Unit Iii Laplace Transform

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UNIT III

LAPLACE TRANSFORM
DR. ABDUL HAQ

DEPARTMENT OF MATHEMATICS,
COLLEGE OF ENGINEERING AND
TECHNOLOGY,
SRM INSTITUTE OF SCIENCE AND
TECHNOLOGY,
KATTANKULATHUR
INTRODUCTION

• BASIC DEFINITIONS
• TRANSFORMS OF SIMPLE FUNCTIONS
• BASIC OPERATIONAL PROPERTIES
• TRANSFORMS OF DERIVATIVES AND INTEGRALS
• INITIAL AND FINAL VALUE THEOREMS
• LAPLACE TRANSFORM OF PERIODIC FUNCTIONS
• INVERSE TRANSFORMS
• CONVOLUTION THEOREM
• APPLICATIONS OF LAPLACE TRANSFORMS FOR SOLVING FIRST AND
SECOND ORDER LINEAR ORDINARY DIFFERENTIAL EQUATION
INITIAL VALUE THEOREM
If 𝐿 𝑓 𝑡 = 𝐹(𝑠) then 𝑙𝑖𝑚𝑡→0 𝑓 𝑡 = 𝑙𝑖𝑚𝑠→∞ 𝑠𝐹 𝑆 , provided the limits
exist.
Proof: WKT
𝐿 𝑓′ 𝑡 = 𝑠𝐿 𝑓 𝑡 − 𝑓 0 = 𝑠𝐹 𝑠 − 𝑓 0
Therefore
𝑙𝑖𝑚𝑠→∞ 𝐿 𝑓 ′ 𝑡 = 𝑙𝑖𝑚𝑠→∞ 𝑠𝐹 𝑠 − 𝑓 0

= 𝑙𝑖𝑚𝑠→∞ 𝑒 −𝑠𝑡 𝑓 ′ 𝑡 𝑑𝑡 = 0
0
∴ 𝑙𝑖𝑚𝑠→∞ 𝑠𝐹 𝑠 = 𝑓 0 = 𝑙𝑖𝑚𝑡→0 𝑓 𝑡 .
FINAL VALUE THEOREM
If 𝐿 𝑓 𝑡 = 𝐹(𝑠) then 𝑙𝑖𝑚𝑡→∞ 𝑓 𝑡 = 𝑙𝑖𝑚𝑠→0 𝑠𝐹 𝑆 , provided the limits
exist.
Proof: WKT
𝐿 𝑓′ 𝑡 = 𝑠𝐿 𝑓 𝑡 − 𝑓 0 = 𝑠𝐹 𝑠 − 𝑓 0
Therefore

𝑙𝑖𝑚𝑠→0 𝑠𝐹 𝑠 − 𝑓 0 = 𝑙𝑖𝑚𝑠→0 𝑒 −𝑠𝑡 𝑓 ′ 𝑡 𝑑𝑡 = 0
0

= 𝑓 ′ 𝑡 𝑑𝑡 = [𝑓 𝑡 ]∞
0
0
= 𝑙𝑖𝑚𝑡→∞ 𝑓 𝑡 − 𝑓(0)
∴ 𝑙𝑖𝑚𝑡→∞ 𝑓 𝑡 = 𝑙𝑖𝑚𝑠→0 𝑠𝐹 𝑆 .
PERIODIC FUNCTIONS

A Function f(t) is said to have a period T if for all t,

f( T + t ) = f( t ) where T is a positive constant . The least value of T>0 is

called period of f(t).

Eg: Consider f(t) = sin t

f (t+ 2π )= sin t = f(t)

f (t+ 4π) = sin t = f(t)


……………….
………………..

Therefore, Sin t is a periodic function with period 2π.


LAPLACE TRANSFORM OF PERIODIC FUNCTIONS
If 𝑓(𝑡) is piecewise continuous periodic function of period 𝑇, then
𝑇
1
𝐿 𝑓 𝑡 = 𝑒 −𝑠𝑇 𝑓 𝑡 𝑑𝑡.
𝑒 −𝑠𝑇 0


𝐿 𝑓 𝑡 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0
𝑇 2𝑇 3𝑇
= 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 + 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 + 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 + ⋯
0 𝑇 2𝑇

Put 𝑡 = 𝑢 + 𝑇 in the second integral, then 𝑑𝑡 = 𝑑𝑢.


2T u T
 st
 e f (t )dt   e  s ( u T ) f (u  T ) du
T u 0

T
 sT  su
e e f (u ) du, ( f (u  T )  f (u ))
0

put t  u  2T in the third int egral

 u  t  2T
 dt  du
3T u  T  s (u  2T )
  e  st f (t )dt   e f (u  2T ) f (u  2T )du
2T u0

T
e  2 sT  su f (u )du, ( f (u  2T )  f (u ))
e
0

T T
L{ f (t )}   e  su f (u )du  e  sT  su f (u )du 
e
0 0
T
 2 sT  su f (u )du  ....
e e
0
T
L{ f (t )}  (1  e  sT e  2 sT  ....)  e  su f (u )du
0

T
 sT 1
 (1  e )  e  su f (u )du, ( (1  x) 1  1  x  x 2  ...)
0

T
e  su f (u )du
1
 
1  e  sT 0

T
e  sT f (t )dt
1
L{ f (t )}  
1  e  sT 0
PROBLEMS

1) Find the Laplace Transform of the rec tan gular wave for the given
function,
1, 0  t  b
f (t )  
 1, b  t  2b

Solution:
1 T
WKT L{f(t)}   e  st f(t)dt, 0tT
1  e  sT 0

Here T  2b
2b
e  st f (t ) dt
1
L{ f (t )}  
1  e  2bs 0

1 
b  st 2b
 st ( 1) dt 

   e (1) dt   e 
1  e  2bs 
0 b 

  st 
b
  st 
2b 

1  e
  e  

1  e  2 bs   s   s 
 0  b  
1  e  bs 1 e  2bs e  bs 
L f t       
1  e  2bs   s s s s 

1   2bs
 2e  bs  1
1
 e
 
1  e  2bs s 


2
1 1 
L f t   1  e bs 
1 e  2bs s  
2
1  e  bs
1 1 
L f t  
1  e  bs 1  e  bs  s  
  

1  e  bs 
  
s 1  e  bs 
 

 bs bs 
   
1e 2 e 2  1 bs
L f t      tan h
s  bs 
bs s 2
 
e 2 e 2 
 
PROBLEM 2 :
Find the laplace transform of the function

 t, 0t 
f (t )  
 2  t ,   t  2

where f (t  2 )  f (t )

SOLUTION:
1 T
WKT L{f(t)}   sT 
e  sT f(t)dt, 0tT
1 e 0

where T  2
1   st 2

L{ f (t )}    te dt    2  t e  st
dt 
1  e  2s  0  

 2
1   e  st   e 
 st
 e  st
 e  
 st
 t    1 2   2  t     1 2  
1  e  2s    s   s  0    s   s  0 

1   e  s e  s 1   s e  2 s e  s 
  2s 
 2  2 e  2  2 
1 e  s s s s s s 

1 1   s

 2 s 
  2 s  2
1  2 e  e
1 e s 


1 e  
s

2
1 e   s 2

s 1  e
2 
 s 1  e  1  e  
2s 2 s s

L f t  

1 e  
s

s 1  e  
2 s

  s2 
s

1 e e 2 
 2  s s 
s  2 

e e 
2

1  s 
L f t   tanh  
s2 2
PROBLEM 3 :
Find the Laplace Transform of the periodic function given by

 
 sin  t , 0  t 
 
f (t )  
 0,  2
  t 
  
2
and its period is .

SOLUTION:
1 T
WKT Lf t    sT  e  st
f(t)dt, 0tT
1 e 0

2
where T 

2

L f (t )
1
e
 st
 s 2
f (t )dt
1 e 
0

 2 

1   st 
  e sin t   e 0 dt 
 st
  s 2
1 e 
0   
 


 e  st
 

1
 2  s sin t   cos t 
1  e  2 s   s   2
0
1  e  s  1 
L f t   s2   2    cos       cos 0 
1  e  2 s   s2   2 



1
. 1  e  s 

1  e  2 s  s 
2 2

 1
L f t  
s 2   2 1  e  s  
TASK :
1) Find the Laplace Transform of the function
t for 0  t  
f (t )  
  t for   t  2

2) Find the Laplace Transform of the function


 t  1; 1  t  2
f (t )  
 0; Otherwise

3) Find the Laplace Transform of the function


2t
f (t )  ;0  t  3
3
INVERSE LAPLACE TRANSFORM
If the LaplaceTransform of the function f (t ) is F s  (i.e).,
L{ f (t )}  F ( s ) then f (t ) is called Inverse Laplace Transform and is
denoted by L1{F ( s )}.

IMPORTANT RESULTS

1) L1{1 /(s  a )}  e at

2) L1{1 /(s  a )}  e  at

3) L{s /(s 2  a 2 )}  cos at

4) L1{a /(s 2  a 2 )}  sin at


5) L1{s /( s 2  a 2 )}  cosh at

6) L1{a /( s 2  a 2 )}  sinh at

7) L1{1 / s}  1

8) L1{1 / s 2 }  t

9) L1{1 /( s 2  a 2 )}  te at

10) L1{( n!) / s n 1}  t n


LINEARITY PROPERTY
If F1 s  and F2 s  are Laplace Transform of f1 t  and f 2 t 

respectively , then

L1{C 1F1 s   C 2F2 s }  C 1L1 F1 s  C 2L1 F2 s 

PROBLEM 1

 1 1 s 
Find L1    2 
s  3 s s  4
Solution :
 1 1 s  1  1  1  1  1  s 
L1    2  L   L   L  2 2
 s  3 s s  4   s  3  s s  2 

 e 3t  1  cosh2t
PROBLEM 2

1 1 1 s 
Find L1  2   2  2 
s s  4 s  4 s  9

Solution :
1 1 1 s 
L1  2   2  2 
s s  4 s  4 s  9

1  1  1  1  1  s 
 L1  2   L1   L  2  L  2 2 
s  s  4 s  4 s  3 

1  1  1 1  2  1  s 
 L1  2   L1   L  2 2  L  2 2 
s  s  4 2 s  2  s  3 

1
 t  e  4t  sin2t  cosh3t
2
FIRST SHIFTING PROPERTY :
 
If L f t   F s , then L e  at f t   F s  a .

Hence L1 F s  a   e  at f t 

 L1Fs  a   e at L1Fs 

PROBLEM 1

 1 
Find L1  2
 s  1 

Solution :
 1  t 1  1 
L1    e L  2   e t t
 s  1  s 
2
 s  3  
PROBLEM 2 : Find L1  
 s  3   4 
2

Solution :
 s  3   3t 1  s 
L1   e L  2 2
 e 3t cos2t
 s  3   4  s  2 
2

 s 
PROBLEM 3 : Find L1  2
 s  b   a 
2

Solution :

 s  1  s bb 
L1    L  2
 s  b   a   s  b   a 
2 2 2
 s  1  s  b  1  b 
L1    L    L  2
 s  b   a   s  b   a   s  b   a 
2 2 2 2 2

 s  b  a 
 ebt L1  2 2   ebt L1  2 2 
s  a  a s  a 

 s  b bt
 L1    e bt
cos at  e sin at.
 s  b   a 
2 2
a


RESULT 1 : L1Fs    t L1Fs  

 s 

PROBLEM 1 Find 1
L  2 
 
 s a
2 2
 

Solution :

F s  
s
s 2
 a2 
2

F s  
s
 s 2
 a2  2
ds

Put s 2
 a2  t 
2 sds  dt
s dt
 s 2
a 
2 2
ds   2t 2

1  1 1 1 
      2
2 t 2  s  a 2 

s 1
 s 2
a 
2 2
ds 

2 s  a2
2

WKT L1 Fs    t L1 Fs 

 1 
  t L1  2 
 
2 s  a 
2

1 s  t 1  1 
L  2
 L  2 2 

 s 2  a 2   2  s a  

t 1 1  a 
 . L  2 2 
2 a 
 s a  


1 s  t
L  2
 sinat

 s 2  a 2   2a

 s3 

PROBLEM 2 Find L1  

 s  6 s  13
2
 
2

Solution :

s3
F s  
s 2
 6 s  13  2

F s   
s  3ds
s 2
 6 s  13 
2
Put s 2  6 s  13  t

2 s  6 ds  dt

s  3ds  dt
2

s  3ds dt 1  1
     
s 2
 6 s  13
2
2t 2 2 t 

s  3ds 1 1 
 
s 2
 6 s  13
2
2  s 2  6 s  13 
 
WKT L1 F1 s    t L1Fs 

 1 
  t L1  

 2 s  6 s  13 
2

t 1  1 
 L  2 
2 
 s  6 s  13  

t 1  1 
 L  
 s  3   4 
2
2

t 3t 1 1  2 
 e L  2 2 
2 2 s  2 

t  3t
 e sin 2t
4
d 1
RESULT 2 : L1 s Fs   L Fs  
dt

 s 
PROBLEM 1 Find L1  
  s  2 2
 4 

Solution :

F s  
s
s  22  4

d 1
WKT L1 s Fs   L Fs 
dt

 1  d 1  1 
L1 s.   L  
  s  2 2
 4  dt   s  2 2
 4 
d  2t 1  1 
 e L  2 2 
dt s  2 

d  2t 1 1  2 
 e L  2 2 
dt 2 s  2 

d  2t 1
 e sin 2t
dt 2


1 d  2t
2 dt

e sin 2t 
 
1  2t
2

e 2 cos 2t  sin 2t.  2e  2t 

 
  e cos 2t  sin 2t 
s
 L1   2t

 s  2   4 
2

 s2 
PROBLEM 2 Find L  1
2
 s 2  a 2   

Solution :


1 s2  
1  s 
L    L  s. 2

 s 2  a 2 
2
 
 s 2  a 2  
 L1s. F s 

where F s  
s
s 2
 a2 
2

d 1
WKT L1s Fs   L Fs 
dt

d 1  
.............................1
s
 L  2

dt  s 2  a 2  

 s 
Consider L1  2
 s 2  a 2   

F 1 s  
s
s 2
 a2 2
s
F s    ds
s 2
a 2

2

Put s 2
 a 2  t

dt
2 s ds  dt  s ds 
2

s dt
 ds  
s 2
 a2 
2
2t2

1  1
  
2 t 

1 1 
    2 
2  s  a2 
WKT L1 Fs    t L1 Fs 

 1 
  t L1  2 2 
2 s  a   

t 1  1 
 L  

2  s2  a2  

t 1  a 
 . L1  2 2 
2 a  s a   

sin at........................................2
t

2a
substituti ng 2  in 1,


1 s2  d  t 
L  2
  sin at 

 s 2  a 2   dt  2a 


1 d
 t sin at 
2a dt

1
 a t cosat  sinat 
2a
 Fs  
t
RESULT 3 L1    L1 Fs  dt
 s  0

 1 
PROBLEM 1 Find L1  2 
s s  a 
2
 
Solution :

 Fs  
t
WKT L1    L1 Fs  dt
 s  0

Fs  
1
s  a2
2

1 1   1 
t
L1  . 2 L
1
2 
  2 2 
dt
s s  a  0 s  a 
 a 
t
1
L
1
  2 2
dt
a 0 s  a 

t
1
  sin at dt
a0

t
1  cos at 
 
a a  0

 
 2 1  cos at 
1 1
 L1  2 2 

s s  a  a
 1 
PROBLEM 2 Find L1  2 
 s s  a  

Solution :
Fs  
t
WKT L1    L1Fs  dt
 s  0

 1  1  1 1 
L1  2 L  . 
 s s  a    s s s  a  

where F s  
1
s s  a 

1 1  1  1 
t
L1  .  L 
  dt ...................................1
 s s  a  0  s s  a  
 1  t 1  1 
  L 
1
L   dt
 s s  a   0  s  a 

t
  e  at dt
0

t
 e  at 
 
  a 0

 
 1  e  at .................................2 
1
a
substitute 2  in 1,

1
  
 1  t
1
L  2  1  e  at dt
 s s  a   0
a

 1  e dt
t
1  at

a 0

1 
t
 t e 
 at

  t 0    
a   a 0 
 


1 1  1 e at 1
L  2   t   
 s s  a   a  a a
 1 
PROBLEM 3 : Find L1  2 

 s s  2s  5  
Solution:
 Fs  
t

 L Fs  dt
1 1
WKT L  
 s  0

 1  t 1  1 
  L  2
1
L  2 dt
 
 s s  2s  5  0  s  2s  5   

 
t
1
  L1  2 dt
0  s  2 s  1  5  1 

t
 1 
  L1  2
dt
0  s  12
 2 

 1 
t
  e t L1  2 2
dt
0  s  2 
 1  t
t 1 1  2 

1
L     2 
 s s 2
2 s  5   0
e
2
L
 s 2
 2 
dt

t
1
 e
t
sin 2t dt
2 0

e ax
WKT e
ax
sinbx dx  2 asinbx  bcosbx
a  b2

t
1  et 
  sin 2t  2 cos 2t 
25 0

 1  1
L1  2
  
 
e t  sin 2t  2 cos2t  2 
 s s  2s  5  10
  s  b 
PROBLEM 1 : Find L1 log 
  s  a 

Solut ion :

 sb
Let F s   log 
sa

F s   logs  b   logs  a 

F s  
1 1
 
sb sa

L1 F s  e bt  e  at


1 1
By the result, L1 Fs   L F s 
t

  s  b 
L1 log   
1

e bt  e  at 
  s  a  t


1  s b  e  at  e bt
L log  
 sa  t

  s 2  a 2 
PROBLEM 2 : Evaluate L log
 s2  b2 
1

  

Solut ion :

1 1 '
WKT L1Fs   
t

L F s  
 s2  a2 
Let F s   log 2 
2 
 s b 

  
 log s 2  a 2  log s 2  b 2 

F s  
2s 2s

s2  a2 s 2  b2

 L1  F s   2 cos at  2 cos bt

  s2  a2  2
1
L log 2 2
  cos bt  cos at 
  s  b  t
TASK :
 s 
1 Find L1  2
 s  2  

 1
2  Find L1  
5

s  3 
2
 s  4  s  2   5 s  3  6 
5 2 2 2

 2s 3  1 
3 Find L 1
18 
 s  2  

 2s  1
 

4  Find L1  2
 
 s  2s  2
2


 
5 Find L1 
1

 s s  3 

 s2 
6  Find L1  2 
 s  2 2
  

  1  s 
7  Find L1 log 2  
  s 

  2 
8 Find L log
1
1  2 

  s 
RESULT 4 : L1{e  as F s }  f t  a  H t  a 

 f t t t  a H t  a 

L1{e  as F ( s )}  L1{Fs }t  t a Ht  a 

PROBLEM 1 : Find the Inverse Laplace Transform of

a s
F s   tan 1    cot1  
s b
Solution:
a s
F s   tan 1    cot1  
s b
1  a 1  1
F s       2 
 
1 2 
s 
1 2 
a 2 2
s b
s b

 a b 
F s     2
d

ds s  a
2
s 2  b 2 

d
WKT L{t f t }   Fs 
ds

 a b 
 L{tf (t )}    2 
s  a
2
s 2  b 2 
t f t   sin at  sin bt

f t  
1
sin at  sin bt 
t

L1 {F ( s )} 
1
sin at  sin bt 
t

 a  s  1
L1 tan1    cot 1    sin at  sinbt
 s  b  t
PROBLEM 2 : If L f t  e 3 s tan 1 s . Find f 0 .

Solution :
Given L{ f (t )}  e 3 s tan 1 s 

 f t   L1{e 3 s tan 1 s } .......... .......... .......1

 L1{tan 1 s }t  t 3 H t  3 u sin g result 4


Find : L1{tan 1 s }

Let L1{tan 1 s }  g t 

 L{g (t )}  tan 1 s 

 G s   tan 1 s 
G s 
d
WKT L{tg (t )} 
ds

d
 L{g (t )}
ds


d
ds
 tan 1 s  

 1 
L{tg (t )}    2 
 1  s 
 1 
t g t   L1  2 
 1 s 

  sin t

 g t   
sin t
t

 
 L1 tan 1 s   
sin t
t
 1  f t     sin t  H t  3
 t  t  t 3

 sin t  3 
   H t  3
 t  3 

 sin t  3 
   ,t 3
f t    t  3 
 0 , t 3

 f 0   0
METHOD OF PARTIAL FRACTIONS :

fn A B
TYPE I :  
s s  a  s s  a

fn A Bs  C
TYPE II :  
s s 2  2as  a 2  s s 2  2as  a 2 

fn A B C
TYPE III :   
s  a 3 s  a  s  a 2 s  a 3

fn As  B Cs  D Es  F
TYPE IV :   
s 2
 a 2  s 2  b 2 
2
s 2  a 2  s 2  a 2 2 s 2  b 2 
 1 
PROBLEM 1 : Find L1  
 s s  1s  2  
Solution :

F s  
1
s s  1s  2 

.......... .......... .......... ......1


1 A B C
  
s s  1s  2  s s 1 s  2

1 A s  1s  2   B s s  2   C s s  1

s s  1s  2  s s  1s  2 

1  A s  1s  2   B s s  2   C s s  1

From the above equation we get

1 1
A  ; B 1; C
2 2
Substitute the values of A, B and C in 1,

1

1 2  1  1 2
s s  1s  2  s s 1 s  2

Taking L1 on both sides,


 1  1 1  1  1  1  1 1  1 
L1   L  L   L  
 s  s  1 s  2   2  
s  s  1  2  s  2 

  1 1 2t
  1  e 
1
L1  t
e
 s  s  1 s  2   2 2

 1 s 
Find L1  
PROBLEM 2 :
  s  1 s 
2
 4 s  13 
Solution :
1 s
F s  
 
s  1 s 2  4s  13
1 s A Bs  C
  .....................1
s  1s  4s  13 s  1 s  4s  13
2 2

1 s As 2  4 s  13   Bs  C s  1



s  1s  4s  13
2
s  1s 2  4s  13

1  s  As 2  4 s  13   Bs  C s  1

From the above equation we get ,


1 1 8
A  ; B ; C 
5 5 5
Substituting the values of A, B and C in 1, we get

 1 8
  s 
1 s
 2 
1 5 5

s  1s  4s  13 5s  1 s  4s  13
2

1 s 8
  
5s  1 5s 2  4 s  13 5s 2  4 s  13

1 s 8
  
5s  1 
5 s  2   9
2
 
5 s  2   9
2

Taking L1 on both sides,
 1 s  1 1  1  1 1  s 
L1   
  s  1s 2
 4 s  13
 5
L 
  s  1 
 5
L 
  
s  2 2
 9

 
8 1  1 

5
L 
 2 
 s  2   9 
 1 s  1 t 1 1  s  2   2  8 1  
L1      2
 
1
2
 
 
 s  1 s  4 s  13  5
2
e L
5  s  2   3  5
2
L
 s  2   3 
2

1 1  1  s  2   1  1   8 1  1 
 e t   
L   2 L  2
 L  2
5 5   s  2 2  32   s  2   3   5  s  2   3 
2 2

1 1  s   1  8  1 
 e t  e  2t L1  2 2   2 e  2t L1  2 2    e  2t L1  2 2 
5 5 s  3  s  3   5 s  3 
 1 s 
L1  
 s  1
 s 2
 4 s  
13 

1 t 1  2t 1  s  2 e  2t 1  3  8 e  2t 1  3 
 e  e L  2 2  L  2 2  L  2 2
5 5 s  3  5 3 s  3  5 3 s  3 

1 1 2  2t 8
 e t  e  2t cos 3t  e sin 3t  e  2t sin 3t
5 5 15 15

 1 s  1  t 1 2t 3 2t
L1    e  e cos 3t  e sin3t

 s  1 s  4s  13
2

 5 5 5
 5s 2  15s  11
1
PROBLEM 3 : Find L  3 
 s  1s  2 
Solution :

5s 2  15s  11
F s  
s  1s  23

5s 2  15s  11
.......... .....1
A B C D
   
s  1s  23 s  1 s  2 s  22 s  23

5s 2  15s  11 As  2  Bs  1s  2  C s  1s  2  Ds  1


3 2

s  1s  23 s  1s  23

5s 2  15s  11  As  2  Bs  1s  2  C s  1s  2  Ds  1


3 2
From the above equation we get,

1 1
A  ; B  ; C  4; D   7
3 3

Substituting the values in 1,


 1 1
   
5s 2  15s  11  3  3  4 7
  
s  1s  23 s  1 s  2 s  22 s  23

Taking L1 on both sides,


  1 1 
    
 2
    7  
 L1  
5 s 15 s 11 3 3  4
L1  3 
  3
  s  1 s  2     s  1 s  2  s  2  s  2  
2


 

 1 1  1   1
    e t    e 2t  4 e 2t L1  2   7e 2t L1  3 
 3 3 s  s 

 5s 2  15s  11
1  1   t  1  2t 2t 2t t
2
L  3 
    e    e  4 e .t  7e
 s  1s  2    3 3 2

 1 
PROBLEM 4 : Find L1  2 2 
 s s 1 s  9 
2
  
Solution :

F s  
1
 
s2 s2 1 s2  9 
Put s 2  u in above equation

1 1


s s 1 s2  9
2 2
  u u  1u  9 
.......... .......... 1
1 A B C
Consider   
u u  1u  9  u u  1 u  9

1 A u  1u  9   B u u  9   C u u  1

u u  1u  9  u u  1u  9 

1  A u  1u  9   B u u  9   C u u  1

From the above equation we get,


1 1 1
A  ; B  ; C
9 8 72

Substituting the values in 1 we get,

1  1 1
 
1
 9   8   72
u u  1u  9  u u 1 u 9
1  1 1
 
1
 9   8   72
u u  1u  9  u u 1 u 9

Taking L1 on both sides,


1   1    1 
  
 1  9  1   8   72 
L1    L1
   L    L1
 
 u u  1u  9   u   u 1  u  9 
  
 
  

1 1  1  1 1  1  1 1  1 
 L   L   L  2 
9  
u 8  u  1  72 u  3 

1 1 1  sin 3t 
 t  sin t  . 
9 8 72  3 

 1  1 1 1  sin 3t 
L1    t  sint  . 
 
s s 2

1 s 2
 
9  9 8 72  3 
TASK

1 Find the inverse transform of


1

s  2 s 2  1 

2  Find the inverse transform of


s
s 2

 a2 s2  b2 
 4 s  15 
3 Find the inverse transform of  
 16 s 2
 25 

 a2 
4  Find L 
1
3 
 s s  a  

 2s 2  6s  5 
5 Find L 1

 s  1s  2 s  3 
CONVOLUTION:

If f  t  and g  t  are given functions then the convolution of

f  t  and g  t  is defined as  f  u g  t  u  du.


t

It is denoted by, f  t  * g  t 

 i.e  f  t  * g  t    f  u g  t  u  du.
t

CONVOLUTION THEOREM:

If f  t  and g  t  are functions defined for t  0


then L  f  t  * g  t   L  f  t .L  g  t 
 i.e  L  f  t  * g  t   F  s  .G ( s )
Pr oof :

L  f  t    e  st f  t dt
0

L  f  t  * g  t    e  st f  t  * g  t dt
0

= e

0
 st
 t

0

f  u g  t  u  du dt
t
=  e
 st
f  u  g  t  u  dudt---------------------(1)
0 0

Limits of u = 0 to t; t = 0 to 
After changing the order of integration,
limits of u = 0 to ; t = u to 
(1) becomes,

L  f  t  * g  t    e
 st
f  u  g  t  u  dtdu
0 u

0
 
=  f  u   e  st g  t  u  dt du
u

Let t  u = v
dt = dv
when t = u, then v=0; t = ,then v = 
L  f  t  * g  t    f  u  e  s  u  v  g  v  dv du

0


=  f  u   e  su e  sv g  v  dv du
0
t

0

0


=  e  st f  u du  e  sv g  v  dv
0

f  t dt  e g  t  dt
 
 st  sv
= e 
0 0

= L  f  t  L  g  t 
L  f  t  * g  t  = F  s  G  s 
Hence, Convolution Theorem is proved
COROLLARY:
L  f  t  * g  t   F  s  .G  s 
f  t  * g  t   L1  F  s .L1  G  s 
L1  F  s *L1  G  s   L1  F  s .L1  G  s  
1 t
a0
 sin a  u  t  u   sin a (u  t  u )du

  cos au sin a  t  u du


1t
a
 cos at * sin at
1
  s  a   a   s  a  
 L1  2 2 
. L  2 2 

 s  1 1  a 
  s  a     s  a     s  a  
L1    L1  2 2 
L  2 2 
2 2 2

 s   s  1  1 

NOTE: Proof :

 1  cos t
  s  a  
2) Using convolution theorem find L1 

2

s
2 2

f t  * g t   g t  * f t 
  sin  t  u  du
0

 1*sin t
 s  s  1  s   s  1 
L1  2   L   .L  2 
1  1 
 1  1
 1 
Solution:
 s  s  1 
1) Using Convolution Theorem, find L1  2 
 1 
Problems:
f t  * g t   g t  * f t 
NOTE:

L1  F  s  * L1 G  s   L1  F  s .L1 G  s 

PROBLEMS : f  t  * g  t   L1  F  s .L1 G  s 


L  f  t  * g  t   F  s  .G  s 
Corollary:

 1 
1) Using Convolution Theorem find L1  
 s  s 2
 1 
Solution:
 1  1  1  1  1 
L1    L .L
 s  s  1 
2  s   s 2  1 
2a
1
t sin at
2a 0

 1* sin t
  sin  t  u du
t

 1 
 1  cos t
1
L 
 s  s 2
 1 
 s 
2) Using Convolution Theorem find L1  
  
2
 s 2
 a 2

Solution:
 s   s  1  1 
L1    L1  2  L  2 
 s  a    s  a    s  a 
2 2 2
 2 2
    
 s  1 1  a 
 L1  2 . L  2 
 s  a    s  a 
2 2
  a  
1
 cos at * sin at
a
1
  cos au.sin a  t  u du
t

a0
1 t
  sin a  u  t  u   sin a  u  t  u  du
2a 0
1
 t sin at
2a
3) Find1* et
Solution :
t
1* et   1.et  u du
0
t
 et  u 
 
 1  0
 et  1
4) Find t * et
Solution:
t
t * et   ue t  u du
0
t t
 uet  u   et  u 
    
 1  0  1  0
 et  t  1
d2y dy dy
3)Solve 2  4  5 y  5, y  t   0,  2 whent  0;
dt dt dt
y  0   0; y1  0   2; y  t   0, y1  t   0
Solution:
y11  t   4 y1  t   5 y  t   5
L  y11  t    4 L  y1  t    5L  y  t   5L 1
s 2 L  y (t )   sy  0   y1  0   4  sL  y  t   y  0    5L  y  t   5L 1
1
s 2 L  y (t )   s  0   2  4  sL  y  t   y  0    5 L  y  t   5  
s
5
L  y (t )   s 2  4 s  5  2 
s
 5  2s 
y t   L  1
 ....................................................(1)
 
s  s 2
 4 s  5 
 
5  2s 5  2s A B C
    ...............(2)
s  s 2  4 s  5 s  s  5  s  1 s s  5 s  1
5  2 s  A  s  5  s  1  Bs  s  1  cs  s  5  ...............(3)
1 7
We get A = -1,B = - ,C =
6 6
Substituting in  2  ,
5  2s 1 1 7
  
s  s  5  s  1 s 6  s  5  6  s  1
 5  2s  1  1 1 1  1  7 1  1 
L1    L  s  6 L   s  5    6 L   s  1 

 s  s  5  s  1     
7 1
 et  e 5t  1.....................................(4)
6 6
substituting (4) in (1)
7 1
 y (t )  et  e 5t  1
6 6

TASK:
dy
 4 y  5 ydt  e  t , y  0   0
t
1) Solve
dt 0

dy
 2 y   ydt  2 cos t , y  0   1
t
2)Solve
dt 0

3)Solve y11 (t )  3 y1 (t )  2 y (t )  e 2 t
4)Solve y11 (t )  2 y1 (t )  3 y (t )  sin t , y (0)  0, y1 (0)  0
when t  0, y (t )  0, y1 (t )  0
1) Solve (𝑫𝟐 +𝟒)𝒚 = 𝒕 given that 𝒚(𝟎) = 𝒚’(𝟎) = 𝟎 and 𝑫 ≡ 𝒅/𝒅𝒕.
Soln:
Given 𝑦” 𝑡 + 4𝑦 𝑡 = 𝑡,
⇒𝐿 𝑦” 𝑡 + 4𝐿 𝑦 𝑡 = 𝐿 𝑡 ,
1
⇒ 𝑠 2 𝐿 𝑦 − 𝑠𝑦 0 − 𝑦’ 0 + 4𝐿 𝑦 = ,
𝑠2
1
Using initial conditions we obtain, 𝑠 2 + 4 𝐿 𝑦 = 2 ,
𝑠
2 2
⇒ 𝐿{𝑦} = 1/{𝑠 𝑠 + 4 ,
Taking inverse Laplace transform on both sides, we get
−1
1 1 −1 1 1 1
𝑦=𝐿 = 𝐿 − 2+4 = .
2 2
𝑠 𝑠 +4 4 𝑠 2 𝑠 𝑠𝑖𝑛2𝑡
4 𝑡−
2
2) Using Laplace transform method solve 𝑫 + 𝑫𝟐 𝒙 = 𝟐, if 𝒙 = 𝟑 and
𝒙’ = 𝟏 when 𝒕 = 𝟎.
Soln:
𝑥’(𝑡) + 𝑥”(𝑡) = 2,
Taking Laplace transformation on both sides we get, 𝐿 𝑥’ 𝑡
+ 𝐿 𝑥” 𝑡 = 2𝐿 1 ,
2
2
𝑠𝐿 𝑥 − 𝑥 0 + 𝑠 𝐿 𝑥 − 𝑠𝑥 0 − 𝑥’ 0 = ,
𝑠
2 2
Using boundary conditions we get, 𝑠𝐿 𝑥 − 3 + 𝑠 𝐿 𝑥 − 3𝑠 − 1 = ,
𝑠
2
2
𝑠 + 𝑠 𝐿 𝑥 = + 4 + 3𝑠,
𝑠
2
2
𝐿 𝑥 = 3𝑠 + 4𝑠 + 2 2 ,
𝑠 𝑠 +1
Using partial fraction technique we have,
1 2 2
𝐿 𝑥 = + + 2,
𝑠+1 𝑠 𝑠
Taking inverse Laplace transform, we get
𝑥 = 𝑒 −𝑡 + 2 + 2𝑡.
3) Solve 𝑫𝟐 + 𝟏 𝒚 = 𝟔𝒄𝒐𝒔𝟐𝒕, if 𝒚 = 𝟑, 𝑫𝒚 = 𝟏 when 𝒕 = 𝟎.
Soln:
𝑦” + 𝑦 = 6cos2𝑡,
Taking Laplace transform on both sides, we get 𝐿 𝑦” + 𝐿 𝑦 =
6𝐿 cos2𝑡 ,
2
6𝑠
𝑠 𝐿 𝑦 − 𝑠𝑦 0 − 𝑦’ 0 + 𝐿 𝑦 = 2 2
,
𝑠 +2
2 6𝑠
Using initial conditions, 𝑠 + 1 𝐿 𝑦 − 3𝑠 − 1 = 2 ,
𝑠 +4
𝐿{𝑦} = 3𝑠/(𝑠 2 +1) + 1/(𝑠 2 + 1) + 6𝑠/(𝑠 2 + 1)(𝑠 2 + 4),
Using partial fraction technique, we obtain 𝐿{𝑦} = 3𝑠/(𝑠 2 +1) +
1
1/(𝑠 + 1) + 2𝑠( 2 − 1/(𝑠 2 + 4)),
2
𝑠 +1
Taking inverse Laplace transform, we get
y=5cost+sint-2cos2t.
4) Find the general solution of 𝑫𝟐 + 𝒌𝟐 𝒚 = 𝟎 and verify
it.
Soln:
𝑦” + 𝑘 2 𝑦 = 0,
𝐿{𝑦”} + 𝑘 2 𝐿{𝑦} = 0,
𝑠 2 𝐿{𝑦} − 𝑠𝑦(0) − 𝑦’(0) + 𝑘 2 𝐿{𝑦} = 0,
(𝑠 2 + 𝑘 2 )𝐿{𝑦} − 𝐴𝑠 − 𝐵 = 0, where 𝑦(0) = 𝐴 and 𝑦’(0) = 𝐵,
𝐿{𝑦} = 𝐴𝑠 + 𝑏/(𝑠 2 +𝑘 2 ) = 𝐴 ∗ 𝑠/(𝑠 2 +𝑘 2 ) + 𝐵 ∗ 1/(𝑠 2 +𝑘 2 )
Taking inverse Laplace transformation, we get y=Acoskt+Csinkt,
where C=B/k.
Differentiating (2) wrt t and substituiting in (1) satisfies (1). Hence it
is a solution.
5) Solve (𝑫𝟐 + 𝑫) 𝒙 = 𝟐, when 𝒙 (𝟎) = 𝟑, 𝒙′ (𝟎) = 𝟏.
Soln:
𝑥” + 𝑥’ = 2,
𝐿 𝑥” + 𝐿 𝑥’ = 2𝐿 1 ,
1
𝑠2𝐿 𝑥 − 𝑠𝑥 0 − 𝑥’ 0 + 𝑠𝐿 𝑥 − 𝑥 0 = 2 ∗ ,
𝑠
2
Using initial condition, we get 𝑠2
+ 𝑠 𝐿 𝑥 − 3𝑠 − 1 − 3 = ,
𝑠
2
2
𝑠 + 𝑠 𝐿 𝑥 = 3𝑠 + 4 + ,
𝑠
Using partial fractions, we get
1 2 2
𝐿 𝑥 = +1+ + 2,
𝑠 𝑠 𝑠
Taking inverse Laplace transform ,
𝑥 = 𝑒 −1 + 2 + 2𝑡.
6) Solve 𝑫𝟐 + 𝟒𝑫 + 𝟖 𝒚 = 𝟎, 𝒚 𝟎 = 𝟐, 𝒚′ 𝟎 = 𝟐.
Soln:
𝑦” + 4𝑦’ + 8𝑦 = 0
Taking Laplace transformation on both side we get, 𝐿{𝑦”} + 4𝐿{𝑦’} + 8𝐿{𝑦} =
0,
𝑠 2 𝐿{𝑦} − 𝑠𝑦(0) − 𝑦’(0) + 4[𝑠𝐿{𝑦} − 𝑦(0)] + 8𝐿{𝑦} = 0,
Using initial value condition, we get
(𝑠 2 + 4𝑠 + 8)𝐿{𝑦} − 2𝑠 − 2 − 8 = 0,
𝐿 𝑦 = (2𝑠 + 10)/(𝑠 2 + 4𝑠 + 8),
𝑦 = 𝐿^ − 1{2(𝑠 + 2) + 6/ 𝑠 + 2 2 + 4,
= 𝑒 −2𝑡 𝐿−1 {2𝑠 + 6/𝑠 2 + 4},
−2𝑡 −1 2 2 −1 1
= 𝑒 [2𝐿 {𝑠/𝑠 + 2 } + 6𝐿 { 2 2 }],
(𝑠 +2 )
= 𝑒 −2𝑡 (2cos2𝑡 + 3sin2𝑡).

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