Modules in

Advanced Engineering Mathematics

SESSION TOPIC 3 (3.8-3.9): Convolution Theorem, Solution of IVP using Laplace Transform

LEARNING OBJECTIVES:
At the end of the discussion, the student should be able to:
1. understand the concept of Laplace transform
2. obtain the Laplace transforms of elementary functions
3. obtain the Laplace transforms of periodic functions
4. obtain the Laplace transform of unit step function
5. find inverse Laplace transforms
6. solve initial-value problems using the Laplace Transform Method

KEY TERMS
elementary unit step initial-value
Laplace transform
function function problem
kernel of periodic inverse Laplace
transformation function transform

CORE CONTENT

3.8 Convolution Theorem for Laplace Transforms

The Convolution Theorem can be used to find the inverse Laplace transform of a product of transforms.

If L -1 {𝑓(𝑠)} = 𝐹(𝑡) and L -1 {𝑔(𝑠)} = 𝐺(𝑡) , where 𝐹(𝑡) and 𝐺(𝑡) are Laplace-transformable, then

𝑡
L -1 {𝑓(𝑠)
∙ 𝑔(𝑠)} = ∫0 𝐹(𝛽) 𝐺(𝑡 − 𝛽) 𝑑𝛽
or
𝑡
L {𝑓(𝑠) ∙ 𝑔(𝑠)} = ∫0 𝐺(𝛽) 𝐹(𝑡 − 𝛽) 𝑑𝛽
-1

1
Example 1: Find L -1 {
(𝑠−1)(𝑠−2)
}.
Solution:
Note that this is a product of two functions.
1 1 1
(𝑠−1)(𝑠−2)
= 𝑠−1 ∙ 𝑠−2
1 1
Let 𝑓(𝑠) = 𝑠−1 and 𝑔(𝑠) = 𝑠−2.
We know the inverse Laplace transforms of the functions.
1
𝐹(𝑡) = L -1 {𝑓(𝑠)} =L -1 { } = 𝑒𝑡
𝑠−1
1
𝐺(𝑡) = L -1 {𝑔(𝑠)} =L -1 { } = 𝑒 2𝑡
𝑠−2
By Convolution Theorem,
1 𝑡
L -1 {
(𝑠−1)(𝑠−2)
} = ∫0 𝐹(𝛽) 𝐺(𝑡 − 𝛽) 𝑑𝛽
𝑡
= ∫0 𝑒 𝛽 𝑒 2(𝑡−𝛽) 𝑑𝛽
𝑡
= ∫0 𝑒 𝛽 𝑒 2𝑡 𝑒 −2𝛽 𝑑𝛽
𝑡
= 𝑒 2𝑡 ∫0 𝑒 −𝛽 𝑑𝛽
𝑡
= 𝑒 2𝑡 ∙ −𝑒 −𝛽 ]0

= 𝑒 2𝑡 (−𝑒 −𝑡 + 𝑒 0 )
= 𝑒 2𝑡 (−𝑒 −𝑡 + 1)
= 𝑒 2𝑡 − 𝑒 𝑡
 1
Example 2: Find L -1 { }.
𝑠2 (𝑠2 +9)
Solution:
1 1 1
Express 𝑠2 (𝑠2+9) = 𝑠2 ∙ 𝑠2 +9 .
1 1
Let 𝑓(𝑠) = 𝑠2 +9 and 𝑔(𝑠) = 𝑠2 .

Now, find 𝐹(𝑡) and 𝐺(𝑡).

1 1
𝐹(𝑡) = L -1 { }= 𝑠𝑖𝑛3𝑡
𝑠2 +9 3
1
𝐺(𝑡) = L -1 { }=𝑡
𝑠2

Applying the Convolution Theorem, we have

1 𝑡
L -1 {
𝑠2 (𝑠2 +9)
} = ∫0 𝐹(𝛽) 𝐺(𝑡 − 𝛽) 𝑑𝛽
𝑡1
= ∫0 3 𝑠𝑖𝑛3𝛽 ∙ (𝑡 − 𝛽) 𝑑𝛽
1 𝑡
= ∫0 (𝑡 − 𝛽) 𝑠𝑖𝑛3𝛽 𝑑𝛽
3

Using integration by parts with 𝑢 = 𝑡 − 𝛽 , 𝑑𝑣 = 𝑠𝑖𝑛3𝛽 𝑑𝛽

𝑐𝑜𝑠3𝛽
𝑑𝑢 = 𝑑𝑡 , 𝑣 = − 3

1 −(𝑡−𝛽)𝑐𝑜𝑠3𝛽 𝑡 1 𝑡
= 3[ ] + 3 ∫0 𝑐𝑜𝑠3𝛽 𝑑𝛽 ]
3 0

1 −(𝑡−𝛽)𝑐𝑜𝑠3𝛽 1 𝑡
= 3[ + 9 𝑠𝑖𝑛3𝛽] ]
3 0
1 1 𝑡
= 3 [(0 + 9 𝑠𝑖𝑛3𝑡) − (− 3 + 0)]
1 1 𝑡
= 3 [9 𝑠𝑖𝑛3𝑡 + 3]
1 𝑡
= 27 𝑠𝑖𝑛3𝑡 + 9
3.9 Solution of Initial-Value Problems using Laplace Transforms
The concepts of Laplace and inverse Laplace transforms can be used to solve initial-value problems.
An initial-value problem (IVP) is an ordinary differential equation together with a specified value,
called the initial condition, of the unknown function at a given point in the domain of the solution.
A solution to an IVP is a function 𝑦 that is a solution to the differential equation and satisfies 𝑦(𝑡0 ) = 𝑦0 .

Recall the following formulas: (Transforms of Derivatives)

Assume that 𝐹(𝑡), 𝐹 ′ (𝑡), 𝐹 ′′ (𝑡), 𝐹 ′′′ (𝑡), … , 𝐹 (𝑛) (𝑡) are Laplace-transformable functions. Then

L {𝐹 (𝑛) (𝑡)} = 𝑠 𝑛 L {𝐹(𝑡)} − 𝑠 𝑛−1 𝐹(0) − 𝑠 𝑛−2 𝐹′(0) − ⋯ − 𝑠𝐹 (𝑛−2) (0) − 𝐹 (𝑛−1) (0)
The formulas for the first two derivatives are
L {𝐹′(𝑡)} = 𝑠 L {𝐹(𝑡)} − 𝐹(0)

L {𝐹′′(𝑡)} = 𝑠 2 L {𝐹(𝑡)} − 𝑠𝐹(0) − 𝐹′(0)

Example 1: Solve the initial-value problem 𝑦 ′ (𝑡) + 2 𝑦(𝑡) = 𝑒 𝑡 ; 𝑦(0) = 2.

Solution:
𝑦 ′ (𝑡) + 2 𝑦(𝑡) = 𝑒 𝑡
Take the Laplace transform of both sides of the equation.
L {𝑦′ (𝑡) + 2 𝑦(𝑡)} = L {𝑒𝑡 }
L {𝑦 ′ (𝑡)} + 2 L { 𝑦(𝑡)} = L {𝑒𝑡 }
Using the formulas for transforms of derivatives, we get
𝑠 L {𝑦(𝑡)} − 𝑦(0) + 2 L { 𝑦(𝑡)} = L {𝑒𝑡 }
𝑠 L {𝑦(𝑡)} − 2 + 2 L { 𝑦(𝑡)} = L {𝑒𝑡 }
1
(𝑠 + 2) L {𝑦(𝑡)} − 2 =
𝑠−1
1
(𝑠 + 2) L {𝑦(𝑡)} = +2
𝑠−1
2𝑠−1
(𝑠 + 2) L {𝑦(𝑡)} =
𝑠−1
2𝑠−1
L {𝑦(𝑡)} = (𝑠−1)(𝑠+2)
2𝑠−1
𝑦(𝑡) = L -1 { }
(𝑠−1)(𝑠+2)
Using partial fractions decomposition,
2𝑠−1 𝐴 𝐵
= 𝑠−1 + 𝑠+2
(𝑠−1)(𝑠+2)
2𝑠 − 1 = 𝐴(𝑠 + 2) + 𝐵(𝑠 − 1)
2𝑠 − 1 = (𝐴 + 𝐵)𝑠 + (2𝐴 − 𝐵)
Equating coefficients,
𝐴+𝐵 =2
2𝐴 − 𝐵 = −1
1 5
Solving the above equations simultaneously, we get 𝐴 = 3 , 𝐵 = 3. Thus , we have
1 5
𝑦(𝑡) = L -1 { 3 }+L -1 { 3 }
𝑠−1 𝑠+2
1 1 5 1
𝑦(𝑡) = 3 L -1 { }+ L -1 { }
𝑠−1 3 𝑠+2
1 5 −2𝑡
𝑦(𝑡) = 3 𝑒 𝑡 + 𝑒
3

Example 2: Solve the initial-value problem 𝑦 ′′ (𝑡) + 𝑦(𝑡) = 4𝑒 𝑡 ; 𝑦(0) = 1, 𝑦 ′ (0) = 3.

Solution:
𝑦 ′′ (𝑡) + 𝑦(𝑡) = 4𝑒 𝑡
L {𝑦′′ (𝑡)} + L {𝑦(𝑡)} = L {4𝑒𝑡 }
4
𝑠 2 L {𝑦(𝑡)} − 𝑠 𝑦(0) − 𝑦 ′ (0) + L {𝑦(𝑡)} =
𝑠−1
4
𝑠 L {𝑦(𝑡)} − 𝑠(1) − 3 + L {𝑦(𝑡)} =
2
𝑠−1
4
L {𝑦(𝑡)}(𝑠 2 + 1) − 𝑠 − 3 = 𝑠−1
4
L {𝑦(𝑡)}(𝑠 2 + 1) = 𝑠−1 + 𝑠 + 3
 4 𝑠 3
L {𝑦(𝑡)} = (𝑠2+1)(𝑠−1) + 𝑠2 +1 + 𝑠2 +1
4 𝑠 1
𝑦(𝑡) = L -1 {
(𝑠2 +1)(𝑠−1)
}+L -1 { } + 3L -1 { }
𝑠2 +1 𝑠2 +1
Using partial fractions decomposition,
4 𝐴 𝐵𝑠+𝐶
(𝑠2 +1)(𝑠−1)
= 𝑠−1 + 𝑠2 +1
4 = 𝐴(𝑠 2 + 1) + (𝐵𝑠 + 𝐶)(𝑠 − 1)
4 = 𝐴𝑠 2 + 𝐴 + 𝐵𝑠 2 − 𝐵𝑠 + 𝐶𝑠 − 𝐶
0𝑠 2 + 0𝑠 + 4 = (𝐴+𝐵) 𝑠 2 + (𝐶 − 𝐵)𝑠 + (𝐴 − 𝐶)
Equating coefficients of like powers of 𝑠,
𝐴+𝐵 =0
𝐶−𝐵 =0
𝐴−𝐶 =4
Solving the above linear system, we obtain 𝐴 = 2, 𝐵 = −2, 𝐶 = −2
Thus,
2 −2𝑠−2 𝑠 1
𝑦(𝑡) = L -1 { + }+L -1 { } + 3L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 𝑠+1 𝑠 1
𝑦(𝑡) = L -1 { } −2L -1 { }+L -1 { } + 3L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 𝑠 1 𝑠 1
𝑦(𝑡) = L -1{ }−2L -1 { } −2L -1 { } +L -1 { } + 3L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 𝑠 1
𝑦(𝑡) = L -1 { } −L -1 { }+L -1 { }
𝑠−1 𝑠2 +1 𝑠2 +1
𝑡
𝑦(𝑡) = 2𝑒 − 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡

Example 3: Solve the initial-value problem 𝑥 ′′ (𝑡) + 𝑥(𝑡) = 6 𝑠𝑖𝑛2𝑡; 𝑥(0) = 3, 𝑥 ′ (0) = 1.
Solution:
𝑥 ′′ (𝑡) + 𝑥(𝑡) = 6 𝑠𝑖𝑛2𝑡
L {𝑥′′ (𝑡)} + L {𝑥(𝑡)} = L {6 𝑠𝑖𝑛2𝑡}
2
𝑠 2 L {𝑥(𝑡)} − 𝑠 𝑥(0) − 𝑥 ′ (0) + L {𝑥(𝑡)} = 6 ∙ 𝑠2 +4
12
𝑠 2 L {𝑥(𝑡)} − 𝑠 (3) − 1 + L {𝑥(𝑡)} = 𝑠2 +4
12
(𝑠 2 + 1) L {𝑥(𝑡)} − 3𝑠 − 1 =
𝑠2 +4
12
(𝑠 2 + 1) L {𝑥(𝑡)} = + 3𝑠 + 1
𝑠2 +4
12 3𝑠 1
L {𝑥(𝑡)} = (𝑠2+1)(𝑠2 +4) + 𝑠2+1 + 𝑠2+1
12 3𝑠 1
𝑥(𝑡) = L -1 { } +L -1 { } +L -1 { }
(𝑠2 +4)(𝑠2 +1) 𝑠2 +1 𝑠2 +1
Using partial fractions decomposition,
12 𝐴𝑠+𝐵 𝐶𝑠+𝐷
= +
(𝑠2 +4)(𝑠2 +1) 𝑠2 +4 𝑠2 +1
12 = (𝐴𝑠 + 𝐵)(𝑠 2 + 1) + (𝐶𝑠 + 𝐷)(𝑠 2 + 4)
0𝑠 3 + 0𝑠 2 + 0𝑠 + 12 = (𝐴 + 𝐶)𝑠 3 + (𝐵 + 𝐷)𝑠 2 + (𝐴 + 4𝐶)𝑠 + (𝐵 + 4𝐷)
Equating coefficients, we obtain the linear system
𝐴+𝐶 =0
𝐵+𝐷 =0
𝐴 + 4𝐶 = 0
𝐵 + 4𝐷 = 12
⇒ 𝐴 = 0, 𝐵 = −4, 𝐶 = 0, 𝐷 = 4
Hence,
(0)𝑠+(−4) (0)𝑠+4 3𝑠 1
𝑥(𝑡) = L -1 { + } +L -1 { } +L -1 { }
𝑠2 +4 𝑠2 +1 𝑠2 +1 𝑠2 +1
−4 4 𝑠 1
𝑥(𝑡) = L -1 { } +L -1 { } + 3L -1 { } +L -1 { }
𝑠2 +4 𝑠2 +1 𝑠2 +1 𝑠2 +1
2 1 𝑠
𝑥(𝑡) = −2 L -1 { } + 5L -1 { } + 3L -1 { }
𝑠2 +4 𝑠2 +1 𝑠2 +1
𝑥(𝑡) = −2 𝑠𝑖𝑛2𝑡 + 5 𝑠𝑖𝑛𝑡 + 3 𝑐𝑜𝑠𝑡
 IN-TEXT ACTIVITY

1. Using the Laplace Transform to solve Initial-Value Problems

https://ltcconline.net/greenl/courses/204/PowerLaplace/initialValueProblems.htm
2. Solving Initial -Value problems by using the Method of Laplace Transforms
https://pdfs.semanticscholar.org/ae8e/164cc579b7d201fed5e489a717477e726154.pdf
3. Additional Lecture

REFERENCES

O’Neil, P. 2012. Advanced Engineering Mathematics.7th Edition. Cengage Learning.

Kreyszig, E.2011. Advanced Engineering Mathematics. 10th Edition. John Wiley and Sons.
Pennisi,L.1976 .Elements of Complex Variables.2nd Edition. Holt, Rinehart and Winston
Rainville,P. & Bedient,E.1989. Elementary Differential Equations.7th Edition.New York: Macmillan
Publishing Company
 SELF-ASSESSMENT

PROBLEM SET 5
(Convolution Theorem, Laplace Transform Method)

Name: ________________________ Score: ______________

Section: ________________________ Date: ______________

Do the following as directed. Show complete solutions and box your final answers.
Solutions and answers should be handwritten. Use short/long bond papers.

A. Obtain the ff. inverse Laplace transforms using the Convolution Theorem.
1
1. L -1 { }
𝑠(𝑠+2)
1
2. L -1 { }
𝑠2 (𝑠−2)
1
3. L -1 {
(𝑠2 +1)2
}
1
4. L -1 { }
𝑠(𝑠2 +𝑘 2 )

B. Solve the following initial-value problems (IVP) using the Laplace transform method.

1. 𝑦 ′ − 𝑦 = 1 ; 𝑦(0) = 1

2. 𝑦 ′′ + 𝑦 = 0 ; 𝑦(0) = 0, 𝑦 ′ (0) = 1

3. 𝑦 ′ + 2𝑦 = 𝑡 ; 𝑦(0) = 2

4. 𝑦 ′′ + 𝑦 = 𝑡 2 ; 𝑦(0) = 1, 𝑦 ′ (0) = 0