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Inverse Laplace Transforms

The document discusses the Inverse Laplace Transform and methods for finding it, including standard forms, completing the square, partial fractions, and convolution. It provides examples and exercises to illustrate these methods, emphasizing the importance of manipulating expressions into recognizable forms. The Convolution Theorem is also introduced as a simpler method for finding the Laplace transform of a convolution product of two functions.

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0% found this document useful (0 votes)
28 views7 pages

Inverse Laplace Transforms

The document discusses the Inverse Laplace Transform and methods for finding it, including standard forms, completing the square, partial fractions, and convolution. It provides examples and exercises to illustrate these methods, emphasizing the importance of manipulating expressions into recognizable forms. The Convolution Theorem is also introduced as a simpler method for finding the Laplace transform of a convolution product of two functions.

Uploaded by

123456
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Inverse Laplace Transforms

The Inverse Laplace Transform L −1 {F (s)}, transforms a function in the s domain back
to the t domain, i.e

If L {f (t)} = F (s) for Re(s) > α, then


L −1 {F (s)} = f (t)

1 Methods for finding Inverse Laplace Transforms


1.1 Standard Forms
Here we first manipulate the given expressions into forms consistent with Standard forms
Examples
   
1) 3 5 4 3 1 1 4 1
L −1
2
+ 4− =L −1
· 2 +5· 4 − · 2
2s + 8 s 3s + 2 2 s +4 s 3 s+ 3
 
3 1 2 5 3! 4 1
=L −1
· · 2 + · 4− · 2
2 2 s + 4 3! s 3 s+ 3

2
= 34 sin 2t + 65 t3 − 43 e− 3 t

   
2) 2 2
L −1
=L −1
(use First Shift Theorem)
(2s + 4)5 (2(s + 2))5
 
2 1
= 5L −1
2 (s + 2)5
 
1 1 4!
= · ·L −1
(in the form of (3) in the table)
16 4! (s + 2)5

= 1
384
e−2t t4

 
3) s
L −1
(The denominator has the form of (5) & (6) in the
(s − 2)2 + 16
table (First Shift))
   
s (s − 2) + 2
L −1
=L −1
(s − 2)2 + 16 (s − 2)2 + 16
 
s−2 2
=L −1
+
(s − 2)2 + 16 (s − 2)2 + 16
 
s−2 1 4
=L −1
+ ·
(s − 2)2 + 16 2 (s − 2)2 + 16
= e2t cos 4t + 12 e2t sin 4t

© 2019 Durban University of Technology: D Day Page 1


Exercise
n o   √ √ 1
L −1 3s22−4 + 3s−4
s2 +3
+ 4
(3s+1)3
ans: √1
3
sinh √2
3
t +3 cos 3 t− √43 sin 3 t+ 27
2
e− 3 t t2

1.2 Completing the Square


es + f
Here we consider functions of s of the form .
+ bs + c as2
The quadratic in the denominator can be dealt with in one of two ways:
1) If the quadratic factorises into rational factors, the fraction can be broken into partial
d
fractions of the form (which take the form of (1) in the table)
gs + h
2) If the quadratic does not factorise into rational factors, then completing the square will
es + f
yield the form (which takes the form of one of (4) to (7) in the table)
a[(s + j)2 + k]
Note however, that even if the quadratic does factorise and the partial fraction method
is possible, completing the square can also be applied.
Examples
 
1
4) L −1
2s2 + 4s + 10
Complete the square:
2s2 + 4s + 10
=2[s2 + 2s + 5] [between the term containing s and the constant term, add
2
=2[s2 + 2s + 1 − 1 + 5] and then subtract 21 · (coefficient of s) e.g ( 21 · 2)2 = 1]
=2[(s + 1)2 + 4]
Therefore,
   
1 1 −1 1
L −1
= L (denominator fits form (4) in the table)
2s2 + 4s + 10 2 (s + 1)2 + 4
 
1 1 −1 2
= · L
2 2 (s + 1)2 + 4
= 41 e−t sin 2t
 
4s
5) L −1
6s2 − s − 13
Complete the square:
6s2 − s − 13
=6 s2 − 16 s − 13

6
 2 1  2 
1 1 13
1
− 16 1 1

=6 s − 6 s + 144 − 144 − 6
add and subtract 2
· = (12)2
= 144
h i
1 2 313

=6 s − 12 − 144

© 2019 Durban University of Technology: D Day Page 2


Therefore,
  ( )
4s 4 s
L −1
= L −1
2
6s − s − 13 6 1 2 313

s− 12
− 144
( )
1 1

2 s− +
= L −1 12 12
3 1 2 313

s− 12
− 144
( √ )
1 313

2 s − 12 1 12
= L −1 2 + ·√ · 12
3 1 313 12 1 2
− 313
 
s − 12 − 144 313 s − 12 144
( √ )
1 313

2 s − 12 1
= L −1 + √ · 12
3 1 2 313 1 2 313
 
s − 12 − 144 313 s − 12 − 144
h 1 √  1
√ i
2 t 313 1 t 313
= 3 e cosh 12 t + 313 e sinh 12 t
12 √ 12

Exercises
√  √ 
− 21 t 1
1) L −1 s2s+3 21 √5 e− 2 t 21

+s−5
ans: e cosh +
2
t 21
sinh 2
t
3
√  3
√ 
2) L −1 3s+4
ans: 32 e− 4 t cos 431 t + √7 e− 4 t 31

2s2 +3s+5 2 31
sin 4
t

1.3 Partial Fractions


Here we consider fractions where the denominator factorises and can be broken into partial
fractions.
Example
6)
   
3 3
L −1
2
=L −1
2s + 5s + 2 (2s + 1)(s + 2)
 
2 1
=L −1
− (use the method of partial fractions)
2s + 1 s + 2
 
1 1
=L −1

s + 12 s+2
1
= e− 2 t − e−2t

Note: If the method of completing the square had been used for this problem, the answer
− 54 t 3

would have been 2e sinh 4 t (re-do this problem, as an exercise, using the method of
completing the square).
Both of these answers are the same, although in different forms. You can check that
1 5 x −x
e− 2 t − e−2t = 2e− 4 t sinh 43 t by using the definition of sinh x = e −e
2

© 2019 Durban University of Technology: D Day Page 3


Exercises
1) L −1 s3 −3s+2 ans: 29 e−2t − 29 et + 23 tet
 2
n 2 o 3
2) L −1 9s +27s+24
2s3 +5s2 −s−6
ans: 4et − 32 e− 2 t + 2 e−2t
√ √
3) L −1 s3 +5s2s+11s+7 ans: − 14 e−t + 14 e−2t cos 3t + 5
e−2t sin

4

3
3t

1.4 Convolution
The Convolution Theorem is used to find Inverse Laplace Transforms of functions of s of
the form F (s) · G(s). First though, we need to define the Convolution Product of two
functions of t and then state and prove the Convolution Theorem.

1.4.1 Convolution Product (Definition)


If f (t) and g(t) are integrable functions defined on t ≥ 0, then their Convolution
Product f (t) ∗ g(t) is defined by;
Z t
f (t) ∗ g(t) = f (u) g(t − u) du
0

Note:
By using a substitution such as w = t − u in the first integral below, it can be easily
shown that
Z t Z t
f (t) ∗ g(t) = f (u)g(t − u) du = f (t − u)g(u)du = g(t) ∗ f (t)
0 0

To find the laplace transform of a convolution product, first find an expression for the
product using the definition of the convolution product, and then use this expression in
the definition of the laplace transform (see examples 7 and 8 below)
Example
7) If f (t) = t and g(t) = e2t , find f (t) ∗ g(t).
Z t
2t
f (t) ∗ g(t) = t ∗ e = u e2(t−u) du
0
Z t
= u e2t e−2u du
0
Z t
=e 2t
u e−2u du (use integration by parts (exercise))
0

= − 21 t − 14 + 14 e2t

© 2019 Durban University of Technology: D Day Page 4


8) Find L {t ∗ e2t }
Z t 
L {t ∗ e } = L
2t 2t
u e du
0

= L − 21 t − 14 + 14 e2t

(using the integral in example 1 above)

= − 2s12 − 1
4s
+ 1
4(s−2)

1
= s2 (s−2)

The following Convolution Theorem provides a far simpler method of finding the laplace
transform of a convolution product.

1.4.2 The Convolution Theorem


If f (t) and g(t) are both piecewise-continuous on t ≥ 0, of exponential order α and have
Laplace Transforms, then for Re(s) > α,

L {f (t) ∗ g(t)} = L {f (t)} · L {g(t)} = F (s) · G(s)

Proof.
Z ∞ Z t 
L {f (t) ∗ g(t)} = −st
e f (u) g(t − u) du dt
0 0
Z ∞ Z t
= e−st f (u)g(t − u) du dt (see note (i) below)
0 0
Z ∞ Z ∞
= e−st f (u)g(t − u)dt du (change the order of integration
0 u
(see note (ii) below))
Z ∞ Z ∞
= e−s(u+v) f (u)g(v) dv du (let v = t − u, (see note (iii) below))
0 0
Z ∞ Z ∞
= e−su e−sv f (u) g(v) dv du
0 0
Z ∞ Z ∞ 
−su −sv
= e f (u) e g(v) dv du
0 0
Z ∞ Z ∞
−su
= e f (u) du · e−sv g(v) dv (see note (iv) below)
0 0

= L {f (t)} · L {g(t)}

= F (s) · G(s)

© 2019 Durban University of Technology: D Day Page 5


Notes:
When evaluating double integrals, the inner integral is evaluated first, followed by the
outer integral
(i) The double integral is defined over the triangular region 0 < u < t ( limits on the
inner integral sign i.e the integral with respect to u) and 0 < t < ∞ (limits on the outer
integral sign, i.e the integral with respect to t)
u u=t
3
2
1
t
1 2 3

The u values range from u = 0 to u = t, while t values range from t = 0 to ∞, i.e the
region vertically between the lines u = 0 and u = t and horizontally to the right of the
line t = 0.
(ii) Changing the order of integration means that the two integral signs swop. The inner
integral now becomes the integral with respect to t and as can be seen from the shaded
region, the t values now range from t = u to ∞. The outer integral becomes the integral
with respect to u and, as seen from the graph, ranges from the line u = 0 to ∞ i.e,
Z ∞Z t Z ∞Z ∞
du dt = dt du
0 0 0 u

(iii) Making the substitution v = t − u ⇒ dv = dt and the limits of integration for v


are, for t = u ⇒ v = u − u = 0 and t = lim T ⇒ v = lim T − u = ∞
T →∞ T →∞

(iv) Since u and v are independent of each other, the integrals can be calculated separately.
Example
9) Returning to Examples 7 and 8, the Convolution Theorem provides us with a much
shorter method for finding L {t ∗ e2t }, which can now be evaluated in a single line as
follows;

1! 1 1
L {t ∗ e2t } = L {t} · L {e2t } = 2
· = 2
s s−2 s (s − 2)
Compare this with example 7 and example 8.

1.4.3 Inverse Laplace Transforms using the Convolution Theorem


Since, from the Convolution Theorem L {f (t) ∗ g(t)} = F (s) · G(s), it follows that
Z t
L −1
{F (S) · G(s)} = f (t) ∗ g(t) = f (u) g(t − u) du
0

© 2019 Durban University of Technology: D Day Page 6


Example
10)
   
3s s 1
L −1
=3L −1
· 2 (in this case, the fraction cannot be
(s + 4)2
2 2
s +4 s +4
broken into partial fractions)
 
s 1 2
=3L −1
· · 2
+4 2 s +4 s2
 
3 −1 s 2
= L ·
2 s2 + 4 s2 + 4

= 32 (cos 2t ∗ sin 2t) (by the convolution theorem)


Z t
= cos(2u) sin(2(t − u)) du
0

complete as an exercise (ans: 34 t sin 2t)

Exercises
Use the convolution theorem to find;
1) L −1 s2 −3s+2
 2
ans: 2(e2t − et )
n o
2) L −1 s2 (s−2)
1
ans: − 21 t − 14 + 14 e2t (see examples 7 and 8)
n o
3) L −1 (s−1)(s21+4s+8) ans: 13 1 t
e − 131 −2t
e 3 −2t
cos 2t − 26 e sin 2t

© 2019 Durban University of Technology: D Day Page 7

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