Lecture : 1

(LAPLACE TRANSFORMS)

Course : B.Sc. (H) 2nd year, IV Sem

Subject : Mathematical Physics III
UPC : 32221401
Teacher : Ms. Bhavna Vidhani
(Deptt. of Physics & Electronics)
Topics covered in this lecture:-
 Laplace Transform of elementary functions
 Properties of LT: Change of Scale Theorem, Linearity property, Shifting Theorem
(First and Second), LT of Derivatives & Integrals of Functions, Multiplication by
the powers of t, Division by t, LT of Periodic Functions.
Books to be referred:
1. Schaum's Outline of Theory and Problems of Laplace Transforms by Murray R. Spiegel.
2. Advanced Engineering Mathematics by Erwin Kreyzig.
3. Mathematical Physics by H. K. Dass.

1.1 Definition of Laplace Transformation:

Let f (t ) be a given function defined for all t  0, then the Laplace Transform of f (t ) is defined
as


 f (t ) e
 st
L { f (t )} = dt = F (s ) s may be real or complex
0

here, L is called Laplace Transform Operator. The function f (t ) known as determining

function, depends on t. The new function which is to be determined (i.e., F (s ) ) is called
generating function, depends on s.

L{f(t)}
f (t ) F (s )

(t domain or (s domain or
time domain) frequency domain)

1.2 Laplace Transform of some elementary functions:

1
1. If f (t ) = 1, then L (1) = ; s>0
s
 
1
 (1) e dt =  e  st dt =
 st
Proof: L (1) =
0 0
s

1
 1
2. If f (t ) = t , then L (t ) = ; s>0
s2

 ( 2) 1
Proof: L (t ) =  t e st dt = 2 = 2
0
s s

 ( n  1)
3. If f (t ) = t n , then L(t n ) = ; s>0
s n 1

 ( n  1)  
(n 1) 
Proof: L(t ) =  t e  t e dt 
n n  st n s t
dt =  
0
s n 1  0
s n 1 

3 
4. If f (t ) = t 3 / 2 , then L(t 3 / 2 ) = ; s>0
4 s5/ 2

 (5 / 2 )
Proof: L(t 3 / 2 ) =  t 3 / 2 e st dt =
0
s5/ 2
(3 / 2) (1 / 2)  3 
= 5/ 2
=
s 4 s5/ 2

1
5. If f (t ) = e t , then L(et ) = ; s>1
s 1
 
1  
1 
Proof: L(e ) =  e e dt =  e 0
 st  ( s 1) t ct
t t
dt =  e dt  , c  0 
0 0
s 1  c 

s
6. If f (t ) = cos t , then L(cos t ) = ; s>0
s 12

 
 ei t  e  i t   st
Proof: L(cos t ) =  cos t e st dt =    e dt
0 0
2 

1

=  e t ( s  i )  e t ( s  i ) dt
2 0

1  1 1  s  
1 
0
ct
=    = 2  e dt  , c  0 
2 s  i s  i s  1  c 

1
7. If f (t ) = sin t , then L(sin t ) = ; s>0
s 1
2

 
 ei t  ei t   st
Proof: L(sin t ) =  sin t e st dt =    e dt
0 0  2 i 

=
1
2i 0 
e t ( s  i )  e t ( s  i ) dt 
1  1 1  1  
1 
0
ct
=    = 2  e dt  , c  0 
2i s  i s  i s  1  c 
2
 s
8. If f (t ) = cosh t , then L(cosh t ) = ; s >1
s 1 2

 
 et  et   st
Proof: L(cosh t ) =  cosh t e st dt =    e dt
0 0
2 

1

=  e t ( s  1)  e t ( s  1) dt
2 0

1  1 1  s  
1 
0
ct
=    = 2  e dt  , c  0 
2  s 1 s  1  s  1  c 

1
9. If f (t ) = sinh t , then L(sinh t ) = ; s >1
s 1
2

 
 et  e  t   st
Proof: L(sinh t ) =  sinh t e st dt =    e dt
0 0
2 
1 

=  e t ( s  1)  e t ( s  1) dt
2 0

1  1 1  1  
1 
0
ct
=    = 2  e dt  , c  0 
2  s 1 s  1  s  1  c 

1.3 Change of Scale Property:

1 s
If L{ f (t ) } = F (s ) then L{ f (at ) } = F 
a a
Proof: By definition, we have


 f (t ) e
 st
L{ f (t ) } = dt = F (s )
0

du
 f (at ) e
 st
 L{ f (at ) } = dt Let at = u  dt =
0
a

du
 f (u) e
su / a
=
0
a
 s
1  u
=
a 
0
f (u ) e a
du

 s
1  t 1 s
=
a 
0
f (t ) e a
dt = F 
a a

Examples:
1. Find L( e at )
Sol. I Method: By Using Change of Scale Property
1
We know that L( e t ) = = F (s )
s 1

3
 1 s 1 1 1
 L( e at ) = F  = =
a a a s  sa
  1
a 

OR (Direct Method)

 
1  
1 
L( e at ) =  e at e st dt =  e  ( s  a ) t dt = e
ct
 dt  , c  0
0 0
sa  0
c 

2. Find L( cos at )
Sol. I Method: By Using Change of Scale Property
s
We know that L( cos t ) = 2 = F (s )
s 1
s
1 s 1 a s
 L( cos at ) = F   = = 2
a a a s 2
s  a2
  1
a

OR (Direct Method, using the definition of LT)

 
 ei a t  e i a t   st
L( cos at ) =  cos at e  st
dt =    e dt
0 0
2 


 e 
1  t (s  a i)
=  e t ( s  a i ) dt
2 0

1  1 1  s  
1 
e
ct
=    = 2  dt  , c  0
 s  ai s  ai  s  a
2
2  0
c 

3. Find L( sin at )
1
Sol. We know that L( sin t ) = = F (s )
s 1
2

1 s 1 1 a
 F  =
L( sin at ) = 2
= 2
a a a s s  a2
  1
a
Direct Method, using the definition of LT can also be used to get the required
answer.

4. Find L( cosh at )
s
Sol. We know that L( cosh t ) = = F (s )
s 1
2

4
 s
1 s 1 a s
 L( cosh at ) = F   = = 2
a a a s 2
s  a2
   1
a
Direct Method, using the definition of LT can also be used to get the required
answer.

5. Find L( sinh at )
1
Sol. We know that L( sinh t ) = = F (s )
s 1 2

1 s 1 1 a
 L( sinh at ) = F   = 2
= 2
a a a s s  a2
  1
a
Direct Method, using the definition of LT can also be used to get the required
answer.

1.4 Linearity Property:

If C1 and C2 are any constants, while f1 (t ) and f 2 (t ) are functions with Laplace
Transforms F1 (s) and F2 ( s) respectively, then
L{C1 f1 (t ) + C2 f 2 (t ) } = C1 L{ f1 (t ) } + C2 L{ f 2 (t ) } = C1 F1 (s) + C2 F2 ( s)
Proof: By definition, we have


 f (t ) e
 st
L{ f (t ) } = dt = F (s )
0

L.H.S. = L{C1 f1 (t ) + C2 f 2 (t ) }

=  C
0
1 f1 (t )  C2 f 2 (t ) e st dt

 
= C1  f1 (t ) e  st
dt + C2 f 2 (t ) e st dt
0 0

= C1 L{ f1 (t ) } + C2 L{ f 2 (t ) } = RHS

Examples:
1. Find L{4 e5t + 6 t 3 ‒ 3 sin 4t + 2 cos 2t }
Sol: L{4 e5t + 6 t 3 ‒ 3 sin 4t + 2 cos 2t }
= 4L( e5t ) + 6L( t 3 ) ‒ 3L( sin 4t ) + 2L( cos 2t )
1 3! 4 s
=4 +6 4 ‒3 2 +2 2
s5 s s  16 s 4
4 36 12 2s
= + 4 ‒ 2 + 2
s5 s s  16 s 4

5 ; 0t 3
2. Find L{ f (t ) } if f (t ) = 
0 ; t 3

5
  3 

 f (t ) e st dt =  f (t ) e st dt +  f (t ) e
 st
Sol: L{ f (t ) } = dt
0 0 3
 3
3
e  st
= 5 e  st
dt +  (0) e  st
dt = 5 +0
0 3
s 0
 5 3s
=
s
 5
e  e0 = (1 ‒ e  3 s )
s

1.5 First Translation or Shifting Property:

If L{ f (t ) } = F (s ) then L{ ebt f (t ) } = F ( s  b)
Proof: By definition, we have


 f (t ) e
 st
L{ f (t ) } = dt = F (s )
0
 
 L{ ebt f (t ) } =  ebt f (t ) e st dt =  f (t ) e
 ( s  b) t
dt = F ( s  b)
0 0

Examples:
1. Find L{ t 2 e 3t }
 (3) 2!
Sol. We know that L{ t 2 } = 3
= 3 = F (s )
s s
2! 2
 L{ t 2 e 3t } = F ( s  3) = =
s  3 s  33
3

Direct Method, using the definition of LT can also be used to get the required
answer.

2. Find L( eb t cos t )
Sol. I Method: By using First Translation Property
s
We know that L( cos t ) = 2 = F (s )
s 1
sb
 L( eb t cos t ) = F ( s  b) =
( s  b) 2  1

OR (Direct Method, using the definition of LT)

 
 ei t  e i t   st
L( eb t cos t ) =  eb t cos t e st dt =  eb t   e dt
0 0  2 

1

=  e t ( s  b  i )  e t ( s  b  i ) dt
2 0

1  1 1   
1 
0
ct
=     e dt  , c  0 
2 s  b  i s  b  i  c 

6
 1 s  b  i  s  b  i sb
=   =
( s  b)  i  ( s  b)  1
2 2 2
2 

3. Find L( eb t sin t )
1
Sol. We know that L( sin t ) = = F (s )
s 1 2

1
 L( eb t sin t ) = F ( s  b) =
( s  b) 2  1
Direct Method, using the definition of LT can also be used to get the required
answer.

4. Find L( eb t cosh t )
Sol. By using First Translation Property
s
We know that L( cos ht ) = 2 = F (s )
s 1
sb
 L( eb t cosh t ) = F ( s  b) =
( s  b) 2  1
Direct Method, using the definition of LT can also be used to get the required
answer.

5. Find L( eb t sinh t )
1
Sol. We know that L( sinh t ) = = F (s )
s 1 2

1
 L( eb t sinh t ) = F ( s  b) =
( s  b) 2  1
Direct Method, using the definition of LT can also be used to get the required
answer.

1.6 Second Translation or Shifting Property:

 f (t  a) ; ta
If L { f (t ) } = F (s ) and g (t ) = 
0 ; ta
as
then L { g (t ) } = e F (s)
Proof: By definition, we have


 f (t ) e
 st
L{ f (t ) } = dt = F (s )
0
 a 

 g (t ) e dt =  g (t ) e dt +  g (t ) e dt
 st  st  st
 L{ g (t ) } =
0 0 a
a 
=  (0) e st dt +  f (t  a) e
 st
dt
0 a

Let t ‒a =u  dt = du

7
 

 f (u) e
 s (u  a )
 L{ g (t ) } = 0 + du
0

= e a s  f (u) e
s u
du
0

= e  a s F (s )

Examples:
1. Find L{ f (t ) }, if
cos (t  2 / 3) ; t  2 / 3
f (t ) = 
0 ; t  2 / 3
s
Sol. We know that L( cos t ) = = F (s )
s 12

s
 L{ cos (t  2 / 3) } = e 2 s / 3
s 1
2

OR (Direct Method, using the definition of LT)

 2 / 3 

 f (t ) e  f (t ) e  f (t ) e
 st  st  st
L{ f (t ) } = dt = dt + dt
0 0 
2 /3
2 / 3 
2
 (0) e  cos (t  2 / 3) e
 st  st
= dt + dt Let t ‒ = u  dt = du
0 2 /3
3

= 0 +  cos u e s (u  2  / 3) du
0


 cos u e
 2 s / 3 s u
=e du
0

= e  2  s / 3  cos t e s t dt
0
1
= e  2  s / 3 L { cos t } = e  2  s / 3
s 1
2

2. Find L{ f (t ) } if
(t  1)2 ; t 1
f (t ) = 
0 ; 0  t 1
2
Sol. We know that L( t 2 ) = 3 = F (s )
s
2
 L{ (t  1) 2 } = 3 e  s
s
Direct Method, using the definition of LT can also be used to get the required
answer.

8
1.7 Combination of Scaling and Shifting Properties:

1 s  b
If L{ f (t ) } = F (s ) then L{ ebt f (at ) } = F 
a  a 
Proof: By definition, we have


 f (t ) e
 st
L{ f (t ) } = dt = F (s )
0
 
du
L{ ebt f (at ) } =  ebt f (at ) e st dt =  f (at ) e
 ( s  b) t
 dt Let a t = u  dt =
0 0
a

du
 f (u) e
 ( s  b) u / a
=
0
a
 s  b
1  u
=
a  f (u) e
0
 a 
du

1 s  b
= F 
a  a 

Examples:
1. Find L( eb t cos a t )
Sol. I Method: By using Combination of Scaling and Shifting Properties
s
We know that L( cos t ) = 2 = F (s )
s 1
sb
1  s  b  1 a sb
 L( eb t cos a t ) = F   = =
a  a  a s  b 2
( s  b) 2  a 2
  1
 a 

OR (using properties in steps)

s
We know that L( cos t ) = = F (s )
s 1 2

s
1 s 1 a s
 L( cos at ) = F   = = 2 = G (s )
a a a s 2
s  a2
  1
a
sb
and L( eb t cos a t ) = G ( s  b) =
( s  b) 2  a 2
Direct Method, by using the definition of LT can also be used to get the required
answer.

2. Find L( eb t sin a t )
Sol. I Method: By using Combination of Scaling and Shifting Properties

9
 1
We know that L( sin t ) = = F (s )
s 1
2

1 s  b 1 1 a
 L( eb t sin a t ) = F  = =
a  a  a s  b 2
( s  b) 2  a 2
  1
 a 

OR (using properties in steps)

1
We know that L( sin t ) = = F (s )
s 1
2

1 s 1 1 a
 L( sin at ) = F  = = 2 = G (s )
a a a s 2
s  a2
  1
a
a
and L( eb t sin a t ) = G ( s  b) =
( s  b) 2  a 2
Direct Method, by using the definition of LT can also be used to get the required
answer.

3. Find L( eb t cosh a t )
Sol. I Method: By using Combination of Scaling and Shifting Properties
s
We know that L( cosh t ) = 2 = F (s )
s 1
sb
1  s  b  1 a sb
 L( eb t cosh a t ) = F   = =
a  a  a s  b 2
( s  b) 2  a 2
  1
 a 

OR (using properties in steps)

s
We know that L( cosh t ) = = F (s )
s 1
2

s
1 s 1 a s
 L( cosh at ) = F   = = 2 = G (s )
a a a s 2
s  a2
  1
a
sb
and L( eb t cosh a t ) = G ( s  b) =
( s  b) 2  a 2
Direct Method, by using the definition of LT can also be used to get the required
answer.

4. Find L( eb t sinh a t )
Sol. I Method: By using Combination of Scaling and Shifting Properties

10
 1
We know that L( sinh t ) = = F (s )
s 1
2

1 s  b 1 1 a
 L( eb t sinh a t ) = F  = 2
=
a  a  a s  b ( s  b) 2  a 2
  1
 a 

OR (using properties in steps)

1
We know that L( sinh t ) = = F (s )
s 1 2

1 s 1 1 a
 L( sinh at ) = F   = 2
= 2 = G (s )
a a a s s  a2
  1
a
a
and L( eb t sinh a t ) = G ( s  b) =
( s  b) 2  a 2
Direct Method, by using the definition of LT can also be used to get the required
answer.

1.8 Laplace Transform of Derivatives:

If L { f (t ) } = F (s ) , then
(i) L { f  (t ) } = s F ( s )  f (0)
(ii) L { f (t ) } = s2 F (s ) ‒ s f (0) ‒ f (0)
d
here, f  (t )  f (t )
dt
Proof: (i) By definition, we have


 f (t ) e
 st
L{ f (t ) } = dt = F (s )
0

L{ f (t ) } =  f (t ) e
 st
 dt
0


= e  s t f (t )  
0 ‒  f (t ) (s) e
st
dt
0

= 0  f (0) + s  f (t ) e
 st
dt [ e   = 0]
0
= ‒ f (0) + s F (s )
= s F (s ) ‒ f (0)
 L{ f (t ) } = s F (s ) ‒ f (0) (1.1)

(ii) L{ f (t ) } = s2 F (s ) ‒ s f (0) ‒ f (0)

Proof: Let g (t ) = f (t )
then L{ g (t ) } = s L{ g (t ) } ‒ g (0) [using eq. (1.1)]
 L{ f (t ) } = s L{ f (t ) } ‒ f (0)

11
 = s [s F (s ) ‒ f (0) ] ‒ f (0)
= s2 F (s ) ‒ s f (0) ‒ f (0)

Examples:
1. Find L{ t } by using derivatives method.
Sol. Here, f (t ) = t
 f (t ) = 1 and f ( 0) = 0
We know that L{ f (t ) } = s F (s ) ‒ f (0)
 L{1} = s L{ t } ‒ 0
1
 = s L{ t }
s
1
 L{ t } = 2
s

2. Find L{ sin a t } by using derivatives method.

Sol. Here, f (t ) = sin a t
 f (t ) = a cos a t and f (t ) =  a 2 sin a t
Also, f (0) = 0 and f (0) = a
We know that L{ f (t ) } = s F (s ) ‒ s f (0) ‒ f (0)
2

 L{  a 2 sin a t } = s2 L{ sin a t } ‒ 0 ‒ a
  
s 2  a 2 L{ sin a t } = a
a
 L{ sin a t } = 2
s  a2

1.9 Laplace Transform of Integrals:

t  F (s)
If L{ f (t ) }= F (s ) then L  f (u ) du  =
0  s
t
Proof: Let g (t ) =  f (u) du
0
(1.2)

 g (t ) = f (t ) with the condition g (0) = 0

Taking Laplace Transform on both sides, we get
L{ g (t ) } = L{ f (t ) }
 s L{ g (t ) } ‒ g (0) = L{ f (t ) }
 s L{ g (t ) } ‒ 0 = L{ f (t ) }
t 
 s L  f (u ) du  = F (s ) [using (1.2)]
0 
t  F (s)
 L  f (u ) du  =
0  s

Examples:
t 2 
1. Find L  (u  u  e u ) du 
0 
12
Sol. Let f (t ) = t 2  t  et
2 1 1
 L ( t 2  t  et ) =  2  = F (s )
s 3
s s 1
t  1 1 2 1 1 
 L  (u 2  u  e u ) du  = F (s ) =  3  2 
0  s s s s s  1

t  1
3. Verify directly that L  cos a u du  = L ( cos a t )
0  s
Sol. Let f (t ) = cos a t
s
then L { f (t ) } = L ( cos a t ) = = F (s ) (1.3)
s  a2
2

t t t
sin a u sin a t
and 0
f (u ) du =  cos a u du =
0 a 0
=
a
 t
  sin a t 
 L  f (u ) du  = L 
0   a 
1 a
=
a s  a2
2

1
= 2
s  a2
1 s
=
s s  a2
2

1
= F (s ) [using eq. (1.3)]
s
hence, verified.

1.10 Multiplication by the powers of t:

If L { f (t ) } = F (s ) , then
d F (s)
(i) L { t f (t ) } = ‒
ds
2
d F (s)
(ii) L { t 2 f (t ) } =
ds 2
Proof: (i) By definition, we have


 f (t ) e
 st
L { f (t ) } = F (s ) = dt
0
Then by Leibnitz Rule for differentiation under the integral sign,
 
dF ( s ) d
= F (s ) =  
 st
e f (t ) =  t e st f (t ) dt
ds ds 0 0

=   e st [t f (t )] dt (1.4)
0

13
 = ‒ L { t f (t ) }
dF ( s )
i. e., L { t f (t ) } = ‒ = ‒ F (s )
ds
(ii) Differentiate both sides of eq. (1.4) w. r. t. s , we get

d 2 F (s)
ds 2
=  
0
 t est [t f (t )] dt

= (1)2  e st [t 2 f (t )] dt
0
2
= (1) L { t 2 f (t ) }
2 d 2 F (s)
2 d 2 F (s)
i. e., L { t f (t ) } = (1) =
ds 2 ds 2
d n F (s)
Generalizing, L { t n f (t ) } = (1) n
ds n

Examples:
1. Find L{ t cos a t }
Sol. We know that
s
L{ cos a t } =
s  a2
2

d  s 
 L{ t cos a t } =   
ds  s 2  a 2 

= 

 s2  a2  2 s2 

 =
s2  a2
 s  a
2

2 2
 
s2  a2
2
 
2. Find L{ (t 2  3t  2) sin 3t }
Sol. L { (t 2  3t  2) sin 3t }
= L (t 2 sin 3 t ) ‒ 3 L ( t sin 3 t ) + 2 L ( sin 3 t )
d2 d
= 2
F ( s ) + 3 F (s ) + 2 F (s )
ds ds
3
here, F (s ) = L ( sin 3 t ) =
s 9
2

d2 3  d  3   3 
=  2  + 3  2  + 2  2 
 s  9
ds 2 ds  s  9   s  9
d   3 (2 s )    3 (2 s)  6
=   + 3  2
+ 2
ds  ( s  9)   ( s  9)  s  9
2 2 2

 ( s 2  9)2 . 1  s 2 ( s 2  9) (2 s)  18 s 6 ( s 2  9)
= ‒ 6 ‒
 ( s 2  9) 2 +
 ( s 2  9) 4  ( s 2  9) 2
 ( s 2  9) ( s 2  9  4 s 2 )  3 s  s2  9
= ‒6   ‒ 6 ( s 2  9) 2
 ( s 2  9) 4 

14
 3 s2  9 ( s 2  3 s  9) ( s 2  9)
= 6 + 6
( s 2  9)3 ( s 2  9)3
3 s2  9 s 4  9 s 2  3 s 3  27 s  9 s 2  81
= 6 + 6
( s 2  9)3 ( s 2  9)3
s 4  3 s 3  21 s 2  27 s  72
= 6
( s 2  9)3

1.11 Division by t:


 f (t )  f (t )
If L{ f (t ) } = F (s ) then L    F (u ) du provided Lim
= exists.
 t  s t 0 t
Proof: By definition, we know that


 f (t ) e
 st
L{ f (t ) } = dt = F (s )
0
  
  ut 
 s F (u ) du = s  0 e f (t ) dt  du

 
=  f (t )   e ut du  dt
0 s 
 
e ut
=  0
f (t )
t
dt
s

= 
1
t

f (t ) 0  es t dt 
0

f (t )  s t  f (t ) 
=  0
t
e dt = L 
 t 


Examples:
 sin t 
1. Find L  
 t 
Sol. We know that
1
L{ sin t } = = F (s)
s 12

 
 sin t  1
 t  s u
 L  = F (u ) du = du
s
2
1
= tan 1 u  
s = tan 1   tan 1 s

=  tan 1 s
2
= cot 1 s
1
= tan 1
s

15
Additional:

 sin t  1 1 sin t  s t 1 1
L
 t 
 = tan
s
 0 t e dt = tan
s

sin t 
 
0
t
dt =
2
[putting s = 0 on both sides]


et  e3t
2. Solve 
0
t
dt

Sol. Let f (t ) = e t  e 3t

1 1
 L{ f (t ) } = ‒ = F (s)
s 1 s 3
 
 f (t )   1 1 
 L
 t 
=  F (u) du =
s

s

 u  1

u  3
 du


e  e
t 3t
  st
    e dt = ln (u  1)  ln (u  3)s
0
t 


 et  e3t   st  u  1  s  1  s  3
 
0

 t
 e dt = ln 


 u  3
= ln (1)  ln   = ln 
 s  3

 s  1
s
 t 3t
e e
 
0
t
dt = ln 3 [putting s = 0 on both sides]

1.12 Laplace Transform of Periodic Function:

Let f (t ) have period T > 0 so that f (t  T ) = f (t )

T
1
e
 st
then L{ f (t ) } = f (t ) dt
1  e s T 0
Proof: By definition, we have


 f (t ) e
 st
L{ f (t ) } = dt
0
T 2T 3T

 f (t ) e  f (t ) e  f (t ) e
 st  st  st
= dt + dt + dt + .........
0 T 2T

In the second integral on RHS, Let t = u + T,

In the third integral on RHS, Let t = u + 2T, and so on.
T T T
Then, L{ f (t ) } = 0
f (t ) e st dt + 0
f (u  T ) e s (u  T ) du +  f (u  2T ) e s (u  2 T ) du + .........
0
T T T

 f (u) e  f (u) e  f (u) e

 su  sT  su 2 sT  su
= du + e du + e du + .........
0 0 0
[ f (u  T ) = f (u  2T ) = .......... = f (u ) ]
T
= (1  e sT  e 2 sT  ......)  f (u) e
 su
du
0

16
 T
1
e
 su
= f (u ) du
1  e s T 0
T
1
e
 st
= f (t ) dt
1  e s T 0

Example:
sin t ;   t  2
1. If f (t ) = 
0 ;   t  2
Find L{ f (t ) } where f (t ) extends periodically with period 2 .
Sol. We know that
T 2

e e
 st  st
f (t ) dt f (t ) dt
L{ f (t ) } = 0
= 0
[ T = 2  ]
1  e s T 1  e s 2 
 2
1 1
 e f (t ) dt +  e
 st  st
= f (t ) dt
1  e 2  s 0
1  e 2  s
 2
1 1
e e
 st  st
= sin t dt + (0) dt
1  e 2  s 0
1  e 2  s 

1
e
 st
= sin t dt (1.5)
1  e 2  s 0

e  st e  st
Consider, I =  e  st sin t dt = sin t ‒  cos t dt
s s
e  st sin t 1  e st e st 
s 
= + cos t  (  sin t ) dt
s s   s 
e  st sin t e  st cos t 1
= ‒ 2
‒ 2I
s s s
 st
 1 e
 1  2  I = ‒ 2 (s sin t + cos t )
 s  s
 st
e
 I=‒ 2 (s sin t + cos t ) (1.6)
s 1
Put eq. (1.6) in eq. (1.5), we get

1   e st 
 L{ f (t ) } =  2 s  2
( s sin t  cos t )
1 e s  1 0
=
1
1 e  2 s
1
s 1
2

e s {0  (1)}  e0 (0  1) 
1 1
=  2 s
(e s  1)
1 e s 1
2

e  s  1 1
=  s  s
=  s
(1  e ) (1  e ) ( s  1)
2
(1  e ) ( s 2  1)

17
 Lecture : 2

(INVERSE LAPLACE TRANSFORMS)

Course : B.Sc. (H) Physics

Semester : IV
Subject : Mathematical Physics III
UPC : 32221401
Teacher : Ms. Bhavna Vidhani
(Deptt. of Physics & Electronics)

Topics to be covered:-
 Inverse LT
 Inverse LT of Elementary Functions
 Properties of Inverse LT: Change of Scale Theorem, Shifting Theorem, Inverse
LT of Derivatives and Integrals of Functions, Multiplication and Division by
powers of s
 Convolution theorem

Books to be referred:
1. Schaum's Outline of Theory and Problems of Laplace Transforms by Murray R.
Spiegel.
2. Advanced Engineering Mathematics by Erwin Kreyzig
3. Mathematical Physics by H. K. Dass

1
2.1 Definition of Inverse Laplace Transformation:

If the Laplace Transform of f (t ) is F (s ) , i.e. if L { f (t )} = F (s ) , then f (t ) is called an

inverse Laplace transform of F (s ) i.e.

L1 { F (s ) } = f (t )

where, L1 is called the inverse Laplace transformation operator.

2.2 Inverse Laplace Transform of some elementary functions:

S. No. F (s ) L1 { F (s ) } = f (t )
1. 1 1
s
2. 1 t
s2
3. 1 tn
n 1
; n = 0, 1, 2...
s n!
4. 1 et
s 1
5. 1 sin t
s 1
2

6. s cos t
s 1
2

7. 1 sinh t
s 1
2

8. s cosh t
s 1
2

2.3 Change of Scale Property:

1 t
If L1 { F (s ) } = f (t ) then L1 { F (a s) } = f 
a a


 f (t ) e L1 { F (s ) } = f (t )
 st
Proof: By definition, we have L{ f (t ) } = dt = F (s ) 
0

  t  t t
 f  a  e
s t
 L  f   = dt Let =u  dt = a du
  a  0
a
  t  
 L  f   =  f (u ) e  s a u a du = a F (a s)
  a  0
Taking Inverse Laplace Transform on both sides, we get

2
 t
 f   = L1 [ a F (a s) ]
a
1 t
i. e., L1 [ F (a s) ] = f 
a a
Similarly, we can prove that
L1 [ F ( s / a ) ] = a f (t a)

Examples:
 1  sin 8 t  1 
1. If L1  2 = , find L1  2  where a > 0
 s  64  8 s  4
 1  sin 8 t
Sol. Given L1  2 =
 s  64  8



L1 
1  1 sin (8 t / 4)
 =  L 1
{F (a s)}  (1 / a) f (t / a) 
 (4 s)  64  4
2
8
1 1  1  1 sin 2 t
 L  2 =
16  s  4  16 2
 1  sin 2 t
 L1  2 =
s  4 2

 e 1 / s  cos 2 t  e a / s 
2. If L1  1 / 2  = , find L1  1 / 2  where a > 0
s  t s 
 e 1 / s  cos 2 t
Sol. Given L1  1 / 2  =
s  t


 e a / s 
L1  1/ 2 
=a
cos 2 t a
 L 1
{F (s / a)}  a f (t a) 
 ( s / a)   ta
 e a / s  cos 2 t a
 a L1  1 / 2  = a
s  t
 e a / s  cos 2 t a
 L1  1 / 2  =
s  t

2.4 Linearity Property:

If C1 and C2 are any constants, while F1 (s) and F2 ( s) are Laplace Transforms of f1 (t ) and
f 2 (t ) respectively, then
L 1 {C1 F1 (s) + C2 F2 (s) } = C1 L 1 { F1 (s) } + C2 L 1 { F2 (s) } = C1 f1 (t ) + C2 f 2 (t )


 f (t ) e L1 { F (s ) } = f (t )
 st
Proof: By definition, we have L{ f (t ) } = dt = F (s ) 
0

3
 
Now, L{C1 f1 (t ) + C2 f 2 (t ) } =  C
0
1 f1 (t )  C2 f 2 (t ) e st dt

 
= C1  f1 (t ) e st dt + C2 f 2 (t ) e st dt
0 0

= C1 L{ f1 (t ) } + C2 L{ f 2 (t ) }
= C1 F1 (s) + C2 F2 ( s)
Taking Inverse Laplace Transform on both sides, we get
 L 1 {C1 F1 (s) + C2 F2 (s) } = C1 f1 (t ) + C2 f 2 (t )
 L 1 {C1 F1 (s) + C2 F2 (s) } = C1 L 1 { F1 (s) } + C2 L 1 { F2 (s) }

Examples:
 5 s  4 2 s  18 24  30 s 
1. Find L 1  3 ‒ 2 + 
 s s 9 s4 
 5 s  4 2 s  18 24  30 s 
Sol. L 1  3 ‒ 2 + 
 s s 9 s4 
5 4 2s 18 24 30 
= L 1  2 + 3 ‒ 2 + 2 + 4 ‒ 7/2 
s s s 3 2
s 3 2
s s 
 5  ( 2) 4  (3) 2s 63
= L 1  + ‒ 2 + 2
  (2) s
2
 (3) s 3
s 3 2
s  32
24  (4) 30  (7 / 2) 
+ ‒ 
 (4) s 4
 ( 7 / 2) s 7 / 2 
5   ( 2)  4   (3)   s   3 
= L 1  2  + L 1  3  ‒ 2 L 1  2 2
+ 6 L 1  2 2
 ( 2)  s   (3)  s  s  3  s  3 
24 1   ( 4)  30   ( 7 / 2) 
L  4  ‒
+ L 1  7 / 2 
 (4)  s   ( 7 / 2)  s 
5 4 2 24 3 30
= t + t ‒ 2 cos 3 t + 6 sin 3 t + t ‒ t 5/ 2
1! 2! 3! (5 / 2) (3 / 2) (1 / 2) 
 1   ( n)  n 1 1  s   a  
 L  n   t , L  2 2
 cos a t , L1  2 2
 sin a t 
  s  s  a  s  a  
16
= 5 t + 2 t 2 ‒ 2 cos 3 t + 6 sin 3 t + 4 t 3 ‒ t 5/ 2


 6 3  4s 8  6s 
2. Find L 1  ‒ + 
 2 s  3 9 s  16 16 s  9 
2 2

 6 3  4s 8  6s 
Sol. L 1  ‒ + 
 2 s  3 9 s  16 16 s  9 
2 2

4
  6 3 4s 8 6s 
= L 1  ‒ ‒ + ‒ 
 2 ( s  3 / 2) 9 s  16 9 s  16 16 s  9 16 s 2  9 
2 2 2

 6 3 4s
= L 1  ‒ ‒
 2 ( s  3 / 2) 9 [ s  (4 / 3) ] 9[ s  (4 / 3) ]
2 2 2 2

8 6s 
+ ‒ 2 
16 [ s  (3 / 4) ] 16 [ s  (3 / 4) ] 
2 2 2

 3 3 3 4/3 4 s
= L 1  ‒ ‒
 s  3 / 2 9 4 s  ( 4 / 3)
2 2
9 s  (4 / 3) 2
2

8 4 3/ 4 6 s 
+ ‒ 2
16 3 s  (3 / 4)
2 2
16 s  (3 / 4) 
2

 1  1 1  4/3  4 1  s 
= 3 L 1  ‒ L  2 2
‒ L  2 2
s  3/ 2 4  s  (4 / 3)  9  s  (4 / 3) 
2  3/ 4  3 1  s 
+ L 1  2 2
‒ L  2 2
3  s  (3 / 4)  8  s  (3 / 4) 
1 4t 4 4 2 3t 3 3t
= 3 e3 t / 2 ‒ sinh ‒ cosh t + sin ‒ cos
4 3 9 3 3 4 8 4
 1  1  1  s   a 
 L  e ,L  2
at
2
 cosh a t , L1  2 2
 sinh a t ,
 s  a s  a  s  a 
 s   a  
L1  2 2
 cos a t , L1  2 2
 sin a t 
s  a  s  a  

2.5 First Translation or Shifting Property:

If L1 { F (s ) } = f (t ) then L1 { F ( s  b) } = e bt f (t )



 f (t ) e L1 { F (s ) } = f (t )
 st
Proof: By definition, we have F (s ) = L{ f (t ) } = dt 
0
 

 f (t ) e  e 
 ( s  b) t
 F ( s  b) = dt = bt
f (t ) e st dt = L { e bt f (t ) }
0 0
Taking Inverse Laplace Transform on both sides, we get
L1 { F ( s  b) } = e bt f (t )
i. e., L1 { F ( s  b) } = e bt L1 { F (s ) }

Examples:
 6s 4 
1. Find L 1  2 
 s  4 s  20 
 6s  4  1  6s  4  1  6 ( s  2)  8 
Sol. L 1  2 = L   = L  2
 s  4 s  20   ( s  2)  16   ( s  2)  4 
2 2

5
  s2  8 1  4 
= 6 L 1  2
+ L  2
 ( s  2)  4  4  ( s  2)  4 
2 2

 s   4 
= 6 e 2 t L 1  2 2
+ 2 e 2 t L 1  2 2
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]
 s  4   s  4 
 1  s  1  a  
= 6 e 2 t cos 4 t + 2 e 2 t sin 4 t  L  2   cos a t , L    sin a t 
s  a  s  a 
2 2 2
 
2t
= 2 e (3 cos 4 t + sin 4 t )

 1 
2. Find L 1  
 2 s  3 
 1  1  1  1 1  1 
Sol. L 1  = L   = L  
 2 s  3   2 ( s  3 / 2) 
1/ 2
2  s  (3 / 2) 
1  3t / 2 1  1 
= e L   [ L1 { F ( s  b) } = e bt L1 { F (s ) }]
2  s
1  3t / 2 1  
= e L 1  
2   s
1  3t / 2 1 1  1
  1
= e  L   
2  t   s t 
1
= e  3t / 2 t 1 / 2
2
OR

1 1 1  
We know that L   =  t 1 / 2 e s t dt =  (1 / 2 )  1    1 =
 t 0 s  2  s
 
 (n  1) 
 t e dt  
n s t
 &  (1 / 2)  
 0
sn  1 
e  
 if 
a t
 L  =  
L  f (t )  F (s) then L ea t f (t )  F (s  a)
 t  sa
 eat
 L 1 =
sa t
 1  e a t
 L 1   =
 s  a  t
1 1  1  1 e a t
 L   =
2  s  a  2 t
1 1  1  1 e 3 t / 2
 L  = [putting a = 3/2]
2  s  3 / 2  2 t

6
  1  1
 L 1   = e  3t / 2 t 1 / 2
 2 s  3  2

 3s  7 
3. Evaluate L1  2 
 s  2 s  3
 3s  7  1  3s  7  1  3 ( s  1)  10 
Sol. L1  2 = L   = L  2 
 s  2 s  3  ( s  1)  4   ( s  1)  2 
2 2

 ( s  1)  10 1  2 
= 3 L1  2
+ L  2
 ( s  1)  2   ( s  1)  2 
2 2
2

 s   2 
= 3 e t L1  2 2
+ 5 e t L1  2 2
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]
s  2  s  2 

 1  s   a  
= 3 e t cosh 2t + 5 e t sinh 2t  L  2 2
 cosh a t , L1  2 2
 sinh a t 
 s  a  s  a  

2.6 Second Translation or Shifting Property:

If L1 { F (s ) } = f (t ) then L1 { e a s F (s) } = g (t ) ,

 f (t  a) ; ta
where, g (t ) = 
0 ; ta
Proof: By definition, we have


 f (t ) e L1 { F (s ) } = f (t )
 st
F (s ) = L{ f (t ) } = dt 
0
 
e a s F (s) = e  a s  f (t ) e st dt =  f (t ) e
 s (t  a )
 dt
0 0


 f (t  a  a) e
 s (t  a )
= dt Let t + a = u  dt = du
0


 f (u  a) e
s u
= du
a


 f (t  a) e
s t
= dt
a
a 
=  (0) e s t dt +  f (t  a) e
s t
dt
0 a

 f (t  a) ; ta
 g (t ) e dt ;
s t
= g (t ) = 
0 0 ; ta
= L { g (t ) }

7
Taking Inverse Laplace Transform of both sides, we get
 f (t  a) ; ta
L1 { e a s F (s) } = g (t ) = 
0 ; ta

Examples:
 e 5 s 
1. Find L1  4
 (s  2) 
 1 
Sol. Let us first find L1  4
:
 ( s  2) 

 1  1
L1  4
= e 2 t L1  4  [ L1 { F ( s  b) } = e bt L1 { F (s ) }]
 ( s  2)  s 

1   ( 4) 
= e 2t L1  4 
 ( 4)  s 

1 3  1   ( n)  n  1
= e 2t
3!
t  L  s n   t 
   

1 2t 3
= e t
6

By Using Second Translation Property, we get

1
 e 5 s   e 2 (t  5) (t  5)3
1 ; t5
L  4
= 6
 (s  2)  0 ; t5


 ( s  1) e  s 
2. Find L1  2 
 s  s 1 
 s 1 
Sol. Let us first find L1  2 :
 s  s  1
 s 1  1  s  1 / 2  1 / 2 
L1  2 = L  
 s  s  1  ( s  1 / 2)  3 / 4 
2

 s  1/ 2  1 2 1  3/2 
= L1  2
+ L  2
 ( s  1 / 2)  ( 3 / 2)  2 3  ( s  1 / 2)  ( 3 / 2) 
2 2

 s  1  t / 2 1  3/2 
= e  t / 2 L1  2 2
+ e L  2 2
 s  ( 3 / 2)  3  s  ( 3 / 2) 
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]

8
 t 3 1 t / 2 t 3
= e  t / 2 cos + e sin
2 3 2
 3 1 3 
= e  t / 2 cos t sin t
 2 3 2 
By Using Second Translation Property, we get

  (t   )  3 1 3 
1  ( s  1) e
 s
 e 2 cos (t   )  sin (t   ) ; t 
L  2 =   2 3 2 
 s  s 1  
0 ; t 

2.7 Inverse Laplace Transform of Derivatives:

If L1 { F (s ) } = f (t ) then
 d F ( s) 
(i) L1   = ‒ t f (t )
 ds 
 d 2 F ( s) 
(ii) L1  2
2 2
 = (1) t f (t )
 ds 
Proof: (i) By definition, we have


 f (t ) e
s t
F (s ) = L{ f (t ) } = dt
0
 
d F (s) d
 f (t ) e  f (t ) ( t ) e
s t s t
 = dt = dt
ds ds 0 0

= ‒  [ t f (t )] e s t dt (2.1)
0
= ‒ L { t f (t ) }
Taking Inverse Laplace Transform on both sides, we get
 d F ( s) 
L1   = ‒ t f (t )
 ds 
 d F ( s) 
i. e., L1  1
 = ‒ t L { F (s) }
 ds 
 1 1  d F ( s ) 
i. e., L1 { F (s) } = L  
t  ds 
(ii) Differentiating both sides of eq. (2.1) w. r. t. s , we get
 
d 2 F (s) d
ds 0 0 (t ) [ t f (t )] e dt
s t s t
= ‒ [ t f (t )] e dt = ‒
ds 2


[ t f (t )] e s t dt
2 2
= (1)
0
2
= (1) L { t 2 f (t ) }

9
Taking Inverse Laplace Transform on both sides, we get
 d 2 F ( s) 
L1  2
2 2
 = (1) t f (t )
 ds 
 d n F ( s) 
Generalizing, L1  n
n n
 = (1) t f (t )
 ds 

Examples:
 s  3
1. Find the inverse Laplace transform of cot 1  
 2 
  s  3 
Sol. L1 cot 1  
  2 
 1 1  d  s  3    1 1  d F ( s) 
L  cot 1   L F ( s)  t L  ds 
1
= 
t  ds  2    
 1 1   (1/ 2) 
= L  2
1  ( s  3) / 2 
2
t

1 1  22 
= L  2
 ( s  3)  2 
2
2t

1  2 
= 2 L1  2
 ( s  3)  2 
2
2t

1  3 t 1  2 
= e L  2 2
[ L1 { F ( s  b) } = e bt L1 { F (s ) }]
t s  2 
e  3t  1  a  
= sin 2t  L  2 2
 sin a t 
t  s  a  

1   1 
2. Find L log 1  2 
  s 
  s 2  1 
Sol.
  1 

L1 log 1  2  = L1 log  2  = L1 log (s 2  1)  2 log s 
  s    s 
 1 1  d   1 1  d F ( s) 
L  log ( s 2  1)  2 log s

=  L1 F ( s)  L  
t  ds   t  ds 
 1 1  2 s 2
= L  2  
t s  1 s 
 2 1  s 1
= L  2  
s  1
2
t s

10
 2  1  1  1  s  
= (cos t  1)  L    1, L  2   cos t 
t  s   s  1 
2
= (1  cos t )
t

2.8 Inverse Laplace Transform of Integrals:

  f (t )
If L1 { F (s ) } = f (t ) then L1  F (u ) du  =
s  t
Proof: By definition, we have


 f (t ) e
s t
F (s ) = L{ f (t ) } = dt
0
 
 
 F (u) du = s  0 f (t ) e dt  du
ut

s

 
=  f (t )   e  u t du  dt
0 s 
 
 e u t 
= 
0
f (t ) 
  t s
 dt


 f (t )
= 
0
t
[0  e s t ] dt

f (t )  s t
= 
0
t
e dt

 f (t ) 
= L 
 t 
Taking Inverse Laplace Transform on both sides, we get
  f (t )
L1  F (u ) du  =
s  t

Examples:
 1   du 
If L1  
t 1
1.  = 1 ‒ e , find L .
 s ( s  1)   s u (u  1) 
 1 
Sol. Given L1   =1‒ e
t

 s ( s  1) 
 du  1    f (t ) 
 L 1 t
 = (1 ‒ e )  if L {F ( s)}  f (t ) , L  F (u ) du  
1 1

 s u (u  1)  t  s  t 

 2 a2 s   u du 
2. If L  4 1
4
= sinh a t sin a t , find L  4
1
4
.
s  4 a  s u  4a 

11
  2 a2 s 
Sol. Given L1  4 4
= sinh a t sin a t
 s  4 a 
 2 a u du  1
 2
 L1  4 4
= sinh a t sin a t
s u  4a  t
   f (t ) 
 F (u ) du  
1 1
  if L {F ( s )}  f (t ) , L 
 s  t 
 u du  1
 L  4
1
4
= sinh a t sin a t
s u  4a  2a t
2

2.9 Multiplication by the powers of s :

If L1 { F (s ) } = f (t ) , then L1 { s F (s ) ‒ f (0) } = f (t )

If f (0) = 0, then L1 { s F (s ) } = f (t )
Proof: By definition, we have


 f (t ) e
s t
F (s ) = L { f (t ) } = dt
0
 
 L { f (t ) } =  f (t ) e
s t
dt = e s t


f (t ) 0 ‒   s e s t f (t ) dt
0 0
= 0 ‒ f (0) + s L { f (t ) }
= s F (s ) ‒ f (0)
Taking Inverse Laplace Transform on both sides, we get
L1 { s F (s ) ‒ f (0) } = f (t )
clearly, if f (0) = 0, then L1 { s F (s ) } = f (t )

Examples:
 s 
1. Find L1  2 .
 s  6 s  25 
 1 
Sol. Let us first find L1  2 :
 s  6 s  25 
1  1  1  1  1 1  4 
We have, L  = L  2
= L  2
 s  6 s  25   ( s  3)  4  4  ( s  3)  4 
2 2 2

1  4 
= e3 t L1  2 2
1 1
[ L { F ( s  b) } = e bt L { F (s ) }]
4 s  4 
1 3t  1  a  
= e sin 4 t = f (t ) and f (0) = 0  L  2 2
 sin a t 
4  s  a  
 1  d  e3 t 
 L1 s 2  = f  (t ) =  sin 4 t 
 s  6 s  25  dt  4 

12
  s  1 3t
 L1  2  = (e 4 cos 4 t  3 e sin 4 t )
3t

 s  6 s  25  4
 s  1 3t
 L1  2  = e (4 cos 4 t  3 sin 4 t )
 s  6 s  25  4

 s2 
2. Find L1  2 2 
.
 (s  4) 
 s 
Sol. Let us first find L1  2 2 
:
 (s  4 ) 
 1   1 1  d  1     1 1  d F ( s) 
We have, L1  2 L   2   L F ( s)  t L  ds 
1
=
s  4  t  ds  s  4    
1 1  2   1 1   2 s 
 L  2 2 
= L  2 2 
2 s  2  t  ( s  4) 

1 2  s   1  a  
 sin 2 t = L1  2 2   L  2   sin a t 
 (s  4)  s  a 
2
2 t  

 s  t
 L1  2 2 
= sin 2 t = f (t ) and f (0) = 0
 (s  4)  4

 s  d t 
 L1 s 2 2 
= f  (t ) =  sin 2 t 
 (s  4)  dt  4 
 s2  1
 L1  2 2 
= t 2 cos 2 t  sin 2 t 
 (s  4)  4
 s2  1 1
 L1  2 2 
= t cos 2 t + sin 2 t
 (s  4)  2 4

2.10 Division by s :
t
 F (s) 
If L1 { F (s ) } = f (t ) , then L1 
 s 
=  f (u ) du
0
t
Proof: Let g (t ) =  f (u ) du
0
then g  (t ) = f (t ) , with g (0) = 0
 L { g  (t ) } = s L { g (t ) } ‒ g (0)
 L { f (t ) } = s L { g (t ) } ‒ 0
 F (s ) = s L { g (t ) }
F (s)
 L { g (t ) } =
s

13
Taking Inverse Laplace Transform of both sides, we get
t
1  F ( s ) 
L   = g (t ) =  f (u ) du
 s  0

Examples:
 1 
1. Evaluate L1  2 2 2 
.
 s (s  a ) 
 1  1 1  a  1
Sol. L1  2 2
= L  2 2
= sin a t = f (t )
s  a  a s  a  a
 1  t t
1
 L1  2 2 
 s (s  a ) 
= 
0
f (u ) du =  a sin a u du
0

 1  F ( s ) 
t

 if L F ( s )  f (t ), then L   f (u ) du 
1

  s  0
t
 1   1   1 
 L1  2 
=  2 cos a u  =  2 (cos a t  1)
 s (s  a )   a
2
0  a 
1
= 2 (1  cos a t ) = g (t )
a
 1  t t
1
 L1  2 2 2 
 s (s  a )  0
=  g (u ) du = 
0
a 2
(1  cos a u ) du

 1  F ( s ) 
t

 if L1
F ( s )  g (t ), then L     g (u ) du 
  s  0 
t

1 1  1  sin a u  1  sin a t 
 L  2 2 2 
= 2 u  = 2 t 
 s (s  a )  a  a 0 a  a 
1
= 3 a t  sin a t 
a

 s  t  1 
2. Given L1  2 2 
= sin t , find L1  2 2 
.
 (s  1)  2  ( s  1) 
 s  t
Sol. Given L1  2 2 
= sin t = f (t )
 (s  1)  2
1 s  t t
u
 f (u) du =  2 sin u du
1
 L  2 
=
 s ( s  1) 
2
0 0

 1  F ( s ) 
t

 if L F ( s )  f (t ), then L   f (u ) du 
1

  s  0

 1  1
L1  2 = u ( cos u)  1 ( sin u)0
t
 2 
 ( s  1)  2

14
  1  1
 L1  2 2 
= (1) (t cos t  0)  (sin t  0)
 ( s  1)  2

 1  1
 L1  2 2 
= sin t  t cos t 
 ( s  1)  2

1  1 
3. Find L1  log 1  2 
s  s 
Sol. We have found that
  1  2
L1 log 1  2  = (1  cos t ) = f (t )
  s  t
t t
1  1  2 (1  cos u)
 f (u) du = 
1
 L  log 1  2  = du
s  s  0 0
u

2.11 Convolution theorem:

If f (t ) and g (t ) are two functions and if L1 { F (s ) } = f (t ) and L1 { G (s ) } = g (t ) ,
t t

 f (u) g (t  u) du =  f (t  u) g (u) du
1
then L { F (s ) G (s ) } = f (t )  g (t ) =
0 0
where, f * g is called the convolution of f and g
Proof: By definition, we have
 

 f (t ) e dt and G (s ) = L { g (t ) } =  g (t ) e s t dt
s t
F (s ) = L { f (t ) } =
0 0

 
 

 F (s ) G (s ) =  f (u ) e s u du   g (v) e s v dv 
0  0 


e
 s (u  v )
= f (u ) g (v) du dv Let u + v = t  dv = dt
0 0
 t
=  dt  du e s t f (u ) g (t  u )
0 0


t 
=  dt e  s t  du f (u ) g (t  u )
0 0 
t 
= L  f (u ) g (t  u ) du 
0 
= L  f (t )  g (t )
Taking Inverse Laplace Transform of both sides, we get
t

 f (u) g (t  u) du
1
L { F (s ) G (s ) } = f (t )  g (t ) =
0

15
Properties of Convolution:
1. Commutativity f * g = g * f
t
Proof: LHS = f (t )  g (t ) =  f (u) g (t  u) du
0
0
=  f (t  y) g ( y) ( dy)
t
[Putting t  u = y  du = ‒ dy ]

t
=  f (t  y) g ( y) dy
0
t
=  f (t  u) g (u) du
0
t
=  g (u)
0
f (t  u) du = g (t )  f (t ) = RHS

Hence, the convolution of f and g obeys the commutative law.

2. Associativity f (t )  [ g (t )  h (t ) ] = [ f (t )  g (t ) ]  h (t )
Proof: Let f (t )  [ g (t )  h (t ) ] = f (t )  m (t ) , where m (t ) = g (t )  h (t )
t t
By Definition, m (t ) = g (t )  h (t ) =  g (u) h (t  u) du =  h (u) g (t  u) du
0 0
t
 f (t )  m (t ) =  f ( y) m (t  y) dy
0
t
t  y 
 f (t )  [ g (t )  h (t ) ] = 
0
f ( y ) dy   h (u ) g (t  y  u ) du 
 0 
t t u

=  h (u ) du  f ( y) g (t  y  u ) dy
0 0
[changing the order of integration]
= h (t )  [ f (t )  g (t ) ]
= [ f (t )  g (t ) ]  h (t ) [using commutativity property]

3. Distributive with respect to addition f * ( g  h) = f * g  f * h

t
Proof: f * ( g  h) =  f (u) [ g (t  u)  h (t  u)] du
0
t t
= 
0
f (u ) g (t  u ) du   f (u ) h (t  u ) du
0

= f *g  f *h

Examples:
 s 
1. Use Convolution Theorem to find L1  2 2 2 
.
 ( s  a ) 

16
 1 s
Sol. Let F (s ) = , G (s ) =
(s  a 2 )
2
(s  a 2 )
2

 1  1
 f (t ) = L1 { F (s ) } = L1  2 2 
= sin a t
s  a  a
 s 
and g (t ) = L1 { G (s ) } = L1  2 2 
= cos a t
 s  a 
Now, using convolution theorem, we get
t
L1 { F (s ) G (s ) } =  f (u) g (t  u) du
0

 1 s  t
1
 L1  2
 (s
2
. 2 2 
 a ) (s  a ) 
=  a sin a u [cos a (t  u)] du
0

 s  1
t
 L1  2
 (s
2 2 
=
 a )  2a  2 sin a u cos (a t  a u) du
0
t
1
=
2a  [sin (a u  a t  a u)  sin (a u  a t  a u)] du
0
t
1
=
2a  [sin (a t )  sin (2a u  a t )] du
0

1  
t t
= sin (a t )  du   sin (2a u  a t ) du 
2a  0 0 
1  cos (2a u  a t ) 
t

= t sin (a t )  
2a  2a 0
 
t sin a t (cos a t  cos a t )
= ‒
2a 4 a2
t sin a t
=
2a

 1 
2. Use Convolution Theorem to find L1  2 2 
.
 s ( s  1) 
1 1
Sol. Let F (s ) = 2 , G (s ) =
s ( s  1) 2
1
 f (t ) = L1 { F (s ) } = L1  2  = t
s 
 1 
and g (t ) = L1 { G (s ) } = L1  2 
= t e t
 ( s  1) 
Now, using convolution theorem, we get

17
 t
L1 { F (s ) G (s ) } =  f (u) g (t  u) du
0

1 1 
t
 L1  2 . 2 
 s ( s  1)  0
=  u e u (t  u) du

t t
= t  u e u du ‒  u 2 e u du
0 0

= t [ u e u
 e ] ‒ [ u 2 e  u  2 u e  u  2 e  u ]t0
u t
0

= t [ t e t  (e t  1)] ‒ [ t 2 e t  2 t e t  2 (e t  1)]

= t et + 2 et + t ‒ 2

Partial Fractions:

Sometimes the partial fraction method is very useful in finding the Inverse Laplace Transform.

Examples:
 s 
1. Evaluate L1  4 .
 s  s 2
 1 
s s s
Sol. Now, 4 = 2 = 2
s  s 12
( s  1)  s
2 2
(s  1  s) (s 2  1  s)
1  1 1 
=  2 [Resolving into partial fractions]

2  s  s  1 s  s  1
2

 s  1 1  1 1 
 L1  4  = L  2  2 
s  s  1  2  s  s  1 s  s  1
2

1  1 1 
= L1   
 ( s  1 / 2)  3 / 4 ( s  1 / 2)  3 / 4 
2 2
2
1 t / 2 1  1  1  t / 2 1  1 
= e L  2 2
‒ e L  2 2
2  s  ( 3 / 2)  2  s  ( 3 / 2) 
1 2 1  3/2  1  t / 2 2 1  3/2 
= et / 2 L  2  ‒ e L  2
 s  ( 3 / 2)  2  s  ( 3 / 2) 
2 2
2 3 3
1  3t  1  3t 
= et / 2 sin   ‒ e t / 2
 sin 
 2 

3  2  3  
1  3t  t/2
= sin   ( e ‒ e t / 2 )

3  2 
 3t 
 sinh  
2 t
= sin  
3  2  2

18
  3s  1 
2. Find L1  
 ( s  1) ( s  1) 
2

 3s  1  1  A Bs  C 1  A Bs C 
Sol. L1  = L   2 = L   2  2 
 ( s  1) ( s  1)  s  1 s 1  s  1 s  1 s  1
2

 1  1  s  1  1 
= A L1   + B L  2 +CL  2 
s  1   s  1  s  1
= A e t + B cos t + C sin t (2.2)

Now to find the constants A , B and C :

3s  1 A Bs  C
=  2
( s  1) ( s  1)
2
s 1 s 1
 3 s  1 = A (s 2  1)  ( B s  C ) (s  1)
Put s = 1, we get 4 = 2 A  A =2
2
Comparing the coefficients of s on both sides, we get
0= A + B  B =‒ A =‒2
Put s = 0, we get 1 = A ‒ C  C = A ‒ 1 = 2 ‒ 1 = 1
Put A = 2, B = ‒2 and C = 1 in eq. (2.2), we get
 3s  1 
 L1  t
 = 2 e ‒ 2 cos t + sin t
 ( s  1) ( s  1) 
2

t

Note: h (t ) =  g (u) du
0

t
h (t ) = g (t ) , provided h (0) = 0.

t
2  2 t 2
 e du
2
u
Eg. erf (t ) =  erf (t ) = e
 0
t 
where erf (t ) is known as error function.

19
 Lecture : 3
(APPLICATIONS OF LAPLACE TRANSFORMS)
Course : B.Sc. (H) Physics
Semester : IV
Subject : Mathematical Physics III
UPC : 32221401
Teacher : Ms. Bhavna Vidhani
(Deptt. of Physics & Electronics)

Topics covered in this lecture:-

 Applications of LT to Second order Differential equations, Coupled Differential
equations & solution of heat flow along semi-infinite bar

3.1 Ordinary Differential equations with constant coefficients:

Ordinary Differential equations with constant coefficients can be very easily solved using
Laplace transform without finding the general solution and the arbitrary constants.

Examples:
1. Solve y  ‒ 2 y + 2 y = 0, given y = y = 1 when t = 0.
Sol. We have, y  ‒ 2 y + 2 y = 0 (1)
Taking Laplace transform of both sides of eq. (1), we get
L { y  } ‒ 2 L { y } + 2 L { y } = L {0}
 [ s 2 L { y } ‒ s y (0) ‒ y (0) ] ‒ 2[ s L { y } ‒ y (0) ] + 2 L { y } = 0
[ L { f  (t ) } = s F ( s )  f (0) and L { f (t ) } = s 2 F (s ) ‒ s f (0) ‒ f (0) ]
 ( s 2 ‒ 2 s + 2) L { y } ‒ ( s ‒ 2) 1 ‒ (1) = 0 [ y (0) = y (0) = 1]
s 1 s 1
 L{y}= 2 = (2)
s  2s  2 ( s  1) 2  1
Taking Inverse Laplace transform of both sides of eq. (2), we get
 s 1 
y = L 1  
 ( s  1)  1 
2

 s 
= e t L 1  2 2 
= e t cos t , the required solution.
 s  1 

d2y d2y
2. Using Laplace Transform method, solve + y = t , given = 1, when t = 0 and
dt 2 dt 2
y = 0 when t =  .
d2y
Sol. We have, + y =t (1)
dt 2
Taking Laplace transform of both sides of eq. (1), we get

1
 d 2 y 
L  2  + L { y } = L {t }
 dt 
1
 [ s 2 L { y } ‒ s y (0) ‒ y (0) ] + L { y } =
s2
[ L { f  (t ) } = s F ( s )  f (0) and L { f (t ) } = s 2 F (s ) ‒ s f (0) ‒ f (0) ]
1
 ( s 2 + 1) L { y } ‒ s y (0) ‒ y (0) = 2 (2)
s
Now, let at t = 0, y (0) = a and y (0) = 1 (given) (3)
Put eq. (3) in eq. (2), we get
1
 ( s 2 + 1) L { y } ‒ s a ‒ 1 = 2
s
sa 1 1
 L{y}= 2 + 2 + 2 2 (4)
s  1 s  1 s ( s  1)
Taking Inverse Laplace transform of both sides of eq. (4), we get
 s  1  1  1  1 
y = a L 1  2 +L  2 + L  2 2 
 s  1  s  1  s ( s  1) 
 1 
 y = a cos t + sin t + L 1  2 2  (5)
 s ( s  1) 
 1  1  1 1 
Now, L 1  2 2 = L  2  2 
 s ( s  1)  s s  1
1  1 
= L 1  2  ‒ L 1  2 2
s  s  1 
= t ‒ sin t (6)
Put eq. (6) in eq. (5), we get
y = a cos t + sin t + t ‒ sin t = t + a cos t (7)
Now, y = 0 when t = 
 0 =  + a cos 
 0 =  + a (‒1)  a=
Put a =  in eq. (7), we get
 y = t +  cos t , the required solution.

3. Solve y ‒ 3 y  + 3 y ‒ y = t 2 e t , given y (0) = 1, y (0) = 0, y (0) = ‒ 2.

Sol. We have, y ‒ 3 y  + 3 y ‒ y = t 2 e t (1)
Taking Laplace transform of both sides of eq. (1), we get
L { y } ‒ 3 L { y  } + 3 L { y } ‒ L { y } = L { t 2 e t }
 [ s 3 L { y } ‒ s 2 y (0) ‒ s y (0) ‒ y (0) ] ‒ 3 [ s 2 L { y } ‒ s y (0) ‒ y (0) ] + 3 [ s L { y }
d2  1 
‒ y (0) ] ‒ L { y } = (1)2  
ds 2  s  1 
[ L { f  (t ) } = s F ( s )  f (0) , L { f (t ) } = s 2 F (s ) ‒ s f (0) ‒ f (0) ,
L { f (t ) } = s 3 F (s ) ‒ s 2 f (0) ‒ s f  (0) ‒ f  (0) , and

2
 d n F (s)
L { t n f (t ) } = (1) n ]
ds n
 [ s 3 L { y } ‒ s 2 (1) ‒ s (0) ‒ (‒ 2)] ‒ 3 [ s 2 L { y } ‒ s (1) ‒ (0)] + 3 [ s L { y } ‒ (1)]
2
‒ L{y}= [ y (0) = 1, y (0) = 0, y (0) = ‒ 2]
( s  1)3
2
 ( s 3 ‒ 3 s 2 + 3 s ‒ 1) L { y } ‒ s 2 + 3 s ‒ 1 =
( s  1)3
2
 ( s 3 ‒ 3 s 2 + 3 s ‒ 1) L { y } = + s2 ‒ 3 s + 1
( s  1)3
2 s2  3 s  1
 L{y}= +
( s  1)3 ( s 3  3 s 2  3 s  1) ( s 3  3 s 2  3 s  1)
2 s2  3 s  1
 L{y}= +
( s  1)3 ( s  1)3 ( s  1)3
 2  1  ( s  1)  ( s  1)  1
2
 y = L1  6
+ L  
 ( s  1)   ( s  1)3 
2  s  s  1
2
 y = e t L1  6  + e t L1   [ L1 { F ( s  b) } = e bt L1 { F (s ) }]
s   s3 
1 1 1 1
 y = 2 e t L1  6  + e t L1   2  3 
s  s s s 
t5  t2   1  1  tn  1 
 y = 2 et + e t 1  t    L  n  
5!  2   s  (n  1)!
 t2 t5 
 y = e t 1  t    , the required solution.
 2 60 

3.2 Ordinary Differential equations with variable coefficients:

Ordinary Differential equations with variable coefficients can be very easily solved using
Laplace transform.

Examples:
1. Using Laplace Transform, solve the following differential equation
y  + 2 t y ‒ y = t , when y (0) = 0, y (0) = 1
Sol. We have, y  + 2 t y ‒ y = t (1)
Taking Laplace transform of both sides of eq. (1), we get
L { y  } + 2 L { t y } ‒ L { y } = L { t }
d 1
 [ s 2 L { y } ‒ s y (0) ‒ y (0) ] ‒ 2 [ s L { y } ‒ y (0) ] ‒ L { y } = 2
ds s
[ L { f  (t ) } = s F ( s )  f (0) , L { f (t ) } = s 2 F (s ) ‒ s f (0) ‒ f (0) ]
d 1
 [ s 2 L { y } ‒ s (0) ‒ (1)] ‒ 2 [ s L { y } ‒ 0] ‒ L { y } = 2 [ y (0) = 0, y (0) = 1]
ds s

3
 d 1
 [ s 2 L { y } ‒ 1] ‒ 2 [ s L { y }] ‒ L { y } = 2
ds s
1
 [ s 2 L { y } ‒ 1] ‒ 2 L { y }] ‒ L { y } = 2
s
1
 ( s 2 ‒ 3) L { y } ‒ 1 = 2
s
1 s2  1
 2
( s ‒ 3) L { y } = +1=
s2 s2
s2  1
 L{y}=
s 2 ( s 2  3)
s2 1
= 2 2 + 2 2
s ( s  3) s ( s  3)
1 1  1 1 
= +  2  2 
s 3
2
3  s 3 s 
4 1 1
= ‒ (2)
3 s 3
2
3 s2
Taking Inverse Laplace transform of both sides of eq. (2), we get
4 1  1  1 1  1 
y = L  2 2
‒ L  2
3  s  ( 3)  3 s 
4 1 1  3  1
 y = L  2 2
‒ t
3 3  s  ( 3)  3
4 1 1
 y = sinh 3 t ‒ t , the required solution.
3 3 3

2. A particle moves in a line so that its displacement x from a fixed point O at any time t ,
is given by
d 2x dx
2
+4 + 5 x = 80 sin 5 t
dt dt
Using Laplace transform, find its displacement at any time t if initially particle is at rest
at x = 0.
Sol. We have,
d 2x dx
2
+4 + 5 x = 80 sin 5 t , x (0) = 0, x (0) = 0 (1)
dt dt
Taking Laplace transform of both sides of eq. (1), we get
d 2x   dx 
L  2  + 4 L   + 5 L { x } = 80 L { sin 5 t }
 dt   dt 
 5 
 [ s 2 L { x } ‒ s x (0) ‒ x (0) ] + 4 [ s L { x } ‒ x (0) ] + 5 L { x } = 80  
 s  25 
2

[ L { f  (t ) } = s F ( s )  f (0) , L { f (t ) } = s 2 F (s ) ‒ s f (0) ‒ f (0) ]

4
 400
 [ s 2 L { x } ‒ s (0) ‒ 0)] + 4 [ s L { x } ‒ 0] + 5 L { x } =
s  25
2

[ x (0) = 0, x (0) = 0]
400
 ( s 2 + 4 s + 5) L { x } =
s  25
2

400
 L{x} = (2)
( s  4 s  5) ( s 2  25)
2

Taking Inverse Laplace transform of both sides of eq. (2), we get

 400 
x = L 1  2 
 ( s  4 s  5) (s  25) 
2

 As  B C s  D
 x = 400 L 1  2  2 
 s  4 s  5 s  25 
 ( s  2)  2  1  1 
 x = 400 A L 1   + 400 B L  
 ( s  2)  1  ( s  2)  1
2 2

 s  400  5 
+ 400 C L 1  2 + D L 1  2 
 s  25  5  s  25 
s2 1  1 
 x = 400 A e  2 t L 1  2  2t
 + 400 B e L  2  + 400 C cos 5 t + 80 D sin 5 t
 s  1  s  1
 x = 400 A e  2 t [ cos t ‒ 2 sin t ] + 400 B e  2 t sin t + 400 C cos 5 t + 80 D sin 5 t
To find constants A , B , C , D :
1 As  B Cs  D
= 2 + 2
( s  4 s  5) ( s  25)
2 2
s  4s  5 s  25
 1 = ( A s  B) (s 2  25)  (C s  D) (s 2  4 s  5 )
s3 : 0= A + C  C =‒A
2
s : 0 = B + 4C + D  B + D =4A
s: 0 = 25 A + 5 C + 4 D  D = ‒5 A  B =9A
0
s : 1 = 25 B + 5 D  1 = 225 A ‒ 25 A  A = 1/ 200
 B = 9/200, C = ‒1/200, D = ‒5/200
Put these values in x , we get
x = 2 e  2 t [ cos t ‒ 2 sin t ] + 18 e  2 t sin t ‒ 2 cos 5 t ‒ 2 sin 5 t
 x = 2 e  2 t [ cos t + 7 sin t ] ‒ 2( cos 5 t + sin 5 t ), the required displacement.

3.3 Solution of Simultaneous Ordinary Differential equations:

Simultaneous Ordinary Differential equations can also be solved using Laplace transform.

Examples:
 dx
  2x  3 y
1. Solve  dt subject to x (0) = 8, y (0) = 3
dy
  y  2x
 dt

5
Sol. We have to solve
x = 2 x ‒ 3 y
and y = y ‒ 2 x
Taking Laplace transform of both sides, we get
L { x } = 2 L { x } ‒ 3 L { y }
and L { y } = L { y } ‒ 2 L { x }

 s L { x } ‒ x (0) = 2 L { x } ‒ 3 L { y }
and s L { y } ‒ y (0) = L { y } ‒ 2 L { x } [ L { f  (t ) } = s F ( s )  f (0) ]

 s L{x} ‒ 8 = 2L{x} ‒ 3L{ y }

and s L{ y } ‒ 3 = L{ y } ‒ 2L{x} [ x (0) = 8, y (0) = 3]

 ( s ‒ 2) L { x } + 3 L { y } = 8
and 2 L { x } + ( s ‒ 1) L { y } = 3
Using Cramer's rule, we get

8 3
3 s 1 8 ( s  1)  9 8s  8  9 8 s  17
L{x} = = = 2 = (1)
s2 3 ( s  2) ( s  1)  6 s  3 s  4 ( s  1) ( s  4)
2 s 1

s2 8
2 3 3 ( s  2)  16 3 s  6  16 3 s  22
and L{y}= = = 2 = (2)
s2 3 ( s  2) ( s  1)  6 s  3 s  4 ( s  1) ( s  4)
2 s 1

Taking Inverse Laplace transform of both sides of eqs. (1) and (2), we get
 8 s  17  1  A B 
x = L 1  = L   
 ( s  1) ( s  4)  s  1 s  4
 1  1  1 
= A L 1  + B L  
 s  1 s  4
= A e t + B e 4t (3)
 3 s  22  1  C D 
and y = L 1  = L   
 ( s  1) ( s  4)  s  1 s  4
 1  1  1 
= C L 1  ‒ DL  
 s  1 s  4
= C e t ‒ D e 4t (4)
To find constants A and B :
8 s  17 A B
= +
( s  1) ( s  4) s 1 s  4

6
 8 s  17 = A ( s  4 ) + B ( s  1 )
Put s = 4 : 15 = 5 B  B =3
Put s = ‒1 : ‒25 = ‒5 A  A =5

To find constants C and D :

3 s  22 C D
= ‒
( s  1) ( s  4) s 1 s  4
 3 s  22 = C ( s  4 ) + D ( s  1 )
Put s = 4 : ‒10 = 5 D  D = ‒2
Put s = ‒1 : ‒25 = ‒5 C  C =5
Put the values of these constants in eqs. (3) and (4), we get
x = 5 e t + 3 e 4t
and y = 5 e  t ‒ 2 e 4 t , the required solution.

 x  x  y  0 dx dy
2. Solve  subject to x (0) = y (0) = 1, where x = , y =
 y  4 x  y  0 dt dt
Sol. We have,
x  x  y = 0
and y  4 x  y = 0
Taking Laplace transform of both sides, we get
L { x } + L { x } + L { y } = L {0}
and L { y } + 4 L { x } + L { y } = L {0}

 s L { x } ‒ x (0) + L { x } + L { y } = 0
and s L { y } ‒ y (0) + 4 L { x } + L { y } = 0 [ L { f  (t ) } = s F ( s )  f (0) ]

 s L{x} ‒ 1 + L{x} + L{ y } = 0
and s L{ y } ‒ 1 + 4L{x} + L{ y } = 0 [ x (0) = y (0) = 1]

 ( s + 1) L { x } + L { y } = 1
and 4 L { x } + ( s + 1) L { y } = 1
Using Cramer's rule, we get

1 1
1 s 1 s s s
L{x} = = = 2 = (1)
s 1 1 ( s  1)  4
2
s  2 s  3 ( s  3) ( s  1)
4 s 1

s 1 1
4 1 s 1 4 s3 s3
and L{y}= = = 2 = (2)
s 1 1 ( s  1)  4
2
s  2 s  3 ( s  3) ( s  1)
4 s 1
Taking Inverse Laplace transform of both sides of eqs. (1) and (2), we get

7
  s  1  A B 
x = L 1   = L   
 ( s  3) ( s  1)   s  3 s  1
 1  1  1 
= A L 1   + B L  
 s  3  s  1
= A e  3t + B e t (3)
 s 3  1  C D 
and y = L 1   = L   
 ( s  3) ( s  1)   s  3 s  1
 1  1  1 
= C L 1   + DL  
 s  3  s  1
= C e  3t + D e t (4)

To find constants A and B :

s A B
= +
( s  3) ( s  1) s3 s 1
 s = A ( s  1) + B ( s  3 )
Put s = 1 : 1 = 4B  B = 1/4
Put s = ‒3 : ‒3 = ‒4 A  A = 3/4

To find constants C and D :

s3 C D
= +
( s  3) ( s  1) s3 s 1
 s  3 = C ( s  1) + D ( s  3 )
Put s = 1 : ‒2 = 4 D  D = ‒1/2
Put s = ‒3 : ‒6 = ‒4 C  C = 3/2
Put the values of these constants in eqs. (3) and (4), we get
3 1
x = e  3t + e t
4 4
3 1
and y = e  3 t ‒ e t , the required solution.
2 2

3.4 Solution of Partial Differential equations:

Given the function u ( x, t ) defined for a  x  b , t  0 ,then


 u  u
(a) L   =  e st dt = s U ( x, s) ‒ u (x, 0 ) ,
 t  0 t

 u  u dU
(b) L   =  e st dt = ,
 x  0 x dx
  2u 
(c) L  2  = s 2 U ( x, s ) ‒ s u (x, 0 ) ‒ ut (x, 0) ,
 t 
  2u  d 2U
(d) L  2 =
 x  dx 2

8
 
u
where, ut ( x, s) = and U = U ( x, s) = L { u ( x, t ) } =  e st u ( x, t ) dt
t t  0 0
Proof:

 u  u
(a) L   =  e st dt
 t  0 t


=e  st
u ( x, t ) 0
‒  (s) est u ( x, t ) dt } [Integrating by parts]
0

= 0 ‒ u (x, 0 ) + s  e st u ( x, t ) dt
0
= s U ( x, s ) ‒ u (x, 0 )
= s U ‒ u (x, 0 )


 u  u
(b) L   =  e st dt
 x  0 x

 U
e
 st
= u dt =
x 0
x
dU
=
dx

u
(c) Let v =
t
  2u   v 
then L  2  = L   = s L { v } ‒ v (x, 0 )
 t   t 
= s L { u / t } ‒ v (x, 0 )
= s [ s L { u } ‒ u (x, 0 ) ] ‒ ut (x, 0)
= s 2 L { u } ‒ s u (x, 0 ) ‒ ut (x, 0)

u
(d) Let w =
x

  2u   w  w
then L  2  = L   =  est dt
 x   x  0 x

 2u
=  e st dt
0
x 2

2  2U
 e u dt =
 st
=
x 2 0
x 2
2
dU
=
dx 2

9
Examples:
u  2u
1. Solve = , u (x, 0 ) = 3 sin 2 x , u (0, t ) = 0, u (1, t ) = 0 where 0 < x < 1, t > 0.
t x 2
u  2u
Sol. We have, = 2 (1)
t x
Taking Laplace transform of both sides of eq. (1), we get
 u    2u 
L   = L  2
 t   x 
d 2U
 s U ‒ u (x, 0 ) =
dx 2
 u    2u  d 2U
[  L   = s U ‒ u (x, 0 ) , L  2  = and U = U ( x, s) = L { u ( x, t ) }]
 t   2
 x  dx
2
dU
 s U ‒ 3 sin 2 x = [  u (x, 0 ) = 3 sin 2 x ]
dx 2
d 2U
 ‒ s U = 3 sin 2 x (2)
dx 2
The auxiliary equation: ( m2  s ) = 0  m = s
Complimentary function , U c = C1 e x s + C2 e  x s
3 3
Particular solution, U p = 2 sin 2  x = sin 2  x
D s  (2  ) 2  s
3 sin 2  x
=
4 2  s
Thus, the solution of eq. (2) is
3 sin 2  x
U = U c + U p = C1 e x s + C2 e  x s + (3)
4 2  s
Now we have u (0, t ) = 0 and u (1, t ) = 0
Taking Laplace transform of both sides, we get
L { u (0, t ) } = L {0} and L { u (1, t ) } = L {0}
 U (0, s ) = 0 and U (1, s ) = 0 (4), (5)
Using eqs. (4), (5) in eq. (3), we get
0 = C1 + C2 and 0 = C1 e s + C2 e  s
 C1 = C2 = 0 (6)
Put eq. (6) in eq. (3), we get
3 sin 2  x
U = (7)
4 2  s
Taking Inverse Laplace transform of both sides of eq. (7), we get
 3sin 2 x 
u = L 1 { U } = L 1  2 
 s  4 
 1 
= 3 sin (2  x) L 1  2 
 s  4 

10
 2
= 3 sin (2  x) e  4  t , the required solution.

u u
2. Find the solution of =2 + u , u (x, 0 ) = 6 e  3 x which is bounded for x > 0, t > 0.
x t
u ( x, t ) u ( x, t )
Sol. We have, =2 + u ( x, t ) (1)
x t
Taking Laplace transform of both sides of eq. (1), we get
 u ( x, t )   u ( x, t ) 
L  = 2L   + L { u ( x, t ) }
 x   t 
dU
 = 2 [ s U ‒ u (x, 0 ) ] + U
dx
 u ( x, t )  dU  u ( x, t ) 
[ L   = and L   = s U ‒ u (x, 0 ) ]
 x  dx  t 
dU
 = 2 [ s U ‒ 6 e 3x ] + U [ u (x, 0 ) = 6 e  3 x ]
dx
dU
 ‒ 2 s U = ‒ 12 e  3 x (2)
dx
To solve eq. (2), let us find the integrating factor, IF = e 
 ( 2 s  1) dx
= e  ( 2 s  1) x
 eq. (2) becomes:
U ( IF ) =  ( IF ) (12) e  3 x dx
 U e  ( 2 s  1) x = ‒ 12  e  ( 2 s  1) x e  3 x dx
= ‒ 12  e  2 ( s  2 ) x dx
 12 e  2 ( s  2) x
= + C, C is the constant of integration.
 2 ( s  2)
6 e  2 ( s  2) x
= +C
s2
6
 U = e  3 x + C e ( 2 s  1) x (3)
s2
Now, since u ( x, t ) must be bounded as x   , we must have U ( x, s ) also bounded as x
  and it follows that we must choose C = 0.
so, eq. (3) becomes:
6
U = e  3x (4)
s2
Taking Inverse Laplace transform of both sides of eq. (6), we get
 6 
u = L 1 { U } = L 1  e  3x 
s  2 
 6 
= e  3 x L 1  
s  2
= e  3x e  2t
= e  ( 3 x  2 t ) , the required solution.

11
3.5 Solution of semi-infinite bar using Laplace transform:

1. A semi-infinite solid x > 0 is initially at temperature zero. At t = 0, a constant

temperature uo > 0 is applied and maintained at the face x = 0. Find the temperature at
any point of the solid at any later time t > 0.
Sol. The boundary-value problem for the determination of the temperature u ( x, t ) at any
point x and any time t is
u  2u
=k 2 x > 0, t > 0 (1)
t x
s. t. u (x, 0 ) = 0, u (0, t ) = uo , u ( x, t ) < M (2)
where the last condition expresses the requirement that the temperature is bounded  x and t .
Taking Laplace transform of both sides of eq. (1), we get
 u    2u 
L   = k L  2
 t   x 
d 2U  u    2u  d 2U
 s U ‒ u (x, 0 ) = k [ L   = s U ‒ u (x, 0 ) and L  2  = ]
dx 2  t   x  dx 2
d 2U
 sU ‒0= k [ u (x, 0 ) = 0 from eq. (2)]
dx 2
d 2U s
 2
‒ U =0 (4)
dx k

Now to get the solution of eq. (4):

 s s
The auxiliary equation is  m 2   = 0  m =
 k k
 The solution of eq. (4) is
U ( x, s ) = C1 e x s / k + C2 e  x s / k (5)
We choose C1 = 0 so that U ( x, s ) is bounded as x   , and we get
U ( x, s ) = C2 e  x s / k (6)
Also from eq. (2) we have u (0, t ) = uo
Taking Laplace transform of both sides of the above equation, we get
u
U (0, s ) = L { u (0, t ) } = L { uo } = uo L {1} = o (7)
s
Put eq. (7) in eq. (6), we get
u u
U (0, s ) = C2 (1) = o  C2 = o (8)
s s
Put eq. (8) in eq. (6), we get
u
U ( x, s ) = o e  x s / k (9)
s
Taking Inverse Laplace transform of both sides of eq. (9), we get
u   e  x s / k 
u ( x, t ) = L 1 { U } = L 1  o e  x s / k  = uo L 1  
s   s 

12
   x s/k  
= uo erfc ( x / 2 k t ) 1  e
 L 


 
  erfc x / 2 k t 

  s  
the required temperature.

2. A semi-infinite insulated bar which coincides with the x axis, x > 0, is initially at
temperature zero. At t = 0, a quantity of heat is instantaneously generated at the point x
= a where a > 0. Find the temperature at any point of the bar at any time t > 0.
Sol. The equation for heat conduction in the bar is
u  2u
=k 2 x > 0, t > 0 (1)
t x
The fact that a quantity of heat is instantaneously generated at the point x = a can be
represented by the boundary condition
u (a, t ) = q  (t ) (2)
where q is a constant and  (t ) is the Dirac delta function.
Also, since the initial temperature is zero and since the temperature must be bounded, we have
u (x, 0 ) = 0, u ( x, t ) < M (3)
Taking Laplace transform of both sides of eq. (1), we get
 u    2u 
L   = k L  2
 t   x 
d 2U  u    2u  d 2U
 s U ‒ u (x, 0 ) = k [ L   = s U ‒ u (x, 0 ) and L  2  = ]
dx 2  t   2
 x  dx
d 2U
 sU ‒0= k [ u (x, 0 ) = 0]
dx 2
d 2U s
 2
‒ U =0 (4)
dx k
Now, u (a, t ) = q  (t )
Taking Laplace transform of both sides, we get
L { u (a, t ) } = L { q  (t ) }
 U (a, s ) = q L {  (t ) } = q (5)

Now to get the solution of eq. (4):

 s s
The auxiliary equation is  m 2   = 0  m =
 k k
 The solution of eq. (4) is
U ( x, s ) = C1 e x s / k + C2 e  x s / k (6)
We choose C1 = 0 so that U ( x, s ) is bounded as x   , and we get
U ( x, s ) = C2 e  x s / k (7)
Put U (a, s ) = q from eq. (5) in eq. (7), we get
U (a, s ) = C2 e  a s/k
=q
 C2 = q e a s / k (8)
Put C2 from eq. (8) in eq. (7), we get

13
 U ( x, s ) = q e a s / k e  x s / k = q e  ( x  a ) s / k (9)
Taking Inverse Laplace transform of both sides of eq. (9), we get
u ( x, t ) = L 1 { U ( x, s ) } = L 1 { q e  ( x  a ) s / k }
= q L 1 { e  ( x  a ) s / k }
=
q
2  kt
2
e  ( x  a) / 4 k t  L e
1 b s / k
 e  b2 / 4 k t
 (10)

the required temperature.

14