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Laplace Transforms 2024

The document discusses the Laplace Transform, a mathematical operation used to transform functions, particularly in solving differential equations related to engineering, science, and physics. It defines the Laplace Transform of a function F(t) and provides examples of its application to elementary functions such as exponential, sine, and cosine functions. Additionally, it explores the properties of linearity and offers examples of Laplace Transforms for various functions, including step functions.

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Samrin Shanjana
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0% found this document useful (0 votes)
24 views

Laplace Transforms 2024

The document discusses the Laplace Transform, a mathematical operation used to transform functions, particularly in solving differential equations related to engineering, science, and physics. It defines the Laplace Transform of a function F(t) and provides examples of its application to elementary functions such as exponential, sine, and cosine functions. Additionally, it explores the properties of linearity and offers examples of Laplace Transforms for various functions, including step functions.

Uploaded by

Samrin Shanjana
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

We are always familiar with some operations that transform functions into functions. An outstanding
example is the differential operator D which transform each functions of a large class (those possessing
a derivative) into another function. In this chapter we shall study another transformation (a mapping of
functions into functions) which is known as a Laplace Transform. It is generally used in solving
problems of Engineering Science). Mathematics & Physics that involves diff. equations (especially in
boundary value problems).

Laplace Transform:

Let F(t) be any functions of t specified for t>0. Then the Laplace transform of F(t) is denoted by L{F(t)}

and is defined by L{F(t)} =∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 …. (i)
The integral in (i) is a function of the parameter S. Let us Call that function f(s).
We may write,

L{F(t)} =∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 = 𝑓(𝑠) …. (ii)
The operator L, like the diff. operator D is a linear operator .

If F1(t) & F2(t) have Laplace transforms and if C1 & C2 are any constants, then,
L{ C1 F1 (t) + C2 F2(t) } = C1L {F1(t) } + C2L {F2(t)}

Transforms of elementary Functions:

Ex. 1 find L (𝑒 𝑘𝑡 ) .

L (𝑒 𝑘𝑡 )= ∫0 𝑒 −𝑠𝑡 . (𝑒 𝑘𝑡 )dt

= ∫0 𝑒 −(𝑠−𝑘)𝑡 dt
For s ≤ k, the exponent on e is +ve or zero and the integral diverges.
For s> k, the integral converges.
Indeed , for s> k,

L (𝑒 𝑘𝑡 ) = ∫0 𝑒 −(𝑠−𝑘)𝑡 dt
𝑒 −(𝑠−𝑘)𝑡 ∞
= [− ]0
𝑠−𝑘
1
= 0 + 𝑠−𝑘
1
Thus we find that L (𝑒 𝑘𝑡 )= , s>k
𝑠−𝑘
1
If k=0 , thus L (𝑒 0 )= L(1) = 𝑠 , s>0

∞ 𝑒 −𝑠𝑡 ∞ 1 ∞ 1 𝑒 −𝑠𝑡 ∞ 1
Ex.2 L(t) = ∫0 𝑒 −𝑠𝑡 tdt =[t ] + ∫0 𝑒 −𝑠𝑡 𝑑𝑡 =0 + 𝑠 [− ] = 𝑠2 , s>0
−𝑠 0 𝑠 𝑠 0

Ex.3 L(sin kt) = ∫0 𝑒 −𝑠𝑡 𝑠𝑖𝑛𝑘𝑡𝑑𝑡
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
We know , I =∫𝑒 −𝑠𝑡 𝑠𝑖𝑛𝑘𝑡𝑑𝑡 =[ sinkt ] − ∫ 𝑘𝑐𝑜𝑠𝑘𝑡 𝑑𝑡
−𝑠 −𝑠
1 𝑘 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= - 𝑠 (𝑠𝑖𝑛𝑘𝑡𝑒 −𝑠𝑡 ) − 𝑠 [𝑐𝑜𝑠𝑘𝑡 + 𝑘∫ 𝑠𝑖𝑛𝑘𝑡 𝑑𝑡]
−𝑠 −𝑠
1 𝑘 𝑘2
= - 𝑠 (𝑠𝑖𝑛𝑘𝑡𝑒 −𝑠𝑡 ) − 𝑠2 [coskt 𝑒 −𝑠𝑡 − 𝑠2 ∫ (sinkt)𝑒 −𝑠𝑡 𝑑𝑡]
𝑘2 −(𝑠 𝑠𝑖𝑛𝑘𝑡+𝑘 𝑐𝑜𝑠𝑘𝑡)𝑒 −𝑠𝑡
I ( 1+ 2 ) =
𝑠 𝑠2
−𝑠𝑡
I=∫𝑒 𝑠𝑖𝑛𝑘𝑡𝑑𝑡
−𝑒 −𝑠𝑡 (𝑠 𝑠𝑖𝑛𝑘𝑡+𝑘 𝑐𝑜𝑠𝑘𝑡)
= 𝑠2 +𝑘 2

i.e. L {sinkt} = ∫0 𝑒 −𝑠𝑡 𝑠𝑖𝑛𝑘𝑡 𝑑𝑡
−𝑒 −𝑠𝑡 (𝑠 𝑠𝑖𝑛𝑘𝑡+𝑘 𝑐𝑜𝑠𝑘𝑡) ∞
=[ ]0 … . (𝑖)
𝑠2 +𝑘 2
−𝑠𝑡
For +ve s, 𝑒 →0 as t→∞ . Furthermore, sin kt & cos kt are bounded as t→∞. Therefore (i) yields,
1(0+𝑘) 𝑘
L {sinkt} = 0+ = 𝑠2 +𝑘 2 , s>0
𝑠2 +𝑘 2
1
If k=1 , then L{sint} = 1+𝑠2

𝒌
*Evaluate {coskt} or show that L { coskt} = 𝒌𝟐 +𝒔𝟐


L {coskt} = ∫0 𝑒 −𝑠𝑡 𝑐𝑜𝑠𝑘𝑡 𝑑𝑡

∝ ∝ 𝑑 ∝
= coskt∫0 𝑒 −𝑠𝑡 𝑑𝑡 − ∫0 { (𝑐𝑜𝑠𝑘𝑡) ∫0 𝑒 −𝑠𝑡 𝑑𝑡}𝑑𝑡
𝑑𝑡


𝑐𝑜𝑠𝑘𝑡 −𝑠𝑡 ∝ 𝑒 −𝑠𝑡 1 −𝑘 ∝
=[ −𝑠
] − ∫0 {(−𝑘𝑠𝑖𝑛𝑘𝑡) −𝑠
𝑑𝑡 = 0 + 𝑠 𝑠
∫0 𝑒 −𝑠𝑡 . 𝑠𝑖𝑛𝑘𝑡 𝑑𝑡
0


1 𝑘 ∝ 1 𝑘 𝑒 −𝑠𝑡 𝑠𝑖𝑛𝑘𝑡 ∝ 𝑒 −𝑠𝑡
=𝑠 − ∫ 𝑒 −𝑠𝑡 . 𝑠𝑖𝑛𝑘𝑡
𝑠 0
𝑑𝑡 = 𝑠 − 𝑠
{[ −𝑠
] − ∫0 𝑠𝑖𝑛𝑘𝑡 −𝑠
𝑑𝑡 }
0

1 𝑘 𝑘 𝑘 ∝ 1 𝑘2
=𝑠− × 0 − 𝑠 . 𝑠 ∫0 𝑒 −𝑠𝑡 𝑐𝑜𝑠𝑘𝑡 𝑑𝑡 = 𝑠 − 𝐿 {𝑐𝑜𝑠𝑘𝑡}
𝑠 𝑠2

𝟏 𝒌𝟐
L {coskt} = 𝒔 − 𝑳 {𝒄𝒐𝒔𝒌𝒕}
𝒔𝟐

𝑘2 1 1 𝑠2 𝑠
⇒ {coskt} = (1 + 𝑠2 ) = = × 𝑘 2 +𝑠2 = 𝑘 2 +𝑠2 [proved}
𝑠 𝑠

𝒔
*Evaluate L (coshat) = 𝒔𝟐+𝒂𝟐

𝑒 𝑎𝑡 +𝑒 −𝑎𝑡 1 1 1 1 1 1 𝑆+𝑎+𝑆−𝑎 𝑠
L ( coshat) = L [ ] = 2 L (𝑒 𝑎𝑡 ) + 2 L(𝑒 −𝑎𝑡 )=2 [𝑠−𝑎 + 𝑠+𝑎 ]=2 [ ]= 𝑠2 −𝑎2
2 𝑠2+ 𝑎2

Show that:
2 3 5
 L {t2-3t +5} = 𝑠3 - 𝑠 + 𝑠 , s>0
2(2𝑠+7)
 L{e-4t + 3e-2t} =(𝑠+2)(𝑠+4) , s>-2
 L {coshkt} ; L {sint cost} ; L {cos2t}
1 𝑠
= L { 2 (𝑒 𝑘𝑡 + 𝑒 −𝑘𝑡 )} = 𝑠2 −𝑘 2 , s>|k|
2
 L{t2e3t} = (𝑠−3)3
 Find also L {a+bt} , L{a}

Example: Obtain L (tn) for n +ve integer.



Proof: We have , L (tn) =∫0 𝑡 𝑛 𝑒 −𝑠𝑡 𝑑𝑡, s>0
−𝑡 𝑛 𝑒 −𝑠𝑡 ∞ 𝑛 ∞ −𝑠𝑡 𝑛−1
=[ ] 0 + ∫ 𝑒 𝑡 𝑑𝑡
𝑠 𝑠 0
𝑛 𝑛−1
= 0 + 𝑠 L {𝑡 } , s>0
𝑛−1
Similarly we get, L{𝑡 𝑛−1 } = L{𝑡 𝑛−2 } and so on.
𝑠
𝑛(𝑛−1)(𝑛−2)….𝑠.1
L{tn} = L {𝑡 0 }
𝑠𝑛
∟𝑛 1 1
= 𝑠𝑛 . 𝑠 , since L{t0} = L{1} = 𝑠
∟𝑛
=𝑠𝑛+1 , s>0.

Step function:
For a given function g(t) if it is multiplied with fc (t) then

fc (t) g(t) = 0 if 0 ≤ 𝑡 < C

= g(t) if t ≤ C is called step function.

Example: Find the Laplace transform of H(t)


Where H(t) = t , 0<t<4
= 5 , t>4
∞ −𝑠𝑡
Here, L{H(t)} =∫0 𝑒 𝐻(𝑡)𝑑𝑡
4 ∞
=∫0 𝑒 −𝑠𝑡 𝑡𝑑𝑡+ ∫4 𝑒 −𝑠𝑡 5𝑑𝑡
𝑡 1 5
= [- 𝑠 𝑒 −𝑠𝑡 - 𝑠2 𝑒 −𝑠𝑡 ]40 + [- 𝑠 𝑒 −𝑠𝑡 ]∞
4
1 𝑒 −4𝑠 𝑒 −4𝑠
= 𝑠2 + -
𝑠 𝑠2

Example: Find L{A(t)}, where


A(t) = 0 , 0<t<1
= t , 1<t<2
= 0 , t>2
2
L{A(t)} = 0+ ∫1 𝑒 −𝑠𝑡 𝑡𝑑𝑡 + 0
1 1 1 2
Ans. (𝑠2 +𝑠 ) 𝑒 −𝑠 - (𝑠2 +𝑠 ) 𝑒 −2𝑠 , s>0

Example: Find L {ψ (t)} where ,


(i) ψ(t) = 4 , 0<t<1
= 3 , t >1
1
Ans. 3 ( 4 - 𝑒 −𝑠 ), s>0
(ii) ψ(t) = 1 , 0<t<2
=t , t>2
1 𝑒 −2𝑠 𝑒 −2𝑠
Ans. 𝑠 + + , s>0
𝑠 𝑠2
(iii) ψ(t) = sin2t , 0<t<𝜋
= t , t>𝜋
2(1− 𝑒 −𝜋𝑠 )
Ans. , s >0
𝑠2 +4

*Find L{ 𝝍(t) {where 𝝍(𝒕)= sin2t if 0<t<𝝀

t if t> 𝝀 ∞

L{ 𝜓(t)}=∫0 𝑒 −𝑠 𝜓(t) at

𝜆 𝜆
=∫0 𝑒 −𝑠 sin2t𝑒 −𝑠 𝑎𝑡 + ∫0 𝑒 −𝑠𝑡 + 𝑑𝑡

𝜆 𝜆 𝑑 𝜆 𝑒 −𝑠𝑡 ∞
=[𝑠𝑖𝑛2𝑡 ∫0 𝑒 −𝑠𝑡 𝑑𝑡 − ∫0 (𝑑𝑡 (𝑠𝑖𝑛2𝑡) ∫0 𝑒 −𝑠𝑡 𝑑𝑡} 𝑑𝑎 + [ −𝑠 𝑡] − ∫0 𝑒 −𝑠𝑡 𝑑𝑡]
1

𝜆 ∞
𝑒 −𝑠𝑡 𝜆 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 ∞ 𝑒 −𝑠𝑡
= [ −𝑠 𝑠𝑖𝑛2𝑡] − ∫0 2𝑐𝑜𝑠2𝑡 𝑑𝑡 + [ −𝑠 𝑡] − ∫𝜆 𝑑𝑡
0 −𝑠 𝜆 −𝑠


2 𝜆 𝜆𝑐̅𝜆𝑠 1 𝑒 −𝑠𝑡
= 0 + 𝑠 ∫0 𝑐𝑜𝑠2𝑡 −𝑠𝑡 𝑑𝑡 + (0 + ) + 𝑠 [ −𝑠 ]
−𝑠 𝜆

𝜆
2 𝑒 −𝑠𝑡 4 𝜆 𝑒 −𝑠𝑡 𝜆 −𝜆𝑠 1
= 𝑠 [𝑐𝑜𝑠2𝑡 ] + 5 ∫0 𝑠𝑖𝑛2𝑡 𝑑𝑡 + 𝑐̅ + 𝑠2 𝑐̅ 𝜆𝑠
−𝑠 0 −𝑠 𝑠

2 𝑒 −𝑠𝑡 1 1 𝜆 𝜆 1
=𝑠 ( −𝑠 + 𝑠 ) − 𝑠2 ∫0 𝑠𝑖𝑛2𝑡𝑒 −𝑠𝑡 𝑑𝑡 + 𝑠 𝑒 −𝜆𝑠 + 𝑠2 𝑒 −𝜆𝑠

2 2 2 𝜆 1 𝜆
= (𝑠2 𝑒 −𝑠𝑡 + 𝑠2 ) 𝑠2 +4 + (𝑠2+𝑠2 ) 𝑒 −𝜆𝑠 [𝑙𝑒𝑡, 𝑖𝑛 ∫0 sin2at ]

2 2 4 4 2 2
= − 𝑠2 𝑒 −𝑠𝑡 + 𝑠2 − 𝑠2 𝑖𝑛 (1 + 𝑠2 ) 𝑖𝑛 = 𝑠2 𝑒 −𝑠𝑡 + 𝑠2

*Find L{A(t)} where A (t)= {𝟎 𝒊𝒕 𝒐 < 𝒕 < 𝟏

1 if 1< t <2

0 if t > 2
1 2 ∞
L{A(t)} = ∫0 𝑒 −𝑠𝑡 0 𝑎𝑡 + ∫1 𝑒 −𝑠𝑡 + 𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 0 𝑑𝑡

2
= 0 + ∫1 𝑒 −𝑠𝑡 + 𝑑𝑡

2 2 𝑑
= L{A(t)} =∫1 𝑒 −𝑠𝑡 0 𝑑𝑡 − ∫1 (𝑑𝑡)𝑒 −𝑠𝑡 𝑑𝑡} 𝑑𝑡

2
𝑒 −𝑠𝑡 2 𝑒 −𝑠𝑡
= [ −𝑠 . 𝑡] - ∫1 𝑑𝑡
1 𝑠

2
𝑒 −𝑠𝑡 2 𝑒 −𝑠𝑡
= [ −𝑠 . 𝑡] - ∫1 𝑑𝑡
1 −𝑠
2
𝑒 −𝑠𝑡 2 𝑒 −𝑠𝑡
= [ −𝑠 . 𝑡] + ∫1 𝑑𝑡
1 𝑠

2
𝑒 −𝑠𝑡 1 2
= [ −𝑠 . 𝑡] + 𝑠 ∫1 𝑒 −𝑠𝑡 𝑑𝑡
1

2 2
𝑒 −𝑠𝑡 1 𝑒 −𝑠𝑡
= [ −𝑠 . 𝑡] + 𝑠 [ −𝑠 ]
1 1

𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 1 𝑒 −𝑠.2 𝑒 −𝑠.1


=[ −𝑠 . 2 − . 1] + 𝑠 [ .2− ]
−𝑠 −𝑠 −𝑠

−𝑠𝑒 −2𝑠 𝑒 −𝑠 1 𝑒 −2𝑠 𝑒 −𝑠


=[ + ]+𝑠[ + ]
−𝑠 𝑠 −𝑠 𝑠

2𝑒 −2𝑠 𝑒 −𝑠 𝑒 −2𝑠 𝑒 −𝑠
= + − +
𝑠 𝑠 𝑠2 𝑠2

1 1 1 1
= (𝑠 + 𝑠2 ) 𝑒 −𝑠 - (𝑠 + 𝑠2 ) 𝑒 −2𝑠 (Ans

*Find L{F(f)} when = { 1 if o < t < 2

t if t > 2
2 ∞
L {F(t)} = ∫0 −𝑠𝑡. 1 𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 . 𝑡 𝑎𝑡

2 ∞
= ∫0 −𝑠𝑡. 1 𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 . 𝑡 𝑎𝑡

2
𝑒 −𝑠𝑡 ∞ ∞ 𝑑 ∞
=[ ] + ∫2 𝑒 −𝑠𝑡 . 𝑡 𝑎𝑡 − ∫2 { (𝑡) 𝑎𝑡 ∫2 𝑒 −𝑠𝑡 . 𝑡 𝑎𝑡}𝑑𝑡
−𝑠 1 𝑑𝑡

2 2 8
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 ∞ 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 1 2𝑒 −𝑠𝑡 1 𝑒 −𝑠𝑡
= [ −𝑠 ] + [𝑡. ] − ∫2 . 𝑑𝑡=[ −𝑠 − −𝑠] + [0 − ] + 𝑠 [ −𝑠 ]
0 −𝑠 1 −𝑠 −𝑠 2

𝑒 −𝑠𝑡 1 2𝑒 −2𝑠 𝑒 −2𝑠 1 1 1


= −𝑠 + 𝑠 + + = 𝑠 (𝑠 + 𝑠2 )𝑒 −2𝑠 (Ans)
𝑠 𝑠2
Shifting property:
𝑛! 𝑛!
(I) L{tn} =𝑠𝑛+1 → L {ekttn} = (𝑠−𝑘)𝑛+1
𝑘 𝑘
(II) L{sinkt} = 𝑠2 → L{eat sinkt} = (𝑠−𝑎)2 +𝑘 2
𝑠 𝑠−𝑎
(III) L{coskt} = 𝑠2 +𝑘 2 →L{eat coskt} = (𝑠−𝑎)2 +𝑘 2

1st Transformation or Shifting Property


If L { F(t)} = f(s) , then L { eatF (t)} = f(s-a).

We have L {F(t)} = ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡 = 𝑓(𝑠)

Then , L {eatF(t) } = ∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝐹(𝑡)𝑑𝑡. = F(s-a)

2 ∟5
1)Show that , L {t2e3t } = (𝑠−3)3 , L {t5e2t} = (𝑠+2)6
2
2)L { e-t sin2 t} = (𝑠+1)( 𝑠2 +2𝑠+5)
𝑠4 +4𝑠2 +24
3) L { (t2+1)2} = 𝑠5
4𝑠2 −4𝑠 +2
4) L { (t+3)2 et} = (𝑠−1)3

Theorem: L {F(t) } = f(s) , then L{ eat F(t)} = f(s-a)

Theorem : If L-1 { f(s)} = F(t) then L-1{f(s-a) } = eat F(t)

Proof:
Follows from above, then,

we have, f(s) = ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

f(s-a) = ∫0 𝑒 −(𝑠−𝑎)𝑡 𝐹(𝑡)𝑑𝑡

=∫0 𝑒 −𝑠𝑡 {𝑒 𝑎𝑡 𝐹(𝑡)}𝑑𝑡
=L { eatF (t) }
L-1 {f (s-a)} = eat F(t)
or,L-1 { f(s-a) } = eat L-1 { f(s)} ; [L{F(s)} =f(s)]
L {f(s)} = e L {f(s-a) } …… (i)
-1 -at

15 3 3
(i) L-1 {𝑠2 +4𝑠+13 } = 5L-1 { (𝑠+2)2 +32 } =5e-2t L-1 {(𝑠−2+2)2 +32 }
3
=5e-2t L-1 {𝑠2 +32 }
= 5 e-2t sin 3t
𝑠+1 𝑠+1
(ii) L-1 {𝑠2 +6𝑠+25} = L-1 { }
(𝑠+3)2 +16
𝑠−2
= e-3t L -1
{𝑠2 +42 }
𝑠 1 4
= e-3t [ L-1 {𝑠2 +42 } - 2 𝐿−1 {𝑠2 +42 }]
1
= e-3t (cos 4t - 2 sin 4𝑡 ) (Ans)
Show that :
3𝑠+1 3(𝑠−1)+1
(i) L-1 {(𝑠+1)4 } = e-tL-1 { (𝑠−1+1)4 }
3𝑠−2
= e-tL-1 { }
𝑠4
3 2 3
= e-t{ 2 𝑡 2 − 𝑡 } (Ans)
6
𝑠 1
(ii) L-1 {𝑠2 +2𝑠+5 } = e-t( cos 2t - 2 sin 2𝑡 )
𝑠2
(iii)L-1 { (𝑠+2)3 } = e-2t ( 1-4t + 2t2 )
1 𝑡 𝑛 𝑒 −𝑎𝑡
(iv) L-1 { (𝑠+𝑎)𝑛+1 } = ∟𝑛
𝑠 1 -at
-1
(v) L { (𝑠+𝑎)2 +𝑏2 } = e ( bcos bt – a sin bt)
𝑏
𝑠
(vi) L-1 { 𝑠2 +2 } =cos√2𝑡
1 1
(vii) L-1 { 𝑠2 −3 } = sin h √3𝑡
√3

1) L {y} = L{et }
1
or, S L{y} – y(0) = 𝑠−1
1 𝑠
or, S L {y} =𝑠−1 + 1 = 𝑠−1
1
or, L{y} = 𝑠−1
1
or, y = L-1 {𝑠−1} = et

3
2) SL {y} = 𝑠−1 +7
7𝑠−4
= 𝑠−1
7𝑠−4 4 3
L{y} = 𝑠(𝑠−1) =𝑠 + 𝑠−1
y = 4+3et

1 𝑠
3) SL {y} = L{y} = - 𝑠+1 +1 = 𝑠+1
𝑠 𝑠
L{y} =𝑠2 − 1 = (𝑠+1)(𝑠−1)
1 1 1
= 2 [ 𝑠−1 + ]
𝑠+1
1
y = 2 (et + e-t )

1
4) S2L {y} – 3SL {y} + 2L {y} = 𝑠−3
1
L{y} = (𝑠−2)(𝑠−1)(𝑠−3)
1 1
y = 2 et – e2t +2 e3t
1 9
y’ = 2 et – 4e2t +2 e3t
1
5) (s2 + 1 ) L {y} = 𝑠−1
1
L{y} = (𝑠−1)(𝑠2 +1)
1 1 1 𝑠+1
= 2 . 𝑠−1 - 2 . 𝑠2 + 1
1 1 −𝑠 1
= 2 [𝑠−1 + 1+ 𝑠2 - 1+ 𝑠2
1
y = 2 ( et- cos t – sin t)

4
6) S2L {y} -2S-3 +SL {y} -2 -24 {y} = - 5
4
or, (s2 + s-2) L {y} = - 5 +25 +5
2𝑠2 +5𝑠−4
L {y} =𝑠(𝑠−2)(𝑠−1)
2 1 1
= − +
𝑠 𝑠+2 𝑠−1
y= 2- e3t + et

4
7) S2L {y} – 4 – 2s- 2SL{y} = - 5
4 4𝑠−4
(s2 -2s) L {y} = - 5 + 4 = 5
4𝑠−4
or, L {y} = 𝑠2 (𝑠−2)
1 2 1
= - 𝑠 + 𝑠2 + 𝑠−2
y = -1 + 2t + e2t

Multiplication by tn :
𝑑𝑛
IF L { F(t) } = f(s) , then L { tn F(t)} = (-1)n 𝑑𝑠𝑛 f(s)
= (-1) f(n)(s) , where n=1,2,3 …

We have f(s) = ∫0 𝑒 −𝑠𝑡 F(t) dt
Then by Leibnitz’s rule for differentiating under the integral sign we get,
𝑑𝑓 𝑑 ∞
= f’(s) = 𝑑𝑠 ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
𝑑𝑠
∞ 𝑑
= ∫0 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡
𝑑𝑠

= ∫0 −𝑡 𝑒 −𝑠𝑡 𝐹(𝑡)𝑑𝑡

= ∫0 𝑒 −𝑠𝑡 {𝐿𝑡 𝐹(𝑡)}𝑑𝑡
= (-1) L {t F(t) }
L {tF(t)} = (-1) f’(s)
By mathematical indirection or directly it can be proved that ,
L { tn F (t) } = (-1)n f(n) (s)
𝑎
Ex. L {sin at} = 𝑠2 +𝑎2
𝑑 𝑎
L { ts- at} = (-1) 𝑑𝑠 (𝑠2 +𝑎2 )
2𝑎𝑠
= 𝑠2 +𝑎2
𝑑 𝑠
Similarly, L {t cos at} = (-1) 𝑑𝑠𝑛 (𝑠2 +𝑎2 )
2𝑠3 − 6𝑎2 𝑠
= .
(𝑠2 +𝑎2 )3

𝒌
Example: Prove that L{e –at sin kt } = (𝒔+𝒂)𝟐 +𝒌𝟐 , s+a >0


We have , L{e-atsin kt } = ∫0 𝑒 −𝑠𝑡 𝑒 −𝑎𝑡 sin 𝑘𝑡 𝑑𝑡

= ∫0 𝑒 −(𝑠+𝑎)𝑡 sin 𝑘𝑡 𝑑𝑡

= ∫0 𝑒 −𝑝𝑡 sin 𝑘𝑡 𝑑𝑡
𝑘
= 𝑝2 +𝑘 2
𝒌
L{e –at sin kt } = (𝒔+𝒂)𝟐 +𝒌𝟐 , s+a >0

*Evaluate L { C3 + cos2t + sint + t3}

L { C3t + cos2t +sint + t3}

= L { C3t } + L {cos2t} + L { sint} + L {t3}


1 𝑠 𝑠 3!
= 𝑠−3 + + +
𝑠2+ 22 𝑠2+ 12 𝑠4

1 𝑠 𝑠 6
= + + 𝑠2+ 1 + 𝑠4 (Ans)
𝑠−3 𝑠2+ 4

*Find the Laplace Transform of t sinat

𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡
L {t sinat} = L ( )
2!

1 1 1 1 1 (𝑠+𝑖𝑎)2 −(𝑠−𝑖𝑎)2 1 (𝑎2 +2𝑖𝑎𝑠−𝑎2 )−(𝑎2 −2𝑖𝑎𝑠−𝑎2 )


= 2 [𝐿 (𝑒 𝑖𝑎𝑡 ) + 𝐿(𝑒 −𝑖𝑎𝑡 )]= 2! [(𝑠−𝑖𝑎)2 − (𝑠+𝑖𝑎)2 ]= 2! [ (𝑠−𝑖𝑎)2 (𝑠+𝑖𝑎)2 ]=2! (𝑠2 +𝑎2 )2

1 4𝑖𝑎𝑠 2𝑎𝑠
= 2!. (𝑠2 +𝑎2 )2 = (𝑠2 +𝑎2 )2 (Ans

𝒆−𝒂𝒔
*Prove that, L [𝒖(𝒕 − 𝒂)] = 𝒔

∞ ∞
∞ ∞ ∞ 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
L [𝑢(𝑡 − 𝑎)] = ∫0 𝑒 −𝑎𝑠 𝑢(𝑡 − 𝑎)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 0 + ∫0 𝑒 −𝑠𝑡 0 + 1𝑑𝑡= 0 + [ −𝑠 ] =0 + [ −𝑠 ]
𝑎 𝑎
Inverse Laplace Transform

Definition :
If the Laplace transform of a function F(t) is f(s) i.e, if L{F(t)} = f(s) , then, F(t) is called an
inverse Laplace transform of f(s) and we write symbolically F(t) = L-1 {f(s)} where L-1 is called
the inverse Laplace Transformation operator.
Then, if C1 & C2 are consts. Then,
L-1 {C1 f1 (s) + C2 f2 (s)} = C1L-1 {f1(s)} +C2L-1{f2 (s)}
Then, L-1{f(s)} = 𝑒 −𝑎𝑡 𝐿−1 {𝑓(𝑠 − 𝑎)}
1 1
since, L { 𝑒 −3𝑡 } = 3+3 we can write, L-1 { } = 𝑒 −3𝑡
𝑠+3
Similarly:
𝑠 𝑠
L-1{ 𝑠2 +𝑘 2 } = cos kt , L-1{ 1+𝑠2 } = cost
𝑠 𝑠
L-1{ 𝑠2 +𝑘 2 } = sin kt , L-1{ 1+ 𝑠2 } = sin t
4 3𝑠 5
L-1 { 𝑠−2 - 𝑠2 + 𝑠2 +4 }
1 𝑠 5 2
= 4L-1 { 𝑠−2 } -3L-1 { 𝑠2 +42 } + L-1 { 𝑠2 +22 }
2
5
=4e2t – 3cos 4t + 2 sin2t

1 1 ∟𝑛
1)L-1 { 𝑠𝑛+1 } = L-1 { ∟𝑛 . 𝑠𝑛+1 }
1 ∟𝑛
= ∟𝑛 L-1 { 𝑠𝑛+1 }
1
= ∟𝑛
1 1 1
2)L-1 {(𝑠−1)(𝑠−2) } = L-1 { 𝑠−2 − 𝑠−1 } = 𝑒 2𝑡 -𝑒 𝑡
15 15 5𝑥3
3) L-1 {𝑠2 +4𝑠+13} = L-1 {(𝑠+2)2 +9 } = L-1{ (𝑠+2)2 +32}
3
=5L-1{(𝑠+2)2 +(3)2 }
= 5e-2tsin 3t
𝑠+1 𝑠+1
4) L-1 {𝑠2 +6𝑠+25} =L-1{ (𝑠+3)2 +16}
(𝑠+3)−2
= L-1{ (𝑠+3)2 +42 }
(𝑠+3) 1 4
= L-1{ (𝑠+3)2 +42 } - 2 L-1 { (𝑠+3)2 +42}
1
=𝑒 −3𝑡 (cos 4t - 2 sin 4t) (ans)
1
5)Show that , L-1 {𝑠2 −6𝑠+10} =e3tsin t
1 1
6) L-1 {𝑠2 +2𝑠+5} = e-t (cos2t - 2 sin2t)
sin 𝑘𝑡 1
7) Since, L { } = 𝑘 L { sin kt}
𝑘
1 𝑘
= 𝑘 𝑠2 +𝑘 2
1
=𝑠2 +𝑘 2
1 sin 𝑘𝑡
L-1 {𝑠2 +𝑘 2 } = 𝑘
1 1 1 1
Otherwise , L {𝑠2 +𝑘 2 } = 𝑘 𝐿−1 𝑠2 +𝑘 2 = 𝑘 sin kt
-1
1 1
𝑠+1 (𝑠+ )+
8) Find L-1{𝑠2 +𝑠+1} = L-1 2
1 2 √3 2
2
(𝑠+ ) +( )
2 2
−𝑡
𝑒 2 √3𝑡 √3𝑡
= { √3𝑐𝑜𝑠 + sin }
√3 2 2
1
9)L { cosh kt} = 2 [𝐿 {𝑒 𝑘𝑡 } + 𝐿 {𝑒 𝑘𝑡 }]
1 1 1
= 2 [ 𝑠−𝑘 + ]
𝑠+𝑘
𝑠
= 𝑠2 −𝑘 2 , s> |k|
𝑠
L-1 {𝑠2 −𝑘 2 } = cosh kt
∞ ( 𝑠−𝑘)𝑡
10)Find L {tekt } = ∫0 𝑒 − 𝑡𝑑𝑡

=∫0 𝑒 − 𝑝𝑡
𝑡𝑑𝑡
1
=𝑝2 , p>0
1
= (𝑠−𝑘)2 , s>k
1
L-1 { (𝑠−𝑘)2 } = t ekt
𝑠+1 3𝑠+1 𝑠2
11) Find inverse transform of 𝑠2 +2𝑠+5 , (𝑠+1)4 , (𝑠+2)3

Laplace Transform of Derivatives:

If L { f(t) } = f(s) then, L{ F’ (t) } = SL { F(T) } – {F (0)}


= sf (s) – F(0)
and L {F”(t)} = S2 L {F (t)} – SF(0)- F’(0)

Proof: L { F’(t)} = ∫0 𝑒 −𝑠𝑡 𝐹 ′ (𝑡)𝑑𝑡

= [𝑒 −𝑠𝑡 F(t)]∞
0 - ∫0 (−𝑠)𝑒
−𝑠𝑡
𝐹(𝑡)𝑑𝑡

= [𝑒 −𝑠𝑡 F(t)]∞
0 + s∫0 𝑒
−𝑠𝑡
𝐹(𝑡)𝑑𝑡
= SL {F(t)} – F(0)
−𝑠𝑡
[Since 𝑒 𝐹(𝑡) → 0𝑎𝑠 𝑡 → ∞]
L{F’(t)} = SL {F’(t)} – F” (0) …. (i)
Again, L { F”(t)} = SL {F’ (t)} – F’(0) [ by(i) ]
=S {SL {F(t) }- F(0) ] – F’(0)
L{F” (t)} = S {F(t)} – SF (0) – F’(0)
2

these may b written as -


𝑑𝑦
L{ } = SL {y(t)} – y(0)
𝑑𝑡
𝑑2 𝑦
and L { } = S2L { y(t)} – Sy(0) – y’(0)
𝑑𝑡 2

In a similar way, we get,

L { 𝐹 𝑛 (𝑡)} = 𝑠 2 𝑓(𝑠) − 𝑠 𝑛−1 𝐹(0) − 𝑠 𝑛−2 𝐹 ′ (0)………… 𝐹 𝑛−1 (0) (proved)

*Solve the initial value problem y”+5y+6=0, y(0)=2, y’(0)= 3


Let, y=𝑒 𝑚𝑥

y’= 𝑚𝑒 𝑚𝑥

y”= 𝑚2 𝑒 𝑚𝑥

𝑚2 + 5𝑥 + 6 = 0

m=-3, -2

y=C1e-2x+C2e-3x

y (0) =C1+C2 ………….(i)

y’= 2C1e-2x-3C2e-3x

y’(0)= -2C1-3C2

3 = -2C1-3C2 …………..(ii)

4 = 2C1+2C2
3 = -2C1-3C2
7= -C2
∴C2=-7
C1 = 9
∴ y = 9e-2x-7e-3x

Apply Laplace transform on the given eqn:


L{y”+5y’+6} = 0
⇒ 𝑠 2 𝑓(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) + 5{𝑠𝑓(𝑠) − 𝑦(0) + 6𝑓(𝑠) = 0
⇒ 𝑠 2 𝑓(𝑠) − 2𝑠 − 3 + 5𝑠𝑓(𝑠) − 5 × 2 + 6𝑓(𝑠) = 0
⇒ 𝑓(𝑠){𝑠 2 + 5𝑠 + 6} = 2𝑠 + 13

2st13
⇒ f(s) = 𝑠2 𝑡5𝑠𝑡6
2𝑠𝑡13
∴ f(s)= (𝑠𝑡3)(2𝑡𝑠)

2𝑠𝑡13 𝐴 𝐵
= +
(𝑠 + 3)(𝑠 + 2) 𝑆 + 3 𝑆 + 2
2st13 = A(s+2) + B(s+3)
Let, S = -3
-4 +13 = B
∴B=9
-6 +13 = A(-1)
∴ A = -7
−7 9
F(s) = 𝑠+3 + 𝑠+2
−7 9
𝐿−1 {𝑓(𝑠)} = 𝐿−1 {𝑠𝑡3}+ 𝐿−1 {𝑠+2}

Y(t) = −7−3𝑡 + 9𝑒 −2𝑡 (Ans)

*Solve y”+y = 0, y(0)=0, y’(0)=1

L {y”+y} = 0
⇒ 𝑠 2 𝑓(𝑠) − 𝑠𝑦(0) + 𝑓(𝑠) = 0
⇒ 𝑠 2 𝑓(𝑠) − 𝑠𝑦 − 0 − 1 + 𝑓(𝑠) = 0
⇒ 𝑠 2 𝑓{𝑠 2 + 1) = 1
1
⇒ 𝑠𝑓 =
𝑠2 +1
1
⇒ 𝐿−1 {𝑓(𝑠)} = 𝐿−1 { }
𝑠2 + 1
⇒ 𝑦(𝑡) = 𝑠𝑖𝑛𝑡
*Solve x’-5x = 𝒆𝟓𝒕 , 𝒙(𝟎) = 𝟎
L(x’) – SL {x} =L{𝑒 5𝑡 }
1
⇒ 5x(s) –x (0) – 5x(s) = 𝑠−5
1
⇒ 5x(s) - 05(x)s = 𝑠−5
1
⇒ x(s)(s -5) = 𝑠−5
1
⇒ x(s) = ( 𝑠−5)2
1
⇒ x(t) = 𝐿−1 { ( 𝑠−5)2
}

= 5𝑒 𝑡 (Ans)

*Y’ + 2y = 𝒆𝒕 , Y(0) = 1
⇒ L{y’} + 2L{y} = L{ 𝑒 𝑡 }
1
⇒5s(s) – 1 +2y(s) = 𝑠−1
1
⇒ (s+2) y(s) = 1 + 𝑠−1

𝑠
⇒ (s+2) y(s) =𝑠−1

𝑠
⇒ (s+2) y(s) =𝑠−1

𝑠
⇒ y(s) =(𝑠−1)(s+2)

1 𝑠 2 𝑠
⇒ y(s) = 3 . 𝑠−1 + 3 . 𝑠+2

1 1 2 1 1 2
⇒ 𝐿−1 {y(s)} =𝑠 𝐿−1 {𝑠−1} + 3 𝐿−1 {𝑠+2} ⇒ y(t) = 3 𝑒 𝑡 +3 𝑒 −2𝑡 (Ans)
Ex. 1 Solve the initial value problem. y”+y = 0, y(0)= 0, y’(0)=1 …. (i)
[We shall assume throughout that a sol. Of (i) exists and that the sol. And its derivatives are
sufficiently well behaved to the existence of the needed transforms. ]
Taking the Laplace transform of both sides of the diff. equation, we have,
L{ y” + y} =0 or, L {y”} + L{y} = 0
or, s2L{y} – s y(0) – y’(0) + L{y} = 0
or, (s2 + 1) L {y} = s X 0 +1 [Using the given condition]
1
or, L {y} = 1+𝑠2
1
or, y{t} = L-1 {1+𝑠2 } = sin t
y(t) = sin t is the soln. of the equation.

Ex.2 Solve y”+y = 1 , y(e) = 2, y’(0)= 0


Applying the Laplace operator to the given equation, we have,
L {y” +y} = L {1} or, L {y”} + L {y } = L {1 }
1
or, s2L {y} –s(y) (0)-y’(0) + L {y} = 𝑠 , s>0
1 2𝑠2 +1
(s2 + 1 ) L {y} = 𝑠 +2s + 0 = 𝑠
2𝑠2 +1 1 𝑠
or, L {y} = 𝑠(𝑠2 +1) = 𝑠 + (𝑠2 +1)
1 𝑠
y(t) = L -1 {𝑠 + (𝑠2 +1) } = 1+ cos t
Solve the initial value problem: Answer

1) y” +k2y = 0 ; y(0) =1 ; y’(0) = 0 . y =cos kt


2) y” + k2y = 0 ; y (0) = 0 , y’ (0) = k . y = sin kt
3) y’ = et ; y(0) = 1 . y= e0
4)y’ = 3et ; y(0) = 7 . y = 4+ 3et
𝑒 𝑡 +𝑒 −𝑡
5) y’-y = - e-t ; y(0) = 1 y= 2
𝑒 𝑡 −𝑒 −𝑡
6) y’+ y = e ; y(0) = 0
t
y= 2
𝑒𝑡 𝑒 3𝑡
7) y” -3y’+ 2y = e ; y(0) = y’(0) = 0
3t
y= - e2t +
2 2
1 𝑡
8) y”+ y = e ; y(0) = y’(0) = 0
t
y = 2 (𝑒 − 𝑐𝑜𝑠𝑡 − 𝑠𝑖𝑛𝑡)
9) y” + y’ -2y = -4 ; y(0) = 0 , y’(0) = 4 y= 2+et – e-2t
10 ) y” + 2y’ = -4 ; y(0)= 0 , y’(0) = 4 y=e 2t + 2t – 1
𝑡3
12) x” + 2x’ +x = 3te –t , x(0) =4 , x’(0) = 2 ; x(1) = (4+6t+ ) e-t
𝑥
13) x” +4x’ + 4x = 4e-2t , x(0) = -1 , x’(0) =4
14) x” +x = 6cos2t ; x(0) = 3 , x’(0) = 1 Ans. 5cos t – 2 cos2t +sint

15) y”- y = 5 sin 2t ; y(0)=0 , y’(0) = 1


16) x" + 4x = 2t – 8 ; x(0) =1, x’(0) = 0
17) x” +2x’ = 8t ; x(0) = x’(0) = 0
18) u’ +4u = 15et ; u(0) = 1 , u’ (0) = 3
19) u” + 4u’ +3u = 12, u(0) =7 , u’(0) = 1
20) y” +9y = 40ex , y(0) = 5, y’ (0)= -2

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