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2.1 Laplace Update

The Laplace transform changes a differential equation into an algebraic equation by representing functions as integrals of exponential terms. It involves 3 main steps: 1. Taking the Laplace transform of each term in the differential equation to obtain an algebraic equation involving the Laplace transforms. 2. Algebraically simplifying and solving the resulting equation for the Laplace transform of the desired function. 3. Taking the inverse Laplace transform to convert the solution back into the time domain function. Common notations for the Laplace transform include L{f(t)}, F(s), or f(s). Elementary Laplace transforms can be derived using the integral definition of the transform.

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0% found this document useful (0 votes)
85 views17 pages

2.1 Laplace Update

The Laplace transform changes a differential equation into an algebraic equation by representing functions as integrals of exponential terms. It involves 3 main steps: 1. Taking the Laplace transform of each term in the differential equation to obtain an algebraic equation involving the Laplace transforms. 2. Algebraically simplifying and solving the resulting equation for the Laplace transform of the desired function. 3. Taking the inverse Laplace transform to convert the solution back into the time domain function. Common notations for the Laplace transform include L{f(t)}, F(s), or f(s). Elementary Laplace transforms can be derived using the integral definition of the transform.

Uploaded by

Nasir Aiyub
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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2.

0 Introduction to Laplace transforms


The Laplace transform is a method of changing a differential equation into algebraic
equation which manipulated by normal algebraic rules and convert back into a differential
equation by inverse transforms.

Diffential Equation Algebraic Equation


2
d y dy Step 1 2
2 + −3 y =0 2s L{y}+5 sL{y}−3 L{y}−8s−38=0
dx 2 dx L { } , Lapla
ce
Step 2 Algebraic
Simplificati
on
Final Solution of Differential Solution of Algebraic Equation
Equation Step 3

y=6 e −2e
4x −3 x -1
L { },
=6 ( s−41 )−2( s+13 )
Inverse Laplace

Common notations used for the Laplace transform


There are various commonly used notations for the Laplace transform of f (t) and these
include:
L { f (t ) } L { f (t )}
(i) or
L(f )
(ii) or L f
f (s) f (s)
(iii) or

2.1 Derive the Laplace Transforms of an expression by using integral definition

The Laplace transform of a function f (t ) is denoted by F( s) or L { f (t ) } , is an integral


transform given by the Laplace integral.

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

The Laplace transform is an operation that transforms a function of t defined on [0,∞ )


,to a function s . The different continuous functions of t will have different transforms.
2.1.1 Laplace transforms of elementary functions

1) f (t )=a

Using defintion of Laplace Transform ,determine Example


F(s) if f (t )=a ,where a is constant
∞ −st Determine F( s) if f (t )=4
L { f (t )} =∫ e f (t) dt ∞
0
∞ −st L { f (t )} =∫0 e−st f (t) dt
L {a } =∫0 e (a) dt ∞ −st
L {4 } =∫0 e (4) dt
[ ]
−st ∞
ae

[ ]
= −st ∞
−s 4e
0 =
a ∞
−s 0
= [ e− st ]0
−s 4 − st ∞
= [ e ]0
a −∞ 0 −s
=− [ e −e ]
s 4 −∞ 0
=− [ e −e ]
a s
=− [ 0−1 ]
s 4
=− [ 0−1 ]
a s
F( s)=
s 4
F( s)=
s

a
∴ L { a }=
s

1
L {1 }=
s
2
L {2 }=
s
4
L {−4 }=−
s
Using defintion of Laplace Transform ,determine Example 1
−at 3t
F(s) if f (t )=e ,where a is constant Determine F( s) if f (t )=e
∞ −st ∞ −st
L { f (t )} =∫0 e f (t) dt L { f (t )} =∫0 e f (t) dt
∞ −st
=∫0 e (e ) dt
∞ −st at
L {e } 3t
3t
L {a } =∫ 0
e (e ) dt

=∫0 e−st+3t dt
∞ −st+at
=∫0 e dt

=∫0 e−t ( s−3 ) dt

=∫0 e−t ( s−a ) dt

[ ] [ ]

e
−t ( s−a ) ∞ e−t ( s−3 )
= =
−( s−a ) 0
−( s−3 ) 0

1 ∞
=
1 ∞
[ e−t ( s−a) ]0 = [ e−t ( s−3) ]0
−( s−a ) −( s−3 )
1 1
=− [ e−∞−e0 ] =− [ e−∞−e0 ]
( s−a ) ( s−3 )
1 1
=− [ 0−1 ] =− [ 0−1 ]
( s−a ) ( s−3 )
1 1
F( s )= F( s )=
s−a s−3

∞ −st −2t
L {e } =∫0 e (e ) dt
Example 2 −2t
−( 2t−3 )
Determine F( s) if f (t )=e ∞ −st−2 t
=∫ 0
e dt
=e−2 t+3 =e 3 ( e−2t )
−( 2t−3 )
f (t )=e
∞ −t ( s+2 )
=∫0 e dt
L { f ( t ) }=e 3 L {e−2t }

( ) [ ]
−t( s+2 ) ∞
1 e
=e 3 =
s+2 − ( s+ 2 ) 0

e3 =
1 ∞
[ e−t ( s+2 )]0
F ( s) = −( s+2 )
s+2
1
=− [ e−∞ −e 0 ]
( s +2 )
1 1
=− [ 0−1 ] =
( s +2 ) ( s+ 2 )
3) f (t )=t
Using defintion of Laplace Transform ,determine
f (t )=t ,where a is constant
F(s) if


L { f (t )} =∫0 e−st f (t ) dt
∞ −st
L {t } =∫ 0
e .t dt
Integration By Parts

Step1: Choose u and


Substitute
=uv− v du
into dv…………….LATE
formula ∫ Or Tabular method

Step 2: U(Diff) dv(Int)


t =e
− st
u=t
∫ −st (+)
( )
e−st dv=
e−st e dt
diff du −s ∫ −s e.−1 st dx
=t − Int 1 =
e−st
=1 v= (-) −s
dt −s
du=1.
= (s
−st
−tedx 1
− − ∫ e−st dx
s )( ) (+)
0 =− ( )1 e−st
s −s
−st
e
¿ 2
s
= ( −te−st
s
e−st
− 2
s )( )
= ( −te−st
s )( )
e−st
− 2
s

f (t )=t n ,where n=0,1,2,3....


[ ]

∞ − st −te−st e−st
∫ 0
e .t dt=
s
− 2
s By similar method it may be shown that
0
2
∴ L {t 2 }=
s3
=
(−∞ e−∞ e−∞
s
− 2 −
s )(
−0 e0 e0
s
− 2
s ) ∴ L {t 3}=
( 3)( 2 ) 6
s4
= 4
s

( s)
=( 0−0 ) − 0−
1
2
Thus, ∴ L {t n }=
n!
s n+1
1
=
12
∴ L { t }= s
s2

3) f (t )=sin at
∞ Tabular method
L { f defintion
Using (t )}
∫0
−st
=of Laplace
e f (t ) Transform
dt ,determine

f (t )=sin at ,where
∞ −st a is constant
L {ifsin at }
F(s) =∫0 e . ( sinat ) dt

U(Diff) dv(Int)
− st
sin(at ) =e
(+)
−st
a cos(at ) e
(-) =
−s

−a2 sin(at ) e
−st
e
−st
(+) = = 2
−s (−s ) s

∞ −st sin ( at ) e− st a cos ( at ) e−st a 2 sin ( at ) e−st


∫ 0
e . ( sinat ) dt= −s

s2
− ∫ s2
dt


∞ −st
0
e . ( sinat ) dt
sin ( at ) e− st a cos ( at ) e−st a2
−s

s2
− 2
s ( )∫ e−st sin ( at ) dt

()
a2 − st −st
sin ( at ) e a cos ( at ) e
s2
∫ e− st sin ( at ) dt +∫∞ e−st . ( sinat ) dt −s

0 s2

( )∫
a2 − st −st
+1 e− st sin ( at ) dt sin ( at ) e − a cos ( at ) e
s2 −s s2

( )∫
a2 +s 2 − st −st
e−st sin ( at ) dt sin ( at ) e a cos ( at ) e

s2 −s s2

( )[ ]

s2 sin ( at ) e−st a cos ( at ) e−st
= 2 2 −
∫ e−st sin ( at ) dt a +s −s s2 0

=
( s2
a2 + s 2 )([ sin ( ∞ ) e−∞ a cos ( ∞ ) e ∞
−s

s2

−s

][
sin ( 0 ) e0 a cos ( 0 ) e0
s2 ])
=
( s2
a2 + s 2 )(
[ 0−0 ] − 0−
[
a cos ( 0 ) e0
s2 ]) a
∴ L { sin at }=

[ ])
s + a2
2

= ( 2
s2
a +s 2 )( a
[ 0−0 ] − 0− 2
s
eg : L { sin 2t }=
a
2
s +4
s2
F( s )= 2 2
a +s ( )( )
a
s 2
a
= 2 2
s +a eg : L { sin 4 t }= 2
a
s +16

3) f (t )=cosat
∞ Tabular method
L { f defintion
Using (t )}
∫−st
=of0Laplace
e f (t ) Transform
dt
f (t )=sin at ,where a is constant
,determine

F(s) if ∞ −st
L { cosat } ∫0
= e . ( cosat ) dt

U(Diff) dv(Int)
− st
cos( at ) =e
(+)
−st
−a sin( at ) e
(-) =
−s

2
−a cos(at ) e−st e−st
(+) = = 2
−s (−s ) s

−st −st 2 −st


∞ − st cos ( at ) e a sin ( at ) e a cos ( at ) e
∫ 0
e . ( cosat ) dt= −s
+
s2
− ∫ s2
dt


∞ −st
0
e . ( cosat ) dt
cos ( at ) e−st a sin ( at ) e−st a2
−s
+
s2
− 2
s ( )∫ cos ( at ) e−st dt

( )
a2 −st −st
cos ( at ) e a sin ( at ) e
s2
∫ e− st cos ( at ) dt +∫∞ e−st . ( cosat ) dt −s
+
0 s2

( )∫
a2
s2
+1 e− st cos ( at ) dt =
sin ( at ) e−st a cos ( at ) e−st
−s

s2
( )
a2 +s 2 −st −st
sin ( at ) e a cos ( at ) e
s2
∫ e−st cos ( at ) dt = −
−s s2

( )[ ]

s2 sin ( at ) e−st a cos ( at ) e−st
= 2 2 −
∫ e−st sin ( at ) dt a +s −s s2 0

(s2
= 2 2
a +s )([ sin ( ∞ ) e−∞ t a cos ( ∞ ) e−∞ t
−s

s2

−s ][
sin ( 0 ) e 0 a cos ( 0 ) e 0

s2 ])
=
( 2
s2
a +s 2 )( 1
[ 0−0 ] − − −0
s [ ]) ∴ L { cos at }=
s
a + s2
2

F( s )=
( s2
a2 + s2 )( )
1 s
= 2 2
s a +s eg : L { cos 2 t } = 2
s
s +4

s
eg : L { cos 4 t }= 2
s +16

Example:
−2t
By using definition ,determine the Laplace Transform of function f (t )=−5+3 e

L { f (t ) } =L {−5 }+L { 3 e−2 t }

∞ ∞
L {−5 } =∫0 e−st (-5) dt L {e } =∫0 e−st (e−2 t ) dt
−2t

[ ]
∞ −st−2 t
−st ∞
−5e =∫ e dt
= 0
−s 0 ∞ −t ( s+2 )
=∫0 e dt
−5 ∞
= [ e−st ]0

[ ]
−s ∞
e−t ( s+2 )
5 −∞ 0 =
= [ e −e ] −( s+3 ) 0
s
1 ∞
5
= [ 0−1 ]
= [ e−t ( s+2) ]0
−( s +2 )
s
1
=
5 =− [ e−∞ −e 0 ]
s ( s +2 )
1
=− [ 0−1 ]
( s +2 )
1
=
s +2
5 1
F( s )= +
s s+2

Finding the Laplace Transform of a Piecewise Function

Determine the Laplace transforms of

{
2t
f (t )= e ; 0≤t <1
4 ; t≥1
Since the expressions defining f(t) differ on each of the subinterval , so we break the integral into two
separate parts.

Solution:

1 ∞
L { f (t ) } =∫0 e− st . ( e 2t ) dt+∫1 e−st . ( 4 ) dt


∫1 e− st . ( 4 ) dt
1
∫0 e−st . ( e2t ) dt

=4∫1 e−st dt
1 −st+2 t
=∫0 e dt

[ ]
1 −t ( s−2 ) ∞
=∫ e dt e−st
0 =4
1 −t ( s−2 )
-s 1
=∫ 0
e dt 4 −∞ -s
= [ e -e ]
[ ]
1 −s
e−t ( s−2 )
=
−(s−2) 0
[ ]
e−( s−2 ) 1 4
= − =− [ 0 -e-s ]
−( s−2 ) −( s−2 ) s
( ) 4 e−s
e− s−2 1 ¿
¿− + s
( s−2 ) ( s−2 )

− ( s−2 )
e 1 4 e−s
F( s )=− + +
s−2 s−2 s

Example
Sketch the graph and find the Laplace Transforms of the function by using defintion
integral

{
0 ; 0<t<1
f (t )= 10 ; 1<t <3
2t +3 ; t≥3

0<t <1
,
1<t <3
When ,
t≥3
1 −st ,
∫0
e . (0 ) dt When
=0 3 −st When
∫1
e . ( 10 ) dt
∞ −st

3
e . ( 2t+3 ) dt
3 −st
=10 ∫1 e dt U(Diff) dv(Int)
2t +3 − st

[ ]
−st 3 (+) =e
e
=10
-s 1 e
−st

(-)
2 =
10 −s
= [ e−3 s -e -s ]
−s
−3 s −s
10 e 10 e
=− +
( )
0 −st −st
s s (+) 1 e e
=− = 2
s −s s

[ ( ) ]

e−st 2 e−st
= (2t +3 ) − 2
−s s 3

[ ( ) ][ ( ) ]
−∞ −∞
e 2e e−3 s 2 e−3 s
¿ (2 ∞+3 ) − 2 − (9) − 2
−s s −s s

[ ( )
¿ [ 0−0 ] − ( 9)
e−3 s 2 e−3 s
−s
− 2
s ]
9 e−3 s 2 e−3 s
¿ + 2
s s

∞ −st

1 −st 3 −st
F( s) =∫ 0
e .(0 ) dt+ ∫ 1
e . ( 10 ) dt + 3
e . ( 2t+3 ) dt
−3 s −s −3 s −3 s
10 e 10 e 9e 2e
=− + + +
s s s s2

10 e−s e−3 s e−3 s


= − + 2
s s s

Tutorial 2.1:

1. Use the (integral transformation ) defition of the laplace transform to find the Laplace transform
∞ −st

function below .[Hint: L


{ } ∫
f (t ) = 0 e f (t ) dt=F( s)
]

a) f (t )=5 5
F( s)=
s
Ans:
b) f (t )=e 6t 1
F( s )=
s−6
Ans:

c) −2t 1
f (t )=e F( s )=
s +2
` Ans:
d) −4 t−2 1
f (t )=e F( s )=
e 2 ( s+4 )
Ans:
e) f (t )=2t 2
F( s )=
s2
Ans:
f) f (t )=cos 4 t s
F( s )= 2
s +16
Ans:
g) f (t )=1−e 4 t 1 1
F( s )= −
s s−4
Ans:

2. Determine the Laplace transforms of by using definition of integral

{
a) −5 s
f (t )= 0 ; t<5 10 e
F( s)=
10 ; t≥5 Answer: s

f (t )={
b) −s
t ; 0≤t<1 1 e
F( s )= 2 −
1 ; t≥1 s s
Answer:

{ 1 e−2 s 4 e−2 s
c) 1 ; 0≤t<2
f (t )= F( s )= + +
4 ; t≥2 s2 s s
Answer:

{
−5 s −10 ( s−4 )
2 ; 0<t<5 2 2e
F( s )= − +
e
f (t )= 0 ; 5<t<10 Answer: s s s−4
e 4t ; t≥10

{
d) −2( s−1) −4 s
et ; 0<t<2 F( s)=
1

e
+
5e
f (t )= 0 ; 5<t<10 s−1 s−1 s
Answer:
5 ; t≥4

{
e) −2 s −4 s
0 ; 0<t<2 e e
F( s)= −
f (t )= 1 ; 2<t <4 s s
Answer:
2 ; t≥4

3. Sketch the graph and find the Laplace Transforms of the function

{
f (t )= 7 ; 0≤t<1
2t +8 ; t≥1

7 3 e−s 2 e−s
F( s )= + + 2
Answer: s s s

4. Sketch the graph and find the Laplace Transforms of the function
{
0 ; 0<t<1
f (t )= 3 ; 1≤t <3
2t ; t≥3

3 e−3s 3 e−s 2 e−3 s


F( s )= + 2 + 2
Answer: s s s

5. Determine the Laplace transforms of by using definition of integral

f (t )= { 1
e2+3 t
; 0≤t< 4
; t≥4

−4s 2
1 e e [ −4 ( s−3 )]
F( s )= − + e
Answer: s s s−3

2.2 Table of Laplace Transform

2.2.1 Properties of Laplace Transform

Some properties of the Laplace Transform


Let f ,f 1 ,f 2 be a functions whose Laplace Transforms exist and c be a constant

a) L { 0 }=0

b) L { f 1±f 2 }= L { f 1 }+ L { f 2 ) }

c) L { cf (t ) }=c L { f (t ) } ; for any constant c


Problem 1: using a standard list of Laplace Transforms determine the following:

1
f (t )=1+2t− t 4 2t −t
a) 3 c) f (t )=5 e −3 e

{ }
1 4 From Table
F( s )=L { 1 }+ L {2 t }−L t
3 F( s )=L { e } −L {3 e
2t −t
} #2 ,#2
1
=L { 1 } +2 L { t }− L { t 4 }
From Table 3 =L {e 2t }−3 L { e−t }
#1 ,#3, #3 1
() ( )
1 1 4!
¿ +2 2 − 4+1
s s 3 s
¿5 ( ) (
1
s−2
−3
1
s−(−1 ) )
1 2 1 24
¿ + 2− 5
s s 3 s ( ) ¿
5

s−2 s+1
3

1 2 8
¿ + 2− 5
s s s

−5t 3t 3
b) f (t )=6 e +e +5 t −9

F( s )=L { 6 e−5t } + L { e 3 t }+ L { 5 t 3 } −L { 9 }

=6 L { e−5 t } +L { e3 t }+5 L { t 3 }−9 L { 1 }


¿6
1
(
s−(−5 ) s−3
+
)
1
( ) () 3!
+5 3+1 −9
s
1
s

s+5 ) s−3 (s ) (s )
¿ 6(
1 1 6 1
+ +5 −9 4

6 1 30 9 From Table
¿ + + 4− #2 ,#2, #3,#1
s+5 s−3 s s

Problem 2: using a standard list of Laplace Transforms determine the following:

) f (t )=6 sin 3 t−4 cos 5t


a

F( s)=L { 6 sin 3 t } −L { 4 cos5 t }

=6 L { sin 3 t } −4 L { cos5 t } From Table


3
( ) ( )
¿ 6 2 2 −4 2 2
s +3
s
s +5
#7 ,#8,

18 4s
¿ 2 −2
s +9 s +25
f (t )=3 sinh 2t +3 sin 2t
b)

F( s )=L { 3 sinh 2t }−L { 3 sin 2t }

From Table
=3 L { sinh 2t }−3 L { sin 2t }
#17 ,#7,
2
( ) ( )
¿ 3 2 2 +3 2 2
s −2
2
s +2
6 6
¿ 2 + 2
s −4 s +4

3t 3t
h(t )=e +cos 6 t−e cos 6 t
c)

F( s )=L { e 3t } +L { cos 6 t }−L { e 3 t cos 6 t }


From Table

( )(
1 s s−3
)
#2 ,#8.#20
= + 2 2 −
s−3 s +6 ( s−3 )2 + 62
1 s s−3
¿ + 2 −
s−3 s +36 ( s−3 )2 +36

The derivative of Laplace Transforms


f (t )=t cosh 3 t
Problem 3: Determine the Laplace Transforms of

Solution:

This function is not in the table of Laplace transforms. However , we can use formula

(30) from the table to compute its transforms. IF n=1 ,


n
f (t )=t n f (t )−−−−−−−¿F (s)=(−1 ) F n( s)
IF n=1

L { t f (t ) }=−F ' (s)


IF n=2
L {t 2 f (t ) }=F ' '(s)

Where f (t )=cosh3 t
u= s 2
v =s −9
s Differentiate using quotient rule
F( s)= u '=1 v '=2 s
s2 −9
2
−s −9
F '( s)= dy vu '−uv '
( s 2−9 )2 =
dx v2

Therefore , dy ( s −9 ) −2 s
2 2
=
dx ( s 2 −9 )2
L {t cosh 3 t }=−F ' (s )
dy −s 2 −9

(( ) ) (
2 2
−s −9 s +9 =
=− 2
= 2
dx ( s 2 −9 )2
s 2 −9 s2 −9 )

Laplace Transforms of Trigonometric Functions


Problem 3: Determine the Laplace Transforms of:

DOUBLE ANGLE FORMULAE

sin 2θ=2 sin θ cos θ

cos2θ=cos2 θ−sin2 θ
2
=1−2sin θ
2
a)
f (t )=sin2 t

1 1
sin2 t= − cos2 t
2
Since cos 2 t =1−2 sin t then 2 2

L {sin 2 t }=L {12 − 12 cos 2 t }


1 1
= L { 1 }− L {cos 2t }
2 2
= () ( )
1 1 1 s

2 s 2 s2 +22
1 s
¿ − 2
2 s 2 ( s +4 )
SUM AND DIFFERENCE
FORMULAE

b) f (t )=3 sin ( 2t +α )
Using the compound angle formula
sin( A+B )=sin A cos B+cos A sin B

sin( A+B )=sin A cos B+cos A sin B


cos( A+B )=cos A cos B−sin A sin B

f (t )=3sin ( 2t +α )=3 [ sin 2t cosα+cos2t sin α ]


sin( A−B )=sin A cos B−cos A sin B
=3sin2t cos α+3 cos2t sin α

L { 3sin ( 2 t + α ) } =L {3 sin 2 t cos α } + L {3 cos 2t sin α } cos( A−B)=cos


Tutorial 2.2 A cos B+sin A sin B

By using table, determine the


=3 cos αL { sin 2t } +3 sin αL { cos 2 t } Laplace Transform of the
2
( )
=3 cos α 2 2 +3 sin α 2 2
s +2
s
s +2 ( ) following functions of f (t )

2
¿ 3 cos α 2
s +4 ( )
+3 sin α 2
s
s +4 ( )
6 cos α 3 s sin α 6 cos α +3 s sin α
¿ 2 + = 2
s +4 s2 +4 s +4
a) f (t )=sin 3 t 3
F( s)= 2
Ans: s +9
b) f (t )=e 5t F( s)=
1
Ans: s−5
c) 4t 2 1
f (t )=2−e F( s)= −
Ans: s s−4
d) f (t )=3+cos7 t 3 s
F( s )= + 2
Ans: s s + 49
e) 2 3t 2 1
f (t )=t +te F( s )= 3 +
Ans: s ( s−3 )2
f) 2 10 4 3
f (t )=5 t +4 t−3 F( s )= 3 + 2 −
Ans: s s s
g) t3 F( s )=
1 3 2
− −
f (t )= −3 t+2 4 s 4 s2 s
24 Ans:

h) 5 2 8 48 1
t t F( s )= 6 − 5 + 3
f (t )= −2t 4 + s s s
15 2 Ans:

i) f (t )=sin 2t +2 t cos t 2 2 ( s 2 −1 )
F( s )= 2 −
Ans: s +4 ( s 2 +1 )2
j) f (t )=e 3t sin 5t F( s )=
5
Ans: ( s−3 )2 +25
k) f (t )=t+ e−2 t cosh 3 t 1
F( s )= 2 +
s+2
Ans: s ( s−3 )2 −9
l) 2 2 4
f (t )=t +sinh 4 t F( s)= 3 + 2
Ans: s s −16
m) f (t )=t sinh 2 t 8s
( Table #30) F( s )=
Ans: ( s −16 )2
2

n) 2 1 s
f (t )=2 cos t F( s )= + 2
(Apply identity)
Ans: s s +4
0) f (t )=sin(2 t+3 ) s. sin ( 3 ) +2 cos ( 3 )
F( s )=
Ans: s2 +4

p) f (t )=sin( 4−3t ) s. sin ( 4 )−3 cos ( 4 )


F( s)=
Ans: s 2 +9

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