Unit 1 Laplace Transforms
Unit 1 Laplace Transforms
LAPLACE TRANSFORMS
The theory of Laplace transform is an essential part of the mathematical background required by
engineers, physicists and mathematicians. It gives an easy and effective means for solving certain types
of differential equations and integral equations. It is foundation of the modern form of operational
calculus, which was originated from the operational methods used by an English electrical engineer
Oliver Heaviside (1850–1925) for solving the equations in electromagnetic theory.
The method of Laplace transform reduces the process for solving ordinary differential equations with
constant coefficients under given initial boundary conditions to an essentially algebraic procedure.
Definition
Let f (t ) , be a function defined for all positive real values of t, and s be real or complex parameter, then
Laplace transform of f (t ) , is denoted by L f (t ) or F (s ) and it is defined as
L f (t ) = e −st f (t )dt = F (s ) , provided integral exists
0
I. Linearity Property
Let f (t ) and g (t ) be any two functions and a and b be any two constants, then
Laf (t ) bg (t ) = aL f (t ) bLg (t ) .
Proof: We know that L f (t ) = e −st f (t ) dt
0
Therefore, Laf (t ) bg (t ) = e −st af (t ) bg (t ) dt
0
= a e −st f (t )dt b e −st g (t ) dt
0 0
Laf (t ) bg (t ) = aL f (t ) bLg (t )
−
=−
a
0 − 1 1 1
e = e = = 0
s
La =
a
( s 0)
s
2. Laplace Transform of e at
Proof: We have L f (t ) = e −st f (t ) dt
0
Therefore,
L e at = e −st e at dt = e − st + at dt
0 0
= e (− s + a )t dt = e −(s −a )t dt
0 0
e −( s − a )t
= =−
1
0 − 1
− (s − a ) 0 s−a
L e at =
1
s−a
(s a)
Note: Similarly L e − at =
1
s+a
(s a)
1 2a
=
2 s 2 − a 2
Lsinh at =
a
(s a )
s − a2
2
1 −(s −a )t
+ e −(s + a )t dt
2 0
= e
1 e −(s −a )t e −(s +a )t
= +
2 − (s − a ) − (s + a ) 0
1
= −
1
(0 − 1) − 1 (0 − 1)
2 s−a s+a
1 1 1 1 s+a+s−a
= + =
2 s − a s + a 2 (s − a )(s + a )
1 2s
=
2 s 2 − a 2
Lcosh at = 2
s
, (s a )
s − a2
5. Laplace Transform of sin at
Proof: We have L f (t ) = e − st f (t )dt
0
ax
Therefore, Lsin at = e −st sin atdt e sin bxdx = 2
e ax
a sin bx − b cos bx
0 a +b 2
e − st
= − s sin at − a cos at
(− s )2 + a 2 0
=
1
0 − 1− s(0) − a(1)
s + a2
2
Lsin at =
a
( s 0)
s + a2
2
1
= 0 − 1− s(1) + a(0)
s + a2 2
Lcos at = 2
s
( s 0)
s + a2
7. Laplace Transform of t n where n is non-negative real number or negative fraction.
Proof: We have L f (t ) = e −st f (t ) dt
0
Therefore,
L t n = e −st t n dt
0
Put st = x sdt = dx dt = dx / s
If t = 0 x = 0 , if t = x =
n
x dx x n dx
L t = e
n −x
= e−x n
0 s s 0 s s
=
1
e x dx =
−x n 1
n +1
(n + 1) (n ) = e − x x n −1 dx
s n +1 0
s 0
(n + 1)
L tn =
s n+1
,
when n is non-negative real number or negative fraction. When n is non-negative integer then the above
equation can be written as
L tn =
n!
s n+1
[ (n + 1) = n! when n is non-negative integer]
List of formulae
La =
a
s
L e at =
1
s−a
L e −at =
1
s+a
Lsinh at =
a
s − a22
Lcosh at = 2 Lsin at = 2
s a
s − a2 s + a2
Lcos at = 2
s
s + a2
n!
s n+1 if n = 0,1,2,...
L tn =
(n + 1) if n = 0,1,2,...or non integer
s n+1
Worked Examples
1. Find the Laplace transforms of the following
(i) 2 + 5t 3 + 4e −3t + 10e t + sin 2t (ii) 5 sin 2t + 3 cos 4t
(iii) 4 sinh 2t + 3 cosh10t (iv) t
2
54 −
3
1
5
(v) t − (vi) t − t
4
t
➨ (i) Let f (t ) = 2 + 5t 3 + 4e −3t + 10e t + sin 2t
Therefore, L f (t ) = L 2 + 5t 3 + 4e −3t + 10e t + sin 2t
= L2 + 5Lt + 4 Le + 10 Le + Lsin 2t
3 −3t t
2 3! 1 1 2
=+ 5 3+1 + 4 + 10 + 2
s s s+3 s −1 s + 22
2 30 4 10 2
= + 4 + + + 2
s s s + 3 s −1 s + 4
(ii) Let f (t ) = 5 sin 2t + 3 cos 4t
Therefore, L f (t ) = L5sin 2t + 3cos 4t
2 s 10 3s
= 5 2 + 3 2 = 2 + 2
s +2 2
s +4 2
s + 4 s + 16
(iii) Let f (t ) = 4 sinh 2t + 3 cosh 10t
Therefore, L f (t ) = 4 2
2 s 8 3s
+ 3 2 = 2 + 2
s −2 2
s − 10 2
s − 4 s − 100
(iv) Let f (t ) = t = t 1/ 2
1 1 1
+ 1
2 2 2
Therefore, L f (t ) = (1 / 2 )+1 = (n + 1) = n(n)
s s3/ 2
1
= =
2
3/ 2
2.s
3
1 2 −2
3
1 1
(v) Let f (t ) = t − = t − t
t
− −
3 3 1 1 1 1
−
f (t ) = t − t − 3 t t t − t 2
2 2 2 2 2
3 3 1 1
− −
f (t ) = t − t
2
− 3t + 3t 2 2 2
3 3 1 1
+ 1 − + 1 3 + 1 − + 1
Therefore, L f (t ) = 3 − 3 − 1
2
+3 1
2 2 2
+1 − +1 +1 − +1
s2 s 2 s2 s 2
5 1 3 1
− 3
L f (t ) = −
2
− +3
2 2 2
5 1 3 1
−
2 2 2 2
s s s s
3 1 1 (− (1 / 2 ) + 1) 1 1 1
2 2 2 − (1 / 2 ) 2 2
+3 1
2
= 5
− 1
− 3
−
s2 s 2
s2 s2
3 2 3 3
L f (t ) = 5
+ 1
− 3
+ 1
−
2 2 2
4s s 2s s2
2 2
5 −5
2
54 −
5 5 5
−
(vi) Let f (t ) = t − t = t
4 4
+ t 4 − 2t 4t 4
5 5
−
f (t ) = t + t
2 2
−2
5 5
+ 1 − + 1
Therefore, L f (t ) = 5 + 5 −
2 2 2
+1 − +1 s
s2 s 2
5 3 3 3
. −
2 2 2
L f (t ) = + −3 / 2 −
2 2
7/2
---(1)
s s s
3 1
− + 1 − + 1
3 2 1
− =
2 2 2
= − − = −
2 − (3 / 2) 3 2 3 − (1/ 2)
4 1 4
= =
3 2 3
Therefore, equation (1) becomes,
15 4
L f (t ) =
2
7
+ 3
−
2
−
2
s
8s 3s
2. Find the Laplace transforms of the following
(i) sin t cos t (ii) sin 2t cos 3t (iii) sin t sin 3t sin 5t
2 2
(iv) sin 3t (v) cos 4t (vi) cos 3 2t
(vii) cos (3t + 4)
➨ (i) Let f (t ) = sin t cos t =
sin 2t
sin 2 A = 2 sin A cos A
2
sin 2t 1
L f (t ) = L
2 1
= 2 = 2
2 2 s +2 s +4
2
f (t ) = (1 − cos 6t )
1
2
1 1 s
Therefore, L f (t ) = − 2
2 s s + 36
(v) Let f (t ) = cos 2 4t
1 + cos 8t 2 1 + cos 2 A
f (t ) = cos A =
2 2
L f (t ) = L1 + cos 8t
1
2
1 1 s
L f (t ) = + 2
2 s s + 64
(vi)Let f (t ) = cos 3 2t
= cos 6t + 3 cos 2t cos 3 A = cos 3 A + 3 cos A
1 1
4
4
1 s s 1 s 3s
Therefore, L f (t ) = 2 +3 2 = 2 + 2
4 s + 36 s + 4 4 s + 36 s + 4
(vii) Let f (t ) = cos(3t + 4)
f (t ) = cos 3t cos 4 − sin 3t sin 4
Therefore, L f (t ) = cos 4Lcos 3t − sin 4Lsin 3t
s cos 4 3 sin 4 s cos 4 − 3 sin 4
= 2 − =
s + 9 s2 + 9 s2 + 9
t − 1 0 t 2
3. Find L f (t ), given that f (t ) =
3 − t t 2
2
➨ We have L f (t ) = e −st f (t ) dt = e −st (t − 1) dt + e −st (3 − t ) dt
0 0 2
2
= (t − 1) e −st dt + (3 − t )e − st dt
0 2
By applying integration by parts, we get
2
e −st e −st e −st e −st
2
L f (t ) = (t − 1) ( ) ( )
− s 0 0 − s − s 2 2
− 1 dt + 3 − t − − 1 dt
−s
2
1 e − st 1 e − st
s
(
= − e − 2 s − (− 1) +
1
) −
s (− s ) 0 s
1
0 − e −2 s
−
s (− s ) 2
( )
=−
(1 + e ) − 1 (e
−2 s
e −2 s 1
−2 s
)
+ 2 0 − e −2 s
−1 + ( )
s s2 s s
−2 s −2 s −2 s −2 s
−1− e + e − e +1− e 1 1 − 2e −2 s
= + = − +
s s2 s s2
0 for 0 t 2
4. Find L f (t )given that f (t ) =
4 for t 2
➨ We have L f (t ) = e − st f (t )dt
0
2
= e −st (0)dt + e −st 4 dt
0 2
e − st
= − (e − e )
4 − −2 s
= 0+4
− s 2 s
4e −2 s
L f (t ) =
s
0 for 0 t 1
5. Find Laplace transform of f (t ) , where f (t ) = 1 for 1 t 2
0 for t 2
➨ We have L f (t ) = e −st f (t ) dt
0
1 2
= e −st 0 dt + e −st 1 dt + e −st 0 dt
0 1 2
2
e − st
+ 0 = − (e − e )
1 −2 s −s
= 0+
− s 1 s
e − s − e −2 s
L f (t ) = .
s