Inverse Laplace's
Transformation
Math, KU.
Mathematics Discipline, Khulna University
Inverse Laplace Transformation
Definition
If 𝑓(𝑠) is the Laplace transform of a function 𝐹(𝑡) i.e., L F t = 𝑓(𝑠)
then 𝐹(𝑡) is called the Inverse Laplace transform of the function 𝑓(𝑠) and
is symbolically written as 𝐹 𝑡 = 𝐿!" {𝑓 𝑠 } where 𝐿!" is called the
inverse Laplace transformation operator.
Definition of Null function
If 𝑁(𝑡)is a function of 𝑡 such that
$
/ 𝑁 𝑡 𝑑𝑡 = 0 For all 𝑡 > 0
#
Then 𝑁(𝑡) is called a null function
Math, KU.
Inverse Laplace Transformation
Formula to Remind about Inverse Laplace Transformation
L!𝟏 𝒇(𝒔) 𝑭(𝒕) L!𝟏 𝒇(𝒔) 𝑭(𝒕)
1 1 1 1
sinℎ 𝑎𝑡
𝑠 𝑠 # − 𝑎# 𝑎
1 𝑡 $!% 𝑠 𝑐𝑜𝑠ℎ 𝑎𝑡
𝑠$ ⌊(𝑛 − 1) 𝑠 # − 𝑎#
1 𝑒 &' 1 1 &'
𝑒 𝑠𝑖𝑛 𝑏𝑡
𝑠−𝑎 𝑠 − 𝑎 # + 𝑏# 𝑏
1 1 𝑠−𝑎 𝑒 &' 𝑐𝑜𝑠 𝑏𝑡
𝑠𝑖𝑛𝑎𝑡
𝑠 # + 𝑎# 𝑎 𝑠 − 𝑎 # + 𝑏#
𝑠 𝑐𝑜𝑠𝑎𝑡 1 1 &'
𝑒 𝑠𝑖𝑛ℎ 𝑏𝑡
𝑠 # + 𝑎# 𝑠 − 𝑎 # − 𝑏# 𝑏
Math, KU.
Inverse Laplace Transformation
Problem
1 1 1 𝑡&
Prove that 𝐿!" = 𝑠𝑖𝑛𝑎𝑡 and 𝐿!" = ,𝑛 > 1
𝑠% + 𝑎% 𝑎 𝑠 &'" Γ(𝑛 + 1)
Proof
𝑠𝑖𝑛𝑎𝑡 1 1 𝑎 1
𝐿 = 𝐿 𝑠𝑖𝑛𝑎𝑡 = = % =
𝑎 𝑎 𝑎 𝑠 + 𝑎% 𝑠 % + 𝑎%
!"
1 1
∴ 𝐿 % % = sin𝑎𝑡
𝑠 +𝑎 𝑎
also
𝑡& 1 &
1 Γ(𝑛 + 1) 1
𝐿 = 𝐿 𝑡 = = = &'"
Γ 𝑛+1 Γ(𝑛 + 1) Γ(𝑛 + 1) 𝑠 &'" 𝑠
1 𝑡 & 𝑡 &
∴ 𝐿!" &'" = =
𝑠 Γ(𝑛 + 1) 𝑛!
Math, KU.
Inverse Laplace Transformation
Linearity Property
If 𝐿 𝐹" 𝑡 = 𝑓" (𝑠) and 𝐿 𝐹% 𝑡 = 𝑓% (𝑠) and 𝑐" and 𝑐% are any two
constants then
𝐿!" 𝑐" 𝑓" 𝑠 + 𝑐% 𝑓% 𝑠 = 𝑐" 𝐿!" {𝑓" 𝑠 + 𝑐% 𝐿!" {𝑓% 𝑠 }
= 𝑐" 𝐹" (𝑡) + 𝑐% 𝐹% 𝑡
Proof
Given 𝐿 𝐹" 𝑡 = 𝑓" (𝑠) and 𝐿 𝐹% 𝑡 = 𝑓% (𝑠)
∴ By the definition of inverse Laplace transform we have
𝐹" 𝑡 = 𝐿!" {𝑓" (𝑠)} and 𝐹% 𝑡 = 𝐿!" {𝑓% (𝑠)}
Now
𝐿 𝑐" 𝐹" 𝑡 + 𝑐% 𝐹% 𝑡 = 𝑐" 𝐿{𝐹" 𝑡 } + 𝑐% 𝐿{𝐹% 𝑡 } = 𝑐" 𝑓" 𝑠 + 𝑐% 𝑓% 𝑠
∴ 𝐿!" 𝑐" 𝑓" 𝑠 + 𝑐% 𝑓% 𝑠 = 𝑐" 𝐹" 𝑡 + 𝑐% 𝐹% 𝑡
= 𝑐" 𝐿!" 𝑓" 𝑠 } + 𝑐% 𝐿!" {𝑓% 𝑠
Math, KU.
Inverse Laplace Transformation
The above theorem is illustrated by the following example
!"
2 3 4𝑎 5𝑠
𝐿 + + +
𝑠 − 𝑎 𝑠 % 𝑠 % + 𝑎% 𝑠 % − 𝑎%
1 1 𝑎 𝑠
= 2𝐿!" + 3𝐿!" % + 4𝐿!" % + 5𝐿!"
𝑠−𝑎 𝑠 𝑠 + 𝑎% 𝑠 % − 𝑎%
= 2𝑒 () + 3𝑡 + 4 𝑠𝑖𝑛 𝑎𝑡 + 5 cosh 𝑎𝑡
First Translation (or Shifting) Property
If 𝐿!" 𝑓 𝑠 = 𝐹(𝑡) , then 𝐿!" 𝑓 𝑠 − 𝑎 = 𝑒 () 𝐹(𝑡)
Proof By the definition of the Laplace transform we have
$
𝑓 𝑠 = 𝐿{𝐹 𝑡 } = / 𝑒 !*) 𝐹 𝑡 𝑑𝑡
#
$ $
∴ 𝑓 𝑠 − 𝑎 = / 𝑒 !(*!()) 𝐹 𝑡 𝑑𝑡 = / 𝑒 !*) 𝑒 () 𝐹 𝑡 𝑑𝑡
# #
= 𝐿 𝑒 () 𝐹 𝑡 , ∴ 𝐿!" 𝑓 𝑠 − 𝑎 = 𝑒 () 𝐹(𝑡)
Math, KU.
Inverse Laplace Transformation
The above theorem is illustrated by the following example
*
Since 𝐿!" = cos 4𝑡
*! '-!
*
In this case 𝑓 𝑠 = and 𝐹 𝑡 = cos 4𝑡
*! '-!
So that
𝑠−2 𝑠−2
𝐿!" = 𝐿!" = 𝑒 %) cos 4𝑡 = 𝑒 () 𝐹(𝑡)
𝑠 % − 4𝑠 + 20 (𝑠 − 2)% +4%
Also
1 1 1
𝐿!" = 𝐿 !" = 𝑒 !-) 𝐿!" = 𝑒 !-) = 𝑡
𝑠 % + 8𝑠 + 16 (𝑠 + 4)% 𝑠%
= 𝑡 𝑒 !-)
Math, KU.
Inverse Laplace Transformation
Second translation (or shifting) property
If 𝐿!" 𝑓 𝑠 = 𝐹(𝑡) , then
𝐹 𝑡−𝑎 for 𝑡 > 𝑎
𝐿!" {𝑒 !(* 𝐹 𝑠 } = 𝐺(𝑡) Where 𝐺 𝑡 = O
0 for 𝑡 < 𝑎
Proof
By the definition of the Laplace transform we have
$
𝑓 𝑠 = / 𝑒 !*) 𝐹 𝑡 𝑑𝑡
#
$ $
∴ 𝑒 !(* 𝑓 𝑠 = / 𝑒 !(* 𝑒 !*) 𝐹 𝑡 𝑑𝑡 = / 𝑒 !*()'() 𝐹 𝑡 𝑑𝑡
# #
Let 𝑡 + 𝑎 = 𝑢 ∴ 𝑑𝑡 = 𝑑𝑢 and 𝑡 = 𝑢 − 𝑎
𝑡=0 𝑡=∞
Limits are V V
𝑢=𝑎 𝑢=∞
Math, KU.
Inverse Laplace Transformation
Thus
$ $
𝑒 !(* 𝑓 𝑠 = / 𝑒 !*. 𝐹 𝑢 − 𝑎 𝑑𝑢 = / 𝑒 !*) 𝐹 𝑡 − 𝑎 𝑑𝑡
( (
( $
= / 𝑒 !*) 0 𝑑𝑡 + / 𝑒 !*) 𝐹 𝑡 − 𝑎 𝑑𝑡
# (
$
= / 𝑒 !*) 𝐺 𝑡 𝑑𝑡 = 𝐿 𝐺 𝑡
#
𝐹 𝑡−𝑎 for 𝑡 > 𝑎
Where 𝐺 𝑡 = O
0 for 𝑡 < 𝑎
∴ 𝐿!" 𝑒 !(* 𝑓 𝑠 = 𝐺(𝑡)
Math, KU.
Inverse Laplace Transformation
The above theorem is illustrated by the following example:
Since
1 1 𝑡 / 1 / %)
𝐿!" %)
= 𝑒 𝐿 !" %)
= 𝑒 = = 𝑡 𝑒 = 𝐹(𝑡)
𝑠−2 - 𝑠- 3! 6
𝑒 !0* 1 / 𝑒 % )!0
∴𝐿 !" = [ 𝑡 − 5 , 𝑡>5
𝑠−2 - 6
0 , 𝑡<5
𝐹 𝑡−𝑎 for 𝑡 > 𝑎
∵𝐺 𝑡 =O
0 for 𝑡 < 𝑎
Math, KU.
Inverse Laplace Transformation
Change of Scale Property
1 𝑡
If 𝐿!" 𝑓 𝑠 =𝐹 𝑡 , then 𝐿!" 𝑓 𝑘𝑠 = 𝐹( )
𝑘 𝑘
The above theorem is illustrated by the following examples
!"
𝑠
Since 𝐿 % % = cosh 3𝑡 = 𝐹(𝑡)
𝑠 −3
Then
!"
5𝑠 !"
5𝑠 1 3𝑡
𝐿 = 𝐿 = cosh
25𝑠 % − 9 (5𝑠)% −3% 5 5
!"
𝑠
Also since 𝐿 % % = cosh 2𝑡 , so that
𝑠 −2
3𝑠 3𝑠 1 2𝑡
We have 𝐿!" = 𝐿!" = cos
9𝑠 % − 4 (3𝑠)% −2% 3 3
Math, KU.
Inverse Laplace Transformation
Inverse Laplace Transform of Derivatives
𝑑$
If 𝐿!% 𝑓 𝑠 = 𝐹 𝑡 , then 𝐿!% 𝑓$ 𝑠 = 𝐿!% 𝑓 𝑠 = (−1)$ 𝑡 $ 𝐹(𝑡)
𝑑𝑠 $
Where 𝑛 = 1, 2, 3, … … … … … .
The above theorem is illustrated by the following examples:
𝑠 𝑠
Since 𝐿!% 𝑓(𝑠) = 𝐿!% # = 𝐿!% # = cos 2𝑡 = 𝐹(𝑡)
𝑠 +4 𝑠 + 2#
𝑑 𝑑 𝑠 𝑠 # + 4 − 2𝑠 # 4 − 𝑠#
and 𝑓 𝑠 = = = #
𝑑𝑠 𝑑𝑠 𝑠 # + 4 𝑠# + 4 𝑠 +4
4−𝑠 #
!% $ !% %
∴ 𝐿 𝑓 (𝑠) = 𝐿 𝑓 (𝑠) = 𝐿 !% = −1 % 𝑡 % cos 2𝑡 = −𝑡 cos 2𝑡
(𝑠 # +4)#
𝑠 #−4
Thus 𝐿!% = −𝑡 cos 2𝑡
(𝑠 # +4)#
Math, KU.
Inverse Laplace Transformation
Inverse Laplace Transform of Integrals
% 𝐹(𝑡)
If 𝐿"# 𝑓 𝑠 =𝐹 𝑡 then 𝐿"# ' 𝑓 𝑢 𝑑𝑢 =
$ 𝑡
The above theorem is illustrated by the following examples
1 1 1
𝐿"# & & = 𝐿"# & − & = 𝑡 − 𝑠𝑖𝑛𝑡
𝑠 (𝑠 + 1) 𝑠 𝑠 +1
% 1 %
"#
1 "#
1 "#
𝐿 ' & − 𝑢& + 1 𝑑𝑢 = 𝐿 − − tan 𝑢
$ 𝑢 𝑢 $
𝜋 1 1 𝜋
= 𝐿"# 0 − + + 𝑡𝑎𝑛"#𝑠 = 𝐿"# − + 𝑡𝑎𝑛"#𝑠
2 𝑠 𝑠 2
1 𝜋 1 1
= 𝐿"# − 𝑐𝑜𝑡 "#𝑠 , since 𝑡𝑎𝑛"#𝑠 + 𝑐𝑜𝑡 "#𝑠 = = 𝐿"# − 𝑡𝑎𝑛"#
𝑠 2 𝑠 𝑠
sin 𝑡 𝑡 sin 𝑡 𝑡 − sin 𝑡
=1− = − =
𝑡 𝑡 𝑡 𝑡
% 1 1 𝑡 − sin 𝑡
Hence 𝐿"# ' − 𝑑𝑢 =
$ 𝑢& 𝑢& + 1 𝑡
Math, KU.
Inverse Laplace Transformation
Multiplication by 𝐬 𝐧
If 𝐿!" 𝑓 𝑠 = 𝐹(𝑡) and 𝐹 0 = 0 , then 𝐿!" 𝑠𝑓 𝑠 = 𝐹′(𝑡)
The above theorem is illustrated by the following examples
!"
1
Since 𝐿 % = sinh𝑡 and sinh 0 = 0
𝑠 − 1)
!"
1 !"
𝑠 𝑑
∴ 𝐿 𝑠= % =𝐿 = sin h𝑡 = cos ℎ𝑡
𝑠 − 1) 𝑠 % − 1) 𝑑𝑡
Division by s
)
𝑓 𝑠
a). If 𝐿!" 𝑓 𝑠 = 𝐹 𝑡 , then 𝐿!" = / 𝐹(𝑢) 𝑑𝑢
𝑠 #
) 2
𝑓 𝑠
b). If 𝐿!" 𝑓 𝑠 = 𝐹 𝑡 , then 𝐿!" % = / / 𝐹(𝑢) 𝑑𝑢 𝑑𝑣
𝑠 # #
Math, KU.
Inverse Laplace Transformation
The above theorems is illustrated by the following example
!"
1
Evaluate 𝐿
𝑠 / (𝑠 % + 4)
Solution
By the theorem we have
)
𝑓(𝑠)
𝐿!" = / 𝐹 𝑢 𝑑𝑢
𝑠 #
Now
!"
1 !"
1 sin 2𝑡
𝐿 % = 𝐿 % % = = 𝐹(𝑡)
𝑠 +4 𝑠 +2 2
) )
!"
1 sin 2𝑢 1 1 1
∴𝐿 = / 𝑑𝑢 = − cos 2𝑢 = (1 − cos 2𝑡)
𝑠(𝑠 % + 4) # 2 2 2 # 4
Math, KU.
Inverse Laplace Transformation
again
) )
1 1 1 1
𝐿!" = / (1 − cos 2𝑢)𝑑𝑢 = 𝑢 − sin 2𝑢
𝑠 % (𝑠 % + 4) # 4 4 2 #
" " " "
= 𝑡 − 0 − (sin 2𝑡 − 0) = 𝑡 − sin 2𝑡
- 3 - 3
Finally
1 ) 1 1
𝐿!" = / 𝑢 − sin 2𝑢 𝑑𝑢
𝑠 / (𝑠 % + 4) # 4 8
)
1 % 1 1 1
= 𝑢 + cos 2𝑢 = 𝑡 % − 0 + (cos 2𝑡 − 1)
8 16 # 8 16
1 % 1 1
= 𝑡 + cos 2𝑡 −
8 16 16
!"
1 1 % 1 1
∴𝐿 = 𝑡 + cos 2𝑡 −
𝑠 / (𝑠 % + 4) 8 16 16
Math, KU.
Inverse Laplace Transformation
PARTIAL FRACTION DECOMPOSITIONS
Example
2𝑠 %−4
Evaluate 𝐿!"
(𝑠 + 1)(𝑠 − 2)(𝑠 − 3)
Solution
Let,
2𝑠 %−4 𝐴 𝐵 𝐶
𝐿!" = + + … … … … … … (1)
(𝑠 + 1)(𝑠 − 2)(𝑠 − 3) 𝑠+1 𝑠−2 𝑠−3
⇒ 2𝑠 % − 4 = 𝐴 𝑠 − 2 𝑠 − 3 + 𝐵 𝑠 + 1 𝑠 − 3 + 𝐶 𝑠 + 1
𝑠 − 2 … … … … … … … … … … … … … … … . … … … … … . (2)
Putting 𝑠 = −1 in (2) then we will get
"
2 − 4 = 12𝐴, ∴ 𝐴=−
4
Math, KU.
Inverse Laplace Transformation
Putting 𝑠 = 2 in (2), we get
!
8 − 4 = −3𝐵, ∴ 𝐵=−
"
Putting 𝑠 = 3 in (2), we get
#
14 = 4𝐶, ∴ 𝐶=
$
Thus from(1), we have
1 4 7
2𝑠 $ −4 −6 −3
= + + 2
(𝑠 + 1)(𝑠 − 2)(𝑠 − 3) 𝑠+1 𝑠−2 𝑠−3
2𝑠 $−4 1 %& 1 4 %& 1
∴ 𝐿 %& = − 𝐿 − 𝐿
(𝑠 + 1)(𝑠 − 2)(𝑠 − 3) 6 𝑠+1 3 𝑠−2
7 %& 1
+ 𝐿
2 𝑠−3
$
2𝑠 − 4 1 4 7
⇒ 𝐿%& = − 𝑒 %' − 𝑒 $' + 𝑒 "'
(𝑠 + 1)(𝑠 − 2)(𝑠 − 3) 6 3 2
Math, KU.
Inverse Laplace Transformation
Definition of convolution
Let 𝐹(𝑡) and 𝐺 𝑡 be two functions of a class A, then the convolution of
the two functions 𝐹(𝑡) and 𝐺(𝑡) denoted by 𝐹 ∗ 𝐺 is defined by the
relation
)
𝐹 ∗ 𝐺 = / 𝐹(𝑢)𝐺(𝑡 − 𝑢)𝑑𝑢
#
This relation 𝐹 ∗ 𝐺 is also called the resultant or Faltung of 𝐹 and 𝐺 .
Here we have to note the followings:
(i)𝐹 ∗ 𝐺 is commutative i,e 𝐹 ∗ 𝐺 = 𝐺 ∗ 𝐹
(ii) 𝐹 ∗ 𝐺is associative i.e. 𝐹 ∗ 𝐺 ∗ 𝐻 = 𝐹 ∗ (𝐺 ∗ 𝐻)
(iii) 𝐹 ∗ 𝐺 is distributive with respect to addition i.e.
𝐹 ∗ 𝐺 + 𝐻 = 𝐹 ∗ 𝐺 + 𝐹 ∗ 𝐻)
Math, KU.
Inverse Laplace Transformation
Convolution theorem
Statement
If 𝐿!" 𝑓 𝑠 = 𝐹(𝑡) and 𝐿!" 𝑔 𝑠 = 𝐺(𝑡) then
)
𝐿!" 𝑓 𝑠 = 𝑔 𝑠 = / 𝐹 𝑢 𝐺 𝑡 − 𝑢 𝑑𝑢 = 𝐹 ∗ 𝐺
#
Problem
3
Evaluate 𝐿!" % by use of the convolution theorem.
𝑠 (𝑠 + 2)
Solution
We can write
3 1 3
= .
𝑠 % (𝑠 + 2) (𝑠 + 2) 𝑠 %
1 3
Let 𝑓 𝑠 = and 𝑔 𝑠 = %
(𝑠 + 2) 𝑠
Math, KU.
Inverse Laplace Transformation
Since
1
𝐹 𝑡 = 𝐿%& 𝑓 𝑠 = 𝐿%& = 𝑒 %$' and
𝑠+2
%& %&
3
𝐺 𝑡 =𝐿 𝑔 𝑠 =𝐿 = 3𝑡
𝑠$
Therefore, by using the convolution theorem, We get
'
' '
3
𝐿%& = 9 𝑒 %$) 3(𝑡 − 𝑢)𝑑𝑢 = 3 9 𝑡𝑒 %$) 𝑑𝑢 − 3 9 𝑢𝑒 %$) 𝑑𝑢
𝑠$ 𝑠 + 2 ( (
(
3𝑡 %$) 𝑡 3 %$)
𝑡 3 ' %$)
=− 𝑒 + 𝑢𝑒 − 9𝑒 𝑑𝑢
2 0 2 0 2 (
3𝑡 %$' 3 3 𝑡
=− 𝑒 − 1 + 𝑡𝑒 %$' − 0 + 𝑒 %$)
2 2 4 0
3𝑡 %$' 3𝑡 3𝑡 %$' 3 %$' 3
=− 𝑒 + + 𝑒 + 𝑒 −
2 2 2 4 4
Math, KU.
Inverse Laplace Transformation
3 3𝑡 3 !%) 3
⇒ 𝐿!" = + 𝑒 −
𝑠% 𝑠 + 2 2 4 4
Math, KU.
