Unit 3 Laplace Transform
Unit 3 Laplace Transform
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:
Prerequisites:
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%
Reference Book:
provided that integral exists. 𝑠 is a parameter which may be real or complex number.
∞ ∞
−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.
∞ ∞
−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
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
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
𝐿{𝑓 (𝑡 )} = ∫ 𝑓 (𝑡 )𝑒 −𝑆𝑡 𝑑𝑡
0
∞ ∞ ∞
∞ ∞
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
−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
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)
𝐿 (𝑒 𝑎𝑡 𝑓(𝑡 )) = 𝐹 (𝑠 − 𝑎)
∞
(∵ ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡 = 𝐹(𝑠))
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)
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
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
∞
Proof: Given 𝐿{𝑓(𝑡 )} = 𝐹 (𝑠) = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡 )𝑑𝑡
∞
= ∫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
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
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
∞ ∞ ∞ ∞ ∞
∫ 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
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
∞
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
Similarly, in general
𝑔(𝑡 ) = ∫ 𝑓 (𝑢)𝑑𝑢
0
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
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
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
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:
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-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)
18 − 8 = 𝐴(0) + 𝐵(5)
10 = 5𝐵
∴𝑩=𝟐
−12 − 8 = 𝐴(−5)
−20 = −5𝐴
∴𝑨=𝟒
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:
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
∴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):
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
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
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
∞
−𝑠𝑎
=𝑒 ∫ 𝑒 −𝑠𝑢 𝑓(𝑢)𝑑𝑢 = 𝑒 −𝑎𝑠 𝐹(𝑠)
0
𝑓1 (𝑡 ); 0 < 𝑡 < 𝑎
𝑓 (𝑡 ) = {𝑓2 (𝑡 ); 𝑎 < 𝑡 < 𝑏 then 𝑓(𝑡 ) can be written as,
𝑓3 (𝑡 ); 𝑡>𝑏
𝑒 −𝑎𝑠 −𝑒 −𝑏𝑠
Corollary 3: 𝐿 {𝑢 (𝑡 − 𝑎) − 𝑢 (𝑡 − 𝑏)} =
𝑠
Corollary 4:
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 {(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−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
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:
𝒚′′ + 𝟔𝒚 = 𝟏 , 𝒚(𝟎) = 𝟐, 𝒚 ′ (𝟎 ) = 𝟎
Sol: Here 𝑦 ′′ + 6𝑦 = 1
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)
1 + 2𝑠 2
𝑦(𝑡 ) = 𝐿−1 ( )
𝑠 (𝑠 2 + 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
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)
−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
𝑒 −𝑡
𝑦 (𝑡 ) = [sin 2𝑡 + sin 𝑡 ]
3
Exercise: Using Laplace transformation solve the initial value Problem
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