside step function, or the unit step

function, usually denoted by H (but sometimes u
or ), is a discontinuous function whose value is
zero for negative argument and one for positive
argument.
N. B. Vyas
Laplace Transforms
The Heaviside step function, or the unit step

function, usually denoted by H (but sometimes u
or ), is a discontinuous function whose value is
zero for negative argument and one for positive
argument.
The function is used in the mathematics of control
theory, signal processing, structural mechanics,
etc..
N. B. Vyas
Laplace Transforms
It is denoted by ua (t) or
u(t a) or H(t a) and
0 t<a
is defined as H(t a) =
1 ta
N. B. Vyas
Laplace Transforms
It is denoted by ua (t) or
u(t a) or H(t a) and
0 t<a
is defined as H(t a) =
1 ta
In particular,
when a = 0

0 t<0
H(t) =
1 t0
N. B. Vyas
Laplace Transforms
N. B. Vyas
Laplace Transforms

Laplace Transform of Unit Step Function:
By definition ofZ Laplace transform
est u(t a)dt
L{u(t a)} =
0
N. B. Vyas
Laplace Transforms

L{u(t a)} =
est u(t a)dt
0Z
Z a
st
=
e (0)dt +
est (1)dt
0
N. B. Vyas
Laplace Transforms

L{u(t a)} =
est u(t a)dt
0Z
Z a
st
=
e (0)dt +
est (1)dt
a
st
Z0
e
1
st
=
e dt =
= eas
s a
s
a
N. B. Vyas
Laplace Transforms

L{u(t a)} =
est u(t a)dt
0Z
Z a
st
=
e (0)dt +
est (1)dt
a
st
Z0
e
1
st
=
e dt =
= eas
s a
s
a

1
L1 eas = u(t a)
s
N. B. Vyas
Laplace Transforms

L{u(t a)} =
est u(t a)dt
0Z
Z a
st
=
e (0)dt +
est (1)dt
a
st
Z0
e
1
st
=
e dt =
= eas
s a
s
a

1
L1 eas = u(t a)
s
In particular, if a = 0
N. B. Vyas
Laplace Transforms

L{u(t a)} =
est u(t a)dt
0Z
Z a
st
=
e (0)dt +
est (1)dt
a
st
Z0
e
1
st
=
e dt =
= eas
s a
s
a

1
L1 eas = u(t a)
s
In particular, if a =0
1
1
L(u(t)) = L1
= u(t)
s
s
N. B. Vyas
Laplace Transforms
Second Shifting Theorem
Second Shifting Theorem:

If L{f (t)} = f(s), then L{f (t a)u(t a)} = eas f(s)
N. B. Vyas
Laplace Transforms

L1 [eas f(s)] = f (t a)u(t a)
Corollary: L{f (t)H(t a)} = eas L{f (t + a)}
N. B. Vyas
Laplace Transforms

eas ebs
Corollary: L{H(t a) H(t b)} =
s
N. B. Vyas
Laplace Transforms

eas ebs
Corollary: L{H(t a) H(t b)} =
s
Corollary:
L{f (t) [H(t a) H(t b)]} = eas L{f (t + a)} ebs L{f (t + b)}
N. B. Vyas
Laplace Transforms

Laplace Transforms: Nirav B. Vyas

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Laplace Transforms: Nirav B. Vyas

Uploaded by

Copyright:

Available Formats

Laplace Transforms

provided the integral exists where s is a parameter ( real or

Linearity of the Laplace Transforms

Linearity of the Laplace Transforms

Linearity of the Laplace Transforms

Linearity of the Laplace Transforms

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Laplace Transforms of some elementary functions

Examples of Laplace Transform

Examples of Laplace Transform

Examples of Laplace Transform

Examples of Laplace Transform

Examples of Laplace Transform

L {sin 2t cos 3t}

Examples of Laplace Transform

L {sin 2t cos 3t}

Examples of Laplace Transform

L {sin 2t cos 3t}

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

First Shifting Theorem

L[eat sinh bt] =

First Shifting Theorem

L[eat sinh bt] =

First Shifting Theorem

L[eat sinh bt] =

First Shifting Theorem

L[eat sinh bt] =

Find out the Laplace transform of e3t (2 cos 5t 3 sin 5t)

Find out the Laplace transform of e3t (2 cos 5t 3 sin 5t)

Find out the Laplace transform of e3t (2 cos 5t 3 sin 5t)

Find out the Laplace transform of e3t (2 cos 5t 3 sin 5t)

Find out the Laplace transform of e3t (2 cos 5t 3 sin 5t)

Find out the Laplace transform of e3t (2 cos 5t 3 sin 5t)

L[cosh at sin at]

Ex. Find the

sin t 0 < t <

Change of Scale property

If L {f (t)} = f (s) then L e f (bt) = f

Change of Scale property