LECTURE-10

COURSE TITLE
DIFFERENTIAL EQUATION
&
FOURIER SERIES
(MT-223)

DEPARTMENT OF CHEMICAL ENGINEERING

 COURSE TEACHER

Dr. FAREED AHMAD

 LAPLACE TRANSFORM
Definition:
Let f(t) be a given function that is defined for all t ≥ 0 . We multiply f(t) by
𝑒 ;𝑠𝑡 and integrate w.r.t. “t” from zero to infinity. Then, if the resulting
integral exists , it is a function of s say F(s)
∞ ;𝑠𝑡
∴𝐹 𝑠 = 0
𝑒 f(t)dt

The function F(s) of the variable s is called the laplace transform of the
original function f(t) and will be donated by ℒ{f(t)} . Thus

∞ ;𝑠𝑡
𝐹 𝑠 = ℒ{f(t)+ = 0
𝑒 f(t)dt

The operation which yields F(s) from a given f(t) is also called laplace transform.
 EXAMPLE ON LAPLACE TRANSFORM
Ex -1 .
∞ ;𝑠𝑡 1 ∞ 1 1
Sol: ℒ*1+ = 0
𝑒 dt =− 𝑒 ;𝑠𝑡 0 =− (𝑒 ;∞ − 𝑒 0 ) =
𝑠 𝑠 𝑠

Ex -2 . Evaluate ℒ{t}

Sol: ∞ ;𝑠𝑡 𝑡𝑒 −𝑠𝑡 ∞ 1 ∞ ;𝑠𝑡

ℒ*𝑡+ = 0
𝑒 𝑡𝑑𝑡 =− 0
+ 0 𝑒 dt
𝑠 𝑠

s𝑖𝑛𝑐𝑒 lim 𝑡𝑒 ;𝑠𝑡= lim 𝑡 1

= lim 𝑠𝑡 = 0
𝑡→∞ 𝑡→∞ 𝑒 𝑠𝑡 𝑡→∞ 𝑠𝑒

𝑡𝑒 ;𝑠𝑡 ∞ 1 ∞ ;𝑠𝑡 1 ∞ ;𝑠𝑡

∴− + 0
𝑒 dt =0+ 𝑒 𝑑𝑡
𝑠 0 𝑠 𝑠 0

1 1 ∞ ;𝑠𝑡 1
= * + Since 0
𝑒 dt =
𝑠 𝑠 𝑠
1
∴ ℒ*𝑡+ = 2
𝑠
 EXAMPLE-3
Ex -3 . Evaluate ℒ{𝑡 𝑛 +

∞ ;𝑠𝑡 𝑛
Sol: ℒ 𝑡𝑛 = 0
𝑒 𝑡 𝑑𝑡 ……(a)

𝑥
Let st = x or t = 𝑠  dt = 𝑑𝑥
𝑠
Putting the values in eq.(a)
𝑛 ∞ ;𝑥 𝑥 𝑛 𝑑𝑥
ℒ𝑡 = 𝑒
0 𝑠 𝑠
1 ∞ ;𝑥 𝑛
= 𝑒 𝑥 𝑑𝑥
𝑠 𝑛+1 0

𝑛! ∞ ;𝑥 𝑛
∴ ℒ{𝑡 𝑛 + = s𝑖𝑛𝑐𝑒 𝑛 + 1 = 𝑛! = 𝑒 𝑥 𝑑𝑥
𝑠 𝑛:1 0
 EXAMPLE-4
Ex -4 . Evaluate ℒ{𝑒 𝑎𝑡 } . When t ≥ 0 where a is constant.
∞ ;𝑠𝑡
Sol: ℒ*𝑒 𝑎𝑡 + = 0
𝑒 𝑒 𝑎𝑡 dt
∞ (𝑎;𝑠)𝑡
= 0
𝑒 dt
1 ∞
= 𝑒 (𝑎;𝑠)𝑡 0
𝑎;𝑠

1 ∞
= 𝑒 ;(𝑠;𝑎)𝑡 When s-a > 0
𝑎;𝑠 0
1
= (𝑒 ;∞ − 𝑒0)
𝑎;𝑠

1
= Since 𝑒 ;∞ = 0
𝑠;𝑎

1
ℒ*𝑒 + =𝑎𝑡
𝑠−𝑎
LINEARITY OF THE LAPLACE TRANSFORM
Let f(t) & g(t) be any two function of t and 𝛼 & 𝛽 are two scalars, then

ℒ 𝛼 𝑓 𝑡 + 𝛽𝑔 𝑡 = 𝛼ℒ*𝑓 𝑡 + + 𝛽ℒ*𝑔 𝑡 +
 EXAMPLE-5
Ex -5 Evaluate ℒ{cos hat} .
1 1 𝑎𝑡
Sol: ℒ*cos 𝑕𝑎𝑡 + =ℒ* (𝑒 𝑎𝑡 + 𝑒 ;𝑎𝑡 )+ Since coshat = (𝑒 + 𝑒 ;𝑎𝑡 )
2 2
1
= ℒ*𝑒 𝑎𝑡 + 𝑒 ;𝑎𝑡 +
2
1 1
= ℒ 𝑒 𝑎𝑡 + ℒ{𝑒 ;𝑎𝑡 +
2 2
1 1 1
= + By example (4)
2 𝑠;𝑎 𝑠:𝑎
1 2𝑠
=
2 𝑠 2 − 𝑎2
𝑠
∴ ℒ*cos 𝑕𝑎𝑡+ = 2
𝑠 − 𝑎2
 EXAMPLE-6

Ex -6 Evaluate ℒ{sinhat} .
1
Sol: ℒ*sin 𝑕𝑎𝑡+ = ℒ* (𝑒 𝑎𝑡 − 𝑒 ;𝑎𝑡 )+
2
1 1
= ℒ 𝑒 𝑎𝑡 − ℒ{𝑒 ;𝑎𝑡 +
2 2

1 1 1 1
= − By example (4)
2 𝑠;𝑎 2 𝑠:𝑎
1 2𝑎
= * 2 2
+
2 𝑠 −𝑎
𝑎
∴ ℒ*sin 𝑕𝑎𝑡+ =
𝑠 2 − 𝑎2
 EXAMPLE-7

Ex-7 Evaluate ℒ{cosat+𝑖 sinat} .

Sol: In one way

ℒ{cosat+𝑖 sinat} = ℒ*𝑒 𝑖𝑎𝑡 + By Euler’s formula

1 𝑠 + 𝑖𝑎 𝑠 + 𝑖𝑎
= = = 2
𝑠 − 𝑖𝑎 (𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎) 𝑠 + 𝑎2
𝑠 𝑎
= 2 2
+𝑖 2 …..(a)
𝑠 +𝑎 𝑠 + 𝑎2
In other way
ℒ 𝑐𝑜𝑠𝑎𝑡 + 𝑖 𝑠𝑖𝑛𝑎𝑡 = ℒ{cosat} + 𝑖ℒ{sinat} …..(b)

Comparing eq. (a) & (b)

𝑠 𝑎
∴ ℒ{cosat} = & ℒ{sinat} =
𝑠 2 + 𝑎2 𝑠 2 :𝑎2
FORMULAS FOR LAPLACE TRANSFORM
1
1 ℒ*1+ =
𝑠

1
(2) ℒ*𝑡+ = 2
𝑠
𝑛!
(3) ℒ{𝑡 𝑛 + =
𝑠 𝑛:1
1
(4) ℒ*𝑒 𝑎𝑡 + =
𝑠−𝑎
𝑠
(5) ℒ*cos 𝑕𝑎𝑡+ = 2
𝑠 − 𝑎2
𝑎
(6) ℒ*sin 𝑕𝑎𝑡+ = 2
𝑠 − 𝑎2
𝑠
(7) ℒ{cosat} = 2
𝑠 + 𝑎2
𝑎
(8) ℒ{sinat} =
𝑠 2 :𝑎2
 LAPLACE TRANSFORM
Question Find the laplace transform of f(t) given below
(a) f(t) = 5sin3t-17𝑒 ;2𝑡

Sol: F(s) = ℒ{f(t)} = 5 ℒ {sin3t} - 17 ℒ *𝑒 ;2𝑡 +

3 1
=5 −17( ) By formula (8) & by (4)
𝑠 2 :32 𝑠:2
15 17
= −
𝑠 2 :9 𝑠:2

(b) f(t) = 2𝑡 2 − 3𝑡 + 4

Sol: F(s) = ℒ{f(t)} = 2 ℒ {𝑡 2 } - 3 ℒ 𝑡 + 4ℒ*1+

2 1 1
=2 −3 2 +4 By formula (3) , by (2) & by (1)
𝑠3 𝑠 𝑠
 LAPLACE TRANSFORM
(c) ℒ{sin2t}
1;𝑐𝑜𝑠2𝑡 1 1
Sol: ℒ{sin2t} = ℒ { 2
} = ℒ 1 - ℒ *𝑐𝑜𝑠2𝑡+
2 2

11 1 𝑠
= − 2 By formula (1) & by (7)
2𝑠 2𝑠 + 4
2
=
𝑠(𝑠 2 +4)
0 0≤𝑡<3
(d) ℒ{f(t)} for f(t) =
2 𝑡≥3
∞ ;𝑠𝑡 3 ;𝑠𝑡 ∞ ;𝑠𝑡
Sol: ℒ*𝑓(𝑡)+ = 𝑒 𝑓(𝑡)dt = 𝑒 𝑓(𝑡)dt + 𝑒 𝑓(𝑡)dt
0 0 3

3 ;𝑠𝑡 ∞ ;𝑠𝑡
= 0
𝑒 (0)dt+2 3
𝑒 dt

∞
2𝑒 −𝑠𝑡 2 ∞ 2 2
= = − *𝑒 ;𝑠𝑡 +0 = − 𝑠 −1 = 𝑠
;𝑠 3 𝑠
 INVERSE LAPLACE TRANSFORM:
Given F(s) , to find the function f(t) corresponding F(s) we write f(t) = ℒ-1{F(s)}
where ℒ-1 is called inverse laplace transform.

Linearity principle of ℒ-1:

If F(s) and G(s) are two function of s and a , b are constant then
ℒ-1 {aF(s) +bG(s)}=a ℒ-1 {F(s)}+b ℒ-1 {G(s)}
FORMULAS FOR INVERSE LAPLACE TRANSFORM
-1 1
(1) ℒ { +=1
𝑆
-1 1
(2) ℒ { 2 +=𝑡
𝑠
𝑛!
(3) ℒ-1{ 𝑛+1 +=𝑡 𝑛
𝑠
1
(4) ℒ−1{ + = 𝑒 𝑎𝑡
𝑠−𝑎
𝑠
(5) ℒ-1{ +=coshat
𝑠2 ;𝑎2
-1 𝑎
(6) ℒ { 2 2 +=sinhat
𝑠 ;𝑎
-1 𝑠
(7) ℒ { 2 2 +=cosat
𝑠 :𝑎
−1 𝑎
(8) ℒ { 2 2 +=sinat
𝑠 :𝑎
 INVERSE LAPLACE TRANSFORM
1
Question-1 Evaluate ℒ-1{ 5+
𝑠

1 1 1 4!
Sol: ℒ-1{ 5+ = ℒ-1 = ℒ-1 By formula (3)
𝑠 𝑠 4+1 4! 𝑠 4+1
1 1 4
ℒ-1{ 5+ = 𝑡
𝑠 4!

1
Question-2 Evaluate ℒ-1{ +
𝑠 2 :64

1 1
Sol: ℒ-1{ + = ℒ-1{ +
𝑠 2 :64 𝑠 2 :(8)2

1 8
= ℒ−1{ + By formula (8)
8 𝑠 2 :(8)2
1 1
ℒ-1{ + = 𝑠𝑖𝑛8𝑡
𝑠 2 :64 8
 INVERSE LAPLACE TRANSFORM:
3𝑠:5
Question-3 Evaluate ℒ-1{𝑠2:7+

3𝑠:5 𝑠 1
Sol: ℒ-1{ + = 3ℒ−1{ 2 2 ++5ℒ−1{ +
𝑠 2 :(√7)2 𝑠 :(√7) 𝑠2 + (√7)2
𝑠 5 −1 √7
= 3ℒ−1{ ++ ℒ { +
𝑠 2 :(√7)2 √7 𝑠 2 :(√7)2
5
= 3cos√7t + sin√7t By formula no(7) & By (8)
√7

1
Question-4 Evaluate ℒ-1{(𝑠;1)(𝑠:2)(𝑠:4)+

Sol: Consider
1 𝐴 𝐵 𝐶
= + + -(a)
𝑠;1 𝑠:2 𝑠:4 𝑠;1 𝑠:2 𝑠:4

or 1=A(s+2)(s+4)+B(s-1)(s+4)+C(s-1)(s+2) -(b)
Put s-1= 0 ⇒ s = 1 in eq. (b)
 INVERSE LAPLACE TRANSFORM
1
∴1=𝐴 3 5 ⇒𝐴=
15
Put s+2=0 ⇒ s=-2 in eq. (b)

∴ 1 = 𝐵 −3 2 ⇒ 𝐵 = − 1
6
Put s+4=0 ⇒ s=-4 in eq. (b)
1
∴ 1 = 𝐶 −5 −2 ⇒ 𝐶 =
10
Putting values of A,B & C in equation (a) we get
1 1 1 1
= + +
(𝑠;1)(𝑠:2)(𝑠:4) 15(𝑠;1) 6(𝑠:2) 10(𝑠:4)
1 1 1 1
Therefore ℒ-1{ += ℒ-1 { + + +
(𝑠;1)(𝑠:2)(𝑠:4) 15(𝑠;1) 6(𝑠:2) 10(𝑠:4)

1 -1 1 1 1 1 −1 1
= ℒ − ℒ−1* ++ ℒ * +
15 𝑠;1 6 𝑠:2 10 𝑠:4

1 𝑡 1 1 ;4𝑡
= 𝑒 − 𝑒 ;2𝑡 + 𝑒 By formula no(4)
15 6 10
 FIRST SHIFT THEOREM
If f(t) has the transform F(s), then 𝑒 𝑎𝑡 f(t) has the transform F(s-a)

Mathematically , ℒ 𝑒 𝑎𝑡 𝑓 𝑡 =𝐹 𝑠−𝑎 where F(s) = ℒ{f(t)}

Proof : We have by definition


F(s) =ℒ 𝑓 𝑡 = 𝑒 ;𝑠𝑡 𝑓(𝑡)dt
0

Replace s by s-a, where a is any constant & s-a > 0, we get

 
F(s−a)= 𝑒 ;(𝑠;𝑎)𝑡 𝑓(𝑡)dt= 𝑒 ;𝑠𝑡 *𝑒 𝑎𝑡 𝑓(𝑡)+dt
0 0
=ℒ*𝑒 𝑎𝑡 𝑓(𝑡)+
 FIRST SHIFT THEOREM
Question-1 Evaluate ℒ *𝑒 ;2𝑡 𝑡 3 +

Sol: ℒ 𝑒 ;2𝑡 𝑡 3 = ℒ 𝑡3 𝑠→𝑠:2

3!
=
𝑠4 𝑠→𝑠:2
3! By FST
=
(𝑠 + 2)4

Question-2 Evaluate ℒ *𝑒 ;2𝑡 𝑐𝑜𝑠4𝑡+

Sol: ℒ 𝑒 ;2𝑡 𝑐𝑜𝑠4𝑡 = ℒ 𝑐𝑜𝑠4𝑡 𝑠→𝑠:2

𝑠
= 2
𝑠 + 16 𝑠→𝑠:2

𝑠+2
= By FST
(𝑠 + 2)2 + 16
 FIRST SHIFT THEOREM
Question-3 Evaluate ℒ *𝑒 𝑎𝑡 𝑡 𝑛 +
Sol: ℒ 𝑒 𝑎𝑡 𝑡 𝑛 = ℒ 𝑡 𝑛 𝑠→𝑠;𝑎

𝑛!
=
𝑠 𝑛:1 𝑠→𝑠;𝑎

𝑛!
= By FST
(𝑠 − 𝑎)𝑛:1

Question-4 Evaluate ℒ *𝑒 𝑎𝑡 𝑐𝑜𝑠𝑏𝑡+

Sol: ℒ 𝑒 𝑎𝑡 𝑐𝑜𝑠𝑏𝑡 = ℒ 𝑐𝑜𝑠𝑏𝑡 𝑠→𝑠;𝑎
𝑠
=
𝑠 2 + 𝑏2 𝑠→𝑠;𝑎
𝑠−𝑎 s-a > 0 By FST
=
(𝑠 − 𝑎)2 + 𝑏2

𝑏
Similarly , ℒ 𝑒 𝑎𝑡 𝑠𝑖𝑛𝑏𝑡 = ; s-a > 0
(𝑠;𝑎)2 :𝑏2
 INVERSE OF FIRST SHIFT THEOREM
If f(t) has the transform F(s) (where s > k), then 𝑒 𝑎𝑡 f(t) has the transform
F(s) (where s-a > k ) .
Mathematically;

ℒ 𝑒 𝑎𝑡 𝑓 𝑡 =𝐹 𝑠−𝑎 where F(s) = ℒ{f(t)}

If we take laplace inverse on both side

𝑒 𝑎𝑡 𝑓 𝑡 = ℒ−1 {F(s-a)}

ℒ−1 {F(s−a)} = 𝑒 𝑎𝑡 𝑓(𝑡)

 INVERSE OF FIRST SHIFT THEOREM
𝑠:1
Question-5 Evaluate ℒ-1{ +
𝑠 2 (𝑠:2)2
Sol: Consider
𝑠:1 𝐴 𝐵 𝐶 𝐷
𝑠 2 (𝑠:2)2
= + + + -(a)
𝑠 𝑠2 𝑠:2 (𝑠:2)2

or s+1 = As(𝑠 + 2)2 𝐵(𝑠 + 2)2 +𝐶𝑠 2 𝑠 + 2 + 𝐷𝑠 2 -(b)

Put s = 0 in eq. (b)
1
∴ 1 = 4𝐵 ⇒ 𝐵 =
4
Put s+2 = 0 ⇒ s = -2 in eq. (b)
1
∴ −1 = 𝐷(−2)2 ⇒ 𝐷 = −
4

(b)⇒ s+1 = A𝑠 3 + 4𝐴𝑠 2 + 4𝐴𝑠 + 𝐵𝑠 2 + 4𝐵𝑠 + 4𝐵 + 𝐶𝑠 3 + 2𝐶𝑠 2 + 𝐷𝑠 2

 INVERSE LAPLACE TRANSFORM
Comparing coefficients of 𝑠1
∴ 1 = 4𝐴 + 4𝐵 ⇒ 4𝐴 = 1 − 4𝐵 = 0
∴𝐴=0
Comparing coefficients of 𝑠 3
0 = A+C ⇒ C = 0
Putting values of A,B,C & D in equation (a) we get
𝑠+1 1 1
= −
𝑠 2 (𝑠 + 2)2 4𝑠 2 4(𝑠 + 2)2
Therefore
𝑠:1 1 1
ℒ-1{ + =ℒ-1 {4𝑠2 − 4(𝑠:2)2 +
𝑠 2 (𝑠:2)2
1 1 1 1
= ℒ-1{ 2+ − ℒ-1 { +
4 𝑠 4 (𝑠:2)2
1 1
= t − 4 e−2tt By formula no(2) & first shift theorem
4