Unit 4 - Mathematics III - WWW - Rgpvnotes.in

Program : B.
Tech
Subject Name: Mathematics-III
Subject Code: BT-301
Semester: 3rd
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Module -4
Transform Calculus
Contents
Laplace Transform, Laplace Transform of elementary function, Properties of Laplace Transform,Change of
Scale property , First and Second Shifting Properties , Laplace Transform of periodic functions , Laplace
Transform of Derivatives and Integrals, Inverse Laplace Transform and Its Properties, Convolution
Theorem, Application of Laplace Transform in Solving the Ordinary Differential Equations. Fourier
transforms.
1. Motivation: Laplace transform a very powerful technique is that it replaces operations of

calculus by operations of algebra. Laplace transform is an integral transform method which is
particularly useful in solving linear ordinary differential equations. It finds very wide applications in
various areas of physics, electrical engineering, control engineering, optics, mathematics and signal
processing .Laplace transforms help in solving complex problems with a very simple approach.
2. Prerequisite:
Function, the concept of limit, continuity, ordinary derivative of function, rules and formulae of
differentiation and integration of function of one independent variable.
3. Objective: The Laplace transform method solves differential equations and corresponding initial
and boundary value problems. The Laplace transforms reduce the problem of solving a differential
equation to an algebraic problem. It is also useful in problems where the mechanical or electrical
driving force has discontinuities, is impulsive or is a complicated periodic function.
The Laplace transform also has the advantage that it solves problems directly,initial and boundary
value problems without determining a general solution.
(1) L f (t) :Laplace transform of a function

4. Key Notations:
(2) L1  f (t) :Inverse Laplace transform of a function
5. Key Definitions:
(s)  est f (t) dt provided the integral exists, is called the Laplace Transform of f (t) .
(1) LAPLACE TRANSFORM: Let f (t) be a function defined for all positive values of t , then

L  f (t)   (s)   e s t f ( t ) dt
It is denoted as

(2) INVERSE LAPLACE TRANSFORM: If L  f (t)   (s)   0 e f ( t ) dt then f (t) is called the

s t
Inverse Laplace transform of(s) .
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It is denoted as L1 (s) f (t) .
6. Important Formulae/ Theorems / Properties:

LAPLACE TRANSFORM:
STANDARD FORMULAE:
1) L(eat )  (s  a)
1
s a
2) L(1)  (s  0)
1
s
3) L(sin at) 
a
s2  a 2
4) L(cos at) 
s
s2  a2
L(sinh at)  2 (s  a )
a
s  a2

5)
6) L(cosh at)  2 (s  a )
s
s  a2
n 1
7) L(tn )  n1
s
7. SAMPLE PROBLEMS:
I.Exercise can be solved based on following sample problem.
LAPLACE TRANSFORM BY DEFINITION:
 cos t for 0  t  
Ex. Find the Laplace transform of
f (t)  
 sin t for t  

Chameli Devi Group of Institutions
Subject : Mathematics-III Subject Code : BT302


Solution: By the definition of Laplace transform we have,
L  f (t)   e

f (t) dt   e cos t dt    e st sin t dt

 
 st  st


0 0
But  eax cos bx dx  a cos bx  b sin bx

a  b 2 
eax
2
 e sin bx dx  a sin bx  b cos bx

a  b 2 
ax eax
2

L  f (t)   e  st  s cos t  sin t    e  st  s sin t  cos t   
 
s 2 1  0 s 2 1   
1 1

 e s (s)  (s)  e s 
   
1 1
s 11 s 1
 s  (s 1) e 
2 2
 s
s 2 1  
Unsolved Problem
0 t  2 Ans : 3 e
Find the Laplace transform of following functions.
1) f (t)  (t  2) t2, f (t)  0
2 2s
2
2) f (t)  t 0  t  a
s
 b t  a Ans :  (b  a)  1  eas

1
s2  s s2 
3) f (t)  t , 0  t  3 Ans : 1 3 1  3s
 
6,t3 s2 s s2 
e



II Exercise can be solved based on following sample problem.
L k1 f (t)  k2 g(t)  k1 L  f (t)  k 2 L  g(t)

LAPLACE TRANSFORM BY LINEARITY PROPERTY:
Ex.Find the Laplace transform of sin  t   


Solution: By linearity property, we have
L sin  t      L sin t cos   cos t sin  

cos L sin t   sin  L cost 
฀
cos  sin 
s  s 2  2
s
2 2

Unsolved Problem
1) t 2  e2t  cosh2 3t Ans :  1 1 s 

 
2 1
s3 (s  2) 2 s s 2  62 


2) (sin 2t  cos 2t)2 Ans : 

1 4
s s  42
2
3) cos(wt  b) Ans : 2 cos b  2

s w s  w2
s w
2
sin b
4) sin(5t  3) Ans : 2 cos 3  2

5 s
s  52 1 1 s  52

sin 3
 s s  s 


5) cost cos 2t cos3t Ans :
4 s s2  22 s  4 s2  62 
 
 
2 2
(s 1)(s  9)(s2  25)

6) sin5 t Ans : 2 5!
2
1 s
CHANGE OF SCALE PROPERTY:
If L[ f (t)]   (s) then L[ f (at)]    
a  a 
Ex.If L f (t) log  , find L f (2t).
s3
 s  

L  f (2t)    
1 s
Solution: By change of scale property, we have
2  2 
 s  
  2   3 
 
L  f (2t) 2 log   s  
1
 1 
 
 2  
 
s  6 
 log
 
1
 s  2 

2
Unsolved Problem
If L[ f (t)]   (s) then L[ f (at)]  ( )
1 s
 s  3  (s  6)
a a
1) Find L[ f (2t)] if L[ f (t)]  log  Ans : 2 log (s  2)
1
 s 1 
 1 
2) Find L[(erf 2 t )], If L ert t   Ans :
2
 s s 1  ss4
3) Find Lcos 4t , If Lcos t  2
s
s 1

If L[ f (t)]   (s)then L[eat f (t)]   (s  a) & L[eat f (t)]  (s  a)

FIRST SHIFTING THEOREM:
Ex. Find the Laplace transform of sin 2t cost cosh 2t .

Solution: We know that
sin 2t cos t  2 sin 2t cos t   sin 3t  sin t  

2 
1 1
e2t  e2t
2
cosh 2t 
 sin 2t cos t cosh 2t   e 2t  e 2t   sin 3t  sin t 

2
1
 2
sin 3t 
3
s 9
2
 L e2t sin 3t   L e2t sin 3t  

 s  2  s  2
3 3
9 9
2
, 2
 L  e2t sin 3t   L  e2t sin 3t   3

 
 
 
1 1
  s  2   9 s  2  9 
3.2  s 2 13
2 2

s4 10s 2 132

Now sin t 
1
s 1
2

 L e2t sin t   
, L e2t sin t  
 s  2  s  2

1 1
1 1
2 2

2 s2  5 
   
L e2t sin t  L e2t sin t  4
s  6s2  52
 
3  s 2 13  s  5 
Form (1), (2) and (3), we get
L sin 2t cos t cosh 2t  

2
 4
s 10s 13 s  6s  5

4 2 2 2 2
If L[ f (t)]  (s)then L[eat f (t)]   (s  a) & L[eat f (t)]  (s  a)

Unsolved Problem

1) e 3t t4 Ans :
4!
(s  3)5

t 3 3s
2(s4  s 2 1)
2) sinh( ) sin( t) Ans :
(s2  2s  2)
2 2
cos 2t sin t
(s  2s 10)(s2  2s  2)
3) Ans : 2
et
2(s  4)
4) e4t sinh t sin t Ans : 2
(s  6s 10)(s2 10s  26)
12s
(s  2s  2)(s2  2s  26)
5) et sin 2t sin 3t Ans : 2
 4(s2  6s  50)
(s  4s  20)(s2 16s  80)
3t
6) e cosh 5t sin 4t Ans : 2
3(s2 13) 2 (s 2 25) 2
   6s  5 )
(s 10s 2  13 ) (s
4 
7) sin 2t cost cosh 2t Ans : 4 
(s2  8s 18)
8) e4t cosh t sin t Ans :
(s2  6s 10)(s2 10s  26)
EFFECT OF MULTIPLICATION BY t n :
If L[ f (t)]  (s) then L[t f (t)]  (1) (s)

n n dn
dsn
Ex. Find the Laplace transform of t 1 sin t .
Solution:
 2 t  2 t   t   t 
1 sin t  sin  cos     2 
 2sin  cos
   2   2   2  

  t   t  t t
 sin   cos  sin    cos 
2
   2   2  2  
 

L    t  cos t 
1 sin t L sin    2 

    
2
 

  
 
1
2 s
s2  1 2 s2 

2
2
1
2
2  4s 2 1  4s 2  1
 
1 4 4s
4s  2 2  2s 1
 
 4s 1  4s 2 1
2

d  2  2s 1 
L  1 sin t    
   2 
ds  4s 1 
 

  4s 2 1 2   2s 1 8s 
 
2
 4s 2 1 
2
 

 
8s2  8s  2 
  4s 2 12 
 2 ฀
 

 4s  4s 1
 4s 1
4
2
2
2
Unsolved Problem
If L[ f (t)]  (s) then L[t f (t)]  (1) (s)

n n dn
dsn
24s(s  5)
(s 1)2 (s2  9)2

1) t sin3 t Ans : 2
 (s 1) (s 1) 
 2  2
 (s  2s  5) (s  2s  5) 
2) t sin 2t cosh t Ans :2 2 2
3) t cos2 t Ans :  
1 1 s2  22
2s2 2 (s2  22 )2
8(s  3)
(s  6s  2s)2
3t
4) te sin 4t Ans : 2
(2s  6)
(s  6s 10)2
3t
5) te sin t Ans : 2
4(4s2  4s 1)
(4s2 1)2
6) t 1 sin t Ans :
4(s  3)
(s2  6s 13)2
3t
7) te sin 2t Ans :
(s2  3)
8) t 2 sin 3t Ans :  18 2
(s  9)3
EFFECT OF DIVISION BY t1  

If L[ f (t)]  (s) then L  t f (t)   (s) ds
  s
sin t 
Ex. Find L  2 
2
 t 



L  sin 2 t   L 
1 cos t 
Solution: We know that
 2 

  L 1  L  cos 2t  

1
1 1 s 
2
  2
2 s s  4 
sin2 t  1   1 s 

By effect of division, we have
L  t   
 s s 2 4 
 
ds
2 s
1 

  log s  log  s  4  
1 
2 s
2
1   s 2  

 log 2 
4   s  4  s
  s 2 
1
log 2
 s  4 

 s  4 
4
 log 
2
 s 2 
1
sin t  
 s2  4 
   4 log s2  ds
24
L 2
1
  s  
t

 2
s 2  s 2s   s  4  2s  
  
Integrating by parts 
sin t  1   s  4 
 4  log s  s s s 2  4 
2
  ds 
2 2
L  t 2 
 
   s
฀  2
s4
 s2  4 
   

s 4 8


2
 s log 2
1 ds
4  s  s
1  s  

 s2  4 
 s log   2 tan  
1
4    2 s
2
s
Unsolved Problem :


1  
If L[ f (t)]  (s) then L  t f (t)   (s) ds
  s
 s2 1 
1) t (1 cos t) Ans : log 2 

1 1
2  s 
 sb 
(e  e ) Ans : log  a
1 at bt
 s  
2)
 s2  4 
t
Ans : log 2 
sin2 2t 1
 s 
3)
 1   s 1  1  s  3 
t 4
e2t sin 2t cosh t
Ans :  tan 1    tan  
1
 2 
4)
 2  2
฀ 
  s 
t 2 2
s2  a2
sin2 t
  
2
1
Ans : 2 cot s log
 s  s2 1
5) 2 s
t
 
1
  
1 cos t
 s 
6) Ans : log 2 tan s
t2 2 2


If L[ f (t)]  (s) then

LAPLACE TRANSFORM OF DERIVATIVE
L[ f '(t)]  s(s)  f (0)

L[ f ''(t)]  s2(s)  sf (0)  f '(0)
L[F '''(t)]  s3(s)  s2 f (0)  sf '(0)  f ''(0)
L f n (t)  sn (s)  sn1 f (0)  sn2 f '(0)  sn3 f ''(0) f (n1) (0)
Ex. Find L  f (t) and L  f ' (t) , where f (t) 

sin t
 L f (t) f (s)
t
Solution:
sin t  

  s Lsin tds
L 
 t 

 1
s 2 1
ds
  tan 1 s
s


 cot1 s
s
 f (s) cot1 s

L  f ' (t)  s f (s)  f (0)

 s cot1 s  lim
sin t
t 0 t
But f (0) lim

sin t
is a i deter i ate for , hi h a e sol ed y L’Hospital’s Rule
t 0
cos t By differentiating numerator and deonimnatorseparately

t
 lim lim
sin t
t 0 t 0
1
t 1
 L  f ' (t)  L  f (t)  f (0)

 s cot1 s 1
Find L f t  and L f 't 

Unsolved Problem
1)


f (t)  Ans : s cot1 s 1
sin t
1 e 
i) If
ii) f (t)  3 , 0  t  5
t
3 5s
 0 , t5
Ans :
3 1 1  1
iii) f (t)  t , 0  t  3 Ans : 1  e3s  ,  e3s 3  
s
 s s2  s 
6,t3 s 
   

s2
฀ ฀ 

 t  1  1  1
2) If L 2   3 2 , Show that L  
    s
π
฀2 s
s πt
3) If Lt sin t , evaluate i) Lt cost  sin t ii) L2 cost  t sin t
 s 2
  
2 2

2s
s  2  s   2 
Ans :i) 2
, ii) 2s3 2
2 2


(s)
If L f (t)    s  then L f u  du 
LAPLACE TRANSFORM OF INTEGRAL t
 
0 s
Ex. Find the Laplace transform of t e4t sin 3t dt

t
Solution:

L t sin 3t   L sin 3t 
d
d  3 
ds

ds  s 2  9 

 s 2 ฀6
9
6s
 s  4
2
L t e4t sin 3t  
 
 s 2  8s  25 
2
L  t e 4t sin 3t   Lt e4t sin 3t

t   1
0  s
฀6  s  4

s  s 2  8s  25
2
Unsolved Problem
(s2  a2 )
1)  t cosh t dt Ans : 2
t
s(s  a2 )2
1 1 s 2  22
0
2)  t cos t dt Ans : 3 
t
2
2s 2 s(s 2  22 )2
t
 s 1 
0
3) 0 dt Ans : log 
t 1 e 1
t s s 
4) 
t sin t
1 1
dt Ans : cot s
0 t s
s 2  s 2 1
5)    t sin tdtdtdt Ans :
ttt
2
2
000
EVALUATION OF INTEGRAL USING LAPLACE TRANSFORMS
Ex.Evaluate  e t  u du dt
 sin u
t
0 0

Solution: By comparing the given integral  e t 


t
sin u
du dt with the Definition of Laplace transform
 e
u

0 0
st
L [f (t)] = f (t) dt we get,

0 t
sin u
s=1 and f (t)  du
0
u

L sin u  2
1
s 1
sin u  
 L sin uds
 u  s
L


1
s 1
Now, 2
ds
  tan 1 s
s


   tan1 s
s
 cot1 s
2
 sin u  1 sin u 
L  du  L  
t
s  u 
0 
u
 cot1 s
1

Now,  e st 
s

du dt  cot1 s
t
sin u 1
0 0 u s
Putting s=1, we get


 e 

du dt  cot 1 
t
sin u
t 1
0 0
u 4
Unsolved Problem

1) Show that e2t sin3 t dt 
6

65
dt 

0
2) Show that e

sin t sinh t 2t
 sin 2t  sin 3t
  3
t 8
4) Show that   dt 
0
0 
tet

4
 et sin 3 t
5) Show that  dt 
t 3

0
6) Evaluate  t3 et sin t dt

t
0
t sin u du dt
7) Evaluate   e
8) If e cost   sin t    dt  find  Ans :  

2t π
u 3

00
0 8 4
INVERSE LAPLACE TRANSFORM:
 1 
STANDARD FORMULAE:
1) L1  eat
 s  a 


1 
2) L1  eat
 s  a 
1 
3) L1 1
 s 
1  1 
4) L  n  
tn1
s  n
1 
 sin at

1
5) L
s2  a 2 
 s 
6) L1  cos at
a
s2  a2 
1  s 
 cosh at
s2  a2 
7) L
 1
8) L1  sinh at

s 2  a 2  a
III Exercise can be solved based on following sample problem.

INVERSE BY DIRECT FORMULAE
3s  4
s2 16
Ex. Find the inverse Laplace transform of
Solution:
3s  4 
L1   3 L1 
s  1  4 
L
 s2 16   s2 16   2 
  1    s 416 
 3L  s   L1  
 s2  42   s2  42 
 ฀ 
 3cos 4t sin 4t
Unsolved Problem
Find the inverse Laplace transform of following function.
1 sin 3t
s22  9
1) Ans :
s  3s  4
3
Ans:2t  3t 1
2
2)
s3
3s  4 3 Ans: cos 7t 
43
s2  7
3) sin 7t
7
INVERSE BY FIRST SHIFTING THEOREM
L1   s  a   e at L1  (s)

4s 12
s  8s 12
Ex.Find the inverse Laplace transform of 2
Solution:

 4s 12  1  4s  4  2 
L  
2
1
L  2
s  8s 12    s  4   2 
2 2
L  4  s 2 4   L1  
 1  s  4   22  s  4 2  2 2 
22

   

By First shifting theorem, we have
4t 1  22 


 4t 1
4e L  2 2   4e L  2 2 
s
 
s  2   s  2 

 4e4t cosh 2t  4e4t sinh 2t

1
 e4t 4cosh 2t sinh 2t 

4


Unsolved Problem
2s  2
Ans: 2et cos3t
s  2s 10
1) 2
s2
Ans :e2t cos 3t
s  4s  7
2) 2
2s  3
Ans :2et cos t  et sin t
s  2s  2
3) 2
INVERSE BY PARTIAL FRACTION

s2  2s  3
s  2s  5 s 2  2s  2 
Ex. Find the inverse Laplace transform of

2
 
 s 2  2s  3 
1 ฀
 s 1  2 
Solution: L   L 
  s 2  2s  5  s 2  2s  2  
2
1
  s 1  2  s 1 1 
 2 2
   
2 2


 s 2 
  s  4  s 2 1 
e L  2 
2
t 1

Let
s2  x
And hence

   
 s  4  s 1     
s2  22 x2
 1

2
  
x 4 x

 ฀x  2 
 x  4  x 1  x a 4  x b1
 
 x  2  a  x 1  b  x  4

When x=-1, 1=3b; when x=-4, -2=-3a

 s2  2  2 1
  s 2  4 s 2 1  3 s 4 3 s 1

   2 
1 1
2
 s2  2  2 1  1
1  1 1  1 
  s  4  s 1  3
L  2   L  2  L
 s  4  3  s 1
2 2
 sin 2t 
21 1
sin t

3 2 3
s2  2s  3  et
  sin 2t sin t 
1
  s  2s  5 s  2s  2   3
L  2 2
Unsolved Problem
1 Ans :  e  cos 2t 
Find the inverse Laplace transform 2 of following7 function.
 s 1  s 2  2 
1) 3s 2 t
sin 2t
3 3 32
s  s 
(a sin at  b sin bt)
s2 1
a b a  b2
2) Ans :
1 6t  e3t 
2

2 2 2 2
s2 1
s (s  3)
4) 2
Ans:
s2  2s  3
9
sin 2t  sin t  6)
et
(s2  2s  5)(s2  2s  2)
5) Ans:
Ans: cos t cos 2t  .

3
s 1
(s2 1)(s2  4) 3
s 3t t
1 s  s
2 sinh
7) Ans : sin
21s  33
2 4
3 2 2
t
  
 s 1 s  2
2t 2t 3 2 2t
8) 3
Ans :2e 2e 6te te
at  a2t2 
2
s2
e 1 2at  
 s  a  2 
11) 3


 
Ans : 
s  s 1
-1+t+et
1

12) 2
Ans : 
s 1
s  4a4
13) 4 sin at sinh at.
2a2
Let L f1 (t)
t    1 (s) and L[ f 2 (t)]   2 (s) then
INVERSE BY CONVOLUTION THEOREM
L [ (s). (s)]  f (u). f (t  u) du

1
 1
where f (t)  L1[ s]& f t   L1[ s]
1 2 2
0
 s  2
1 1 2 2
2
 s  2   22
Ex.Find the inverse Laplace transform of 2
 
 s  2  s  2 2 
Solution: By convolution theorem, we have
 
L  s  4s  8    L   s  2  2  2 2  
1  
2 2
1  2

   
2
 
฀
2t 1
e
s2
  s 2  2 2  2 
L
 
L1 cos 2t
s
s  22
 s  s  t
2
2  2 2    cos 2u cos 2  t  u  du


 L  2 1
 s  2  s  2  0


2 0
 cos 2t  cos4u  2tdu
1t
1 
 u cos 2t  sin  4u  2t  
t
1
2 0
1 
4
 t cos 2t  sin 2t  sin 2t 
1 1
2  
1 4
 t cos 2t  sin 2t 
41
 2  

 s  22  e2t 
2

 L   
1

  s 2  4s  8 2 
1

2  
tcos 2t sin 2t
 
2

2t cos 2t sin 2t 
e2t
 

4
Unsolved Problem



Ans sinh at  at cosh at

1) s2 1
(s  a )
2 22 
2t  1 t3 
2
(s  2)4 (s  3) e3t
Ans : 625  e      3)
2) 1 t t2
 
(s  2)
625 125 50 30
e2t
[sin 2t  2t cos 2t]
2
(s 2  4s  8)2
Ans :


4
Ans : [e2t  e2t  4te2t ]
1
(s  2)(s  2)
4) 1
2
16
Ans : 2sin 2t sin t 
 s 2 1 s 2  4 3
s 2 1
5)
s
(s  a )
6) 2 2 2 Ans : t sin at
3 Ans :  3  t  sin t  3t cos t 

2a
1 
 s 1
1 2
7)
2 8
s2  s
Ans : 3cos t sin t 3et cos t  et sin t  
 s 2 1 s 2  2s  2 5  
1
8)

HEAVISIDE UNIT STEP FUNCTION
L H (t  a) e as
LAPLACE TRANSFORM OF HEAVISIDE UNIT STEP FUNCTION:
1
s
L H (t)
1
s
L  f (t) H (t  a)  e as L  f (t  a)
L  f (t) H (t)  L  f (t)


 cos t 0  t  

f (t)  cos 2t   t  2 as Hea iside’s u it step fu tio s a d fi d

Ex 1. Express the function
cos 3t t  2
their Laplace transform.

Solution: By the for ulae of Hea iside’s u it step fu tio , e ha e
f (t)  cos t H (t)  H (t   )cos 2t H (t   )  H (t  2 )cos 3t H (t  2 )
cos t H (t) cos 2t  cos t  H (t   ) cos 3t  cos 2t  H (t  2 )

L  f (t)  L  cos t   e  s L cos

 2  t     cos  t     e
2 s
L cos 3  t  2   cos 2  t  2 
 Lcos t   e s Lcos 2t  cos t   e2 s Lcos 3t  cos 2t 
 s s  2 s  s s 
  e s  e 
s
s 2 1 s 2  4 s 2 1   s 2  9 s 2  4 

฀ 


Ex 2. Find the Laplace transform of (1 2t  3t2  4t3 )H (t  2).
Solution: Here
f (t)  1 2t  3t 2  4t3 and a  2
 f (t  2)  1 2(t  2)  3(t  2)2  4(t  2)3
 4t3  21t 2  38t  25
L  f (t  2)  L  4t 3  21t 2  38t  25
 4  21  38  25
3! 2! 1 1
L  f (t)H (t  2)  e2s

 25 
  
s4 s3 s2

s
24 42 38
s 4 s3 s 2 s 


Unsolved Problem 
1) Prove that L  H (t  a) 
eas
2) Prove that L  H (t  a) f (t  a)  eas (s)

s
    3 
s 3 s
se  2 e  2
3) Evaluate L sin t H  t    H  t   Ans : s2 1  s
    
2 2
4) Evaluate
L (1 2t  3t 2  4t 3 )H (t  2) and hence evaluate 0 et (1 2t  3t2  4t3 )H (t  2) dt

Ans : e2s 
25 38 42 24  129
  
 s s2 s3 s 4  e2
,
6) f t  t 1, 1  t  2 Ans :
e s 2e2s e3s
 
3  t , 2  t  3
s2 s2 s2
7) f t  cos t , 0  t  π Ans : 2
s 1

s  e s s 1  e2 s 
1
sin t , π  t  2π
L   t  a   e as

LAPLACE TRANSFORM OF DIRAC-DELTA (UNIT IMPULSE) FUNCTIONS
L (t)1

Ex. Find the Laplace transform of sin 2t  t  2 .

Solution: By taking f (t) sin at and a  2 , we have
L sin 2t   t  2   L  f (t)  t  2 

 eas f (a)
 e2s sin 4
1) Prove that L (t  a)  eas

Unsolved Problem
2) Prove that L f (t) (t  a)  eas f (a)

3) Find L t 4 4  t  2   t 2  t  2  Ans : e2s 4  s  s2  3  4  
 16 32 48 48 24 
 2s  s5 
s s
4) Prove that Lt H t 2  cos t  t  4  3 1 2s  2s   e cosh 4

 2

2e

2
 4s

t e

5) Prove that 2 t
sin t   t  2  dt  4e2 sin 2

0
LAPLACE TRANSFORM OF PERIODIC FUNCTION

L[ f (t)]  e  st f (t)dt
T
1

1 eTs 0
If f (t) is a periodic function of period T then
 1 0  t a
 
1 a  t  2a
Ex. Find the Laplace transform of f (t) and f (t) is periodic with period 2a.
Solution: Since f (t) is periodic with period 2a.
L  f (t) 
e
2a
1
 st
1 e2as
f (t) dt

  e  (1) dt   e (1) dt 
0
 a st
  st
2a
1
2as
0 


1 e
e  
  e 
a
 st
 2as 

 st
a

2a
1
  0  a 
1 e s s

1 1
2as
  
1 e as 2 1 1 e
 as
as
 as 2  as 2 
s 1 e s 1 e
 1  e  e as 
s  eas 2  e 2 
1   as 
 tanh  
s  2 

Unsolved Problem

L[ f (t)]  e  st f (t)dt
T
1

1 eTs 0
f (t)
If is a periodic function of period T then


1) Find Laplace Transform of f t   kt , 0  t  1 Ans : k  ke
s
s 2 s 1 e s 
2) Find Laplace Transform of f (t)  t , 0  t  1
 0 ,1  t  2


f (t)  a sin pt for 0  t  
3) Find Laplace Transform of
 2
for   t  
p
0 ap 1
s  p2
Ans : s
p p  p 2
2
1 e
and f (t) is periodic with the period 
p
1 
INVERSE LAPLACE TRANSFORM BY HEAVISIDE UNIT STEP FUNCTION:
L1  H (t)
 s 
1 
L1 eas  H (t  a)
s 
L1 e as   s    f (t  a) H (t  a)
s  4 2
Ex. Find the inverse Laplace transform of e43s .
5
Solution: Here  s  
 s  4
1
5 , We know that
2
f (t)  L1   s   L1

 s  4 2
1
5
 e4t L1
1
5
( By first shifting theorem)
s 2
4t
e
t32
5 / 2
,
  
e4tt 2

3
1 1/ 2

3
2 2
4e4tt 2

3
3 



 L  e4t  t  3 H t  3
3
s  4 2
1
e43s 4e4
3 
2
5
Unsolved Problem
 43s 
Evaluate
1 ฀  H (t  3)
e 4 4(t 4) 3
 
3 
2
1) L Ans : e (t 3)
(s  4)2 
5
2) L 1 (s

1)e s  Ans : e (t 1)
 cos 3 (t 1)  1 sin( 3 (t 1) )H (t 1)
 2 
2
 s  s 1 



1 
e s 
2
2 3
3) L  2 2  Ans : (t   )  sin(t   ).H (t   )

 s (s 1) 
 s  s
1  se 2   e    1 

4) L (s   )  2 
Ans : sin  t H  t     H (t 1)
 
 
2
2
IV Exercise can be solved based on following sample problem.
APPLICATIONS OF LAPLACE TRANSFORM : Application of Laplace transforms to solve ordinary
differential equations :-
The following are steps to solve ordinary differential equations using the Laplace transform method
(A) Take the Laplace transform of both sides of ordinary differential equations.
(B) Express Y (s) as a function of s .
(C) Take the inverse Laplace transform on both sides to get the solution.
Ex.1. Solve the following equation by using Laplace transform
 2 y   y dt sin t,
t
given that y(0)  1 .

dy
dt 0
Solution: Let L( y)  y . Taking Laplace transform on both the sides, we get

t 
L( y )  2L( y)  L  y dt   L sin t 
'
 0 
But

L( y' )  sL( y)  y(0)  s y 1

t  1
L  y dt   L( y)  y
1
0  s s
L sin t   2
1
s 1
∴ The equation becomes

 s2  2s 1  s2  2
  s2 1
 y 
s  s 2  2 

 s 12  s 2 1
 y

 
 s  s 2  2  cs  d
 s 12  s 2 1  s 1  s 1 s 1
   
a b
2 2
Let
 s  s 2  2   a  s 1  s 2 1  b  s 2 1   cs  d  s 1

2
Putting s  1,  3 = 2b  b  
3
2
Putting s  0, 0 abd
Equating the coefficients of s2 and s3 , we get

0  a  b  2c  d and 1  a  c
 b , ad
3 3
2 2
and a  2c  d 
3
2
ad  2c  0 c0
3
But
 1  a  c and c  0  a 1
2
ad and a  1  d 
3 1
2 2
 a  1, b   , c  0 , d 
3 1
2 2
 y 

s 1 2  s 12 2  s 2 1
1 3 1
1 1

 y  L1  1   3 et L1 1 1 1
 L
 s 2 1
 s 1  2
1
 
2
s 2
 y  et  tet  sin t

3 1
2 2
Ex. 2. Solve by using Laplace transform
(D2  2D  5)Y  et sin t, when y(0)  0, y ' (0) 1
Solution: Let L( y)  y . Taking Laplace transform on both the sides, we get



L( y '' )  2L( y ' )  5L( y)  L e t sin t

But
L( y' )  sL( y)  y(0)  s y
L( y'' )  s2 y  sy(0)  y' (0)  s2 y 1
L  e t sin t  
1
(s  1)2  1
∴ The equation becomes
 (s 2 y 1)  2sy  5 y 
1
 (s 1)2 1
1 s2  2s  3
(s  2s  5) y  1 2 
2
s 2 2s  2 s2  2s  2
s  2s  3
 y 2
(s  2s  5)(s2  2s  2)
s 2  2s  3 as  b cs  d
Let y   
(s2  2s  5)(s2  2s  2) (s2  2s  5) (s  2s  2)
2
After simplication, we get
 y   
2 1 1 1 2 1 1 1
3 (s  2s  5) 3 (s  2s  2) 3 (s 1)  2 3 (s 1)2 12
2 2 2 2
Taking inverse Laplacetransform

   
   
 y  2 et L1 ฀2 1 2 et L11 ฀ 2 1 2
 s 2  3  s 1 
   
฀ 
   

et sin 2t  sin t

2 t 1 1 t
y  e . sin 2t  e sin t 
3 2 3 3
Ex.3. Solve
3  2 y  e  x , y(0)  5
dy
L 3  2 y  Le  x 
dx
Solution : Taking
dy  Laplace transform of both sides, we get
the
 

 dx 
3[sY (s)  y(0)]  2Y (s) 
1
s1

Using the initial condition, y(0)  5 we get

3[sY (s)  5]  2Y (s) 
1
s1
(3s  2)Y (s)  15
s 1
1
15s  16
(3s  2)Y (s) 
s1
15s  16
Y (s) 
(s  1)(3s  2)
Writing the expression for Y (s) in terms of partial fractions
15s  16  A  B
 
(s  1)(3s  2) s  1 3s  2
15s  16 3As  2A  Bs  B

(s  1)(3s  2) (s 1)(3s  2)
15s 16  3As  2A  Bs  B
3A  B  15
Equating coefficients of s1 and s 0 gives
2A  B  16
A  1
The solution to the above two simultaneous linear equations is
B  18
1  18
Y (s)  
s  1 3s  2

1 
 
s  1 s  0.666667
6
 transform on both
L1{Y (s)}  L1  1   L1  
Taking the inverse Laplace sides
s 1 s  0.666667 
6

    
฀ 
Since 
 1  at
L1 e
 
sa 
  by
y(x)  e x  6e0.666667x
The solution is given
Unsolved Problem :
1) Solve 3  2 y  e , y  1 at t  0 Ans : e  e3t
dy 3t
10  23t 1
dt 11 11
 3y  2  e , y  1 at t  0 Ans :  e  e
t
dy 2 1 t 1 3t
2) Solve
dt 3 2 6
 x  sin wt, x(0)  2 Ans : [(2w  w  2)et  wcos wt  sin wt]
dx 1 2
3) Solve 2
4) Solve (D  3D  2) y  4e , with y(0)  3, y '(0)  5 Ans :  y  7et  4e2t  4te2t

dt 1 w
2 2t
 4  8y  1, where y(0)  0, y '(0)  1 Ans :  e cos 2t  e

d2y dy 1 1 2t 3 2t
5) Solve sin 2t
dt2 dt 8 8 8

6) Solve 2  y  t, where y(0) 1, y '(0)  0 Ans : t  cost sin t

d2y
 2 y  ydt  sin t, given that y(0)  1. Ans :  y  et  et  t  sin t

dydt

t
3 1
  π 
7) Solve
d y 

dt 2 0 2 2
9 y cos 2t with y 0 1 & y

1 1 4
 
 2 1 y  5 cos 2t  5 cos 3t  5 sin 3t

8) Solve 2


dt
9) Solve 2  4 y  3e where y 0   0 & y ' 0  3 Ans : e  e2t  e2t

d2y t
3 1
t
dt 2 2
Fourier Transform:
It is denoted by � (�) = �( ) and defined as
1 ∞
� � = � � � �
2� −∞
Inverse Fourier Transform:
It is given by
1 ∞
(�)= �( ) −� �
2� −∞
Fourier Sine Transform & Inverse Fourier Sine Transform:

2 ∞
F f(x) = f x Sinsx dx
s
π
0
2∞
IFST �= F(s)Sinsx ds
π0
Fourier Cosine Transform & Inverse Fourier Cosine Transform:
2 ∞
F f(x) = f x cossx dx
c
π
0
2∞
IFST �= F(s)cossx ds
π0
Q.1: Find Fourier Cosine Transform of the function f(x)= −� ,�≥0
Solution: By definition of Fourier Cosine Transform
2 ∞
� = � � �
�0
2 ∞ −�
� = � �
� 0
2 −�
� =[ 2 (− cos � − sin �)]
� 1+
2 1
� =
�1+ 2
Which is the required transform.


Q.2 : Find Inverse Fourier Sine Transform of � =
1+ 2
Solution: By definition of Inverse Fourier Sine Transform
2 ∞
�= � ��
� 0
2 ∞
�= 2 ��
�0 1+
Multiply and divide by s
2 ∞ 2
�= 2 ��
�0 s(1 + )
Add and subtract 1
2 ∞ 2
+1−1
� = ��
� 0 s(1 + 2)
2 ∞1 2 ∞ 2+1−1
� = �� − ��
� 0 s � 0 s(1 + 2)
� 2 ∞ 1
� = − 2 ��
2 �0 s(1 + )
Differentiate bw.r.to x
∞
� 2
� =− 2 cos �
�0 s(1 + )
Again Differentiate bw.r.to x
2 �2 =2 ∞
� 2 sin �
� 0 (1 + )
2 �
= �
�2
�2 − 1 � =0
� = � + −�
After solving , we get �
� = −�
− � 2
Q.3: Find the Fourier sine transform of . Hence find Fourier sine transform of 1.
� �
Solution: By definition of Fourier sine transform
2 ∞
F f(x) = f x Sinsx dx
s
π
0

∞
−�
Fs f(x) =2 Sinsx dx
π �
0
Differentiating w.r.to s we get

� �2 ∞ − �
= x cos sx dx
π 0 �
� � 2 a
= π a2 +s2
Now integrating w.r.to s,
We have
2 ′ s
� � = tan− +c
π
a
But for s=0
F(0)=0
And therefore c=0
Hence,
∞
2 − � 2 tan−′ s
Sinsx dx =
π � π a
0
Taking a=0, both the sides
∞
sin � π
dx =
� 2
0
Application of Fourier Transform in solving the ordinary differential equation:

The method of Fourier transform can be applied in solving some ordinary differential equation.
Procedure
Firstly take the Fourier transform of both sides of the given differential equation. Thus we shell get
an algebraic equation. Simplify and get Fourier transform.
Now take the inverse Fourier transform. Apply initial condition and then required solution is
obtained.
Remark: If we take the Fourier transform of � −� then we shell find that the integral diverges
and hence Fourier transform does not exist.

� 2�
Example: Solve �� =
� �� 2
With Boundary conditions:1) V(0,t)=0
2) V(x,0)= −� , � > 0
3) V(x,t) is bounded , x>0,t>0
Solution: Taking Fourier Sine Transform of both the sides of given equation, we have
∞
2 ∞ �� 2 �2�
sin � � = 2 sin � �
�0 � � 0 ��
∞ ∞
{sin⁡ � �� − �� cos � �}
2 2
⇒ � sin � � =
� 0 � �� 0 ��

� 2 ∞
⇒ = { [� cos �] − 2 � sin � �}
� 0
� 2 ∞
= { [� cos �] − 2 � sin � �}
� 0
By using condition, we have
�
⇒ + 2 2� = 0
−2 2
⇒� =�
Now at t=0,
⇒� =�
2 ∞
⇒ � ( , 0) = �(�, 0) sin � �
� 0
2 ∞
⇒ � ( , 0) = −� sin � �
� 0
2
⇒� ,0 =
�1+ 2
Comparing both values of � , we get

2
⇒ �=
� 1+ 2
Therefore,
⇒� = 2 −2 2
�1+ 2
Now taking inverse fourier sine transform,

2∞2 2
�(�, )= −2 sin �
� 0 � 1+ 2

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https://qp.rgpvnotes.in .
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Program : B.

1. Motivation: Laplace transform a very powerful technique is that it replaces operations of

(1) L f (t) :Laplace transform of a function

(2) L1  f (t) :Inverse Laplace transform of a function

Inverse Laplace transform of(s) .

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It is denoted as L1 (s) f (t) .

6. Important Formulae/ Theorems / Properties:

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Chameli Devi Group of Institutions

Subject : Mathematics-III Subject Code : BT302

Solution: By the definition of Laplace transform we have,

f (t) dt   e cos t dt    e st sin t dt

But  eax cos bx dx  a cos bx  b sin bx

 e sin bx dx  a sin bx  b cos bx

 b t  a Ans :  (b  a)  1  eas

L k1 f (t)  k2 g(t)  k1 L  f (t)  k 2 L  g(t)

Ex.Find the Laplace transform of sin  t   

Solution: By linearity property, we have

L sin  t      L sin t cos   cos t sin  

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Chameli Devi Group of Institutions

Subject : Mathematics-III Subject Code : BT302

1) t 2  e2t  cosh2 3t Ans :  1 1 s 

2) (sin 2t  cos 2t)2 Ans : 

3) cos(wt  b) Ans : 2 cos b  2

4) sin(5t  3) Ans : 2 cos 3  2

(s 1)(s  9)(s2  25)

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Chameli Devi Group of Institutions

Subject : Mathematics-III Subject Code : BT302

If L[ f (t)]   (s)then L[eat f (t)]   (s  a) & L[eat f (t)]  (s  a)

Ex. Find the Laplace transform of sin 2t cost cosh 2t .

sin 2t cos t  2 sin 2t cos t   sin 3t  sin t  

 sin 2t cos t cosh 2t   e 2t  e 2t   sin 3t  sin t 

 L e2t sin 3t   L e2t sin 3t  

 L  e2t sin 3t   L  e2t sin 3t   3

L sin 2t cos t cosh 2t  

If L[ f (t)]  (s)then L[eat f (t)]   (s  a) & L[eat f (t)]  (s  a)

Find the Laplace transform of following functions.

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Chameli Devi Group of Institutions

Subject : Mathematics-III Subject Code : BT302

If L[ f (t)]  (s) then L[t f (t)]  (1) (s)

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Chameli Devi Group of Institutions

If L[ f (t)]  (s) then L[t f (t)]  (1) (s)

(s 1)2 (s2  9)2

EFFECT OF DIVISION BY t1  

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Chameli Devi Group of Institutions

Subject : Mathematics-III Subject Code : BT302

  L 1  L  cos 2t  

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Chameli Devi Group of Institutions

Subject : Mathematics-III Subject Code : BT302

1) t (1 cos t) Ans : log 2 

If L[ f (t)]  (s) then

L[ f '(t)]  s(s)  f (0)