Laplace Transform
Laplace Transform
UNIT I
CHAPTER - IV
LAPLACE TRANSFORMS
1. Introduction :
The Laplace transform is one which enables us to solve differential equation by use of algebraic methods.
Laplace transform is a mathematical tool which can be used to solve many problems in Science and Engineeing.
This transform was first introduced by Laplace, a French mathematician, in the year 1790, in his work on
probability theory. This technique became very popular when heaveside funcitons was applied ot the solution
of ordinary differential equation in electrical Engeneering problems.
Many kinds of transformation exist, but Laplace transform and fourier transform are the most well known.
The Laplace transform is related to fourier transform, but whereas the fourier transform expresses a function
or signal as a series of mode of vibrations, the Laplace transform resolves a function into its moments.
Like the fourier transfrom, the Laplace transform is used for solving differential and integral equations. In
Physics and Engineering it is used for analysis of linear time invariant systems such as electrical circuits,
harmonic oscillators, optical devices and mechanical systems. In such analysis, the Laplace transform is
often interpreted as a transformation form the time domain in which inputs and outputs are functions of
time, to the frequency domain, where the same inputs and outputs are functions of complex angular frequency
in radius per unit time. Given a simple mathematical or functional discription of an input or output to a
system, the Laplace transform provides an alternative functional discription that often simplifies the process
of analyzing the behaviour of the system or in synthesizing a new system based on a set of specification. The
Laplace transform belongs to the family of integral transforms. The solutions of mechanical or electrical
problems involving discontinuous force function are obtained easily by Laplace transforms.
Let f (t ) be a functions of the variable t which is defined for all positive values of t. Let s be the real constant.
st
If the integral e
0
f (t )dt exist and is equal to F(s), then F(s) is called the Laplace transform of f (t ) and is
i.e L[ f (t )] e st f (t ) dt F s
0
The Laplace Transform of f (t ) is said to exist if the integral converges for some values of s, otherwise it does
not exist.
Here the operator L is called the Laplace transform operator which transforms the functions f (t ) into F(s).
Remark : L im F ( s ) 0
S
A function f (t ) is said to be piecewise continuous in any interval [ a, b] if it is defined on that interval, and
the interval can be divided into a finite number of sub intervals in each of which f (t ) is continuous.
In otherwords piecewise continuous means f (t ) can have only finite numer of finite discontinuities.
F(t)
t1 t2 t3 t
Figure 1.1
An example of a function which is periodically or sectional continuous is shown graphically in Fig 1.1. above.
This function has discontinuities at t1, t2 and t3 .
Let f (t ) be defined and continuous for all positive values of t. The Laplace Transform of f (t ) exists if the
following conditions are satisfied.
2. 5. 1
3. 0 6. 0
Example:
2
Check whether the following functions are exponential or not (a) f (t ) t 2 (b) f (t ) et
Solution :
(a) f (t ) t 2
L im e st t 2
t
t2
L im st
which is indeterminate form
t e
2t
L im st
which is indeterminate form
t e s
2 2
L im L im 2 e st 0 (finite)
2 st
t se t s
L im e st t 2 0 (finite numbers)
t
2
(b) f (t ) et
Solution :
Lim e st f (t ) 0
t
2 2
Lim e st et Lim e st t e
t t
2
f (t ) et is not of exponential order..
1
(1) Prove that L[ e at ] where s a 0 or s a
sa
Proof :
By definition L[ f (t )] e st f (t ) dt
0
L[e at ] e st e at dt
0
e t ( s a ) dt
0
e t ( s a ) 1
e e0
s a 0 s a
1
sa
Hence L[ e at ]
1
sa
1
2. Prove that L[ e at ] where s a
sa
Proof :
By the defn of L[ f (t )] e st f (t ) dt
0
L[e at ] e st e at dt
0
e ( s a )t dt
0
e ( s a ) t
s a 0
1
e e 0
sa
1
sa
1
Hence L[ e at ]
sa
3. L (cos at ) e st cos at dt
0
e st
2 2
( s cos at a sin at )
s a 0
1
0 2 ( s)
s a2
s
2
s a2
e ax
e ax sinbxdx a sin bx b cos bx
a 2 b2
e ax
e cosbxdx a 2 b2 a cos bx b sin bx
ax
Hence L (cos at )
s
s a2
2
4. L (sin at ) e st sin at dt
0
e st
2 2
( s sin at a cos at )
s a 0
1
0 2 (0 a )
s a2
a
L (sin at ) 2
s a2
1
5. L (cos hat ) L (e at e at )
2
1 1 1 1 sasa
2 s a s a 2 ( s a )( s a )
s
2
s a2
s
L (cos hat ) 2
s a2
1
6. L (sin hat ) L(e at e at )
2
1 1 1
2 sa sa
1 (s a ) (s a)
2 ( s a )( s a )
a
=
s a2 2
a
L (sin hat ) 2
s a2
7. L (1) e st 1 dt
0
e st
s 0
1 1
0
s s
1
L (1)
s
8.. L(t ) e St t n dt
n
0
n e St n 1 e St
(t ) nt dt
s 0 0 s
n St n 1
(0 0) e t dt
s 0
n
L(t n 1 )
s
n
L(t n ) L(t n 1 )
s
n 1 n 2
L(t n 1 ) L(t )
s
3
L(t 3 ) L(t 2 )
s
2
L(t 2 ) L(t )
s
n n 1 n 2 3 2 1
L (t n ) L(1)
s s s s s s
n! n! 1
n L 1 n
s s s
n! (n 1)
L(t n ) n 1 or n1
s s
In particular n 1, 2,3.....
we get 1
L (t )
s2
2!
L (t 2 ) 3
s
3!
L (t 3 ) 4
s
1. L( f (t ) g (t )) L ( f (t ) L( g (t ))
2. L( Kf (t )) KL( f (t ))
L f (t ) e st f (t )dt
0
L f (t ) g (t ) e st f (t ) g (t ) dt
0
st
e f (t ) dt e st g (t ) dt
0 0
L f (t ) L g (t )
Hence L f (t ) g (t ) L f (t ) L g (t )
(2) L Kf (t ) KL f (t )
L Kf (t ) e st Kf (t )dt
0
K e st f (t )dt
0
KL f (t )
Hence L Kf (t ) KL f (t )
2.2. Recall
1 cos 2 A
5. sin 2 A
2
1 cos 2 A
6. cos 2 A
2
3.1 Problems :
2
1. Find Laplace Transform of sin t
Solution :
1 cos 2t
L (sin 2 t ) L
2
1
L (1 cos 2t )
2
11 s
2
2s s 4
2. Find L(cos 3 t )
Solution :
we know that cos3 A 4 cos 3 A 3cos A
3 1
hence cos3 A cos A cos 3 A
4 4
1
L (cos3 t ) L (3cos t cos 3t )
4
1 3s s
2 2
4 s 1 s 9
3. Find L (sin 3t cos t )
Solution :
1
we know that sin A cos B sin( A B) sin( A B)
2
1
hence sin 3t cos t (sin 4t sin 2t )
2
1
L (sin 3t cos t ) L (sin 4t sin 2t )
2
1 4 2
2 2
2 s 16 s 4
2 1
2 2
s 16 s 4
4. Find L (sin t sin 2t sin 3t )
Solution :
1
we know that sin t sin 2t sin 3t sin t (cos t cos 5t )
2
1 1
sin t cos t (sin t cos 5t )
2 2
1 1
sin 2t (sin 6t sin 4t )
4 4
1
L (sin t sin 2t sin 3t ) L (sin 2t sin 4t sin 6t )
4
1 2 4 6
2 2 2
4 s 4 s 16 s 36
Solution :
Solution :
Solution :
Solution :
9. Find L((1 t ) 2 )
Solution :
L((1 t ) 2 ) L(1 2t t 2 )
L(1) 2 L(t ) L(t 2 )
1 1 2!
2 2 3
s s s
sin t 0 t
10. Find the Laplace Transform of f (t )
0 t
Solution :
By definition,
L ( f (t )) e st f (t ) dt
0
e st f (t )dt e st f (t )dt
0
st
e sin t dt e st (0) dt
0
e st sin t dt
0
e st e ax
2 2
( s sin t cos t e ax sin bx dx ( a sin bx b cos bx)
( s) 1 0 a 2 b2
e s e0
2 ( s sin co s ) 2 (0 1)
s 1 s 1
e s 1
2 (1) 2
s 1 s 1
1
2 ( e s 1)
s 1
et 0 t 1
11. Find the Laplace Transform of f (t )
0 t 1
Solution :
By definition, L( f (t )) e st f (t )dt
0
1
e st f (t ) dt e st f (t ) dt
0 1
1
e st et dt e st 0dt
0 1
1
e( s 1)t dt
0
1
e(1 s )t
1 s 0
1
1 s
e1 s 1
3.2. Note :
1. (n 1) xn e x dx (By definition)
0
12. Find 1
L t3 2
t
Solution :
1
L t 3 2 L ( t 1 2 ) L ( t 3 2 )
t
2
1 1 3 1
2
1 3
1 1
s 2 s2
1
2 31
1
2
1 5
s 2 2 2 s 2
3
5
s 4 s 2
4. First Shifting Theorem (First translation)
1. If L ( f (t )) F ( s ) , then L (e at f (t )) F ( s a )
Proof :
By definition, L f (t ) e st f (t )dt
0
L e at f (t ) e st e at f (t )dt
0
e t ( s a ) f (t ) dt
0
F ( s a)
Hence L e at f (t ) F ( s a )
4.1. Corollary : L ( e at f (t )) F ( s a )
4.2. Note :
1. L (e at f (t )) L f (t ) s s a
F ( s ) s s a
F (s a)
2. L (e at f (t )) L f (t ) s s a
F ( s ) s s a
F (s a)
4.3. Problems :
1. Find L(te2 t )
Solution :
L (te 2 t ) L (t ) s s 2
1 1
2 2
s s s 2 ( s 2)
2. Find L(t 5 e t )
Solution :
L (t 5 e t ) L(t 5 )
s s 1
5!
6
s s s 1
5!
( s 1)6
3. Find L(e 2t sin 3t )
Solution :
L (e 2 t sin 3t ) L (sin 3t ) s s 2
3
2
s 9 s s 2
3
( s 2) 2 9
4. Find L(e t cos h 4t )
Solution :
L (e t cos h 4t ) L (cos h 4t ) s s 1
s
2
s 16 s s 1
s 1
( s 1) 2 16
5. Find L(e3t sin 2 4t )
Solution :
L (e 3t sin 2 4t ) L (sin 2 4t ) s s 3
1 cos 8t
L
2 s s 3
1
L(1) L (cos8t ) s s 3
2
11 s
2
2 s s 64 S S 3
1 1 s3
2
2 s 3 ( s 3) 64
Solution :
L(e 2t sin 4t cos 6t ) L(sin 4t cos 6t ) s s 2
1
L(2sin 4t cos 6t ) s s 2
2
1
L(sin(4t 6t ) (sin 4t 6t ) s s 2
2
1
L(sin10t sin 2t ) s s 2
2
1 10 2
2 2
2 s 100 s 4 s s 2
1 10 2
2
2
2 ( s 2) 100 ( s 2) 4
7. 4t 3
Find L e (sin 3t cosh 3t )
3
Solution:
Solution :
et e t
L (cos ht cos 2t ) L cos 2t
2
1
L (et cos 2t e t cos 2t )
2
1
L(cos 2t ) s s 1 L (cos 2t ) s s 1
2
1 s s
2 2
2 s 4 s s 1 s 4 s s 1
1 s 1 s 1
2 ( s 1) 4 ( s 1)2 4
2
5. Theorem
If L ( f (t )) F ( s ) , then L (tf (t ))
d
( F ( s ))
ds
Proof :
Given F ( s ) L ( f (t ))
d d
( F ( s )) ( L( f (t )))
ds ds
d
e st f (t )dt
ds 0
st
(e f (t ))dt
0
s
(t )e st f (t )dt
0
tf (t )e st dt
0
d
( F ( s )) L(tf (t ))
ds
d
L(tf (t )) F ( s)
ds
d2
L (t 2 f (t )) ( 1) 2 F (s)
ds 2
3
3 3 d
L (t f (t )) ( 1) F ( s)
ds 3
n n dn
In general, L (t f (t )) ( 1) F (s)
ds n
5.1. Problems :
1. Find L(te3t )
Solution :
We know that
d
L(tf (t )) L ( f (t ))
ds
Here f (t ) e3t
d
L (te 3t ) L ( e 3t )
ds
d 1
ds s 3
( s 3)(0) (1)
( s 3)2
1
( s 3) 2
2. Find L (t sin 3t )
Solution :
d
L(tf (t )) L( f (t ))
ds
d
L(tf (t )) L(sin 3t )
ds
d 3
ds s 2 9
( s 2 9)(0) 3(2 s)
( s 2 9)2
6s
2
( s 9) 2
1 1 ( s 2 16) 1 s (2 s )
2 s2 ( s 2 16) 2
1 1 16 s 2
2 s 2 ( s 2 16) 2
1 1 s 2 16
2 2
2s ( s 16) 2
Solution :
L (e 2 t (t sin 3t )) L (t sin 3t ) s s 2
d
( L (sin 3t )
ds s s 2
d 3
2
ds s 9 s s 2
( s 2 9)0 3(2 s )
( s 2 9) 2 ss2
6( s 2)
(( s 2) 2 9) 2
Solution :
Solution :
d 2 s
2 2
ds s 4 s s 1
d ( s 2 4) 1 s (2 s)
ds ( s 2 4) 2 s s 1
d 4 s 2
ds ( s 2 4) 2 s s 1
d 4 s 2
ds ( s 2 4) 2 s s 1
( s 2 4)2 (2 s ) (4 s 2 )2( s 2 4) (2 s )
( s 2 4) 2 s s 1
2 s 2 4 2(4 s 2 )
2 s( s 4)
( s 2 4) 4 s s 1
2 s ( s 2 4 8 2 s 2 )
( s 2 4)3 s s 1
2 s( s 2 12)
2 3
( s 4) s s 1
2( s 1)(( s 1) 2 12)
( s 1)2 4)3
6. Theorem
f (t ) f (t ) St
If L ( f (t )) F ( s ) and if L t exist then L e f (t )ds
t0 t t S
Proof :
By definition, F ( s ) L ( f (t )) e st f (t ) dt
0
e st f (t )ds dt (Changing the order of integration since ‘s’ and
0 s
‘t’ are independent variable)
f (t ) e st ds dt
0 s
e st
f (t )dt
0 t s
1
f (t )dt (0 e st )
0 t
f (t )
e st dt
0
t
f (t )
L
t
f (t )
L L( f (t ))ds
t s
Similarly we can prove that L
f (t )
2
L( f (t ))ds ds
t ss
In general
f (t )
L n L( f (t )) ds
ds
ds
t
s s
s n times
n times
Recall :
1. log( AB ) log A log B
Problems :
1 e2t
1. Find L
t
Solution :
1 e2t 0
Lim (Indeterminate form)
t 0 t 0
Apply L - Hospital Rule
2e 2t
Lim 2
t 0 1
the given function exists in the limit t 0
1 e2t 2t
L L (1 e )ds
t s
L (1) L( e 2 t ) ds
s
1 1
ds
s
s s2
log s log( s 2) s
s
log
s 2 s
s log 1
log
s 1 2
s
S
1 2
s
s
s
0 log
s2
1
s
log
s2
s2
log
s
2. Find L
1 cos at
t
Solution :
1 cos at 0
Lim (Indeterminate form)
t 0 t 0
Apply L - Hospital Rule.
a sin at
Lim 0 (finite)
t 0 1
1 cos at
L L(1 cos at )ds
t S
L(1) L (cos at ) ds
s
1 s
2 2
ds
s s s a
1
log s log( s 2 a 2 )
2 s
log s log( s 2 a 2 )
1
2
s
s
log
s 2 a 2 s
s
log
2
s 1 a 2
s s
1
log
2
1 a 2
s s
s
log1 log
s2 a2
1
s s a2 s2
log log 2 log
2 2
s a
2
s a s
e at e bt
3. Find L
t
Solution :
e at e bt 0
Lim (Indeterminate form)
t 0 t 0
ae at be bt
Lim ba
t 0 1
e at e bt at bt
L L(e e )ds
t s
1 1
ds
s
s a s b
log( s a ) log( s b)s
(s a)
log
( s b) s
1 a s
log
1 b s s
1 a s
log1 log
1 b s
sa
log1 log
sb
sa
log
sb
1
sa
log
sb
sb
log
sa
cos at cos bt
4. Find L
t
Solution :
cos at cos bt 0
Lim (Indeterminate form)
t 0 t 0
a sin at b sin bt
Lim 0 (finite)
t 0 1
1 1
log( s 2 a 2 ) log( s 2 b 2 )
2 2 s
1 (s 2 a2 )
log 2
2 ( s b 2 ) s
1
log
s 2
1
a2 2
s
2
s 1 b 2
2
2
s
s
1
log
1
a2 2
s
2
2
1 b 2
s
s
1 ( s2 a 2 )
log1 log 2 2
2 (s b )
1 (s 2 b2 )
log 2 2
2 (s a )
e at cos bt
5. Find L
t
Solution :
e at cos bt
Since Lim exists
t 0 t
e at cos bt at
L L (e cos bt )ds
t s
1 s
2 ds
s
s a s b2
1
log( s a ) log( s 2 b 2 )
2 s
log( s a ) log s 2 b 2
s
sa
log
2 2
s b s
s 1 a s
log
2
s 1 b 2
s s
sa
log1 log
s 2 b2
sa
log
s 2 b2
s 2 b2
log
sa
sin 2 t
6. Find L
t
Solution :
sin 2 t
Since Lim exists
t 0 t
sin 2 t 2
L L(sin t )ds
t s
1 cos 2t
L ds
s 2
1
L(1) L(cos 2t ) ds
2 s
1 1 s
2 ds
2 s s s 4
1 1
log s log( s 2 4)
2 2 s
1
log s log s 2 4
2 s
1 s
log
2 s2 4 s
1 s
log
2 s 1 4 2
s
s
1 1
log
2 1 4 2
s
s
1 1
log1 log
2 1 4 2
s
1 s2 4
log
2 s
sin 3t cos 2t
7. Find L
t
Solution :
sin 3t cos 2t
Lim exists
t 0
1
sin 3t cos 2t
L L(sin 3t cos 2t ) ds
t s
1
L(2sin 3t cos 2t )ds
2s
1
L(sin 5t sin t ) ds
2s
1 5 1
2 ds
2 s s 25 s 1
2
1 1
5 tan 1 s tan 1 s
2 5 5 1 s
1
tan 1 s 5 tan 1 s 1
2 s
1
tan 1 () tan 1 () tan 1 s tan 1 s
2 5
1
1
tan 1 s tan 1 s
2 2 2 5 1
1
tan 1 s tan 1 s
2 5
sin at . Hence find the value of sin t dt
8. Find L 0 t
t
Solution :
sin at
Since Lim exists
t 0 t
sin at
L
L(sin at ) ds
t s
a
ds
s
s a2
2
1 s
a tan 1
a a s
s
tan 1
a s
s
tan 1 tan 1
a
sin at 1 s
L tan
t 2 a
Deduction :
By definition
St sin at s
e tan 1
0 t 2 a
Put s = 0, a = 1
sin t
dt tan 1 (0)
0
t 2
2
9. Find L
cos at
t
Solution :
cos at 1
Lt
t 0 t 0
cos at
Lt does not exist.
t 0 t
cos at
Hence L does not exist.
t
eat
10. Find L
t
Solution :
eat 1
Lt
t 0 t 0
e at
L does not exist.
t
7. Unit Step function (or) heavisides unit step function :
t<a t>a
t=a t
Solution :
L(U (t a)) e stU (t a)dt
0
a
e 0 dt e st (1)dt
st
0 a
e st dt
a
e st
s a
1
(e e as )
s
1 e as
L(U (t a)) (0 e as )
s s
as
e
L(U (t a))
s
8. Dirac delta function (or) Unit Impulse function :
8.1 Dirac delta function or unit impulse function about the point t = a is defined as
1
Lt a t ah
(t a ) h 0 h
0 otherwise
Solution :
o a a+h
L (t a) e st (t a )dt
0
a ah
st 1 st st
e 0dt Lt e dt e 0dt
h0 h
0 a ah
ah
1 st
Lt e dt
h0 h
a
1 1 ( a h ) s as
Lt
h0 h s
e e
1 e as e ( a h ) s
Lt s s
h0 h
e as (1 e hs ) 0
Lt (Indeterminate form)
h 0 sh 0
e as (e hs s )
Lt e as
h0 s
8.2. Note :
f (t a ), t a
If L ( f (t )) F ( s ) and G (t ) ,
0 ta
Then L (G (t )) e as F ( s )
Proof :
L(G (t )) e st G (t ) dt
0
a
e st G (t )dt e st G (t )dt
0 a
a
e st 0 dt e st f (t a )dt
0 a
e st f (t a )dt
a
L(G (t )) e s ( u a ) f (u )du
0
e sa e su f (u ) du
0
su
In e
0
f (u )du , u is a dummy variable. Hence we can replace it by the variable t.
L(G (t )) e sa e st f (t )dt
0
sa
e L( f (t ))
as
e F (S )
If L ( f (t )) F ( s ) and a 0 then
Proof :
1 t a
U (t a )
0 t a
f (t a) t a
f (t a)U (t a) _____(1)
0 ta
Let f (t a )U (t a ) G (t )
f (t a ) t a
(1) becomes, G (t )
0 ta
which is precisely the same as the first form of second shifting theorem, as discussed above
L(G (t )) e as F ( s )
9.1. Problems :
2 2
cos t 3 if t 3
G (t )
2
0 if t
3
Solution :
f (t a ) t a
We know that by second shifting if L ( f (t )) F ( s ) and G (t )
0 ta
then L (G (t )) e as F ( s ) ____(1)
2
Here f (t a ) cos t
3
2
(ie) f (t ) cos t & a ____(2)
3
s
L ( f (t )) L (cos t ) 2 ____(3)
s 1
Substituting (2) & (3) in (1), we get
2
3
s s
L(G (t )) e 2
s 1
(t 2)3 ; t 2
2. Find the Laplace transform using second shifting theorem for G (t )
0 t2
Solution :
Here a 2, f (t a) (t 2)3
f (t ) t 3
3!
L ( f (t )) L(t 3 ) F (s)
s4
L (G (t )) e as F ( s )
3!
e 2 s 4
s
3. Using second shifting theorem, find the Laplace transform of
G (t )
sin t ; t
3
3
0 t
3
Solution :
Here a
3
, f (t a) sin t
3
f (t ) sin t
L ( f (t )) L (sin t )
1
2
F ( s)
s 1
L (G (t )) e as F ( s )
s
3
1
e 2
s 1
s
3
1
e 2
s 1
Proof :
By definition, L( f (t )) e st f (t )dt
0
L( f (at )) e st f (a t )dt
0
dy
L ( f (at )) e s ( y a)
f ( y)
0
a
1
e ( s a ) y f ( y )dy
a0
1
e ( s a )t f (t )dt (Replacing the dummy variable y by t)
a0
1
L( f (at ))
a
F s
a
10.1. Corollary :
L f t aF (as)
a
10.2. Problems :
We know that
1 _____(1)
L (sin t ) 2
s 1
1 1
L (sin 2t ) Using (1) (Replace S by s/2)
2 s 2 1
2
1 4
L (sin 2t )
2 s2 4
2
2 _____(2)
s 4
L sin t
2 2 2s 1 1 4s 2 1
2 2 Using (2) (Replace s by 2s)
s2 1
2. Given that L (t cos t )
( s 2 1) 2
t
Find (i) L (t cos at ) and (ii) L t cos
a
Solution :
s2 1
(i) Given L (t cos t ) 2
( s 1) 2
Replacing t by at
L ( at cos at )
1 a
s
1
( Replacing s by s/a)
a s 2 2
a 1
a4 (s2 a2 )
L (at cos at )
a3 (s 2 a 2 )2
a4 (s 2 a2 ) s2 a2
L (t cos at )
a 4 (s 2 a 2 )2 (s 2 a2 )2
t s2 1
(ii) Given L t cos
a (s 2 1)2
2
(as) 1
Replace t by t a , L t cos t
a
a
a
2
(as) 1
2
2 2
t a s 1
L t cos a 2 Replace s by as.
a a 2 s 2 12
Here, we explore how the Laplace transform interacts with the basic operators of calculus differentation and
integration . The greatest interest will be in the first identity that we will derive. This relates the transform
of a derivative of a function to the transform of the original function, and will allow to convert many initial
- value problems to easily solved algebraic Equations. But there are useful relations involving the Laplace
transform and either differentiation (or) integration. So we’ll look at them too.
11.1. Theorem :
If L ( f (t )) F ( s ) Then
and in general
Proof :
(i) By definition,
L( f (t )) e st f (t )dt
0
e st d ( f (t ))
0
e st f (t ) f (t )d (e st )
0
0
(0 f (0)) f (t )e st ( s )dt
0
f (0) s e st f (t ) dt
0
f (0) sL( f (t ))
The above results (1), (2) and (3) are very useful in solving linear differential equations with constant
coefficients.
11.2. Note :
This shows that under certain conditions, the process of Laplace transform replaces differentiation by
multiplication by the factor s and s 2 respectively..
Before we start, however, take another look at the above differentiation identities. They show that, under the
Laplace transform, the differentiation of one of the functions, f(t) or F(S) corresponds to the multiplication of
the other by the approprate variable.
This may lead to suspect that the analogous integrations identities. They show that, under Laplace transform
integration of one of the functions f(t) or F(S), corresponds to the division of the other by the approprate
variables.
t 1
12.1. Theorem : If L f ( t ) F ( s ) then L f (t )dt L[ f (t )]
0 s
Proof :
t
Let f (t )dt (t )
0
(1)
f (t ) (t )
(2)
t
and (0) f (t ) dt 0
0
t t 1
L f (t )dt 2 L[ f (t )]
0 0 s
t t t
1
In general L f (t )dt n L[ f (t )]
s
0 0
0
n items
12.2. Note :
The above result expresses that the integral between the limits from ‘0’ to ‘t’ is transformed into simple
division by the factor ‘S’ using Laplace transform.
12.3. Problems :
t
1. find L e t t cos tdt
0
Solution :
t t
L e t t cos tdt L t cos tdt
0 0 s s 1
1
L(t cos t )
s s s 1
1 d
( L (cos t ))
s ds s s 1
1 d s
2
s ds s 1 s s 1
1 ( s 2 1) s (2 s )
s ( s 2 1) 2 s s 1
1 1 s 2
2 2
s ( s 1) s s 1
s2 1
2 2
s ( s 1) s s 1
( s 1) 2 1
2 2
( s 1)(( s 1) 1) s s 1
s 2 2s
( s 1)( s 2 2 s 2) 2
t
t sin t
2. Find L e dt
0
t
Solution :
t sin t t sin t
L e t dt L dt
0 t 0 t s s 1
1 sin t
L
s t s s 1
sin t
Since Lim exist
t 0 t
1
L(sin t )ds
s s s s 1
1 1
2 ds
s s s 1 s s 1
1
tan 1 s
s s
s s 1
1
(tan 1 tan 1 ( s )
s s s 1
1
tan 1 ( s )
s 2 s s 1
1 cot 1 ( s 1)
cot 1 s
s s s 1 s 1
t
t
3. Find the Laplace Transform of
te
0
sin tdt
Solution :
L (te t sin tdt ) ( L (t sin t )) s s 1
d
L (sin t )
ds s s 1
d 1
2
ds s 1 s s 1
( s 2 1)0 2 s
2 2
( s 1) s s 1
2S
2 2
( S 1) S S 1
2( S 1)
((S 1) 2 1)2
2(S 1)
2
S 2S 2
t e t sin t
4. Find L dt
0 t
Solution :
t e t sin t 1 e t sin t
L dt L
0 t s t
t
e sin t
Since Lim exist.
t 0 t
1
L (e t sin t ) ds
s s
1
L (sin t ) ds
s s s s 1
1 1
ds
s s s 2 1 s s 1
1 1
2 ds
s s ( s 1) 1
1 ds
2
s s ( s 1) 1
1
s
tan 1 ( s 1)
s
1
cot ( s 1)
s
Problems :
t 2t
1. Find L e dt
0
Solution :
t 2t 1
L e dt L (e 2 t )
0 s
1 1
s s2
1
s ( s 2)
t
2. Find L sin 3tdt
0
Solution :
t 1
L sin 3tdt L(sin 3t )
0 s
1 3
2
s s 9
3
2
s ( s 9)
t 2t
3. Find e cos 3tdt
L
0
Solution :
t 1
L e 2t cos 3tdt L(e 2t cos 3t )
0 s
1
L (cos 3t ) s s 2 (Using first shifting theorem)
s
1 s
2
s s 9 s s2
1 s2
2
s (s 2) 9
t
4. Find L e t sin h2tdt
0
Solution :
t 1
L e t sin h 2tdt L (e t sin h 2t )
0 s
1
L(sin h 2t ) s s 1
s
1 2
2
s s 4 s s 1
1 2
2
s ( s 1) 4
t
5. Find L sin 3t cos 2tdt
0
Solution :
t 1
L sin 3t cos 2tdt L (sin 3t cos 2t )
0 s
1
L (2 sin 3t cos 2t )
2s
1
L (sin 5t sin t )
2s
1 5 1
2 2
2 s s 25 s 1
t
6. Find L e 3t t sin 2 t dt
0
Solution :
3t t t
L e t sin t L t sin 2 tdt
2
0 0 s s 3
1
L(t sin 2 t )
s s s3
1 d
L (sin 2 t )
s ds s s 3
1 d 1 cos 2t
L
s ds 2 s s 3
1 d
L (1 cos 2t )
2 s ds s s 3
1 d 1 s
2
2 s ds s s 4 s s 3
1 1 ( s 2 4) 1 s (2 s )
2
2s s ( s 2 4) 2 s s3
1 1 4 s2
2 2
2s s ( s 4) 2 s s 3
1 1 4 ( s 3) 2
2( s 3) ( s 3) 2 (( s 3) 2 4)2
1 4 ( s 3) 2
3 2 2
2( s 3) 2( s 3)( s 6 s 13)
4t
t sin 3t cos 2t
7. Find L e dt
t
0
Solution :
4t t sin 3t cos 2t
Le dt
t
0
t sin 3t cos 2t
L dt
0 t s s 4
1 sin 3t cos 2t
L
s t s s 4
1
L(sin 3t cos 2t )dt
s s s s4
1
L (2sin 3t cos 2t ) ds
2s s s s 4
1
L (sin 5t sin t ) ds
2s s s s 4
1 5 1
2 2 ds
2
ss s 25 s 1 ss4
1 1 s
5 tan 1 tan 1 s
2s 5 5 ss4
1 s
tan 1 tan 1 s
2 s 5 s s s 4
1 s
(tan 1 tan 1 ) tan 1 tan 1 s
2s 5 ss4
1 s
tan 1 tan 1 s
2s 2 2 5 ss4
1 s
tan 1 tan 1 s
2s 5 ss4
1 1 s 4
tan tan 1 ( s 4)
2( s 4) 5
Laplace transform of periodic functions have a particular structure. In many applications the non
homogeneous term in a linear differential equation is a periodic function. In this section, we desire a formula
for the Laplace transform of such periodic functions.
A function f(t) is said to have a period T or to be periodic with period T if for all t, f(t+T)=f(t) where T is a
positive constant. The least value of T>0 is called the period of f(t).
Example 1
Consider f (t ) sin t
f (t 2 ) sin(t 2 )
sin t
(ie) f (t ) f (t 2 )
sin t
Example 2 :
f (t ) f (t a) f (t 2a ) f (t 3a)......
Now L( f (t )) e st f (t ) dt
0
a 2a 3a
e st f (t ) dt e st f (t )dt e st f (t )dt
0 a 2a
4a
+ e st f (t )dt
3a
When t a, T 0
t 2a, T a
when t 2a, T 0
t 3a, T a
when t 3a, T 0
t 4a, T a
a a
L( f (t )) e st f (t )dt e as e sT f (T a )dT
0 0
a
+e2 as e sT f (T 2a)dT
0
a a a
e st f (t )dt e sa e st f (t a )dt e 2as e st f (t 2a)dt
0 0 0
a
(1 e as (e as ) 2 ) e st f (t )dt
0
a
(1 e as )1 e st f (t )dt (1 x) 1
1 x x 2
0
a
1
L( f (t )) as
e st f (t )dt
1 e 0
13.3. Problems :
E for 0 t a 2
f (t )
a
E for 2 t a
and f (t a ) f (t )
Solution :
Given that f (t a ) f (t )
a
1
L( f (t )) e st f (t )dt
1 e as 0
a
1 2 st
a
st
e Edt e ( E ) dt
1 e as 0
a
2
a
1 2 st
a
st
E e dt E e dt
1 e as 0
a
2
E e st a 2 e st a
1 e as s 0 s a
2
E e sa 2 1 e sa e sa 2
s (1 e as )
E
as
1 e sa 2 e sa 2 e sa
s (1 e )
E
as
1 e 2 sa 2 e sa
s (1 e )
sa 2
E 2
as 1 e
2 sa 2
s (1 e )(1 e )
sa
E 1 e 2
sa 2
s (1 e )
E sa
tan h
s 4
t 0t b
2. Find the Laplace transform of the function f (t )
2b t b t 2b
Solution :
The given function is a periodic function with period 2b
2b
1 st
L( f (t )) e f (t )dt
1 e 2 bs 0
b 2b
1
2 bs
e st f (t )dt e st f (t ) dt
1 e 0 b
1 b st 2b
st
2 bs
e tdt b e (2b t ) dt
1 e 0
b
e st e st
t
1
2
1 s s 0
2b
1 e 2 bs e st e st
(2b t ) ( 1) 2
s s b
1 be sb e sb 1 e 2 bs b bs e bs
2 2 2 e
1 e 2 bs s s s s s s 2
1 1 2e bs e 2 bs
1 e 2 bs s2
bs 2
(1 e )
2
s (1 e bs )(1 e bs )
1 e bs
s 2 (1 e bs )
bs bs
2 2
1 (1 e ) e
2
s bs bs
(1 e 2 ) e 2
bs bs
2 2
1 e e
bs
s 2 bs2
e e 2
1 bs
2 tan h
s 2
sin t in 0 t
3. Find the Laplace transform of f (t ) and f (t 2 ) f (t ) .
0 in t 2
Solution :
Given that f (t 2 ) f (t )
Hence f (t ) is a periodic function with period P 2
P
1
L ( f (t )) sP
e st f (t )dt
1 e 0
1 st 2
2 s
e sin tdt e st 0dt
1 e 0
1 1
1 e 2 s s 2 1
e st
( S sin t 1 cos t ) 0
1 1
2 s
2 e s (0 1) 1(0 1)
s 1 1 e
1 1
2 s
2 e s 1
s 1 (1 e )
2
1
1 1 e s
s 1 (1 e ) (1 e s )
s
1 1
2
s 1 1 e s
4. Find the Laplace transform of the Half-wave rectifier function
sin wt , 0 t w
f (t )
0, 2
t
w w
Solution :
sin wt , 0 t w
Given f (t )
0, 2
t
w w
2 2
This ia a periodic function with period in the interval 0, .
w w
2
w
1 st
L( f (t )) 2 s e f (t )dt
w 0
1 e
w 2
w
1 st st
2 s e f (t )dt e f (t )dt
1 e w 0 w
w 2
w
1 st st
2 s e sin wtdt e 0dt
1 e w 0 w
1 e st ( s sin wt w cos wt ) w
2 s
w s 2 w2 0
1 e
ws
1 e ( w) w
2 s s 2 w2
w
1 e
1 w 1 e s w
2 s 2 2
w
s w
1 e
w (1 e s w )
(1 e s w )(1 e s w ) s 2 w 2
w
s w
(1 e ) s 2 w2
t, for 0 t 1
5. Find the Laplace transform of the periodic function f (t ) and f (t 2) f (t )
2 t, for 1 t 2
Solution :
The given function is a periodic function with period 2.
2
1
L( f (t )) e st f (t )dt
1 e 2 s 0
1 2
1 st st
2 s
e tdt 1 (2 t ) e dt
1 e 0
1 2
1 te st e st e st e st
1 2 (2 t ) 2
1 e 2 s s s 0 s s 1
1 e s e s 1 e 2 s e s e s
s s 2 s2 s 2 s s 2
1 e 2 s
1 1 2 e s e 2 s
1 e 2 s s2
(1 e s ) 2 1 (1 e s )
(1 e s )(1 e s ) s 2 s 2 (1 e s )
1 e s 2 e s 2 1
2 s 2 s 2 2 tan h s
s e e s 2
259 Sathyabama University
M aths Laplace Transforms
t , 0t
6. Find the Laplace transform of the function f (t )
2 f ( t ) f (t )
t , t
2
Solution :
1 2 st
st
L ( f (t )) te tdt ( t )e dt
1 e s 0 2
1 te st e st 2
e st e st
2 ( t ) 2
1 e s s s 0 s s 2
1 e s 2 e s 2 1 e s e s 2 e s 2
2 2 2 2 2 2
1 e s s s s s s s
1 1 2e s 2 e s
1 e s s2
(1 e s 2 ) 2
s 2 (1 e s 2 )(1 e s 2 )
1 e s 2
s 2 (1 e s 2 )
1, 0t b
7. Find the Laplace transform of the rectangular wave given by f (t )
1, b t 2b
Solution :
1, 0t b
Given f (t )
1, b t 2b
This function is periodic the interval (0, 2b) with period 2b.
2b
1 st
L( f (t )) e f (t )dt
1 e 2 bs 0
1 b st 2b
st
2 bs
e f ( t ) dt b e f ( t ) dt
1 e 0
b 2b
1 st
2 bs
e (1)dt e st (1)dt
1 e 0 b
b 2b
1 st
2 bs
e dt e st dt
1 e 0 b
b 2 b
1 e st e st
1 e 2 bs s 0 s b
1 e sb 1 e 2 sb e sb
1 e 2 bs s s s s
1 1 2e sb e 2 sb
s 1 e 2 bs
1 (1 e sb )2
s (1 e sb )(1 e sb )
1 1 e sb
s 1 e sb
1 (1 e sb )e sb 2
s (1 e sb )(e sb 2 )
1 e sb 2 e sb 2
s e sb 2 e sb 2
1 sb
tan h
s 2
If L ( f (t )) F ( s ) , then Lt f (t ) Lt sF ( s )
t 0 t
Proof :
We know that L f (t ) sL f (t ) f (0))
Take the limit as s on both sides, we havee
Lt L ( f (t )) Lt ( sF ( s ) f (0))
s s
Lt e st f (t ) dt Lt (sF (s) f (0)) ( By definition of Laplace Transform)
s s
0
st
Lt e f (t ) dt Lt ( sF ( s ) f (0)) ( s is independent of t, we can take the limit in
s s
0
0 Lt ( sF ( s ) f (0))
s
Lt sF ( s ) f (0)
s
Lt f (t )
t0
Lt sF ( s ) Lt f (t )
s t0
If L ( f (t )) F ( s ) , then Lt f ( t ) Lt sF ( s )
t s0
Proof :
L ( f (t )) sF ( s ) f (0)
st
e f (t ) dt sF ( s ) f (0)
0
st
Lt e f (t ) dt Lt ( sF ( s ) f (0)) ( s is independent of t, we can take the limit in
s0 s 0
0
f (t ) dt Lt ( sF ( s ) f (0))
0
s0
( f (t ))0 Lt ( sF ( s) f (0))
s 0
Lt f (t ) f (0) Lt sF ( s ) f (0)
t s 0
Since f (0) is n ot a function of ‘s’ (or) ‘t’ it can be cancelled both sides,
Lt f ( t ) Lt sF ( s )
t s0
15.1.Problems :
1
1. If L ( f (t )) find lim
t
f (t ) and lim f (t )
t 0
s( s a)
Solution :
lim f (t ) lim sF ( s )
t0 s
1
lim s
s s(s a)
1
lim
s (s a)
0
lim f (t ) lim sF ( s )
t s0
1
lim s
s0 s(s a)
1
lim
s0 ( s a)
1
a
Solution :
L (e t cos 2 t ) F ( s )
(ie)., f (t ) e t cos 2 t
By final value theorem,
3. Verify the initial and final value theorem for the function f (t ) 1 e at
Solution :
Given that f (t ) 1 e at ____(1)
L ( f (t )) L(1 e at )
1 1
s s 1
1 1
F (s )
s s 1
1 1
SF (s ) s
s sa
s
1 _____(2)
sa
From (1), Lt f (t ) Lt 1 e at
t 0 t 0
1 1
0 _____(3)
Lt f (t ) Lt 1 e at
t t
1 0
1 _____(4)
s
From (2), Lt sF ( s ) Lt 1 1 _____(5)
s0 s0 sa
s
Lt sF ( s ) Lt 1
s s sa
s
= Lt 1 0
s
s 1 a s _____(6)
4. Verify initial and final value theorem for the function f (t ) e 2t cos 3t
Solution :
Given f (t ) e 2t cos 3t
L( f (t )) L(e 2t cos 3t )
L(cos 3t ) s s 2
s s2
F ( s) 2 2
s 9 s s 2 (s 2) 9
s ( s 2) s 2 2s
SF ( s) 2
s 4 s 13 s 2 4s 13
Lt f (t ) Lt e2 t cos 3t 1 ____(1)
t 0 t 0
s 2 2s
Lt sF ( s ) Lt 0 ____(3)
s 0 s 0 s 2 4 s 13
s 2 (1 2 s)
Lt sF (s ) Lt 2 1 ____(4)
s s s (1 4 s 13 s 2 )
2! 2
3 3
s s s 3 ( s 3)
2s
sF ( s )
( s 3)3
Lt f (t ) Lt t 2 e 3t 0 ____(1)
t 0 t 0
Lt f (t ) Lt t 2e 3t 0 ____(2)
t t
2s
Lt sF ( s ) Lt 0 ____(3)
s 0 s 0 ( s 3)3
2s 2s
Lt sF ( s ) Lt Lt 3
s s ( s 3) 3 s 0
3
s3 1
s
2
Lt 3
0 ____(4)
s
2 3
s 1
From (1) & (4) s
Lt f ( t ) Lt sF ( s )
t 0 s
From (2) & (3)
Lt f (t ) Lt sF ( s ) .
t 0 s 0
Exercise - 1 (a)
t
3s 2 2 s 3
1. 5 3t 2e Ans :
s 2 ( s 1)
12 5 s
2. 6sin 2t 5cos 2t Ans :
s2 4
3t 5
e5
3. e Ans :
s 3
s cos w sin
4. cos( wt ) Ans :
s 2 w2
5. 7e2 t 9e2 t 5 cos t 7t 3 5sin 3t 2
7 9 5s 42 15 2
Ans : 2 4 2
s 2 s 2 s 1 s s 9 s
2( s 2 5)
6. sin 2t cos3t Ans :
( s 2 1)( s 2 25)
5 s
7. cos h2t cos h3t Ans :
( s 4)( s 9)
2a 2
8. 2 Ans :
sin at s(s 2 4a 2 )
24 4 1
9. (t 2 1) 2 Ans :
s5 s 3 s
c a b
10. a bt Ans : 2 c
vt s s s
48
11. 3 Ans :
sin 2t ( s 4)( s 2 36)
2
2
s2 2s 4
12. (sin t cos t ) Ans :
s ( s 2 4)
s 12
13. cos t 4e 2t 3 Ans : 2 2
2
s 3s
Exercise - 1 (b)
6
1. t 3e 3t Ans :
( s 3) 4
s 10
2. e 2t (cos 4t 3sin 4t ) Ans : 2
s 4 s 20
2 4 4
3. et (t 2) Ans : 3
2
( s 1) ( s 1) s 1
2
4. at 2 Ans :
e t ( s a )3
1 s 1
5. e t cos 2 t Ans : 2
2 s 2 2 s 4 s 10
s
6. e 2t (1 2t ) Ans :
( s 2) 2
s2
7. e2 t cos t Ans : 2
s 4s 5
1
8. et sin t cos t Ans :
( s 1) 2 4
s 1
9. e t cos ht Ans : 2
s 2s
n!
10. e at t n Ans :
( s a ) n 1
1 1
11. t 2 sin h2t Ans :
( s 2) ( s 2)3
3
1 3 3
12. sin h2t sin 3t Ans : 2
2 s 4 s 13 s 4 s 13
2
Exercise - 1 (c)
s2 a2
1. t cos at Ans :
( s 2 a 2 )2
2a (3s 2 a 2 )
2. 2 Ans :
t sin at ( s 2 a 2 )3
24 s (1 s 2 )
3. 3 Ans :
t sin t (1 s 2 ) 4
3!
4. t 3 e 3t Ans :
( s 3) 4
2 s ( s 2 3a 2 )
5. 2 Ans :
t cos hat ( s 2 a 2 )3
1 3 6 6
6. (1 te t )3 Ans : 3
3
s ( s 1) ( s 2) ( s 3) 4
2a ( s a )
7. at Ans :
te sin at ( s 2 as 2a 2 ) 2
2
1 1 (( s 1) 2 4) 2( s 1) 2
2 ( s 2) 2
8. t 2 Ans :
te sin t (( s 1) 2 4) 2
1 s2 9 s2 1
9. t cos t cos 2t Ans :
2 ( s 2 9) 2 ( s 2 1) 2
11 s 2 16
10. t cos 2 2t Ans :
2 s 2 ( s 2 16) 2
1 4( s 2) 4( s 2)
2
( s 4 s 8) 2
11. t cos h2t sin 2t Ans : 2 2
2 ( s 4 s 8)
1 s2 2s 8 s 2 2s 8
12. t cos ht cos 3t Ans :
2 ( s 2 2 s 10) 2 ( s 2 2 s 10) 2
2( s 1)( s 2 2 s 2)
13. 2 t Ans :
t e cos t ( s 2 2 s 2)3
s 2 2s 2
14. t Ans :
te cos ht ( s 2 2 s )3
t sin 2t 4s 8
15. Ans :
e 2 t ( s 4 s 8) 2
2
Exercise 1 - (d)
sin t
1.
t
Ans : cot 1 s
e at ebt sb
2. Ans : log
t sa
1 cos at 1 s2 a2
4. Ans : log 2
t 2 s
sin 2 t 1 s2 4
5. Ans : log 2
t 4 s
sin t sin 2t 1 s2 9
6. Ans : log 2
t 4 s 1
et cos 2t s2 4
7. Ans : log
t s 1
e t e 2 t s2
9. Ans : log
t s 1
e at e bt sb
10. Ans : log
t sa
cos 4t sin 2t 1 1 s s
11. Ans : tan tan 1
t 2 2 6
cos 2t cos 3t s2 9
12. Ans : log
t s2 4
sin ht log s 1
13. Ans :
t log s 1
1 e 2 t s2
14. Ans : log
t s
e at cos bt 1 s2 s2
15. Ans : log 2
t 2 (s a)
Exercise 1 (e)
t
t 2 s2 2s 3
1. e cos tdt
0
Ans :
s ( s 1)( s 2 2 s 5)
t
1 s2 1 s2 9
2. t sin t sin 2tdt
0
Ans :
2 s ( s 2 1) 2 ( s 2 9) 2
t
sin ht 1 s 1
3. dt Ans : log
0 t 2 s 1
t
2t 1 3
4. e
0
sin 3tdt Ans : 2
s ( s 4 s 13)
t
2 t 3 s2 3( s 2)
5. e sin 3 tdt Ans : 2 2
2 2
0 2 s ( s 4 s 5) ( s 4 s 13)
t
sin 2 t 1 s2 4
6. 0 t dt Ans :
2
log
s
t
e t sin tdt
7. 0 t Ans : cot 1 ( s 1)
t
sin t cot 1 ( s 1)
8. et dt Ans :
0 t s 1
t
t 1 2( s 1)
9. te
0
sin tdt Ans :
s s2 2s 2
t
t s 2 2s
10. e t cos tdt Ans :
0 ( s 1)( s 2 2 s 2) 2
Exercise - 1 (f)
t 0 t 1
2. f (t ) and f (t 2) f (t )
2 t 1 t 2
1
Ans :
s2
tan h s
2
1 0ta
2 and f ( a t ) f ( a)
3. f (t )
1 a 2 t a
1 1 e as 2e as 2
Ans :
1 e as s
sin t 0 t
4. f (t ) and f (t 2 ) f (t )
0 t 2
Ans :
1 1
1 e S 2
s 1
t 0 t 1
5. f (t ) and f (t 2) f (t )
0 1 t 2
1 e s ( s 1)
Ans :
s 2 (1 e 2 s )
0 0t w
2
6. f (t ) 2 2
sin wt t , f t f (t )
w w w
w
Ans :
( w S )(e S w 1)
2 2
7. f (t ) e t , 0 t 2, f (t 2) f (t )
1 e 2 ( s 1)
Ans :
( s 1)(1 e 2 s )
8.
1 0 t a given f (t 2a ) f (t )
f (t )
1 a t 2 a
sin wt
0t
w
9.
f (t )
0
2
t 2 given that f t w f (t )
w w
10. f (t ) sin wt 0 t
w
f t
w f (t )
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