Unit-01: Laplace Transforms

Properties of Laplace Transform: (Properties without proof)

• Linearity,
• First Shifting Theorem,
• Change of Scale,
• Second Shifting Theorem,
• Multiplication by t,
• Division by t,
• Laplace Transform of derivatives,
• Laplace Transform of integrals,
• Evaluation of real improper integrals by using Laplace Transformation.

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 1/8
Laplace of Derivatives & Integrals of a function:
Statement & Problems
Laplace Transform of Derivatives of f (t):

If L[f (t)] = φ(p), then

L[f 0 (t)] = pφ(p) − f (0) L[f 00 (t)] = p2 φ(p) − pf (0) − f 0 (0)

Moreover, ∀n ∈ N we have

L[f (n)(t)] = p nφ(p) − p n−1f (0) − p n−2f 00(0) − · · · − pf n−2(0) − f n−1(0)

Laplace Transform of Integrals of f (t):

If L[f (t)] = φ(p), then

 t 
Z
φ(p)
L  f (u)du  =
p
0
 
Z t Z t Zt 
φ(p)
 
n
L · · · f (u)(du)  = n

  p
0 0 0 
n
| times
{z }

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 2/8
Problems

t + 1 0 ≤ t ≤ 2
Q01. If f (t) = , then find L{f (t)}, L{f 0 (t)}, L{f 00 (t)}
(t)}.
3 t >2
Sol.
Z∞ Z2 Z∞
L{f (t)} = e f (t)dt = e (t + 1)dt + 3 e−pt dt
−pt −pt

0 0 2
2 ∞
e−pt e−pt e−pt
 
L{f (t)} = (t + 1) · −1· +3
(−p) (−p)2 0 −p 2

1 1
L{f (t)} = φ(p) = + 2 (1 − e−2p )
p p
 
0 1 1 −2p
L{f (t)} = pφ(p) − f (0) = p + (1 − e ) − 1
p p2
,
1 1
L{f 0 (t)} = pφ(p) − f (0) = 1 + (1 − e−2p ) − 1 = (1 − e−2p )
p p
,  
1 1
L{f 00 (t)} = p2 φ(p) − pf (0) − f 0 (0) = p2 + 2 (1 − e−2p ) − p(1) − 1
p p
,
L{f 00 (t)} = p + (1 − e−2p ) − p − 1 = −e−2p

,
1
L{f 0 (t)} = (1 − e−2p ) & L{f 00 (t)} = −e−2p
p

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 3/8
Problems
√
cos t
Q02. If f (t) = √ , then find L{f (t)} (t)}.
t
Sol. We know that
d √ 1 √
{sin t} = √ cos t
dt 2 t
√
Let f (t) = sin t therefore we have
√ 1
r
π −1/4p
L[sin t] = e = φ(p)
2p p

1 √
f 0 (t) = √ cos t
2 t
√ !
cos t
2L[f 0 (t)] = L √
t
√ !
cos t
2 [pφ(p) − f (0)] = L √
t
r √ !
1 π −1/4p cos t
2[p · e − f (0)] = L √
2p p t
r √ !
π −1/4p cos t
e =L √
p t
√ ! r
cos t π −1/4p
L √ = e
t p

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 4/8
Problems
 
1 − cos 2t
Q03. If f (t) = , then find L{f 0 (t)}
(t)}.
t
Sol. We know that
  Z∞
1 − cos 2t
L = L(1 − cos 2t)dy
t
p
  Z∞  
1 − cos 2t 1 y
L = − 2 dy
t y y +4
p
   ∞
1 − cos 2t 1
L = ln y − ln (y 2 + 4)
t 2 p
  !∞
1 − cos 2t y
L = ln p
t 2
(y + 4) p
" p #
p2 + 4
 
1 − cos 2t
L = ln = φ(p))
t p
  
d 1 − cos 2t
L = pφ(p) − f (0)
dt t
"p #
p2 + 4
  
d 1 − cos 2t
L = p ln − f (0)
dt t p
1 − cos 2t 2 sin 2t
Here f (0) = lim = lim = 0.
t→0 t t→0 1
"p #
p2 + 4
  
d 1 − cos 2t
L = p ln
dt t p
"p #
p2 + 4
  
d 1 − cos 2t
L = p ln
dt t p
5/8
Problems
√
2 R t −u 2 √ √
Q04. If f (t) = √ t), then find L{erf t}
e du = erf ( t) t}.
π 0
Solution:
dy √
Let u 2 = y then we get du = √ as u = 0 ⇒ y = 0 and when u = t ⇒ y = t.
2 y
Therefore
√
Zt Zt Zt
2 −u 2 2 −y dy 1
f (t) = √ e du = √ e √ =√ e−y y −1/2 dy
π π 2 y π
0 0 0
 t 
1 L e−y y −1/2
Z  
1 −y −1/2

L[f (t)] = √ L e y dy = √
π   π p
0
(  −1/2  )
1 L e−y y −1/2 L y
 
1 p=p+1
L[f (t)] = √ =√
π p π p
  
1
Γ √
1  2  1 π 1
L[f (t)] = √  1/2 
  =√ p = p
p π p π p (p + 1) p (p + 1)
p=p+1

√ 1
L(erf t) = p
p p+1

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 6/8
Problems

Find LT of Following Functions:

SN Problem Hint Solution

Rt L(y cos2 yy)) 1 p2 − 4
1. f (t) = y cos2 ydy L[f (t)] = +
0 p  2p3 2p(p2 + 4)2
sin y
L
Rt sin y y cot−1 p
2. f (t) = dy L[f (t)] =
0 y p p
 
sin y 

L

Rt sin y cot−1 (p + 1)
 
y 
3. f (t) = e−t dy L[f (t)] =
0 y 
 p 
 (p + 1)
 
p=p+1
p=p+1
Rt

L (y sin 3y3y)) 6
4. f (t) = e−4t y sin 3ydy L[f (t)] =
0 p (p2 + 8p + 25)2
y
p=p+4
p=p+4
Rt

L (e cosh y) y) (p − 2)
5. f (t) = cosh t ey cosh ydy L[f (t)] =
0 2p p=p−1
p=p−1 2(p − 3)(p − 1)2
L (ey cosh yy))
 
p
+ +
2p p=p+1
p=p+1 2(p − 1)(p + 1)2

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 7/8
Problems

Evaluate the following Integrals using LT:

SN Problem Solution
R∞
t 
−t
R sin y π
1. e dy dt
0 0 y 4
R∞ −t Rt 2

14
2. e y sinh y cosh y dy dt −
0 0 27
R∞ −t Rt Rt Rt
 
1
3. e )(dy )3 dt
yy)(dy
(y sin y)(dy)
0 2
0 0 0
R∞ −2t Rt Rt Rt

3 1
4. e (cos 2y)(dy ) dt −
0 0 0 0 32

S.E III-Computer Engineering: Applied Mathematics

By: Prof. Gaurav Mittal; Mathematics Department TSEC 8/8