Topic#7 Inverse Laplace transform
Topic#7 Inverse Laplace transform
Faculty of Engineering
Engineering Physics & Mathematics Department
GEN2804:Complex Analysis
Topic#7
Inverse Laplace Transform
2
Inverse Laplace Transform
1 𝑡 𝑛−1
𝑠𝑛 (𝑛 − 1)!
Inverse Laplace Transform
Linearity
5
Example 1
Find the inverse Laplace of the following:
𝟏 𝟏 𝒔 𝟏
a) 𝑭 𝒔 = + 𝟓 b) 𝑭 𝒔 = 𝟐 + 𝟐
𝒔−𝟒 𝒔 𝒔 −𝟒 𝒔 +𝟒
Solution:
1 1 1 1
a) 𝐿−1 𝐹 𝑠 = 𝐿−1 + = 𝐿−1 + 𝐿−1
𝑠−4 𝑠5 𝑠−4 𝑠5
𝑡 4
𝐿−1 𝐹 𝑠 = 𝑒 4𝑠 +
4!
𝑠 1 𝑠 1
b) 𝐿−1 𝐹 𝑠 = 𝐿−1 + 2 = 𝐿−1 + 𝐿−1
𝑠 2 −4 𝑠 +4 𝑠 2 +4 𝑠 2 +4
1
𝐿−1 𝐹 𝑠 = 𝑐𝑜𝑠ℎ2𝑡 + 𝑠𝑖𝑛2𝑡
2
6
Inverse Laplace Transform
2- By using Method of Partial Fractions :
Example 2
𝟐
Find the inverse Laplace transform of 𝑭 𝒔 =
(𝒔𝟐 −𝒔)(𝒔𝟐 +𝟏)
Solution:
2 𝐴 𝐵 𝐶𝑠 + 𝐷
𝐹 𝑠 = 2
= + + 2
𝑠(𝑠 − 1)(𝑠 + 1) 𝑠 𝑠 − 1 𝑠 + 1
2 = 𝐴 𝑠 − 1 𝑠 2 + 1 + 𝐵𝑠 𝑠 2 + 1 + 𝐶𝑠 + 𝐷 𝑠(𝑠 − 1)
𝑠 = 0 ⇒⇒ 𝐴 = −2, 𝑠 = 1 ⇒⇒ 𝐵 = 1,
𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑠 3 ⇒⇒ 𝐶 = 1, 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡 𝑜𝑓 𝑠 2 ⇒⇒ 𝐷 = −1
2 1 𝑠−1
𝐹 𝑠 =− + + 2
𝑠 𝑠−1 𝑠 +1
8
Example 2
2 1 𝑠−1
𝐿−1 𝐹 𝑠 = 𝐿−1 − + + 2
𝑠 𝑠−1 𝑠 +1
1 1 𝑠 1
𝐿−1 𝐹 𝑠 = −2𝐿−1 +𝐿−1 +𝐿−1
2
−𝐿−1
𝑠 𝑠−1 𝑠 +1 𝑠2 + 1
9
Example 3
𝟐𝟒
Find the inverse Laplace transform of 𝑭 𝒔 =
𝒔(𝒔+𝟏)(𝒔𝟐 +𝟐𝒔−𝟑)
Solution:
2 𝐴 𝐵 𝐶 𝐷
𝐹 𝑠 = = + + +
𝑠(𝑠 + 1)(𝑠 − 1)(𝑠 + 3) 𝑠 𝑠 + 1 𝑠 − 1 𝑠 + 3
24 = 𝐴 𝑠 + 1 𝑠 − 1 𝑠 + 3 + 𝐵𝑠 𝑠 − 1 𝑠 + 3
+𝐶𝑠 𝑠 + 1 𝑠 + 3 + 𝐷𝑠(𝑠 + 1)(𝑠 − 1)
𝑠 = 0 ⇒⇒ 𝐴 = −8, 𝑠 = −1 ⇒⇒ 𝐵 = 6,
𝑠 = 1 ⇒⇒ 𝐶 = 3, 𝑠 = −3 ⇒⇒ 𝐷 = −1
8 6 3 1
𝐹 𝑠 =− + + −
𝑠 𝑠+1 𝑠−1 𝑠+3
10
Example 3
8 6 3 1
𝐿−1 𝐹 𝑠 = 𝐿−1 − + + −
𝑠 𝑠+1 𝑠−1 𝑠+3
1 1
𝐿−1 𝐹 𝑠 = −8𝐿−1
+ 6𝐿−1
𝑠 𝑠+1
−1
1 −1
1
+3𝐿 −𝐿
𝑠−1 𝑠+3
𝐿−1 𝐹 𝑠 = −8 + 6𝑒 −𝑡 + 3𝑒 𝑡 − 𝑒 −3𝑡
11
Theorem 1 : First Shifting
12
Example 4
Find the inverse Laplace of the following:
𝟏 𝟏
a)𝑭 𝒔 = 𝟐 b)𝑭 𝒔 = 𝟐
(𝒔−𝟓) +𝟏 𝒔 +𝟖𝒔+𝟐𝟓
Solution:
1 1
a) 𝐿−1 𝐹 𝑠 = 𝐿−1 = 𝑒 5𝑡 𝐿−1 = 𝑒 5𝑡 𝑠𝑖𝑛𝑡
(𝑠−5)2 +1 𝑠 2 +1
1 1
b)𝐹 𝑠 = =
𝑠 2 +8𝑠+25 (𝑠+4)2 +9
1 1
𝐿−1 𝐹 𝑠 = 𝐿−1 2
−4𝑡
=𝑒 𝐿 −1
(𝑠 + 4) +9 𝑠2 + 9
−1
1 −4𝑡
𝐿 𝐹 𝑠 = 𝑒 𝑠𝑖𝑛3𝑡
3
13
Example 5
Find the inverse Laplace of the following:
𝒔 𝟏
a)𝑭 𝒔 = 𝟐 b)𝑭 𝒔 = 𝟏𝟎
𝒔 −𝟏𝟒𝒔+𝟔𝟓 (𝒔−𝟔)
Solution: a)𝐹 𝑠 = 2 𝑠 =
𝑠
𝑠 −14𝑠+65 (𝑠−7)2 +16
𝑠 𝑠−7+7
𝐿−1 𝐹 𝑠 = 𝐿−1 2
=𝐿 −1
(𝑠 − 7) +16 (𝑠 − 7)2 +16
−1 −1
𝑠−7 −1
7
𝐿 𝐹 𝑠 =𝐿 2
+𝐿
(𝑠 − 7) +16 (𝑠 − 7)2 +16
−1 7𝑡 −1
𝑠 7𝑡 −1
1
𝐿 𝐹 𝑠 =𝑒 𝐿 2
+ 7𝑒 𝐿
𝑠 + 16 𝑠 2 + 16
−1 7𝑡
7 7𝑡
𝐿 𝐹 𝑠 = 𝑒 𝑐𝑜𝑠4𝑡 + 𝑒 𝑠𝑖𝑛4𝑡
4
−1 −1 1 6𝑡 −1 1 6𝑡 𝑡9
b)𝐿 𝐹 𝑠 = 𝐿 10 = 𝑒 𝐿 10 = 𝑒
(𝑠−6) 𝑠 9!
14
Theorem 2:derivative of LT
(Derivatives of LT) 𝐹 ′ ⟹ −(𝑡 ⊗ 𝑓 𝑡 )
If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , then
𝐿−1 𝐹 ′ 𝑠 = −𝑡(𝐿−1 𝐹 𝑠 = −𝑡𝑓(𝑡)
−1
−1 −1 ′
𝐿 𝐹 𝑠 = 𝐿 𝐹 𝑠
𝑡
Then , the last form can be used as follow:
IF 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 is difficult
15
Example 6
Find the inverse Laplace transform of 𝑭 𝒔 = tan−𝟏 𝒔
Solution:
1
𝐹′ 𝑠 = 2
𝑠 +1
1
𝐿−1 𝐹′ 𝑠 = 𝐿−1 2
= 𝑠𝑖𝑛𝑡
𝑠 +1
−1 −1 ′
𝐿−1 𝐹 𝑠 = 𝐿 𝐹 𝑠
𝑡
−1
𝐿−1 𝐹 𝑠 = 𝑠𝑖𝑛𝑡
𝑡
16
Example 7
𝒔𝟐 +𝒔−𝟐
Find the inverse Laplace transform of 𝑭 𝒔 = 𝒍𝒏
𝒔𝟐 +𝟗
Solution:
𝑠2 + 𝑠 − 2 (𝑠 + 2)(𝑠 − 1)
𝐹 𝑠 = 𝑙𝑛 2
= 𝑙𝑛
𝑠 +9 𝑠2 + 9
𝐹 𝑠 = 𝑙𝑛 𝑠 + 2 + 𝑙𝑛 𝑠 − 1 − 𝑙𝑛 𝑠 2 + 9
′
1 1 2𝑠
𝐹 𝑠 = + − 2
𝑠+2 𝑠−1 𝑠 +9
𝐿−1 𝐹 ′ 𝑠 = 𝑒 −2𝑡 + 𝑒 𝑡 − 2𝑐𝑜𝑠3𝑡
−1 −1 ′
𝐿−1 𝐹 𝑠 = 𝐿 𝐹 𝑠
𝑡
−1 −2𝑡
𝐿−1 𝐹 𝑠 = (𝑒 + 𝑒 𝑡 − 2𝑐𝑜𝑠3𝑡)
𝑡
17
Example 8
Find the inverse Laplace transform of 𝑭 𝒔 = 𝒔 tan−𝟏 𝒔
Solution:
1
𝐹′ 𝑠 =𝑠 2 + 𝑡𝑎𝑛−1 𝑠
𝑠 +1
−1 ′ −1
𝑠 −1 𝑡𝑎𝑛−1 𝑠
𝐿 𝐹 𝑠 =𝐿 + 𝐿
𝑠2 + 1
𝐿−1 𝐹 ′ 𝑠
= 𝑐𝑜𝑠𝑡 + 𝑔(𝑡)−−−−−(1)
Where 𝑔 𝑡 = 𝐿−1 𝑡𝑎𝑛−1 𝑠 = 𝐿−1 𝐺(𝑠) =? ? ?
1
Since 𝐺 ′ 𝑠 = (𝑡𝑎𝑛−1 𝑠) =
𝑠 2 +1
18
Example 8
1
𝐿−1 𝐺′ 𝑠 = 𝐿−1 2
= 𝑠𝑖𝑛𝑡
𝑠 +1
−1 −1 −1
Then 𝐿−1 𝐺 𝑠 = 𝐿 𝐺′ 𝑠 = 𝑠𝑖𝑛𝑡 = 𝑔(𝑡)-----(2)
𝑡 𝑡
If 𝐿−1 𝐹 𝑠 = 𝑓 𝑡 , then
𝑡
𝐹 𝑠
𝐿−1 = න 𝑓 𝑧 𝑑𝑧
𝑠 0
20
Example 9
𝟏
Find the inverse Laplace transform of 𝑭 𝒔 =
𝒔𝟑 +𝒔
Solution: 1
1 𝑡
(𝑠 2 +1) −1
𝐹 𝑠
𝐹 𝑠 = 2
= 𝐿 = න 𝑓 𝑧 𝑑𝑧
𝑠(𝑠 + 1) 𝑠 𝑠 0
−1 −1
1
𝐿 𝐹 𝑠 =𝐿 2
= 𝑠𝑖𝑛𝑡 = 𝑓(𝑡)
(𝑠 +1)
1
𝑡
𝐹 𝑠 (𝑠 2 +1)
𝐿−1 = 𝐿−1 = න 𝑓 𝑧 𝑑𝑧
𝑠 𝑠 0
𝑡
𝑡
= න 𝑠𝑖𝑛𝑧 𝑑𝑧 = −𝑐𝑜𝑠𝑧 ቚ = −𝑐𝑜𝑠𝑡 + 𝑐𝑜𝑠0
0 0
= 1 − 𝑐𝑜𝑠𝑡
21
Inverse Laplace Transform
4- By using the convolution Theorem:
Sometimes it is possible to identify a Laplace transform 𝐻(𝑠) as
the product of two other transforms 𝐹(𝑠) and 𝐺(𝑠) whose
inverses 𝑓 and 𝑔 we known, and we would like to calculate the
inverse of product 𝐻(𝑠) = 𝐹(𝑠) 𝐺(𝑠) from those known
inverses 𝑓(𝑡) and 𝑔(𝑡). How can we find 𝐿−1 𝐹 𝑠 𝐺 𝑠 from
𝑓 and 𝑔? This is stated in the following theorem.
Definition: (convolutions)
The convolution of two functions 𝑓(𝑡) and 𝑔(𝑡) is
𝑡
𝑓 ⊗ 𝑔 = න 𝑓 𝑡 𝑔 𝑡 − 𝑧 𝑑𝑧
0
And L 𝑓 ⊗ 𝑔 = 𝐿 𝑓 𝐿 𝑔 = 𝐹 𝑠 𝐺(𝑠)
From this definition, we can prove that 𝑓 ⊗ 𝑔 = 𝑔 ⊗ 𝑓
22
The convolution Theorem
𝑡
𝐿−1 𝐹 𝑠 𝐺 𝑠 = 𝑓 ⊗ 𝑔 = න 𝑓 𝑧 𝑔 𝑡 − 𝑧 𝑑𝑧
0
Remark
23
Example 10
−𝟏 𝒔
Find 𝑳
(𝒔𝟐 +𝟗)𝟐
Solution:
𝑠 1 1
𝐿−1 2 2
= 𝑐𝑜𝑠3𝑡 ⊗ 𝑠𝑖𝑛3𝑡
(𝑠 + 9) (𝑠 + 9) 3
1 𝑡
න cos(3𝑧) sin 3(𝑡 − 𝑧)𝑑𝑧
3 0
𝑡
1 1
න sin 3 𝑡 − 2𝑧 + sin 3 𝑡 𝑑𝑧
3 2 0
1 𝑐𝑜𝑠3(𝑡 − 2𝑧) 𝑡
[− + (𝑠𝑖𝑛3(𝑡))𝑧 ฬ
6 −6 0
1 𝑐𝑜𝑠3(−𝑡) 𝑐𝑜𝑠3(𝑡) 𝑡
− + 𝑡 𝑠𝑖𝑛3 𝑡 + = 𝑠𝑖𝑛3 𝑡
6 −6 −6 6
24