Module 2 - Integral Transforms
Module 2 - Integral Transforms
where 𝐾 (𝑠, 𝑥 ) is called kernel of the transform and is a known function of 𝑠 and 𝑥.
Examples:
1) When 𝑥1 = 0, 𝑥2 = ∞, 𝐾(𝑠, 𝑥 ) = 𝑒 −𝑠𝑥 , it leads to the Laplace transform of 𝑓(𝑥 )
∞
provided the integral converges. In the definition, 𝑠 is a parameter which may be a real
or complex number. 𝐿[𝑓 (𝑡)] is denoted by 𝑓 ̅(𝑠) or 𝐹 (𝑠). The symbol 𝐿 is called the
Laplace transform operator.
Remarks:
1. The Laplace transform (an integral transform) converts a function 𝑓(𝑡) into a
function 𝑓̅ (𝑠).
2. The Laplace transform technique is very useful in solving linear differential
equations with initial conditions. It is a powerful tool for solving electrical circuit
and systems problems.
Linearity Property:
If 𝑎, 𝑏 and 𝑐 are constants and 𝑓, 𝑔 and ℎ are functions of 𝑡, then
1 24 3𝑠−6
Answer: 𝐿[𝑒 2𝑡 + 4𝑡 3 − 2 sin 3𝑡 + 3 cos 3𝑡] = + +
𝑠−2 𝑠4 𝑠 2 +9
PROBLEMS
−3𝑡 (
1) Find the Laplace transform of 𝑒 2 cos 5𝑡 − 3 sin 5𝑡).
2𝑠−9
Answer: Let 𝐿[𝑒 −3𝑡 (2 cos 5𝑡 − 3 sin 5𝑡)] =
𝑠 2 +6𝑠+34
𝑛
𝑑𝑛
𝐿[𝑡 𝑓(𝑡)] = (−1 )𝑛 [𝐿{𝑓(𝑡)}], where 𝑛 = 1, 2, 3 …
𝑑𝑠 𝑛
PROBLEMS
1) Find the Laplace transform of 𝑡 cos 2𝑡.
𝑠 2 −4
Answer: 𝐿[𝑡 cos 2𝑡] = (𝑠2
+4)2
Or
∞
1
𝐿 [ 𝑓 (𝑡)] = ∫ [𝐿{𝑓 (𝑡)}]𝑑𝑠
𝑡 𝑠
PROBLEMS
1−𝑒 𝑡
1) Find the Laplace transform of
𝑡
1−𝑒 𝑡 𝑠−1 1−𝑒 𝑡 1
Answer: 𝐿 [ ] = log ( ) or 𝐿[ ] = log (1 − )
𝑡 𝑠 𝑡 𝑠
cos 2𝑡−cos 3𝑡
2) Find the Laplace transform of
𝑡
cos 2𝑡−cos 3𝑡 𝑠 2 +9
Answer: 𝐿 [ ] = log (√ )
𝑡 𝑠 2 +4
𝑒 −3𝑡 −𝑒 −4𝑡
3) Find the Laplace transform of
𝑡
𝑒 −3𝑡 −𝑒 −4𝑡 𝑠+4
Answer: 𝐿 [ ] = log ( )
𝑡 𝑠+3
𝑒 −𝑎𝑠
Laplace transform of unit function: 𝐿[𝑢(𝑡 − 𝑎)] = .
𝑠
𝑒−2𝑠 𝑒−𝑠 𝑒−𝜋𝑠
Examples: 𝐿[𝑢(𝑡 − 2)] = , 𝐿[𝑢(𝑡 − 1)] = , 𝐿[𝑢(𝑡 − 𝜋)] =
𝑠 𝑠 𝑠
PROBLEMS
I. Find the Laplace transform of the following functions
1) 𝑒 𝑡−1 𝑢(𝑡 − 1)
𝑒 −𝑠
Answer: 𝐿[𝑒 𝑡−1 𝑢(𝑡 − 1)] =
𝑠−1
2) 𝑡 2 𝑢(𝑡 − 3)
2 6 9
Answer: 𝐿[𝑡 2 𝑢(𝑡 − 3)] = 𝑒 −3𝑠 ( 3 + + )
𝑠 𝑠2 𝑠
II. Express the following functions in terms of unit step function and hence find
their Laplace transform.
𝑡 2 𝑓𝑜𝑟 0 < 𝑡 ≤ 1
1) 𝑓(𝑡) = {
4𝑡 𝑓𝑜𝑟 𝑡>1
2 2 2 3
Answer: 𝐿[𝑓(𝑡)] = + 𝑒 −𝑠 (− + + )
𝑠3 𝑠3 𝑠2 𝑠
𝑡 2, 0<𝑡<2
2) 𝑓(𝑡) = {4𝑡, 2<𝑡≤4
8, 𝑡>4
2 4 2 4 8
Answer: 𝐿[𝑓(𝑡)] = + 𝑒−2𝑠 ( − 3 ) + 𝑒−4𝑠 (− − )
𝑠3 𝑠 𝑠 𝑠2 𝑠
sin 𝑡 , 0≤𝑡<𝜋
3) 𝑓(𝑡) = {sin 2𝑡 , 𝜋 ≤ 𝑡 < 2𝜋
sin 3𝑡 , 𝑡 ≥ 2𝜋
1 2 1 3 2
Answer: 𝐿[𝑓(𝑡)] = + 𝑒 −𝜋𝑠 ( + ) + 𝑒 −2𝜋𝑠 ( − )
𝑠 2 +1 𝑠 2 +4 𝑠 2 +1 𝑠 2 +9 𝑠 2 +4
2.1.4: Inverse Laplace Transforms
Definition: If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝑓(𝑡) is called the inverse Laplace transform of
𝑓 ̅(s) and we write symbolically 𝐿−1 [𝑓 ̅(𝑠)] = 𝑓(𝑡) where 𝐿−1 is called the inverse
Laplace transformation operator.
Linearity Property:
If 𝑓1̅ (𝑠) and 𝑓2̅ (𝑠) are the Laplace transforms of 𝑓1 (𝑡) and 𝑓2 (𝑡) respectively, then
𝐿−1 [𝑐1 𝑓1̅ (𝑠) ± 𝑐2 𝑓2̅ (𝑠)] = 𝑐1 𝐿−1 [𝑓1̅ (𝑠)] ± 𝑐2 𝐿−1 [𝑓2̅ (𝑠)] = 𝑐1 𝑓1 (𝑡) ± 𝑐2 𝑓2 (𝑡)
where 𝑐1 and 𝑐2 are any constants.
−𝟏
𝟏 𝒕𝒏−𝟏
5. 𝑳 [ 𝒏] = , if 𝒏 is a positive integer
𝒔 (𝒏 − 𝟏 )!
−1
1 𝑡 2−1 𝑡 −1
1 𝑡 4−1 𝑡3 𝑡3
Examples: 𝐿 [ 2] = = =𝑡 , 𝐿 [ 4] = = =
𝑠 (2 − 1)! 1 𝑠 (4 − 1)! 3! 6
𝑠 𝑡3 𝑡4
Answer: 𝐿−1 [ 5] = 𝑒
3𝑡
( + )
(𝑠−3) 6 8
3𝑠+1
3) Find the Inverse Laplace transform of .
(𝑠+1)4
3𝑠+1 3𝑡 2 𝑡3
Answer: 𝐿−1 [ 4] = 𝑒
−𝑡
( − )
(𝑠+1) 2 3
𝑠+3
4) Find the inverse Laplace transform of .
𝑠 2 −4𝑠+13
𝑠+3 5
Answer: 𝐿−1 [ ] = 𝑒 𝑎𝑡 𝑓(𝑡) = 𝑒 2𝑡 (cos 3𝑡 + sin 3𝑡)
𝑠2 −4𝑠+13 3
Or
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [−𝑓 ̅′ (𝑠)] = 𝑡𝑓 (𝑡)
NOTE: This method is used to find inverse Laplace transform of logarithmic functions
and inverse functions.
PROBLEMS
𝑠+1
1) Find the inverse Laplace transform of log ( ).
𝑠−1
𝑠+1 𝑒 𝑡 −𝑒 −𝑡
Answer: 𝐿−1 [log ( )] =
𝑠−1 𝑡
𝑠 2 +1
2) Find the inverse Laplace transform of log ( ).
𝑠 2 +4
𝑠 2 +1 2(cos 2𝑡−cos 𝑡)
Answer: 𝐿−1 [log ( )] =
𝑠 2 +4 𝑡
𝑠 2 +1
3) Find the inverse Laplace transform of log ( ).
𝑠(𝑠+1)
𝑠 2 +1 1+𝑒 −𝑡 −2 cos 𝑡
Answer: 𝐿−1 [log ( )] =
𝑠(𝑠+1) 𝑡
1
4) Find the inverse Laplace transform of tan−1 ( ).
𝑠
1 sin 𝑡
Answer: 𝐿−1 [tan−1 ( )] =
𝑠 𝑡
Method 4: [Partial Fraction Method]
By partial fraction, we have
1 𝐴 𝐵
1. (𝑠+𝑎)(𝑠+𝑏)
= (𝑠+𝑎) + (𝑠+𝑏)
1 𝐴 𝐵 𝐶
2. (𝑠+𝑎)(𝑠+𝑏)2
= (𝑠+𝑎) + (𝑠+𝑏) + (𝑠+𝑏)2
1 𝐴 𝐵𝑠+𝐶
3. = +
(𝑠+𝑎)(𝑠2 +𝑏𝑠+𝑐) (𝑠+𝑎) (𝑠2 +𝑏𝑠+𝑐)
PROBLEMS
2𝑠 2 −6𝑠+5
1) Find the Inverse Laplace transform of .
(𝑠−1)(𝑠−2)(𝑠−3)
2𝑠 2 −6𝑠+5 1 5
Answer: 𝐿−1 [ ] = 𝑒 𝑡 − 𝑒 2𝑡 + 𝑒 3𝑡
(𝑠−1)(𝑠−2)(𝑠−3) 2 2
𝑠−1
2) Find the Inverse Laplace transform of .
𝑠 2 +3𝑠+2
𝑠−1
Answer: 𝐿−1 [ ] = 3𝑒 −2𝑡 − 2𝑒 −𝑡
𝑠 2 +3𝑠+2
4𝑠+5
3) Find the Inverse Laplace transform of .
(𝑠+2)(𝑠−1)2
4𝑠+5 1 1
Answer: 𝐿−1 [ ] = ( + 3𝑡) 𝑒 𝑡 − 𝑒 −2𝑡
(𝑠+2)(𝑠−1)2 3 3
𝑠
4) Find the Inverse Laplace transform of (𝑠−3)(𝑠2 .
+4)
𝑠 1
Answer: 𝐿−1 [(𝑠−3)(𝑠2 ]= [3𝑒 3𝑡 − 3 cos 2𝑡 + 2 sin 2𝑡]
+4) 13
2.1.7: Convolution
Definition: The convolution of two functions 𝑓 (𝑡) & 𝑔(𝑡) usually denoted by 𝑓 (𝑡 ) ∗
𝑔(𝑡) is defined in the form of an integral as follows
𝑡
𝑓 (𝑡) ∗ 𝑔(𝑡) = ∫ 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢
0
NOTE: Convolution operation ‘∗’ is commutative i.e., 𝑓 (𝑡) ∗ 𝑔(𝑡) = 𝑔(𝑡) ∗ 𝑓(𝑡).
Convolution Theorem: If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡) & 𝐿−1 [𝑔̅ (𝑠)] = 𝑔(𝑡), then
𝑡
𝐿 [𝑓(̅ 𝑠) 𝑔̅ (𝑠)] = ∫ 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢 = 𝑓(𝑡) ∗ 𝑔(𝑡)
−1
0
Or
𝑡
𝐿 [𝑓(̅ 𝑠) 𝑔̅ (𝑠)] = ∫ 𝑓(𝑡 − 𝑢)𝑔(𝑢)𝑑𝑢 = 𝑓(𝑡) ∗ 𝑔(𝑡)
−1
0
PROBLEMS
1
1) Apply convolution theorem to find inverse Laplace transform of .
𝑠(𝑠2 +4)
1 1
Answer: 𝐿−1 [ ] = [1 − cos 2𝑡]
𝑠(𝑠2 +4) 4
𝑠
2) Use convolution theorem to find inverse Laplace transform of (𝑠2 .
+𝑎2 )2
𝑠 1
Answer: 𝐿−1 [(𝑠2 ]= 𝑡 sin 𝑎𝑡
+𝑎2 )2 2𝑎
𝑠
3) Using convolution theorem find inverse Laplace transform of (𝑠+2)(𝑠2 .
+9)
𝑠 1
Answer: 𝐿−1 [ ]= (2 cos 3𝑡 + 3 sin 3𝑡 − 2𝑒 −2𝑡 )
(𝑠+2)(𝑠2 +9) 13
𝑦 ′ (0) = 0.
𝑡 1 1
Answer: 𝑦(𝑡) = ( − ) 𝑒 −𝑡 + 𝑒 −3𝑡
2 4 4
𝑑2 𝑦
3) Apply Laplace transform method to solve − 𝑦 = 𝑡 with 𝑦(0) = 𝑦 ′ (0) = 0.
𝑑𝑡 2
Solution: Let 𝑖 be a current and 𝑞 be the charge in the circuit, then its differential
equation is
𝑑𝑖 𝑞
𝐋 + = 𝑬 sin 𝜔𝑡
𝑑𝑡 𝑪
𝑞
𝐋 i′ (t) + = 𝑬 sin 𝜔𝑡
𝑪
Taking the Laplace transform of both the sides and using 𝑖 = 0 & 𝑞 = 0 𝑎𝑡 𝑡 = 0
(initially) the above reduces to
1 𝑬𝜔
𝐋 𝑠 𝑖̇(̅ 𝑠) + 𝐿 [𝑞 ] = 2 − − − −(1)
𝑪 𝑠 + 𝜔2
𝑑𝑞
Also, we have 𝑖 = ⟹ 𝐿[𝑖(𝑡)] = 𝐿[𝑞′ (𝑡)] ⟹ 𝑖̇(̅ 𝑠) = 𝑠𝐿[𝑞] − 𝑞 (0)
𝑑𝑡
𝒊̇(̅ 𝒔)
⟹ 𝑖̇(̅ 𝑠) = 𝑠𝐿[𝑞] − 0 ⟹ 𝑳[𝒒] =
𝒔
Now equation (1) become
𝑬𝜔 𝑠 1
𝑖̇(̅ 𝑠) = 𝑤ℎ𝑒𝑟𝑒 𝑝2 =
𝐋 (s 2 + p2 )(𝑠 2 + 𝜔 2 ) 𝐋𝑪
Take the inverse Laplace transform of both sides and
𝑬𝜔 𝑠
𝐿−1 [𝑖̇(̅ 𝑠)] = 𝑖 (𝑡) = 𝐿−1 [ ]
𝐋 (s 2 + p2 )(𝑠 2 + 𝜔 2 )
𝑬𝜔 −1 𝑠
𝑖 (𝑡 ) = 𝐿 [ 2 ] − − − −(2)
𝐋 (s + p2 )(𝑠 2 + 𝜔 2 )
By partial fraction, we get
𝑠 cos 𝜔𝑡 − cos 𝑝𝑡
∴ 𝐿−1 [ ] =
(s 2 + p2 )(𝑠 2 + 𝜔 2 ) 𝑝2 − 𝜔 2
Using above result in (2), we get
𝑬𝜔 cos 𝜔𝑡 − cos 𝑝𝑡
𝑖 (𝑡 ) = [ ]
𝐋 𝑝2 − 𝜔 2
𝑬𝝎
𝑻𝒉𝒖𝒔 𝒊(𝒕) = (𝐜𝐨𝐬 𝝎𝒕 − 𝐜𝐨𝐬 𝒑𝒕).
𝐋(𝒑𝟐 −𝝎𝟐 )
ADDITIONAL PROBLEMS
I. Find the Laplace transform of the following functions:
1. sin(𝑎 + 𝑏𝑡)
2. sin 3𝑡 cos 2𝑡
3. cos 3𝑡 cos 2𝑡
4. sin2 2𝑡
5. sin 2𝑡 cos 2𝑡
6. 4𝑡 − 3
7. 3𝑒 − 2𝑡
8. 3 sinh 2𝑡
𝑒 −𝑎𝑡 −𝑒 −𝑏𝑡
5.
𝑡
1−cos 3𝑡
6.
𝑡
cos 2𝑡−cos 3𝑡
7. 2𝑡 + + 𝑡 sin 𝑡
𝑡
VI. Express the following functions in terms of unit step function and hence find
their Laplace transform:
𝑡 − 1 𝑓𝑜𝑟 1 < 𝑡 < 2
1. 𝑓(𝑡) = {
3 − 𝑡 𝑓𝑜𝑟 2 < 𝑡 < 3
𝑐𝑜𝑠 𝑡, 0<𝑡<𝜋
2. 𝑓(𝑡) = { 1, 𝜋 < 𝑡 < 2𝜋
𝑠𝑖𝑛 𝑡, 𝑡 > 2𝜋
cos 𝑡 , 0<𝑡<𝜋
3. 𝑓(𝑡) = {cos 2𝑡 , 𝜋 < 𝑡 < 2𝜋
cos 3𝑡 , 𝑡 > 2𝜋
0, 0<𝑡<1
4. 𝑓(𝑡) = {𝑡 − 1, 1 < 𝑡 < 2
1, 𝑡>2
𝑠 2 +𝑠−2
3.
𝑠(𝑠+3)(𝑠−2)
1
4.
(𝑠+2)(𝑠+1)2
1
5.
(𝑠−1)(𝑠 2 +1)
XI. Find the inverse Laplace transform of the following functions using
convolution theorem:
1
1.
𝑠(𝑠 2 +𝑎2 )
𝑠
2. (𝑠2 +4)2
1
3. (𝑠2 +1)(𝑠2 +9)
𝑠2
4.
(𝑠2 +𝑎2 )(𝑠2 +𝑏2 )
1
5.
(𝑠−1)(𝑠 2 +1)
2
6.
𝑠 2 (𝑠2 +4)
2 sin 𝑠 ∞ sin 𝑥 𝜋
Answer: 𝐹 [𝑓(𝑥 )] = and ∫0 𝑑𝑥 = .
𝑠 𝑥 2
𝑎 2 − 𝑥 2 , |𝑥 | ≤ 𝑎
( )
3) Find the Fourier transform of 𝑓 𝑥 = { . Hence deduce that
0 , |𝑥 | > 𝑎
∞ sin 𝑡− 𝑡 cos 𝑡 𝜋
∫0 𝑑𝑡 = .
𝑡3 4
4(sin 𝑎𝑠−𝑎𝑠 cos 𝑎𝑠) ∞ sin 𝑡−𝑡 cos 𝑡 𝜋
Answer: 𝐹 [𝑓(𝑥 )] = and ∫0 𝑑𝑡 = .
𝑠3 𝑡3 4
1, 0 ≤ 𝑥 < 2
2) Find Fourier cosine transform of 𝑓(𝑥 ) = { .
0, 𝑥≥2
sin 2𝑠
Answer: 𝐹𝑐 [𝑓(𝑥 )] = .
𝑠
Solution: Let 𝑢(𝑥, 𝑡) be the temperature at any point 𝑥 and at any time 𝑡. We have to
solve the heat-flow equation
𝜕𝑢 2
𝜕2𝑢
=𝑐 (𝑥 > 0, 𝑡 > 0) − − − −(1)
𝜕𝑡 𝜕𝑥 2
subject to the initial condition 𝑢(𝑥, 0) = 𝑓(𝑥 ) − − − − − (2)
and the boundary condition 𝑢(0, 𝑡) = 0 − − − −(3).
Taking Fourier sine transform of (1) and denoting 𝐹𝑠 [𝑢(𝑥, 𝑡)] = 𝑢̅𝑠 , we have
𝑑𝑢̅𝑠
= 𝑐 2 [𝑠𝑢(0, 𝑡) − 𝑠 2 𝑢̅𝑠 ]
𝑑𝑡
Using (3) in above, we get
𝑑𝑢̅𝑠
− 𝑐 2 𝑠 2 𝑢̅𝑠 = 0 − − − −(4)
𝑑𝑡
Also the Fourier sine transform of (2) is 𝑢̅𝑠 = 𝑓 ̅(𝑠) at 𝑡 = 0 − − − −(5).
2 2
Solving (4) and using (5), we get 𝑢̅𝑠 = 𝑓 ̅(𝑠)𝑒 −𝑐 𝑠 𝑡 .
Hence taking its inverse Fourier sine transform, we obtain
∞
2 2 2
𝑢(𝑥, 𝑡) = ∫ 𝑓 ̅(𝑠)𝑒 −𝑐 𝑠 𝑡 sin 𝑥𝑠 𝑑𝑠.
𝜋
0
ADDITIONAL PROBLEMS
𝑥, 𝑖𝑓 |𝑥| ≤ 𝑎
1. Find the Fourier transform of 𝑓 (𝑥 ) = { .
0 , 𝑖𝑓 |𝑥| > 𝑎
1, 𝑖𝑓 |𝑥| ≤ 𝑎
2. Find the Fourier transform of 𝑓 (𝑥 ) = { . Hence evaluate
0 , 𝑖𝑓 |𝑥| > 𝑎
∞ sin 𝑎𝑥
∫−∞ 𝑑𝑥.
𝑥
1 − 𝑥 2 , |𝑥 | ≤ 1
3. Find the Fourier transform of 𝑓 (𝑥 ) = { . Hence evaluate
0 , |𝑥 | > 1
∞ x cos 𝑥−sin 𝑥 𝑥
∫0 cos ( ) 𝑑𝑥 .
𝑥3 2