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Module in

ADVANCED ENGINEERING MATHEMATICS


(Prelim Period)

SESSION TOPIC 2: LAPLACE TRANSFORMS

LEARNING OBJECTIVES:

At the end of the session you will:


1. Define the Laplace transform.
2. Understand the linearity and first shifting properties of Laplace Transform.

KEY TERMS
Laplace Transform Integral transform ODE Heaviside function
Linearity Subsidiary Equation IVP First shifting

CORE CONTENT

AEMN04E Engr. F. Castanaday


DEFINITION. Let f(t) be a given function which is defined for all positive values of t. We multiply f(t)
by 𝑒 !"# and integrate with respect to t from zero to infinity. Then, if the resulting integral exists, it is a
function of s, say F(s); where s is a parameter which may be real or complex.

$
F(s)= ∫∘ 𝑒 !"# f(t) dt

The function F(s) is called the LAPLACE TRANSFORM of the original function f(t), and will be denoted
by ℒ(f). The symbol ℒ, which transforms f(t) in F(s) is called the Laplace transformation operator. Thus,

$
F(s)= ℒ{f(t)}= ∫∘ 𝑒 !"# f(t) dt

The described operation of f(t) is called the Laplace transformation. Also, the Laplace transform F(s) is
said to exists if the integral converge for some values of s; otherwise, it does not exist.
Furthermore, the original function f(t) is called the INVERSE TRANSFORM or INVERSE of
F(s) and will be denoted by ℒ -1(F); the is, f(t)= ℒ -1(F).
Th original function shall be denoted by a lower case letter and transform by the same letter in
capital.

PROBLEM 1: [Derivation]
Find the Laplace transform of f(t) = 1 when t > 0.
SOLUTION:
$
ℒ {f(t)} = ∫∘ 𝑒 !"# f(t) dt

Hence,
$
ℒ {1} = ∫∘ 𝑒 !"# (1) dt
$
ℒ {1} = ∫∘ 𝑒 !"# dt

Let u = −st
du = −s dt
Then,
& $
ℒ {1} = − " ∫∘ 𝑒 ' du
&
ℒ {1} =− " [𝑒 ' ]$

&
ℒ {1} =− " [𝑒 !"# ]$

AEMN04E Engr. F. Castanaday


& & $
ℒ {1} =− ( )
" ( !" ∘

& & &


ℒ {1} = − " ($ − ( #)
&
ℒ {1} = − " (0 − 1)

Therefore,
𝟏
ℒ {1} = 𝒔

PROBLEM 2: [Derivation]
Find the Laplace transform of f(t) =𝑒 +#
SOLUTION:
$
ℒ {f(t)} = ∫∘ 𝑒 !"# f(t) dt

Hence,
$
ℒ {𝑒 +# } = ∫∘ 𝑒 !"# (𝑒 +# ) dt
$
ℒ{𝑒 +# } = ∫∘ 𝑒 +#!"# dt
$
ℒ{𝑒 +# } = ∫∘ 𝑒 !("!+)# dt

let u = −(𝑠 − 𝑎)𝑡


du =−(𝑠 − 𝑎) dt
So that,
& $
ℒ {𝑒 +# } = − ("!+) ∫∘ 𝑒 ' du

&
ℒ {𝑒 +# } = − ("!+) [𝑒 ' ]$

& $
ℒ {𝑒 +# } = − ("!+) 3𝑒 !("!+)# 4∘

& & $
ℒ {𝑒 +# } = − ("!+) (( (!%&)" )

& & &
ℒ {𝑒 +# } = − ("!+) ($ − &)

&
ℒ {𝑒 +# } = − ("!+) (0 − 1)

Then,
&
ℒ {𝑒 +# } = ("!+) ; 𝑠 − 𝑎 > 0

AEMN04E Engr. F. Castanaday


PROBLEM 3: [Derivation]
Find the Laplace transform of f(t) = sin bt

SOLUTION:
$
ℒ {sin bt} = ∫∘ 𝑒 !"# (sin bt) dt

Using integration by parts,


let u = 𝑒 !"# dV = sin bt dt
&
du = −𝑠𝑒 !"# dt V = − . cos bt

& $ " $
ℒ{sin 𝑏𝑡} = (− . 𝑒 !"# cos 𝑏 𝑡) − . ∫∘ 𝑒 !"# (cos 𝑏𝑡) dt

Using integration by parts again,


let u = 𝑒 !"# dV = cos bt dt
&
du = −𝑠𝑒 !"# dt V = . sin bt

Hence,
& $ " ( %!" /01 .# " $
ℒ {sin bt} = (− 𝑒 !"# cos 𝑏𝑡) − ( + ∫∘ 𝑒 !"# sin 𝑏𝑡 𝑑𝑡
. ∘ . . .

$ $
& "( %!" /01 .# "( $
= (− 𝑒 !"# cos 𝑏𝑡) − ( ) − ∫ 𝑒 !"# sin 𝑏𝑡 𝑑𝑡
. ∘ .( ∘ .( ∘

$
$ "( $ !.( %!" 23/ .#!"( %!" /01 .#
;∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 + .( ∫∘ 𝑒 !"# sin 𝑏𝑡 𝑑𝑡 = ( .(
)

$
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = [−𝑏𝑒 !"# cos 𝑏𝑡 − 𝑠𝑒 !"# sin 𝑏𝑡]$

$ !. 23/ .# !" /01 .# $
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = − ( )
( !" ∘

$ . 23/ .# 6 " /01 .# $


(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = − ( )
( !" ∘

$ . 23/ $ 6 " /01 $ . 23/ 7 6 " /01 7


(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = − ( − )
() (#

$ . 23/ 76 " /01 7


(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = − (− )
(#

$ .67
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = ? @
&
$
(𝑠 4 + 𝑏4 ) ∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = 𝑏

AEMN04E Engr. F. Castanaday


Hence,
$ .
∫∘ 𝑒 !"# (sin 𝑏𝑡) 𝑑𝑡 = ("( 6.()

.
ℒ {sin bt}= ("( 6.( )

Another Solution:
&
From ℒ {𝑒 +# } = "!+ , let a = ib

So that,
&
ℒ B𝑒 8.# C = "!+
" 6 8.
= ("!8.)6("68.)

"68.
= "( 6.(
" .
ℒ B𝑒 8.# C = "( 6.( + 𝑖 "( 6.( …………. (1)

Considering the relation 𝑒 89 = cos 𝑥 + 𝑖 sin 𝑥, then,

𝑒 8.# = cos 𝑏𝑡 + 𝑖 sin 𝑏𝑡.


Hence,

ℒ 𝑒 8.# =ℒ (cos 𝑏𝑡 + 𝑖 sin 𝑏𝑡)

ℒ 𝑒 8.# =ℒ (cos 𝑏𝑡) + 𝑖 ℒ (sin 𝑏𝑡)………… (2)


Equating the real and imaginary parts of eqs. (1) & (2),
"
=ℒ (cos bt)
" ( 6. (

Then,
"
ℒ {cos bt} = "( 6.(

Also,
.
𝑖 "( 6.( = i ℒ {sin bt}
.
" ( 6. (
=ℒ {sin bt}

Therefore,
"
ℒ {cos bt} = "( 6.(
.
And ℒ {sin bt} =
" ( 6. (

AEMN04E Engr. F. Castanaday


SOME ELEMENTARY FUNCTIONS f(t) & THEIR LAPLACE TRANSFORM ℒ (f)
f(t) (f)
1
1) 1 𝑆

#
2) t
$!

%!
3) 𝑡4
$"

𝑡: '!
4) (𝑛 = 1,2, … ) $ #$%

#
5) 𝑒 +#
$()

$
6) cos bt
$ ! *+ !

+
7) sin bt
$ ! *+ !

$
8) cosh bt
$ ! (+ !

+
9) sinh bt
$ ! (+ !

PROPERTIES OF LAPLACE TRANSFORMS


1) LINEARITY PROPERTY.
Theorems. If a and b are constant while f& (t) and f4 (t) are functions whose Laplace
transform exist, then

ℒ {a f# (t) + b f% (t)} = a ℒ {f# (t)} + b ℒ {f% (𝑡)}

Proof:
By definition,

AEMN04E Engr. F. Castanaday


-
ℒ {a f# (t) + b f% (t)} = ∫∘ 𝑒 ($, [a f# (t) + b f% (t)] dt
- -
= a ∫∘ 𝑒 ($, f# (𝑡) 𝑑𝑡 + 𝑏 ∫∘ 𝑒 ($, f% (𝑡) dt

= a ℒ {f# } + 𝑏 ℒ {f% }
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.

PROBLEM 4:
Find the Laplace transform of f (t) = 2t + 3

SOLUTION:
ℒ {2t + 3} = ℒ {2t} + ℒ {3}
= 2 ℒ {t} + 3 ℒ {1}
& &
= 2 ?"( @ + 3 ?" @
46;"
= "(
&
ℒ {2t + 3} = "( (2 + 3𝑠)

PROBLEM 5: [Derivation]
Find the Laplace transform of f(t) = cosh bt using the linearity property.

SOLUTION:
-
ℒ {f} = ∫∘ 𝑒 ($, f(t) dt

- / &' */ (&'
ℒ {cosh bt} =∫∘ 𝑒 ($, (cosh 𝑏𝑡) dt; but cosh at = %

- / &' */ (&'
ℒ {cosh bt} =∫∘ 𝑒 ($, 7 %
8 dt
# - # -
ℒ {cosh bt} =% ∫∘ 𝑒 ($, (𝑒 +, ) dt + % ∫∘ 𝑒 ($, (𝑒 (+, ) dt

AEMN04E Engr. F. Castanaday


# #
ℒ {cosh bt} =% ℒ {𝑒 +, } + % ℒ {𝑒 (+, }
# #
; but ℒ {𝑒 +, } = $(+ and ℒ {𝑒 (+, } = $*+

Hence,
# # # #
ℒ {cosh bt} = % 7$(+8 + % 7$*+8
# # #
ℒ {cosh bt} = % 7$(+ + $*+8
# $*+*$(+
ℒ {cosh bt} = % 7 $ ! (+ !
8
# %$
ℒ {cosh bt} = % 7$! (+!8

Therefore,
$
ℒ {cosh bt} = $! (+!

2) FIRST SHIFTING PROPERTY


Theorem. If ℒ {f} = F(s) when s > a, then ℒ [𝑒 +# f(𝑡)] = F(𝑠 − 𝑎); that is the substitution
of (𝑠 − 𝑎) for s in the transform corresponds to the multiplication of the original function by 𝑒 +# .

By definition,

$
F(s)= ∫∘ 𝑒 !"# f(t) dt

and therefore,
$
F(𝑠 − 𝑎)= ∫∘ 𝑒 !("!+)# f(t) dt
$
F(𝑠 − 𝑎)= ∫∘ 𝑒 !"# 𝑒 +# f(t) dt

F(𝑠 − 𝑎)= ℒ [𝑒 +# f(𝑡)]


PROBLEM 6:
Find the Laplace transform of f(t) = 𝑒 +# 𝑡 :

SOLUTION:
:!
Since ℒ {𝑡 : } = "*+, , replace s by (𝑠 − 𝑎),

AEMN04E Engr. F. Castanaday


:!
Then ℒ {𝑒 +# 𝑡 : }= ("!+)*+,

PROBLEM 7:
Find the Laplace transform of f(t)= 𝑒 !;# cos 5𝑡

SOLUTION:
"
Since ℒ {cos 5t} = (" )( 6(=)(

Then, using a = −3
"6;
ℒ {𝑒 !;# cos 5𝑡} = ("6;)(
6(=)(

"6;
ℒ {𝑒 !;# cos 5𝑡} =
" ( 6>"6;?

PROBLEM 8:

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

SOLUTION:
0! 0!
Since, ℒ {𝑡 0 } = = $)
$ "$%

Then, using a = 5
0!
ℒ {𝑡 0 𝑒 1, } = ($(1))
4
ℒ {𝑡 0 𝑒 1, } =
($(1))

PROBLEM 9:
Find the Laplace transform 𝑒 !4# sin t

SOLUTION:
&
Since ℒ {sin t} ="( 6& ,

Then, using a = −2,


&
ℒ {𝑒 !4# sin 𝑡} = ("64)( 6&

AEMN04E Engr. F. Castanaday


&
ℒ {𝑒 !4# sin 𝑡} = "( 6?"6=

PROBLEM 10:
Find the Laplace transform of f(t) = 4 sinh 3t−18𝑒 !=#

SOLUTION:
ℒ {4 sinh 3𝑡 − 18𝑒 !=# } = 4 ℒ {sinh 3𝑡} − 18 ℒ (𝑒 !=# )
+ #
; but ℒ {sinh 𝑏𝑡} = and ℒ {𝑒 ), } =
$ ! (+ ! $()

Hence,
0 #7
ℒ{4 sinh 3𝑡 − 18𝑒 (1, } = 4 @ A − @$ ( ((1)A
$ ! – (0)!

&4 &A
= "( ! @ − " 6 =

&4" 6 >7 ! &A" ( 6 &>4


= (" ( ! @)(" 6 =)

(#7$ ! * #%$ * %%%


ℒ {4 sinh 3𝑡 − 18𝑒 (1, } =
($ ! ( 8)($ * 1)

PROBLEM 11:
Find the Laplace transform of f(t)= 𝑐𝑜𝑠 4 2t

SOLUTION:
&
ℒ {𝑐𝑜𝑠 4 2𝑡} = ℒ R4 (1 + cos 4𝑡)S

# #
= ℒ {1} + ℒ {cos 4t}
% %

# # # $
= % 7%8 + % @$! * (9)!A

$ ! * 7
ℒ {𝑐𝑜𝑠 % 2𝑡} =
$($ ! * #4)

AEMN04E Engr. F. Castanaday


IN-TEXT ACTIVITY

• Video discussion
(available soon)
• Additional Lecture (pdf)
(link available in lpu.mrooms.net)

SESSION SUMMARY

Some functions f(t) and their Laplace Transforms:

AEMN04E Engr. F. Castanaday


SELF ASSESSMENT

Problem Set 2
“LAPLACE TRANSFORM (part 1)”

Name: ________________ SCORE: ______________


Major: ________________ Date: ________________

Find the Laplace transforms of each of the following functions:


=" ( ! ;" 6 4
1) f(t) = 𝑡 4 − 3𝑡 + 5 Ans. "-

" ( ! &A
2) f(t) = 2 𝑐𝑜𝑠ℎ4 3𝑡 Ans. 2 ("("( ! ;>))

&? &
3) f(t) = 7𝑡 4 − 𝑡𝑒 !?# Ans. − (" 6 ?)(
"-

" . ! &4" 6 ;>


4) f(t) = sinh 3𝑡 + cosh 3𝑡 − 2𝑡 ; Ans. " . (" ! ;)

" ! 4 &A
5) f(t) = 𝑒 4# cos 5𝑡 − 3𝑡 ; Ans. (" ! 4)( 6 4=

".

REFERENCES

Kreyszig, E., “ Advanced Engineering Mathematics”, John Wiley and Sons,10th edition

AEMN04E Engr. F. Castanaday


AEMN04E Engr. F. Castanaday

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