14.

Laplace Transform

1. Consider the gamma function Γ(p) defined by

Z ∞
Γ(p) = e−x xp−1 dx, p > 0.
0

(a) Show that, for p > 0,

Γ(p + 1) = pΓ(p).

(b) Show that Γ(1) = 1.

(c) If p is a positive integer i.e p = n, show that

Γ(n + 1) = n! ∀ n ∈ N.

2. (a) Show that the Laplace transform of tp where p > −1 is given by

Z ∞
1 Γ(p + 1)
p
L(t ) = p+1 e−x xp dx = , s > 0.
s 0 sp+1
(b) Deduce from above, for positive integer n
n!
L(tn ) = , s > 0.
sn+1
R∞ √
2 π
(c) Use 0
e−x dx = 2
to show that
∞
Z r
− 12 2 −x2 π
L(t )= √ e dx = , s > 0.
s 0 s
1
√
π
(d) Show that L(t 2 ) = 3 , s > 0.
2s 2

3. Find the Laplace transform of the following functions:

(i) eat , (ii) tn n ∈ N, (iii) sin at, (iv) cos at, (v) sinh at,

(vi) cosh at, (vii) eat sin bt, (viii) eat cos bt, (ix) tn eat n ∈ N,

(x) f (t) = (t − 3)u2 (t) − (t − 2)u3 (t), (xi) f (t) = t − u1 (t)(t − 1), t ≥ 0,

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 (xii) f (t) = u1 (t) + 2u3 (t) − 6u4 (t),
(xiii) 
0 if t < 2
f (t) =
(t − 2)3 if t ≥ 2
(xiv) 
0 if t < 1
f (t) = 2
t − 2t + 2 if t ≥ 1
(xv) 
 0 if t < π
f (t) = t − π if π ≤ t < 2π
0 if t ≥ 2π


(xvi) 

 t if 0≤t<2
2 if 2≤t<5

f (t) =

 7−t if 5≤t<7
0 if t≥7


(xvii) 

0 if 0≤t<3
−2 if 3≤t<5

f (t) =

 2 if 5≤t<7
1 if t≥7


4. Find the inverse Laplace transform of the given functions:

5 4 2
(i) F (s) = s2 +1
, (ii) F (s) = (s−1)3
, (iii) F (s) = s2 +3s−4
,

3s 2s−3 2s+2
(iv) F (s) = s2 −s−6
, (v) F (s) = s2 −4
, (vi) F (s) = s2 +2s+5
,

2s+1 8s2 −4s+12

(vii) F (s) = s2 −2s+2
, (viii) F (s) = s(s2 +4)
,

3−4s 2s−3
(ix) F (s) = s2 +4s+5
, (x) F (s) = s2 +2s+10
,

3! e−2s 2(s−1)e−2s
(xi) F (s) = (s−2)4
, (xii) F (s) = s2 +s−2
, (xiii) F (s) = s2 −2s+2

(s−2)e−s 2e−2s
(xiv) F (s) = s2 −4s+3
, (xv) F (s) = s2 −4

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 e−s +e−2s +e−3s −e−4s e2 e−4s
(xvi) F (s) = s
, (xvii) F (s) = 2s−1

5. Use the Laplace transform to solve the given initial value problem:

(i) y 00 − y 0 − 6y = 0; y(0) = 1, y 0 (0) = −1

(ii) y 00 − 2y 0 + 2y = 0; y(0) = 0, y 0 (0) = 1

(iii) y 00 + 3y 0 + 2y = 0; y(0) = 1, y 0 (0) = 0

(iv) y 00 − 2y 0 + 4y; y(0) = 2, y 0 (0) = 0

(v) y 00 − 4y 0 + 4y = 0; y(0) = 1, y 0 (0) = 1

(vi) y 00 + 2y 0 + 5y = 0; y(0) = 2, y 0 (0) = −2

(vii) y (4) − 4y (3) + 6y 00 − 4y 0 + y = 0; y(0) = 0, y 0 (0) = 1, y 00 (0) =

0, y 000 (0) = 1

(viii) y (4) − 4y = 0; y(0) = 1, y 0 (0) = 0, y 00 (0) = −2, y 000 (0) = 0

(ix) y (4) − y = 0; y(0) = 1, y 0 (0) = 0, y 00 (0) = 1, y 000 (0) = 0

(x) y 00 + ω 2 y = cos 2t, ω 2 6= 4; y(0) = 1, y 0 (0) = 0

(xi) y 00 + 2y 0 + y = 4e−t ; y(0) = 2, y 0 (0) = −1

(xii) y 00 − 2y 0 + 2y = e−t ; y(0) = 0, y 0 (0) = 1

(xiii) y 00 − 2y 0 + 2y = cos t; y(0) = 1, y 0 (0) = 0.

6. Find the solutions of the given initial value problems using Laplace
transform:

(i) y 00 + y = f (t); y(0) = 0, y 0 (0) = 1; where


1 if 0 ≤ t < 3π
f (t) =
0 if 3π ≤ t < ∞

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(ii) y 00 + 2y 0 + 2y = h(t); y(0) = 0, y 0 (0) = 1; where

 0 if π ≤ t < π
h(t) = 2 if π ≤ t < 2π
0 if t ≥ 2π


(iii) y 00 + y = g(t); y(0) = 0, y 0 (0) = 1 where

 t
 2 if 0 ≤ t < 6
g(t) =
3 if t ≥ 6


(iv) y 00 + y + 54 y = g(t); y(0) = 0, y 0 (0) = 1 where


 sin t if 0 ≤ t < π
g(t) =
0 if t ≥ π


(v) y 00 + y + 45 y = t − u π2 (t)(t − π2 ); y(0) = 0, y 0 (0) = 0

(vi) y 00 + 4y = uπ (t) − u3π (t); y(0) = 0, y 0 (0) = 0

(vii) y (4) + 5y 00 + 4y = 1 − uπ (t); y(0) = y 0 (0) = y 00 (0) = y 000 (0) = 0

(viii) y (4) − y = u1 (t) − u2 (t); y(0) = y 0 (0) = y 00 (0) = y 000 (0) = 0

(ix) y 00 + 4y = sin t − u2π (t) sin(t − 2π); y(0) = y 0 (0) = 0

(x) y 00 + 4y = cos t + uπ (t) cos(t − π); y(0) = y 0 (0) = 0

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 15. Convolution

1. Find the Laplace transform of the given function:

Rt Rt
(i) f (t) = 0
(t − τ )2 cos 2τ dτ , (ii) f (t) = 0
(t − τ )eτ dτ ,
Rt Rt
(iii) f (t) = 0
e−(t−τ ) sin τ dτ , (iv) 0
sin(t − τ ) cos τ dτ .

2. Find the inverse Laplace transform of the given function by using the
convolution :

1 s
(i) F (s) = s4 (s2 +1)
, (ii) F (s) = (s+1)(s2 +9)
,

1 G(s)
(iii) F (s) = (s+1)2 (s2 +4)
, (iv) F (s) = s2 +4
.

3. Express the solution of the given initial value problem in term of a

convolution integral:

(i) y 00 + ω 2 y = g(t); y(0) = 0, y 0 (0) = 1

(ii) y 00 + 2y 0 + 2y = sin αt; y(0) = 0, y 0 (0) = 0

(iii) 4y 00 + 4y 0 + 17y = g(t); y(0) = 0, y 0 (0) = 1

(iv) y 00 + y 0 + 45 y = 1 − uπ (t); y(0) = 1, y 0 (0) = −1

(v) y 00 + 2y 0 + y = g(t); y(0) = 2, y(0) = −3

(vi) y 00 + 3y 0 + 2y = cos αt; y(0) = 1, y 0 (0) = 0

(vii) y (4) + 5y 00 + 4y = g(t); y(0) = 1, y 0 (0) = 0, y 00 (0) = 0, y 000 (0) = 0

(viii) y (4) − y = g(t); y(0) = 0, y 0 (0) = 0, y 00 (0) = 0, y 000 (0) = 0.

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