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Unit-3 Laplace Transform-Lecture Notes

Laplace transform of ordinary Differential equations notes

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Unit-3 Laplace Transform-Lecture Notes

Laplace transform of ordinary Differential equations notes

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komallarohith4018
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Laplace transforms Unit-4 Laplace transforms Course Objecti Develop ability to Analyze properties of Laplace Transform, Inverse Laplace ‘Transform and Course Outcome: At the end of course, the student would be able to evaluate various problems using Laplace Transform and Inverse Laplace Transform Main Contents of the unit: > Laplace transforms in different cases > Inverse Laplace transforms in different cases > Convolution theorem > Solution of Ordinary Differential Equations by using Laplace transforms Introduction: > Laplace transforms is an application of integral transform which produces a new function f(s) by integrating the product of kernel and the given function (t) between the suitable I the integral transform is f(s) = fi? K(s,t) + f(e)de > The Laplace transforms is an essential mathematical part for engineers. > ‘The Laplace transform is a very much useful mathematical tool for solving linear differential ‘equations with given initial conditions (initial value) without finding the general solution. > The Laplace transforms is a powerful tool in diverse fields of engineering. Definition of Laplace transforms: ‘The Laplace transform of a function f (t) can be denoted by L{/(t)} or F(s) and is defined as LEF(O}=F(8) = Je" F() dt —forallt>0 where the parameter s isa real or complex number and the symbol Z is known as Laplace transform operator. Sufficient conditions for existence of Saplace transform of a function A function f(¢) is said to have Laplace transform if it has the following conditions, 1, The function f(t) must be piece-wise (sectionally) continuous in any limited interval, 2, The function f(¢) is of exponential order. Note: 1. Piece-wise (sectionally) continuous: A function f(t) is said to be piece-wise continuous in {a, b] if [a, b] can be divided into finite number of sub intervals and the following conditions holds. LF (©) is continuous in each sub interval i, (Chas both right- and left-hand limits at every end points of each sub interval. . _{@o 0 Scanned with CamScanner Laplace transforms 2. Exponential order: A function f(t) is said to be of exponential order a if Him e-** f(0) is finite Ex: f() = et {since im e-* f(t) = im e-* e*t = 1 <0) 3. Gamma function: ‘The gamma function of n > 0 can be denoted by P'(n) and is defined as Pn) = feta dx 4. Properties of Gamma function: i P+i)=nrG),ifn >0 f= r+) =nt,itn € zt g)= -2va i PO,F1,F(C2), are all not defined. General Properties of Laplace transform: Property 4.1: If L{f(€)} = f(s) then for any constant k, L{k f(Q)} = k L{f()} = k f(s) Proof: Given L{f(t)) = f(s), by definition, L(F(e)} = f(s) = ff ef at then Lk f(t)} = f° ew k f(t) dt =k fe F(t) dt =k LF} =k Fls) Hence L{k f(O} = k f(s) * Property 4.2 (Linear property): If L(f(O)} = f(s) and L{g(¢)} = g(s) then for any constants ey and ¢2 ,L{ cxf) + erg) = er LEF(O} + cz L{g(O} = €1 Fl) + ez 9s) ‘Proof: Given L{f(O)) = f(s) = Jo et f(t) dt and Lg} =9(s) = Pe g(e) ae ‘Then consider Herf(O +erg(0} = fy e* [ef + exg(0)] at =fe [eve * fi) + exe g(o] at Hef e* f(t)dt + cg fe g(tat = cl f(t) + ¢ L{g(t)} = 61 f(s) +e. a(s) Hence Lf ¢1f(t) + ¢24(0)} = ¢1 f(s) + e2 Bs) Scanned with CamScanner Laplace transforms 43° Laplace transforms of Some Elementary (standard) functions: 1. LK} =* (s>0),where kis a constant. Proof: Since by definition, L{/(0)} = f(s) = ff" e**f(@) at => L{K)= [ewkar=k J est dt=k Ee — tes et) = Koay =—-£ Hence 1{k} = = Note: From the above result, we will observe £{0) = 0,(1) = 2, 1{2) 2 L(t} 2 Proof: Since by definition, L{/(O} = f(s) = Jo e*f(0) at =>) = free edt= 1B) (since fuvar =v — vv, +0", — =[@-0)-(0-3)] Hence L{¢) = larly, we get the Laplace transforms of some other elementary functions stated below. SNo.| FO LO) 7 K K LQ = = (s > 0),where kis a constant. 2 t 3 w 1(¢") = 3; when n > 0 4 | (ery = SP when n > -1& nisnot zt 3 ew man 2 ie = 6 ent 7 | sinat - Usat)= 35 8 cos at =—_* Lcos at} = 3 9 | sinkat 10 | coshat Scanned with CamScanner Laplace transforms Problems: 1 10ct<2 22zctea 3,46 Find the Laplace transform of f(t) = Sol: Since by definition, L{f(t)} = fj" e*tF(t) dt 2 LEFOV= fr ef dt 2 LEO)= Kes det ef det fFe*fO det fEe* fe at @ LF) = files det [P2e% det f3.e% det [P0.e* dt 2 LO) = 2 FO) @ LO) = H-e-* +1- 26 42.6% — 3.6 43.6%] > Lf ()) = 311 +e? + es — 3.665] Determine the Laplace transform of e# — 2e* + sin 2t + cos 3t + sinh 3t—_2cosh4t +9 Sol L{e* — 2e-% + sin 2t + cos 3¢ + sinh 3¢ — 2 cosh 4¢ + 9} = Lfe*} — 2. Le?) + L{sin2¢} + L{cos 3t} + L{sinh 3t} — 2. L{cosh4t} + L{9} _ 12 2 s 3 2s_ sgl “523 saatsen sep tei wets 2 2 s 3 2s 9 542° 44'S 49°R-9 F16'S Find the Laplace transform of (t? + 1)” Sok: ! Le + sr Le? + 1+ 2t7) = Lfe*} + L(A} + 2. L{e7} 1 +242. 5 => L{(? +1)" =4it.4 Find L{sin (wt + a)} Sok: L{sin (wt + a)} = L{sin wt cos a+ cos wt sin a} =cosaL{sin wt) + sina L{cos wt} =cosa.s*>4sina = zialweosa+s sina) Scanned with CamScanner Laplace transforms 5, Find L{cosh? 2t) Sok: at 207?) L{cosh? 2} = ffse") | = + Let + et 4.2) = {lle} + L{e~""} + L(2)] 1 1 2 # L(cosh? 20} = 7} G+ qt | 6. Determine the Laplace transform of (Vé- 2)" Sot: Ufa Sy} -ufe- Fad ase} 3} 3.1 {2} 43.1 {eF} = Gee) g eg DG yey) 3 in) es { r@+1) =nr)} 3 GB stf{(ve-3 i -2Vnsi- oa ae zat? Practice Problems: 1, Find the Laplace transform of the following. 1\3 sint, O (s—ay +b 6 Scanned with CamScanner Laplace transforms Problems: Find the Laplace transform of the following. 1. eZ cosSt — 3sinSt) 2 evtcos*t 3. (t+3)2e" 4. etfsin2t cost Sok: 1. L{e (2 cos5¢ - 3 sin St)} = .. L{e~**. cos St} — 3. L{e“**. sin St) -[L{cos 5t}Is543 — 3. [L{sin 50] 54543 (eleesa 7? lees aaa) - aaa) = Gretel Greed _ (zstenssy 7465434, + Me (2 cos St—3 sins) = {==} 2. L{e~*.cos?t} = [L{cos*t}].45+: Lf] a¢ 4 +1 2 faa s# $ 2st J LE(t + 3)*Vo-os—a = (Lt? + 60+ essa * Lem*.cos*t) = 3. L{(t+3)e4} 2 A(t + 3)et oD + G1 +3 4, Lfe* sin 2e cost} = Lfsin 2t.cos thss-4 {: sina.cosb = fisin(a +b) +sin(a— ai} + Le sin 2t cost} = Leesesny ‘ _4y 3 1 =3lers vail... = 3, } “26-4249 (6-47 +1 1 3 At si ={_-__ Hence, — L{e" sin 2t cost ilesaesas zara) Scanned with CamScanner Laplace transforms Practice problems: Find the Laplace transform of the following. 1. L{et (cos 2t +3 sink 2t)} 2. L{sinh at sinat} Unit step function: ‘The unit step function can also be called as Heaviside Unit function. It can be denoted by u(t — a) or H(t — a) and the unit step function at ‘a’ is defined as uee~ a) or Hea) = Se Laplace transform of Unit step function: L{u(t — a)} = = Lfu(t — a)} =[oew u(t—a)dt = few oats [oe dt o 0 le Based on Laplace transform of unit step function, we will observe the Second shifting theorem of Laplace transform, which discussed below. 4.5 Second shifting theorem of Laplace transform: > First form of Second shifting theorem: HLF) =F (ana g(t = [KE OFZ 2 > Second form of Second shifting theorem: IEL{F()} = f (s) and a > 0 then L{F(t — a) H(t — a) = ef (s) then L{g(t); Where H(t) = be re s , is Heaviside unit step function at ‘0° Problems: cos (t—),ift>= 1, Find L(g(t)}, where g(t) = ( 3) i 3 6, yest Sol: Give g(t) is of the form g(t) = fi @- Out 24 ‘Then by First form of Second shifting theorem, we have Lg(t)} = ef (s) >) For, f (s) = L{f(t)} = L{cos t} = = where f(t) = cost,a = Bea ‘Thus, from eq" (+), L{g(t)} =e Scanned with CamScanner Laplace transforms 2. Find L{(t - 2)? u(t —2)} Sol: Given function {(t ~ 2)? u(t — 2)) is of the form F(t ~ a)u(t — a), with a = 2,F(t—a)=(t-2)% => F(t)=¢? and f (5) = L(F () = Le) = 3 6 then by second form of second shifting theorem, we have L{F(t— a)H(t — a)} = ef (s) -2s 6 *M(@= 2)? ue 2)}= | |. Find the Laplace transform of e~*u(t — 2) Sok Consider L{e~*u(t — 2)} = L{u(t—2)}.ss03{"" by First shifting thm) rete yo {+ Laue - ay) =} (548) a 28-6 s+3 + Leu(t — 2)} = Practice problems: Find the Laplace transform of the following functions. cos (¢-%),if >= L fO= i ges 2. et —ue-1)) sin (t-2),ift>= 3. FO = s z 0, ift He*f3t)} = Hence proved. Practice Problems: sst12s448 1. IEL{F(O} = “TSF then find L{f(3¢))} by using change of scale property. 2. Find L{sin? at) by using change of scale property. Answers: 1 9(s?-45+5) 2a? ep “ s(s244a2) Scanned with CamScanner Laplace transforms 4.7 Laplace transform of derivatives: If LEF(t)) = f (s) then LF") = s"F (S) — s™* FO) — 5"? F"(0) — sf" (0) = — FPO) *Note: From the above result we may observe that > LY") = sf (9) — FO) > LF") = s?f (Ss) — sf) — f'0) L{f" (O)} = s3f (s) — s?f(0) — sf’ (0) — f"(0) and so on... Problems: ‘Using the theorem on transforms of derivatives, find the Laplace transforms of the following functions. 1 ett 2. tcos at Sol: 1. Given f(t) = e% then f’(t) = ae then by Laplace transform of derivatives, Lf’) = sf (s) - FO) => L{aet*) = s. fet} —e0* => alfe") =s.L{e"}-1 => s.L{e} - aal{et} =1 => (s—a)L{e"} = 1=> L{e“} = s 2. Let f(t) = tcosat then f"(t) = cosat ~ atsinat And f(t) asin at — asinat —a*tcosat = —2asinat — a?t cosat ‘Then by Laplace transform of derivatives, LEf"(O)} = s?F (s) - sf (0) — f'(0) L{-2a sin at — at cosat} = s?L{t cos at} — s(0) — cos0 => 2a L{sin at) — a L{¢ cosat) = sL{¢ cos at} — s*L{t cos at} + a*L{t cosat} = 1—2aL{sinat) a => L{t cos at} (s* +a”) = 1—2a. Fre 1 2a? Hence, L{t cos at} = 5 {1 -3) Practice Problems: Using the theorem on transforms of derivatives, find the Laplace transforms of the following functions. 1. tsinat 2. cosat 2as s Answers: 1, . (st4a2)? S402 1 Scanned with CamScanner Laplace transforms 4.8 Laplace transform of integrals: If L{f(t)} = f(s) then LG, SE fwdu du... dun times)} =22 forn = 1,2, . *Note: From the above result we may abserve that > L{f fdu} = i > L(G send du} = and so on... Problems: 1. Find £{f; {sink at de dt} Sok Let f(t) = sinh at then by Laplace transform of integrals, we have ff [ ronan tu} 2 eye 1 a =>L {f f sinh at dt atl = G Usinh at) = F@rad Practice problems: Find the following 1. LS) fp cosh at ae de} 2. L{feert cos tat} Answers: s 9, st s(s*=a?) s(s?425+2) Scanned with CamScanner Laplace transforms 49 Laplace transform of a function multiplied by ¢: IELEFCOD = FCs) then L{e"F CO) = 1)" (FW) form = 1,2,. ie, L(t FO) = — AF) oF LE FO} =-(F'O)} Le? FO) = (FS) = FG) and so on ae Problems: Find the following. 1. L{t? sin 2t} 2, L{t e* sin 3t} Sol: Let f(t) = sin 2¢ then we know that HEF) = £ “Fo}= F')-2@) For, f(s) = L{f(t)} = L{sin 2¢} = Fr da 2 2 4 from eq"(s) L(t sin 20) = aka 3} =? Sela -2.2leah -costatg) =c4) (ew peta} ery = 9G} 4(3 52-4) (s?+4)3 + L{t? sin 2t} = . Let f(t) = e% sin 3t then we know that L{¢ f(t)} = —2{7(s)} —> (*) For, f(s) = L{f(t)} = L{e**sin 3t} = L{sin 30}, .5-2 = ea = =a da 3 (2), Lfte2 =- A . from eq”(+), L{t e* sin 3t} aaa} = 3). £6" - 45 +13) = (-3).(-1). (s? — 4s + 13)-2(2s — 4) 6(s-2) «Liter = + Lt e% sin 3t} = Gna Scanned with CamScanner Laplace transforms 4.10 Laplace transform of a function divided by t”: If f(s) = L{F (0) then L {22} = f° F(s)as LEQ} = f° f° Flo)as ds and so on Problems: 1. Find 1{“"} Sol: Let f(t) = e% — e” then we have 1L{}= JE f@)ds -——> (*) 1 For, f(s) = L{et* — et} = “\= 0 e-ades = flog(s — a) —logts — IE = fos(S)) “fol, “bl vn = — log {=} = —flog(s — a) — log(s — )) Now from eq” (+), 1 {= Practice problems: Find the Laplace transforms of the following. tobe L = g.fosetacosst 4g pag-at t — Answers: “i 540) ay pstae 2 1. cots 2. log {7} 3.21og {5} Ta Scanned with CamScanner Laplace transforms 4.11 Evaluation of Integrals by Laplace transforms: ‘The integral of a function f (t) defined in (0,00) can be easily evaluated by the definition of Laplace transform, which is illustrated in the following examples. Problems: Evaluate 1. f° teat 2. f° ae Sol: 1. Given f,° t e-* dt is of the form J," e~ f(t) dt with s = 3 and f(t) = And since f.° e~S*f(¢) dt = LF) Then fot e-* dt = L{t} = sinze SR2 ae is of the form f° e~** f(t) de with s = 0 and f(¢) = 2 2. Given J.” 8 fPesf(e) de = LEO} => fo de = Lf} = [2 Hsin 2t} ds = Se ads 23{ta()}r = tan~tco — tan“? (2) 1 fy at Practice problems: Evaluate the following integrals by using Laplace transforms. 1. fy te sintdt 15 Scanned with CamScanner Laplace transforms 4.12. Laplace transforms of Special functions: > 4.12(a) Periodic function: ‘A function f(x) is said to be a periodic function of a period T > O if f(x) = (+P) Ex: sin x, cos x are periodic functions of periodicity 2m and tan.x, cotx are periodic functions of periodicity 7. Note: 1. If f (x) is a periodic function of a period T > 0 then FR) = F(x +T) = f(x + 27) = f(x + 37) = -~ and the least periodicity T is called as Primitive period. x If T is a periodicity of a function f(x) then the periodicity of the function Flax + bist > Laplace transform of a periodic function: ‘The Laplace transform of a periodic function f(t) having period T > 0 is given by et 100) =a emseoae Problems: 1. Find the Laplace transform of the square wave function of period 2a defined as pee) ={ & whend 0, we have + al en f(t)dt 7- 2a. he f(tat LUOI= tae wate (SYS, ] = de Moe +1 + 205 — eas} {fie-skde + {2"e-s*(—k)dt} E(L + 6-245 — 2e-es} Ades)? —L_ ki e-asy2 =e fray tk pane = kane) = ema sb OMY = Say 16 Scanned with CamScanner Laplace transforms 2. Find L{|sin ¢|} Sol: Since |sin ¢| is a periodic function with period 7. 7 es p(e)at { e|sin ede 0 1 =a ceive st sin tdt {+ |sint| =sintin0 Lo} 1 es [SScs sin t —cos ol, {+ J(e% sin bx) de = = ae 1 = eal O+)-Z50-9] 1+e775 (1+s?)(1-e-™5) > 4.12(b) U1 pulse or Dirac delta function: ‘The Dirac delta function can be used to deal the situations in which a very large force acting for a very short time like earthquake, collision of two bodies, etc. ‘And the Dirac delta function is defined as 6(¢ — a) = lim fe(t — a) (asin bx - bcosbx) } 2 Lasts where fe(t — a) ~fnstsete 0, otherwise > Laplace transform of Dirac delta function: L{6(E — a)} = {lim fe(t — a)} = lim LfeCt — a} = limf fy’ eS felt — a) dt} wale enS(O)de + for enst (2) de + fm e-*(aydt} im (HES = L{6(t-a)} =e Scanned with CamScanner Laplace transforms > 4.12 (c) Unit step function: ‘The unit step function can also be called as Heaviside Unit function. It can be denoted by u(t — a) or H(¢ — a) and the unit step function at ‘a’ is defined as Oift Laplace transform of Unit step funetion: ea L{u(t - a)} s L{u(t — a)) few u(t—a)de = et .Odt+ { et dt = lo le Problems: 1. Find L{et*u(t — 3)} Sol: Le'4u(t — 3)} = eh. {etu(t — 3)} = e SL {u(t — 3)} 45-1 {+ by First shifting theorem) e SS] fee a) = anda = 3} = 0-9) = elf =f} 3s + Le Su(t — 3)} = = 7 Scanned with CamScanner Laplace transforms Inverse Laplace transforms Inverse Laplace transform (Definition): If L{f()} = f(s) then f(0) = E-{f(s)} is called the inverse Laplace transform of f(s) and 1-7 known as Inverse Laplace transform operator. 4.13 Inverse Laplace transform of fundamental functions: SNe LTP) =FO Te 1{9 = Kwhere kis a constant. "hap 7 a} E wenn >0 7 [apt e ; L {ea} aren wenn > —tane7 5 ae 19 Scanned with CamScanner Laplace transforms 4.14 Linear property of Inverse Laplace transform: 1 L-*{ F(s)} = f(Qand Lf W(s)} = g (6) then for any constants cy and cz , Eerf(s) +e2a(s)} = cr EFS} + cob {aS} = af) + colo). Find the Inverse Laplace transform of the following. Le 2 eGo Sol: 1. Consider i> {354} = 1-2 {2} — 30-4 {2} 4 a1 {2} ae f ais} +ae (3 = 1-3-4407 {S42} 2541 _ ststt s sH1 141 = = +t s(S#i) S(S#1) (S41) S(S41) (S42) Se) -fgtyt =e "41 2. Consider Scanned with CamScanner Laplace transforms 4.15 Inverse Laplace transform by partial fractions: It f(s) g, where g(s) and f(s) are the polynomials of s then the inverse Laplace transform of f(s) can be find by decomposing a 3} into partial fractions. This can be illustrated in the following examples. Problems: ‘Find the Inverse Laplace transform of the following by using partial fractions. Lea 20 al Sol: iz first we resolve 3 1. Te find £-! 1 = inta partial fractions as following stes-2 A Bo 5G+3G-D ststats-2 => sts—2 =A(s-+3Xs—2) + B(s)(s—2) + C(sXs+3)———> (1) Now, to find A,B and C,put s = 0 in equation (1), 6A =-2=> 4=1/3 next put s = —3 in equation (1), 158s => B= 4/15 now again, put s = 2 in equation (1),10cs = > C=2/5 ‘Thus, from equation (*), HeG-H ao rift) me +a (s+3)(6-2). first we decompose Bs+C__ 1" S44 Sania int partial fractions. (+) As? ++ Bs? + Bs+Cs+C On Comparison, 21 Scanned with CamScanner Laplace transforms now, from equation (+), 1 542 mf 1 Jen 1 4S 2 CDE ZEF1) si oe =} {et - cost + sint} Practice problems: Find the Inverse Laplace transform of the following by using partial fractions. af 4 asf «eae 2. (aa) Answers: 1. 4(@et =e) 2.40? + Se“ 4.16 First shifting theorem of Inverse Laplace transform: TeL-*{ F(s)} = FO) then L"{ F(s— a)} = e*f(4) and L*{ f(s + a)} = e*f(. Problems: Find the following by applying first shifting theorem. 1 Gad 2." fara} Sol: 1 Consider Lo Far) =!" Gaal met {2} {v by First shifting theorem} est _ fer? aE ‘Cad Fas+5 2. Consider L* {5 sent pt {2} {= by First shifting theorem} a} 22 Gr} -* (cost — 2 sint) =e cost — 2e* sin: 2 Scanned with CamScanner Laplace transforms Practice problem: 1. Find £1 {5+} by applying frst shifting theorem. {Ans: 2e~®* sin 2¢]} re} 4.17 Second shifting theorem of Inverse Laplace transform: Form I: WL-1{ F(s)} = f(t) then L-"{e~* F(s)} = f(t - a). H(t- a) Where H(t — a) is Heaviside unit function. ge -a), fort>a 0, FormI: — IfL-"{ f(s)} = f(@) and g(©) = fort {es} = f(t-3).H@-3)----9 >) for, f(t) = F(s)} = mia nett {A mete => f(t—3) = (¢-3).e8) hence, from equation (+),L~ | = (t- 3). eX, H(t - 3) ay 2. Consider > {24} = 1 {So} 4 13 (55) aes }=sineri fs al-- a Now, £-* {5} is of the form £-"{e-* 7(s)} with a = x, 7(8) = {75} Then f(Q) = L7{ F(s)} = 1" {45} = sint => f(t—) = sin(t — 2) -—-- (2) Scanned with CamScanner Laplace transforms And by second shifting theorem of Inverse Laplace transform, we know that I-er® f(s)} = ft a). H(t — a) => EA{ET} = sin(e- 0). H(t - m) ~~ (8) {+ by equation (2)} hence, from equations (1) & (3), we get 1 +e" aftre™) ofa Practice Problems: Find the following. Lf}, tf Fass re int + sin(t — m). H(t— 7) Answers: 1. e~*(*-”), sin(t — 2). H(t — 2) 2. (3t- 1)H(t- 2) 4.18 Inverse Laplace transform of derivatives: WL FOI} = f (0) then LL F(S)] = (-".e". (0 or En If FO%(s)} = (Hay. £0) 2). t.f(Q) => f(t) = *Note: put n = 1, £-1{27(s)} = {2 F(8)}-9 () Problems: Find the following by using derivatives. 1. E*{log (H)} 2. Means +) Sol: 1. since by the Inverse Laplace transform of derivatives, “yas fF) =FI{EF(9)}---9 st For, f(s) = log ( a y= log(s +1) — log(s - 1) fo=t-4 ete!) ‘Thus, from equation (*), f(t) 2. f(s) = tan Ms +1) => Sf) = ten FO = FE" ra 1 nen etsint Practice problems: Find the following by using derivatives. 1. 1 * {log (=3)} 24 {tog (1+3)} Answers: 1. Het —e3} 2. a — cost) 2 Scanned with CamScanner Laplace transforms 4.19 Inverse Laplace transform of integrals: WL( FO} =F then Ef.” F(s)ds Problems: Por f(t) = t. ILL” Fs)as} Find the following by using integrals. aft {25 Lita 20a Sol: 1. Since by Inverse Laplace transform of integrals, we have FQ = 6 IMP F)ds} = 1 (f Sds} =e) atit{t}eret 2. FO St LLY? fo)ds} = fe ares} (4) =tit{ Practice problems: 1. Find £-* {2.5} by using integrals. {Answer: t2e} \(s—a) 4.20 Inverse Laplace transform of a function multiplied by s: IL{ F(S)} = FO and f(0) = 0 then - sfO}=FO 270, f55O= In genera, then £4 s.F(s)} = am Problems: Find: 1.17" {= 5} Sol: Given L~* t 55} is of the form then L-*{ s™. F(s)} with n = 1 and Oa And we know that, L-1{ s. f(s)} = f‘(t) -— - (+) Scanned with CamScanner Laplace transforms 1 22a) For, f(t) = mf => (=F sink (4) And f(0) = 0 nt (3) }=s cosh Ge) @) ‘Thus, from equation (*), Hence, L~? 2s Practice problem: 1. Find L-* {2} al {Answer: e~*(1 — 2t)} 4.21 Inverse Laplace transform of a function divided by s: HI FOO) = FO and $00) = 0 hen L-* { 2} = f° F(a In general, 1~ + {Lay = Soi Sg fat dt... dt (n times) Problems: 1. Find {=>} 2f{a} so rif ata}er fet or 1 is tthe fom Lt {22} where 70) = arto = r=" gsi) = fsmet ‘And we know that, L~1 {2 = fy fede => tas} = Si tsinatdt = spacey (cos at +1) 2. {A }= {2 en fo) = a= fo= (64) And thus, 1: Gary} = pe tdt=[-e]g = et + 1 = 1-2 Practice problem: 1. Find >" {45 {answer: 21 - e-?9} Scanned with CamScanner Laplace transforms Convolution product: 4.22 *Note: If f(t)and g(t) be two functions defined for t > 0 then the convolution product of f(t)and g(t) can be denoted by f(t) + g(t) and is defined as FO + g(t) = fp fCdg(t — wu Convolution theorem: If LEF(ED} = F(S) and L{g(t)} = 9(s) then LEF(E) + g(#)} = F(S)..9(s) Or EA T().9(S)} = f+ 9H = fy fwg(t— wu L ‘The convolution theorem is useful to obtain the Inverse Laplace transform of the product of two transforms and helpful to solve ordinary differential equations. 2 fO+90 =9O+ FO (Commutative property) 3. F(t) + (g(e) * h()) = (F(t) * g(0) + A(t) (Associative property) 4 f()+0=0=04 F(t) 5. Fs 1e F(t) Problems on Convolution theorem: by applying the convolution theorem. ind Et {1 1 ind 5 Sol: a at _ 1 Let F(8) = 5 and o(8) = Taam then f(t) = -1{ F(s)} = oft} =1=> f(t) =1--> (1) And g(t) = I-"{g(s)} =1""f {+ by using partial fractions} =e {A— A} = ale) = et e+ @) Now by convolution theorem, If F(S).9(9)} = FO + 9@ = ff Fg - wdu =i {— S(5+1)(542) = fe. (ee) — 2-9) du = fi(ete" — ee) du ~ 2 =efe“lo — =F le**Io 27 Scanned with CamScanner Laplace transforms = e(et-1)- Ee -1) s {oe = SF I)G#2), ind I {2 , ‘ 2. ind L~* {3-5} by using convolution theorem, Sok wf, 4 } ait ft 4 } and tet f(s) =4 and g(s) =z (S44) is s44 5 Then f(t) = Ef F(s)} = {fy =1=> f() =1---3 (4) And g(t) = L7(g(s)} = 17" {55} = sin2t --------- + (2) Now by convolution theorem, (FS). 99} = FO +9 = fi f@g(t -wdu i =i feral phan 2¢e— udu = A freos2ee-wyt _ 1. _ = 3 |, = leas 0 — cos 24] 1 1 2 mia =i [1 ~cos24 Practice problems: Find the following by applying the convolution theorem. LO tet 2 aad 3 oad Answers: . 2 Gsin St —2sin 2t) 2. F{1—et(sint + cost)} (ett —e°) Scanned with CamScanner Laplace transforms 4.23 Applications of Laplace transforms: > Solution of Ordinary differential equations by Laplace transform: Laplace transform can be applied to solve Ordinary differential equations with initial condition (Initial value problem) as in the following working rule. Working Rule: Step 1: Consider the given differential equation and take the Laplace transform on both sides. Step 2: Write the following relations in step 1. L{y'} = sL{y) — y(0) Ly") = s?L{y} — sy(0) ~ yO) L{y"} = s#L{y} — s?y(0) — sy'(0) — ¥"(0) ‘And so on, Step 3: Substitute the given initial conditions in the equation of step 2 and write the relation for L{y}. Step 4: Find y by applying Inverse Laplace transform to the equation of step 3. *Note: In this concept, we consider x = x(¢) and y = y(t). ie. x and y are functions of ¢, Problems: 2. Using Laplace transform, solve © 4224 5y= given y(0) = 0,y'(0) = 1. Sol: ‘sin t, = Given y" + 2y' + Sy = e~tsint By applying Laplace transform on both sides, L{y” + 2y! + Sy) = Lfe~tsint} => L{y"} + 2ify'} + SL{y} = L{sin ths 543. => s*L{y}— sy(0) —y'(0) +2(sLy) - 1) +5009) = {e => s*L{y}- 14 2sL{y} + SLO} = = => L{y}(s? + 25 +5) —1 => Liy}(s? + 2s+5) = 1+ sm => L{y}(s? +25 +5) = [BSS S7425+3 S?425+2 => LO) = Gasset ys yn pet f___sttases => yak (Gana) Now, consider Fant Fane 8242543 (F#25+5)(52425+2) cs4D SPH 2842 —-H3 (x) => s? +25 +3 = (As + B)(s? + 2s +2) + (Cs + D)(s? + 2545) 23 Scanned with CamScanner Laplace transforms => st42s43 = As! + 2As? + 2As + Bs? + 2Bs + 2B + Cs? + 2Cs? + SCs + Ds? +2Ds +5D ‘On comparison, st 3A4+C=0-- s? »2A4+B4204D 5 92A+2B+5C+2D constant + 2A+5D =3- By solving, ‘Then from equation (ean, =r st+2s+3 VSI GH is FOG? + ISD), Ei Gaas) ti (Gana)} = 1G (Gare)* = 3 -esinzt] | opie g [er 2 ] + le sin t] 1 3° e-'{sin 2t + sin t} 2. Using Laplace transform, solve © or - ae + Bx = e%, given x(0) = 2,x'(0) = 2 Sok Consider the given Differential equation x" — 4yx' + 8x = e7! By applying Laplace transform on both sides, L{x” — 4yx! + Bx} = L{e4} => L(x} — 4b fx!) + BL{x} = —> => s*L{x} — sx(0) — x'(0) — 4(sL{x} — y(O)) + 8L{x} = => s*L{x}— 2s — 2 —4sL{x} +8 + BL{x} => LGM? —454+8)- 25 +6= => L{x}(s?— 45 +8) = 425-6 1 2s 6 => LO) = Teoma t Gases =>xait Scanned with CamScanner Laplace transforms Now, from equation (*), Consider first term of RHS of equation (*) 1 A, Bste (S-2)(5=4s+8) 5-2 s?—a5+8 == (8) => 1 = As? — 4As +84 + Bs? — 2Bs + Cs— 20 On comparison, s? 9A+B=0-— S79 -4A-2B+ constant + 8A—2C By solving, A ‘Then from equation **), “Coaecasal as +: : +7 tonal eas tie Ga} faahtiet a 1 1 - gor(cos 2t+ sin 2t) + a" sin 2t—> (1) 1 | _ (S— 2)? 4548) — Next, from RHS of equation (*), Consider the second term =~ And the third term 1 2 _ 1 7 1 “loam ‘ea Finally, from equations (+), (1), (11) & (1) x= Le% —Le?*(cos2t + sin 2t) + +e sin 2t + 2e**(cos2t + sin 2t) + 2e* sin 2t = ett (14.7 5 x= e% (7 +7Zcos2e+?sin 2t) 31 Scanned with CamScanner Laplace transforms 3. Using Laplace transform method, solve (D? + 1)y = 6 cos 2t,t > 0, Iy = 3,Dy = 1whent =0. s Consider the given Differential equation (D? + 1)y = 6 cos 2t => y" +y = 6 cos 2t Applying Laplace transform on both sides, L{y"'} + Ly} = 6 L{cos 2t} => s*L{y} — sy(0) - y'(0) +L} = But, given that y(0) = 3, y'(0) = 1, then we write => (s? + DL} - 38-15, és at => LO) = Ganga tata oye ene) 8 Ga} i} - © Now, consider, 6s Ast+B Cs+D Cer sel at => 65 == As? 4+ 44s + Bs? +4B+Cs34+Cs+Ds?+D ‘On comparison, s? 3A4+C=0----3 (1) st 3B+D s 74446 constant > 4B + D By solving equations (1)&(3), A=2,C = And By solving equations (2)8&(4), B = 0,D =0 . 6s 2s as “Gane +4) S41 sta And from equation (*), ny = 5cost—2cos 2t+sint y 2 cost — 2cos2t + 3cost + sint 22 Scanned with CamScanner Laplace transforms Practice problems: Solve the following differential equations by using Laplace transform method. 1. x" 49x = sint,x(0) =1&x(Z)=1 [Hint use x'(0) =H] 2. (D?+4D+5)y=5, giveny(0) =0=y'(0) 3. (D?+2D+1)y =3te™', given y(0) = 4,y'(0) =0 Answers: Wf, de SG 1, x= L(sint — isin 3t) + cos 3t —2 sin 3t 2. y=1-e (cost +2sint) 3. yset(S44t+4) -00000- Scanned with CamScanner

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