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Applied III Chapter 3

Chapter 3 covers Laplace Transformations, focusing on defining the Laplace transform, finding transforms of various functions, and applying the transform to solve differential equations. It includes definitions, examples, properties, and exercises related to Laplace transformations. Students will learn key concepts such as piecewise continuity, linearity, and important relations in this mathematical method.

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0% found this document useful (0 votes)
12 views52 pages

Applied III Chapter 3

Chapter 3 covers Laplace Transformations, focusing on defining the Laplace transform, finding transforms of various functions, and applying the transform to solve differential equations. It includes definitions, examples, properties, and exercises related to Laplace transformations. Students will learn key concepts such as piecewise continuity, linearity, and important relations in this mathematical method.

Uploaded by

abdiabera25
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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Chapter 3

Laplace Transformations
Objectives
At the end of this chapter students will be able to;
 define Laplace Transformation
 find Laplace transforms of functions
 list properties of Laplace transformation
 apply Laplace transform to solve des
 find inverse Laplace transforms

1
3. 1 THE METHOD OFLAPLACE TRANSFORMATION

 When do we say that a function is piecewise continuous?


 Does piecewise continuity of a function f ensure the

convergence of 𝑎 𝑓 𝑡 𝑑𝑡 ?
1
Example: Take 𝑓 𝑡 = for 𝑡 ≥ 1
𝑡
Definition 3.1 : A function 𝑓 is said to be piecewise continuous
on 𝛼 ≤ 𝑡 ≤ 𝛽 if the interval can be partitioned by a finite number
of points such that;

2
Cont’d…

a)𝑓is continuous on each sub- interval 𝑡𝑖−1 ≤ 𝑡𝑖


Where 𝛼 = 𝑡0 and 𝛽 = 𝑡𝑛
b) 𝑓 approaches a finite limit as the end points of each sub-
interval within the sub-intervals are approached.
Definition 3.2: Let f be a function defined for all𝑡 ≥ 0 . Then
the integral
∞ −𝑠𝑡 𝑏 −𝑠𝑡
𝐿 𝑓 𝑡 = 𝐹 𝑠 = 0 𝑒 𝑓 𝑡 𝑑𝑡 = lim 0 𝑒 𝑓(𝑡)𝑑𝑡
𝑏→∞
is said to be the Laplace transform of 𝑓, provided the integral
converges.
In this case 𝑡 is time, 𝑠 is either real or complex number and
𝑒 −𝑠𝑡 is kernel of transformation.
Example: Find Laplace transform of the following

3
Cont’d…

a) 𝑓(𝑡) = 𝑡 𝑛 , 𝑛 = 1,2,3, b) 𝑓 𝑡 = 𝑒 𝑎𝑡
c) 𝑓(𝑡) = sin𝑎𝑡 d) 𝑓(𝑡) = cos𝑎𝑡
Solution:

1 −𝑠𝑡 𝑛 ∞ 𝑛 ∞ −𝑠𝑡 𝑛−1
a. 𝐿 𝑡𝑛 = 𝑒 −𝑠𝑡 𝑡 𝑛 𝑑𝑡 = − 𝑒 𝑡 |0 + 𝑒 𝑡 𝑑𝑡
𝑠 𝑠 0
0
𝑛
= 𝐿 𝑡 𝑛−1 , 𝑛 = 1,2,3, …
𝑠

𝑒 −𝑠𝑡 1
−𝑠𝑡 ∞
𝐿(1) = 𝑒 𝑑𝑡 = − |0 = , 𝑠 > 0
𝑠 𝑠
0

4
Cont’d…
∞ ∞
𝑡𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 ∞
𝐿 𝑡 = 𝑡𝑒 −𝑠𝑡 𝑑𝑡 = − |∞
0 + 𝑑𝑡 = 0 − 2 |0
𝑠 𝑠 𝑠
0 0
1
= 2
𝑠
2 2 1 2!
𝐿(𝑡 2 ) = 𝐿(𝑡) = =
𝑠 𝑠 𝑠2 𝑠3
3 3 3!
𝐿(𝑡 3 )= 𝐿 𝑡2
= 3
2 𝑠 = 4 etc
𝑠 𝑠 𝑠
𝑛 𝑛 (𝑛−1)! 𝑛!
Therefore , 𝐿(𝑡 𝑛 ) = 𝐿(𝑡 𝑛−1 ) = =
𝑠 𝑠 𝑠𝑛 𝑠 𝑛+1
∞ ∞
b. 𝐿 𝑒 𝑎𝑡 = 0 𝑒 −𝑠𝑡 . 𝑒 𝑎𝑡 𝑑𝑡 = 0 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
−𝑒 −(𝑠−𝑎) ∞ 1
= |0 =
𝑠−𝑎 𝑠−𝑎
5
Cont’d…
1 1 1
Thus, 𝐿 𝑒𝑡 = 2𝑡
,𝐿 𝑒 = ,𝐿 𝑒 −2𝑡 =
𝑠−1 𝑠−2 𝑠+2
∞ −𝑠𝑡
C. 𝐿 sin𝑎𝑡 = 0
𝑒 sin𝑎𝑡 𝑑𝑡

𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡
= 𝑒 −𝑠𝑡 𝑑𝑡
2𝑖
0
∞ ∞
𝑒 𝑖𝑎𝑡−𝑠𝑡 𝑒 −𝑖𝑎𝑡−𝑠𝑡
= 𝑑𝑡 − 𝑑𝑡
2𝑖 2𝑖
0 0
∞ ∞
𝑒 −(𝑠−𝑖𝑎)𝑡 𝑒 −(𝑖𝑎+𝑠)𝑡
= 𝑑𝑡 − 𝑑𝑡
2𝑖 2𝑖
0 0
1 1 −𝑖 2𝑖𝑎
= − =
2𝑖(𝑠 − 𝑖𝑎) 2𝑖(𝑠 + 𝑖𝑎) 2 𝑠 2 + 𝑎2
6
Cont’d…
𝑎
= 2
𝑠 + 𝑎2
2 −3
Thus, 𝐿 sin2𝑡 = , 𝐿 sin(−3𝑡)𝑡 = etc.
𝑠 2 +4 𝑠 2 +9

d. 𝐿(cos𝑎𝑡) = 0 𝑒 −𝑠𝑡 cos𝑎𝑡𝑑𝑡
𝑠
Exercise: Show that L(cos𝑎𝑡) = 2 2
𝑠 +𝑎
PROPERTIES OF LAPALCE TRANSFORM
a.Linearity: L ( C 1 f 1 ( t )  C 2 f 2 ( t ))  C 1 L ( f 1 ( t ))  C 2 L ( f 2 ( t ))

Example: Find the Laplace transform of


a) 4 t  2 s in 3 t  6 e
4 2t
b) 5e
5t
 3 cos 4t  8

7
Cont’d …
a)  2 s in t  6 e )  L  4 t   L ( 2 s in 3t )  L ( 6 e
4 3 2t 4 2t
L (4t )
 

 4 L (t )  2 L (s in 3t )  6 L ( e
4 2t
)

 4!   3   1 
 4  2  6
 s 4 1  9  s2  
     s  2 

4 x24 6 6
  
 9 s  2
5 2
s s

96 6 6
  
 9 s  2
5 2
s s

b) L (5 e
 st
 3 cos 4t  8]  L 5e

 st
  L  3 cos 4t   L [8 )

5t
 5 L[e )  3 L ( c o s 4 t )  8 L (1)

 1   s  1 
 5  3  8
s  5   2   
   s  16   s 

8
Cont’d…

5 3s 8
  
s5 s  16
2
s
Important Relations
𝑒 𝑎𝑥 − 𝑒 −𝑎𝑥
sinh 𝑎𝑥 = ,
2
𝑒 𝑎𝑥 +𝑒 −𝑎𝑥
cosh 𝑎𝑥 = ,
2
1−cos 2𝑥
𝑠𝑖𝑛2 𝑥 = ,
2
1+cos 2𝑥
𝑐𝑜𝑠 2 𝑥 =
2
sin 2𝑥 = 2 sin 𝑥 cos 𝑥 ,
cos 2𝑥 = 𝑐𝑜𝑠 2 𝑥 − 𝑠𝑖𝑛2 𝑥 = 2𝑐𝑜𝑠 2 𝑥 − 1
1
sin 𝑥 sin 𝑦 = cos 𝑥 − 𝑦 − cos 𝑥 + 𝑦 ,
2
1
cos 𝑥 cos 𝑦 = cos 𝑥 − 𝑦 + cos 𝑥 + 𝑦
2
1
sin 𝑥 cos 𝑦 = ,sin 𝑥 + 𝑦 + sin(𝑥 − 𝑦)-
2

9
Cont’d…
Example: Find the Laplace transform of
a) 𝑓(𝑡) = sinh 𝑎𝑡 b) 𝑓 (𝑡) = cosh 𝑎𝑡
c) 𝑓 (𝑡) = 𝑐𝑜𝑠 2 2𝑡 d) 𝑓 (𝑡) = cos 2𝑡 cos 4𝑡
𝑒 𝑎𝑡 −𝑒 −𝑎𝑡
Solution: a) 𝐿 𝑓 (𝑡) = 𝐿(sinh 𝑎𝑡) = 𝐿 . /
2
1 1
= 2 𝐿(𝑒 𝑎𝑡 ) − 2 𝐿(𝑒 −𝑎𝑡 )
1 1 1 𝑎
= 2 0𝑠−𝑎 − 𝑠+𝑎 1 = 𝑠 2 −𝑎 2

b) 𝐿 𝑓 (𝑡) = 𝐿(cosh 𝑎𝑡)


𝑒 𝑎𝑡 + 𝑒 −𝑎𝑡 1 1
=𝐿 = 𝐿(𝑒 ) + 𝐿(𝑒 −𝑎𝑡 )
𝑎𝑡
2 2 2
1 1 1 𝑠
= + = 2
2 𝑠−𝑎 𝑠+𝑎 𝑠 − 𝑎2
C and d :Exercise 10
Cont’d...
b. First Shifting Property (s-shifting)
L [ f ( t )]  F ( s ) L e f (t )   F ( s  a )
at
If , then

Proof: Find 𝐹 𝑠 𝑎 by using definition.


( − )
Example: Find the Laplace transform of
2 t 3 4t
a) e t b) e s in 2 t c o s t

3) 6
Solution: a) 𝐿(𝑡 = 𝑠 4 , Applying Shifting Property
6
𝐿 e
2 t
t
3
= (𝑠+2)4

1
b) L  s in 2 t c o s t    L  s in 3 t  s in t   Because,
2
1
s in 2 t c o s t   s in 3 t  s in t 
2
11
Cont’d…
1
L  s in 2 t c o s t    L  s i n 3 t  s i n t  
2
1 1
 L  s in 3t   L (s in t ) by linearity
2 2

1  3 1 
   F (s)

2 s  9
2 
s  1
2

Applying Shifting Property


1
L e s in 2 t c o s t   L e  s in 3t  s in t  
4t 4t
   
2

1  3 1 
   
2  (s  4)  9 (s  4)  1 
2 2

12
Cont’d…
n
C) Multiplication of f (t ) by t
n
d
If L ( f ( t ))  F ( s ) , then f ( t ) )  (  1)
n n
L[t n
F (s)
ds

Example: 1) Find the Laplace transform of


2 2t 2 2 t
a) t cos t b) te co s 5t c) t e c o s 3t

1 s 1
2)Show that L ( )  t s in a t and
 a )
2 2 2
(s 2a
1 1 1
L ( )  (s in a t  a t c o s a t )
 a )
2 2 2 3
(s 2a
s
Solution: a) L (c o s t )   F (s)
1
2
s

d  s  1  2s 
2 2 2 2
d d  s 
L  t c o s t   (  1) F (s)   
2 2
   2  
 ( s  1)
2 2

2 2
ds ds  s 1  d s  13
Cont’d….
 
1 s
2
d
  2s(s  1)  2(s  1) .2 s (1  s )
2 2 2 2

 
ds 
s  1   1)
2 2 4
2 (s
 
2s(s  1)  4 s (1  s )
2 2


 1)
2 3
(s

2s  2s  4s  4s
3 3


 1)
2 3
(s

 6s
3
2s

 1)
2 3
(s

s
b) L (c o s 5t )   F (s)
 2s
2
s

s  2
L e cos 5t   F ( s  2 ) 
2t
 
s  2
2
 25

14
Cont’d…
d d  s 2 
L  te c o s 5 t   (  1)  F (s)
2t 1
 (  1)  
ds  (s  2)  25 
2
ds

s  2   25
2


(s  2)  25 
2
2

D) Division f (t ) by t

1 
If L ( f ( t ))  F ( s ) , then L  f (t )    F ( s ) d s provided the
t  s

integral exist.
1 e
t

Example: a) Find the Laplace transform of


t
2
a
F ( s )  ln (1  2
)
b) Find the inverse Laplace transform of s

15
Cont’d…
1 1
Solution: Since L (1  e t
)  L (1)  L ( e ) 
t
  F (s) , we have
s s 1

1 1 
   s s  1  d s

 
1 e 
t
 s 
L   F (s)ds s  ln  
 t    s 1
  ln s  ln ( s  1) 
s s

   
 1   1   s 
 ln    0  ln     ln  
1 1  s  1 
1  1 
 s   s 

 s 1
 ln  
 s 

16
Cont’d…
Laplace transforms of periodic function
Suppose f ( t ) is piecewise continuous on 0 ,   and periodic
function with period T. i.e. f ( t  T )  f ( t ) , then
T
1  st
L ( f (t )) 
1 e
 sT e f (t ) d t
0

Example: Find the Laplace transform of the periodic function


 1 ,0  t  
a) f (t )   , 𝑓 (𝑡 + 2𝜋) = 𝑓(𝑡)
  1,   t  2 

t ,0  t  1
b) f (t )   𝑓 (𝑡 + 2) = 𝑓(𝑡)
 0 ,1  t  2

T
1  st
Solution: a) L ( f (t )) 
1 e
 sT  e f (t ) d t , Here T  2
0

2  2
1  st 1   st  st


1 e
2 s  e f (t ) d t =
1 e
2 s  e dt   e dt 
0 0  

17
Cont’d…
 2
1  1 1 
 st  st
 2 s  e  e 
1 e  s 0
s  

1  s 2 s  s
 1  e  e  e 
 
s 1  e 
 s

1  s 2 s
 1  2 e  e 
2 s  
s (1  e )

1  1  e  s  
1  e 1
 s

 
2

)  
2 s 2 s
s (1  e s (1  e ) 2

1  e  1  e 
 s  s


s 1  e  1  e 
 s  s

 s
1 e
  s
s (1  e )

18
Cont’d…
T
1  st
b) L ( f (t ))   sT e f (t ) d t , Here T  2
1 e 0

2
1  st

1 e
2 s e f (t ) d t
0

 
1 2
1  st  st
= 2 s  te dt   0 .e dt 
1 e 0 1 

 t 
1 1
1  st 1  st
 2 s  e  e 
1 e
2
 s 0
s 0 

1  1 s 1 s 1 
 2 s  e  e  2 
1 e
2
 s s s 
19
Cont’d…
Unit –step function and second shifting property
A unit step (Heaviside function) is defined by
1 ,𝑡 > 𝑎
𝑈𝑎 (𝑡) = 𝑈(𝑡 − 𝑎 ) = 𝐻(𝑡 − 𝑎 ) = 2
0 ,0 ≤ 𝑡 ≤ 𝑎
𝑒 −𝑎𝑠
And 𝐿*𝑈𝑎 (𝑡)+ = 𝑠
CHECK!!
Second-shifting property:
𝐿*𝑓 (𝑡)𝑈𝑎 (𝑡)+ = 𝐿*𝑓 (𝑡 )𝐻 (𝑡 − 𝑎 )+ = 𝑒 −𝑎𝑠 𝐿{𝑓(𝑡 + 𝑎)}
Example: find Laplace transform of
sin⁡
(𝑡 − 𝜋) ,𝑡 > 𝜋
a) 𝐿{2(𝑡 − 2)2 𝑈2 (𝑡)} b) 𝑔(𝑡 ) =
0 ,0 ≤ 𝑡 ≤ 𝜋
c) 𝐿{2𝑡𝑈1 (𝑡)}
Solution: a) 𝑓 (𝑡) = 2(𝑡 − 2)2 𝑎𝑛𝑑 𝑎 = 2 𝑡𝑕𝑢𝑠,
𝐿*2(𝑡 − 2)2 𝑈2 (𝑡)+ = 𝑒 −2𝑠 𝐿*2(𝑡 + 2 − 2)2 +
= 𝑒 −2𝑠 𝐿*2𝑡 2 +
4𝑒 −2𝑠
= 20
𝑠3
Cont’d
b) 𝐿*𝑔 (𝑡 )+ = 𝐿 *sin(𝑡 − 𝜋) 𝑈𝜋 (𝑡 )+ 𝑓 (𝑡 )
= sin(𝑡 − 𝜋) 𝑎𝑛𝑑 𝑎 = 𝜋
𝐿*sin(𝑡 − 𝜋) 𝑈𝜋 (𝑡 )+ = 𝑒 −𝜋𝑠 𝐿*sin(𝑡 + 𝜋 − 𝜋)+
−𝜋𝑠 𝑒 −𝜋𝑠
=𝑒 𝐿*sin(𝑡 )+ = 𝑠 2 +1

c) 𝑓 (𝑡 ) = 2𝑡 𝑎𝑛𝑑 𝑎 = 1 𝑡𝑕𝑢𝑠, 𝐿*2𝑡𝑈1 (𝑡 )+

−𝑠 −𝑠
2 2
=𝑒 𝐿 *2𝑡 + 2+ = 𝑒 [ 2+ ]
𝑠 𝑠
Note: Let f be a piecewise continuous function of the form
𝑓2 (𝑡 ) , 𝑡 > 𝑎
a) 𝑓 (𝑡 ) = then , 𝐿*𝑓 (𝑡 )+ = 𝐿*𝑓1 (𝑡 )+ +
𝑓1 (𝑡 ) , 0 ≤ 𝑡 ≤ 𝑎
𝐿*[𝑓2 (𝑡 ) − 𝑓1 (𝑡)]𝑈𝑎 (𝑡 )+
𝑓3 (𝑡 ) , 𝑡 > 𝑐
b) 𝑓 (𝑡 ) = 𝑓2 (𝑡 ) , 𝑏 < 𝑡 ≤ 𝑐 , then
𝑓1 (𝑡 ) , 𝑎 ≤ 𝑡 ≤ 𝑏
𝐿*𝑓 (𝑡 )+ = 𝐿*𝑓1 (𝑡 )𝑈𝑎 (𝑡 )+ + 𝐿 *[𝑓2 (𝑡 ) − 𝑓1 (𝑡)]𝑈𝑏 (𝑡 )+ +
𝐿*[𝑓3 (𝑡 ) − 𝑓2 (𝑡)]𝑈𝑐 (𝑡 )+
21
Cont’d…
Example: find the Laplace transform of
𝑡 − 1 ,𝑡 > 3
𝑡 , 𝑡>1
a) 𝑓(𝑡) = 2 b) 𝑓(𝑡) = 𝑡 , 2 < 𝑡 ≤ 3
𝑡 + 1 ,0 ≤ 𝑡 ≤ 1
1 ,1 ≤ 𝑡 ≤ 2
Solution: a) 𝑓1 (𝑡) = 𝑡 + 1 𝑎𝑛𝑑 𝑓2 (𝑡) = 𝑡 , a=1
𝐿*𝑓(𝑡)+ = 𝐿*𝑓1 (𝑡)+ + 𝐿*,𝑓2 (𝑡) − 𝑓1 (𝑡)-𝑈1 (𝑡)+
= 𝐿*𝑡 + 1+ + 𝐿*[𝑡 − (𝑡 + 1)]𝑈1 (𝑡)+
1 1 1 1 𝑒 −𝑠
= 𝑠 2 + 𝑠 − 𝐿*𝑈1 (𝑡)+ = 𝑠 2 + 𝑠 −
𝑠

22
Cont’d…
b) 𝑓1 (𝑡) = 1 , 𝑓2 (𝑡) = 𝑡 , 𝑓3 (𝑡) = 𝑡 − 1, 𝑎 = 1, 𝑏 = 2 𝑎𝑛𝑑 𝑐 = 3
𝐿*𝑓(𝑡)+ = 𝐿*𝑓1 (𝑡)𝑈𝑎 (𝑡)+ + 𝐿*[𝑓2 (𝑡) − 𝑓1 (𝑡)]𝑈𝑏 (𝑡)+ + 𝐿*[𝑓3 (𝑡) −
𝑓2 (𝑡)]𝑈𝑐 (𝑡)+
= 𝐿*𝑈1 (𝑡)+ + 𝐿*[𝑡 − 1)]𝑈2 (𝑡)+ + 𝐿*[(𝑡 − 1) − 𝑡]𝑈3 (𝑡)+
𝑒 −𝑠 −2𝑠 𝑒 −3𝑠
= 𝑠
+𝑒 𝐿*𝑡 + 1+ − 𝑠

𝑒 −𝑠 1 1 𝑒 −3𝑠
= + 𝑒 −2𝑠 ( 2 + ) −
𝑠 𝑠 𝑠 𝑠
  4 if t  6

 2 5 if 6  t  8
Exercise: 1. If f (t )   ,write f using unit step function and
1 6 if 8  t  30

 1 0 if t  3o

find its Laplace transform.
 
s in t , 0  t 
 4
2. If f (t )   , find its Laplace transform
 s in t  c o s ( t   ) , t   23
 4 4
Cont’d…
3.2 INVERSE LAPLACE TRANSFORM
Definition 3.3: If L ( f ( t ))  F ( s ) , then f ( t ) is called the inverse Laplace
1
transform of F ( s ) and it is denoted by f ( t )  L ( F ( s ))
A list of inverse transforms of some elementary function is given in the
table below
1
No F (s) f ( t )  L ( F ( s ))

1 1 1
s
2 1
, n  0 , 1, 2 ,
t
n

n 1
s n!
3 1 e
at

s  a
4 a s in a t
s  a
2 2

5 s cos at
s  a
2 2

6 a s in h a t
s  a
2 2

7 s cosh at
s  a
2 2

24
Cont’d…
Properties: a) If 𝐿−1 ( F ( s ) ) = 1
f1 ( t ) and 𝐿−1 F2 ( s ) = f 2 (t ) , then
1 1 1
L ( C 1 F1 ( s )  C 2 F 2 ( s ))  C 1 L ( F1 ( s ))  C 2 L ( F 2 ( s ))

 C 1 f1 ( t )  C 2 f 2 ( t )

Where C1 &C 2 are constants.


1 1
b) If L ( F ( s ))  f ( t ) , then L ( F ( s  a ))  e
at
f (t )

 d 
n
1 1
c) If L ( F ( s ))  f ( t ) , then L  n
F ( s )   (  1)
n
. t
n
. f ( t ) , n  1, 2 , 3,
 ds 
e F ( s )   f ( t  a )U a ( t )
1 1  as
d) If L ( F ( s ))  f ( t ) , then L

25
Cont’d…
1  3 2s 3  1  s 1 
Example: Find a) L     c) L  2 
 
2
 s  2 s  25 s  9 
2 2
 ( s 2 s 2 ) 
3 s
1  3s  8  1
 e 
b) L  2  d) L  4 
 s  4 s  2 0   ( s  1) 

Solution:
1  3 2s 3  1  3  1  2s  1  3 
a) L      L    L  2   L  2 
 s  2 s  25 s  9   s  2   s  25   s  9 
2 2

2 t
 3e  2 c o s 5 t  s in 3 t

1  3s  8  1  3( s  2 )  2 
b) L  2   L  
 s  4s  20   
2
 ( s 2 ) 1 6 

1  3( s  2 )  1  2 
 L    L  
   
2 2
 ( s 2 ) 1 6   ( s 2 ) 1 6 

1  s  2  1  1  1
 3L   3e cos 4t 
2t
  2 L   s in 4 t
   
2 2
 ( s 2 ) 1 6   ( s 2 ) 1 6  2 26
Cont’d…

1  s 1  1  s 1  1 1  d  1 
c) L  2 2 
 L  2 
 L   
 
2
   
2
 s 2 s 2 )   (( s 1) 1)  2  d s  ( s 1) 1 

1  d  1 t
 L
1
 L  e
t
s in t   te s in t
2  ds  2

 
3
1 1 t 1  1  t t 1 3 t
d) L  4 
 e L  4   e  t e
 ( s  1)   s  3! 6

Methods to find inverse Laplace transform


1. Simple rearrangement
Example: Find the inverse Laplace transform of the
following
s  3s  4 s  2
2

a) 3
b)
s  4s  3
2
s

27
Cont’d…
Solution:
 s  3s  4 
2
1 1  1  1  1  1  1 
a) L  3   L    3 L  2   4 L  3   1  3 t  2 t
2

 s   s   s   s 

 s 2 4 
1  s  2  1 1  s 2 4 
b) L  2   L    L 
 2 
 
2
 s  4s  3  (s  2)  3 
2

 s  2  9  

1  s 2  1  1  4 2t
 L   
2t
 2 
4 L  2 
e c o s 3 t e s in 3 t
 (s  2)  3   (s  2)  3 
2 2
3

Exercise: Find the Laplace transform of the following.


s  7 6s  5 1  3s
2
c) s 2 s5
d) s  4
2
e) s  8s  21
2

28
Cont’d
𝑃(𝑠)
2. Method of Partial Fraction: Let 𝐹 (𝑠) = then we first
𝑄(𝑠)
factorize the denominator in to real factors. These will be either
linear or quadratic, and some factors repeated.
1) For a non-repeated linear factor sa in the denominator
A
we have the sum of the form
s  a
2) For repeated linear factor ( s  a ) in the denominator we r

have the sum of a practical fraction of the form


A1 A2 A3 Ar
   
s a (s  a) (s  a) (s  a)
2 3 r

3) For a non-repeated quadratic factor  s  a s  b  in the 2

denominator we have a partial fraction of the form


As  B
;
s  as  b
2

29
Cont’d…
4) For a repeated quadratic factor ( s  a s  b ) in the 2 r

denominator corresponds to the sum of a partial fraction


of the form
A1 s  B 1 A2 s  B 2 Ar s  B r
   .
 as  b  as  b)  as  b)
2 2 2 2 r
s (s (s

Then we have to determine the unknown constants


Example: Find the inverse Laplace transform of
 6s  5
2
 6
2
2s 5s  3 s
a) b) c)
s  6s  1 1s  6
3 2
 1) ( s  4)
2 2
( s  1) ( s  2 s  5)
2
(s

Solution: a) s  6s
3 2
 1 1 s  6  ( s  1)( s  2 )( s  3 )

 6s  5
2
2s A B C
   , by partial fraction
s  6s  1 1s  6 s 1 s  2 s  3
3 2

A ( s  2 ) ( s  3 )  B ( s  1) ( s  3 )  C ( s  1) ( s  2 )

( s  1) ( s  2 ) ( s  3 ) 30
Cont’d…
A  B  C s  (  5 A  4 B  3C ) S  6 A  3 B  2 C
2


( s  1) ( s  2 ) ( s  3 )

A  B  C  2 ,  5 A  4 B  3C   6 , 6 A  3 B  2 C  5

A B C  2   1 1 1   2 
    
 5 A  4 B  3C   6    5 4 3  6
   
6 A  3 b  2 C  5   6 3 2   5 

31
Cont’d…
Applying Cramer’s rule
4 3 5 3 5 4
Determinant D 1 1 1
3 2 6 2 6 3

 8  9  (10  18)  (15  24)  1  8  9  2

 2 1 1 
  4 3 6 3 6 4
D1   6 4  3 , w h ic h im p lie s , D 1  2 1 1
  3 2 5 2 5 3
 5 3 2 

 2( 8  9)  (12  15)  (18  20)  23 2 =1


D1
A 
D
D1
1/ 2
D

32
Cont’d…
1 2 1
6 3 5 3 5 6
D2  5 6  3 , w h ic h im p lie s , D 2  1  2  1
5 2 6 2 6 5
6 5 2

 2  3  16  11

D2 2
B    1
D 2

1 1 2
4 6 5 6 5 4
D3  5 4  6 , w h ic h im p lie s D 3  1 1  2
3 5 6 5 6 3
6 3 5

 2  11  18  5

D3 5
C  
D 2

Therefore
 2s  6s  5 
2
1 1 1  1  1  1  5 1  1 
L  3   L    L    L  
 s  6 s  1 1s  6   s 1  s  2   s  3 
2
2 2

1 5
  e 
t 2t 3t
e e
2 2

33
Cont’d…
Exercise: Find the inverse Laplace transform of
s  2s  3
2
s3
a) b)
( s  2 s  2 )( s  2 s  2 )
2 2
( s  6 s  1 3)
2 2

s  2s  3
2
1

c) s ( s  3 )( s  2 ) d) s ( s  2 )
3

3.3 Laplace Transforms of Derivatives and Integrals


 If f ( t ), f  ( t ), , f ( n  1 ) ( t ) are continuous on [0 ,  ) and if f ( n ) ( t ) is piecewise
 continuous on
 [0 ,  ) , then L  f ( n ) ( t )   s n L  f ( t )   s n  1 f ( 0 )  s n  2 f  ( 0 )   s f ( n  2 ) ( 0 )  f ( n  1 ) ( 0 ) .
 Thus , L ( f  ( t ))  S L ( f ( t ))  f ( 0 ) and L ( f  ( t ))  s L ( f ( t ))  s f ( 0 )  f  ( 0 )
2

34
Cont’d…

Example: 1. Find the Laplace transforms of


t

a. s in 2 t b. t s in a t c. e
2t
x
2
e
2x
dx
0

Solution: a. Let f ( t )  s in 2 t f ( t )  2 c o s 2 t f  ( t )   4 s in 2 t

L ( f  ( t ))  s L ( f ( t ))  s f ( 0 )  f  ( 0 )  s ( L ( f ( t )))  s .0  2
2 2
Now
 s . L ( f ( t ))  2
2

 s L ( f ( t ))  2 L ( f  ( t ))   4 L (s in 2  1)
2
But which
implies
 4 L  s in 2 t   s L  s in 2 t   2
2
L (s in 2 t )( s  4 )  2
2
or .
2
Thus, L (s in 2 t )  .
s  4
2

35
Cont’d…
f ( 0 )  0 , f (t )  s in a t  a t c o s a t
'
b.
 f (0 )  0
'

f (t )  a c o s a t  a c o s a t  a t s in a t  2 a c o s a t  a t s in a t
'' 2 2

L ( f )  s L ( f )  sf (0 )  f (0 )
'' 2 '

 L ( 2 a c o s a t  a t s in a t )  s L (t s in a t )
2 2

s
 2a  a L (t s in a t )  s L (t s in a t )
2 2

 a
2 2
s

s
 2a  (s  a ) L (t s in a t )
2 2

 a
2 2
s

2as
 L (t s in a t ) 
 a )
2 2 2
(s

c. Exercise

36
Cont’d…
2. Given that, 4 f   f  0 , f (0 )  0 , f  (0 )  2 . Then show that
8
L ( f ( t )) 
4s  1
2

Solution: L ( 4 f  ( t )  f )  L (0 )

4 L ( f  ( t ))  L ( f ( t ))  0

4  s L ( f ( t ))  s f ( 0 )  f  ( 0 )   L ( f ( t ))  0
2

4 s L ( f ( t ))  4 s .0  4 x 2 )  L ( f ( t ))  0
2

( 4 s  1) L ( f ( t ))  8  0 ( 4 s  1) L ( f ( t ))  8 .
2 2
or
8
Therefore, L ( f ( t ))  .
4s  1
2

Exercise: Find the Laplace transform of (using derivatives)


a) f ( t )  kt co s kt  sin kt b) y   y  t , y (0 )  1, y  (0 )  1
37
Cont’d…
B) LAPLACE TRANSFORMS OF INTEGRALS
 
t
F (s)
If L ( f ( t ))  F ( s ) ,then L  f (u ) d u  
s
 0 

Example: 1. Find the Laplace transform of the following .


t t

g (t )  x g (t )   s in 2 x d x
2 x
a) e dx b) c)
0 0
t

g (t )  
3 4x
x e dx
0

2. Find the inverse Laplace transform of


1 1
s(s  a ) s (s  a )
2 2 2 2 2 2
a) b)
2
t e  f (t ) L ( f ( t ))  L ( t e )  L ( e t ) =
2 t 2 t t 2
Solution: 1.a) thus, by
(𝑠−1)3
shifting property
  1
t
2
 x e d x   F ( s  1) 
2 x
Therefore , L
s ( s  1)
3
 0  s 38
Cont’d…
2
b) s in 2 t  f ( t ) thus, L ( f ( t ))  L (s in 2 t )   F (s)
s  4
2

  1
t

 s in 2 x d x   s F ( s )
2
L 
s (s  4)
2

 0 

6
 f (t ) L ( f ( t ))  L ( t e
3 4t 3 4t
c) t e thus, )
(s  4)
4

  1
t
6
x dx   F (s  4) 
3 4x
Therefore L e
s(s  4)
4
 0  s

1 a
2. a) We know that L ( )  s in a t
s  a
2 2

1 1 s in a t
 L ( )
s  a
2 2
a
t
1 1 1 s in a t
 L ( (
s s  a
2 2
))   f (u ) d u f (t ) 
0 Where a

t
1 1 1 s in a u 1
 L ( (
s s  a
2 2
))   a
du 
a
2
(1  c o s a t )
0
39
Cont’d…
3.4. Convolution and integral equations
This is an important property of the Laplace transformation which is useful in finding
the inverse transform of a product of transforms.
Definition: the convolution of the function f and g , denoted by f *g , is defined by
t

( f * g )( t )   f (t  u ) g (u ) d u
0

Let 𝐿 𝑓(𝑡) = 𝐹 (𝑠)𝑎𝑛𝑑 𝐿 𝑔(𝑡) = 𝐺(𝑠 then L ( f * g )  F ( s )G ( s ) and


−1
𝐹 (𝑠)𝐺 (𝑠) = 𝑓 ∗ 𝑔
Properties: a) f * (g  h)  f * g  f * h

b) ( f * g ) * h  f * (g * h)

c) f *0  0* f  0

d) f *g  g* f

40
Cont’d…
Example1: Find the Laplace transform of
𝑡
a) 𝑓 ∗ 𝑔 Where 𝑓 (𝑡) = 𝑡 2 𝑎𝑛𝑑 𝑔(𝑡) = 𝑒 2𝑡 b) 0
sin 5(𝑡 − 𝑥) sin 𝑥 𝑑𝑥
2 1
Solution: a) 𝐿 𝑓 (𝑡) = 𝐹 (𝑠) = 𝑠 3 𝑎𝑛𝑑 𝐿 𝑔(𝑡) = 𝐺 (𝑠) = 𝑠−2
2
Thus, L ( f * g )  F ( s )G ( s ) =
𝑠 3 (𝑠−2)
5
b)𝑓 (𝑡) = sin 5𝑡 𝑎𝑛𝑑 𝑔(𝑡) = sin 𝑡 𝑕𝑒𝑛𝑐𝑒 𝐿 𝑓 (𝑡) = 𝐹 (𝑠) = 𝑠 2 +25 𝑎𝑛𝑑 𝐿 𝑔(𝑡) =
1
𝐺 (𝑠) = 𝑠 2 +1
𝑡 5
𝐿. 0
sin 5(𝑡 − 𝑥 ) sin 𝑥 𝑑𝑥 / = L ( f * g )  F ( s )G ( s ) = (𝑠 2 +25)(𝑠 2 +1)

Example2: Find the inverse Laplace transform of the function using convolution
1  1   1 
a) b)  2 2   2 2 
 a )
2 2
 s ( s  1)   (s  a ) 
2
s(s
c)
1 1
Solution: a) Let F (s)  and G ( s )  , so that
s  a
2 2
s

s in a t
f (t )  1 and g (t ) 
a
t t
1  1  s in a u   cos au  1
Hence L     du   2 1  c o s a t 
2

2  2  41
 s ( s a )  0
a  a 0 a
Cont’d…
1 1
b) Here F (s)  and G ( s )  , so that
( s  1)
2 2
s
t
f (t )  t and g ( t )  te

t
1  1  u
  (u t  u )e
2
Therefore L  2 2 
du
 s ( s  1)  0

t
t
u u
   (u t  u )e   (t  2 u )e
2

du ,
0
0

integrating by parts
t t
t
v u v
 0  (t  2 v )e d v    (t  2 u )e  2 e du
 0
0 0

 t  2 e 
t
t v
 te
 0 

t t t
 te  t  2e  2  (t  2 )e  t  2
42
Cont’d…
Note: An equation involving integral is said to be an integral
equation
𝑡
Example: Solve a) 𝑦(𝑡) = 𝑡 + 0
sin(𝑡 − 𝑢) 𝑦(𝑢)𝑑𝑢
𝑡
b) 𝑦 ′ − 𝑦 = 0
(𝑡 − 𝑢)𝑒 𝑢 𝑑𝑢 , 𝑦(0) = −1
t

c) y (t )   y (u ) s in (t  u ) d u  t
0

y (t )   y ( u ) c o s h ( t  u ) d u 1  e
t
d)
0

Solution: a) taking Laplace transform both side, we have


𝐿*𝑦(𝑡)+ = 𝐿(𝑡) + 𝐿*sin 𝑡 ∗ 𝑦(𝑡)+ 𝑤𝑕𝑖𝑐𝑕 𝑖𝑚𝑝𝑙𝑖𝑒𝑠
1 1
𝐿*𝑦(𝑡)+ = 2 + 2 (𝐿{𝑦(𝑡)})
𝑠 𝑠 +1
1+𝑠 2 −1 1 1 𝑡3
𝐿*𝑦(𝑡)+ = 𝑠4
Thus, 𝑦(𝑡) = 𝐿 .𝑠 4 + 𝑠 2 / = 6
+𝑡
43
Cont’d…
b) Taking Laplace transform on both sides, we have
1 1
𝐿*𝑦 ′ + − 𝐿*𝑦+ = 𝐿*𝑡 ∗ 𝑒 𝑡 + 𝑡𝑕𝑢𝑠, [𝑠𝐿*𝑦+ − 𝑦(0)] − 𝐿*𝑦+ = 𝑠 2 (𝑠−1)
1 1 1 1
[𝑠𝐿*𝑦+ + 1] − 𝐿*𝑦+ = 𝑠 2 (𝑠−1) thus, (𝑠 − 1)𝐿*𝑦+ = 𝑠 2 .𝑠−1/ − 1
1 1 1 −1 1 1 1
𝐿*𝑦+ = 𝑠 2 .(𝑠−1)2 / − 𝑠−1 hence, 𝑦(𝑡) = 𝐿 [𝑠 2 .(𝑠−1)2 / − 𝑠−1]
𝑡
𝑦(𝑡) = 𝑡 ∗ 𝑡𝑒 𝑡 − 𝑒 𝑡 = 0
(𝑡 − 𝑥)𝑥𝑒 𝑥 𝑑𝑥 − 𝑒 𝑡 = 𝑡𝑒 𝑡 − 3𝑒 𝑡 + 𝑡 + 2
3.5 Application of Laplace Transform
Given a differential equation with constant coefficients (Ivp or bvp),
we apply Laplace transform on both sides (using Laplace transform
of derivatives), solve for 𝐿{𝑦} and then we take Laplace inverse
transform to solve for y

44
Cont’d…

The steps to be followed are


1.The given ODE will be transformed to algebraic equations
2.The algebraic equation will be solved
3.The solution obtained will be transformed back using
inverse Laplace transformation.
Its advantages are to solve IVP directly, to solve equations
involving unit step functions and the like.
Example: 1) Solve a) y   2 y   y  e
t
y (0)  0 , and y ( 0 )  1

3
d y dy
b) 3
  2 c o s t y ( 0 )  3, y  ( 0 )  2 , y  ( 0 )  1
dt dt

 
c) y   9 y  c o s 2 t y ( 0 )  1 , and y   1
 2 

45
Cont’d…

y   y  s in 2 t , y ( 0 )  2 , y ( 0 )  1, y ( 0 )  1
'

d)
e) y   y  t , y ( 0 )  1, y ( 0 )  1, y ( 0 )  1
'

  
y   y  2 t , y ( )  )  2
'
f) ,y ( 2
4 2 4

5
g) y   y  y  g (t ) Where g ( t )  1  u ( t   )
'

46
Cont’d…
Solution: a) y   2 y   y  e  t , y ( 0 )  0 and y  ( 0 )  1
Taking the Laplace transform to both sides, we obtain
t
L ( y   2 y   y )  L ( e )
1
L ( y  ( t ))  2 L ( y  ( t ))  L ( y ( t ))  (Linearity
s 1
property).
1
s L ( y ( t ))  s y ( 0 )  y  ( 0 )  2 ( s L ( y ( t ))  y ( 0 )  L ( y ( t )) 
2

s 1
1
 ( s  2 s  1) L ( y ( t ))  0  0 
2

s 1
1 1 s 1 s 2
 ( s  2 s  1) L ( y ( t ))  1 
2

s 1 s 1 s 1
s 2
 L ( y ( t )) 
( s  1)( s  2 s  1)
2

47
Cont’d…

s 2 1 1
 L ( y ( t ))   
( s  1) ( s  1) ( s  1)
3 2 3

Therefore,

1  1 1 
y (t )  L   3 
 
2
 ( s 1) ( s 1) 

1  1  1  1 
 L  2 
 L  3 
, since L
1
is linear
 ( s  1)   ( s  1) 
2 t
t t e 1 t
 te   (t  2 t )e
2
,Which is the required solution
2 2

48
Cont’d…
b) L ( y   y  )  L ( 2 c o s t )

s L ( y ( t ))  s y ( 0 )  s y  ( 0 )  y  ( 0 )  ( s L ( y ( t ))  y (( 0 ))  2 L (c o s t )
3 2

( s  s ) L ( y ( t ))  3 s  2 s  1  3  2 L (c o s t )
3 2

2s
( s  s ) L ( y ( t ))   3s  2s  2
3 2

s 1
2

2s
 3s  2s  2
2

2 s  (3 s  2 s  2 )( s  1)
2 2
s 1
2
L ( y ( t ))  
s 1 ( s  s )( s  1)
3 3 2

2 2 1 1
    , on resolving in to partial fraction
s 1 s 1 s 1
2
s

49
Cont’d…
1  2 2 1 1 
y (t )  L     
s 1 s 1 s 1
2
 s
1 1 1  1  1  1  1  1 
 2L    2 L    L    L  2 
 
s  s  1   s  1   s  1 
t
 2  2 e  e  s in t
t
, which is the required solution
y   9 y  c o s 2 t
c)
 L ( y   9 y )  L ( c o s t )
by taking the Laplace transform
s
L ( y )  L (9 y ) 
''
.
s  4
2

s
s L ( y ( t ))  s y ( 0 )  y  ( 0 )  9 L ( y ( t )) 
2

s  4
2

s
( s  9 ) L ( y ( t ))   sC y ( 0 )  C
2
, where
s  4
2

s
 s  C
s  4
2 s s C
L( y)    
s  9 ( s  4 )( s  9 ) (s  9) s  9 50
2 2 2 2 2
Cont’d…
1 s 4 s C
 .  . 
5 s 4 5 s 9 s 9
2 2 2

1  1 s 4 s C 
y (t )  L  . 2  . 2  2  ,therefore
5 s  4 5 s 9 s 9

1 4 C
y (t )  cos 2t  co s 3t  s in 3 t
5 5 3

Our solution is complete but for the fact that C is still unknown. To evaluate C,
we observe that the condition y ( / 2 )   1 is not yet used. We therefore use this
condition to get
1 4 C 1 C 4 C 12
1  (  1)  (0 )  (  1) or  1    or   . C 
5 3
5 5 3 5 3 5

1 4 4
Therefore y (t )  cos 2t  co s 3t  s in 3 t ,Which is the required solution.
5 5 5

51
Cont’d…

Exercise: solve a) y   y  t , y ( 0 )  1, a n d y  ( 0 )   2

b) y   2 y   2 y  s in 2 t , y ( 0 )  1, a n d y  ( 0 )  1

ty  (1  t ) y  2 y  0 a n d y ( 0 )   2
'' ' '
c)

52

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