18MAT331 - TRANSFORM

TECHNIQUES

- S. Santhakumar
Introduction to Laplace Transform:
Laplace transform is a mathematical tool which is used to
solve various kinds of engineering and mathematical problems.
It is used mostly by the science departments, engineering
departments to solve a particular type of problem.
Laplace transform was introduced by French mathematician
Laplace (1790). It is used to solve ordinary differential equations
(ODE).
In general, whenever we try to find the solution of an ODE,
we try to find out the general solution and from the general solution,
using the initial conditions (IC), we try to find out the values of
arbitrary constants.
 Whereas, if we use the Laplace transform, it simply converts
the ODE into an algebraic equation. So, in order to find the solution,
we have to solve only one algebraic equation which is basically very
easy to find.
Similarly, if we try to find out the solution of a partial
differential equation (PDE) using Laplace transform, it reduces the
number of independent variables by one so that the solution process
becomes easier.
Laplace transform: (Definition)
If f(x) is a function defined for all t ≥ 0, its Laplace
from t = 0 to ∞.
 st
transform is the integral of f(t) times e
It is a function of s, say, F(s), and is denoted by L(f ); thus

F ( s ) L( f ) e  st f (t ) dt
0

Here we must assume that f(t) is such that the integral exists
(that is, has some finite value).
Original functions are denoted by lowercase letters and their
transforms by the same letters in capital, so that F(s) denotes the
transform of f(t), and G(s) denotes the transform of g(t) , and so on.
 

 f (t ) dt
 st
The given function f(t) inF ( s )  L ( f (t ))  e is
0
1
called the inverse transform of F(s) and is denoted by ( F )
L ;
1
that is, we shall write f (t )  L (F ) .

Note that L L1

(.F )   F &
L 1 L( f )   f
.

Also, note that the range of the integration is (0, ∞). From

this we can observe that the Laplace transformation

can be found for the function with the domain (0, ∞).
Example: Find the Laplace transformation of the function

f(t)=1 when t ≥ 0.

Solution: The Laplace transformation formula is


F ( s ) L( f (t )) e  st f (t ) dt
0

Therefore, L(1) e

  st 
1
 st
dt   e 
0 s 0
s

1  1
1
Hence, L(1)  & L   1
s  s
Example: Find the Laplace transformation of the function

f (t ) t when t ≥ 0.
Solution: The Laplace transformation formula is

F ( s ) L( f (t )) e  st f (t ) dt
0

Therefore, L(1) te

  st  
 st e e  st 1

dt  t   dt  e  st dt
0  s 0 0
 s s 
0

1  e  st 
  
s   s 0

1  1
L(t )  2 L 1  2  t
Hence, s & s 
Example: Find the Laplace transformation of the function
f (t ) t n when t ≥ 0.
Solution: The Laplace transformation formula is

F ( s ) L( f (t )) e  st f (t ) dt
0

Therefore,L(1) t e
  st   n  1  st 
n  st e t e n n  1  st
dt t n  n dt  t e dt
0  s 0 0
 s s0
 st 
nn  1 t n  2 e  st
 
n n 1 e n(n  1) n  2  st
 t
s  s

s 
0
 s
dt 
s 2 
0
t e dt
0

n! n! 1
 n e  st dt  n .
s 0 s s

n n!  n!  n
Hence, L(t )  s n 1
1
& L  n 1  t
s 
Example: Find the Laplace transformation of the function
f (t ) e at when t ≥ 0.

Solution: The Laplace transformation formula is


F ( s ) L( f (t )) e  st f (t ) dt
0

Therefore,
  ( s  a )t 
e

at at  st
L ( e )  e e dt 
0  ( s  a) 0
1
 , sa
s a

at 1  1 
1
Hence, L(e )  s  a
at
& L   e
 s a
Linearity of the Laplace Transform:
The Laplace transform is a linear operation; that is, for any
functions f(t) and g(t) whose transforms exist and any constants a
and b the transform of a f(t) + b g(t) exists, and
L(a f(t) + b g(t)) = a L(f(t)) + b L(g(t))

Example: Find the Laplace transformations of the functions

sinh at and cosh at when t ≥ 0.

Solution: Since   &

at  at
sinh at  1
2 e  e

cosh at  12 e at  e  at 
Therefore,     &
at  at
L sinh at  1
2 L ( e )  ( e )
    
Lcosh at   12 L e at  L e  at
  1 1  1  s  a  s  a  &
Lsinh at   
1
   2  
 s  a s  a  
2
 s a sa

 1 1  1  s  a  s  a 
Lcosh at    1
   2  
 s  a s  a  
2
 s a sa

a s
Lsinh at   2 & Lcosh at   2
s  a2 s  a2


1 a   s 
L  2 2 
sinh at & L 1  2 2 
cosh at
s  a  s  a 

Homework: Find the Laplace transformations of the functions

sin at and cos at when t ≥ 0. (By using linearity)

Assignment: Inverse transform is also satisfies

Example: Find Laplace transformations of the functions sin at

and cos at when t ≥ 0.

Solution: Take Ls Lsin at  & Lc Lcosh at  .

Integrating by parts and noting that the integral free

parts give no contribution from the upper limit , we
obtain
  st  
e a
Ls Lsin at  sin at e dt 
 st
sin at  cos at e  st dt
0  s 0
s 0

  st  
e a
Lc Lcos at  cos at e  st dt  cos at  sin at e  st dt
0  s 0
s 0
a 1 a
Ls  Lc & Lc   Ls
s s s
 2
1 aa  1 a
Lc    Lc      Lc
s ss  s s

 2

 1     Lc 1
 a 
  s   s
 

Therefore,
 s   a 
Lc  2 2 
& Ls  2 2 
 s a   s a 

Hence,

1 s  
1 a 
L  2 2 
cos at & L  2 2 
sin at
 s a   s a 
Some Functions and Their Laplace Transforms:
Example: Find the Laplace transformation of the function

f (t ) e when t ≥ 0.
t2

Solution: The Laplace transformation formula is


F ( s ) L( f (t )) e  st f (t ) dt
0

Therefore,

t2 t2
 dt
 st
L ( e )  e e
0

t 2  st
e dt
0
2
Here, for any s if t > s then  st  0
t . Which implies that
the above integral won’t exists.
t2
Hence the Laplace transform will not exists for the function e
Growth restriction:
 In the above example we can note that the power of
exponential is not a linear function (a t + b).
 Because of the higher power of the exponential function, our
function having the grow too fast.
 If it is a linear function (a t + b) then such a case won’t arise.
i at b at b
e e e M e at

Consider the following

A function is said to satisfies “growth restriction” if there
exist constants M and k such that
f (t ) M e k t
(The growth restriction is sometimes called “growth of
exponential order”.)
Existence Theorem for Laplace Transforms:
If f(t) is defined and piecewise continuous on every finite
interval on the semi-axis t ≥ 0 and satisfies growth restriction for
all t ≥ 0 and some constants M and k, then the Laplace transform
exists for all s > k.
 st
Proof: e
Since f(t) is piecewise continuous, f (t )
is integrable over any finite interval on the t-axis.
From growth restriction, assuming that s > k (to be needed for
the existence of the last of the following integrals), we obtain the
proof of the existence of L(f) from the following
 
L( f )  f (t ) e  st dt  f (t ) e  st dt
0 0
  
M
M e e kt  st
dt M e  ( s  k )t
dt 
0 0
s k
M
L( f )  , sk
s k

Hence the Laplace transform of f(t) will exists.

Example: Find the Laplace transformation of the function

when t ≥ 0.
1
f (t ) 
Solution: The Laplace transformation formula is
t

F ( s ) L( f (t )) e  st f (t ) dt
0

Therefore,L t  e

 1   st 1
dt
0 t
 
1 1
e  st
t 2
dt
0
1
   
 2
 In the above example, we can note that give function is not a
piecewise continuous function in the interval (0, 2).
 But it having Laplace transformation.
 From this we can conclude that the given condition for
existence is not a necessary condition.
First Shifting Theorem: (s-Shifting)
If f(t) has the transform F(s) (where s > k for some k), then
e at f (t ) has the transform F(s - a) (where s – a > k . In formulas,
 
L e at f (t ) F ( s  a )
or, if we take the inverse on both sides,
L 1 F ( s  a )  e at f (t )

Proof: The Laplace transformation

formula is

F ( s ) L( f (t )) e  st f (t ) dt
0

 
L e at f (t ) e  st e at f (t ) dt
0
Then 
e  ( s  a ) t f (t ) dt F ( s  a )
0
Example: Find the Laplace transformation of the function
e at sin wt and e at cos wt .

Solution: The given functions are multiply of

exponential and some other function. Hence we can
use
L e ats-shifting
 sin wt Ltheorem
 sin wt s s  a  
L e at cos wt Lcos wt s  s  a
 w   s 
 2 2
 2 2
 s  w  s s a  s  w  s s a
 w   s a 
Le sin wt  
at
2 2
Le cos wt  
at
2 2
 ( s  a )  w   ( s  a )  w 

Therefore,
 w  1 s a  at
L 1  
 ( s  a) 2  w2  e at
sin wt L  2

2 
e cos wt
   ( s  a)  w 
How to find the inverse transformation:
 1 1   3t
L   e
 s 3

 1 1   1 3 
L  2  3L  2 2  3 sin 3t
 s 9   s 3 

2 s  18 2 s  18 2s 18
 2 2
 2 2
 2
2
s  324 s  18 s  18 s  18 2

 2 s  18 
1  1 s   1 18 
L  2  2 L  2 2 
L  2 2 
 s  324   s  18   s  18 
2 cos 18t  sin 18t
  
2  2
2
s  10s  24 s  2. 5 . s  25 2   2
   
  2 2 
s  5    2
2
 s    s  s 5 

Lsinh  t s  s 5  

L e 5t
sinh  t 
   5 t
1
L  2 2 
e sinh  t
 s  10s  24 

 a0 a1 a2 
L 
1
   ?
 s  1 s  12
s  13

 By using partial fraction find inverse transform of the
following
1 A B
 
( s  a )( s  b) ( s  a ) ( s  b)
A( s  b)  B ( s  a )

( s  a )( s  b)
1 ( A  B ) s  Aa  Bb

( s  a )( s  b) ( s  a )( s  b)
( A  B ) 0 Aa  Bb 1
A  B Aa  Ab 1
1 1
A B
a b b a
 1 1 1
 
( s  a )( s  b) ( a  b)( s  a ) (b  a )( s  b)

 1  1  1 1  1  1 1 
1
L    L   
  L   
 ( s  a )( s  b)  ( a  b)  ( s  a )  (b  a )  ( s  b) 
e  at e  bt
 
( a  b) (b  a )
Laplace Transform of Derivatives:
The transforms of the first and second derivatives of f(t)
satisfy L( f ' ) sL( f )  f (0) (1)

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

Formula (1) holds if f(t) is continuous for all t ≥ 0 and

satisfies the growth restriction and is f’(t) piecewise continuous on
every finite interval on the semi-axis t ≥ 0 .
Similarly, (2) holds if f(t) and f’(t) are continuous for all t ≥ 0
and satisfy the growth restriction and f’’(t) is piecewise continuous
Proof: The Laplace transform formula

is
L( f ) f (t ) e  st dt
0



 st
Laplace transform of f’(t) is L ( f ' )  f ' (t ) e dt
 0
 st 

 st
 f (t )e  f (t )  se dt
0
0

0  f (0)  s f (t ) e  st dt
0

L( f ' (t )) sL ( f (t ))  f (0)

Hence, L( f ' ' (t )) sL ( f ' (t ))  f ' (0)

ssL ( f (t ))  f (0)  f ' (0)
L( f ' ' (t )) s 2 L( f (t ))  sf (0)  f ' (0)
Laplace Transform of Derivatives of any order:
be continuous for all t ≥ 0
( n  1)
Let f , f ' , f ' ' ,  f and
satisfy the growth restriction.
(n )
Furthermore, let f be piecewise continuous on every
finite interval on the semi-axis t ≥ 0. Then the transform of
(n )
f
satisfies
L( f (n)
(t )) s n L( f (t ))  s n  1 f (0)  s n  2 f ' (0)  
( n 2) n  1
 sf (0)  f (0)

Proof: We can prove this by using mathematical

induction.
Example: Find the Laplace transformation of the function f(t)

= sin wt when t ≥ 0.
Solution: Here we will use derivatives to the find
transform
f ' (t ) w cos wt f (0) 0
f ' ' (t )  w2 sin wt f ' (0) w

L( f ' ' (t )) s 2 L( f (t ))  sf (0)  f ' (0)

Therefore,
L( w 2 sin wt ) s 2 L(sin wt )  s.0  w
w 2 L(sin wt ) s 2 L(sin wt )  w
 
w  s 2  w 2 L(sin wt )
w
L(sin wt )  2
s  w2 
Example: Find the Laplace transformation of the function f(t)

= t sin wt when t ≥ 0.
Solution: Here given function is product of two
functions so that it will be little difficult to find
transform by using formula.
f Hence
' (t ) sinwe
wtwill
 wtuse derivatives to
cos wt f (0find
) 0transform.
f ' ' (t ) 2 w cos wt  w2t sin wt f ' (0) 0

L( f ' ' (t )) s 2 L( f (t ))  sf (0)  f ' (0)

Therefore,
L( 2 w cos wt  w 2t sin wt ) s 2 L(t sin wt )  s.0  0

2 wL(cos wt )  w 2 L(t sin wt ) s 2 L(t sin wt )  0

  s  2 2
2 w 2 2 
 s L (t sin wt )  w L(t sin wt )
 s w 
 2 ws 
 2 2   s 2
 w 2
L(t sin wt )
 s w 
 2 ws 
L (t sin wt )  2 

 s w 
2 2 

Laplace Transform of integrals:
Let F(s) denote the transform of a function f(t) which is
piecewise continuous for t ≥ 0 and satisfies a growth restriction.
Then, for s > k > 0 and t > 0 .
t  1  1 1 
t
L f ( ) d   F ( s ) thus L  F ( s )  f ( ) d
0  s s  0
t

Proof: (t ) f ( ) d
gTake .
0

First we have to prove that g(t) having Laplace transform. It is

very clear that g(x) is piecewise continuous (because g’(t) = f(t) for
all the points except where f(t) is discontinuous. ).
 Next we will prove g(t) satisfies growth restriction
t t t
g (t )  f ( ) d  f ( ) d Me k d
0 0 0
k t
e M kt Me kt
M  (e  1) 
k 0
k k
Hence, g(t) is growth restriction.
L( f (t )) L( g ' (t )) sL ( g (t ))  g (0)
 0

sL ( g (t ))  0  g (0) f ( ) d 0 
 
 0 
L( f (t ))
L( g (t )) 
s
t  L( f (t ))
L f ( ) d  
0  s
Example: Find the Laplace inverse transformation of the
1
F (s)  2 2
s ( s  w 2 ) by using transformation of integration.

Solution: Here we will use integration to the find

transform
F (s) 
11 1
s s ( s 2  w2 )
1  1  sin wt    w 
  L   L(sin wt )  2 
s  s  w  2 
 (s  w ) 
1   t
sin w 
  L  d  
s   0 w  
  t  sin w 
 L  d d  
  0 0 w  
   t  sin w 
 L  d d  
  0 0 w  
  t   cos w   
 L   d  

  0  w 2
0 

1  t 
 2  L 1  cos w  d  
w   0  
1    sin w 
t


 2  L t  
w    w  0 

1   sin wt  
 2  L t  
w   w 
 1 1   1  sin wt  
f (t ) L ( F ( s )) L  L 2  t    
 w  w  
1  sin wt 
f (t )  2  t  
w  w 
Unit step function or Heaviside function:

The unit step function or Heaviside function u(t-a) is 0 for

t < a, has a jump of size1 at t = a, and is 1 for t > a, in a formula:
0 if t  0
u (t  a ) 
1 if t  0
 Consider the function f(t) = sin t, then the product of the
function with unit step function will be
 0 if t a
f (t )u (t  a ) 
 f (t ) f t a

sin  22t))
sintt uu((ttsin
sin t
 At the same time if we look at the functionf (t  a )u (t  a )
we will get the following
 Any step function is combination of unit step function:
cos t if t 3

Consider the function f (t )  sin t if  3t 3
 0 if t 3


Cos(t)[1-U(t+3)]+
U(t+3)
cos t sin
U(t+3)
[1-U(t+3)] t t sin
costcos
Cos(t)[1-U(t+3)]+ sint U(t+3)
t U(t+3) - sin t U(t-3)
 cos(t)[1-U(t+3)]+ sin t U(t+3) - sin t U(t-3)

= cos(t)+ [sin t – cos t] U(t+3) + [0 - sin t] U(t-3)

cos t if t 3

f (t )  sin t if  3t 3
 0 if t 3


= cos(t)+ [sin t – cos t] U(t+3) + [0 - sin t] U(t-3)

Find the combination of unit step function for the function

 3 if  5t
  1 if  5 t   2


f (t )  2 if  2 t  1
 4 if 1 t  3


 1 if t 3
f (t )  3   1   3 u t   5  2   1 u t  ( 2) 
 4  2 u t  1  4  2 u t  3
  3 if  5t
 1 if  5 t   2


f (t )  2 if  2 t  1  3   1   3 u t   5
4

if 1 t  3  2   1 u t  ( 2) 

1 if t 3  4  2 u t  1
 4  2 u t  3
Transformation of Unit step function:
The transform of u( t – a ) follows directly from the
definition

Lu (t  a )  u (t  a ) e  st dt
0

e  st dt
a
 st 
e 
 
  s a
e  sa
0 
s
here the integration begins at t = a because u( t – a ) is 0 for
t < a. Hence
e  sa
Lu (t  a )  
s
Second Shifting Theorem (Time Shifting):
If f(t) has the transform F(s), then the “shifted function”
 0 if t  a
f (t  a )u (t  a ) 
 f (t  a ) if t  a

 sa
e
has the transform F (s ) L is,ifF ( s )
( f (t ))
.That
, then
L f (t  a )u (t  a )  e  sa F ( s ).

Or, if we take the inverse on both sides, we can write

L 1 e  sa F ( s )   f (t  a )u (t  a ).
Proof:

L f (t  a )u (t  a )  f (t  a )u (t  a )e  st dt
0

Take  t  a 
 f ( )u ( )e  s ( a ) d
a

e  sa f ( )e  s d
0

e  sa F (s )
 Find the Laplace transform of the following function
sin 2(t+3) U(t+3)
Soln:
 (  3) s 3s 2
L(sin 2(t  (-3)) U(t  ( 3) ) e L(sin 2t ) e 2
s 4
Find the Laplace transform of the following function
t 2u (t  5)
Soln:

L t  5 5 u (t  5) L(t  5)  

2 2
 10(t  5)  25 u (t  5)

Lt 2
 10t  25 e  5s

 2! 1! 1   5s
 3  10 2  25  e
s s s
 Find the Laplace inverse transform of the following function
e3s
s2
Soln:
 e 
3s
 1 1 
 u t  ( 3) 
1
L   L 
 s2  s2

  ut  3
 e  2t t  t 3

e    u t  3
 2 t 3

 e  u t  3
1  2t
6
e
 Find the Laplace transform of the following function
cos 2t if t 3

f (t )  sin t if  3  t  3 = cos(2t)+ [sin t – cos 2t] U(t+3)
 0 if t 3
 + [0 - sin t] U(t-3)
Soln:

Lcos 2t  sin t u (t  3)  cos 2t u (t  3) sin t u (t  3)

Lcos 2t  sin (t  3)  3u (t  3)  cos2(t  3)  6 u (t  3)

 sin (t  3)  3u (t  3)

Lcos 2t  Lsin(t  3) cos 3  cos(t  3) sin 3u (t  3) 

Lcos2(t  3) cos 6  sin 2(t  3) sin 6 u (t  3)
 Lsin(t  3) cos 3  cos(t  3) sin 3u (t  3) 
Lcos 2t  Lsin(t  3) cos 3  cos(t  3) sin 3 u (t  3) 
Lcos2(t  3) cos 6  sin 2(t  3) sin 6  u (t  3)
 Lsin(t  3) cos 3  cos(t  3) sin 3 u (t  3) 

s
 2  Lsin(t ) cos 3  cos(t ) sin 3 e 3 s
s 4
 Lcos2(t ) cos 6  sin 2(t ) sin 6 e 3 s
 Lsin(t ) cos 3  cos(t ) sin 3 e  3 s

 2
s

cos 3 e 3 s sin 3 e 3 s s cos 6  e 3 s s sin 6  e 3 s s
  
2 2 2
s 4 s 1 s 1 s 4 s2  4


cos 3 e  3 s sin 3 e  3 s s

2
s 1 s 2 1
Short Impulse - Dirac’s Delta Function.

In the above video an huge amount of force got applied on the

boy’s face with in a short period of time (with in a second).
Like this we are having lot of examples,

An airplane making a “hard” landing.

A mechanical system being hit by a hammer blow.
A ship being hit by a single high wave.
A tennis ball being hit by a racket.
A falling glass hit the ground
Many other similar examples appear in everyday life.
 Here we are going to model the force as function called
impulsive function. To model it we will follow the following way,
Consider the function  1k if a t a  k
f k(t  a ) 
0 other wise

The integral of a force f k(t  a ) acting over a time interval

a≤t≤a+k is called the impulse of the force.
a k
I k  dt 1
a
1
k
 Actually, in those problem the length of the time interval is
zero (i.e. force applied time is 0).
Hence to attain that we have to take k → 0. This limit is
denoted by δ(t-a)
 (t  a ) lim f k(t  a )
k 0

 (t  a ) is called the Dirac delta function or the unit impulse

function.
Hence the Dirac delta function or the unit impulse function is


 if t a
 (t  a )  and  (t  a) 1
0 other wise 0
Transformation of Unit impulse function:

The transform of f k(t  a ) follows from the second

shifting theorem
f k (t  a )  1k u (t  a )  u (t  a  k )

L f k (t  a )   1k Lu (t  a )  Lu (t  a  k ) 
 as  as  ks
 e e 
k 
1
 
 s s 
 as  as  ks
 e e 
k 
1
 
 s s 
 as

e
ks

1  e  ks 
We know that
 if t a
 (t  a ) lim f k(t  a ) &  (t  a ) 
0 other wise
k 0

To find transform we will use first definition

L (t  a ) L lim f k(t  a ) 
 k 0 

lim L f k(t  a ) 
k 0

lim 
 
 e  as 1  e  ks   0
  0
k 0
 ks 
By L’ Hospital rule
lim 
 
 e  as 0  se  ks 

k 0
 s 
e  as
Partial Fractions
p( s)
If the function of F(s) is a quotient of polynomials
q( s)

(deg(p) < deg(q) ) so that a partial fraction representation leads to a

sum of expressions whose inverses we already obtain.
p( s) cs  d A B
   
q ( s ) ( s  a )( s  b) ( s  a ) ( s  b)

p( s) bs  c A B
  2  
q( s) ( s  a) ( s  a) ( s  a) 2

p ( s ) s 2  bs  c A B C
    
q( s) ( s  a) 3
( s  a) ( s  a) ( s  a)3
2

p( s) s2  d s  e A Bs  C
   2

q ( s ) ( s  a )s  bs  c 
2
( s  a ) s  bs  c 
 Find the Laplace inverse transform of the following function
 s
20  20e
( s 2  4)( s 2  2 s  2)
Soln:

20  20e  s
2 2
( s  4)( s  2 s  2)
1 2

 s
20 20e
 2 
( s  4)( s  2 s  2) ( s 2  4)( s 2  2 s  2)
2
 20 As  B Cs  D
2 2
 2  2
( s  4)( s  2 s  2) ( s  4) ( s  2 s  2)

( As  B )( s 2  2 s  2)  (Cs  D )( s 2  4)

( s 2  4)( s 2  2 s  2)

( A  C ) s 3  ( 2 A  2 B  4C ) s 2  ( 2 A  B  D ) s  2 B  4 D

( s 2  4)( s 2  2 s  2)

If we compare the coefficients we can obtain

A  2, B  2, C 2, D 6
1

20  2s  2 2s  6
 
( s 2  4)( s 2  2 s  2) ( s 2  4) ( s 2  2 s  2)
 2s 2 2s 6
 2  2
 2  2
( s  4) ( s  4) ( s  2 s  2) ( s  2 s  2)
 2s 6
 2 L(cos 2t )  L(sin 2t )  
( s  1) 2  1 ( s  1) 2  1
2( s  1) 4
 2 L(cos 2t )  L(sin 2t )  
( s  1) 2  1 ( s  1) 2  1

 2s   4 
 2 L(cos 2t )  L(sin 2t )   2  2
 s  1 s 1  s  1 s 1


 2 L(cos 2t )  L(sin 2t )  2 L(cos t )s 1  4 sin t s 1

 2 L(cos 2t )  L(sin 2t )  2 L(cos t e  t )  4 L(sin t e  t )

 20 
L 1  2 2

 ( s  4)( s  2 s  2) 
 2 cos 2t  sin 2t  2 cos t e  t  4 sin t e  t
 20e  s
( s 2  4)( s 2  2 s  2)

L  2 cos 2t  sin 2t  2 cos t e  4 sin t e t
e t  s

L 2 cos 2(t   )  sin 2(t   )  2 cos(t   ) e  (t   )

 4 sin(t   ) e u (t   )  (t   )

L 2 cos 2t  sin 2t  2 cos t e  (t   )

2
 4 sin t e u (t   )
 (t   )

 s
1  20 e 
L  2 2

 ( s  4)( s  2 s  2) 

  2 cos 2t  sin 2t  2 cos t e  (t   )
 4 sin t e  (t   )
u (t   )
  s
1  20  20e 
L  2 2

 ( s  4)( s  2 s  2) 
 2 cos 2t  sin 2t  2 cos t e  t  4 sin t e  t
 
  2 cos 2t  sin 2t  2 cos t e  ( t   )  4 sin t e  ( t   ) u (t   )

 2 cos 2t  sin 2t  2 cos t e  t  4 sin t e  t if t 


 2 cos t  4 sin t  e t
 e  (t   )
 if t 
Solving Initial Value Problem (IVP) or ODE by using
Laplace transform:

Now we are going to discuss how the Laplace transform

method solves ODEs and initial value problems. We consider an
initial value problem
y ' ' a y ' b y r (t ) & y (0) k0 , y ' (0) k1
where a and b are constant.
Here r(t) is the given input (driving force) applied to the
mechanical or electrical system and y(t) is the output (response to
the input) to be obtained.
In Laplace’s method we have do the following steps:

Step 1. Setting up the subsidiary equation.

This is an algebraic equation for the transform Y = L(y) obtained

by transforming initial value problem by using Laplace transform of
derivatives,
s Y  sy(0)  y' (0)  a sY  y(0)  b Y Lr (t )
2

where Collecting the Y-terms, we have the subsidiary

equation
s 2

 as  b Y s  a y (0)  y ' (0)  Lr (t ) 
Step 2. Solution of the subsidiary equation by algebra.

by s 
2
We divide  as  b . Then we will get the
solution of the subsidiary equation

Y (s) 
s  a y (0)  y ' (0)  Lr (t ) 
( s 2  as  b)

Step 3. Find the Inverse transformation of Y to obtain y.

We reduce Y(s) (usually by partial fractions as in calculus) to

a sum of terms whose inverses is already obtain so that we can
obtain the solution of IVP.
 s  a y (0)  y ' (0)  Lr (t ) 
y L Y ( s )  L 
1 1
2

 ( s  as  b) 
Find the solution of the following initial value problem
y ' ' y t with y (0) 0 & y ' (0) 1
Soln:
Step 1. Find the subsidiary equation.
Ly ' ' y  L t 

⟹  2
 1
s Y  s y ( 0)  y ' ( 0)  Y  2
s

⟹  2

sY1Y 2
s
1

2
1
⟹  2 s
s 1Y 2
s
Step 2. Find the solution of subsidiary equation.

s 2 1
⟹ Y 2 2
s ( s  1)

Step 3. Find the inverse transformation.

 s 2
1 
⟹ y L Y  L  2 2
1 1

 s ( s  1) 
 1
1 1 
⟹ y L  2  2 2 
 ( s  1) s ( s  1) 

1 1 
L  2  sinh t
 ( s  1) 
⟹ 1 As  B Cs  D
2 2
 2  2
s ( s  1) s ( s  1)

As 3  Bs 2  As  B  Cs 3  Ds 2

s 2 ( s 2  1)
⟹ A  C 0, B  D 0,  A 0 &  B 1

1 1 1
2 2
 2  2
s ( s  1) s ( s  1)

⟹ 1 1   1  1   1 1 
L  2 2  L  2   L  2 
 s ( s  1)  s   ( s  1) 
⟹ 1 1 
L  2 2   t  sinh t
 s ( s  1) 
Hence the solution of the IVP is

1  s 2
1 
y L  2 2  2 sinh t  t
 s ( s  1) 
Find the solution of the following initial value problem
y ' ' y  (t  3) with y (0) 0 & y ' (0) 0
Soln:
Ly ' ' y  L  (t  3) 

s Y  s y(0) 
2

y ' (0)  Y e  3 s
s 2Y  Y e  3 s

s 2

 1 Y e  3 s
e  3s
Y 2
s 1
 1   3s  1 
y L Y  L  e  2  
1

  s  1 
 L 1
e L[sinh t ]
 3s

L L[u (t  3) sinh(t  3)]

1

y L 1 Y  u (t  3) sinh(t  3)

sinh(t  3) t 3

 0 other wise
Shifted Data Problems:
Find the solution of the following initial value problem
y ' ' y  (t  3) with y (2) 0 & y ' ( 2) 0
Soln: In the given problem the initial conditions not given at the
point 0.
So that while using the concept Transform of derivatives we
need initial conditions at the point t = 0.
For this we will shift the entire problem from the variable ‘t’ to
t – a. Where ‘a’ is a point at initial value is given.
y (t  a )  ~
y . Then we will get the IPV with initial
Take
point at t = 0.
 ~
For the current problem we have to choose t t  2 , then
~ ~
y  y ( t )  y (t  2)
~ ~
d y dy ( t ) d2 ~
y ~
  y ' (t  2)  ~
y' y''
dt dt dt 2

~
t 0  t 2 ~
y (0)  y (2  2)  y (0) 0
~
y ' (0) 0
Hence the IVP will become

~ ~
~ y  ( t  1) with ~
y ' ' ~ y (0) 0 & y ' (0) 0
 ~
L~ y  L ( t  1) 
y ' ' ~

s 2Y  sy (0)  y ' (0)  Y e  s

s 2

 1 Y e  s
e s
Y 2
( s  1)
~ ~ ~
y sinh( t  1) u ( t  1)

y sinh(t  3) u (t  3)
Differentiation of Transforms:

We already saw the concept transform of differentiation in

previous lectures.
But in this lecture we are going to see the concept
differentiation of transforms.
If a function f(t) satisfies the conditions of the existence
theorem, then the derivative F’(s) of the transform F(s) = L(f) can
be obtained by differentiating F(s) under the integral sign with
respect to s.
  


 st

 st
Thus, if F ( s )  f (t ) e dt , then F ' ( s )  t f (t ) e dt
0 0

Consequently, if L(f) = F(s), then

Lt f (t )   F ' ( s ) hence L 1 F ' ( s )   t f (t )


d 
For, F ' ( s )   f (t )e dt 
 st

ds  0 
d  f (t )e  st 

 dt
0
ds

 f (t )( t e  st ) dt
0

 Lt f (t ) 
Find the Laplace transform of the following functions.
t sin  t & t cos  t
Soln:

  d     2s
Lt sin  t   L(sin  t )   2  
ds  s    ( s 2   2 ) 2
2

  d  s 
Lt cos  t   L(cos  t )   
2 
ds  s   
2

 
 
 s 2   2  s.2 s 

 s2   2 
 

 
s 2
  2 2
 
  
 s2   2 
2


Find the Laplace inverse transform of the following functions.
s  s 2   1 
,  2  &  
(s 2   2 )2 
 s 2
 2 
 
 s2   2
 
2 


Soln:

1 s  1
L  2   t sin  t
2 2 
 ( s   )  2

  1 
s 2
L sin  t 
L 1   Lt cos  t   

 s2   2
 
2 


 s 2   2   1  2  s 2   2  s 2   2   2 s 2 
       
 s 2   2 2  s 2s 22 2  
  s2
  
2 2

  s2   2 
2 
     
  2 s 2 
L 1   t cos  t  1 sin  t
 
 s2   2  2 
 

 s 2  1
L 1     t cos  t  sin  t 
 
 s2   2 2 
 2

Similarly, we can find

 1 
L 
1   1 sin  t   t cos  t 
 
 s2   2 2 
 2
3
Integration of Transforms:

If a function f(t) satisfies the conditions of the existence

theorem, then the limit of f(t)/t, as t approaches 0 from the right,
exists, then for s > k,

In this way, integration of the transform of a function f(t)

corresponds to the division of f(t) by t.
Proof:
    
~ ~  ~
 ~  st ~
~

 F ( s ) d s  f (t )e dt  d s f (t )  e d s  dt
st

s s 0  0 s 
  ~ 
  ~s t ~  
e  st

 f (t )  e d s  dt f (t )   dt
0 s  0   t s

 e  st 
f (t )  0   dt
0  t

f (t )  st
 e dt
0
t

~ ~  f (t ) 

s
F ( s ) d s  L
 t 



 ~ ~  f (t )
L  F ( s ) d s  
1

s  t
Find the Laplace inverse transform of the following function.
 w2   s 2  w2 
ln 1  2  ln 2

 s   s 
Soln: Denote the given transform by F(s). Its derivative is
d  s 2  w2  d
ln
ds  s 2

  ln(s 2
 w 2
)  ln( s 2
) 
 ds
2s 2s
 2 2
 2
s w s
d
F ( s ) 2cos wt  1
ds
 t f (t ) 2cos wt  1
2
f (t )  1  cos wt 
t
Thank
You