Laplace Transforms

Dr. David Raj Micheal

Division of Mathematics, SAS

Vellore Institute of Technology, Chennai

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What does the module contain?

Module 03:
Definition – Properties of Laplace transform –Laplace transform of
standard functions – Laplace transform of periodic functions – Unit
step function – Impulse function. Inverse Laplace transform –
Partial fractions method and by Convolution theorem

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Contents
What does this material contain?

1 Inverse Laplace Transform

Partial Fraction Method
Multiplication by s and dividing by s
Inverse Laplace Transform of Logarithmic and Trigonometric
Functions
Method of Convolution

2 Application of Laplace transform to the solution of ordinary

differential equations

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What is a Inverse Laplace Transform?

L L−1
f (t) F (s) f (t)

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 L L−1
1
1 1
s

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 L L−1
1
t t
s2

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 L L−1
1
eat eat
s−a

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Linearity Property

to
al L−1 (F (s))+L−1 (G(s))
equ
L L−1
f +g F (s)+G(s) f +g

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Theorem 1.1 (Linearity).
If L(f (t)) = F (s) and L(g(t)) = G(s), then

L−1 (F (s) + G(s)) = L−1 (F (s)) + L−1 (G(s))

and
L−1 (αF (s)) = αL−1 (F (s)). (1)

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First shifting property

to
u al eat L−1 (F (s))
eq

L L−1
e f (t)
at
F (s − a) eat f (t)

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Write the possible formulae...

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Find L−1 s+3
.
 
s2 −4s+13

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Find L−1 s+3
.
 
s2 −4s+13

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Partial Fraction Method

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Partial Fraction Method

Did you notice that the previous techniques won’t work here?

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Note that,

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Rest is exercise...

Solution:

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Hint:

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Hint:

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Multiplication by s and dividing by s

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Solution

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Exercise

Hint:

Note that this problem can also be done by partial fraction method.

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Solution

Hint:

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Inverse Laplace Transform of Logarithmic and
Trigonometric Functions

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Problems

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Method of Convolution

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Convolution Theorem

If L[f (t)] = F (s) and L[g(t)] = G(s), then

L[f (t) ∗ g(t)] = L[f (t)]L[g(t)] = F (s).G(s)

Equivalently,

L−1 F (s) × G(s) = f (t) ∗ g(t) = L−1 [F (s)] ∗ L−1 [G(s)].

 

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Solution

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Hint:

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Find the inverse Laplace transform of the following using convolution
theorem.
4
(s + 2s + 5)2
2

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

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

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Application of Laplace transform to the solution of ODE and
PDE
Dr. David Raj Micheal
Assitant Professor
School of Advanced Science
Vellore Institute of Technology, India
We have already learnt the following:

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Problem
Problem 2.1.
Solve
dy
+y =1 (2)
dt
given that y(0) = 0 by using Laplace transformation.

Solution:
Taking Laplace transform on both sides of equation (2), we get
dy
 
L + L[y] = L[1] (3)
dt
implies that
sL[y] − y(0) + L[y] = L[1]
1
(s + 1)L[y] − 0 =
s
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Therefore,
1
L[y] = .
s(s + 1)
Now, by taking inverse Laplace transformation, we get

1
 
y=L −1
.
s(s + 1)

Hence,
t
1
Z  
y= L −1
dt
0 (s + 1)
Z t
= e−t dt
0
= 1 + e−t

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Remarks

Note that, we have solved only the algebraic equations instead of

differential equation, after taking Laplace transformation.

Note also, that you can use this method of solving irrespective of the
order of the linear differential equation with or without constant
co-efficients.

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Problem

Problem 2.2.
dy
Solve − y = 1 − 2t, given that y = −1 when t = 0.
dt
Solution:
y = 1 + 2t − 2et

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Problem 2.3.
d 2y dy
Solve − 4 + 3y = e−t , given y(0) = 1 and y 0 (0) = 0.
dt 2 dt
Solution:
1  −t
y= e − 3e3t + 10et

8

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Problem 2.4.
d 2 y dy
Solve + = t 2 + 2t, given y(0) = 4 and y 0 (0) = −2.
dt 2 dt
Solution:
6(1 + e−t ) + t 3
y=
3

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Problem 2.5.
d 2 y dy
Solve + − 2y = 3 cos 3t − 11 sin 3t, given y(0) = 0 and
dt 2 dt
y 0 (0) = 6.

Solution:
y = et − e−2t + sin 3t

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Problem

Hint:

Therefore, s

Solution:

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Problem

Hint:
By taking Laplace on both sides, we get

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Note that all the initial conditions are used and so there is no initial
condition to determine c.

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Non-homogeneous terms involving Heaviside
function, Impulse function

Problem 2.6.
Solve y 00 + 2y 0 − 15y = 6δ(t − 9), y(0) = −5 and y 0 (0) = 7.

Hint: L [δ(t − a)] = e−as .

Problem 2.7.
Solve 2y 00 + 10y = 3u(t − 12) − 56δ(t − 4), y(0) = −1 and
y 0 (0) = −2.

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Solving Simultaneous Differential Equations

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Solving Simultaneous Differential Equations

Hint: Taking Laplace transform on both sides of equations given we

get

and

Solving these two equations for L[x], we get

s
L[x] = =⇒ x = et + e−t
s2 −1
Now, use the first equation given in the question to get

y = sin t − et + e−t .
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Problem

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Problem

Hint:

use partial fractions.

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And then, find x and substitute it in the second equation in the
question, hence find y. Therefore, the solution is

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Problem

Solve:

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Practice Problems

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Solution to First order PDE

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Problem

Solve

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hint:
Applying the Laplace transform, we get

Note that this is a first order ODE with constant coefficients. We

solve it by finding the integrating factor.

Evaluate the constant C using the boundary condition. (C = s13 ) and

then applying inverse Laplace transform, we get
2 2
u(x, t) = xt − t2 + H (t − x) (t−x)
2
where H is the unit step function.

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Problem

Solve

Solution:

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Problem (not in syllabus)
Solve:

Solution:

Solving second order PDE using Laplace transform is not included in the syllabus. However, you
may try to attempt without any hassle by the knowledge developed in this portion.

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