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
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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
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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
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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
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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)
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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
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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
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