Mathematical Physics Unit - 6 Laplace Transform and Application
Mathematical Physics Unit - 6 Laplace Transform and Application
UNIT – 6
LAPLACE TRANSFORM AND APPLICATION
DR. RAJESH MATHPAL
ACADEMIC CONSULTANT
SCHOOL OF SCIENCES
UTTARAKHAND OPEN UNIVERSITY
TEENPANI, HALDWANI
UTTRAKHAND
MOB:9758417736,7983713112
Email: [email protected]
Structure of Unit
1. Introduction
2. Objectives
3. Laplace Transform
4. Linearity of the Laplace Transform
5. Change of Scale Property
6. First Shifting Theorem
7. Second Shifting Theorem (Heaviside’s Shifting Theorem):
8. Laplace Transform of the Derivative of 𝑓 𝑡
9. Laplace Transform of the Derivative of Order N
10. Laplace Transform of the Integral of 𝑓 𝑡
11. Laplace Transform of Some Important Functions
1
12. Laplace Transform of 𝑓(𝑡)
𝑡
13. Laplace Transform Of 𝑡. 𝑓(𝑡)
14. Unit Step Function
15. Laplace Transform of Unit Step Function
16. Periodic Functions:
17. Some Important Formulae of Laplace Transform
18. Inverse Laplace Transform
19. Some Important Formulae of Inverse Laplace Transform
20. Multiplication by s
1
21. Division by s (Multiplication By )
𝑠
22. First Shifting Property
23. Second Shifting Property
24. Inverse Laplace Transforms of Derivatives:
25. Inverse Laplace Transform of Integrals
26. Inverse Laplace Transform by Partial Fraction Method
27. Solution of Differential Equations by Laplace Transforms
28. Self Assessment Question
29. References
1. INTRODUCTION
The Laplace transform is named for the French mathematician Laplace,
who studied this transform in 1782. Laplace transforms is an integral
transform. It helps in solving the differential equations with boundary
values without finding the general solution and values of the arbitrary
constants. The method of Laplace transforms is a system that relies on
algebra (rather than calculus-based methods) to solve linear differential
equations. While it might seem to be a somewhat cumbersome
method at times, it is a very powerful tool that enables us to readily
deal with linear differential equations with discontinuous forcing
functions.
2. OBJECTIVES
After studying this chapter we will learn about how Laplace transforms
is useful for solving differential equations with boundary values without
finding the general solution. With the use of different properties of
Laplace transform and Inverse Laplace transform one can solve many
important problem of physics with very simple way. Thus we will learn
from this unit to use the Laplace transform for solving the differential
equations.
3. LAPLACE TRANSFORM
Definition: The Laplace transform of a function f(t) is defined as follows
∞
F (s) = e−st 𝑓(𝑡)𝑑𝑡
0
For all positive values of t and integral should exits. The Laplace transform is denoted by
∞
𝑳 𝒇(𝒕) = 𝑭 (𝒔) = 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕
𝟎
4. LINEARITY OF THE LAPLACE TRANSFORM
The Laplace transform is a linear operation; that is, for any functions 𝑓 (𝑡) and 𝑔(𝑡)whose
transforms exist and any constants 𝑎 and 𝑏 the transform of 𝑎𝑓 (𝑡) + 𝑏𝑔(𝑡) exists, and
Proof:
∞
𝐿 𝑎𝑓(𝑡) + 𝑏𝑔(𝑡) = 𝑒 −𝑠𝑡 [𝑎𝑓 (𝑡) + 𝑏𝑔(𝑡)]𝑑𝑡
0
As we know that integration is a linear operation. So we can use the linearity property of
integration in above equation
∞ ∞
−𝑠𝑡
𝐿 𝑎𝑓(𝑡) + 𝑏𝑔(𝑡) = 𝑎 𝑒 𝑓 (𝑡)𝑑𝑡 + 𝑏 𝑒 −𝑠𝑡 𝑔(𝑡)𝑑𝑡
0 0
1 1 𝑠
= 𝐹 𝑆 = 𝐹
𝑎 𝑎 𝑎
6. FIRST SHIFTING THEOREM
If 𝐹 𝑠 has the Laplace transform of 𝑓 𝑡 then
𝑳 𝒆𝒂𝒕 𝒇 𝒕 = 𝑭(𝒔 − 𝒂)
Proof: Using the definition of Laplace transform
∞
𝐹 𝑠−𝑎 = 𝑒− 𝑠−𝑎 𝑡
𝑓 𝑡 𝑑𝑡
∞ 0 ∞
= 𝑒 −𝑠𝑡+𝑎𝑡 𝑓 𝑡 𝑑𝑡 = 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓 𝑡 𝑑𝑡
0 0
∞
= 0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓 𝑡 𝑑𝑡 = 𝐿 𝑒 𝑎𝑡 𝑓 𝑡
Alternative Method:
∞ ∞
𝐿 𝑒 𝑎𝑡 𝑓 𝑡 = 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = 𝑒 −𝑠𝑡+𝑎𝑡 𝑓 𝑡 𝑑𝑡
∞ 0 ∞ 0
= 𝑒 − 𝑠−𝑎 𝑡 𝑓 𝑡 𝑑𝑡 = 𝑒 −𝑢𝑡 𝑓 𝑡 𝑑𝑡
0 0
Using 𝑠 − 𝑎 = 𝑢
= 𝐹 𝑢 = 𝐹(𝑠 − 𝑎)
7. SECOND SHIFTING THEOREM
(HEAVISIDE’S SHIFTING THEOREM)
𝑓 𝑡−𝑎 , 𝑓𝑜𝑟 𝑡 > 𝑎
If 𝐿 𝑓 𝑡 = 𝐹(𝑠) and 𝑔 𝑡 =
0, 𝑓𝑜𝑟 0 < 𝑡 < 𝑎
Then −𝑎𝑠
𝐿 𝑔 𝑡 = 𝑒 𝐹(𝑠)
Proof: As per the definition of Laplace transform ∞
𝐿𝑔 𝑡 = 𝑒 −𝑠𝑡 𝑔 𝑡 𝑑𝑡
𝑎 0 ∞
𝐿𝑔 𝑡 = 𝑒 −𝑠𝑡 𝑔 𝑡 𝑑𝑡 + 𝑒 −𝑠𝑡 𝑔 𝑡 𝑑𝑡
0 𝑎
Using the given condition 𝑔 𝑡 = 0 𝑓𝑜𝑟 0 < 𝑡 < 𝑎 𝑎𝑛𝑑 𝑔 𝑡 = 𝑓 𝑡 − 𝑎 𝑓𝑜𝑟 𝑡 > 𝑎
∞
𝐿𝑔 𝑡 =0 + 𝑒 −𝑠𝑡 𝑓 𝑡 − 𝑎 𝑑𝑡
𝑎
𝑁𝑜𝑤 𝑢𝑠𝑖𝑛𝑔 𝑡 − 𝑎 = 𝑟 ⇒ 𝑑𝑡 = 𝑑𝑟 𝑎𝑛𝑑 𝑡 = (𝑟 + 𝑎) we get
∞ ∞
𝐿𝑔 𝑡 = 𝑒 −𝑠(𝑟+𝑎) 𝑓 𝑟 𝑑𝑟 = 𝑒 −𝑠𝑎 𝑒 −𝑠𝑟 𝑓 𝑟 𝑑𝑟 = 𝑒 −𝑠𝑎 𝐹(𝑠)
0 0
Hence ⇒ 𝐿𝑔 𝑡 = 𝑒 −𝑎𝑠 𝐹 𝑠
8. LAPLACE TRANSFORM OF
THE DERIVATIVE OF 𝒇 𝒕
If 𝐿 𝑓 𝑡 = 𝐹(𝑠) and 𝑓 ′ (𝑡) is the derivative of 𝑓 ′ (𝑡) then
𝑳 𝒇′ (𝒕) = 𝒔𝑳 𝒇(𝒕) − 𝒇(𝟎)
Proof: As we know
′ ∞ −𝑠𝑡
𝐿 𝑓 (𝑡) = 𝑓 𝑒 𝑎′ 𝑡 𝑑𝑡
Solving above equation using integration by parts we get
∞
∞
𝐿 𝑓 ′ (𝑡) = 𝑒 −𝑠𝑡 𝑓 𝑡 0 − (−𝑠𝑒 −𝑠𝑡 )𝑓 𝑡 𝑑𝑡
0
As we know that
𝑒 −∞ = 0 𝑎𝑛𝑑 𝑒 0 = 1 ⇒ 𝑒 −𝑠𝑡 𝑓 𝑡 = 0 𝑤ℎ𝑒𝑛 𝑡 = ∞ 𝑎𝑛𝑑 𝑒 −𝑠𝑡 𝑓 𝑡 = 𝑓 0 𝑤ℎ𝑒𝑛 𝑡 = 0
∞
⇒ 𝐿 𝑓 ′ (𝑡) = −𝑓(0) + 𝑠 0 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = −𝑓(0) + 𝑠𝐿 𝑓(𝑡)
⇒ 𝑳 𝒇′ (𝒕) = 𝒔𝑳 𝒇 𝒕 − 𝒇 𝟎
9. LAPLACE TRANSFORM OF
THE DERIVATIVE OF ORDER n
𝐿 𝑓 𝑛 (𝑡) = 𝑠 𝑛 𝐿 𝑓 𝑡 − 𝑠 𝑛−1 𝑓 0 − 𝑠 𝑛−2 𝑓′ 0 − 𝑠 𝑛−3 𝑓′′ 0 − ⋯ − 𝑓 𝑛−1 (0)
Proof: As we know that′ the Laplace transform of derivative is given by
𝐿 𝑓 (𝑡) = 𝑠𝐿 𝑓(𝑡) − 𝑓(0) … … … … … … . 1
Using this equation we can find the Laplace transform of 𝑓 ′′ (𝑡)
𝐿 𝑓 ′′ (𝑡) = 𝑠𝐿 𝑓′(𝑡) − 𝑓′(0)
Using equation 1 we get
𝐿 𝑓 ′′ (𝑡) = 𝑠{𝑠𝐿 𝑓 𝑡 − 𝑓(0)} − 𝑓′(0)
𝐿 𝑓 ′′ (𝑡) = 𝑠 2 𝐿 𝑓(𝑡) − 𝑠𝑓(0) − 𝑓′(0) … … … … .2
Similarly we can find the value of 𝐿 𝑓 ′′ ′(𝑡) by using equation 1 &2
𝐿 𝑓 ′′′ (𝑡) = 𝑠 3 𝐿 𝑓(𝑡) − 𝑠 2 𝑓(0) − 𝑠𝑓′(0) − 𝑓 ′′ (0) … … … … .3
Similarly, using above method we get
𝐿 𝑓 𝑛 (𝑡) = 𝑠 𝑛 𝐿 𝑓 𝑡 − 𝑠 𝑛−1 𝑓 0 − 𝑠 𝑛−2 𝑓′ 0 − 𝑠 𝑛−3 𝑓′′ 0 − ⋯ − 𝑓 𝑛−1 (0)
10. LAPLACE TRANSFORM OF
THE INTEGRAL OF 𝒇 𝒕
If 𝐿 𝑓 𝑡 = 𝐹(𝑠) and 𝑓 ′ (𝑡) is the derivative of 𝑓 ′ (𝑡) then
𝒕
𝟏
𝑳 𝒇 𝒕 𝒅𝒕 = 𝑭(𝒔)
𝟎 𝒔
𝑡
Proof: Let 𝑔(𝑡) = 0 𝑓 𝑡 𝑎𝑛𝑑 𝑔 0 = 0 then 𝑔′ (𝑡) = 𝑓(𝑡)
As we know that 𝐿 𝑔′ 𝑡 = 𝑠𝐿 𝑔 𝑡 − 𝑔(0)
⇒ 𝐿 𝑔′ 𝑡 = 𝑠𝐿 𝑔 𝑡 𝑎𝑠 𝑔 0 = 0
1
⇒ 𝐿 𝑔 𝑡 = 𝐿 𝑔′ 𝑡
𝑠
𝑡
Using the value of 𝑔(𝑡) = 0 𝑓 𝑡 𝑎𝑛𝑑 𝑔′ 𝑡 = 𝑓(𝑡) we will get
𝑡
1
⇒𝐿 𝑓 𝑡 𝑑𝑡 = 𝐿 𝑓 𝑡
0 𝒕 𝑠
𝟏
⇒𝑳 𝒇 𝒕 𝒅𝒕 = 𝑭 𝒔
𝟎 𝒔
11.LAPLACE TRANSFORM OF
SOME IMPORTANT FUNCTIONS
𝟏
1. 𝑳(𝟏) =
𝑺
Proof: From the definition of Laplace transform, the Laplace
∞
transform of L(1) can be written as
∞
−𝑠𝑡
𝑒 −𝑠𝑡 1 1
𝐿(1) = 1. 𝑒 𝑑𝑡 = =− 0−1 =
0 −𝑠 0 𝑠 𝑠
𝐴𝑠 𝑒 −∞ = 0 𝑎𝑛𝑑 𝑒 0 = 1
𝟏
2. 𝑳(𝒆𝒂𝒕 ) = 𝑤ℎ𝑒𝑟𝑒 𝑠 > 𝑎
𝒔−𝒂
Proof: As per the definition of Laplace transform
∞ ∞
𝐿(𝑒 𝑎𝑡 ) = 𝑒 𝑎𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑒 𝑎−𝑠 𝑡 𝑑𝑡
0 0
∞
𝑒 − 𝑠−𝑎 𝑡 ∞ 1
= 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 = = 𝐴𝑠 𝑒 −∞ = 0 𝑎𝑛𝑑 𝑒 0 = 1
0 −(𝑠 − 𝑎) 0
𝑠−𝑎
𝒂
3. 𝑳 𝐬𝐢𝐧 𝒂𝒕 = 𝒔𝟐 +𝒂𝟐
𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡 1
Proof: 𝐿(sin 𝑎𝑡) = 𝐿( ) = 2𝑖 𝐿 𝑒 𝑖𝑎𝑡 − 𝐿 𝑒 −𝑖𝑎𝑡
2𝑖
1 𝑖𝜃
Since sin 𝜃 = 𝑒 − 𝑒 −𝑖𝜃
2𝑖
1
𝑈𝑠𝑖𝑛𝑔 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝐿(𝑒 𝑎𝑡 ) = 𝑠−𝑎 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡
1 1 1 1 𝑠 + 𝑖𝑎 − (𝑠 − 𝑖𝑎)
𝐿 sin 𝑎𝑡 = − =
2𝑖 𝑠 − 𝑖𝑎 𝑠 + 𝑖𝑎 2𝑖 𝑠 − 𝑖𝑎 (𝑠 + 𝑖𝑎)
1 2𝑖𝑎 𝑎
= = 2
2𝑖 𝑠 2 + 𝑎2 𝑠 + 𝑎2
𝒔
4. 𝑳 𝐜𝐨𝐬 𝒂𝒕 = 𝒔𝟐 +𝒂𝟐
𝑒 𝑖𝑎𝑡 + 𝑒 −𝑖𝑎𝑡 1
Proof: 𝐿(cos 𝑎𝑡) = 𝐿( ) 𝐿 𝑒 𝑖𝑎𝑡 + 𝐿 𝑒 −𝑖𝑎𝑡
=
2 2
1
Since cos 𝜃 = 𝑒 𝑖𝜃 + 𝑒 −𝑖𝜃
2
1
𝑈𝑠𝑖𝑛𝑔 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝐿(𝑒 𝑎𝑡 ) = 𝑠−𝑎 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡
1 1 1 1 𝑠 + 𝑖𝑎 + (𝑠 − 𝑖𝑎)
𝐿 cos 𝑎𝑡 = + =
2 𝑠 − 𝑖𝑎 𝑠 + 𝑖𝑎 2 𝑠 − 𝑖𝑎 (𝑠 + 𝑖𝑎)
1 2𝑠 𝑠
= 2 2
= 2 2
𝑎𝑠 𝑤𝑒 𝑘𝑛𝑜𝑤 𝑖 2 = −1
2 𝑠 + 𝑎 𝑠 + 𝑎
𝒂
5. 𝑳 𝐬𝐢𝐧𝐡 𝒂𝒕 = 𝒔𝟐 − 𝒂𝟐
𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡 1
Proof: 𝐿(sinh 𝑎𝑡) = 𝐿( 2𝑖 ) = 2 𝐿 𝑒 𝑎𝑡 − 𝐿 𝑒 −𝑎𝑡
1
Since sinh 𝜃 = 𝑒 𝜃 − 𝑒 −𝜃
2
1
𝑈𝑠𝑖𝑛𝑔 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝐿(𝑒 𝑎𝑡 ) = 𝑠−𝑎 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡
1 1 1 1 𝑠 + 𝑎 − (𝑠 − 𝑎)
𝐿 sin 𝑎𝑡 = − =
2 𝑠−𝑎 𝑠+𝑎 2 𝑠 − 𝑎 (𝑠 + 𝑎)
1 2𝑎 𝑎
= = 2
2 𝑠 2 − 𝑎2 𝑠 − 𝑎2
𝒔
6. 𝑳 𝐜𝐨𝐬𝐡 𝒂𝒕 = 𝒔𝟐 − 𝒂𝟐
𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 1
Proof: 𝐿(cosh 𝑎𝑡) = 𝐿( 2
) = 2 𝐿 𝑒 𝑎𝑡 + 𝐿 𝑒 −𝑎𝑡
1
Since cos 𝜃 = 𝑒 𝜃 + 𝑒 −𝜃
2
1
𝑈𝑠𝑖𝑛𝑔 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝐿(𝑒 𝑎𝑡 ) = 𝑠−𝑎 𝑤𝑒 𝑤𝑖𝑙𝑙 𝑔𝑒𝑡
1 1 1 1 𝑠 + 𝑎 + (𝑠 − 𝑎)
𝐿 cosh 𝑎𝑡 = + =
2 𝑠−𝑎 𝑠+𝑎 2 𝑠 − 𝑎 (𝑠 + 𝑎)
1 2𝑠 𝑠
= =
2 𝑠 2 − 𝑎2 𝑠 2 − 𝑎2
𝒏!
7. 𝑳 𝒕𝒏 = 𝒘𝒉𝒆𝒓𝒆 𝒏 𝒂𝒏𝒅 𝒔 𝒂𝒓𝒆 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆
𝒔𝒏+𝟏
∞ 𝑛 −𝑠𝑡
Proof: 𝑳 𝒕𝒏 = 0 𝑡 . 𝑒 𝑑𝑡
𝑢 𝑑𝑢
𝑛𝑜𝑤 𝑢𝑠𝑖𝑛𝑔 𝑠𝑡 = 𝑢 ⇒ 𝑡 = ⇒ 𝑑𝑡 =
𝑠 𝑠
We will get
∞ ∞
𝑢𝑛 −𝑢 𝑑𝑢 1
𝐿 𝑡𝑛 = 𝑛
.𝑒 = 𝑛+1 𝑒 −𝑢 𝑢𝑛 𝑑𝑢
0 𝑠 𝑠 𝑠 0
∞
𝑤𝑒 𝑘𝑛𝑜𝑤 𝑡ℎ𝑎𝑡 𝑒 −𝑢 𝑢𝑛 𝑑𝑢 = Γ 𝑛 + 1 = 𝑛!
0
𝑛!
Hence we have 𝐿 𝑡𝑛 =
𝑠 𝑛+1
Example 1: Find the Laplace transform of 𝑠𝑖𝑛3 2𝑡
Solution: we have given 𝑓 𝑡 = 𝑠𝑖𝑛3 2𝑡
And we also know that sin 3𝜃 = 3 sin 𝜃 − 4𝑠𝑖𝑛3 𝜃
1
From above equation 𝑠𝑖𝑛3 2𝑡 = 3 sin 2𝑡 − sin 6𝑡
4
1
Hence 𝐿 𝑠𝑖𝑛3
2𝑡 = 3 L(sin 2𝑡) − L(sin 6𝑡)
4
1 6 6
= 2
− 2
4 𝑠 + 4 𝑠 + 36 𝑎
𝐴𝑠 𝑤𝑒 𝑘𝑛𝑜𝑤 𝑡ℎ𝑎𝑡 𝐿 sin 𝑎𝑡 = 2 2
𝑠 + 𝑎
6 𝑠 2 + 36 − 𝑠 2 − 4 48
= 2 2
= 2
4 𝑠 + 4 𝑠 + 36 𝑠 + 4 𝑠 2 + 36
Example 2: Find the Laplace transform of 𝑠𝑖𝑛 2𝑡 𝑠𝑖𝑛3𝑡
Solution: we have given 𝑓 𝑡 = 𝑠𝑖𝑛 2𝑡 𝑠𝑖𝑛3𝑡
1
𝑈𝑠𝑖𝑛𝑔 𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛 → 𝑠𝑖𝑛 𝐴 𝑠𝑖𝑛𝐵 = cos 𝐴 − 𝐵 − cos(𝐴 + 𝐵)
2
1
≫ 𝑠𝑖𝑛 2𝑡 𝑠𝑖𝑛3𝑡 = cos 𝑡 − cos 5𝑡
2
1
So 𝐿 𝑠𝑖𝑛 2𝑡 𝑠𝑖𝑛3𝑡 = 𝐿(cos 𝑡) − L(cos 5𝑡)
2
𝑠
Now using relation 𝐿 cos 𝑎𝑡 = 2 2
𝑠 +𝑎
1 𝑠 𝑠 12𝑠
We have 𝐿 𝑠𝑖𝑛 2𝑡 𝑠𝑖𝑛3𝑡 = − =
2 𝑠2 +1 𝑠2 +25 𝑠2 +1 (𝑠2 +25)
1 1 𝑡 1
Example 3: Show that 𝐿 = 𝐺𝑖𝑣𝑒𝑛 𝑡ℎ𝑎𝑡 𝐿 2 = 3
𝜋𝑡 𝑠 𝜋 𝑠 ൗ2
𝑡
Solution: Suppose 𝐹 𝑡 = 2 𝑡ℎ𝑒𝑛
𝜋
′
1
𝐹 𝑡 = 𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 𝑤𝑒 𝑐𝑎𝑛 𝑠𝑒𝑒 𝑡ℎ𝑎𝑡 𝐹 0 = 0
𝜋𝑡
Now we know that 𝐿 𝐹 ′ 𝑡 = 𝑠𝐿 𝐹 𝑡 − 𝐹(0)
1 𝑡 1
Hence 𝐿 = 𝑠𝐿 2 − 0 = 𝑠. 3 −0
𝜋𝑡 𝜋 𝑠 ൗ2
1 1
⇒𝐿 =
𝜋𝑡 𝑠
Example 4: Find the Laplace transform of 𝑡 + 𝑡 2 + 𝑡 3
Solution: we have given 𝑓 𝑡 = 𝑡 + 𝑡 2 + 𝑡 3
𝑛!
Now using the relation 𝐿 𝑡 𝑛 = 𝑛+1
𝑠
1 2 6
We have𝐿 𝑓 𝑡 = 𝐿 𝑡 + 𝐿 𝑡2 + 𝐿 𝑡3 = + +
𝑠2 𝑠3 𝑠4
Example 5: Find the Laplace transform of 𝑡 𝑐𝑜𝑠ℎ 𝑎𝑡
Solution: we have given 𝑓 𝑡 = 𝑡 𝑐𝑜𝑠ℎ 𝑎𝑡
𝑠
We know that 𝐿 𝑐𝑜𝑠ℎ 𝑎𝑡 =
𝑠 2 −𝑎2
𝑑𝑛
Now using the relation 𝐿 𝑡𝑛𝑓 𝑛
𝑡 = (−1) 𝑛 𝐹 𝑠
𝑑𝑠
𝑑 𝑠 (𝑠 2 −𝑎2 ).1−𝑠.2𝑠
We will get 𝐿 𝑡 𝑐𝑜𝑠ℎ 𝑎𝑡 = − =−
𝑑𝑠 𝑠2 −𝑎2 (𝑠 2 −𝑎2 )2
2 2
(𝑠 −𝑎 − 2𝑠 2
=−
(𝑠 2 −𝑎2 )2
(𝑠 2 +𝑎2 )
= 2 2 2
(𝑠 −𝑎 )
𝟏
12. LAPLACE TRANSFORM OF 𝒇(𝒕)
𝒕
𝟏 ∞
If 𝑳 𝒇 𝒕 = 𝑭(𝒔) then If 𝑳 𝒇(𝒕) = 𝒔𝒅 )𝒔(𝒇 𝒔
𝒕
Proof: As per the Laplace transform
∞
𝐿𝑓 𝑡 = 𝐹 𝑠 = 0 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
Integrating with respect to s, we get
∞ ∞ ∞
𝐹 𝑠 𝑑𝑠 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 𝑑𝑠
𝑠 𝑠 0 ∞
∞ ∞ −𝑠𝑡 ∞
𝑒
= 𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑠 𝑑𝑡 = 𝑓(𝑡) 𝑑𝑡
0 𝑠 0 −𝑡 𝑠
∞ ∞
𝑓(𝑡) −𝑠𝑡 ∞ 𝑓(𝑡) −∞
=− 𝑒 0 𝑑𝑡 = − 𝑒 − 𝑒 −𝑠𝑡 𝑑𝑡
𝑡 𝑡
∞ 0 ∞ 0
𝑓(𝑡) 1 1
=− 0 − 𝑒 −𝑠𝑡 𝑑𝑡 = 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡 = 𝐿 𝑓(𝑡)
0 𝑡 0 𝑡 𝑡
∞
𝟏
⇒ 𝑳 𝒇(𝒕) = 𝑭 𝒔 𝒅𝒔 𝑷𝒓𝒐𝒗𝒆𝒅
𝒕 𝒔
Similarly: LAPLACE TRANSFORM OF 𝒕. 𝒇(𝒕)
𝒅𝒏
𝑳 𝒕𝒏 . 𝒇(𝒕) = (−𝟏)𝒏 𝑭(𝒔)
𝒅𝒔𝒏
13. LAPLACE TRANSFORM OF 𝒕. 𝒇(𝒕)
𝒏
𝒅
𝑳 𝒕𝒏 . 𝒇(𝒕) = (−𝟏)𝒏 𝒏 𝑭(𝒔)
𝒅𝒔
sin 2𝑡
Example 6: Find the Laplace transform of
𝑡
2
Solution: 𝐿(sin 2𝑡) = 2
𝑠 +4
sin 2𝑡 ∞ 2 1 ∞
−1 𝑠 𝑠 𝜋 𝑠
𝐿 = 𝑠2 𝑑𝑠 = 2. tan = tan−1 ∞ − tan−1 = − tan−1
𝑡 𝑠 +4 2 2 𝑠 2 2 2
𝑠
=cot −1
2
𝑒 𝑎𝑡 1
1
𝑠−𝑎
𝑎
2 sin 𝑎𝑡
𝑠 + 𝑎2
2
𝑠
3 cos 𝑎𝑡
𝑠 2 + 𝑎2
𝑎
4 sinh 𝑎𝑡
𝑠 2 − 𝑎2
𝑠
5 cosh 𝑎𝑡
𝑠 2 − 𝑎2
𝑡𝑛 𝑛!
6
𝑠 𝑛+1
𝑎
7 ebt sin 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑠−𝑏
8 ebt cos 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑡 𝑠
9 sin 𝑎𝑡
2𝑎 𝑠 2 + 𝑎2 2
𝑡 cos 𝑎𝑡 𝑠 2 − 𝑎2
10
𝑠 2 + 𝑎2 2
18. INVERSE LAPLACE TRANSFORM
If 𝐹 𝑠 is the Laplace Transform of a function 𝑓 𝑡 , then 𝑓 𝑡 is known
as Inverse Laplace Transform.
𝑓 𝑡 = 𝐿−1 𝐹 𝑠
The Inverse Laplace Transform is very useful to solving the differential
equations without finding the general solution and arbitrary constants.
19.SOME IMPORTANT FORMULAE OF INVERSE LAPLACE
TRANSFORM
S.No. 𝐹 𝑠 𝑓 𝑡 = 𝐿−1 𝐹 𝑠
1 𝑒 𝑎𝑡
1
𝑠−𝑎
𝑎
2 sin 𝑎𝑡
𝑠 2 + 𝑎2
𝑠
3 cos 𝑎𝑡
𝑠 2 + 𝑎2
𝑎
4 sinh 𝑎𝑡
𝑠 2 − 𝑎2
𝑠
5 cosh 𝑎𝑡
𝑠 2 − 𝑎2
𝑛! 𝑡𝑛
6
𝑠 𝑛+1
𝑎
7 ebt sin 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑠−𝑏
8 ebt cos 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑠 𝑡
9 sin 𝑎𝑡
𝑠 2 + 𝑎2 2 2𝑎
𝑠 2 − 𝑎2 𝑡 cos 𝑎𝑡
10
𝑠 2 + 𝑎2 2
1 1
11
𝑠
1 1
Example 9: Prove that =𝐿
𝑠1/2 𝜋𝑡
1 𝑡 𝑛−1 𝑡 𝑛−1
Solution: we know that 𝐿−1 = =
𝑠𝑛 (𝑛−1)! Γ𝑛
1
−1
−1 1 𝑡2
Using above relation we can write 𝐿 = 1
𝑠 1/2 Γ
2
1
−
𝑡 2 1
= 𝑆𝑖𝑛𝑐𝑒 Γ = π
π 2
1 1 1 1
⇒ 𝐿−1 = ⇒ =𝐿
𝑠1/2 πt 𝑠1/2 πt
Example 10: Find the inverse Laplace Transform of the following:
1 1 𝑠
(i) (ii) 2 (iii) 2
𝑠−3 𝑠 −25 𝑠 +16
1 1 𝑠−1
(iv) (v) (vi)
𝑠 2 +9 𝑠−2 2 +1 𝑠−1 2 +4
Solution.
1 1
(i) 𝐿−1 = 𝑒 3𝑡 𝑠𝑖𝑛𝑐𝑒 𝐿−1 = 𝑒 𝑎𝑡
𝑠−3 𝑠−𝑎
1 1 5 1 −1 𝑎
(ii) 𝐿−1 2 = 𝐿−1 = 𝑠𝑖𝑛ℎ5𝑡 𝑠𝑖𝑛𝑐𝑒 𝐿 = 𝑠𝑖𝑛ℎ 𝑎𝑡
𝑠 −25 5 𝑠2− 5 2 5 𝑠 2 −𝑎2
−1 𝑠 −1 𝑠 −1 𝑠
(iii) 𝐿 2 =𝐿 2 = cos 4𝑡 𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 𝐿 2 2 = 𝑐𝑜𝑠 𝑎𝑡
𝑠 +16 𝑠 + 4 2 𝑠 +𝑎
1 1 1 −1 1 1
(iv) 𝐿−1 2 = 𝐿−1 2 = sin 3𝑡 𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 𝐿 = 𝑠𝑖𝑛 𝑎𝑡
𝑠 +9 𝑠 + 3 2 3 𝑠 2 +𝑎2 𝑎
1 1
(v) 𝐿−1 = 𝑒 2𝑡 sin 𝑡 𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 𝐿−1 = 𝑒 𝑏𝑡 𝑠𝑖𝑛 𝑎𝑡
𝑠−2 2 +1
𝑠−1 𝑠−1 𝑠−𝑏 2 +𝑎𝑠−𝑎
2
−1 −1 𝑡 −1 𝑎𝑡 𝑐𝑜𝑠
(vi)𝐿 = 𝐿 = 𝑒 cos 2𝑡 𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 𝐿 = 𝑒 𝑏𝑡
𝑠−1 2 +4 𝑠−1 2 +(2)2 𝑠−𝑎 2 +𝑏2
2
−1 𝑠 +3𝑠+8
Example 11: Find 𝐿
𝑠3
Solution: Here, we have
𝑠 2 +3𝑠+8 1 3 8
𝐿−1 =𝐿−1 + +
𝑠 3 𝑠 𝑠2 𝑠3
3𝑡 8 2 −1 1 𝑡 𝑛−1
=1+ + 𝑡 𝑠𝑖𝑛𝑐𝑒 𝐿 𝑛 =
1! 2! 𝑠 𝑛−1 !
2
= 1 + 3𝑡 + 4 𝑡
20. MULTIPLICATION BY S
−𝟏 𝒅
𝑳 𝒔𝑭(𝒔) = 𝒇 𝒕 + 𝒇 𝟎 𝜹(𝒕)
𝒅𝒕
𝒔
Example 12: Find the Inverse Laplace Transform of
𝒔𝟐 +𝟒
1
Solution: we know that 𝐿−1 = sin 𝑎𝑡
𝑠2 +𝑎2
1
Hence 𝐿−1 = sin 2𝑡
𝑠2 +4
−1 𝑠 𝑑
And 𝐿 2 = (𝑠𝑖𝑛 2𝑡) + sin 0
𝑠 +4 𝑑𝑡
𝛿 𝑡 = 2 cos 2𝑡 𝐴𝑛𝑠.
𝟏
21. DIVISION BY s (MULTIPLICATION BY )
𝒔
−1 𝐹 (𝑠) 𝑡 −1 𝑡
𝐿 = 0 𝐿 𝐹 (𝑠) 𝑑𝑡 = 0 𝑓 𝑡 𝑑𝑡
𝑠
Solution:
Now using second shifting theorem we can find the inverse Laplace transform of
−𝜋𝑠
−1 𝑒
𝐿 (
𝑠+3 )
= 𝑒 −3( 𝑡−𝜋 ) 𝑢 (𝑡 − 𝜋) 𝑠𝑖𝑛𝑐𝑒 𝐿−1 𝑒 −𝑎𝑠 𝐹 (𝑠) = 𝑓 (𝑡 − 𝑎)𝑢 (𝑡 − 𝑎)
−1 1 𝑡2
(ii) 𝐴𝑠 𝑤𝑒 𝑘𝑛𝑜𝑤 𝑡ℎ𝑎𝑡 𝐿 3 =
𝑠 2!
Then
1 𝑡2
𝐿−1 𝑒 −𝑡 𝑢𝑠𝑖𝑛𝑔 𝑓𝑖𝑟𝑠𝑡 𝑠ℎ𝑖𝑓𝑖𝑡𝑖𝑛𝑔 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
( 𝑠+1 )3 2!
𝑒 −𝑠
Hence 𝐿−1 =
( 𝑠+1 )3
( 𝑡−1 ) 2
−( 𝑡−1)
𝑒 𝑢 𝑡−1 𝑢𝑠𝑖𝑛𝑔 𝑠𝑒𝑐𝑜𝑛𝑑 𝑠ℎ𝑖𝑓𝑖𝑡𝑖𝑛𝑔 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
2!
24. INVERSE LAPLACE TRANSFORMS
OF DERIVATIVES
−1 𝑑
𝐿 𝐹 (𝑠) = −𝑡𝐿−1 𝐹(𝑠) = −𝑡𝑓 𝑡
𝑑𝑠
−1 1 −1 𝑑
⇒𝐿 𝐹(𝑠) = − 𝐿 𝐹 (𝑠)
𝑡 𝑑𝑠
𝑠+1
Example 16: Find 𝐿−1 log .
𝑠−1
𝑠+1 1 −1 𝑑 𝑠+1
Solution: 𝐿−1 log = − 𝐿 log( )
𝑠−1 𝑡 𝑑𝑠 𝑠−1
𝑢𝑠𝑖𝑛𝑔 𝑖𝑛𝑣𝑒𝑟𝑠𝑒 𝑙𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑜𝑓 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒𝑠
1 −1 𝑑 𝑑 1 −1 1 1
= − 𝐿 log 𝑠+1 − log(𝑠 − 1) = − 𝐿 −
𝑡 𝑑𝑠 𝑑𝑠 𝑡 𝑠+1 𝑠−1
1 −𝑡 1
= − 𝑒 − 𝑒𝑡 = 𝑒𝑡 − 𝑒 −𝑡
𝐴𝑛𝑠.
𝑡 𝑡
25. INVERSE LAPLACE TRANSFORM
OF INTEGRALS
∞ 𝑓(𝑡) 1
𝐿−1 = 𝑠𝑑 𝑠 𝐹 𝑠 = 𝐿−1 𝐹(𝑠)
𝑡 𝑡
∞
⇒ 𝐿−1 𝐹(𝑠) = 𝐿−1 𝑠𝑑 𝑠 𝐹 𝑠
2𝑠
Example17: Find the Inverse Laplace Transform of
(𝑠 2 +1)2
2𝑠
Solution: we have to find 𝐿−1
(𝑠 2 +1)2
We will solve this using inverse Laplace transform of integrals
∞
−1
2𝑠 −1
2𝑠𝑑𝑠
𝐿 = 𝑡𝐿
(𝑠 2 +1)2 𝑠 (𝑠 2 +1)2
∞
−1
1 −1
1 −1
1
𝑡𝐿 − 2 = 𝑡𝐿 −0 + 2 = 𝑡𝐿
𝑠 +1 𝑠 𝑠 +1 𝑠2 + 1
= 𝑡 𝑠𝑖𝑛 𝑡
26. INVERSE LAPLACE TRANSFORM BY
PARTIAL FRACTION METHOD
1
Example 18: Find the Inverse Laplace Transform of 2 .
𝑠 −5𝑠+6
Solution: Let us convert the given function into partial fractions.
1 −1 1 − 1
𝐿−1 = 𝐿
𝑠 2 −5𝑠+6 𝑠−3 𝑠−2
1 1
= 𝐿−1 − 𝐿−1 = 𝑒 3𝑡 − 𝑒 2𝑡
𝑠−3 𝑠−2
𝑠+1
Example 19: Find the Inverse Laplace Transform of 2 .
𝑠 −6𝑠+25
Solution:
1 1 𝑠−3+4
𝐿−1 = 𝐿 −1 = 𝐿−1
𝑠 2 −6𝑠+25 (𝑠−3)2 +(4)2 (𝑠−3)2 +(4)2
𝑠−3 4
= 𝐿−1 + 𝐿−1
(𝑠−3)2 +(4)2 (𝑠−3)2 +(4)2
3𝑡 3𝑡
=𝑒 cos 4𝑡 + 𝑒 sin 4𝑡 𝑈𝑠𝑖𝑛𝑔 𝑓𝑖𝑟𝑠𝑡 𝑠ℎ𝑖𝑓𝑖𝑡𝑖𝑛𝑔 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
27. SOLUTION OF DIFFERENTIAL EQUATIONS
BY LAPLACE TRANSFORMS
Ordinary linear differential equations with constant coefficients can be easily
solved by the Laplace Transform method, without finding the general
solution and the arbitrary constants. The method wil be clear from the
following examples:
Let us now discuss how the Laplace transform method solves ODEs and
initial value problems. We consider an initial value problem
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟 𝑡 , 𝑦 0 = 𝐾0 ,
𝑎𝑛𝑑 𝑦 ′ 0 = 𝐾1
where a and b are constant. Here is the given input (driving force) applied to
the mechanical or electrical system and is the output (response to the input)
to be obtained.
In Laplace’s method we do three steps:
Step 1. Setting up the subsidiary equation.
This is an algebraic equation for the transform 𝑌 = 𝐿 𝑦 obtained by transforming the given
differential equation using the Laplace transform of derivatives,
𝑠 2 𝑌 − 𝑠𝑦 0 − 𝑦 ′ 0 + 𝑎 𝑠𝑌 − 𝑦 0 + 𝑏𝑌 = 𝑅(𝑠)
Where 𝑅 𝑠 = 𝐿(𝑟)
Now collecting the Y-terms, we have the subsidiary equation as follows
𝑠 2 + 𝑎𝑠 + 𝑏 𝑌 = 𝑠 + 1 𝑦 0 + 𝑦 ′ 0 + 𝑅 𝑠
Step 2. Solution of the subsidiary equation by algebra.
We divide by and use the so-called transfer function
1
𝑄(𝑠) = 2
𝑠 + 𝑎𝑠 + 𝑏
This gives the solution
𝑌 = 𝑠 + 1 𝑦 0 𝑄(𝑠) + 𝑦 ′ 0 𝑄(𝑠) + 𝑅 𝑠 𝑄(𝑠)
Note that Q depends neither on r(t) nor on the initial conditions (but only on a and b).
Step 3. Inversion of Y to obtain 𝒚 = 𝑳−𝟏 𝒀
Now take the inverse Laplace transform to get the solution of differential equations.
Example 20: Solve the following equation by Laplace transform
𝑦 ′′ − 𝑦 = 𝑡 ; 𝑦 0 = 1 𝑎𝑛𝑑 𝑦 ′ 0 = 1
Solution: The given equation is
𝑦 ′′ − 𝑦 = 𝑡 ; 𝑦 0 = 1 𝑎𝑛𝑑 𝑦 ′ 0 = 1
Step 1: Taking the Laplace transform of the given equation, we get the subsidiary
equation
𝐿(𝑦 ′′ ) − 𝐿(𝑦) = 𝐿(𝑡)
Now using the condition of Laplace transform of derivatives with 𝐿 𝑦 = 𝑌
𝐿 𝑓 𝑛 (𝑡) = 𝑠 𝑛 𝐿 𝑓 𝑡 − 𝑠 𝑛−1 𝑓 0 − 𝑠 𝑛−2 𝑓′ 0 − 𝑠 𝑛−3 𝑓′′ 0 − ⋯ − 𝑓 𝑛−1 (0)
We get
2 ′ 1
𝑠 𝑌 − 𝑠𝑦 0 − 𝑦 0 − 𝑌 = 2
𝑠
2 ′
1 1
(𝑠 −1)𝑌 = 𝑠𝑦 0 + 𝑦 0 + 2 = 𝑠 + 1 + 2
𝑠 𝑠
𝐴𝑠 𝑔𝑖𝑣𝑒𝑛𝑦 0 = 1 𝑎𝑛𝑑 𝑦 ′ 0 = 1
Step 2: Transfer function is given by
1
𝑄 𝑠 = 2 and hence
(𝑠 −1)
𝑄 𝑠 (𝑠 + 1) 1
𝑌 = 𝑠+1 𝑄 𝑠 + 2 = 2 + 2 2
𝑠 (𝑠 −1) 𝑠 (𝑠 −1)
On simplifying
1 1 1
𝑌= + 2
− 2
(𝑠 − 1) (𝑠 −1) 𝑠
Step 3: Now taking the inverse Laplace transform to get the solution of differential
equation
−1 −1
1 −1
1 1
𝑦 𝑡 =𝐿 𝑌=𝐿 +𝐿 2
− 2
(𝑠 − 1) (𝑠 −1) 𝑠
−1
1 −1
1 −1
1
𝑦 𝑡 =𝐿 +𝐿 2
−𝐿
(𝑠 − 1) (𝑠 −1) 𝑠2
𝑦 𝑡 = 𝑒 𝑡 + sinh 𝑡 − 𝑡 𝐴𝑛𝑠.
28. SELF ASSESSMENT QUESTION
• Self Assessment Question (SAQ) 1: Find the Laplace transform of
2𝑠𝑖𝑛 2𝑡 cos 4 𝑡
1
• Self Assessment Question (SAQ) 2: Find the Laplace transform of 𝑡2