Differential Equations and Complex Variables

GR Phaijoo, PhD
Department of Mathematics
School of Science, Kathmandu University
Kavre, Dhulikhel

Laplace Transform

August 3, 2022
Laplace Transform

Definition
If f (t) is a function defined for all t ≥ 0, its Laplace Transform is the
improper integral Z ∞
e −st f (t)dt.
0
It is a function of s, say, F (s), and is denoted by L (f ); thus
Z ∞
F (s) = L (f ) = e −st f (t)dt
0
Further, the given function f (t) is called the Inverse Transform of F (s)
and is denoted by L −1 (F ), that is
f (t) = L −1 (F ).
L −1 (L (f )) = f and L (L −1 (F )) = F

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
2 / 15 K
Laplace Transform of Some Functions
1. Find the Laplace transform of f (t) = 1, t ≥ 0.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
3 / 15 K
Laplace Transform of Some Functions
1. Find the Laplace transform of f (t) = 1, t ≥ 0.
Z ∞
L (f ) = f (t)e −st dt
0 When s < 0, e −sR → ∞ as
Z ∞ R → ∞, and 1/s is undefined for
∴ L (1) = 1.e −st dt s = 0. But e −sR → 0 for s > 0.
0
Thus,
1
R
L (1) = , s > 0.
Z
= lim e −st dt s
R→∞ 0
 R Again,
1
= − e −st
lim  
R→∞ s 1 1
0 L (1) = ⇐⇒ L −1 = 1.
s s
1 e −sR
 
= lim −
R→∞ s s
Ganga Ram Phaijoo (Department of Mathematics[2mm]School
MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
3 / 15 K
Laplace Transform of Some Functions
2. Find the Laplace transform of f (t) = t α , t ≥ 0, α ∈ R+ ∪ {0}

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
4 / 15 K
Laplace Transform of Some Functions
2. Find the Laplace transform of f (t) = t α , t ≥ 0, α ∈ R+ ∪ {0}
Z ∞
L (f ) = f (t)e −st dt Γ(α + 1)
= , s>0
0 s α+1
Z ∞
Γ(α + 1)
∴ L (t α ) = t α e −st dt ∴ L (t α ) =
0 s α+1
Z ∞  x α dx Γ(α + 1)
= e −x Also, L (t α ) =
0 s s s α+1
(where, st = x) ⇐⇒
 
1
Z ∞ Γ(α + 1)
= α+1 −x α
e x dx L −1 = tα
s s α+1
0
Z ∞ n!
1 L (t n )= n+1 , n ∈ N∪{0}??
= α+1 e −x x (α+1)−1 dx s
s 0

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
4 / 15 K
Laplace Transform of Some Functions
3. Find the Laplace transform of f (t) = e at , t ≥ 0, a is a constant

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
5 / 15 K
Laplace Transform of Some Functions
3. Find the Laplace transform of f (t) = e at , t ≥ 0, a is a constant

Z ∞ When s < a, e −(s−a)R → ∞

L (f ) = f (t)e −st
dt as R → ∞, 1/(s − a) is
0 undefined at s = a. But
Z ∞ e −(s−a)R → 0 for s > a. Thus
∴ L (e at ) = e at e −st dt
1
0
L (e at ) = , s>a
Z ∞ s −a
= e −(s−a)t dt
0 1
#R Also, L (e at ) =
 s −a
"
e −(s−a)t 1
= lim − ⇐⇒ L −1 = e at
R→∞ s −a s −a
0
" #
1 e −(s−a)R 1
= lim − L (e −at ) = ???
R→∞ s −a s −a s +a
Ganga Ram Phaijoo (Department of Mathematics[2mm]School
MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
5 / 15 K
Linearity of the Laplace Transform

Theorem: Let 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)} + bL {g (t)}

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
6 / 15 K
Linearity of the Laplace Transform

Theorem: Let 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)} + bL {g (t)}

In fact;
Z ∞
L {af (t) + bg (t)} = e −st {af (t) + bg (t)}dt
0
Z ∞ Z ∞
−st
= a e f (t)dt + b e −st g (t)dt
0 0

= aL {f (t)} + bL {g (t)}

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
6 / 15 K
Laplace Transform of Some Functions
4. Find L (sin ωt) and L (cos ωt) using Linearity Property.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
7 / 15 K
Laplace Transform of Some Functions
4. Find L (sin ωt) and L (cos ωt) using Linearity Property.
By Euler formula, cos ωt + i sin ωt = e iωt

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
7 / 15 K
Laplace Transform of Some Functions
4. Find L (sin ωt) and L (cos ωt) using Linearity Property.
By Euler formula, cos ωt + i sin ωt = e iωt
Therefore, using Linearity Property,
L (cos ωt) + iL (sin ωt) = L (cos ωt + i sin ωt)
= L (e iωt )
1
=
s − iω
s + iω
=
(s + iω)(s − iω)
s w
= 2 2
+i 2
s +ω s + ω2
s w
Therefore, L (cos ωt) = and, L (sin ωt) = 2
s2 +ω 2 s + ω2
Ganga Ram Phaijoo (Department of Mathematics[2mm]School
MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
7 / 15 K
Laplace Transform of Some Functions

5. Find L (sinh ωt) and L (cosh ωt) using Linearity Property.

s w
L (cosh ωt) = and L (sinh ωt) = 2
s2 −ω 2 s − ω2

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
8 / 15 K
Laplace Transform

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, Kathmandu
August 3, 2022
University[2mm]
9 / 15 K
Laplace Transform

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
10 / 15 K
Laplace Transform - Some Examples

Find Laplace transform of the following functions


2 k, 0 < t < b
a. cos at b. f (t) =
0, t>b

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
11 / 15 K
Laplace Transform - Some Examples

Find Laplace transform of the following functions


2 k, 0 < t < b
a. cos at b. f (t) =
0, t>b

Solution:
s 2 + 2a2
 
1 1 1 s
a. L (cos2 at)= [L (1) + L (cos 2at)]= + 2 =
2 2 s s + 4a2 s(s 2 + 4a2 )

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
11 / 15 K
Laplace Transform - Some Examples

Find Laplace transform of the following functions


2 k, 0 < t < b
a. cos at b. f (t) =
0, t>b

Solution:
s 2 + 2a2
 
1 1 1 s
a. L (cos2 at)= [L (1) + L (cos 2at)]= + 2 =
2 2 s s + 4a2 s(s 2 + 4a2 )
Z ∞ Z b Z ∞
k
b. L (f ) = e −st f (t)dt = e −st kdt + e −st 0dt = (1 − e −sb )
0 0 b s

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
11 / 15 K
Exercise - Laplace Transforms

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
12 / 15 K
Inverse Laplace Transform - Some Examples
Find Inverse Laplace Transform of the following functions F (s)
√
9 8 2s − 56
a. 2 2 b. √ c. 2
s (s − 9) (s + 2) 3 s − 4s − 12

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
13 / 15 K
Inverse Laplace Transform - Some Examples
Find Inverse Laplace Transform of the following functions F (s)
√
9 8 2s − 56
a. 2 2 b. √ c. 2
s (s − 9) (s + 2) 3 s − 4s − 12
 
9 1 1 1 3 1
a. F (s) = 2 2 = 2 − 2 = 2
− 2.
s (s − 9) s − 9 s  3 S  −9  s
1 3 1 1
Now, L −1 {F (s)} = L −1 2
− L −1 2
= sinh 3t − t.
3 S −9 S 3

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
13 / 15 K
Inverse Laplace Transform - Some Examples
Find Inverse Laplace Transform of the following functions F (s)
√
9 8 2s − 56
a. 2 2 b. √ c. 2
s (s − 9) (s + 2) 3 s − 4s − 12
 
9 1 1 1 3 1
a. F (s) = 2 2 = 2 − 2 = 2
− 2.
s (s − 9) s −9 s  3 S  −9  s
1 3 1 1
Now, L −1 {F (s)} = L −1 2
− L −1 2
= sinh 3t − t.
3 S −9 S 3
2
b. Since, L (t 2 ) = 3 , Using first shifting theorem
s √
√ 2 √ −√2t 2 2 2
L (e
−1 − 2t 2
t )= √ , L ( 2e −1 t )= √
(s + 2)3 (s + 2)3
√ √
∴f (t) = L −1 (F ) = 2e − 2t t 2

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
13 / 15 K
Inverse Laplace Transform - Some Examples
Find Inverse Laplace Transform of the following functions F (s)
√
9 8 2s − 56
a. 2 2 b. √ c. 2
s (s − 9) (s + 2) 3 s − 4s − 12
 
9 1 1 1 3 1
a. F (s) = 2 2 = 2 − 2 = 2
− 2.
s (s − 9) s −9 s  3 S  −9  s
1 3 1 1
Now, L −1 {F (s)} = L −1 2
− L −1 2
= sinh 3t − t.
3 S −9 S 3
2
b. Since, L (t 2 ) = 3 , Using first shifting theorem
s √
√ 2 √ −√2t 2 2 2
L (e
−1 − 2t 2
t )= √ , L ( 2e −1 t )= √
(s + 2)3 (s + 2)3
√ √
∴f (t) = L −1 (F ) = 2e − 2t t 2
c. f (t) = e 2t (2 cosh 4t − 13 sinh 4t)
Ganga Ram Phaijoo (Department of Mathematics[2mm]School
MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
13 / 15 K
Exercise - Laplace Transforms

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
14 / 15 K
 The End.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science, August
Kathmandu
3, 2022
University[2mm]
15 / 15 K