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LAPLACE TRANSFORMS
Introduction
Example 1
d 2 y dy
The problem of solving the equation y x with conditions
dx 2 dx
y(0) = y (0) = 1 is an initial value problem.
Example 2
d2y dy
The problem of solving the equation 3 2
2 y cos x with y (1) =1,
dx dx
y (2) =3 is called Boundary value problem.
Laplace transform is essentially employed to solve initial value problems. This technique is of
great utility in applications dealing with mechanical systems and electric circuits. Besides, this
technique may also be employed to find the solution of certain integral. The transform is named
after the French Mathematician P.S. de’ Laplace (1749 – 1827).
The subject is divided into the following sub topics
LAPLACE TRANSFORMS
e
st
Suppose the integral f (t )dt exists (converges). Then this integral is called the Laplace
0
transform of f (t) and is denoted by L {f (t)}.
Thus,
L f (t) e st f (t) dt (1)
0
We note that the value of the integral on the right hand side of (1) depends on s. Hence L {f (t)}
is a function of s denoted by F(s) or f (s ) .
Thus,
L {f (t)} = F(s) (2)
Consider relation (2). Here f (t) is called the Inverse Laplace transform of F(s) and is denoted by
L-1 [F(s)].
Thus,
L-1 [F(s)] = f (t) (3)
Suppose f (t) is defined as follows:
f1 (t), 0 < t < a
f (t) = f2(t), a<t<b
f3 (t), t>b
Note that f (t) is piecewise continuous. The Laplace transform of f(t) is defined as
L {f (t)} = e st f (t )
0
a b
= e st f1 (t )dt e st f 2 (t )dt e st f 3 (t )dt
0 a b
Note
In a practical situation, the variable t represents the time and s represents frequency. Hence the
Laplace transform converts the time domain into the frequency domain.
Existence and Uniqueness of Laplace Transformation
We need the concepts of Piecewise continuous function and exponential order to give sufficient
condition for existence of Laplace transforms.
A function is piecewise continuous on [0, ∞) if it is piecewise continuous in [0, A] for all A>0.
Example1
The function defined by
f (t) = {
Example 2
The function defined by
f (t) = {
Exponential order
A function f (t) is said to be of exponential order c, if there exist constants
M and c such that | | for sufficiently large t.
Example:
Any Polynomial is of exponential order. This is clear from the fact that
eat= ∑ , but f(t) = is not of exponential order.
= a L {f (t)} + b L {(t)}
This is the desired property.
In particular, for a=b=1, we have
L [ f(t) + (t)] = L{f(t)} + L{(t)}
and for a = -b = 1, we have
L [ f(t) - (t)] = L {f(t)} - L{(t)}.
2. Change of scale property
1 s
If L {f (t)} = F(s), then L [f (at)] = F , where a is a positive constant.
a a
Proof
By definition, we have
L {f (at)} = e st f (at )dt (1)
0
= F(s-a)
This is the desired property. Here we note that the Laplace transform of eat f(t) can be written
down directly by changing s to s-a in the Laplace transform of f(t).
Transforms of some function
1. Let ‘a’be a constant, then
L (eat) = e st e at dt e ( s a )t dt
0 0
e ( s a )t 1
= , s>a
( s a) 0 s a
1
Thus, L (eat) =
sa
1
In particular, when a=0, we getL (1) = , s> 0
s
1 at 1 1
By inversion formula, we have L1 e L e .
at
sa s
e at e at 1 st at
2. L(coshat) = L = e e e at dt
2 20
=
1
2 0
e ( s a )t e ( s a )t dt
1 e (s a)t e (s a)t s
L(coshat)
2 (s a) (s a) 0 =
s2 a2
s s
Thus, L (cosh at) = , s > |a| and so L1 2 2
cosh at.
s a s a
2 2
e at e at a
3. L (sinhat) = L 2 , s > |a|
s a
2
2
a 1 sinh at
Thus, L (sinhat) = , s > |a |and so, L1 2 2
.
s a s a
2
2
a
4. L (sin at) = e st sin at dt
0
Here, we suppose that s > 0 and then integrate by using the formula
e ax
e sin bxdx
ax
a sin bx b cos bx
a2 b2
a 1 sinh at
Thus, L (sinh at) = , s > 0and so L1 2 .
s a s a
2
2 2
a
5. L (cosat) = e st cos atdt
0
s s
Thus, L (cos at) = , s > 0 and so L1 2 cos at.
s a
2 2
s a2
6. Let n be a constant, which is a non-negative real number or a negative non-integer.
Then L{(tn)} = e st t n dt
0
n
x dx 1
Let s > 0 and set st = x, then L(t n ) e x n 1 e x x n dx
0 s s s 0
The integral e x x n dx is called gamma function of (n+1) denoted by (n 1) .
0
(n 1)
Thus L(t n )
s n 1
In particular, if n is a non-negative integer then (n 1) =n!
n! 1 1 tn tn
Hence, L(t n ) and so L n 1 or as the case may be.
s n1 s (n 1) n!
Region of Convergence
Laplace transform F(s) of function f(t) converges provided that the limit
∫ exists. The Laplace transform converges absolutely if the
integral∫ | | exists. The set of values for which F(s) converges is known as the region
of convergence (ROC).
Laplace Transforms of Common Functions
Impulse 1 1
1 t 0
f (t )
0 t 0
Ramp
f (t ) t 1
s2
Exponential
f (t ) e at 1
sa
Sine
f (t ) sin(t ) 1
s2
2
Table of Laplace Transforms
f(t) F(s)
1
1 , s>0
s
1
eat , s>a
sa
s
coshat , s > |a|
s a2
2
a
sinhat , s > |a|
s a2
2
a
sinat , s>0
s a2
2
s
cosat , s>0
s a2
2
n!
tn, n=0,1,2,….. , s>0
s n1
(n 1)
tn, n > -1 , s>0
s n1
sa sa
Thus, L (eatcoshbt) = and L1{ } e at cosh bt
( s a) b
2 2
( s a) b
2 2
a 1
2. L(e at sinh bt ) and L1{ } e at sinh bt
( s a) b
2 2
( s a) b
2 2
sa sa
3. L(e at cos bt ) and L1{ } e at cos bt
( s a) b
2 2
( s a) b
2 2
b 1 1 e at sin bt
4. L(e at sin bt ) and L { }
( s a) 2 b 2 ( s a) 2 b 2 b
(n 1) n!
5. L(e at t n ) or as the case may be
( s a) n 1
( s a) n 1
1 e at t n n!
Hence, L1{ n 1
} or as the case may be
( s a) (n 1) ( s a) n 1
Examples
1. Find L{f(t)}, given f(t) = t, 0< t < 3
4, t > 3.
Solution
3
Here L{f (t)} = e st f (t )dt e st tdt 4e st dt.
0 0 3
1 3 s 1
Integrating the terms on the RHS, we get L {f (t)} = e 2 (1 e 3s )
s s
sin2t ; 0 < t
2. Find L{f(t)}, given f(t)= 0 ; t >.
Solution
Here, L {f (t)} = e st
f (t )dt e st
f (t )dt = e st sin 2tdt
0 0
e st
= 2 s sin 2t 2 cos 2t = 2 2 1 e s
s 4 0 s 4
3. Evaluate: (i) L(sin3t sin4t) (ii)L(cos2 4t) (iii) L(sin32t).
Solution
1
(i) Here L (sin3t sin4t) = L [ (cos t cos 7t )]
2
=
1
L(cos t ) L(cos 7t ) , by using linearity property
2
1 s s 24s
= 2 2 .
2 s 1 s 49 ( s 1)( s 2 49)
2
1 1 1 s
(ii) Here L (cos24t) = L (1 cos 8t ) 2 .
2 2 s s 64
5. Find L (cosh22t).
Solution
1 cosh 2
We have cosh 2
2
1 cosh 4t
For = 2t, we get cosh 2 2t
2
1 1 s
Thus, L(cosh 2 2t ) 2 .
2 s s 16
1
6. Evaluate (i) L ( t ) (ii) L (iii) L (t-3/2).
t
Solution
(n 1)
We have L (tn) =
s n 1
1
( 1)
1 2
(i) For n= , we get L (t1/2) =
2 s3 / 2
1 1 1
Since (n 1) n(n) , we have 1
2 2 2 2
Thus, L( t ) 3
.
2
2s
1
(ii) For n = - , we get L(t 2 ) 1
1 1 2
2 s 2 s
1
2
(iii) For n = - , we get L(t 2 ) 1 1 2 s .
3 2
3
2 s 2 s 2
7. Evaluate: (i) L(t2) (ii) L(t3).
Solution
n!
We have, L (tn) =
s n 1
2! 2
(i) For n = 2, we get L (t2) = .
s3 s3
3! 6
(ii) For n=3, we get L (t3) = 4
4.
s s
8. Find L[e-3t (2cos5t – 3sin5t)].
Solution
Given 2 L(e-3t cos5t) – 3L(e-3t sin5t)
=2
s 3
15
, by using shifting property
( s 3) 252
( s 3) 2 25
2s 9
= , on simplification.
s 6s 34
2
= a ( s 2 2a 2 ) , on simplification.
[( s a) 2 a 2 ][(s a) 2 a 2 ]
=
1
8
3 L et sin 2t L(et sin 6t ) 3L(et sin 2t ) L(et sin 6t )
1 6 6 6 6
8 ( s 1) 4 ( s 1) 36 ( s 1) 4 ( s 1) 36
= 2 2 2 2
3 1 1 1 1
= .
4 ( s 1) 4 ( s 1) 36 ( s 1) 24 ( s 1) 36
2 2 2 2
5
11. Find L(e 4t t 2
).
Solution
(n 1)
We have, L (tn) = Put n= -5/2. Hence
s n 1
(3 / 2) 4
L(t-5/2) = 3 / 2 Change s to s+4.
s 3 / 2 3s
4
Therefore, L(e 4t t 5 / 2 ) .
3( s 4) 3 / 2
Transform of tn f(t)
Here, we suppose that this positive integer. By definition, we have
F(s) = e st f (t )dt differentiating ‘n’ times on both sides w.r.t. s, we get
0
dn n
F ( s) n e st f (t )dt
ds n
s 0
Performing differentiation under the integral sign, we get
dn
n
F ( s) (t ) n e st f (t )dt
ds 0
dn
Thus, L [tnf(t)] = (1) n n
F ( s) . This is the transform of tn f(t).
ds
dn
Also, L1 n F ( s) (1) n t n f (t )
ds
d
In particular, we have L [t f(t)] = F (s) , for n=1
ds
d2
L[t2 f(t)]= F ( s) , for n=2, etc.
ds 2
d d2
Also, L1 F ( s) tf (t ) and L1 2 F ( s) t 2 f (t ).
ds ds
f(t)
Transform of
t
We have, F(s) = e st f (t )dt
0
st
Therefore, F ( s)ds e st f (t )dt ds = f (t ) e ds dt
s s 0 0 s
e st st f (t ) f (t )
= f (t ) dt = e t dt L t
0 t s 0
f (t )
Thus, L F ( s)ds
t s
. Also, L1 F ( s)ds
f (t ) f (t )
This is the transform of .
t s
t
Examples:
1. Find L[te-t sin4t].
Solution
4
We have, L[e t sin 4t ]
( s 1) 2 16
d 1 8( s 1)
So that, L [te-t sin4t] = 4 2 = 2 .
ds s 2s 17 ( s 2s 17)
2
d2 3 d s 18( s 2 3)
So that, L (t sin3t) = 2 2 = 6
2
= .
ds s 9 ds ( s 2 9) 2 ( s 2 9) 3
e t sin t
3. Find L
t .
Solution
1
We have, L(e t sin t )
( s 1) 2 1
e t sin t
Hence, L = (s 1)
ds
2
1
tan 1 ( s 1) s
t 0
= tan 1 ( s 1) = cot –1 (s+1).
2
sin t sin at
4. Find L and hence evaluate L .
t t
Solution
We have L(sint) =
1
s 1
sin t
. So that L{f(t)} = L = s
ds
1
tan 1 s S
t
2 2
s
= tan 1 s cot 1 s F ( s).
2
sin at sin at
Consider L = a L aLf (at )
t at
1 s
= a F , in view of the change of scale property
a a
s
= cot 1 .
a
cos at cos bt
5. Find L
t .
Solution
s s
We have, L [cosat – cosbt] = 2
s a
2 2
s b2
1 s 2 a 2
cos at cos bt s s
So that, L
s 2 a 2 s 2 b 2
= ds = log 2
2
t s
2 s b s
1 s2 a2 s 2 a 2
= sLt log 2 log 2
2
2 s b 2 s b
1 s 2 b 2 1 s2 b2
= 0 log 2
2
= log .
2 s a 2 s 2 a 2
3
e
3t
6. Prove that t sin tdt .
0
50
Solution
d d 1 2s
We have, e st t sin tdt L(t sin t ) = L(sin t ) = 2 = 2
0
ds ds s 1 ( s 1) 2
Putting s = 3 in this result, we get
3
e
3t
t sin tdt
0
50
Transforms of the derivatives of f(t)
Consider
L{ f (t )} = e st f (t )dt
0
=e st
f (t ) 0 ( s)e st f (t )dt , by using integration by parts
0
st
= Lt (e f (t ) f (0) sLf (t )
t
= 0 - f (0) + s L{f(t)}
Thus
L{ f (t ) }= s L{f (t)} – f (0)
Similarly,
L { f (t )} = s2 L {f(t)} – s f(0) - f (0)
In general, we have
L{ f n (t )} s n L{ f (t )} s n1 f (0) s n2 f (0) ....... f n1 (0) .
t
Transform of f(t)dt
0
t
Let (t) = f (t )dt . Then (0) = 0 and (t) = f(t)
0
e st e st
s 0 0
Now, L{(t)} = e (t )dt = (t ) st
(t ) dt
0 s
1
= (0 0) f (t )e st dt
s0
Examples:
1. By using the Laplace transform of sinat, find the Laplace transform of cosat.
Solution
a
Let f (t) = sin at, then L{f (t)} =
s a2
2
t 1 1 1
2. Given L 2
3 / 2 , show that L .
s t s
Solution
t 1
Let f (t) = 2 , given L [f (t)] = 3 / 2
s
2 1 1
We note that, f (t )
2 t t
1
Taking Laplace transforms, we get L{ f (t )} L
t
1
Hence, L Lf (t ) sLf (t ) f (0)
t
1
= s 3/ 2 0
s
1 1
Thus L .
t s
cos at cos bt
t
3. Find L dt.
0
t
Solution
cos at cos bt 1 s b
2 2
Here L{f (t)} = L log 2
2
t 2 s a
t
Using the result L f (t )dt s L{ f (t )}
1
0
cos at cos bt
t
s2 b2
We get, L = log 2 2 .
1
dt
0
t 2s s a
t
4. Find L te t sin 4tdt .
0
Solution
L te t sin 4t
8( s 1)
( s 2s 17) 2
2
8( s 1)
t
Thus L te t sin 4tdt = .
0 s( s 2s 17) 2
2
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4 and
so on.
Note that the graph of the function between 0 and 2 is the same as that between 2 and 4 and
so on.
Formula
T
1
1 e ST 0
Let f(t) be a periodic function of period T, then L{ f (t )} e st f (t )dt.
Proof
By definition, we have L{f(t)} = e st f (t )dt e su f (u )du
0 0
T 2T ( n 1)T
1 st
T
sT
= e f (t )dt , identifying the above series as a geometric series.
1 e 0
1 st
T
sT
Thus, L{f (t)}= e f (t )dt .
1 e 0
Examples
1. For the periodic function f(t) of period 4, defined by f(t) = 3t, 0 < t < 2
6, 2<t<4
find L{f(t)}.
Solution
Here, period of f(t) = T = 4
1 st 1 st
T 4
sT 4 s
We have, L {f (t)} = e f (t )dt = e f (t )dt
1 e 0 1 e 0
1
2 4
4 s
st
= 3te dt 6e st dt
1 e 0 2
4
1 e st e st e st
2
2
1 e 4 s s 0 0 s s 2
= 3t 1. dt 6
1 3 1 e 2 s 2se 4 s .
=
1 e 4 s s2
3(1 e 2 s 2se 4 s )
Thus, L{f(t)} =
s 2 (1 e 4 s )
2
2. A periodic function of period is defined by
Esint, 0 t <
f(t) =
2
0 , t
E
where E and are positive constants. Show that L{f(t)} = .
( s w )(1 e s / w )
2 2
Solution
2
Here T= . Therefore
2 / /
1 1
e f (t )dt = Ee sin tdt
st st
L {f (t)} = s ( 2 / ) s ( 2 / )
1 e 0 1 e 0
/
e st
=
E
2
s ( 2 / )
s sin t cos t
1 e s
2
0
s /
E (e 1)
= s ( 2 / )
1 e s
2 2
E (1 e s / )
=
(1 e s / )(1 e s / )( s 2 2 )
E
= s /
.
(1 e )( s 2 2 )
1 a st 2a
2 as
= Ee dt Ee st dt
1 e 0 a
=
E
s(1 e ) 2 as
1 e sa (e 2 as e as )
s(1 Ee(1 )(e 1 )e
as 2
E 2
= 2 as
1 e as as as
s(1 e ) )
E e e
as / 2
E
as / 2
as
= as / 2 as / 2
tanh .
s e e s 2
Step Function
In many Engineering applications, we deal with an important discontinuous function H(t-a)
defined as follows :
0, t a
H (t-a) =
1, t > a
H(t-a)
0 a t
Note that the value of the function suddenly jumps from value zero to the value 1 as t a from
the left and retains the value 1 for all t>a. Hence the function H(t-a) is called the unit step
function.
In particular, when a=0, the function H(t-a) become H(t), where
0,t0
H(t) =
1, t > 0
f (t a) H (t a)e
st
L [f (t-a) H (t-a)] = dt
0
= e st f (t a)dt
a
Setting t-a = u, we get L [f (t-a) H (t-a)] = e s ( a u ) f (u )du
0
= e-as L {f(t)}.
Also,
L-1 [e-as L f(t)] = f(t-a) H(t-a)
The unit impulse function is an example of a generalized function and is usually called the Dirac
delta function.
In general, for a unit impulse at an arbitrary point t0,
(t t 0 ) 0 for t t 0 , and
(t t 0 )dt 1
t 0
L (t t0 ) lim
1
0 0
e st d (t t0 ) dt lim
0 2 t 0
e st dt
t 0
lim
e st
0 2 s
lim
0
1
2 s
e s t 0 e s t 0
t 0
e st0 e s e s sinh( s )
lim e st0 lim
0 s s
2 0
s cosh( s )
e st0 lim e st0
0 s
L (t t 0 ) e st0 , t 0 0
Thus the Laplace Transform of (t) is
For Laplace Transform of (t) at t0= 0, take limit as follows:
L (t ) lim Ld (t t 0 ) lim e st0 1
t0 0 0 0
Examples:
Solution
Let f(t-1) = 3t2 +2t +3so that f(t) = 3(t+1)2 +2(t+1) +3 = 3t2 +8t +8
Hence, L f (t ) 3 2
6 8 8
s s s
Thus L[3t +2t +3] H(t-1) = L[f(t-1) H(t-1)]= e-s L f(t)
2
6 8 8
= e s 3 2
s s s
-t
3. Find L{e H(t-2)}.
Solution
Let f(t-2) = e-t , so that, f(t) = e-(t+2)
e 2
Thus, L{f (t)} =
s 1
e 2( s 1)
By shift theorem, we have L[ f (t 2) H (t 2)] e 2 s L f (t )
s 1
t
Thus L e H (t 2)
e 2( s 1)
s 1
Solution
Consider, f1(t) + [f2(t) – f1(t)]H(t-a) = f1(t) + f2 (t) – f1(t), t > a
0 , t a
5. Express the following functions in terms of unit step function and hence find their
Laplace transforms.
2 4
Now, L{ (t )} 3
s s
Expression (i) reads as L{f(t)} = 3 L (t 2) H (t 2)
2
s
2
= 3 e 2 s L{ (t )}
s
2 4 2
= 3 e 2 s 3 .
s s s
t
3. f (t) = , 0t<a
a
1 , t a.
II. Find the Laplace transforms of the following functions:
4. Cos (3t + 4).
5. Sin3t sin5t.
6. Cos4t cos7t.
7. Sin5t cos2t.
8. Sint sin2t sin3t.
9. sin2 5t.
10. sin2 (3t+5).
11. cos3 2t.
12. sinh2 5t.
13. t5/2 .
3
1
14. t
t .
15. 3t.
16. 5-t.
17. e-2t cos2 2t.
18. e2t sin3t sin5t.
19. e-t sin4t + t cos2t.
20. t2 e-3t cos2t.
1 e 2t
21. .
t
e at e bt
22. .
t
sin 2 t
23. .
t
2 sin 2t sin 5t
24. .
t
III. Evaluate the following integrals using Laplace transforms:
25. te 2t sin 5tdt .
0
26. e 5t t 3 cos tdt .
0
e at e bt
27. dt.
0
t
e t sin t
28. dt.
0
t
Assignment 2
1. By using the Laplace transform of coshat, find the Laplace transform of sinhat.
t t t
sin t
2. Find (i) L dt (ii) L e t cos tdt (iii) L e t cos tdt
0
t 0 0
sin t t
t t
(iv) L e dt (v) L t 2 sin atdt
0
t 0
3. If f(t) = t2, 0 < t < 2 and f(t+2) = f(t) for t > 2, find L f(t)
a
5. Find L{f(t)} given f(t) = 1, 0 < t < f (a+t) = f(t)
2
a
-1, <t<a
2
7. Express the following functions in terms of unit step function and hence find their
Laplace transforms:
8. Let f1 (t), t a
f(t)= f2 (t), a<t b
f3 (t), t > b
Verify that f (t) = f1 (t) + [f2 (t) – f1 (t)]H(t-a) + [f3(t) - f2(t)] H(t-b)
9. Express the following function in terms of unit step function and hence find its
Laplace transforms.
f (t) = {
UNIT-II
Linearity Property
Let L-1{F(s)} = f (t) and L-1{G(s)} = g(t) and a and b be any two constants,
thenL-1 [a F(s) + b G(s)] = a L-1{F(s)} + b L-1{ G(s)}
1 Sin at
,s0
s a2
2
a
1 Sin h at
,s a
s a2
2
a
s
,s a
s2 a2 Cos h at
1 tn
n 1
,s0
s n!
n = 0, 1, 2, 3, . . .
1 tn
n 1
,s0
s n 1
n > -1
Examples
1. Find the inverse Laplace transforms of the following:
1 sb 2s 5 4s 9
(i ) (ii ) (iii )
2s 5 s2 a2 4s 2 25 9 s 2
Solution
5t
(i) L 1
1
1 L1 1 1 e 2
2s 5 2 s5 2
2
sb
(ii ) L1 L1 b L1 cos at b sin at
s 1
s a2
2
s2 a2 s a2
2
a
4s 8 2 1 s 2 s9
5
2s 5
(iii ) L1 2 L 4L1 2
4s 25 9 s 4 s 9
2 2
25
s2
4
1 5t 5t 3
cos sin 4cos h3t sin h3t
2 2 2 2
We know thatif L{f (t)} = F(s), thenL [eatf (t)] = F(s – a), and so
Examples
3s 1
1. Evaluate : L1 4
.
( s 1)
Solution
3s 1 - 1 1
L-1 3 L1 2 L1
1 1
s 14 s 13 s 14
3e t L1 2e t L1 14
1
3
s s
Using the formula
n
L1 t
1
and taking n 2 and 3, we get
s n1 n!
3e t t 2 e t t 3
.
2 3
s2
2. Evaluate : L-1 .
s - 2s 5
2
Solution
s2 s 1 3 s 1
Given L-1 L 3L1
1
L1 1
s 1 4 2
s 1 4
2
s 12 4 s 12 4
e t L-1 2 3 e t L1 2 1
s
s 4 s 4
3 t
et cos 2t e sin 2t
2
2s 1
3. Evaluate : L1 .
s 3s 1
2
Solution
Given 2L -1
s 1
3
2
2 L
1
s 32 L
1 1
s 5 4
3 2
2
2
s 32 5
4
s
3 2
2
5
4
3t 3t
2e 2 L1 2 e 2 L1
s 1
s 5 s2 5
4 4
3t
5 2 5
2e 2
cos h t sin h t .
2 5 2
2 s 2 5s 4
4. Evaluate : L1 .
s 3 s 2 2s
Solution
2 s 2 5s 4 2 s 2 5s 4 2 s 2 5 s 4 A B C
2
We have -------- (1)
s s 2s s s s 2 ss 2s 1 s s 2 s 1
3 2
2
Then 2s +5s-4 = A(s+2) (s-1) + Bs (s-1) + Cs (s+2)
For s = 0, we get A = 2, for s = 1, we get C = 1 and for s = -2, we get B = -1. Using these values
in (1), we get
2 s 2 5s 4
} L1 L1 1 L1 1 2 e 2t e t
2
L-1{ 3
s s 2s
2
s s2 s 1
4s 5
5. Evaluate : L1 .
s 12 s 2
Solution
Let us take
4s 5 A B C
s 1 s 2 s 1 s 1 s 2
2 2
then,
4s + 5 =A(s + 2) + B(s + 1) (s + 2) + C (s + 1)2
4s 5 1 3 3
s 1 s 2 s 1 s 1 s 2
2 2
Hence,
4s 5
L1 e t L1 3e t L1 3e 2t L1
1 1 1
s 12 s 2 s2 s s
te t 3et 3e2t
s3
5. Evaluate : L1 .
s4 a4
Solution
s3 A B Cs D
Let 4 2 (1)
s a 4
s a s a s a2
Hence, s3 = A(s + a) (s2 + a2) + B (s-a)(s2+a2)+(Cs + D) (s2 – a2)
For s = a, we get A = ¼; for s = -a, we get B = ¼; comparing the constant terms, we get
D = a(A-B) = 0; comparing the coefficients of s3, we get
1 = A + B + C and so C = ½. Using these values in (1), we get
s3 1 1 1 1 s
s a
4 4
4 s a s a 2 s 2 a 2
Taking inverse transforms, we get
L1 4
s3
s a 4
4
1 e at e at 1 cos at 1 cos hat cos at
2 2
6. Evaluate : L1 4 .
s
s s2 1
Solution
s s 1 2s
2 2
Consider ,
s s 1 s s 1 s s 1 2 s s 1 s s 1
24 2 2
1
s2 s 1 s2 s 1 1
1
1
2
s2 s 1 s2 s 1 2 s2 s 1
s2 s 1
1 1 1
2
4 2
2 s 1 2 3 s 1 2 3
4
Therefore
1
1 2 t 1 1
1
s t 1
1
e L e 2 L 1
3
L 4
s s 1 2
2
s2
3
s2
4 4
3 3
1 2t
1 sin t 1 sin
t
t
e 2 e 2 2
2 3 3
2 2
2 3 t
sin t sin h
3 2 2
Examples
e ss
1. Evaluate : L1 .
s 24
Solution
1
a 5, F ( s )
s 24
1 11 1 e 2t t 3
Therefore f (t ) L {F ( s )} L { } e 2t L1{ 4 }
s 2 4
s 6
Thus
e 5 s
L1{ } f (t a ) H (t a )
s 2 4
e 2t 5 t 5
3
H t 5.
6
e s se 2s
2. Evaluate : L1 2 2 .
s 1 s 4
Solution
Given f1 t H t f 2 t 2 H t 2 (1)
1
Here f1 (t ) L1{ } sin t
s 1
2
s
f 2 (t ) L1{ 2 } cos 2t
s 4
d
L1 F s tf (t ).
ds
Examples
1. Evaluate
sa
L1 {log }.
sb
sa
Let F ( s ) log log s a log s b
sb
1 1
Then F s
d
ds s a s b
d
So that L1 F s e at e bt
ds
e bt e at
or t f t e e . Thus
bt at
f t .
b
2. Evaluate L1
tan
1 a
.
s
a
Let F ( s ) tan 1
s
a d
Then F s 2 or L1 F s sin at
d
2
so that
ds s a ds
or t f t sin at f t
sin at
.
a
F (s)
Inverse Transform of
s
F s F s
t t
Since L f t dt , we have L1 f t dt
0
s s 0
Examples
1
1. Evaluate L1 2
2
s s a
.
Solution
sin at
Let us denote F s so that f (t ) L1 F s
1
s a 2 2
a
1 F s
t
sin at 1 cos at
Then L1 L1 dt
ss a
2 2
s 0
a a2
1
2. Evaluate : L1 2 2
.
s s a
Solution
t
we have L1 e att Hence L1 e att dt
1 1
s a 2 s s a
2
0
2 1 e at 1 at , on integratio n by parts.
1
a
t
Using this, we get L-1 2 1 e at 1 at dt
1 1
a 2 0
s s a
2
1
a3
at 1 e at 2 e at 1
Examples
e a b t 1 e bt e at
e at .
ab a b
L1 .
s
2.
s 2
a2
2
Solution
1 s
Let us denote F(s) , G(s) 2 Then
s a22
s a2
sin at
f(t) , g(t) cos at
a
Hence by convolution theorem,
t
L -1
s
1 sin at u cos au du
s 2
a 2 2
0
a
1 sin at sin at 2au
t
a 0
du, by using compound angle formula
2
cos at 2au
t
1 t sin at
u sin at .
2a 2a 0 2a
.
s
L1
(3)
s 1 s 2 1
1 s
Here F(s)
, G( s)
s 1 2
s 1
Therefore f(t) e , g(t) sin t
t
2
e t t
e sin t cos t 1 e t sin t cos t .
1
2
Laplace Transform Method for Differential equations
As noted earlier, Laplace transform technique is employed to solve initial-value problems. The
solution of such a problem is obtained by using the Laplace Transform of the derivatives of
function and then the inverse Laplace Transform.
The following are the expressions for the derivatives derived earlier.
L[f (t)] s L f(t) - f(o)
L[f (t) s 2 L f(t) - s f(o) - f (o)
L [f (t) s 3 L f(t) - s 2 f(o) - s f (o) - f (o)
Examples
s 2
Ly(t ) sy(o) y (o) 2s Ly(t ) y(o) 3 L y(t )
1
s 1
2
L1
2
1 1 t 2
e t 4
s 1 s 13 2
L y (t ) s 2 2s 3
2
1
s 1
or L y (t )
1
s 1s 3 s 2 1
or
1 A B Cs D
y (t ) L1 L1
s 1s 3 s 2 1
s 1 s 3 s2 1
s 1
1 1 1 1
L1 10 5 by using the method of partial sums,
8 s 1 40 s 3 s2 1
e t e 3t cos t 2 sin t .
1 1 1
8 40 10
d2x dx
3. A particle is moving along a path satisfying, the equation 2
6 25 x 0 where
dt dt
x denotes the displacement of the particle at time t. If the initial position of the particle is at x 20
and the initial speed is 10, find the displacement of the particle at any time t using Laplace transforms.
s3 1
20 L1 70 L1
s 3 16
2
s 32 16
e 3t sin 4t
20 e 3t cos 4t 35 .
2
4. A voltage Ee -at is applied at t 0 to a circuit of inductance L and resistance R. Show that the
E at
Rt
current at any time t is e e L
R - aL
The circuit is an LR circuit. The differential equation with respect to the circuit is
di
L Ri E (t )
dt
Here, L denotes the inductance, i denotes current at any time t and E(t) denotes the E.M.F.
It is given that E(t) = E e-at. With this, we have
Thus, we have
di
Ri Ee at or Li' (t ) R i(t ) Ee at
L
dt
Taking Laplace transform ( LT ) on both sides, we get
s2
.
, a b.
1 1 1
1. L
s 1 s 2 1
4. L
s2 a2 s2 b2
2. L1 s
. 5. L1 1
.
2
s 1 s 2 1 s 2 s 1
2
4s 5
3. L1 . .
1
6. L1
s2 a2 2
s 12 s 2
Assignment 2.
Employ Laplace transform method to solve the following initial – value problems