R2021011 Mathematics-III Unit- II: Laplace Transforms

Introduction

Integral transforms play an important role in solving many problems in engineering

and other real time problems. The essence of the idea is to transform a given problem for one
domain into another so that solving the corresponding problem becomes easier. Once the solution is
obtained in the new domain, then by applying the inverse transform, the solution of the original
problem can be obtained.

Laplace Transform definition:

Let f(t) be a given function and defined for all positive values of t. Then the laplace
̅
transform of f(t) is denoted by L{f(t)} or F(s) or 𝑓(𝑠)is defined by ( t > 0)
∞
̅
𝐿{𝑓(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡 = 𝐹(𝑠) 𝑜𝑟 𝑓(𝑠)
0

Provided the integral exists. Hence the parameter ‘s’ is a real or complex number.

Sufficient conditions for existence of Laplace transform:

i) The function f(t) must be piece-wise continous or sectionally continous in any limited
𝑔 (𝑡 ) , 0 < 𝑡 < 𝑎
interval 0 < a ≤ t ≤ b < ∞ ex: 𝑓 (𝑡) = {
ℎ (𝑡 ) , 𝑡>𝑎
ii) The function is of exponential order.

Basic Formulae: Note : 𝑒 −∞ = 0; 𝑒 ∞ = ∞; 𝑒 0 = 1

𝑥 𝑛+1
1. ∫ 𝑥 𝑛 𝑑𝑥 = +c
𝑛+1
𝑒 𝑎𝑥
2. ∫ 𝑒 𝑎𝑥 𝑑𝑥 = +c
𝑎

Laplace Transform of some elementary Functions:

1
1. Let f(t) = 1, then L{1} = , s>0
𝑠

∞
Solution: By def 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 given f(t) = 1
∞ ∞
So 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 1 𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 𝑑𝑡
∞
𝑒 −𝑠𝑡 1 1
= ] = (−𝑒 −∞ + 1) =
−𝑠 0 𝑠 𝑠

1
2. Let f(t) = e-at, then L{ e-at } = , s>0
𝑠+𝑎

∞
Solution. by def 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 given f(t) = e-at

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R2021011 Mathematics-III Unit- II: Laplace Transforms

∞
𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑒 −𝑎𝑡 𝑑𝑡
∞
= ∫0 𝑒 −(𝑠+𝑎)𝑡 𝑑𝑡
∞
𝑒 −(𝑠+𝑎)𝑡 1
= ] =
−(𝑠+𝑎) 0 𝑠+𝑎

1
3. Let f(t) = eat, then L{ eat } = , s>0
𝑠−𝑎

∞
Solution. by def 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 given f(t) = eat
∞
𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑑𝑡
∞
= ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡
∞
𝑒 −(𝑠−𝑎)𝑡 1
= ] =
−(𝑠−𝑎) 0 𝑠−𝑎

Γ(𝑛+1)
4. Let f(t) = tn , then L{tn} = , s>0
sn+1

∞
By Definition 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡
∞
Given f(t) = tn by definition Γ(𝑛) = ∫0 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥

∞ 𝑦 𝑑𝑦
So 𝐿{ 𝑡 𝑛 } = ∫0 𝑒 −𝑠𝑡 𝑡 𝑛 𝑑𝑡 so take st = y  𝑡 =  𝑑𝑡 = no change in limits
𝑠 𝑠

∞ 𝑦 𝑛 𝑑𝑦
𝐿{ 𝑡 𝑛 } = ∫ 𝑒 −𝑦 ( )
0
𝑠 𝑠

1 ∞
= 𝑠 𝑛+1 ∫0 𝑒 −𝑦 𝑦 𝑛 𝑑𝑦

Γ(𝑛+1) 𝑛!
= 𝑜𝑟
𝑠 𝑛+1 𝑠 𝑛+1

𝑎
5. Let f(t) = sin at, then L{ sin at } = , s>0
𝑠 2+𝑎 2

∞
Solution. by def of LT: 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡 given f(t) = sin at
∞
= ∫0 𝑒 −𝑠𝑡 sin 𝑎𝑡 𝑑𝑡

∞ (𝑒 𝑖𝑎𝑡 −𝑒 −𝑖𝑎𝑡 )
= ∫0 𝑒 −𝑠𝑡 𝑑𝑡
2𝑖

1 ∞
= ( ) ∫0 𝑒 −(𝑠−𝑖𝑎)𝑡 − 𝑒 −(𝑠+𝑖𝑎)𝑡 𝑑𝑡
2𝑖

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R2021011 Mathematics-III Unit- II: Laplace Transforms

∞
1 1 1
= (2𝑖 ) (− 𝑠−𝑖𝑎 𝑒 −(𝑠−𝑖𝑎)𝑡 − (− 𝑠+𝑖𝑎 𝑒 −(𝑠+𝑖𝑎)𝑡 ))
0

1 1 1 1 1 1
=( ) (−0 + −0− ) = ( )( − )
2𝑖 𝑠−𝑖𝑎 𝑠+𝑖𝑎 2𝑖 𝑠−𝑖𝑎 𝑠+𝑖𝑎

1 𝑠+𝑖𝑎−𝑠+𝑖𝑎 1 2𝑖𝑎 𝑎
=(2𝑖 ) ((𝑠−𝑖𝑎)(𝑠+𝑖𝑎)) = (2𝑖 ) (𝑠 2+𝑎2 ) = 𝑠 2+𝑎 2

𝑠
6. Let f(t) = Cos at, then L{ Cos at } = , s>0
𝑠 2+𝑎 2

∞
Sol: by def of LT: 𝐿{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 given f(t) = Cos at
∞
= ∫0 𝑒 −𝑠𝑡 Cos 𝑎𝑡 𝑑𝑡 Cos at = (eiat + e-iat)/2

∞ 𝑒 𝑖𝑎𝑡 +𝑒 −𝑖𝑎𝑡
= ∫0 𝑒 −𝑠𝑡 ( ) 𝑑𝑡
2

1 ∞
= 2 ∫0 𝑒 −𝑠𝑡 𝑒 𝑖𝑎𝑡 + 𝑒 −𝑠𝑡 𝑒 −𝑖𝑎𝑡 𝑑𝑡

1 ∞
= 2 ∫0 𝑒 −(𝑠−𝑖𝑎)𝑡 + 𝑒 −(𝑠+𝑖𝑎)𝑡 𝑑𝑡

∞
1 𝑒 −(𝑠−𝑖𝑎)𝑡 𝑒 −(𝑠+𝑖𝑎)𝑡
= 2 ( −(𝑠−𝑖𝑎) + )
−(𝑠+𝑖𝑎) 0

1 1 1 𝑠+𝑖𝑎+𝑠−𝑖𝑎 𝑠
= 2 (0 + (𝑠−𝑖𝑎) − 0 + (𝑠+𝑖𝑎)) = 2(𝑠−𝑖𝑎)(𝑠+𝑖𝑎) = (𝑠 2+𝑎2 )

Useful formulae for Laplace transform

1. L { 1 } = 1 / s
Γ(𝑛+1)
2. L{tn} = sn+1
𝑎
3. L{ sin at } = 𝑠 2+𝑎 2
𝑠
4. L{ cos at } = 𝑠 2+𝑎2
𝑎
5. L{ sinh at } =
𝑠 2−𝑎 2
𝑠
6. L{ cosh at } = 𝑠 2−𝑎2

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R2021011 Mathematics-III Unit- II: Laplace Transforms

1
7. L{ eat} = 𝑠−𝑎

Properties:

1. Linearity: If K1 and K2 are constants and f and g are real functions of t satisfying the
conditions for existence of Laplace transform, then
L{K1 f(t) + K2g(t)} = K1 F(s) + K2 G(s)

Problems:

1. Find L{ e3t + 2 Sin 4t + 7t5 – 2 }

Solution. Given L{ e3t + 2 Sin 4t + 7t5 – 2 }

Apply laplace transform individually
L{ e3t + 2 Sin 4t + 7t5 – 2 }
= L { e3t } + 2 L{Sin 4t } + 7 L{t 5} – 2 L{1}
1 4 5! 1
= 𝑠−3 + 2 𝑠 2+ 16 + 𝑠 6 - 2 𝑠

2. Find L { Sin2t}
Given L{ Sin2t} Sin2t = (1/2)(1 – Cos 2t)
= L{ (1 – cos 2t )/2 }
1
= 2 ( L{1} - L{ Cos 2t })
1 1 𝑠
= 2 [𝑠 − ]
𝑠 2+ 4

3. Find L{Cos24t}
Solution. Given L{Cos24t}
= L { (1+ Cos 2t)/2}
1
= 2 ( L{1} - L{ Cos 2t })
1 1 𝑠
= 2 [𝑠 + ]
𝑠 2+ 4

4. Find L { Cos t Cos 2t Cos 3t }

Solution. Given L { Cos t Cos 2t Cos 3t }

Since 2 Cos A Cos B = Cos (A+B) + Cos (A-B)

= L { (Cos t . Cos 3t) Cos 2t }

= L{ (1/2) (Cos 4t + Cos 2t) Cos 2t}

=(1/2) L{ Cos4tCos 2t + Cos22t }

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R2021011 Mathematics-III Unit- II: Laplace Transforms

= (1/2) L{ (1/2) (Cos 6t + Cos 2t) + (1/2) ( 1 + Cos4t) }

= (1/4) [ L{ 1 + Cos 2t + Cos 4t + Cos 6t }

1 𝑠 𝑠 𝑠
= (1/4) ( 𝑠 + + + )
𝑠 2+ 4 𝑠 2 + 16 𝑠 2+ 36

5. L { 1 + t + t2 }

Sol: applying linearity

L { 1 + t + t2 } = L {1} + L{t} + L { t 2}
= (1/s) + (1/s2) + (2!/s3)
1 1 2
= 𝑠 + 𝑠2 + 𝑠3
6. Find L{ sint cost }

Sol: Given L{ sint cost } = L { (2/2) Sint cos t}

= (1/2)L{ Sin 2t }
1
= (1/2) (2/ s2 + 22) = 𝑠 2+ 4

7. Find L{ Sin32t}
By definition Sin 3t = 3 Sint - 4 Sin3t
Given L{ Sin32t} = L{ (3/4) Sin 2t – (1/4)Sin6t }
3 1
= 4 𝐿{𝑆𝑖𝑛 2𝑡} − 𝐿{𝑆𝑖𝑛 6𝑡}
4
3 2 1 6
= ( ) − 4 (𝑠 2+36 )
4 𝑠 2+4
2
𝑡 0<𝑡<2
8. Find L{f(t)} if 𝑓(𝑡) = {𝑡 − 1, 2 < 𝑡 < 3
7, 𝑡 > 3
∞ −𝑠𝑡
By definition 𝐿{𝑓 (𝑡)} = ∫0 𝑒 𝑓(𝑡)𝑑𝑡
2 3 ∞
= ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 + ∫3 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡
2 3 ∞
= ∫0 𝑒 −𝑠𝑡 𝑡 2 𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 (𝑡 − 1)𝑑𝑡 + ∫3 𝑒 −𝑠𝑡 7𝑑𝑡

∫ 𝑢𝑣 𝑑𝑥 = u v1 – u1v2 + uIIv3 -….

2 3 ∞
2
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
= (𝑡 − 2𝑡 +2 ) + ((𝑡 − 1) − (1) ) + (7 )
(−𝑠) (−𝑠)2 (−𝑠)3 0 (−𝑠) (−𝑠)2 (−𝑠) 3
2
𝑒 −2𝑠 𝑒 −2𝑠 𝑒 −2𝑠 1 𝑒 −3𝑠 𝑒 −3𝑠 𝑒 −2𝑠 𝑒 −2𝑠 7
= (4 (−𝑠) − 4 (−𝑠)2 + 2 (−𝑠)3 − 2 (−𝑠)3 )+ (2 (−𝑠) − (1) (−𝑠)2 − (−𝑠) + (−𝑠)2 ) + (𝑠) 𝑒 −3𝑠
𝑒 −2𝑠 𝑒 −2𝑠 𝑒 −2𝑠 1 𝑒 −3𝑠 𝑒 −3𝑠
= −3 − 3 (𝑠)2 − 2 (𝑠)3 + 2 (𝑠)3 + 5 − (𝑠)2
𝑠 𝑠

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R2021011 Mathematics-III Unit- II: Laplace Transforms

Property – 2: Scaling Property: If L{f(t)} = F(s) then L { f(at) } = (1/a) F(s/a)

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

Given f(at) for t > 0

∞
𝐿{𝑓 (𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = 𝐹(𝑠)
0

Put f(t) as f(at) in above formula

∞
𝐿{𝑓 (𝑎𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓 (𝑎𝑡)𝑑𝑡
0

Take at = y  t = y / a  dt = dy / a (no change in limits)

∞ 𝑦 𝑓(𝑦)𝑑𝑦
𝐿{𝑓 (𝑎𝑡)} = ∫ 𝑒 −𝑠(𝑎)
0 𝑎
𝑠
∞
= (1/a) ∫0 𝑒 −(𝑎)𝑦 𝑓(𝑦)𝑑𝑦

1 𝑠
= 𝑎 𝐹(𝑎)

sin 𝑡 sin 𝑎𝑡
Problems: 1. If L{ } = tan-1(1/s) find L{ }
𝑡 𝑡

sin 𝑡
Solution. given L{ } = tan-1(1/s) here F(s) = tan-1(1/s)
𝑡

From Scaling property we have

L{f(t)} = F(s) then L { f(at) } = (1/a) F(s/a)

sin 𝑎𝑡 a sin 𝑎𝑡
 L{ } = L{ } if we take f(at) = sinat / at
𝑡 𝑎𝑡
sin 𝑎𝑡
 a L{ }
𝑎𝑡

= a L{ f(at)}

= (a) {(1/a) F(s/a)}

= F(s/a)

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R2021011 Mathematics-III Unit- II: Laplace Transforms

= tan-1(1/(s/a))

= tan-1 (a/s)
20−4𝑠
Problem: 2. If L{ f(t) } = 𝑠 2−4𝑠+20 find L{f(3t)}

Sol: by def L { f(at) } = (1/a) F(s/a)

20−4𝑠
Solution. given If L{ f(t) } = 𝑠 2 −4𝑠+20

So L{f(3t)} = (1/3) F(s/3)

𝑠
20−4( )
3
= (1/3) 𝑠 2 𝑠
( ) −4( )+20
3 3

60−4𝑠
=
𝑠 2−12𝑠+180

Property:3. First Shifting or First translation or s- shift theorem:

If L{f(t)} = F(s) then L{eat f(t)} = F(s-a)

∞
Proof: By definition 𝐿{𝑓 (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡 = 𝐹(𝑠)
∞
LHS = 𝐿{ 𝑒 𝑎𝑡 𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓 (𝑡)𝑑𝑡
∞
= ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑓(𝑡)𝑑𝑡

= 𝐹(𝑠 − 𝑎)

Problems:
Γ(𝑛+1)
1. find L{t7/2 e3t} since L{tn} = 𝑠 𝑛+1
Recurrence relation for gamma Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1)
Γ(9/2) = (7/2)Γ(7/2) = (7/2)(5/2)Γ(5/2)
7
= (2)(5/2)(3/2)(1/2)Γ(1/2)
105
= 16
√𝜋

7 9 7 5 3 1√𝜋
Γ( +1) Γ( ) . . . 105 √𝜋
7/2 2 2 2222
Solution. L{t } = 7 = = 9 = 9
+1 𝑠 9/2
𝑠2 𝑠2 16 𝑠 2

By First shifting

105 √𝜋
L { t7/2 e3t } =F(s-3) = 9 at s = s-3
16 (𝑠−3)2

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R2021011 Mathematics-III Unit- II: Laplace Transforms

105 √𝜋
= 9
16(𝑠−3)2

2. find L{ (3 t5 – 2t4 + 4 e-4t – 3 sin 6t + 4 cos 4t) e2t}

Solution. L{ (3 t5 – 2t4 + 4 e-4t – 3 sin 6t + 4 cos 4t)}

= 3 L{ t5 } – 2 L{t4} – 3 L{ sin 6t } + 4 L{cos 4t }

5! 4! 3 𝑠
= 3 𝑆 6 - 2 𝑆 5 - 3 𝑠 2+36 + 4 𝑠 2+16

By First shifting

L{ (3 t5 – 2t4 + 4 e-4t – 3 sin 6t + 4 cos 4t) e2t}

5! 4! 3 𝑠
= 3 𝑆 6 - 2 𝑆 5 - 3 𝑠 2+36 + 4 𝑠 2+16 at s= s-2

5! 4! 3 𝑠−2
= 3 (𝑆−2)6 - 2 (𝑆−2)5 - 3 (𝑠−2)2 +36 + 4 (𝑠−2)2 +16

Property: 4: Laplace transform of Derivatives (Multiplication by s)

Laplace transform of the derivative of f(t) ( multiplication by s)

L{ fl (t) } = s F(s) – f(0)

𝑑
𝐿 { 𝑓(𝑡)} = 𝑠𝐹(𝑠) − 𝑓(0)
𝑑𝑡
∞
Proof: Given 𝐿{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = 𝐹(𝑠)
∞
LHS = 𝐿{𝑓 | (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓 | (𝑡)𝑑𝑡

∞ ∞
= ((𝑒 −𝑠𝑡 𝑓(𝑡))0 − ∫0 (−𝑠)𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡 )

∞
= - f(0) + s∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = s F(s) - f(0)

L{ fl (t) } = s F(s) – f(0)

L{ fll (t) } = s2 F(s) – sf(0) – fi(0)

L{ flll (t) } = s3 F(s) – s2 f(0) – sfi(0) – fll(0)

….

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R2021011 Mathematics-III Unit- II: Laplace Transforms

Generalization: L{fn(t)} = snF(s) – sn-1f(0) – sn-2fl(0) – sn-3 fll(0) - …

1
√𝜋 𝐶𝑜𝑠 √𝑡 𝜋 1 1
Problem: 1. Given L{sin√t} = 3 𝑒 −4𝑠 Prove that L { } = ( 𝑠 )2 𝑒 −4𝑠
2 𝑠2 √𝑡

1
√𝜋
Sol: Given L{sin√t} = 3 𝑒 −4𝑠 = F(s)
2 𝑠2

Consider f(t) = Sin √t  f(0) = 0

𝐶𝑜𝑠 √𝑡
 fl (t) = 2√𝑡

by definition L{ fl (t) } = s F(s) – f(0)

1
𝐶𝑜𝑠 √𝑡 √𝜋
 𝐿 { }= 𝑠 3 𝑒 −4𝑠 - 0
2√𝑡
2 𝑠2
1
1 1
𝐶𝑜𝑠 √𝑡 √𝜋 − 1 𝜋 2
 𝑠𝑜 𝑤𝑒 𝑔𝑒𝑡 𝐿 { }= 1 𝑒 4𝑠 = (2) ( 𝑠 ) 𝑒 −4𝑠
2√𝑡
2 𝑠2
1
1
𝐶𝑜𝑠 √𝑡 𝜋 2
 𝐿 { }= ( 𝑠 ) 𝑒 −4𝑠
√𝑡

Problem: 2. Find L { t 2 }

Solution. Given f(t) = t2 then find first and second order derivatives i.e., fl(t) = 2t, fll(t) = 2

 f(0) = 0, fl(0) = 0, fll(0) = 2

 by def L{ fll(t) } = s2 F(s) – s f(0) – fl(0)
 L{ fll(t) } = s2 L{f(t)} – s f(0) – fl(0)
 L { 2 } = s2 L{t2 } – s (0) – (0)
2
 = 𝑠 2 𝐿{ 𝑡 2 }– 0
𝑠
2
 𝐿{ 𝑡 2 } =
𝑠3

Problem : Using Laplace transfom of derivative find L{ Sinat}

Given f(t) = Sin at  f(0) = 0  L{ Sinat } = a / ( s2 + a2) = F(s)

 fl(t) = a Cos at
by the property L{ fl(t)} = s F(s) – f(0)

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R2021011 Mathematics-III Unit- II: Laplace Transforms

 L { a Cos at } = s L{ Sinat } – f(0)

 a L { Cos at } = s ( a/ (s2 + a2)) – 0
𝑠
 𝐿 { 𝐶𝑜𝑠 𝑎𝑡 } = 𝑠 2+𝑎2

Property: 5: Laplace transform of Integral of a function ( Division of s)

Laplace transform of Integral of a function ( Division of s)

𝑡 𝐹(𝑠) 𝐿{𝑓(𝑡)}
𝐿{∫0 𝑓 (𝑢)𝑑𝑢} = =
𝑠 𝑠

𝑡 𝑡 𝑡 𝑡 𝐹(𝑠)
Generalization: 𝐿{ ∫0 ∫0 ∫0 … ∫0 𝑓 (𝑢)𝑑𝑢𝑛 } =
𝑠𝑛

𝑡 1− 𝑒 −𝑢
Problem: 1. Find 𝐿 { ∫0 𝑑𝑢 }.
𝑢

Solution. Let us find L{ 1- e-t }

1 1
L {1 – e-t } = 𝑠 − 𝑠+1

1− 𝑒 −𝑡
 Again calculate 𝐿 { }
𝑡
 Here we can apply the property (division of t)
∞
 L{ f(t)/t } = ∫𝑠 𝐹(𝑢)𝑑𝑢
∞ ∞
1 − 𝑒 −𝑡 −𝑡
1 1
𝐿{ } = ∫ 𝐿{1 − 𝑒 }𝑑𝑠 = ∫ − 𝑑𝑠 = (𝑙𝑜𝑔𝑠 − log(𝑠 + 1))∞
𝑠
𝑡 𝑠 𝑠 𝑠 𝑠 + 1

𝑠+1
= 𝑙𝑜𝑔 ( )
𝑠

𝑡 1− 𝑒 −𝑢
So now we evaluate 𝐿 { ∫0 𝑑𝑢 }.
𝑢

𝑡 𝐹(𝑠) 𝐿{𝑓(𝑡)}
Again apply property 𝐿{∫0 𝑓 (𝑢)𝑑𝑢} = =
𝑠 𝑠

1− 𝑒−𝑡
𝑡 1− 𝑒 −𝑢 𝐿{ }
𝑡
𝐿{ ∫0 𝑢 𝑑𝑢 } = 𝑠

1 𝑠+1
= 𝑠 𝑙𝑜𝑔 ( )
𝑠

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R2021011 Mathematics-III Unit- II: Laplace Transforms

𝑡 𝑡 𝑡
Problem: 2. Find 𝐿{ ∫0 ∫0 ∫0 cos 𝑎𝑢 𝑑𝑢 𝑑𝑢 𝑑𝑢 }

Solution. we know that L { Cos at } = s/(s2 + a2)

So by property we have
𝑡
𝑡 𝑡 𝑡
𝐹(𝑠)
𝐿{ ∫ ∫ ∫ … ∫ 𝑓 (𝑢)𝑑𝑢𝑛 } =
0 0 0 𝑠𝑛
0

Therefore we have
𝑡 𝑡 𝑡
𝐿{ ∫ ∫ ∫ cos 𝑎𝑢 𝑑𝑢 𝑑𝑢 𝑑𝑢 } = 𝐿{cos 𝑎𝑡 }/𝑠 3
0 0 0

𝑠
=
𝑠 3 (𝑠 2 + 𝑎2 )
𝑡
Prob: Evaluate 𝐿 {∫0 𝑢𝑛 𝑑𝑢}

Γ(𝑛+1)
Sol: by definition 𝐿 { 𝑡 𝑛 } = 𝑠 𝑛+1

𝑡
Given 𝐿 {∫0 𝑢𝑛 𝑑𝑢}

By using laplace transform of integrals

𝑡 𝐹(𝑠) 𝐿{𝑓(𝑡)}
i.e., 𝐿{∫0 𝑓 (𝑢)𝑑𝑢} = =
𝑠 𝑠

𝑡 𝐹(𝑠) 𝐿{𝑡 𝑛 } Γ(𝑛+1) Γ(𝑛+1)

 𝐿 {∫0 𝑢𝑛 𝑑𝑢} = = = (1/s) =
𝑠 𝑠 𝑠 𝑛+1 𝑠 𝑛+2

Property: 6: Differentiation of Transforms: (Multiplication by t)

(Differentiation of the transform of a function corresponds to the multiplication of the function

by “t” )

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R2021011 Mathematics-III Unit- II: Laplace Transforms

𝑑
If L{f(t)} = F(s) then 𝐿{𝑡 𝑓 (𝑡)} = (−1) 𝑑𝑠 𝐹(𝑠)

𝑑
Proof: From RHS = (−1) 𝑑𝑠 𝐹(𝑠)

𝑑 ∞
= − 𝑑𝑠 (∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡)

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

𝑑𝑛
Generalization: 𝐿{ 𝑡 𝑛 𝑓(𝑡)} = (−1)𝑛 𝐹 (𝑠), 𝑓𝑜𝑟 𝑛 = 1, 2, 3, …
𝑑𝑠 𝑛

Problem:

Problem: 1. Evaluate L { t sin at }

𝑎
Solution. We know that L{ sin at } = (𝑠 2+ 𝑎 2)

𝑑
Therefore L { t.sin at } = − 𝐿 {sin 𝑎𝑡}
𝑑𝑠

𝑑 𝑠
= - 𝑑𝑠 (𝑠 2+ 𝑎2 )

2𝑎𝑠
= (𝑠 2+𝑎2 )2

∞ 11
Problem: 2. Show that ∫0 𝑡 2 𝑒 −4𝑡 sin 2𝑡 𝑑𝑡 = 500

∞
Solution. LHS is rewritten as ∫0 𝑒 −4𝑡 𝑡 2 sin 2𝑡 𝑑𝑡

i.e., Let us find the L.T of t2 sin 2t i.e., L{ t2 Sin 2t }

2
we have L{ sin 2t } = (𝑠 2+ 4)

Using multiplication by t

𝑑2
L { t2 sin 2t } = (-1)2 𝑑𝑠 2 𝐿{sin 2𝑡 }

𝑑 −4𝑠
= 𝑑𝑠 ((𝑠2+4)2 )

(4−3𝑠 2)
= −4 (𝑠 2+ 4)3

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R2021011 Mathematics-III Unit- II: Laplace Transforms

∞ 4− 𝑠 2
Therefore we have ∫0 𝑡 2 𝑒 −𝑠𝑡 sin 2𝑡 𝑑𝑡 = −4 now put s =4
( 𝑠 2+ 4)3

∞ 11
We get ∫0 𝑡 2 𝑒 −4𝑡 sin 2𝑡 𝑑𝑡 = 500

∞
Practice: 1. Evaluate ∫0 𝑡 𝑒 −4𝑡 sin 𝑡 𝑑𝑡

2.L{ t2 e-2t Cos t }

𝑠
Sol: Firstly calculate L { Cos t } =
(𝑠 2+ 1)

𝑑2 𝑑2 𝑠 𝑑 (1−𝑠 2) 2𝑠(𝑠 2−3)

Ten find L { t2 Cos t } = (-1)2 𝑑𝑠 2 𝐿{𝐶𝑜𝑠 𝑡} = 𝑑𝑠 2 (𝑠 2+ 1) = 𝑑𝑠 = = F(s)
(𝑠 2+1)2 (𝑠 2+ 1)3

So finally apply FSP i.e., if L{ f(t) } = F(s) then L { e at f(t)} = F(S-a)

2(𝑠+2)((𝑠+2)2−3)
So L{ t2 e-2t Cos t } = F(s+2) = ((𝑠+2)2 + 1)3
-t
3. Find L { t e Cosh t }

Problem:3: Evaluate L { t 2 e-2t Cost}

𝑠
Sol: we have L{ Cos t} = 𝑠 2+1 ;

By definition of Differentiation of transforms

𝑑𝑛
𝐿{ 𝑡 𝑛 𝑓(𝑡)} = (−1)𝑛 𝐹(𝑠), ℎ𝑒𝑟𝑒 𝑛 = 2
𝑑𝑠 𝑛
𝑑2
So 𝐿{ 𝑡 2 𝑓 (𝑡)} = (−1)2 𝐹 (𝑠 )
𝑑𝑠 2

𝑑2 𝑠
 𝐿{ 𝑡 2 𝐶𝑜𝑠 𝑡} = (−1)2 𝑑𝑠 2 𝑠 2+1

𝑑 𝑠 (𝑠 2 +1)−2𝑠 2 1−𝑠 2
= =(𝑠 2+1)2
𝑑𝑠 𝑠 2+1 (𝑠 2+1)2

𝑑2 𝑠 𝑑 1 − 𝑠2 (𝑠 2 + 1)2 (−2𝑠) − 2(𝑠 2 + 1)2𝑠(1 − 𝑠 2 )

= =
𝑑𝑠 2 𝑠 2 + 1 𝑑𝑠 (𝑠 2 + 1)2 (𝑠 2 + 1)4

(𝑠 2+1)(−2𝑠)−4𝑠(1−𝑠 2) 2𝑠(−1−𝑠 2−2+2𝑠 2 ) 2𝑠(𝑠 2−3)

= = =
(𝑠 2+1)3 (𝑠 2+1)3 (𝑠 2+1)3

2𝑠(𝑠 2−3)
So we get 𝐿{ 𝑡 2 𝐶𝑜𝑠 𝑡} = (𝑠 2+1)3

By first shifting theorem If L{f(t)} = F(s) then L{eat f(t)} = F(s-a)

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R2021011 Mathematics-III Unit- II: Laplace Transforms

2(𝑠+2)((𝑠+2)2−3)
L { t2 e-2t Cost}= L { e-2t (t2 Cost)} = F(s+2) = ((𝑠+2)2 +1)3

Property: 7: Integration of Transforms: (Division by t)

𝑓(𝑡) ∞
Statement: If L{f(t)} = F(s) then 𝐿 { } = ∫𝑠 𝐹 (𝑠)𝑑𝑠
𝑡

𝑓(𝑡) ∞ ∞
Generalization: 𝐿 { } = ∫𝑠 ∫𝑠 𝐹 (𝑠)𝑑𝑠 2
𝑡2

Differentiation of the transform of a function corresponds to the multiplication of the function

by “-t”
∞ ∞
If L{f(t)} = F(s) then L{ f(t)/t } = ∫𝑠 𝐹 (𝑢)𝑑𝑢 or L{ f(t)/t } = ∫𝑠 𝐿{𝑓 (𝑡)}𝑑𝑢

∞
Proof: Given L{f(t)} = ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡 = F(s)
∞
RHS = ∫𝑠 𝐹(𝑢)𝑑𝑢
∞
= ∫𝑠 𝐹(𝑠)𝑑𝑠
∞ ∞
= ∫𝑠 (∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡) 𝑑𝑠
∞ ∞
= ∫0 (∫𝑠 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑠) 𝑑𝑡

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R2021011 Mathematics-III Unit- II: Laplace Transforms

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

∞ 𝑒 −𝑠𝑡
= ∫0 (𝑓(𝑡)( 0 − ( )) 𝑑𝑡
−𝑡

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

𝑓(𝑡) ∞ ∞ ∞ ∞
Generalization: 𝐿 { 𝑡 𝑛 } = ∫𝑠 ∫𝑠 ∫𝑠 … ∫𝑠 𝐹 (𝑢)𝑑𝑢𝑛 , 𝑓𝑜𝑟 𝑛 = 1, 2, 3, …

Problems:

1. L ( Sin2t / t2 }
1 1 𝑠
Sol: Sin2 t = ( 1 – Cos 2t )/2  L {( 1 – Cos 2t )/2 } = (2) ( 𝑠 − ) = F(s)
𝑠2+ 4

∞ ∞ 1 1 𝑠
Apply LT i.e., L { Sin2t / t2 ) = ∫𝑠 ∫𝑠 ( ) ( − ) 𝑑𝑠𝑑𝑠 ---(1)
2 𝑠 𝑠2+ 4

Let us evaluate one integral

∞ 1 1 𝑠 1 1 ∞
 ∫𝑠 (2) (𝑠 − ) 𝑑𝑠 = (2) (log 𝑠 − log(𝑠 2 + 4)
𝑠 2+ 4 2 𝑠
∞
1 1 𝑠2 1 𝑠2
 =(2) (2 𝑙𝑜𝑔 𝑠 2 + 4) = − 4 𝑙𝑜𝑔 𝑠 2+ 4 ---- (2)
𝑠
 Go for RHS
∞ ∞ 1 1 𝑠
 ∫𝑠 ∫𝑠 (2) ( 𝑠 − ) 𝑑𝑠𝑑𝑠 from above (2)
𝑠 2+ 4
∞ 1 𝑠2
 = ∫𝑠 − 4 𝑙𝑜𝑔 𝑠 2+ 4 𝑑𝑠

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R2021011 Mathematics-III Unit- II: Laplace Transforms

∞ 1
 ∫𝑠 − 4 (𝑙𝑜𝑔 𝑠 2 − log(𝑠 2 + 4)) 𝑑𝑠
∞ 1 ∞1
 ∫𝑠 − 2 log 𝑠 𝑑𝑠 + ∫𝑠 log(𝑠 2 + 4) 𝑑𝑠
4
1 𝑠 ∞ 1 2𝑠 ∞
 − 2 (𝑠𝑙𝑜𝑔(𝑒)) + 4 (𝑠 log(𝑠 2 + 4) − ∫ 𝑠 2 +4 𝑠 𝑑𝑠)
𝑠 𝑠
∞ ∞
1 𝑠 1 2 𝑠2
 − 2 (𝑠𝑙𝑜𝑔(𝑒)) + 4 (𝑠 log(𝑠 + 4) − 2 ∫ 𝑠 2 +4 𝑑𝑠)
𝑠 𝑠
1 𝑠 ∞ 1 4 ∞
2
 − 2 (𝑠𝑙𝑜𝑔(𝑒)) + 4 (𝑠 log(𝑠 + 4) − 2 ∫ 1 − 𝑑𝑠)
𝑠 𝑠 2+4
𝑠
1 𝑠 ∞ 1 𝑠 ∞
 − (𝑠𝑙𝑜𝑔( )) + (𝑠 log(𝑠 2 + 4) − 2𝑠 + 2 𝑇𝑎𝑛−1 ( ))
2 𝑒 𝑠 4 2 𝑠
1 1 𝑠 ∞
 (𝑠 − 𝑠𝑙𝑜𝑔𝑠 + 2 𝑠 log(𝑠 2 + 4) − 𝑠 + 𝑇𝑎𝑛−1 (2))
2 𝑠
∞
1 1 (𝑠 2+ 4) 𝑠
 (+ 2 𝑠 (log ) + 𝑇𝑎𝑛−1 (2))
2 𝑠2 𝑠
1 1 (𝑠 2 + 4) 𝜋 𝑠
 ((− ( ) s log ) + − 𝑇𝑎𝑛−1 ( )
2 2 𝑠2 2 2
1 𝑠 1 (𝑠 2+ 4)
 (𝐶𝑜𝑡 −1 (2) − (2) s log )
2 𝑠2
 So we get
1 𝑠 1 (𝑠 2+ 4)
 L ( Sin2t / t2 } = 2 (𝐶𝑜𝑡 −1 (2) − (2) s log )
𝑠2

∞ 𝑆𝑖𝑛 2 𝑡 𝜋
Prove that ∫0 𝑑𝑡 =
𝑡2 4

𝑒 −3𝑡 𝐶𝑜𝑠 2𝑡
Problem: Evaluate 𝐿 { }
𝑡

𝑒 −3𝑡 𝐶𝑜𝑠 2𝑡
Sol: Let us evaluate 𝐿 { 𝑡
}

𝑠
We Know that L { Cos 2t } = 𝑠 2+4 = F(s)

𝑓(𝑡) ∞ ∞
By definition 𝐿 { } = ∫𝑠 𝐹 (𝑠)𝑑𝑠 = ∫𝑠 𝐿{𝑓 (𝑡)}𝑑𝑠
𝑡

𝐶𝑜𝑠 2𝑡 ∞ ∞
 𝐿{ } = ∫𝑠 𝐹 (𝑠)𝑑𝑠 = ∫𝑠 𝐿{𝐶𝑜𝑠 2𝑡}𝑑𝑠
𝑡

∞
∞ 𝑠 log(𝑠 2+4)
= ∫𝑠 𝑑𝑠 = ( ) limits doesn’t exist , so problem cannot be solved in this process
𝑠 2+4 2 𝑠

𝑒 −3𝑡 𝑆𝑖𝑛 2𝑡
Problem: Evaluate 𝐿 { }
𝑡

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R2021011 Mathematics-III Unit- II: Laplace Transforms

𝑒 −3𝑡 𝑆𝑖𝑛 2𝑡
Sol: Let us evaluate 𝐿 { }
𝑡

2
We Know that L { Sin 2t } = 𝑠 2 +4 = F(s)

𝑓(𝑡) ∞ ∞
By definition 𝐿 { } = ∫𝑠 𝐹 (𝑠)𝑑𝑠 = ∫𝑠 𝐿{𝑓 (𝑡)}𝑑𝑠
𝑡

𝑆𝑖𝑛 2𝑡 ∞ ∞
 𝐿{ } = ∫𝑠 𝐹(𝑠)𝑑𝑠 = ∫𝑠 𝐿{𝑆𝑖𝑛 2𝑡}𝑑𝑠
𝑡

∞ 2 𝑠 ∞
= ∫𝑠 𝑑𝑠 = (𝑇𝑎𝑛−1 (2))
𝑠 2+4 𝑠

𝜋 𝑠 𝑠
= 2 − 𝑇𝑎𝑛−1 (2) = 𝐶𝑜𝑡 −1 (2) = F(s)

By definition 𝐿{𝑒 −𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 + 𝑎)

𝑒 −3𝑡 𝑆𝑖𝑛 2𝑡 𝑠+3

𝐿{ } = 𝐹(𝑠 + 3) = 𝐶𝑜𝑡 −1 ( )
𝑡 2

Problem: 1. Evaluate L { ( eat – ebt)/t }

1
Solution. We know that L {e at} = 𝑠−𝑎

1 1
Therefore L{ eat – ebt } = 𝑠−𝑎 − 𝑠−𝑏

eat – ebt ∞
 𝐿{ } = ∫𝑠 𝐿{ 𝑒 𝑎𝑡 − 𝑒 𝑏𝑡 } 𝑑𝑢
𝑡
∞ 1 1
= ∫𝑠 − 𝑑𝑢
𝑢−𝑎 𝑢−𝑏
∞
= log(𝑢 − 𝑎) − log(𝑢 − 𝑏)
𝑠
𝑠−𝑏
= log
𝑠−𝑎

∞ cos 𝑎𝑡−cos 𝑏𝑡
Problem: 2. Evaluate ∫0 𝑑𝑡
𝑡

Sol: let us find L{ cos at – cos bt)

𝑠 𝑠
 L { Cos at – Cos bt } = 𝑠 2+𝑎2 − 𝑠 2+𝑏 2

cos 𝑎𝑡−cos 𝑏𝑡
After calculate L{ }
𝑡

𝑓(𝑡) ∞ ∞
By definition 𝐿 { } = ∫𝑠 𝐹(𝑠)𝑑𝑠 = ∫𝑠 𝐿{𝑓 (𝑡)}𝑑𝑠
𝑡

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R2021011 Mathematics-III Unit- II: Laplace Transforms

cos 𝑎𝑡−cos 𝑏𝑡 ∞ ∞
 𝐿{ } = ∫𝑠 𝐹 (𝑠)𝑑𝑠 = ∫𝑠 𝐿{ 𝐶𝑜𝑠 𝑎𝑡 − 𝐶𝑜𝑠 𝑏𝑡}𝑑𝑠
𝑡
∞ 𝑠 𝑠
 = ∫𝑠 − 𝑑𝑠
𝑠 2+𝑎 2 𝑠 2+𝑏2
∞ ∞
log(𝑠 2+𝑎 2 ) log(𝑠 2+𝑏2 ) 1 (𝑠 2+𝑎 2 ) 1 (𝑠 2+𝑏2 )
 =( − ) = (2 𝑙𝑜𝑔 (𝑠 2+𝑏2 )) = 2 𝑙𝑜𝑔 (𝑠 2+𝑎2 )
2 2 𝑠 𝑠

𝑐𝑜𝑠 𝑎𝑡−𝑐𝑜𝑠 𝑏𝑡 ∞ 𝑐𝑜𝑠 𝑎𝑡−𝑐𝑜𝑠 𝑏𝑡 1 𝑠 2+𝑏2

L{ }= ∫0 𝑒 −𝑠𝑡 𝑑𝑡 = 2 𝐿𝑜𝑔 (𝑠 2+𝑎2 )
𝑡 𝑡

∞ 𝑐𝑜𝑠 𝑎𝑡−𝑐𝑜𝑠 𝑏𝑡 1 𝑠 2+𝑏2

 ∫0 𝑒 −𝑠𝑡 𝑑𝑡 = 2 𝐿𝑜𝑔 (𝑠 2+𝑎2 )
𝑡
 So put s = 0 in above equation
∞ 𝑐𝑜𝑠 𝑎𝑡−𝑐𝑜𝑠 𝑏𝑡 1 0+𝑏2
 ∫0 𝑑𝑡 = 2 𝐿𝑜𝑔 (0+𝑎2 ) = log 𝑏 − log 𝑎
𝑡

Unit step function (“Heavisides” unit function)

Step Function : f(t) =[ t ] -∞ < t < ∞

f( 0.9999) = 0

f(1.000123) = 1

Unit step function (“Heavisides” unit function)

0, 𝑖𝑓 𝑡 < 𝑎
It is defined u(t-a) = ua(t) = Ha(t) =
1, 𝑖𝑓 𝑡 > 𝑎

Note: u(t-a) is also denoted as ua(t) .

𝒆−𝒂𝒔
Laplace transform of Unit step function: L{Ua(t)} = 𝒔

∞
Proof: By definition 𝐿{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
∞
LHS = L{Ua(t)} = ∫0 𝑒 −𝑠𝑡 𝑈𝑎 (𝑡)𝑑𝑡
𝑎 ∞
= ∫0 𝑒 −𝑠𝑡 𝑈𝑎 (𝑡)𝑑𝑡 + ∫𝑎 𝑒 −𝑠𝑡 𝑈𝑎 (𝑡)𝑑𝑡
𝑎 ∞
= ∫0 𝑒 −𝑠𝑡 (0) 𝑑𝑡 + ∫𝑎 𝑒 −𝑠𝑡 (1)𝑑𝑡

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R2021011 Mathematics-III Unit- II: Laplace Transforms

∞
𝑒 −𝑠𝑡 𝑒 −∞ 𝑒 −𝑠𝑎 𝑒 −𝑠𝑎
= 0 + ( −𝑠 ) = − ( )=
𝑎 −𝑠 −𝑠 𝑠

𝑒 −𝑎𝑠
We proved L{Ua(t)} = 𝑠

Second shifting theorem: (t- shifting)

0, 𝑖𝑓 𝑡 < 𝑎
Statement: If L{f(t)} = F(s) and the shifted function g(t) = f(t-a)u(t-a) = {
𝑓 (𝑡 − 𝑎), 𝑖𝑓 𝑡 > 𝑎
-as
Then L{g(t)} = L{ f(t-a)u(t-a) } = e F(s)
∞
Proof: By definition 𝐿{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = F(s)
∞
LHS = L{ f(t-a)u(t-a) } = ∫0 𝑒 −𝑠𝑡 f(t − a)u(t − a) 𝑑𝑡
𝑎 ∞
= ∫0 𝑒 −𝑠𝑡 f(t − a)u(t − a) 𝑑𝑡 + ∫𝑎 𝑒 −𝑠𝑡 f(t − a)u(t − a) 𝑑𝑡
∞
= 0 + ∫𝑎 𝑒 −𝑠𝑡 f(t − a)𝑑𝑡
Take t –a = y ( t = y + a)  dt = dy
limits: t = a  y = 0; t = ∞  y = ∞
∞
= ∫0 𝑒 −𝑠(𝑦+𝑎) f(y)𝑑𝑦
∞
= ∫0 𝑒 −𝑠𝑦 𝑒 −𝑎𝑠 f(y)𝑑𝑦
∞
= 𝑒 −𝑎𝑠 ∫0 𝑒 −𝑠𝑦 f(y)𝑑𝑦
= e-as F(s)

G(t) = sint, 0 < t < T G(t) = ua(t) F(t) ; G(t) = F(t-a)U(t-a)

Problems: 1. Express in terms of Heaviside`s Unit step function

sin 𝑡, 0 < 𝑡 < 𝜋

f(t) = sin 2𝑡, 𝜋 < 𝑡 < 2𝜋
sin 3𝑡, 𝑡 > 2𝜋

𝑓1 (𝑡), 0 < 𝑡 < 𝑡1

Sol: 𝑓(𝑡) = {𝑓2 (𝑡), 𝑡1 < 𝑡 < 𝑡2
𝑓3 (𝑡), 𝑡 > 𝑡2

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R2021011 Mathematics-III Unit- II: Laplace Transforms

It can be re-= defined as f(t) = f1(t) + (f2(t) – f1(t))U(t-t1) + (f3(t) – f2(t))u(t-t2)

∞
𝐿{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 f(t) 𝑑𝑡

𝜋 2𝜋 ∞
= ∫0 𝑒 −𝑠𝑡 f(t) 𝑑𝑡 + ∫𝜋 𝑒 −𝑠𝑡 f(t) 𝑑𝑡 + ∫2𝜋 𝑒 −𝑠𝑡 f(t) 𝑑𝑡

Solution. Let f1(t) = sin t, f2(t) = sin 2t, f3(t) =sin 3t

So that f(t) = f1(t) + [ f2(t) – f1(t)]u(t – π) + [ f3(t) – f2(t)]u(t – 2π)

f(t) = sin t + [ sin 2t – sin t] u(t – π) + [ sin 3t – sin 2t ]u(t – 2π)

Problem: 2. Find the laplace transform of 4 sin(t-3) u(t-3)

Sol: From Second shifting theorem we have L{ f(t-a)u(t-a) } = e-as F(s)

Therefore we have L { 4 sin(t-3) u(t-3) } = 4e-3sL{sin t }

1
= 4 e-3s (𝑠 2+ 1)

Dirac`s Delta function:

Impulse Function:

0, 𝑓𝑜𝑟 𝑡 < 𝑎
1
It is defined as 𝑓𝜖 (𝑡 − 𝑎) = { 𝜖 , 𝑓𝑜𝑟 𝑎 ≤ 𝑡 ≤ 𝑎 + 𝜖
0, 𝑓𝑜𝑟 𝑡 > 𝑎

𝟏− 𝒆−𝝐𝒔
Laplace transform of dirac delta function be L { fε (t-a)} = e-as 𝝐𝒔

Laplace Transform of Periodic function:

Periodic function: A function f(t) is said to be a periodic function of period T > 0 if

f(t) = f(t + T) = f(t + 2T) = … = f( t + nT) = …

Example: sin t, cos t are periodic functions with period 2𝜋

Statement: The laplace transform of a piece wise periodic function f(t) with period T is

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R2021011 Mathematics-III Unit- II: Laplace Transforms

𝟏 𝑻
L { f(t) } = 𝟏− 𝒆−𝒔𝑻 ∫𝟎 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕

Proof: Given f(t) is a periodic function with period T (0 < t < T)

f(t) = f(t + T) = f(t + 2T) = … = f( t + nT) = …

By definition of laplace transform of a function

∞
𝐿{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 f(t) 𝑑𝑡 (split into infinite parts)

𝑇 2𝑇 3𝑇
= ∫0 𝑒 −𝑠𝑡 f(t)𝑑𝑡 + ∫𝑇 𝑒 −𝑠𝑡 f(t)𝑑𝑡 + ∫2𝑇 𝑒 −𝑠𝑡 f(t)𝑑𝑡 + …

Take(apply in second integral) t = u + T ; t = u + 2T; t = u + 3T

dt = du ; dt = du ; dt = du
Limits are t = T  u = 0; t = 2T  u = 0; ….
t = 2T  u = T; t = 3T  u = T ; ….
𝑇 𝑇 𝑇
= ∫0 𝑒 −𝑠𝑡 f(t) 𝑑𝑡 + ∫0 𝑒 −𝑠(𝑢+𝑇) f(u + T) 𝑑𝑢 + ∫0 𝑒 −𝑠(𝑢+2𝑇) f(u + 2T) 𝑑𝑢 + ⋯

𝑇 𝑇 𝑇
= ∫0 𝑒 −𝑠𝑢 f(u) 𝑑𝑢 + 𝑒 −𝑠𝑇 ∫0 𝑒 −𝑠𝑢 f(u) 𝑑𝑢 + 𝑒 −2𝑠𝑇 ∫0 𝑒 −𝑠𝑢 f(u) 𝑑𝑢 + ⋯

𝑇
= (1 + 𝑒 −𝑠𝑇 + 𝑒 −2𝑠𝑇 +…)∫0 𝑒 −𝑠𝑢 f(u) 𝑑𝑢 since 1+ x + x2 + …. = (1-x)-1

𝑇
= (1- 𝑒 −𝑠𝑇 )-1 ∫0 𝑒 −𝑠𝑢 f(u) 𝑑𝑢

𝟏 𝑻
L { f(t) } = 𝟏− 𝒆−𝒔𝑻 ∫𝟎 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕

Problems:

Problem: Find the Laplace transform of the periodic function with period 2π/ω

Given graph

Solution. Given f(t) is a periodic curve with period 2π/ω

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R2021011 Mathematics-III Unit- II: Laplace Transforms

sin 𝜔𝑡 , 𝑓𝑜𝑟 0 < 𝑡 < 𝜋/𝜔

Therefore f(t) = { 𝜋 𝜋
0, 𝑓𝑜𝑟 𝜔 < 𝑡 < 2 𝜔

1 𝑇
By definition of a LT L { f(t) } = 1− 𝑒 −𝑠𝑇 ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡

𝟐𝝅
𝟏
 L { f(t) } = 𝟐𝝅 ∫𝟎 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕
𝜔
−𝒔( )
𝟏− 𝒆 𝜔

𝝅 𝝅
𝟏 𝟐
= 𝟐𝝅 (∫𝟎𝜔 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕 + ∫𝝅 𝜔 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕)
−𝒔( )
𝟏− 𝒆 𝜔 𝜔

𝝅
𝟏
= 𝟐𝝅 (∫𝟎𝜔 𝒆−𝒔𝒕 𝑺𝒊𝒏𝜔𝑡𝒅𝒕 + 𝟎)
−𝒔( )
𝟏− 𝒆 𝜔

𝒆𝒂𝒙
Since ∫ 𝒆𝒂𝒙 𝑺𝒊𝒏 𝒃𝒙 𝒅𝒙 = (𝒂 𝑺𝒊𝒏 𝒃𝒙 − 𝒃 𝑪𝒐𝒔 𝒃𝒙)
𝒂𝟐 +𝒃𝟐

𝝅
𝟏 𝒆−𝒔𝒕 𝜔
= 𝟐𝝅 (𝒔𝟐 +𝜔𝟐 (−𝒔 𝑺𝒊𝒏𝜔𝑡 − 𝜔 𝐶𝑜𝑠 𝜔𝑡 )
−𝒔( ) 𝟎
𝟏− 𝒆 𝜔

𝝎
= 𝟐𝝅 (𝟏 + 𝒆−𝒔𝝅/𝝎 )
−𝒔( )
(𝟏− 𝒆 𝜔 )(𝒔𝟐+𝜔𝟐 )

𝝎(𝟏+𝒆−𝒔𝝅/𝝎) 𝝎(𝟏+𝒆−𝒔𝝅/𝝎)
= 𝟐𝝅 = 𝒔𝝅 𝟐
−𝒔( ) −( )
(𝟏− 𝒆 𝜔 )(𝒔𝟐+𝜔𝟐 ) (𝟏− (𝒆 𝜔 ) )(𝒔𝟐+𝜔𝟐 )

𝝎(𝟏+𝒆−𝒔𝝅/𝝎 )
=
(𝟏+𝒆−𝒔𝝅/𝝎 )(𝟏−𝒆−𝒔𝝅/𝝎 )(𝒔𝟐+𝜔𝟐 )

𝝎
= (𝟏−𝒆−𝒔𝝅/𝝎)(𝒔𝟐 +𝜔𝟐 )b

3𝑡, 𝑖𝑓 0 < 𝑡 < 2

Problem: Find the Laplace transform of 𝑓(𝑡) = { , where f(t) is aperiodic function
6, 𝑖𝑓 2 < 𝑡 < 4
with period 4.

Sol: Given Period T = 4

1 4
L { f(t) } = 1− 𝑒 −𝑠4 ∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡

1 2 4
= (∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡)
1− 𝑒 −𝑠4

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R2021011 Mathematics-III Unit- II: Laplace Transforms

1 2 4
= 1− 𝑒 −𝑠4 (∫0 𝑒 −𝑠𝑡 (3𝑡)𝑑𝑡 + ∫2 𝑒 −𝑠𝑡 6 𝑑𝑡)

2 4
1 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 6𝑒 −𝑠𝑡
= 1− 𝑒 −4𝑠 ((3𝑡 (−𝑠) − 3 (𝑠 2) ) + ( (−𝑠) ) ) =
0 2

Prob: Find the Laplace transform of a saw tooth wave f(t) = kt/T, when 0 < t < T

Inverse Laplace Transform

Definition: If L{f(t)} = F(s) then f(t) is known as Inverse laplace transform (I L T) or simply
inverse transform of F(s) and is denoted by L -1{F(s)}. Thus
f(t) = L-1{F(s)}
Inverse Laplace transform of some elementary functions:
Sl F(s) L-1{F(s)} Sl F(s) L-1{F(s)}
k 1 1
1 K 6 sin at
s s a
2 2
a
1 1 1
2 eat 7 sinh at
sa s a
2 2
a
1 tn s
3 n 1
8 Cosh at
s (n  1) s  a2
2

s 2𝑎𝑠
4 Cos at 9 T sin at
s a
2 2
(𝑠 + 𝑎 2 )2
2

𝑠 2 − 𝑎2
5 10 tCos at
(𝑠 2 + 𝑎 2 )2

General properties of Inverse Linear transform:

Property: 1. Linearity:
If L-1{F(s)} = f(t) and L-1{G(s)} = g(t) then L-1{ a F(s) + b G(s) } = a f(t) + b g(t)
Where a and b are any two constants.

2𝑠−5
Problem: Find the inverse laplace transform of F(s) = 𝑠 2−5
2𝑠−5
Sol: Given F(s) = 𝑠 2−5
Let us find inverse Laplace Transfrom of F(s)
2𝑠−5
L-1{ F(s) } = L-1{𝑠 2−5} apply linearity

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R2021011 Mathematics-III Unit- II: Laplace Transforms

2𝑠 5
= L-1{ 𝑠 2−5 - 𝑠 2−5}
𝑠 1
= 2L-1{ 𝑠 2−5} – 5L-1{ 𝑠 2−5}
1
= 2 Cosh√5 t – 5( 𝑆𝑖𝑛ℎ√5 t)
√5
= 2 Cosh√5 t – √5 𝑆𝑖𝑛ℎ √5t)

3𝑠−8
Problem: Find the inverse laplace transform of F(s) = 4𝑠 2 +25
3𝑠−8
Sol: Given F(s) =
4𝑠 2+25
Let us find inverse Laplace Transfrom of F(s)
3𝑠−8
L-1{ F(s) } = L-1{4𝑠 2 +25}
1 −1 3𝑠−8
= 𝐿 { 25 }
4 𝑠 2+
4

1 −1 3𝑠 8
= 𝐿 { 25 − 25 }
4 𝑠 2+ 𝑠 2+
4 4

1 3𝑠 8
= (𝐿−1 { 25 } − 𝐿−1 { 25 })
4 𝑠 2+ 𝑠 2+
4 4

1 𝑠 1
= (3𝐿−1 { 5 2
} − 8𝐿−1 { 5 2 })
4 𝑠 2+( ) 𝑠 2+( )
2 2
1 5 2 5
= 4 (3𝐶𝑜𝑠 (2) 𝑡 − 8(5) 𝑆𝑖𝑛 (2) 𝑡)
3 5 4 5
= (4 𝐶𝑜𝑠 (2) 𝑡 − (5) 𝑆𝑖𝑛 (2) 𝑡)

𝑠 2+9𝑠−9
Problem: Find the inverse laplace transform of F(s) = 𝑠 3−9𝑠

3( s 2  1) 2 4s  18 ( s  1)( 2  s1 / 2 )
Problem: Find the inverse Laplace transform of F(s) =  
2s 5 9  s2 s5/ 2
3( s 2  1) 2 4s  18 ( s  1)( 2  s1 / 2 )
Solution. Given F(s) =  
2s 5 9  s2 s5/ 2
3( s 2  1) 2 4s  18 ( s  1)( 2  s1 / 2 )
L-1{F(s)} = L-1{   }
2s 5 9  s2 s5/ 2
3( s 4  2s 2  1) 4s  18 (2s  s 3 / 2  2  s1 / 2 )
= L1{   }
2s 5 9  s2 s5/ 2

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R2021011 Mathematics-III Unit- II: Laplace Transforms

3 3
1 3 4s 18 2 1 2 1
= L {  3 5 2  2  1  1/ 2  5 / 2  2 }
2s s 2s s 9 s 9 s s s s
2 4 1 / 2 3/ 2
3 3t 3t t 8t
=    4 cosh 3t  6 sinh 3t  2    t}
2 2! 2 * 4! 2  3 
1 3t 2 3t 4 t 1 / 2 8t 3 / 2
=  t    4 cosh 3t  6 sinh 3t  
2 2 48 2  3 

Property: 2. First shift or Translation theorem:

If L-1{F(s)} = f(t) then L-1{F(s-a)} = eat f(t) = eat L-1{F(s)}
Or
If L-1{F(s)} = f(t) then L-1{F(s+a)} = e-at f(t) = e-at L-1{F(s)}

2𝑠+3
Problem: Find ILT of F(s) = 𝑠 2+2𝑠+2
2𝑠+3
Sol: Given F(s) = 𝑠 2+2𝑠+2
2𝑠+3
= 𝑠 2+2𝑠+1+1
2𝑠+3 2(𝑠+1)+1
= =
(𝑠 2+2𝑠+1)+1 (𝑠+1)2 +1
Apply ILT
2(𝑠+1)+1
L-1 {F(s)} = L-1{ (𝑠+1)2+1}
we know that If L-1{F(s)} = f(t) then L-1{F(s+a)} = e-at L-1{F(s)}
2𝑠+1
 L-1 {F(s)}= e-t 𝐿−1 (𝑠2+1 )
2𝑠 1
 = e-t (𝐿−1 (𝑠 2+1) + 𝐿−1 (𝑠 2+1))
 = e-t(2 Cos t + Sint)

1
Problem: Find ILT 𝐹 (𝑠) =
√2𝑠−3
1
Sol: Given 𝐹(𝑠) = apply ILT
√2𝑠−3
1
 𝐿−1 {𝐹 (𝑠)} = 𝐿−1 { }
√2𝑠−3

1 1
 = 𝐿−1 { } by FSP L-1{F(s-a)} = eat f(t) = eat L-1{F(s)}
√2 √𝑠−( )
3
2
3
1 ( )𝑡 −1 1
 = 𝑒 2 𝐿 { }
√ 2 √𝑠

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R2021011 Mathematics-III Unit- II: Laplace Transforms

1
3 −1
1 ( )𝑡 𝑡 2
 = 𝑒 2 1
√ 2 Γ( )
2
1
3 −
1 𝑡 2
 = 𝑒 (2)𝑡
√2 √𝜋
1 3
1
 = 𝑡 𝑒 (2)𝑡
−
2
√ 2𝜋
3𝑠−2 𝑠+2
Problem: Find ILT of a) f(t) = 𝑠 2−4𝑠+20 ; b) f(t) = (𝑠−2)3

Property: 3. Change of Scale:

If L-1{F(s)} = f(t) then L-1{F(ks)} =(1/k)f(t/k)

Problems:
1 64
1. Find L { }
81s  2564

a3
Solution. We know that L-1 { }
s4  a4
1 1 a a
 L { 2  2 }
2 s a 2
s  a2
1
= (sinh at  sin at )
2

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R2021011 Mathematics-III Unit- II: Laplace Transforms

1 64
Rewriting L { }
81s  2564

1 43
= L { }
(3s) 4  4 4
= L-1{F(3s)} with a = 4
a3 1
Where F(s) = and f(t) = = (sinh at  sin at )
s a
4 4
2
1 t
Thus applying change of scale property L-1{F(as)} = f( ) ( with a =3)
a a
1 t
L-1{F(3s)} = f( )
3 3
1 1 t t
 [ sinh 4  sin 4 ]
3 2 3 3
4 s  12
2. Find L1{ 2 }
s  8s  16
4s  12
Solution: given F(s) = 2
s  8s  16
4( s  3) 4( s  4)  4
F(s) = rewritten as F(s) =
( s  4) 2
( s  4) 2
4 4
F(s) = 
( s  4) ( s  4) 2
1 4 s  12 4 4
Given L { } = L1{  } by shifting property
s  8s  16
2
( s  4) ( s  4) 2
1 1
 4 t 1
= 4e L {  }
s s2
4t
= 4e (1  t )

1
Problem:3. Evaluate L1{ 3 }
8s  27
1
Solution. Given L1{ }
8s  27
3

1 1
 L1{ 3 } by first shifting theorem
2 s  27 / 8
27
1 t 1
 e 8 L1{ 3 }
2 s
2
27 3
1 t t
 e 8
2 1
2( )
3

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R2021011 Mathematics-III Unit- II: Laplace Transforms

1 1
Problem:4. Evaluate L { }
2s  5
1 1
Solution. Given L { }
2s  5
1 1 1
= L { }
2 s  5/ 2
By shifting property we have
5
1 t 1
= e 2 L1{ }
2 s
5
1 t
= e2 L
2

Property: 4. Inverse Laplace transform of Derivatives:

Statement:
𝑑𝑛
If L-1{F(s)} = f(t) then L-1{𝑑𝑠 𝑛F(s)} =(-1)n tn f(t)

1 s2  b2
Problem: Find L1{ ln( 2 )}
2 s  a2

1 s 2  b2
Solution. Given F(s) = ln( )
2 s2  a2
1
F(s) = {ln( s 2  b 2 )  ln( s 2  a 2 )} )
2
s s
Fl(s) = 2  2
s b 2
s  a2
Apply inverse laplace transform on both side
s s
L-l{Fl(s)} = L-l{  2 }
s b22
s  a2
 tf (t )  cos bt  cos at
f(t) = (cos at – cos bt)/t
1 s2  b2 1
 L1{ ln( 2 )} = 𝑡 (𝐶𝑜𝑠 𝑎𝑡 − 𝐶𝑜𝑠 𝑏𝑡)
2 s a 2

1 1 s  2
Problem: Find L {cot ( )}
3
1 s  2
Solution. Given F(s) = cot ( )
3
By differentiating on both sides w.r.t s
𝑑 𝑑 𝑠+2
 𝐹 (𝑠 ) = 𝐶𝑜𝑡 −1 ( )
𝑑𝑠 𝑑𝑠 3

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R2021011 Mathematics-III Unit- II: Laplace Transforms

−1 1 −3
 = 𝑠+2 2
(3) = 32 + (𝑆+2)2
1+ ( )
3
3
Fl(s) = 
3  ( s  2) 2
2

Apply inverse laplace transform on both sides

3
L-1 {Fl(s)} =  L1{ 2 }
3  ( s  2) 2
Applying shifting property
-t f(t) = - e-2t sin 3t
So f(t) = e2t sin 3t / t
1 1 s2 e 2t sin 3t
Such that L {cot ( )} =
3 t

𝒔+𝟑
HW: Find ILT of the following 1 F(s) = 𝒍𝒐𝒈 ( ) 2. G(s) = Tan-1(s+1).
𝒔+𝟒

Property: 5. Inverse Laplace transform of Integrals:

Statement:

f (t )
If L {F(s)} = f(t) then L { F ( s)ds} 
-1 1

s
t


1 1
Problem: Evaluate L1{  u  u  1 du}
s

1 1
Solution. Given F(u) = 
u u 1
We know that L-1{ 1/s -1/s-1 } = 1 - et = f(t)

f (t )

Therefore we have L1{ F ( s)ds} 
s
t

1 1 1  et
It shows that L1{  du} =
s
u u 1 t


u 1
Problem: Evaluate L1{ log du}
s
u 1

s 1
Solution. We have F(s) = log( )
s 1
Re-defining we get F(s) = log s-1 – log s+1

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R2021011 Mathematics-III Unit- II: Laplace Transforms

1 1
Such that we get F1(s) = 
s 1 s 1
Apply ILT on both sides we get
1 1
L-1{ F1(s)} = L-1{  }
s 1 s 1
-t f(t) = et – e-t
Such that f(t) = - sin ht / t
1 sinh t
 - L {F ( s )}  
t
s 1 sinh t
 L1{log( )} 
s 1 t
 So by property

u 1 sinh t
 L1{ log
s
u 1
du} =
t2

Property: 6. Multiplication by powers of s:

If L-1{F(s)} = f(t) and f(0) = 0 then L-1{ s F(s) } = f1(t)

𝑑𝑛
If L-1{snF(s)} = 𝑑𝑠 𝑛 𝐹(𝑠) provided fn(t) = 0 where n = 1, 2, 3, …, n-1

s
Problems: 1. Find L-1{ }
s  a2
2

s
Sol: Given L-1{ }
s  a2
2

1
So Take F(s) = 2
s  a2
1 sinh at
We know that L-1{ 2 } here f(t) = (1/a) sinh at  f(0) = 0
s a 2
a
So by definition
L-1{F(s)} = f(t) and f(0) = 0 then L-1{ s F(s) } = f1(t)
s 1
L-1{ 2 } = L-1 { s. 2 }
s a 2
s  a2
d 1
= sinh at
dt a
= cosh at

Problem: Find L-1{ s Cot-1((s+a)/b)

𝑠+𝑎
Sol: Let us evaluate 𝐿−1 {𝐶𝑜𝑡 −1 ( )}
𝑏

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R2021011 Mathematics-III Unit- II: Laplace Transforms

𝑠+𝑎
Given 𝐹(𝑠) = 𝐶𝑜𝑡 −1 ( )
𝑏
Let us differentiate w.r.t s on b.s.
−1 1
𝐹 1 (𝑠 ) = 2( )
𝑠+𝑎 𝑏
1+( )
𝑏
−𝑏
 𝐹1 (𝑠)= 𝑏2 +(𝑠+𝑎)2 Now apply ILT on b.s.
−𝑏
 𝐿−1 {𝐹1 (𝑠)}= 𝐿−1 {𝑏2 +(𝑠+𝑎)2 }
 −𝑡𝑓(𝑡) = −𝑒 −𝑎𝑡 𝑆𝑖𝑛 𝑏𝑡
𝑒 −𝑎𝑡 𝑆𝑖𝑛 𝑏𝑡
 𝑓 (𝑡 ) = 𝑡
𝑠+𝑎
 𝐿𝑒𝑡 𝑢𝑠 𝑒𝑣𝑎𝑙𝑢𝑎𝑡𝑒 𝐿−1 {𝑠 𝐶𝑜𝑡 −1 ( )}
𝑏
 𝑏𝑦 𝑑𝑒𝑓𝑖𝑛𝑖𝑡𝑖𝑜𝑛 L-1{ s F(s) } = f1(t)
𝑠+𝑎 𝑑 𝑠+𝑎
 𝐿−1 {𝑠 𝐶𝑜𝑡 −1 ( )} = 𝐿−1 { 𝐶𝑜𝑡 −1 ( )}
𝑏 𝑑𝑡 𝑏
𝑑 𝑒 −𝑎𝑡 𝑆𝑖𝑛 𝑏𝑡
 = 𝑑𝑡 𝑡
= -e-att-1Sinbt + e-at(-t-2)Sin bt + e-att-1(b Cos bt)
𝑒 −𝑎𝑡
= (𝑏𝑡 𝐶𝑜𝑠 𝑏𝑡 − (𝑡 + 1) 𝑆𝑖𝑛 𝑏𝑡 )
𝑡2

𝑆
Problem: Evaluate 𝐿−1 {(𝑠−3)2}
𝑆
Sol: Given 𝐿−1 {(𝑠−3)2 }
1
Take F(s) = (𝑠−3)2
1
Apply ILT 𝐿−1 {(𝑠−3)2} = 𝑡 𝑒 3𝑡
So f(t) = t e3t  f (0) = 0
1
So L-1 {s F(s)} = L-1 {s (𝑠−3)2}
𝑑
= 𝑑𝑡 𝑡 𝑒 3𝑡 = (1+ 3t)e3t

Property: 7. Division by powers of s:

t
If L-1{F(s)} = f(t) then L-1{ F(s) / s } =  f (u)du
0

Problems:
s2
1. L-1{ }
s ( s  3)
2

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R2021011 Mathematics-III Unit- II: Laplace Transforms

s2
Sol: Given L-1{ }
s ( s  3)
2

𝑆+2+1−1 1
So take = 1 − 𝑠+3
𝑆+3
𝑠+2 1 1
So 𝐿−1 {𝑠 2(𝑠+3)} = 𝐿−1 {𝑠 2 (1 − 𝑠+3)}
1 𝑡 1
Let us evaluate 𝐿−1 {𝑠(𝑠+3)} = ∫0 𝐿−1 {(𝑠+3)} 𝑑𝑡
𝑡 1
= ∫0 𝑒 −3𝑡 𝑑𝑡 = 3 (1 − 𝑒 −3𝑡 ) --- (1)
𝑠+2 1 1 1 1 1
𝐿−1 {𝑠 2(𝑠+3)} = 𝐿−1 {𝑠 2 (1 − 𝑠+3)} = 𝐿−1 {𝑠 ( 𝑠 − 𝑠(𝑠+3))} --- (2)
1 1 1
Let us evaluate 𝐿−1 {( 𝑠 − 𝑠(𝑠+3))} = 1 - 3 (1 − 𝑒 −3𝑡 ) --- (3) (from eqn (1))
Now continue eqn (2)
𝑡
1 1 1 1 1
𝐿−1 { ( − )} = ∫ 𝐿−1 {( − )} 𝑑𝑡
𝑠 𝑠 𝑠(𝑠 + 3) 𝑠 𝑠(𝑠 + 3)
0
𝑡
𝑡 1 𝑡 𝑒 −3𝑡 2𝑡 𝑒 −3𝑡 1
= ∫0 1 − (1 − 𝑒 −3𝑡 ) 𝑑𝑡 = (𝑡 − − ) = − +9
3 3 9 0 3 9

−1 𝑠+2 2𝑡 𝑒 −3𝑡 1
So 𝐿 { }= − +9
𝑠 2(𝑠+3) 3 9
𝟏
Problem: Evlauate 𝑳−𝟏 {𝒔(𝒔𝟐+ 𝟐𝒔+𝟐)}
1 1
Given F(s) = (𝑠 2+ 2𝑠+2)  F(s) = ((𝑠+1)2+ 1)
1
Apply ILT  f(t) = 𝐿−1 {((𝑠+1)2+ 1)} = e-t Sin t
t
-1
By definition: If L {F(s)} = f(t) then L { F(s) / s } = -1
 f (u)du
0
1 𝑡 1
 𝐿−1 {𝑠((𝑠+1)2+ 1)} = ∫0 𝐿−1 {((𝑠+1)2+ 1)} 𝑑𝑡
𝑡
𝑡 𝑒 −𝑡
= ∫0 𝑒 −𝑡 𝑆𝑖𝑛 𝑡 𝑑𝑡 = (1+1 (− 𝑠𝑖𝑛𝑡 − 𝐶𝑜𝑠 𝑡)) =
0
𝑒 −𝑡 1 1 𝑒 −𝑡
= (− 𝑠𝑖𝑛𝑡 − 𝐶𝑜𝑠 𝑡) + =2− ( 𝑠𝑖𝑛𝑡 + 𝐶𝑜𝑠 𝑡)
2 2 2

Property:8. Second Shifting theorem:

If L{f(t)} = F(s) then L{f(t-a) U(t-a) } = e-asF(s)

ILT: If L-1{F(s)} = f(t) then L-1{ e-as F(s) } = f(t-a) U(t-a)

5  3e 3s  2e 7 s
Problem: 1. Find L-1{ }
s
5  3e 3s  2e 7 s
Solution. Given L-1{ }
s

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R2021011 Mathematics-III Unit- II: Laplace Transforms

1
We know that L-1{ }  1 }  f(t) = 1
s
3 s 7 s
5  3e  2e 5 e 3s e 7 s
L-1{ }  L1{  3 2 }}
s s s s
By second shifting theorem we have

5 e 3s e 7 s
L1{  3 2 } = 5 – 3U(t-3) – 2U(t-7)
s s s

1
Problem:2. Find L-1{ }
s  e as
2

1
Sol: Given 𝐹 (𝑠) = 𝑠2 −𝑒 −𝑎𝑠
1 1 𝑒 −𝑎𝑠 −1 1 𝑒 −𝑎𝑠 𝑒 −𝑎𝑠 2 𝑒 −𝑎𝑠 3
 𝐹 (𝑠) = 𝑒−𝑎𝑠 = (1 − ) = (1 + +( ) +( ) +⋯)
𝑠 2(1− 2 ) 𝑠2 𝑠2 𝑠2 𝑠2 𝑠2 𝑠2
𝑠
1 𝑒 −𝑎𝑠 𝑒 −2𝑎𝑠 𝑒 −3𝑎𝑠
= (𝑠 2 + 𝑠4
+ 𝑠6
+ 𝑠8
+ ⋯)
𝑒 −𝑟𝑎𝑠
 𝐹(𝑠) = ∑∞
𝑟=0 apply ILT
𝑠 2𝑟+2
𝑒 −𝑟𝑎𝑠
 𝐿−1 {𝐹(𝑠)} = 𝐿−1 {∑∞
𝑟=0 } we know that L-1{ 1/s2r+2} = t2r+1/ Γ(2r+2)
𝑠 2𝑟+2
𝑒 −𝑟𝑎𝑠
 𝑓(𝑡) = {∑∞
𝑟=0 𝐿
−1 {
𝑠 2𝑟+2
}}
(𝑡−𝑟𝑎)2𝑟+1
 = ∑∞
𝑟=0 𝑢(𝑡 − 𝑟𝑎) Γ(2𝑟+2)

𝑠𝑒 −𝑠/2+ 𝜋𝑒 −𝑠
Problem:3: Evaluate 𝐿−1 { }
𝑠 2+𝜋 2
𝑠
−
𝑠𝑒 2+ 𝜋𝑒 −𝑠
Sol: Given 𝐿−1 { }
𝑠 2 +𝜋 2
𝑠𝑒 −𝑠/2 𝜋𝑒 −𝑠
 = 𝐿−1 { 𝑠2+𝜋2 } + 𝐿−1 {𝑠2+𝜋2 }
𝑠 𝜋
 We know that 𝐿−1 {𝑠2+𝜋2} + 𝐿−1 {𝑠2+𝜋2 } = 𝐶𝑜𝑠 𝜋𝑡 + 𝑆𝑖𝑛 𝜋𝑡
𝑠𝑒 −𝑠/2 𝜋𝑒 −𝑠
= 𝐿−1 { 𝑠2+𝜋2 } + 𝐿−1 {𝑠2+𝜋2 } by applying SST
1 1
= 𝐶𝑜𝑠 𝜋 (𝑡 − 2) 𝑈 (𝑡 − 2) + 𝑆𝑖𝑛 𝜋 (𝑡 − 1)𝑈(𝑡 − 1)

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R2021011 Mathematics-III Unit- II: Laplace Transforms

Convolution: It is used to find inverse laplace transform in solving differential equations &
Integral equations.
𝒕
Definition: Convolution h(t) of f(t) and g(t), denoted by h(t) = (f * g) (t) = ∫𝒐 𝒇(𝒖)𝒈(𝒕 − 𝒖)𝒅𝒖
 f * g is called the convolution or faulting of f and g.

Convolution Theorem:
L{h(t)} = L{f * g} = H(s) = F(s).G(s) or
-1 𝒕
L {F(s).G(s)} = h(t) = f * g.= ∫𝒐 𝒇(𝒖)𝒈(𝒕 − 𝒖)𝒅𝒖

s2
Problems: 1 Using Convolution Theorem . Evaluate L-1{ }
( s 2  a 2 )( s 2  b 2 )
s2
Sol: Given L-1{ }
( s 2  a 2 )( s 2  b 2 )
𝑠
We know that 𝐿−1 {𝑠2 + 𝑎2 } = 𝐶𝑜𝑠 𝑎𝑡
𝑠 𝑠
= 𝐿−1 {𝑠2+ 𝑎2 . 𝑠2 + 𝑏2 }
𝒕
By definition of Convolution we have L-1{F(s).G(s)} = f * g.= ∫𝒐 𝒇(𝒖)𝒈(𝒕 − 𝒖)𝒅𝒖
=f*g
𝑡
= ∫0 𝐶𝑜𝑠 𝑎𝑢 𝐶𝑜𝑠 𝑏(𝑡 − 𝑢)𝑑𝑢
1 𝑡
= 2 ∫0 2𝐶𝑜𝑠 𝑎𝑢 𝐶𝑜𝑠 𝑏(𝑡 − 𝑢)𝑑𝑢
1 𝑡
= 2 ∫0 𝐶𝑜𝑠 (𝑎𝑢 + 𝑏𝑡 − 𝑏𝑢) + 𝐶𝑜𝑠 (𝑎𝑢 − 𝑏𝑡 + 𝑏𝑢)𝑑𝑢
1 𝑡
= ∫0 𝐶𝑜𝑠 ((𝑎 − 𝑏)𝑢 + 𝑏𝑡) + 𝐶𝑜𝑠 ((𝑎 + 𝑏)𝑢 − 𝑏𝑡)𝑑𝑢
2
1 𝑆𝑖𝑛((𝑎−𝑏)𝑢+𝑏𝑡) 𝑆𝑖𝑛((𝑎+𝑏)𝑢−𝑏𝑡) 𝑡
= 2( 𝑎−𝑏
+ 𝑎+𝑏
)
0
1 𝑆𝑖𝑛(𝑎𝑡) 𝑆𝑖𝑛(𝑎𝑡) 𝑆𝑖𝑛(𝑏𝑡) 𝑆𝑖𝑛(𝑏𝑡)
= 2( 𝑎−𝑏 𝑎+𝑏
+ − 𝑎−𝑏
+ 𝑎+𝑏
)
𝑎𝑆𝑖𝑛(𝑎𝑡)−𝑏𝑆𝑖𝑛𝑏𝑡
= 𝑎 2−𝑏 2

1
Problems: 2 Using Convolution Theorem. Evaluate L-1{𝑠(𝑠2 + 𝑎2) }
1
Sol: Given L-1{𝑠(𝑠2+ 𝑎2) }
1
So Consider G(s) = (𝑠2 + 𝑎2)  g(t) = (1/a) Sin at
1
F(s) = 𝑠  f(t) = 1
𝒕
By definition L-1{F(s).G(s)} = f * g.= ∫𝒐 𝒇(𝒖)𝒈(𝒕 − 𝒖)𝒅𝒖
1 1 𝒕 𝟏
 L-1{𝑠 . (𝑠2+ 𝑎2)} = f * g.= ∫𝒐 𝟏. (𝒂) 𝑺𝒊𝒏 𝒂(𝒕 − 𝒖)𝒅𝒖

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R2021011 Mathematics-III Unit- II: Laplace Transforms

𝑪𝒐𝒔(𝒂𝒕−𝒂𝒖) 𝒕 𝟏 𝟏 𝑪𝒐𝒔 𝒂𝒕
 = (1/a) (– ) = ( 𝒂) ( 𝒂 − )
−𝒂 𝟎 𝒂
𝟏
 = (𝒂𝟐 ) (𝟏 − 𝑪𝒐𝒔 𝒂𝒕)

Inverse Laplcae Transforms – Partial Fractions

Problems:
𝑠
1.Find L-1{ (𝑠2− 𝑎2)}
𝑠
Given F(s) = (𝑠2 − 𝑎2)
Let us resolve into Partial fractions
𝑠 𝑠
(𝑠 2 − 𝑎 2)
= (𝑠−𝑎)(𝑠+𝑎)
𝑠 𝐴 𝐵
 (𝑠−𝑎)(𝑠+𝑎)
= (𝑠−𝑎) + (𝑠+𝑎)
𝑠 𝐴(𝑠+𝑎)+𝐵(𝑠−𝑎)
 (𝑠−𝑎)(𝑠+𝑎)
= (𝑠−𝑎)(𝑠+𝑎)
 S = A(s+a) + B(s-a) if s = a  A = ½
 S = A(s+a) + B(s-a)  if s = -a  B = ½
𝑠 𝑠 1 1 1
 (𝑠 2 − 𝑎 2)
= (𝑠−𝑎)(𝑠+𝑎)
= 2 ((𝑠−𝑎) + (𝑠+𝑎))
Apply 𝐼𝐿𝑇
𝑠 1 1 1
 𝐿−1 {(𝑠2− 𝑎 2)} = 𝐿−1 {2 ((𝑠−𝑎) + (𝑠+𝑎))} = ½ (eat + e-at)
 = Cosh at
𝑠 2 −2𝑠+4
2.L-1{ (𝑠2 + 9)(𝑠−5)}
𝑠 2−2𝑠+4 𝐴𝑠+𝐵 𝐶
Sol: Given (𝑠2 = (𝑠 2 + 9)
+
+ 9)(𝑠−5) (𝑠−5)
 (As+B)(s-5) + C(s2 + 9) = s2 – 2s + 4
 Put s = 5  C = 19/34
 Put s = 0  B = 3/34
 Compare S2 coeff: A + C = 1 A = 15/34

Applications of Laplace Transform to differential equations with constant coefficients

Problem: 1. Solve the differential equation (D2 + 9)y = sin t, y(0) = 1; y1(0) = 0

Sol: given differential equation (D2 + 9)y = sin t

Apply laplace transform on both sides,
L{D2y + 9y} = L {sin t}
1
[ s2 Y(s) – s y(0) – y1(0)] + 9 Y(s) = 𝑠 2+ 1

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R2021011 Mathematics-III Unit- II: Laplace Transforms

Substituting y(0) = 1, y1(0) = 0, we get

𝑠 3 + 𝑠+1
Y(s) = (𝑠 2+1)(𝑠 2+9)
𝑠 3+ 𝑠+1 𝐴𝑠+𝐵 𝐶𝑠+𝐷
Consider (𝑠 2+1)(𝑠 2+9) = (𝑠 2+1) + (𝑠 2+9)
1 1
= (1/8){ (𝑠 2+1) − (𝑠 2+9)
}

Applying inverse laplace transform on both sides we get

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