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Laplace Transform
Book: Advanced Engineering Mathematics
(10th Edition) by Ervin Kreyszig
• Chapter: 6
• Sections: 6.4, 6.5
Book: Differential Equations and Boundary value problems
(7th Edition) by Dennis G. Zill & Michael R. Cullen
• Chapter: 7
• Sections: 7.2, 7.3, 7.4
The Laplace Transform
The Laplace Transform of a function, 𝑓(𝑡), is
defined as;
L[ f (t )] F ( s) st
f (t )e dt
0
ℒ −1 𝑎𝐹 𝑠 ± 𝑏𝐺 𝑠 = 𝑎ℒ −1 𝐹 𝑠 ± 𝑏ℒ −1 𝐺 𝑠
Theorem: If ℒ −1 𝐹 𝑠 = 𝑓 𝑡 , then
1. ℒ −1 𝐹 𝑠 − 𝑎 = 𝑒 𝑎𝑡 𝑓(𝑡)
1 𝑡
2. ℒ −1 𝐹 𝑐𝑠 = 𝑓 ,𝑐 > 0
𝑐 𝑐
3. ℒ −1 𝐹 (𝑛) 𝑠 = −1 𝑛 𝑡 𝑛 𝑓 𝑡
−1 𝐹 𝑠 𝑡
4. ℒ
𝑠
= 0
𝑓 𝑢 𝑑𝑢
5. ℒ −1 −𝑐𝑠
𝑒 𝐹 𝑠 = 𝑢 𝑡 − 𝑐 𝑓 𝑡 − 𝑐 , where 𝑢 𝑡 − 𝑐 is the unit step
function.
Examples:
Find Inverse Laplace Transform of the following functions.
5𝑠
1. 𝐹 𝑠 = 2
𝑠 +5
3𝑠+17
2. 𝐹 𝑠 = 2
𝑠 +8𝑠+25
1
3. 𝐹 𝑠 = 2
𝑠 +2𝑠−15
𝑒 −2𝑠
4. 𝐹 𝑠 = 3
𝑠
1
5. 𝐹 𝑠 = 2 2 2
𝑠 (𝑠 −𝑎 )
Convolution:
Let 𝑓(𝑡) and 𝑔(𝑡) be piecewise continuous functions on [0, ∞[. The
convolution of 𝑓 and 𝑔, denoted by 𝑓 ∗ 𝑔, is defined by:
𝑡
𝑓 ∗ 𝑔 (𝑡) = 𝑓 𝑡 − 𝑢 𝑔 𝑢 𝑑𝑢.
0
It can be easily verified that
1. 𝑓 ∗ 𝑔 = 𝑔 ∗ 𝑓
2. 𝑓 ∗ 𝑔 + = 𝑓 ∗ 𝑔 + 𝑓 ∗
3. 𝑓 ∗ 0 = 0
Theorem:
Let 𝑓(𝑡) and 𝑔(𝑡) be piecewise continuous functions on [0, ∞) and of
exponential order and ℒ 𝑓 𝑡 = 𝐹 𝑠 , ℒ 𝑔 𝑡 = 𝐺 𝑠 . Then
1. ℒ 𝑓∗𝑔 𝑡 =𝐹 𝑠 𝐺 𝑠
𝑡
2. ℒ −1 𝐹 𝑠 𝐺 𝑠 = 𝑓∗𝑔 𝑡 = 0
𝑓 𝑡 − 𝑢 𝑔 𝑢 𝑑𝑢.
Examples:
1. Let 𝑓 𝑡 = 𝑡 and 𝑔 𝑡 = cos 𝑡. Evaluate 𝑓 ∗ 𝑔 and show that
i. ℒ 𝑓∗𝑔 𝑡 =𝐹 𝑠 𝐺 𝑠
ii. ℒ −1 𝐹 𝑠 𝐺 𝑠 = 𝑓∗𝑔 𝑡 .
−1 2𝑎2
2. Calculate ℒ
𝑠2 +𝑎2 2
Practice Questions
Book: Differential Equations and Boundary value problems (7th Edition)
by Dennis G. Zill & Michael R. Cullen
Chapter: 7
Exercise: 7.2
Q # 1 to Q # 30.
Control systems
Applications of Laplace
transforms
Nuclear Physics Electrical circuit
analysis
Digital Signal Processing
Deflection in
beams
Solving ODE’s using Laplace Transform
Laplace Transform is applicable to Linear first and higher order ODE’s with
constant coefficients subject to the initial conditions given at 𝒕 = 𝟎.
Method:
1. Apply Laplace transform on both sides of ODE.
2. Solve the resultant algebraic equation.
3. Take inverse Laplace transform to find solution of the given ODE.
Inverse
Laplace
Laplace transform transform
Solution to
Algebraic Equation I.V.P.
Examples & Exercise
𝑑𝑦
1. + 𝑦 = sin 3𝑡 ; 𝑦 0 = 2
𝑑𝑡
𝑑2 𝑦 𝑑𝑦
2. + 5 + 6𝑦 = 1 + 𝑒 −𝑡 ; 𝑦 0 = 0, 𝑦 ′ 0 = 0
𝑑𝑡 2 𝑑𝑡
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
3. 2 3 + 3 2 −3 − 2𝑦 = 𝑒 −𝑡 ; 𝑦 0 = 0, 𝑦 ′ 0 = 0, 𝑦 ′′ 0 = 1
𝑑𝑡 𝑑𝑡 𝑑𝑡
Practice Questions
Book: Differential Equations and Boundary value problems (7th Edition)
by Dennis G. Zill & Michael R. Cullen
Chapter: 7
Exercise: 7.2
Q # 31 to Q # 42.