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Unit 3 Laplace Transform

This document provides lecture notes on the Laplace Transform, a crucial mathematical tool for understanding control systems and solving differential equations. It outlines the objectives, prerequisites, applications, and key concepts related to the Laplace Transform, including examples and exercises. The unit emphasizes the importance of the Laplace Transform in solving linear differential equations and handling dynamical systems.

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0% found this document useful (0 votes)
152 views27 pages

Unit 3 Laplace Transform

This document provides lecture notes on the Laplace Transform, a crucial mathematical tool for understanding control systems and solving differential equations. It outlines the objectives, prerequisites, applications, and key concepts related to the Laplace Transform, including examples and exercises. The unit emphasizes the importance of the Laplace Transform in solving linear differential equations and handling dynamical systems.

Uploaded by

agarwalnaman445
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Parul University

Faculty of Engineering & Technology


Department of Applied Sciences and Humanities
1st Year B.Tech Programme
Mathematics – II (203191152)
Unit 3: Laplace Transform:(Lecture Notes)
Overview:

This unit is a mathematical section to establish a base for the theory of control systems.
This is a tool and it is indispensable as most of linear systems dynamics are described in a
mapped space that can only be understood when the main theorems of the Laplace
transform are known. The module contains only the essential results, which are explained
by several examples from the area of differential equations and their solutions. Some
additional mathematical details can be found in the mathematical appendix module. The
correspondences of the Laplace transform are given in tabular form to be simply used for
the forward and back transformation. Special focus is put on the solution of differential
equations using the Laplace transform and on special signals, e.g. impulse or step.

Objectives:

When you have completed this unit you should be able to:

1. Apply the Laplace transform to differential equations.


2. Solve linear differential equations.
3. Apply the main theorems of the Laplace transform.
4. Know how useful this techniques is to handle dynamical systems.

Prerequisites:

Mathematics: integrals, differential equations, complex numbers, rational and analytical


functions.
Application:

➢ Solve vibrating spring problems with or without damping/external forces using


standard methods and Laplace transform methods.
➢ Solve electric circuit problems with or without
charge/inductance/resistance/capacitance/electromotive force, using standard
methods and Laplace transform methods.
➢ Solve systems of differential equations by Laplace transforms.
➢ Solve electric networks using standard methods and Laplace transform methods.

Outline

• Laplace Transform,
• Linearity of Laplace Transform,
• Laplace transform of elementary function,
• Inverse Transform,
• First Shifting Theorem,
• Differentiation and Integration of Transform,
• Transform of Derivatives and Integrals,
• Evaluation of integrals by Laplace transform,
• Unit Step Function,
• Second Shifting Theorem,
• Dirac’s Delta Function,
• Convolution theorem,
• Partial Fraction,
• Solution of Ordinary Differential Equations.

Weightage: 25%

Teaching Hrs. : 12 Hours

Reference Book:

1. Advanced Engineering Mathematics, Erwin Kreyszig, Willey India Edition.


2. Integral Transforms for Engineers, Larry S. Andrews,Bhimsen K. Shivamoggi
3. Integral Transforms and their applications, Lokenath Debnath, Dambaru Bhatta,
Chapman and Hall/CRC (Unit 4)
Laplace Transform:

Let 𝑓(𝑡) be a function of 𝑡 ≥ 0, then the Laplace Transformation of 𝑓(𝑡) is defined as


𝐿{𝑓(𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡 = 𝐹(𝑠)


0

provided that integral exists. 𝑠 is a parameter which may be real or complex number.

Laplace transform of elementary function:

Ex: Find the Laplace transform of 𝟏, where 𝒔 > 0.

Sol. We know that,


𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡 = 𝐹(𝑠)


0

∞ ∞
−𝑆𝑡
𝑒 −𝑆𝑡 𝑒 −𝑆(∞) 𝑒 −𝑆(0) 1
⇒ 𝐿{1} = ∫ 1. 𝑒 𝑑𝑡 = [ ] =[ − ] = [0 − ]
−𝑠 0 −𝑠 −𝑠 −𝑠
0
1
= (∵ 𝑒 −∞ = 0)
𝑠
1
∴ 𝐿 {1} =
𝑠
Ex: Find the Laplace transform of 𝒆−𝒂𝒕 , where 𝒔 > −𝒂.

Sol. We know that,


𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡 = 𝐹(𝑠)


0

∞ ∞
−𝑎𝑡 −𝑎𝑡 −𝑆𝑡
𝑒 −(𝑆+𝑎)𝑡 𝑒 −(𝑆+𝑎)(∞) 𝑒 −(𝑆+𝑎)(0)
⇒ 𝐿{ 𝑒 } = ∫ 𝑒 . 𝑒 𝑑𝑡 = [ ] =[ − ]
− (𝑆 + 𝑎 ) 0 − (𝑆 + 𝑎 ) − (𝑆 + 𝑎 )
0

1 1
= [0 − ] (∵ 𝑒 −∞ = 0) =
− (𝑆 + 𝑎 ) (𝑆 + 𝑎)
1
∴ 𝐿{ 𝑒 −𝑎𝑡 } =
(𝑆 + 𝑎)

Also
1
∴ 𝐿{ 𝑒 𝑎𝑡 } = ,𝑠 > 𝑎
(𝑆 − 𝑎)
Γn+1
Ex: Show that L{t n } = for n > −1
sn+1

n!
= for n is a positive Integer and 𝑠 > 0
sn+1

Sol. We know that,


𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡
0

Here 𝑓(𝑡 ) = t n

⇒ 𝐿{t n } = ∫ t n . 𝑒 −𝑆𝑡 𝑑𝑡
0

1
Putting 𝑠𝑡 = 𝑥 ⇒ 𝑑𝑡 = 𝑑𝑥
𝑠

Also when 𝑡 = 0, 𝑥 = 0 and 𝑡 = ∞, 𝑥 = ∞


∞ ∞ ∞ ∞
𝑥 𝑛 𝑑𝑥 1 1
𝐿{t n } = ∫ t n . 𝑒 −𝑆𝑡 𝑑𝑡 = ∫ ( ) . 𝑒 −𝑥 = n+1 ∫ 𝑥 𝑛 . 𝑒 −𝑥 𝑑𝑥 = n+1 ∫ 𝑥 (𝑛+1)−1 . 𝑒 −𝑥 𝑑𝑥
𝑠 𝑠 s s
0 0 0 0

We know that

𝛤𝑛 = ∫ 𝑥 𝑛−1 . 𝑒 −𝑥 𝑑𝑥
0

Therefore,
𝛤𝑛+1
𝐿 {𝑡 𝑛 } =
𝑠 𝑛+1
Also, if n is a positive integer, then Γn+1 = n!
So,
𝑛!
𝐿 {𝑡 𝑛 } =
𝑠 𝑛+1

𝐚
Ex: Show that 𝐋{𝐬𝐢𝐧 𝐚𝐭} =
𝐬 𝟐 +𝐚𝟐

𝑒 𝑖𝑎𝑡 −𝑒 −𝑖𝑎𝑡
Sol. Here 𝑓 (𝑡 ) = 𝑠𝑖𝑛 𝑎𝑡 =
2𝑖

We know that,

𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡
0

𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡
𝐿 (𝑠𝑖𝑛 𝑎𝑡 ) = 𝐿 { }
2𝑖

1
= [𝐿(𝑒 𝑖𝑎𝑡 ) − 𝐿(𝑒 −𝑖𝑎𝑡 )]
2𝑖

1 1 1
= [ − ]
2𝑖 𝑠 − 𝑖𝑎 𝑠 + 𝑖𝑎

1 𝑠 + 𝑖𝑎 − 𝑠 + 𝑖𝑎
= [ ]
2𝑖 (𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎)
1 2𝑖𝑎 𝑎
= [ 2 ] =
2 𝑠 − 𝑖 2 𝑎2 𝑠 2 + 𝑎2
𝑎
∴ 𝐿 (𝑠𝑖𝑛 ℎ𝑎𝑡 ) = 2
𝑠 + 𝑎2

𝒔 𝑒 𝑖𝑎𝑡 +𝑒 −𝑖𝑎𝑡
Exercise 1: Show that 𝐿 {𝑐𝑜𝑠 𝑎𝑡 } = (Hint: 𝑐𝑜𝑠 𝑎𝑡 = )
𝒔𝟐 +𝒂𝟐 2

𝑎 𝑒 𝑎𝑡 −𝑒 −𝑎𝑡
Exercise 2: Prove that 𝐿 {𝑠𝑖𝑛 ℎ𝑎𝑡 } = (Hint: 𝑠𝑖𝑛 ℎ𝑎𝑡 = )
𝑠 2 −𝑎2 2
𝑒 𝑎𝑡 +𝑒 −𝑎𝑡
Exercise 3: Find 𝐿 {𝑐𝑜𝑠 ℎ𝑎𝑡 } (Hint: 𝑐𝑜𝑠 ℎ𝑎𝑡 = ) Ans:
2
𝑠
𝑠 2 −𝑎2

Linearity of Laplace Transform:


̅
If 𝐿{𝑓 (𝑡 )} = 𝑓 (𝑠) and {𝑔(𝑡 )} = 𝑔̅ (𝑠) , then for any constants a and b 𝐿{𝑎𝑓 (𝑡 ) +
𝑏 𝑔(𝑡)} = 𝑎 𝐿{𝑓 (𝑡 )} + 𝑏𝐿{𝑔(𝑡 )} = 𝑎𝑓(̅ 𝑠) + 𝑏𝑔̅ (𝑠).

Proof: We know that,


𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡
0

∞ ∞ ∞

𝐿{𝑎𝑓 (𝑡 ) + 𝑏 𝑔(𝑡 )} = ∫ {𝑎𝑓 (𝑡 ) + 𝑏 𝑔(𝑡 )}𝑒 −𝑆𝑡 𝑑𝑡 = ∫ 𝑎𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡 + ∫ 𝑏 𝑔(𝑡 )𝑒 −𝑆𝑡 𝑑𝑡


0 0 0

∞ ∞

= 𝑎 ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡 + 𝑏 ∫ 𝑔(𝑡 )𝑒 −𝑆𝑡 𝑑𝑡 = 𝑎 𝐿{𝑓 (𝑡 )} + 𝑏𝐿 {𝑔(𝑡 )} = 𝑎𝑓 (̅ 𝑠) + 𝑏𝑔̅ (𝑠)


0 0

Ex: Find the Laplace transformation of 𝒇(𝒕) = 𝒕𝟐 + 𝒔𝒊𝒏𝟑𝒕 − 𝟐𝒆−𝒕 .

Sol: Given that 𝑓 (𝑡 ) = 𝑡 2 + 𝑠𝑖𝑛3𝑡 − 2𝑒 −𝑡

By using formula and linearity property,


2! 3 2
𝐿{𝑓 (𝑡 )} = 𝐿{𝑡 2 + 𝑠𝑖𝑛3𝑡 − 2𝑒 −𝑡 } = 𝐿{𝑡 2 } + 𝐿{𝑠𝑖𝑛3𝑡 } − 𝐿{2𝑒 −𝑡 } = + −
𝑠3 𝑠 2 +32 𝑠+1

1+𝑐𝑜𝑠 2𝑡
Ex: Evaluate 𝑳 {𝒄𝒐𝒔 𝟐 𝒕} = 𝐿 ( )
2

1+𝑐𝑜𝑠 2𝑡 1 1 1 1 𝑆
Sol: 𝐿 {𝑐𝑜𝑠 2 𝑡 } = 𝐿 ( ) = 𝐿 ( ) + 𝐿 (𝑐𝑜𝑠 2𝑡) = +
2 2 2 2𝑆 2 𝑆 2 +4

Ex: Find 𝑳 {𝒄𝒐𝒔 𝟑 𝟐𝒕}


1
Sol: we know that 𝑐𝑜𝑠 3 𝜃 = (3 𝑐𝑜𝑠 𝜃 + 𝑐𝑜𝑠 3𝜃)
4
1 1 𝑆 𝑆
𝐿 {𝑐𝑜𝑠 3 2𝑡 } = 𝐿 (3 𝑐𝑜𝑠 2𝑡 + 𝑐𝑜𝑠 6𝑡 ) = (3 2 + 2 )
4 4 𝑆 + 4 𝑆 + 36
Ex: Evaluate 𝐿{𝒔𝒊𝒏𝟐𝒕𝒄𝒐𝒔𝟐𝒕}.
1 1 1 4 2
Sol: 𝐿{𝑠𝑖𝑛2𝑡𝑐𝑜𝑠2𝑡 } = 𝐿 { (2𝑠𝑖𝑛2𝑡𝑐𝑜𝑠2𝑡 )} = 𝐿{𝑠𝑖𝑛4𝑡 } = =
2 2 2 𝑠 2 +16 𝑠 2 +16

−𝟏 𝟎<𝒕≤𝟒
Ex: Find the Laplace transformation of 𝒇(𝒕) = { .
𝟏 𝒕>4
Sol: We have,

𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡
0

−1 0<𝑡≤4
Here 𝑓(𝑡 ) = {
1 𝑡>4
∞ 4 ∞ 4 ∞
−𝑆𝑡 −𝑆𝑡 −𝑆𝑡
𝑒 −𝑆𝑡 𝑒 −𝑆𝑡
𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 𝑑𝑡 = ∫(−1)𝑒 𝑑𝑡 + ∫ (1)𝑒 𝑑𝑡 = − [ ] +[ ]
−𝑠 0 −𝑠 4
0 0 4

𝑒 −4𝑆 𝑒 0 𝑒 −∞ 𝑒 −4𝑆 𝑒 −4𝑆 1 2𝑒 −4𝑆 − 1


= −( − )+( − )=2 − =
−𝑠 −𝑠 −𝑠 −𝑠 𝑠 𝑠 𝑠

4𝑠 2 −84
Exercise: Find the Laplace transformation 𝒇(𝒕) = 𝟐𝒄𝒐𝒔 𝟓𝒕 𝒔𝒊𝒏𝟐𝒕 Ans: (𝑠2
+49)(𝑠 2 +9)

𝝅 𝒔𝝅
𝒔𝒊𝒏 𝒂𝒕 , 𝟎 < 𝑡 < −
𝒂(𝟏+𝒆 𝒂 )
𝒂
Exercise: Evaluate 𝑳{𝒇(𝒕)} where 𝒇(𝒕) = { 𝝅 . Ans:
𝟎, 𝒕> 𝒔𝟐 +𝒂𝟐
𝒂

𝒔𝟐 +𝟖
Exercise: Find 𝑳{𝒄𝒐𝒔 𝟐 𝟐𝒕} Ans:
𝒔 (𝒔𝟐 +𝟏𝟔)

➢ First Shifting Theorem:


̅
If L{f(t)} = f(s), then L{eat f(t)} = f(̅ s − a) = [L{f(t)}]s → s−a

Proof: By, definition of L.T.



𝐿 (𝑒 𝑎𝑡 𝑓(𝑡 )) = ∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓(𝑡 )𝑑𝑡

= ∫0 𝑒 −𝑠𝑡+𝑎𝑡 𝑓(𝑡 )𝑑𝑡

= ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑓(𝑡 )𝑑𝑡

𝐿 (𝑒 𝑎𝑡 𝑓(𝑡 )) = 𝐹 (𝑠 − 𝑎)

(∵ ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡 = 𝐹(𝑠))

Some important formula of First shifting theorem:


1
L{eat . 1} =
(s−a)

Γn+1 p n!
L{eat . t n } = (n = ) = (n = Integer)(n > −1)
(s−a)n+1 q (s−a)n+1

b
L{eat . sin bt} =
(s − a)2 + b 2

(s − a)
L{eat . cos bt} =
(s − a)2 + b 2

b
L{eat . sin h bt} =
(s − a)2 − b 2

(s − a)
L{eat . cos h bt} =
(s − a)2 − b 2
1
L{sin h at f(t)} = [f(̅ s − a) − f(̅ s + a)]
2
and
1
L{cos h at f(t)} = [f(̅ s − a) + f(̅ s + a)]
2
Ex: Evaluate 𝑳{𝒆−𝟑𝒕 (𝐜𝐨𝐬 𝟒𝒕 + 𝟑 𝐬𝐢𝐧 𝟒𝒕}

Sol: 𝐿{𝑒 −3𝑡 (cos 4𝑡 + 3 sin 4𝑡 } = 𝐿 (𝑒 −3𝑡 cos 4𝑡) + 𝐿 (𝑒 −3𝑡 3 sin 4𝑡)

First, 𝐿 (𝑒 −3𝑡 cos 4𝑡)


𝑠
𝐿 (cos 4𝑡) =
𝑠 2 + 16
𝑠+3
𝐿 (𝑒 −3𝑡 cos 4𝑡) =
(𝑠 + 3)2 + 16
Second, 𝐿 (𝑒 −3𝑡 3 sin 4𝑡)
4
𝐿 (sin 4𝑡) =
𝑠 2 + 16
4
𝐿 (𝑒 −3𝑡 cos 4𝑡) =
(𝑠 + 3)2 + 16

𝑠+3 3(4) 𝑠 + 15
∴ 𝐿{𝑒 −3𝑡 (cos 4𝑡 + 3 sin 4𝑡 } = 2
+ 2
=
(𝑠 + 3) + 16 (𝑠 + 3) + 16 (𝑠 + 3)2 + 16

Ex: Find 𝑳 (𝒆−𝟑𝒕 𝒔𝒊𝒏𝟐 𝒕)

𝑺𝒐𝒍:

(1 − cos 2𝑡 ) 1 𝑠
𝐿 (𝑠𝑖𝑛2 𝑡 ) = 𝐿 { }= − 2
2 2𝑠 2 (𝑆 + 4)
1 1 𝑠+3
𝐿 (𝑒 −3𝑡 𝑠𝑖𝑛2 𝑡 ) = [ − ]
2 𝑠 + 3 (𝑠 + 3)2 + 4

18
Exercise: Find 𝑳{𝒆𝟐𝒕 𝒔𝒊𝒏𝟐 𝟑𝒕} Ans: (𝑠−2)(𝑠2
−4𝑠+40)

𝑠 (𝑠 2 −2𝑠+7)
Exercise: Evaluate 𝑳{(𝒕 + 𝟏)𝟑 𝒆𝒕 } Ans:
(𝑠−1)4

Exercise: Find the Laplace transformation 𝒈(𝒕) = (𝒕 + 𝟏)𝟐 𝒆𝒕


2 2 1
Ans: (𝑠−1)3 + (𝑠−1)2 +
𝑠−1

➢ Differentiation and Integration of Transform:


dn dn
If L{f(t)} = F(s), then L{t n f(t)} = (−1)n n
{f(̅ s)} = (−1)n {L{f(t)}}.
ds dsn


Proof: Given 𝐿{𝑓(𝑡 )} = 𝐹 (𝑠) = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡

Differentiating both sides w.r.t. 𝑠 , we get



𝑑 𝑑
[𝐹(𝑠)] = [∫ 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡 ]
𝑑𝑠 𝑑𝑠 0
∞ 𝜕
= ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡
𝜕𝑠


= ∫0 (−𝑡)𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡

= − ∫0 𝑒 −𝑠𝑡 (𝑡 𝑓 (𝑡 ))𝑑𝑡

𝑑
𝐿{𝑡 𝑓 (𝑡 )} = (−1)𝑛 [𝐹(𝑠)]
𝑑𝑠
Similarly, differentiating both the side, w.r.t.𝑠 ( times), one can find

𝑛
𝑑𝑛 𝑛
𝐿{𝑡 𝑓(𝑡 )} = (−1) [𝐹(𝑠)]
𝑑𝑠 𝑛
Ex: Find the Laplace Transform of 𝒉(𝒕) = 𝒕𝟐 𝒔𝒊𝒏 𝝅 𝒕
𝜋
Sol: We know that, 𝐿 (𝑠𝑖𝑛 𝜋𝑡 ) =
𝑠 2 +𝜋 2

𝑑2
𝐿 (𝑡 2 𝑠𝑖𝑛 𝜋 𝑡 ) = (−1)2 [𝐹 (𝑠)]
𝑑𝑠 2

𝑑2 𝜋
= ( )
𝑑𝑠 2 𝑠 2 +𝜋 2

𝑑 −2𝑠𝜋
= ( )
𝑑𝑠 (𝑠 2 +𝜋 2 )2

𝑑 𝑠
= −2 𝜋 ( )
𝑑𝑠 (𝑠 2 +𝜋2 )2

𝑑 𝑢 𝑣 𝑢′ −𝑢 𝑣′
Using ( )=
𝑑𝑥 𝑣 𝑣2

𝑑 𝑠 (𝑠 2 +𝜋 2 )2 −2𝑠(𝑠 2 +𝜋2 )(2𝑠)


( )=
𝑑𝑠 (𝑠 2 +𝜋 2 ) 2 (𝑠 2 +𝜋2 )4

(𝑠 2 +𝜋 2 ) [𝑠2 +𝜋2 −4𝑠 2 ]


=
(𝑠 2 +𝜋 2 )4

𝜋 2 −3𝑠 2
=
(𝑠 2 +𝜋 2 )3

𝜋 2 −3𝑠 2
= −2 𝜋 [ ]
(𝑠 2 +𝜋 2 )3

(3𝑠 2 −𝜋 2 )2 𝜋
=
(𝑠 2 +𝜋 2 )3
Ex: Evaluate 𝑳 {𝒕 𝒆−𝟐𝒕 𝒔𝒊𝒏 𝒕 }
1
Sol: We know that 𝐿 (𝑠𝑖𝑛 𝑡 ) =
𝑠 2 +1

𝑑 1 1 2𝑠
𝐿 {𝑡 𝑒 −2𝑡 𝑠𝑖𝑛 𝑡 } = (−1) ( 2 )= 2 2
(2𝑠) = 2
𝑑𝑠 𝑠 + 1 ( 𝑠 + 1) (𝑠 + 1 )2

2(𝑠 + 2)
∴ 𝐿 {𝑡 𝑒 −2𝑡 𝑠𝑖𝑛 𝑡 } =
((𝑠 2+ 1)2 + 1)2
𝑠 (𝑠+2)
Exercise: Find 𝑳 [𝒕 𝒆−𝒕 𝒄𝒐𝒔 𝒕] Ans:
(𝑠 2 +2𝑠+2)2

2𝜔𝑠
Exercise: Evaluate 𝑳 [𝒕 𝒔𝒊𝒏 𝝎𝒕] Ans:
(𝑠 2 +1)2

Change of scale Property:


1 𝑠 1
If 𝐿{𝑓 (𝑡 )} = 𝐹 (𝑠) then 𝐿{𝑓 (𝑎𝑡 )} = 𝐹 ( ) = [ 𝐿{𝑓 (𝑡 )}]𝑠 → 𝑠 .
𝑎 𝑎 𝑎 𝑎

Division by 𝒕 Property:
1 ∞ ∞
If 𝐿{𝑓 (𝑡 )} = 𝐹 (𝑠) then 𝐿 { 𝑓(𝑡 )} = ∫𝑠 𝐹 (𝑠) 𝑑𝑠 = ∫𝑠 𝐿{𝑓(𝑡 )} 𝑑𝑠 provided the integral
𝑡
exists.

Proof: We have 𝐿 {𝑓(𝑡)} = 𝐹 (𝑠) = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡

Integrating both side w.r.t. 𝑠 to ∞,

∞ ∞ ∞ ∞ ∞
∫ 𝐹 (𝑠) 𝑑𝑠 = ∫ [∫ 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡] 𝑑𝑠 = ∫ [∫ 𝑒 −𝑠𝑡 𝑑𝑠] 𝑓(𝑡 )𝑑𝑡
𝑠 𝑠 0 0 𝑠
∞ −𝑠𝑡 ∞
𝑒
= ∫ [ ] 𝑓(𝑡 )𝑑𝑡
0 −𝑡 𝑠


𝑒 −𝑠𝑡 𝑓 (𝑡)
= ∫ 𝑓 (𝑡 )𝑑𝑡 = 𝐿 { }
0 −𝑡 𝑡


𝑓 (𝑡)
∴𝐿 { } = ∫ 𝐹 (𝑠) 𝑑𝑠
𝑡 𝑠
𝒕−𝐬𝐢𝐧 𝒉 𝟓𝒕
Ex: Evaluate 𝑳 { }
𝒕

Sol: We know that,


𝑓 (𝑡) ∞
𝐿 { } = ∫𝑠 𝐹 (𝑠) 𝑑𝑠
𝑡

By comparison we get,

𝑓 (𝑡 ) = (𝑡 − sin ℎ 5𝑡)

1 5
𝐿{𝑓 (𝑡 )} = 𝐿(𝑡 − sin ℎ 5𝑡) = 2
− 2
𝑠 𝑠 − 25

𝑓 (𝑡) ∞
1 5 1 5 𝑠−5 ∞
𝐿 { }= ∫ ( 2− 2 ) 𝑑𝑠 = [− − log ( ) ]
𝑡 𝑠 𝑠 𝑠 − 25 𝑠 10 𝑠+5 𝑠

𝑓 (𝑡) 1 1 𝑠−5
∴𝐿 { } = − log ( )
𝑡 𝑠 2 𝑠+5
𝟏−𝐜𝐨𝐬 𝒕
Ex: Find 𝑳 { }
𝒕

Sol: We know that,


𝑓 (𝑡)
𝐿 { } = ∫ 𝐹 (𝑠) 𝑑𝑠
𝑡 𝑠

1 𝑠
𝐿 {𝑓(𝑡 )} = 𝐿 {1 − cos 𝑡 } = − 2
𝑠 𝑠 +1

∞ ∞ ∞
𝑓 (𝑡) 1 𝑠 1 1 2𝑠 1 2
𝐿 { }=∫ − 2 𝑑𝑠 = ∫ − ( 2 ) 𝑑𝑠 = [log 𝑠 − log(𝑠 + 1)]
𝑡 𝑠 𝑠 𝑠 +1 𝑠 𝑠 2 𝑠 +1 2 𝑠

𝑠 ∞ 𝑠
= [log ( )] = − log ( )
√𝑠 2 + 1 𝑠 √𝑠 2 + 1
𝒆−𝟑𝒕 𝐬𝐢𝐧 𝟐𝒕 𝑠+3
Exercise: Find 𝑳 [ ] Ans: 𝑐𝑜𝑡 −1
𝒕 2

𝒔𝒊𝒏𝟑 𝒕 3 1 𝑠
Exercise: Evaluate 𝑳 [ ] Ans: [𝑐𝑜𝑡 −1 𝑠 − 𝑐𝑜𝑡 −1 ]
𝒕 4 3 3

➢ Transform of Derivatives and Integrals:

• Laplace transform of the derivative:

𝐿{𝑓 ′ (𝑡 )} = 𝑠 𝐿{𝑓 (𝑡 )} − 𝑓(0),

𝐿{𝑓 ′′ (𝑡 )} = 𝑠 2 𝐿{𝑓 (𝑡 )} − 𝑠𝑓 (0) − 𝑓 ′ (0) ,

Similarly, in general

𝐿{𝑓 𝑛 (𝑡 )} = 𝑠 𝑛 𝐿{𝑓 (𝑡 )} − 𝑠 𝑛−1 𝑓(0) − 𝑠 𝑛−2 𝑓 ′ (0) … − 𝑓 (𝑛−1) (0).

• Laplace transform of the integral of a function:


𝑡 1
If 𝐿{𝑓 (𝑡 )} = 𝐹(𝑠), then 𝐿[∫0 𝑓(𝑢)𝑑𝑢] = 𝐹(𝑠)
𝑠

Proof: The function 𝑓(𝑡) should be integrable in such a way that


𝑡

𝑔(𝑡 ) = ∫ 𝑓 (𝑢)𝑑𝑢
0

Is of exponential order. Then 𝑔(0) = 0 and 𝑔′ (𝑡 ) = 𝑓(𝑡). Therefore,

𝐿{𝑔′ (𝑡)} = 𝑠 𝐿{𝑔(𝑡 )} − 𝑔(0) = 𝑠 𝐿{𝑔(𝑡 )}

and so
𝑡
𝐿{𝑔′ (𝑡 )} 𝐿{𝑓(𝑡 )} 1
𝐿 [∫ 𝑓(𝑢)𝑑𝑢] = 𝐿{𝑔(𝑡 )} = = = 𝐹(𝑠)
𝑠 𝑠 𝑠
0

𝒕
Ex: Find the Laplace Transform of ∫𝟎 𝒆−𝒕 𝒅𝒕
1
Sol: 𝐿 {𝑒 −𝑡 } =
𝑠+1

𝒕 1 1
𝐿 {∫𝟎 𝒆−𝒕 𝒅𝒕} = 𝐿 {𝑒 −𝑡 } =
𝑠 𝑠(𝑠+1)
𝑡
Ex: Find 𝐿{∫0 𝑒 −𝑡 cos 𝑡 𝑑𝑡}
𝑠
Sol: We know that 𝐿 {𝑐𝑜𝑠 𝑡 } =
𝑠 2 +1

(𝑠 + 1) (𝑠 + 1)
∴ 𝐿 {𝑒 −𝑡 𝑐𝑜𝑠 𝑡 } = =
(𝑠 + 1)2 + 1 𝑠 2 + 2𝑠 + 2
𝑡
1 𝑠+1
∴ 𝐿 {∫ 𝑒 −𝑡 cos 𝑡 𝑑𝑡} = ( 2 )
0 𝑠 𝑠 + 2𝑠 + 2
𝑡
Exercise: Evaluate 𝐿{∫0 𝑡𝑒 −4𝑡 𝑠𝑖𝑛3𝑡 𝑑𝑡}

1 6(𝑠+4)
Ans: ((𝑠2 )
𝑠 +8𝑠+25)2

➢ Evaluation of integrals by Laplace transform



Ex: Evaluate ∫0 𝑒 −3𝑡 𝑡 5 𝑑𝑡 .
∞ 𝟓!
Sol: ∫0 𝑒 −𝑠𝑡 𝑡 5 𝑑𝑡 = 𝐿{𝑡 5 } =
𝒔𝟔

Putting 𝑠 = 3, we have

120 40
∫ 𝑒 −3𝑡 𝑡 5 𝑑𝑡 = =
0 36 243

Ex: Evaluate ∫𝟎 𝒆−𝟐𝒕 𝒔𝒊𝒏𝟑 𝒕 𝒅𝒕 .

Sol: ∫0 e−st sin3 t dt = L{sin3 t}
3sint−sin3t
= L{ }
4
3 1 1 3
= −
4 s2 +1 4 s2 +9
3 s2 +9−s2 −1
= [ ]
4 (s2 +1)(s2 +9)
6
= …(1)
(s2 +1)(s2 +9)
Putting s = 2 in eq (1)
∞ 6 6
∫0 e−2t sin3 t dt = (4+1)(4+9) = 65

Ex: Evaluate ∫0 𝑡𝑒 −2𝑡 𝑐𝑜𝑠𝑡 𝑑𝑡 .

Sol: ∫0 𝑡𝑒 −𝑠𝑡 𝑐𝑜𝑠𝑡 𝑑𝑡 = 𝐿{𝑡𝑐𝑜𝑠𝑡}
𝒅
=− 𝐿{𝑐𝑜𝑠𝑡}
𝒅𝒔
𝒅 𝑠
=− ( )
𝒅𝒔 𝑠 2 +1
𝑠 2 −1
= 𝟐 …(1)
(𝒔𝟐 +𝟏)
Putting s=2 in eq 1, we have
∞ 4−1 3
∫0 𝑡𝑒 −2𝑡 𝑐𝑜𝑠𝑡 𝑑𝑡 = (𝟒+𝟏)𝟐 = 25

∞ 18
Exercise: Evaluate ∫0 𝑡 2 𝑒 −2𝑡 𝑠𝑖𝑛3𝑡 𝑑𝑡 . Ans =
2197

➢ Laplace Transform of periodic function:

If 𝒇(𝒕) is a periodic function with period 𝒑, i.e.𝒇(𝒕 + 𝒑) = 𝒇(𝒕), 𝒕𝒉𝒆𝒏


𝟏 𝒑
𝑳 (𝒇(𝒕)) =
𝟏−𝒆−𝒔𝒑 𝟎
∫ 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕

Ex: Find L.T. of half wave rectification of 𝑺𝒊𝒏𝝎𝒕 defined by


𝝅
𝑺𝒊𝒏𝝎𝒕 𝒊𝒇 𝟎 < 𝑡 <
𝝎
𝒇(𝒕) = { 𝝅 𝟐𝝅
𝟎 𝒊𝒇 <𝑡<
𝝎 𝝎

𝟐𝝅
Where 𝒇 (𝒕 + ) = 𝒇(𝒕)
𝝎

2𝜋
Sol: The given function is a periodic function with period
𝜔
2𝜋
1 𝜔
𝐿 {𝑓(𝑡)} = 2𝜋𝑠 ∫ 𝑓 (𝑡 )𝑒 −𝑠𝑡 𝑑𝑡
1− 𝑒− 𝜔 0

𝜋 2𝜋
1 𝜔 𝜔
= 2𝜋𝑠 [∫ 𝑒 −𝑠𝑡 𝑠𝑖𝑛 𝜔𝑡 𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 (0) 𝑑𝑡 ]
𝜋
1− 𝑒− 𝜔 0
𝜔

𝜋/𝜔
1 𝑒 −𝑠𝑡
= 2𝜋𝑠 [ 2 (−𝑠 𝑠𝑖𝑛 𝜔𝑡 − 𝜔𝑐𝑜𝑠 𝜔𝑡]
− 𝑠 + 𝜔2
1−𝑒 𝜔 0
1 𝑒 −𝑠𝜋/𝜔 𝜔 𝜔 1 𝜔𝑒 −𝑠𝜋/𝜔 + 𝜔
= 2𝜋𝑠 [ 2 + 𝜔2
+ 2 + 𝜔2
]= 2𝜋𝑠 [ 2 + 𝜔2
]
− 𝑠 𝑠 − 𝑠
1−𝑒 𝜔 1−𝑒 𝜔

Ex: Find the Laplace transform of the function 𝒇(𝒕) = |𝒔𝒊𝒏 𝝎𝒕|; 𝒕 ≥ 𝟎
𝜋
Sol. The given function is a periodic function of period
𝜔

𝜋
𝑝
1 1 𝜔
𝐿 {𝑓(𝑡 )} = −𝑝𝑠
∫ 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡 = 𝜋𝑠 ∫ 𝑒
−𝑠𝑡 |
𝑠𝑖𝑛 𝜔𝑡 |𝑑𝑡
1−𝑒 0 1−𝑒 −
𝜔 0

𝜋
1 𝑒 −𝑠𝑡 𝜔
= 𝜋𝑠 [ 2 2
(−𝑠 𝑠𝑖𝑛 𝜔𝑡 − 𝜔 𝑐𝑜𝑠 𝜔𝑡)]
1 − 𝑒− 𝜔 𝑠 + 𝜔 0
𝜋𝑠
1 𝜔𝑒 − 𝜔 𝜔
= 𝜋𝑠 [ 2 2
+ ]
1 − 𝑒− 𝜔 𝑠 + 𝜔 𝑠 2 + 𝜔2

𝒌 𝟎<𝑡<𝑎
Exercise: Find the Laplace transform of 𝒇(𝒕) = { and
−𝒌 𝒂 < 𝑡 < 2𝒂
𝒇 (𝒕 + 𝟐𝒂) = 𝒇(𝒕) .
𝑘 𝑎𝑠
Ans: 𝑡𝑎𝑛 ℎ ( )
𝑠 2

Inverse Laplace Transform:



If 𝐿{𝑓 (𝑡 )} = ∫0 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡 = 𝐹(𝑠) then 𝐿−1 {𝐹 (𝑠)} = 𝑓 (𝑡 )

Some basic Inverse Laplace Transform Formula:


1
L−1 { } = 1
s
1 1 tn
L−1 { 2} = t and L−1 { n+1
}=
s s n!

1 1
L−1 { } = eat and L−1 { } = e−at
s−a s+a

1 sinat
L−1 { } =
s 2 + a2 a
s
L−1 { } = cos at
s2 + a2
1 sin h at
L−1 { } =
s 2 − a2 a
s
L−1 { } = cos h at
s 2 − a2
1 eat sinbt
L−1 { } =
(s − a)2 + b 2 b
s−a
L−1 { } = eat cos bt
(s − a)2 + b 2

1 eat sin h bt
L−1 { } =
(s − a)2 − b 2 b
s−a
L−1 { } = eat cos h bt
(s − a)2 − b 2

Partial Fractions:

Mainly four types of partial fraction are use repeatedly.

Case-1: If the denominator has non – repeated linear factors (s − a), (s − b), (s − c)then
𝐴 𝐵 𝐶
𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 = (𝑠−𝑎)
+ (𝑠−𝑏) + (𝑠−𝑐).

Case-2: If the denominator has repeated linear factors (s − a)(n times), then
𝐴1 𝐴
2 3 𝐴 𝑛 𝐴
𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 = (𝑠−𝑎)
+ (𝑠−𝑎)2
+ (𝑠−𝑎)3
+ ⋯ + (𝑠−𝑎)𝑛
.

Case-3: If the denominator has non-repeated quadratic factors

(s2 + as + b), (s2 + cs + d) then


𝐴𝑠+𝐵 𝐶𝑠+𝐷
𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 = (𝑠 2 +𝑎𝑠+𝑏)
+ (𝑠2 .
+𝑐𝑠+𝑑)

Case-4: If the denominator has repeated quadratic factors (s2 + as + b)(n times)then
𝐴𝑠+𝐵 𝐶𝑠+𝐷
𝑃𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 = (𝑠 2 +𝑎𝑠+𝑏)
+ (𝑠2 + ⋯ (𝑛 𝑡𝑖𝑚𝑒𝑠).
+𝑎𝑠+𝑏)2
𝟏
Ex: 𝑳−𝟏 ( ) = 𝒆𝟕𝒕
𝒔−𝟕

𝟒 𝟒
Ex: 𝑳−𝟏 ( )= 𝒔𝒊𝒏 𝒉 𝟏𝟏𝒕
𝒔𝟐 −𝟏𝟐𝟏 𝟏𝟏

𝟔𝒔−𝟖
Ex: Find 𝑳−𝟏 { }
𝒔𝟐 −𝒔−𝟔

Sol: we have

6𝑠 − 8 6𝑠 − 8 𝐴 𝐵 𝐴(𝑠 − 3) + 𝐵(𝑠 + 2)
= = + =
𝑠 2 − 𝑠 − 6 (𝑠 + 2)(𝑠 − 3) (𝑠 + 2) (𝑠 − 3) (𝑠 + 2)(𝑠 − 3)

∴ 6𝑠 − 8 = 𝐴(𝑠 − 3) + 𝐵(𝑠 + 2) … (1)

Put 𝑠 = 3 in above equation, we can find

18 − 8 = 𝐴(0) + 𝐵(5)

10 = 5𝐵

∴𝑩=𝟐

Put 𝑠 = −2 in equation (1), one can get

6(−2) − 8 = 𝐴 (−2 − 3) + 𝐵(0)

−12 − 8 = 𝐴(−5)

−20 = −5𝐴

∴𝑨=𝟒

By using Partial Fraction,


6𝑠 − 8 4 2
𝐿−1 { } = 𝐿−1 ( + ) = 4 𝑒 −2𝑡 + 3𝑒 3𝑡
𝑠2−𝑠−6 (𝑠 + 2) (𝑠 + 3)
𝟏
Ex: Evaluate 𝑳−𝟏 {𝐥𝐨𝐠 }
𝒔

Sol: Here

1
𝐹 (𝑠) = log = log 1 − log 𝑠 = − log 𝑠
𝑠
Differentiating with respect to 𝑠

𝑑 𝑑 1
− 𝐹 (𝑠 ) = − (− log 𝑠) =
𝑑𝑠 𝑑𝑠 𝑠

We know that,

𝑑
𝐿−1 {− 𝐹 (𝑠 )} = 𝑡 𝑓 ( 𝑡 )
𝑑𝑠

1
⇒ 1 = 𝐿−1 { } = 𝑡 𝑓(𝑡)
𝑠

1
⇒ 𝑓 (𝑡 ) =
𝑡
𝒔
Exercise: Show that 𝐿−1 ( ) = 𝒄𝒐𝒔 𝟐𝒕
𝒔𝟐 +𝟒

𝟑
Exercise: Prove that𝐿−1 ( ) = 𝒆−𝟑𝒕 𝒔𝒊𝒏 𝟑𝒕
𝒔𝟐 +𝟔𝒔+𝟏𝟖

𝟓𝒔+𝟑 𝟑
Exercise: Show that 𝐿−1 ( ) = −𝒆−𝒕 𝒄𝒐𝒔 𝟐𝒕 + 𝒆−𝒕 𝒔𝒊𝒏 𝟐𝒕 + 𝒆𝒕
(𝒔𝟐 +𝟐𝒔+𝟓)(𝒔−𝟏) 𝟐

𝐬+𝟏 𝟏−𝐞−𝐭
Exercise: Prove that 𝐋−𝟏 {𝐥𝐨𝐠 ( )} =
𝐬 𝐭

∞ − 𝑒 𝑡 sin 𝑡
Exercise: Show that 𝐋−𝟏 {∫𝑠 cot −1 (𝑠 + 1)𝑑𝑠} =
𝑡2

Definition of convolution:

The (𝑓 ∗ 𝑔) is known as convolution and it is defined as


𝑡
(𝑓 ∗ 𝑔)(𝑡 ) = ∫0 𝑓 (𝑢) 𝑔(𝑡 − 𝑢) 𝑑𝑢 . Also 𝑓 ∗ 𝑔 = 𝑔 ∗ 𝑓

Convolution Theorem: If 𝐿−1 {𝐹 (𝑠)} = 𝑓 (𝑡 ) and 𝐿−1 {𝐺 (𝑠)} = 𝑔(𝑡 ) then


𝑡

𝐿−1 {𝐹 (𝑠). 𝐺 (𝑠)} = 𝐿−1 {𝐹 (𝑠)} ∗ 𝐿−1 {𝐺 (𝑠)} = 𝑓 (𝑡 ) ∗ 𝑔(𝑡 ) = ∫ 𝑓 (𝑢) 𝑔(𝑡 − 𝑢) 𝑑𝑢
0
Ex: Find 𝟏 ∗ 𝟏

Sol: Let 𝑓 (𝑡 ) = 1 and 𝑔(𝑡 ) = 1

Then by definition of convolution,


𝑡 𝑡 𝑡
𝑓 (𝑡 ) ∗ 𝑔(𝑡 ) = ∫ 𝑓 (𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢 = ∫ 1 ∙ 1 𝑑𝑢 = ∫ 1 𝑑𝑢 = [𝑢]1𝑡 = 𝑡
0 0 0

∴1∗1=𝑡
𝟏
Ex: Using convolution theorem, evaluate 𝑳−𝟏 { }
𝒔 (𝒔𝟐 +𝟒)

1 1
Sol: 𝑓(𝑠) = and 𝑔(𝑠) =
𝑠 (𝑠 2 +4)

We know that
1
𝑔(𝑡 ) = 𝐿−1 { } = 1
𝑠
and
1 1
𝑓(𝑡 ) = 𝐿−1 { } = sin 2𝑡
(𝑠 2 + 4) 2

Therefore, we get
1
𝑔 (𝑡 ) = 1 ; 𝑓 (𝑡 ) = sin 2𝑡
2

By convolution theorem,

−1
1 𝑡 𝑡
1 1 cos 2𝑢 𝑡
𝐿 { } = ∫ 𝑓 (𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢 = ∫ sin 2𝑢 ∙ (1)𝑑𝑢 = [− ]
𝑠 (𝑠 2 + 4) 0 0 2 2 2 0

1 1
= [− cos 2𝑡 + cos 0] = [1 − cos 2𝑡 ]
4 4
𝑡 sin 𝜔𝑡
Exercise: Find 𝐜𝐨𝐬 𝝎𝒕 ∗ 𝐬𝐢𝐧 𝝎𝒕 Ans:
2

𝒔𝟐 sin 𝑎𝑡 𝑒 𝑎𝑡 −𝑒 𝑎𝑡
Exercise: Apply Convolution Theorem to find 𝑳−𝟏 { 𝟒 𝟒 } Ans: +
𝒔 −𝒂 2𝑎 2𝑎
Exercise: Find the convolution of 𝒆𝒕 and 𝒆−𝒕 Ans: sin ℎ𝑡
➢ Unit Step Function (or Heaviside’s unit function):

Find the Laplace transform of unit step function

Or

𝒆−𝒂𝒔 𝟎 ,𝒕 < 𝑎
Show that 𝑳{𝒖(𝒕 − 𝒂)} = where 𝒖(𝒕 − 𝒂) = { (This function is known as
𝒔 𝟏 ,𝒕 ≥ 𝒂
unit step function).

Proof:
∞ 𝑎 ∞ ∞
−𝑠𝑡 −𝑠𝑡 ( −𝑠𝑡 (
𝑒 −𝑠𝑡
𝐿 (𝑢 (𝑡 − 𝑎)) = ∫ 𝑒 𝑢(𝑡 − 𝑎)𝑑𝑡 = ∫ 𝑒 0)𝑑𝑡 + ∫ 𝑒 1)𝑑𝑡 = [ ]
0 0 𝑎 −𝑠 𝑎

1 −∞ 𝑒 −𝑎𝑠
= [𝑒 − 𝑒 −𝑎𝑠 ] =
−𝑠 𝑠
𝑒 −𝑎𝑠
∴ 𝐿 (𝑢 (𝑡 − 𝑎)) =
𝑠

Dirac’s Delta Function:

Definition: Consider the Dirac Delta Function 𝑓𝜀 (𝑤ℎ𝑒𝑟𝑒 𝜀 > 0) which is defined by,

1
𝑓𝜀 (𝑡 ) = 𝛿 (𝑡 − 𝜀) = {𝜀 , 𝑎 ≤ 𝑡 ≤ 𝑎 + 𝜀.
0, 𝑡>𝜀

Exercise: Find the Laplace transform of Dirac – delta function 𝜹 (𝒕 − 𝒂)

Ans: 𝐿 {𝛿 (𝑡 − 𝑎)} = 𝑒 −𝑎𝑠

Second Shifting Theorem:

If 𝐿{𝑓 (𝑡 )} = 𝐹(𝑠), then 𝐿{𝑓 (𝑡 − 𝑎) . 𝑢(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐹(𝑠) = 𝑒 −𝑎𝑠 𝐿{𝑓 (𝑡 )}

0 𝑓𝑜𝑟 𝑡 < 𝑎
Proof: We know that 𝑢(𝑡 − 𝑎) = {
1 𝑡≥𝑎
𝐿{𝑓 (𝑡 − 𝑎)𝑢 (𝑡 − 𝑎)}

= ∫ 𝑒 𝑠𝑡 𝑓 (𝑡 − 𝑎)𝑢 (𝑡 − 𝑎)𝑑𝑡
0
𝑎 ∞
𝑠𝑡 (
= ∫ 𝑒 0)𝑑𝑡 + ∫ 𝑒 −𝑠𝑡 𝑓 ( 𝑡 − 𝑎)𝑑𝑡
0 𝑎


= ∫ 𝑒 −𝑠𝑡 𝑓 ( 𝑡 − 𝑎)𝑑𝑡
𝑎

Let 𝑢 = 𝑡 − 𝑎 ⇒ 𝑑𝑢 = 𝑑𝑡

Also 𝑖𝑓 𝑡→ 𝑎 𝑡ℎ𝑒𝑛 𝑢→ 0 and 𝑡→ ∞ 𝑡ℎ𝑒𝑛 𝑢→ ∞


∞ ∞ ∞
∫ 𝑒 −𝑠𝑡 𝑓 ( 𝑡 − 𝑎)𝑑𝑡 = ∫ 𝑒 −𝑠 (𝑢+𝑎) 𝑓(𝑢)𝑑𝑢 = ∫ 𝑒 −𝑠𝑢−𝑠𝑎 𝑓(𝑢)𝑑𝑢
𝑎 0 0


−𝑠𝑎
=𝑒 ∫ 𝑒 −𝑠𝑢 𝑓(𝑢)𝑑𝑢 = 𝑒 −𝑎𝑠 𝐹(𝑠)
0

∴ 𝐿 {𝑓 (𝑡 − 𝑎)𝑢 (𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐹(𝑠)

Note: If a function 𝑓 (𝑡 ) is defined as follows

𝑓1 (𝑡 ); 0 < 𝑡 < 𝑎
𝑓 (𝑡 ) = {𝑓2 (𝑡 ); 𝑎 < 𝑡 < 𝑏 then 𝑓(𝑡 ) can be written as,
𝑓3 (𝑡 ); 𝑡>𝑏

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


− 𝑏)

Corollary 1: 𝐿 {𝑓 (𝑡 )𝑢 (𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐿{𝑓 (𝑡 + 𝑎)}


𝑒 −𝑎𝑠
Corollary 2: 𝐿 {𝑢 (𝑡 − 𝑎)} = 𝐿 {1. 𝑢 (𝑡 − 𝑎)} =
𝑠

𝑒 −𝑎𝑠 −𝑒 −𝑏𝑠
Corollary 3: 𝐿 {𝑢 (𝑡 − 𝑎) − 𝑢 (𝑡 − 𝑏)} =
𝑠

Corollary 4:

𝐿 {𝑓(𝑡)[𝑢 (𝑡 − 𝑎) − 𝑢 (𝑡 − 𝑏)]} = [𝑒 −𝑎𝑠 𝐿{𝑓 (𝑡 + 𝑎)} − 𝑒 −𝑏𝑠 𝐿{𝑓 (𝑡 + 𝑏)}]

Ex: Evaluate 𝑳 {(𝒕 − 𝟑)𝟐 𝒖 (𝒕 − 𝟑)}

𝑺𝒐𝒍. Here 𝑓 (𝑡 − 𝑎) = (𝑡 − 3)2

𝑓 (𝑡 + 𝑎) = (𝑡)2
2 −3𝑠 −3𝑠 2}
2𝑒 −3𝑠
∴ 𝐿 {(𝑡 − 3) 𝑢 (𝑡 − 3)} = 𝑒 𝐿 {𝑓 (𝑡 + 𝑎)} = 𝑒 𝐿 {(𝑡) =
𝑠3
Ex: Find 𝑳 {(𝒕)𝟐 𝒖 (𝒕 − 𝟑)}

Sol. Here, 𝑓 (𝑡 ) = 𝑡 2

𝐿 {𝑓(𝑡 )𝑢 (𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐿 {𝑓 (𝑡 + 𝑎)}

𝐿 {(𝑡)2 𝑢 (𝑡 − 3)} = 𝑒 −3𝑠 𝐿 {𝑓 (𝑡 + 3)} = 𝑒 −3𝑠 𝐿 {(𝑡 + 3)2 } = 𝑒 −3𝑠 𝐿{𝑡 2 + 6𝑡 + 9)}

= 𝑒 −3𝑠 [𝐿 (𝑡 2 ) + 6 𝐿(𝑡 ) + 9 𝐿 (1)]


2 6 9
∴ 𝐿 {(𝑡)2 𝑢 (𝑡 − 3)} = 𝑒 −3𝑠 [ 3
+ 2+ ]
𝑠 𝑠 𝑠
Ex: Evaluate 𝑳 {𝒆𝒕 𝒖 (𝒕 − 𝟐)}
𝑒 −2(𝑠−1)
Sol: 𝐿 {𝑒 𝑡 𝑢 (𝑡 − 2)} = 𝑒 −2𝑠 𝐿 {𝑒 𝑡+2 } = 𝑒 −2𝑠 𝑒 2 𝐿 {𝑒 𝑡 } =
𝑠−1

𝒆−𝟐𝒔−𝟔
Exercise: Find 𝑳 {𝒆−𝟑𝒕 𝒖 (𝒕 − 𝟐)} Ans:
𝒔+𝟑

𝝅 𝜋𝑠 𝑠
Exercise: Evaluate 𝑳 {𝑺𝒊𝒏 𝒕 𝒖 (𝒕 − )} Ans: 𝑒 − 2
𝟐 𝑠 2 +1

Inverse Laplace by using second shifting theorem:

𝑳−𝟏 {𝒆−𝒂𝒔 𝑭(𝒔)} = 𝒇(𝒕 − 𝒂)𝒖 (𝒕 − 𝒂)

𝟐𝒆−𝒔
Ex: Find 𝑳−𝟏 { }
𝒔𝟑

2𝑒 −𝑠 2
Sol: Here 𝐿−1 { } = 𝐿−1 {𝑒 −𝑠 3}
𝑠3 𝑠

By comparison, we get 𝑎 = 1

We know that,
2 𝑡2
𝐿−1 { 3} = 2 = 𝑡2
𝑠 2!

2
∴ 𝐿−1 {𝑒 −𝑠 3 } = (𝑡 − 1)2 𝑢 (𝑡 − 1)
𝑠
Application of Laplace Transform:

Solution of Ordinary Differential Equations:

𝐿{𝑓 ′ (𝑡 )} = 𝑠 𝐿{𝑓 (𝑡 )} − 𝑓(0),

𝐿{𝑓 ′′ (𝑡 )} = 𝑠 2 𝐿{𝑓 (𝑡 )} − 𝑠𝑓 (0) − 𝑓 ′ (0) ,

Similarly, in general Laplace transform of the 𝑛𝑡ℎ derivatives of 𝑓 (𝑡)

𝐿 (𝑓 𝑛 (𝑡 )) = 𝑠 𝑛 𝐿 (𝑓 (𝑡 )) − 𝑠 𝑛−1 𝑓(0) − 𝑠 𝑛−2 𝑓 ′ (0) … − 𝑓 𝑛−1 (0)

Ex: Solve the differential equation

𝒚′′ + 𝟔𝒚 = 𝟏 , 𝒚(𝟎) = 𝟐, 𝒚 ′ (𝟎 ) = 𝟎

Sol: Here 𝑦 ′′ + 6𝑦 = 1

Taking Laplace Transform on both sides, we get

𝐿(𝑦 ′′ + 6𝑦 ) = 𝐿(1)

1
𝐿(𝑦 ′′ ) + 6 𝐿(𝑦) =
𝑠

1
𝑠 2 𝐿 (𝑦(𝑡 )) − 𝑠𝑦(0) + 6𝐿 (𝑦(𝑡 )) =
𝑠
Here, given conditions are 𝑦(0) = 2, 𝑦 ′ (0) = 0

1
𝑠 2 𝐿 (𝑦(𝑡 )) − 2𝑠 + 6𝐿 (𝑦(𝑡 )) =
𝑠

1 1 + 2𝑠 2
(𝑠 2 + 6)𝐿 (𝑦(𝑡 )) = + 2𝑠 =
𝑠 𝑠
1 + 2𝑠 2
𝐿 (𝑦(𝑡 )) =
𝑠 (𝑠 2 + 6)

Apply Inverse Laplace Transformation on both sides, we get

1 + 2𝑠 2
𝑦(𝑡 ) = 𝐿−1 ( )
𝑠 (𝑠 2 + 6)

By using Partial fraction,


1 + 2𝑠 2 𝐴 𝐵𝑠 + 𝑐
2
= + 2
⇒ 1 + 2𝑠 2 = 𝐴(𝑠 2 + 6) + (𝐵𝑠 + 𝑐)𝑠
𝑠 (𝑠 + 6) 𝑠 (𝑠 + 6)

⇒ 1 + 2𝑠 2 = 𝐴(𝑠 2 + 6) + 𝐵𝑠 2 + 𝑐𝑠
𝟏
Put 𝑠 = 0, 2(0) + 1 = 𝐴(0 + 6) ⇒ 1 = 6𝐴 ⇒ 𝑨 =
𝟔

1 7+6𝐵+6𝑐
Substitute 𝑠 = 1, 2(1) + 1 = 𝐴(1 + 6) + 𝐵 + 𝐶 ⇒ 3 = 7 ( ) + 𝐵 + 𝐶 ⇒ 3 =
6 6

⇒ 18 = 7 + 6𝐵 + 6𝐶

⇒ 6𝐵 + 6𝐶 = 11 (1)
1
Put 𝑆 = −1, 2(1) + 1 = 𝐴(1 + 6) + 𝐵 − 𝐶 ⇒ 3 = 7𝐴 + 𝐵 − 𝐶 ⇒ 3 = 7 ( ) + 𝐵 − 𝐶
6

7 + 6𝐵 − 6𝑐
⇒3= ⇒ 18 = 7 + 6𝐵 − 6𝑐
6
⇒ 6𝐵 − 6𝑐 = 11 (2)
𝟏𝟏
Solving equation (1) and (2), we get 𝑩 = and 𝑪 = 𝟎
𝟔
1 + 2𝑠 2 1 1 11 𝑠 1 11
∴ 𝐿−1 { } = 𝐿−1
{ ( ) + ( )} = + cos √6 𝑡
𝑠 (𝑠 2 + 6) 6 𝑠 6 𝑠2 + 6 6 6

Therefore, the required solution of given differential equation is,


1 11
𝑦 (𝑡 ) = + cos √6 𝑡
6 6
Ex: Solve the differential equation

𝒚′′ + 𝟐𝒚′ + 𝟓𝒚 = 𝒆−𝒕 𝐬𝐢𝐧 𝒕 , 𝒚(𝟎) = 𝟎 𝒚′ (𝟎) = 𝟏


Sol: Apply Laplace Transformation on both sides, we get

𝐿 (𝑦 ′′ + 2𝑦 ′ + 5𝑦) = 𝐿(𝑒 −𝑡 sin 𝑡 )


1
𝐿 (𝑦 ′′ ) + 2 𝐿(𝑦 ′ ) + 5𝐿(𝑦) =
(𝑠 + 1)2 + 1
1
𝑠 2 𝐿(𝑦(𝑡 )) − 𝑠𝑦(0) − 𝑦 ′ (0) + 2𝑠𝐿(𝑦(𝑡 )) − 2𝑠 𝑦(0) + 5 𝐿(𝑦(𝑡 )) =
𝑠 2 + 2𝑠 + 2
Now substitute boundary conditions Immediately before solving in above equation, we find
1
𝑠 2 𝐿(𝑦(𝑡 )) − 𝑠(0) − 1 + 2𝑠𝐿(𝑦(𝑡 )) − 2𝑠(0) + 5 𝐿(𝑦(𝑡 )) =
𝑠 2 + 2𝑠 + 2
1
(𝑠 2 + 2𝑠 + 5)𝐿(𝑦(𝑡 )) − 1 =
𝑠2 + 2𝑠 + 2

2
1 1 + 𝑠 2 + 2𝑠 + 2
(𝑠 + 2𝑠 + 5)𝐿(𝑦(𝑡 )) = 2 +1=
𝑠 + 2𝑠 + 2 𝑠 2 + 2𝑠 + 2
𝑠 2 + 2𝑠 + 3
𝐿(𝑦(𝑡 )) = 2
(𝑠 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5)

Taking Laplace Transform on both sides, we get

−1
𝑠 2 + 2𝑠 + 3 2 1
𝑦 (𝑡 ) = 𝐿 { 2 2
} = 𝐿−1 { 2 + 2
}
(𝑠 + 2𝑠 + 2)(𝑠 + 2𝑠 + 5) 3(𝑠 + 2𝑠 + 5) 3(𝑠 + 2𝑠 + 2)

−1
𝑠 2 + 2𝑠 + 3
∴ 𝑦 (𝑡 ) = 𝐿 { 2 }
(𝑠 + 2𝑠 + 2)(𝑠 2 + 2𝑠 + 5)
2 1 1 1
= 𝐿−1 { ( ) + ( )}
3 (𝑠 + 1)2 + 4 3 (𝑠 + 1)2 + 1

Therefore, the required solution of given differential equation is

𝑒 −𝑡
𝑦 (𝑡 ) = [sin 2𝑡 + sin 𝑡 ]
3
Exercise: Using Laplace transformation solve the initial value Problem

𝒚′′ + 𝒚 = 𝐬𝐢𝐧 𝟐𝒕 ; 𝒚(𝟎) = 𝟐; 𝒚′ (𝟎) = 𝟏


5 1
Ans: 𝑦(𝑡 ) = sin 𝑡 − sin 2𝑡 + 2 cos 𝑡
3 3
Exercise: Using the method of Laplace transform, solve the IVP

𝒙′′ + 𝟐𝒙′ + 𝒙 = 𝒆−𝒕 , 𝒙(𝟎) = −𝟏 , 𝒙′ (𝟎) = 𝟏


𝑡2
Ans: 𝑥 (𝑡 ) = 𝑒 −𝑡 ( − 1)
2

Exercise: Using the method of Laplace transform, solve the differential equation

𝒚′′ + 𝒚′ − 𝟔𝒚 = 𝟏; 𝒚 (𝟎 ) = 𝟎 ; 𝒚 ′ (𝟎 ) = 𝟏
1 3 2
Ans: 𝑦(𝑡 ) = − + 𝑒 2𝑡 − 𝑒 −3𝑡
6 10 15

Exercise: Solve 𝒚′′ + 𝟓𝒚′ + 𝟒𝒚 = 𝟑𝜹(𝒕 − 𝟐), 𝒚(𝟎) = 𝟐 , 𝒚′ (𝟎) = −𝟐

Ans: 𝑦(𝑡 ) = 𝑒 −(𝑡−2) − 𝑒 −4(𝑡−2) 𝑢(𝑡 − 2) + 2 𝑒 𝑡

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