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General Laplace Transformation

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16 views

General Laplace Transformation

Uploaded by

Azmain Atique
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Laplace Transformation

Laplace (1749-1829): Pierre Simon de Laplace was a French Mathematician who lived during the
era 1749-1829 and was essentially interested to describe nature using Mathematics.

Usefulness of Laplace transformation:


i) By Laplace transformation, transform any complex function to an easy function.
ii) The Laplace transform converts complex differential equations into simpler algebraic
equations, making them easier to solve.
iii) By using Laplace transform to find complete solution of ordinary differential equation,
partial differential equations and integral equations.

Define of Laplace Transformation: If 𝐹(𝑡) be a function of 𝑡 defined for all positive values of 𝑡
that is 𝑡 ≥ 0, then the Laplace transformation of 𝐹(𝑡) is denoted by 𝐿{𝐹(𝑡)} or 𝐹̇ (𝑠) or 𝐹(𝑠) and is
defined by the expression

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

where 𝑠 is a parameter real or complex. If the integral ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 converges for some values of
𝑠, then the Laplace transformation of 𝐹(𝑡) is said to be exist, other it does not exist.

Example-1: Find the Laplace transformation of the function 𝐹(𝑡) = 1.


Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 1, then Eq. (1), becomes

𝐿{1} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 . 1. 𝑑𝑡


0
−𝑠𝑡 ∞
𝑒 1 1
=[ ] = 0+ =
−𝑠 0 𝑠 𝑠
[∵ 𝑒 −∞ = 0]
1
𝐿{1} =
𝑠
If 𝑠 > 0.

Example-2: Find the Laplace transform of 𝐾 (constant).


Solution: By the definition of Laplace transformation of 𝑓(𝑡) as

𝐿 {𝑓(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0

(1)
when 𝐹(𝑡) = 𝐾, then Eq. (1), becomes
or,

𝐿 (𝑘) = ∫ 𝑒 −𝑠𝑡 𝑘 𝑑𝑡
0

𝑒 −𝑠𝑡
= 𝑘[ ]
−𝑠 0
𝑘
=
𝑠

1
Example-3: Prove that 𝐿{𝑡} = 𝑠2 if 𝑠 > 0.

Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑡, then Eq. (1), becomes

𝐿{𝑡} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 . 𝑡. 𝑑𝑡


0

∞ ∞
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [𝑡. ] −∫ . 𝑑𝑡
−𝑠 0 −𝑠
0
−𝑠𝑡 ∞
1 𝑒 1 1
=0+ [ ] = .
𝑠 −𝑠 0 𝑠 𝑠

[since 𝑒 −∞ = 0]
1
𝐿{1} =
𝑠2
If 𝑠 > 0.

2
Example-4: Prove that 𝐿{𝑡 2 } = 𝑠3 if 𝑠 > 0.

Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑡 2 , then Eq. (1), becomes

𝐿{𝑡 2 } = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 . 𝑡 2 . 𝑑𝑡


0

∞ ∞
2
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [𝑡 . ] − ∫ 2𝑡. . 𝑑𝑡
−𝑠 0 −𝑠
0

2
= 0 + ∫ 𝑡. 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠
0

[𝑆𝑖𝑛𝑐𝑒 𝑒 −∞ = 0]
2 1
=0+ . 2
𝑠 𝑠

1
[∵ ∫ 𝑡. 𝑒 −𝑠𝑡 . 𝑑𝑡 = ]
𝑠2
0
2
𝐿{1} =
𝑠3
If 𝑠 > 0.
Example-5: Find the Laplace transformation of 𝐹(𝑡) = 𝑡 𝑛 , where 𝑛 = 0,1,2,3, … … ...
Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑡 𝑛 , then Eq. (1), becomes

𝐿{𝑡 𝑛 } = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 . 𝑡 𝑛 . 𝑑𝑡


0

∞ ∞
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= [𝑡 𝑛 . ] − ∫ 𝑛𝑡 𝑛−1 . . 𝑑𝑡
−𝑠 0 −𝑠
0

[Integrating by parts]

𝑛
= 0 + ∫ 𝑡 𝑛−1 . 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠
0

[∵ 𝑒 −∞ = 0]
∞ ∞
𝑛 𝑒 −𝑠𝑡 𝑛 𝑒 −𝑠𝑡
= [𝑡 𝑛−1 . ] − ∫ (𝑛 − 1). 𝑡 𝑛−2 . . 𝑑𝑡
𝑠 −𝑠 0 𝑠 −𝑠
0

[Again, integrating by parts]



𝑛(𝑛 − 1)
= ∫ 𝑡 𝑛−2 . 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠2
0

Repeating the process of the integration by parts, where first integral vanishes for both the limits, we
get

𝑛(𝑛 − 1)(𝑛 − 2) ⋯ ⋯ ⋯ 3,2,1
𝐿{𝑡 𝑛 } = ∫ . 𝑡 0 . 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠𝑛
0

𝑛!
= 𝑛 ∫ 𝑒 −𝑠𝑡 . 𝑑𝑡
𝑠
0

𝑛! 𝑒 −𝑠𝑡
= 𝑛[ ]
𝑠 −𝑠 0
𝑛! 1
= ∙
𝑠𝑛 𝑠
𝑛!
=
𝑠 𝑛+1
If 𝑠 > 0.

Problem-6: Find the Laplace transform of 𝑒 𝑎𝑡 .


Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑒 𝑎𝑡 , then Eq. (1), becomes


𝐿 (𝑒 𝑎𝑡 ) = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡
0

= ∫ 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
0

𝑒 −(𝑠−𝑎)𝑡
=[ ]
−(𝑠 − 𝑎) 0
1
=
𝑠−𝑎
If 𝑠 > 𝑎.

Problem-7: Find the Laplace transform of sin 𝑎𝑡.


Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = sin 𝑎𝑡, then Eq. (1), becomes


𝐿(sin 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡
0
−𝑠𝑡 ∞
𝑒
=[ 2 (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡)]
𝑠 + 𝑎2 0
𝑎𝑥
𝑒 𝑎𝑥
[∵ ∫ 𝑒 sin 𝑏𝑥 𝑑𝑥 = 2 (𝑎 sin 𝑏𝑥 − 𝑏 cos 𝑏𝑥)]
𝑎 + 𝑏2
𝑎
= 2
𝑠 + 𝑎2
If 𝑠 > 0.

Problem-8: Find the Laplace transform of cos 𝑎𝑡.


Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = cos 𝑎𝑡, then Eq. (1), becomes


𝐿(cos 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 cos 𝑎𝑡 𝑑𝑡
0
−𝑠𝑡 ∞
𝑒
=[ 2 (−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡)]
𝑠 + 𝑎2 0

𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 cos 𝑏𝑥 𝑑𝑥 = (𝑎 cos 𝑏𝑥 + 𝑏 sin 𝑏𝑥)]
𝑎2 + 𝑏 2
𝑠
= 2
𝑠 + 𝑎2
If 𝑠 > 0.

Problem-9: Find the Laplace transform of the function 𝑡 sin 𝑎𝑡.


Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑡 sin 𝑎𝑡, then Eq. (1), becomes


𝐿(sin 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 𝑡 sin 𝑎𝑡 𝑑𝑡
0
Integrating by parts, taking 𝑡 as the first function and 𝑒 −𝑠𝑡 sin 𝑎𝑡 as the second function and applying
the results
𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 sin 𝑏𝑥 𝑑𝑥 = (𝑎 sin 𝑏𝑥 − 𝑏 cos 𝑏𝑥)]
𝑎2 + 𝑏 2


𝑒 −𝑠𝑡
𝐿(sin 𝑎𝑡) = [𝑡 ∙ 2 (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡)]
𝑠 + 𝑎2 0

𝑒 −𝑠𝑡
−∫ (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡) 𝑑𝑡
0 𝑠 2 + 𝑎2
Here, the first integral vanishes for both the limits, then

𝑒 −𝑠𝑡
𝐿(sin 𝑎𝑡) = 0 − ∫ (−𝑠 sin 𝑎𝑡 − 𝑎 cos 𝑎𝑡) 𝑑𝑡
0 𝑠 2 + 𝑎2
∞ ∞
𝑠 −𝑠𝑡
𝑎
= 2 ∫ 𝑒 sin 𝑎𝑡 𝑑𝑡 + 2 ∫ 𝑒 −𝑠𝑡 cos 𝑎𝑡 𝑑𝑡
𝑠 + 𝑎2 0 𝑠 + 𝑎2 0
𝑠 𝑎 𝑎 𝑠
= 2 ∙ + ∙
𝑠 + 𝑎2 𝑠 2 + 𝑎2 𝑠 2 + 𝑎2 𝑠 2 + 𝑎2
2𝑎𝑠
= 2
(𝑠 + 𝑎2 )2
If 𝑠 > 0.

Problem-10: Find the Laplace transform of the function 𝑡 cos 𝑎𝑡.


Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑡 cos 𝑎𝑡, then Eq. (1), becomes


𝐿(sin 𝑎𝑡) = ∫ 𝑒 −𝑠𝑡 𝑡 cos 𝑎𝑡 𝑑𝑡
0

Integrating by parts, taking 𝑡 as the first function and 𝑒 −𝑠𝑡 cos 𝑎𝑡 as the second function and applying
the results
𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 cos 𝑏𝑥 𝑑𝑥 = (𝑎 cos 𝑏𝑥 + 𝑏 sin 𝑏𝑥)]
𝑎2 + 𝑏 2

𝑒 −𝑠𝑡
𝐿(cos 𝑎𝑡) = [𝑡 ∙ 2 (−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡)]
𝑠 + 𝑎2 0

𝑒 −𝑠𝑡
−∫ 2 2
(−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡) 𝑑𝑡
0 𝑠 +𝑎

Here, the first integral vanishes for both the limits, then

𝑒 −𝑠𝑡
𝐿(cos 𝑎𝑡) = 0 − ∫ 2 2
(−𝑠 cos 𝑎𝑡 + 𝑎 sin 𝑎𝑡) 𝑑𝑡
0 𝑠 +𝑎
∞ ∞
𝑠 −𝑠𝑡
𝑎
= ∫ 𝑒 cos 𝑎𝑡 𝑑𝑡 − ∫ 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡
𝑠 2 + 𝑎2 0 𝑠 2 + 𝑎2 0
𝑠 𝑠 𝑎 𝑎
= ∙ 2 − 2 ∙ 2
𝑠2 2
+𝑎 𝑠 +𝑎 2 𝑠 + 𝑎 𝑠 + 𝑎2
2

𝑠 2 − 𝑎2
= 2
(𝑠 + 𝑎2 )2
If 𝑠 > 0.

Problem-11: Find the Laplace transform of the function 𝑒 𝑎𝑡 sin 𝑏𝑡.


Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑒 𝑎𝑡 sin 𝑏𝑡, then Eq. (1), becomes


𝐿(𝑒 𝑎𝑡 sin 𝑏𝑡) = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 sin 𝑏𝑡 𝑑𝑡
0

= ∫ 𝑒 −(𝑠−𝑎)𝑡 sin 𝑏𝑡 𝑑𝑡
0

𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 sin 𝑏𝑥 𝑑𝑥 = (𝑎 sin 𝑏𝑥 − 𝑏 cos 𝑏𝑥)]
𝑎2 + 𝑏 2


𝑒 −(𝑠−𝑎)𝑡
𝐿(cos 𝑎𝑡) = [ (−(𝑠 − 𝑎) sin 𝑏𝑡 − 𝑏 cos 𝑏𝑡)]
(𝑠 − 𝑎)2 + 𝑏 2 0

𝑏
=
(𝑠 − 𝑎)2 + 𝑏 2
If 𝑠 > 0.
Problem-12: Find the Laplace transform of the function 𝑒 𝑎𝑡 cos 𝑏𝑡.
Solution: By the definition of Laplace transformation, we get

𝐿{𝐹(𝑡)} = 𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡


0

(1)
when 𝐹(𝑡) = 𝑒 𝑎𝑡 cos 𝑏𝑡, then Eq. (1), becomes


𝐿(𝑒 𝑎𝑡 cos 𝑏𝑡) = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 cos 𝑏𝑡 𝑑𝑡
0

= ∫ 𝑒 −(𝑠−𝑎)𝑡 cos 𝑏𝑡 𝑑𝑡
0

𝑒 𝑎𝑥
[∵ ∫ 𝑒 𝑎𝑥 cos 𝑏𝑥 𝑑𝑥 = (𝑎 cos 𝑏𝑥 + 𝑏 sin 𝑏𝑥)]
𝑎2 + 𝑏 2


𝑎𝑡
𝑒 −(𝑠−𝑎)𝑡
𝐿(𝑒 cos 𝑏𝑡) = [ (−(𝑠 − 𝑎) cos 𝑏𝑡 + 𝑏 sin 𝑏𝑡)]
(𝑠 − 𝑎)2 + 𝑏 2 0
𝑠−𝑎
=
(𝑠 − 𝑎)2 + 𝑏 2
Table of some Important Laplace Transforms

SN Given function 𝐹(𝑡) Laplace transformation 𝐿{𝐹(𝑡)} = 𝐹(𝑠)


1 1 1
,𝑠>0
𝑠

2 𝑘 𝑘
,𝑠>0
𝑠

3 1
𝑡 ,𝑠>0
𝑠2

4 𝑡2 2!
,𝑠>0
𝑠3

5 𝑡 𝑛 (𝑛 = 0,1,2,3, ⋯ ) 𝑛!
, (𝑛 = 1,2,3, ⋯ ), 𝑠 > 0
𝑠𝑛+1

6 𝑒 𝑎𝑡 1
,𝑠>𝑎
(𝑠−𝑎)
𝑎
7 sin 𝑎𝑡 ,𝑠>0
𝑠2 +𝑎2
𝑠
8 cos 𝑎𝑡 ,𝑠>0
𝑠2 +𝑎2
𝑎
9 sinh 𝑎𝑡 , 𝑠 > |𝑎|
𝑠2 −𝑎2
𝑠
10 cosh 𝑎𝑡 , 𝑠 > |𝑎|
𝑠2 −𝑎2

11 2𝑎𝑠
𝑡 sin 𝑎𝑡 ,𝑠>0
(𝑠2 +𝑎2 )2

12 𝑡 cos 𝑎𝑡 𝑠2 −𝑎2
,𝑠>0
(𝑠2 +𝑎2 )2

13 𝑡 𝑛 𝑒 𝑎𝑡 (𝑛 = 1,2,3, ⋯ ) 𝑛!
,𝑠>𝑎
(𝑠−𝑎)𝑛+1

14 𝑒 𝑎𝑡 sin 𝑏𝑡 𝑏
(𝑠−𝑎)2 +𝑏2
𝑠−𝑎
15 𝑒 𝑎𝑡 cos 𝑏𝑡
(𝑠−𝑎)2 +𝑏2

16 𝑒 𝑎𝑡 sinh 𝑏𝑡 𝑏
(𝑠−𝑎)2 −𝑏2
𝑠−𝑎
17 𝑒 𝑎𝑡 cosh 𝑏𝑡
(𝑠−𝑎)2 −𝑏2

1 3 1 1 1 1 5 3 3 3 31 3
Note:(1)=, (2) =√𝜋,(2) =(2+1) =2(2) = √𝜋, (2) =(2+1)=2(2) =2 √𝜋 and (-2 +
2 2
1
1)=(- ) = -2.√𝜋
2

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