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# 1

Unit 1
LAPLACE TRANSFORMS

## INTENDED LEARNING OUTCOMES

After completing this unit, you will be able to:
1.
2.
3.
4.
5.

## define Laplace transform.

illustrate the properties of Laplace transform.
evaluate the Laplace transforms for a variety of functions.
find the inverse Laplace transform.
solve differential equations using Laplace transforms.

1.1 INTRODUCTION
The knowledge of Laplace transforms has in recent years become a
necessary an essential part of the mathematics background required for
engineering students taking Advanced Engineering Mathematics. This is
because the transform methods provide an easy and effective means for the
solution of many problems arising in different areas of engineering.
The Laplace transformation is a useful and powerful method for solving
linear differential equations arising in engineering mathematics. It consists
essentially of three steps. In the first step, the given differential equations is
transformed into an algebraic equation, which is called a subsidiary equation.
Then the latter is solved by purely algebraic manipulations or simplifications.
Finally, the solution of the subsidiary equation is transformed back so that it
becomes the required solution of the original differential equations.
In this way, the Laplace transformations reduces the problem of solving
a differential equation to an algebraic problem. Another advantage is that it
takes care of initial conditions so that in
initial value problems, the
determination of a general solution is avoided. Similarly, if we apply the
Laplace transformation to a non-homogeneous equation, we can obtain the

2
solution directly, that is without solving the corresponding homogeneous
equation.

## In mathematics, the Laplace transform is a powerful technique for

analyzing linear time-invariant systems such as electrical circuits, harmonic
oscillators, optical devices, and mechanical systems, to name just as few.
Given a simple mathematical or functional description of an input or output to
a system, the Laplace transform provides an alternative functional
description that often simplifies the process of analyzing the behavior of the
system, or in synthesizing a new system based on a set of specifications.
The Laplace transform is an important concept from the branch of
mathematics called functional analysis.
In actual physical systems the Laplace transform is often interpreted as a
transformation from the time-domain point of view, in which inputs and
outputs are understood as functions of time, to the frequency-domain point of
view, where the same inputs and outputs are seen as functions of complex
angular frequency, or radians per unit time. This transformation not only
provides a fundamentally different way to understand the behavior of the
system, but it also drastically reduces the complexity of the mathematical
calculations required to analyze the system.
The Laplace transform has many important applications in physics, optics,
electrical engineering, control engineering, signal processing, and probability
theory.
The Laplace transform is named in honor of mathematician and astronomer
Pierre-Simon Laplace, who used the transform in his work on probability
theory. The transform was discovered originally by Leonhard Euler, the
prolific eighteenth-century Swiss mathematician.

1.2 DEFINITION

Let

f (t)

We multiply

f (t)

by

est

t .

from zero to

3
infinity.

F( s) ; where

s , say

## is a parameter which may be real or complex.

F ( s )= est f (t ) dt
0

F( s)

The function

f (t ) ,

## and will be denoted by L

f (t)

into

F( s)

[ f ( t)] .

The symbol

L , which transforms

## is called the Laplace operator. Thus,

F ( s )=L [ f (t )] = est f ( t ) dt
0

## The described operation of

the Laplace transform
some values of

f (t)

F( s)

## The parameter s is in general complex:

s=+i
Furthermore, the original function
TRANSFORM or INVERSE of

F(s)

f (t)

## and will be denoted by

L1 F ( s ) ; that is,

f ( t )=L1 F ( s ) .
The original function shall be denoted by a lower case letter and its
transform by the same letter in capital.

Example 1.1

0 .

Solution:

## Find the Laplace transform of

f ( t )=1

when

>

L [ f ( t ) ]= est f ( t ) dt
0

Hence,

L(1)= est (1 ) dt
0

L(1)= est dt
0

u=st

let

d u=sdt
Then,

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

1 u
[ e ]0
s

L ( 1) =

1 st
[ e ]0
s

L ( 1) =

1 1
s e st

[ ]

L ( 1) =

1 1 1

s e e0

L ( 1) =

1
[ 01 ]
s

Therefore,

5
L(1)=

Example 1.2

1
s

## Find the Laplace transform of

Solution:

L [ f ( t ) ]= est f ( t ) dt
0

Hence,

L ( e )= est ( e at ) dt
at

L ( eat )= e at st dt
0

L ( e )= e( s a ) t dt
at

let

u=( sa ) t

du=( sa ) dt
So that,

L ( eat )=

1
e(s a ) t(sa)dt
(sa) 0

L ( eat )=

1
[ e(s a) t ]o
(sa)

f ( t )=e

at

[ ]

1
1
L ( e )=
( s a ) t
(sa) e
at

L ( eat )=

1
1
1
0
(sa )
(sa) e
e

L ( eat )=

1 1 1

(sa) 1

L ( eat )=

1
[ 01 ]
(sa)

L ( eat )=

1
(sa)

Then,

Example 1.3

; sa>0

## Find the Laplace transform of

f ( t )=sin bt

Solution:

bt

sin = e

st

(sin bt )dt

L
Using integration by parts,
Let

st

u=e

du=sest dt

dv=sin bt dt
v=

1
cos bt
b

7
bt
bt
cos dt

st
e

1 st
s
sin =
e cos bt
b
b 0
0
L

## Using integration by parts again,

Let

dv=cos bt dt

u=est
st

du=se

1
v = sin bt
b

dt

Hence,

bt
sin =

] {[

est sin bt
b
L

1 st
s
e cos bt
b
b
0

+
0

s
est sin bt dt

b0

bt

] [

1 st
sest sin bt
s2
sin =
e cos bt

est sin bt dt
2
2
b
b
b 0
0
0
L

bt
2

] [

s
1 st
sest sin bt
st
sin + 2 e sin bt dt=
e cos bt
b
b 0
b2
0
L

bt

where

sin = e

st

(sin bt ) dt

+ s2
best cos bts est sin bt
st
e
sin
bt
dt=
2
2
b 0
b

0

2

## b cos bts sin bt

(s +b ) e (sin bt) dt
e st
0
2

st

2

0
e
e

0
e

( b+1 0 )

## (s +b ) est (sin bt) dt b

2

Hence,

b
est (sin bt) dt (s 2 +b
2
)
0

bt
Therefore,

2

0

e st

## (s 2 +b2 ) est (sin bt) dt

0

b
(s + b2)
L

sin =

Another Solution:
From

L ( eat )=

1
sa

, let

a=ib

so that ,

L ( eibt ) =

1
sib

1
s +ib
x
sib s +ib

s+ib
( sib ) (s +ib)

s+ib
s2 +b 2

s
b
+i 2 2
2
s +b
s +b

(1)

## e ibt =cos bt +isin bt

Hence,

e
L( ibt )=L(cos bt +isin bt )

, then

10
e
bt
sinbt
cos +i L()
L( ibt )=L

(2)

Equating the real and imaginary parts of equations (1) and (2)

bt
cos
s
=L
s 2+b 2
Then,

bt
s
s +b 2
L

cos =

Also,

bt
sin
b
=L
s 2+b 2
Therefore,

bt
s
s +b 2
L

cos =

bt
and

b
s +b 2
L

sin =

11

f (t)

## and their Laplace Transforms

F( s)

f (t)

F ( s )=L [ f (t) ]

1
s

1
s2

t2

2!
s3

t
( n

= 1,2,3, . . . )

ta
( a

is positive)

n!
s n+1

a+1
s a+1

e at

1
sa

sin bt

b
s +b 2
2

12
cos bt

s
s +b 2
2

sinh at

a
s a2
2

10

cosh at

s
s a2
2

Exercise No. 1
LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS
Find the Laplace transforms of each of the following functions:
1)

2)

13

3)

4)

( n

5)

( a

6)

= 1,2,3, . . . )

e at

is positive)

14

7)

sin bt

8)

cos bt

9)

sinh at

10
)

cosh at

15

1.3

Theorem:

If

and

f 1 (t )

and

f 2( t)

are

Proof:
By definition,

## L [ a f 1 ( t ) +b f 2 (t) ]= est [ a f 1 ( t ) +b f 2 (t) ]

0

a est f 1 ( t ) +b est f 2 ( t )
0

a L ( f 1 ) +bL( f 2 )
The result is easily extended to more than two functions.
Because of the above property, Laplace transform is also called a
linear operator and it has the linearity property.

Example 1.4
Solution:

## Find the Laplace transform of

f ( t )=2 t+3

16
L ( 2 t+ 3 )=L ( 2t ) + L(3)
2 L ( t )+3 L(1)

( s1 )+3( 1s )
2

L ( 2 t+ 3 )=

2+3 s
s2

1
(2+3 s)
s2

Example 1.5

## Find the Laplace transform of

linearity property.
Solution:

L [ f ( t ) ]= est f ( t ) dt
0

at
cosh

at
cosh

st
e
L

but

at
cosh

cosh at=

eat + eat
2

f ( t )=cosh at

using

the

17
at
cosh

L
at
cosh

where

L ( eat )=

Hence,

at
cosh

L
at
cosh

L
at
cosh

L
at
cosh

L
at
cosh

L
Therefore,

1
sa

and

L ( eat )=

1
s +a

18
at
cosh

Example 1.6

Solution:
2

## L ( sin tcos t ) =L ( sin2 t2 sin t cos t+ cos2 t )

L ( 12sin t cos t )
L ( 1sin 2t )
L ( 1 ) L ( sin 2 t )
1
2
2 2
s s +2
s2 + 42 s

s ( s 2+ 4 )
2

L ( sin tcos t ) =

s22 s+ 4
s ( s 2+ 4 )

s >0

## f ( t )=( sin tcos t )

19

Exercise No. 2
LINEARITY PROPERTY
Find the Laplace transforms of each of the following functions:
1)

f ( t )=t 23 t+5

2)

f ( t )=2 cosh 2 3 t

20

3)

f ( t )=sinh 3 t+ cosh 3 t2 t 3

4)

f ( t )=tcos 5 t

5)

f ( t )=( t+ 2 )2

## Theorem: The transform of

e at

times a function of

Proof:

## L [ e f (t) ] = est [ eat f (t ) ] dt

at

is equal to the

21

e( sa )t f (t)dt
0

L [ f (t) ] s (sa)

Example 1.7

f ( t )=e at t n

Solution:

Since

t
L( n)=

then,

L(e at t n )=

Example 1.8

n!
s n+1

## Find the Laplace transform of

5t
s
s +5 2
L

cos =

5t
then,

s
s +52 s s+ 3
L

e3t cos =

e
L(3t cos 5 t)=

by

(s a)

n!
n+1
(sa)

Solution:

Since

, replace

s +3
( s+ 3)2 +52

f ( t )=e3 t cos 5 t

22
e
L(3t cos 5 t)=

s+ 3
s +6 s +34
2

Exercise No. 3
LINEARITY and FIRST SHIFTING PROPERTIES
Find the Laplace transforms of each of the following functions:
1)

f ( t )=7 t 2t e4 t

2)

f ( t )=e 2 t cos 5 t3 t 3

3)

f ( t )=e3t sin 4 t + 3

4)

f ( t )=( t+ 2 )2 e t

23

5)

f ( t )=( 1+t et )

## 1.3.3 Second Shifting Property

Theorem. If

L [ f (t) ] =F ( s )

g ( t )=

and

f (ta) t >a
0
t <a

then,

L [ g( t) ] =eas F ( s )

L [ g( t) ] = est g ( t ) dt

Proof:

g ( t )=

f (ta) t >a
0
t <a

st

( 0 ) dt+ est f ( ta ) dt
a

est f ( ta ) dt
a

let

u=ta

t=u+a

when

t= ,u=

t=a , u=0

24
dt=du

L [ g(t) ] = es (u +a) f ( u ) du
0

esu eas f ( u ) du
0

as

esu f ( u ) du
0

eas Lf (u)

## ; where u is a dummy variable

eas Lf (ta)
L [ g(t) ] =eas F ( s)

Example 1.9

g ( t )=

Find

the

Laplace

(t1)2 t>a
0
t<a

Solution:

L [ g( t) ] =eas F (s)
Since,
2

L( t )=

Hence,

2
s3

and

a=1

transform

of

the

function

25
L [ g( t) ] =es

( s2 )
3

L [ g(t) ] =

Example 1.10

g ( t )=

Find

2 es
s3

the

Laplace

transform

of

the

function

transform

of

the

function

(t2)3 t >2
0
t <2

Solution:

L [ g( t) ] =eas F (s)
Since,

L ( t3 ) =

3!
4
s

and

a=2

Hence,

L [ g( t) ] =e2 s

( 3!s )
4

6 e2 s
L [ g( t) ] = 4
s

Example 1.11

( 3 )

sin t

g ( t )=

Solution:

Find

t<
3
t>

the

Laplace

26

L [ g( t) ] = est g ( t ) dt
0

st

( 3 ) dt

L [ g( t ) ] = e

st

( 3 ) dt

sin t

u=t

let

t=u+

dt=du
Hence,

( 3 )

s u +

L [ g( t) ] = e

sinu du

su

s
3

sin u du

s
3

esu sin u du
0

u
sin
e

s
3

when

t=

t=

u=0

u=

27

s
3

( s +11 )
2

Therefore,

e 3
L [ g( t) ] = 2
s +1

Example 1. 12

f ( t )= 2t
t

## Find the Laplace transform of the function

0 t 1
t >1

Solution:

L [ f (t) ] = est f ( t ) dt
0

L [ f (t) ] = e ( 2 t ) dt + est ( t ) dt
st

## Using integration by parts,

let

u=t

dv=est dt

du=dt

v=

1 st
e
s

so that,

[ ]

2 t est
2
t est
1
L [ f (t) ] =
+ est dt+
+ est dt
s 0 s 0
s 1 s 1

28

] ( )

[ ] ( )

2 t est
2 1 [ st ] 1 t est
1 1 [ st ]

+
e 0
+
e 1
s 0 s s
s 1 s s
Simplifying further by substituting the limits we get,
s

2 e
e
L [ f (t) ] = 2 2
s
s
s

Exercise No. 4
SECOND SHIFTING PROPERTY

29

## Find the Laplace transforms of each of the following functions:

1) If

2) If

3) If

1.3.4

f ( t )=

( 4 )

5 sin3 t
0

4
t <a

t>

H (t )= 1 0<t <2
0
t>2

0 0<t <1
G ( t )= t 1<t< 2
0
t >2

## Change of Scale Property

30

Theorem. If L [ f (t) ] =F ( s )

1
s
L [ f (at ) ] = F
a
a

()

then

## L [ f (at ) ] = est f (at)dt

Proof:

u=at

let

t=

u
a

; when

dt=

L [ f (at ) ] = e

( ua )

du
a

f (u)

t=0 , u=0

; when

t= ,u=

( 1a ) du
su

( )
1
L [ f (at ) ] = e a f (u)du
a0

## where u is a dummy variable.

Therefore,

1
s
L [ f (at ) ] = F
a a

()

Example 1.13

## Find the Laplace transform of

Solution:

1
s
L [ f ( at ) ] = F
a
a

()

f ( t )=cos 3 t

31
t
s
s +1
L

cos =

Since

and

a=3 , then

3t
cos =

1
3

[( ) ]
s
3

s 2
+1
3

L
Simplifying further gives,

3t
1 9s
cos =
9 s 2 +9
L

[ ]

Therefore,

3t
s
s +9
L

cos =

Example 1.14

Given that

( sint t )=tan ( 1s )
1

Solution:

1
s
L [ f ( at ) ] = F
a
a

()

] [

sin 2 t
sin 2t
=2 L
t
2t

a=2

, find

( sint 2t )

32

] ()

sin 2 t
1
1 1
=2
tan
t
2
s
2

()

Therefore,

sin 2 t
2
=tan 1
t
s

()
2

Example 1.15

L[f (t )]

If

s s+ 1
( 2 s +1 )2 (s1)

, find

Solution:

1
s
L [ f ( at ) ] = F
a
a

()

1
s
L[f (2 t)]= F
2
2

()

L[f (2 t)]=

1
2

a=2

s 2 s
+1
2
2
2
s
s
2 +1 ( 1)
2
2

()

## Simplifying further gives,

L[f (2 t)]=

Example 1.16

Solution:

1 s 2 s +1
4 ( s+1 )2 (s2)

If

L [ f ( t ) ]=

1
s

, find

L[f (3 t)]

L[ f (2 t)]

33
1
s
L [ f ( at ) ] = F
a
a

()

1
s
L [ f (3 t) ] = F
3
3

()

L [ f (3 t) ] =

a=3

[]
1
s
3

1 e
3 s
3

hence,

L [ f (3 t) ] =

Example 1.17

3
s

If L [ f (t ) ] =

1
s

, find

Solution:

1
s
L [ f ( at ) ]= F
a
a

()

1 s+ 1
L [ et f (2 t) ]= F
2
2

( )

L [ et f (2 t) ]=

[]
1
s+1
2

1 e
2 s+ 1
2

Hence,

e s +1
L [ et f (2 t) ]=
s +1

L [ et f (2 t) ]

34

Exercise No. 5
CHANGE OF SCALE PROPERTY
Find the Laplace transforms of each of the following functions:
1

1) If

2) If

es
L [ f ( t ) ]=
s

L [ f ( t ) ]=

, find

L[ f (4 t )]

, find

L[ f (4 t )]

1
s

e
s

35

1.3.5

Multiplication by Power of t:

Theorem: If

s
L[f (t )]=F ) , then
dn
f ( s)
n
ds

n
L [ t f ( t ) ]=(1 )
n

(1 )n f (n) (s)

where

n=1,2, 3

Proof:

F ( s )= est f (t) dt
0

## Using the Leibnitz rule for differentiating under the integral

sign,

dF
d
=F ' ( s ) = est f (t)dt
ds
ds 0

36

st

d
e
ds

f (t )dt

te st f (t )dt
0

est tf (t)dt
0

L [ t f ( t ) ]
L [ t f ( t ) ]=

Thus,

dF
=F (s)
ds

. . . . . . . . . . . . . . . . . . . . . (1)

## To establish the theorem in general, use the mathematical induction.

Assume the theorem true for

## est [ t k f (t) ] dt=(1 )k f ( k) ( s )

0

. . . . . . . . . . . . . . .(2)

Then,

d
est [ t k f (t )] dt= (1 )k f ( k+1 ) ( s )
ds 0
or by Leibnitz rule,

0

i.e.,

## est [ t k+1 f (t )] dt= (1 )k +1 f (k +1) ( s )

0

- - - - - - - - (3)

37
n=k +1 . But

## by (1) the theorem is true for

n=2+ 1=3 , etc., and thus for all positive integer values of

n=1+1=2
n .

Therefore,

where

(n)

f (s)

n=1,2, 3,. . .

Example 1.18

f (t)=t sint

## Find the Laplace transform of

Solution:

L [ t n f ( t ) ]=(1 )

Since

L ( sin t )=

(n)

f ( s)

1
s +1

, then

d
1
ds s 2+ 1

( )

L ( t sin t )= (1 )1

L ( t sin t )= (1 )1

( s 2+1 ) ( 0 )1(2 s)
2
( s 2+1 )

(1)

Therefore,

Example 1.19
Solution :

L ( t sin t )=

(2 s)
2

( s2 +1 )

2s
2

( s +1 )

## Find the Laplace transform of

f (t)=t cos 3 t

and

38
L [ t n f ( t ) ]=(1 )

Since

f (n) ( s)

L ( cos 3t )=

s
,
s +9 then
2

d
s
2
ds s + 9

( )

L ( t cos 3 t ) =(1 )1

( s 2+ 9 ) ( 1 )s(2 s)
L ( t cos 3 t ) =(1 )
2
( s2 +9 )
1

[ ]
2

(1)

s +9

( s2 +9 )

s 29
(
)
L t cos 3 t = 2 2
( s +1 )

Therefore

Example 1. 20

## Find the Laplace transform of

Solution:

L [ t n f ( t ) ]=(1 )

Since

f (n) ( s)

L ( cos 4 t )=

s
,
s +16 then
2

L ( t cos 4 t ) =(1 )

d2
s
2
2
d s s +16

2
d ( s +16 ) ( 1 ) s (2 s)

2
ds
( s 2+ 16 )

Simplifying gives

f (t)=t cos 4 t

39

d 16s
ds ( s2 +16 )2

]
2

## ( s 2+16 ) (2 s )( 16s2 ) (2) ( s 2+ 16 ) (2 s )

4
( s 2+16 )
Simplifying further,

Therefore,

2 s 96 s

( s 2+ 16 )

L ( t cos 4 t ) =

]
2

2 s ( s 48 )
3

( s 2+ 16 )

Exercise No. 6
MULTIPLICATION BY POWERS OF t
Find the Laplace transforms of each of the following functions:
1)

f (t)=4 t sin 2

2)

f (t)=4 t 3 sin t

40

3)

f (t)=t 3 cos t

1.3.6 Division by t:
Theorem.

If

[ ]

f (t)
= F (u ) du
t
s

provided Lim

[ ]
f (t)
t

exists.

t0

Proof:

f (t)

Let g ( t )= t

then

f (t)=t g (t)

## L[f (t )]=L[t g(t )]

L [ f ( t ) ]=

Let

Hence , F ( s )=

dG
ds

(1 )1

d
L [ g (t)]
ds

L[ g (t )]=G(s)

41
dG=F (s )ds
s

G ( s )= F ( s ) ds

G ( s )=L [ g ( t ) ] ;

Since

then,

L [ g ( t ) ]= F ( u ) du

[ ]

f (t)
L
= F (u ) du
t
s

Example 1.21

Solution:

[ ]

f (t)
L
= F (u ) du
t
s
t
1
s +1
L

sin =

Since

Then,

[ ]

sin t
du
L
= 2
t
s u +1

[ arc tan u ]s

and

lim
t0

sin t
=1
t

f ( t )=

sin t
t

42

a

a

let

x=arc tan a

and let

and let

y=arc tan s

so that,

z=x y

( x y)
tan z=tan
tan z=

tan z=

Hence,

z=arc tan

tan xtan y
1+tan x tan y

as
1+as

( 1+asas )

Hence,

[ ]

sin t
=lim z
t
a

a

( 1+asas )] A= r

43

[ ( )]
1

a

1
+s
a

arc tan

( )

arc tan

( 10
0+ s )

arc tan

( 1s )

s
a

1
+s

Therefore,

[ ]

sin t
1
=arc tan
t
s

()
at

Example 1.22

Solution:

[ ]

f (t)
L
= F (u ) du
t
s

] ( ) ( )

eat ebt
eat
ebt
=L
L
t
t
t
at

Since

L( e

)= 1

bt

and

s +a

Then,

at

bt

e
t

du
du
=

s u+ a
s u+b

L( e

)= 1

s +b

bt

e e
t

44

[ ( )]

ln

u+ a
u+ b

## Substituting the limits and simplifying gives,

ln ( s +b ) ln (s+ a)

Therefore,

] ( )

eat ebt
s+b
=ln
t
s+ a

Example 1.23

## Find the Laplace transform of

Solution:

[ ]

f (t)
L
= F (u ) du
t
s

2t
1cos

sin 2 t
L
=L
t

[ ]

1 1 1 cos 2t
L
L
2
t 2
t

()

f ( t )=

sin t
t

45
2t
Since

L(1)=

Then,

1
s

and

[ ]

s
s +4
L

cos =

sin 2 t 1 du 1 udu
= 2
t
2 s u 2 s u +4

1 1
[ lnu ] s
ln ( u2 + 4 ) ]s
[
2
2 2

()

## Substituting the limits and simplifying gives,

Therefore,

1
ln ( s 2 +4 )ln s 2 ]
[
4

[ ] ( )
sin 2 t 1
s2 +4
= ln
t
4
s2

Exercise No. 7
DIVISION BY t

46
Find the Laplace transforms of each of the following functions:
1)

2)

1.3.7

1e
f ( t )=
t

f ( t )=

sin 2t
t

## Laplace Transforms of Derivatives

47
Theorem. The Laplace transform of the derivative

f ' (t)

s >a , and
L ( f ' )=sL ( f )f (0)

- - - - - - - - - - - - - (1)

Proof:

## L ( f ' )= est f ' (t) dt

0

Integrating by parts,

dv=f ' ( t ) dt

st

u=e

let

st

d u=se

dt

so that,

0

## L ( f ' )= [ est f (t) ]0 + s est f (t)dt

0

[ ]

f (t)
L ( f )= st + s est f (t) dt
e 0
0
'

L ( f ' )=

f () f (0)
0 +sLf (t)
e
e

Hence,

## L ( f ' )=sL ( f )f (0)

By applying (1) to the second-order function f(t).

v =f (t )

exists when

48
L ( f ' )=sL ( f )f (0)
L ( f ' ' )=sL ( f ' )f ' (0)
s [ sL ( f ) f ( 0 ) ] f '( 0)
Hence,

Similarly,

## L ( f ' ' ' )=s 3 L ( f ) s 2 f (0)s f ' ( 0 )f ' '(0)

Therefore, for any order n:

Example 1.24

## Find the Laplace transform of

transform of derivatives.
Solution:

f ( t )=t 2

f (0)=0

f ' ' ( t )=2
Hence,

## L ( f ' ' )=s 2 L ( f ) s f ( 0 )f '(0)

L ( 2 ) =s 2 L ( f )s (0)0

2 2
=s L( f )
s

where

L(2)=

2
s

f (t)=

using the

49
Therefore,

L ( f )=

2
s3

L( t )=

2
s3

## Example 1.25 Find the Laplace transform of f (t)=

sin 2 t

using the

transform of derivatives.
Solution:

f ( t )=sin2 t f (0)=0
f ' ( t )=2 sin t cos t
f ' ( t )=sin 2 t f ' (0)=0
f

' ' (t )

=2 cos 2 t
'

Hence,

L ( sin2 t )=

[ ]

2s
s ( s 2 +4 )
2

Therefore,

s
=s2 L ( sin2 t )
s +4
2

since,

L ( cos 2t )=

s
s +4
2

50
L ( sin 2 t )=

2
s ( s +4 )
2

at

## Example 1.26 Find the Laplace transform of f (t)=e

transform of derivative.
Solution:

f ( t )=e

at

f (0)=1

f ' ( t )=ae at
Hence,

## L ( f ' )=sL ( f )f (0)

L ( aeat )=sL ( e at )1
aL ( e at )=sL ( e at ) 1
(s a) L ( eat )=1

Therefore,
at

L ( e )=

1
sa

using the

51

Exercise No. 8
LAPLACE TRANSFORM OF DERIVATIVES
Find the Laplace transforms of each of the following functions using the
transform of derivatives:
1)

f ( t )=t

2)

f ( t )=cos 2 2 t

3)

f ( t )=e 2 t cos 5 t

4)

t
sin tcos

f ( t ) =

52

1.3.8

## Laplace Transforms of Integrals

Theorem. If

L [ f (t) ] =F ( s)

, then

f ( u ) du =
0

F (s)
s

Proof:
t

Let

then,

g(t)= f ( u ) du
0

g (t )=f (t)

and

g(0)=0

## Taking the Laplace transform of both sides,

L [ g (t) ] =L [ f (t) ]
then,

s L [ g(t ) ] g ( 0 )=F ( s )

s L [ g(t ) ] 0=F ( s )
So that,

s L [ g(t ) ] =F ( s )

L [ g(t) ] =

F (s)
s

since

L [ f (t) ] =F (s)

53

Therefore,

f ( u ) du =
0

F (s)
s
t

( sint t )=tan

sinuu du
0

if

1
s .

[ ]
t

Solution:

f ( u ) du =

Since

F (s)
s

( sint t )=tan

1
s

Then,
t

sinu du
=
u
t

Therefore,

(
0

tan

1
s

sinu du 1 1 1
= tan
u
s
s

()
t

Example 1.28

Solution:

[ ]
t

f ( u ) du =

[
t

Then,

F ( s)
s

## ( u2u+ eu ) du= 1 L ( t2t +et )

s

( u 2u+e u ) du .
0

54

1 s s +s +2
s s3 (s+1)

s s + s+ 2
s 4 (s+1)

Therefore,

1 2! 1
1
+
s s 3 s2 s+1

s +1s ( s+1 ) + s3

] [

( u2u+ eu ) du=
0

s s + s+2
s 4 (s+1)

]
t

Example 1.29

## Find the Laplace transform of

1eu
u du .
0

Solution:

Then,

f ( u ) du =
0

1e
u
0

F (s)
s

1 1e
du= L
s
t

]
[] [ ]
t

1 1 1 e
L
L
s
t
s
t

1 du 1
du

s s u s s u+1

55

1
[ lnu ] s [ ln ( u+1 ) ]s
s
s

1
u
ln
s
(u+1)

s
ln
ln
s
+1
s+1

Therefore,

1e
L
u
0

du=

1
s
ln
s
s+1

1
[ ln ( s+ 1 )lns ]
s

1
[ ln ( s+1 ) lns ]
s

Exercise No. 9
LAPLACE TRANSFORM OF INTEGRALS
Evaluate the following definite integrals:

1)

4t
dt
cos 6 tcos
t
0

2)

sint 2 t dt
0

56

3)

e
0

e3 t
dt
t

4)

t e2 t cos t dt
0

## 1.4 INVERSE LAPLACE TRANSFORMS

DEFINITION. If the Laplace transform of a function

transform of
1

[ F (s) ]

F( s)
or

f (t)

f (t)

is

F( s) , i.e., if

L1

f (t)=

## Lapce transformation operator.

To find the inverse transforms, first express the given function of s into
partial function, which will, then, be recognizable as one of the
following standard forms:

57
F ( s)

f ( t )=L1 [ F ( s ) ]
1

1
s

1
sa

1
n
s

t n1
,n=1, 2,3,
( n1 ) !

1
(sa)n

e at t n1
( n1 ) !

a
s + a2

1
sin at
a

e at

s
s + a2

cos at

1
s a2

s
2
s a

1
sinh at
a
cosh at

1
(sa)2+b 2

1 at
e sin bt
b

10

sa
2
2
(sa) +b

e cos bt

11

s
2 2

( s 2+ a )

at

1
t sin at
2a

58
1

12
2

at
sin atat cos
1

2 a3

2 2

(s +a )

Example 1.30

s 23 s+ 4
.
s3

Solution:

L1

] ()

s 3 s+ 4
1
1
1
= L1
3 L1 2 +4 L1 3
3
s
s
s
s

( ) ( )
t
13 t+ 4 ( )
2!
2

Hence,

Example 1.31

s 3 s+ 4
2
=13 t +2 t
3
s

## Find the Laplace transform of

12
2s
2
s5 s + 49 .

Solution:

L1

12
2s
1
2s
2
=12 L1
2 L1 2
s5 s + 49
s5
s + 49

( )

12 L1

( s51 )2 L ( s 2+7s )

12 e5 t 2 cos 7 t

Hence,

L1

6e
( 5tcos 7 t)
12
2s
2
=2
s5 s + 49

## 1.4.1 Notes on Partial Fractions

59
Partial fractions is a name given to the algebraic technique of writing a
quotient of partial of polynomial in simpler form. This technique has
already been encountered in elementary calculus where it enables us to write
quotients in ways whose integrals are easier to recognize.

## A fraction of the form

G0 +G1 s + .+Gm s
n
b0 +b 1 s+ .+ bn s

in which

and

are

## positive integrals, is called a rational algebraic fraction. When the numerator

is of a lower degree than the denominator, it is called a proper rational
fraction. When the numerator is of a higher degree than the denominator, it
is called an improper rational fraction. An improper rational fraction can be
converted into a proper rational fraction by simple division.
To resolve given fraction into partial fraction, first factorize the denominator
into real factors. These will be either linear or quadratic, and some factors
repeated. From algebra, it is known that a proper rational fraction can be
resolved into a sum of partial fractions such that
1) to a non-repeated or distinct linear factor (s a) in the denominator,
corresponds a partial fraction of the form

A
(sa)

(sa)t

## the sum of t partial fractions of the form

A
B
C
D
+
+
+
2
3
t
(sa) ( sa) (sa)
( sa)
3) to a non-repeated quadratic factor

s +as+ b

in the denominator,

As+ B
s + as+b
2

## 4) to a repeated quadratic factor

( s2 +as+ b )

in the denominator,

## corresponds the sum of r partial fractions in the form

60
As+ B
Cs+ D
Es+ F
+ 2
+ .+ 2
2
t
s + as+b ( s +as+ b )
( s + as+b )
2

## Then, determine the unknown constants A, B, C, D, E, F, etc.

To obtain the partial fractions corresponding to the non-repeated linear
factor s a

sa

s=a

## everywhere in the given fraction

itself.

In all other cases, equate the given fraction to a sum of suitable partial
fractions in accordance with the given rules. The multiply both sides by the
denominator of the given fraction and equate the coefficients of like powers
of s or substitute convenient numerical values of s on both sides. Finally
solve the simplest of the resulting equations to find the unknown constants.
Note:

## To determine the quadratic factor in the denominator of a proper

rational fraction, solve for the discriminant of

a24 b< 0

s 2 +as+ b

Example 1.32

3
s +5 .

Solution:

L1

[ ]

3
1
=3 L1 2
2
s +5
s + ( 5 )
2

Hence,

Example 1.33

such that

( 15 ) sin 5

[ ]

3
3 5
=
sin 5 t
5
s +5
2

s+ 4
s s6 .
2

61

Solution:

s+4
s+ 4
=
(
s3
) (s+2)
s s6
2

## so that, by partial fractions

s+4
A
B
=
+
( s3 ) (s+2) ( s3 ) (s +2)

## , where A and B are

constants to be determined.

## s +4= A (s +2)+ B(s 3)

Hence,

s=2

when

when

s=3

B=

7
5

2=B(5)7= A(5)
2
5

B=

Then,

7
2
s+ 4
5
5
=

( s3 ) ( s+2) ( s3 ) ( s+2)

Therefore,

L1

s+ 4
7
1
2
1
= L1
L1
5
s3
5
s+2
( s3 ) (s +2)

( )

( )

7
2
e 3 t e2 t
5
5

Example 1.34
Solution:

## Find the Laplace transform of

2 s 26 s +5
s 36 s 2 +11 s6 .

62
2 s 26 s +5
2 s26 s+ 5
=
s 36 s 2 +11 s6 ( s1 )( s2 ) (s3)
so that, by partial fractions

2 s 26 s +5
A
B
=
+
+
3
2
s 6 s +11 s6 ( s1 ) ( s2)

C
(s3)

, where A, B

## and C are constants to be determined.

2 s 26 s +5= A ( s2 ) ( s3 ) + B ( s1 ) ( s3 ) +C ( s1 ) ( s2)
when

s=1

when

s=2

1
2

A=

when

B=

s=3

## 2(3)26( 3)+5=C ( 2 ) (1)

5
2

C=
Hence,

1
2 s 6 s +5
2
1
=

+
3
2
s 6 s +11 s6 ( s1 ) (s2)
2

5
2
(s3)

Then,
1

Therefore,

2 s 6 s+5
1 1 1
1
5 1 1
1
= L
L
+ L
3
2
2
s1
s2
2
s3
s 6 s +11 s6

( ) ( )

( )

63

L1

2 s26 s+5
1
5
= e t e 2t + e 3t
3
2
2
s 6 s +11 s6 2

Example 1.35

3 (s 22)2
.
2 s5

Solution:
1

] [

4
2
3(s2 2)2
1 3 (s 4 s + 4)
=L
2 s5
2 s5

3
1
1
1
L1
6 L1 3 +6 L1 5
2
s
s
s

()

( )

( )

3
t2
t4
(1) 6
+6
2
2!
4!

( ) ( )

Therefore,

L1

Example 1.36

## Find the Laplace transform of

Solution:

L1

L1

L1

] [

s+2
s +2
=L1 2
s 4 s+13
s 4 s+ 4+ 9
2

s2+ 4
2
2
(s2) +3

s2
4
+ 4 L1
2
2
(s2) +3
( s2)2+3 2

3(s2 2)2 3
1
= 3 t2 + t 4
5
2
4
2s

s+ 2
s 4 s+13 .
2

64

Since

L1

sa
=eat cos bt
2
2
(sa) +b

and

L1

1
1
= e at sin bt
2
2
b
( sa) +b

Therefore,

L1

Example 1.37

s+2
4
=e2 t cos 3 t + e2 t sin 3 t
3
s 4 s+13
2

## Find the Laplace transform of

4 s+5
(s1)2 (s +2) .

Solution:
Since the denominator consists of a distinct linear factor and repeated
linear factors, then

4 s+5
A
B
C
=
+
+
2
2
(s1) (s +2) (s1) ( s1) ( s+2)

A ( s1 )( s+2 ) + B ( s+ 2 )+ C(s1)2
4 s+5
=
(s1)2 (s +2)
( s1)2 ( s+2)
4 s+ 5= A ( s1 )( s+2 ) + B ( s+ 2 )+ C( s1)2

When

s=1

when

s=2

Equating coefficients of

## 9=B ( 3 ) 3=C (3)

B=

A=

1
3

C=

1
1
0= A
3
3

0=A +C

65

L1

Hence,

[ ]

[ ]

1
1
4 s +5
3
3
3
=L1
+ L1
+ L1
2
2
(s1)
(s +2)
(s1) (s+ 2)
( s1)

[ ]

[ ]

1 1 1
1
1
1
L
+3 L1
L1
2
3
( s1 )
3
(
s+ 2 )
( s1 )

Since

at n1

1
e t
=
n
( sa )
( sa )n

Therefore,

and

L1

1
=e at
n
( sa )

4 s +5
1 t
1 2 t
t
=
e
+
3te

e
3
( s1)2( s+ 2) 3

Exercise No. 10
INVERSE LAPLACE TRANSFORMS
Find the inverse Laplace transforms of the following:
1)

3
s+ 4
Ans.

4 t

3e

66
8s
s +16

2)

Ans.

3)

6
s +9
2

2 sin3 t

8 cos 4 t

Ans.

67

4)

2 s+1
s (s +1)
Ans.

5)

1+et

3 s14
2
s 4 s+8
2t
3 cos 2 t4 sin
e2 t

Ans.

68

6)

3 s+2
4 s +12 s+ 9
3
e
4

7)

Ans.

3
t
2

5
te
8

3
t
2

2 s1
3
s s
3
1
t et + e t
2
2

Ans.

69

8)

s
( 2+9)( s+ 4)
2712 s

4 t

3e

3 cos 3 t

Ans.

70

9)

s
( s +3 ) ( 2+2 s +2)
s1

Ans.

t
4 3 t
4 cos t3 sin e
5
t
1
e
5

10)

s
( s1 ) ( 2+2 s+5)
5 s+3

3
e tet cos 2t + e sin 2t
2

Ans.

71

## 1.5 APPLICATIONS OF LAPLACE TRANSFORMS TO

DIFFERENTIAL EQUATIONS
The Laplace transform is useful
in solving ordinary differential
equations with constant coefficients.
Using the Laplace transform of derivatives, the Laplace operator can
transform a linear differential equation with constant coefficients into an
algebraic equation in the transformed function. Upon solving this algebraic
equation for the transformed function, the inverse transform can be obtained
and the solution of the original differential equation can be determined.
The Laplace transform of derivative can be readily applied if the
appropriate initial conditions are given along with the differential equations.
The Laplace transform is also applicable in solving simultaneous
ordinary linear differential equation.
The Laplace transform may also be applied to some problems in
mechanics.

Example 1.38

## Solve the differential equation

y ' =e t

y ( 0 )=2 .

Solution:
Taking the Laplace transform of both sides of the equation,

y
L( ' )=L(et )

## Using the Laplace transform of derivative,

sL ( y ) y ( 0 )=

1
s1

72
sL ( y )2=

sL ( y )=

sL ( y )=

L( y )=

L( y )=

So that ,

A
s

1
s1

1
+2
s1

1+2 s2
s1
12 s1
s(s1)

+ s1

## Using partial fractions,

12 s1 A
=
s (s1) s

B
+ s1

12 s1 A ( s1 )+ Bs
=
s (s1)
s( s1)
12 s1= A ( s1 )+ Bs
when

s=0

when

1=A (1 ) 1=B
A=1 B=1

Hence,

1
1
L( y )= +
s s1

s=1

73
L1 L ( y )=L1

( 1s )

+ L1

( s11 )

y=1+e t

Example 1.39

## y ' ' +a 2 y=0

y ( 0 )=2 , y ' ( 0 ) =a .
Solution:
Taking the Laplace transform of both sides of the equation,

L [ y ' ' + a2 y ] =0
Using the Laplace transform of derivative,

## s 2 L ( y )sy ( 0 ) y ' ( 0 ) +a2 L ( y ) =0

s 2 L ( y )s( 0)a+ a2 L ( y )=0
s 2 L ( y )0a+ a2 L ( y )=0
s
( 2+a )L ( y )=a

L( y )=

a
s + a2
2

L1 L ( y )=L1

y=a L1

( s +aa )
2

1
s +a2
2

74

y=a

( 1a ) sin at

y=sin at

Therefore,

Example 1.40

## y ' ' + y=et

y ( 0 )= y ' ( 0 )=0 .
Solution:
Taking the Laplace transform of both sides of the equation,

y
L( ' ' + y )=L( et )

y
L( ' ')+ L( y )=L(et )

## Using the Laplace transform of derivative,

2
'
t
s L ( y )sy ( 0 ) y ( 0 ) + L( y )=L(e )

s 2 L ( y )sy ( 0 ) y ' ( 0 ) + L( y )=

s 2 L ( y )s ( 0 ) 0+L( y )=

s 2 L ( y )00+ L( y)=

(s 2 +1) L( y )=

1
s+ 1

1
s +1

1
s+1

1
s+ 1
L( y )=

1
( s +1 ) (s1)
2

75
L( y )=

Then ,

Bs+C
+ ( s 2+ 1 )

A
(s +1)

## Using partial fractions,

1
A
=
( s +1 ) (s1) (s +1)

Bs+C
( s 2+ 1 )

## A ( s 2+1 ) + Bs ( s+1 ) +C (s +1)

1
=
( s 2+1 ) (s1)
(s +1) ( s2 +1 )
1= A ( s2 +1 ) + Bs ( s +1 ) +C(s+ 1)
s=1

When

when

s=1

when

s=1
0=B+C

1= A ( 1+1 ) 0= A+B
1
1
A= 0= + B
2
2
B=

1
2

C=

1
1
2 (s +1)

1
+C
2

1
2
1 1
s+
2
2
+
2
( s +1 )

1
2
L( y )=
(s +1)

Hence,

L( y )=

0=

[ ] [ ]

1
s
1
1
+
2
2
2 ( s +1 ) 2 ( s +1 )

## Taking the inverse Laplace transforms,

1
1
L1 L ( y )= L1
2
(s+1)

1 t 1
1
y= e cos t+ sin t
2
2
2

[ ]

[ ]

1 1
s
1
1
L
+ L1 2
2
2
( s +1 ) 2
( s +1 )

76

Therefore,

1
y=
2

Example 1.41
Solve

the

differential

equation

## y ' ' 3 y ' +2 y=4 t+12 et

'

y ( 0 )=6 , y ( 0 )=1 .
Solution:
''

'

y 3 y +2 y=4 t+12 e

## Taking the Laplace transform of both sides of the equation,

y
L( ' ' 3 y +2 y )=L(4 t+12 et )

'

y
y
L( ' )+2 L( y)=4 L(t )+12 L(et )
L( ' ')3

## [ s 2 L ( y )s ( 6 )(1)]3 [ sL ( y )6 ] +2 L( y)=4 L(t)+12 L(et )

s 2 L ( y )s ( 6 ) +13 sL ( y ) +18+2 L( y)=4 L(t )+12 L(et )
s
( 23 s+2) L ( y )6 s+19=4

1
1
+12
2
s+
1
s

( )

77
s
( 23 s+2) L ( y )=

( 23 s+2) L ( y )=

4 12
+
+6 s19
s2 s+1

s
2
2
2
4 ( s +1 )+ 12 s +6 s ( s ) ( s +1 )19( s )(s+1)
2

s (s+ 1)

s
4 s +4 +12 s2 +6 s 4 +6 s 319 s319 s2
( 23 s+2)L ( y )=
s2 ( s+1)

s
( 23 s+2)(s2 )(s +1)
6 s 413 s37 s 2+ 4 s+ 4
L( y )=

L( y )=

6 s 413 s37 s 2+ 4 s+ 4
2
s ( s+1 )( s2 )(s1)

So that ,

L( y )=

A B
C
D
E
+ 2+
+
+
s s ( s +1 ) ( s2 ) ( s1 )

## Considering the partial fractions,

6 s 413 s37 s 2+ 4 s+ 4 A B
C
D
E
= + 2+
+
+
2
s
(
)
(
)
(
s ( s+ 1 )( s2 ) (s1)
s s+1 s2 s1 )

4
3
2
2
2
6 s 13 s 7 s +4 s+ 4= A s ( s +1 )( s2 ) (s1)+B ( s+1 ) ( s2 )( s1 )+C s ( s2 )( s1 ) + D ( s ) ( s+

when

s=0

when

s=1

when

s=2
4=B ( 1 )(2 ) (1 )6=E (1)(2)(1)

B=2 E=3

D=2

24=D(4)(3)(1)

78

when

s=1

## Equating the coefficients of when

12=C ( 1 ) (3 )(2 ) 6= A+ C+ D+ E
C=2

where

## C=2, D=2, E=3

6=A +22+3

A=3

Hence,

3 2
2
2
3
L( y )= + 2 +

+
s s ( s +1 ) ( s2 ) ( s1 )

## Taking the inverse Laplace transforms,

L1 L ( y )=3 L1

( 1s )+2 L ( s1 )+ 2 L ( s +11 )2 L ( s 1 2 )+ L ( s 3 1 )
1

2t

y=3 ( 1 ) +2 t+2 e 2 e +3 e
Therefore,

y=3+2 t +2 et 2 e2 t + 3 et

Exercise No. 11
APPLICATION OF LAPLACE TRANSFORMS TO DIFFERENTIAL
EQUATIONS
Solve the following initial value problems using the transform method:
1)

3t

Ans . y=2 e + e

79

2)

. y=cos tcos 2t

Ans

80

3)

t
cos
t
2
sin
Ans
. y=et

81

4)

## y ' ' 3 y ' +2 y=4 t+ e3 t , y ( 0 )=1 , y ' ( 0 ) =1

1
1
. y=2 t+3+ e3 t 2 e2 t et
2
2

Ans

82

5)

''
'
y 4 y =t , y ( 0 )=1 , y ( 0 )=2

Ans.

y=

1 15 2 t 1 2 t
+ e + e
4 16
16

83

6)

Ans . x =e cos t

84

7)

## y ' ' 4 y ' +5 y=12 5 t 2 , y ( 0 ) = y ' ( 0 )=0

t 11 cost
2 sin
Ans
. y=25 t 2 + 40 t+22+2 e 2t

85

8)

''
'
y + y=8 cos t , y ( 0 )=1 , y ( 0 ) =1

86

## 9 y '' +2 y ' +5 y =et sint , y ( 0 )=0 , y ' ( 0 ) =1

87

t+ sin 2 t
sin
1
. y= et
3

Ans

88

10)

y ' ' ' ' +2 y ' ' + y =sin t , y ( 0 )= y ' ( 0 )= y ' ' ( 0 )= y ' ' ' (0)=0
1
. y= [ ( 3t 2) sin t3 t cos t ]
3

Ans

89

## 1.6 TRANSIENT ANALYSIS BY LAPLACE TRANSFORM METHOD

Laplace transform Analysis is a powerful mathematical tool in solving
simultaneous linear differential equations formulated using Kirchhoffs laws in
a given electric circuits. This method simply eliminates the effort of
determining the values of the constants for integration.
Steps used in circuits analysis using Laplace transform:

## Formulate necessary equations using function of t.

Transform the formulated equations (function of t) to functions of s.
Simply the equations transformed and rewrite the simplified equation to
the standard formulated in inverse Laplace functions.
Obtain the inverse Laplace function of each term in the simplified
equation and solve the questions asked by the problem.

## Laplace Transform Formulas Applicable to Electric Circuit Analysis

f(t)

k
kt

(constant)
n

(constant)

ke

at

F(s)

k
s
kn !
s n+1
k
sa

k t n e at

k
( s a )n+1

ksin t

s 2 +2
k

kcos t

s 2 +2
ks

t+

sin

s 2+ 2
s sin +cos

90
t +

cos

s2 + 2
s sincos

E R=Ri(t )

RI (s)

E L=

di
dt

L ( sI ( s)I (o) )

EC =

1
i dt
C (t)

1 I (s) Q(0)

C s
s

## Example 1.42 In an RL circuit, Kirchhoffs law gives the following relation:

E=L

di
+ Ri
dt

where:
E = supply voltage (200 volts)
R = resistances (20 ohms)
L = inductance (1 henry)
t = time in seconds
i = current in amperes
If i = 0 when t = 0 , find (a) i when t = 0.02 second, (b) i after a long time.

E=L

di
+ Ri
dt
L

di
+ Ri=E
dt

(1)

di
+20 i=200
dt

di
+20 i=200
dt

## Transform the formulated equations (function of t) to functions of s.

91
Take the Laplace transform:

( didt )+ L ( 20 i )=L(200)
( sI (s )I (o) ) + 20 I (s)=
sI ( s )+20 I (s )=

200
s

where:

I (o)=0

200
s

## Simplify the equations transformed and rewrite the simplified equation to

the standard formulas in inverse Laplace functions.

sI ( s )+20 I (s )=

I ( s )(s+ 20)=

I ( s )=

So that ,

I ( s )=

A
s

200
s

200
s

200
s(s+ 20)
B

+ s+ 20

## Using partial fractions,

200
A
=
s (s +20) s

+ s+ 20

A ( s+20 ) + Bs
200
=
s (s +20)
s( s+20)

200= A ( s+20 )+ Bs
when

s=0

when

s=20

92
A=10 200=20 B
B=10

Hence,

I ( s )=

I ( s )=

10
s

10
s

+10
s+20

10
s+ 20

## Obtain the inverse Laplace function of each term in the simplified

equation and solve the questions asked by the problem.

L1 I (s )=L1

( 10s )

L1

10
( s +20
)

20 t

I ( t )=1010 e

I ( t )=10 ( 1e20 t )
(a)

## I ( t )=10 ( 1e20 x 0.02 )

I ( t )=3.3 A
(b)

I ( t )=? w h en t=
I ( t )=10 ( 1e20 x )
I ( t )=10 A

## . It simply means also that

equivalent to a short-circuited wire, thus leaving only the resistance R to
oppose the current flow.

93
E 200
i= =
=10 A
R 20

## Example 1.43 The differential equation of a series RC circuit with DC

applied voltage is:

Ri+

1
idt =E
C

## If R = 50 ohms, C = 0.0001 farad, E = 100 volts and i(0) = 2 amperes,

determine (a) the Laplace transform expression for I(s), (b) current when t
= 3 ms.
Solution:

Ri+

1
idt =E
C

RI (s) +

1 I (s) Q(0) E

=
C s
s
s

charging

[
sI (s) +200 I (s )=2
I (s) =

2
s+200

50 I (s) +

I (s )
1
100
0 =
0.0001 s
s

50 I (s) +

=
s
s

50 I (s )+

=
s
s 50

## since the capacitor is

94
L1 I (s )=L1

( s+2200 )

I (t) =2 e200 t
I (t) =?

when

t=3 ms

I (t) =2 e200 x 3 x 1 0
I (t) =1.1 A

Exercise No. 12
TRANSIENT ANALYSIS BY LAPLACE TRANSFORM METHOD
Solve the following problems using the transform method:
1. A 6.0-H coil whose resistance is 12 ohms is connected in series with a 24ohm resistor and to a 144-V battery and a switch. The switch is closed at t
= 0. Determine the time constant of the coil.

95

## 2. A series RC circuit consists of R = 2 M and an uncharged capacitor C = 5

F. The circuit is connected across a 100 V DC source at t = 0. Determine
the voltage across the resistor 5 seconds later.

3.

## A series RC circuit has R = 1 k and C = 100 F with an initial charge of

2000 C. the combination is connected across a 100-V DC source and the
switch is closed at t = 0. If the capacitor is connected in the circuit such
that it will be discharging, determine the Laplace transform expression of
the current drawn.

96

## 4. A series circuit has R = 10 ohms and L = 1 henry. The circuit is connected

across a voltage source

e ( t )=10 e10t

## open. The switch is closed at t = 0. Determine the current after 0.01

second. Assume initial current to be zero.

## 5. A series RLC circuit with R = 1 k, L = 1 H, and C = 6.25 F is suddenly

connected across a 24-V DC source. At t = 0, i = 0 and q = 0. Determine
the current after 0.01 sec.

97

## 6. A series RLC circuit has R = 200 , L = 0.1 H and capacitor C = 10 F. If a

100-V DC source is connected across the end terminals of the series circuit
at t = 0, determine the current after 1 millisecond. Assume zero initial
conditions.

Unit 2
MATRICES

## INTENDED LEARNING OUTCOMES

After completing this unit, you will be able to:
1.
2.
3.
4.
5.
6.

define a matrix.
determine the order of a matrix.
describe a column and a row matrix.
recognize a null matrix.
find the transpose of a matrix.
recognize different types of matrix, e.g., square, diagonal, unit or
identity, symmetrical, and triangular matrices.
7. perform arithmetic of matrices.
8. define a determinant.
9. find the minor and cofactor of any element in a matrix.
10.find the value of a determinant using Laplace expansion.
11.discuss the different properties of a determinant.
12.determine the inverse of a matrix using various methods.

98

2.1 MATRIX
A matrix is a rectangular array of numbers.

a11
a21

a 12
a 22

a1 j a1 n
a2 j a2 n

:
:
:
:
:
A= :
ai 1 ai 2 a ij a
:
:
:
:
:
:
am1 am 2 a mj amn

## 2.1.1 Order (or Size) of a Matrix

The order of a matrix is said to be m x n if it has m rows and n
columns.
Example 2.1

[ ]

1 2
A= 3 4
5 6

B=

[ ]
a b
c d

[]

1
C= 4
3

D=[ 2 1 8 ]
Matrix A is of order 3 x 2, matrix B is of order 2 x 2.

## 2.1.2 Column and Row Matrix

If the order of a matrix is m x 1, it is called a column matrix.
If the order of a matrix is 1 x n, it is called a row matrix.
Example 2.2

## 2.1.3 Null Matrix

99
A null matrix is a matrix if all its elements are zero.
Example 2.3

[ ]
0 0 0
0 0 0
0 0 0

2.1.4

is a null matrix

## Transpose of a Matrix (AT)

If the rows and columns of matrix A are interchanged , the result ifs the
transpose of matrix A denoted by AT.
Example 2.4

Let

A= 2 3 5
3 4 8

then

[ ]

2 3
AT= 3 4
5 8

## A matrix is a square if the number of rows is equal to the number of

columns, i.e., m = n.

## A diagonal matrix is a square matrix which has zero

everywhere except the principal diagonal.
The following are examples of diagonal matrices:

[ ]
1 0 0
0 4 0
0 0 3

elements

[ ]
1
0
0
0

0 0
2 0
0 4
0 0

0
0
0
3

## 2.1.7 Unit or Identity Matrix [I]

A unit or identity is a special case of the diagonal matrix in which all
the elements lying on the principal diagonal are all equal to 1 and all the
other elements are zero.
The following are examples of identity matrices:

100

[ ]
1
0
0
0

[ ]
1 0 0
0 1 0
0 0 1

0
1
0
0

0
0
1
0

0
0
0
1

A symmetrical

## symmetrical about its main diagonal. A symmetrical matrix follows

A= A T .

This means a symmetrical matrix remains unchanged if its rows and columns

[ ]

1 3 4
A= 3 8 7
4 7 5

are interchanged

[ ]

1 3 4
A =3 8 7
4 7 5
T

. On the

0 2 3
A= 2 0
8
3 8 0

matrix since

A=AT .

The matrix

0 2 3
A = 2 0
8
3 8 0
T

## 2.1.9 Triangular Matrix

A matrix is said to be upper triangular if it is a square matrix whose nonzero elements are confined with the upper triangle. If the non-zero elements
are confined within the lower triangle, it is said to be lower triangular matrix.

101
1
0
4
2
5 5
0
2 1

0 3 14
0 0
[ ]

[ ]
1
2
1
3

0
2
2
3

0
0
6
1

0
0
0
4

is

lower traingular

## 2.2 ARITHMETIC OF MATRICES

2.2.1 Equality of Two Matrices

## Two matrices are equal if their corresponding elements are equal.

Example 2.5

The matrices

1 2 1
2 4 5
3 3 0

x=1 , y =2, z =4 ,

and

1 2 x
y z 5
3 3 w

w=0

and

Note that two matrices could only be equal if their orders are the
same.

2.2.2

A= 1 3 4
2 1 0

Let

Then

A + B=

3 6 1
1 9 1

and

][

B= 2 3 5
1 8 1

][

1 3 4 2 3 5
1+2 3+3 45
+
=
2 1 0 1 8 1
2+1 1+ 8 0+1

102
Note that addition is defined only when A and B have the same order.

## 2.2.3 Scalar of Multiplication

][

1 2 2
3 6 6
3 2 1 4 = 6 3 12
2 1 3
6 3 9

[ ][ ][ ][

][

1 2 2 3 = 1 2 + 2 3 = 1 1
3 4
1 4
3 4 1 4
2
0

## 2.2.4 Matrix Multiplication

To multiply two matrices say
by
multiplying each element in the

A and
ith

]
B , add all the products obtained

## row of A by the corresponding element

in the jth column of B. The product of two matrices is defined only when the
number of columns in A is equal to the number of rows in B. Matrices A and B
are said to be conformable iin the order AB.
Example 2.6

A=

Find AB and BA

[ ]

2 3
1 3 4
B= 3 1
2 1 3
0 5

## AB=(2 x 3) x(3 x 2)=(2 x 2)

][

( ) ( )
AB= 1 2 +3 3 +4 (0) 1(3)+3(1)+4 (5) = 7 26
7 20
2(2)+1(3)+3( 0) 2(3)1(1)+ 3(5)

2 x 2 matrix].

## [defined and result is a

][

2 (1 ) +3 ( 2 )
2 ( 3 ) +3(1) 2 ( 4 ) +3(3)
8
3
17
BA= 3 ( 1 ) +1(2) 3 ( 3 )+1(1) 3 ( 4 )+ 1(3) = 1 10 9
10 5 15
0 ( 1 ) +5(2)
0 ( 3 )+5 (1)
0 ( 4 ) +5(3)

## Note that multiplication of matrices is not commutative, i.e.,

Exercise No. 13
MATRICES

A xBB x A

103
Perform the following operations. Use the space provided.

1.

][ ]

8 4 + 2 3
2 3
4 5

2.

1 2 3
1 3 7
+2
1 0 3
0 1 2

] [

3.

1
2 3
1 6 3
3
7 8

4.

2 3
1 2
x
1 2 3 4

][

104

5.

[]

6.

[ ][

7.

2 3 x 1
2 x 2
5 1
1 5 3

8.

a+b
cd

1
2 x [ 2 3 5 ]
3

1
1
0
2

1
2 1 2 1 4
x
3 4 8 9
1
3

] [

][]

][

c+ d = 4 6
ab
10 2

105

9.

[ ][ ][ ]
3 2
y
3 0 x
x
2 4

10.

3
3
y=
3y 3y
x
10 10

][ ] [ ]

1 3 1 3 x
1
0 1 2 1 y
2
=
5
0 0 1 5 z
w
1
0 0
0 1

106

2.3 DETERMINANT

## A determinant is a square array of numbers. The order of the

determinant is
order

if it has

rows and

The symbol

a11 a12 a1 j a1 n
a21 a22 a2 j a2 n
:
:
:
:
aij a
:
:
:
:
anj ann

jth

aij

1
6
A=
4
1

n 1

Example 2.7

ith

column.

jth

## 2.3.1 Minor of element

and

n columns. A determinant of

can be expressed as

:
A= :
ai 1 ai 2
:
:
an 1 an 2

row and

## Given the determinant

2 4 4
7 3 2
2 4 5
2 3 4

a11 =1

aij denoted by

]
(element in the first row and first column)

ith

M ij .

row

107
a32=2

7 3 2
M 11= 2 4 5
2 3 4
1 4 4
M 32= 6 3 2
1 3 4

aij

aij

element

aij

denoted by

Cij

is

(1 )i + j

.
= (-1)i + j

M ij

element if

i+ j

i+ j

is odd.

## 2.3.3 Properties of Determinants

1.

Laplace Expansion
The value of the determinant may be computed by using Laplace
Expansion. If A is a square matrix, then:

j =n

aij C ij
i=1

## This means that the value of a determinant can be computed by

multiplying each element of the

it h

of the products.
Example 2.8

if

108

2 4 2
A= 3 5 1
2 4 2

## a11 =2 C11 =(1 )

1 +1

a12=4 C12= (1 )

1+2

a13=2 C 13 =(1 )

1+ 3

a21=3 C 21 =(1 )

2 +1

a22=5 C 22 =(1 )

2 +2

5 1
=14
4 2

3 1 =8
2 2

[ ]

3 5
=2
2 4

4 2 =16
4 2

2 2 =8
2 2

[ ]

2 +3
a23=1 C 23=(1 ) 2 4 = 0
2 4

a31=2 C31= (1 )

3+1

a32=4 C32 = (1 )

3+2

a33=2 C33=(1 )

[ ]

4 2 =6
5 1

[ ]

2 3 =4
2 1

3+3

[ ]

2 4
=2
3 5

109

## (expanding in the elements of 1 st

row)

(2)(14)+( 4)(8)+(2)(2)

## (expanding in the elements of 2nd

row)

(3)(16)+(5)(8)+(1)(0)
8

row)

## (expanding in the elements of 1st

column)

(2)(14)+(3)(16)+(2)(6)
8

## (expanding in the elements of 2nd

column)

( 4)(8)+(5)(8)+( 4)( 4)

## (expanding in the elements of 3nd

column)

(2)(2)+(1)(0)+(2)(2)
8

Observe that the third order determinant can be computed using the diagonal
method.

110

2 4 2 :2 4
| A|= 3 5 1 : 3 5
2 4 2 : 2 4

[ ( 2 )( 5 ) (2 )+ ( 4 )( 1 ) ( 2 )+ ( 2 )( 3 ) ( 4 ) ][ ( 2 ) ( 5 ) ( 2 )+ ( 4 )( 1 ) ( 2 )+(2)(3)(4) ]

Note: The diagonal method can be applied only with the third order
determinant.
Example 2.9

| A| if:

Evaluate the

1
A= 4
2
1

2 3 1
1 3 2
3 4 2
2 3 4

Solution:

4
3 2
2 4 2 =122
1 3 4

1 3 2
a11 =1C 11 =(1 )1+ 1 3 4 2 =36
2 4 4

a12=2 C12= (1 )

1+2

1 +3

a13=3 C 13=(1 )

## a14 =1 C14 =(1 )

4 1 2
2 3 2 =28
1 2 4

1 +4

4
1 3
2 3 4 =91
1 2 3

111

| A|=(1)(36)+(2)(122)+(3)(28)+(1)(91)=287
2.

| AT|=| A|,

is equal to the

## determinant of its transpose.

Example 2.10

1 2 3
A= 0 1 3
0 2 5

, verify property 2

Solution:

2

## (Expand in terms of the element of the first

column)

1 0 0
A T = 2 1 2
3 3 5

]
[

| AT|=( 1 ) (1 )1 +1 1
3

2 =11
5

row)
therefore,
3.

| A|=| AT |

then

| A|=a11 a 22
Example 2.11

a33 a33

## , i.e., the product of its diagonal.

112

1
A= 0
0
0

Let

4.

2 3 4
3 4 1
0 5 6
0 0 8

then

| A|=(1)(3)(5)(8)=120

## If a square matrix has either zero row or zero column then

| A|=0 .

Example 2.12

Let

][ ]

1 2 3
0 9 8
A= 0 0 0 B= 0 7 2
8 7 1
0 2 4

then

| A|=|B|=0

## 5. If each element in one row (or column) is multiplied by a number

k, the value of the determinant is multiplied by k.
Example 2.13

Let

If

## Let us multiply row 1 by k.

ka kb kc
1+1 e
f
1 +2 d
+ kb (1 )
d e f =ka (1 )
h i
g
g h i

k a (1 )

6.

[ ]

a b c
A= d e f
g h i

1+1

[ ]

[ ]

[ ]

[ ]

[ ]

f
1+3 d
e
+kc (1 )
i
g h

[ ]]

1+2 d
1+3 d
e f
f
e
+b (1 )
+ c (1 )
h i
g i
g h

A=[v 1 .. . f j+ g j . .. v n ]

## | A|=[ v 1 .. . f j .. . v n ] +[ v 1 . . . g j . . . v n ][v 1. . . f j . .. v n]+[v 1. . . g j. . . v n ]

Example 2.14

Let

1 3
A= 3 4
3 6

4
6
7

A can be written as

113

1 4

][

2 4

## | A|=11| A|= 3 3 6 + 3 1 6 =30+19=11

3

3 7

Note that

3 7

3 is broken into

4 into
6

into

1+2

3+1
3+3

Example 2.15
Find the value of

][

][

1
2
3
1
2 3 1 2 3
=
k 1+3 k 3k
k 3 k k + 0 1
3 =36
0
6
5
0 6 5
0 6 5

1
2 3
k 1 3 1 + 23=36
0 6 5
k 1+23=36

k =13
7.

If

## columns) of a square matrix A, then

Example 2.16

|B|=| A| .

114

1 2 3
A= 4 5 2
1 1 3

Let

interchange the 1st and the 2nd row and call this

B .

4 5 2
B= 1 2 3
1 1 3

then

| A|=30

8.

| A|=|B|

|B|=30

and

## If two rows (or columns) of a square matrix A are equal or

proportional, the value of the determinant

0 , i.e.,

| A|=0 .

Example 2.17

1
2
A=
3
4

2 1 1
4 2 3
6 3 5
8 5 2

| A|=0

proportional.

[ ]

1 1 1
A= 4 5 6
1 1 1

9.

If a constant
matrix

|B|=0

determinant A
Example 2.18

is unchanged.

115

1 2 3
A= 3 4
1
2 3 1

| A|=14

1 2 3
B= 0 10 8
2 3 1

10.

|B|=14=| A|

## If A and B are square matrices of the same order, then

| A||B|=| AB|

Example 2.19

A=

If

1 2
2 3

and

B=

[ ]
2 1
3 4

verify property 10

Solution:

| A|=34=7
|B|=83=5

| AB|=35
A B=

][ ] [

1 2 2 1
8
9
=
2 3 3 4 5 10

| AB|=80+ 45=35
hence,
11.

| A||B|=| AB|

## The Pivotal Element Method

Steps:
1. If the given determinant of order n has an element of 1, use this a
pivotal element. Otherwise choose some convenient element

aij .

116
Reduce this to 1 by dividing either the

i th row or the

j th

## and then balancing by multiplying the determinant also by

2. Cross out each row and column through
3.

column,

aij .

aij .

n 1 ,

## subtract the product of

the element in which the row and column containing a ij are met by the row
and column
containing that element.
3. The value of the determinant is

(1)i+ j

determinant.
Example 2.20
Solve for

3 2
4
2
1
3
A=
4 0 1
5 3
2

2
5
2
4

Solution:
Choose

a22=1

3 2
4
1
3
A= 2
4 0 1
5 3
2

2
5
2
4

as a pivot

## times the value of the new

117
[ 3 ( 1 ) 2 (1 ) ]
[4 ( 1 )(2 ) (3 ) ]
[2 ( 1 ) (2 ) ( 5 ) ]
[4 ( 1 ) 2 ( 0 ) ]

(
)
(
)(
)
(
)
[1 1 3 0 ] 2 0 (0)(5)

[5 ( 1 )2 ( 3 ) ]

(1)2+2

7 2 12
4 1 2 =385
11 11 11

Exercise No. 14
DETERMINANTS
1.

118

(a)

2 4
4 5

(b)

1 4 1
4 2
0
2 1
0

(c)

4 2 4
3 4 5
7 2 1

119

2.

If

[ ]

a b c
d e f =5.
g h i

[ ]
a d g
b e h
c f i

(a)

(b)

2a 2 b 2 c
d
e
f
g
h
i

(c)

3 a b c
3 d e f
3 g h i

(d)

a
b
d+ a e+b
g
h

]
c
f +c
i

120

(e)

3.

4.

[ ]
a b c
d e f
0 0 0

If

1
A= 2
5
2

2 2 3
1 2 3
6 1 2
1 1 3

a23=

2
0
0
0

3 4 5
3 1 2
0 4 5
0 0 3

121
M 23=

C23=

Exercise No. 15
DETERMINANTS

1. If

1
A= 4
2
0

2 3 1
2 3 2
3 5 1
5 6 9

## b. Using Pivotal Expansion Method.

122

c. By applying property 9.

2.

k :

k
3+k 10
1k 2k
5 =48
2
4+ k k

123

3.

Multiply

[ ][ ]
a b c d
c d a b

[
5.

1
0
0
0
0

k k +2
k k 2
0 k+2
0
0
0
0

k2
k+2
k 2
k 2
0

100
100
100
k +2
100

Prove that:

[ ]
a
b
b
b

b
a
b
b

b
b
a
b

b
b
3
=( ab) ( a+3 b)
b
a

124

6.

Prove that:

1
a1

1
a2

1 1
a3 a4

a13 a 23 a33 a43

125

2.4

## THE INVERSE OF A MATRIX

Two square matrices A and B

identity matrix.
Thus matrices

## B are inverses of each other if:

and

A B=B A=1
The adjoint method of Matrix Inversion
The inverse of a matrix can be computed using:

A1=

| A|

## Based on this equation it is evident that the inverse of a matrix

exists only if:
a.

b.

| A|

is a square matrix.
is not zero.

## Adj ( A )=[ Cof ( A) ]

Example 2.21

126

A= 1 2
2 3

Let

Compute

A1

Solution:

[ A ] =3 (4)=7

Cof ( A )=

C11 =3

C12=2

C21=2

C22=1

3 2
2 1

T
Adj ( A )=[Cof ( A ) ] = 3 2
2 1

[ ]
3
7
2
7

1 3 2
A =
=
7 2 1
1

2
7
1
7

Example 2.22

3 2 1
A= 5 6
2
1 0 3

Let

A1

Compute

Solution:

C11 =(1 )

1+1

C21=(1 )

2+1

1 +2 5
6 2
2
=18 C 12=(1 )
=17
0 3
1 3

2 1 =6 C =(1 )2 +2 3 1 =10
22
0 3
1 3

C13= (1 )

1+3

C23= (1 )

[ ]

5 6
=6
1 0

2+3

3 2 =2
1 0

127

C31=(1 )

3+1

[ ]

2 1 =10 C =(1 )3 +2 3 1 =1
32
6 2
5 2

18 17 6
Cof (A )= 6 10 2
10 1 28

C33= (1 )

3+3

3 2 =28
5 6

18 6 10
Adj ( A)= 17 10 1
6 2
28

[ ][ ]

18
94
18 6 10
(
A)
1
17
A1=
=
17 10 1 =
94
[ A]
94
6 2
28
6
94

2.5

6
94
10
94
2
94

10
9
94
47
1 = 17
94
94
28
3
94
47

3
47
5
47
1
47

5
47
1
94
14
47

Procedure

1. Form the

n x2n

matrix

[ A I n]

In .

matrix

## 2. Transform the matrix obtained in step 1 to reduced echelon form by

using elementary operations. Remember that whatever is done to the
row of A is also to be done to the corresponding row of
3. Suppose that step 1 has produced the matrix

[C D]

In .

in reduced row

echelon form.
a. If

C=I n then

b. If

D= A1

Example 2.23

Find

A1 if:

128

3 2 1
A= 5 6
2
1 0 3

3 2 1 : 1 0 0
5 6
2 :0 1 0
1 0 3 : 0 0 1

3 2 1 : 1 0 0 R1
5 6
2 :0 1 0 3
1 0 3 : 0 0 1

2 1 1
:
3
3 3
:
5 6
2 0
:
1 0 3 0

[
[

0 0

2
3
28
0
3
2
0
3

1
1
3
3
:
1 5
:
3
3
:
10 1
3
3

2
3
28
0
3
2
0
3

1
1
3
3
:
1 5
:
3
3
:
10 1
3
3

5 R1 + R2
1 0 R3 +R1
0 1

0 0
1 0
0 1

0 0

]
]

2 R 1+ R 2
R1 + R3

3
R
1 0 28 2

0 1

129

[
[

2
3

2
3

1 0
0 1
0 0

[
[

1
1
3
3
:
1 5
:
28 28
:
10 1
3
3

5
3
14 14
:
1 5
:
28 28
:
47 3
14 14

3
28

1
14
3
28
1
14

2
R +R
3 2 1
0
2
R2 + R3
3
1

0
0
1

14
R
47 2

3
5
14
14 :
5
1 :
28
28 :
3
1
47

1
14
3
28
1
47

5
R +R
14 3 1
0 1
R3 + R 2
14 28

47

9
47
1 0 0:
17
0 1 0:
94
0 0 1:
3
47

3
47
5
47
1
47

5
47
1
94
14
47

1 0
0 1
0 0

]
]

[ ]

9
47
A1= 17
94
3
47

3
47
5
47
1
47

5
47
1
94
14
47

130

Example 2.24

AB=C

If

where

[ ]

A= 2 3
4 5

and

B .

Compute
Solution:

AB=C

A1 AB= A1 C
1 B=A1 C

and

[ ]

B= A1 C= 2 3
4 5

Thus,

To find

[ ]
3 4
6 7

5 4
5 3 | |
A =2
3 2
4 2

[ ]

A1= 2 3
4 5

[ ][

3
2 = 2.5 1,5
2
2
1
2

5
= 2
4
2

[ ]

B= A C= 2 3
4 5
1

1 B=B

Cof ( A ) =

A1 A=1

but

[ ]
3 4
6 7

][ ]

2.5 1,5 x 3 4
2
1 6 7

1.5 0.5
0
1

[ ]

C= 3 4
6 7

131

Example 2.25

Solve for

B=

where

[ ]
2 3
4 5

A (B+C)=C

in

[ ]

C=

and

1 5
6 3

Solution:

(B+C)1

## A (B+C)=C . Postmultiply both sides by

A (B+C)(B+C)1=C (B+C)1
A 1=C (B+ C)1

[ ]

B+ C= 2 3
4 5

Cof ( B+C )=

8 10
8
3

[ ][

+1 5= 3 8
6 3
10 8

]
]

8 8 |
3 8
, B+ C|=
=56
10 3
10 8

[ ]
10
56
3
56

8
( B+ C )1= 56
8
56

A=C (B+C)1

[ ][ ]

8
1 5 56
A=
.
6 3
8
56

[ ]

10
56
3
56

4
7
3
7

5
56
39
56

INVERSION
Example 2.26

132
Solve the system

x+ 2 y =8
2 x +3 y=5

][ ] [ ]

1 2 x =8
2 3 y
5

1 2
2 3

1 2
2 3

] [

][ ] [

1 2 x = 1 2
2 3 y 2 3

[][

x = 1 2
y 2 3

3 x2 y+ z =2
5 x+6 y +2 z=35

x3 z=8
Solution:

8
5

[ ]
[ ] [ ][ ] [ ]

1 2
2 3

2
7
1
7

2
7 8=2
1 5
3
7

x=2, y=3

Example 2.27

][]
3
7
2
7

3
x = 7
y
2
7

Therefore,

][]
8
5

133

Let

3 2 1
A= 5 6
2
1 0 3

X =

[]
x
y
z

B =

[]
2
35
8

## The system can written as

AX =B
Pre-multiply both sides

by A1

A1 A X= A1 B
X =A1 B

3 2 1
A= 5 6
2
1 0 3

From example 3. 21

[ ]

9
47
x
17
y=
94
z
3
47

[]

3
47
5
47
1
47

[ ]

9
47
A1= 17
94
3
47

5
47
2
1
1
=
35
4
94
8
3
14
47

[ ][]

3
47
5
47
1
47

5
47
1
94
14
47

134

Exercise No. 16
INVERSE OF A MATRIX
Solve the following problems.
1.

Find the inverse of the matrix of the following using the Adjoint Method.

(a)

[ ]

(b)

3 4
3 7

3 4 5
1 4 1
2 3 4

135

(c)

2.

2
0
1
2

3 1 3
4 5 5
2 1 1
3 4 1

3 4 5
1 4 1
2 3 4

136

3.

[ ]

A1= 3 4
3 7

If

4.

If

Given

, what is

[ ]

A= 1 3
2 7

[ ]

A= 3 4
1 5

A ?

, what is

[ ]

B= 2 1
4 6

## Solve the following matrix equations.

5.

Solve for D

T
and ( A )

. Compare them.

[ ]

C= 3 4
1 6

137

6.

DE= A+C

7.

AXC =B

Solve for

Solve for

138

8.

X T A+ X T B=C

Solve for

9. Using matrix inversion, solve for the following system of linear equations.
a.

2 x y =7

139
x+ y=1

b.

3 x + y + z=4

2 x y 2 z=3
4 x +2 y +2 z =12

140

c.

x+ y+ 3 z + 4 w=10
3 x y3 z3 w=3

x+ y+ z+ 4 w=0
3 x y2 z5 w=4

141

## 2.8 RANK OF A MATRIX

The rank of a matrix is the greatest value of r for which there exists an
r x r submatrix of A with non-vanishing determinants. The determinant of any
square matrix with r + 1 or more rows equals zero.
The rank r of an m x n matrix can at most be equal to the smaller of
the numbers m and n but may be less.
An n x n matrix has a rank r < n if and only if A = 0. In this case A is
a singular matrix.
An n x n matrix has a rank r = n if and only if A 0. In this case A is
a non-singular matrix.
Example 2.28

## Find the rank of

3 2
1 4
6 4 2 8

Solution:
The determinant of all the 2 x 2 submatrices are all equal to zero.

3 2
6 4

3
1
6 2

2 1
4 2

][

3
4 , 1
4 =0
6 8 2 8

The rank is at most the smaller value of 2 x 44 which is 2 but all the 2
x 2 submatrices have determinants = 0. Therefore rank = 1.
Example 2.29

142

## Find the rank of

2 4 3 6
3 6 5 9
1 2 1 3

Solution:
At most, the rank is the smaller value of 3 x 4 which is 3. But all the 3
x 3 submatrices

2 4 3
3 6
5
1 2 1

] [
,

2 4 6
3 6 9
1 2 3

] [
,

4 3 6
6
5 9
2 1 3

] [
,

2 3 6
3 5 9
1 1 3

are all
Singular, i.e., (det = 0). Therefore rank < 3. But the 2 x 2 submatrix

4 3
6
5

## (det = -2). Therefore rank = 2.

Theorem. The rank of a matrix is not altered by an sequence of elementary
operations. The sequence of elementary operations includes:
1. interchanging rows.
2. multiplying a column by a non-zero member.
3. adding a constant times the elements of one column to the
corresponding elements of another column.
From the 1st example

A=

3 2
1 4
6 4 2 8

3 2 1 4
0 0 0 0

This rank = 1.

143

From example 2

2 4 3 6
3 6 5 9
1 2 1 3

1 2 1 3
3 6 5 9
2 4 3 6

1 2 1 3
0 0
2 0
0 0 1 0

1 2 1 3
0 0
0 0
0 0 1 0

## row 1 times row 3 + row 2

row 1 times 2 + row 3

1 3
1 0

2.9.1

## Theorem 1: Cramers Rule

144
For a system of linear equations in n unknown

## a11 x 1+ a12 x 2 +. .. . a1 n x n =b1

a21 x 1 +a 22 x2 +. . .. a 2n x n=b 2
a31 x 1 +a32 x2 +. . .. a 3n x n=b 3
..
an 1 x1 +a n 2 x 2+ .. . . ann x n=bn

a11 a12 .. .. a1 n
a 21 a22 .. .. a2 n

D= a 31 a32 .. .. a3 n
..
.. .. .. ..
an 1 a n 2 .. .. ann

] [

a11 b1 .. .. a1 n
a21 b2 .. .. a2 n

D (x 2)= a
b3 .. .. a3 n
31
.. .. .. .. ..
an 1 b n .. .. ann

b1
b2

a12 .. .. a1 n
a 22 .. .. a2 n

## D(x 1)= b3 a32 .. .. a3 n

..
.. .. .. ..
bn am 2 .. .. ann

] [

a11 a 12 .. .. b1
a21 a 22 .. .. b2

D (x n)= a
a 32 .. .. b3
31
..
.. .. .. ..
an 1 an 2 .. .. bn

]
]

## The solution set is given by:

x
( 1)
D
D
x1 =

x
( 2)
D
D
x2 =

. ......

x
( n)
D
D
x n=

D0

Example 2.30
Solve the following system of linear equations using Cramers Rule.

3 x + y + z=4

2 x y 2 z=3

145
4 x +2 y +2 z =12
Solution:

3 1
1
D= 2 1 2 =10
4
2
2

3 4 1
D ( y )= 2 3 2 =30
4 12 2

x=

D (x) 20
=
=2
D
10

y=

D( y ) 30
=
=3
D
10

z=

D(z) 50
=
=5
D
10

4 1
1
D ( x )= 3 1 2 =20
12 2
2

3 1 4
D ( z ) = 2 1 3 =50
4
2 12

## 2.9.2 Solution of Homogeneous System of Linear Equations

Consider the system of Linear Equations in m unknowns

a11 x 1+ a12 x 2 +. .. . a1 n x n =0
a21 x 1 +a 22 x2 +. . .. a 2n x n=0
a31 x 1 +a32 x2 +. . .. a 3n x n=0
..

an 1 x1 +a n 2 x 2+ .. . . an n x n =0

146

Let

a11
a21

a 12
a 22

.. .. a1 n
.. .. a2 n

A= a31 a 32 .. .. a3 n
..
.. .. .. ..
am 1 am 2 .. .. amn

## Theorem 2: If m = n (meaning A is a square matrix) and A 0, then the

system has only the trivial solutions: x1 = x2 = . . . .xn = 0.
Example 2.31
Solve the system of linear equations

2 x 4 y =0
x y=0
Solution:

A= 2 4
1 1

| A|=6 0.

## Therefore, the only solution is

x= y=0

Example 2.32
Solve the system of linear equations

x+ y+ z=0
2 x y5 z=0

x y5 z=0
Solution:

1 1
1
A= 2 1 5
1 1 5

| A|=4 0.

## Therefore, the only solution is the trivial

one

( x= y=z =0)

147
Theorem 3: If in the system of linear equations in m unknowns rank (A) < m,
consider only r equations whose coefficients matrix has a rank r. Omit the
other m r equations. If m < n (meaning, there are more unknowns than
equations), consider only r (rank) equations by transferring the other
variables to the right. Note: There will be an infinite solutions to the system.
Example 2.33
Solve the system

x+ y+ z=0

2 x y7 z=0

x y5 z=0
Solution:

1 1
1
A= 2 1 5
1 1 5

| A|=0.

rank (A) = 2 m = 3

x+ y=z

2 x y=7 z
Solving

x=2 z

and

y=3 z

(z = arbitrary)

Substituting:

2 z (3 z ) 5 z=0

0=0
Example 2.34
Solve the system

2 x + y + z=0

4 x +3 yz =0
Solution:

x y 5 z =0.

148

A=

2 1 1
4 3 1

rank (A) = 2

n=3

## Transfer one variable (say z to the right)

2 x + y =z

4 x +3 y=z
Solving

x=2 z

and

y=3 z

z=

arbitrary

Example 2.35
Solve the system

x2 yz +3 w=0

2 x 4 y 3 z +6 w=0

3 x +6 y +5 z9 w=0
Solution:

1 2 1 3
A= 2 4 3 6
3 6 5 9

## Rank (A) = 2 [all 3 x 3 submatrices have determinants = 0]

Consider only 2 equations , say the first 2

xz=2 y3 w
2 x 3 z =4 y 6 w
Solving

x=2 y 3 w ,

z=0 ,

## 3 (2 y 3 w)+ 6 y+ 5(0)9 w=0

6 y + 9 w+6 y 9 w=0

and

are arbitrary.

149
0=0
2.9.3 Solution of Non Homogeneous Linear Systems of m
Linear Equations in n unknowns
Consider the system of linear equations:

## a11 x 1+ a12 x 2 +. .. . a1 n x n =b1

a21 x 1 +a 22 x2 +. . .. a 2n x n=b 2
a31 x 1 +a32 x2 +. . .. a 3n x n=b 3
..

am 1 x 1+ am 2 x 2 +. .. . amn x n=bn

Let

a11
a21

a 12
a 22

.. .. a1 n
.. .. a2 n

A= a
a 32 .. .. a3 n
31
..
.. .. .. ..
am1 am 2 .. .. amn

and

a 11

a12

.. .. a 1n b1

a21

a22

.. .. a 2n b2

B= a
a32 .. .. a 3n b3
31
..
.. .. .. .. ..
am 1 a m 2 .. .. amn b n

## 1. Determine ranks of A and B. If rank(A) rank(B), the system has no

solution.
2. If rank A = rank B, there is a solution. Apply the following procedure.
a. If rank(A) < m, consider only r equations whose coefficient
matrix has rank r. Omit the other m r equations.
b. Transpose n r unknowns to the right member of each equation,
retaining the r unknowns in the left member whose coefficient
matrix has a rank r.
c. Solve the system in step 3 using Cramers rule.
Example 2.36
Solve the system

2 x 5 y +13 z=24

3 x+ y 6 z=2

150

Solution:

A=

2 5 13
3 1 6

B=

2 5 13 24
3 1 6 2

rank(A) = 2
rank(B) = 2. Thus, a solution exists.
n=3
Since the rank is 2, transpose 3 2 = 1 unknown to the right.

2 x y=13 z 24
3 x+ y =2+ 6 z

x=

x=

13 z24 1
2+6 z
1

[
[

2 1
3 1

2 13 z24
3 2+6 z

2 1
3 1

=z2

=3 z+ 4

Example 2.37
Solve the system

x y+ z=4
x+ y z=0

2 x 3 y +z=4
3 x+2 y 3 z=1
Solution:

151

x=

z=

[
[
[
[

4 1 1
0 1 1
4 3 1
1 1 1
1 1 1
2 3 1
1 1 4
1 1 0
2 3 4

]
]

1 1 1
1 1 1
2 3 1

=2

y=

[
[

1 4 1
1 0 1
2 4 1

1 1 1
1 1 1
2 3 1

=1

=3

## Substitute in the last equation

3 x+2 y 3 z=1

3(2)+2(1) 3 (3)=1

1=1

2.9.4

## The Gaussian Elimination

This method involves replacing equations by combinations of equations in
such a way that a triangular system is obtained.

## u11 x 1+u 12 x 2+. . . .u1 n x n=c 1

u22 x 2 +. .. . u2 n x n=c2
.

.
umn x n =c n
After this, the components of x are easily found, one after the other by
back substitution.
Example 2.38

152
Solve the system

3 x+ 4 y +2 zw=22
4 x +2 y 3 z+ 2w=9

5 x +3 y4 z+ 3 w=4
3 x+ y + z +2 w=16
Solution:
Write the system in augmented matrix form

[
[

3
4
5
3

4 2 1
2 3 2
3 4 3
1 1 2

4
3
2
3
1

1
4
5
3

4
3
2

0
0

3
1

2 1
3 3
3 2
4 3
1 2

2 1
:
3
3
3 2 :
4 3 :
1 2 :

4
3
10
0
3
29
0
3
0
3
1

:
:
:
:

22
R1
9
3
4
16

22
3 4 R1 + R2
: 9 5 R1 + R2
: 4 3 R1 + R2
: 16
:

22
3 R2
9 3
4
16

2 1
22
:
3
3
3
17 10
61 3
:
10 3
3 10 R2

2 4 : 122
3
3 3
1 3 : 6

153

2 1
:
3
3
17
0 1
1 :
3
29 2 4 :
0
3
3
3
0
3 1 3 :
1

4
3

22
3
61 29
R 2+ R 3
10 3
122 3 R2 + R4
3
6

[ ]
[ ]
[ ]
1

4
3

0 1
0 0
0 0

4
3

0
0

0
0

4
3

0
0

0
0

2
3
17
3
171
10
41
10

22
3
61
1 :
10
10
R2
183 171
:
11
10
0
123
:
10

1
:
3

2 1
22
:
3
3
3
17
61
1 :
3
10 41
R3 + R 4
61 10
1 110 :
57
41 171
123
10
0
:
10

2 1
3 3
17
1
3
110
1 171
0 451
171

22
3
61
:
10 171
R4
61 451
:
57
451
:
57
:

154

4
3

0 1
0 0
0 0

2 1
22
:
3 3
3
17
61
1 :
171
R
3
10
451 4
110 : 61
1
57
171
0
1
: 3

x+ 4 /3 y +2 /3 z1/3 w=22/3

y +17/10 zw=61/ 10
z110 /171 w=61/57

w=3
Using
substitution

back

w=3

z=3
y=4

x=1

Exercise No. 17
INVERSE OF A MATRIX
Solve the following problems.
1.

Find the inverse of the matrix of the following using the Adjoint Method.
Solve the following system using Cramers Rule and Gaussian Elimination.
(a)

3 x+ 4 y=6

4 x +2 y=14

155

(b)

3 x+ 4 y +2 z=4

2 x 4 y+5 z=33

5 x+ y + z=12

156

(c)

3 x+ 4 y 3 z+ 2 w=13

x +2 y +4 z 3 w=0

9 x+ y+ z+2 w=28
2 x +3 y 2 z+ w=11

157

(a)

2 1 3
1 2 3
5 0 3

158

(b)

1 2
3 4
2 1
4 3
3 0 5 10

(c)

1
2
3
4

2 3 4 5
3 4 5 6
4 5 6 7
5 6 7 8

159

## 3. Determine the solution of the following system of homogeneous linear

equations.
(a)

2 x +5 y=0

3 x7.5 y=0

(b .3 x y =0

3 x+2 y=0

160

(c)

2 x y+ z=0

x+ 2 y z=0

(d)

3 x+ y +2 zw=0

2 x y3 z+ 2 w=0

2 x +3 y + z3 w=0

161

x2 z=0

(e)

2 y+3 w=0

y +5 z=0

## 4. Solve the following system of linear equations.

(a)

5 x+ y =17

3 x y=7

162
2 x + y =1

(b)

3 x+2 y=3

2 x y=5
5 x+7 y =6

(c)

3 x+ 4 y=0

163
2 x 5 y =23
4 x +2 y=10

x+ y=1

(d)

x+ 2 y + z=3

3 x y4 z=4

164

(e)

x+ 3 y + 4 z +3 w=1

3 x 4 y 5 z+ 6 w=7

x+2 y + z8 w=1

(f)

3 x y z w=1

4 x + y +2 z+ 2 w=0
3 x 2 y 2 z 3 w=5

x+ y+ z+ w=1
3 x 2 y z 2 w=3