U3L1 Laplace Transform
U3L1 Laplace Transform
❑ The Laplace transform is named for the French mathematician Laplace, who studied this transform in 1782. Laplace
transforms is an integral transform.
❑ It helps in solving the differential equations with boundary values without finding the general solution and values of
the arbitrary constants.
❑ The method of Laplace transforms is a system that relies on algebra (rather than calculus-based methods) to solve
linear differential equations.
❑ While it might seem to be a somewhat cumbersome method at times, it is a very powerful tool that enables us to
readily deal with linear differential equations with discontinuous forcing functions.
2. OBJECTIVES
❑ After studying this chapter we will learn about how Laplace transforms is useful for solving differential equations
with boundary values without finding the general solution.
❑ With the use of different properties of Laplace transform and Inverse Laplace transform one can solve many
important problem of physics with very simple way.
❑ Thus we will learn from this unit to use the Laplace transform for solving the differential equations.
3. LAPLACE TRANSFORM
Definition: The Laplace transform of a function f(t) is defined as follows
∞
F (s) = ∫ e−st 𝑓(𝑡)𝑑𝑡
0
For all positive values of t and integral should exits. The Laplace transform is denoted by
∞
𝑳[𝒇(𝒕)] = 𝑭 (𝒔) = ∫ 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕
𝟎
Introduction
For a signal x(t), its Laplace transform X(s) is defined by
∞
𝑋 𝑠 = න 𝑒 −𝑠𝑡 𝑥 𝑡 𝑑𝑡
−∞
The signal x(t) is said to be the inverse Laplace transform of X(s). It can be shown that
1 𝑐+𝑗∞
𝑥 𝑡 = න 𝑋(𝑠)𝑒 𝑠𝑡 𝑑𝑠
2𝜋𝑗 𝑐−𝑗∞
where c is a constant chosen to ensure the convergence of the integral. This pair of
equations is known as the bilateral Laplace transform pair, where X(s) is the direct
Laplace transform of x(t) and x(t) is the inverse Laplace transform of X(s). Symbolically,
7
4. LINEARITY OF THE LAPLACE TRANSFORM
The Laplace transform is a linear operation; that is, for any functions 𝑓 ( 𝑡 ) and 𝑔 ( 𝑡 ) whose
transforms exist and any constants 𝑎 and 𝑏 the transform of 𝑎𝑓 ( 𝑡 ) + 𝑏𝑔(𝑡) exists, and
𝑳 [ 𝒂𝒇 ( 𝒕 ) + 𝒃𝒈(𝒕) ] = 𝒂𝑳 [ 𝒇 ( 𝒕 )] + 𝒃[𝒈 ( 𝒕 ) ]
Proof:
∞
𝐿 [ 𝑎 𝑓 ( 𝑡 ) + 𝑏 𝑔 (𝑡 ) ] = ∫ 𝑒 −𝑠 𝑡 [𝑎 𝑓 ( 𝑡 ) + 𝑏 𝑔 ( 𝑡 ) ]𝑑 𝑡
0
As we know that integration is a linear operation. So we can use the linearity property of
integration in above equation
∞ ∞
𝐿 [ 𝑎𝑓 ( 𝑡 ) + 𝑏𝑔(𝑡) ] = 𝑎 ∫ 𝑒 − 𝑠 𝑡 𝑓 ( 𝑡 ) 𝑑𝑡 + 𝑏 ∫ 𝑒 − 𝑠 𝑡 𝑔 ( 𝑡 ) 𝑑𝑡
0 0
𝐿 [ 𝑎𝑓 ( 𝑡 ) + 𝑏𝑔 ( 𝑡 )] = 𝑎𝐿[ 𝑓 ( 𝑡 ) ] + 𝑏𝐿[𝑔 ( 𝑡 ) ]
5. CHANGE OF SCALE PROPERTY
If the Laplace transform of 𝑓 𝑡 is 𝐹 𝑠 then
𝟏 𝒔
𝑳 𝒇 𝒂𝒕 = 𝑭
𝒂 𝒂
Proof: From the definition of Laplace transform
∞
𝐿 𝑓 𝑎𝑡 = ∫ 𝑒−𝑠𝑡 𝑓 𝑎𝑡 𝑑𝑡
0
𝑑𝑟 𝑟
𝑝𝑢𝑡 𝑎𝑡 = 𝑟 ⟹ 𝑑𝑡 = 𝑎𝑛𝑑 𝑎𝑙𝑠𝑜 𝑡 =
∞ 𝑎 ∞
𝑎
𝑠
−𝑎
𝑑𝑟 1 −𝑆𝑟
𝑠
⇒ 𝐿 𝑓 𝑎𝑡 =∫ 𝑒 𝑓 𝑟 = ∫ 𝑒 𝑓 𝑟 𝑑𝑟 𝑤ℎ𝑒𝑟𝑒 𝑆 =
0 𝑎 𝑎 0 𝑎
1 1 𝑠
= 𝐹 𝑆 = 𝐹
𝑎 𝑎 𝑎
6. FIRST SHIFTING THEOREM
If 𝐹 𝑠 has the Laplace transform of 𝑓 𝑡 then
𝑳 𝒆𝒂𝒕𝒇 𝒕 = 𝑭(𝒔 − 𝒂)
Proof: Using the definition of Laplace transform ∞
𝐹 𝑠 − 𝑎 = ∫ 𝑒− 𝑠−𝑎 𝑡 𝑓 𝑡 𝑑𝑡
∞ 0 ∞
=∫ 𝑒 −𝑠𝑡+𝑎𝑡 𝑓 𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓 𝑡 𝑑𝑡
0∞ 0
= 0 𝑒−𝑠𝑡 𝑒 𝑎𝑡 𝑓 𝑡 𝑑𝑡 = 𝐿 𝑒 𝑎𝑡 𝑓 𝑡
Alternative Method: ∞
∞
𝐿 𝑒 𝑎𝑡 𝑓 𝑡 =∫ 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡+𝑎𝑡 𝑓 𝑡 𝑑𝑡
∞ 0 ∞ 0
=∫ 𝑒− 𝑠−𝑎 𝑡 𝑓 𝑡 𝑑𝑡 = ∫ 𝑒 −𝑢𝑡 𝑓 𝑡 𝑑𝑡
0 0
Using 𝑠 − 𝑎 = 𝑢
= 𝐹 𝑢 = 𝐹(𝑠 − 𝑎)
7. SECOND SHIFTING THEOREM
(HEAVISIDE’S SHIFTING THEOREM)
𝑓 𝑡−𝑎 , 𝑓𝑜𝑟 𝑡 > 𝑎
If 𝐿 𝑓 𝑡 = 𝐹(𝑠) and 𝑔 𝑡 =
0, 𝑓𝑜𝑟 0 < 𝑡 < 𝑎
Then −𝑎𝑠
𝐿 𝑔 𝑡 = 𝑒 𝐹(𝑠)
Proof: As per the definition of Laplace transform ∞
𝐿 𝑔 𝑡 = ∫ 𝑒−𝑠𝑡 𝑔 𝑡 𝑑𝑡
𝑎 0 ∞
𝐿𝑔 𝑡 = ∫ 𝑒−𝑠𝑡 𝑔 𝑡 𝑑𝑡 + ∫ 𝑒−𝑠𝑡 𝑔 𝑡 𝑑𝑡
0 𝑎
Using the given condition 𝑔 𝑡 = 0 𝑓𝑜𝑟 0 < 𝑡 < 𝑎 𝑎𝑛𝑑 𝑔 𝑡 = 𝑓 𝑡 − 𝑎 𝑓𝑜𝑟 𝑡 > 𝑎
∞
𝐿𝑔 𝑡 = 0 + ∫ 𝑒 −𝑠𝑡 𝑓 𝑡 − 𝑎 𝑑𝑡
𝑎
𝑁𝑜𝑤 𝑢𝑠𝑖𝑛𝑔 𝑡 − 𝑎 = 𝑟 ⇒ 𝑑𝑡 = 𝑑𝑟 𝑎𝑛𝑑 𝑡 = (𝑟 + 𝑎) we get
∞ ∞
𝐿𝑔 𝑡 =∫ 𝑒−𝑠(𝑟+𝑎)𝑓 𝑟 𝑑𝑟 = 𝑒−𝑠𝑎 ∫ 𝑒 −𝑠𝑟 𝑓 𝑟 𝑑𝑟 = 𝑒−𝑠𝑎𝐹(𝑠)
0 0
Hence ⇒ 𝐿𝑔𝑡 = 𝑒 −𝑎𝑠 𝐹 𝑠
8. LAPLACE TRANSFORM OF THE DERIVATIVE OF 𝒇(𝒕)
= 𝟎, 𝒘𝒉𝒆𝒏 𝒕 < 𝑎
𝒖 𝒕−𝒂 𝒘𝒉𝒆𝒓𝒆 𝒂 ≥ 𝟎
𝟏, 𝒘𝒉𝒆𝒏 𝒕 ≥ 𝒂
15. LAPLACE TRANSFORM OF
UNIT STEP FUNCTION
𝒆−𝒂𝒔
𝑳[𝒖 𝒕 − 𝒂 ] =
𝒔
Proof: Using the definition of Laplace transform, we have
∞
𝑳[𝒖 𝒕 − 𝒂 ] = ∫ 𝒆−𝒔𝒕𝒖 𝒕 − 𝒂 𝒅𝒕
𝟎
Now using the condition of unit step function
𝑎 ∞
𝐿[𝑢 𝑡 − 𝑎 ] = ∫ 𝑒−𝑠𝑡𝑢 𝑡 − 𝑎 𝑑𝑡 + ∫ 𝑒−𝑠𝑡𝑢 𝑡 − 𝑎 𝑑𝑡
0 𝑎 ∞
𝑎 ∞ 𝑒−𝑠𝑡
= ∫ 𝑒 −𝑠𝑡 0. 𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 1. 𝑑𝑡 = 0 +
0 𝑎 −𝑠 𝑎
𝑒−𝑎𝑠
𝐿 𝑢 𝑡−𝑎 =
𝑠
Example 8: Convert the following function in terms of unit step function and then find the
Laplace Transform
6, 𝑤ℎ𝑒𝑛 𝑡 < 2
𝑓 𝑡 = ቊ
4, 𝑤ℎ𝑒𝑛 𝑡 ≥ 2
Solution: Given that
6, 𝑤ℎ𝑒𝑛 𝑡 < 2
𝑓 𝑡 =ቊ
4, 𝑤ℎ𝑒𝑛 𝑡 ≥ 2
This further can be written as
6 + 0, 𝑤ℎ𝑒𝑛 𝑡 < 2 = 6 + ቊ0, 𝑤ℎ𝑒𝑛 𝑡 < 2
𝑓 𝑡 =ቊ
6 − 2, 𝑤ℎ𝑒𝑛 𝑡 ≥ 2 −2, 𝑤ℎ𝑒𝑛 𝑡 ≥ 2
𝑤ℎ𝑒𝑛 𝑡 < 2 = 6 − 2𝑢 𝑡 − 2
= 6 + −2 ቊ0,
1, 𝑤ℎ𝑒𝑛 𝑡 ≥ 2
[Using the condition of unit step function]
6 𝑒−2𝑠
𝐿 𝑓 𝑡 = 6𝐿 1 − 2𝐿 𝑢 𝑡 − 2 = − 2
𝑠 𝑠
16. PERIODIC FUNCTIONS
If 𝑓 𝑡 be a periodic function with period 𝑇, ⇒ 𝑓 𝑡 + 𝑇 =𝑻 𝑓(𝑡) then
𝒆 𝟎−𝒔𝒕𝒇 𝒕 𝒅𝒕
𝑳𝒇 𝒕 =
𝟏 − 𝒆−𝒔𝑻
Proof: As we know
∞
𝐿𝑓 𝑡 = ∫ 𝑒−𝑠𝑡 𝑓 𝑡 𝑑𝑡
0
This can be written as in the following manner
∞ 𝑇 2𝑇 3𝑇
𝐿 𝑓 𝑡 = 0 𝑒−𝑠𝑡
𝑓 𝑡 𝑑𝑡 = 0 𝑓 𝑡 𝑑𝑡 + 𝑇 𝑒−𝑠𝑡 𝑒−𝑠𝑡
𝑓 𝑡 𝑑𝑡 + 2𝑇 𝑒−𝑠𝑡 𝑓 𝑡 𝑑𝑡 + ⋯
Now substituting 𝑡 = 𝑢 + 𝑇, 𝑡 = 𝑢 + 2𝑇, … 𝑎𝑛𝑑 𝑑𝑡 = 𝑑𝑢 in second integral, third integral, and so on respectively,
we will get
𝑇 𝑇 𝑇
𝐿𝑓 𝑡 = 0 𝑒−𝑠𝑡 𝑓 𝑡 𝑑𝑡 + 0 𝑒−𝑠(𝑢+𝑇) 𝑓 𝑢 + 𝑇 𝑑𝑢 + 0 𝑒−𝑠(𝑢+2𝑇) 𝑓 𝑢 + 2𝑇 𝑑𝑢 + ⋯
𝑇 𝑇 𝑇
= ∫ 𝑒−𝑠𝑡 𝑓 𝑡 𝑑𝑡 + 𝑒−𝑠𝑇 ∫ 𝑒−𝑠𝑢 𝑓 𝑢 + 𝑇 𝑑𝑢 + 𝑒−2𝑠𝑇 ∫ 𝑒−𝑠𝑢 𝑓 𝑢 + 2𝑇 𝑑𝑢 + ⋯
0 𝑇 0 𝑇 0𝑇
1 𝑒 𝑎𝑡 1
𝑠−𝑎
𝑎
2 sin 𝑎𝑡
𝑠2 + 𝑎2
𝑠
3 cos 𝑎𝑡
𝑠 + 𝑎2
2
𝑎
4 sinh 𝑎𝑡
𝑠 − 𝑎2
2
𝑠
5 cosh 𝑎𝑡
𝑠 − 𝑎2
2
𝑡𝑛 𝑛!
6
𝑠 𝑛+1
𝑎
7 ebt sin 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑠−𝑏
8 ebt cos 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑡 𝑠
9 sin 𝑎𝑡
2𝑎 𝑠 2 + 𝑎2 2
𝑠2 − 𝑎2
10 𝑡 cos 𝑎𝑡
𝑠 2 + 𝑎2 2
18. INVERSE LAPLACE TRANSFORM
If 𝐹 𝑠 is the Laplace Transform of a function 𝑓 𝑡 , then 𝑓 𝑡 is known
as Inverse Laplace Transform.
𝑓 𝑡 = 𝐿−1[𝐹 𝑠 ]
The Inverse Laplace Transform is very useful to solving the differential
equations without finding the general solution and arbitrary constants.
19.SOME IMPORTANT FORMULAE OF INVERSE LAPLACE
TRANSFORM
S.No. 𝐹 𝑠 𝑓 𝑡 = 𝐿−1[𝐹 𝑠 ]
1 1 𝑒 𝑎𝑡
𝑠−𝑎
𝑎
2 sin 𝑎𝑡
𝑠 + 𝑎2
2
𝑠
3 cos 𝑎𝑡
𝑠 + 𝑎2
2
𝑎
4 sinh 𝑎𝑡
𝑠 2 − 𝑎2
𝑠
5 cosh 𝑎𝑡
𝑠 − 𝑎2
2
𝑛! 𝑡𝑛
6
𝑠 𝑛+1
𝑎
7 ebt sin 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑠−𝑏
8 ebt cos 𝑎𝑡
𝑠 − 𝑏 2 + 𝑎2
𝑠 𝑡
9 sin 𝑎𝑡
𝑠 2 + 𝑎2 2 2𝑎
𝑠2 − 𝑎2
10 𝑡 cos 𝑎𝑡
𝑠 2 + 𝑎2 2
1 1
11
𝑠
1 1
Example 9: Prove that 𝑠 1/2
=𝐿 𝜋
1 𝑡 𝑛−1 𝑡 𝑛−1
Solution: we know that 𝐿−1 𝑠𝑛
= =
(𝑛−1)! Γ
1
−1
1 𝑡2
Using above relation we can write 𝐿−1 = 1
𝑠 1/2 Γ
2
−1
2 1
= 𝑆𝑖𝑛𝑐𝑒 Γ = π
π 2
1 1 1 1
⇒ 𝐿−1 = ⇒ =𝐿
𝑠1/2 πt 𝑠1/2 πt
Example 10: Find the inverse Laplace Transform of the following:
(i) 1 (ii)
1
(iii)
𝑠
𝑠−3 𝑠 2 −25 𝑠2 +16
1 1 𝑠−1
(iv) (v) (vi)
𝑠2 +9 𝑠−2 2 +1 𝑠−1 2 +4
Solution.
1 1
(i) 𝐿−1 = 𝑒 3𝑡 [𝑠𝑖𝑛𝑐𝑒 𝐿−1 = 𝑒 𝑎𝑡 ]
𝑠−3 𝑠−
1 5 −1 𝑎
(ii) 𝐿−1 2 = 𝐿−1 1 2 = 1
𝑠𝑖𝑛ℎ5𝑡 [𝑠𝑖𝑛𝑐𝑒 𝐿 = 𝑠𝑖𝑛ℎ 𝑎𝑡]
𝑠 −25 5 𝑠 − 5 2 5 𝑠 2 −𝑎 2
𝑠 𝑠
(iii)𝐿−1 2 = 𝐿−1 2 = cos 4𝑡 [𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 𝐿−1 𝑠 = 𝑐𝑜𝑠 𝑎𝑡 ]
𝑠 +16 𝑠 + 4 2 𝑠 2 +𝑎 2
1 1 1
(iv)𝐿−1 2 = 𝐿−1 𝑠 2 + 3 2 = 3 sin 3𝑡 [𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 𝐿−1 2 1 2 = 1 𝑠𝑖𝑛 𝑎𝑡 ]
𝑠 +9 𝑠 +𝑎 𝑎
1 1
(v) 𝐿−1 2
= 𝑒 2𝑡 sin 𝑡 𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 𝐿−1
= 𝑒 𝑏𝑡 𝑠𝑖𝑛 𝑎𝑡
𝑠−12 +1 𝑠−1 𝑠−𝑏 2 +𝑎𝑠− 2
−1 −1 𝐿 −1 𝑎 𝑐𝑜𝑠 𝑏𝑡
(vi)𝐿 = 𝐿 = 𝑒 cos 2𝑡 𝑠𝑖𝑛𝑐𝑒 𝑠𝑖𝑛𝑐𝑒 = 𝑒
𝑠−1 2 +4 𝑠−1 2+(2)2 𝑠−𝑎 2 +𝑏 2
2
Example 11: Find 𝐿−1 𝑠 +3𝑠+8
𝑠3
Solution: Here, we have
2
−1 𝑠 +3𝑠+8 −1 1 3 8
𝐿 =𝐿 + +
𝑠3 𝑠 𝑠2 𝑠3
𝑡 𝑛−1
= 1 + 3𝑡 + 8 𝑡 2 [ 𝑠𝑖𝑛𝑐𝑒 𝐿−1 1𝑛 = ]
1! 2! 𝑠 𝑛−1 !
= 1 + 3𝑡 + 4 𝑡 2
20. MULTIPLICATION BY S
−𝟏 𝒅
𝑳 𝒔𝑭(𝒔) = 𝒇 𝒕 + 𝒇 𝟎 𝜹(𝒕)
𝒅𝒕
𝒔
Example 12: Find the Inverse Laplace Transform of
𝒔𝟐+𝟒
1
Solution: we know that 𝐿−1 = (sin 𝑎𝑡)/a
𝑠 2 +𝑎 2
1
Hence 𝐿−1 2
= (sin 2𝑡)/2
𝑠 +4
𝑠
And 𝐿−1 2 = 𝑑 ((𝑠𝑖𝑛 2𝑡)/2) + sin 0
𝑠 +4 𝑑𝑡
𝐴𝑛𝑠.
𝟏
21. DIVISION BY s (MULTIPLICATION BY )
𝒔
𝐹 (𝑠) 𝑡
𝐿−1 = 0 𝐿
−1
F(𝑠) d𝑡 = ∫0 𝑓(𝑡)
𝑠
Solution:
(i ) A s w e k n o w t h a t
1
𝐿−1 = 𝑒−3𝑡
𝑠+3
N o w using second shifting theorem w e can find the inverse Laplace transform of
−𝜋𝑠
𝑒
𝐿−1
(𝑠 + 3 )
= 𝑒−3( 𝑡−𝜋)𝑢(𝑡 − 𝜋) 𝑠𝑖𝑛𝑐𝑒 [𝐿−1[ 𝑒−𝑎𝑠 𝐹 (𝑠)] = 𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎)]
2
1
(ii) 𝐴𝑠 𝑤𝑒 𝑘𝑛𝑜𝑤 𝑡ℎ𝑎𝑡 −1
𝐿 3 =𝑡
𝑠 2!
Then 2
1
𝐿−1 𝑒−𝑡 𝑡 [𝑢𝑠𝑖𝑛𝑔 𝑓𝑖𝑟𝑠𝑡 𝑠ℎ𝑖𝑓𝑖𝑡𝑖𝑛𝑔 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦]
( 𝑠+1 )3 2!
𝑒 −𝑠
Hence 𝐿−1 =
( 𝑠+1 )3
2
𝑒−( 𝑡−1) ( 𝑡−1 ) 𝑢 𝑡−1 [𝑢𝑠𝑖𝑛𝑔 𝑠𝑒𝑐𝑜𝑛𝑑 𝑠ℎ𝑖𝑓𝑖𝑡𝑖𝑛𝑔 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦]
2!
24. INVERSE LAPLACE TRANSFORMS OF DERIVATIVES
𝑑
𝐿−1 𝐹 (𝑠) = −𝑡𝐿−1 𝐹(𝑠) = −𝑡𝑓 𝑡
𝑑𝑠
1 −1 𝑑
⇒ 𝐿−1 𝐹(𝑠) =− 𝐿 𝐹 (𝑠)
𝑡 𝑑𝑠
Example 16: Find 𝑠+1
𝐿−1 log .
𝑠−1
𝑠+1 1 −1 𝑑
Solution: 𝐿−1 log = − 𝐿 log( 𝑠+1)
𝑠−1 𝑡 𝑑𝑠 𝑠−1
𝑢𝑠𝑖𝑛𝑔 𝑖𝑛𝑣𝑒𝑟𝑠𝑒 𝑙𝑎𝑝𝑙𝑎𝑐𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑜𝑓 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒𝑠
1 −1 𝑑 𝑑 1 −1 1 1
= − 𝐿 log 𝑠+1 − log(𝑠 − 1) = − 𝐿 −
𝑡 𝑑𝑠 𝑑𝑠 𝑡 𝑠+1 𝑠−1
= − 1 𝑒−𝑡 − 𝑒 𝑡 = 1 𝑒 𝑡 − 𝑒−𝑡 𝐴𝑛𝑠.
𝑡 𝑡
25. INVERSE LAPLACE TRANSFORM OF INTEGRALS
𝑓 (𝑡 )
𝐿−1 = 𝑠𝑑 𝑠 𝐹∞ = 1 𝐿−1 𝐹(𝑠)
𝑠 𝑡 𝑡
⇒ 𝐿−1 𝐹(𝑠) = 𝐿−1 ∫ ∞ 𝐹 𝑠 𝑑𝑠
𝑠
2𝑠
Example17: Find the Inverse Laplace Transform of
(𝑠2+1)2
2𝑠
Solution: we have to find 𝐿−1
(𝑠2+1)2
We will solve this using inverse Laplace transform of integrals
∞
−1
2𝑠 −1
2𝑠𝑑𝑠
𝐿 2 2
= 𝑡𝐿 ∫ 2 2
(𝑠 +1) 𝑠 (𝑠 +1)
∞
1 1 1
𝑡𝐿−1 − 2 = 𝑡𝐿 −1 −0 + 2 = 𝑡𝐿 −1
𝑠 +1 𝑠 𝑠 +1 𝑠2 + 1
= 𝑡 𝑠𝑖𝑛 𝑡
26. INVERSE LAPLACE TRANSFORM BY PARTIAL FRACTION
METHOD
1
Example 18: Find the Inverse Laplace Transform of 2 .
𝑠 −5𝑠+6
Solution: Let us convert the given function into partial fractions.
1 1 1
𝐿−1 2 = 𝐿−1 −
𝑠 −5𝑠+6 𝑠−3 𝑠−2
1 1
= 𝐿−1 − 𝐿−1 = 𝑒 3𝑡 − 𝑒 2𝑡
𝑠−3 𝑠−2
𝑠+1
Example 19: Find the Inverse Laplace Transform of .
𝑠 2−6𝑠+25
Solution:
1 1 𝑠−3+4
𝐿−1 = 𝐿−1 = 𝐿−1
𝑠2−6𝑠+25 (𝑠−3)2+(4)2 (𝑠−3)2+(4)2
𝑠−3 4
= 𝐿−1 + 𝐿−1
(𝑠−3)2+(4)2 (𝑠−3)2+(4)2
= 𝑒 3𝑡 cos 4𝑡 + 𝑒 3𝑡 sin 4𝑡 𝑈𝑠𝑖𝑛𝑔 𝑓𝑖𝑟𝑠𝑡 𝑠ℎ𝑖𝑓𝑖𝑡𝑖𝑛𝑔 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
27. SOLUTION OF DIFFERENTIAL EQUATIONS
BY LAPLACE TRANSFORMS
Ordinary linear differential equations with constant coefficients can be easily
solved by the Laplace Transform method, without finding the general
solution and the arbitrary constants. The method wil be clear from the
following examples:
Let us now discuss how the Laplace transform method solves ODEs and
initial value problems. We consider an initial value problem
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟 𝑡 , 𝑦 0 = 𝐾0 ,
𝑎𝑛𝑑 𝑦 ′ 0 = 𝐾1
where a and b are constant. Here is the given input (driving force) applied to
the mechanical or electrical system and is the output (response to the input)
to be obtained.
In Laplace’s method we do three steps:
Step 1. Setting up the subsidiary equation.
This is an algebraic equation for the transform 𝑌 = 𝐿 𝑦 obtained by transforming the given
differential equation using the Laplace transform of derivatives,
𝑠 2 𝑌 − 𝑠𝑦 0 − 𝑦 ′ 0 + 𝑎 𝑠𝑌 − 𝑦 0 + 𝑏𝑌 = 𝑅(𝑠)
Where 𝑅 𝑠 = 𝐿(𝑟)
Now collecting the Y-terms, we have the subsidiary equation as follows
𝑠2 + 𝑎𝑠 + 𝑏 𝑌 = 𝑠 + 1 𝑦 0 + 𝑦 ′ 0 + 𝑅 𝑠
Step 2. Solution of the subsidiary equation by algebra.
We divide by and use the so-called transfer function
1
𝑄(𝑠) = 2
𝑠 + 𝑎𝑠 + 𝑏
This gives the solution
𝑌 = 𝑠 + 1 𝑦 0 𝑄(𝑠) + 𝑦 ′ 0 𝑄(𝑠) + 𝑅 𝑠 𝑄(𝑠)
Note that Q depends neither on r(t) nor on the initial conditions (but only on a and b).
Step 3. Inversion of Y to obtain 𝒚 = 𝑳−𝟏𝒀
Now take the inverse Laplace transform to get the solution of differential equations.
Example 20: Solve the following equation by Laplace transform
𝑦 ′′ − 𝑦 = 𝑡 ; 𝑦 0 = 1 𝑎𝑛𝑑 𝑦 ′ 0 = 1
Solution: The given equation is
𝑦 ′′ − 𝑦 = 𝑡 ; 𝑦 0 = 1 𝑎𝑛𝑑 𝑦 ′ 0 = 1
Step 1: Taking the Laplace transform of the given equation, we get the subsidiary
equation
𝐿(𝑦 ′′ ) − 𝐿(𝑦) = 𝐿(𝑡)
Now using the condition of Laplace transform of derivatives with 𝐿 𝑦 = 𝑌
𝐿[𝑓 𝑛 (𝑡)] = 𝑠 𝑛 𝐿[𝑓 𝑡 ] − 𝑠 𝑛 −1 𝑓 0 − 𝑠 𝑛 −2 𝑓′ 0 − 𝑠 𝑛 −3 𝑓′′ 0 − ⋯ − 𝑓 𝑛 −1 (0)
We get
𝑠 2 𝑌 − 𝑠𝑦 0 − 𝑦 ′ 0 − 𝑌 = 1
𝑠2
1 1
(𝑠2−1)𝑌 = 𝑠𝑦 0 + 𝑦 ′ 0 + = 𝑠 + 1 +
𝑠2 𝑠2
𝐴𝑠 𝑔𝑖𝑣𝑒𝑛𝑦 0 = 1 𝑎𝑛𝑑 𝑦 ′ 0 = 1
Step 2: Transfer function is given by
1
𝑄 𝑠 = 2 and hence
(𝑠 −1)
𝑄 𝑠 (𝑠 + 1) 1
𝑌 = 𝑠+1 𝑄 𝑠 + 2 = 2 +
𝑠 (𝑠 −1) 𝑠2(𝑠2−1)
On simplifying
1 1 1
𝑌= + −
(𝑠 − 1) (𝑠2−1) 𝑠2
Step 3: Now taking the inverse Laplace transform to get the solution of differential
equation
1 1 1
𝑦 𝑡 = 𝐿−1𝑌 = 𝐿−1 + 𝐿−1 − 2
(𝑠 − 1) (𝑠 −1) 𝑠
2
−1
1 −1
1 −1
1
𝑦 𝑡 =𝐿 +𝐿 −𝐿
(𝑠 − 1) 2
(𝑠 −1) 𝑠2
𝑦 𝑡 = 𝑒 𝑡 + sinh 𝑡 − 𝑡 𝐴𝑛𝑠.
28. SELF ASSESSMENT QUESTION
• Self Assessment Question (SAQ) 1: Find the Laplace transform of
2𝑠𝑖𝑛 2𝑡 cos 4 𝑡
1
• Self Assessment Question (SAQ) 2: Find the Laplace transform of 𝑡2
• Self Assessment Question (SAQ) 3: Find the Laplace transform of 𝐹 𝑡 =
1, 0 ≤ 𝑡 < 1
ቐ𝑡, 1≤𝑡<2
𝑡2 , 2 ≤ 𝑡 < ∞
• Self Assessment Question (SAQ) 4: Find the Laplace transform of 1+
𝑠𝑖𝑛 2𝑡
• Self Assessment Question (SAQ) 5: Find the Laplace transform of 𝑠𝑖𝑛ℎ3 𝑡
28. Initial and Final Values
Initial and Final Values
The initial-value and final-value properties allow us to find the initial value f(0) and the final value f(∞) of f(t) directly from its
Laplace transform F(s). To obtain these properties, we begin with the differentiation property
If we let 𝑠 → ∞ the integrand in Eq. vanishes due to the damping exponential factor, and Eq. becomes
This theorem is not applicable if the degree of numerator polynomial is equal or greater than the degree of denominator
polynomial of the Laplace transform F(s).
Example
Example 1:
Example
Solution 1:
This is referred to as the final-value theorem. In order for the final value theorem to hold, all poles of F(s) must be located in
the left half of the s plane; that is, the poles must have negative real parts. The only exception to this requirement is the case
in which F(s) has a simple pole at 𝑠 = 0, because the effect of 1/s will be nullified by 𝑠𝐹(𝑠).
Example
Example 1:
Example
Solution 1:
Solution 2:
❑ This is incorrect, because oscillates between +1 and -1 and does not have a limit as t→ ∞. Thus, the final-value theorem
cannot be used to find the final value of because F(s) has poles at which are not in the left half of the s plane.
❑ In general, the final value theorem does not apply in finding the final values of sinusoidal functions—these functions
oscillate forever and do not have final values.
❑ The initial-value and final-value theorems depict the relationship between the origin and infinity in the time domain and
the s-domain. They serve as useful checks on Laplace transforms.
30. Convolution Integral
❑ The term convolution means “folding.” Convolution is an invaluable tool to the engineer because it provides a means of
viewing and characterizing physical systems.
❑ For example, it is used in finding the response y(t) of a system to an excitation x(t), knowing the system impulse response
h(t).
❑ This is achieved through the convolution integral, defined as