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MAT1002 - Module2 (Updated) For Students

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MAT1002 - Module2 (Updated) For Students

engineering maths
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module 2.

Laplace Transforms
INTRODUCTION: The knowledge of Laplace transforms has in recent
years become an essential part of mathematical background required for
engineers and scientists. This is because the transform methods provide an
easy and effective means for the solution of many problems arising in
engineering.

The method of Laplace transforms has the advantage of directly giving the
solution of differential equations with given boundary values without the
necessity of first finding the general solution and then evaluating from it the
arbitrary constants. Moreover, the ready tables of Laplace transforms reduce
the problem of solving differential equations to mere algebraic manipulations.

Definition: Let f (t ) be a function of t (defined for all positive values of t).


The Laplace transform of f (t ) , denoted by 𝐿[𝑓(𝑡)], is defined by the equation


L  f (t ) =
0 e− s t f (t ) dt

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 f ( 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

L  a f (t ) + b g (t ) − c h(t )  = a L  f (t ) + b L  g (t ) − c L  h(t ) 

2.1 Laplace Transform of Elementary Functions


𝟏 𝒌
𝟏. 𝑳[𝟏] = & 𝑳[𝒌] = (𝐰𝐡𝐞𝐫𝐞 𝒌 𝐢𝐬 𝐚𝐧𝐲 𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭)
𝒔 𝒔
2 −5
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: 𝐿[2] = 𝐿[−5] =
𝑠 𝑠
𝟏 𝟏
𝟐. 𝑳[𝒆𝒂𝒕 ] = & 𝑳[𝒆−𝒂𝒕 ] =
𝒔−𝒂 𝒔+𝒂
1 1
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: 𝐿[𝑒 2𝑡 ] = 𝐿[𝑒 −3𝑡 ] =
𝑠−2 𝑠+3
𝒂 𝒔
𝟑. 𝑳[𝒔𝒊𝒏 𝒂𝒕] = & 𝑳[𝒄𝒐𝒔 𝒂𝒕] =
𝒔𝟐 + 𝒂 𝟐 𝒔𝟐 + 𝒂 𝟐
2 2 𝑠 𝑠
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: 𝐿[sin 2𝑡] = = 𝐿[cos 𝑡] = =
𝑠 2 + 22 𝑠 2 + 4 𝑠 2 + 12 𝑠 2 + 1

𝒂 𝒔
𝟒. 𝑳[𝒔𝒊𝒏𝒉 𝒂𝒕] = & 𝑳[𝒄𝒐𝒔𝒉 𝒂𝒕] =
𝒔𝟐 − 𝒂 𝟐 𝒔𝟐 − 𝒂 𝟐
1 1 𝑠 𝑠
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: 𝐿[sinh 𝑡] = = 𝐿[cosh 2𝑡] = =
𝑠 2 − 12 𝑠 2 − 1 𝑠 2 − 22 𝑠 2 − 4
𝒏!
𝟓. 𝑳[𝒕𝒏 ] = , 𝐢𝐟 𝒏 𝐢𝐬 𝐚 𝐩𝐨𝐬𝐢𝐭𝐢𝐯𝐞 𝐢𝐧𝐭𝐞𝐠𝐞𝐫
𝒔𝒏+𝟏
1! 1 3! 6
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: 𝐿[𝑡] = 1+1 = 2 𝐿[𝑡 3 ] = 3+1 = 4
𝑠 𝑠 𝑠 𝑠
𝚪 (𝒏 + 𝟏 )
𝐍𝐨𝐭𝐞: 𝑳[𝒕𝒏 ] = , 𝐢𝐟 𝐧 𝐢𝐬 𝐫𝐞𝐚𝐥 𝐧𝐮𝐦𝐛𝐞𝐫 .
𝒔𝒏+𝟏
SOLVED PROBLEMS
1. Find the Laplace transform of 𝒆𝟐𝒕 + 𝟒𝒕𝟑 − 𝟐𝒔𝒊𝒏𝟑𝒕 + 𝟑𝒄𝒐𝒔𝟑𝒕
𝟏 𝟐𝟒 𝟑𝒔−𝟔
Solution: 𝑳[𝒇(𝒕)] = + + .
𝒔−𝟐 𝒔𝟒 𝒔𝟐 +𝟗

2. Find the Laplace transform of 𝐬𝐢𝐧 𝟐𝒕 𝒔𝒊𝒏𝟑𝒕


𝟏 𝒔 𝒔
Solution: 𝑳[𝒇(𝒕)] = [ − ].
𝟐 𝒔𝟐 +𝟏 𝒔𝟐 +𝟐𝟓
3. Find the Laplace transform of 𝒄𝒐𝒔𝟐 𝟐𝒕
𝟏 𝟏 𝒔
Solution: 𝑳[𝒇(𝒕)] = [ + ].
𝟐 𝒔 𝒔𝟐 +𝟏𝟔

4. Find the Laplace transform of (𝒔𝒊𝒏𝒕 − 𝒄𝒐𝒔𝒕)𝟐


𝟏 𝟐
Solution: 𝑳[𝒇(𝒕)] = − .
𝒔 𝒔𝟐 +𝟒

5. Find the Laplace transform of 𝐜𝐨𝐬 (𝒂𝒕 + 𝒃)


𝒔 𝒄𝒐𝒔𝒃−𝒂 𝒔𝒊𝒏𝒃
Solution: 𝑳[𝒇(𝒕)] = .
𝒔𝟐 +𝒂𝟐

EXERCISE PROBLEMS
Find the Laplace transform of the following functions:
s sin a + b cos a
1. sin ( a + bt ) Answer:
s 2 + b2
1  5 1 
2. sin3t cos2t Answer:  2 + 
2  s + 25 s 2 + 1
1 s s 
3. cos3t cos 2 t Answer:  2 + 
2  s + 25 s 2 + 1

1 1 s 
4. sin 2 2t Answer:  − 2 
2  s s + 16 
2
5. sin 2t cos2t Answer:
𝑠 2 +16

4 3
6. 4 t − 3 Answer: 2 −
s s
3
7. 3 e− 2 t Answer:
s+2
2.2 Properties of Laplace Transforms
Property 1 [First Shifting Property]

If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿[𝑒 𝑎𝑡 𝑓(𝑡)] = 𝑓 ̅(𝑠 − 𝑎).


Or
If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿[𝑒 𝑎𝑡 𝑓(𝑡)] = [𝑓 ̅(𝑠)]𝑠⟶𝑠−𝑎 (𝑠 is replaced by 𝑠 − 𝑎)

Or
𝐿[𝑒 𝑎𝑡 𝑓(𝑡)] = [𝐿{𝑓 (𝑡)}]𝑠⟶𝑠−𝑎

SOLVED PROBLEMS
1. Find the Laplace transform of 𝒆−𝟑𝒕 (𝟐𝒄𝒐𝒔𝟓𝒕 − 𝟑𝒔𝒊𝒏𝟓𝒕)
𝟐𝒔−𝟗
Solution: 𝑳[𝒆−𝟑𝒕 (𝟐 𝒄𝒐𝒔 𝟓𝒕 − 𝟑 𝒔𝒊𝒏 𝟓𝒕)] =
𝒔𝟐 +𝟔𝒔+𝟑𝟒

2. Find the Laplace transform of 𝒆𝟐𝒕 𝒄𝒐𝒔𝟐 𝒕


𝟏 𝟏 𝒔−𝟐
Solution: 𝑳[𝒆𝟐𝒕 𝒄𝒐𝒔𝟐 𝒕] = [ + ]
𝟐 𝒔−𝟐 (𝒔−𝟐)𝟐 +𝟒

3. Find the Laplace transform of 𝒕𝟐 𝒆−𝟐𝒕


𝟐
Solution: 𝑳[𝒆−𝟐𝒕 𝒕𝟐 ] =
(𝒔+𝟐)𝟑

EXERCISE PROBLEMS
Find the Laplace transform of the following functions:
6 (𝑠 − 2)
1. 𝑒 2𝑡 (3𝑡 2 − 𝑐𝑜𝑠4𝑡) 𝐀𝐧𝐬𝐰𝐞𝐫: −
(𝑠 − 2)3 𝑠 2 − 4𝑠 + 20
1 1 𝑠+1
2. 𝑒 −𝑡 𝑠𝑖𝑛2 3𝑡 𝐀𝐧𝐬𝐰𝐞𝐫: [ − ]
2 𝑠 + 1 (𝑠 + 1)2 + 36
8 25 20
3. 𝑒 3𝑡 (2𝑡 + 5)2 𝐀𝐧𝐬𝐰𝐞𝐫: + +
(𝑠 − 3)3 (𝑠 − 3) (𝑠 − 3)2
Property 2 [Multiplication by 𝒕𝒏 property]

𝑑𝑛
If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), 𝑛
then 𝐿[𝑡 𝑓(𝑡)] = (−1 )𝑛 [𝑓 ̅(𝑠)], where 𝑛 = 1, 2, 3 …
𝑑𝑠 𝑛
Or

𝑛
𝑑𝑛
𝐿[𝑡 𝑓(𝑡)] = (−1 )𝑛 [𝐿{𝑓 (𝑡)}], where 𝑛 = 1, 2, 3 …
𝑑𝑠 𝑛

SOLVED PROBLEMS
1. Find the Laplace transform of 𝒕𝟒 𝒆−𝟑𝒕
𝟐𝟒
Solution: 𝑳[𝒆−𝟑𝒕 𝒕𝟒 ] = (𝒔+𝟑)𝟓

2. Find the Laplace transform of 𝒕 𝒄𝒐𝒔𝒂𝒕


𝒔𝟐 −𝒂𝟐
Solution: 𝑳[𝒕 𝒄𝒐𝒔 𝒂𝒕] = 𝟐
(𝒔𝟐 +𝒂𝟐 )

3. Find the Laplace transform of 𝒕 𝒆−𝒕 𝒔𝒊𝒏𝟑𝒕


𝟔(𝒔+𝟏)
Solution: 𝑳[𝒆−𝒕 𝒕 𝒔𝒊𝒏𝟑𝒕] =
(𝒔𝟐 +𝟐𝒔+𝟏𝟎)𝟐

4. Find the Laplace transform of 𝒕𝟐 𝒔𝒊𝒏𝒂𝒕


𝟐𝒂(𝟑𝒔𝟐 −𝒂𝟐 )
Solution: 𝑳[𝒕𝟐 𝐬𝐢𝐧 𝒂𝒕] = 𝟑
(𝒔𝟐 +𝒂𝟐 )

EXERCISE PROBLEMS
Find the Laplace transform of the following functions:

2
2(3𝑠 2 + 4)
1. 𝑡 sin 𝑡 𝐀𝐧𝐬𝐰𝐞𝐫: 2 2
𝑠 (𝑠 + 4)2

2
2𝑠 3 − 6𝑎2 𝑠
2. 𝑡 cos 𝑎𝑡 𝐀𝐧𝐬𝐰𝐞𝐫: 2
(𝑠 + 𝑎2 )3
8(𝑠 + 2)
3. 𝑡 𝑒 −2𝑡 sin 4𝑡 𝐀𝐧𝐬𝐰𝐞𝐫:
𝑠 2 + 4𝑠 + 20
Property 3 [Division by 𝒕 property]

1
If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿 [ 𝑓(𝑡)] = ∫ 𝑓 ̅(𝑠)𝑑𝑠 provided the integral exists
𝑡 𝑠

Or

1
𝐿 [ 𝑓(𝑡)] = ∫ [𝐿{𝑓 (𝑡)}]𝑑𝑠
𝑡 𝑠

SOLVED PROBLEMS
𝟏 − 𝒆𝒕
𝟏. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝒕
𝟏−𝒆𝒕 𝒔−𝟏 𝟏−𝒆𝒕 𝟏
Solution: 𝑳 [ ] = 𝐥𝐨𝐠 ( ) 𝒐𝒓 𝑳[ ] = 𝐥𝐨𝐠 (𝟏 − )
𝒕 𝒔 𝒕 𝒔

𝒄𝒐𝒔𝒂𝒕 − 𝒄𝒐𝒔𝒃𝒕
𝟐. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝒕
𝒄𝒐𝒔𝒂𝒕−𝒄𝒐𝒔𝒃𝒕 𝑠2 +𝑏2
Solution: 𝑳 [ ] = 𝒍𝒐𝒈 (√ )
𝒕 𝑠2 +𝑎2

𝒆−𝟑𝒕 − 𝒆−𝟒𝒕
𝟑. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝒕
𝒆−𝟑𝒕 −𝒆−𝟒𝒕 𝒔+𝟒
Solution: 𝑳 [ ] = 𝒍𝒐𝒈 ( )
𝒕 𝒔+𝟑

EXERCISE PROBLEMS
Find the Laplace transform of the following functions:
𝑠𝑖𝑛𝑡
1. 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑐𝑜𝑡 −1 𝑠
𝑡
𝑒 𝑎𝑡 − 𝑐𝑜𝑠𝑏𝑡 √𝑠 2 + 𝑏2
2. 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑙𝑜𝑔 ( )
𝑡 (𝑠 − 𝑎)
𝑒 −𝑎𝑡 − 𝑒 −𝑏𝑡 𝑠+𝑏
3. 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑙𝑜𝑔 ( )
𝑡 𝑠+𝑎
2.3 Laplace Transform of Unit Step Functions
Definition: The unit step function 𝑢(𝑡 − 𝑎) is defined as follows

0 𝑓𝑜𝑟 𝑡 < 𝑎
𝑢 (𝑡 − 𝑎 ) = {
1 𝑓𝑜𝑟 𝑡 ≥ 𝑎

Where 𝑎 is always positive. Unit step function is also called as Heaviside’s


unit function & denoted by 𝐻 (𝑡 − 𝑎).

𝑒 −𝑎𝑠
Laplace transform of unit step 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

Second shifting property:

If 𝐿[𝑓(𝑡)] = 𝑓(𝑠), then 𝐿[𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎)] = 𝑒 −𝑎𝑠 𝑓(𝑠).

NOTE:

𝑓 (𝑡 ), 𝑡 ≤ 𝑎
1) If 𝑓(𝑡) = { 1 , then 𝑓 (𝑡) = 𝑓1 (𝑡) + [𝑓2 (𝑡) − 𝑓1 (𝑡)]𝑢(𝑡 − 𝑎)
𝑓2 (𝑡), 𝑡 > 𝑎

𝑓1 (𝑡), 𝑡≤𝑎
2) If 𝑓(𝑡) = {𝑓2 (𝑡), 𝑎 < 𝑡 ≤ 𝑏 ,
𝑓3 (𝑡), 𝑡>𝑏

then 𝑓 (𝑡) = 𝑓1 (𝑡) + [𝑓2 (𝑡) − 𝑓1 (𝑡)]𝑢(𝑡 − 𝑎) + [𝑓3 (𝑡) − 𝑓2 (𝑡)]𝑢(𝑡 − 𝑏)


PROBLEMS
𝐈. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 𝐭𝐡𝐞 𝐟𝐨𝐥𝐥𝐨𝐰𝐢𝐧𝐠 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧𝐬
𝟏) 𝒆𝒕−𝟏 𝒖(𝒕 − 𝟏)
𝒆−𝒔
Solution: 𝑳[𝒆𝒕−𝟏 𝒖(𝒕 − 𝟏)] =
𝒔−𝟏

𝟐) 𝒕𝟐 𝒖(𝒕 − 𝟑)
𝟐 𝟔 𝟗
Solution: 𝑳[𝒕𝟐 𝒖(𝒕 − 𝟑)] = 𝒆−𝟑𝒔 ( 𝟑 + 𝟐 + )
𝒔 𝒔 𝒔

𝟑) (𝒕 − 𝟏)𝟐 𝒖(𝒕 − 𝟏)
𝟐𝒆−𝒔
Solution: 𝑳[(𝒕 − 𝟏)𝟐 𝒖(𝒕 − 𝟏)] = .
𝒔𝟑

𝟒) 𝐬𝐢𝐧[𝝅(𝒕 − 𝟏)]𝒖(𝒕 − 𝟏)
𝝅𝒆−𝒔
Solution: 𝑳[𝒔𝒊𝒏{𝝅(𝒕 − 𝟏)}𝒖(𝒕 − 𝟏)] = .
𝒔𝟐 +𝝅𝟐

𝐈𝐈. 𝐄𝐱𝐩𝐫𝐞𝐬𝐬 𝐭𝐡𝐞 𝐟𝐨𝐥𝐥𝐨𝐰𝐢𝐧𝐠 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧𝐬 𝐢𝐧 𝐭𝐞𝐫𝐦𝐬 𝐨𝐟 𝐮𝐧𝐢𝐭 𝐬𝐭𝐞𝐩 𝐟𝐮𝐧𝐜𝐭𝐢𝐨𝐧 𝐚𝐧𝐝 𝐡𝐞𝐧𝐜𝐞
𝐟𝐢𝐧𝐝 𝐭𝐡𝐞𝐢𝐫 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦.
𝒕𝟐 𝒇𝒐𝒓 𝟎 < 𝒕 ≤ 𝟏
𝟏) 𝒇(𝒕) = {
𝟒𝒕 𝒇𝒐𝒓 𝒕>𝟏
𝟐 −𝒔 𝟐 𝟐 𝟑
Solution: 𝑳[𝒇(𝒕)] = 𝟑 +𝒆 (− 𝟑 + 𝟐 + )
𝒔 𝒔 𝒔 𝒔

𝟎, 𝟎<𝒕<𝟏
𝟐) 𝒇(𝒕) = {𝒕 − 𝟏, 𝟏<𝒕<𝟐
𝟏, 𝒕>𝟐
𝒆−𝒔 −𝒆−𝟐𝒔
Solution: 𝑳[𝒇(𝒕)] = .
𝒔𝟐

𝒕𝟐 , 𝟎<𝒕<𝟐
𝟑) 𝒇(𝒕) = { 𝟒𝒕, 𝟐<𝒕≤𝟒
𝟖, 𝒕>𝟒
𝟐 𝟒 𝟐 𝟒 𝟖
Solution: 𝑳[𝒇(𝒕)] = + 𝒆−𝟐𝒔 ( − 𝟑 ) + 𝒆−𝟒𝒔 (− − ).
𝒔𝟑 𝒔 𝒔 𝒔𝟐 𝒔

𝒔𝒊𝒏 𝒕, 𝟎≤𝒕<𝝅
𝟒) 𝒇(𝒕) = {𝒔𝒊𝒏 𝟐𝒕, 𝝅 ≤ 𝒕 < 𝟐𝝅
𝒔𝒊𝒏 𝟑𝒕, 𝒕 ≥ 𝟐𝝅
𝟏 𝟐 𝟏 𝟑 𝟐
Solution: 𝑳[𝒇(𝒕)] = + 𝒆−𝝅𝒔 ( + ) + 𝒆−𝟐𝝅𝒔 ( − ).
𝒔𝟐 +𝟏 𝒔𝟐 +𝟒 𝒔𝟐 +𝟏 𝒔𝟐 +𝟗 𝒔𝟐 +𝟒
EXERCISE PROBLEMS
I. Find the Laplace transform of the following functions:
𝑒 −3𝑠
1. (𝑡 − 3)𝑢(𝑡 − 3) 𝐀𝐧𝐬𝐰𝐞𝐫: 2
𝑠
6 10 7
2. (1 + 2𝑡 − 3𝑡 2 )𝑢(𝑡 − 2) 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑒 −2𝑠 (− − − )
𝑠3 𝑠2 𝑠

II. Express the following functions in terms of unit step function and
hence find their Laplace transform:
𝑡 − 1, 1<𝑡<2 𝑒 −𝑠 (1 − 𝑒 −𝑠 )2
1. 𝑓(𝑡) = { 𝐀𝐧𝐬𝐰𝐞𝐫:
3 − 𝑡, 2<𝑡<3 𝑠2
cos 𝑡, 0<𝑡<𝜋
2. 𝑓(𝑡) = { 1, 𝜋 < 𝑡 < 2𝜋
sin 𝑡, 𝑡 > 2𝜋
𝑠 −𝜋𝑠
1 𝑠 −2𝜋𝑠
1 1
𝐀𝐧𝐬𝐰𝐞𝐫: + 𝑒 ( + ) − 𝑒 ( − )
𝑠2 + 1 𝑠 𝑠2 + 1 𝑠 𝑠2 + 1
cos 𝑡, 0<𝑡<𝜋
3. 𝑓(𝑡) = {cos 2𝑡 , 𝜋 < 𝑡 < 2𝜋
cos 3𝑡, 𝑡 > 2𝜋
𝑠 𝑠 𝑠 𝑠 𝑠
𝐀𝐧𝐬𝐰𝐞𝐫: 2 + 𝑒 −𝜋𝑠 ( 2 − 2 ) + 𝑒 −2𝜋𝑠 ( 2 − 2 )
𝑠 +1 𝑠 +4 𝑠 +1 𝑠 +9 𝑠 +4
2.4 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.

Inverse Laplace Transform of Standard Functions


𝟏 𝒌
𝟏. 𝐋−𝟏 [ ] = 𝟏 & 𝐋−𝟏 [ ] = 𝒌 (𝐰𝐡𝐞𝐫𝐞 𝒌 𝐢𝐬 𝐚𝐧𝐲 𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭)
𝒔 𝒔
3 −7
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: L−1 [ ] = 3 L−1 [ ] = −7
𝑠 𝑠

𝟏 𝟏
𝟐. 𝐋−𝟏 [ ] = 𝒆𝒂𝒕 𝐋−𝟏 [& ] = 𝒆−𝒂𝒕
𝒔−𝒂 𝒔+𝒂
1 1
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: L−1 [ ] = 𝑒 2𝑡 L−1 [ ] = 𝑒 −5𝑡
𝑠−2 𝑠+5

𝟏 𝟏 𝒔
𝟑. 𝐋−𝟏 [ 𝟐 ] = 𝒔𝒊𝒏𝒂𝒕 & 𝐋−𝟏
[ ] = 𝒄𝒐𝒔𝒂𝒕
𝒔 + 𝒂𝟐 𝒂 𝒔𝟐 + 𝒂 𝟐
1 1 1
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: L−1 [ 2 ] = L−1 [ 2 ] = sin 3𝑡
𝑠 +9 𝑠 + 32 3
1 1 1
L−1 [ 2 ] = L−1 [ ]= sin √5𝑡
𝑠 +5 𝑠 2 + (√5)2 √5
𝑠 𝑠
L−1 [ ] = L−1
[ ] = cos 2𝑡
𝑠2 + 4 𝑠 2 + 22
𝑠 𝑠
L−1 [ ] = L−1
[ ] = cos √3𝑡
𝑠2 + 3 𝑠 2 + (√3)2
𝟏 𝟏 𝒔
𝟒. 𝐋−𝟏 [ 𝟐 ] = 𝒔𝒊𝒏𝒉𝒂𝒕 & 𝐋 −𝟏
[ ] = 𝒄𝒐𝒔𝒉𝒂𝒕
𝒔 − 𝒂𝟐 𝒂 𝒔𝟐 − 𝒂 𝟐
1 1 1
𝐄𝐱𝐚𝐦𝐩𝐥𝐞𝐬: L−1 [ 2 ] = L−1 [ 2 ] = sinh 2𝑡
𝑠 −4 𝑠 − 22 2
1 1 1
L−1 [ 2 ] = L−1 [ ]= sinh √3𝑡
𝑠 −3 𝑠 2 − (√3)2 √ 3
𝑠 𝑠
L−1 [ 2 ] = L−1 [ 2 ] = cosh 3𝑡
𝑠 −9 𝑠 − 32
𝑠 𝑠
L−1 [ ] = L−1
[ ] = cosh √5𝑡
𝑠2 − 5 𝑠 2 − (√5)2

−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

2.4 Methods of Finding Inverse Laplace Transforms


METHOD 1: Direct Method
SOLVED PROBLEMS
𝟐 𝟓𝒔
𝟏. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 + 𝟐
𝒔+𝟑 𝒔 +𝟗
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [𝒇̅(𝒔)] = 𝒇(𝒕) = 𝟐𝒆−𝟑𝒕 + 𝟓 𝒄𝒐𝒔 𝟑𝒕.
𝒔𝟐 − 𝟑𝒔 + 𝟒
𝟐. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝒔𝟑
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [𝒇̅(𝒔)] = 𝒇(𝒕) = 𝟏 − 𝟑𝒕 + 𝟐𝒕𝟐 .
𝟐𝒔 + 𝟑
𝟑. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝒔𝟐 − 𝟖
𝟑
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [𝒇̅(𝒔)] = 𝒇(𝒕) = 𝟐 𝒄𝒐𝒔𝒉 √𝟖𝒕 + 𝒔𝒊𝒏𝒉 √𝟖𝒕
√𝟖
𝟓 𝟒𝒔
𝟒. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 +
𝟐𝒔 − 𝟑 𝟗 − 𝒔𝟐
𝟓 𝟑𝒕
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [𝒇̅(𝒔)] = 𝒇(𝒕) = 𝒆𝟐 − 𝟒 𝒄𝒐𝒔𝒉 𝟑𝒕.
𝟐
𝟐𝒔 − 𝟓
𝟓. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 𝟐
𝟒𝒔 + 𝟐𝟓
𝟏 𝟓 𝟓
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [𝒇̅(𝒔)] = 𝒇(𝒕) = [𝐜𝐨𝐬 ( 𝒕) − 𝒔𝒊𝒏 ( 𝒕)].
𝟐 𝟐 𝟐

EXERCISE PROBLEMS
Find the inverse Laplace transform of the following functions:
2𝑠 + 5 5
1. 𝐀𝐧𝐬𝐰𝐞𝐫: 2 cos 2𝑡 + sin 2𝑡
𝑠2 + 4 2
3𝑠 2 + 4 3𝑡 2 𝑡 4
2. 𝐀𝐧𝐬𝐰𝐞𝐫: +
𝑠5 2 6
1 1 4
3. 𝐀𝐧𝐬𝐰𝐞𝐫: sin ( 𝑡)
3𝑠 2 + 16 4√3 √3
3𝑠 − 4
4. 𝐀𝐧𝐬𝐰𝐞𝐫: sinh 4𝑡 − 3 cosh 4𝑡
16 − 𝑠 2
1 3 4 3 5 4 2
5. + − 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑒 −2𝑡 + 𝑒 −2𝑡 − 𝑒 3𝑡
𝑠 + 2 2𝑠 + 5 3𝑠 − 2 2 3
METHOD 2: Shifting Property
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [𝑓 ̅(𝑠 − 𝑎)] = 𝑒 𝑎𝑡 𝐿−1 [𝑓 ̅(𝑠)] = 𝑒 𝑎𝑡 𝑓(𝑡)
Or
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [𝑓 ̅(𝑠 + 𝑎)] = 𝑒 −𝑎𝑡 𝐿−1 [𝑓(̅ 𝑠)] = 𝑒 −𝑎𝑡 𝑓(𝑡)

SOLVED PROBLEMS
𝟏
𝟏. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
(𝒔 + 𝟐)𝟐
𝟏
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝐋−𝟏 [ 𝟐
] = 𝒆−𝒂𝒕 𝒇(𝒕) = 𝒆−𝟐𝒕 𝒕
(𝒔 + 𝟐 )
𝒔
𝟐. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
(𝒔 − 𝟑)𝟓

−𝟏
𝒔 𝒂𝒕 ( ) 𝟑𝒕
𝒕𝟑 𝒕𝟒
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳 [ ]=𝒆 𝒇 𝒕 =𝒆 ( + )
(𝒔 − 𝟑)𝟓 𝟔 𝟖
𝟑𝒔 + 𝟏
𝟑. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
(𝒔 + 𝟏)𝟒

−𝟏
𝟑𝒔 + 𝟏 −𝒂𝒕 ( ) −𝒕
𝟑𝒕𝟐 𝒕𝟑
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳 [ ]=𝒆 𝒇 𝒕 =𝒆 ( − )
(𝒔 + 𝟏)𝟒 𝟐 𝟑
𝒔+𝟑
𝟒. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝒔𝟐 − 𝟒𝒔 + 𝟏𝟑
𝒔+𝟑 5
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [ 𝟐 ] = 𝒆𝒂𝒕 𝒇(𝒕) = 𝑒 2𝑡 (cos 3𝑡 + sin 3𝑡)
𝒔 − 𝟒𝒔 + 𝟏𝟑 3

EXERCISE PROBLEMS
Find the inverse Laplace transform of the following functions:
𝑠
1. 2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝑒 −2𝑡 (1 − 2𝑡)
(𝑠 + 2)
𝑠
2. 2 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑒 −2𝑡 (cos 𝑡 − 2 sin 𝑡)
𝑠 + 4𝑠 + 5
𝑠+2 3
3. 2 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑒 𝑡 (cos 2𝑡 + sin 2𝑡)
𝑠 − 2𝑠 + 5 2
2𝑠
4. 2 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑒 −𝑡 (2 cos 2𝑡 − sin 2𝑡)
𝑠 + 2𝑠 + 5
METHOD 3: Inverse Laplace Transform Using Derivatives

𝑑
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [− {𝑓 ̅(𝑠)}] = 𝑡𝑓 (𝑡)
𝑑𝑠

Or
̅ (𝑠)] = 𝑡𝑓 (𝑡)
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [−𝑓′

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
−𝟏
𝒔+𝟏 𝒆𝒕 − 𝒆−𝒕
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝐋 [𝒍𝒐𝒈 ( )] = 𝒇(𝒕) =
𝒔−𝟏 𝒕
𝒔𝟐 + 𝟏
𝟐. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 𝒍𝒐𝒈 ( 𝟐 )
𝒔 +𝟒

−𝟏
𝒔𝟐 + 𝟏 𝟐(𝒄𝒐𝒔 𝟐𝒕 − 𝒄𝒐𝒔 𝒕)
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳 [𝒍𝒐𝒈 ( 𝟐 )] = 𝒇(𝒕) =
𝒔 +𝟒 𝒕
𝒔𝟐 + 𝟏
𝟑. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 𝒍𝒐𝒈 ( )
𝒔(𝒔 + 𝟏)

−𝟏
𝒔𝟐 + 𝟏 𝟏 + 𝒆−𝒕 − 𝟐 𝒄𝒐𝒔 𝒕
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳 [𝒍𝒐𝒈 ( )] = 𝒇(𝒕) =
𝒔(𝒔 + 𝟏) 𝒕
𝟏
𝟒. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 𝒕𝒂𝒏−𝟏 ( )
𝒔
𝟏 𝒔𝒊𝒏 𝒕
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [𝒕𝒂𝒏−𝟏 ( )] = 𝒇(𝒕) =
𝒔 𝒕

EXERCISE PROBLEMS
Find the inverse Laplace transform of the following functions:
𝑠+6 𝑒 −2𝑡 − 𝑒 −6𝑡
1. 𝑙𝑜𝑔 ( ) 𝐀𝐧𝐬𝐰𝐞𝐫:
𝑠+2 𝑡
𝑠+1 2 − 𝑒 −𝑡
2. 𝑙𝑜𝑔 ( 2 ) 𝐀𝐧𝐬𝐰𝐞𝐫:
𝑠 𝑡
𝑠2 + 1 2(𝑒 −𝑡 − cos 𝑡)
3. 𝑙𝑜𝑔 ( ) 𝐀𝐧𝐬𝐰𝐞𝐫:
(𝑠 − 1)2 𝑡
2 sin 2𝑡
4. tan−1 ( ) 𝐀𝐧𝐬𝐰𝐞𝐫:
𝑠 𝑡
𝑠 sin 𝑎𝑡
5. cot −1 ( ) 𝐀𝐧𝐬𝐰𝐞𝐫:
𝑎 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. = + 2
(𝑠 + 𝑎)(𝑠 2 + 𝑏𝑠 + 𝑐) (𝑠 + 𝑎) (𝑠 + 𝑏𝑠 + 𝑐)

SOLVED PROBLEMS
𝟐𝒔𝟐 − 𝟔𝒔 + 𝟓
𝟏. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
(𝒔 − 𝟏)(𝒔 − 𝟐)(𝒔 − 𝟑)

−𝟏
𝟐𝒔𝟐 − 𝟔𝒔 + 𝟓 𝟏 𝟓
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳 [ ] = 𝒇(𝒕) = 𝒆𝒕 − 𝒆𝟐𝒕 + 𝒆𝟑𝒕 .
(𝒔 − 𝟏)(𝒔 − 𝟐)(𝒔 − 𝟑) 𝟐 𝟐
𝒔−𝟏
𝟐. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝒔𝟐 + 𝟑𝒔 + 𝟐
𝒔−𝟏
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [ 𝟐 ] = 𝒇(𝒕) = 𝟑𝒆−𝟐𝒕 − 𝟐𝒆−𝒕 .
𝒔 + 𝟑𝒔 + 𝟐
𝟒𝒔 + 𝟓
𝟑. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
(𝒔 + 𝟐)(𝒔 − 𝟏)𝟐
𝟒𝒔+𝟓 𝟏 𝟏
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [(𝒔+𝟐)(𝒔−𝟏)𝟐] = 𝒇(𝒕) = ( + 𝟑𝒕) 𝒆𝒕 − 𝒆−𝟐𝒕 .
𝟑 𝟑
𝒔
𝟒. 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
(𝒔 − 𝟑)(𝒔𝟐 + 𝟒)
𝒔 𝟏
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: 𝑳−𝟏 [ 𝟐
] = 𝒇 ( 𝒕) = [𝟑𝒆𝟑𝒕 − 𝟑 𝒄𝒐𝒔 𝟐𝒕 + 𝟐 𝐬𝐢𝐧 𝟐𝒕]
(𝒔 − 𝟑)(𝒔 + 𝟒) 𝟏𝟑

EXERCISE PROBLEMS
Find the inverse Laplace transform of the following functions:
𝑠
1. 𝐀𝐧𝐬𝐰𝐞𝐫: − 2𝑒 −2𝑡 + 3𝑒 −3𝑡
(𝑠 + 2)(𝑠 + 3)
1 − 7𝑠
2. 𝐀𝐧𝐬𝐰𝐞𝐫: − 2𝑒 −2𝑡 + 3𝑒 −3𝑡
(𝑠 − 3)(𝑠 − 1)(𝑠 + 2)
𝑠2 + 𝑠 − 2 7 4 −3𝑡 2 2𝑡
3. 𝐀𝐧𝐬𝐰𝐞𝐫: + 𝑒 + 𝑒
𝑠(𝑠 + 3)(𝑠 − 2) 3 15 5
1
4. 𝐀𝐧𝐬𝐰𝐞𝐫: 𝑒 −2𝑡 − 𝑒 −𝑡 + 𝑡𝑒 −𝑡
(𝑠 + 2)(𝑠 + 1)2
1 1 𝑡
5. 𝐀𝐧𝐬𝐰𝐞𝐫: [𝑒 − cos 𝑡 − sin 𝑡]
(𝑠 − 1)(𝑠 2 + 1) 2
2.5 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
SOLVED PROBLEMS
𝟏) 𝐀𝐩𝐩𝐥𝐲 𝐜𝐨𝐧𝐯𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐭𝐡𝐞𝐨𝐫𝐞𝐦 𝐭𝐨 𝐟𝐢𝐧𝐝 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟
𝟏
.
𝒔(𝒔𝟐 + 𝟒)
𝟏 𝟏
Solution: 𝑳−𝟏 [ ] = [𝟏 − 𝒄𝒐𝒔 𝟐𝒕]
𝒔(𝒔𝟐 +𝟒) 𝟒

𝟐) 𝐔𝐬𝐞 𝐜𝐨𝐧𝐯𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐭𝐡𝐞𝐨𝐫𝐞𝐦 𝐭𝐨 𝐟𝐢𝐧𝐝 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟


𝟏
.
(𝒔𝟐 + 𝒂𝟐 )𝟐
𝟏 𝟏
Solution: 𝑳−𝟏 [ 𝟐 ]= 𝒕 𝒔𝒊𝒏 𝒂𝒕
(𝒔𝟐 +𝒂𝟐 ) 𝟐𝒂

𝟏
𝟑) 𝐀𝐩𝐩𝐥𝐲 𝐜𝐨𝐧𝐯𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐭𝐡𝐞𝐨𝐫𝐞𝐦 𝐭𝐨 𝐞𝐯𝐚𝐥𝐮𝐚𝐭𝐞 𝑳−𝟏 [ ].
(𝒔𝟐 +𝟏)(𝒔𝟐 +𝟗)

𝟏 𝟏
Solution: 𝑳−𝟏 [ ]= (𝟑 𝐬𝐢𝐧 𝒕 − 𝒔𝒊𝒏 𝟑𝒕)
(𝒔𝟐 +𝟏)(𝒔𝟐 +𝟗) 𝟐𝟒

𝟒) 𝐔𝐬𝐢𝐧𝐠 𝐜𝐨𝐧𝐯𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐭𝐡𝐞𝐨𝐫𝐞𝐦 𝐟𝐢𝐧𝐝 𝐢𝐧𝐯𝐞𝐫𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟


𝒔
.
(𝒔 + 𝟐)(𝒔𝟐 + 𝟗)
𝒔 𝟏
Solution: 𝑳−𝟏 [ ]= (𝟐 𝐜𝐨𝐬 𝟑𝒕 + 𝟑 𝐬𝐢𝐧 𝟑𝒕 − 𝟐𝒆−𝟐𝒕 )
(𝒔+𝟐)(𝒔𝟐 +𝟗) 𝟏𝟑
EXERCISE PROBLEMS
Find the inverse Laplace transform of the following functions using
convolution theorem:
1 1
1. 𝐀𝐧𝐬𝐰𝐞𝐫: (1 − cos 𝑎𝑡)
𝑠 (𝑠 2 + 𝑎 2 ) 𝑎2
𝑠 𝑡 sin 2𝑡
2. 𝐀𝐧𝐬𝐰𝐞𝐫:
(𝑠 2 + 4)2 4
𝑠2 𝑎 sin 𝑎𝑡 − 𝑏 sin 𝑏𝑡
3. 𝐀𝐧𝐬𝐰𝐞𝐫:
(𝑠 2 + 𝑎2 )(𝑠 2 + 𝑏 2 ) 𝑎2 − 𝑏2
1 1 𝑡
4. 𝐀𝐧𝐬𝐰𝐞𝐫: (𝑒 − sin 𝑡 − cos 𝑡)
(𝑠 − 1)(𝑠 2 + 1) 2
2 1
5. 𝐀𝐧𝐬𝐰𝐞𝐫: (2𝑡 − sin 2𝑡)
𝑠 2 (𝑠 2 + 4) 4
1.3 Application of Laplace Transform to Differential Equations
Laplace transform method of solving differential equations yields particular
solution without the necessity of first finding the general solution and then
evaluating the arbitrary constants. In general, this method is shorter than our
earlier methods and is specially useful for solving linear differential equations
with constant coefficients.

Working Procedure to solve linear differential equation with constant


coefficient by Laplace transform method.

❖ Take the Laplace transform of both sides of the differential equation and
use the following formulae then the given initial conditions
𝑳[𝒇′(𝒕)] = 𝒔𝒇̅(𝒔) − 𝒇(𝟎) 𝒐𝒓 𝑳[𝒚′ (𝒕)] = 𝒔𝒚
̅ (𝒔 ) − 𝒚 (𝟎 )
𝑳[𝒇′′(𝒕)] = 𝒔𝟐 𝒇̅(𝒔) − 𝒔𝒇(𝟎) − 𝒇′(𝟎) 𝒐𝒓 𝑳[𝒚′′ (𝒕)] = 𝒔𝟐 𝒚
̅(𝒔) − 𝒔𝒚(𝟎) − 𝒚′ (𝟎)
𝑳[𝒇′′ ′(𝒕)] = 𝒔𝟑 𝒇̅(𝒔) − 𝒔𝟐 𝒇(𝟎) − 𝒔𝒇′ (𝟎) − 𝒇′′(𝟎)
𝒐𝒓
𝑳[𝒚′′′ (𝒕)] = 𝒔𝟑 𝒚
̅(𝒔) − 𝒔𝟐 𝒚(𝟎) − 𝒔𝒚′ (𝟎) − 𝒚′′ (𝟎)
𝑰𝒏 𝒈𝒆𝒏𝒆𝒓𝒂𝒍, 𝑳[𝒇𝒏 (𝒕)] = 𝒔𝒏 𝒇̅(𝒔) − 𝒔𝒏−𝟏 𝒇(𝟎) − 𝒔𝒏−𝟐 𝒇′ (𝟎) − ⋯ − 𝒇𝒏−𝟏 (𝟎)
𝒐𝒓
𝑳[𝒚(𝒏) (𝒕)] = 𝒔𝒏 𝒚
̅(𝒔) − 𝒔𝒏−𝟏 𝒚(𝟎) − 𝒔𝒏−𝟐 𝒚′ (𝟎) − ⋯ − 𝒚(𝒏−𝟏) (𝟎)
̅(𝒔) = 𝑳[𝒚(𝒕)]
𝒘𝒉𝒆𝒓𝒆 𝒚
❖ Transpose the terms with minus sign to the RHS.
❖ Divide by the coefficient of 𝑦̅, getting 𝑦̅ as a known function of 𝑠.
❖ Take the inverse transform of both sides and use appropriate method to
find inverse Laplace transform. This gives 𝑦 as a function of 𝑡 which is
desired solution satisfying the given conditions.

SOLVED PROBLEMS
𝒅𝒚
𝟏) 𝐔𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐦𝐞𝐭𝐡𝐨𝐝 𝐭𝐨 𝐬𝐨𝐥𝐯𝐞 + 𝒚 = 𝒕𝒆−𝒕 𝒘𝒊𝒕𝒉 𝒚(𝟎) = 𝟐.
𝒅𝒕
𝒕𝟐
Solution: 𝒚(𝒕) = 𝒆−𝒕 (𝟐 + )
𝟐
𝒅𝟐 𝒚 𝒅𝒚
𝟐) 𝐔𝐬𝐞 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐭𝐞𝐜𝐡𝐧𝐢𝐪𝐮𝐞 𝐭𝐨 𝐬𝐨𝐥𝐯𝐞 𝟐 + 𝟒 + 𝟑𝒚 = 𝒆−𝒕
𝒅𝒕 𝒅𝒕
𝒘𝒊𝒕𝒉 𝒚(𝟎) = 𝒚′ (𝟎) = 𝟎.
𝒕 𝟏 𝟏
Solution: 𝒚(𝒕) = ( − ) 𝒆−𝒕 + 𝒆−𝟑𝒕
𝟐 𝟒 𝟒

𝒅𝟐 𝒚
𝟑) 𝐀𝐩𝐩𝐥𝐲 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐦𝐞𝐭𝐡𝐨𝐝 𝐭𝐨 𝐬𝐨𝐥𝐯𝐞 𝟐 − 𝒚 = 𝒕 𝒘𝒊𝒕𝒉 𝒚(𝟎) = 𝟎
𝒅𝒕
𝐚𝐧𝐝 𝒚′ (𝟎) = 𝟎.
Solution: 𝒚(𝒕) = 𝒔𝒊𝒏𝒉 𝒕 − 𝒕
𝒅𝟐 𝒙 𝒅𝒙
𝟒) 𝐀𝐩𝐩𝐥𝐲 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐭𝐞𝐜𝐡𝐧𝐢𝐪𝐮𝐞 𝐭𝐨 𝐬𝐨𝐥𝐯𝐞 𝟐 − 𝟐 + 𝒙 = 𝒆𝒕
𝒅𝒕 𝒅𝒕
𝒅𝒙
𝒘𝒊𝒕𝒉 𝒙 = 𝟐, = −𝟏 𝒂𝒕 𝒕 = 𝟎.
𝒅𝒕
𝒕𝟐
Solution: 𝒙(𝒕) = (𝟐 − 𝟑𝒕 + ) 𝒆𝒕
𝟐

𝟓) 𝐀𝐧 𝐚𝐥𝐭𝐞𝐧𝐚𝐭𝐢𝐧𝐠 𝐞. 𝐦. 𝐟. 𝑬𝒔𝒊𝒏 𝝎𝒕 𝐢𝐬 𝐚𝐩𝐩𝐥𝐢𝐞𝐝 𝐭𝐨 𝐚𝐧 𝐢𝐧𝐝𝐮𝐜𝐭𝐚𝐧𝐜𝐞 𝑳 𝐚𝐧𝐝


𝐜𝐚𝐩𝐚𝐜𝐢𝐭𝐚𝐧𝐜𝐞 𝑪 𝐢𝐧 𝐬𝐞𝐫𝐢𝐞𝐬, 𝐬𝐡𝐨𝐰 𝐭𝐡𝐚𝐭 𝐛𝐲 𝐮𝐬𝐢𝐧𝐠 𝐋𝐚𝐩𝐥𝐚𝐜𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐦𝐞𝐭𝐡𝐨𝐝
𝑬𝝎
𝐭𝐡𝐚𝐭 𝐭𝐡𝐞 𝐜𝐮𝐫𝐫𝐞𝐧𝐭 𝐢𝐧 𝐭𝐡𝐞 𝐜𝐢𝐫𝐜𝐮𝐢𝐭 𝐢𝐬 (𝒄𝒐𝒔 𝝎𝒕 − 𝒄𝒐𝒔 𝒑𝒕)
𝑳(𝒑𝟐 − 𝝎𝟐 )
𝟏
𝐰𝐡𝐞𝐫𝐞 𝒑𝟐 = .
𝑳𝑪
𝑬𝝎
Solution: 𝒊(𝒕) = (𝐜𝐨𝐬 𝝎𝒕 − 𝐜𝐨𝐬 𝒑𝒕)
𝐋(𝒑𝟐 −𝝎𝟐 )
EXERCISE PROBLEMS
𝑑𝑦
𝟏) Apply Laplace transform method to solve + 𝑦 = 𝑠𝑖𝑛 𝑡 𝑤𝑖𝑡ℎ 𝑦(0) = 0.
𝑑𝑡
1 −𝑡
𝐀𝐧𝐬𝐰𝐞𝐫: 𝑦(𝑡) = [𝑒 + sin 𝑡 − cos 𝑡]
2
𝑑2 𝑦
𝟐) Use Laplace transform method to solve 2 + 𝑦 = 𝑡 𝑤𝑖𝑡ℎ 𝑦(0) = 𝑦 ′ (0) = 0 .
𝑑𝑡
𝐀𝐧𝐬𝐰𝐞𝐫: 𝑦(𝑡) = 𝑡 − sin 𝑡 + cos 𝑡
𝟑) Apply Laplace transform technique to solve 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 2 𝑒 −𝑡 𝑤𝑖𝑡ℎ
𝑦(0) = 1 𝑎𝑛𝑑 𝑦 ′ (0) = 1 .
12 4𝑡 13 −𝑡 2 −𝑡
𝐀𝐧𝐬𝐰𝐞𝐫: 𝑦(𝑡) = 𝑒 + 𝑒 − 𝑡𝑒
25 25 5
𝑑2 𝑦 𝑑𝑦
𝟒) Use Laplace transform technique to solve 2 + 4 + 3𝑦 = 10 sin 𝑡 𝑒 −𝑡 𝑤𝑖𝑡ℎ
𝑑𝑡 𝑑𝑡
𝑦(0) = 0 𝑎𝑛𝑑 𝑦 ′ (0) = 0 .
5 1
𝐀𝐧𝐬𝐰𝐞𝐫: 𝑦(𝑡) = sin 𝑡 − 2 cos 𝑡 + 𝑒 −𝑡 − 𝑒 −3𝑡
2 2
𝟓) Use Laplace transform method to solve 𝑦 ′′′ + 2𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0 𝑔𝑖𝑣𝑒𝑛
𝑦(0) = 𝑦 ′ (0) = 0 𝑎𝑛𝑑 𝑦 ′′ (0) = 6.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝑦(𝑡) = 𝑒 𝑡 − 3𝑒 −𝑡 + 2𝑒 −2𝑡
2.7 Fourier Transforms

INTRODUCTION: The Fourier Transform provides a frequency domain


representation of the original signal. It is expansion of Fourier Series to the
non-periodic signals. The Fourier transform of a function of time is
a complex-valued function of the frequency, whose magnitude (absolute
value) represents the amount of that frequency present in the original
function. The Fourier transform is not limited to functions of time, but
the domain of the original function is commonly referred to as the time
domain. Fourier Transform is useful in the study of solution of partial
differential equations associated with initial boundary value problems. Fourier
Transform methods have long been proved to extremely useful in all fields of
science and technology, such as signal analysis, image processing, radio-
astronomy, seismology, spectroscopy and crystallography. There is also
an inverse Fourier transform that mathematically synthesizes the original
function from its frequency domain representation.

2.8 Fourier & Inverse Fourier Transforms


Definition: The (infinite) Fourier transform of a real valued function 𝑓(𝑥) is
defined as

𝐹 [𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) 𝑒 𝑖𝑠𝑥 𝑑𝑥
−∞

provided the integral exists. On integration, we obtain a function of 𝑠 which is


usually denoted by 𝑓 ̅(𝑠).

𝑖. 𝑒., 𝐹 [𝑓(𝑥 )] = ∫ 𝑓 (𝑥 ) 𝑒 𝑖𝑠𝑥 𝑑𝑥 = 𝑓 ̅(𝑠).
−∞

The inverse Fourier transform of 𝑓 ̅(𝑠) is defined as

1 ∞
𝑓 (𝑥 ) = ∫ 𝑓 ̅(𝑠) 𝑒 −𝑖𝑠𝑥 𝑑𝑠.
2𝜋 −∞
Linearity Property
If 𝑓 ̅(𝑠) & 𝑔̅ (𝑠) are Fourier transforms of 𝑓(𝑥) & 𝑔(𝑥) respectively, then
𝐹 [𝑎𝑓(𝑥 ) ± 𝑏𝑔(𝑥 )] = 𝑎𝐹 [𝑓(𝑥 )] ± 𝑏𝐹 [𝑔(𝑥 )] = 𝑎𝑓 ̅(𝑠) ± 𝑏𝑔̅ (𝑠)
where 𝑎 & 𝑏 are constants.
Note: 𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃 & 𝑒 −𝑖𝜃 = cos 𝜃 − 𝑖 sin 𝜃
|𝑥| < 𝑎 ⟹ −𝑎 < 𝑥 < 𝑎 & |𝑥| ≤ 𝑎 ⟹ −𝑎 ≤ 𝑥 ≤ 𝑎

SOLVED PROBLEMS
𝒙𝟐 , |𝒙| < 𝒂
1) Find the Fourier transform of 𝒇(𝒙) = { .
𝟎 , |𝒙| > 𝒂

(𝟐𝒂 𝟐 𝒔𝟐 −𝟒) 𝐬𝐢𝐧 𝒂𝒔+𝟒𝒂𝒔 𝒄𝒐𝒔 𝒂𝒔


Solution: 𝑭[𝒇(𝒙)] = 𝒇̅(𝒔) = .
𝒔𝟑

𝟏 𝒇𝒐𝒓 |𝒙| < 𝟏


2) Find the Fourier transform of 𝒇(𝒙) = { . Hence evaluate
𝟎 𝒇𝒐𝒓 |𝒙| > 𝟏

𝐬𝐢𝐧 𝒙
∫ 𝒅𝒙
𝒙
𝟎

𝟐 𝐬𝐢𝐧 𝒔
Solution: 𝑭[𝒇(𝒙)] = 𝒇̅(𝒔) = .
𝒔

Now by inverse Fourier transform, we have

1 ∞
𝑓(𝑥) = ∫ 𝑓 ̅(𝑠) 𝑒 −𝑖𝑠𝑥 𝑑𝑠
2𝜋 −∞

1 ∞ 2 sin 𝑠 −𝑖𝑠𝑥
∴ 𝑓(𝑥) = ∫ 𝑒 𝑑𝑠
2𝜋 −∞ 𝑠
1 ∞ sin 𝑠 −𝑖𝑠𝑥
Thus 𝑓(𝑥) = ∫ 𝑒 𝑑𝑠
𝜋 −∞ 𝑠

Put 𝑥 = 0, we get

1 ∞ sin 𝑠 −𝑖𝑠(0) 1 ∞ sin 𝑠 0 1 ∞ sin 𝑠


𝑓(0) = ∫ 𝑒 𝑑𝑠 = ∫ 𝑒 𝑑𝑠 = ∫ 𝑑𝑠
𝜋 −∞ 𝑠 𝜋 −∞ 𝑠 𝜋 −∞ 𝑠

1 ∞ sin 𝑠
1= ∫ 𝑑𝑠 since f(0) = 1
𝜋 −∞ 𝑠

sin 𝑠
∴∫ 𝑑𝑠 = 𝜋
−∞ 𝑠
∞ ∞
But we know that if f(x) is even, then ∫ 𝑓(𝑥 )𝑑𝑥 = 2 ∫ 𝑓 (𝑥 )𝑑𝑥
−∞ 0

sin s sin 𝑠 sin(−𝑠) sin 𝑠 sin 𝑠


Since is even [ = =− = ]
s 𝑠 (−𝑠) −𝑠 𝑠
∞ ∞
sin 𝑠 sin 𝑠
∴∫ 𝑑𝑠 = 𝜋 ⟹ 2 ∫ 𝑑𝑠 = 𝜋
−∞ 𝑠 0 𝑠

sin 𝑠 𝜋
𝑇ℎ𝑢𝑠 ∫ 𝑑𝑠 =
0 𝑠 2

Changing variable 𝑠 to 𝑥, we get



𝐬𝐢𝐧 𝒙 𝝅
∫ 𝒅𝒙 = .
𝟎 𝒙 𝟐

Assignment Problems

𝒂𝟐 − 𝒙𝟐 , |𝒙| ≤ 𝒂
3) Find the Fourier transform of 𝒇(𝒙) = { .
𝟎 , |𝒙| > 𝒂

𝐬𝐢𝐧 𝒕 − 𝒕 𝐜𝐨𝐬 𝒕 𝝅
𝐇𝐞𝐧𝐜𝐞 𝐝𝐞𝐝𝐮𝐜𝐞 𝐭𝐡𝐚𝐭 ∫ 𝒅𝒕 = .
𝒕𝟑 𝟒
𝟎

𝟒(𝒔𝒊𝒏 𝒂𝒔−𝒂𝒔 𝒄𝒐𝒔 𝒂𝒔)


Solution: 𝑭[𝒇(𝒙)] = 𝒇̅(𝒔) = 𝟑 .
𝒔

Now by inverse Fourier transform, we have

1 ∞
𝑓(𝑥) = ∫ 𝑓 ̅(𝑠) 𝑒 −𝑖𝑠𝑥 𝑑𝑠
2𝜋 −∞

1 ∞ 4(𝑠𝑖𝑛 𝑎𝑠 − 𝑎𝑠 𝑐𝑜𝑠 𝑎𝑠) −𝑖𝑠𝑥


∴ 𝑓(𝑥) = ∫ 𝑒 𝑑𝑠
2𝜋 −∞ 𝑠3
2 ∞ sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠 −𝑖𝑠𝑥
Thus 𝑓(𝑥) = ∫ 𝑒 𝑑𝑠
𝜋 −∞ 𝑠3

Put 𝑥 = 0, we get
2 ∞ sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠 −𝑖𝑠(0)
𝑓 (0) = ∫ 𝑒 𝑑𝑠
𝜋 −∞ 𝑠3

2
2 ∞ sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠 0
[ 𝑎 − (0 )2 ] = ∫ 𝑒 𝑑𝑠 ∵ 𝑓 (𝑥 ) = 𝑎 2 − 𝑥 2
𝜋 −∞ 𝑠3

2
2 ∞ sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠
𝑎 = ∫ 𝑑𝑠
𝜋 −∞ 𝑠3

Put 𝑎 = 1, we get

2 ∞ sin 𝑠 − 𝑠 cos 𝑠
∫ 𝑑𝑠 = 1
𝜋 −∞ 𝑠3

sin 𝑠 − 𝑠 cos 𝑠 𝜋
∫ 𝑑𝑠 =
−∞ 𝑠3 2
∞ ∞
But we know that if f(x) is even, then ∫ 𝑓(𝑥 )𝑑𝑥 = 2 ∫ 𝑓 (𝑥 )𝑑𝑥
−∞ 0

sin s − s cos 𝑠 sin 𝑠 − 𝑠 cos 𝑠 sin(−𝑠) − (−𝑠) cos(−𝑠)


Since is even [ = =
s3 𝑠3 (−𝑠)3
− sin 𝑠 + 𝑠 cos 𝑠 (sin 𝑠 − 𝑠 cos 𝑠) sin 𝑠 − 𝑠 cos 𝑠
= = − = ]
−𝑠 3 −𝑠 3 𝑠3
∞ ∞
sin s − s cos 𝑠 𝜋 sin s − s cos 𝑠 𝜋
∴∫ 𝑑𝑠 = ⟹ 2 ∫ 𝑑𝑠 =
−∞ s3 2 0 s3 2

sin s − s cos 𝑠 𝜋
𝑇ℎ𝑢𝑠 ∫ 𝑑𝑠 =
0 s3 4

Changing variable 𝑠 to t, we get


𝐬𝐢𝐧 𝒕 − 𝒕 𝒄𝒐𝒔 𝒕 𝝅
∫ 𝒅𝒕 = .
𝟎 𝒕𝟑 𝟒

𝟏 − 𝒙𝟐 , |𝒙| ≤ 𝟏
4) Find the Fourier transform of 𝒇(𝒙) = {
𝟎 , |𝒙| > 𝟏

𝐱 𝐜𝐨𝐬 𝒙 − 𝐬𝐢𝐧 𝒙 𝒙
𝐇𝐞𝐧𝐜𝐞 𝐞𝐯𝐚𝐥𝐮𝐚𝐭𝐞 ∫ 𝐜𝐨𝐬 ( ) 𝒅𝒙.
𝒙𝟑 𝟐
𝟎

−𝟒(𝒔 𝒄𝒐𝒔 𝒔−𝒔𝒊𝒏 𝒔)


Solution: 𝑭[𝒇(𝒙)] = 𝒇̅(𝒔) = 𝟑 .
𝒔

Now by inverse Fourier transform, we have

1 ∞
𝑓(𝑥) = ∫ 𝑓 ̅(𝑠) 𝑒 −𝑖𝑠𝑥 𝑑𝑠
2𝜋 −∞

1 ∞ −4(𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠) −𝑖𝑠𝑥


∴ 𝑓(𝑥) = ∫ 𝑒 𝑑𝑠
2𝜋 −∞ 𝑠3
−2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 −𝑖𝑠𝑥
Thus 𝑓(𝑥) = ∫ 𝑒 𝑑𝑠
𝜋 −∞ 𝑠3

1
Put 𝑥 = , we get
2
1 −2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 −𝑖𝑠(1)
𝑓( ) = ∫ 𝑒 2 𝑑𝑠
2 𝜋 −∞ 𝑠3

1 2 −2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 −𝑖 𝑠
[1 − ( ) ] = ∫ 𝑒 2 𝑑𝑠 ∵ 𝑓 (𝑥 ) = 1 − 𝑥 2
2 𝜋 −∞ 𝑠3

1 −2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 𝑠
[1 − ] = ∫ [cos ( ) − 𝑖 sin ( )] 𝑑𝑠
4 𝜋 −∞ 𝑠3 2 2

−2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 𝑠 3
∫ [cos ( ) − 𝑖 sin ( )] 𝑑𝑠 =
𝜋 −∞ 𝑠3 2 2 4

2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 𝑠 3
∴ ∫ [cos ( ) − 𝑖 sin ( )] 𝑑𝑠 = −
𝜋 −∞ 𝑠3 2 2 4

2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 3


∫ cos ( ) 𝑑𝑠 − 𝑖 ∫ sin ( ) 𝑑𝑠 = − + 𝑖(0)
𝜋 −∞ 𝑠3 2 𝜋 −∞ 𝑠3 2 4

Equating real part on both sides

2 ∞ 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 3
∫ cos ( ) 𝑑𝑠 = −
𝜋 −∞ 𝑠3 2 4

𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 3𝜋
∫ cos ( ) 𝑑𝑠 = −
−∞ 𝑠3 2 8
∞ ∞
But we know that if f(x) is even, then ∫ 𝑓(𝑥 )𝑑𝑥 = 2 ∫ 𝑓 (𝑥 )𝑑𝑥
−∞ 0

𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠
Since cos ( ) is even
𝑠3 2

𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 (−𝑠) cos(−𝑠) − sin(−𝑠) −𝑠


cos ( ) = cos ( )
𝑠3 2 (−𝑠)3 2
−𝑠 cos 𝑠 + sin 𝑠 𝑠 −(𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠) 𝑠 𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠
[ = cos ( ) = cos ( ) = cos ( )
−𝑠 3 2 −𝑠 3 2 𝑠3 2 ]

𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 3𝜋
∴∫ cos ( ) 𝑑𝑠 = −
−∞ 𝑠3 2 8

𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 3𝜋
⟹ 2∫ cos ( ) 𝑑𝑠 = −
0 𝑠3 2 8

𝑠 𝑐𝑜𝑠 𝑠 − 𝑠𝑖𝑛 𝑠 𝑠 3𝜋
𝑇ℎ𝑢𝑠 ∫ cos ( ) 𝑑𝑠 = −
0 𝑠3 2 16

Changing 𝑠 to 𝑥, we get

𝒙 𝒄𝒐𝒔 𝒙 − 𝒔𝒊𝒏 𝒙 𝒙 𝟑𝝅
∫ 𝐜𝐨𝐬 ( ) 𝒅𝒙 = − .
𝟎 𝒙𝟑 𝟐 𝟏𝟔

EXERCISE PROBLEMS
𝑥, 𝑖𝑓 |𝑥| ≤ 𝑎
1) Find the Fourier transform of 𝑓 (𝑥 ) = { .
0 , 𝑖𝑓 |𝑥| > 𝑎

2𝑖
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹 [𝑓(𝑥 )] = 𝑓 ̅(𝑠) = [𝑠𝑖𝑛 𝑎𝑠 − 𝑎𝑠 𝑐𝑜𝑠 𝑎𝑠]
𝑠2

1, 𝑖𝑓 |𝑥| ≤ 𝑎
2) Find the Fourier transform of 𝑓 (𝑥 ) = {
0 , 𝑖𝑓 |𝑥| > 𝑎

sin 𝑎𝑥
Hence evaluate ∫ 𝑑𝑥
𝑥
−∞

2 𝑠𝑖𝑛 𝑎𝑠 sin 𝑎𝑥
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹 [𝑓(𝑥 )] = 𝑓 ̅(𝑠) = 𝑎𝑛𝑑 ∫ 𝑑𝑥 = 𝜋
𝑠 𝑥
−∞

3) Find the Fourier transform of 𝑓 (𝑥 ) = 𝑒 −𝑎𝑥 when 𝑥 > 0.

𝑎 + 𝑖𝑠
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹 [𝑓(𝑥 )] = 𝑓 ̅(𝑠) =
𝑎2 + 𝑠 2

2.9 Fourier Sine and Cosine Transforms


Definition: If 𝑓(𝑥) is defined for all positive values of 𝑥 then the Fourier sine
and cosine transforms are given by

𝐹𝑠 [𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) sin 𝑠𝑥 𝑑𝑥 = 𝑓𝑠̅ (𝑠) − − − −(1)
0


𝐹𝑐 [𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) cos 𝑠𝑥 𝑑𝑥 = 𝑓𝑐̅ (𝑠) − − − −(2)
0

The inverse transforms are defined as

2 ∞
𝑓(𝑥 ) = ∫ 𝑓𝑠̅ (𝑠) sin 𝑠𝑥 𝑑𝑠 − 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐅𝐨𝐮𝐫𝐢𝐞𝐫 𝐬𝐢𝐧𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦
𝜋 0

2 ∞
𝑓(𝑥 ) = ∫ 𝑓𝑐̅ (𝑠) cos 𝑠𝑥 𝑑𝑠 − 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐅𝐨𝐮𝐫𝐢𝐞𝐫 𝐜𝐨𝐬𝐢𝐧𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦
𝜋 0
Linearity Property
i) If 𝑓𝑠̅ (𝑠) & 𝑔̅𝑠 (𝑠)are Fourier sine transforms of 𝑓(𝑥) & 𝑔(𝑥) respectively,
then 𝐹𝑠 [𝑎𝑓(𝑥 ) ± 𝑏𝑔(𝑥 )] = 𝑎𝐹𝑠 [𝑓(𝑥 )] ± 𝑏𝐹𝑠 [𝑔(𝑥 )] = 𝑎𝑓𝑠̅ (𝑠) ± 𝑏𝑔̅𝑠 (𝑠)
where 𝑎 & 𝑏 are constants.
ii) If 𝑓𝑐̅ (𝑠)& 𝑔̅𝑐 (𝑠) are Fourier cosine transforms of 𝑓(𝑥) & 𝑔(𝑥) respectively,
then 𝐹𝑐 [𝑎𝑓(𝑥 ) ± 𝑏𝑔(𝑥 )] = 𝑎𝐹𝑐 [𝑓(𝑥 )] ± 𝑏𝐹𝑐 [𝑔(𝑥 )] = 𝑎𝑓𝑐̅ (𝑠) ± 𝑏𝑔̅𝑐 (𝑠)
where 𝑎 & 𝑏 are constants.

SOLVED PROBLEMS
1) Find Fourier sine and cosine transforms of 𝒇(𝒙) = 𝒙𝟐 , 𝟎 < 𝒙 < 𝟐.

Solution:

i) The Fourier sine transform is given by


(𝟐 − 𝟒𝒔𝟐 ) 𝒄𝒐𝒔 𝟐𝒔 + 𝟒𝒔 𝒔𝒊𝒏 𝟐𝒔 − 𝟐
𝑭𝒔 [𝒇(𝒙)] = 𝒇̅𝒔 (𝒔) =
𝒔𝟑

ii) The Fourier cosine transform is given by

(𝟒𝒔𝟐 − 𝟐)𝒔𝒊𝒏 𝟐𝒔 + 𝟒𝒔 𝒄𝒐𝒔 𝟐𝒔


𝑭𝒄 [𝒇(𝒙)] = 𝒇̅𝒄 (𝒔) =
𝒔𝟑
𝟏, 𝟎 ≤ 𝒙 < 𝟐
2) Find the Fourier sine and cosine transforms of 𝒇(𝒙) = { .
𝟎, 𝒙≥𝟐

Solution:

i) The Fourier sine transform is given by

𝟏 − 𝒄𝒐𝒔 𝟐𝒔
𝑭𝒔 [𝒇(𝒙)] = 𝒇̅𝒔 (𝒔) = .
𝒔

ii) The Fourier cosine transform is given by


𝒔𝒊𝒏 𝟐𝒔
𝑭𝒄 [𝒇(𝒙)] = 𝒇̅𝒄 (𝒔) = .
𝒔

3. Find the Fourier sine transform of 𝒇(𝒙) = 𝒆−|𝒙|. Hence show that

𝐱 𝐬𝐢𝐧 𝒎𝒙 𝝅𝒆−𝒎
∫ 𝒅𝒙 = .
𝟏 + 𝒙𝟐 𝟐
𝟎

Solution: The Fourier sine transform is given by


𝒔
𝑓𝑠̅ (𝑠) =
𝟏 + 𝒔𝟐

Now by inverse Fourier sine transform, we have

2 ∞
𝑓(𝑥) = ∫ 𝑓𝑠̅ (𝑠) sin 𝑠𝑥 𝑑𝑠
𝜋 0

−𝑥
2 ∞ 𝑠
𝑒 = ∫ sin 𝑠𝑥 𝑑𝑠
𝜋 0 1 + 𝑠2

Changing 𝑥 to 𝑚, we get

−𝑚
2 ∞ 𝑠 sin 𝑠𝑚
𝑒 = ∫ 𝑑𝑠
𝜋 0 1 + 𝑠2

𝑠 sin 𝑠𝑚 𝜋𝑒 −𝑚
∫ 2
𝑑𝑠 =
0 1 + 𝑠 2

Now changing 𝑠 to 𝑥, we get



𝒙 𝐬𝐢𝐧 𝒎𝒙 𝝅𝒆−𝒎
∫ 𝒅𝒙 =
𝟏 + 𝒙𝟐 𝟐
𝟎


𝐜𝐨𝐬 𝝀𝒙
𝟒) 𝐅𝐢𝐧𝐝 𝐭𝐡𝐞 𝐅𝐨𝐮𝐫𝐢𝐞𝐫 𝐜𝐨𝐬𝐢𝐧𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦 𝐨𝐟 𝒆−𝒂𝒙 . 𝐇𝐞𝐧𝐜𝐞 𝐞𝐯𝐚𝐥𝐮𝐚𝐭𝐞 ∫ 𝒅𝒙
𝒙𝟐 + 𝒂𝟐
𝟎

Solution: The Fourier cosine transform is given by


𝒂
𝑓𝑐̅ (𝑠) =
𝒂 𝟐 + 𝒔𝟐

Now by inverse Fourier cosine transform, we have

2 ∞
𝑓(𝑥) = ∫ 𝐹𝑐 (𝑠) cos 𝑠𝑥 𝑑𝑠
𝜋 0

−𝑎𝑥
2 ∞ 𝑎
𝑒 = ∫ 2 cos 𝑠𝑥 𝑑𝑠
𝜋 0 𝑎 + 𝑠2

Changing 𝑥 to 𝜆, we get
−𝑎𝜆
2 ∞ 𝑎 cos 𝜆𝑠
𝑒 = ∫ 2 𝑑𝑠
𝜋 0 𝑎 + 𝑠2


cos 𝜆𝑠 𝜋𝑒 −𝑎𝜆
∫ 2 2
𝑑𝑠 =
0 𝑎 +𝑠 2𝑎

Now changing 𝑠 to 𝑥, we get



𝒄𝒐𝒔 𝝀𝒙 𝝅𝒆−𝒂𝝀
∫ 𝟐 𝟐
𝒅𝒙 = .
𝟎 𝒂 +𝒙 𝟐𝒂

EXERCISE PROBLEMS
1) Find the Fourier sine and cosine transforms of 𝑓 (𝑥 ) = 2𝑥 𝑓𝑜𝑟 0 < 𝑥 < 4.

2 𝑠𝑖𝑛 4𝑠 − 8𝑠 𝑐𝑜𝑠 4𝑠
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹𝑠 [𝑓(𝑥 )] = 𝑓𝑠̅ (𝑠) =
𝑠2
8𝑠 𝑠𝑖𝑛 4𝑠 + 2 𝑐𝑜𝑠 4𝑠 − 2
𝐹𝑐 [𝑓(𝑥 )] = 𝑓𝑐̅ (𝑠) =
𝑠2
𝑥, 0 < 𝑥 < 2
2) Obtain the Fourier cosine transform of 𝑓 (𝑥 ) = { .
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

2𝑠 𝑠𝑖𝑛 2𝑠 + 𝑐𝑜𝑠 2𝑠 − 1
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹𝑐 [𝑓(𝑥 )] = 𝑓𝑐̅ (𝑠) =
𝑠2

3) Find the Fourier cosine transform of 𝑓(𝑥 ) = 𝑒 −𝑥 .

1
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹𝑐 [𝑓(𝑥 )] = 𝑓𝑐̅ (𝑠) =
1 + 𝑠2

4) Find the Fourier sine transform of 𝑓 (𝑥 ) = 𝑒 −𝑎𝑥 . Hence show that



x sin 𝑚𝑥 𝜋𝑒 −𝑎𝑚
∫ 2 𝑑𝑥 =
𝑎 + 𝑥2 2
0

𝑠
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹𝑠 [𝑓(𝑥 )] = 𝑓𝑠̅ (𝑠) =
𝑎2 + 𝑠 2

𝑒 −𝑎𝑥
5) Find the Fourier cosine transform of 𝑓(𝑥 ) = .
𝑥
1
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐹𝑐 [𝑓(𝑥 )] = 𝑓𝑐̅ (𝑠) = − log(𝑠2 + 𝑎2 )
2

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