Applied III Chapter 3
Applied III 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
2
Cont’d…
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 ))
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
s5 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
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
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
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
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
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 𝑡𝑢𝑠,
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
−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 )
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
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
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 sa 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
29
Cont’d…
4) For a repeated quadratic factor ( s a s b ) in the 2 r
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
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
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
s3
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
34
Cont’d…
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
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
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
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
44
Cont’d…
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 )) sC 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