DAYANANDA SAGAR COLLEGE OF ENGINEERING

(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Course Material

COURSE TRANSFORMS AND NUMERICAL METHOD

COURSE CODE 19MA3GCTNM

MODULE 3

MODULE NAME LAPLACE TRANSFORM

STAFF INCHARGE YAMUNA B

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

LAPLACE TRANSFORMS:

Objectives:

At the end of this Module, student will be able

 Learn the required conditions for transforming variable or variables in functions by the
Laplace Transform.
 Learn the use of available Laplace Transform tables for transformation of functions and
the inverse transformation,
 Learn to use partial fraction and convolution methods in inverse Laplace Transforms.
 Learn how to use Laplace transform methods to solve ordinary and partial differential
equations .
 Learn the application of Laplace transform in engineering analysis

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Introduction:
The theory of Laplace transform is an essential part of the mathematical background
required by engineers, physicists and mathematicians. Laplace transform is essentially employed
to solve initial value problems. The crucial idea, which made the Laplace transform a very
powerful technique, is that it replaces operations of calculus by operations of algebra. This
technique is of great utility in applications dealing with mechanical systems and electric circuits.
Besides the technique may also be employed to find certain integral values also. The transform
is named after the French Mathematician P.S. de’ Laplace (1749 – 1827).

Definition:
Let f(t) be a real-valued function defined for all t  0 and s be a parameter, real or complex.
∞
Suppose the integral ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 exists (converges). Then this integral is called the Laplace
transform of f(t) and is denoted by 𝐿{f(t)}.

Thus,
∞
L {f (t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
We note that the value of the integral on the right hand side of (1) depends on s. Hence L{f(t)}
is a function of s denoted by 𝐹(𝑠)𝑜𝑟 𝑓(̅ 𝑠).
Thus,
L {f(t)} = F(s)

NOTE1:-
Here f (t) is called the Inverse Laplace transform of F(s) and is denoted by 𝑳−𝟏 [𝑭(𝒔)]
Thus,
𝐿−1 [𝐹(𝑠)] = 𝑓 (𝑡)
Suppose f(t) is defined as follows :
𝑓1 (𝑡) , 0 < 𝑡 < 𝑎
𝑓(𝑡) = {𝑓2 (𝑡) , 𝑎 < 𝑡 < 𝑏
𝑓3 (𝑡) , 𝑡>𝑏

Note that f(t) is piecewise continuous. The Laplace transform of f(t) is defined as
∞
L {f (t)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
𝑎 𝑏 ∞
= ∫0 𝑒 −𝑠𝑡 𝑓1 (𝑡)𝑑𝑡 + ∫𝑎 𝑒 −𝑠𝑡 𝑓2 (𝑡)𝑑𝑡 + ∫𝑏 𝑒 −𝑠𝑡 𝑓3 (𝑡)𝑑𝑡

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

NOTE2:
In a practical situation, the variable t represents the time and s represents frequency.
Hence the Laplace transform converts the time domain into the frequency domain

LAPLACE TRANSFORMS OF SOME STANDARD FUNCTIONS

1. Let ‘a’ be a constant. Then

 

L(e ) =  e e dt   e ( s a )t dt
at  st at

0 0

e ( s a )t 1
=  , s>a
 ( s  a) 0 s  a
Thus,
1
L(eat) =
sa
In particular, when a=0, we get
1
L(1) = , s > 0
s


 e at  e  at 
2. L(cosh at) = L 
1  st at
=  e e  e at dt  
 2  20


= e
20

1 ( s  a ) t
 e ( s  a )t dt 
Let s > |a| . Then,

1  e ( s  a ) t e ( s  a ) t 
L(cosh at )     1 1 1
2   ( s  a)  ( s  a)  0 = 2 [0 − (−(𝑠−𝑎) + −(𝑠+𝑎)]

1 𝑠+𝑎∓𝑠−𝑎 2𝑠
= [ 2 2
] ==
2 𝑠 −𝑎 2(𝑠 − 𝑎2 )
2

s
= s a
2 2

Thus,
s
L (cosh at) = , s > |a|
s  a2
2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 e at  e  at  a
3. L(sinh at) = L   2 , s > |a|
 s a
2
 2

Thus, =
1  st at

20

e e  e at dt 


 e 
1 ( s  a ) t
 e ( s  a ) t dt
 2
1 e ( s  a ) t
e  ( s  a )t 0
L(sinh at )    
2   ( s  a)  ( s  a)  0
1 1 1 1 𝑠+𝑎−𝑠+𝑎
=2 [0 − (−(𝑠−𝑎) − −(𝑠+𝑎)] = 2 [ ]
𝑠2 −𝑎2
2𝑎
=
2(𝑠 2 − 𝑎2 )
a
L (sinh at) = , s > |a|
s  a2
2

4. L (sin at) =  e  st sin at dt

0

Here we suppose that s > 0 and then integrate by using the formula
e ax
 e sin bxdx 
ax
a sin bx  b cos bx
a2  b2
Thus,
∞ 𝑒 −𝑠𝑡 1
∫0 𝑒 −𝑠𝑡 𝑠𝑖𝑛𝑎𝑡 𝑑𝑡 = (−𝑠)2 +𝑎2 [−𝑠𝑠𝑖𝑛𝑎𝑡 − 𝑎𝑐𝑜𝑠𝑎𝑡]∞
0 = 𝑠2 +𝑎2 [0 − (0 − 𝑎)]

a
L (sin at) = , s>0
s  a2
2

5. L (cosat) =  e  st cos atdt

0

Here we suppose that s>0 and integrate by using the formula

e ax
 e cosbxdx  a 2  b 2 a cosbx  b sin bx
ax

Thus,
∞
𝑒 −𝑠𝑡 ∞
1
∫ 𝑒 −𝑠𝑡 𝑐𝑜𝑠𝑎𝑡 𝑑𝑡 = [−𝑠𝑐𝑜𝑠𝑎𝑡 + 𝑠𝑖𝑛𝑎𝑡] 0 = [0 − (−𝑠 + 0)]
(−𝑠)2 + 𝑎2 𝑠 2 + 𝑎2
0

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

s
L (cos at) = , s>0
s  a2
2

6. Let n be a constant, which is a non-negative real number or a negative non-integer. Then


L(t ) =  e  st t n dt
n

Let s > 0 and set st = x, then

 n 
 x  dx 1
L(t n )   e  x    n1  e  x x n dx
0 s s s 0


The integral  e  x x n dx is called gamma function of (n+1) denoted by (n  1) . Thus

0

(n  1)
L(t n ) 
s n 1

In particular, if n is a non-negative integer then (n  1) =n!. Hence

n!
L (t n ) 
s n 1

SUMMARY
TABLE OF LAPLACE TRANSFORMS
f (t) F(s)
1
1 , s>0
s
t s>0
1
eat , s>a
sa
s
Coshat , s > |a|
s  a2
2

a
Sinhat , s > |a|
s  a2
2

a
Sinat , s>0
s  a2
2

s
Cosat , s>0
s  a2
2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

n!
tn, n=0,1,2… , s>0
s n 1
 ( n  1)
tn, n > -1 , s>0
s n 1

PROPERTIES OF LAPLACE TRANSFORMS

The following are some basic properties of Laplace transforms:

1. Linearity property: For any two functions f(t) and (t) (whose Laplace transforms exist) and
any two constants a and b, we have
L [a f(t)  b (t)] = a L f(t)  b L(t)
Proof :- By definition, we have


L [af (t)+b(t)] =  e  st af (t )  b (t )dt

0
 

= a e  st
f (t )dt  b  e  st  (t )dt
0 0

= a L f(t) + b L(t)

This is the desired property.

In particular, for a=b=1, we have

L [ f(t) + (t)] = L {f(t)} + L{(t)}
and for a = -b = 1, we have
L [ f(t) - (t)] = L{ f(t)} - L{(t)}

Example
1 2
L {3t + 6t2 } = 3 L {t} + 6L{t2} =3 𝑠2 + 6 𝑠3

1 s
2. Change of scale property: If L f (t) = F(s), then L[f(at)] = F   , where a is a positive
a a
constant.
Proof: - By definition, we have


L {f(at)} =  e  st f (at )dt (1)

0

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Let us set at = x. Then expression (1) becomes,

 s
1  a  x
f ( x)dx  F  
1 s
L{ f(at)} = 
a0
e
a a
This is the desired property.

3. Shifting property: - Let ‘a’ be any real constant. Then

L [eatf(t)] = F(s-a)
Proof: - By definition, we have
 

L [e f(t)] =  e
at  st
e at

f (t ) dt =  e ( s a ) f (t )dt
0 0

= F (s-a)
This is the desired property. Here we note that the Laplace transform of e at f(t) can be
written down directly by changing s to s-a in the Laplace transform of f(t).

Example
L{e3tf(t)} = F(s − 3)

Application of shifting property: -

The shifting property is
If L{f(t)} = F(s), then L [eatf(t)] = F(s-a)
Application of this property leads to the following results :
 s  sa
1. L(e at cosh bt )  L(coshbt )s s a   2 2 
=
 s  b  ss a (s  a) 2  b 2
Thus,
sa
L(eatcoshbt) =
(s  a) 2  b 2
a
2. L(e at sinh bt ) 
( s  a) 2  b 2

sa
3. L(e at cos bt ) 
( s  a) 2  b 2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

b
4. L(e at sin bt ) 
( s  a) 2  b 2

(n  1) n!
5. L(e at t n )  n 1
or as the case may be
( s  a) ( s  a ) n 1

Examples: -

𝑡 ,0 < 𝑡 < 3
1. Find L{f(t)} given 𝑓(𝑡) = {
4, 𝑡>3

Here
 3 

L{f(t)} =  e  st f (t )dt   e  st tdt   4e  st dt

0 0 3

Integrating the terms on the RHS, we get

te  st e  st 3 4e  st
L{f(t)}=   1. 2 0  3
s s s
3 s 3 s
3 3 s e 1 4e
= e  2  2 
s s s s
1 1
L{f(t)} = e 3 s  2 (1  e 3 s )
s s
This is the desired result.

𝑡𝑠𝑖𝑛2𝑡 , 0 < 𝑡 ≤ 3
2. Find L{f(t)} given 𝑓(𝑡) = {
0, 𝑡>𝜋

Here
  
L{f(t)} =  e  st
f (t )dt   e  st
f (t )dt =  e  st sin 2tdt
0  0

 e  st 
= 2  s sin 2t  2 cos 2t =
2

1  e s 
s  4 s 4
2
0
This is the desired result.

9
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

3. Evaluate :

(i) L(sin5t sin7t)

Here
1
L(sin5t sin7t) = L [ (cos 2t  cos12t )]
2

= L(cos 2t )  L(cos12t ) , by using linearity property

1
2
1 s s  140 s
=  2  2   2
2  s  4 s  144  ( s  4)(s 2  144)
(ii) L(cos2 3t)
Here
1  1 1 s 
L(cos23t) = L  (1  cos 6t )    2
2  2  s s  36 

(iii) L(sin32t)
We have
sin 3  
1
3 sin   sin 3 
4
For =2t, we get

sin 3 2t  3 sin 2t  sin 6t 

1
4
so that
1 6 6  48
L(sin 3 2t )    2   2
4  s  4 s  36  ( s  4)(s 2  36)
2

This is the desired result.

4. Find L(cost cos2t cos3t)

Here
1
cos2t cos3t = [cos5t  cos t ]
2
so that
1
cost cos2t cos3t = [cos5t cos t  cos2 t ]
2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1
= [cos 6t  cos 4t  1  cos 2t ]
4
Thus
1 s s 1 s 
L(cost cos2t cos3t) =  2   2
4  s  36 s  16 s s  4 
 2

5. Find L(cosh23t)
We have
1  cosh 2
cosh2  
2
For  = 3t, we get
1  cosh 6t
cosh 2 3t 
2
Thus,
1 1 s 
L(cosh2 3t )    2
2  s s  36 

 1 
6. Evaluate (i) L( t ) (ii) L  (iii) L(t-3/2)
 t
 ( n  1)
We have L(tn) =
s n 1
1
(i) For n= , we get
2
1
(  1)
L(t1/2) = 2
s3 / 2
1  1 1 
Since (n  1)  n(n) , we have   1    
 2  2  2 2

Thus, L( t )  3
2
2s

1
(ii) For n = - , we get
2

11
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1
 

L(t 2 )  1  
1 2
s 2 s
3
(iii) For n = - , we get
2
 3 
   1 ( 1 )
L(t 2 )   3
3 2  2  2 s
 1
 1 
2 2
s s

7. Evaluate : (i) L(t3) (ii) L(t7)

We have,
n!
L(tn) = n 1
s
(i) For n = 3, we get
3! 6
L(t3) = 4  4
s s
(ii) For n=7, we get
7! 5040
L(t7) = 8  8
s s

8. Find L[e-3t (2cos5t – 3sin5t)]

Given = 2L(e-3t cos5t) – 3L(e-3t sin5t)

=2
s  3  15
, by using shifting property
( s  3)  25 ( s  3)2  25
2

2s  9
= , on simplification
s  6 s  34
2

9. Find L[coshat sinat]

Here

L[coshat sinat] = L 

 eat  e at 
sin at 

 2 
1 a a 
=   2
2  (s  a)  a
2 2
( s  a)  a 
2

a ( s 2  2a 2 ) , on simplification

[( s  a ) 2  a 2 ][( s  a ) 2  a 2 ] 12
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

10. Find L(sinht sin3 2t)

Given
 e t  e t  3 sin 2t  sin 6t 
L    
 2  4 

=
1
8
  
3  L e t sin 2t  L(e t sin 6t )  3L(e t sin 2t )  L(e t sin 6t ) 
1 6 6 6 6 
=     
8  ( s  1)  4 ( s  1)  36 ( s  1)  4 ( s  1)  36 
2 2 2 2

3 1 1 1 1 
=     
4  ( s  1) 2  4 ( s  1) 2  36 (s  1) 2  4 ( s  1) 2  36 

5
11. Find L(e 4t t 2
)
We have
 ( n  1)
L(tn) = Put n= -5/2. Hence
s n 1
(3 / 2) 4 
L(t-5/2) =   3 / 2 Change s to s+4.
s 3 / 2 3s
4 
Therefore, L (e  4 t t  5 / 2 ) 
3( s  4)  3 / 2

12. 𝑳[𝒆𝒂𝒕 + 𝟐𝒕𝒏 − 𝟑𝒔𝒊𝒏𝟑𝒕 + 𝟒𝒄𝒐𝒔𝒉𝟐𝒕]

= 𝐿[𝑒 𝑎𝑡 ] + 2𝐿[𝑡 𝑛 ] − 3𝐿[𝑠𝑖𝑛3𝑡] + 4𝐿[𝑐𝑜𝑠ℎ2𝑡]

1 𝑛! 3 𝑠
=𝑠−𝑎 + 2 𝑠𝑛+1 − 3 𝑠2 +32 + 4 𝑠2 −22

13 . 𝑳(𝒆−𝒕 𝒄𝒐𝒔𝟐 𝟑𝒕)

1+𝑐𝑜𝑠6𝑡
𝑓(𝑡) = 𝑐𝑜𝑠 2 3𝑡 = 2

1+𝑐𝑜𝑠6𝑡 1 1 𝑠
𝐿[ ]= [ + 𝑠2 +36]
2 2 𝑠

1 1 𝑠
𝐿(𝑒 −𝑡 𝑐𝑜𝑠 2 3𝑡) = 2 [𝑠 + 𝑠2 +36]
𝑠→𝑠+1
13
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(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1 1 (𝑠+1)
𝐿(𝑒 −𝑡 𝑐𝑜𝑠 2 3𝑡) = 2 [𝑠+1 + (𝑠+1)2 +36]

14. 𝐋(𝐞𝟑𝐭 𝐬𝐢𝐧𝟓𝐭𝐬𝐢𝐧𝟑𝐭)

1
𝐿𝑒𝑡 𝑓(𝑡) = 𝑠𝑖𝑛5𝑡𝑠𝑖𝑛3𝑡 = 2 [cos(5𝑡 − 3𝑡) − cos(5𝑡 + 3𝑡)]

1
𝑓(𝑡) = 2 (𝑐𝑜𝑠2𝑡 − 𝑐𝑜𝑠8𝑡)

1 𝑠 𝑠 30𝑠
𝐿[𝑓(𝑡)] = 2 [𝑠2 +4 − ]=(𝑠2 +4)(𝑠2 +64)
𝑠2 +64

30𝑠
𝐿[𝑒 3𝑡 𝑓(𝑡)] = {(𝑠2 +4)(𝑠2 +64)}
𝑠→(𝑠−3)

30(𝑠−3)
𝐿(𝑒 3𝑡 𝑠𝑖𝑛5𝑡𝑠𝑖𝑛3𝑡) = ((𝑠−3)2 +4)((𝑠−3)2 +64)

30(𝑠−3)
𝐿(𝑒 3𝑡 𝑠𝑖𝑛5𝑡𝑠𝑖𝑛3𝑡) = (𝑠2
−6𝑠+13)(𝑠2 −6𝑠+73)

Transform of tn f(t)
Here we suppose that n is a positive integer. By definition, we have
𝐿 

F(s) =  e st f (t )dt
0

Differentiating ‘n’ times on both sides w.r.t. s, we get


dn  n st
s n 0
F ( s )  e f (t )dt
ds n
Performing differentiation under the integral sign, we get

dn
n
F ( s)   (t ) n e st f (t )dt
ds 0

Multiplying on both sides by (-1)n , we get


dn
(1) n
n
F ( s)   (t n f (t )e st dt  L[t n f (t )] , by definition
ds 0

Thus,
dn
L[tnf(t)]= (1) n F ( s)
ds n
14
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

This is the transform of tn f(t).

In particular, we have
d
L[t f(t)] =  F (s) , for n=1
ds
d2
L[t2 f(t)]= F (s) , for n=2, etc.
ds 2

Examples:
1. Find L[te-2t sin4t]
We have,
4
L[sin 4t ] 
s  16
2

So that,
 d  1 
L[t sin4t] = 4   2 
 ds  s  16 
8s
= 2
( s  16) 2
8( s  2)
L[e-2t t sin4t] =
(s  2   16) 2
2

2. Find L(t2 sin3t)

We have
3
L(sin3t) =
s 9
2

So that,
d2  3  d s 18( s 2  3)
L(t2 sin3t) =  2  = 6 =
ds 2  s 9 ds ( s  9) 2
2
( s 2  9) 3
3. Find 𝑳[𝒕𝒔𝒊𝒏𝒕]

1
𝑓(𝑡) = 𝑠𝑖𝑛𝑡 𝐿[𝑓(𝑡)] =
𝑠2 +1
𝑑 1
𝐿[𝑡𝑓(𝑡)] = (−1) ( 2 )
𝑑𝑠 𝑠 + 1
−2𝑠
𝐿[𝑡𝑠𝑖𝑛𝑡 ] =
(𝑠 2 + 1)2

15
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

4 . Find 𝑳[𝒕𝟓 𝒆𝟒𝒕 𝒄𝒐𝒔𝒉𝟑𝒕]

1
𝑓(𝑡) = 𝑡 5 𝑒 4𝑡 𝑐𝑜𝑠ℎ3𝑡 = 𝑡 5 𝑒 4𝑡 (𝑒 3𝑡 + 𝑒 −3𝑡 )
2
1
𝑓(𝑡) = (𝑒 7𝑡 𝑡 5 + 𝑒 𝑡 𝑡 5 )
2
1
𝐿[𝑓(𝑡)] = (𝐿[𝑡 5 ]𝑠→𝑠−7 + 𝐿[𝑡 5 ]𝑠→𝑠−1 )
2
5! 120
𝐿[𝑡 5 ] = =
𝑠 5+1 𝑠6
1 120 120 1 1
𝐿[𝑡 5 𝑒 4𝑡 𝑐𝑜𝑠ℎ3𝑡] = [ 6
+ 6
] = 60 [ 6
+ ]
2 (𝑠 − 7) (𝑠 − 1) (𝑠 − 7) (𝑠 − 1)6

5. Find 𝑳[𝒕(𝒔𝒊𝒏𝟑 𝒕 − 𝒄𝒐𝒔𝟑 𝒕)]

1 1
𝑠𝑖𝑛3 𝑡 − 𝑐𝑜𝑠 3 𝑡 = (3𝑠𝑖𝑛𝑡 − 𝑠𝑖𝑛3𝑡) − (3𝑐𝑜𝑠𝑡 + 𝑐𝑜𝑠3𝑡)
4 4

1 1
𝐿[𝑠𝑖𝑛3 𝑡 − 𝑐𝑜𝑠 3 𝑡] = (3𝐿[𝑠𝑖𝑛𝑡] − 𝐿[𝑠𝑖𝑛3𝑡]) − (3𝐿[𝑐𝑜𝑠𝑡] + 𝐿[𝑐𝑜𝑠3𝑡])
4 4
1 3 3 1 3𝑠 𝑠
=4 {𝑠2 +1 − 𝑠2 +9} − 4 {𝑠2 +1 + 𝑠2 +9}
𝑑
𝐿[𝑡𝑓(𝑡)] = (−1) 𝐹(𝑠)
𝑑𝑠
3 −2𝑠 2𝑠 1 (𝑠 2 + 1) − 2𝑠 2 (𝑠 2 + 9) − 2𝑠 2
𝐿[𝑡(𝑠𝑖𝑛3 𝑡 − 𝑐𝑜𝑠 3 𝑡)] = − { 2 + } + {3 + }
4 (𝑠 + 1)2 (𝑠 2 + 9)2 4 (𝑠 2 + 1)2 (𝑠 2 + 9)2

3
3𝑠 1 3
1 1 (1 − 𝑠 2 ) (9 − 𝑠 2 )
𝐿[𝑡(𝑠𝑖𝑛 𝑡 − 𝑐𝑜𝑠 𝑡)] = { 2 + } + {3 2 + }
2 (𝑠 + 1)2 (𝑠 2 + 9)2 4 (𝑠 + 1)2 (𝑠 2 + 9)2

6 .Find 𝑳[𝒆−𝟐𝒕 𝒔𝒊𝒏𝟑𝒕 + 𝒆𝒕 𝒕𝒄𝒐𝒔𝒕]

3 𝑠 (𝑠2 +1)1−2𝑠2 𝑠2 −1
𝐿[𝑠𝑖𝑛3𝑡] = 𝑠2 +9 𝐿[𝑐𝑜𝑠𝑡] = 𝑠2 +1 𝐿[𝑡𝑐𝑜𝑠𝑡] = − = (𝑠2 +1)2
(𝑠2 +1)2

3 3 3
𝐿[𝑒 −2𝑡 𝑠𝑖𝑛3𝑡] = [𝑠2 +9]𝑠→𝑠+2 = (𝑠+2)2 +9 = 𝑠2 +4𝑠+13

16
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑠2 −1 (𝑠−1)2 −1 𝑠2 −2𝑠
𝐿[𝑒 𝑡 𝑡𝑐𝑜𝑠𝑡] = [ (𝑠2 +1)2 ]𝑠→𝑠−1 = ((𝑠−1)2 +1)2 ] = (𝑠2 −2𝑠+2)2

3 𝑠2 −2𝑠
𝐿[𝑒 −2𝑡 𝑠𝑖𝑛3𝑡 + 𝑒 𝑡 𝑡𝑐𝑜𝑠𝑡] = 𝑠2 +4𝑠+13 + (𝑠2 −2𝑠+2)2

𝒇(𝒕)
Transform of 𝒕


We have , F(s) =  e st f (t )dt

0

Therefore,
   st  
  st 
 F (s)ds     e
s s 0
f (t )dt  ds

= 
0
f (t )   e ds dt
s 


 e st  
 f (t )   f (t ) 
=  f (t )   dt =  e st   dt  L 
0   t s 0  t   t 

Thus,

 f (t ) 
L    F ( s)ds
 t  s
f (t )
This is the transform of
t
Examples:
 et sin t 
1. Find L 
 t 
We have
1
L(e t sin t ) 
( s  1) 2  1
 et sin t  
Hence L  = 
ds


 tan 1 ( s  1) s 
 t  0 ( s  1)  1
2


=  tan 1 ( s  1) = cot –1 (s+1)
2

17
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2. Find L
sin t   sin at 
 . Using this, evaluate L  
 t   t 
We have
1
L(sint) = 2
s 1
So that


L{f(t)} = L
sin t 
 = s
ds
2
1
 
 tan 1 s S 
 t  s


=  tan 1 s  cot 1 s  F ( s )
2
Consider

L 
sin at   sin at 
 = a L   aLf (at )
 t   at 
 1  s 
= a  F   , in view of the change of scale property
 a  a 
s
= cot 1  
a

cos at  cosbt 
3. Find L  
 t
We have
s s
L [cosat – cosbt] =  2
s a
2 2
s  b2
So that
 
cos at  cosbt   s s  1   s 2  a 2 
L  =   s  a  2
ds = log  2 
 t 
s
2 2
s 2
 b  2   s  b 2  s

1  s2  a2   s 2  a 2 
=  Lt log    log  2 
2 
2  s   s 2  b 2   s  b 

1  s 2  b 2  1  s 2  b2 
= 0  log  2 
2 
= log  2 
2  s  a  2  s  a 2 

18
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝟐𝒔𝒊𝒏𝟑𝒕
4 .𝑳[𝒕𝒆𝟐𝒕 − ]
𝒕

1 1
𝐿[𝑡𝑒 2𝑡 ] = 𝐿[𝑡]𝑠→𝑠−2 = { 2 } =
𝑠 𝑠→𝑠−2 (𝑠 − 2)2
∞
2sin3t sin3t 3
L[ ] = 2𝐿 [ ] = 2∫ 2 2
𝑑𝑠
t t 𝑠 𝑠 +3

𝑠 𝜋 𝑠 𝑠
= 2[𝑡𝑎𝑛−1 ( )]∞
𝑠 = 2 [ − 𝑡𝑎𝑛
−1
( )] = 2𝑐𝑜𝑡 −1 ( )
3 2 3 3
2sin3t 1 𝑠
L [te2t − ]= − 2𝑐𝑜𝑡 −1
( )
t (𝑠 − 2)2 3
𝒄𝒐𝒔𝟐𝒕−𝒄𝒐𝒔𝟑𝒕
5 .𝑳[𝟑𝒕 + ]
𝒕

1
𝐿[3𝑡 ] = 𝐿[𝑒 𝑙𝑜𝑔2.𝑡 ] = 𝑠−𝑙𝑜𝑔2

𝑐𝑜𝑠2𝑡−𝑐𝑜𝑠3𝑡 ∞
𝐿[ ] = ∫𝑠 𝐿[𝑐𝑜𝑠2𝑡 − 𝑐𝑜𝑠3𝑡]𝑑𝑠
𝑡

∞ 𝑠 𝑠 1 1 ∞
∫𝑠 {𝑠2 +4 − 𝑠2 +9}𝑑𝑠 = [2 𝑙𝑜𝑔(𝑠 2 + 4) − 2 𝑙𝑜𝑔(𝑠 2 + 9)]
𝑠

∞
∞ 4
𝑠2 +4 1+ 2 𝑠2 +4
= [𝑙𝑜𝑔√𝑠2 +9] = [𝑙𝑜𝑔√ 𝑠
9 ] = − [𝑙𝑜𝑔√𝑠2 +9]
1+ 2
𝑠 𝑠
𝑠

𝑠2 + 4 𝑠2 + 9
= 𝑙𝑜𝑔1 − [𝑙𝑜𝑔√ ] = [𝑙𝑜𝑔 √ ]
𝑠2 + 9 𝑠2 + 4

𝑐𝑜𝑠2𝑡 − 𝑐𝑜𝑠3𝑡 1 𝑠2 + 9
𝐿 [3𝑡 + ]= + 𝑙𝑜𝑔√ 2
𝑡 𝑠 − 𝑙𝑜𝑔2 𝑠 +4

I Find L[ f(t)] in each of the following cases :

1. f(t) = et , 0 < t < 1 2. f(t) = 2 , 0  t  3
0, t>1 t, t>3

𝟏 𝟐+𝒆−𝟑𝒔 𝒆−𝟑𝒔
Answer (1)𝑳[𝒇(𝒕) = 𝒔−𝟏 [𝟏 − 𝒆−(𝒔−𝟏) ( 𝟐)𝑳[𝒇(𝒕) = +
𝒔 𝒔𝟐
19
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

II. Find the Laplace transforms of the following functions :

1. cos(2t + 3) 7. e-t sin3t + t cos2t
2. sin3t sin5t 8. t e-2t sin4t
e  at  e bt
3. sint sin2t sin3t 9.
t
sin 2 t
4. cosh2 3t 10.
t
5. sin2(2t+1)
3
 1 
6.  t  
 t

𝒔 𝟐 𝟏 𝒔 𝒔 𝟏 𝟏 𝟑 𝟐
Answer: 1)𝐜𝐨𝐬 𝟑 𝒔𝟐 +𝟒 − 𝒔𝒊𝒏𝟑 𝒔𝟐 +𝟒 2)𝟐 [𝒔𝟐+𝟒 − 𝒔𝟐 +𝟔𝟒] 3) 𝟐 [𝒔𝟐 +𝟒 − 𝒔𝟐 +𝟑𝟔 + 𝒔𝟐 +𝟏𝟔]
𝟏 𝟏 𝟏 𝟐 𝟏 𝟏 𝒔𝒄𝒐𝒔𝟐 𝟒𝒔𝒊𝒏𝟐 𝟑 𝟑 𝟑
4)𝟒 [𝒔−𝟔 + 𝒔+𝟔 + 𝒔 ] 5)𝟐 [ 𝒔 − 𝒔𝟐 +𝟏𝟔 + 𝒔𝟐 +𝟏𝟔] 6)√𝝅 [𝟒𝒔𝟐 𝒔 + 𝟐√𝒔 − 𝟐𝒔 𝒔 + 𝒔]
√ √ √
𝟑 𝒔𝟐 −𝟒 𝟖(𝒔+𝟐) 𝒔+𝒃 𝒔 𝒔𝟐 𝒔
7) + 𝟐 8) 𝟐 9)𝒍𝒐𝒈 (𝒔+𝒂) 10). 𝟒 𝐥𝐨𝐠 (𝒔𝟐 +𝟒) + 𝐜𝐨𝐭 −𝟏 (𝟐)
(𝒔+𝟏)𝟐 +𝟗 (𝒔𝟐 +𝟒) (𝒔𝟐 +𝟒𝒔+𝟐𝟎)

20
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Transformation of a periodic function

A function f(t) is said to be a periodic function of period T > 0 if f(t) = f(t + nT) where n=1,2,3,…..
The graph of the periodic function repeats itself in equal intervals.
For example, sint, cost are periodic functions of period 2 since

sin(t + 2n) = sin t, cos (t + 2n) = cost.

Formulae:
Let f(t) be a periodic function of period T. Then
T
1
 ST 
L{ f (t )}  e  st f (t )dt
1 e 0

Proof :
By definition, we have
 

L{ f(t)} =  e  st
f (t )dt   e su f (u )du
0 0
T 2T ( n 1)T

e f (u)du   e e
 su  su  su
= f (u)du  ....... f (u )du  ....  
0 T nT

 ( n 1)T
=  e
n 0
 su
f (u )du
nT

Let us set u = t + nT, then

 T

L{ f(t)} =  e
n 0 t 0
 s ( t  nT )
f (t  nT )dt

Here
f(t+nT) = f(t), by periodic property
Hence
 T
L{ f (t )}   (e  sT
) n
e
 st
f (t )dt
n 0 0

 1   st
T

 ST 
= e f (t )dt , identifying the above series as a geometric series.
1  e  0
Thus
 1   st
T

 sT 
L{f(t)} =  e f (t )dt
1  e  0

21
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

This is the desired result.

Examples:-

1. For the periodic function f(t) of period 4, defined by f(t) = 3t, 0 < t < 2
6, 2<t<4
find L {f(t)}

Here, period of f(t) = T = 4

We have,
 1   st  1   st
T 4

 sT  4 s 
L {f(t)} =  e f (t )dt = e f (t )dt
1  e  0 1  e  0
1  
2 4

4 s  
 st
= 3te dt  6e  st dt 
1 e 0 2 
    st  2 2 4
1    e e  st    e  st  
1  e 4 s     s  0 0  s    s  2 
= 3t    1. dt   6 
   

1  3 1  e 2 s  2se 4 s  
=  
1  e 4 s  s2 
Thus,
3(1  e 2 s  2se 4 s )
L{f(t)} =
s 2 (1  e  4 s )

2
2. A periodic function of period is defined by


f(t) = Psint , 0  t <

 2
0, t Where P and  are positive constants.
 
P
Show that L {f (t)} =
( s  w )(1  e s / w )
2 2

Here

22
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2
T= . Therefore

2 /   /
1 1
 e f (t )dt  Pe sin tdt
 st  st
L {f(t)} =  s ( 2 /  )
=  s ( 2 /  )
1 e 0 1 e 0
 /
 e  st 
=
P
 2  s sin t   cost
1  e  s ( 2 /  ) s 
2
0
P  (e  s /   1)
=
1  e  s ( 2 /  ) s2  2
P (1  e  s /  )
=
(1  e  s /  )(1  e  s /  )(s 2   2 )
P
=  s / 
(1  e )(s 2   2 )
This is the desired result.

3. A periodic function f(t) of period 2a, a>0 is defined by

P, 0  t  a
P  as 
f(t) = -P, a < t  2a show that L {f (t)} = tanh  
s  2
Here T = 2a. Therefore
2a
1
e
 st
L {f (t)} = f (t )dt
1  e 2 as 0

1  a 2a

1  e  2 as  0 a
 st  st
=  Pe dt   Pe dt 


=
P
s(1  e 2 as )

1  e sa   (e 2as  e as ) 
=
P
 2 as
s (1  e )

1  e  as  
2 P(1  e  as ) 2
s (1  e  as )(1  e  as )
P  e as / 2  e  as / 2  P  as 
=  as / 2   tanh  
s e  e as / 2  s 2
This is the result as desired.

23
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑎
𝐸 𝑎𝑠
𝐸 0≤𝑡≤ 2
4. Prove that L (f (t)) = 𝑠 tanh ( 4 ) where f(t+a)=f(t),given 𝑓(𝑡) = { 𝑎
−𝐸 ≤𝑡≤𝑎
2

Solution : The given function is periodic with period T=a

1 𝑇
𝐿[𝑓(𝑡)] = 1−𝑒 −𝑠𝑇 ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡

1 𝑎
= ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
1−𝑒 −𝑠𝑎 0

1 𝑎/2 𝑎
= 1−𝑒 −𝑠𝑎
{∫0 𝑒 −𝑠𝑡 𝐸𝑑𝑡 + ∫𝑎/2 𝑒 −𝑠𝑡 (−𝐸)𝑑𝑡}

𝑎/2 𝑎
𝐸 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= {[ −𝑠 ] +[ ] }
1−𝑒 −𝑠𝑎 0 𝑠 𝑎/2

𝐸 𝑎/2
= {−[𝑒 −𝑠𝑡 ]0 + [𝑒 −𝑠𝑡 ]𝑎𝑎/2 }
𝑠(1−𝑒 −𝑠𝑎 )

𝐸
= {𝑒 −𝑎𝑠/2 + 1 + 𝑒 −𝑎𝑠 − 𝑒 −𝑎𝑠/2 }
𝑠(1−𝑒 −𝑠𝑎 )

𝐸 𝐸(1−𝑒 −𝑎𝑠/2 )2
=𝑠(1−𝑒 −𝑠𝑎) {1 − 2𝑒 −𝑎𝑠/2 + 𝑒 −𝑎𝑠 } = 𝑠(1−𝑒 −𝑠𝑎 )

𝐸(1−𝑒 −𝑎𝑠/2 )2 𝐸(1−𝑒 −𝑠𝑎/2 )

𝐿[𝑓(𝑡)] = 𝑠(1−𝑒 −𝑠𝑎/2 )(1+𝑒 −𝑠𝑎/2 ) = 𝑠(1+𝑒 −𝑠𝑎/2 )

Multiplying both the numerator and denominator by 𝑒 𝑎𝑠/4 𝑤𝑒 𝑔𝑒𝑡

𝑎𝑠
𝐸(𝑒 𝑠𝑎/4 − 𝑒 −𝑠𝑎/4 ) 𝐸 2sinh( 4 ) 𝐸 𝑎𝑠
𝐿[𝑓(𝑡)] = 𝑠𝑎/4 −𝑠𝑎/4
= 𝑎𝑠 = tanh( )
𝑠(𝑒 +𝑒 ) 𝑠2cosh( 4 ) 𝑠 4

5. Find the Laplace transform of a periodic function of period 2𝜋/𝜔 is

𝐸𝑠𝑖𝑛𝜔𝑡 0 ≤ 𝑡 ≤ 𝜋/𝜔
defined by 𝑓(𝑡) = {
0 𝜋/𝜔 ≤ 𝑡 ≤ 2𝜋/𝜔

Solution: We have for a periodic function f(t)

1 𝑇
𝐿[𝑓(𝑡)] = 1−𝑒 −𝑠𝑇 ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 𝐻𝑒𝑟𝑒 𝑇 = 2𝜋/𝜔

24
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2𝜋/𝜔
1
𝐿[𝑓(𝑡)] = −𝑠2𝜋/𝜔
∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
1−𝑒
0

1 𝜋/𝜔 2𝜋/𝜔
= 1−𝑒 −𝑠2𝜋/𝜔 {∫0 𝑒 −𝑠𝑡 𝐸𝑠𝑖𝑛𝜔𝑡𝑑𝑡 + ∫𝜋/𝜔 𝑒 −𝑠𝑡 0𝑑𝑡 }

𝜋/𝜔
𝐸 𝑒 −𝑠𝑡
𝐿[𝑓(𝑡)] = { (−𝑠𝑠𝑖𝑛𝜔𝑡 − 𝜔𝑐𝑜𝑠𝜔𝑡)}
1 − 𝑒 −𝑠2𝜋/𝜔 (−𝑠)2 + 𝜔 2 0

−𝐸 𝑠𝜋
𝐿[𝑓(𝑡)] = 𝑠2𝜋 {𝑒 − 𝜔 (𝑠𝑠𝑖𝑛𝜋 + 𝜔𝑐𝑜𝑠𝜋) − 𝑒 0 (𝑠 𝑠𝑖𝑛0 + 𝜔𝑐𝑜𝑠0)}
(1 − 𝑒− 𝜔 )(𝑠 2 + 𝜔 2 )
𝑠𝜋
−𝐸
= 𝑠2𝜋 {−𝜔𝑒 − 𝜔 − 𝜔}
−
(1−𝑒 𝜔 )(𝑠2 +𝜔2 )

𝑠𝜋
𝐸𝜔
= 𝑠2𝜋 {1 + 𝑒 − 𝜔 }
−
(1−𝑒 𝜔 )(𝑠2 +𝜔2 )

𝑠𝜋
−
𝐸𝜔 (1+𝑒 𝜔 )
= −
𝑠𝜋
−
𝑠𝜋
(1−𝑒 𝜔 )(𝑠2 +𝜔2 )(1+𝑒 𝜔 )

𝐸𝜔
𝐿(𝑓(𝑡) = −
𝑠𝜋
(1−𝑒 𝜔 )(𝑠2 +𝜔 2 )

Exercise:
1.If 𝑓(𝑡) = 𝑡 2 , 0 < 𝑡 < 2 𝑎𝑛𝑑 𝑓(𝑡 + 2) = 𝑓(𝑡)𝑓𝑜𝑟 𝑡 > 2, 𝑓𝑖𝑛𝑑 𝐿[𝑓(𝑡)]

t, 0ta
2. Find L {f(t)} given 𝑓(𝑡) = { 𝑓(2𝑎 + 𝑡) = 𝑓(𝑡)
2a – t, a < t  2a

𝟐 𝟏 𝒂𝒔
Answer: 1) 𝒔𝟑 (𝟏−𝒆−𝟐𝒔) {𝟏 − (𝟐𝒔𝟐 + 𝟐𝒔 + 𝟏)𝒆−𝟐𝒔 } 2)𝒔𝟐 𝒕𝒂𝒏𝒉 ( 𝟐 )

25
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Inverse Laplace transform

Introduction:

Let L{f(t)} = F(s). Then f(t) is defined as the inverse Laplace transform of F(s) and is denoted by

L-1 {F(s)}.
Thus L-1 F(s) = f(t)

L-1 is known as the inverse laplace transform operator and is such that
LL1  L1 L  1
In the inverse problem(1), F(s) is given(known) and f(t) is to be determined.

Properties of Inverse Laplace transform

For each property on Laplace transform, there is a corresponding property on inverse Laplace
transform, which readily follow from the definitions.

1) Linearity Property

Let L-1 {F(s)} = f(t) and L-1 {G(s)} = g(t) and a and b be any two constants. Then
L-1 [a F(s)  b G(s)] = a L-1 {F(s)}  b L-1 { G(s)}

2) Shifting Property
at
If L-1 {F(s)}=f(t) then L-1 [F(s-a)]= e L-1{F(s)}

3) Inverse transform of derivative

If L-1{F(s)}=f(t) then L-1{F n (s)}= (1) n t n L1{F ( s)}

4) Division by s
t
F(s)
-1
If L {F(s)}=f(t) then L [ -1
  f (t )dt ]
s 0

26
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Table of Inverse Laplace Transforms of some standard functions

F(s) f (t )  L1 F ( s)
1 1
,s0
s
1 e at
,sa
sa
s Cos at
,s0
s  a2
2

1 Sin at
,s0
s  a2
2 a
1 Sin h at
,s a
s  a2
2
a
s
,s a
s  a2
2
Cos h at
1 tn
n 1
,s0
s n!
n = 0, 1, 2, 3, . . .
1 tn
,s0
n  1
n1
s
n > -1

Examples

1. Find the inverse Laplace transforms of the following:

1 sb 2s  5 4s  9
(i ) (ii) (iii) 
2s  5 s  a2
2
4s  25 9  s 2
2

Here

 
 1  1 1  1  1 2
5t
(i) L1   L  e
 2s  5  2  s  5  2
 2

27
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 sb   s   1  b
(ii) L1  2 2 
 L1  2 2 
 b L1  2 2 
 cos at  sin at
s  a  s  a  s  a  a

4 s  8  2 1 s  2 s9
5
 2s  5
(iii ) L1  2  2
 L  4 L1 2
 4 s  25 9  s  s 9
25 2
4 s2 
4

1 5t 5t   3 
  cos  sin   4cos h3t  sin h3t 
2 2 2  2 

Exercise:
Find the inverse Laplace transform of the following
s2 4s  1
(i ) 2  2
s  36 s  25
( s  2) 3
(ii)
s6
3s  5 2
(iii)
s2  8

1 3 8
(iv)  2

s s s s s
𝟏 𝟏
Answer 1)𝒄𝒐𝒔𝟔𝒕 + 𝟑 𝒔𝒊𝒏𝟔𝒕 + 𝟒𝒄𝒐𝒔𝟓𝒕 − 𝟓 𝒔𝒊𝒏𝟓𝒕
𝒕𝟐 𝒕𝟒 𝒕𝟓 𝟓
2) 𝟐 + 𝒕𝟑 + + 𝟏𝟓 3)𝟑 𝐜𝐨𝐬(𝟐√𝟐𝒕) + 𝟐 𝐬𝐢𝐧(𝟐√𝟐𝒕)
𝟐

Evaluation of L-1 F(s – a)

We have, if L{ f(t)} = F(s), then L[eat f(t)] = F(s – a), and so

L-1 F(s – a) = eat f(t) = e at L-1 F(s)

Examples
3s  1
1. Evaluate : L1
s  14

28
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

3s  1 - 1  1 1 1
Given  L-1  3 L1  2 L1
s  1 4
s  1 3
s  14

1 1
 3et L1 3
 2et L1 4
s s
Using the formula
1 tn
L1  and taking n  2 and 3, we get
s n 1 n!

3et t 2 et t 3
Given  
2 3

s2
2. Evaluate : L-1
s - 2s  5
2

s2  s  1  3  s 1 1
Given  L-1  L1  L
1
 3L1
s  1  4
2
 s  1  4 
2
s  1  4
2
s  12  4

s 1
 et L-1  3 et L1 2
s 4
2
s 4

3 t
 et cos 2t  e sin 2t
2
2s  1
3. Evaluate : L1
s  3s  1
2

Given  2L-1
s    1  2L s    L
3
2 1 1


3
2 1

s    5 4  s    5 4 s    5 4 
3 2
2
3 2
2
3 2
2

 3t s
3t
1 
 2e 2 L1 2  e 2 L1 2 
 s 5 s 5 
 4 4

3t
 5 2 5 
 2e 2 cos h t sin h t
 2 5 2 

29
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

−𝟏
𝒔𝟐
𝟒. 𝑳 [ ]
(𝒔 + 𝟏)𝟑

ℎ𝑒𝑟𝑒 𝑤𝑒 𝑛𝑒𝑒𝑑 𝑡𝑜 𝑒𝑥𝑝𝑟𝑒𝑠𝑠 𝑠 2 𝑖𝑛 𝑡𝑒𝑟𝑚𝑠 𝑜𝑓 (𝑠 + 1)

𝑠 2 = (𝑠 + 1)2 − 2𝑠 − 1 = (𝑠 + 1)2 − 2(𝑠 + 1) + 2 − 1

𝑠 2 = (𝑠 + 1)2 − 2(𝑠 + 1) + 1
𝑠2 (𝑠+1)2 −2(𝑠+1)+1
𝐿−1 [(𝑠+1)3 ] = 𝐿−1 [ ]
(𝑠+1)3

𝐻𝑒𝑟𝑒 𝑎 = −1 𝑎𝑛𝑑 (𝑠 + 1)𝑐ℎ𝑎𝑛𝑔𝑒𝑠 𝑡𝑜 𝑠 . 𝐻𝑒𝑛𝑐𝑒 𝑅. 𝐻. 𝑠 𝑏𝑒𝑐𝑜𝑚𝑒𝑠

𝑠2 −2𝑠+1 1 1 1
𝑒 −𝑡 𝐿−1 [ ] = 𝑒 −𝑡 {𝐿−1 (𝑠 ) −2𝐿−1 (𝑠2 ) + 𝐿−1 (𝑠3 )}
𝑠3

𝑠2 𝑡2
𝐿−1 [(𝑠+1)3 ] = 𝑒 −𝑡 (1 − 2𝑡 + 2 )

Exercise

Find the inverse Laplace transforms of the following

s5 e 4 s
1) 2 3)
s  6 s  13 ( s  4) 2

7s  4 ( s  2) e  s
2) 4)
4s  4s  9
2
( s  1) 4

𝒕
−
𝟑𝒕 (𝒄𝒐𝒔𝟐𝒕 𝒆 𝟐 𝟏
Answer:1).𝒆 + 𝟒𝒔𝒊𝒏𝟐𝒕) 𝟐) {𝟕 𝐜𝐨𝐬(√𝟐𝒕) + 𝟐√𝟐 𝐬𝐢𝐧(√𝟐𝒕)}
𝟒

(𝒕−𝟏)𝟐 (𝒕−𝟏)𝟑
3).{𝒆𝟒(𝒕−𝟒) (𝒕 − 𝟒)}𝒖(𝒕 − 𝟒) 4)𝒆−(𝒕−𝟏) { + } 𝒖(𝒕 − 𝟏)
𝟐 𝟔

30
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Inverse Laplace transform by partial fraction and Logarithmic function

Examples
1
(1)
( s  1)(s  2)
1
Let F(s)=
( s  1)(s  2)
By applying partial fraction we get
1 A B A( s  2)  B( s  1)
=  
( s  1)(s  2) ( s  1) ( s  2) ( s  1)(s  2)

1= A(s  2)  B(s  1)
1
put s=2  1  3B  B 
3
1
put s=-1  1  3 A  A  
3
Therefore
1 1
F(s)= 3  3
( s  1) ( s  2)

1 1 1 1
F(s)= 
3 ( s  2) 3 ( s  1)
Taking inverse laplace transform, we get
1 1 1 1 1 1
L1{F ( s)}  L1  L1 = e 2 t  e t
3 (s  2) 3 (s  1) 3 3

2 s 2  5s  4
2. Evaluate :
s 3  s 2  2s

we have
2s 2  5s  4 2s 2  5s  4 2s 2  5s  4 A B C
    

s  s  2s s s  s  2
3 2 2

ss  2s  1 s s  2 s 1

Then 2s2+5s-4 = A(s+2) (s-1) + Bs (s-1) + Cs (s+2)

31
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

For s = 0, we get A = 2, for s = 1, we get C = 1 and for s = -2, we get B = -1. Using these values in
2 s 2  5s  4 2 1 1
  
(1), we get s  s  2s s s  2 s  1
3 2

Hence
2s 2  5s  4
1
L 2 2  2  e  2t  e t
s  s  25

4s  5
3. Evaluate : L1
s  12 s  2

Let us take

4s  5 A B C
  
s  1 s  2 s  1
2 2
s 1 s  2
Then

4s + 5 = A(s + 2) + B(s + 1) (s + 2) + C (s + 1)2

For s = -1, we get A = 1, for s = -2, we get C = -3

Comparing the coefficients of s2, we get B + C = 0, so that B = 3. Using these values in (1),
we get

4s  5 1 3 3
  
s  1 s  2 s  1 s  1 s  2
2 2

Hence
4s  5 1 1 1
L1  e t L1  3e t L1  3e 2t L1
s  1 s  2
2
s 2
s s
 tet  3et  3e2t
s3
4. Evaluate : L1
s4  a4
Let
s3 A B Cs  D
   (1)
s4  a4 s  a s  a s2  a2

32
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Hence

s3 = A(s + a) (s2 + a2) + B (s-a)(s2+a2)+(Cs + D) (s2 – a2)

For s = a, we get A = ¼; for s = -a, we get B = ¼; comparing the constant terms, we get
D = a(A-B) = 0; comparing the coefficients of s3, we get
1 = A + B + C and so C = ½. Using these values in (1), we get

s3 1 1 1  1 s
    
s a
4 4
4  s  a s  a  2 s  a2
2

Taking inverse transforms, we get

L1
s3
s a
4 4
1
 1
 e at  e at  cos at
4 2
s
5. Evaluate : L1
s  s2 1
4

Consider
s s 1 2s 
 2   2
2
 2
    2 
s  s 1 s  s 1  s  s 1 2  s  s 1 s  s 1 
4
 
1  s  s  1  s  s  1 1 
2 2
1 1 
     2
2  s  s  1s  s  1  2  s   

2 2 2
 s 1 s  s 1 

 
1 1 1 
  
3 

 
2 s 1  3 s 1 2 
2
2

4 2
  4
Therefore

 1 
1 s 1  2 t 1 1 1
 t 1 
 e L  e 2 L1
3 
L 4
s  s 1 2 
2
s2 
3
s2 
 4 4

33
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 3 3 
1  1 sin
t t  1 t sin t
 e 2 2 e 2 2 
2 3 3 
 2 2 

2  3  t
 sin  t  sin h 
3  2  2

1
6. 𝐿−1 [ ]
𝑠(𝑠+1)(𝑠+2)(𝑠+3)

1 𝐴 𝐵 𝐶 𝐷
𝐿−1 [𝑠(𝑠+1)(𝑠+2)(𝑠+3)] = 𝑠 + 𝑠+1 + 𝑠+2 + 𝑠+3

Multiplying By s(s+1)(s+2)(s+3) we get

1=A(s+1)(s+2)(s+3)+Bs(s+2)(s+3)+Cs(s+1)(s+3)+Ds(s+1)(s+2)

Put s=0 : 1= A(6) A=1/6

Put s=1 :1=B(-2) B=-1/2

Put s=-2 : 1=C(2) C=1/2

Put s=-3 : 1=D(-6) D=-1/6

1 1 1 1 1 1 1 1 1
𝐿−1 [ ] = 𝐿−1 [ ] − 𝐿−1 [ ] + 𝐿−1 [ ] − 𝐿−1 [ ]
𝑠(𝑠 + 1)(𝑠 + 2)(𝑠 + 3) 6 𝑠 2 𝑠+1 2 𝑠+2 6 𝑠+3

1 1 1 1 1
𝐿−1 [ ] = − 𝑒 −𝑡 + 𝑒 −2𝑡 − 𝑒 −3𝑡
𝑠(𝑠 + 1)(𝑠 + 2)(𝑠 + 3) 6 2 2 6

Transform of logarithmic and inverse functions

We have, if L{ f(t)}  F(s), then Ltf t    F s 

d
Hence.
ds
 d 
L1   F s   tf (t )
 ds 

34
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Examples
sa
(1) Evaluate : L1 log  
 sb
sa
Let F ( s )  log    log s  a   log s  b 
 sb

 1 1 
F s    
d
Then  
ds  s  a s  b 

 d 
So that L1  F s    e  at  e bt  
 ds 

or t f t   e bt  e  at

e bt  e  at
Thus f t  
b
s+1
2). L−1 [log ( )]
s−1
s+1
log (s−1) = 𝑙𝑜𝑔(𝑠 + 1) − log(𝑠 − 1)

1 1 1 1
−𝑓 ′ (𝑠) = − {𝑠+1 − 𝑠−1} = 𝑠−1 − 𝑠+1

1 1
𝐿−1 [−𝑓 ′ (𝑠)] = 𝐿−1 [ ] − 𝐿−1 [ ]
𝑠−1 𝑠+1

𝑡𝑓(𝑡) = 𝑒 𝑡 − 𝑒 −𝑡
𝑒 𝑡 −𝑒 −𝑡
𝑓(𝑡) = 𝑡

𝑎2
3.. L−1 [log (1 + 𝑠2 )]

𝑎2 𝑠2 +𝑎2
𝐹(𝑠) = log((1 + 𝑠2 ) = log( )
𝑠2

𝐹(𝑠) = log(𝑠 2 + 𝑎2 ) − 2𝑙𝑜𝑔𝑠

2𝑠 2
−𝑓 ′ (𝑠) = − { − }
(𝑠 2 2
+𝑎 ) 𝑠
35
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1 𝑠
𝐿−1 [−𝑓 ′ (𝑠)] = 2 {𝐿−1 ( ) − 𝐿−1 ( 2 )}
𝑠 (𝑠 + 𝑎2 )

𝑡𝑓(𝑡) = 2(1 − 𝑐𝑜𝑠𝑎𝑡)

2(1−𝑐𝑜𝑠𝑎𝑡)
𝑓(𝑡) =
𝑡

−1
𝑠2 + 1
4. L [log ( )]
𝑠(𝑠 + 1)

𝐹(𝑠) = log(𝑠 2 + 1) − {𝑙𝑜𝑔𝑠 + log(𝑠 + 1)}

2𝑠 1 1
−𝑓 ′ (𝑠) = − { − − }
(𝑠 2+ 1) 𝑠 𝑠 + 1

1 1 𝑠
𝐿−1 [−𝑓 ′ (𝑠)] = {𝐿−1 ( ) + 𝐿−1 ( ) − 2𝐿−1 ( 2 )}
𝑠 𝑠+1 (𝑠 + 1)

𝑡𝑓(𝑡) = 1 + 𝑒 −𝑡 − 2𝑐𝑜𝑠𝑡

a
5) Evaluate L1 tan 1  
s

a
Let F ( s )  tan 1  
s
 a 
F s    2
d
Then 
 s  a 
2
ds
 d 
or L1  F s   sin at
 ds 
so that
or t f t   sin at

f t  
sin at
t

𝑠+𝑎
6) L−1 [𝑐𝑜𝑡 −1 ( )]
𝑏

36
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

−1 1 −𝑏
𝑓 ′ (𝑠) = (𝑠+𝑎)2
. 𝑏 = 𝑏2 +(𝑠+𝑎)2
1+ 2
𝑏

𝑏 𝑏
𝐿−1 [−𝑓 ′ (𝑠)] = 𝐿−1 [ 2 2
] = 𝑒 −𝑎𝑡 𝐿−1 [ 2 ]
(𝑠 + 𝑎) + 𝑏 𝑠 + 𝑏2

𝑡𝑓(𝑡) = 𝑒 −𝑎𝑡 𝑠𝑖𝑛𝑏𝑡

𝑒 −𝑎𝑡 𝑠𝑖𝑛𝑏𝑡
𝑓(𝑡) = 𝑡
Find the inverse Laplace Transform of the following functions.

2𝑠2 −6𝑠+5 3𝑠−1 𝑠+4

1) (𝑠−1)(𝑠−2)(𝑠−3) 2)(𝑠−3)(𝑠2 +4) 3)𝑠𝑙𝑜𝑔 (𝑠−4)

𝒆𝒕 𝟓 𝟖 𝟖 𝟏𝟓 𝟐(𝟒𝒕𝒄𝒐𝒔𝒉𝟒𝒕−𝒔𝒊𝒏𝒉𝟒𝒕)
Answer:𝟏) 𝟐 − 𝒆𝟐𝒕 + 𝟐 𝒆𝟑𝒕 𝟐) 𝟏𝟑 𝒆𝟑𝒕 − 𝟏𝟑 𝒄𝒐𝒔𝟐𝒕 + 𝟐𝟔 𝒔𝒊𝒏𝟐𝒕 3) 𝒕𝟐

37
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

CONVOLUTION THEOREM AND L.T. OF CONVOLUTION INTEGRAL

Introduction:
The convolution of two functions f(t) and g(t) denoted by f(t)  g(t) is defined as
t

f(t)  g(t) =  f (t  u) g (u)du

0

Property:
f(t)  g(t) = g(t)  f(t)
Proof :- By definition, we have
t

f(t)  g(t) =  f (t  u) g (u)du

0

Setting t-u = x, we get

0

f(t)  g(t) =  f ( x) g (t  x)(dx)

t
t

=  g (t  x) f ( x)dx  g (t )  f (t )
0

This is the desired property. Note that the operation  is commutative.

Convolution theorem :-

L[f(t)  g(t)] = L{f(t)}.L{g(t)}

Proof :- Let us denote

t

f(t)  g(t) = (t) =  f (t  u) g (u)du

0

Consider
 t
L[ (t )]   e [  f (t  u ) g (u )]dt
 st

0 0
 t

e
 st
= f (t  u ) g (u )du (1)
0 0

We note that the region for this double integral is the entire area lying between the lines u =0
and u = t. On changing the order of integration, we find that t varies from u to  and u varies
from 0 to .

38
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

u
u=t
t=u t=
0 u=0 t

Hence (1) becomes

 

 e
 st
L[(t)] = f (t  u ) g (u )dtdu
u  0 t u

 
=  e  su g (u ) e  s (t u ) f (t  u )dt du
0 u 

 
=  e  su g (u ) e  sv f (v)dv du , where v = t-u
0 0 
 

= e  su
g (u)du  e sv f (v)dv
0 0

= L g(t) . L f(t)
Thus
L f(t) . L g(t) = L[f(t)  g(t)]
This is desired property.
Thus convolution theorem is verified.

Inverse transform of F(s) by using convolution theorem

We have, if L[f(t)]  F(s) and L[g(t) ]  G(s), then

Lf(t)  g(t)  Lf (t )  Lg (t )  F ( s) G ( s) and so

t
L1 F ( s) G ( s)  f (t )  g (t )   f t  u g u du
0

This expression is called the convolution theorem for inverse Laplace transform.

39
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Examples
Employ convolution theorem to evaluate the following :
 1 
(1) L1  
 s  a s  b  
1 1
Let us denote F(s)  , G(s) 
sa sb

Taking the inverse, we get f(t)  e -at , g(t)  e -bt

Therefore, by convolutio n theorem,

t t
1
L-1   e  a t u e bu du  e  at  e a b u du
s  a s  b  0 0

 e a b t  1 e bt  e  at
 e  at   
 ab  a b
1
2. 𝐿−1 [𝑠2(𝑠+1)2]

1 1
𝐹(𝑠) = 𝐺(𝑠) =
𝑠2 (𝑠 + 1)2

𝑓(𝑡) = 𝐿−1 [𝐹(𝑠)] = 𝑡 𝑔(𝑡) = 𝐿−1 [𝐺(𝑠)] = 𝑒 −𝑡 𝑡

Now by applying convolution theorem we have

𝑡 𝑡
−1
1
𝐿 [ 2 2
] = ∫ 𝑢𝑒 −(𝑡−𝑢) (𝑡 − 𝑢)𝑑𝑢 = 𝑒 −𝑡 ∫ (𝑡𝑢 − 𝑢2 )𝑒 𝑢 𝑑𝑢
𝑠 (𝑠 + 1) )
𝑢=0 𝑢=0

= 𝑒 −𝑡 [(𝑡𝑢 − 𝑢2 )𝑒 𝑢 − (𝑡 − 2𝑢)𝑒 𝑢 + (−2)𝑒 𝑢 ]𝑡𝑢=0

= 𝑒 −𝑡 [(0 − 0)— (−𝑡𝑒 𝑡 − 𝑡) − 2(𝑒 𝑡 − 1)

= 𝑡 + 𝑡𝑒 −𝑡 − 2 + 2𝑒 −𝑡

1
𝐿−1 [ ] = 𝑡 + 𝑡𝑒 −𝑡 − 2 + 2𝑒 −𝑡
𝑠 2 (𝑠 + 1)2 )
40
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

s
(3) L1
s 2
 a2  2

1 s
Let us denote F(s)  , G (s)  2 Then
s a22
s  a2

sin at
f(t)  , g(t)  cos at
a

Hence by convolutio n theorem,

t
  sin at  u  cos au du
s 1
L-1
s 2
 a2 
2
0
a

1 sin at  sin at  2au 

t

a 0
 du , by using compound angle formula
2

cosat  2au  
t
1  t sin at
 u sin at  
2a   2a 
0 2a
 s 
(4) L1  
 s  1 s  1 
2
 
Here
1 s
F(s)  , G ( s)  2
s 1 s 1
Therefore
f(t)  et , g(t)  sin t

By convolutio n theorem, we have

t
 e u 
-1 1
  e t u sin u du e 
t
 sin u  cos u 
L
s  1 s  1
2
   2 0


2

e t t
 
e  sin t  cos t    1  e t  sin t  cos t
1
2


41
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑠2
5 .𝐿−1 [(𝑠2 +𝑎2 )(𝑠2 +𝑏2 )]

𝑠 𝑠
𝐹(𝑠) = 𝐺(𝑠) =
(𝑠 2 + 𝑎2 ) (𝑠 2 + 𝑏 2 )

𝑓(𝑡) = 𝐿−1 [𝐹(𝑠)] = 𝑐𝑜𝑠𝑎𝑡 𝑔(𝑡) = 𝐿−1 [𝐺(𝑠)] = 𝑐𝑜𝑠𝑏𝑡

Now by applying convolution theorem we have

𝑡
𝑠2
𝐿−1 [ 2 ] = ∫ cos 𝑎𝑢. cos(𝑏𝑡 − 𝑏𝑢) 𝑑𝑢
(𝑠 + 𝑎2 )(𝑠 2 + 𝑏 2 )
𝑢=0

1 𝑡
= 2 ∫𝑢=0 [cos(𝑎𝑢 + 𝑏𝑡 − 𝑏𝑢) + cos(𝑎𝑢 − 𝑏𝑡 + 𝑏𝑢)] 𝑑𝑢

1 sin(𝑎𝑢+𝑏𝑡−𝑏𝑢) sin(𝑎𝑢−𝑏𝑡+𝑏𝑢) 𝑡
= 2[ + ]
𝑎−𝑏 𝑎+𝑏 𝑢=0

1 1 1
= 2 [𝑎−𝑏 (𝑠𝑖𝑛𝑎𝑡 − 𝑠𝑖𝑛𝑏𝑡) + 𝑎+𝑏 (𝑠𝑖𝑛𝑎𝑡 + 𝑠𝑖𝑛𝑏𝑡)]

1 1 1 1 1
[𝑠𝑖𝑛𝑎𝑡 ( + ) + 𝑠𝑖𝑛𝑏𝑡 ( − )]
2 𝑎−𝑏 𝑎+𝑏 𝑎+𝑏 𝑎−𝑏
1 2𝑎 −2𝑏
= [𝑠𝑖𝑛𝑎𝑡 𝑎2 −𝑏2 + 𝑠𝑖𝑛𝑏𝑡 𝑎2 −𝑏2 ]
2

𝑠2 𝑎𝑠𝑖𝑛𝑎𝑡−𝑏𝑠𝑖𝑛𝑏𝑡
𝐿−1 [(𝑠2 +𝑎2 )(𝑠2 +𝑏2 )] = 𝑎≠𝑏
𝑎2 −𝑏 2

Exercise

By employing convolution theorem, evaluate the following :

1 4s  5
(1) L1 (2) L1
s 2
a 2 2
 s  12 s  2

𝟏 𝟏 𝟏
Answer1) 𝟐𝒂𝟑 (𝒔𝒊𝒏𝒂𝒕 − 𝒂𝒕𝒄𝒐𝒔𝒂𝒕) 2)𝟑 𝒆𝒕 − 𝟑 𝒆−𝟐𝒕 + 𝟑𝒕𝒆𝒕

42
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

LAPLACE TRANSFORM METHOD FOR DIFFERENTIAL EQUATIONS

INTRODUCTION:
Laplace transform technique is employed to solve Differential equations.This technique is
employed to solve initial-value problems. Laplace transform is very useful in obtaining the
solution of linear differential equations, both ordinary and partial. Laplace transform is also
useful to find the solution of integral equations.

Transforms of the derivatives of f(t)

Consider


L { f (t ) }=  e  st f (t )dt

0


= e  st


f (t ) 0   (s)e  st f (t )dt , by using integration by parts

 
0
 st
= Lt (e f (t )  f (0)  sLf (t )
t 

= 0 - f (0) + s Lf(t)
Thus
L f (t ) = s L {f(t)} – f(0)
Similarly,
L f (t ) = s2 L f(t) – s f(0) - f (0)

In general, we have
Lf n (t )  s n Lf (t )  s n1 f (0)  s n2 f (0)  ....... f n 1
(0)

Some of the standard expansions are follows

L[f (t)]  s L f(t) - f(o)

Lf (t)  s 2 L f(t) - s f(o) - f (o)

L f (t)  s 3 L f(t) - s 2 f(o) - s f (o) - f (o)

43
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Examples
1) Solve by using Laplace transform method

y  y  t e t , y(o)  2
Taking the Laplace transform of the given equation, we get

sL yt   yo   L yt   1 2

s  1

Using the given condition, this becomes

s  1L yt   2  1
s  12

so that

2s 2  4s  3
L y t  
s  13

Taking the inverse Laplace transform, we get

2s 2  4s  3
Y t   L1
s  13

 2s  1  12  4s  1  1  3 

 L1  
 s  13 

 2 1 
 L1   3
 s  1 s  1 


1 t 2
2

e t 4 

This is the solution of the given equation.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

(2) Solve by using Laplace transform method :

y  2 y  3 y  sin t , y(o)  y(o)  0

Taking the Laplace transform of the given equation, we get

s 2

Ly (t )  sy (o)  y (o)  2s Ly (t )  y (o)  3 L y (t ) 
1
s 1
2

Using the given conditions, we get


L y (t ) s 2  2s  3   1
s 12
or
1
L y (t ) 

s  1s  3 s 2  1 
or
 1 
y (t )  L1  
 s  1s  3 s  1 
2
 
 A B Cs  D 
 L1    2
 s  1 s  3 s  1 
 s 1
  
1  1 1 1 1
L    2 5
10 by using the method of partial sums,
 8 s  1 40 s  3 s 1 
 

 et  e 3t  cos t  2 sin t 

1 1 1
8 40 10
This is the required solution of the given equation.

3) Solve by using laplace transform y  4 y  3 y  0, given that y(o)  0 , y (o)  1

Solution
y  4 y  3 y  0,

by taking laplace transform on both side we get

45
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

L[ y]  4L[ y]  3L[ y]  0

s 2

L[ y ]  sy (o)  y (o)  4s L[ y ]  y (o)  3 L[ y ]  0
s 2 L[ y ]  s.0  1  4{s L[ y ]  0}  3 L[ y ]  0
s 2 L[ y ]  4s L[ y ]  3 L[ y ]  1  0
( s 2  4s  3) L[ y ]  1
1
L[ y ]  2
( s  4s  3)
Therefore,
 1 
y  L1  2 
 ( s  4s  3) 

 1 
y  L1  
 ( s  2)  1
2

 1 
 e 2t L1  2 
 ( s  1
 e 2t sinh t

4). Solve the differential equation using the Laplace transform method.

𝑑2 𝑦 𝑑𝑦 𝑑𝑦(0)
+ 5 𝑑𝑡 + 6𝑦 = 5𝑒 2𝑡 given that y (0) =2, =1
𝑑𝑡 2 𝑑𝑡

Taking the Laplace transform on both sides of the given equation we have
𝐿[𝑦 ′′ (𝑡)] + 5𝐿[𝑦 ′ (𝑡)] + 6𝐿[𝑦(𝑡)] = 5𝐿[𝑒 2𝑥 ]

5
{𝑠 2 𝐿[𝑦(𝑡)] − 𝑠𝑦(0) − 𝑦 ′ (0)} + 5{𝐿[𝑦(𝑡) − 𝑦(0)} + 6𝐿[𝑦(𝑡)] =
𝑠−2
𝑢𝑠𝑖𝑛𝑔 𝑡ℎ𝑒 𝑔𝑖𝑣𝑒𝑛 𝑖𝑛𝑖𝑡𝑖𝑎𝑙 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑠 𝑤𝑒 𝑜𝑏𝑡𝑎𝑖𝑛
5
(𝑠 2 + 5𝑠 + 6)𝐿[𝑦(𝑡)] − 2𝑠 − 1 − 10 =
𝑠−2
5
(𝑠 2 + 5𝑠 + 6)𝐿[𝑦(𝑡)] = (2𝑠 + 11) +
𝑠−2
(2𝑠+11)(𝑠−2)+5 2𝑠2 +7𝑠−17
𝐿[𝑦(𝑡)] = = (𝑠−2)(𝑠+2)(𝑠+3)
(𝑠−2)(𝑠2 +5𝑠+6)

46
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2𝑠 2 + 7𝑠 − 17
[𝑦(𝑡)] = 𝐿−1 [ ]
(𝑠 − 2)(𝑠 + 2)(𝑠 + 3)

2𝑠2 +7𝑠−17 𝐴 𝐵 𝐶
= 𝑠−2 + 𝑠+2 + 𝑠+3
(𝑠−2)(𝑠+2)(𝑠+3)

2𝑠 2 + 7𝑠 − 17 = 𝐴(𝑠 + 2)(𝑠 + 3) + 𝐵(𝑠 − 2)(𝑠 + 3) + 𝐶(𝑠 − 2)(𝑠 + 2)

Put s=2 :5=A(4)(5) A=1/4

Put s=-2 : -23= B(-4)(1) B=23/4

Put s=-3 : -20=C(-5)(-1) C=-4

2𝑠2 +7𝑠−17 1 1 23 −1 1 1
Hence 𝐿−1 [(𝑠−2)(𝑠+2)(𝑠+3)] = 4 𝐿−1 [𝑠−2] + 𝐿 [𝑠+2] − 4𝐿−1 [𝑠+3]
4

1 2𝑡 23 −2𝑡
[𝑦(𝑡)] = 𝑒 + 𝑒 − 4𝑒 −3𝑡
4 4

d2x dx
(5) A particle is moving along a path satisfying , the equation 2
6  25 x  0 where
dt dt
x denotes the displaceme nt of the particle at time t. If the initial position of the particle is at x  20
and the initial speed is 10, find the displaceme nt of the particle at any time t using Laplace transforms.

Given equation may be rewritten as

x' ' (t)  6x' (t)  25x(t)  0

Here the initial conditions are x(o)  20, x' (o)  10.
Taking the Laplace transform of the equation, we get

47
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 
Lx(t) s 2  6s  25  20 s  130  0 or
20 s  130
Lx(t) 
s 2  6s  25
so that

 20 s  130   20s  3  70 
x(t)  L1    L1  
 s  3  16   s  3  16 
2 2

s3 1
 20 L1  70 L1
s  3  16
2
s  32  16
e 3t sin 4t
 20 e 3t cos 4t  35
2
This is the desired solution of the given problem.

(6) A voltage Ee -at is applied at t  0 to a circuit of inductance L and resistance R. Show that the
E  at 
Rt

current at any time t is e  e L

R - aL  
The circuit is an LR circuit. The differential equation with respect to the circuit is

di
L  Ri  E (t )
dt
Here L denotes the inductance, i denotes current at any time t and E(t) denotes the E.M.F.
It is given that E(t) = E e-at. With this, we have

Thus, we have
di
L  Ri  Ee at or
dt
Li ' (t )  R i (t )  Ee at

 
LLT i' (t)  RLT i' (t)  E LT e  at or

Taking Laplace transform( LT ) on both sides, we get

48
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Ls LT i (t )  i (o)  RLT i (t )  E

1
sa

LT i (t )sL  R  
E
Since i(o)  o, we get or
sa
E
LT i (t ) 
s  a   sL  R 
E
Taking inverse transform L-T1 , we get i (t )  LT1
( s  a)(sL  R)
E  1 1 1 
  LT  L LT1
R  aL  s  a sL  R 
Thus

E   at
Rt 

i (t )  e  e L 
R  aL  

This is the result as desired.

Exercise:
Employ Laplace transform method to solve the following initial – value problems
1) y   2 y   y   2 y  0 given y (0)  y (0)  0, y (0)  6

2) y   4 y   3 y  e t , y (0)  1  y (0)

𝟕 𝟏 𝟑
Answer:1)𝒚(𝒕) = 𝟐𝒆−𝟐𝒕 + 𝒆𝒕 − 𝟑𝒆−𝒕 2)𝒚(𝒕) = 𝟒 𝒆−𝒕 + 𝟐 𝒕𝒆−𝒕 − 𝟒 𝒆−𝟑𝒕

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