2 COLLEGE MATHEMATICAL METHODS The function f(s) defined by the Integral (1) 1s called the Laplace transform of the function F(i) and 1s denoted by COW) Alternatively, let F(t) be a function of t defined for all {> 0, Then the Laplace transform of I(t), denoted by LF (t)} or f(s). is defined by LUF(y)= f(s) =f eS F(ydt (1) 0 provided that the integral (1) exists, ‘'s' is a parameter which may be real or complex number. The Laplace transform of F(t) is said to exist if the integral ° J e-* F(t}dt converges for some value of s; otherwise it ° 7 does not exist. 1.4 Laplace transforms of .some elementary functions Laplace transforms of several elementary functions are determined just by the direct application of definition of the Laplace transform. Example 1. Find the Laplace transforms of the following elementary functions : (i) F(t) = 1, (ii) F(t) = t, (iii) F(t) = t? n= 0, 1, 2,3, ae - (iv) F(t) = e@t, (v) F(t)’ = sinat, (vi) F(t) = cosat, (vii) F(t) = sin h at and (viii) F(t) = cos‘h at. Solutions :.By definition of the Laplace transform of a ot function F(t), we have L(F(t)}= fisl= fet FQ at (1) : 0 (@) When Fit) = 1, equation (1) becomes ° Ll} Ss est, Idt = ft est dis e i ot et dt. L-st]? _ jm [1 -sp zim [-se ee ne e +3] pook 8s poeTHE LAPLACE ‘TRANSFORM When rw) = t, equation (1) becomes Lit) = i oe, tdi = lim: ped te™ di prow “oO “ (Integrating by parts) at =lim [ae] glim 1 Lemar s oO 8 po» fe o slim =P 4o_ i 5 [ew 16 is pon 4 ‘af der g ea S one fetta When F(t) = t", equation (1) becomes Lump =f erat @) : Putting ae y so that oe dy ». dt=> day. na Ve Also t . Limits GE Ea) ys nt Thus ror 2) we have Lit j= i ov ey sn's. = on Je e” y” dy (using gamma function) e : = lo) if n>1ands>o Again we know that ifn bea positive integer, then [m+ =in, in .. Hence L{t"} = gayi When n=O, 1,2,3,.......... When Fi) = et, equation Q becomes Lfeat) = er t, ets ant fe edt = dt eal a) le": “| ae 1 e-a ©-M=s=5 i q fs>a asCOLLEGE MATHEMATICAL METHODS When F(t) = sin at, equation (1) becomes. o sin at)= fe sin at dt, 0 Piney . slim f ¢*sin att. prow 0 ~st(- s sin at - a cos at) zim, | 22 Pe lo posk s? + a2 + ive ; e~P(-s sinap ~a cosa p) ie a 2 f hs +a s? +a? ed a 5 =0+ if s>0. s? +a? Fe +a When Fit) = cosat, equation (1) becomes . ane Licosati= J 8% ebsat at o im st = poe F e césabat. lim e-st(-s cosat +a sfniay: = pte st +a? lo _ im ee +a sina p) (a8 | poe s+ a2’ s? +a? +a Fa if.s>0: =O ae ore (vii) When Fit) = sin at, equation a ‘Hebomike L{sinh at}= C e~ sin hat dt. oO 1 e . oi ob as t_ e-at Jie ole e@tat 1;° pe = a ost eat dt—5 JS) est. eatat oO oO Vy ot 1” Leet Af els-alt gt-5f etstalt- ¥ J e (s-alt gt a). aie alt dt(viii) ‘THE LAPLACE TRANSFORM. 1 a (8 + apt | “aL era” J, a lat When F(t) = coshat, equation (1) becomes (cosh atJ= fe cosh at dt. oO = I ets 5 (et +eatjdt. ie =3 a eS altar + 2J, eS talt ae 1 eG-at |* y] (+ at |@ “alee 72 era dy 1 1 = Bera O-D-ge eq O-D 1 = L- 22 atseal= Example 2. Find the Laplace: tfunistobins of the following functions: @ F(t) =t sin at (ii) F(t) = tcos at. Solution : By definition, of the Laplace transform of a (i), function F (t), we have LPO =f)=Se* Fd (0) When F(t) = t sin at, equation (1) becomes Ltt sin at}= f et. tsimatat ° of = if, t. e*sin.at dt sa 06 COLLEGE MATHEMATICAL METHODS: Integrating by parts, taking t as first function and et sin at as the second function and applying the result few sin bx dx= ab ox 77 [asin bx-b cos bx, est we get L{t sin at} =| t. Zia (-s sin at-a cos at) | ° «© ae +S Saat (s sin at +.acos at) dt @ s a = a St jj ——— —st =0+ aT J e eee arei, - cos at dt opie See Saat steal! e+ a’ aa examples 1 (v) & 1 (vi) ] it s > 0 [using 2as = @rap for s>o. (i) When F (t) = t cos at, equation (1) becomes Litcosat}= fe. tcos at dt ° © =f tet cosatdt 0. Integrating by parts, taking t as first function and et cos at as the second function and applying the a result fe cos bx dx= Spe la cosbx +b sin bx, via est we get £{t cos at}=| t. sp teomatrasna | 0 s Bor tae tgtgle a =a fies sin at dt s a =0+525 4 S+at'gya2 s24 ar - se ey 0 Sim fors> s? -a? =757 422 for sro. (s? + a? - 4THE LAPLACE TRANSFORM 7 Example 3. Find the Laplace transform of the function F(t) tro O andy such that for all t>N le" F®1 or briefly of exponential order.8 COLLEGE MATHEMATICAL METHODS 1.5 Sufficient conditions for the existence, of Laplace transform. Theorem 1. Existence theorem If the function F(t) is piecewise (sectionally) continuous over any closed interval 0.< ts N and of exponential order y for t>N, then its Laplace transform f(s) exists for alls>y. . Proof : ae Laplace transform of F(t) exists if, f{s) I. Fitje-t dt exists. Now for N > O, we have © N ‘eo So Fiestat=f estrdt+f eStrydt 0 ° N The first integral on the right of (1) is a definite integral and since F(t) is piecewise (sectionally) continuous over any closed interval 0 < t< N; it exists. Also the second integral on the right of (1) exists, since F(t) is of exponential order y for t > N. To see this we have only to observe that in such a case és es \f estriat |< f lestrw lat N N y.THIE LAPLACE TRANSFORM 9 1.66 Someimportant Properties of Laplace transform (A) Linearity property Theorem 2. The Laplace transform {s a Jincar transformation. i.e. if and A, and A, are any constants while F,(t) and F,(t) are functions with Laplace transform f\(s) and {5 (s), respectively then CGF + AF} = A LOU) + Ay Lolth). Proof: Let’ LiF,(0)= f(s) =f 9 Orillia and LiF,(t} = (s)=f_ eSt Fy (dt 0 Now if A;.and A, are any two constants then LOVFiO + Fo} = Se St{ APiO +22 Fal) Jat oO Sif est Ry(Odt +2, si est Fy(t)dt oO = mLiPy(b) + Ao LiPo} = Ay f(s) + Asfols). The result may be generglized for * any number of - functions and for the same number of arbitrary constants. i.e. n n ; YD APF Q EL Ark {FH}. r=l1 r=1 a (B) ‘First translation (or shifting) property. Theorem 3. If £ {F(t} = f(s) then L {eetF(t)} = f(s-a). Proof : By definition of'the Laplace transform we have ® ‘ LiF} = S est F(tiat = fls) 0 LetFi}= f eSt {er F(t}dt 0 =f e(s-alt F()jat = f[s-a). oO10 COLLEGE MATHEMATICAL METHODS, (C) Second translation (or shifting) property Theorem 4. 1f li! = Mls) and GN = {p20 t? 4 then IG (t) = e7* f(s). Proof : By definition of the Laplace transform we have Lut) =f A est F(tjat = fl). LG =S i e-St G(tjat = i estc(at+ f é est (gat =Jf . est Oydt +f i est F( t- a)dt. By _ 20+ Sf estR(tajdt (0) a let t-a=u'.. dt=du a t=a) -t=0 Limits aeoh eat , Thus from (1), we have o Acw}= f° se+9 Fu) du oO = esaf 5 ¢ “F (ujdu. = ffs). (D) The onange of scale property Theorem 5. If L{F(} = ffs) then L{Frat} = 3f @) Proof: By definition of the Laplace transform, we have LFW} = fet F(dt = fis) 0 LAF(at)} = JS estrat)dt (1) u 1 Letat=u or, t=Z +. dt=7 du.THE LAPLACE TRANSFORM i i tsa l=o el us of use } Thus from (1) we have Lrlat}= fe? ru. dau, oO =i i tS gee + JG): (E) Laplace transform of derivatives. : Theorem 6. If L{F(} = fis), then CF 0} =s fis)-F (0). Proof : By definition of the Laplace transform . a we have L{F(t} = f eSt Fit) dt = fls) . 0 LW} = f 5 OTF Wat integrating by parts) =[e“r®] +sf est Fiat 0 oO = 0-F(0) + sfs) = sf(s)-F(). Theorem 7. If {{F (t} = f(s) then LF” (t}} = s2f(s) - sF(O)- F’(0). Proof : By definition of the Laplace transform, wehave LIF} = f° e**Fitlat =) MPs fe F’(t)dt (integrating by parts) 0 efestry]4f set Pwat * oO =0-F(o)+sf e* F(tjdt ee -F (0) +s {sfls) ~ F(0}} sf{s) -sF(0) - Fo).12 COLLEGE MATHEMATICAL METHODS Similarly, we can find the Laplace transform of the third order derivative of F(t). * Theorem 8. If L{F(t) } = f(s) theri CLF") ) = 8°f (8) - 8*F(0)-8I"(0)-F” (0). Generalizing it, we find Theorem 9. If {{ F(t)) = f(s) then {F(t} = sMfis) - oe F(o)- s™-? F’(0) - s™-3F (0) - «- — F#(0) 4 = ft g'-k-1 pk (0), 2. " (F) Laplace fenssfornd of integrals Be LE Theorem10. If L{F(t)} = f(s) then ff F (u) du Is % ¢ 0 : é Proof: Let G(t) =f Ftu) du. oO 5 ; Then Gti = 4 [ J Fe) as] =F 0 co) and G(o) = f F(u) du=o. 0 Applying theorem 6, we get L{ct) }=s Low} G0) 5} < or, LFW} =s {cw} t ‘or, fiyes L)S ra | 0 t Hence djs F(u) du jt o (G) Derivatives of Laplace transforms. (Multiplication by Powers of t) f Theorem 11. If tet) = f(s) then wr wo} = aye & ah = fs) = 19 Fete) where n = 1, 2, fi)Proof » THE LAPLACE TRANSFORM 13 By definition of the Laplace transform we have f(s)= fe F(t) dt. 0 Now applying Leibnitz's rule for differentiating a the oe sign we get =f= as em Fl) dt be £2 5g ot POA ee . = J —terst Fp) dt 0 = J, - ester} at=-< {tr(o}. thus Lert } = -£ =-f68 @ Hence the theorem is proved forn = 1. To. prove the theorem in general, Jet us.use the * mathematical induction. Suppose that the theorem is bus for n = k. Then we have i e {tr F () }dt= C1) f(s) (2) Difesentating both sides with respect to s, we get as as et {tk F (t) } dt=Cayk £15) Now, applying Leibnitz' 's rule we get = i est {uk Might = = C1) fk +1(s) = i et t+ Fit) } dts C1)! +s) (3) 0 Thus it follows that if the theorem holds for n = k then it also holds for n = k + 1, Butin (1) it is proved that the theorem holds for n = 1. Hence it holds forn=1+1=2 and n= 2+ 1 =3 etc. Thus the theorem holds for all positive integral values of n.14 () COLLEGE MATHEMATICAL METHODS. Division by t ; ad Bes F (t) if Theorem 12. If L{F}sf(s) then Qe yes f (uldu arg Ft Proof: Let Gt) =—7— then F ()=t Glo. or, or, ‘or, Now FW} = L{t Gi) } = C1) Zac} * Or, ffs) = C1) ga cw} d Or, -f(3) = Ge L1G} : Integrating both sides with respect to s from s to », we get i [ O then ° Sear wat L{FW} =THE LAPLACE TRANSFORM 15 Proof : If Fit) is a pertodic function with period T, then 1.7 F(4+T =F. Now by definition of Laplace transform, we have rw} = Sf 7 ‘est F(t) dt. > 2T 3T =f ctr dts f etre dt+ Si CoRW dts... oO v ‘ In the second integral let t = u + T, in the third integral let t= u + 2T etc. Then we have. © a tT {F(t} = fe Flu) du + J es™+T Flu + T) du ° : a i" +f est+20 F(u+2T) dut+..... yO oe =f e@ Fu) du+f eel Fu) du oO , 40 +f Me 20 Flu) dut.:... tig 0 Lets r =f eFu)dutest Sf es4F(u) du 0 oO . T ‘ reat f eur(udut... % r a(lteT+ e204...) fe F(uldu. oO ae S i et F(t) dt epets; es" Flu) du =~ Thus the theorem is proved. Initial and Final value theorems Theorem 14, (Initial value theorem) If the indicated limit exists, then }im F (t)=lim ‘sffs). to Se16 COLLEGE MATHEMATICAL METHODS, Proof : We know that if UF (t) } = f(s) then / 1 LF (i) = f e*P (Wdt=si)- FO) (1) But when "Px is sectionally continuous and of exponential order, we have | i ef ne F(t) dt=0 (2) Then. taking the limit as s >» in (1) and assuming Fit) to be continuous at t= O, we get O=lim s fls)-F (0) soe Or, lim sfls) =FO=lim Fi) soe to0 ; Thus lim sf(s)= lim Fi, soe tae Theorem 15. (Final value theorem) — If the indicated limit exists then it toe FY =U sti Proof : We know Pes if {{F (t)} = f(s) then LF’) = f 9 oe Pidat = sits) Flo) (1) Now. a _ J est Pdts J P(tdt =m et F(t)dt, tim _{F(p) -Flo)} pr = lim {F(t) - Flo) (oeTHE LAPLACE TRANSFORM f 7 Again the limit ol the right hand side of (1) as. J soOis Hm sils) -Fto). 80 Thus we have Hm F(Y-F(Q) =m —si{s) -F(O) \\ Loe 80 lim F=lim gifs), tow - $0 WORKED OUT EXAMPLES “ Example 4;. Find the Laplace transform of el + 43 Qsin-3t + 3cos 5t. Solution : By applying linearity property, we have Lett +43 Qsin-3t + 3cos 5t.} = Lett} +4 L{9}- 2L{sin 3t} + 3L{cos 5tY pe S a 3 Sitges # - gra te ee Se Yb 3s =s-4t st 84978405 Example 5, Find the Laplace transform of 3t4- 218 + 4eSt- Qsin 5t +3 cos 2t. Solution ; By applying linearity property,” ‘we have ~ L£{3t4 - 215+ 4e8t- 2sin 5t + 3 cos2t } =3 cis- 2 L(t +4L Len -2L(sin 5t} + 3L{cos 2k} is i T+. S972 Sry Be ea Ai MO ey cee Ge ont tee f Then by using first shifling theorem, we get L(e%) = f(s - 5) = ear Method-2i Or, L£{tcos at} + i L{t sin at} = ZOLLEGE MATHEMATICAL METHODS © (2cos 5t — 3sin5U). Solution : We have L{2 cos St — 3sin'5t) = 2 Licos 5t) — 3L {sin 5 = 0g 7109 ay ‘Then by applying the first shifting theorem we have L{e%(2 cos 5t — 3sin 5i)} As -3)-16 =fs-3)=5- BF + O5 Example y applying first shifting theorem prove that : 2 () Litsimat) = eee FA s?-a2 (ii) £ (bcos al) = Gp aap: Proof: We have £{t} = 2 = f(s) (say) Then by applying the first shifting theorem we get L(t. e) = f(s -ia) = a 2 Or, £ {t cos at + itsin at} ERE (s%- a2) + i (2a8) (s? + a2)? Equaling real and imaginary parts from both sides, we get gt -a2 L{t cos al} = waa and 2as Liv sin all = wy aeTHE LAPLACE TRANSFORM 19 Similar applications of the first shifiing property leads us to the following results ; (1) fle) 2) Lea'sin bt} (3) L te cos bi) oS “(8 - a)? + b? (4) Lle'sinh bi) “pra ©) Lleeosh bY = GSE Exam ind the Laplace transform of F(t), where sin(t -*/g), t > */, Fl = {6 ae Solution : Let-¢ (t)= sint Olt 7/9 = sin (t-*/4) tT, T ry a{ee-3! tg. fe) Liss Now & {9 (0) = L{sint) = za: f(s) (say) Then applying the second shifting theorem we get LiF) = S709) ns 3 a e4T ExampleX(0,Find the Laplace transforms of cosat and sinhat using the change of scale property. Solution ; (i) We know that L{cos t) = 2 = f(s) (say)MATHEMATICAL METHODS: 8 Fa los | a Lleos al) = f (:) “a ate’ 2 COLLEGE “a Example 11. Find-the Laplace transform of cogat using theorem 7. : Solution : Let F (t) = cos at F(t)=-asinat |, F(o)= } F(t) =- a? cos at{ Fo) = 0 Then Now by theorem 11, we have LIF W) = s? LF} - s Flo)- Fo). La? cos at} = s? L{cos at} - s.1—0, Or, - a Licos al) = s? L{cos at) -s. Or, (s? + a2) Licos al}. = s 2 s Or, L{cos at} = eat Example 12, Find the Laplace trasfrom of t cos ‘at using theorem | 1. i 8 Solution’: Since £{cosat} = Bhpaze SP OK ly Li? cos al)" =- re L{cos at) da 8 -a {zieTHE LAPLACE TRANSFORM C Ns? | = iat ' a2 ty ia} 8s? _8 6a?s 2s (s? - 3a”) We Fay Ft + as sint Example } Meet id the Laplace transform of St dt. Solution : We know that £ {sin t) = Now rat we 2 ff F to du= Se: = [lan~ tu) (eet aang = f(s) (say). wT =p tars = cot! s= tan! = 2 Since'tan“!s + cots = Now we also know that < { if Flu) a aire: : : au f ont af} -?f9=%, fart Example 14, Find the Laplace transform of the function. sint,o 0 then, fi T st p(y at pe Fu AUF (= Wher In the given problem F(t) has period T = 2n, 1 on si 4 .. Here we have £ {F (i) = Te f e FW at. ¥ 0alt / 18 COLLEGE MATHEMATICAL METHODS FU a| 21 = sintdl + f a, ° a| t n / st iy (-$ sint - cos t) mp at S41 Oe pam gy Faq at + ie ° 1 “(Ie e™) (2+ 1) Some special functions The sine and cosine integrals The sine and cosine integrals, denoted by Si(t) and Cyt) respectively, are-defined by sit» f 82 avand =f au, The exponential ibispint ‘The exponential integral, denoted by Ei (t), is defined 4 e . wy = J Sau The error function The error function, denoted by erf (t), is defined by 2 ft ae ae du. erf (t) VE r ieTHE LAPLACE TRANSFORM DB 4 Heaviside's unit step function. M4 ‘The Heaviside's unit step function about a point a, denoted by H (l= a), 1s defined by Ol 0, the gamma function is defined by ie J) ent tat 6 The Bessel Function The Bessel Function of order n is defined by n 2 tt Joe =e [t-aaneay y+ oaear aoa] alias) AZn + 5S n+ n oe > Ent: r=0 I {a+ r+1) 7. The unit impulse Function (or Dirac delta function) The unit impulse function is defined by # oxtse O ,t>€ Fa =) 8. Laguerre plynomial Laguerre polynomial:is defined by de ¢-t ae (0) in=0.1.2... 9. Null function If N (t) is a function of t such that for all t > 0 t te N(u) du = 0. Then we call N (t) a null function.