Unit-3 Chapter 1

Laplace Transform
1.1. LAPLACE TRANSFORM

f s   LF ( t )  e  st F ( t ) dt
0
Here f s  is called the Laplace transform of the function F(t) and denoted
by LF( t ).
1.2. LINEAR PROPERTY

Let F1(t) and F2(t) be any two functions whose Laplace transform exist
then LF1 ( t )  F2 ( t )  LF1 ( t )   LF2 ( t ).
Where  and  are any constant.
1.3. SOME STANDARD RESULTS:
No. F(t) L[F(t)]
1 1 1/s, s>0
2 eat 1
,s 0
sa
3 tn ( n  1 )
, s  0, n  1
s n 1
4 tn n!
,s 0
s n1
If n is positive integer
5 sinat a
,s 0
s2  a2
6 cosat s
,s 0
s2  a2
7 sinhat a
, s  a and s  a
s2  a2
8 coshat s
, s  a and s  a
s  a2
2

1.4. FIRST SHIFTING PROPERTY

 
If LF( t )  f ( s ) then L e at F t   f s  a .

11
1.5. SECOND SHIFTING PROPERTY

F ( t  a ), t  a
If LF( t )  f ( s ) and G( t )   then LGt   e  a s f s .
 0 , t  a
1.6. CHANGE OF SCALE PROPERTY

If LF( t )  f ( s ) then LF ( at )  1 f  s .

a a
1.7. LAPLACE TRANSFORM OF DERIVATIVES

 
L F n ( t )  s n LF( t ) s n1 F( 0 )  s n2 F ( 0 )  .......................  F n1( 0 ).
Put n=1, 2, ………, we get
LF ( t )  sLF ( t )  F ( 0 ).
LF ( t )  s 2 LF( t ) sF( 0 )  F ( 0 ).
1.8. LAPLACE TRANSFORM OF THE FUNCTION MULTIPLE BY
POWER OF t

F( t )  f ( s ) then Lt F t   ( 1 ) dn n

If L n n
LF t   ( 1 ) n d
f s .
ds n ds n
1.9. LAPLACE TRANSFORM OF THE FUNCTION DIVISION BY t

 F( t )   F t 
If LF( t )  f ( s ) then L    f ( s )ds , where Lim exist. (RTU 2007)
 t  s t 0 t

Proof. We know that f s    e  st F t  dt
0

Integrating both sides with respect to s, between the limits s to ∞, we get


  st
 

 f s  ds     e F t  dt  ds
s s 0 
Changing the order of integration, we get


 
    st 
    e st ds F t  dt    e  F t  dt
0 s  0   t s

e  st F t   F( t ) 
F t  dt   e  st

 dt  L  
0 t 0 t  t 
F t  
Hence L 
    f s  ds.
 t  s
1.10. PERIODIC FUNCTION

12
A function F t  is known as a periodic function with
F t   F t  T   F t  2T   ............  F t  nT , where T is a positive constant.

Theorem. If F(t) is a periodic function with period a, then prove that

LF t    e F t  dt
1 a  st
(RTU 2007)
1  e as 0
Proof. It is given that F(t) is a periodic function with period a , i.e.,
F t  a  F t , F t  2a  F t  and so on

Now we have LF t   e  st F t  dt  0

  e  st F t  dt   e  st F t  dt   e  st F t  dt  .......
a 2a 3a

0 a 2a

Now put t=u in the first integral, t=u+ a in the second integral, t=u+2 a in
the third integral and so on, we get
a a a
LF ( t )   e  su F ( u )du   e  s( u  a ) F ( u  a )du   e  s( u  2 a ) F ( u  2a )du  .........
0 0 0
 a a
  e  su F ( u )du   e  s( u  a ) F ( u )du   e  s( u  2 a ) F ( u )du  .........
0 0 0

[Using definition of periodic function]

 
a
 1  e  as  e  2 as  ....  e  su F ( u )du  1  e
 as
 
1 a  st
 e F ( t )dt
0 0

 e F t  dt.
1 a  st

1  e as 0
1.11. SOME IMPORTANT FUNCTIONS

1. The Gamma function is ( n )   e  x x n 1 dx
0
1
2. The Beta function is B( m , n )   x m1 ( 1  x )n1 dx
0

3. The Unit step function is H t  a   0, t  a

1, t  a
t
2  x2
4. The Error function is erf ( t )  e dx
 0

t
sin x
5. The Sine integral function is S i ( t )   dx
0 x

13
 
cos x
6. The Cosine integral function is Ci ( t )   dx
t x

ex
7. The Exponential integral function is E( t )   dx
t x
8. The Bessel’s function of order n is
xn  x2 x4 
J n x   1    ..................
2 ( n  1 )  2( 2n  2 ) 2.4( 2n  2 )( 2n  4 )
n

9. The Bessel’s function of order 0 is
 x2 x4 x6 
J 0 x   1  2  2 2  2 2 2  ..................
 2 2 .4 2 .4 .6 
SOLVED PROBLEMS
Pr.1. Find the Laplace transform of 3  2t  4t 3  cos 4t  3e 2t . (RTU 2012)
Sol. We have F ( t )  3  2t  4t 3  cos 4t  3e 2t
Taking Laplace both sides, we get
LF( t )  3L[1]  2L[ t ]  4L[ t 3 ]  L[cos 4t ]  3L[ e 2t ]
3 2 24 s 3

 2  4  2 
s s s s  16 s  2
Pr.2. Find the Laplace transform of following:
2t
(i) e cos 2 t cos at cosh at
(ii) (RTU 2007)
Sol. Suppose F ( t )  cos t then
2

L{ F ( t )}  L{cos 2 t }  L1  cos 2t   1 L1 Lcos 2t

 2  2
1 1 s 
  2  f s 

2  s s  4 
Using first shifting property, we have

  
L e 2t cos 2 t  f s  2  1  1  s  22  .

2  s  2 s  2  4 

(ii) Suppose F ( t )  cos at then LF t   Lcos at   f s 

s
s  a2
2

  e at  e  at 
Now we have Lcos at cosh a t  L cos a t  

  2 

14
 
1
2
 1
 
L e at cos at  L e at cos at
2


1
 f s  a   1  f s  a  [Using first shifting property]
2 2
1 sa sa  1 sa sa 
   2
  2  2 2
2  s  a   a s  a   a  2  s  2as  2a s  2as  2a 
2 2 2 2

  
1  s  a  s 2  2as  2a 2  s  a  s 2  2as  2a 2 
  
s3 
2  
s 2  2as  2a 2 s 2  2as  2a 2 
 s 4  4a 4 .

t 1  e  as

show that LF ( t ) 
for t  a
Pr.3. If F ( t )   a . (RTU 2012)
 for t  a as 2
1
t
 for t  a
Sol. It is given that F ( t )   a
….(1)

1 for t  a

We know that f s  or LF ( t )   e  st F t  dt
0


From (1), we have LF ( t )   e  st dt   1.e  st dt
a
t
0 a a
a 
1  e  st   e  st   e  st 
  t   1. 2    
a   s   s  0   s  a
1  e  as   e  as 1   e  as 
  a  0   1. 2  2    0  
a   s   s s   s 

e  as 1  e  as 1  e  as 1  e  as
   2  2    .
s a s s  s as 2
  π π
sin t   , t
Pr.4. Find Laplace transform of the following F t     3 3
 0 π
, t
 3
  π π
sin  t   , t 
Sol.: It is given that F t     3  3
 0 π
, t
 3

F1 t   sin t then LF1 t   Lsin t 

1
Suppose  f1 ( s ).
s2 1
Using second shifting property, we have

15
 LFt   e (  / 3 )s f1 ( s )  e (  / 3 ) s
1
.
s 1
2

Pr.5. Find the Laplace transform of sin x . Hence show that

 
12
 cos x  1 4 s
L   e . (RTU 2012)
 
 x  s 
x3 x5
Sol. We know that sin x  x    .........
3! 5!
x3 2 x5 2
and sin x  x1 2    ......... ……(1)
3! 5!
Taking Laplace transform on both the sides of (1), we have

 

L sin x  L x1 2 
x3 2 x5 2


 .........
 3! 5! 
1
 
3!
1
   
 L x1 2  L x 3 2  L x 5 2  ............
5!
3 2 1 5 2 1 7 2
 32    ......................
s 3! .s 5 2 5! s 7 2
1  3 1 1  1 5 3 1 
 3 2
 . . 5 2
 . . . . 7 2  ........
2 s 2 2 3! s 5! 2 2 2 s
1   1 1 
 1   ......
2 s 3 2  4s 32s 2 
1    1  1 1  
2

 1        .....
2 s   4s  2  4s 
32



L sin 
x 
1  1 4 s
2 s3 2
.e
 x
 e  1  x 
x2 
........
 2! 

Now consider F x   sin x then F x  

cos x
and f ( s ) 
2s
π
3/2
e 
1 4s

2 x
We know that LF x   sLF x   F 0   sf s   F 0 
 cos x 
Here F 0   0 , therefore L
 2 x 
  s 1
2s
π
s
 
 e 1 4 s  0
 
 cos x   π 1 2 1 4 s
Hence L   e .
  s
 x 

Pr.6. Find the Laplace transform of t 2 e t sin 4t. (RTU 2011)

16
Sol. We know that Lsin 4t 
4
s  16
2

d 2  4   d  d  4 
L{t 2 sin 4t}  (1) 2   2 
ds2  s 2  16  ds  ds  s  16 

d  4   
  2  =8 d  s 
 s  16
.2 s
   
2
ds  s  16 2 ds 2



 
 s 2  16 2 .1  s.2 s 2  16 .2s 
 8 
 
 s 2  16 
4
 
  8( s  16  4s 2 ) 8( 3s 2  16 )
2
L t 2 sin 4t     f s 
s  16
2 3
s 2
 16 
3

Now 
L et t 2 sin 4t  f s  1 [By using first shifting property]


 
8 3s  1  16
2

s  1  16 2 3

83s  6s  13
 sin 4t 
2
t 2
Hence L e t .
s  2s  17
2 3

1
Pr.7. Find the Laplace transform of ( 1  cos t ). (RTU 2012)
t
Sol. Suppose F ( t )  1  cos t
…… (1)
1 s
We have L[1]  and L[cos t ]  2 ,
s s 1
 F( t )  
We know that L     f ( s )ds
 t  s
  
1  cos t    1  s ds  1 s2 
L    
s 1
 log s 
1
log s 2
 1

   log   
ss s 2  1 s
2
 t   2 s 2

   
1 1  1 1  1  s 2  1 1  1
 log   0  log   log 2   log 1  2  .
2
1 2
1  2  1 2
1  2  s  2  s 
 s  s  s 

Pr.8. Find the Laplace transform of

1
cosat  cosbt  (RTU 2009)
t
Sol. We have F ( t )  cos at  cos bt
Taking Laplace both sides, we get

17
 s s
LF t   Lcos at Lcos bt   2
s a22
s  b2
Now we have L  F( t )   s s 
    2  2
 t  s s  a 2
s  b 
2 

ds
  

1
  
log s 2  a 2  log s 2  b 2   

1 
s2  a2   

2
s log 2
2  
s  b2  s 



 a2  
1  2   1 s2  a2
  log 2 
1


 s2  b2 
.
 log   
s  log
  b2   2 s  b2 2  s 2  a 2 
 1  2  
  s   s

 sin t  1  1   sin at 
Pr.9. Prove that L   tan   and hence find L  . Does the
 t  s  t 

Laplace transform of
cos at exist. (RTU 2011)
t
Sol. Suppose F(t)  sint, then LF ( t )  Lsin t 
1
 f ( s ).
s 1
2

 F( t )  
We know that L     f ( s )ds
 t  s

 

sin t     1
So L
ds

  f ( s )ds  
 2  1 tan
1
( s )   tan1 s  cot 1 ( s )  tan1  .
 t  s s s s
2 s

1  1 
Using change of scale property, we have L
sin at  1
  tan  
 at  a s a
1  sin at  1 1  a   sin at  1  a 
or L   tan   or L   tan  
a  t  a  
s  t  s

Now we have Lcos at  2

s
 f 1 ( s ).
s a
2

 cos at  
   f ( s )ds   2 2 ds  log s2  a2 s    1 log s2  a2  
 s 1
L
 t  s s s a 2 2

   cosat 
Since lim log s2  a2 is infinite. Hence, L does not exists.
s   t 
  at
sin bt a
Pr.10. Prove that  e dt  cot 1  .
0 t b

Sol. Suppose F ( t )  sin bt . Then LF ( t ) 

b
 f(s)
s b
22

18
  F( t )    sin bt    b 
We know that L     f ( s )ds So L   2 ds
 t  s  t  s  s  b 
2


1 s s  s s
 b tan1   tan1(  )  tan1     tan1    cot 1  
b  bs b 2 b b
 
 st sin bt s sin bt a
e dt  cot 1 [Put s=a] hence we get e
 at
dt  cot 1 .
0 t b 0 t b


Pr.11. Prove that L sin t   1 log  s  4 . and deduce  2 dt  .
2 2 sin 2 t
2
 t  4  s  0 t 2
(RTU 2011)
Sol. Suppose F( t )  sin t then LF t   L sin t  L1  cos 2t 
2
 2

 2 

 f s .
1 s
L
1  Lcos 2t 
1 1
  …. (1)
2 2 2s 2 s 2  4  
 F( t )  
We know that L     f ( s )ds …. (2)
 t  s

 2  
So L sin t     1  s  1 1 
 ds  2 log s  2 log s  4 
2
 
 t  s  2s
2

2 s 4    s

    
1 s2  1  1 
1 1
2 2
1 
  log s 2  log s 2  4   log 2 
  log 
s  4 s 4  
   
2 s 4  4 
1  
 s 2  s
  1  4  1  4
1 1   0  log 1  2   log 1  2 
 log 1  log  4  s  4  s 
4 4 
1 2
 s 

 sin 2 t  1 s2  4 sin 2 t

Hence L   log  2  1  f s . Now let F1 t  
 t  4  s  t

 F t  
Using (2), we have L 1    f1 s ds
 t  s
 sin 2 t  1   s 2  4  1
So L 2    log  2 ds   log s  4  log s ds
4
2 2
   
 t  4s  s  s

1 
    
 
 2s 2  2s
  s log s  4
2
 ds  s log s 2  .s ds
s s 4
s 2 s 2
4 s s 
1
    

 4 
 lim s log s 2  4  s log s 2  4  2  1  2  ds  lim s log s  s log s  2ss 
2 2

4 s s s  4  s 


19
 1 

 s2  4 
  lim
4 s
s log 
 2

  s log s 2
 4  s 
log s 2
 2s 
s  8. 
1  1 s 
2
 tan   2ss 
2 s


 s  


1

 4 
 
s 
lim s log 1  2   s log s 2  4  s log s 2  4 tan1   tan1 
4 s   s   2 
1

 4
lim s 
16
4  s  s 2 s 4 2

  s 
 ...  s log s 2  4  s log s 2  4 cot 1   
  2 


1   4 16
lim  
4 s s s 3 2

  s 
 ...  s log s 2  4  s log s 2  4 cot 1   
  2 


1
   s 
s log s 2  s log s 2  4  4 cot 1   
4  2 
 sin 2 t  1  s2  s 
or L 2   s log 2  4 cot 1  
 t  4 s 4  2 

 st sin 2 t 1 s2  s 
or e dt   s log 2  4 cot 1  
o t 2
4 s 4  2 

 t 2 dt  4 0  4 cot ( 0 )  2 .

sin 2 t 1 1 
Taking s0, we get 0

Q.12. The error function is defined as erf x   2  e u 2 du. Find the

x

 0
Laplace transform of the error function and hence prove that


L e t .erf ( t )   1

s 1 s 1 1
.

(RTU 2013)

Sol. Given that erf x   2  e u du. The error function is

x 2

 0

 t 
t
2 t
u 2 2  u3 1 u5 1 u7 
erf  e du   u     ...................... 
 0  3 2! 5 3! 7 0
2  t3/ 2 1 t5/ 2 1 t7 / 2 
  t     ...................... 
 3 2! 5 3! 7 
Taking Laplace transform both sides, we get


L erf ( t )   2 
L t 
 
t3/ 2 1 t5/ 2 1 t7/ 2
 

 ...................... 
3 2! 5 3! 7 
2  ( 3 / 2 ) ( 5 / 2 ) 1 ( 7 / 2 ) 1 ( 9 / 2 ) 
      ...................... 
  s3 / 2 3s 5 / 2 2! 5s 7 / 2 3! 7 s 9 / 2 

20
 1 3 1 5 3 1 7 5 3 1 
 .  . .  . . . 
2  2 2 2 1 2 2 2 1 2 2 2 2


     .......... 
......
s 
3/ 2
3s 5 / 2 2! 5s 7 / 2 3! 7s 9 / 2
 
 
1  1 1 1.3 1 1.3.5 1 
 1  .    .......... 
s3/ 2  
2 3
2 s 2.4 s 2.4.6 s
1 / 2
1  1 1
 1     f ( s ).
s  s
3/ 2
s s 1


Now we have L e t .erf ( t )  f ( s  1 )   
1
s 1 s 1 1 .
EXERCISE 1.1
Q.1. Find the Laplace transform of
2t
(i) F ( t )  2t  3 (ii) F( t )  3e  2e 3t (iii) F( t )  cosh 4t  4 sin 3t
  2  2
cos t  , t 
(iv) F( t )  sin t (v) F( t )  t 3 / 2 (vi) F( t )  e3t sin 4t (vii) F ( t )  
2
 3  3
 0, 2
t
 3
sinh t
(viii) F( t )  t n e at (ix) F( t )  t 2 e 2t cos t (x) F ( t ) 
t

Q.2. If LF t   e 1 / s then show that L e t F ( 3t ) 

1
s s 1

e 3 /( s 1 )
. 

sin t  
e 3t  e 6t
Q.3. Prove that  dt  . Q.4. Prove that  dt  log 2.
0 t 2 0 t

3
Q.5. Prove that  te 3t sin tdt  .
0 50

Q.6. Find Lerf t , and hence show that L t .erf ( 2 t )    3s  8

s 2 ( s  4 )3 / 2
.

Q.7. Find the Laplace of unit step function.

 sin t , 0  t  
Q.8. Find LF t , if F ( t )   where F(t) has period 2π.
0,   t  2
ANSWERS 1.1
2 3 3 2 s 12 8 3 
Q.1. (i)  (ii)  (iii)  (iv) (v)
s2 s s 2 s 3 s 2  16 s 2  9 s( s 2  16 ) 4 s5 / 2
4 se 2 s / 3 n! 2( s  2 )( s 2  4s  1 ) 1 s 1
(vi) (vii) 2 (viii) (ix) (x) log
s  6s  25
2
s  1 (s  a) n 1
( s  4s  5 )
2 3
2 s 1

21
 e  as 1
Q.7. Q.8.  s
.
s (1  e )( s 2  1 )

22