3 LAPLACE TRANSFORM Part2

Excellent does not an accident, but it comes through a hard work!!
LESSON OUTCOMES
3.1 Definition and notation
INTRODUCTION :
Laplace transform methods have a key role to play in the modern
approach to the analysis and design of engineering systems.
The attraction of the Laplace transform is that it transforms differential
equations in the t (time) domain into algebraic equations in the s
(frequency) domain.
Ex:
L { f (t )} F ( s)
The Laplace transform operator.
L {g (t )} G ( s )
L { y (t )} Y ( s )
In general, the function to be transformed is denoted by a lowercase

letter, while its Laplace transform will be denoted by the
corresponding upper case letter.
The Laplace transform is a one-to-one function.
INTRODUCTION :
Advantage of using the Laplace transform for solving differential

equations is that initial conditions play an essential role in the
transformation process, so they are automatically incorporated into
the solution.
This contrasts with the classical approach considered previously,
where the initial conditions are only introduced when unknown
constants of integration are determined.
The laplace transform is therefore an ideal tool for solving initial-value
problems such as those occurring in the investigation of electrical
circuits and mechanical vibrations.
LAPLACE TRANSFROM via DEFINITION
Definition and Notation:
st
st
e
f
t
dt
lim
e
f t dt
0

By using definition, find Laplace transform of f (t ) a
L a ae st dt a e st dt a
st
a
,s o
s
e 0
Example 1: Find the Laplace transform of f (t ) 1

Solution :
st
e
st
L {1} 1e dt
So,
1
1
(0 1) , s 0
s
s
2
f (t ) 2 L 2 , s 0
s
2
2
2
f (t ) L , s 0
3
3s
3
a
f t a L a , s 0
s

Example 2
Find the Laplace transform of
f (t ) t
Solution :
L {t} te dt
So;
st
t st 1 st
e 2e
s
s
1
1
0 0 0 2 2 , s 0
s
2
f (t ) 2t L 2t 2 , s 0
s
2
2
2
f (t ) t L t 2 , s 0
3
3s
3
1
f t t L t 2 , s 0
s

Example 3
f (t ) e at .
Solution :
L {e } e e dt e
at
at st
So,
( a s )t
f (t ) e 2t L e 2 t
f (t ) e 2t L e 2t
f (t ) e
t
3
1
t
3
L e
dt
(
s
a
)
( s a )t
,s a
sa
1
,s 2
s2
1
1
, s 2
s 2 s 2
1
1
s
3
f t e
at
3
1
,s
3s 1
3
L e
at
, sa
sa

Example 4
Find the Laplace transform of f (t ) cos at.
Solution :
L {cos at} e st cos atdt

0
s
1
e st sin at 2 e st cos at
a
a
s 2
1 2
a
s2
2
a
st
e
cos atdt
0
st
e
cos
atdt
0
a 2
a 2 s 2
a2
st
e
cos atdt
0
s
a2
Differentiate
s
a
0 e cos atdt a 2 a 2 s 2
s
L cos at 2
s a2
st
e st
- -se st
s 2 e st
Integrate
cos at
1
sin at
a
1
- 2 cos at
a

So,
s
s
,s 0
2
2
2
s 2
s 4
2
2
s
9s
f (t ) cos t L cos t
,s 0
2
2
3
3
9s 4
2
2
s
3
s
1
f (t ) cos 0t L cos 0t 2
L 1 , s 0
2
s
s 0
f (t ) cos 2t L cos 2t
Identities
Trigonometric
Functions
(Functions of Complex Variable)
eix e ix
sin x
2i
eix e ix
cos x
2
s
f t cos at L cos at 2
, s0
2
s a

Example 5
f (t ) sin at.
Solution : L {sin at} e st sin atdt

0
1
s
e st cos at 2 e st sin at
a
a
s 2
1 2
a
a 2 s 2
2
a
e
0
st
s2
2 e st sin atdt
a 0
1
sin atdt 0 0 0
a
st
e
sin atdt
0
1
a
Differentiate
1
a
st
0 e sin atdt a a 2 s 2
2
L sin at
a
s2 a2
e st
- se st
s 2e st
Integrate
sin at
1
cos at
a
1
- 2 sin at
a
-

So,
2
2
,s 0
2
2
2
s 2
s 4
2
2
2
6
3
f (t ) sin t L sin t
,s 0
2
2
3
3
9s 4
2
2
s
3
0
f (t ) sin 0t L sin 0t 2
0 L 1 , s 0
2
s 0
f (t ) sin 2t L sin 2t
f t sin at
Identities
Trigonometric
Functions
(Functions of Complex Variable)
eix e ix
sin x
2i
eix e ix
cos x
2
a
L sin at 2
,
2
s a
s0

Example 6
e x e x
sinh x
2
e x e x
cosh x
2
Find the Laplace transform of f (t ) cosh at.

Solution :
e at e at
As we know, cosh at
eat e at
1
1
1
1
s
at
at
L {cosh at} L
2 2 ,s a
L e L e
2
2
2
2( s a) 2( s a) s a
So,
f (t ) cosh 2t L cosh 2t
2
2
f (t ) cosh t L cosh t
3
3
s
s2 2
s2
f t cosh at
s
,s 2
2
s 4
9s
2
,
s
9s 2 4
3
L cosh at
s
,
2
2
s a
s a

Example 7
e x e x
sinh x
2
e x e x
cosh x
2
Find the Laplace transform of f (t ) sinh at.

Solution :
e at e at
As we know, sinh at
e at e at
1
1
1
1
a
at
at
L {sinh at} L
L
e
L
e
,s 0
2
2
2
2
2
2( s a) 2( s a) s a
So,
f (t ) sinh 2t L sinh 2t
f (t ) sinh
2
t
3
L sinh t
3
2
s2 2
2
,s 0
2
s 4
2
3
2
s2
3
f t sinh at
6s
,s 0
9s 2 4
L sinh at
a
,
2
2
s a
s a
L f
f (t )
tn
e
e
at
at
u (t d )
F (s )
a
,s 0
s
f (t )
F (s )
cos at
s
,s 0
2
2
s a
n!
,s 0
n 1
s
sin at
a
,s 0
2
2
s a
1
,s a
sa
cosh at
s
,s a
2
2
s a
sinh at
a
,s a
2
2
s a
(t d )
e sd
1
, s a
sa
e sd
s
3.2 Existence of Laplace Transform
Existence of Laplace Transform
Existence of Laplace Transform
Example :
1
1) f (t ) e , 3 L e
,s 3
s 3
3! 6
3
3
2) f (t ) t , 0 L t 31 4 , s 0
s
s
3t

3t
We just use this

for our purpose of
study
Test your
understanding.
Determine the Laplace transform for the given f(t)

by using table of Laplace transform and state its existence:
a ) sin 6t
4t
d ) cos
3
g ) cosh 7t
b) cos 4t
2t
c) sin
3
e)t 4
f)e 3t
h) sinh 8t
3.3 Properties of the Laplace transform
LESSON OUTCOMES
PROPERTIES OF THE LAPLACE TRANSFORM
L f t g t L f t L g t
F s G s , s max 1 , 2
Example 10
(a)
f (t ) 3 7e3t 6sin 2t
Solution :
L {3 7e 3t 6 sin 2t} 3L 1 7 L e3t 6L sin 2t

1
2
1
3 7
6 2
s3
s 4
s
3
7
12

2
,s 3
s s 3 s 4

(b)
f (t ) 2t 5cos 3t
Solution :
L {2t 5 cos 3t} 2L t 5L cos 3t
(c) f (t ) 1 cos t
Solution :
L
1 cos t
2
5s
2 2
,s 0
s
s 9
2
Trigonometry Identity:
cos 2 t
1
1 cos 2t
2
L 1 2 cos t cos t
2
1
L 1 L cos 2t
2
1
s
s
1 1
2 2
2
s
s 1
2 s s 2
3
2s
s
,s 0
2s s 1 2 s 2 4
L 1 2 L cos t
Test your
understanding.
Find the Laplace transform of the following functions:
a ) f (t ) 3t 2 4
b) f (t ) 2 sin 4t 11 t
c) f (t ) 2 t 2t
2
d ) f (t ) 2 cos 3t 4 sinh 5t
e) f (t ) cos 8t sinh 8t
f ) f (t ) sin 4t
2
If L f t F s , then L e at f t F s a , s Re a
Alternative way:
L e at f t L f (t )
ss a
F (s) ss a
Example 11
Use the first shift theorem to find the Laplace Transform of
(a)
f (t ) e 4t t 2
Solution :
a4
and
f (t ) t 2
F ( s ) L { f (t )}
Therefore
2
s3
L {e 4t t 2 } F ( s 4)
2
, s 4
3
( s 4)
(b) f (t ) e 2t t 3
Solution : a 2 and
f (t ) t 3
6
s4
L {e 2t t 3} F ( s 2)
F ( s ) L { f (t )}
Therefore
6
,s 2
4
( s 2)
(c) f (t ) e 5t sin 3t
Solution : a 5
and
f (t ) sin 3t
3
F ( s ) L { f (t )} 2
s 9
Therefore L {e 5t sin 3t} F ( s 5)
3
, s 5
2
( s 5) 9
Test your
understanding.
Use the table of Laplace transform and the first shift theorem
to determine the Laplace transform of the following functions :
a ) 4te 2t
e)e t sin 3t
4t
b) 2e sin 4t
c) 2e
3t
d )3e 2t
sin 2t
cos 7t
f ) 5t
e
g )e 3t sinh 4t
h)e 4t cosh 5t
Answer:
a)
s 2
8
b) 2
s 8s 32
4
c) 2
s 6s 13
3
d)
s2
If L f t F s , then L u (t d ) f t d e sd F s
Example 12
Given L { f (t )}
Solution :
2s
. Find L {u (t 2) f (t 2)}
2
s 9
From the expression L {u (t 2) f (t 2)} we see that d = 2

Since L { f (t )} 2 s F ( s), thus by using the second shift
s2 9
theorem
we get
L {u (t 2) f (t 2)} e
2 s
2 se 2 s
F (s) 2
s 9

Example 13
e 3 s
The Laplace transform of a function is
. Find the function.
2
s
Solution :
3 s
1
e
The expression
shows that d = 3 and F ( s ) 2 .
s
s2
We want to find the function which has the Laplace
3 s
e
transform
. Therefore this function must be of the form
2
s
u (t 3) f (t 3)
Since F ( s )
Hence
1
L {t} , thus f (t ) t
2
s
f (t 3) t 3.
3 s
e
The function which has the Laplace transform
is
2
s
therefore
u (t 3)(t 3)
Test your
understanding.
Find the Laplace transform of the following
functions
L t n f t 1
dn
F s , s for n 1, 2, 3,...
n
ds
2
Example 14: f (t ) t cos 2t
Solution:
s
s
2
2
s 2
s 4
F ( s ) L cos 2t
Therefore
L t cos 2t 1
d2
s
ds 2 s 2 4
d
s
ds s 2 4
Quotient rule:
If h( s)
h '( s )
f (s)
, then
g (s)
g ( s) f '( s) f ( s) g '( s )
g (s)
d
ds
ds
4 s2
2
s2 4
2 s s 2 12
,s 0

Example 15:
f (t ) t 2 sin 3t
Solution:
3
3
F ( s ) L sin 3t 2
2
2
s 3
s 9
Therefore
d2
3
L t sin 3t 1
ds 2 s 2 9
d d
3
Quotient rule:
ds ds s 2 9
f (s)
If h( s )
, then
d
6 s
g (s)
ds s 2 9 2
g ( s ) f '( s ) f ( s ) g '( s)
h '( s )
2
g ( s)
18s 2 45
,s 0
3
2
s 9
2
Test your
understanding.
Use the table of Laplace transform and the derivative of

transform to determine the Laplace transform of the
following functions :
a ) f (t ) t cosh 2t
b) f (t ) t sinh 2t
c ) f (t ) t sin 6t
d ) f (t ) t 2 cosh 2t
e) f (t ) t sinh 2t
2
f ) f (t ) t 2 sin 6t
Test your
understanding.
Find the Laplace transform for each of the following function:
a)L
cos 3t
b) L e 2 t cos 3t
c ) L te 2 t cos 3t
d ) L te
4t
e) L t 5 e 4 t
3.4 Inverse Laplace Transform
LESSON OUTCOMES
INVERSE LAPLACE TRANSFORM
If L f t F s then f t L -1 F s
L 1
Example:
1
1
L 1 L
s
L 3e 2t
1
1
s
3
3
2t
L1
3e
s2
s 2
L -1{F ( s )} f (t )
F (s )
a
s
n!
s
n 1
1
sa
s
s2 a2
a
s2 a2
s
s2 a2
a
s2 a2
f (t )
a
tn
e at
cos at
sin at
cosh at
sinh at

Examples :
Find the inverse Laplace transform of the following functions
(a)
2
s3
(b)
7
s4
(c)
3s
s2 4
(d)
4
s2 9
(e)
2s 7
s 2 16
Solutions :
a)
2
2!
L 3 L -1 21 t 2
s
s
-1
7 1 3!
7 3
7
L 4 L
31 t
b)
3!
s
6
s
(c) L 1
3s
s
1
3
L
3 cos 2t
2
2
2
s 4
s 2
(d)
4
4 1
3
4
sin 3t
2
2
2
3 s 3
3
s 9
L 1
s 7 1
4
7
2s 7
1
2
L
2
cos
4
t
sin 4t
2 2
2 2
2
4
s 16
s 4 4 s 4
L 1
(e)
Test your
understanding.
Solution for (a) Cont..
Solution for (b) Cont..
Solution for (c) Cont..
Solution for (d) Cont..
Solution for (e) Cont..
Solution for (f) Cont..
Cont.. solution for (a)
4
L 4
s
1
Cont.. solution for (b)
12
2
1
L 3 L 6 3
s
s
1 2
6 L 3
s
2
6t
1
Cont.. solution for (c)
2
1
1
L
2 L
s 5
s 5
1
2e
5t
Cont.. solution for (d)
3
1
1 3
L
L

2s 6
2 s 3
3 1 1
L
2
s 3
3 3t
e
2
1
Cont.. solution for (e)
8
3
1 8
L 2 L
2
s 9
3 s 9
8 1 3
L 2
3 s 9
8
sinh 3t
3
1
Cont.. solution for (f)
1
1
1
L
L
2
2 9
4 s 9
4 s 4
1
1 2
L
4 3
1
3
2
s 2 94
3
2
s 2 94
1
3
sin t
6
2
INVERSION USING LINEARITY PROPERTY
Examples:
Find L1 F ( s ) when F ( s ) is given by

3s 2
a) 2
s 4
Solution:
3s
2
3s 2
1
2
2
2
s
4
s
4
s
4
s
1
1 2
1 3s 2
L 2 3L
2
2
s 2
s 2 2 2
s 4
3cos 2t sin 2t
L1
INVERSION USING LINEARITY PROPERTY
7s 3
2
s
b) Show that L1
4e3t 3e 3t
Solution:
7 s 3
1 7 s
3
2
2
2
s
9
s
9
s
9
s
1
1 3
1 7 s 3
L 2 7 L
2
2
s 3
s 2 32
s 9
7 cosh 3t sinh 3t
L1
e3t e 3t
7
e3t e 3t
7e3t 7e 3t e3t e 3t
2
8e3t 6e 3t
4e3t 3e 3t
2
INVERSION USING THE FIRST SHIFT THEOREM

From the first shift theorem,
at
1
at
L
{
e
f
(
t
)}
F
(
s
a
)
L
{
F
(
s
a
)}
e
f (t )
since
, then
Example:
Use the first shift theorem to find the inverse Laplace transform of
the following functions
1
s4
Solution :
1
4 t 1 1
e
L
s 4
s
e 4 t .1
L 1
e 4t

b)
L 1 F s a e at f t
3
2s 6
Solution :
3
3
1
L
L
2
s
6
2
(
s
3
)
3 1 1
L
2
s 3
3 3t 1 1
e L
2
s
3
e 3t 1
2
3 3t
e
2

c)
5
s 2 3
Solution :
5
2 t 1 5
L
e L 3
3
s
s 2
1
s 1
s 1 2 4
d)
5 2
e L 3
2 s
5 2t 1 2
e L 3
2
s
5
e 2t t 2
2
2t
Solution :
s 1
s
t 1
L
e
L
2
2
s 4
s 1 4
s
t 1
e L 2 2
s 2
1
e t cos 2t
L 1 F s a e at f t

e)
s 1
s 3 2 16
Sometimes,in order to use the 1st shift property, for an

expression in the form of rational function, the numerator
that contains the term s must be replaced by "( s a ) a "
in accordance with the term s a found in the denominator.
Solution :
The expression can be written as

s 1
s 3
16
s 3 3 1
s 3
16
s3
s 3
16
s 3
16
Therefore
1
L
L
2
s 3 16
s 1
s 3
1
2
L
2
2
s 3 16
s 3 16
s
2
3t 1
e 3t L 1 2
e
L
2
s
16
s
16
1
4
e cos 4t e L 2

2 s 16
1 3t 1
4
3t
e cos 4t e L 2
2
s
16
1
e 3t cos 4t e 3t sin 4t
2
3t
3t

e)
s3
s 2 6 s 13
b b
c
From ax bx c 0 to x 0
2a 2 a
a
Solution :
Completing the square of the denominator, we get

s3
s3
s 2 6 s 13 s 3 2 22
Therefore
s3
1
L 2
L
s 6 s 13
s3
2
s 3 2
2
s
2
2
s 2
e 3t cos 2t
e 3t L 1

f)
3s 2
s 2 2 s 10
Solution :
Completing the square of the denominator, we get

3s 2
3s 2
s 2 2 s 10 s 1 2 32
Therefore
3s 2
s 1
1 1
3
1
L 2
L
3L
2 2
2
2
3
s 2 s 10
s 1 3
s 1 3
s
1 t 1
3
t 1
3e L 2 2 e L
2
s
3
3
s
32
1
3e t cos 3t e t sin 3t
3
1

Other notation:
L 1
F ( s)
ss a
at
f (t )
where F ( s ) L f (t ) and F ( s ) s s a denotes that

s in F ( s ) is replaced by s a, may make the relation clearer.
Example:
Test your
understanding.
Find the inverse Laplace transform of the following
functions :
a)
b)
4
s3
9
s2
6
2
c)
s5 s2 1
d)
12
9 s
e
s2
i)
3s 7
s2 9
f)
s2
( s 1) 2 1
j)
s6
s4
g)
s7
( s 2) 2 1
7s 3
k) s 2 4s 8
2s 3
( s 1) 2 6
6s 9
l) 2
s 2 s 10
e)
9
( s 3) 2
h)
EVALUATION OF INVERSE TRANSFORM
3.5 Finding The Inverse Laplace Transform

using Partial Fractions
USING PARTIAL FRACTION TO FIND THE INVERSE LAPLACE

TRANSFORM
Recall back: Partial

Fraction
Any rational function of s, for example P s
Q s
where the degree of P(s) is less than the degree of Q(s),

could be expressed as a sum of relatively simpler rational
functions, called partial fractions.
The form of the partial fractions depends on the kind of
factors in Q(s) which are real quadratic and linear.
Before we deal with some examples in finding the
inversion, let us recall those rules of partial fractions.

Fraction
Case 1: The denominator Q (s) is a product of distinct linear factor
If Q s a1s b1 a2 s b2 K an s bn ,
Examples
P s
Q s
ALGEBRAIC FRACTION
7
s s 5
An
A1
A2
K
a1s b1 a2 s b2
an s bn
PARTIAL FRACTIONS
A B
s s 5
s 10
s 1 2s 3
A
B
s 1 2s 3
s 2 2s 3
s 2 s 3 s 5
A
B
C
s2 s3 s5

Fraction
Case 2: The denominator Q (s) is a product of repeated linear factors
If Q s as b ,
n
P s
An
A1
A2
n
Q s as b as b 2
as b
Examples
ALGEBRAIC FRACTION
4s
3s 2
A
B
3s 2 3s 2 2
s 2 8s 10
s 1 s 3
5s 3
s 2 ( s 2) 2
PARTIAL FRACTIONS
A
B
C
s 1 s 3 s 3 2
A B
C
D
2
s s
s 2 s 2 2

Fraction
Case 3: The denominator Q (s) contains irreducible quadratic factors
If Q s as 2 bs c ,
Examples
ALGEBRAIC FRACTION
4s 1
s2 s2 s 3
PARTIAL FRACTIONS
A
Bs C
2
s 2 s 1
s 2 s 2 1
s6
s 2 s 5 2s 2 3s 4
P s
As B
Q s as 2 bs c
A
B
Cs D
2
s 2 s 5 2 s 3s 4
A B Cs D
2 2
s s s s3

Fraction
Case 4: The denominator Q (s) contains repeated irreducible
quadratic factors
If Q s as bs c ,
n
Example:
P s
An s Bn
A1s B1
n
2
Q s as 2 bs c
as bs c
ALGEBRAIC FRACTION
PARTIAL FRACTIONS
As B
Cs D
s2 1
s 2 1 2
2s
s2 1
s6
3s 4
As B
Cs D
2
2 s 3s 4
2 s 2 3s 4
2s
Ds E
2
3s 4

TRANSFORM
Examples:
Find the inverse Laplace transform of the following expressions.
a)
4s 1
s2 s
b)
3s 4
s 2 3s 2
Solution :
a) We express the given expression as partial fractions
4s 1
4s 1
A
B
s 2 s s ( s 1) s s 1
4 s 1 A( s 1) Bs
coeff.
s0 :
A 1
s1 :
A B 4 B 3
coeff.

TRANSFORM
Hence 4 s 1 1 3
s2 s s s 1
Therefore L 1 4 s 1 1 3e t
2
s s
b) We express the given expression as partial fractions
3s 4
3s 4
A
B
s 2 3s 2 ( s 1)( s 2) s 1 s 2
3s 4 A( s 2) B ( s 1)
s0 :
2A B 4
coeff. s 1 :
coeff.
A B 3
A 1, B 2
3s 4
1
2
1
t
2t
L
e 2e
s 1 s 2
( s 1)( s 2)
1

TRANSFORM

TRANSFORM
Solution for (a)
Solution for (b)
Solution for (c)
Solution for (d)

Resolving
1
into partial fractions gives
s s 1
1
A
B

s s 1 s s 1
1 A s 1 Bs
when s 1; 1 B
when s 0; 1= A A 1
1
1
1
s s 1
s s 1
then
1
1 1
1 1
L
s
s
1
s
s 1
1 et
1
70
et 1
EXCELLENT DOES NOT AN ACCIDENT, BUT IT COMES
THROUGH A HARD WORK!

2s 2 s 1
Resolving
s 1 s 2 1
2s 2 s 1
A
Bs C
s 1 s 2 1 s 1 s 2 1
2s 2 s 1 A s 2 1 Bs C s 1
when s 1; 2 2 A A 1
2 A B B 1
1 B C C 0
s2 :
s:
2s 2 s 1
1
1s 0
1
s
s 1 s 2 1 s 1 s 2 1 s 1 s 2 1
then
2s 2 s 1
1
1 s
1
L
2
2
s 1
s 1
s 1 s 1
e t cos t
1
71

Cont.. solution for (c)

Resolving
1 s 2 4
1 s 2 4
As B Cs D
2
s2 1
s 4
s As B s 2 4 Cs D s 2 1
As 3 4 As Bs 2 4 B Cs 3 Cs Ds 2 D
A C s3 B D s 2 4 A C s 4B D
s0 :
0 4 B D D 4 B
s:
1 4 A C C 1 4 A
s2 :
0 B D D B substitute into equation for s 0

we get B 0 and D 0
s3 :
0 AC
C A substitute into equation for s 3
1
1
and from this we know that C
3
3
1
1
1
1
s0 s0
s
s
s
3
3
3
3
2
s 1 s 2 4 s 2 1 s 2 4 s 2 1 s 2 4
A 1 4 A
then
L1
72
1 s 4
2
1 1
s
1
s
L 2 L 1 2
3
3
s 4
s 1
1
1
cos t cos 2t
3
3

Cont.. solution for (d)

Resolving
5s 3 6 s 3
5s 3 6 s 3
s 3 s 1
s s 1
3
A B C
D
E
2 3
s s s s 1 s 1 2
A 3, B 0, C 3, D 3and E 2
5s 3 6 s 3
s 3 s 1
3 0 3 3
2
2 3
s s
s s 1 s 1 2
3 3
3
2
3
s s s 1 s 1 2
then
5s 3 6s 3
1
L 3
2 L
s s 1
1
3
2
1 3 1 3
1
L 3 L
L
2
s
s
s
3
3 t 2 3e t 2te t
2
73

Test your
understanding.
Express
the following expressions as partial fractions
and hence find their inverse Laplace transform.
a)
3s 4
( s 2)( s 3)
e)
6s 5
( s 3)( s 5)
b)
7s 3
s ( s 4)( s 3)
f)
4s 1
s ( s 2)( s 3)
c)
6s 7
s ( s 2)( s 4)
g)
3s 5
( s 1)( s 2 3s 2)
d)
8s 5
( s 1)( s 2)( s 3)
h)
2s 8
( s 2)( s 2 7 s 6)
3.6 The Convolution Theorem
The Convolution Theorem
If L 1 F ( s ) f (t ) and L 1 G ( s) g (t )
then
L 1 F ( s )G ( s ) f (t ) * g (t )
t
f (u ) g (t u) du.
0

Example:

By using convolution theorem, find the inverse Laplace transforms of the following
functions:
(a)
(b)
1
s ( s 4)
2
1
( s 2 1)2
Solution for (a)
Solution for (b)

1
s 2 ( s 2 4)
Choose
1
1
.
s2 s2 4
1
and
s2
from which
F (s)
2
s
f (t ) L 1
f (u ) u and
G(s)
1
s2 4
g (t ) L 1
2
s 4
1
g (t u ) sin 2(t u )
2
t and
1
sin 2t
2
Hence
2
2
s ( s 4)
L 1
1
2
u sin 2(t u )du
u
cos
2(
t
u
)
sin
2(
t
u
)
1
(2t sin 2t )
8

1
1
1
2
. 2
2
( s 1)
s 1 s 1
Choose
1
1
F (s) 2
and G ( s ) 2
s 1
s 1
from which
2
sin t and g (t ) L 1
2
s 1
f (u ) sin u and g (t u ) sin(t u )

Hence
f (t ) L1
2
2
( s 1)
L1
s 2 1
sin u sin(t u )du

1
2
cos(2u t ) cos t du
0
1 1
sin(2u t ) u cos t
2 2
(sin t t cos t )
2
The result is obtained by using identity
sin A sin B
sin t
1
cos( A - B ) - cos( A B)
2
Test your
understanding.
Find the inverse of the given Laplace Transform
by using Convolution theorem.
(a)
2
( s 1)( s 3)
ans: e t e 3t
(b)
5
s( s 2 9)
5
ans: (1 cos 3t )
9
(c )
2
s2 s 6
ans:
2 2t 3t
e e
LESSON OUTCOMES
3.6 Transform of derivatives
TRANSFORM OF DERIVATIVES
If we use Laplace transform methods to solve the differential equations,
we need to find convenient expressions for the Laplace transforms of
derivative.
Such as
dx d 2 x
, 2
dt dt
By definition L df

or in general
dt
Integrating parts, we have
That is
e st
0
dnx
dt n
df
dt
dt
df
st
L e f (t ) e st f (t )dt
0
0
dt
f (0) sF ( s)
df
L sF ( s ) f (0)
dt
And, this also gives
d 2 f
L
2
dt
st
df
dt
df

dt

d f
st df
dt
e
2
dt
dt
s e st
0
df
dt
dt
df
sL
dt
t 0
t 0
s sF ( s ) f (0)
That is
d 2 f
L
2
dt
s 2 F ( s) sf (0) f (1) (0)
if L f (t ) F ( s)
then
if L y (t ) Y ( s)
then
if L x(t ) X ( s)
then
F ( s) f (t )
L 1 Y ( s) y (t )
L 1 X ( s) x(t )
L
If L f (t ) F ( s)
L f '(t ) sF ( s) f (0)
L f ''(t ) s 2 F ( s) sf (0) f '(0)
L f '''(t ) s F ( s) s f (0) sf '(0) f ''(0)
3
.
.
.
.
.
.
.
.
.
.
.
.
Then, generally
L f ( n ) (t ) s n F ( s) s n 1 f (0) s n 2 f '(0) ... f ( n 1) (0)

If L y (t ) Y ( s)
L y '(t ) sY ( s) y (0)
L y ''(t ) s Y ( s) sy (0) y '(0)
2
L y '''(t ) s Y ( s) s y (0) sy '(0) y ''(0)

3
Then,generally
L y ( n ) (t ) s nY ( s ) s n 1 y (0) s n 2 y '(0) ... y ( n 1) (0)

And, this procedure may be extended to obtain the Laplace transform of
(n)
dn f
(t ) n
dt
in the form
L f ( n ) (t ) s n F ( s ) s n 1 f (0) s n 2 f '(0) ... f ( n 1) (0)

n
s F ( s) s n i f (i 1) (0)
n
where F ( s) L f (t )
i 1
EXAMPLE(1):
The Laplace transform of y (t ) is,Y (s ) .Find the Laplace transforms of
the following expressions if given
(a)
y'
(b)
y' '
(c)
y (0) 4, y '(0) 1 :
d2y
dy
3 2 6 8y
dt
dt
EXAMPLE(2):
The Laplace transform of w(t) is W(s), w(0) = 3, w(0) = 1. Find the
Laplace transform of the following expressions.
(a) w '' 2 w ' 3w

(b) 4 w '' 5w ' 3w
Solving First ODE by using Laplace Transform
Given problem
ay '(t ) by (t ) f (t )
with y (0) y0
The solution y(t)

is found
Using Laplace transform convert the

equation into
F ( s) ay0
Y ( s)
as b
Invert the transform

F ( s ) ay0
as b
y (t ) L 1
Steps for solving first order linear differential equations

Source: Abd. Wahid Md. Roji and Mohd Nor Mohamad
Differential Equations for Engineering Students
Example:
dy
Solve
y 9e 2t
dt
Solution:
with subject to y (0) 3
Taking the Laplace transform of both side of the equation
L y '(t ) L y 9 L e 2t
9
s2
sY ( s ) y (0) Y ( s )
9
s2
9
3( s 1)
( s 1)Y ( s)
3
s2
s2
3
Y ( s)
s2
Taking the inverse Laplace transform yields
sY ( s ) 3 Y ( s )
3
2t
3e
s 2
y(t ) L1
Solve the differential equations :
(a)
dy
y cos t subject to y(0) 0.
dt
Solution : a
1
1
1
Ans: y(t ) e t cos t sin t.
2
2
2
(b)
dy
y te 2t subject to y(0) 1.
dt
Solution : b
Ans: y (t ) 2et e 2t te 2t
Solution : a
dy
y cos t subject to y(0) 0.
dt
Solution:
Taking the Laplace transform
L
y ' L
cos t
s
s 1
Substituting the initial condition
s
( s 1)Y ( s ) 2
s 1
s
Y ( s)
......(i )
( s 1) s 2 1
sY ( s ) y (0) Y ( s )
(We can solve Eqn (i) by partial fraction or convolution theorem)

By partial fraction, Equation(i) can be written as
1
s
1
2
2
2( s 1)
2( s 1)
2( s 1)
Taking the inverse of Y(s)
Y ( s)
1
s
1
y (t ) L 1
2
2
2( s 1)
2( s 1)
2( s 1)
1
1
1
s
y (t ) L 1
L 1
2
2
2
(s
( s 1)
1)
1
1
1
y (t ) e t cos t sin t
2
2
2
95
1
1
L
2
1
2
(s
1)

Solution : b
dy
y te 2t subject to y(0) 1.
dt
Solution:
Taking the Laplace transform
L y ' L y L te 2t
sY ( s ) y (0) Y ( s )
By partial fraction, Equation(i) can be written as

2
1
1
Y ( s)
s 1 s 2 ( s 2) 2
Taking the inverse of Y(s)
2
1
1
2
s 1 s 2 ( s 2)
y (t ) L1
s 2
2
1
1 1
1
2
s 1
s 2
( s 2)
y (t ) L1
Substituting the initial condition

sY ( s ) 1 Y ( s )
s 2
( s 1)Y ( s ) 1
Y (s)
96
y (t ) 2et e 2t te 2t
1
2
s 2
1
1
.....(i )
2
s 1 ( s 1) s 2

Solving Second ODE by using Laplace Transform
Given problem
ay ''(t ) by '(t ) cy f (t )
with y (0) y0
and y'(0) y1
The solution y(t)

is found
Using Laplace transform convert the

equation into
F ( s ) (as b) y0 ay1
Y ( s)
as 2 bs c
Invert the transform

F ( s) ( as b) y0 ay1
as 2 bs c
y (t ) L 1
Steps for solving first order linear differential equations

Source: Abd. Wahid Md. Roji and Mohd Nor Mohamad
Differential Equations for Engineering Students
Example:
Solve
y '' y t 2
with subject to y (0) 2, y '(0) 0
Solution:
Taking the Laplace transform of both side of the equation
L y '' L y L t 2
s 2Y ( s ) sy (0) y '(0) Y ( s )
2
s3
2
s3
2
( s 2 1)Y ( s) 3 2 s
s
2( s 4 1)
s3
2( s 2 1)( s 2 1)
s3
s 2Y ( s ) 2 s Y ( s )
2( s 2 1)( s 2 1) 2( s 2 1)
Y ( s)
3
2
s ( s 1)
s3
2s 2 2
3 3
s
s
2 2
3
s s
Taking the inverse Laplace transform yields
2 2
3
s s
y (t ) L 1
2
2
L 1 L 1 3
s
s
2 t2
Solve the differential equations :

(a)
d 2x
2t
4
x
4
e
subject to x(0) 1 and x '(0) 5
2
dt
Ans: x(t ) 1 t e 4t e 2t
(b)
d 2 y dy t
e cost subject to y(0) 0 and y '(0) 0
2
dt
dt
1
Ans: y (t ) 1 et cos t et sin t
2
Simultaneous differential
equations:
In engineering we frequently encounter systems whose
characteristics are modeled by a set of simultaneous linear
differential equations with constants coefficients.
The method of solution is essentially the same as that adopted for
solving a single differential equation in one unknown.
Now, let us discuss how to solve simultaneous differential equation
by looking at application problems.
APPLICATION OF LAPLACE TRANSFORM

Two cylindrical water tanks are connected as
shown in Figure 1. Initially there are 250 litres
in the top tank and 50 litres in the bottom tank.
At time the valve between the two tanks are
opened. The flow rate through each of these
valves is proportional to the volume of the
water in the tank immediately in the valve.
The differential equations of volume for both
tanks are denoted as follows
Glyn James, Modern Engineering

Mathematics 3rd ed
Figure 1 : Cylindrical Tanks
dv1
0.1v1
dt
dv2
0.1v2 0.1v1 cosh 2t
dt
where and denote the volume in the top tank
and the volume in the bottom tank respectively.
By using inverse Laplace transforms, find
v1 (t ) and v2 (t )
APPLICATION OF LAPLACE TRANSFORM
Glyn James, Modern Engineering Mathematics 3rd ed
At time t 0, with no currents flowing, a voltage v t 10sin t is applied to

the primary circuit of a transformer that has mutual inductance of 1 H, as
shown in Figure 2. Denoting the current flowing at time t in the secondary
circuit by i2 t .Applying Kirchhoff 's second law to the primary and
secondary circuits respectively gives
di
di
R1i1 1 L1 2 v t
dt
dt
di
di
R2i2 L2 2 1 0
dt dt
Determine i1 t and i2 t for t 0.
Test your
understanding.
Solve the system (simultaneous equation)
dx
dy
2
9 y e 2 t
dt
dt
dx
dy
2
4
4 x 37 y 0
dt
dt
2
with the initial conditions

Answer :
t>0
1
x(0) 0 and y (0)
4
1 15 3t 11 t
x(t )
e e e 2 t
4 4
4
1 3t
y (t ) (3e et )
8
Test your
understanding.
Solve the system (simultaneous equation)
dx dy
5 x 3 y et
dt
dt
dx dy
2
x y 3
dt
dt
with the initial conditions x (0) 2, y (0) 1
Answer :
9 11 2t 25 t
x(t ) e
e
2 6
3
15 1 t 11 2t 25 t
y (t ) e e e
2 6
2
2
TRANSFORM OF INTEGRAL
t
Let g t f d
we have
dg
f t ,
dt
g 0 0
Taking Laplace Transforms,

dg
L f t
dt
From the previous lecture, we know
dg
L sG s g 0
dt
Then sG s F s
or
and L f t F s
F s
L g t G s
So, obviously
df
L sF s f 0
dt
s
t
1
1
d L f t F s
s
s
Example 1 :
Applying Kirchhoffs second law to the circuit in the previous figure :
di 1
Ri L
dt C
i dt e t
Solution :
di 1
Ri L
i dt e t , R 160, L 1, C 10 4 and e t 20
dt C
di
160i
10 4 i dt 20
dt
Taking Laplace Transforms,
160I s sI s i 0 10 4
I s
20
s
s
104
20
2
4
20
I s 160 s
I
s
160
s
10
s
s
20
20
I s
2
160 s s 2 10 4
s 80 602

3 LAPLACE TRANSFORM Part2

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Excellent does not an accident, but it comes through a hard work!!

Excellent does not an accident, but it comes through a hard work!!

3.1 Definition and notation

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The Laplace transform operator.

In general, the function to be transformed is denoted by a lowercase

Advantage of using the Laplace transform for solving differential

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LAPLACE TRANSFROM via DEFINITION

Definition and Notation:

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LAPLACE TRANSFROM via DEFINITION

Example 1: Find the Laplace transform of f (t ) 1

LAPLACE TRANSFROM via DEFINITION

LAPLACE TRANSFROM via DEFINITION

Excellent does not an accident, but it comes through a hard work!!

LAPLACE TRANSFROM via DEFINITION

L {cos at} e st cos atdt

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LAPLACE TRANSFROM via DEFINITION

Excellent does not an accident, but it comes through a hard work!!

LAPLACE TRANSFROM via DEFINITION

Solution : L {sin at} e st sin atdt

Excellent does not an accident, but it comes through a hard work!!

LAPLACE TRANSFROM via DEFINITION

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LAPLACE TRANSFROM via DEFINITION

Find the Laplace transform of f (t ) cosh at.

Excellent does not an accident, but it comes through a hard work!!

LAPLACE TRANSFROM via DEFINITION

Find the Laplace transform of f (t ) sinh at.

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Excellent does not an accident, but it comes through a hard work!!

3.2 Existence of Laplace Transform

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Existence of Laplace Transform

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Existence of Laplace Transform

We just use this

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Determine the Laplace transform for the given f(t)

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3.3 Properties of the Laplace transform

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Excellent does not an accident, but it comes through a hard work!!

PROPERTIES OF THE LAPLACE TRANSFORM

L {3 7e 3t 6 sin 2t} 3L 1 7 L e3t 6L sin 2t

PROPERTIES OF THE LAPLACE TRANSFORM

L {2t 5 cos 3t} 2L t 5L cos 3t

Excellent does not an accident, but it comes through a hard work!!

Find the Laplace transform of the following functions:

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PROPERTIES OF THE LAPLACE TRANSFORM

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PROPERTIES OF THE LAPLACE TRANSFORM

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Excellent does not an accident, but it comes through a hard work!!

PROPERTIES OF THE LAPLACE TRANSFORM

From the expression L {u (t 2) f (t 2)} we see that d = 2

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PROPERTIES OF THE LAPLACE TRANSFORM

We want to find the function which has the Laplace

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