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Chapter 1

Laplace Transform
1.1 Laplace Transform

The Laplace transform of f (t ) for t ≥ 0, id defined by


 ∞
L f (t ) = e −s t f (t ) dt = F (s ).

0

The function f (t ) is called the inverse Laplace transform of F (s ).

1
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

Table 3 Laplace transform – Hyperbolic Functions

Function Laplace transform


− 1 1 1 𝑎
sin 𝑎𝑡 = ( − ) =
2 2 𝑠−𝑎 𝑠+𝑎 𝑠2 −𝑎2

+ 1 1 1 𝑠
cos 𝑎𝑡 = (
2 𝑠−𝑎
+ 𝑠+𝑎) = 𝑠2 −𝑎2
2

Table 4 Examples on Linearity

Function Laplace transform


− 1
𝑎− (𝑠−𝑎)(𝑠− )

𝑎 − 𝑠
𝑎− (𝑠−𝑎)(𝑠− )

𝑎2
1 − cos 𝑎𝑡 = 2 sin2 ( 2 ) 𝑠(𝑠2 +𝑎 2 )

𝑎3
𝑎𝑡 − sin 𝑎𝑡 𝑠2 (𝑠2 +𝑎 2 )

3 𝑎𝑡− 3𝑎𝑡 6𝑎 3
sin3 𝑎𝑡 = (𝑠2 +𝑎 2 )(𝑠2 +9𝑎2 )

2𝑎 2 𝑠
cos 𝑎𝑡 − cos 𝑎𝑡
𝑠4 −𝑎4

2𝑎 3
sin 𝑎𝑡 − sin 𝑎𝑡
𝑠4 −𝑎4

2𝑎 𝑠
sin 𝑎𝑡 sin 𝑏𝑡 [𝑠2 +(𝑎− )2 ] [𝑠2 +(𝑎+ )2 ]

𝑎𝑡− 𝑡 𝑠
2 −𝑎 2 (𝑠2 +𝑎 2 )(𝑠2 + 2 )

Laplace transform through Multiplication by t: If 𝐹̅ (𝑠) is the Laplace transform of 𝑓(𝑡),


then
𝑑 ̅𝐹 (𝑠) 𝑑2 ̅𝐹 (𝑠) 𝑑𝑛 ̅𝐹 (𝑠)
𝐿 {𝑡 𝑓(𝑡)} = − , 𝐿 {𝑡 2 𝑓(𝑡)} = , … , 𝐿{𝑡 𝑛
𝑓(𝑡)} = (−1)𝑛

𝑑𝑠 𝑑 𝑠2 𝑑 𝑠𝑛

2
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

Table 5 Examples on Multiplication by t


Function Laplace transform
𝑑 1 1
𝑡𝑒 𝑎𝑡 − 𝑑𝑠 (𝑠−𝑎) = (𝑠−𝑎)2

𝑑 𝑠 𝑠2 −𝑎2
𝑡 cos 𝑎𝑡 − 𝑑𝑠 (𝑠2 +𝑎2 ) = (𝑠2 +𝑎2 )2

𝑑 𝑎 2𝑎𝑠
𝐿{𝑡 sin 𝑎𝑡} − ( ) =
𝑑𝑠 𝑠2 +𝑎 2 (𝑠2 +𝑎 2 )2

𝑎 𝑎(𝑠2 −𝑎 2 ) 2𝑎 3
𝐿{sin 𝑎𝑡 − 𝑎𝑡 cos 𝑎𝑡} 𝑠2 +𝑎2
− (𝑠2 +𝑎2 )2 = (𝑠2 +𝑎2 )2

𝑎 𝑎(𝑠2 −𝑎 2 ) 2𝑎𝑠2
sin 𝑎𝑡 + 𝑎𝑡 cos 𝑎𝑡 + =
𝑠2 +𝑎2 (𝑠2 +𝑎 2 )2 (𝑠2 +𝑎 2 )2

Laplace transform through Division by t: If 𝐹̅ (𝑠) is the Laplace transform of 𝑓(𝑡), then

𝑓(𝑡)
𝐿{ }= ∫ ̅𝐹 (𝑢) d𝑢 = 𝐺̅ (𝑠).
𝑡 𝑢=𝑠
∞ ∞
𝑓(𝑡) −𝑠𝑡 𝑓(𝑡)
Hence ∫ { }𝑒 d𝑡 = 𝐺̅ (𝑠) ⇒ ∫ d𝑡 = lim 𝐺̅ (𝑠).
0 𝑡 0 𝑡 𝑠→0

Table 6 Examples on Division by t

Function Laplace transform


∞ ∞
1− 1 1 𝑢 𝑠+𝑎
∫ ( − ) d𝑢 = |log ( )| = log ( )
𝑡 𝑢=𝑠 𝑢 𝑢+𝑎 𝑢 + 𝑎 𝑢=𝑠 𝑠


1 1 𝑢+𝑎 ∞ 𝑠+𝑏
∫ ( − ) d𝑢 = |log ( )| = log ( )
𝑢=𝑠 𝑢 + 𝑎 𝑢+𝑏 𝑢 + 𝑏 𝑢=𝑠 𝑠+𝑎


𝑡 𝑒 −𝑎𝑡 − 𝑒 −𝑎𝑡 𝑠+𝑏 𝑏
∫ ( ) d𝑡 = lim log ( ) = log ( ) .
0 𝑡 𝑠→0 𝑠+𝑎 𝑎

∞ ∞
𝑢 𝑢 1 𝑢2 + 𝑎2
∫ ( 2 2
− 2 ) d𝑢 = |log ( 2 )|
𝑢=𝑠 𝑢 + 𝑎 𝑢 + 𝑏2 2 𝑢 + 𝑏2 𝑠

𝑎𝑡− 𝑡 1 𝑠2 + 𝑏2
= log ( 2 )
𝑡 2 𝑠 + 𝑎2

cos 𝑎𝑡 − cos 𝑏𝑡 1 𝑠 2 + 𝑏2 𝑏
∫ ( ) d𝑡 = lim log ( 2 2 ) = log ( ) .
0 𝑡 2 𝑠→0 𝑠 +𝑎 𝑎

∞ 1 𝑢 𝑢 ∞ √𝑠2 +𝑎 2
∫𝑢=𝑠 (𝑢 − 𝑢2 +𝑎2 ) d𝑢 = |log (√𝑢2 +𝑎2 )| = log ( 𝑠
)
1− 𝑎𝑡 𝑠
𝑡 ∞ 1− 𝑎𝑡 √𝑠2 +𝑎 2 √ 2 +𝑎2
∫0 ( ) 𝑒 − 𝑡 d𝑡 = lim𝑠→ log ( ) = log ( )
𝑡 𝑠

3
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

Table 6 Examples on Division by t (Continued)

Function Laplace transform



2 𝑎𝑡 sin2 𝑎𝑡 − 𝑡 1 √𝑏 2 + 4𝑎2
𝑡
∫ ( ) 𝑒 d𝑡 = log ( )
0 𝑡 2 𝑏
1− 2𝑎𝑡
=
2𝑡


𝑎 −1
𝑢 ∞ π 𝑠
∫ ( 2 2
) d𝑢 = |tan ( )| = − tan−1 ( )
𝑎𝑡 𝑢=𝑠 𝑢 + 𝑎 𝑎 𝑢=𝑠 2 𝑎
𝑡 ∞
sin 𝑎𝑡 π 𝑠 π
∫ d𝑡 = lim [ − tan−1 ( )] =
0 𝑡 𝑠→0 2 𝑎 2

∞ ∞
1 𝑢 𝑢
∫ ( − 2 ) d𝑢 = |log ( )|
𝑢=𝑠 𝑢 𝑢 − 𝑎2 √𝑢2 − 𝑎2 𝑠
1− 𝑎𝑡
𝑡
√𝑠 2 − 𝑎2
= log ( )
𝑠

1 √𝑡 √π ∞ 1 √π 2 ∞ π
= ∫ ( 3/2 ) d𝑢 = |− | =√
√𝑡 𝑡 2 𝑢=𝑠 𝑢 2 √𝑢 𝑠 𝑠

First Shifting Property (s-Shifting): If 𝐹̅ (𝑠) is the Laplace transform of 𝑓(𝑡), then
𝐿 {𝑒 𝑎𝑡 𝑓(𝑡)} = 𝐹̅ (𝑠 − 𝑎).
Table 7 Examples on First Shifting Property
Function Laplace transform

𝑡 𝑛 𝑒 𝑎𝑡 𝑛 !/(𝑠 − 𝑎)𝑛+1

𝑡 𝑝 𝑒 𝑎𝑡 , p > 0 Γ (𝑝 + 1)/(𝑠 − 𝑎)𝑝+1

√π
√𝑡 𝑒 𝑎𝑡 2(𝑠−𝑎)3/2

𝑒 𝑎𝑡 sin 𝑏𝑡
(𝑠−𝑎)2 + 2

𝑠−𝑎
𝑒 𝑎𝑡 cos 𝑏𝑡
(𝑠−𝑎)2 + 2

𝑒 𝑎𝑡 sin 𝑏𝑡
(𝑠−𝑎)2 − 2

𝑠−𝑎
𝑒 𝑎𝑡 cos 𝑏𝑡
(𝑠−𝑎)2 − 2

4
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

0 𝑡<𝑎
Heaviside Unit Step Function: For 𝑎 ≥ 0, 𝐻(𝑡 − 𝑎) = 𝑈𝑎 (𝑡) = {
1 𝑡≥𝑎
1 𝑡<𝑎
Note: 1 − 𝐻(𝑡 − 𝑎) = 𝑈𝑎 (𝑡) = {
0 𝑡≥𝑎

Second Shifting Property (t -shifting): If 𝐹̅ (𝑠) is the Laplace transform of 𝑓(𝑡), then
𝐿 {𝐻(𝑡 − 𝑎) 𝑓(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐹̅ (𝑠).

Table 8 Examples on Second Shifting Property


Function Laplace transform
𝑠
𝐻(𝑡 − 𝑎) = 𝐻(𝑡 − 𝑎). 1 𝑒 −𝑎𝑠 𝐿{1} =
𝑠

1 − 𝑒 −𝑎𝑠
1 − 𝐻(𝑡 − 𝑎)
𝑠

π 1 2π π𝑠/2
π π π
𝐻 (𝑡 − 2 ) cos 𝑡 = 𝐻 (𝑡 − 2 ) sin (𝑡 − 2 ) ∙
2 𝑠2 +(π/2)2
∙ 𝑒 − π𝑠/2 = 𝑠2 +π2

Rectangular Pulse 𝑠− 𝑠

𝑅(𝑡; 𝑎, 𝑏) = 𝐻(𝑡 − 𝑎) − 𝐻(𝑡 − 𝑏) 𝑠

Think about It Suppose that


𝑔(𝑡), 𝑎 ≤ 𝑡 < 𝑏
𝑓(𝑡) = {
0, elsew ere.
What is the Laplace transform of f(t)?

Think about It Suppose that


𝑔(𝑡) 0 ≤ 𝑡 < 𝑎
𝑓(𝑡) = {
ℎ(𝑡) 𝑡 ≥ 𝑎.
What is the Laplace transform of f(t)?

Dirac Delta Function: For arbitrarily small 0, and 𝑎 ≥ 0, we have the pulse function

1
𝑎≤𝑡<𝑎+
 (𝑡 − 𝑎) = {
0 elsew ere.
1
Then  (𝑡 − 𝑎) = [𝐻(𝑡 − 𝑎) − 𝐻(𝑡 − 𝑎 − )]
𝑠− ( )𝑠 𝑠 (1− 𝑠)
𝐿{ (𝑡 − 𝑎)} = = ∙
𝑠 𝑠

The Dirac Delta function is defined by (𝑡 − 𝑎) = lim →0  (𝑡 − 𝑎).


+∞ 𝑡 = 𝑎
Thus (𝑡 − 𝑎) = {
0 𝑡 ≠ 𝑎.
𝑠 (1− 𝑠)
Now, 𝐿{(𝑡 − 𝑎)} = lim 𝐿{ (𝑡 − 𝑎)} = lim = 𝑒 −𝑎𝑠 for 𝑎 ≥ 0
→0 →0 𝑠

In particular, L{(𝑡)} = 1.

5
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

1.2 Laplace transform of Periodic Functions

A real valued function f (t ) is said to be a periodic function, if there exists a positive real number τ
such that

f (t + τ) = f (t ) for all t . (1.2.1)

The least τ is called the period of f . Let f (t ) be a periodic function with period τ > 0. Then its graph
is repeated in regular intervals of length τ. Then the Laplace transform of f is given by

1
L f (t ) = e −s t f (t ) dt .

(1.2.2)
1 − e −s τ
0

Example 1.2.1. Find the Laplace transform of the periodic function f with period a, whose definition
in one period is given by:
(
1, 0 < t < a2
f (t ) = (1.2.3)
−1, a2 < t < a.

Solution.

a  a/2 a 
1 1  
L f (t ) = e −s t f (t ) dt =  e −s t · 1 dt + e −s t · (−1) dt 
  
1 − e −s a 1 − e −s a  
0 0
 a/2 

" #
a/2 a
1 e −s t e −s t
= − − −
1 − e −s a s t =0 s t =a/2

− e −s a/2 e −s a − e −s a/2
 
1 1
= −s a
+
1−e s s
1 1 − 2e −s a/2 + e −s a 1 (1 − e −s a/2 ) 2
= · = ·
1 − e −s a
 
s s 1 − e −s a/2 1 + e −s a/2
1 − e −s a/2 1 e s a/4 − e −as /4 1 sa 
=  = · = tanh ,
s 1 + e −s a/2 s e s a/4 + e −as /4 s 4

by multiplying the numerator and denominator by e s a/4 .


Example 1.2.2. Find the Laplace transform of half-wave rectified sinusoidal signal f with period
2π/ω, whose definition in one period is given by:
(
sin ωt , 0 < t < ωπ
f (t ) = π 2π
(1.2.4)
0, ω < t < ω .

Solution.

2π/ω π/ω
1 1
L f (t ) = −s t
sin ωt · e −s t dt

e f (t ) dt =
1 − e −s a 1 − e −2s π/ω
0 0

6
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Laplace Transform Professor of Mathematics

1 e −s t π/ω
= · 2 (−s sin ωt − ω cos ωt )
1 − e −2s π/ω s + ω2 t =0
1 ω(1 + e −s π/ω )
= ·
1 − e −2s π/ω s 2 + ω2
ω −s
1 + e π/ω ω 1
= 2 2
· −2s
= 2 2
·
s +ω 1−e π/ω s + ω 1 − e −s π/ω

e Bt
Integral Formula: sin At .e Bt dt = (B sin At − A cos At )
A2 + B 2
Example 1.2.3. Find the Laplace transform of full-wave rectified sinusoidal signal f with period 2π/ω,
whose definition in one period is given by:
(
sin ωt , 0 < t < ωπ
f (t ) = (1.2.5)
− sin ωt , ωπ < t < 2π
ω.

Solution.
Write τ = a in (1.2.2). Then


2π/ω
1
L f (t ) = e −s t f (t ) dt

1 − e −s a
0

 

 π/ω 2π/ω 

1

 


−s t −s t
= −2s
sin ωt · e dt − sin ωt · e dt
1−e π/ω 

0



 π/ω 
(
1 e −s t π/ω
= (−s sin ωt − ω cos ωt )
1−e −2s π/ω s + ω2
2
t =0
)
2π/ω
e −s t
− 2 (−s sin ωt − ω cos ωt )
s + ω2 t =π/ω
−s −s (1 + e −s π/ω )
 
1 ω(1 + e π/ω ) ωe π/ω
= · +
1 − e −2s π/ω s 2 + ω2 s 2 + ω2
ω 1 + e −s π/ω ω e s π/2ω + e −s π/2ω ω
= · = · = coth (s π/2ω).
s 2 + ω2 1 − e −s π/ω s 2 + ω2 e s π/2ω − e −s π/2ω s 2 + ω2

Exercise 1.2.1. Find the Laplace transform of half-wave the saw-tooth wave f (t ) = kt /π with period
π.

Exercise 1.2.2. Find the Laplace transform of the signal f (t ) = t (l − t ) with period l .
(
t, 0<t <a
Exercise 1.2.3. Find the Laplace transform of the triangular wave f (t ) = with
2a − t , a < t < 2a
period 2a.

7
Chapter 2

The Inverse Laplace Transform


2.1 Inverse Laplace Transform

If F¯ (s ) = L f (t ) is the Laplace transform of f (t ), t ≥ 0, then f (t ) is called the inverse of the




Laplace transform F¯ (s ) or simply the inverse Laplace transform, and we write

f (t ) = L −1 F¯ (s ) .

(2.1.1)

Inverse Laplace Transform of Elementary Functions

t n−1
 
1
(a) L −1 = for n = 1, 2, 3, ...
sn (n − 1)!
t p −1
 
1
(b) L −1 p = for real p > 0
s Γ(p)
 
1
(c) L −1 = e at
s −a
 
1 1
(d) L −1
2 2
= · sin at
s +a a
n s o
(e) L −1 2 = cos at
s + a2
 as 
e
(f) L −1 = H (t − a), where a ≥ 0
s

Linearity of the Inverse Laplace Transform

Let f (t ) = L −1 F¯ (s ) , g (t ) = L −1 Ḡ (s ) . Then for any scalars a and b, we have


 

L −1 a F¯ (s ) + bḠ (s ) = a f (t ) + b g (t ).

(2.1.2)

Hyperbolic (Sine and Cosine) as the Inverses

e at − e −at
 
1 1
(a) L −1 = · sinh at =
s 2 − a2 a 2a
n s o e at + e −at
(b) L −1 2 = cosh at =
s − a2 2

2.2 Inverse Shifting

(a) First Shifting: If L −1 F¯ (s ) = f (t ), then L −1 F¯ (s − a) = e at · f (t ). That is,


 

L −1 F¯ (s − a) = e at · L −1 F¯ (s )
 
(2.2.1)

8
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

Example 2.2.1.
   
1 −1 1 t n− 1
(a) L −1
n
=e Lat
n
= e at · (n−1)! , n = 1, 2, , ...
(s − a) s
   
1 −1 1 t n− 1
(b) L −1 =e L−at
= e −at · (n−1)! , n = 1, 2, , ...
(s + a) n sn
   
1 1 t p −1
(c ) L −1 p
= e at L −1 p = e at · Γ(p ) for real p > 0
(s − a) s
   
1 −1 1 t p −1
(d ) L −1 p
=e L−at
p
= e −at · Γ(p ) for real p > 0
(s + a) s

Example 2.2.2.
   
1 1
(a) L −1 = e at
L −1
= e at · sinb bt
(s − a) 2 + b 2 s 2 + b2
   
1 1
(b) L −1 =e L−at −1
= e −at · sinb bt
(s + a) 2 + b 2 s 2 + b2
   
1 1
(c ) L −1 =e Lat −1
= e at · sinhb
bt
(s − a) 2 − b 2 s 2 − b2
   
1 1
(d ) L −1 =e L−at −1
= e −at · sinh b
bt
(s + a) 2 − b 2 s 2 − b2

Example 2.2.3.
 
s −a n s o
(a) L −1
=e Lat −1
= e at · cos bt
(s − a) 2 + b 2 s 2 + b2
     
s s −a a
(b) L −1
=L −1
+L −1
(s − a) 2 + b 2 (s − a) 2 + b 2 (s − a) 2 + b 2
h n s o n a oi
= e at L −1 2 2
+ L −1 2
s + b s + b2
at a
 
= e cos bt + b · sin bt
 
s −a n s o
(c ) L −1 = e at
L −1
= e at · cosh bt
(s − a) 2 − b 2 s 2 − b2
     
s s −a a
(d ) L −1
=L −1
+L −1
(s − a) 2 − b 2 (s − a) 2 + b 2 (s − a) 2 − b 2
h n s o n a oi
= e at L −1 2 2
+ L −1 2
s − b s − b2
at a
 
= e cosh bt + b · sinh bt
 
s +a n s o
(e ) L −1 = e −at
L −1
= e −at · cos bt
(s + a) 2 + b 2 s 2 + b2
     
s s +a a
(f ) L −1 = L −1
− L −1
(s + a) 2 + b 2 (s + a) 2 + b 2 (s + a) 2 + b 2
h n s o n a oi
= e −at L −1 2 2
− L −1 2
s + b s + b2
−at a
 
=e cos bt − b · sin bt

9
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

 
s +a n s o
(g ) L −1
= e −at
L −1
= e −at · cosh bt
(s + a) 2 − b 2 s 2 − b2
     
s s +a a
(h) L −1
=L −1
−L −1
(s + a) 2 − b 2 (s + a) 2 + b 2 (s + a) 2 − b 2
h n s o n a oi
= e −at L −1 2 2
− L −1 2
s − b s − b2
−at
cosh bt − ab · sinh bt
 
=e

(b) Second Shifting: If L −1 F¯ (s ) = f (t ), then




L −1 e −as F¯ (s ) = f (t − a) · H (t − a)

(2.2.2)

where a ≥ 0.
Example 2.2.4.

e −as
   
1 (t −a ) n− 1
(a) L −1
= L −1
H (t − a) = (n−1)! · H (t − a)
sn sn t →(t −a )
e −as
   
1
(b) L −1
= L −1
H (t − a) = e b (t −a ) · H (t − a)
s −b s − b t →(t −a )

Example 2.2.5.

e −as
   
1
(a) L −1
= L −1
H (t − a)
s 2 + b2 s 2 + b 2 t →(t −a )
H (t − a) = sin b b(t −a ) · H (t − a)
= sin bt
b t →(t −a )
 −as   
e 1
(b) L −1 2 = L −1
H (t − a)
s − b2 s 2 − b 2 t →(t −a )
= H (t − a) = sinh bb(t −a ) · H (t − a)
sinh bt
b t →(t −a )
 −as 
se n s o
(c ) L −1
= L −1
H (t − a)
s 2 + b2 s 2 + b 2 t →(t −a )
= H (t − a) |cos bt |t →(t −a ) = H (t − a) cos b (t − a)
 −as 
se n s o
(d ) L −1 2 = L −1
H (t − a)
s − b2 s 2 − b 2 t →(t −a )
= H (t − a) |cosh bt |t →(t −a ) = H (t − a) cosh b (t − a)

Exercise 2.2.1. Find the inverse of each of the following Laplace transforms:

1 s s 2 −1 (2+s ) 2
(a) s + s 2 +4
(b) s3
(c ) s5
s 2 −3s +4 s 3(s 2 −2) 2
(d ) s3
(e ) s 2 +16
2
+ s −3 + ss+1
3 (f ) 2s 5
3s −1 1 6 3 1
(g ) (s +1) 4
(h) s +4 − (s −4) 2
(i ) s −7 + s 3

Exercise 2.2.2. Find the inverse of each of the following Laplace transforms:
2s −5 −18 s
(a) 4s 2 +25
+ 4s9−s 2 (b) s 2 +6s +13
(c ) 3
s 2 +6s +18
s 3s +7 −3 s +1
(d ) 2s 2 +2s +1
(e ) s 2 −2s −3
+ s 2 2s
+4s +13
(f ) s 2 +4s +16
3s −1 s −4
(g ) s 2 −6s +2
(h) s 2 −8s +10

10
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

2.3 Inverse Laplace Transform by Partial Fractions

Case (a) Rational Fractions with Linear Factors in the Denominator


Example 2.3.1.
   
1 1 1
L −1
= ·L −1
(s − 1) (s + 2) (s − 3) (s + 2) (s − 3) s =1 s −1
 
1 1
+ ·L −1
(s − 1) (s − 3) s =−2 s +2
 
1 1
+ ·L −1
(s − 1) (s + 2) s =3 s −3
1 1 1
= · et + · e −2t + · e 3t
(3) (−2) (−3) (−5) (2) (5)
1 1 1
= − · et + · e −2t + · e 3t
6 15 10
Example 2.3.2.
   
s −1 s −1 1
L −1
= ·L −1
(s − 2) (s − 3) (s − 4) (s − 3) (s − 4) s =2 s −2
 
s −1 1
+ ·L −1
(s − 2) (s − 4) s =3 s −3
 
s −1 1
+ ·L −1
(s − 2) (s − 3) s =4 s −4
1 2 3
= · et + · e −2t + · e 3t
(−1) (−2) (1) (−1) (2) (1)
1 3
= · e t − 2e −2t + · e 3t
2 2
Example 2.3.3.

s2 + 1 s2 + 1
   
1
L −1
= ·L −1
s (s − 1) (s + 1) (s − 2) (s − 1) (s + 1) (s − 2) s =0 s
s2 + 1
 
1
+ ·L −1
s (s + 1) (s − 2)s =1 s −1
2
 
s +1 1
+ ·L −1
s (s − 1) (s − 2) s =−1 s +1
2
 
s +1 1
+ ·L −1
s (s − 1) (s + 1) s =2 s −2
1 1 5
= − e t − · e −t + · e 2t
2 3 6
Exercise 2.3.1. Find the inverse of each of the following Laplace transforms:
3s 1 s −1
(a) (s −1) (s 2 −4)
(b) (s +3) (s +7) (c ) (s +1) (s −3)
s −8 s 2 −7s +5 s 2 +s −2
(d ) s 2 −3s −4
(e ) (s −1) (s −2) (s −3) (f ) s (s −2) (s +3)
s +10 s −4 1−7s
(g ) s 2 −s −2
(h) s 2 −4
(i ) (s −3) (s −1) (s +2)
1 6 s 2 +9s −9
(j) s 3 −s
(k ) (s +2) (s −4) (l ) s 3 −9s

11
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

s 2 −6s +4 2s 2 −6s +5
(m) s 3 −3s 2 +2s
(n) s 3 −6s 2 +11s −6

Case (b) Rational Fractions with Quadratic Factors in the Denominator


n o
Example 2.3.4. We find f (t ) = L −1 (s −1) 1(s −2) 2 . Write

F¯ (s ) = 1
(s −1) (s −2) 2
= A
s −1 + B
s −2 + C
(s −2) 2
·

Then A = 1
(s −2) 2 s =1
= 1, C = 1
s −1 s =2 = 1. To find B, we clear the fractions in F¯ (s ), so that

A(s − 2) 2 + [B (s − 2) + C ] (s − 1) = 1.

Comparing the coefficients of s 2 on both sides, we get A + B = 0 or B = −A = −1. Hence with


A = C = 1 and B = −1, we get
n o
f (t ) = L −1 s −1 − L −1 s −2 + L −1 (s −2)
 1  1 1
2

=e −e +e ·L
t 2t 2t −1 1 t 2t 2t

s2
= e − e + te

Exercise 2.3.2. Find the inverse of each of the following Laplace transforms:
s 2 +1 4s s +1
(a) s (s −1) (s +2) 2
(b) (s −1) (s +1) 2
(c ) s 2 (s +1)
1 s 4s +5
(d ) s 3 (s +1)
(e ) (s −1) 2 (s +2) 2
(f ) (s −1) 2 (s +2)

Case (c) Rational Fractions with Simple Quadratic Factors in the Denominator
Example 2.3.5.
n o
s 2 +6
L −1 1
· L −1 s 21+1 1
· L −1 1
 
(s 2 +1) (s 2 +4)
= s 2 +4 s 2 =−1
+ s 2 +1 s 2 =−4 s 2 +4
1 1 sin 2t
− 3 · sin t + 3 · 2

Example 2.3.6.
n o n o
(s 2 +b 2 ) − (s 2 +a 2 ) ]
L −1 (s 2 +a 2 )s(s 2 +b 2 ) = L −1 (bs2[−a 2 · L
−1
1
 s s
2 ) (s 2 +a 2 ) (s 2 +b 2 ) = b 2 −a s 2 +a 2
− s 2 +a 2

= b 2 −a 2 L −L
1
 −1  s −1
 s  1
s 2 +a 2 s 2 +a 2
= b 2 −a 2 [cos at − cos bt ]

Exercise 2.3.3. Find the inverse of each of the following Laplace transforms:
s 2 −8 s3 s
(a) (s 2 +5) (s 2 −7)
(b) s 4 −a 4
(c ) s 4 +s 2 +1
1 s s
(d ) (s 2 −a 2 ) 2
(e ) s 4 +1
(f ) s 2 (s 2 +9)

Case (d) Linear and Quadratic Factors in the Denominator


n o
Example 2.3.7. We find f (t ) = L −1 (s −1)5s(s +3
2 +2s +5) . Write

F¯ (s ) = 5s +3
(s −1) (s 2 +2s +5)
= A
s −1 + Bs +C
s 2 +2s +5
·

12
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

Then A = 5s +3
s 2 +2s +5 s =1
= 8
8 = 1. To find B and C , we clear the fractions in F¯ (s ) so that

A(s 2 + 2s + 5) 2 + (Bs + C ) (s − 1) = 1 or 8(s 2 + 2s + 5) 2 + (Bs + C ) (s − 1) = 1.

(a) Comparing the coefficients of s 2 on both sides, we get 1 + B = 0 or B = −1

(b) Comparing the constant terms on both sides, we get 5 − C = 3 or C = 5 − 2 = 3

Hence
n o n o
f (t ) = L −1 1
− L −1 −s +2
= L −1 − L −1 (s +1)
1
2 +4 + 3 · L
s +1 −1 1
  
s −1 s 2 +2s +5 s −1 2
(s +1) +4

= e t − e 2t − e −t · L −1 s 3
· e −t ·L −1 t −t
  2  3

s 2 +4
+ 2 s 2 +4
=e −e cos 2t − 2 · sin 2t

Exercise 2.3.4. Find the inverse of each of the following Laplace transforms:
s 2 +2s +3 s +1 5s 2 −7s +17
(a) (s 2 +2s +2) (s 2 +2s +5)
(b) (s 2 +1) (s 2 +4)
(c ) (s −1) (s 2 +4)
s 2 +2s −4 s 5s −7
(d ) (s 2 +9) (s −5)
(e ) (s 2 +2s +5) (s −7)
(f ) (s +3) (s 2 +2)
s
(g ) (s −1) (s 2 +2s +2)

2.4 Inverse of the Laplace Transform by Convolution Theorem

Let f and g be piece-wise continuous on the interval [0, ∞), then the special product f ∗ g , defined
by the integral

t
( f ∗ g ) (t ) = f (v )g (t − v )dv (2.4.1)
0

is called the convolution integral or simply convolution of f and g .


Theorem 2.4.1 (Convolution Theorem). Let f and g be piece-wise continuous on the interval
[0, ∞), and have exponential orders, then the Laplace transform of the convolution of f and g equals
the product of the Laplace transforms of f and g , that is


 t 
 
L ( f ∗ g ) (t ) = L = L f (t ) · L g (t )
 
  
f (v )g (t − v )dv (2.4.2)

 

0 
The inverse form of the convolution theorem states that

n o t
L −1 ˆ
F (s ) · Ĝ (s ) = ( f ∗ g ) (t ) = f (v )g (t − v )dv , (2.4.3)
0
n o n o
where f (t ) = L −1 Fˆ (s ) and g (t ) = L −1 Ĝ (s )

Remark 2.4.1. Division by s Write Ĝ (s ) = 1/s in the Convolution theorem, we have


( ) t
Fˆ (s )
L −1
= f (v )dv , (2.4.4)
s
0

13
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

n o
where f (t ) = L −1 Fˆ (s ) . In other words,


t
Fˆ (s )

 

L
 

f (v )dv = , (2.4.5)

 
 s
0 
n o
Example 2.4.1. Use convolution theorem to evaluate L −1 (s +a 1
)s

)s = s +a · s . Identify that L
1 1 1 −1 1 −at and L −1 1 = 1. Then by convolution
 
Solution. Write (s +a s +a = e s
theorem, we have
     
1 1 1 −1 1
L −1
· =L −1
∗L
s +a s s +a s
t t
−at e −av 1
e −av .1 dv = − 1 − e −at

=e ∗1= =
a v =0 a
0
n o
Example 2.4.2. Use convolution theorem to evaluate L −1 s 2 (s1+a )

Solution. Write s 2 (s1+a ) = s12 · s +a


1
. Since L −1 s12 = t and L −1 s +a
 1
= e −at , convolution theorem gives


  t t
1 1
L −1
· = t ∗e −at
= ve −a (t −v )
dv = e −at
ve av dv
s2 s + a
0 0
 av   av  t
e e
= e −at (v ) − (1)
a a 2 v =0
 at
e at e 0
  −at 
−at te t e −1
=e − 2 + 2 = +
a a a a a2
n o
Example 2.4.3. Use convolution theorem to evaluate L −1 (s 2 +1)s 1

1
= s 21+1 · 1s . Note that L −1 s 21+1 = sin t , L −1 1s = 1. Then
 
Solution. Write (s 2 +1)s
     
1 1 1 −1 1
L −1
· =L −1
∗L = sin t ∗ 1
s2 + 1 s s2 + 1 s
t
= sin v .1 dv = |− cos v |vt =0 = 1 − cos t
0
n o
Example 2.4.4. Use convolution theorem to evaluate L −1 (s 2 +1) s
2

2 = s 2 +1 · s 2 +1 . Since L = sin t , L −1 s 2s+1


s 1 s −1
 1 
Solution. We write (s 2 +1) s 2 +1
= cos t , by convolution
theorem, we obtain
  t
1 s
L −1
· = sin t ∗ cos t = sin v cos(t − v ) dv
s2 + 1 s2 + 1
0
t
1
= [sin t + sin(2v − t )] dv
2
0

14
BMAT102L - Differential Equations & Transforms Dr. T. Phaneendra
Module 3: The Inverse Laplace Transform Professor of Mathematics

cos(2v − t ) t
 
1
= t sin t −
2 2 v =0
 
1 1 t sin t
= t sin t − (cos t − cos(−t )) =
2 2 2
n o
Example 2.4.5. Find L −1 1
(s 2 +4) (s −1)

1 1 1
Since L −1 1 sin 2t
L −1 1
= e t , by convolution
 
Solution. We write (s 2 +4) (s −1)
= s 2 +4
· s −1 . s 2 +4
= 2 , s −1
theorem,
t t
et
 
1 1 1 1
L −1
· t
= sin 2t ∗ e = (sin 2v )e t −v
dv = e −v sin 2vdv
s2 + 4 s − 1 2 2 2
0 0

e Av
We know that e Av sin Bvdv = (A sin Bv −B cos Bv ). With A = −1 and B = 2 so that A2 +B 2 = 5,
A2 + B 2
and we have
t t
e −v
e −v sin 2vdv = (− sin 2v − 2 cos 2v )
5 v =0
0
1
= [(sin 0 + 2 cos 0) − e −t (sin 2t + 2 cos 2t )]
5
1
= [2 − e −t (sin 2t + 2 cos 2t )]
5
Therefore,

et
   
11 1
L −1
· −t
[2 − e (sin 2t + 2 cos 2t )]
=
s2 + 4 s − 1
5 2
et
sin 2t + 2 cos 2t
− =
10 5
n o
Exercise 2.4.1 (Think About It). Which method is convenient to find L −1 (s 2 +1)1
2 ? Also, find the

inverse transform

15

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